Portfolio Statistics

Assets

Total Fund AssetsAs of 05/31/2021 (updated monthly) $106.2 (M)
Net Assets - Class R6
Average Duration As of 05/31/2021 (updated monthly) 2.26 Year(s)
Gross Exposure As of 05/31/2021 (updated monthly), % of Total 93.43%
Net Exposure As of 05/31/2021 (updated monthly), % of Total 63.51%
Long Exposure As of 05/31/2021 (updated monthly), % of Total 78.47%
Short Exposure As of 05/31/2021 (updated monthly), % of Total -14.96%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 05/31/2021

[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Credit Long Short 30%-70% 42.39%
Structured Credit 20%-60% 38.33%
Emerging Market Fixed Income 0%-30% 19.28%

Manager Allocation % of Invested Capital As of 05/31/2021

Allocation
Credit Long Short 42.39%
Apollo Credit Management, LLC 21.27%
Benefit Street Partners, LLC 21.12%
Emerging Market Fixed Income 19.28%
Emso Asset Management Limited 19.28%
Structured Credit 38.33%
Medalist Partners, L.P. 19.34%
Ellington Global Asset Management, LLC 18.99%