ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

VIRGINIA RETIREMENT SYSTEMS ET AL's Holding History (CIK: 0001005354)

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

Q3 2020
Shares 10,200 Value ($000) $125 Avg Close — Range —
Q2 2020
Shares 15,800 Value ($000) $186 Avg Close — Range —
Q1 2020
Shares 33,100 Value ($000) $189 Avg Close — Range —