Pursuant to the Fund’s procedures adopted under Rule 10f-3, the Fund’s Board of Directors/Trustees receives a quarterly report in the form of a checklist as to the satisfaction of the applicable conditions of paragraph (c)(1) through (c)(8) of Rule 10f-3.
Fund | AC Alternatives Market Neutral Value Fund | ||||
Issuer | 2020 Cash Mandatory Exchangeable Trust (Conv) | ||||
Ticker/Sedol | CSHZZM / 901375105 | ||||
Principal Amount (US$) | $1,860,465,000 | ||||
Principal Amount (Foreign$) | N/A | ||||
Amount Purchased (US$) | $1,000,000 | ||||
Amount Purchased (Foreign$) | N/A | ||||
Trade Date | 6/24/2020 | ||||
Price (US$) | $1000 | ||||
Price-Foreign | N/A | ||||
Underwriter | Goldman Sachs & Co LLC | ||||
Other Syndicate Members: | Morgan Stanley & Co. LLC Citigroup Global Markets Inc. J.P. Morgan Securities LLC Barclays Capital Inc. BofA Securities, Inc. Deutsche Bank Securities Inc. Mizuho Securities USA LLC BNP Paribas Securities Corp. Credit Agricole Securities (USA) Inc. Nomura Securities International, Inc. RBC Capital Markets, LLC SMBC Nikko Securities America, Inc. SG Americas Securities, LLC Academy Securities, Inc. Loop Capital Markets LLC Samuel A. Ramirez & Company, Inc. Siebert Williams Shank & Co., LLC | ||||
Underwriting Spread | 1.25% | ||||
Currency | USD |
Fund | Small Cap Value Fund | ||||
Issuer | Leslie’s Inc | ||||
Ticker/Sedol | LESL / 527064109 | ||||
Principal Amount (US$) | $680,000,000 | ||||
Principal Amount (Foreign$) | N/A | ||||
Amount Purchased (US$) | $3,479,101 | ||||
Amount Purchased (Foreign$) | N/A | ||||
Trade Date | 10/29/2020 | ||||
Price (US$) | $17 | ||||
Price-Foreign | N/A | ||||
Underwriter | Goldman Sachs & Co LLC | ||||
Other Syndicate Members: | Morgan Stanley & Co. LLC BofA Securities, Inc. Nomura Securities International, Inc Jefferies & Company, Inc. Robert W. Baird & Co. Incorporated Guggenheim Securities LLC Piper Sandler & Co William Blair & Company L.L.C. Telsey Advisory Group Loop Capital Markets LLC Samuel A. Ramirez & Company, Inc. Amerivet Securities, Inc. | ||||
Underwriting Spread | 5.75% | ||||
Currency | USD |
Fund | Small Cap Value Fund | ||||
Issuer | Gates Industrial Corp PLC | ||||
Ticker/Sedol | GTES / G39108108 | ||||
Principal Amount (US$) | $330,000,000 | ||||
Principal Amount (Foreign$) | N/A | ||||
Amount Purchased (US$) | $15,603,360 | ||||
Amount Purchased (Foreign$) | N/A | ||||
Trade Date | 02/26/2021 | ||||
Price (US$) | $15 | ||||
Price-Foreign | N/A | ||||
Underwriter | Citigroup Global Markets, Inc | ||||
Other Syndicate Members: | Evercore Group LLC Barclays Capital Credit Suisse Securities USA LLC Goldman Sachs Morgan Stanley & Co LLC RBC Capital Markets Robert W Baird & Co UBS Securities LLC Nomura Securities International Guggenheim Securities LLC KeyBanc Capital Markets Wells Fargo Securities LLC Academy Securities Inc Siebert Williams Shank & Co LL | ||||
Underwriting Spread | 4.00% | ||||
Currency | USD |
Fund | AC Alternatives Market Neutral Value Fund | ||||
Issuer | Hayward Holdings Inc | ||||
Ticker/Sedol | HAYW / 421298100 | ||||
Principal Amount (US$) | $684,722,226 | ||||
Principal Amount (Foreign$) | N/A | ||||
Amount Purchased (US$) | $335,648 | ||||
Amount Purchased (Foreign$) | N/A | ||||
Trade Date | 03/12/2021 | ||||
Price (US$) | $17 | ||||
Price-Foreign | N/A | ||||
Underwriter | BofA Securities | ||||
Other Syndicate Members: | Goldman Sachs & Co. LLC Nomura Securities International, Inc. Credit Suisse Securities (USA) LLC Morgan Stanley & Co. LLC Robert W. Baird & Co. Incorporated Guggenheim Securities, LLC Jefferies LLC BMO Capital Markets Corp. KeyBanc Capital Markets Inc. William Blair & Company, L.L.C. Houlihan Lokey Capital, Inc. Moelis & Company LLC | ||||
Underwriting Spread | 5.50% | ||||
Currency | USD |
Fund | Small Cap Value Fund | ||||
Issuer | Hayward Holdings Inc | ||||
Ticker/Sedol | HAYW / 421298100 | ||||
Principal Amount (US$) | $684,722,226 | ||||
Principal Amount (Foreign$) | N/A | ||||
Amount Purchased (US$) | $19,573,324 | ||||
Amount Purchased (Foreign$) | N/A | ||||
Trade Date | 03/12/2021 | ||||
Price (US$) | $17 | ||||
Price-Foreign | N/A | ||||
Underwriter | BofA Securities | ||||
Other Syndicate Members: | Goldman Sachs & Co. LLC Nomura Securities International, Inc. Credit Suisse Securities (USA) LLC Morgan Stanley & Co. LLC Robert W. Baird & Co. Incorporated Guggenheim Securities, LLC Jefferies LLC BMO Capital Markets Corp. KeyBanc Capital Markets Inc. William Blair & Company, L.L.C. Houlihan Lokey Capital, Inc. Moelis & Company LLC | ||||
Underwriting Spread | 5.50% | ||||
Currency | USD |