Portfolio Statistics

Assets

Total Fund AssetsAs of 06/30/2021 (updated monthly) $1,344.4 (M)
Net Assets - Class R6 As of 06/30/2021 (updated monthly) $36.1 (M)
Gross Exposure As of 06/30/2021 (updated monthly), % of Total 144.43%
Net Exposure As of 06/30/2021 (updated monthly), % of Total 48.66%
Long Exposure As of 06/30/2021 (updated monthly), % of Total 96.54%
Short Exposure As of 06/30/2021 (updated monthly), % of Total -47.89%
Value at Risk (Fund)As of 06/30/2021 (updated monthly) -3.90%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 06/30/2021

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Long Short Equity 25%-40% 34.92%
Relative Value 30%-45% 34.18%
Global Macro 0%-30% 17.59%
Event Driven 10%-30% 13.32%

Geographic Exposure % of Total As of 06/30/2021

Gross Exposure% of Total Net Exposure% of Total
North America 89.73% 35.60%
Europe 31.26% -0.98%
Asia Pacific 12.86% 6.08%
Global & Emerging Markets 8.21% 6.09%
South America 2.37% 1.87%

Asset Class Exposure % of Total As of 06/30/2021

Gross Exposure% of Total Net Exposure% of Total
Equity 77.78% 27.37%
Fixed Income 50.62% 27.76%
Currency 14.77% -7.21%
Commodities 1.26% 0.74%

TOP LONG EXPOSURE % of Total (Equity Only) As of 06/30/2021

[holdings-table-heading]
ALEXION PHARMACEUTICALS INC 1.01%
WILLIS TOWERS WATSON PLC 0.82%
PROOFPOINT INC 0.79%
PAYPAL HOLDINGS INC 0.71%
BALL CORP 0.70%
ALPHABET INC 0.67%
SHERWIN-WILLIAMS CO/THE 0.63%
SLACK TECHNOLOGIES INC 0.62%
MAXIM INTEGRATED PRODUCTS INC 0.59%
DANONE SA 0.56%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 06/30/2021

[holdings-table-heading]
ASTRAZENECA PLC -0.70%
AON PLC -0.67%
ANALOG DEVICES INC -0.61%
MSCI DAILY TR WORLD GROS -0.53%
S&P GLOBAL INC -0.49%
ICON PLC -0.24%
LIBERTY MEDIA CORP -0.22%
ENCORE CAPITAL GROUP INC -0.20%
ADVANCED MICRO DEVICES INC -0.20%
INNOVATIVE INDUSTRIAL PROPERTIES INC -0.14%

Manager Allocation % of Invested Capital As of 06/30/2021

Allocation
Event Driven 13.32%
Bardin Hill Investment Partners L.P. 6.95%
P. Schoenfeld Asset Management L.P. 6.36%
Global Macro 17.59%
Emso Asset Management Limited 5.72%
BlueBay Asset Management, LLP 4.93%
Graham Capital Management, L.P. 4.04%
RV Capital Management Private, Ltd. 2.90%
Long Short Equity 34.92%
Portland Hill Asset Management Limited 8.20%
Chilton Investment Company, LLC 7.58%
Jennison Associates, LLC 6.71%
Electron Capital Partners, LLC 6.26%
Wellington Management Company, LLP 6.18%
Relative Value 34.18%
Lazard Asset Management, LLC 9.72%
Loomis Sayles & Company, L.P. 7.15%
Apollo Credit Management, LLC 5.78%
One River Asset Management 5.78%
Ellington Global Asset Management, LLC 5.75%