ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q3 2020
Shares 134,000 Value ($000) $1,643 Avg Close — Range —
Q2 2020
Shares 545,100 Value ($000) $6,421 Avg Close — Range —
Q1 2020
Shares 706,700 Value ($000) $4,035 Avg Close — Range —
Q4 2019
Shares 356,700 Value ($000) $6,538 Avg Close — Range —
Q3 2019
Shares 42,600 Value ($000) $770 Avg Close — Range —