ELLINGTON RESIDENTIAL MTG RE

Ticker: EARN CUSIP: 288578107 Class: REIT

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

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

Q4 2020
Shares 580,000 Value ($000) $7,563 Avg Close — Range —
Q3 2020
Shares 580,000 Value ($000) $6,438 Avg Close — Range —
Q2 2020
Shares 580,000 Value ($000) $5,974 Avg Close — Range —
Q1 2020
Shares 580,000 Value ($000) $3,074 Avg Close — Range —
Q4 2019
Shares 580,000 Value ($000) $6,293 Avg Close — Range —
Q3 2019
Shares 580,000 Value ($000) $6,113 Avg Close — Range —
Q2 2019
Shares 580,000 Value ($000) $6,241 Avg Close — Range —
Q1 2019
Shares 580,000 Value ($000) $6,902 Avg Close — Range —
Q4 2018
Shares 580,000 Value ($000) $5,933 Avg Close — Range —
Q3 2018
Shares 580,000 Value ($000) $6,548 Avg Close — Range —
Q2 2018
Shares 580,000 Value ($000) $6,322 Avg Close — Range —
Q1 2018
Shares 580,000 Value ($000) $6,357 Avg Close — Range —
Q4 2017
Shares 580,000 Value ($000) $6,983 Avg Close — Range —
Q3 2017
Shares 580,000 Value ($000) $8,422 Avg Close — Range —