ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

Note: Option positions (PUT/CALL) are excluded.

InstitutionSharesValue ($000)
BlackRock, Inc.16,625,322$225,772
VANGUARD GROUP INC7,003,038$95,101
STATE STREET CORP3,779,402$51,814
GEODE CAPITAL MANAGEMENT, LLC2,412,329$32,766
MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd.1,663,650$22,592
Amundi1,497,373$20,334
Invesco Ltd.1,486,215$20,183
VAN ECK ASSOCIATES CORP1,122,032$15
NORTHERN TRUST CORP1,114,315$15,132
CHARLES SCHWAB INVESTMENT MANAGEMENT INC984,713$13,372
MORGAN STANLEY981,437$13,328
EMG Holdings, L.P.961,018$13,051
Delphi Financial Group, Inc.721,757$9,801
Bank of New York Mellon Corp713,878$9,694
MARSHALL WACE, LLP695,121$9,440
JPMORGAN CHASE & CO656,637$8,917
VICTORY CAPITAL MANAGEMENT INC590,510$8,019
PRINCIPAL FINANCIAL GROUP INC511,056$6,940
UBS Group AG449,332$6,102
Hudson Bay Capital Management LP447,732$6,080
Dana Investment Advisors, Inc.432,409$5,872
Public Sector Pension Investment Board371,397$5,044
CITADEL ADVISORS LLC294,658$4,001
DARK FOREST CAPITAL MANAGEMENT LP286,783$3,895
RHUMBLINE ADVISERS263,749$3,582
GOLDMAN SACHS GROUP INC259,173$3,520
Legal & General Group Plc255,357$3,468
PREVAIL INNOVATIVE WEALTH ADVISORS, LLC241,273$3,276
AMERIPRISE FINANCIAL INC211,147$2,869
Swiss National Bank196,900$2,674
GraniteShares Advisors LLC196,578$2,670
Artemis Investment Management LLP195,443$2,654
Nuveen, LLC189,737$2,577
Uniplan Investment Counsel, Inc.186,615$2,534
AQR CAPITAL MANAGEMENT LLC179,338$2,435
MILLENNIUM MANAGEMENT LLC165,317$2,245
FIRST TRUST ADVISORS LP163,263$2,217
UBS ASSET MANAGEMENT AMERICAS INC162,798$2,211
BANK OF AMERICA CORP /DE/160,671$2,182
TWO SIGMA INVESTMENTS, LP156,205$2,121
BARCLAYS PLC152,491$2,071
WELLS FARGO & COMPANY/MN147,080$1,997
D. E. Shaw & Co., Inc.138,540$1,881
JENNISON ASSOCIATES LLC138,517$1,881
Angel Oak Capital Advisors, LLC119,250$1,619
Qube Research & Technologies Ltd114,180$1,551
ALLIANCEBERNSTEIN L.P.112,310$1,525
GUGGENHEIM CAPITAL LLC103,998$1,412
AMERICAN FINANCIAL GROUP INC100,000$1,358
Penserra Capital Management LLC99,763$1
Y-Intercept (Hong Kong) Ltd97,883$1,329
Voya Investment Management LLC96,953$1,317
Hennion & Walsh Asset Management, Inc.95,947$1,303
RBF Capital, LLC95,941$1,303
CAXTON ASSOCIATES LLP93,816$1,274
PRUDENTIAL FINANCIAL INC91,753$1,246
GREAT WEST LIFE ASSURANCE CO /CAN/91,223$1
CASTLEKEEP INVESTMENT ADVISORS LLC90,133$1,224
PRICE T ROWE ASSOCIATES INC /MD/88,281$1
DENALI ADVISORS LLC88,133$1,197
Thrivent Financial for Lutherans87,559$1
LPL Financial LLC83,146$1,129
INTECH INVESTMENT MANAGEMENT LLC81,838$1,111
CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM80,108$1,088
FMR LLC77,093$1,047
NORDEN GROUP LLC76,931$1,045
DEUTSCHE BANK AG\72,987$991
SG Americas Securities, LLC72,529$1
Lido Advisors, LLC68,770$902
Curi Capital, LLC68,507$930
NATIXIS63,000$856
TrueMark Investments, LLC61,883$840
Dynamic Technology Lab Private Ltd57,528$781
KLP KAPITALFORVALTNING AS55,500$760
State of Alaska, Department of Revenue54,643$1
MetLife Investment Management, LLC53,782$730
Freestone Grove Partners LP53,450$726
HBK Sorce Advisory LLC53,124$691
Illinois Municipal Retirement Fund52,688$716
Sigma Planning Corp52,146$708
FRANKLIN RESOURCES INC50,657$688
GSA CAPITAL PARTNERS LLP49,447$1
Louisiana State Employees Retirement System49,200$668
Savvy Advisors, Inc.48,707$661
Schonfeld Strategic Advisors LLC47,557$646
Diametric Capital, LP45,730$621
ENVESTNET ASSET MANAGEMENT INC44,200$600
MANUFACTURERS LIFE INSURANCE COMPANY, THE44,127$599
Cambridge Investment Research Advisors, Inc.43,566$1
NEW YORK STATE COMMON RETIREMENT FUND42,634$579
ROYAL BANK OF CANADA41,501$564
JANUS HENDERSON GROUP PLC41,197$559
State of Tennessee, Department of Treasury35,739$459
COMMONWEALTH EQUITY SERVICES, LLC33,505$455
Creative Planning33,080$449
Massar Capital Management, LP32,977$448
RAYMOND JAMES FINANCIAL INC32,456$441
OSAIC HOLDINGS, INC.31,705$431
AMALGAMATED BANK30,888$0
JANE STREET GROUP, LLC30,705$417
147 other institutions1,247,272$15,760
Total (247 institutions)54,525,932$716,094