Investment adviser · CRD 112493

ELLINGTON MANAGEMENT GROUP, L.L.C.

Investment adviser filing (IA)

OLD GREENWICH, CT, United States · Form ADV filed Aug 14, 2026

Regulatory AUM: $20.8B
Client accounts: 33
Employees: 164
Advisory professionals: 68

Who they report serving

Form ADV · Item 5.D

Client types and their share of reported regulatory assets.

Client type	Clients	Regulatory assets	Share of AUM
Pooled investment vehicles	25	$10,900,330,676	52.5%
Sovereign wealth & foreign institutions	Fewer than 5	$6,388,299,489	30.8%
Other investment advisers	6	$2,681,523,397	12.9%
Government entities	Fewer than 5	$786,851,069	3.8%

Filing source

Form ADV 2110528 · Aug 14, 2026 · Item 5.D

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.

Private funds & service providers

50+ Private funds

The count excludes feeder funds. Funds in the latest filing appear first, ordered by reported gross assets. Earlier funds retain their last reported values.

Browse the first 49 funds across 7 pages.

ELLINGTON CLO III, LTD.Securitized Asset Fund · Last reported Aug 14, 2026$93.9MGross asset value

Fund administrator U.S. BANK NATIONAL ASSOCIATION ST. PAUL, Minnesota, United States Investor statements: No (provided to no investors) Related to adviser: No

Custodian U.S. BANK NATIONAL ASSOCIATION ST. PAUL, Minnesota, United States Related to adviser: No

Provider details

Annual audit: No
Prime brokers: No
Custodians: Yes
Administrator other than the adviser: Yes
External marketing: No

U.S. BANK NATIONAL ASSOCIATION
LEI HPFHU0OQ28E4N0NFVK49

Fund details & source

Fund ID: 805-7239779375
Reported beneficial owners: 5
Minimum commitment: $250K

Form ADV 2110528 · Aug 14, 2026 · Schedule D 7.B.(1)

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.

ELLINGTON PRIME MAIN MASTER FUND LPHedge Fund · Last reported Aug 14, 2026$62.9MGross asset value

Feeder funds

ELLINGTON PRIME FUND LP
ELLINGTON PRIME PARTNERS LP

Fund administrator U.S. BANK GLOBAL FUND SERVICES (CAYMAN) LIMITED GRAND CAYMAN, Cayman Islands Investor statements: Yes (provided to all investors) Related to adviser: No

Auditor PRICEWATERHOUSECOOPERS GEORGE TOWN, Cayman Islands

Custodian BANK OF NEW YORK MELLON NEW YORK, New York, United States Related to adviser: No

Provider details

Annual audit: Yes
Prime brokers: No
Custodians: Yes
Administrator other than the adviser: Yes
External marketing: No

PRICEWATERHOUSECOOPERS
PCAOB 1266

BANK OF NEW YORK MELLON
LEI HPFHU00028E40NFVK49

Fund details & source

Fund ID: 805-7685606858
Reported beneficial owners: 70
Minimum commitment: $1M

Form ADV 2110528 · Aug 14, 2026 · Schedule D 7.B.(1)

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.

ELLINGTON CLO II, LTD.Securitized Asset Fund · Last reported Aug 14, 2026$62.1MGross asset value

Fund administrator U.S. BANK NATIONAL ASSOCIATION ST. PAUL, Minnesota, United States Investor statements: No (provided to no investors) Related to adviser: No

Custodian U.S. BANK NATIONAL ASSOCIATION ST. PAUL, Minnesota, United States Related to adviser: No

Provider details

Annual audit: No
Prime brokers: No
Custodians: Yes
Administrator other than the adviser: Yes
External marketing: No

U.S. BANK NATIONAL ASSOCIATION
LEI HPFHU0OQ28E4N0NFVK49

Fund details & source

Fund ID: 805-5911487771
Reported beneficial owners: 7
Minimum commitment: $250K

Form ADV 2110528 · Aug 14, 2026 · Schedule D 7.B.(1)

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.

ELLINGTON CLO I, LTD.Securitized Asset Fund · Last reported Aug 14, 2026$53.4MGross asset value

Fund administrator U.S. BANK NATIONAL ASSOCIATION ST. PAUL, Minnesota, United States Investor statements: No (provided to no investors) Related to adviser: No

Custodian U.S. BANK NATIONAL ASSOCIATION ST. PAUL, Minnesota, United States Related to adviser: No

Provider details

Annual audit: No
Prime brokers: No
Custodians: Yes
Administrator other than the adviser: Yes
External marketing: No

U.S. BANK NATIONAL ASSOCIATION
LEI HPFHU0OQ28E4N0NFVK49

Fund details & source

Fund ID: 805-3564084217
Reported beneficial owners: 7
Minimum commitment: $250K

Form ADV 2110528 · Aug 14, 2026 · Schedule D 7.B.(1)

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.

ELLINGTON CLO IV, LTD.Securitized Asset Fund · Last reported Aug 14, 2026$41.4MGross asset value

Fund administrator U.S. BANK NATIONAL ASSOCIATION ST. PAUL, Minnesota, United States Investor statements: No (provided to no investors) Related to adviser: No

Custodian U.S. BANK NATIONAL ASSOCIATION ST. PAUL, Minnesota, United States Related to adviser: No

Provider details

Annual audit: No
Prime brokers: No
Custodians: Yes
Administrator other than the adviser: Yes
External marketing: No

U.S. BANK NATIONAL ASSOCIATION
LEI HPFHU0OQ28E4N0NFVK49

Fund details & source

Fund ID: 805-3117338639
Reported beneficial owners: 4
Minimum commitment: $250K

Form ADV 2110528 · Aug 14, 2026 · Schedule D 7.B.(1)

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.

ELLINGTON PRIVATE OPPORTUNITIES MASTER FUND II (B) LPHedge Fund · Last reported Aug 14, 2026$28.5MGross asset value

Feeder funds

Fund administrator U.S. BANCORP FUND SERVICES, LLC HACKENSACK, New Jersey, United States Investor statements: Yes (provided to all investors) Related to adviser: No

Auditor PRICEWATERHOUSECOOPERS LLP NEW YORK, New York, United States

Custodian BANK OF NEW YORK MELLON NEW YORK, New York, United States Related to adviser: No

Provider details

Annual audit: Yes
Prime brokers: No
Custodians: Yes
Administrator other than the adviser: Yes
External marketing: No

PRICEWATERHOUSECOOPERS LLP
PCAOB 238

BANK OF NEW YORK MELLON
LEI HPFHU0OQ28E4N0NFVK49

Fund details & source

Fund ID: 805-5129767525
Reported beneficial owners: 277
Minimum commitment: $1M
Form D file number: 021-314801
Form D file number: 021-314803

Form ADV 2110528 · Aug 14, 2026 · Schedule D 7.B.(1)

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.

ELLINGTON OPPORTUNITIES AUXILIARY MASTER FUND LPHedge Fund · Last reported Aug 14, 2026$20.4MGross asset value

Feeder funds

ELLINGTON OPPORTUNITIES FUND LP
ELLINGTON OPPORTUNITIES PARTNERS LP
EOF AUXILIARY INTERMEDIATE LLC

Fund administrator U.S. BANK GLOBAL FUND SERVICES (CAYMAN) LIMITED GRAND CAYMAN, Cayman Islands Investor statements: Yes (provided to all investors) Related to adviser: No

Auditor PRICEWATERHOUSECOOPERS GEORGE TOWN, Cayman Islands

Custodian BANK OF NEW YORK MELLON NEW YORK, New York, United States Related to adviser: No

Provider details

Annual audit: Yes
Prime brokers: No
Custodians: Yes
Administrator other than the adviser: Yes
External marketing: No

PRICEWATERHOUSECOOPERS
PCAOB 1266

BANK OF NEW YORK MELLON
LEI HPFHU0OQ28E4N0NFVK49

Fund details & source

Fund ID: 805-8546663168
Reported beneficial owners: 2
Minimum commitment: $250K
Form D file number: 021-423621
Form D file number: 021-423630

Form ADV 2110528 · Aug 14, 2026 · Schedule D 7.B.(1)

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.

Services & filing details

Most recent filing: Aug 14, 2026. View historical filings

Reported services

Pooled investment vehicle management · Business portfolio management

Compensation

Percentage of assets · Performance-based

Principal office

53 FOREST AVENUE, 3RD FLOOR
OLD GREENWICH, CT, 06870, United States

CRD 112493

Filing source

Form ADV 2110528 · Aug 14, 2026 · Items 1 & 5

Official IAPD profile (latest public filing). Values are the most recently reported in our imported data; the public profile may show a newer filing.