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Form NPORT-P/A Alternative Strategies For: Mar 31

August 8, 2022 11:35 AM EDT

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    NPORT-P/A
    false
    0001752724-22-127007
    
      
      
        
          0001496254
          XXXXXXXX
        
      
      
    
  
  
    
      Alternative Strategies Fund
      811-22440
      0001496254
      549300E0KMS6U0D13888
      277 PARK AVENUE
      26TH FLOOR
      NEW YORK
      
      10172
      212-409-2680
      Alternative Strategies Fund
      549300E0KMS6U0D13888
      2022-06-30
      2022-03-31
      N
    
    
      22488596.32
      155083.15
      22333513.17
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
        
        
      
      
      
      
      
    
    
      
        JPMorgan Chase Financial Company LLC
        549300NJFDJOFYVV6789
        JPM Callable Structured Note 06/12/23
        48133DUH1
        
          
        
        500000.00000000
        PA
        USD
        509950.00000000
        2.283339822616
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-12
          Fixed
          24.0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 03/20/23
        40057LKS9
        
          
        
        500000.00000000
        PA
        USD
        507650.00000000
        2.273041398081
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-20
          Fixed
          22.0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 07/08/22
        40057KQ89
        
          
        
        500000.00000000
        PA
        USD
        502450.00000000
        2.249758003478
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-08
          Fixed
          27
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRATEGIC STORAGE TR II
        N/A
        STRATEGIC STORAGE TR II
        N/A
        
          
        
        125573.31910000
        NS
        USD
        2387331.61000000
        10.68945844672
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        WALTON SHERWOOD ACRES
        N/A
        WALTON SHERWOOD ACRES
        N/A
        
          
        
        10752.00000000
        NS
        USD
        53007.36000000
        0.237344476869
        Long
        
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        AMERICAN HEALTHCARE REIT
        N/A
        American Healthcare REIT
        N/A
        
          
        
        106382.94600000
        NS
        USD
        1309671.41000000
        5.864153122846
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        UBS AG, London Branch
        BFM8T61CT2L1QCEMIK50
        UBS Callable Structured Note 07/18/22
        90279DVH6
        
          
        
        500000.00000000
        PA
        USD
        467050.00000000
        2.091251817145
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2022-07-18
          Fixed
          21.50
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Finance LLC.
        5493003FCPSE9RKT4B56
        MS Callable Structured Note 02/28/23
        61773QEG0
        
          
        
        500000.00000000
        PA
        USD
        509750.00000000
        2.282444307439
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-28
          Fixed
          18.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        TD Callable Structured Note 03/24/23
        89114VAW7
        
          
        
        500000.00000000
        PA
        USD
        473900.00000000
        2.121923211958
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-03-24
          Fixed
          23.20
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 11/28/22
        40057LAH4
        
          
        
        500000.00000000
        PA
        USD
        493850.00000000
        2.211250850866
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-28
          Fixed
          20.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST AMERN FDS INC
        549300J5J5SJCZ9IA369
        FRST AM-GV OB-X
        31846V336
        
          
        
        3471581.64000000
        PA
        USD
        3471581.64000000
        15.54427023448
        Long
        STIV
        RF
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Financial Company LLC
        549300NJFDJOFYVV6789
        JPM Callable Structured Note 02/16/23
        48133DBS8
        
          
        
        500000.00000000
        PA
        USD
        421550.00000000
        1.887522114372
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-16
          Fixed
          18
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HINES GLOBAL REIT
        N/A
        HINES GLOBAL REIT
        N/A
        
          
        
        170164.14200000
        NS
        USD
        112308.33000000
        0.502869070106
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        GRIFFIN ESSENTIAL ASST II
        N/A
        Griffin Essential Asst II
        N/A
        
          
        
        103001.96400000
        NS
        USD
        937317.87000000
        4.196911891403
        Long
        EC
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS AG, London Branch
        N/A
        UBS Callable Structured Note 04/17/23
        90279DUZ7
        
          
        
        500000.00000000
        PA
        USD
        483800.00000000
        2.166251213221
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2023-04-17
          Fixed
          27.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale S.A.
        O2RNE8IBXP4R0TD8PU41
        SOCGEN Callable Structured Note 03/15/23
        83369NKG4
        
          
        
        500000.00000000
        PA
        USD
        505500.00000000
        2.263414609928
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2023-03-15
          Fixed
          21.50
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALTON US LAND 2 LP
        N/A
        WALTON US LAND FUND 3 LP
        N/A
        
          
        
        37655.00000000
        NS
        USD
        244380.95000000
        1.094234248502
        Long
        
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        RY Callable Structured Note 02/21/23
        78016FE91
        
          
        
        500000.00000000
        PA
        USD
        516800.00000000
        2.314011217429
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-02-21
          Fixed
          19
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALTON US LAND 2 LP
        N/A
        WALTON US LAND FUND REIT
        N/A
        
          
        
        10752.00000000
        NS
        USD
        138378.24000000
        0.619599070449
        Long
        
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 04/11/23
        40057KRR6
        
          
        
        500000.00000000
        PA
        USD
        487500.00000000
        2.182818243995
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-11
          Fixed
          38.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 01/18/23
        40057KTC7
        
          
        
        500000.00000000
        PA
        USD
        479250.00000000
        2.145878242943
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-18
          Fixed
          26.10
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        RY Callable Structured Note 03/28/23
        78016FH31
        
          
        
        500000.00000000
        PA
        USD
        498350.00000000
        2.231399942349
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-03-28
          Fixed
          17.0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG, London Branch
        BFM8T61CT2L1QCEMIK50
        UBS Callable Structured Note 02/02/23
        90279DWZ5
        
          
        
        500000.00000000
        PA
        USD
        485750.00000000
        2.174982486196
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2023-02-02
          Fixed
          30
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALTON US LAND 2 LP
        N/A
        WALTON US LAND 2 LP
        N/A
        
          
        
        19855.00000000
        NS
        USD
        132035.75000000
        0.591200090173
        Long
        
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley Finance LLC.
        5493003FCPSE9RKT4B56
        MS Callable Structured Note 05/26/23
        61773QEH8
        
          
        
        500000.00000000
        PA
        USD
        497400.00000000
        2.227146245258
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-26
          Fixed
          22.50
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 10/12/22
        40057KRQ8
        
          
        
        500000.00000000
        PA
        USD
        504100.00000000
        2.257146003688
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-12
          Fixed
          26.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale S.A.
        O2RNE8IBXP4R0TD8PU41
        SOCGEN Callable Structured Note 1/2 02/06/23
        83369NJK7
        
          
        
        500000.00000000
        PA
        USD
        461200.00000000
        2.065057998217
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2023-02-06
          Fixed
          21.50
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 01/27/23
        40057KWA7
        
          
        
        500000.00000000
        PA
        USD
        528250.00000000
        2.365279461314
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-27
          Fixed
          21.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 06/21/23
        40057LKR1
        
          
        
        500000.00000000
        PA
        USD
        522350.00000000
        2.338861763592
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-21
          Fixed
          20.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP Callable Structured Note 10/11/22
        05601W4C2
        
          
        
        750000.00000000
        PA
        USD
        745575.00000000
        3.338368640548
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2022-10-11
          Fixed
          32.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALTON KIMBERLIN HEIGHTS
        N/A
        WALTON KIMBERLIN HEIGHTS
        N/A
        
          
        
        36635.00000000
        NS
        USD
        304803.20000000
        1.364779458027
        Long
        
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        HSBC USA, Inc.
        549300LBOHZ4QSIWU288
        HSBC Callable Structured Note 01/10/23
        40439JXM2
        
          
        
        500000.00000000
        PA
        USD
        416650.00000000
        1.865581992535
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-10
          Fixed
          25.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HMS INCOME FUND INC
        N/A
        HMS Income Fund Inc
        N/A
        
          
        
        107794.22300000
        NS
        USD
        820154.15000000
        3.672302444121
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GS Finance Corp
        549300FR80KBVO6DRL61
        GS Callable Structured Note 10/25/22
        40057KV75
        
          
        
        500000.00000000
        PA
        USD
        382700.00000000
        1.713568291235
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-25
          Fixed
          19.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Financial Company LLC
        549300NJFDJOFYVV6789
        JPM Callable Structured Note 1/2 03/03/23
        48133DQC7
        
          
        
        500000.00000000
        PA
        USD
        504300.00000000
        2.258041518865
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-03
          Fixed
          28.50
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        TD Callable Structured Note 06/26/23
        89114VAX5
        
          
        
        500000.00000000
        PA
        USD
        498500.00000000
        2.232071578732
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-06-26
          Fixed
          23.37
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-28
      Alternative Strategies Fund
      Aaron Smith
      Aaron Smith
      Assistant Treasurer
    
  
  XXXX



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ALTERNATIVE STRATEGIES FUND
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2022
 
Shares             Fair Value
    PRIVATE INVESTMENT FUNDS — 7.6%      
    BUSINESS DEVELOPMENT COMPANIES – 3.7%      
107,794   HMS Income Fund Inc(a)       $ 820,154
             
    PRIVATE INVESTMENT FUNDS – 3.9%        
36,635   WALTON KIMBERLIN HEIGHTS LP(a)         304,804
10,752   Walton Sherwood Acres(a)         53,007
19,855   Walton US LAND 2 LP(a)         132,036
37,655   Walton US Land Fund 3 LP(a)         244,381
10,752   Walton US Land Fund REIT(a)         138,378
             

872,606

               
    TOTAL PRIVATE INVESTMENT FUNDS (Cost $2,043,651)    

  1,692,760

               
Shares             Fair Value
    REITS — 21.3%      
    NON-LISTED REIT - 21.3%      
106,383   American Healthcare REIT(a)         1,309,671
103,002   Griffin Capital Essential Asset II(a)         937,318
170,164   Hines Global REIT, Inc.(a)         112,308
125,573   Strategic Storage Trust, Inc.(a)         2,387,332
    TOTAL REITS (Cost $4,786,435)        

4,746,629

 

 

             
Principal Amount ($)         Coupon Rate (%) Maturity Fair Value
    STRUCTURED NOTES — 55.5%      
750,000   BNP Paribas S.A. Callable Structured Note(b)   32.8000 10/11/22   745,575
500,000   GS Finance Corporation Callable Structured Note (b)   27.0000 07/08/22   502,450
500,000   GS Finance Corporation Callable Structured Note (b)   26.7500 10/12/22   504,100
500,000   GS Finance Corporation Callable Structured Note (b)   19.7500 10/25/22   382,700
500,000   GS Finance Corporation Callable Structured Note (b)   20.4500 11/28/22   493,850
500,000   GS Finance Corporation Callable Structured Note (b)   26.1000 01/18/23   479,250
500,000   GS Finance Corporation Callable Structured Note (b)   21.2500 01/27/23   528,250
500,000   GS Finance Corporation Callable Structured Note (b)   22.0000 03/20/23   507,650
500,000   GS Finance Corporation Callable Structured Note (b)   38.2500 04/11/23   487,500
500,000   GS Finance Corporation Callable Structured Note (b)   20.7500 06/21/23   522,350
 
 

 

ALTERNATIVE STRATEGIES FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
March 31, 2022
 
Principal Amount ($)         Coupon Rate (%) Maturity Fair Value
    STRUCTURED NOTES — 55.5% (Continued)      
500,000   HSBC USA, Inc. Callable Structured Note (b)   25.6500 01/10/23 $ 416,650
500,000   JPMorgan Chase Financial Company, LLC Callable Structured Note (b)   18.0000 02/16/23   421,550
500,000   JPMorgan Chase Financial Company, LLC Callable Structured Note (b)   28.5000 03/03/23   504,300
500,000   JPMorgan Chase Financial Company, LLC Callable Structured Note (b)   24.0000 06/12/23 509,950
500,000   Morgan Stanley Finance, LLC Callable Structured Note (b)   18.2500 02/28/23   509,750
500,000   Morgan Stanley Finance, LLC Callable Structured Note (b)   22.5000 05/26/23   497,400
500,000   Royal Bank of Canada Callable Structured Note (b)   19.0000 02/21/23   516,800
500,000   Royal Bank of Canada Callable Structured Note (b)   17.0000 03/28/23   498,350
500,000   Societe Generale S.A. Callable Structured Note (b)   21.5000 02/06/23   461,200
500,000   Societe Generale S.A. Callable Structured Note (b)   22.0000 03/15/23   505,500
500,000   Toronto-Dominion Bank Callable Structured Note (b)   23.2000 03/24/23   473,900
500,000   Toronto-Dominion Bank Callable Structured Note (b)   23.3700 06/26/23   498,500
500,000   UBS A.G. Callable Structured Note (b)   21.5000 07/18/22   467,050
500,000   UBS A.G. Callable Structured Note (b)   30.0000 02/02/23   485,750
500,000   UBS A.G. Callable Structured Note (b)   27.7500 04/17/23   483,800
  TOTAL STRUCTURED NOTES (Cost $12,750,000)     12,404,125
             
Shares             Fair Value
    SHORT-TERM INVESTMENT — 15.5%      
    MONEY MARKET FUND - 15.5%      
3,471,582   First American Government Obligations Fund, Class X, 0.18% (Cost $3,471,582)(c)         3,471,582
             
    TOTAL INVESTMENTS - 99.9% (Cost $23,051,668)     $ 22,315,096
    OTHER ASSETS IN EXCESS OF LIABILITIES- 0.1%    

18,417

    NET ASSETS - 100.0%        

$ 22,333,513

           
 

 

 

 

LLC  - Limited Liability Company
LP  - Limited Partnership
REIT  - Real Estate Investment Trust
S/A  - Société Anonyme
 

 

 

 

(a) Non-income producing security.
(b) Fixed contingent rate security.
(c) Rate disclosed is the seven day effective yield as of March 31, 2022.

 

 

 

 

 

 



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