Portfolio Statistics

Assets

Total Fund AssetsAs of 02/28/2021 (updated monthly) $102.5 (M)
Net Assets - Class R6
Average Duration As of 01/31/2021 (updated monthly) 2.45 Year(s)
Gross Exposure As of 01/31/2021 (updated monthly), % of Total 97.02%
Net Exposure As of 01/31/2021 (updated monthly), % of Total 66.76%
Long Exposure As of 01/31/2021 (updated monthly), % of Total 81.89%
Short Exposure As of 01/31/2021 (updated monthly), % of Total -15.13%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 01/31/2021

[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Structured Credit 20%-60% 42.49%
Credit Long Short 30%-70% 42.23%
Emerging Market Fixed Income 0%-30% 15.28%

Manager Allocation % of Invested Capital As of 01/31/2021

Allocation
Credit Long Short 42.23%
Benefit Street Partners, LLC 21.12%
Apollo Credit Management, LLC 21.11%
Emerging Market Fixed Income 15.28%
Emso Asset Management Limited 15.28%
Structured Credit 42.49%
Medalist Partners, L.P. 21.61%
Ellington Global Asset Management, LLC 20.88%