Peachtree Alternative Strategies Fund | ||||||||||||||
Schedule of Investments | ||||||||||||||
January 31, 2022 (Unaudited) | ||||||||||||||
Next | ||||||||||||||
Initial | Available | |||||||||||||
% of | Acquisition | Redemption | Redemption | |||||||||||
Portfolio Funds* | Net Assets | Cost(1) | Fair Value | Date | Frequency(2) | Date | ||||||||
Equity: | ||||||||||||||
Glazer Enhanced Offshore Fund, Series 1 | 4.5% | $ 6,676,764 | $ 9,854,343 | 3/1/2020 | (3) | Monthly | 2/28/2022 | |||||||
Moon Capital Global Equity Offshore Fund Ltd., Class S, Series A-84 | 0.0% | (4) | 86,437 | 36,585 | 1/3/2017 | N/A | (5) | |||||||
Pleiad Asia Offshore Feeder Fund, Class A-A1, Multiple Series | 1.5% | 2,236,663 | 3,343,946 | 1/3/2017 | Quarterly | 3/31/2022 | (6) | |||||||
Pleiad Asia Offshore Feeder Fund, Class A-A5, Series 01-18 | 2.6% | 4,504,047 | 5,810,789 | 1/3/2017 | (3) | Quarterly | 3/31/2022 | (6) | ||||||
Suvretta Offshore Fund Ltd., Class 1-A, Multiple Series | 3.8% | 7,471,352 | 8,367,964 | 8/1/2017 | (3) | Quarterly | 3/31/2022 | |||||||
TPG Public Equity Partners-A, L.P. | 4.3% | 6,746,089 | 9,437,486 | 1/3/2017 | (3) | Quarterly | 3/31/2022 | (6) | ||||||
Total Equity | 16.7% | $ 27,721,352 | $ 36,851,113 | |||||||||||
Fixed Income: | ||||||||||||||
Anchorage Capital Partners Offshore Ltd., Series K | 0.2% | $ 357,839 | $ 421,165 | 3/1/2019 | N/A | (5) | ||||||||
Concordia G-10 Fixed Income Relative Value Ltd., Class B, Series 08-19 | 4.4% | 9,000,020 | 9,597,165 | 8/1/2019 | (3) | Monthly | 2/28/2022 | |||||||
Doubleline Opportunistic Income Fund Ltd., Class B, Series 1 | 4.7% | 8,608,783 | 10,222,180 | 3/1/2017 | (3) | Quarterly | 3/31/2022 | |||||||
King Street Capital Offshore Ltd., Class A, Series 1 | 4.2% | 7,275,170 | 9,122,408 | 1/3/2017 | (3) | Quarterly | 3/31/2022 | (6) | ||||||
King Street Capital Offshore Ltd., Class S, Multiple Series | 0.6% | 1,246,053 | 1,420,310 | 1/3/2017 | (3) | N/A | (5) | |||||||
PIMCO Tactical Opportunities Fund, L.P., Class A | 4.9% | 7,878,627 | 10,703,136 | 7/1/2017 | (3) | Semi-Annual | 6/30/2022 | (7) | ||||||
Total Fixed Income | 19.0% | $ 34,366,492 | $ 41,486,364 | |||||||||||
Multi-Strategy: | ||||||||||||||
Davidson Kempner Partners | 9.6% | $ 17,245,076 | $ 21,074,958 | 1/3/2017 | (3) | Semi-Annual | 6/30/2022 | |||||||
D.E. Shaw Composite International Fund | 6.3% | 6,832,660 | 13,904,384 | 1/3/2017 | Quarterly | 3/31/2022 | ||||||||
ExodusPoint Partners International Fund, Ltd., Class B, Standard Series | 6.8% | 13,000,000 | 14,865,950 | 6/1/2020 | (3) | Quarterly | 3/31/2022 | (8) | ||||||
HBK Multi-Strategy Offshore Fund Ltd., Class A, Lead Series | 5.1% | 9,153,976 | 11,138,318 | 11/1/2017 | (3) | Quarterly | 3/31/2022 | (6) | ||||||
Hudson Bay International Fund Ltd., Class A, Multiple Series | 10.2% | 17,000,000 | 22,371,157 | 10/1/2018 | (3) | Quarterly | 3/31/2022 | (6) | ||||||
Paloma International Ltd., Class C, Multiple Series | 10.0% | 20,000,145 | 21,945,077 | 6/1/2019 | (3) | Annual | 12/31/2022 | |||||||
Verition International Multi-Strategy Fund, Ltd., Class C, Series 1 | 4.4% | 9,000,000 | 9,604,279 | 1/31/2021 | (3) | Quarterly | 4/30/2022 | (6) | ||||||
Total Multi-Strategy | 52.4% | $ 92,231,857 | $ 114,904,123 | |||||||||||
Opportunistic: | ||||||||||||||
Palmetto Fund Ltd., Class D | 3.4% | $ 8,498,530 | $ 7,716,029 | 1/1/2018 | (3) | Quarterly | 3/31/2022 | |||||||
Voya Mortgage Investment Fund, Institutional Class, Lead Series | 4.4% | 8,503,946 | 9,672,179 | 1/3/2017 | (3) | Quarterly | 3/31/2022 | |||||||
Total Opportunistic | 7.8% | $ 17,002,476 | $ 17,388,208 | |||||||||||
Total Investments In Portfolio Funds | 95.9% | $ 171,322,177 | $ 210,629,808 | |||||||||||
% of | ||||||||||||||
Money Market Funds | Shares | Net Assets | Cost(1) | Fair Value | ||||||||||
Fidelity Investments Government Money Market Portfolio, | ||||||||||||||
Institutional Class, 0.01%(9) | 12,120,699 | 5.5% | $ 12,120,699 | $ 12,120,699 | ||||||||||
Total Investments | 101.4% | $ 183,442,876 | $ 222,750,507 | |||||||||||
Liabilities in Excess of Other Assets | (1.4)% | $ (3,022,391) | ||||||||||||
Net Assets | 100.0% | $ 219,728,116 | ||||||||||||
(1) There were no unfunded capital commitments as of January 31, 2022. |
(2) Certain redemptions may be subject to various restrictions and limitations such as redemption penalties on investments liquidated within a certain period subsequent to investment (e.g. a soft lock-up), investor-level gates and/or Portfolio Fund-level gates. Redemption notice periods range from 25 to 90 days. |
(3) The Portfolio Fund was purchased on multiple dates with the initial purchase date shown. |
(4) Amount is less than 0.05%. |
(5) Redemptions are not permitted until the underlying special investments are sold/liquidated. |
(6) Subject to 25% investor level quarterly gate. |
(7) Subject to 33% investor level semi-annual gate. |
(8) Subject to 12.50% investor level quarterly gate. |
(9) Rate disclosed is the seven day effective yield as of January 31, 2022. |
* All Portfolio Funds are non-income producing and are issued in private placement transactions, and as such, are restricted to resale. |