# EDGAR Filing Document

**Accession Number:** 0001560917
**File Stem:** 0001752724-23-050569
**Filing Date:** 2023-3
**Character Count:** 98803
**Document Hash:** 00852e1a9e7aed147b96a717d6f3f712
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050569.hdr.sgml**: 20230302

**ACCESSION NUMBER**: 0001752724-23-050569

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230302

**DATE AS OF CHANGE**: 20230302

**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/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22764
- **FILM NUMBER:** 23700133

**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

## Nport-Ex

**CPG CARLYLE COMMITMENTS MASTER FUND, LLC**

**CONSOLIDATED SCHEDULE OF INVESTMENTS**

**December 31, 2022 (UNAUDITED)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investment Funds (84.88%)** | **Geographic Region** | **Acquisition Date** | **Cost** | **Fair Value** | **Percentage of Net Assets** |
| ***Co-Investments (12.95%)*** |  |  | | | |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Beacon Partners, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 9/28/2018 | $10313031 | $16851428 | 1.45% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Eagle Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 2/15/2018 | 4325267 | 34461762 | 2.96% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Fourmi Co-Investment, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 6/29/2018 | 15626888 | 14417298 | 1.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Interlink Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 10/15/2013 | 690440 | 847456 | 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Mars Partners, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 11/11/2016 | 143119 | 283383 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle RDSL Coinvestment, L.P.<sup>(a)(b)(c)</sup> | South America | 9/30/2015 | 10703209 | 17757627 | 1.52% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Sapphire Partners, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 9/30/2015 | 9180000 | 8221807 | 0.71% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Thunder Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 12/28/2017 | 0 | 1056208 | 0.09% |
| &nbsp;&nbsp;&nbsp;&nbsp;Matador Co-Investment SCSp<sup>(a)(b)(c)</sup> | Europe | 9/30/2019 | 5284161 | 6079096 | 0.52% |
| &nbsp;&nbsp;&nbsp;&nbsp;Nash Coinvestment, L.P.<sup>(a)(b)(c)</sup> | Africa | 10/10/2017 | 7077422 | 8272989 | 0.71% |
| &nbsp;&nbsp;&nbsp;&nbsp;Neptune Coinvestment, L.P.<sup>(a)(b)(c)</sup> | Europe | 6/23/2017 | 197844 | 13730766 | 1.18% |
| &nbsp;&nbsp;&nbsp;&nbsp;Reciprocal Capital Holdings, LLC<sup>(a)(b)(c)</sup> | Asia/Pacific | 1/30/2018 | 14240022 | 28858376 | 2.48% |
| &nbsp;&nbsp;&nbsp;***Total Co-Investments*** |  |  | 77781403 | 150838196 |  |
| &nbsp;&nbsp;&nbsp;***Primary Investments (42.41%)*** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;AlpInvest Atom Fund (Onshore), L.P.<sup>(a)(b)(c)</sup> | North America | 1/8/2022 | 2600000 | 2868173 | 0.25% |
| &nbsp;&nbsp;&nbsp;&nbsp;AlpInvest Co-Investment Fund (Onshore) VII, L.P.<sup>(a)(b)(c)</sup> | North America | 11/13/2017 | 17245424 | 33213631 | 2.85% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners Growth, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 5/23/2016 | 10719320 | 6569426 | 0.56% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners IV, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 5/25/2014 | 28793158 | 23521069 | 2.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners V, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 10/30/2017 | 62548910 | 67938623 | 5.83% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Partners V, L.P.<sup>(a)(b)(c)</sup> | Europe | 4/23/2018 | 20786978 | 25795994 | 2.21% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Technology Partners III, L.P.<sup>(a)(b)(c)</sup> | Europe | 3/28/2015 | 12821917 | 14843769 | 1.27% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Technology Partners IV, L.P.<sup>(a)(b)(c)</sup> | Europe | 11/30/2018 | 20580799 | 25284420 | 2.17% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Technology Partners V, S.C.Sp.<sup>(a)(b)(c)</sup> | Europe | 3/11/2022 | 0 | (1622300) | (0.14)% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Financial Services Partners II, L.P.<sup>(a)(b)(c)</sup> | Global | 6/30/2014 | 6132649 | 9427483 | 0.81% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Financial Services Partners III, L.P.<sup>(a)(b)(c)</sup> | Global | 6/30/2017 | 23665044 | 33693414 | 2.89% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle International Energy Partners II, S.C.Sp.<sup>(a)(b)(c)</sup> | Global | 11/30/2018 | 7435068 | 7954373 | 0.68% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle International Energy Partners, L.P.<sup>(a)(b)(c)</sup> | Global | 3/12/2014 | 24764787 | 29638211 | 2.54% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Partners VI, L.P.<sup>(a)(b)(c)</sup> | North America | 9/20/2013 | 7998254 | 9874494 | 0.85% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Partners VII, L.P.<sup>(a)(b)(c)</sup> | North America | 11/29/2017 | 100842558 | 113055683 | 9.71% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Partners VIII, L.P.<sup>(a)(b)(c)</sup> | North America | 9/10/2021 | 14809281 | 13465574 | 1.16% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Structured Credit Fund, L.P.<sup>(a)(b)(c)</sup> | North America | 4/17/2017 | 4752579 | 273640 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;CVC Credit Partners Global Special Situations Fund II SCSP <sup>(a)(b)(c)</sup> | Europe | 6/6/2019 | 12116277 | 13736989 | 1.18% |
| &nbsp;&nbsp;&nbsp;&nbsp;Golub Capital Partners 10, L.P.<sup>(a)(b)(c)</sup> | North America | 10/1/2016 | 13125000 | 13386944 | 1.15% |
| &nbsp;&nbsp;&nbsp;&nbsp;Hunter Point Capital Structured Notes Issuer, LLC<sup>(a)(b)</sup> |  | 12/30/2022 | 253002 | 253002 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;JLL Partners Fund VII, L.P.<sup>(a)(b)(c)</sup> | North America | 3/31/2016 | 5574621 | 8457860 | 0.73% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Riverside Capital Appreciation Fund VII, L.P.<sup>(a)(b)(c)</sup> | North America | 9/16/2019 | 2512741 | 4460621 | 0.38% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Riverside Micro-Cap Fund VI, L.P.<sup>(a)(b)(c)</sup> | North America | 8/26/2021 | 996293 | 896935 | 0.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Bridge Partners, L.P.<sup>(a)(b)(c)</sup> | North America | 9/17/2019 | 5539555 | 13235048 | 1.14% |
| &nbsp;&nbsp;&nbsp;&nbsp;Tiger Global Private Investment Partners XV, L.P.<sup>(a)(b)(c)</sup> | North America | 3/18/2022 | 8333794 | 7638006 | 0.66% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitruvian Investment Partnership IV(a)(b)(c) | Europe | 8/31/2020 | 6759213 | 6447968 | 0.55% |
| &nbsp;&nbsp;&nbsp;&nbsp;Warburg Pincus Financial Sector II, L.P.<sup>(a)(b)</sup> | North America | 6/9/2022 | 7800000 | 9641888 | 0.83% |
| &nbsp;&nbsp;&nbsp;***Total Primary Investments*** |  |  | 429507222 | 493950938 |  |
| &nbsp;&nbsp;&nbsp;***Secondary Investments (29.52%)*** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Abraaj Private Equity Fund IV, L.P.<sup>(a)(b)(c)</sup> | Middle East/North Africa | 12/31/2017 | 6615583 | 2795513 | 0.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;Access Holdings (FPG), L.P.<sup>(a)(b)(c)</sup> | North America | 7/22/2021 | 7920349 | 9946025 | 0.85% |
| &nbsp;&nbsp;&nbsp;&nbsp;AE Industrial Partners Extended Value Fund, L.P.<sup>(a)(b)(c)</sup> | North America | 6/2/2021 | 1835865 | 2191960 | 0.19% |
| &nbsp;&nbsp;&nbsp;&nbsp;ASP Helios III, L.P.<sup>(a)(b)(c)</sup> | Europe | 4/29/2022 | 13677974 | 16597433 | 1.42% |
| &nbsp;&nbsp;&nbsp;&nbsp;Audax Private Equity Fund, L.P.<sup>(a)(b)(c)</sup> | North America | 9/30/2016 | 0 | 26551 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Blue Point Capital Partners II, L.P.<sup>(a)(b)(c)</sup> | North America | 10/23/2020 | 0 | 184263 | 0.02% |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investment Funds (84.88%) (continued)** | **Geographic Region** | **Acquisition Date** | **Cost** | **Fair Value** | **Percentage of Net Assets** |
| ***Secondary Investments (29.52%) (continued)*** |  |  | | | |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil Buyout Coinvestment, L.P.<sup>(a)(b)(c)</sup> | South America | 4/2/2014 | $139383 | $27672 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Brentwood Associates Opportunities Fund, L.P.<sup>(a)(b)(c)</sup> | North America | 4/1/2021 | 4179470 | 6645964 | 0.57% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners II Coinvestment, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 4/2/2014 | 298585 | 30534 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners II, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 9/1/2013 | 41239 | 20842 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners III Coinvestment, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 4/2/2014 | 1061 | 9228 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners III, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 12/30/2014 | 0 | 323526 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners IV Access Fund, L.L.C.<sup>(a)(b)(c)</sup> | Asia/Pacific | 12/31/2018 | 0 | 2151792 | 0.18% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Asia Partners IV, L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 5/24/2017 | 1196065 | 863734 | 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Cardinal Ireland Fund, L.P.<sup>(a)(b)(c)</sup> | Europe | 10/31/2017 | 333348 | 272238 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Energy Mezzanine Opportunities Fund, L.P.<sup>(a)(b)(c)</sup> | North America | 9/30/2016 | 0 | 37842 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Partners II Coinvestment, L.P.<sup>(a)(b)(c)</sup> | Europe | 4/2/2014 | 765293 | 108948 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Partners II, L.P.<sup>(a)(b)(c)</sup> | Europe | 7/1/2013 | 833413 | 1576529 | 0.14% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Partners III Investment Holdings, L.P.<sup>(a)(b)(c)</sup> | Europe | 4/2/2014 | 2377152 | 55347 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Technology Partners II Coinvestment, L.P.<sup>(a)(b)(c)</sup> | Europe | 4/2/2014 | 23009 | 5873 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Technology Partners II, L.P.<sup>(a)(b)(c)</sup> | Europe | 12/31/2018 | 0 | 40971 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Technology Partners III, L.P.<sup>(a)(b)(c)</sup> | Europe | 1/24/2022 | 9903097 | 8246558 | 0.71% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Europe Technology Partners IV, L.P.<sup>(a)(b)(c)</sup> | Europe | 1/24/2022 | 4236134 | 3793829 | 0.33% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Financial Services Partners Coinvestment, L.P.<sup>(a)(b)(c)</sup> | Global | 4/2/2014 | 1625 | 350 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Financial Services Partners II, L.P.<sup>(a)(b)(c)</sup> | Global | 12/31/2017 | 1429644 | 4260788 | 0.37% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Financial Services Partners, L.P.<sup>(a)(b)(c)</sup> | Global | 6/30/2014 | 0 | 319663 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Infrastructure Partners, L.P.<sup>(a)(b)(c)</sup> | North America | 8/29/2014 | 1418216 | 462857 | 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle International Energy Partners, L.P.<sup>(a)(b)(c)</sup> | Global | 12/29/2017 | 6033810 | 6915582 | 0.59% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle MENA Partners, L.P.<sup>(a)(b)(c)</sup> | Middle East/North Africa | 9/28/2018 | 45722 | 356679 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Mezzanine Partners II, L.P.<sup>(a)(b)(c)</sup> | North America | 12/30/2015 | 7568929 | 474942 | 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Partners V Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 4/2/2014 | 570279 | 758934 | 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Partners V, L.P.<sup>(a)(b)(c)</sup> | North America | 6/28/2013 | 0 | 7951496 | 0.68% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Partners VI Coinvestment A (Cayman), L.P.<sup>(a)(b)(c)</sup> | North America | 8/31/2014 | 201652 | 147713 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Partners VI, L.P.<sup>(a)(b)(c)</sup> | North America | 7/6/2016 | 0 | 4225375 | 0.36% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Realty Partners V, L.P.<sup>(a)(b)(c)</sup> | North America | 10/11/2017 | 7927 | 7708 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Realty Partners VI, L.P.<sup>(a)(b)(c)</sup> | North America | 4/25/2018 | 121970 | 201693 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle South America Buyout Fund, L.P.<sup>(a)(b)(c)</sup> | South America | 10/31/2017 | 2369550 | 2473380 | 0.21% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Strategic Partners II Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 8/16/2013 | 237378 | 145241 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Strategic Partners II, L.P.<sup>(a)(b)(c)</sup> | North America | 8/16/2013 | 4323504 | 3120397 | 0.27% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Strategic Partners III Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 4/2/2014 | 1542 | 123047 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle U.S. Equity Opportunity Fund Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 3/4/2016 | 1 | 28455 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle U.S. Equity Opportunity Fund II Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 3/15/2019 | 150 | 71536 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle U.S. Equity Opportunity Fund II, L.P.<sup>(a)(b)(c)</sup> | North America | 3/20/2018 | 4963471 | 6256660 | 0.54% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle U.S. Growth Fund III, L.P.<sup>(a)(b)(c)</sup> | North America | 12/31/2018 | 0 | 83249 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle Venture Partners II Coinvestment, L.P.<sup>(a)(b)(c)</sup> | North America | 4/2/2014 | 264522 | 791 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlyle/Riverstone Global Energy & Power Fund III, L.P.<sup>(a)(b)(c)</sup> | North America | 9/30/2014 | 2054152 | 57644 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Cerberus Institutional Overseas IV, Ltd.<sup>(a)(b)(c)</sup> | North America | 7/1/2018 | 0 | 928938 | 0.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;Cerberus Institutional Partners, L.P. - Series 4<sup>(a)(b)(c)</sup> | North America | 10/17/2019 | 0 | 44342 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Cerberus International SPV, Ltd. Class A<sup>(a)(b)(c)</sup> | North America | 7/1/2018 | 0 | 251837 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;Cerberus International SPV, Ltd. Class B-8<sup>(a)(b)(c)</sup> | North America | 6/13/2016 | 0 | 141771 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Cerberus International, Ltd. Class A<sup>(a)(b)(c)</sup> | North America | 7/1/2018 | 0 | 126231 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro Wagon II, L.P.<sup>(a)(b)(c)</sup> | North America | 7/1/2016 | 0 | 89416 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;FB HA Holdings, L.P.<sup>(a)(b)(c)</sup> | North America | 8/30/2021 | 5051923 | 5003125 | 0.43% |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Ventures IV, L.P.<sup>(a)(b)(c)</sup> | North America | 3/29/2019 | 0 | 2027841 | 0.17% |
| &nbsp;&nbsp;&nbsp;&nbsp;Garrison Opportunity Fund II A, LLC<sup>(a)(b)(c)</sup> | North America | 10/4/2017 | 0 | 196988 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;Garrison Opportunity Fund, LLC - Series A<sup>(a)(b)(c)</sup> | North America | 10/4/2017 | 0 | 6233 | 0.00 %<sup>(d)</sup> |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investment Funds (84.88%) (continued)** | **Geographic Region** | **Acquisition Date** | **Cost** | **Fair Value** | **Percentage of Net Assets** |
| ***Secondary Investments (29.52%) (continued)*** |  |  | | | |
| &nbsp;&nbsp;&nbsp;&nbsp;Harbinger Class L Holdings (Cayman), Ltd.<sup>(a)(b)(c)</sup> | North America | 7/1/2018 | $148676 | $41303 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Harbinger Class PE Holdings (Cayman), Ltd.<sup>(a)(b)(c)</sup> | North America | 7/1/2018 | 619493 | 164238 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Icon Software Partners, L.P. (Class B)<sup>(a)(b)(c)</sup> | North America | 9/1/2020 | 23917 | 9089014 | 0.78% |
| &nbsp;&nbsp;&nbsp;&nbsp;JLL Partners Fund V, L.P.<sup>(a)(b)(c)</sup> | North America | 12/30/2015 | 1878312 | 1906974 | 0.16% |
| &nbsp;&nbsp;&nbsp;&nbsp;Laverne Buyer Holdings I, LLC<sup>(a)(b)(c)</sup> | North America | 4/10/2018 | 48895 | 2673699 | 0.23% |
| &nbsp;&nbsp;&nbsp;&nbsp;Laverne Buyer Holdings II, LLC<sup>(a)(b)(c)</sup> | North America | 4/10/2018 | 16601 | 1040953 | 0.09% |
| &nbsp;&nbsp;&nbsp;&nbsp;Laverne Buyer Holdings III, LLC<sup>(a)(b)(c)</sup> | North America | 4/10/2018 | 6031576 | 5462628 | 0.47% |
| &nbsp;&nbsp;&nbsp;&nbsp;Laverne Buyer Holdings V, LLC<sup>(a)(b)(c)</sup> | North America | 4/10/2018 | 1350510 | 3144272 | 0.27% |
| &nbsp;&nbsp;&nbsp;&nbsp;LEP Opportunities II L.P<sup>(a)(b)</sup> |  | 7/6/2022 | 12299384 | 12276126 | 1.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;MENA Coinvestment, L.P.<sup>(a)(b)(c)</sup> | Middle East/North Africa | 4/2/2014 | 262133 | 316751 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;New Enterprise Associates 10, L.P.<sup>(a)(b)(c)</sup> | North America | 4/5/2017 | 0 | 128741 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;New Enterprise Associates 9, L.P.<sup>(a)(b)(c)</sup> | North America | 9/30/2016 | 0 | 19292 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Newport Global Opportunities Fund, L.P.<sup>(a)(b)(c)</sup> | North America | 12/29/2014 | 20452401 | 17038909 | 1.46% |
| &nbsp;&nbsp;&nbsp;&nbsp;OCM Opportunities Fund VII (Cayman), Ltd.<sup>(a)(b)(c)</sup> | North America | 10/17/2019 | 97255 | 187824 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;OCM Opportunities Fund VII, L.P.<sup>(a)(b)(c)</sup> | North America | 10/17/2019 | 8734 | 17153 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;OCM Opportunities Fund VIIb (Cayman), Ltd.<sup>(a)(b)(c)</sup> | North America | 10/17/2019 | 289 | 7737 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;OCM Opportunities Fund VIIb, L.P.<sup>(a)(b)(c)</sup> | North America | 10/17/2019 | 0 | 711 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Passero 18, L.P.<sup>(a)(b)(c)</sup> | North America | 6/22/2018 | 5620696 | 33581176 | 2.88% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pegasus WSJLL Fund, L.P. | North America | 12/15/2021 | 12841594 | 13926557 | 1.20% |
| &nbsp;&nbsp;&nbsp;&nbsp;Presidio Investors Elv Continuation Fund, L.P.<sup>(a)(b)</sup> |  | 12/16/2022 | 10000000 | 9872659 | 0.85% |
| &nbsp;&nbsp;&nbsp;&nbsp;Revelstoke Single Asset Fund I, L.P.<sup>(a)(b)(c)</sup> | North America | 8/26/2019 | 13935275 | 30458352 | 2.61% |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Micro-Cap Fund III, L.P.<sup>(a)(b)(c)</sup> | North America | 5/1/2019 | 103340 | 12406100 | 1.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverstone Global Energy and Power Fund V, L.P.<sup>(a)(b)(c)</sup> | North America | 9/30/2014 | 17251365 | 8502123 | 0.73% |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverstone/Carlyle Global Energy & Power Fund IV, L.P.<sup>(a)(b)(c)</sup> | North America | 9/30/2014 | 5163931 | 64015 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverstone/Carlyle Renewable & Alternative Energy Fund II, L.P.<sup>(a)(b)(c)</sup> | North America | 11/12/2014 | 731586 | 27411 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;SCP Private Equity Fund I, L.P.<sup>(a)(b)(c)</sup> | North America | 8/30/2018 | 139638 | 171294 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;SCP Real Assets Fund I, L.P.<sup>(a)(b)(c)</sup> | North America | 8/30/2018 | 31882 | 32050 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Sevin Rosen Fund VIII, L.P.<sup>(a)(b)(c)</sup> | North America | 9/30/2016 | 0 | 7826 | 0.00 %<sup>(d)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strategic Value Global Opportunity Feeder Fund 1-A, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;L.P.<sup>(a)(b)(c)</sup> | North America | 12/31/2016 | 1832025 | 3513520 | 0.30% |
| &nbsp;&nbsp;&nbsp;&nbsp;Strategic Value Global Opportunity Fund 1-A, L.P.<sup>(a)(b)(c)</sup> | North America | 12/31/2016 | 122510 | 229695 | 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;Strategic Value Special Situations Feeder Fund, L.P.<sup>(a)(b)(c)</sup> | North America | 12/31/2016 | 1917818 | 14871255 | 1.28% |
| &nbsp;&nbsp;&nbsp;&nbsp;Strategic Value Special Situations Fund, L.P.<sup>(a)(b)(c)</sup> | North America | 12/31/2016 | 168691 | 1246618 | 0.11% |
| &nbsp;&nbsp;&nbsp;&nbsp;Styx International, Ltd. Series 1<sup>(a)(b)(c)</sup> | North America | 7/1/2018 | 163573 | 314987 | 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;Styx International, Ltd. Series 4<sup>(a)(b)(c)</sup> | North America | 7/1/2018 | 77126 | 148518 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;Styx International, Ltd. Series 5<sup>(a)(b)(c)</sup> | North America | 7/1/2018 | 35720 | 68785 | 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;TPG AAF Partners N-A, L.P.<sup>(a)(b)(c)</sup> | North America | 6/22/2021 | 4923539 | 7485943 | 0.64% |
| &nbsp;&nbsp;&nbsp;&nbsp;Vitruvian Inv. Partnership I Continuation Fund<sup>(a)(b)(c)</sup> | Europe | 8/7/2019 | 10409062 | 14666738 | 1.26% |
| &nbsp;&nbsp;&nbsp;&nbsp;Warburg Pincus Energy, L.P.<sup>(a)(b)(c)</sup> | North America | 9/28/2018 | 1841385 | 2568403 | 0.22% |
| &nbsp;&nbsp;&nbsp;&nbsp;Warburg Pincus XI (Asia), L.P.<sup>(a)(b)(c)</sup> | Asia/Pacific | 9/29/2017 | 25287264 | 19107442 | 1.64% |
| &nbsp;&nbsp;&nbsp;&nbsp;Warrior Buyer Holdings, LLC<sup>(a)(b)(c)</sup> | North America | 10/2/2018 | 18489068 | 13466474 | 1.16% |
| &nbsp;&nbsp;&nbsp;&nbsp;WLR Recovery IV, L.P.<sup>(a)(b)(c)</sup> | North America | 7/1/2016 | 0 | 378706 | 0.03% |
| &nbsp;&nbsp;&nbsp;***Total Secondary Investments*** |  |  | 265368251 | 343847046 |  |
| **Total Investment Funds** |  |  | $**772656876** | $**988636180** |  |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Direct Investments (0.04%)** | **Geographic Region** | **Acquisition Date** | **Shares/Par Value** | **Cost** | **Fair Value** | **Percentage of Net Assets** |
| &nbsp;&nbsp;&nbsp;&nbsp;Interlink Maritime Corp.<sup>(a)(c)(e)</sup> | North America | 6/13/2014 | 85895 | $1394209 | $504787 | 0.04% |
| **Total Direct Investments** |  |  |  | $**1394209** | $**504787** |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Government Bond (6.37%)** | **Principal Amount** | **Cost** | **Fair Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Bill 3.96%, 01/26/23 | 25000000 | 24762094 | 24938025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Bill 4.62%, 04/27/23 | 50000000 | 49304000 | 49295450 |
| **Total Government Bond** |  | $**74066094** | $**74233475** |

---

---

| | | |
|:---|:---|:---|
| **Short-Term Investments (9.49%)** | **Cost** | **Fair Value** |
| ***Money Market Funds (9.49%)*** | | |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity Treasury Only Money Market Fund, 3.69%<sup>(f)</sup> | 14494503 | 14494503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity Treasury Portfolio, 4.13%<sup>(f)</sup> | 61864952 | 61864952 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Treasury Instruments Fund, Class Institutional, 4.13%<sup>(f)</sup> | 14383935 | 14383935 |
| &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan 100% U.S. Treasury Securities Money Market Fund, Class I, 4.03%<sup>(f)</sup> | 14503267 | 14503267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Fund, Class I, 4.30%<sup>(f)</sup> | 5254612 | 5254612 |
| &nbsp;&nbsp;&nbsp;***Total Money Market Funds*** | 110501269 | 110501269 |
| **Total Short-Term Investments** | $**110501269** | $**110501269** |
| **Total Investments (100.78%)** | $**958618448** | $**1173875711** |
| **Liabilities in Excess of Other Assets (-0.78%)** |  | **(9100282)** |
| **Net Assets (100.00%)** |  | $**1164775429** |

---

*<sup>(a)</sup>* *Investments have no redemption provisions, are issued in private placement transactions and are restricted as to resale. For investments that were acquired through multiple transactions, the acquisition date represents the initial acquisition date of the Fund 's investment in the position. Total fair value of restricted securities amounts to $989,140,967, which represents 84.92% of net assets as of December 31, 2022.*

*<sup>(b)</sup>* *The Fund held unfunded commitments in the investment as of December 31, 2022.*

*<sup>(c)</sup>* *Non-income producing security.*

*<sup>(d)</sup>* *Rounds to less than 0.005%*

*<sup>(e)</sup>* *Level 3 securities fair valued under procedures established by the Board of Directors, represent 0.04% of net assets. The total value of these securities is $504,787.*

*<sup>(f)</sup>* *The rate shown is the annualized 7-day yield as of December 31, 2022.*

**OUTSTANDING FORWARD FOREIGN CURRENCY CONTRACTS**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Fund Receiving** | **U.S. $ Value at December 31, 2022** | **Fund Delivering** | **U.S. $ Value at December 31, 2022** | **Unrealized Appreciation/ (Depreciation)** |
| FXC | 03/15/23 | USD | 12907985 | BRL | 13083280 | $(175295) |
|  |  |  |  |  |  | $(175295) |

---

**Investments as of December 31, 2022**

---

| | |
|:---|:---|
| **Private Equity Type** | **Percent of Total Net Assets** |
| Investment Funds |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Co-Investments | ***12.95*** *%*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Primary Investments | ***42.41*** *%*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Secondary Investments | ***29.52*** *%*** |
| **Total Investment Funds** | **84.88%** |
| **Government Bond** | **6.37%** |
| **Direct Investments** | **0.04%** |
| Short-Term Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Fund | 9.49% |
| **Total Investments** | **100.78%** |
| Liabilities in excess of other assets | (0.78%) |
| **Total Net Assets** | **100.00%** |

---

*See accompanying Notes to Consolidated Schedule of Investments.*

**CPG CARLYLE COMMITMENTS MASTER FUND, LLC**

**Notes to Consolidated Schedule of Investments**

**December 31, 2022 (Unaudited)**

CPG Carlyle Commitments Master Fund (the "Master Fund") is a master investment portfolio in a master-feeder structure. CPG Carlyle Commitments Fund, LLC (the "Feeder Fund") invests substantially all of its assets in the limited liability company interests of the Master Fund.

The following is a summary of significant accounting policies followed by the Master Fund and the Feeder Fund in the preparation of their Schedules of Investments. These policies are in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP"). The Master Fund meets the definition of an investment company and follows the accounting and reporting guidance as issued through the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") 946, *Financial Services – Investment Companies*.

ASC 820 defines fair value as the value that the Master Fund would receive to sell an investment or pay to transfer a liability in orderly timely transaction with an independent buyer in the principal market, or in the absence of a principal market, the most advantageous market for the investment or liability. ASC 820 establishes a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability. Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Master Fund. Unobservable inputs reflect the Master Fund's own assumptions about the assumptions that market participants would use in valuing the asset or liability developed based on the best information available in the circumstances. Each investment is assigned a level based upon the observation of the inputs which are significant to the overall valuation.

The three-tier hierarchy of inputs is summarized below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — unadjusted quoted prices in active markets for identical financial instruments that the
reporting entity has the ability to access at the measurement date.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — inputs other than quoted prices included within Level 1 that are observable for the financial
instrument, either directly or indirectly. Level 2 inputs also include quoted prices for similar assets and liabilities in active markets,
and quoted prices for identical or similar assets and liabilities in markets that are not active.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — significant unobservable inputs for the financial instrument (including management's
own assumptions in determining the fair value of investments).

Investments in Investment Funds are recorded at fair value, using the Investment Funds' NAV as a "practical expedient," in accordance with ASC 820.

The private equity Investment Funds generally are restricted securities that are subject to substantial holding periods and are not traded in public markets, so that the Master Fund may not be able to resell some of its investments for extended periods, which may be several years. The types of private equity Investment Funds that the Master Fund may make include primary, secondary and Co-Investments. Co-Investments represent opportunities to invest in specific portfolio companies that are typically made alongside an Investment Fund. Primary investments are investments in newly established private equity funds. Secondary investments are investments in existing private equity funds that are acquired in privately negotiated transactions.

The NAV of the Master Fund is determined by, or at the direction of, Central Park Advisers, LLC (the "Adviser") as of the close of business at the end of any fiscal period in accordance with the valuation principles set forth below or as may be determined from, time to time, pursuant to policies established by the Master Fund's Board of Directors (the "Board"). The Master Fund's investments are subject to the terms and conditions of the respective operating agreements and offering memorandums, as appropriate. ASC 820 provides for the use of NAV (or its equivalent) as a practical expedient to estimate fair value of investments in Investment Funds, provided certain criteria are met. As such, the Master Fund's Valuation Committee (the "Committee") oversees the valuation process of the Master Fund's investments. The Committee meets on a monthly basis and reports to the Board on a quarterly basis. The Master Fund's investments in Investment Funds are carried at fair value which generally represents the Master Fund's pro-rata interest in the net assets of each Investment Fund as reported by the administrators and/or investment managers of the underlying Investment Funds. All valuations utilize financial information supplied by each Investment Fund and are net of management and incentive fees or allocations payable to the Investment Funds' managers or pursuant to the Investment Funds' agreements. The Investment Funds value their underlying investments in accordance with policies established by each Investment Fund, as described in each of their financial statements or offering memoranda. The Master Fund's valuation procedures require the Adviser to consider all relevant information available at the time the Master Fund values its portfolio. The Adviser has assessed factors including, but not limited to, the individual Investment Funds' compliance with fair value measurements, price transparency and valuation procedures in place. The Adviser and/or the Board will consider such information and consider whether it is appropriate, in light of all relevant circumstances, to value such a position at its NAV as reported or whether to adjust such value. The underlying investments of each Investment Fund are accounted for at fair value as described in each Investment Fund's financial statements.

The Adviser employs ongoing due diligence policies and processes with respect to Investment Funds and their investment managers. The Adviser assesses the quality of information provided and determines whether such information continues to be reliable or whether additional inquiry is necessary. Such inquiries may require the Adviser to forego its normal reliance on the value provided and to independently determine the fair value of the Master Fund's interest in such Investment Fund.

The fair value relating to certain underlying investments of these Investment Funds, for which there is no ready market, has been estimated by the respective Investment Funds' management and is based upon available information in the absence of readily ascertainable fair values and does not necessarily represent amounts that might ultimately be realized. Due to the inherent uncertainty of valuation, those estimated fair values may differ significantly from the values that would have been used had a ready market for the investments existed. These differences could be material.

The Master Fund may also make Direct Investments, which are interests in securities issued by operating companies and are typically made as investments alongside a private equity fund. With respect to valuation of Direct Investments, they are fair valued typically by reference to the valuation utilized by the corresponding private equity fund or with a third party valuation agent.

The following table represents the inputs used to value the investments at fair value within the valuation hierarchy as of December 31, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities at Value** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Direct Investments | $– | $– | $504787 | $504787 |
| Government Bond |  | 74233475 |  | 74233475 |
| Short-Term Investments | 110501269 |  |  | 110501269 |
| TOTAL | $110501269 | $74233475 | $504787 | $185239531 |
| **Other Financial Instruments** |  |  |  |  |
| Forward Foreign Currency Contracts\* | $– | $(175295) | $– | $(175295) |
| TOTAL | $– | $(175295) | $– | $(175295) |

---

\* Forward foreign currency contracts are valued at the unrealized appreciation/(depreciation) on the investment.

The Master Fund held Investment Funds with a fair value of $988,636,180, that in accordance with ASU 2015-07, are excluded from the fair value hierarchy as of December 31, 2022, as investments in Investment Funds valued at net asset value, as a "practical expedient", are not required to be included in the fair value hierarchy.

## 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