ABS Long/Short Strategies Fund

SCHEDULE OF INVESTMENTS

As of July 31, 2026 (Unaudited)

 

 

   Original
Acquisition
Date
  Cost   Fair Value   Redemptions
Permitted
  Redemption
Notice Period
INVESTMENTS IN PORTFOLIO FUNDS* a,b ‒ 98.0%                 
CHINA EQUITY LONG/SHORT ‒ 2.4%                 
IvyRock China Focus Feeder Fund - Class C  4/1/2019  $3,201,831   $6,417,797   Monthly  30 Days f
                    
CYCLICALS EQUITY LONG/SHORT ‒ 17.8%                   
Energy Dynamics Fund Limited - Class D  4/1/2018   5,959,341    10,426,912   Monthly  90 Days d
Forest Avenue Offshore Fund, Ltd.  10/1/2022   6,439,046    14,934,629   Quarterly  60 Days e
Incision Capital Master Fund L.P.  7/1/2025   8,000,000    8,394,652   Quarterly  45 Days
Riposte Global Opportunity Fund, L.P. Founders 2  2/1/2016   6,546,924    13,116,287   Quarterly  30 Days
       26,945,311    46,872,480       
EUROPEAN EQUITY LONG/SHORT ‒ 8.9%                   
Lancaster European LS Equity, Ltd.i  2/1/2023   10,092,067    14,813,973   Quarterly  60 Days
Lansdowne Developed Markets Long Only Fund, Ltd.  3/1/2023   5,130,000    8,583,180   Monthly  30 Days c
       15,222,067    23,397,153       
EVENT DRIVEN EQUITY LONG/SHORT ‒ 4.0%                   
Hunters Moon Eclipse Fund, Ltd.  2/1/2025   9,000,000    10,636,301   Monthly  30 Days d
                    
FINANCIAL EQUITY LONG/SHORT ‒ 8.5%                   
Azora Offshore Fund, Ltd.  5/1/2018   7,122,458    13,088,332   Quarterly  45 Days 
Rhino Small-Cap Financial Fund, L.P.  1/1/2023   6,700,000    9,358,392   Quarterly  60 Days
       13,822,458    22,446,724       
GLOBAL EQUITY LONG/SHORT ‒ 6.7%                   
140 Summer Partners Offshore, Ltd.  7/1/2020   8,208,656    13,763,847   Quarterly  60 Days e
Vellichor Offshore Fund, Ltd.  1/1/2026   5,500,000    4,092,431   Quarterly  45 Days
       13,708,656    17,856,278       
HEALTH CARE EQUITY LONG/SHORT ‒ 17.8%                   
Averill Fund, Ltd.  11/1/2020   3,630,733    7,678,812   Quarterly  60 Days e
BCM Scout International, Ltd.  5/1/2022   9,000,000    13,203,403   Quarterly  45 Days e
Janus Henderson Biotech Innovation Fund, Ltd.  2/1/2022   2,202,159    9,431,176   Quarterly  60 Days
Seligman Healthcare Spectrum Fund LLC  5/1/2025   10,000,000    16,677,440   Monthly  30 Days
       24,832,892    46,990,831       
LATIN AMERICA ‒ 4.6%                   
Sagil Latin American Opportunities Fund - Class B  4/1/2017   6,370,004    12,146,152   Monthly  90 Days
                    
TMT EQUITY LONG ‒ 6.9%                   
IPPE Liquid (Cayman), L.P.  10/1/2023   3,917,697    8,317,684   Monthly  45 Days
Islander Capital Fund, L.P.  8/1/2025   10,000,000    9,962,555   Quarterly  45 Days g
       13,917,697    18,280,239       
TMT EQUITY LONG/SHORT ‒ 13.1%                   
Atreides 150/50 Technology Fund, Ltd.  1/1/2026   3,500,000    4,487,752   Quarterly  60 Days h
Atreides Foundation Fund, Ltd.  12/1/2020   5,872,436    12,113,763   Quarterly  60 Days g,h
Seligman Tech Spectrum Fund LLC  1/1/2016   3,986,310    17,827,568   Monthly  30 Days
       13,358,746    34,429,083       

 

 

 

 

   Original
Acquisition
Date
  Cost   Fair Value   Redemptions
Permitted
  Redemption
Notice Period
U.S. SMALL CAP ‒ 7.3%                   
Medina Value Partners I, L.P.  8/1/2020   8,337,474    15,269,000   Quarterly  30 Days
Voss Value-Oriented Special Situations Fund, L.P.  8/1/2023   3,000,000    4,133,089   Quarterly  45 Days
       11,337,474    19,402,089       
                    
TOTAL INVESTMENTS IN PORTFOLIO FUNDS ‒ 98.0%      151,717,136    258,875,127       
                    
TOTAL INVESTMENTS ‒ 98.0%      151,717,136    258,875,127       
                    
Other Assets in Excess of Liabilities ‒ 2.0%           5,204,353       
SHAREHOLDERS' CAPITAL ‒ 100.0%          $264,079,480       

 

*  All Portfolio Funds are non-income producing securities.
a  Portfolio Funds are issued in private placement transactions and as such are restricted as to resale. The total cost and fair value of these restricted investments as of July 31, 2026 was $151,717,136 and $258,875,127 respectively.
b  All Investments in Portfolio Funds are pledged as collateral for the Fund's Line of Credit.
c  The Portfolio Fund can institute a gate provision on redemptions at the fund level of 10% of the fair value of the investment in the Portfolio Fund.
d  The Portfolio Fund can institute a gate provision on redemptions at the fund level of 10-25% of the fair value of the investment in the Portfolio Fund.
e  The Portfolio Fund can institute a gate provision on redemptions at the investor level of 25%-33% of the fair value of the investment in the Portfolio Fund per quarter.
f  The Portfolio Fund can institute a gate provision on redemptions at the fund level of 30% of the fair value of the investment in the Portfolio Fund.
g  The Portfolio Fund can institute a gate provision on redemptions at the investor level of 50% of the fair value of the investment in the Portfolio Fund per quarter.
h  The Portfolio Fund can institute a gate provision on redemptions at the fund level of 50% of the fair value of the investment in the Portfolio Fund.
i Affiliated investments for which ownership exceeds 5% of the investment’s capital.