Portfolio Statistics

Assets

Total Fund AssetsAs of 06/30/2020 (updated monthly) $1,130.0 (M)
Net Assets - Class R As of 05/31/2020 (updated monthly) $0.9 (M)
Gross Exposure As of 05/31/2020 (updated monthly), % of Total 159.87%
Net Exposure As of 05/31/2020 (updated monthly), % of Total 44.43%
Long Exposure As of 05/31/2020 (updated monthly), % of Total 102.15%
Short Exposure As of 05/31/2020 (updated monthly), % of Total -57.72%
Value at Risk (Fund)As of 05/31/2020 (updated monthly) -2.03%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 05/31/2020

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Long Short Equity 25%-40% 31.59%
Relative Value 30%-45% 27.12%
Global Macro 0%-30% 23.88%
Event Driven 10%-30% 17.42%

Geographic Exposure % of Total As of 05/31/2020

Gross Exposure% of Total Net Exposure% of Total
North America 97.88% 31.06%
Europe 38.59% 6.92%
Asia Pacific 12.97% 2.58%
Global & Emerging Markets 9.48% 3.10%
South America 0.95% 0.78%

Asset Class Exposure % of Total As of 05/31/2020

Gross Exposure% of Total Net Exposure% of Total
Equity 92.35% 11.35%
Fixed Income 48.05% 39.47%
Currency 18.42% -5.84%
Commodities 1.05% -0.55%

TOP LONG EXPOSURE % of Total (Equity Only) As of 05/31/2020

[holdings-table-heading]
MASTERCARD INC 0.86%
CAESARS ENTERTAINMENT CORP 0.79%
HAL TRUST 0.74%
MICROSOFT CORP 0.72%
SHERWIN-WILLIAMS CO/THE 0.72%
ANIXTER INTERNATIONAL INC 0.65%
HOME DEPOT INC/THE 0.65%
BALL CORP 0.64%
EL PASO ELECTRIC CO 0.60%
OSRAM LICHT AG 0.60%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 05/31/2020

[holdings-table-heading]
CARNIVAL CORP -0.47%
PEUGEOT SA -0.44%
DELPHI TECHNOLOGIES PLC -0.36%
AON PLC -0.33%
IAC/INTERACTIVECORP -0.28%
WORLDLINE SA/FRANCE -0.25%
WAYFAIR INC -0.24%
INNOVATIVE INDUSTRIAL PROPERTIES INC -0.24%
ELDORADO RESORTS INC -0.22%
TRANSDIGM GROUP INC -0.20%

Manager Allocation % of Invested Capital As of 05/31/2020

Allocation
Event Driven 17.42%
Bardin Hill Investment Partners L.P. 9.61%
P. Schoenfeld Asset Management L.P. 7.81%
Global Macro 23.89%
H2O Asset Management 7.66%
Emso Asset Management Limited 7.57%
Grantham, Mayo, Van Otterloo & Co. LLC 4.84%
Graham Capital Management, L.P. 3.82%
Long Short Equity 31.58%
Jennison Associates, LLC 7.28%
Chilton Investment Company, LLC 7.02%
Portland Hill Asset Management Limited 6.49%
Wellington Management Company, LLP 5.90%
Impala Asset Management, LLC 4.89%
Relative Value 27.11%
Lazard Asset Management, LLC 10.33%
Loomis Sayles & Company, L.P. 7.40%
Ellington Global Asset Management, LLC 3.84%
Apollo Credit Management, LLC 2.88%
Chatham Asset Management, LLC 2.66%