ELLINGTON RESIDENTIAL MTG RE

Ticker: EARN CUSIP: 288578107 Class: REIT

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

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

Q1 2021
Shares 11,100 Value ($000) $137 Avg Close — Range —
Q4 2020
Shares 11,100 Value ($000) $145 Avg Close — Range —
Q3 2020
Shares 11,100 Value ($000) $123 Avg Close — Range —
Q2 2020
Shares 11,100 Value ($000) $114 Avg Close — Range —
Q1 2020
Shares 11,100 Value ($000) $59 Avg Close — Range —
Q4 2019
Shares 11,100 Value ($000) $120 Avg Close — Range —
Q3 2019
Shares 11,100 Value ($000) $117 Avg Close — Range —
Q2 2019
Shares 11,100 Value ($000) $119 Avg Close — Range —
Q1 2019
Shares 11,100 Value ($000) $132 Avg Close — Range —
Q4 2018
Shares 29,284 Value ($000) $300 Avg Close — Range —
Q3 2018
Shares 28,368 Value ($000) $320 Avg Close — Range —
Q2 2018
Shares 25,733 Value ($000) $280 Avg Close — Range —
Q1 2018
Shares 38,436 Value ($000) $421 Avg Close — Range —
Q4 2017
Shares 44,132 Value ($000) $531 Avg Close — Range —
Q3 2017
Shares 43,352 Value ($000) $629 Avg Close — Range —
Q2 2017
Shares 41,700 Value ($000) $611 Avg Close — Range —
Q1 2017
Shares 40,100 Value ($000) $588 Avg Close — Range —
Q4 2016
Shares 37,900 Value ($000) $493 Avg Close — Range —
Q3 2016
Shares 26,800 Value ($000) $348 Avg Close — Range —
Q2 2016
Shares 19,300 Value ($000) $252 Avg Close — Range —
Q1 2016
Shares 19,300 Value ($000) $231 Avg Close — Range —