Portfolio Statistics

Assets

Total Fund AssetsAs of 03/31/2020 (updated monthly) $97.2 (M)
Net Assets - Class R6

Exposure

Gross Exposure As of 02/29/2020 (updated monthly), % of Total 91.52%
Net Exposure As of 02/29/2020 (updated monthly), % of Total 58.40%
Long Exposure As of 02/29/2020 (updated monthly), % of Total 74.96%
Short Exposure As of 02/29/2020 (updated monthly), % of Total -16.56%

FIXED INCOME

Average Duration As of 02/29/2020 (updated monthly) 2.44 Year(s)

Portfolio Details

Strategy Breakdown % of Invested Capital As of 02/29/2020

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Structured Credit 20%-60% 45.48%
Credit Long Short 30%-70% 37.09%
Emerging Market Fixed Income 0%-30% 17.42%

Security Type Exposure% of Total As of 02/29/2020

Gross Exposure% of Total Net Exposure% of Total
Direct Securities 47.80% 33.93%
Index/Multi-Security Derivatives 29.98% 28.68%
Single Security Derivatives 13.74% -4.21%

Manager Allocation % of Invested Capital As of 02/29/2020

Allocation
Credit Long Short 37.09%
Apollo Credit Management, LLC 23.83%
Chatham Asset Management, LLC 13.26%
Emerging Market Fixed Income 17.42%
Emso Asset Management Limited 17.42%
Structured Credit 45.48%
Ellington Global Asset Management, LLC 23.29%
Medalist Partners, L.P. 22.19%