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

Institutional Holders (2015Q2)
Portfolio Summary: 46 Institutional holders with a total value of $71,746,000.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 Blackstone Inc. 2,555,599 36,494,000 50.87%
2 ACADIAN ASSET MANAGEMENT LLC 357,762 5,109,000 7.12%
3 VANGUARD GROUP INC 300,342 4,289,000 5.98%
4 RENAISSANCE TECHNOLOGIES LLC 284,273 4,059,000 5.66%
5 FMR LLC 260,000 3,713,000 5.18%
6 WELLINGTON MANAGEMENT GROUP LLP 215,024 3,071,000 4.28%
7 BlackRock Fund Advisors 164,972 2,356,000 3.28%
8 ClariVest Asset Management LLC 92,616 1,323,000 1.84%
9 JBF Capital, Inc. 86,225 1,231,000 1.72%
10 GEODE CAPITAL MANAGEMENT, LLC 67,677 966,000 1.35%
11 Greenwich Investment Management, Inc. 65,565 936,000 1.30%
12 JAMES INVESTMENT RESEARCH, INC. 47,725 682,000 0.95%
13 TWO SIGMA ADVISERS, LP 46,000 657,000 0.92%
14 MILLENNIUM MANAGEMENT LLC 44,288 632,000 0.88%
15 TWO SIGMA INVESTMENTS, LP 40,357 576,000 0.80%
16 BlackRock Institutional Trust Company, N.A. 35,074 501,000 0.70%
17 MORGAN STANLEY 33,667 481,000 0.67%
18 West Family Investments, Inc. 33,607 480,000 0.67%
19 GOLDMAN SACHS GROUP INC 27,487 393,000 0.55%
20 NORTHERN TRUST CORP 24,470 349,000 0.49%
21 D. E. Shaw & Co., Inc. 22,922 327,000 0.46%
22 WOLVERINE ASSET MANAGEMENT LLC 22,669 323,000 0.45%
23 RUSSELL FRANK CO/ 20,300 290,000 0.40%
24 UBS Group AG 19,172 274,000 0.38%
25 Bank of New York Mellon Corp 18,575 266,000 0.37%
26 Talkot Capital, LLC 17,220 246,000 0.34%
27 Nine Chapters Capital Management LLC 16,600 237,000 0.33%
28 POINTE CAPITAL MANAGEMENT LLC 15,000 214,000 0.30%
29 STATE STREET CORP 14,100 201,000 0.28%
30 Virtu KCG Holdings LLC 12,008 171,000 0.24%
31 BB&T SECURITIES, LLC 11,625 166,000 0.23%
32 SPECTRUM ADVISORY SERVICES INC 10,603 151,000 0.21%
33 GSA CAPITAL PARTNERS LLP 10,545 151,000 0.21%
34 Asset Management One Co., Ltd. 9,405 134,000 0.19%
35 Invesco Ltd. 4,494 64,000 0.09%
36 Advisory Services Network, LLC 4,434 63,000 0.09%
37 DEUTSCHE BANK AG\ 4,268 60,000 0.08%
38 ROYAL BANK OF CANADA 3,235 46,000 0.06%
39 WELLS FARGO & COMPANY/MN 1,300 19,000 0.03%
40 BlackRock Investment Management, LLC 1,076 15,000 0.02%
41 Joel Isaacson & Co., LLC 750 11,000 0.02%
42 Jefferies Group LLC 600 9,000 0.01%
43 CITIGROUP INC 490 7,000 0.01%
44 MSI Financial Services Inc 118 2,000 0.00%
45 BARCLAYS PLC 84 1,000 0.00%
46 PNC FINANCIAL SERVICES GROUP, INC. 13 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.