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ELLINGTON RESIDENTIAL MTG RE
ELLINGTON RESIDENTIAL MTG RE. Institutional holdings reported to the SEC.

Institutional Holders (2014Q3)
Portfolio Summary: 42 Institutional holders with a total value of $86,127,000.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 Blackstone Inc. 2,555,599 41,375,000 48.04%
2 WELLINGTON MANAGEMENT GROUP LLP 803,028 13,001,000 15.10%
3 FMR LLC 260,000 4,209,000 4.89%
4 BARCLAYS PLC 201,787 3,229,000 3.75%
5 VANGUARD GROUP INC 187,826 3,041,000 3.53%
6 BlackRock Fund Advisors 172,160 2,787,000 3.24%
7 RUSSELL FRANK CO/ 125,700 2,035,000 2.36%
8 MILLER VALUE PARTNERS, LLC 89,875 1,456,000 1.69%
9 JBF Capital, Inc. 84,425 1,367,000 1.59%
10 RENAISSANCE TECHNOLOGIES LLC 75,900 1,229,000 1.43%
11 ACADIAN ASSET MANAGEMENT LLC 69,697 1,129,000 1.31%
12 GEODE CAPITAL MANAGEMENT, LLC 68,938 1,116,000 1.30%
13 MARTINGALE ASSET MANAGEMENT L P 62,231 1,008,000 1.17%
14 TWO SIGMA ADVISERS, LP 53,800 871,000 1.01%
15 Global Endowment Management, LP 52,600 852,000 0.99%
16 WELLS FARGO & COMPANY/MN 49,880 808,000 0.94%
17 MILLENNIUM MANAGEMENT LLC 39,069 633,000 0.73%
18 GOLDMAN SACHS GROUP INC 37,529 608,000 0.71%
19 TWO SIGMA INVESTMENTS, LP 36,586 592,000 0.69%
20 West Family Investments, Inc. 33,607 544,000 0.63%
21 JAMES INVESTMENT RESEARCH, INC. 28,335 459,000 0.53%
22 DEUTSCHE BANK AG\ 28,357 458,000 0.53%
23 NORTHERN TRUST CORP 23,853 386,000 0.45%
24 BlackRock Institutional Trust Company, N.A. 23,282 377,000 0.44%
25 Nine Chapters Capital Management LLC 19,800 321,000 0.37%
26 MORGAN STANLEY 18,132 294,000 0.34%
27 QS Investors, LLC 17,030 276,000 0.32%
28 UBS AG 16,450 266,000 0.31%
29 Bank of New York Mellon Corp 14,760 239,000 0.28%
30 STATE STREET CORP 14,500 235,000 0.27%
31 COMMONWEALTH BANK OF AUSTRALIA 14,135 229,000 0.27%
32 Connor, Clark & Lunn Investment Management Ltd. 12,800 207,000 0.24%
33 SPECTRUM ADVISORY SERVICES INC 10,100 164,000 0.19%
34 ClariVest Asset Management LLC 7,235 118,000 0.14%
35 Invesco Ltd. 5,455 88,000 0.10%
36 ROYAL BANK OF CANADA 3,235 52,000 0.06%
37 BlackRock Investment Management, LLC 1,215 20,000 0.02%
38 AMERIPRISE FINANCIAL INC 1,005 16,000 0.02%
39 Tower Research Capital LLC (TRC) 852 14,000 0.02%
40 Joel Isaacson & Co., LLC 750 12,000 0.01%
41 MSI Financial Services Inc 160 3,000 0.00%
42 MANUFACTURERS LIFE INSURANCE COMPANY, THE 205 3,000 0.00%

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.