Hatteras Master Fund LP
|
Schedule of Investments
|
|||||
June 30, 2023
|
||||||
Investments in Private Preferred Equity — (101.42%)
|
Shares
|
Cost
|
Fair Value
|
|||
The Beneficient Company Group, L.P. - Preferred Series B-2 Unit Accounts (a)
|
305,104,509
|
123,396,237
|
||||
Total Investments in Private Preferred Equity
|
305,104,509
|
123,396,237
|
||||
Total Investments — (101.42%)
|
305,104,509
|
123,396,237
|
||||
Liabilities in Excess of Other Assets — (-1.42%)
|
(1,731,616)
|
|||||
Partners’ Capital — (100.00%)
|
121,664,621
|
|||||
(a) Private Preferred Equity security has limited resale or redemptions terms.
|
Investments at Value
|
Level 1
|
Level 2
|
Level 3
|
Investments
Valued at NAV
|
Total
|
|||||||||||||||
Investment Type
|
||||||||||||||||||||
Private Preferred Equity
|
$
|
-
|
$
|
-
|
$
|
123,396,237
|
$
|
-
|
$
|
123,396,237
|
||||||||||
Total Investments
|
$
|
-
|
$
|
-
|
$
|
123,396,237
|
$
|
-
|
$
|
123,396,237
|
Level 3 Investments
|
Balances as of March 31, 2023
|
Transfers into/
(out of)
|
Net Realized Gain/(Loss)
|
Change in
Unrealized Appreciation/
(Depreciation)
|
Distributions
|
Gross Purchases
|
Gross Sales
|
Balance as of
June 30, 2023
|
||||||||||||||||||||||||
Private Preferred Equity
|
$
|
327,430,767
|
$
|
-
|
$
|
-
|
$
|
(204,034,530
|
)
|
$
|
-
|
$
|
-
|
$
|
123,396,237
|
|||||||||||||||||
Total Level 3 Investments
|
$
|
327,430,767
|
$
|
-
|
$
|
-
|
$
|
(204,034,530
|
)
|
$
|
-
|
$
|
-
|
$
|
-
|
$
|
123,396,237
|
Type of Level 3 Investment
|
Fair Value as of
June 30, 2023
|
Unobservable Input
|
Range
|
Weighted Average of Unobservable Inputs
|
|||||||||
Private Preferred Equity
|
$
|
123,396,237
|
Transaction Price, plus accrued interest
|
N/A
|
N/A
|
||||||||
Total Level 3 Investments
|
$
|
123,396,237
|
|||||||||||