Peachtree Alternative Strategies Fund
Schedule of Investments
July 31, 2022
(Unaudited)
Portfolio Funds* | % of Net Assets | Cost(1) | Fair Value | Initial Acquisition Date | Redemption Frequency(2) | Next Available Redemption Date | ||||||||||||
Equity: | ||||||||||||||||||
Glazer Enhanced Offshore Fund, Series 1 | 4.4 | % | $ | 6,676,764 | $ | 9,857,908 | 3/1/2020 | (3) | Monthly | 8/31/2022 | ||||||||
Moon Capital Global Equity Offshore Fund Ltd., Class S, Series A-84 | 0.0 | %(4) | 86,437 | 30,992 | 1/3/2017 | N/A | (5) | |||||||||||
Pleiad Asia Offshore Feeder Fund, Class A-A1, Multiple Series | 1.4 | % | 2,236,663 | 3,118,253 | 1/3/2017 | Quarterly | 9/30/2022 | (6) | ||||||||||
Pleiad Asia Offshore Feeder Fund, Class A-A5, Series 01-18 | 2.4 | % | 4,504,047 | 5,414,539 | 1/3/2017 | (3) | Quarterly | 9/30/2022 | (6) | |||||||||
Suvretta Offshore Fund Ltd., Class 1-A, Multiple Series | 0.3 | % | 1,000,000 | 758,282 | 8/1/2017 | (3) | Quarterly | 9/30/2022 | ||||||||||
TPG Public Equity Partners-A, L.P. | 4.2 | % | 6,746,089 | 9,476,327 | 1/3/2017 | (3) | Quarterly | 9/30/2022 | (6) | |||||||||
Total Equity | 12.7 | % | $ | 21,250,000 | $ | 28,656,301 | ||||||||||||
Fixed Income: | ||||||||||||||||||
Anchorage Capital Partners Offshore Ltd., Series K | 0.1 | % | $ | 104,097 | $ | 148,993 | 3/1/2019 | N/A | (5) | |||||||||
Concordia G-10 Fixed Income Relative Value Ltd., Class B, Series 08-19 | 4.2 | % | 9,000,020 | 9,498,199 | 8/1/2019 | (3) | Monthly | 8/31/2022 | ||||||||||
Doubleline Opportunistic Income Fund Ltd., Class B, Series 1 | 4.1 | % | 8,608,783 | 9,197,652 | 3/1/2017 | (3) | Quarterly | 9/30/2022 | ||||||||||
King Street Capital Offshore Ltd., Class A, Series 1 | 3.8 | % | 7,288,014 | 8,676,374 | 1/3/2017 | (3) | Quarterly | 9/30/2022 | (6) | |||||||||
King Street Capital Offshore Ltd., Class S, Multiple Series | 0.6 | % | 1,233,210 | 1,479,187 | 1/3/2017 | (3) | N/A | (5) | ||||||||||
PIMCO Tactical Opportunities Fund, L.P., Class A | 4.5 | % | 7,878,627 | 10,154,925 | 7/1/2017 | (3) | Semi-Annual | 12/31/2022 | (7) | |||||||||
Total Fixed Income | 17.3 | % | $ | 34,112,751 | $ | 39,155,330 | ||||||||||||
Multi-Strategy: | ||||||||||||||||||
Centiva Offshore Fund, Ltd., Series A, Multiple Series | 6.0 | % | $ | 14,000,000 | $ | 13,686,615 | 3/1/2022 | (3) | Quarterly | 9/30/2022 | ||||||||
Davidson Kempner Partners | 9.1 | % | 17,245,076 | 20,525,099 | 1/3/2017 | (3) | Semi-Annual | 12/31/2022 | ||||||||||
D.E. Shaw Composite International Fund | 7.1 | % | 6,832,660 | 15,964,991 | 1/3/2017 | Quarterly | 9/30/2022 | |||||||||||
ExodusPoint Partners International Fund, Ltd., Class B, Standard Series | 6.7 | % | 13,000,000 | 15,260,106 | 6/1/2020 | (3) | Quarterly | 9/30/2022 | (8) | |||||||||
HBK Multi-Strategy Offshore Fund Ltd., Class A, Lead Series | 4.8 | % | 9,153,976 | 10,871,760 | 11/1/2017 | (3) | Quarterly | 9/30/2022 | (6) | |||||||||
Hudson Bay International Fund Ltd., Class A, Multiple Series | 10.0 | % | 17,000,000 | 22,630,071 | 10/1/2018 | (3) | Quarterly | 9/30/2022 | (6) | |||||||||
Paloma International Ltd., Class C | 6.1 | % | 11,999,970 | 13,686,920 | 6/1/2019 | (3) | Annual | 12/31/2022 | ||||||||||
Paloma International Ltd., Class D | 3.6 | % | 8,000,175 | 8,145,070 | 4/1/2021 | (3) | Quarterly | 9/30/2022 | ||||||||||
Verition International Multi-Strategy Fund, Ltd., Class C, Series 1 | 4.4 | % | 9,000,000 | 9,841,845 | 1/31/2021 | (3) | Quarterly | 10/31/2022 | (6) | |||||||||
Total Multi-Strategy | 57.8 | % | $ | 106,231,857 | $ | 130,612,477 | ||||||||||||
Opportunistic: | ||||||||||||||||||
Palmetto Fund Ltd., Class D | 1.0 | % | $ | 2,803,475 | $ | 2,242,676 | 1/1/2018 | (3) | Quarterly | (5) | ||||||||
Voya Mortgage Investment Fund, Institutional Class, Lead Series | 3.9 | % | 8,503,946 | $ | 8,917,786 | 1/3/2017 | (3) | Quarterly | 9/30/2022 | (9) | ||||||||
Total Opportunistic | 4.9 | % | $ | 11,307,421 | $ | 11,160,462 | ||||||||||||
Total Investments In Portfolio Funds | 92.7 | % | $ | 172,902,029 | $ | 209,584,570 |
Money Market Funds | Shares | % of Net Assets | Cost(1) | Fair Value | |||||||||||
Fidelity Investments Government Money Market Portfolio, Institutional Class, 1.68%(10) | 11,889,939 | 5.3 | % | $ | 11,889,939 | $ | 11,889,939 | ||||||||
Total Investments | 98.0 | % | $ | 184,791,968 | $ | 221,474,509 | |||||||||
Other Assets in Excess of Liabilities | 2.0 | % | $ | 4,404,738 | |||||||||||
Net Assets | 100.0 | % | $ | 225,879,247 |
(1) | There were no unfunded capital commitments as of July 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) | Subject to a early redemption fee of 5% on redemptions within 1 year of their purchase date. |
(10) | Rate disclosed is the seven day effective yield as of July 31, 2022. |
* | All Portfolio Funds are non-income producing and are issued in private placement transactions, and as such, are restricted to resale. |