ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

CANADA PENSION PLAN INVESTMENT BOARD's Holding History (CIK: 0001283718)

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

Q1 2020
Shares 112,510 Value ($000) $642 Avg Close — Range —
Q4 2019
Shares 51,300 Value ($000) $940 Avg Close — Range —