Franklin K2 Alternative Strategies Fund

Portfolio Statistics

Assets

Total Fund AssetsAs of 03/31/2019 (updated monthly) $1,210.8 (M)
Net Assets - Advisor ClassAs of 04/30/2019 (updated monthly) $1,064.9 (M)
Gross Exposure As of 04/30/2019 (updated monthly), % of Total 168.87%
Net Exposure As of 04/30/2019 (updated monthly), % of Total 36.61%
Long Exposure As of 04/30/2019 (updated monthly), % of Total 102.74%
Short Exposure As of 04/30/2019 (updated monthly), % of Total -66.13%
Value at Risk (Fund)As of 04/30/2019 (updated monthly) -2.11%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 04/30/2019

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Long Short Equity 25%-40% 31.05%
Global Macro 0%-30% 25.64%
Relative Value 30%-45% 22.98%
Event Driven 10%-30% 20.32%

Geographic Exposure % of Total As of 04/30/2019

Gross Exposure% of Total Net Exposure% of Total
North America 101.92% 29.06%
Europe 42.47% 3.79%
Asia Pacific 15.78% -0.39%
Global & Emerging Markets 5.65% 2.53%
South America 3.06% 1.63%

Asset Class Exposure % of Total As of 04/30/2019

Gross Exposure% of Total Net Exposure% of Total
Equity 97.66% 22.34%
Fixed Income 49.46% 28.29%
Currency 20.26% -14.46%
Commodities 1.49% 0.45%

TOP LONG EXPOSURE % of Total (Equity Only) As of 04/30/2019

[holdings-table-heading]
TRIBUNE CO 1.36%
L3 TECHNOLOGIES INC 1.01%
CELGENE CORP 0.98%
VERSUM MATERIALS INC 0.96%
ULTIMATE SOFTWARE GROUP INC/THE 0.92%
ANADARKO PETROLEUM CORP 0.88%
RED HAT INC 0.88%
RWE AG 0.87%
ALTABA INC/FUND FAMILY 0.85%
CSX CORP 0.77%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 04/30/2019

[holdings-table-heading]
HARRIS CORP -0.90%
FISERV INC -0.69%
FIDELITY NATIONAL INFORMATION SERVICES INC -0.68%
BHP GROUP LTD -0.47%
ALIBABA GROUP HOLDING LTD -0.43%
BB&T CORP -0.42%
INVITATION HOMES INC -0.26%
XPO LOGISTICS INC -0.17%
COLRUYT SA -0.17%
HUNTINGTON INGALLS INDUSTRIES INC -0.15%

Manager Allocation % of Invested Capital As of 04/30/2019

Allocation
Event Driven 20.32%
Bardin Hill Investment Partners L.P. 10.20%
P. Schoenfeld Asset Management L.P. 10.12%
Global Macro 25.65%
H2O Asset Management 7.37%
Emso Asset Management Limited 7.32%
Grantham, Mayo, Van Otterloo & Co. LLC 6.62%
Graham Capital Management, L.P. 4.34%
Long Short Equity 31.06%
Jennison Associates, LLC 6.82%
Chilton Investment Company, LLC 6.65%
Portland Hill Asset Management Limited 5.99%
Wellington Management Company, LLP 5.85%
Impala Asset Management, LLC 5.75%
Relative Value 22.98%
Chatham Asset Management, LLC 9.26%
Loomis Sayles & Company, L.P. 6.92%
Lazard Asset Management, LLC 6.80%

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