Portfolio Statistics

Assets

Total Fund AssetsAs of 09/30/2019 (updated monthly) $124.4 (M)
Net Assets - Advisor Class
Average Duration As of 09/30/2019 (updated monthly) 2.71 Year(s)
Gross Exposure As of 09/30/2019 (updated monthly), % of Total 93.02%
Net Exposure As of 09/30/2019 (updated monthly), % of Total 59.42%
Long Exposure As of 09/30/2019 (updated monthly), % of Total 76.22%
Short Exposure As of 09/30/2019 (updated monthly), % of Total -16.80%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 09/30/2019

[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Structured Credit 20%-60% 41.55%
Credit Long Short 30%-70% 40.15%
Emerging Market Fixed Income 0%-30% 18.30%

Manager Allocation % of Invested Capital As of 09/30/2019

Allocation
Credit Long Short 40.15%
Apollo Credit Management, LLC 24.24%
Chatham Asset Management, LLC 15.91%
Emerging Market Fixed Income 18.30%
Emso Asset Management Limited 18.30%
Structured Credit 41.55%
Ellington Global Asset Management, LLC 21.44%
Medalist Partners, L.P. 20.11%