SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2023
SEI Alternative Income Fund
Description | Face Amount | Market Value | ||||||
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 | Market Value | ||||||
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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