Ellington Strategic Mortgage Fund, L.P.

Ellington Strategic Mortgage Fund, L.P. 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 $100M to $500M $1M to $5M minimum

$375.3Mgross assets

$1.0Mminimum

33owners

3(c)(1)exemption

Disclosure fields

Fund facts

SEC private fund ID805-4540048884

Reference ID28736

JurisdictionDelaware, United States

Fund of fundsNo

Master fundNo

Feeder fundNo

Non-US ownership1%

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 limited No prime broker flag Custodians reported

Service providers

Reported counterparties

General partners

E/s Mbs Gp II LLC

Auditors

PRICEWATERHOUSECOOPERS LLP

Custodians

MORGAN STANLEY & CO. LLCMERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATEDU.S. BANK NATIONAL ASSOCIATIONBANK OF NEW YORK MELLONJ.P. MORGAN SECURITIES LLCWELLS FARGO SECURITIES, LLC