Portfolio Statistics

Assets

Total Fund AssetsAs of 07/31/2020 (updated monthly) $1,149.7 (M)
Net Assets - Class R6 As of 08/31/2020 (updated monthly) $19.0 (M)
Gross Exposure As of 08/31/2020 (updated monthly), % of Total 148.43%
Net Exposure As of 08/31/2020 (updated monthly), % of Total 60.37%
Long Exposure As of 08/31/2020 (updated monthly), % of Total 104.40%
Short Exposure As of 08/31/2020 (updated monthly), % of Total -44.03%
Value at Risk (Fund)As of 08/31/2020 (updated monthly) -3.26%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 08/31/2020

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Relative Value 30%-45% 30.90%
Long Short Equity 25%-40% 30.69%
Global Macro 0%-30% 21.52%
Event Driven 10%-30% 16.90%

Geographic Exposure % of Total As of 08/31/2020

Gross Exposure% of Total Net Exposure% of Total
North America 90.03% 42.91%
Europe 38.17% 8.11%
Asia Pacific 12.83% 4.70%
Global & Emerging Markets 6.03% 3.34%
South America 1.36% 1.30%

Asset Class Exposure % of Total As of 08/31/2020

Gross Exposure% of Total Net Exposure% of Total
Equity 80.64% 19.60%
Fixed Income 49.44% 42.21%
Currency 17.18% -1.47%
Commodities 1.17% 0.03%

TOP LONG EXPOSURE % of Total (Equity Only) As of 08/31/2020

[holdings-table-heading]
FIAT CHRYSLER AUTOMOBILES NV 0.87%
MASTERCARD INC 0.86%
MICROSOFT CORP 0.73%
BALL CORP 0.69%
SHERWIN-WILLIAMS CO/THE 0.68%
HOME DEPOT INC/THE 0.66%
INGENICO GROUP SA 0.66%
GLOBAL PAYMENTS INC 0.64%
ALPHABET INC 0.63%
WILLIS TOWERS WATSON PLC 0.63%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 08/31/2020

[holdings-table-heading]
PEUGEOT SA -0.78%
AON PLC -0.60%
WORLDLINE SA/FRANCE -0.56%
JUST EAT TAKEAWAY.COM NV -0.46%
EVOLUTION GAMING GROUP AB -0.38%
INNOVATIVE INDUSTRIAL PROPERTIES INC -0.24%
ENCORE CAPITAL GROUP INC -0.23%
LIVE NATION ENTERTAINMENT INC -0.20%
LIVEPERSON INC -0.19%
BORGWARNER INC -0.18%

Manager Allocation % of Invested Capital As of 08/31/2020

Allocation
Event Driven 16.90%
Bardin Hill Investment Partners L.P. 9.40%
P. Schoenfeld Asset Management L.P. 7.50%
Global Macro 21.51%
Emso Asset Management Limited 7.47%
H2O Asset Management 7.41%
Graham Capital Management, L.P. 3.86%
Grantham, Mayo, Van Otterloo & Co. LLC 2.77%
Long Short Equity 30.69%
Jennison Associates, LLC 7.44%
Chilton Investment Company, LLC 7.31%
Wellington Management Company, LLP 7.27%
Portland Hill Asset Management Limited 6.38%
Impala Asset Management, LLC 2.29%
Relative Value 30.89%
Lazard Asset Management, LLC 9.81%
Loomis Sayles & Company, L.P. 7.56%
Ellington Global Asset Management, LLC 5.85%
Apollo Credit Management, LLC 5.52%
Chatham Asset Management, LLC 2.15%