ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

O'SHAUGHNESSY ASSET MANAGEMENT, LLC's Holding History (CIK: 0001423442)

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

Q3 2021
Shares 21 Value ($000) $0 Avg Close — Range —
Q2 2021
Shares 21 Value ($000) $0 Avg Close — Range —