CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM

CIK

0001081019

City

WEST SACRAMENTO

State / Country

Stock

EFC — Ellington Financial Inc.

Holdings in EFC

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2025-12-31	$1,087,866	80,108	-0.7%	Shares	Sole	2026-02-17
2025-09-30	$1,047,174	80,676	-0.5%	Shares	Sole	2025-11-14
2025-06-30	$1,053,450	81,097	0.0%	Shares	Sole	2025-08-14
2025-03-31	$1,075,346	81,097	0.0%	Shares	Sole	2025-05-15
2024-12-31	$982,895	81,097	+1.1%	Shares	Sole	2025-03-18
2024-09-30	$1,034,087	80,224	-3.2%	Shares	Sole	2025-04-04
2024-06-30	$1,000,683	82,838	+8.1%	Shares	Sole	2025-04-08
2024-03-31	$905,366	76,661	-2.9%	Shares	Sole	2024-05-16
2023-12-31	$1,003,314	78,939	+11.4%	Shares	Sole	2024-02-13
2023-09-30	$883,349	70,838	-9.7%	Shares	Sole	2023-11-14
2023-06-30	$1,082,099	78,413	+5.9%	Shares	Sole	2023-08-21
2023-03-31	$903,747	74,017	+2.1%	Shares	Sole	2023-05-09
2022-12-31	$896,998	72,514	+1.4%	Shares	Sole	2023-02-14
2022-09-30	$813,227	71,524	+0.8%	Shares	Sole	2022-11-21
2022-06-30	$1,040,983	70,960	+2.1%	Shares	Sole	2022-08-15
2022-03-31	$1,233,465	69,491	-7.1%	Shares	Sole	2022-05-16
2021-12-31	$1,278,998	74,839	+16.8%	Shares	Sole	2022-02-15
2021-09-30	$1,171,950	64,076	+13.5%	Shares	Sole	2021-11-15
2021-06-30	$1,081,572	56,479	-9.2%	Shares	Sole	2021-08-16
2021-03-31	$996,366	62,234	-0.4%	Shares	Sole	2021-05-18
2020-12-31	$926,891	62,459	0.0%	Shares	Sole	2021-02-16
2020-09-30	$765,747	62,459	+3.1%	Shares	Sole	2020-11-17
2020-06-30	$713,432	60,563	0.0%	Shares	Sole	2020-08-17
2020-03-31	$345,814	60,563	—	Shares	Sole	2020-05-13