ELLINGTON FINANCIAL LLC

CUSIP: 288522303 Class: COM

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM's Holding History (CIK: 0000919079)

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

Q4 2018
Shares 23,526 Value ($000) $361 Avg Close — Range —
Q1 2015
Shares 16,800 Value ($000) $353 Avg Close — Range —
Q4 2014
Shares 16,800 Value ($000) $353 Avg Close — Range —