Ellington Management Group, L.L.C.

Ellington Management Group, L.L.C. and its relying advisers provide investment management services primarily to pooled investment vehicles and institutional separate accounts. Ellington focuses on complex credit markets, including mortgage-backed securities, asset-backed securities, corporate bonds, derivatives, and loans. The firm utilizes proprietary computer models and quantitative strategies to analyze markets and manage risk. Ellington primarily serves institutional investors and pooled fund participants rather than individual retail clients.