JPM Callable Structured Note 06/12/23

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