엘링턴 파이낸셜 Inc.
US ˙ NYSE ˙ US28852N1090

SecurityEFC / Ellington Financial Inc.
InstitutionQUANTITATIVE MASTER SERIES LLC - Master Small Cap Index Series
Latest Disclosed Ownership160,025 shares
Latest Disclosed Value $ 2,078,724
QUANTITATIVE MASTER SERIES LLC - Master Small Cap Index Series reports 12.29% increase in ownership of EFC / Ellington Financial Inc.

On August 26, 2025 - QUANTITATIVE MASTER SERIES LLC - Master Small Cap Index Series filed a NPORT-P form disclosing ownership of 160,025 shares of Ellington Financial Inc. (US:EFC) valued at $2,078,725 USD as of June 30, 2025. The entity filed a previous NPORT-P on May 28, 2025 disclosing 142,512 shares of Ellington Financial Inc.. This represents a change in shares of 12.29% during the quarter. The current value of the position is $2,168,339 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2025-08-26 2025-06-30 NP Ellington Financial EC US28852N1090 160,025 17,513 12.29 2,079 10.01 0.0467
2025-05-28 2025-03-31 NP Ellington Financial EC US28852N1090 142,512 0 0.00 1,890 9.38 0.0453
2025-02-25 2024-12-31 NP Ellington Financial EC US28852N1090 142,512 -21,069 -12.88 1,727 -18.07 0.0377
2024-11-26 2024-09-30 NP Ellington Financial EC US28852N1090 163,581 19,364 13.43 2,109 21.01 0.0399
2024-08-26 2024-06-30 NP Ellington Financial EC US28852N1090 144,217 14,837 11.47 1,742 14.08 0.0355
2024-05-28 2024-03-31 NP Ellington Financial EC US28852N1090 129,380 -7,490 -5.47 1,528 -12.19 0.0319
2024-02-26 2023-12-31 NP Ellington Financial EC US28852N1090 136,870 24,964 22.31 1,740 24.66 0.0371
2023-11-28 2023-09-30 NP Ellington Financial EC US28852N1090 111,906 -5,235 -4.47 1,395 -13.68 0.0364
2023-08-25 2023-06-30 NP Ellington Financial EC US28852N1090 117,141 18,722 19.02 1,617 34.55 0.0383
2023-05-26 2023-03-31 NP Ellington Financial EC US28852N1090 98,419 7,797 8.60 1,202 7.23 0.0320
2023-02-24 2022-12-31 NP Ellington Financial EC US28852N1090 90,622 0 0.00 1,121 8.74 0.0308
2022-11-25 2022-09-30 NP Ellington Financial EC US28852N1090 90,622 2,453 2.78 1,030 -20.34 0.0295
2022-08-25 2022-06-30 NP Ellington Financial EC US28852N1090 88,169 4,723 5.66 1,293 -12.69 0.0357
2022-05-26 2022-03-31 NP Ellington Financial EC US28852N1090 83,446 2,611 3.23 1,481 7.24 0.0345
2022-02-25 2021-12-31 NP Ellington Financial EC US28852N1090 80,835 10,498 14.93 1,381 7.39 0.0300
2021-11-24 2021-09-30 NP Ellington Financial EC US28852N1090 70,337 7,498 11.93 1,286 6.90 0.0283
2021-08-26 2021-06-30 NP Ellington Financial EC US28852N1090 62,839 0 0.00 1,203 19.58 0.0258
2021-05-27 2021-03-31 NP Ellington Financial EC US28852N1090 62,839 -4,542 -6.74 1,006 0.70 0.0228
2021-02-25 2020-12-31 NP Ellington Financial EC US28852N1090 67,381 0 0.00 1,000 20.94 0.0256
2020-11-25 2020-09-30 NP Ellington Financial EC US28852N1090 67,381 0 0.00 826 4.16 0.0265
2020-08-27 2020-06-30 NP Ellington Financial EC US28852N1090 67,381 4,023 6.35 794 119.67 0.0259
2020-06-01 2020-03-31 NP Ellington Financial EC US28852N1090 63,358 14,966 30.93 362 -59.30 0.0148
2020-02-27 2019-12-31 NP Ellington Financial EC 28852N109 48,392 1,629 3.48 887 4.97 0.0267
2019-11-27 2019-09-30 NP Ellington Financial EC US28852N1090 46,763 46,763 845 0.0279
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.