Portfolio Statistics

Assets

Total Fund AssetsAs of 09/30/2020 (updated monthly) $93.7 (M)
Net Assets - Class R6
Average Duration As of 09/30/2020 (updated monthly) 2.94 Year(s)
Gross Exposure As of 09/30/2020 (updated monthly), % of Total 99.27%
Net Exposure As of 09/30/2020 (updated monthly), % of Total 59.55%
Long Exposure As of 09/30/2020 (updated monthly), % of Total 79.41%
Short Exposure As of 09/30/2020 (updated monthly), % of Total -19.86%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 09/30/2020

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Credit Long Short 30%-70% 43.53%
Structured Credit 20%-60% 42.06%
Emerging Market Fixed Income 0%-30% 14.40%

Manager Allocation % of Invested Capital As of 09/30/2020

Allocation
Credit Long Short 43.53%
Apollo Credit Management, LLC 21.62%
Benefit Street Partners, LLC 19.29%
Chatham Asset Management, LLC 2.62%
Emerging Market Fixed Income 14.40%
Emso Asset Management Limited 14.40%
Structured Credit 42.06%
Medalist Partners, L.P. 21.24%
Ellington Global Asset Management, LLC 20.82%