SEI Structured Credit Fund, LP
Schedule of Investments (Unaudited)
March 31, 2023
Description | Par Value | Fair Value | ||||||
ASSET-BACKED SECURITIES (B) (D) — 104.2% | ||||||||
CAYMAN ISLANDS — 43.6% | ||||||||
Apex Credit CLO, Ser 2018-2A, Cl E | $ | 14,300,000 | $ | 10,917,335 | ||||
Apex Credit CLO, Ser 2018-2A, Cl F | 7,600,000 | 5,603,039 | ||||||
Apex Credit CLO, Ser 2021-1A, Cl E | 2,000,000 | 1,647,852 | ||||||
Atlas Senior Loan Fund III, Ser 2017-1A, Cl DR | 5,000,000 | 4,736,825 | ||||||
Battalion CLO VIII, Ser 2015-8A, Cl SUB | 23,307,000 | 8,633,845 | ||||||
Battalion CLO X, Ser 2016-10A, Cl SUB | 25,270,000 | 19,988,570 | ||||||
Battalion CLO X, Ser 2021-10A, Cl CR2 | 1,725,000 | 1,509,094 | ||||||
Battalion CLO XIV, Ser 2019-14A, Cl SUB | 47,870,000 | 35,768,464 | ||||||
Battalion CLO XX, Ser 2021-20A | 22,303,000 | 13,760,951 | ||||||
Battalion CLO XXIV, Ser 2022-24A, Cl SUB | 27,975,000 | 22,816,690 | ||||||
Benefit Street Partners CLO, Ser 2018-5BA, Cl SUB | 48,697,143 | 17,044,000 | ||||||
Benefit Street Partners CLO II, Ser 2013-III, Cl SUB | 10,450,000 | 1,336,451 | ||||||
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB | 21,904,000 | 2,908,632 | ||||||
Benefit Street Partners CLO IV | 42,166,000 | 15,909,232 | ||||||
Benefit Street Partners CLO V | 19,200,000 | — | ||||||
Benefit Street Partners CLO VIII, Ser 2015-8A, Cl SUB | 36,680,000 | 12,491,374 | ||||||
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB | 43,330,000 | 21,125,542 | ||||||
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB | 43,816,000 | 29,448,734 | ||||||
Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB | 39,000,000 | 27,671,865 | ||||||
Benefit Street Partners CLO XXV, Ser 2021-25A, Cl SUB | 24,594,750 | 19,306,879 | ||||||
Blue Ridge CLO II, Ser 2014-2A, Cl E | 8,329,004 | — | ||||||
Brigade Debt Funding II, Ser 2018-2A, Cl SUB | 20,000,000 | 11,580,000 | ||||||
Cathedral Lake CLO, Ser 2017-1A, Cl CR | 5,000,000 | 4,071,955 | ||||||
Cathedral Lake CLO, Ser 2017-1A, Cl DR | 14,464,000 | 10,036,295 | ||||||
Cathedral Lake CLO, Ser 2021-1A, Cl A1R3 | 1,630,311 | 1,605,577 | ||||||
Cathedral Lake VII, Ser 2021-7RA, Cl E | 4,000,000 | 3,451,552 | ||||||
Elevation CLO, Ser 2014-2A, Cl SUB | 14,400,000 | 1,152,000 | ||||||
Elevation CLO, Ser 2017-2A, Cl ER | 7,500,000 | 6,431,857 | ||||||
Elevation CLO, Ser 2017-2A, Cl FR | 8,550,000 | 6,378,266 | ||||||
Elevation CLO, Ser 2018-10A | 4,350,000 | 4,261,282 |
SEI Structured Credit Fund, LP
Schedule of Investments (Unaudited)
March 31, 2023
Description | Par Value | Fair Value | ||||||
Elevation CLO, Ser 2018-10A, Cl SUB | $ | 40,850,000 | $ | 10,869,164 | ||||
Great Lakes CLO, Ser 2014-1A, Cl ER | 10,378,000 | 9,417,443 | ||||||
Halcyon Loan Advisors Funding, Ser 2018-2A, Cl D | 15,700,000 | 13,553,496 | ||||||
Ivy Hill Middle Market Credit Fund VII, Cl ERR | 19,500,000 | 16,572,757 | ||||||
Ivy Hill Middle Market Credit Fund XII | 30,000,000 | 25,213,620 | ||||||
JFIN CLO, Ser 2017-1A, Cl E | 10,500,000 | 9,254,196 | ||||||
Lake Shore CLO, Ser 2019-1A, Cl ER | 14,550,000 | 12,637,010 | ||||||
LCM 31 CLO, Ser 2020-31A, Cl INC | 5,187,000 | 3,566,669 | ||||||
LCM 32 CLO, Ser 2021-32A, Cl INC | 17,210,000 | 12,125,770 | ||||||
LCM 32 CLO, Ser 2021-33A, Cl SUB | 1,043,735 | 426,432 | ||||||
LCM 33 CLO, Ser 2021-33A, Cl INC | 21,240,000 | 15,181,863 | ||||||
Lockwood Grove CLO, Ser 2014-1A, Cl SUB | 25,988,000 | 8,835,920 | ||||||
Marathon CLO XI, Ser 2018-11A, Cl B | 4,000,000 | 3,634,148 | ||||||
Mountain View CLO, Ser 2017-1A, Cl DR | 5,000,000 | 4,242,125 | ||||||
Mountain View CLO, Ser 2017-1A, Cl ER | 10,000,000 | 7,569,730 | ||||||
Neuberger Berman CLO XV, Ser 2017-15A, Cl FR | 5,100,000 | 3,914,683 | ||||||
Neuberger Berman CLO XVII, Ser 2014-17A, Cl SUB | 5,900,000 | 1,564,090 | ||||||
Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl 1ISR | 92,000 | 53,314 | ||||||
Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl 2ISR | 331,457 | 192,079 | ||||||
Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl INC | 18,000,000 | 9,261,000 | ||||||
Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl SPRI | 800,000 | 563,600 | ||||||
Neuberger Berman Loan Advisers CLO 30, Ser 2019-30A, Cl INC | 4,050,000 | 2,636,619 | ||||||
Neuberger Berman Loan Advisers CLO 38, Ser 2020-38A, Cl SBPF | 108,125 | 37,844 | ||||||
Neuberger Berman Loan Advisers CLO 38, Ser 2020-38A, Cl SUB | 14,719,000 | 10,156,110 | ||||||
OCP CLO, Ser 2017-4A, Cl ER | 8,250,000 | 6,615,601 | ||||||
OCP CLO, Ser 2017-6A, Cl ER | 10,800,000 | 8,684,140 | ||||||
OCP CLO, Ser 2021-21A, Cl SUB | 20,597,000 | 14,695,960 | ||||||
OSD CLO, Ser 2023-27A, Cl E | 2,000,000 | 1,900,000 | ||||||
Shackleton CLO, Ser 2018-6RA, Cl SU | 19,200,000 | 192,000 | ||||||
Shackleton CLO, Ser 2019-XV, Cl SUB | 10,000,000 | 6,800,000 | ||||||
Sycamore Tree CLO, Ser 2023-3A, Cl C | 2,000,000 | 2,010,000 |
SEI Structured Credit Fund, LP
Schedule of Investments (Unaudited)
March 31, 2023
Description | Par Value | Fair Value | ||||||
TCW CLO, Ser 2018-1A, Cl E | $ | 1,100,000 | $ | 861,694 | ||||
TCW CLO, Ser 2020-1A | 9,600,000 | 8,416,627 | ||||||
TCW CLO, Ser 2020-1A, Cl SUB | 41,625,000 | 21,645,000 | ||||||
Valhalla CLO, Ser 2004-1A, Cl EIN | 6,500,000 | 650 | ||||||
Venture 47 CLO, Ser 2023-47A, Cl C | 2,000,000 | 2,000,000 | ||||||
Venture CDO, Ser 2016-25A, Cl SUB | 11,620,000 | 2,672,600 | ||||||
Venture XXVI CLO, Ser 2017-26A, Cl SUB | 10,526,000 | 1,263,120 | ||||||
Voya CLO, Ser 2015-3A, Cl SUB | 56,700,000 | 15,508,584 | ||||||
Voya CLO, Ser 2019-2A, Cl DR | 1,000,000 | 832,681 | ||||||
Voya CLO, Ser 2020-2A | 41,288,000 | 34,610,244 | ||||||
Voya CLO, Ser 2021-2A | 25,350,000 | 18,200,514 | ||||||
Wind River CLO, Ser 2021-3A, Cl SUB | 30,312,000 | 20,830,406 | ||||||
Wind River CLO, Ser 2023-1A, Cl C1 | 2,500,000 | 2,489,057 | ||||||
Wind River CLO, Ser 2023-1A, Cl D | 4,500,000 | 4,464,922 | ||||||
Zais Clo 7, Ser 2017-2A, Cl C | 3,000,000 | 2,847,681 | ||||||
Zais Clo 9, Ser 2018-2A, Cl C | 3,000,000 | 2,841,333 | ||||||
Zohar III, Ser 2007-3A, Cl A2 | 90,000,000 | — | ||||||
Zohar III, Ser 2007-3A, Cl A3 | 56,000,000 | — | ||||||
|
| |||||||
683,456,654 | ||||||||
|
| |||||||
IRELAND — 0.0% | ||||||||
ICE Global Credit CLO, Ser 2013-1A, Cl INC | 12,500,000 | 1,250 | ||||||
|
| |||||||
JERSEY — 2.2% | ||||||||
Benefit Street Partners CLO XXVII, Ser 2022-27A, Cl SUB | 18,400,000 | 13,616,000 | ||||||
Benefit Street Partners CLO XXX, Ser 2023-30A, Cl E | 6,500,000 | 6,194,461 | ||||||
Saranac CLO I, Ser 2017-1A, Cl ER | 18,000,000 | 9,995,346 | ||||||
Saranac CLO VII, Ser 2017-2A, Cl ER | 7,750,000 | 3,843,682 | ||||||
|
| |||||||
33,649,489 | ||||||||
|
| |||||||
UNITED STATES — 58.4% | ||||||||
1988 CLO I, Ser 2022-1A, Cl D | 2,000,000 | 1,908,702 | ||||||
Ares XXXIV CLO, Ser 2020-2A, Cl FR | 11,250,000 | 9,057,319 | ||||||
Atlas Senior Loan Fund VII, Ser 2018-7A, Cl CR | 4,000,000 | 3,818,172 | ||||||
B&M CLO, Ser 2014-1A, Cl E | 554,922 | 89,504 | ||||||
Battalion CLO VII, Ser 2014-7A, Cl SUB | 12,746,000 | 196,658 |
SEI Structured Credit Fund, LP
Schedule of Investments (Unaudited)
March 31, 2023
Description | Par Value | Fair Value | ||||||
Battalion CLO XI, Ser 2017-11A, Cl SUB | $ | 38,324,300 | $ | 21,844,851 | ||||
Battalion CLO XII, Ser 2018-12A, Cl SUB | 46,533,517 | 21,847,486 | ||||||
Battalion CLO XVI, Ser 2019-16A, Cl SUB | 17,100,000 | 9,372,510 | ||||||
Battalion CLO XXIV, Ser 2022-24A, Cl E | 10,475,000 | 9,628,913 | ||||||
Battery Park CLO II, Ser 2022-1A, Cl C | 500,000 | 501,103 | ||||||
Battery Park CLO II, Ser 2022-1A, Cl D | 500,000 | 477,746 | ||||||
Benefit Street Partners CLO | 36,500,000 | 29,930,000 | ||||||
Benefit Street Partners CLO, Ser 2015-VIB, Cl E | 5,000,000 | 4,477,020 | ||||||
Benefit Street Partners CLO II, Ser 2013-IIA, Cl SUB | 23,450,000 | 2,999,021 | ||||||
Benefit Street Partners CLO II, Ser 2017-IIA, Cl DR | 14,600,000 | 12,682,275 | ||||||
Benefit Street Partners CLO III, Ser 2017-IIIA, Cl DR | 3,000,000 | 2,701,068 | ||||||
Benefit Street Partners CLO IV, Ser 2021-IVA, Cl DRR | 2,600,000 | 2,354,994 | ||||||
Benefit Street Partners CLO IX | 22,625,000 | 8,823,750 | ||||||
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB | 68,733,000 | 26,985,263 | ||||||
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB | 36,750,000 | 132,300 | ||||||
Benefit Street Partners CLO X, Ser 2016-10A, Cl DRR | 3,250,000 | 2,877,592 | ||||||
Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB | 40,364,000 | 11,100,100 | ||||||
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB | 37,334,000 | 17,341,643 | ||||||
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB | 32,470,000 | 26,606,373 | ||||||
Benefit Street Partners CLO XXVII, Ser 2022-27A, Cl F | 475,000 | 448,586 | ||||||
Bighorn X Warehouse Note | 3,000,000 | 3,360,000 | ||||||
Brigade Debt Funding I, Ser 2018-1A, Cl SUB | 55,000,000 | 32,945,000 | ||||||
Cathedral Lake CLO, Ser 2014-1A, Cl SUB | 18,200,000 | 1,092,000 | ||||||
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB | 42,982,000 | 12,464,780 | ||||||
Cathedral Lake V, Ser 2018-5A, Cl E | 9,000,000 | 6,858,639 | ||||||
Cathedral Lake V, Ser 2018-5A, Cl SUB | 30,838,000 | 8,326,260 | ||||||
Elevation CLO, Ser 2018-10A, Cl E | 14,000,000 | 11,320,316 | ||||||
Elevation CLO, Ser 2018-8A, Cl F | 6,650,000 | 4,885,802 | ||||||
Elevation CLO, Ser 2021-12A, Cl E | 2,000,000 | 1,685,964 | ||||||
First Eagle Berkeley Fund CLO, Ser 2016-1A, Cl SUB | 32,718,000 | 7,935,751 | ||||||
Fortress Credit BSL XV CLO, Ser 2022-2A, Cl C1 | 900,000 | 895,781 |
SEI Structured Credit Fund, LP
Schedule of Investments (Unaudited)
March 31, 2023
Description | Par Value | Fair Value | ||||||
Fortress Credit BSL XV CLO, Ser 2022-2A, Cl D | $ | 900,000 | $ | 866,911 | ||||
Great Lakes CLO, Ser 2015-1A, Cl SUB | 24,580,042 | 10,815,218 | ||||||
Great Lakes CLO, Ser 2018-1A, Cl ER | 17,689,000 | 15,785,575 | ||||||
Great Lakes CLO, Ser 2018-1A, Cl FR | 6,517,000 | 5,331,304 | ||||||
Ivy Hill IV Warehouse Note | 85,000,000 | 73,950,000 | ||||||
Ivy Hill Middle Market Credit Fund, Ser 2013-7A, Cl SUB | 19,066,500 | 11,916,563 | ||||||
Ivy Hill Middle Market Credit Fund IX, Ser 2022-9A, Cl ERR | 5,000,000 | 4,271,170 | ||||||
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB | 11,695,868 | 8,290,522 | ||||||
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D | 15,555,000 | 13,391,004 | ||||||
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB | 1,667,000 | 1,032,707 | ||||||
Ivy Hill Middle Market Credit Fund XVIII | 5,000,000 | 4,239,210 | ||||||
Lockwood Grove CLO, Ser 2018-1A, Cl ERR | 17,100,000 | 14,026,326 | ||||||
Longfellow Place CLO, Ser 2017-1A, Cl ERR | 4,000,000 | 3,442,260 | ||||||
Longfellow Place CLO, Ser 2017-1A, Cl FRR | 7,434,474 | 1,740,864 | ||||||
MCF CLO VIII, Ser 2018-1A, Cl SUB | 27,710,000 | 24,339,189 | ||||||
Monroe Capital MML CLO, Ser 2018-1A, Cl ER | 7,500,000 | 7,182,667 | ||||||
Neuberger Berman CLO XV, Ser 2013-15A, Cl SUB | 19,868,600 | 5,652,617 | ||||||
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB | 26,625,000 | 9,318,750 | ||||||
Neuberger Berman Loan Advisers CLO 24, Ser 2017-24A, Cl INC | 15,000,000 | 6,067,500 | ||||||
Neuberger Berman Loan Advisers CLO 25, Ser 2017-25A, Cl INC | 16,000,000 | 6,240,000 | ||||||
Neuberger Berman Loan Advisers CLO 26, Ser 2017-26A, Cl INC | 13,600,000 | 6,997,200 | ||||||
Neuberger Berman Loan Advisers CLO 27, Ser 2018-27A, Cl INC | 12,000,000 | 5,520,000 | ||||||
Neuberger Berman Loan Advisers CLO 27, Ser 2018-27A, Cl SUBN | 295,867 | 88,760 | ||||||
Neuberger Berman Loan Advisers CLO 32, Ser 2019-32A, Cl INC | 18,300,000 | 10,698,180 | ||||||
Neuberger Berman Loan Advisers CLO 32, Ser 2019-32A, Cl SINC | 1,325,406 | 887,359 | ||||||
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC | 8,625,000 | 5,778,750 | ||||||
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl SPIN | 111,146 | 74,468 | ||||||
Neuberger Berman Loan Advisers CLO 36, Ser 2021-36A, Cl F | 5,000,000 | 4,274,590 | ||||||
Neuberger Berman Loan Advisors CLO 39, Ser 2020-39A, Cl SUB | 15,147,625 | 9,023,356 | ||||||
Neuberger Berman Loan Advisors CLO 41, Ser 2021-41A, Cl SUB | 8,865,375 | 6,131,419 | ||||||
Neuberger Berman Loan Advisors CLO 43, Ser 2021-43, Cl SUB | 13,119,000 | 9,238,780 |
SEI Structured Credit Fund, LP
Schedule of Investments (Unaudited)
March 31, 2023
Description | Par Value | Fair Value | ||||||
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB | $ | 50,029,000 | $ | 18,443,241 | ||||
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl CN | 5,300,000 | 4,680,971 | ||||||
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN | 12,600,000 | 10,236,001 | ||||||
Ocean Trails CLO 8, Ser 2021-8A, Cl ER | 3,500,000 | 2,940,717 | ||||||
Ocean Trails CLO IX, Ser 2021-9A, Cl ER | 10,000,000 | 8,460,790 | ||||||
OCP CLO, Ser 2017-13A, Cl SUB | 11,500,000 | 5,920,580 | ||||||
OCP CLO, Ser 2017-14A, Cl SUB | 16,333,000 | 6,562,599 | ||||||
OCP CLO, Ser 2019-16A, Cl SUB | 9,000,000 | 5,247,090 | ||||||
OCP CLO, Ser 2019-17A, Cl SUB | 15,000,000 | 10,398,285 | ||||||
OCP CLO, Ser 2020-19A, Cl SUB | 9,300,000 | 8,027,714 | ||||||
Rad CLO 15, Ser 2021-15A, Cl SUB | 14,200,000 | 9,372,000 | ||||||
Rad CLO 18, Ser 2023-18A, Cl E | 4,000,000 | 3,786,684 | ||||||
Rad CLO 18, Ser 2023-18A, Cl SUB | 17,468,500 | 13,974,800 | ||||||
Shackleton CLO, Ser 2019-14A, Cl SUB | 15,750,000 | 9,261,000 | ||||||
Shackleton CLO, Ser 2021-16A, Cl E | 13,230,000 | 11,323,239 | ||||||
Shackleton CLO, Ser 2021-16A, Cl SUB | 25,230,000 | 15,138,000 | ||||||
TCW CLO, Ser 2017-1A, Cl SUB | 36,999,000 | 19,979,460 | ||||||
TCW CLO, Ser 2018-1A, Cl SUB | 29,703,000 | 15,194,570 | ||||||
TCW CLO, Ser 2019-2A, Cl SUB | 28,463,000 | 17,789,375 | ||||||
TCW CLO, Ser 2021-1A, Cl ERR | 7,000,000 | 5,986,477 | ||||||
TCW CLO, Ser 2021-2A, Cl INC | 9,250,000 | 5,550,000 | ||||||
TCW CLO, Ser 2022-1A, Cl E | 8,000,000 | 7,132,336 | ||||||
TCW CLO, Ser 2022-2A, Cl ER | 8,250,000 | 7,455,236 | ||||||
Telos CLO, Ser 2018-5A, Cl ER | 24,862,147 | 14,732,438 | ||||||
TStat CLO, Ser 2022-2, Cl D1 | 600,000 | 598,894 | ||||||
Venture 28 CLO, Ser 2017-28AA, Cl SUB | 38,760,000 | 16,279,200 | ||||||
Venture 35 CLO, Ser 2018-35A, Cl SUB | 26,039,000 | 9,634,430 | ||||||
Venture 45 CLO, Ser 2022-45A, Cl E | 2,000,000 | 1,520,716 | ||||||
Venture XXVIII CLO, Ser 2017-28A, Cl SUB | 21,122,000 | 6,336,600 | ||||||
Voya CLO, Ser 2018-3A, Cl ER | 18,400,000 | 12,630,514 | ||||||
Voya CLO, Ser 2019-1A, Cl SUB | 4,300,000 | 2,365,000 |
SEI Structured Credit Fund, LP
Schedule of Investments (Unaudited)
March 31, 2023
Description | Par Value/Shares | Fair Value | ||||||
Voya CLO, Ser 2021-3A, Cl SUB | $ | 31,600,000 | $ | 22,513,104 | ||||
|
| |||||||
916,058,522 | ||||||||
|
| |||||||
Total Asset-Backed Securities (Cost $1,366,463,481) | 1,633,165,915 | |||||||
|
| |||||||
CASH EQUIVALENT (G) (H) — 0.6% | ||||||||
UNITED STATES — 0.6% | ||||||||
SEI Daily Income Trust Government Fund, Cl Institutional, 4.570% | 8,853,101 | 8,853,101 | ||||||
|
| |||||||
Total Cash Equivalent (Cost $8,853,101) | 8,853,101 | |||||||
|
| |||||||
Total Investments — 104.7% | $ | 1,642,019,016 | ||||||
|
|
Percentages based on Limited Partners’ Capital of $1,568,071,800.
Transactions with affiliated funds during the period ended March 31, 2023 are as follows:
Value of Shares Held as of 12/31/2022 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Value of Shares Held as of 3/31/2023 | Dividend Income | |||||||||||||||||||
SEI Daily Income Trust Government Fund, CI F | $ | 15,536,407 | $ | 116,413,963 | ($ | 123,097,269 | ) | $ | — | $ | 8,853,101 | $ | 309,614 |
CDO — Collateralized Debt Obligation
Cl — Class
CLO — Collateralized Loan Obligation
ICE — Intercontinental Exchange
LIBOR — London Interbank Offered Rate
Ser — Series
USD — United States Dollar
(A) | 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. |
(B) | Securities considered illiquid. The total value of such securities as of March 31, 2023 was $1,633,165,915 and represented104.2% of Partners’ Capital. |
(C) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended. At March 31, 2023, the market value of Rule 144A positions amounted to $1,110,998,697 or 70.9% of Limited Partners’ Capital. |
(D) | Level 3 security in accordance with fair value hierarchy. |
(E) | Represents equity/residual investments for which estimated effective yields are applied. |
(F) | Securities fair valued using methods determined in good faith by the Fair Value Committee of the Fund. The total value of such securities as of March 31, 2023 was $73,950,000 and represents 4.7% of Limited Partners’ Capital. |
(G) | Rate shown is the 7-day effective yield as of March 31, 2023. |
(H) | Investment in affiliated security. |
Various inputs are used in determining the fair value of investments. For more information on valuation inputs and other significant accounting policies, please refer to the Fund’s most recent annual or semi-annual financial statement.