Ellington Management Group
Ellington Management Group is a leading investment firm that aims to generate attractive, risk-adjusted total returns for its investors. Its core competencies include diversified credit, mortgage, and related markets, and time-honed experience developing quantitative macro and equities strategies. Ellington is also heavily invested in research and analytics, risk management, information infrastructure, and legal, compliance, and back-office functions.
STRATEGIES
Diversified Credit Strategies
Ellington’s diversified credit strategies seek to generate attractive returns through disciplined asset selection and hedging in a broad range of sectors, comprising residential mortgages, commercial mortgages, consumer debt, and corporate debt / leveraged loans.
Systematic Credit Strategies
Ellington’s Systematic Credit Strategy is a high turnover, long-short Credit strategy designed to take advantage of short-term flow-driven inefficiencies in Credit markets. Balanced portfolio construction and hedges within the same capital structure protect against idiosyncratic and market downside.
Traditional Mandate Solutions
Ellington offers traditional mandate solutions, including long-only, lower risk, and index-based products for select institutional clients. It offers time-tested support for mandate-specific investment requirements, ranging from implementation of index- and duration-tracking strategies to compliance with legal, regulatory, and tax constraints.
RMBS Prepayment and Related Relative Value Strategies
The strategy employs time-tested, agent-based analytics to select attractive agency and non-agency mortgage derivatives, as well as agency pools with favorable prepayment characteristics.