ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

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

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

Q1 2021
Shares 83,900 Value ($000) $1,343 Avg Close — Range —
Q4 2020
Shares 91,679 Value ($000) $1,361 Avg Close — Range —
Q3 2020
Shares 93,479 Value ($000) $1,146 Avg Close — Range —
Q2 2020
Shares 91,279 Value ($000) $1,075 Avg Close — Range —
Q1 2020
Shares 57,983 Value ($000) $331 Avg Close — Range —
Q4 2019
Shares 24,547 Value ($000) $450 Avg Close — Range —
Q3 2019
Shares 42,235 Value ($000) $763 Avg Close — Range —
Q2 2019
Shares 36,612 Value ($000) $658 Avg Close — Range —