Risk Management

Risk management is a cornerstone of Ellington's portfolio management process.


Ellington's risk management infrastructure system includes "ELLiN," a proprietary portfolio management system used by all departments at Ellington, including trading, research, risk management, finance, operations, accounting, and compliance. We benefit from Ellington's comprehensive risk management infrastructure and ongoing assessment of both portfolio and operational risks. In addition, we utilize derivatives and other hedging instruments opportunistically to hedge our interest rate, credit, and prepayments risks.