Ellington Mortgage Opportunities Master Fund, Ltd.

Ellington Mortgage Opportunities Master Fund, Ltd. is reported as a hedge fund in Form ADV private-fund disclosures. The adviser is Ellington Management Group, LLC, based in Old Greenwich, Connecticut, United States.

General hedge fund Over $1B $5M+ minimum

$1.5Bgross assets

$5.0Mminimum

24owners

3(c)(7)exemption

Disclosure fields

Fund facts

SEC private fund ID805-3522250873

Reference ID28679

JurisdictionCayman Islands

Fund of fundsNo

Master fundYes

Feeder fundNo

Non-US ownership8%

Assets valued0%

Annual auditYes

GAAPYes

Source periodMarch 2026

Date submitted03/30/2026 01:20:28 PM

Adviser

Ellington Management Group, LLC

TypeRegistered investment adviser

SEC number801-56399

CRD112493

Regulatory AUM$20.8B

Compliance signals

Exempt from registration Sales limitation not marked Prime brokers reported Custodians reported

Service providers

Reported counterparties

General partners

Geoff RuddickPriscilla Murray-Brown

Auditors

PRICEWATERHOUSECOOPERS

Prime brokers

BNP PARIBAS PRIME BROKERAGE, INC.MORGAN STANLEY & CO. LLC

Custodians

MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATEDMORGAN STANLEY & CO. LLCWELLS FARGO SECURITIES, LLCU.S. BANK NATIONAL ASSOCIATIONJ.P. MORGAN SECURITIES LLCBANK OF NEW YORK MELLON