Liquidity by strategy and asset class

Portfolio decomposition

Last updated
Total fund AUM
$83B
6 active strategies
5-day liquidity
$3.2B
3.9% of total fund
Wtd avg cost
108 bps
Cost of maintaining liquidity
Illiquid share
44%
Weighted across strategies

Liquidity profile by strategy

Percentage of each strategy available within liquid, semi-liquid, and illiquid horizons

Liquid (<5 days) Semi-liquid (5–90 days) Illiquid (>90 days)

Strategy detail

Liquidity
$2340M
Cost
12 bps
Lock-up
N/A
Exp. return
3.2%
Liquidity profile
82% liquid14% semi4% illiquid
Assessment

Core liquidity buffer. Primarily government bonds and IG corporates.