NPORT-EX 2 peachtreenport.htm PEACHTREE NPORT EX

 

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.