K2 Ellington Liquid Structured Credit Strategy

Unternehmensüberblick / Kernkompetenz

Strategy: K2 Ellington Liquid Structured Credit Strategy
Geography: Global with US focus
AUM: $8.2 billion (Ellington firm AUM) _{as of 31 March 2019}

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.