# EDGAR Filing Document

**Accession Number:** 0001560917
**File Stem:** 0001752724-23-050348
**Filing Date:** 2023-3
**Character Count:** 65178
**Document Hash:** ff2b550ae2b125c0ec7fcdca108c87bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050348.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050348

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CPG Carlyle Commitments Master Fund, LLC
- **CENTRAL INDEX KEY:** 0001560917
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22764
- **FILM NUMBER:** 23695007

**BUSINESS ADDRESS:**
- **STREET 1:** C/O CENTRAL PARK ADVISERS, LLC
- **STREET 2:** 500 FIFTH AVENUE, 31ST FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10110
- **BUSINESS PHONE:** (212) 317-9200

**MAIL ADDRESS:**
- **STREET 1:** C/O CENTRAL PARK ADVISERS, LLC
- **STREET 2:** 500 FIFTH AVENUE, 31ST FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CPG Carlyle Master Fund, LLC
- **DATE OF NAME CHANGE:** 20150803

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CPG Carlyle Private Equity Master Fund, LLC
- **DATE OF NAME CHANGE:** 20121023

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** CPG CARLYLE COMMITMENTS MASTER FUND LLC

- **b. Investment Company Act file number:** 811-22764

- **c. CIK number of Registrant:** 0001560917

- **d. LEI of Registrant:** 5493006BLQFP9ASQUN75

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 125 W 55TH ST

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 2123179200

**Item A.2. Information about the Series.**

- **a. Name of Series:** CPG Carlyle Commitments Master Fund LLC

- **c. LEI of Series:** 5493006BLQFP9ASQUN75

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1193683509.37

**Total Liabilities:** $16155036.05

**Net Assets:** $1177528473.32

**Delayed Delivery Securities:** $461112308.28

**Cash Not Reported:** $6800000.00

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.23%               | 0.50%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10525099.58             | $-11950669.02                              |
| Month 2  | $1824705.07              | $3449121.07                                |
| Month 3  | $2826881.32              | $-737110.31                                |

### Schedule of Portfolio Investments

| Name                        | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   | Balance   | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Employee                    | Carlyle Europe Technology Partners Coinvestment, L.p.     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Csp Iii Magellan Co-investment (cayman), L.p.             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Fidelity Treasury Portfolio | Fidelity Treasury Portfolio                               | CUSIP: 316175504<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 61864952  | NS      | $61864951.75  | 5.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle                     | Carlyle Fourmi Co-investment, L.p.                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $14417297.60  | 1.22%             |  |  |  | No            | N/A                | On Loan: No      |
| SVP Glo                     | Strategic Value Special Situations Feeder Fund, Lp        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $14871255.20  | 1.26%             |  |  |  | No            | N/A                | On Loan: No      |
| Sevin Rosen                 | Sevin Rosen Fund Viii, L.p.                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $7826.00      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Riverstone/carlyle Renewable & Alt Energy Fd Ii Lp        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $27411.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Partners Iv, L.p.                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $863734.18    | 0.07%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | HUNTER POINT CAPITAL STRUCTURED NOTES ISSUER LLC          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $253002.36    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle U.s. Equity Opportunity Fund Ii, L.p.             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $6256660.07   | 0.53%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Realty Partners V, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $7707.92      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Interlink Coinvestment, L.p.                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $847456.35    | 0.07%             |  |  |  | No            | N/A                | On Loan: No      |
| SCP Pri                     | Scp Private Equity Fund I, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $171294.00    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| SVP Glo                     | Strategic Value Global Opp Master Fund, L.p.              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Partners Vi, L.p.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $4225375.00   | 0.36%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Cardinal Ireland Fund, L.p.                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $272237.84    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle International Energy Partners Ii, S.c.sp.         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $7954372.95   | 0.68%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Structured Credit Opp Fund, L.p.             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Partners Iv Coinvestment, L.p.                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Riverside                   | Riverside Capital Appreciation Fund VII, L.P.             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $4460621.00   | 0.38%             |  |  |  | No            | N/A                | On Loan: No      |
| Varde                       | The Varde Fund VII-B L.P.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Ripley                      | Ripley Cable Holdings I, L.p.                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Icon Software Partners, L.p. (class B)                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $9089014.00   | 0.77%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Growth Partners V, L.p.                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $6569425.72   | 0.56%             |  |  |  | No            | N/A                | On Loan: No      |
| WLRoss                      | Euro Wagon Ii, L.p.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $89416.39     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle International Energy Partners, L.p.               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $6915582.48   | 0.59%             |  |  |  | No            | N/A                | On Loan: No      |
| Riverst                     | Riverstone Global Energy And Power Fund V, L.p.           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $8502123.00   | 0.72%             |  |  |  | No            | N/A                | On Loan: No      |
| Caliburn                    | Caliburn Strategic Fund                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SVP Glo                     | Strategic Value Global Opp Feeder Fund 1-a, L.p.          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $3513520.00   | 0.30%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Europe Technology Partners IV, L.P.               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $25284419.76  | 2.15%             |  |  |  | No            | N/A                | On Loan: No      |
| Passero                     | Passero 18, L.p.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $33581176.00  | 2.85%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Global Financial Svcs Partners Ii, L.p.           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $9427482.55   | 0.80%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | PRESIDIO INVESTORS ELV CONTINUATION FUND, LP              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $9872659.00   | 0.84%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Riverstone/carlyle Glbl Energy & Power Fund Iv Lp         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $64015.00     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Beacon Partners, L.p.                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $16851427.99  | 1.43%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle U.s. Equity Opportunity Fund                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Strategic Partners Iii Coinvestment, L.p.         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $123046.85    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Asia Growth Partners Iii Coinvestment L.P.        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SCP Pri                     | Scp Real Assets Fund I, L.p.                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $32050.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | TREASURY BILL B 04/27/23                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | UST               | US        | 50000000  | PA      | $49295450.00  | 4.19%             | 2023-04-27      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Carlyle                     | Carlyle Asia Growth Partners Iv, L.p.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Forward Contracts: BRL 03/15/2023                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 1         | NC      | $-13083280.00 | -1.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle                     | Carlyle Thunder Coinvestment, L.p.                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $1056208.05   | 0.09%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Venture Partners Iii Coinvestment, L.p.           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Cerberu                     | Cerberus Institutional Partners Iii, L.p.                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Partners V, L.p.                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $67938622.78  | 5.77%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle U.s. Growth Fund Iii, L.p.                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $83248.58     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Riverst                     | Riverstone Fieldwood Partners, L.p.                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Garriso                     | Garrison Opportunity Fund Llc - Series C                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Partners Vi Coinvestment A (cayman), L.p.         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $147712.93    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| SVP Glo                     | Strategic Value Special Situations Fund, L.p.             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $1246618.40   | 0.11%             |  |  |  | No            | N/A                | On Loan: No      |
| Golub C                     | Golub Capital Partners 10, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $13386943.60  | 1.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Europe Partners Iv, L.p.                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle/riverstone Glbl Energy & Power Fund Iii Lp        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $57644.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| OCM                         | OCM Opportunities Fund VIIB, L.P.                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $711.00       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Riverst                     | Riverstone Fieldwood Partners-d, L.p.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Vitruvian Investment Partnership IV                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $6447968.34   | 0.55%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Brazil Buyout Coinvestment, L.p.                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $27672.39     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Partners Vii, L.p.                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $113055683.47 | 9.60%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Pib Coinvestment, L.p.                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Tiger Global Private Investment Partners XV, L.P.         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $7638006.00   | 0.65%             |  |  |  | No            | N/A                | On Loan: No      |
| Varde                       | Varde Investment Partners L.P.                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | TPG AAF Partners N-A, L.P.                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        | 5061801   | OU      | $7485942.67   | 0.64%             |  |  |  | No            | N/A                | On Loan: No      |
| OCM                         | OCM Opportunities Fund Vi, L.P.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle South America Buyout Fund, L.p.                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $2473380.38   | 0.21%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | AE Industrial Partners Extended Value Fund, LP            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $2191960.00   | 0.19%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Eagle Coinvestment, L.p.                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $34461761.74  | 2.93%             |  |  |  | No            | N/A                | On Loan: No      |
| Warburg                     | Warburg Pincus China L.p.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Asia Partners Ii Coinvestment, L.p.               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $30534.06     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| NEA                         | New Enterprise Associates 10, L.p.                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $128741.00    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Pfingsten Partners Fund IV, L.P.                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Global Financial Services Partners Ii L.p.        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $4260787.86   | 0.36%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Fidelity Treasury Only Money Market Fund                  | CUSIP: 31617H300<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 14494503  | NS      | $14494502.79  | 1.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Employee                    | Mexico Coinvestment, L.p.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Blue Point Capital Partners II, L.P.                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $184263.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Partners Iii, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $323525.94    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Audax                       | Audax Private Equity Fund, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $26551.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Global Financial Services Partners, L.p.          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $319663.04    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Garriso                     | Garrison Opportunity Fund Llc - Series A                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $6233.00      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Aberdeen                    | Aberdeen Venture Partners Iv, L.p.                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Asia Growth Partners Iv Coinvestment, L.p.        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle International Energy Partners, L.p.               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $29638210.63  | 2.52%             |  |  |  | No            | N/A                | On Loan: No      |
| Laverne                     | Laverne Buyer Holdings Iii, Llc                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $5462628.00   | 0.46%             |  |  |  | No            | N/A                | On Loan: No      |
| Cerberu                     | Cerberus International Spv, Ltd. Class B-8                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $141771.00    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Partners V, L.p.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $7951496.48   | 0.68%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Mezzanine Partners Ii, L.p.                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $474942.00    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | JP Morgan 100% U.S. Treasury Securities Money Market Fund | CUSIP: 4812A2835<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 14503267  | NS      | $14503267.41  | 1.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerberu                     | Cerberus Institutional Overseas Iii, Ltd.                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Partners Vi, L.p.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $9874493.83   | 0.84%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Mena Coinvestment, L.p.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $316750.62    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Spring Bridge               | Spring Bridge Partners, L.P.                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $13235048.00  | 1.12%             |  |  |  | No            | N/A                | On Loan: No      |
| Cerberus                    | Styx International, Ltd. Series 5                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $68785.00     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Patriot                     | Pnbk Holdings, Llc                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Francisco                   | Francisco Partners, Lp                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Warburg                     | Warburg Pincus Xi (asia), L.p.                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $19107441.72  | 1.62%             |  |  |  | No            | N/A                | On Loan: No      |
| CVC                         | Cvc Credit Partners Gbl Spec Sit Fund Ii Scsp             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $13736988.99  | 1.17%             |  |  |  | No            | N/A                | On Loan: No      |
| Abraaj                      | Abraaj Private Equity Fund Iv L.p.                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $2795513.00   | 0.24%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Warburg Pincus Financial Sector II, L.P.                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $9641887.95   | 0.82%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Glbl Fin. Services Part. Coinvestment L.p.        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $350.47       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Laverne                     | Laverne Buyer Holdings V, Llc                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $3144272.00   | 0.27%             |  |  |  | No            | N/A                | On Loan: No      |
| Cerberu                     | Cerberus International Spv, Ltd. Class A                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $251837.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Europe Partners Iii Investment Hldgs, L.p.        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $55346.59     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Mars Partners, L.p.                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $283383.11    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| OCM                         | OCM Opportunities Fund VIIB (Cayman) Ltd.                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $7737.00      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Cerberu                     | Cerberus Institutional Partners, L.P. - Series 4          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $44342.49     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Harbinger                   | Harbinger Class L Holdings (cayman), Ltd.                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $41303.30     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Cerberus                    | Styx International, Ltd. Series 4                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $148518.00    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Japan Partners Ii, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Partners V Coinvestment, L.p.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $758934.17    | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Interlink Maritime Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        | 85895     | OU      | $504787.13    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Cerberu                     | Cerberus Institutional Overseas Iv, Ltd.                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $928938.49    | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| NEA                         | New Enterprise Associates 9, L.p.                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $19292.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Carlyle Europe Technology Partners IV, L.P.               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        | 4220354   | OU      | $3793829.22   | 0.32%             |  |  |  | No            | N/A                | On Loan: No      |
| JLL Par                     | Jll Partners Fund V, L.p.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $1906974.00   | 0.16%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Europe Technology Partners Ii Coinvestment, L.p.  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $5872.53      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| HWVP                        | Hummer Winblad Venture Partners V, L.p.                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Newport                     | Newport Global Opportunities Fund, L.p.                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $17038909.00  | 1.45%             |  |  |  | No            | N/A                | On Loan: No      |
| Vitruvian                   | Vitruvian Investment Partnership IV                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $14666737.87  | 1.25%             |  |  |  | No            | N/A                | On Loan: No      |
| Laverne                     | Laverne Buyer Holdings Iv, Llc                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| OCM                         | OCM Opportunities Fund Vii (Cayman) Ltd.                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $187824.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | LEP Opportunities II L.P                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $12276126.00  | 1.04%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Partners Iv, L.p.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Csp Iii Canaveral Co-investment (cayman), L.p.            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Strategic Partners Ii Coinvestment, L.p.          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $145241.14    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Europe Partners Ii Coinvestment, L.p.             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $108948.03    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Realty Partners Vi, L.p.                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $201693.01    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Carlyle Europe Technology Partners III, L.P.              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        | 9438496   | OU      | $8246557.73   | 0.70%             |  |  |  | No            | N/A                | On Loan: No      |
| PIMCO                       | Pimco Bravo Fund, L.p.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Europe Technology Partners Iii, L.p.              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $14843768.96  | 1.26%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Neptune Coinvestment, L.p.                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $13730766.41  | 1.17%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Partners VIII, L.P.                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $13465573.62  | 1.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Energy Mezzanine Opportunities Fund, L.p.         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $37842.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Growth Partners Iii, L.p.                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| MDCP                        | Madison Dearborn Capital Partners Iv                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Recipro                     | Reciprocal Capital Holdings Llc                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $28858375.67  | 2.45%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Pegasus WSJLL Fund, L.P.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $13926556.83  | 1.18%             |  |  |  | No            | N/A                | On Loan: No      |
| Riverside                   | Riverside Micro-cap Fund Iii, L.p.                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $12406100.00  | 1.05%             |  |  |  | No            | N/A                | On Loan: No      |
| Garriso                     | Garrison Opportunity Fund Ii A Llc                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $196988.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Asia Partners Iii Coinvestment, L.p.              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $9227.91      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Access Holdings (FPG) L.P.                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $9946025.48   | 0.84%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Property Investors, L.p.                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| PIMCO                       | Pimco Bravo Fund Onshore Feeder I, L.p.                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Warrior                     | Warrior Buyer Holdings, Llc                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $13466474.00  | 1.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Infrastructure Partners, L.p.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $462856.95    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| Canyon                      | Canyon Distressed Opportunity Fund (delaware) L.p.        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Japan Partners Ii Coinvestment, L.p.              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| AG Capital                  | AG Capital Recovery Partners V(e), L.P.                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Rdsl Coinvestment, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $17757626.57  | 1.51%             |  |  |  | No            | N/A                | On Loan: No      |
| Laverne                     | Laverne Buyer Holdings I, Llc                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $2673699.00   | 0.23%             |  |  |  | No            | N/A                | On Loan: No      |
| Treasury Bill               | United States Treasury Bill                               | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 25000000  | PA      | $24938025.00  | 2.12%             | 2023-01-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Cerberu                     | Cerberus International, Ltd. Class A                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $126231.00    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Harbinger                   | Harbinger Class Pe Holdings (cayman), Ltd.                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $164238.20    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle U.s. Equity Opp Fund Ii Coinvestment, L.p.        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $71536.02     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Nash Coinvestment, L.p.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $8272989.41   | 0.70%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Structured Credit Fund, L.p.                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $273640.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | FB HA Holdings LP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $5003125.00   | 0.42%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Partners Ii, L.p.                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $20841.64     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Europe Partners Iii, L.p.                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Strategic Partners Iii, L.p.                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Carlyle Europe Technology Partners V, S.C.Sp.             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $-1622299.50  | -0.14%            |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Sapphire Partners, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $8221806.93   | 0.70%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Alpinvest Co-investment Fund (onshore) Vii, L.p.          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $33213631.00  | 2.82%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Partners Iv, L.p.                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $23521068.61  | 2.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Revelstoke                  | Revelstoke EPIC Fund I, L.P.                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $30458352.25  | 2.59%             |  |  |  | No            | N/A                | On Loan: No      |
| Canyon                      | Canyon Distressed Opportunity Fund (cayman), L.P.         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Partners V Coinvestment (cayman), L.p.            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Carlyle Partners VIII, L.P.                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $2868173.00   | 0.24%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Eci Coinvestment, L.p.                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Riverst                     | Carlyle/Riverstone Glbl Energy & Power Fund II L.P.       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| WLR Rec                     | Wlr Recovery Iv, L.p.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $378706.50    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Europe Partners V, L.p.                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $25795993.79  | 2.19%             |  |  |  | No            | N/A                | On Loan: No      |
| OCM                         | OCM Opportunities Fund Vii, L.P.                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $17153.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SVP Glo                     | Svrf (offshore) Holdings Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Global Financial Svcs Partners Iii, L.p.          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $33693413.89  | 2.86%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Cemof Ii Master Co-investment Partners, L.p.              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Msilf Treasury Portfolio    | Morgan Stanley Institutional Liquidity Fund               | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        | 5254612   | NS      | $5254611.60   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| JLL Par                     | Jll Partners Fund Vii, L.p.                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $8457860.00   | 0.72%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Europe Partners Ii, L.p.                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $1576529.36   | 0.13%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Mena Partners, L.p.                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $356678.62    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Europe Technology Partners Ii, L.p.               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $40970.85     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Warburg                     | Warburg Pincus Energy L.p.                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $2568403.30   | 0.22%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | 'Riverside Micro-Cap Fund VI, L.P.                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $896935.00    | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| Employee                    | Carlyle Venture Partners Ii Coinvestment, L.p.            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $790.59       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Laverne                     | Laverne Buyer Holdings Ii, Llc                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $1040953.00   | 0.09%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Brentwood Associates Opportunities Fund, L.P.             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $6645964.00   | 0.56%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | Goldman Sachs Financial Square Treasury Instruments Fund  | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        | 14383935  | NS      | $14383934.96  | 1.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Employee                    | Carlyle Europe Partners Ii Inv Hldgs Lp - Ensus Ii        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Cerberus                    | Styx International, Ltd. Series 1                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $314987.00    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Strategic Partners Ii, L.p.                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $3120397.00   | 0.26%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Asia Partners Iv Access Fund, L.l.c.              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $2151792.48   | 0.18%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle U.s. Equity Opp Fund Coinvestment, L.p.           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $28454.72     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Havasu Coinvestment, L.p.                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Forward                     | Forward Ventures Iv, L.p.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $2027841.02   | 0.17%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Carlyle Strategic Partners Iii, L.p.                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                         | ASP Helios III, L.P.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $16597432.77  | 1.41%             |  |  |  | No            | N/A                | On Loan: No      |
| SVP Glo                     | Strategic Value Global Opp Fund 1-a, L.p.                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $229695.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| BlueCrest                   | Bluecrest Strategic Limited                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Carlyle                     | Matador Co-Investment SCSp                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | PF                | US        |  | OU      | $6079095.54   | 0.52%             |  |  |  | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** CPG CARLYLE COMMITMENTS MASTER FUND LLC

**Signature:** Michael Mascis

**Name of Signer:** Michael Mascis

**Title:** Principal Financial Officer