Portfolio Statistics

Assets

Total Fund AssetsAs of 07/31/2021 (updated monthly) $110.1 (M)
Net Assets - Class C

Exposure

Gross Exposure As of 08/31/2021 (updated monthly), % of Total 93.29%
Net Exposure As of 08/31/2021 (updated monthly), % of Total 63.07%
Long Exposure As of 08/31/2021 (updated monthly), % of Total 78.18%
Short Exposure As of 08/31/2021 (updated monthly), % of Total -15.11%

FIXED INCOME

Average Duration As of 08/31/2021 (updated monthly) 2.31 Year(s)

Portfolio Details

Strategy Breakdown % of Invested Capital As of 08/31/2021

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Credit Long Short 30%-70% 42.98%
Structured Credit 20%-60% 38.07%
Emerging Market Fixed Income 0%-30% 18.96%

Security Type Exposure% of Total As of 08/31/2021

Gross Exposure% of Total Net Exposure% of Total
Direct Securities 58.63% 49.69%
Index/Multi-Security Derivatives 22.97% 18.83%
Single Security Derivatives 11.69% -5.45%

Manager Allocation % of Invested Capital As of 08/31/2021

Allocation
Credit Long Short 42.98%
Apollo Credit Management, LLC 22.05%
Benefit Street Partners, LLC 20.93%
Emerging Market Fixed Income 18.96%
Emso Asset Management Limited 18.96%
Structured Credit 38.07%
Medalist Partners, L.P. 19.30%
Ellington Global Asset Management, LLC 18.76%