Portfolio Statistics

Assets

Total Fund AssetsAs of 08/31/2019 (updated monthly) $1,255.5 (M)
Net Assets - Class C As of 08/31/2019 (updated monthly) $43.6 (M)
Gross Exposure As of 08/31/2019 (updated monthly), % of Total 154.95%
Net Exposure As of 08/31/2019 (updated monthly), % of Total 33.21%
Long Exposure As of 08/31/2019 (updated monthly), % of Total 94.08%
Short Exposure As of 08/31/2019 (updated monthly), % of Total -60.87%
Value at Risk (Fund)As of 08/31/2019 (updated monthly) -1.90%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 08/31/2019

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Long Short Equity 25%-40% 30.74%
Global Macro 0%-30% 25.00%
Relative Value 30%-45% 24.44%
Event Driven 10%-30% 19.83%

Geographic Exposure % of Total As of 08/31/2019

Gross Exposure% of Total Net Exposure% of Total
North America 90.39% 28.44%
Europe 41.53% 2.37%
Asia Pacific 15.14% -0.89%
Global & Emerging Markets 5.92% 2.75%
South America 1.98% 0.53%

Asset Class Exposure % of Total As of 08/31/2019

Gross Exposure% of Total Net Exposure% of Total
Equity 90.87% 21.53%
Fixed Income 38.24% 22.70%
Currency 24.12% -10.43%
Commodities 1.73% -0.58%

TOP LONG EXPOSURE % of Total (Equity Only) As of 08/31/2019

[holdings-table-heading]
CELGENE CORP 0.99%
GENESEE & WYOMING INC 0.94%
INMARSAT PLC 0.91%
TRIBUNE CO 0.86%
RWE AG 0.84%
TOTAL SYSTEM SERVICES INC 0.81%
ALLERGAN PLC 0.79%
WESTJET AIRLINES LTD 0.77%
ZAYO GROUP HOLDINGS INC 0.76%
WELLCARE HEALTH PLANS INC 0.72%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 08/31/2019

[holdings-table-heading]
BRISTOL-MYERS SQUIBB CO -0.50%
CENTENE CORP -0.39%
BB&T CORP -0.36%
GLOBAL PAYMENTS INC -0.31%
ABBVIE INC -0.28%
RAYTHEON CO -0.21%
ELDORADO RESORTS INC -0.17%
PROS HOLDINGS INC -0.16%
COLRUYT SA -0.14%
LINCOLN ELECTRIC HOLDINGS INC -0.12%

Manager Allocation % of Invested Capital As of 08/31/2019

Allocation
Event Driven 19.83%
Bardin Hill Investment Partners L.P. 10.03%
P. Schoenfeld Asset Management L.P. 9.80%
Global Macro 25.00%
H2O Asset Management 7.34%
Emso Asset Management Limited 7.27%
Grantham, Mayo, Van Otterloo & Co. LLC 6.38%
Graham Capital Management, L.P. 4.01%
Long Short Equity 30.73%
Chilton Investment Company, LLC 7.20%
Jennison Associates, LLC 6.76%
Portland Hill Asset Management Limited 6.29%
Impala Asset Management, LLC 5.39%
Wellington Management Company, LLP 5.09%
Relative Value 24.44%
Chatham Asset Management, LLC 9.09%
Lazard Asset Management, LLC 8.50%
Loomis Sayles & Company, L.P. 6.85%