California Public Employees Retirement System’s Ellington Financial EFC Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2021 Q2	–	Sell	-83,900	Closed	-$1.34M	–	1967
2021 Q1	$1.34M	Sell	83,900 -7,779	-8%	-$123K	﹤0.01%	2288
2020 Q4	$1.36M	Sell	91,679 -1,800	-2%	-$25.1K	﹤0.01%	2265
2020 Q3	$1.15M	Buy	93,479 +2,200	+2%	+$26.9K	﹤0.01%	2186
2020 Q2	$1.07M	Buy	91,279 +33,296	+57%	+$338K	﹤0.01%	2184
2020 Q1	$331K	Buy	57,983 +33,436	+136%	+$520K	﹤0.01%	2607
2019 Q4	$450K	Sell	24,547 -17,688	-42%	-$323K	﹤0.01%	2783
2019 Q3	$763K	Buy	42,235 +5,623	+15%	+$99.9K	﹤0.01%	2403
2019 Q2	$658K	Buy	+36,612	New	+$661K	﹤0.01%	2401
2019 Q1	–	Sell	-23,526	Closed	-$361K	–	3220
2018 Q4	$361K	Buy	+23,526	New	+$367K	﹤0.01%	2695
2015 Q2	–	Sell	-16,800	Closed	-$353K	–	3707
2015 Q1	$353K	Hold	16,800	–	–	﹤0.01%	3164
2014 Q4	$353K	Buy	+16,800	New	+$363K	﹤0.01%	3164