Portfolio Statistics

Assets

Total Fund AssetsAs of 03/31/2021 (updated monthly) $105.8 (M)
Net Assets - Class C
Average Duration As of 03/31/2021 (updated monthly) 1.97 Year(s)
Gross Exposure As of 03/31/2021 (updated monthly), % of Total 92.13%
Net Exposure As of 03/31/2021 (updated monthly), % of Total 62.96%
Long Exposure As of 03/31/2021 (updated monthly), % of Total 77.55%
Short Exposure As of 03/31/2021 (updated monthly), % of Total -14.59%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 03/31/2021

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Credit Long Short 30%-70% 43.64%
Structured Credit 20%-60% 39.41%
Emerging Market Fixed Income 0%-30% 16.94%

Manager Allocation % of Invested Capital As of 03/31/2021

Allocation
Credit Long Short 43.65%
Apollo Credit Management, LLC 21.94%
Benefit Street Partners, LLC 21.71%
Emerging Market Fixed Income 16.94%
Emso Asset Management Limited 16.94%
Structured Credit 39.41%
Medalist Partners, L.P. 19.87%
Ellington Global Asset Management, LLC 19.54%