K2 Long Short Credit Fund is a registered fund series of Franklin Alternative Strategies Funds (series S000049976). Net assets $50.5M as of 2023-02-28.
Showing 15 of 200 holdings by value.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| FIDELITY INSTL MMKT GOVT | — | $21.5M | 4262.57% |
| Barclays Commercial Mortgage S | — | $1.3M | 263.54% |
| Mountain View CLO Ltd | — | $1.3M | 255.27% |
| K HOVNANIAN RC 12/28/22 | — | $970K | 192.26% |
| Morgan Stanley Capital I Trust | — | $962K | 190.74% |
| FRTKL | — | $851K | 168.62% |
| VMC Finance LLC | — | $830K | 164.52% |
| Stellar Jay Ireland Dac | — | $788K | 156.24% |
| FARM 2021-1 Mortgage Trust | — | $547K | 108.35% |
| K HOVNANIAN ENTERPRISES | — | $435K | 86.16% |
| JANE STREET GRP/JSG FIN | — | $407K | 80.65% |
| GS Mortgage Securities Corp. | — | $407K | 80.64% |
| ASTON MARTIN CAPITAL HOL | — | $399K | 79.18% |
| CHOBANI LLC/FINANCE CORP | — | $374K | 74.03% |
| Structured Adjustable Rate Mor | — | $371K | 73.63% |
| Report date | Net assets |
|---|---|
| 2023-02-28 | $50.5M |
| 2022-11-30 | $67.9M |
| 2022-08-31 | $77.6M |
| 2022-05-31 | $87.1M |
| 2022-02-28 | $97.6M |
| 2021-11-30 | $106.2M |
| 2021-08-31 | $109.5M |
| 2021-05-28 | $106.2M |