Portfolio Statistics

Assets

Total Fund AssetsAs of 03/31/2019 (updated monthly) $1,210.8 (M)
Net Assets - Class R6 As of 05/31/2019 (updated monthly) $42.8 (M)
Gross Exposure As of 05/31/2019 (updated monthly), % of Total 160.86%
Net Exposure As of 05/31/2019 (updated monthly), % of Total 32.59%
Long Exposure As of 05/31/2019 (updated monthly), % of Total 96.72%
Short Exposure As of 05/31/2019 (updated monthly), % of Total -64.14%
Value at Risk (Fund)As of 05/31/2019 (updated monthly) -1.67%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 05/31/2019

No chart available for this data.
[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Long Short Equity 25%-40% 30.69%
Global Macro 0%-30% 25.76%
Relative Value 30%-45% 23.24%
Event Driven 10%-30% 20.32%

Geographic Exposure % of Total As of 05/31/2019

Gross Exposure% of Total Net Exposure% of Total
North America 94.24% 26.76%
Europe 41.77% 2.71%
Asia Pacific 16.51% -0.76%
Global & Emerging Markets 5.25% 2.17%
South America 3.09% 1.70%

Asset Class Exposure % of Total As of 05/31/2019

Gross Exposure% of Total Net Exposure% of Total
Equity 90.70% 19.53%
Fixed Income 47.41% 26.48%
Currency 21.33% -13.24%
Commodities 1.42% -0.18%

TOP LONG EXPOSURE % of Total (Equity Only) As of 05/31/2019

[holdings-table-heading]
TRIBUNE CO 1.43%
L3 TECHNOLOGIES INC 1.26%
RED HAT INC 1.15%
ANADARKO PETROLEUM CORP 1.01%
WORLDPAY INC 1.00%
CELGENE CORP 0.97%
RWE AG 0.85%
VERSUM MATERIALS INC 0.82%
CSX CORP 0.71%
SUNTRUST BANKS INC 0.67%

TOP SHORT EXPOSURE % of Total (Equity Only) As of 05/31/2019

[holdings-table-heading]
HARRIS CORP -1.13%
FIDELITY NATIONAL INFORMATION SERVICES INC -0.92%
BB&T CORP -0.68%
FISERV INC -0.52%
INVITATION HOMES INC -0.28%
NORTHROP GRUMMAN CORP -0.20%
COLRUYT SA -0.19%
XPO LOGISTICS INC -0.17%
OCCIDENTAL PETROLEUM CORP -0.17%
OKTA INC -0.16%

Manager Allocation % of Invested Capital As of 05/31/2019

Allocation
Event Driven 20.31%
Bardin Hill Investment Partners L.P. 10.27%
P. Schoenfeld Asset Management L.P. 10.04%
Global Macro 25.75%
Emso Asset Management Limited 7.48%
H2O Asset Management 7.38%
Grantham, Mayo, Van Otterloo & Co. LLC 6.57%
Graham Capital Management, L.P. 4.32%
Long Short Equity 30.68%
Jennison Associates, LLC 6.83%
Chilton Investment Company, LLC 6.73%
Portland Hill Asset Management Limited 5.82%
Wellington Management Company, LLP 5.82%
Impala Asset Management, LLC 5.48%
Relative Value 23.23%
Chatham Asset Management, LLC 9.28%
Loomis Sayles & Company, L.P. 7.01%
Lazard Asset Management, LLC 6.94%

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