Our Philosophy

Opportunity in knowledge- and resource-intensive strategies

Ellington believes attractive, uncorrelated risk-adjusted returns can be achieved through the integration of an expert team and robust analytic / trading technologies
  • Evaluate and trade complex securities utilizing proprietary data, models and research

  • Scale large quantities of smaller, off-the-run opportunities where the investment team has a sourcing, analytical, or trading advantage

  • Focus on pure alpha generation and capital preservation through opportunistic portfolio construction and a well-defined risk management approach

Strategies are often overlooked, undervalued and misunderstood by other investors
  • Restrictive regulations have left banks and primary dealers lacking the necessary capital needed to provide liquidity to the market

  • Consolidation of asset managers has resulted in a broad inability to focus on smaller, more research-intensive opportunities

  • Smaller asset managers lack sufficient resources to appropriately source or evaluate these highly complex assets