The Client
Ellington Management Group is an investment and advisory firm dedicated to generating attractive, risk-adjusted total returns for 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 and mortgage-related derivatives. In addition, Ellington utilises systematic strategies to invest in equities and futures markets.
The Challenge
With Ellington’s focus on credit, the firm was looking for a risk analysis solution to use alongside its proprietary models to support its existing portfolio and take advantage of new opportunities. They required a technologically advanced solution with the capacity to handle a broad range of instruments and provide detailed reporting, all while interfacing with Ellington’s existing portfolio analytics.
Why Quantifi?
Ellington selected Quantifi to enhance its risk management and reporting functions for its growing credit business. For investment managers, Quantifi delivers cross-asset trading, front-to-back operations, position management, market, credit, and liquidity risk management and regulatory reporting all on an integrated platform.
“Since Quantifi is used by such a wide range of market participants, we saw significant value in seeing the same standardized model results as the firms we trade with. On top of that, Quantifi comes with great Excel add-ins and APIs that allow us to quickly prototype new analytics and integrate with our proprietary models.”
Laurence Penn, Vice Chairman and COO, Ellington Management Group
The Results
With Quantifi, the client now benefits from:
- Standardised analytics that match the market
- Integration with proprietary models & custom analytics via APIs
- Time & cost savings with built-in reporting & user interfaces
Download the complete case study to see how Quantifi’s integrated cross-asset platform helped Ellington enhance performance, strengthen risk and improve operational control.
