Franklin K2 Ellington Liquid Structured Credit Strategy

Investment Objective

Ellington invests in residential mortgage-backed securities as well as other securitised consumer and corporate credit, such as commercial mortgage backed securities and collateralised loan obligations. The fund employs a relative value approach and allocates capital utilising Ellington’s proprietary models, fundamental research, data and analytics.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2018 0.6 0.3 0.6 0.1 0.4 0.6 0.2 0.0 0.0 0.8 0.0 0.1 0.7
2017 0.4 0.0 0.7 0.4 0.8 0.8 0.6 0.4 0.5 0.1 0.1 0.2 0.9

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.