Portfolio Statistics

Assets

Total Fund AssetsAs of 01/31/2020 (updated monthly) $139.6 (M)
Net Assets - Class R
Average Duration As of 02/29/2020 (updated monthly) 2.44 Year(s)
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%

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%

Manager Allocation % of Invested Capital As of 01/31/2020

Allocation
Credit Long Short 37.96%
Apollo Credit Management, LLC 23.28%
Chatham Asset Management, LLC 14.68%
Emerging Market Fixed Income 17.18%
Emso Asset Management Limited 17.18%
Structured Credit 44.86%
Ellington Global Asset Management, LLC 22.97%
Medalist Partners, L.P. 21.89%