Illinois Municipal Retirement Fund

Pension

Position in EFC — Ellington Financial Inc.

CIK 1541910 OAK BROOK, IL

Position in EFC

as of Mar 31, 2026 · filed May 5, 2026 Compact

Position Value

$651,785

-$63,718 QoQ

Shares Held

55,003

+4.4% QoQ

Ownership

0.044%

of shares outstanding

% of Portfolio

0.01%

of 13F equity value

Holder Rank

—

not a current holder

Holding Since

Sep 2023

11 quarters on record

Voting authority Sole 100.ToString("F0")% Shared 0.ToString("F0")% None 0.ToString("F0")%

Real Estate · as of Mar 31, 2026

Illinois Municipal Retirement Fund holds $17,699,830 across 12 REIT - Mortgage names. EFC ranks #8 (3.7% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	RITM	Rithm Capital Corp.	474,117	$4,494,629
2	NLY	Annaly Capital Management Inc	204,187	$4,318,555
3	AGNC	AGNC Investment Corp.	270,597	$2,714,087
4	BXMT	Blackstone Mortgage Trust, Inc.	80,254	$1,536,864
5	ARR	Armour Residential REIT, Inc.	56,754	$946,656
6	ABR	Arbor Realty Trust Inc	99,308	$765,664
7	ARI	Apollo Commercial Real Estate Finance, Inc.	65,824	$695,101
8	EFC	Ellington Financial Inc. This page	55,003	$651,785

11 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-03-31	$651,785	55,003	+4.4%	Shares	Sole	2026-05-05
2025-12-31	$715,503	52,688	+9.4%	Shares	Sole	2026-02-11
2025-09-30	$625,077	48,157	+5.5%	Shares	Sole	2025-11-06
2025-06-30	$593,188	45,665	-6.4%	Shares	Sole	2025-08-07
2025-03-31	$646,663	48,768	+6.4%	Shares	Sole	2025-04-24
2024-12-31	$555,605	45,842	+4.3%	Shares	Sole	2025-02-04
2024-09-30	$566,734	43,967	+2.0%	Shares	Sole	2024-11-04
2024-06-30	$520,466	43,085	-4.4%	Shares	Sole	2024-08-05
2024-03-31	$532,276	45,070	+14.8%	Shares	Sole	2024-05-07
2023-12-31	$499,070	39,266	+5.3%	Shares	Sole	2024-02-01
2023-09-30	$465,031	37,292	—	Shares	Sole	2023-11-06
No filing history on record for this holder in this stock.