Portfolio Statistics

Assets

Total Fund AssetsAs of 10/31/2020 (updated monthly) $1,173.5 (M)
Net Assets - Class A As of 10/31/2020 (updated monthly) $92.3 (M)
Gross Exposure As of 10/31/2020 (updated monthly), % of Total 140.54%
Net Exposure As of 10/31/2020 (updated monthly), % of Total 66.31%
Long Exposure As of 10/31/2020 (updated monthly), % of Total 103.43%
Short Exposure As of 10/31/2020 (updated monthly), % of Total -37.12%
Value at Risk (Fund)As of 10/31/2020 (updated monthly) -3.61%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 10/31/2020

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Long Short Equity 25%-40% 34.94%
Relative Value 30%-45% 31.80%
Event Driven 10%-30% 18.72%
Global Macro 0%-30% 14.53%

Geographic Exposure % of Total As of 10/31/2020

Gross Exposure% of Total Net Exposure% of Total
North America 91.36% 49.49%
Europe 32.66% 6.72%
Asia Pacific 9.39% 4.74%
Global & Emerging Markets 5.98% 4.39%
South America 1.15% 0.97%

Asset Class Exposure % of Total As of 10/31/2020

Gross Exposure% of Total Net Exposure% of Total
Equity 79.70% 24.85%
Fixed Income 47.58% 42.46%
Currency 11.96% -1.42%
Commodities 1.31% 0.42%

TOP LONG EXPOSURE % of Total (Equity Only) As of 10/31/2020

[holdings-table-heading]
VARIAN MEDICAL SYSTEMS INC 1.22%
FIAT CHRYSLER AUTOMOBILES NV 0.94%
TIFFANY & CO 0.92%
WRIGHT MEDICAL GROUP NV 0.89%
BALL CORP 0.76%
SHERWIN-WILLIAMS CO/THE 0.70%
LIBERTY GLOBAL PLC 0.68%
MASTERCARD INC 0.68%
NAVISTAR INTERNATIONAL CORP 0.67%
TENCENT HOLDINGS LTD 0.66%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 10/31/2020

[holdings-table-heading]
PEUGEOT SA -0.79%
MSCI DAILY TR WORLD GROS -0.69%
AON PLC -0.64%
EVOLUTION GAMING GROUP AB -0.51%
WORLDLINE SA/FRANCE -0.50%
JUST EAT TAKEAWAY.COM NV -0.48%
ANALOG DEVICES INC -0.32%
LIBERTY MEDIA CORP -0.19%
INNOVATIVE INDUSTRIAL PROPERTIES INC -0.17%
ETABLISSEMENTS FRANZ COLRUYT NV -0.17%

Manager Allocation % of Invested Capital As of 10/31/2020

Allocation
Event Driven 18.72%
Bardin Hill Investment Partners L.P. 10.19%
P. Schoenfeld Asset Management L.P. 8.53%
Global Macro 14.53%
Emso Asset Management Limited 7.49%
Graham Capital Management, L.P. 4.27%
Grantham, Mayo, Van Otterloo & Co. LLC 2.77%
Long Short Equity 34.94%
Jennison Associates, LLC 7.55%
Wellington Management Company, LLP 7.51%
Chilton Investment Company, LLC 7.41%
Portland Hill Asset Management Limited 6.97%
Electron Capital Partners 5.50%
Relative Value 31.80%
Lazard Asset Management, LLC 10.09%
Loomis Sayles & Company, L.P. 7.63%
Ellington Global Asset Management, LLC 6.26%
Apollo Credit Management, LLC 5.61%
Chatham Asset Management, LLC 2.21%