Ellington Management Group is an investment and advisory firm dedicated to generating attractive risk-adjusted total returns for our investors. Our core competencies include developing and implementing fixed income relative value strategies based on our deep expertise in diversified credit, mortgage prepayment, and interest rates markets. Ellington’s credit investment capabilities include residential and commercial mortgage-backed securities, unsecuritized mortgage and consumer loans, and corporate debt markets. We also use systematic strategies to invest in global equities, futures, options, synthetic credit, and foreign exchange markets. Ellington devotes significant operational resources to research and analytics, risk management, information infrastructure, trade execution, legal, compliance, and back office functions. Ellington was founded in 1994 by Michael Vranos and is based in Old Greenwich, Connecticut, with offices in London and New York.