| Gwn Ellington Fund Ltd. | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $6.4B | $10.0M |
| Crescent II Fund, L.P. | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $2.8B | $0 |
| Ellington Empire Fund LLC | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $2.6B | $0 |
| Ellington Mortgage Opportunities Master Fund, Ltd. | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $1.5B | $5.0M |
| Ellington Strategic Mortgage Institutional Fund, L.P. | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $640.4M | $1.0M |
| Ellington M Credit Master Fund Ltd. | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $518.2M | $250K |
| Ellington Credit Opportunities, Ltd. | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $507.6M | $5.0M |
| Nm Pera Ellington Enhanced Income Fund A LLC | Ellington Global Asset Management, LLC | Old Greenwich, Connecticut, United States | $485.7M | $100.0M |
| Ellington Private Opportunities Re Master Fund III LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $446.7M | $1.0M |
| Ellington Special Relative Value Fund LLC | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $424.9M | $500K |
| Ellington Structured Credit Erisa Fund, Ltd. | Ellington Global Asset Management, LLC | Old Greenwich, Connecticut, United States | $395.1M | $1.0M |
| Ellington Strategic Mortgage Fund, L.P. | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $375.3M | $1.0M |
| Cc Ellington Structured Credit Fund Ltd. | Ellington Global Asset Management, LLC | Old Greenwich, Connecticut, United States | $321.5M | $500K |
| Watchtower Offshore Master Fund, LP | Watchtower Advisors, LP | Old Greenwich, Connecticut, United States | $289.5M | $5.0M |
| Ellington Enhanced Income Master Fund Ltd. | Ellington Global Asset Management, LLC | Old Greenwich, Connecticut, United States | $262.0M | $1.0M |
| Ellington Private Opportunities Main Master Fund III LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $252.5M | $1.0M |
| Drake Capital Partners, L.P. | Drake Capital Advisors LLC | Old Greenwich, Connecticut, United States | $206.4M | $1.0M |
| Ellington Private Opportunities Auxiliary Master Fund III LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $173.2M | $1.0M |
| Ellington Commercial Real Estate Debt Main Master Fund II LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $172.8M | $5.0M |
| Samrison Capital LP | Samrison Capital Management LLC | Old Greenwich, Connecticut, United States | $145.4M | $250K |
| Blkbrd Systematic Master Fund, LP | Blkbrd Asset Management | Old Greenwich, Connecticut, United States | $133.9M | $10.0M |
| Highland Peak Partners, LP | Highland Peak Capital, LLC | Old Greenwich, Connecticut, United States | $93.0M | $1.0M |
| Drake Capital Partners II, L.P. | Drake Capital Advisors LLC | Old Greenwich, Connecticut, United States | $80.0M | $500K |
| Brickman Fund Vii, L.P. | Brickman Manager Vii LLC | Old Greenwich, Connecticut, United States | $26.8M | $5.0M |
| Ellington Opportunities Auxiliary Master Fund LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $20.4M | $250K |
| Ellington Commercial Real Estate Debt Main Master Fund LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $20.2M | $5.0M |
| Ellington Warlander Partners LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $17.2M | $1.0M |
| Ellington Private Opportunities Master Fund II (a) LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $13.2M | $1.0M |
| Ellington Opportunities Main Master Fund LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $12.6M | $250K |
| Ellington Commercial Real Estate Debt Auxiliary Master Fund LP | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $8.2M | $5.0M |
| Highland Peak Opportunity Fund, LP | Highland Peak Capital, LLC | Old Greenwich, Connecticut, United States | $6.0M | $1.0M |
| Ellington Special Opportunities LLC | Ellington Management Group, LLC | Old Greenwich, Connecticut, United States | $4.9M | $1.0M |