Portfolio Statistics

Assets

Total Fund AssetsAs of 04/30/2021 (updated monthly) $1,307.1 (M)
Net Assets - Class R6 As of 03/31/2021 (updated monthly) $30.2 (M)
Gross Exposure As of 04/30/2021 (updated monthly), % of Total 139.67%
Net Exposure As of 04/30/2021 (updated monthly), % of Total 51.43%
Long Exposure As of 04/30/2021 (updated monthly), % of Total 95.55%
Short Exposure As of 04/30/2021 (updated monthly), % of Total -44.12%
Value at Risk (Fund)As of 04/30/2021 (updated monthly) -3.55%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 04/30/2021

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Long Short Equity 25%-40% 35.10%
Relative Value 30%-45% 33.76%
Global Macro 0%-30% 17.27%
Event Driven 10%-30% 13.86%

Geographic Exposure % of Total As of 04/30/2021

Gross Exposure% of Total Net Exposure% of Total
North America 89.62% 37.71%
Europe 28.82% 2.73%
Asia Pacific 12.16% 4.68%
Global & Emerging Markets 7.46% 4.92%
South America 1.61% 1.40%

Asset Class Exposure % of Total As of 04/30/2021

Gross Exposure% of Total Net Exposure% of Total
Equity 76.53% 25.76%
Fixed Income 48.59% 33.09%
Currency 12.52% -8.76%
Commodities 2.04% 1.35%

TOP LONG EXPOSURE % of Total (Equity Only) As of 04/30/2021

[holdings-table-heading]
WILLIS TOWERS WATSON PLC 0.92%
ALEXION PHARMACEUTICALS INC 0.91%
ALPHABET INC 0.80%
BALL CORP 0.72%
SHERWIN-WILLIAMS CO/THE 0.62%
SLACK TECHNOLOGIES INC 0.61%
MAXIM INTEGRATED PRODUCTS INC 0.60%
HAL TRUST 0.58%
KANSAS CITY SOUTHERN 0.55%
TENCENT HOLDINGS LTD 0.55%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 04/30/2021

[holdings-table-heading]
AON PLC -0.87%
ANALOG DEVICES INC -0.62%
ASTRAZENECA PLC -0.61%
JUST EAT TAKEAWAY.COM NV -0.39%
S&P GLOBAL INC -0.33%
ICON PLC -0.22%
INNOVATIVE INDUSTRIAL PROPERTIES INC -0.21%
ADVANCED MICRO DEVICES INC -0.20%
LIBERTY MEDIA CORP -0.18%
MSCI DAILY TR WORLD GROS -0.16%

Manager Allocation % of Invested Capital As of 04/30/2021

Allocation
Event Driven 13.86%
Bardin Hill Investment Partners L.P. 7.28%
P. Schoenfeld Asset Management L.P. 6.58%
Global Macro 17.27%
Emso Asset Management Limited 7.02%
Graham Capital Management, L.P. 4.24%
RV Capital Management Private, Ltd. 3.01%
BlueBay Asset Management, LLP 3.00%
Long Short Equity 35.09%
Wellington Management Company, LLP 7.42%
Chilton Investment Company, LLC 7.41%
Portland Hill Asset Management Limited 7.09%
Jennison Associates, LLC 7.03%
Electron Capital Partners, LLC 6.14%
Relative Value 33.76%
Lazard Asset Management, LLC 9.39%
Loomis Sayles & Company, L.P. 7.38%
Apollo Credit Management, LLC 6.01%
Ellington Global Asset Management, LLC 5.95%
One River Asset Management 5.03%