Ellington Management Group is an investment and advisory firm dedicated to generating attractive, risk-adjusted total returns for our investors. Ellington manages portfolios of agency and non-agency residential mortgage-backed securities and opportunistically invests in other target assets, such as commercial mortgage loans, commercial mortgage-backed securities, mortgage-related derivatives and other asset-backed securities. In addition, Ellington utilizes systematic strategies to invest in equities markets. Ellington was founded in 1994 by Michael Vranos and is based in Old Greenwich, Connecticut.