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

Institutional Holders (2014Q4)
Portfolio Summary: 44 Institutional holders with a total value of $86,510,000.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 Blackstone Inc. 2,555,599 41,580,000 48.06%
2 ACADIAN ASSET MANAGEMENT LLC 376,755 6,129,000 7.08%
3 WELLINGTON MANAGEMENT GROUP LLP 356,039 5,793,000 6.70%
4 FMR LLC 260,000 4,230,000 4.89%
5 RENAISSANCE TECHNOLOGIES LLC 224,319 3,650,000 4.22%
6 VANGUARD GROUP INC 207,990 3,384,000 3.91%
7 BlackRock Fund Advisors 163,627 2,662,000 3.08%
8 TWO SIGMA ADVISERS, LP 122,200 1,988,000 2.30%
9 MILLENNIUM MANAGEMENT LLC 115,941 1,886,000 2.18%
10 RUSSELL FRANK CO/ 88,300 1,431,000 1.65%
11 JBF Capital, Inc. 86,225 1,403,000 1.62%
12 TWO SIGMA INVESTMENTS, LP 83,796 1,363,000 1.58%
13 GEODE CAPITAL MANAGEMENT, LLC 79,193 1,287,000 1.49%
14 COMMONWEALTH BANK OF AUSTRALIA 68,454 1,114,000 1.29%
15 WELLS FARGO & COMPANY/MN 55,630 905,000 1.05%
16 GOLDMAN SACHS GROUP INC 41,557 676,000 0.78%
17 QS Investors, LLC 35,700 581,000 0.67%
18 West Family Investments, Inc. 33,607 547,000 0.63%
19 WOLVERINE ASSET MANAGEMENT LLC 33,443 544,000 0.63%
20 Nine Chapters Capital Management LLC 33,300 542,000 0.63%
21 JAMES INVESTMENT RESEARCH, INC. 29,585 481,000 0.56%
22 MORGAN STANLEY 26,648 434,000 0.50%
23 NORTHERN TRUST CORP 25,528 416,000 0.48%
24 BlackRock Institutional Trust Company, N.A. 21,666 353,000 0.41%
25 Bank of New York Mellon Corp 21,639 352,000 0.41%
26 Virtu KCG Holdings LLC 21,529 350,000 0.40%
27 Talkot Capital, LLC 19,381 315,000 0.36%
28 D. E. Shaw & Co., Inc. 18,188 296,000 0.34%
29 UBS Group AG 16,856 275,000 0.32%
30 CREDIT SUISSE AG/ 16,075 262,000 0.30%
31 GSA CAPITAL PARTNERS LLP 15,594 254,000 0.29%
32 DEUTSCHE BANK AG\ 15,619 253,000 0.29%
33 STATE STREET CORP 14,100 229,000 0.26%
34 SPECTRUM ADVISORY SERVICES INC 10,100 164,000 0.19%
35 Asset Management One Co., Ltd. 9,405 153,000 0.18%
36 Invesco Ltd. 4,523 74,000 0.09%
37 Advisory Services Network, LLC 4,200 67,000 0.08%
38 ROYAL BANK OF CANADA 3,235 53,000 0.06%
39 BlackRock Investment Management, LLC 1,116 18,000 0.02%
40 Joel Isaacson & Co., LLC 750 12,000 0.01%
41 MSI Financial Services Inc 160 3,000 0.00%
42 ClariVest Asset Management LLC 35 1,000 0.00%
43 LADENBURG THALMANN FINANCIAL SERVICES INC. 3 0 0.00%
44 SEI INVESTMENTS CO 68 0 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.