Portfolio Statistics

Assets

Total Fund AssetsAs of 05/31/2020 (updated monthly) $96.3 (M)
Net Assets - Class R6
Average Duration As of 04/30/2020 (updated monthly) 3.21 Year(s)
Gross Exposure As of 04/30/2020 (updated monthly), % of Total 109.68%
Net Exposure As of 04/30/2020 (updated monthly), % of Total 70.33%
Long Exposure As of 04/30/2020 (updated monthly), % of Total 90.00%
Short Exposure As of 04/30/2020 (updated monthly), % of Total -19.67%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 04/30/2020

[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Structured Credit 20%-60% 51.14%
Credit Long Short 30%-70% 32.72%
Emerging Market Fixed Income 0%-30% 16.14%

Manager Allocation % of Invested Capital As of 04/30/2020

Allocation
Credit Long Short 32.71%
Apollo Credit Management, LLC 27.69%
Chatham Asset Management, LLC 5.02%
Emerging Market Fixed Income 16.14%
Emso Asset Management Limited 16.14%
Structured Credit 51.14%
Ellington Global Asset Management, LLC 28.05%
Medalist Partners, L.P. 23.09%