NPORT-P false 0001751156 XXXXXXXX Ellington Income Opportunities Fund 811-23389 0001751156 549300AZITG6Y38UKP98 8000 Norman Center Drive Suite 630 Minneapolis 55437 952-897-5363 Ellington Income Opportunities Fund 549300AZITG6Y38UKP98 2021-12-31 2021-12-31 N 55724321.130000000000 11651169.180000000000 44073151.950000000000 0.000000000000 0.000000000000 10693000.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD N AASET 2021-1 Trust N/A 00038PAC4 2221677.000000000000 PA USD 2067981.470000000000 4.6921569675 Long ABS-O CORP US N 2 2041-11-16 Fixed 5.822000000000 N N N N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q500 490.000000000000 NS USD 12597.900000000000 0.0285840686 Long EP CORP US N 1 N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q609 15517.000000000000 NS USD 399717.920000000000 0.9069419869 Long EP CORP US N 1 N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q807 74.000000000000 NS USD 1899.580000000000 0.0043100616 Long EP CORP US N 1 N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q872 55386.000000000000 NS USD 1399050.360000000000 3.1743823577 Long EP CORP US N 1 N N N AMSR Trust N/A 001807AJ5 1662000.000000000000 PA USD 1636712.670000000000 3.7136274525 Long ABS-O CORP US N 2 2037-09-17 Fixed 6.500000000000 N N N N N N AMSR Trust N/A 00180AAH2 1000000.000000000000 PA USD 995033.000000000000 2.2576851348 Long ABS-O CORP US N 2 2037-04-17 Fixed 5.302000000000 N N N N N N ACREC 2021-FL1 Ltd. N/A 00500RAL9 1300000.000000000000 PA USD 1299997.400000000000 2.9496356455 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 3.103880000000 N N N N N N AIR CANADA 2020-1C PTT N/A 008911BD0 650000.000000000000 PA USD 795384.330000000000 1.8046912799 Long DBT CORP CA N 2 2026-07-15 Fixed 10.500000000000 N N N N N N AIR CANADA 2013-1A PTT N/A 009089AA1 1236891.000000000000 PA USD 1248632.440000000000 2.8330908609 Long DBT CORP CA N 2 2025-05-15 Fixed 4.125000000000 N N N N N N Allegro CLO Ltd 635400EBXLHIKFL2MP73 01750DAC5 2100000.000000000000 PA USD 1081500.000000000000 2.4538748697 Long ABS-CBDO CORP KY N 2 2031-06-13 Variable .000000000000 N N N N N N AMER AIRLN 15-2 AA PTT N/A 02377BAB2 443687.000000000000 PA USD 452755.540000000000 1.0272819618 Long DBT CORP US N 2 2027-09-22 Fixed 3.600000000000 N N N N N N ANNALY CAPITAL MGMT 2DTL0G3FPRYUT58TI025 035710862 19234.000000000000 NS USD 490274.660000000000 1.1124111581 Long EP CORP US N 1 N N N ARMOUR RESIDENTIAL REIT 549300K0WA0EJUX74V72 042315606 1128.000000000000 NS USD 29000.770000000000 0.0658014431 Long EP CORP US N 1 N N N BNPP IP CLO LTD 5493001WGDHLS11DEV69 05579QAD4 641438.000000000000 PA USD 640475.730000000000 1.4532106320 Long ABS-CBDO CORP KY N 2 2026-04-24 Floating 3.631630000000 N N N N N N BSPRT 2018-FL4 Issuer, Ltd. N/A 05586AAL2 1000000.000000000000 PA USD 998280.000000000000 2.2650524318 Long ABS-CBDO CORP KY N 2 2035-09-15 Floating 3.159750000000 N N N N N N Banc of America Funding Corpor 54930023UHZHF7UJ8596 05953AAD5 376889.000000000000 PA USD 235934.210000000000 0.5353241136 Long ABS-MBS CORP US N 3 2037-07-25 Floating .542000000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HZM6 667605.000000000000 PA USD 635655.850000000000 1.4422745410 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.700000000000 N N N N N N Bear Stearns Mortgage Funding N/A 07401MAG6 239415.000000000000 PA USD 236390.680000000000 0.5363598235 Long ABS-MBS CORP US N 3 2037-02-25 Floating .300000000000 N N N N N N Bluemountain CLO Ltd N/A 09629WAE1 1000000.000000000000 PA USD 414240.000000000000 0.9398919335 Long ABS-CBDO CORP KY N 3 2031-08-15 Variable .000000000000 N N N N N N CHCP 2021-FL1 Ltd. N/A 12546JAJ3 1000000.000000000000 PA USD 1000576.000000000000 2.2702619525 Long ABS-CBDO CORP KY N 2 2038-02-15 Floating 3.164480000000 N N N N N N Countrywide Alternative Loan T N/A 12668AMJ1 401525.000000000000 PA USD 272725.390000000000 0.6188016467 Long ABS-MBS CORP US N 3 2035-11-25 Fixed 5.500000000000 N N N N N N Countrywide Alternative Loan T N/A 12668BUA9 76256.000000000000 PA USD 72663.970000000000 0.1648712806 Long ABS-MBS CORP US N 3 2036-05-25 Fixed 5.500000000000 N N N N N N Countrywide Alternative Loan T N/A 12668EAD9 187962.000000000000 PA USD 112083.780000000000 0.2543130569 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.500000000000 N N N N N N Countrywide Home Loans N/A 126694G93 88278.000000000000 PA USD 73002.830000000000 0.1656401387 Long ABS-MBS CORP US N 3 2036-04-25 Fixed 6.000000000000 N N N N N N Countrywide Home Loans N/A 126694PN2 294627.000000000000 PA USD 234501.240000000000 0.5320727691 Long ABS-MBS CORP US N 3 2023-11-25 Fixed 5.250000000000 N N N N N N Countrywide Home Loans N/A 12669DBA5 276882.000000000000 PA USD 272461.030000000000 0.6182018257 Long ABS-MBS CORP US N 3 2032-11-25 Fixed 6.250000000000 N N N N N N Countrywide Home Loans N/A 12669E5S1 345888.000000000000 PA USD 256333.100000000000 0.5816082777 Long ABS-MBS CORP US N 2 2034-02-19 Variable 2.460000000000 N N N N N N Countrywide Home Loans N/A 12669EF76 91901.000000000000 PA USD 90420.630000000000 0.2051603437 Long ABS-MBS CORP US N 2 2033-12-19 Variable 2.550000000000 N N N N N N Countrywide Home Loans N/A 12669F5C3 729209.000000000000 PA USD 596253.750000000000 1.3528729479 Long ABS-MBS CORP US N 3 2034-10-25 Fixed 6.000000000000 N N N N N N Chase Mortgage Finance Corpora N/A 16163CAH5 116911.000000000000 PA USD 103744.280000000000 0.2353911064 Long ABS-MBS CORP US N 3 2036-09-25 Variable 2.845357000000 N N N N N N Deutsche Mortgage Securities, N/A 251563FD9 4699.000000000000 PA USD 4176.910000000000 0.0094772210 Long ABS-MBS CORP US N 3 2034-06-25 Floating .450000000000 N N N N N N Diamond CLO 2019-1 LLC N/A 25257BAA0 1000000.000000000000 PA USD 999207.000000000000 2.2671557531 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 8.173880000000 N N N N N N Dryden Senior Loan Fund 25490017VKY7XEFZL303 26246AAC0 440000.000000000000 PA USD 348874.240000000000 0.7915799632 Long ABS-CBDO CORP KY N 2 2030-07-17 Variable .000000000000 N N N N N N Elmwood CLO I Ltd. N/A 29001QAC4 1070000.000000000000 PA USD 807850.000000000000 1.8329753246 Long ABS-CBDO CORP KY N 2 2033-10-20 Variable .000000000000 N N N N N N First Horizon Alternative Mort N/A 32051D6F4 136749.000000000000 PA USD 99528.630000000000 0.2258259861 Long ABS-MBS CORP US N 3 2034-09-25 Variable 2.280000000000 N N N N N N GPMT Ltd. N/A 36255CAJ8 1500000.000000000000 PA USD 1498263.000000000000 3.3994913767 Long ABS-MBS CORP KY N 2 2035-11-21 Floating 3.052500000000 N N N N N N Greywolf CLO Ltd 5493000F00WO8WFFVM11 39810JAL0 1250000.000000000000 PA USD 731250.000000000000 1.6591733689 Long ABS-CBDO CORP KY N 2 2034-04-17 Variable .000000000000 N N N N N N Halcyon Loan Advisors Funding 5493009LWXSWX1V1ZE70 40538CAN0 1500000.000000000000 PA USD 1485000.000000000000 3.3693982261 Long ABS-CBDO CORP KY N 2 2026-04-18 Floating 3.622250000000 N N N N N N Halcyon Loan Advisors Funding 5493006GMMSBMRMTK635 40538KAS1 1100000.000000000000 PA USD 1063956.300000000000 2.4140690033 Long ABS-CBDO CORP KY N 2 2027-07-25 Floating 3.223880000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PCD3 45569.000000000000 PA USD 44344.550000000000 0.1006157900 Long ABS-MBS CORP US N 2 2033-10-19 Variable 2.390000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PDK6 6152.000000000000 PA USD 6021.580000000000 0.0136626943 Long ABS-MBS CORP US N 3 2034-06-19 Floating .360000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PHS5 6624.000000000000 PA USD 6013.220000000000 0.0136437258 Long ABS-MBS CORP US N 3 2034-12-19 Variable 3.310000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PPN7 432186.000000000000 PA USD 240171.210000000000 0.5449376761 Long ABS-MBS CORP US N 3 2045-06-19 Floating 2.070000000000 N N N N N N Residential Asset Securitizati N/A 45660NXK6 404410.000000000000 PA USD 395565.580000000000 0.8975205142 Long ABS-MBS CORP US N 3 2034-02-25 Variable 5.610000000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45661HAC1 120398.000000000000 PA USD 115389.360000000000 0.2618132693 Long ABS-MBS CORP US N 3 2036-09-25 Variable 2.160000000000 N N N N N N JP Morgan Mortgage Trust N/A 466247E41 30157.000000000000 PA USD 24410.310000000000 0.0553858958 Long ABS-MBS CORP US N 3 2036-02-25 Variable 2.080000000000 N N N N N N JP Morgan Mortgage Trust N/A 46631JAL2 155571.000000000000 PA USD 148628.620000000000 0.3372316556 Long ABS-MBS CORP US N 3 2037-06-25 Variable 2.790000000000 N N N N N N Legacy Mortgage Asset Trust N/A 52472WAB5 1677143.000000000000 PA USD 1772225.160000000000 4.0210991989 Long ABS-MBS CORP US N 2 2070-01-28 Variable 8.122642000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd N/A 53946MAJ6 1500000.000000000000 PA USD 1499998.500000000000 3.4034291482 Long ABS-CBDO CORP KY N 2 2028-05-15 Floating 3.059750000000 N N N N N N MFA FINANCIAL INC YW72IMH2RRC8Z1TGLG58 55272X508 11654.000000000000 NS USD 275500.560000000000 0.6250983826 Long EP CORP US N 1 N N N Marathon CLO LTD 635400LRBGQZIPTCBI09 56576QAU2 1600000.000000000000 PA USD 1551742.400000000000 3.5208337306 Long ABS-CBDO CORP KY N 2 2027-11-21 Floating 2.909630000000 N N N N N N MASTR Asset Securitization Tru N/A 57643MLZ5 35285.000000000000 PA USD 30501.060000000000 0.0692055336 Long ABS-MBS CORP US N 3 2036-05-25 Fixed 5.750000000000 N N N N N N Neuberger Berman CLO Ltd 549300MYVO80EQUJK294 64133CAE9 5000000.000000000000 PA USD 950000.000000000000 2.1555072827 Long ABS-CBDO CORP KY N 3 2033-01-19 Fixed 3.640000000000 N N N N N N NEW RESIDENTIAL INV CORP 549300WNTHGEO5LP2G31 64828T508 13534.000000000000 NS USD 313447.440000000000 0.7111981470 Long EP CORP US N 1 N N N Nomura Asset Acceptance Corpor N/A 65535VSJ8 258766.000000000000 PA USD 124022.590000000000 0.2814016800 Long ABS-MBS CORP US N 3 2036-01-25 Variable 5.515000000000 N N N N N N OFSI Fund LTD N/A 67112NAC7 1400000.000000000000 PA USD 665000.000000000000 1.5088550979 Long ABS-CBDO CORP KY N 2 2118-07-31 Variable .000000000000 N N N N N N Peaks CLO Ltd 549300BU7U9SZMLBY924 70469YAG7 1000000.000000000000 PA USD 995370.000000000000 2.2584497726 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 9.817100000000 N N N N N N Prime Mortgage Trust N/A 74160MDA7 51247.000000000000 PA USD 29703.020000000000 0.0673948168 Long ABS-MBS CORP US N 3 2034-01-25 Variable 6.040000000000 N N N N N N Progress Residential Trust N/A 74333VAS3 750000.000000000000 PA USD 741608.250000000000 1.6826757724 Long ABS-O CORP US N 2 2026-05-17 Fixed 4.750000000000 N N N N N N Residential Funding Mtg Sec I N/A 76111XTB9 15913.000000000000 PA USD 8110.390000000000 0.0184021102 Long ABS-MBS CORP US N 3 2035-03-25 Variable 3.620000000000 N N N N N N Stonepeak N/A 78433XAE0 1270322.000000000000 PA USD 1268519.340000000000 2.8782133428 Long ABS-O CORP US N 2 2033-02-28 Fixed 7.142000000000 N N N N N N SILVERMORE CLO LTD 254900XWIIO2JU37JD03 828428AG7 740000.000000000000 PA USD 738522.220000000000 1.6756737091 Long ABS-CBDO CORP KY N 2 2026-05-15 Floating 3.606000000000 N N N N N N SKYAF III E (Westjet) N/A 830849105 1050000.000000000000 PA USD 1050000.000000000000 2.3824027861 Long ABS-O CORP US N 3 2038-07-27 Fixed .000000000000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAC5 1940879.000000000000 PA USD 1942608.410000000000 4.4076911318 Long ABS-O CORP IE N 2 2046-10-15 Fixed 5.682000000000 N N N N N N Structured Adjustable Rate Mor N/A 863579G51 124881.000000000000 PA USD 122025.060000000000 0.2768693742 Long ABS-MBS CORP US N 3 2035-12-25 Variable 3.019669000000 N N N N N N Structured Asset Securities Co N/A 86359ARP0 117487.000000000000 PA USD 35246.190000000000 0.0799720202 Long ABS-MBS CORP US N 3 2033-03-25 Variable 2.220000000000 N N N N N N Symphony CLO Ltd 54930085JMJSZBQ6N270 87159QAW8 1300000.000000000000 PA USD 1291223.700000000000 2.9297285147 Long ABS-CBDO CORP KY N 2 2026-07-14 Floating 4.726750000000 N N N N N N TPG Real Estate Finance N/A 87276WAJ2 2500000.000000000000 PA USD 2493750.000000000000 5.6582066171 Long ABS-CBDO CORP KY N 2 2038-03-15 Floating 3.708630000000 N N N N N N Telos CLO Ltd 25490083G97ZZN6SR263 87969DAS6 520000.000000000000 PA USD 519213.240000000000 1.1780714948 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 3.872250000000 N N N N N N Tralee CLO Ltd 54930005YIOSJ9Z81114 89300GAA2 800000.000000000000 PA USD 408365.600000000000 0.9265631840 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable .000000000000 N N N N N N Tralee CLO Ltd 54930005YIOSJ9Z81114 89300GAE4 50000.000000000000 PA USD 44960.350000000000 0.1020130125 Long ABS-CBDO CORP KY N 3 2034-10-20 Floating 9.021500000000 N N N N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 90187B309 735.000000000000 NS USD 19161.450000000000 0.0434764684 Long EP CORP US N 1 N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 90187B507 10057.000000000000 NS USD 256352.930000000000 0.5816532711 Long EP CORP US N 1 N N N VMC Finance LLC 5493001MQ20TILKDOX59 91832YAJ7 730000.000000000000 PA USD 728618.840000000000 1.6532033852 Long ABS-MBS CORP US N 2 2035-10-15 Floating 2.858630000000 N N N N N N Venture CDO Ltd 549300UP09C89Q3HWD39 92325RAE5 600000.000000000000 PA USD 333000.000000000000 0.7555620265 Long ABS-CBDO CORP KY N 2 2031-07-18 Variable .000000000000 N N N N N N Venture CDO Ltd 549300EDZDHKTKE7JV77 92330RAC2 1100000.000000000000 PA USD 460277.400000000000 1.0443487240 Long ABS-CBDO CORP KY N 2 2028-10-20 Variable .000000000000 N N N N N N Venture CDO Ltd 549300MYRV6PEDBLPL32 92332EAB1 470000.000000000000 PA USD 289050.000000000000 0.6558414527 Long ABS-CBDO CORP KY N 2 2031-10-15 Variable .000000000000 N N N N N N Voya CLO Ltd N/A 92917BAC8 1100000.000000000000 PA USD 687500.000000000000 1.5599065862 Long ABS-CBDO CORP KY N 2 2031-04-19 Variable .000000000000 N N N N N N Wachovia Mortgage Loan Trust, N/A 92977YAA9 184663.000000000000 PA USD 173787.170000000000 0.3943152743 Long ABS-MBS CORP US N 3 2035-08-20 Variable 2.180000000000 N N N N N N Washington Mutual Mortgage Pas N/A 9393366V0 427797.000000000000 PA USD 324935.140000000000 0.7372632218 Long ABS-MBS CORP US N 3 2035-06-25 Floating .700000000000 N N N N N N Wells Fargo Alternative Loan T N/A 94984UAL0 402602.000000000000 PA USD 370219.280000000000 0.8400108992 Long ABS-MBS CORP US N 3 2037-07-25 Variable 2.610000000000 N N N N N N Wells Fargo Alternative Loan T N/A 94985GBB1 132778.000000000000 PA USD 130105.620000000000 0.2952038015 Long ABS-MBS CORP US N 3 2037-07-25 Fixed 6.000000000000 N N N N N N OFSBS-2018-1A-FEE N/A N/A 1332000.000000000000 PA USD 21443.870000000000 0.0486551768 Long PF CA N 3 2026-10-15 Fixed .000000000000 N N N N N N SBA_JVB_03 N/A N/A 9482423.000000000000 PA USD 858614.480000000000 1.9481576470 Long LON CORP US N 3 2035-05-01 Fixed 2.560000000000 N N N N N N SEMI 07/29/26 @ 0.7885% N/A N/A 1.000000000000 NC USD 38160.820000000000 0.0865851847 N/A DIR US N 3 JP Morgan ZBUT11V806EZRVTWT807 Y 2026-07-29 0.000000000000 USD 0.000000000000 USD -1800000.000000000000 USD 43741.800000000000 N N N SEMI 09/30/23 @ 0.394% N/A N/A 1.000000000000 NC USD 125753.880000000000 0.2853298991 N/A DIR US N 3 JP Morgan ZBUT11V806EZRVTWT807 Y 2023-09-30 0.000000000000 USD 0.000000000000 USD -18000000.000000000000 USD 137520.000000000000 N N N USD REPO N/A N/A -1266000 OU Private Investment USD -1266000 -2.8724970736 Short RA CORP US N N/A Reverse repurchase Y 1.337 2022-02-03 -1266000 USD 1636712.67 USD ABS N N N USD REPO N/A N/A -772000 OU Private Investment USD -772000 -1.7516332866 Short RA CORP US N N/A Reverse repurchase Y 1.274 2022-01-05 -772000 USD 995033 USD ABS N N N USD REPO N/A N/A -937000 OU Private Investment USD -937000 -2.1260108673 Short RA CORP US N N/A Reverse repurchase Y 0.65 2023-02-02 -937000 USD 1248632.44 USD ABS N N N USD REPO N/A N/A -388000 OU Private Investment USD -388000 -0.8803545534 Short RA CORP US N N/A Reverse repurchase Y 0.65 2022-02-28 -388000 USD 452755.54 USD ABS N N N USD REPO N/A N/A -213000 OU Private Investment USD -213000 -0.4832874223 Short RA CORP US N N/A Reverse repurchase Y 1.33013 2022-02-07 -213000 USD 235934.21 USD ABS N N N USD REPO N/A N/A -402000 OU Private Investment USD -402000 -0.9121199238 Short RA CORP US N N/A Reverse repurchase Y 1.38013 2022-02-07 -402000 USD 635655.85 USD ABS N N N USD REPO N/A N/A -208000 OU Private Investment USD -208000 -0.4719426472 Short RA CORP US N N/A Reverse repurchase Y 1.306 2022-01-18 -208000 USD 236390.68 USD ABS N N N USD REPO N/A N/A -199000 OU Private Investment USD -199000 -0.4515220519 Short RA CORP US N N/A Reverse repurchase Y 1.306 2022-01-18 -199000 USD 234501.24 USD ABS N N N USD REPO N/A N/A -410000 OU Private Investment USD -410000 -0.9302715641 Short RA CORP US N N/A Reverse repurchase Y 1.38013 2022-02-07 -410000 USD 596253.75 USD ABS N N N USD REPO N/A N/A -319000 OU Private Investment USD -319000 -0.7237966560 Short RA CORP US N N/A Reverse repurchase Y 1.356 2022-01-18 -319000 USD 395565.58 USD ABS N N N USD REPO N/A N/A -102000 OU Private Investment USD -102000 -0.2314334135 Short RA CORP US N N/A Reverse repurchase Y 1.337 2022-02-03 -102000 USD 148628.62 USD ABS N N N USD REPO N/A N/A -1315000 OU Private Investment USD -1315000 -2.9836758703 Short RA CORP US N N/A Reverse repurchase Y 1.27563 2022-01-31 -1315000 USD 1772225.16 USD ABS N N N USD REPO N/A N/A -562000 OU Private Investment USD -562000 -1.2751527293 Short RA CORP US N N/A Reverse repurchase Y 1.2795 2022-01-05 -562000 USD 741608.25 USD ABS N N N USD REPO N/A N/A -264000 OU Private Investment USD -264000 -0.5990041291 Short RA CORP US N N/A Reverse repurchase Y 1.356 2022-01-18 -264000 USD 324935.14 USD ABS N N N USD REPO N/A N/A -800000 OU Private Investment USD -800000 -1.8151640275 Short RA CORP US N N/A Reverse repurchase Y 1.12675 2022-01-13 -800000 USD 1000576 USD ABS N N N USD REPO N/A N/A -752000 OU Private Investment USD -752000 -1.7062541859 Short RA CORP US N N/A Reverse repurchase Y 1.356 2022-01-18 -752000 USD 999207 USD ABS N N N USD REPO N/A N/A -786000 OU Private Investment USD -786000 -1.7833986571 Short RA CORP US N N/A Reverse repurchase Y 1.33225 2022-01-03 -786000 USD 1063956.3 USD ABS N N N USD REPO N/A N/A -593000 OU Private Investment USD -593000 -1.3454903354 Short RA CORP US N N/A Reverse repurchase Y 1.15963 2022-01-24 -593000 USD 738522.22 USD ABS N N N USD REPO N/A N/A -405000 OU Private Investment USD -405000 -0.9189267889 Short RA CORP US N N/A Reverse repurchase Y 1.052 2022-01-13 -405000 USD 519213.24 USD ABS N N N 2022-02-24 Ellington Income Opportunities Fund /s/ Christopher Moran Christopher Moran Treasurer