Ellington Trium Alternative Credit
|Investment Advisor||Ellington Global Asset Management|
|Portfolio Manager||Robert Kinderman, Mark Tecotzky|
|Fund AUM (GBP)||£20m|
|Fund AUM as of||18 July 2019|
|Fund Inception||12 December 2018|
Ellington Trium Alternative Credit invests on a relative value basis within a broad range of sectors across Europe and the US, comprising RMBS, CMBS, CLOs and corporate credit. The objective is to capture a stable income stream while enhancing portfolio yield with a corporate credit relative value strategy. The fund seeks to generate additional alpha by providing marging liquidity to the market and investing in sectors requiring highly specialised capabilities. The portfolio management approach emphasises active trading within and between sectors to serve as an additional alpha source.
Barclays Agg Index