0001752724-24-015813.txt : 20240126 0001752724-24-015813.hdr.sgml : 20240126 20240126154713 ACCESSION NUMBER: 0001752724-24-015813 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231130 FILED AS OF DATE: 20240126 DATE AS OF CHANGE: 20240126 PERIOD START: 20240831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI Alternative Income Fund CENTRAL INDEX KEY: 0001968178 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23861 FILM NUMBER: 24567596 BUSINESS ADDRESS: STREET 1: 1 FREEDOM VALLEY DRIVE CITY: OAKS STATE: PA ZIP: 19456 BUSINESS PHONE: 610-676-9400 MAIL ADDRESS: STREET 1: 1 FREEDOM VALLEY DRIVE CITY: OAKS STATE: PA ZIP: 19456 FORMER COMPANY: FORMER CONFORMED NAME: SEI Structured Credit Interval Fund DATE OF NAME CHANGE: 20230303 NPORT-P 1 primary_doc.xml NPORT-P false 0001968178 XXXXXXXX SEI Alternative Income Fund 811-23861 0001968178 00000000000000000000 1 FREEDOM VALLEY DRIVE OAKS 19456 6106769400 SEI Alternative Income Fund 00000000000000000000 2024-08-31 2023-11-30 N 25208535.01 17546.64 25190988.37 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 247129.41000000 USD N MOUNTAIN VIEW CLO LTD N/A MOUNTAIN VIEW CLO XV LTD MVEW 2019-2A B1 62432PAL6 1500000.00000000 PA USD 1483144.50000000 5.887599478892 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 7.80548040 N N N N N N BENEFIT STREET PARTNERS CLO LTD N/A BENEFIT STREET PARTNERS CLO V-B LTD BSP 2018-5BA B 08181JAD4 2750000.00000000 PA USD 2720594.25000000 10.79987100958 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.82742960 N N N N N N NEWSTAR FAIRFIELD FUNDING CLO LTD N/A NEWSTAR FAIRFIELD FUND CLO LTD FSSLF 2015-2A B1N 65252BAE3 2000000.00000000 PA USD 1888834.00000000 7.498054352839 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 7.92743040 N N N N N N SHACKLETON CLO LTD N/A SHACKLETON 2014-V-R CLO LTD SHACK 2014-5RA C 81881JAG7 1600000.00000000 PA USD 1560193.60000000 6.193459252508 Long ABS-CBDO CORP KY N 2 2031-05-07 Floating 7.79177880 N N N N N N DRYDEN SENIOR LOAN FUND N/A DRYDEN 54 SENIOR LOAN FUND DRSLF 2017-54A C 26244RAC5 1500000.00000000 PA USD 1474396.50000000 5.852872774757 Long ABS-CBDO CORP KY N 2 2029-10-19 Floating 7.80842160 N N N N N N BLUEMOUNTAIN CLO LTD. N/A BLUEMOUNTAIN CLO XXXV LTD BLUEM 2022-35A A 09631RAA6 1000000.00000000 PA USD 994705.00000000 3.948654119441 Long ABS-CBDO CORP KY Y 2 2035-07-22 Floating 6.96192840 N N N N N N VENTURE CLO LIMITED N/A VENTURE XXX CLO LTD VENTR 2017-30A C 92331NAG1 1000000.00000000 PA USD 957857.00000000 3.802379588808 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 7.60547880 N N N N N N GALAXY CLO, LTD N/A GALAXY XV CLO LTD GALXY 2013-15A DR 36318WAH3 1040000.00000000 PA USD 1020279.52000000 4.050176614805 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 8.65548000 N N N N N N OWL ROCK TECHNOLOGY FINANCING N/A OWL ROCK TECHNOLOGY FINANCING 2020-1 LLC ORTF 2020-1A A1R 69120TAA4 1250000.00000000 PA USD 1249232.50000000 4.959045201607 Long ABS-CBDO CORP US Y 2 2035-10-15 Floating 8.44383960 N N N N N N LCM LTD. N/A LCM XXV LTD LCM 25A C2 50189PAN2 750000.00000000 PA USD 732936.75000000 2.909519623584 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 7.97743080 N N N N N N TCW CLO LTD N/A TCW CLO 2019-2 LTD TCW 2019-2A A1R 87242BAW0 1000000.00000000 PA USD 993000.00000000 3.941885826054 Long ABS-CBDO CORP KY Y 2 2032-10-20 Floating 6.69582000 N N N N N N WIND RIVER CLO LTD. N/A WIND RIVER 2021-3 CLO LTD WINDR 2021-3A D 97316DAJ5 1000000.00000000 PA USD 918209.00000000 3.644989972261 Long ABS-CBDO CORP KY Y 2 2033-07-20 Floating 9.02742840 N N N N N N THL CREDIT LAKE SHORE MM CLO LTD. N/A THL CREDIT LAKE SHORE MM CLO I LTD THLLS 2019-1A A1R 510800AC9 1250000.00000000 PA USD 1238825.00000000 4.917730824231 Long ABS-CBDO CORP KY Y 2 2033-04-15 Floating 7.35548040 N N N N N N MARBLE POINT CLO LTD N/A MARBLE POINT CLO XVIII LTD MP18 2020-2A A1R 566076AN5 1000000.00000000 PA USD 992587.00000000 3.940246350881 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 6.86548080 N N N N N N THL CREDIT WIND RIVER CLO LLC N/A THL CREDIT WIND RIVER 2015-1 CLO LTD WINDR 2015-1A C1 88432FBC2 750000.00000000 PA USD 738183.75000000 2.930348500653 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 7.82742960 N N N N N N OCEAN TRAILS CLO N/A OCEAN TRAILS CLO IX OCTR 2020-9A DR 67515XAU8 1250000.00000000 PA USD 1161850.00000000 4.612165203425 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 9.40547880 N N N N N N BENEFIT STREET PARTNERS CLO LTD N/A BENEFIT STREET PARTNERS CLO IV LTD BSP 2014-IVA CRRR 08180FBN0 2000000.00000000 PA USD 1966438.00000000 7.806116898302 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 9.27743040 N N N N N N MIDOCEAN CREDIT CLO N/A MIDOCEAN CREDIT CLO III MIDO 2014-3A BR 59802UAN9 1250000.00000000 PA USD 1239325.00000000 4.919715661001 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 7.47353880 N N N N N N OCEAN TRAILS CLO N/A OCEAN TRAILS CLO X OCTR 2020-10A DR 67516CAU3 1500000.00000000 PA USD 1390239.00000000 5.518794973744 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 9.37548000 N N N N N N 2023-11-30 SEI Alternative Income Fund Glenn Kurdziel Glenn Kurdziel CFO XXXX NPORT-EX 2 SEI_Alt_Income_Fund_Sch_F.htm SCHEDULE F
 

 

SCHEDULE OF INVESTMENTS (Unaudited)

November 30, 2023

SEI Alternative Income Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES — 98.1%

Other Asset-Backed Securities — 98.1%

        
         

Benefit Street Partners CLO IV, Ser 2021-IVA, Cl CRRR

                

9.277%, TSFR3M + 3.862%, 01/20/2032(A)(B)

   $ 2,000     $ 1,967  

Benefit Street Partners CLO V, Ser 2018-5BA, Cl B

                

7.827%, TSFR3M + 2.412%, 04/20/2031(A)(B)

     2,750       2,721  

BlueMountain CLO XXXV, Ser 2022-35A, Cl A

                

6.962%, TSFR3M + 1.550%, 07/22/2035(A)(B)

     1,000       995  

Dryden 54 Senior Loan Fund, Ser 2017-54A, Cl C

                

7.808%, TSFR3M + 2.412%, 10/19/2029(A)(B)

     1,500       1,474  

Galaxy XV CLO, Ser 2017-15A, Cl DR

                

8.656%, TSFR3M + 3.262%, 10/15/2030(A)(B)

     1,040       1,020  

LCM XXV, Ser 2017-25A, Cl C2

                

7.977%, TSFR3M + 2.562%, 07/20/2030(A)(B)

     750       733  

Marble Point CLO XVIII, Ser 2021-2A, Cl A1R

                

6.866%, TSFR3M + 1.472%, 10/15/2034(A)(B)

     1,000       993  

MidOcean Credit CLO III, Ser 2018-3A, Cl BR

                

7.474%, TSFR3M + 2.062%, 04/21/2031(A)(B)

     1,250       1,239  

Mountain View CLO XV, Ser 2020-2A, Cl B1

                

7.806%, TSFR3M + 2.412%, 01/15/2033(A)(B)

     1,500       1,483  

NewStar Fairfield Fund CLO, Ser 2018-2A, Cl B1N

                

7.927%, TSFR3M + 2.512%, 04/20/2030(A)(B)

     2,000       1,889  

Ocean Trails CLO IX, Ser 2021-9A, Cl DR

                

9.406%, TSFR3M + 4.012%, 10/15/2034(A)(B)

     1,250       1,162  

Ocean Trails Clo X, Ser 2021-10A, Cl DR

                

9.376%, TSFR3M + 3.982%, 10/15/2034(A)(B)

     1,500       1,390  

Owl Rock Technology Financing, Ser 2023-1A, Cl A1R

                

8.444%, TSFR3M + 3.050%, 10/15/2035(A)(B)

     1,250       1,249  

Shackleton CLO, Ser 2018-5RA, Cl C

                

7.792%, TSFR3M + 2.412%, 05/07/2031(A)(B)

     1,600       1,560  

TCW CLO, Ser 2022-2A, Cl A1R

                

6.696%, TSFR3M + 1.280%, 10/20/2032(A)(B)

     1,000       993  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

THL Credit Lake Shore MM CLO I, Ser 2021-1A, Cl A1R

                

7.356%, TSFR3M + 1.962%, 04/15/2033(A)(B)

   $ 1,250     $ 1,239  

THL Credit Wind River CLO, Ser 2018-1A, Cl C1

                

7.827%, TSFR3M + 2.412%, 10/20/2030(A)(B)

     750       738  

Venture XXX CLO, Ser 2017-30A, Cl C

                

7.606%, TSFR3M + 2.212%, 01/15/2031(A)(B)

     1,000       958  

Wind River CLO, Ser 2021-3A, Cl D

                

9.027%, TSFR3M + 3.612%, 07/20/2033(A)(B)

     1,000       918  
                 
                 

Total Asset-Backed Securities

                

(Cost $24,681) ($ Thousands)

             24,721  
                 

Total Investments in Securities — 98.1%

                

(Cost $24,681) ($ Thousands)

  $ 24,721  
                 
                 

 

 

Percentages are based on Net Assets of $25,191 ($ Thousands).

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On November 30, 2023, the value of these securities amounted to $24,721 ($ Thousands), representing 98.1% of the Net Assets of the Fund.

(B)

Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

 

Cl — Class

CLO — Collateralized Loan Obligation

Ser — Series

TSFR3M — Term Secured Overnight Financing Rate 3 Months
 

 

 

 

SEI Alternative Income Fund

 

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