ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

MARTINGALE ASSET MANAGEMENT L P's Holding History (CIK: 0000936944)

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

Q2 2021
Shares 21,017 Value ($000) $403 Avg Close — Range —
Q1 2021
Shares 32,617 Value ($000) $523 Avg Close — Range —
Q4 2020
Shares 34,017 Value ($000) $505 Avg Close — Range —