Portfolio Statistics

Assets

Total Fund AssetsAs of 12/31/2020 (updated monthly) $96.3 (M)
Net Assets - Class C

Exposure

Gross Exposure As of 12/31/2020 (updated monthly), % of Total 101.26%
Net Exposure As of 12/31/2020 (updated monthly), % of Total 70.95%
Long Exposure As of 12/31/2020 (updated monthly), % of Total 86.11%
Short Exposure As of 12/31/2020 (updated monthly), % of Total -15.16%

FIXED INCOME

Average Duration As of 12/31/2020 (updated monthly) 2.73 Year(s)

Portfolio Details

Strategy Breakdown % of Invested Capital As of 12/31/2020

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Credit Long Short 30%-70% 43.06%
Structured Credit 20%-60% 41.70%
Emerging Market Fixed Income 0%-30% 15.25%

Security Type Exposure% of Total As of 12/31/2020

Gross Exposure% of Total Net Exposure% of Total
Direct Securities 65.85% 53.23%
Index/Multi-Security Derivatives 22.63% 20.65%
Single Security Derivatives 12.78% -2.94%

Manager Allocation % of Invested Capital As of 12/31/2020

Allocation
Credit Long Short 43.06%
Apollo Credit Management, LLC 20.81%
Benefit Street Partners, LLC 20.76%
Chatham Asset Management, LLC 1.49%
Emerging Market Fixed Income 15.25%
Emso Asset Management Limited 15.25%
Structured Credit 41.70%
Medalist Partners, L.P. 21.11%
Ellington Global Asset Management, LLC 20.59%