As of 03/31/2014

Risk Allocation
% of Risk Allocation
Long/Short Equity13.6%
Dedicated Short Bias13.2%
Equity Market Neutral12.8%
Global Macro12.8%
Event Driven12.6%
Managed Futures11.8%
Emerging Markets9.0%
Fixed Income Relative Value7.3%
Convertible Arbitrage6.8%
Exposures By Asset Class
Long Positions As % of Net AssetsShort Positions As % of Net Assets
Equities214.4%214.3%
Fixed Income62.4%37.6%
Currencies48.2%44.6%
Commodities9.4%12.4%
Credit0.9%0.6%
Portfolio Statistics
# of short holdings918
# of long holdings1,326