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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