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Private Equity

Direct common equity co-investments and minority stakes in private companies, held by unlisted BDCs — sponsor-backed and held to exit.

Returns reflect price appreciation only. Dividend income is not included for common equity positions.

InceptionJanuary 1, 2019
RebalanceQuarterly
CurrencyUSD
Return TypeGross & Net
Base Level100 (Q1 2019)
Level · Q4 2025+3.3% QoQ
242.86
1 Year
+9.8%
Since Incep.
+15.3%
Constituents
639
Aggregate Fair Value
$25.2B
Unique Companies
569
Constituent Positions
639
Funds Contributing
52
Universe Coverage
92.3%
of eligible AUM
Last Rebalance
May 15, 2026
post-Q4 BDC XBRL

Index performance · Private Equity

Total return summary
NetGrossFee drag
QoQ+3.3%+3.3%−0.0 pp
1 Year+7.4%+9.8%−2.4 pp
3 Year (ann.)+13.2%+5.6%−7.6 pp
5 Year (ann.)--+13.7%--
Since Inception (ann.)+15.0%+15.3%−0.2 pp
Risk Statistics
Volatility (ann.)
11.9%
Sharpe Ratio
0.94
Max Drawdown
-13.4%
Q1 2020
Best Quarter
+15.8%
Q1 2021
Worst Quarter
-13.4%
Q1 2020
% Positive Qtrs
80%
20 of 25
Private Equity

Portfolio
Characteristics

As of Q4 2025

Constituent Positions
639
Unique Companies
569
Aggregate Fair Value
$25.2B
Asset Category Breakdown
Common Equity92.5% (624 constituent holdings)
OTHER7.2% (9 constituent holdings)
FUND0.3% (6 constituent holdings)
Manager Concentration
Ares47.9%Blackstone21.2%Blue Owl16.2%HPS1.9%Barings1.9%TPG1.5%Sixth Street Lending Partners1.4%Monroe Capital1.4%TCW1.4%Crescent Capital0.7%Other4.4%

Largest 25 Holdings

IssuerCategoryFair ValueVehicleReturn
Port Arthur LNG Phase II Intermediate Company, LLCCommon$1,079,456,000
Blackstone Private Credit Fund
+62.0%
Tango Holdings LLC, Class A UnitsCommon$526,684,000
Ares Core Infrastructure Fund
+10.6%
Fifth Season Investments LLC, Specialty finance equity investmentCommon$344,960,000
Blue Owl Credit Income Corp
+0.2%
Fifth Season Investments LLCOTHER$344,960,000
Blue Owl Credit Income Corp
+11.5%
LSI Financing LLC, Specialty finance equity investmentCommon$321,093,000
Blue Owl Credit Income Corp
+2.0%
Pibb Member Holdings, LLCCommon$227,678,000
Blackstone Private Credit Fund
+1.0%
Apex Clean Energy TopCo, LLC, Class A common unitsCommon$225,800,000
Ares Capital Corp
+0.4%
Meade Pipeline Co LLCCommon$214,956,000
Ares Core Infrastructure Fund
+6.0%
FEH Group, LLC, Warrant to purchase shares of ordinary shares 1Common$213,400,000
Ares Capital Corp
+2.3%
FEH Group, LLC, Class A common interest 1Common$162,906,400
Ares Strategic Income Fund
+2.3%
Rocade Holdings LLCOTHER$115,000,000
Barings Private Credit Corp
+0.0%
Twin Brook Equity Holdings, LLC , Equity interest, AffiliatedCommon$103,655,000
TPG Twin Brook Capital Income Fund
+5.1%
SageSure Holdings, LLC and SageSure LLC, Series A unitsCommon$94,100,000
Ares Capital Corp
+12.0%
Elanco Animal Health, IncCommon$79,547,000
Blackstone Private Credit Fund
+2.1%
Imaging Business Machines, LLC and Scanner Holdings Corporation, Class A common stockCommon$79,500,000
Ares Capital Corp
+13.6%
Equity and Other Investments Pharmaceuticals Elysium BidCo Limited Convertible Preference Shares (38,503,125 units) Initial Acquisition Date 12/11/2024Common$58,651,000
Sixth Street Lending Partners
+4.6%
Quintain Investments Holdings Limited, Private asset-backed investment 1Common$57,205,300
Ares Strategic Income Fund
+1.9%
CCI Topco, IncCommon$54,604,000
HPS Corporate Capital Solutions Fund
+3.8%
CoreLogic, Inc and T-VIII Celestial Co-Invest LP, Limited partnership unitsCommon$53,900,000
Ares Capital Corp
+8.1%
Mimecast Borrowerco, Inc and Magnesium Co- Invest SCSp, Limited partnership interestCommon$48,600,000
Ares Capital Corp
+2.5%

Top 25 of 639 positions across 569 issuers

Methodology

Eligibility

Eligible positions are direct common equity investments in private companies held by unlisted BDCs. Includes co-investments, minority stakes, and equity kickers. Excludes preferred equity, warrants, and fund interests.

Construction

The index is fair-value-weighted and chain-linked from a base of 100 (Q4 2022). Returns reflect NAV-based price appreciation only -- dividend income is not included for common equity positions. Rebalanced quarterly.