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 HM AUXILIARY LLCHedge Fund · Last reported Aug 14, 2026$0Gross asset value

Feeder funds

HEDGE MAPLE FUND LLC

Fund administrator U.S. BANCORP FUND SERVICES, LLC MILWAUKEE, Wisconsin, United States 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

Custodian U.S. BANK NATIONAL ASSOCIATION CINCINNATI, Ohio, 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: 805-9164326978
Reported beneficial owners: 0
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.

ESO DLD LLCHedge Fund · Last reported Feb 25, 2022$772MGross asset value

Feeder funds

ELLINGTON SPECIAL OPPORTUNITIES PARTNERS LP

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

Custodian BNP PARIBAS PRIME BROKERAGE, INC. NEW YORK, New York, United States Related to adviser: No

Custodian J.P. MORGAN SECURITIES LLC NEW YORK, New York, United States Related to adviser: No

Custodian U.S. BANK NATIONAL ASSOCIATION CINCINNATI, Ohio, United States Related to adviser: No

Prime broker BNP PARIBAS PRIME BROKERAGE, INC. NEW YORK, New York, United States

Prime broker J.P. MORGAN SECURITIES LLC NEW YORK, New York, United States

Provider details

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

PRICEWATERHOUSECOOPERS LLP
PCAOB 238

BNP PARIBAS PRIME BROKERAGE, INC.
SEC 8-40490

J.P. MORGAN SECURITIES LLC
SEC 8-35008

BNP PARIBAS PRIME BROKERAGE, INC.
CRD 24962 · SEC 8-40490

J.P. MORGAN SECURITIES LLC
CRD 79 · SEC 8-35008

Fund details & source

Fund ID: 805-7890976229
Reported beneficial owners: 3
Minimum commitment: $1M

Form ADV 1603068 · Feb 25, 2022 · 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 SECURITIZED PRODUCT FUND LTD.Hedge Fund · Last reported Nov 4, 2014$551MGross asset value

Fund administrator AIS FUND ADMINISTRATION LTD. GRAND CAYMAN, Cayman Islands Investor statements: Yes (provided to all investors) Related to adviser: No

Auditor PRICEWATERHOUSECOOPERS, CAYMAN ISLANDS GEORGE TOWN, Cayman Islands

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

Custodian JPMORGAN CHASE 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

Fund details & source

Fund ID: 805-6794137825
Reported beneficial owners: 2
Minimum commitment: $100K

Form ADV 853061 · Nov 4, 2014 · 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.

P ELLINGTON GMF LTD.Hedge Fund · Last reported Sep 17, 2015$361MGross asset value

Fund administrator CITCO FUND SERVICES (CURACAO) B.V. WILLEMSTAD, Other Investor statements: Yes (provided to all investors) Related to adviser: No

Auditor PRICEWATERHOUSECOOPERS LLP TORONTO, Canada

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

Custodian BARCLAYS CAPITAL INC. NEW YORK, New York, United States Related to adviser: No

Custodian CITCO BANKING CORPORATION N.V. WILLEMSTAD, Other Related to adviser: No

Custodian MORGAN STANLEY & CO. LLC NEW YORK, New York, United States Related to adviser: No

Prime broker BARCLAYS CAPITAL INC. NEW YORK, New York, United States

Prime broker MORGAN STANLEY & CO. LLC NEW YORK, New York, United States

Provider details

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

BARCLAYS CAPITAL INC.
SEC 8-41342

MORGAN STANLEY & CO. LLC
SEC 8-15869

BARCLAYS CAPITAL INC.
CRD 19714 · SEC 8-41342

MORGAN STANLEY & CO. LLC
CRD 8209 · SEC 8-15869

Fund details & source

Fund ID: 805-6011790127
Reported beneficial owners: 4
Minimum commitment: $100K

Form ADV 946051 · Sep 17, 2015 · 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.

HH ELLINGTON MASTER FUND II LTD.Hedge Fund · Last reported Feb 25, 2022$276MGross asset value

Feeder funds

HH ELLINGTON FUND II LTD.

Fund administrator U.S. BANCORP FUND ADMINISTRATION LTD. GRAND CAYMAN, Cayman Islands Investor statements: Yes (provided to all investors) Related to adviser: No

Auditor PRICEWATERHOUSECOOPERS GRAND CAYMAN, Cayman Islands

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

Custodian RBC CAPITAL MARKETS, LLC 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

RBC CAPITAL MARKETS, LLC
SEC 8-45411

Fund details & source

Fund ID: 805-3861091134
Reported beneficial owners: 2
Minimum commitment: $0

Form ADV 1603068 · Feb 25, 2022 · 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 MORTGAGE FUND S.C., LTDHedge Fund · Last reported Jul 11, 2024$213MGross asset value

Fund administrator U.S. BANCORP FUND ADMINISTRATION LTD. GRAND CAYMAN, Cayman Islands Investor statements: Yes (provided to all investors) Related to adviser: No

Auditor PRICEWATERHOUSECOOPERS LLP GEORGE TOWN, Cayman Islands

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

Custodian J.P. MORGAN SECURITIES LLC NEW YORK, New York, United States Related to adviser: No

Custodian MORGAN STANLEY & CO. LLC NEW YORK, New York, United States Related to adviser: No

Custodian U.S. BANK NATIONAL ASSOCIATION CINCINNATI, Ohio, United States Related to adviser: No

Custodian WELLS FARGO SECURITIES, LLC CHARLOTTE, North Carolina, 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 1266

BANK OF NEW YORK MELLON
LEI HPFHU0OQ28E4N0NFVK49

J.P. MORGAN SECURITIES LLC
SEC 8-35008

MORGAN STANLEY & CO. LLC
SEC 8-15869

WELLS FARGO SECURITIES, LLC
SEC 8-22947

Fund details & source

Fund ID: 805-9369266199
Reported beneficial owners: 34
Minimum commitment: $50K

Form ADV 1888608 · Jul 11, 2024 · 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 MORTGAGE RECOVERY NON-RE MASTER FUND II LPHedge Fund · Last reported Aug 27, 2024$168MGross asset value

Feeder funds

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

Marketer RBC CAPITAL MARKETS, LLC MINNEAPOLIS, Minnesota, United States Related to adviser: No

Prime broker BARCLAYS CAPITAL INC. NEW YORK, New York, United States

Provider details

Annual audit: Yes
Prime brokers: Yes
Custodians: Yes
Administrator other than the adviser: Yes
External marketing: Yes

PRICEWATERHOUSECOOPERS
PCAOB 1266

BANK OF NEW YORK MELLON
LEI HPFHU0OQ28E4N0NFVK49

RBC CAPITAL MARKETS, LLC
CRD 31194 · SEC 801-13059

BARCLAYS CAPITAL INC.
CRD 19714 · SEC 8-41342

Fund details & source

Fund ID: 805-2178882694
Reported beneficial owners: 3
Minimum commitment: $1M
Form D file number: 021-472246
Form D file number: 021-472248

Form ADV 1897739 · Aug 27, 2024 · 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.