ABS Long/Short Strategies Fund |
SCHEDULE OF INVESTMENTS |
As of July 31, 2022 (Unaudited) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Original |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Acquisition |
|
|
|
|
|
|
|
|
Redemptions |
Redemption |
|
|
|
|
|
|
|
|
|
Date |
|
|
Cost |
|
|
Fair Value |
|
|
Permitted |
Notice Period |
INVESTMENTS IN PORTFOLIO FUNDS*a ‒ 91.3% |
|
|
|
|
|
|
|
|
|
|
|
|
ASIA EQUITY LONG/SHORT ‒ 5.1% |
|
|
|
|
|
|
|
|
|
|
|
|
|
Pleiad Asia Equity Offshore Feeder Fund |
|
11/1/2020 |
|
|
4,000,000 |
|
|
3,825,410 |
|
|
Quarterly |
60 Days d |
Pleiad Asia Offshore Feeder Fund |
|
|
10/1/2014 b |
|
5,850,714 |
|
|
7,157,617 |
|
|
Quarterly |
60 Days c,d,f |
|
|
|
|
|
|
|
|
|
|
|
|
9,850,714 |
|
|
10,983,027 |
|
|
|
|
CHINA EQUITY LONG/SHORT ‒ 4.3% |
|
|
|
|
|
|
|
|
|
|
|
|
|
IvyRock China Focus Feeder Fund - Class C |
|
4/1/2019 |
|
|
6,335,926 |
|
|
9,317,610 |
|
|
Monthly |
30 Days e |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
COMMODITY RELATED EQUITY ‒ 6.9% |
|
|
|
|
|
|
|
|
|
|
|
|
|
Delbrook Resource Opportunities (Cayman) Fund Ltd. |
1/1/2022 |
|
|
4,000,000 |
|
|
3,110,191 |
|
|
Quarterly |
90 Days c,f |
Energy Dynamics Fund Limited Class D |
|
4/1/2018 |
|
|
8,057,485 |
|
|
11,740,642 |
|
|
Monthly |
90 Days c |
|
|
|
|
|
|
|
|
|
|
|
|
12,057,485 |
|
|
14,850,833 |
|
|
|
|
FINANCIAL EQUITY LONG/SHORT ‒ 6.3% |
|
|
|
|
|
|
|
|
|
|
|
|
Azora Offshore Fund, Ltd. |
|
|
|
5/1/2018 |
|
|
7,721,540 |
|
|
10,024,988 |
|
|
Quarterly |
45 Days |
Vetamer Capital Partners, L.P. |
|
|
2/1/2021 |
|
|
4,312,500 |
|
|
3,359,009 |
|
|
Quarterly |
60 Days d |
|
|
|
|
|
|
|
|
|
|
|
|
12,034,040 |
|
|
13,383,997 |
|
|
|
|
GLOBAL EQUITY LONG/SHORT ‒ 17.7% |
|
|
|
|
|
|
|
|
|
|
|
|
140 Summer Partners Offshore Ltd. |
|
|
7/1/2020 |
|
|
8,600,000 |
|
|
9,446,115 |
|
|
Quarterly |
60 Days d |
One01 Capital Partners, Ltd. |
|
|
5/1/2020 |
|
|
8,865,530 |
|
|
8,715,032 |
|
|
Quarterly |
45 Days f |
Riposte Global Opportunity Fund, L.P. Founders 2 |
2/1/2016 |
|
|
7,033,381 |
|
|
8,825,022 |
|
|
Quarterly |
30 Days |
TPG Public Equity Partners-B, Ltd. |
|
|
1/1/2016 |
|
|
8,086,719 |
|
|
10,915,418 |
|
|
Quarterly |
60 Days d |
|
|
|
|
|
|
|
|
|
|
|
|
32,585,630 |
|
|
37,901,587 |
|
|
|
|
HEALTH CARE EQUITY LONG/SHORT ‒ 14.6% |
|
|
|
|
|
|
|
|
|
|
|
|
Averill Fund, Ltd. |
|
|
|
|
11/1/2020 |
|
|
5,000,000 |
|
|
7,151,653 |
|
|
Quarterly |
60 Days d,f |
BCM Scout International Ltd. |
|
|
5/1/2022 |
|
|
4,500,000 |
|
|
4,840,441 |
|
|
Quarterly |
45 Days d |
Camber Capital Fund, L.P. |
|
|
|
1/1/2016 |
|
|
4,541,457 |
|
|
7,352,650 |
|
|
Quarterly |
90 Days c |
Iron Triangle Offshore Fund Ltd. |
|
|
9/1/2020 |
|
|
7,000,000 |
|
|
7,900,951 |
|
|
Quarterly |
60 Days f |
Janus Henderson Biotech Innovation Fund Ltd. |
|
2/1/2022 |
|
|
4,500,000 |
|
|
4,254,147 |
|
|
Quarterly |
60 Days f |
|
|
|
|
|
|
|
|
|
|
|
|
25,541,457 |
|
|
31,499,842 |
|
|
|
|
LATIN AMERICA ‒ 4.9% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sagil Latin American Opportunities Fund - Class B |
4/1/2017 |
|
|
8,750,000 |
|
|
10,641,950 |
|
|
Monthly |
90 Days |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE LONG/SHORT ‒ 1.2% |
|
|
|
|
|
|
|
|
|
|
|
|
|
Long Pond Offshore, Ltd. |
|
|
|
6/1/2011 b |
|
|
1,793,761 |
|
|
2,536,156 |
|
|
Quarterly |
60 Days |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TMT EQUITY LONG/SHORT ‒ 17.9% |
|
|
|
|
|
|
|
|
|
|
|
|
|
Altimeter Offshore Ltd. - Class A1 |
|
|
11/1/2013 b |
|
3,356,611 |
|
|
2,251,519 |
|
|
Semi-Annually |
60 Days |
Atreides Foundation Fund, L.P. |
|
|
12/1/2020 |
|
|
10,100,000 |
|
|
7,499,290 |
|
|
Quarterly |
60 Days g,h |
Seligman Tech Spectrum Fund L.L.C. |
|
|
1/1/2016 |
|
|
5,171,735 |
|
|
11,604,635 |
|
|
Monthly |
30 Days |
SoMa Offshore, Ltd. Class A Founders |
|
|
1/1/2017 |
|
|
6,346,879 |
|
|
7,318,608 |
|
|
Quarterly |
60 Days |
Toronado Offshore Fund, Ltd. - Class A |
|
8/1/2018 |
|
|
6,853,604 |
|
|
9,873,700 |
|
|
Quarterly |
45 Days f,g,h |
|
|
|
|
|
|
|
|
|
|
|
|
31,828,829 |
|
|
38,547,752 |
|
|
|
|
ABS Long/Short Strategies Fund |
SCHEDULE OF INVESTMENTS ‒ Continued |
As of July 31, 2022 (Unaudited) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Original |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Acquisition |
|
|
|
|
|
|
|
|
Redemptions |
Redemption |
|
|
|
|
|
|
|
|
|
Date |
|
|
Cost |
|
|
Fair Value |
|
|
Permitted |
Notice Period |
INVESTMENTS IN PORTFOLIO FUNDS (Continued) |
|
|
|
|
|
|
|
|
|
|
|
U.S. EQUITY LONG/SHORT ‒ 6.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
Antero Peak Long/Short Offshore Fund Ltd. |
|
1/1/2019 |
|
|
10,183,009 |
|
|
12,856,641 |
|
|
Quarterly |
30 Days |
|
|
|
|
|
|
|
|
|
|
|
|
10,183,009 |
|
|
12,856,641 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. SMALL CAP ‒ 6.4% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Kent Lake Partners, L.P. |
|
|
|
9/1/2021 |
|
|
5,000,000 |
|
|
4,988,038 |
|
|
Quarterly |
60 Days |
Medina Singh Investment Partners, L.P. |
|
8/1/2020 |
|
|
8,100,000 |
|
|
8,819,675 |
|
|
Quarterly |
30 Days f |
|
|
|
|
|
|
|
|
|
|
|
|
13,100,000 |
|
|
13,807,713 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS IN PORTFOLIO FUNDS ‒ 91.3% |
|
|
|
164,060,851 |
|
|
196,327,108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS ‒ 91.3% |
|
|
|
|
|
164,060,851 |
|
|
196,327,108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Assets in Excess of Liabilities ‒ 8.7% |
|
|
|
|
|
|
|
18,818,317 |
|
|
|
|
SHAREHOLDERS' CAPITAL ‒ 100.0% |
|
|
|
|
|
|
|
$ |
215,145,425 |
|
|
|
|