Portfolio Statistics

Assets

Total Fund AssetsAs of 10/31/2020 (updated monthly) $93.6 (M)
Net Assets - Class A

Exposure

Gross Exposure As of 10/31/2020 (updated monthly), % of Total 114.01%
Net Exposure As of 10/31/2020 (updated monthly), % of Total 71.56%
Long Exposure As of 10/31/2020 (updated monthly), % of Total 92.79%
Short Exposure As of 10/31/2020 (updated monthly), % of Total -21.22%

FIXED INCOME

Average Duration As of 10/31/2020 (updated monthly) 3.53 Year(s)

Portfolio Details

Strategy Breakdown % of Invested Capital As of 10/31/2020

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Credit Long Short 30%-70% 43.65%
Structured Credit 20%-60% 42.06%
Emerging Market Fixed Income 0%-30% 14.30%

Security Type Exposure% of Total As of 10/31/2020

Gross Exposure% of Total Net Exposure% of Total
Direct Securities 70.61% 51.36%
Index/Multi-Security Derivatives 29.23% 23.73%
Single Security Derivatives 14.16% -3.52%

Manager Allocation % of Invested Capital As of 10/31/2020

Allocation
Credit Long Short 43.65%
Apollo Credit Management, LLC 21.67%
Benefit Street Partners, LLC 19.33%
Chatham Asset Management, LLC 2.65%
Emerging Market Fixed Income 14.30%
Emso Asset Management Limited 14.30%
Structured Credit 42.06%
Medalist Partners, L.P. 21.27%
Ellington Global Asset Management, LLC 20.79%