Portfolio Statistics

Assets

Total Fund AssetsAs of 09/30/2020 (updated monthly) $1,190.3 (M)
Net Assets - Class R6 As of 09/30/2020 (updated monthly) $28.5 (M)

Exposure

Gross Exposure As of 09/30/2020 (updated monthly), % of Total 131.78%
Net Exposure As of 09/30/2020 (updated monthly), % of Total 61.45%
Long Exposure As of 09/30/2020 (updated monthly), % of Total 96.62%
Short Exposure As of 09/30/2020 (updated monthly), % of Total -35.16%

Value at Risk

Value at Risk (Fund)As of 09/30/2020 (updated monthly) -3.38%

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
Long Short Equity 25%-40% 33.23%
Relative Value 30%-45% 31.81%
Event Driven 10%-30% 18.85%
Global Macro 0%-30% 16.10%

Geographic Exposure % of Total As of 09/30/2020

Gross Exposure% of Total Net Exposure% of Total
North America 88.63% 47.95%
Europe 29.41% 6.33%
Asia Pacific 6.74% 2.55%
Global & Emerging Markets 5.63% 3.45%
South America 1.36% 1.17%

Asset Class Exposure % of Total As of 09/30/2020

Gross Exposure% of Total Net Exposure% of Total
Equity 74.98% 21.34%
Fixed Income 45.40% 43.40%
Currency 10.45% -3.23%
Commodities 0.95% -0.06%

Security Type Exposure% of Total As of 09/30/2020

Gross Exposure% of Total Net Exposure% of Total
Direct Securities 90.32% 50.46%
Single Security Derivatives 27.84% 5.09%
Index/Multi-Security Derivatives 13.62% 5.90%

TOP LONG EXPOSURE % of Total (Equity Only) As of 09/30/2020

[holdings-table-heading]
FIAT CHRYSLER AUTOMOBILES NV 1.14%
WRIGHT MEDICAL GROUP NV 0.87%
MASTERCARD INC 0.79%
IMMUNOMEDICS INC 0.72%
BALL CORP 0.70%
SHERWIN-WILLIAMS CO/THE 0.70%
MICROSOFT CORP 0.67%
WILLIS TOWERS WATSON PLC 0.66%
INGENICO GROUP SA 0.65%
GLOBAL PAYMENTS INC 0.64%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 09/30/2020

[holdings-table-heading]
PEUGEOT SA -0.97%
AON PLC -0.67%
WORLDLINE SA/FRANCE -0.54%
JUST EAT TAKEAWAY.COM NV -0.47%
MSCI DAILY TR WORLD GROS -0.41%
EVOLUTION GAMING GROUP AB -0.33%
TELADOC HEALTH INC -0.20%
INNOVATIVE INDUSTRIAL PROPERTIES INC -0.18%
COLRUYT SA -0.18%
REDFIN CORP -0.16%

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

Allocation
Event Driven 18.85%
Bardin Hill Investment Partners L.P. 10.23%
P. Schoenfeld Asset Management L.P. 8.62%
Global Macro 16.10%
Emso Asset Management Limited 7.61%
Graham Capital Management, L.P. 5.52%
Grantham, Mayo, Van Otterloo & Co. LLC 2.95%
H2O Asset Management 0.02%
Long Short Equity 33.23%
Jennison Associates, LLC 7.83%
Chilton Investment Company, LLC 7.69%
Wellington Management Company, LLP 7.26%
Portland Hill Asset Management Limited 7.15%
Electron Capital Partners 3.28%
Impala Asset Management, LLC 0.02%
Relative Value 31.80%
Lazard Asset Management, LLC 10.11%
Loomis Sayles & Company, L.P. 7.72%
Ellington Global Asset Management, LLC 6.10%
Apollo Credit Management, LLC 5.67%
Chatham Asset Management, LLC 2.20%