ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

STATE OF MICHIGAN RETIREMENT SYSTEM's Holding History (CIK: 0000762152)

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

Q3 2021
Shares 1,218,930 Value ($000) $22,294 Avg Close — Range —
Q2 2021
Shares 1,218,930 Value ($000) $23,343 Avg Close — Range —
Q1 2021
Shares 1,462,778 Value ($000) $23,419 Avg Close — Range —
Q4 2020
Shares 1,462,778 Value ($000) $21,708 Avg Close — Range —
Q3 2020
Shares 1,462,778 Value ($000) $17,934 Avg Close — Range —
Q2 2020
Shares 1,462,778 Value ($000) $17,232 Avg Close — Range —
Q1 2020
Shares 1,462,778 Value ($000) $8,352 Avg Close — Range —
Q4 2019
Shares 1,462,778 Value ($000) $26,813 Avg Close — Range —
Q3 2019
Shares 1,462,778 Value ($000) $26,432 Avg Close — Range —
Q2 2019
Shares 1,462,778 Value ($000) $26,286 Avg Close — Range —
Q1 2019
Shares 1,462,778 Value ($000) $26,184 Avg Close — Range —