ELLINGTON RESIDENTIAL MTG RE

Institution	Shares	Value ($000)
Waverly Advisors, LLC	90,000	$474
HighTower Advisors, LLC	70,000	$369
Quadrature Capital Ltd	14,202	$75
US BANCORP \DE\	10,000	$53
BNP PARIBAS ARBITRAGE, SA	2,049	$11
WPG Advisers, LLC	351	$2
Pinnacle Wealth Planning Services, Inc.	611	$3
Tower Research Capital LLC (TRC)	200	$1
LOS ANGELES CAPITAL MANAGEMENT LLC	99	$1
Virtu Financial LLC	10,844	$0
BlackRock, Inc.	6	$0
DANSKE BANK A/S	1	$0

Increased Positions (10)

Clear Harbor Asset Management, LLC

Value ($000) $1,832 (+3.8%) Shares 347,635 (+7.3%)

MORGAN STANLEY

Value ($000) $2,749 (+307.9%) Shares 521,666 (+321.8%)

JANE STREET GROUP, LLC

Value ($000) $712 (+65.2%) Shares 135,107 (+70.8%)

ENVESTNET ASSET MANAGEMENT INC

Value ($000) $445 (+7.1%) Shares 84,440 (+10.8%)

Global Retirement Partners, LLC

Value ($000) $128 (+4.4%) Shares 24,294 (+8.0%)

JPMORGAN CHASE & CO

Value ($000) $11 (+21506.1%) Shares 2,009 (+22222.2%)

Steward Partners Investment Advisory, LLC

Value ($000) $92 (+1.1%) Shares 17,532 (+4.5%)

Tradewinds Capital Management, LLC

Value ($000) $8 (+1.1%) Shares 1,448 (+4.6%)

Aventura Private Wealth, LLC

Value ($000) $5 (+1.1%) Shares 928 (+4.5%)

UBS Group AG

Value ($000) $1 (-2.4%) Shares 100 (+1.0%)

Institution	Prev Shares	Curr Shares	Change
Clear Harbor Asset Management, LLC	323,860	347,635	+23,775 (+7.3%)
MORGAN STANLEY	123,673	521,666	+397,993 (+321.8%)
JANE STREET GROUP, LLC	79,095	135,107	+56,012 (+70.8%)
ENVESTNET ASSET MANAGEMENT INC	76,237	84,440	+8,203 (+10.8%)
Global Retirement Partners, LLC	22,500	24,294	+1,794 (+8.0%)
JPMORGAN CHASE & CO	9	2,009	+2,000 (+22222.2%)
Steward Partners Investment Advisory, LLC	16,772	17,532	+760 (+4.5%)
Tradewinds Capital Management, LLC	1,384	1,448	+64 (+4.6%)
Aventura Private Wealth, LLC	888	928	+40 (+4.5%)
UBS Group AG	99	100	+1 (+1.0%)

Decreased Positions (7)

GABLES CAPITAL MANAGEMENT INC.

Value ($000) $213 (-12.2%) Shares 40,450 (-9.2%)

WELLS FARGO & COMPANY/MN

Value ($000) $4,755 (-46.1%) Shares 902,296 (-44.2%)

ROYAL BANK OF CANADA

Value ($000) $35 (-91.8%) Shares 6,592 (-91.6%)

OSAIC HOLDINGS, INC.

Value ($000) $376 (-38.1%) Shares 71,287 (-33.4%)

McIlrath & Eck, LLC

Value ($000) $26 (-54.8%) Shares 4,931 (-53.2%)

MILLENNIUM MANAGEMENT LLC

Value ($000) $70 (-65.3%) Shares 13,284 (-64.1%)

Cambridge Investment Research Advisors, Inc.

Value ($000) $0 (-6.3%) Shares 14,275 (-3.0%)

Institution	Prev Shares	Curr Shares	Change
GABLES CAPITAL MANAGEMENT INC.	44,550	40,450	-4,100 (-9.2%)
WELLS FARGO & COMPANY/MN	1,618,288	902,296	-715,992 (-44.2%)
ROYAL BANK OF CANADA	78,637	6,592	-72,045 (-91.6%)
OSAIC HOLDINGS, INC.	106,983	71,287	-35,696 (-33.4%)
McIlrath & Eck, LLC	10,547	4,931	-5,616 (-53.2%)
MILLENNIUM MANAGEMENT LLC	37,011	13,284	-23,727 (-64.1%)
Cambridge Investment Research Advisors, Inc.	14,716	14,275	-441 (-3.0%)

Exited Positions (10)

PharVision Advisers, LLC

Value ($000) $67 Shares 12,281

TWO SIGMA SECURITIES, LLC

Value ($000) $66 Shares 12,061

Inspire Advisors, LLC

Value ($000) $83 Shares 15,219

BARCLAYS PLC

Value ($000) $334 Shares 47,919

Kestra Advisory Services, LLC

Value ($000) $174 Shares 31,932

RENAISSANCE TECHNOLOGIES LLC

Value ($000) $232 Shares 42,500

NORTHERN TRUST CORP

Value ($000) $158 Shares 29,047

Squarepoint Ops LLC

Value ($000) $66 Shares 12,127

Quarry LP

Value ($000) $13 Shares 2,324

Advisory Services Network, LLC

Value ($000) $22 Shares 3,951

Institution	Prev Shares	Prev Value ($000)
PharVision Advisers, LLC	12,281	$67
TWO SIGMA SECURITIES, LLC	12,061	$66
Inspire Advisors, LLC	15,219	$83
BARCLAYS PLC	47,919	$334
Kestra Advisory Services, LLC	31,932	$174
RENAISSANCE TECHNOLOGIES LLC	42,500	$232
NORTHERN TRUST CORP	29,047	$158
Squarepoint Ops LLC	12,127	$66
Quarry LP	2,324	$13
Advisory Services Network, LLC	3,951	$22