# EDGAR Filing Document

**Accession Number:** 0001966776
**File Stem:** 0000940400-26-009589
**Filing Date:** 2026-3
**Character Count:** 62469
**Document Hash:** 4657c5ff9a68c46341090e117b188817
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-009589.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000940400-26-009589

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** KKR Asset-Based Income Fund
- **CENTRAL INDEX KEY:** 0001966776

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23871
- **FILM NUMBER:** 26705353

**BUSINESS ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104
- **BUSINESS PHONE:** (415) 315-3620

**MAIL ADDRESS:**
- **STREET 1:** 555 CALIFORNIA STREET, 50TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** KKR Asset-Based Income Fund

- **b. Investment Company Act file number:** 811-23871

- **c. CIK number of Registrant:** 0001966776

- **d. LEI of Registrant:** 5493000AHGD6M7DSJ514

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

  - **Street Address 1:** 555 CALIFORNIA STREET, 50TH FLOOR

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

  - **Telephone number:** 415-315-3620

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

- **a. Name of Series:** KKR Asset-Based Income Fund

- **c. LEI of Series:** 5493000AHGD6M7DSJ514

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $571402798.40

**Total Liabilities:** $9042683.06

**Net Assets:** $562360115.34

**Cash Not Reported:** $13254060.35

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 8771.71860000 | **5-Year:** 22497.93053000 | **10-Year:** 67940.30397000 | **30-Year:** 17891.80744000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 4401.95260000 | **5-Year:** 46351.57577000 | **10-Year:** 89041.99162000 | **30-Year:** 11136.97603000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.56%                | 0.59%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $113333.09               | $-426309.41                                |
| Month 2  | $139543.04               | $-138892.23                                |
| Month 3  | $2802233.43              | $-1123102.70                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GSAM Vintage Platform IX NAV TL 1L 02/25 (Vintage IX B2 AB)    | GSAM Vintage Platform IX NAV TL 1L 02/25 (Vintage IX B2 AB)    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565855 | PA      | $565854.62    | 0.10%             | 2030-10-18      | Floating      | 6.32%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2024-CES3                            | CUSIP: 89183EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2439390 | PA      | $2482929.70   | 0.44%             | 2064-05-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5       | CUSIP: 61777QAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2035197.20   | 0.36%             | 2069-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| MESA Trust 2025-1 - MESA TRUST 2025-1 C                        | MESA Trust 2025-1 - MESA TRUST 2025-1 C                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    986155 | PA      | $986155.00    | 0.18%             | 2060-06-25      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| Centersquare Issuer LLC                                        | Centersquare Issuer LLC                                        | CUSIP: 15201EAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12025000 | PA      | $11851351.79  | 2.11%             | 2055-12-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                       | Octane Receivables Trust 2025-RVM1                             | CUSIP: 67571HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5394000 | PA      | $5442331.32   | 0.97%             | 2046-12-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                      | SAIF Securitization Trust 2025-CES1                            | CUSIP: 78438CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $592165.54    | 0.11%             | 2065-06-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lesha - Project Skyline - TL 1L DD 10/24                       | Lesha - Project Skyline - TL 1L DD 10/24                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2843399 | PA      | $2891451.98   | 0.51%             | 2029-03-31      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Lesha - Project Skyline - TL 1L DD 10/24                       | Lesha - Project Skyline - TL 1L DD 10/24                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2463910 | PA      | $2506782.03   | 0.45%             | 2029-02-28      | Fixed         | 6.72%                 | No            |                  3 | On Loan: No      |
| Lesha - Project Skyline - TL 1L DD 10/24                       | Lesha - Project Skyline - TL 1L DD 10/24                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3054437 | PA      | $3094450.26   | 0.55%             | 2032-08-28      | Fixed         | 6.67%                 | No            |                  3 | On Loan: No      |
| Sunbit Asset Securitization Tr                                 | Sunbit Asset Securitization Trust 2025-1                       | CUSIP: 86709SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459000 | PA      | $462185.18    | 0.08%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BHG FUNDING 06 LLC - TL 2L 05/23 Tranche 2 Class B             | BHG FUNDING 06 LLC - TL 2L 05/23 Tranche 2 Class B             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1694412 | PA      | $1703901.03   | 0.30%             | 2036-05-19      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Navient Education Loan Trust                                   | Navient Education Loan Trust 2025-A                            | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755521 | PA      | $762072.88    | 0.14%             | 2033-10-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corp - SNVA 2024-3 A                            | Sunnova Energy Corp - SNVA 2024-3 A                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19667935 | PA      | $19553861.28  | 3.48%             | 2059-07-30      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| BHG FUNDING 06 LLC - TL 1L 05/23 Tranche 2 Class A             | BHG FUNDING 06 LLC - TL 1L 05/23 Tranche 2 Class A             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7005342 | PA      | $7036165.76   | 1.25%             | 2036-05-19      | Fixed         | 7.07%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                                 | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3       | CUSIP: 61779JAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041000 | PA      | $1040548.00   | 0.19%             | 2070-09-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust Series 2025-NQM3                      | CUSIP: 46659QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322000 | PA      | $325573.07    | 0.06%             | 2065-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BHG FUNDING 06 LLC - TL 3L 05/23 Tranche 2 Class C             | BHG FUNDING 06 LLC - TL 3L 05/23 Tranche 2 Class C             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1694701 | PA      | $1581156.42   | 0.28%             | 2036-05-19      | Variable      | 9.23%                 | No            |                  3 | On Loan: No      |
| Home Owner Mortgage Enhanced S                                 | HOMES 2025-NQM4 Trust                                          | CUSIP: 403958AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609000 | PA      | $613588.39    | 0.11%             | 2070-08-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| METROCOMMUNICATIONSI0.0125FEB55                                | METROCOMMUNICATIONSI0.0125FEB55                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1811681 | PA      | $1878170.12   | 0.33%             | 2055-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SF ABS Issuer LLC                                              | SF Abs Issuer LLC                                              | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9351400 | PA      | $9169184.23   | 1.63%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                 | PRPM 2025-NQM3 Trust                                           | CUSIP: 69382NAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551000 | PA      | $558783.48    | 0.10%             | 2070-05-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                             | Sunnova Helios XI Issuer LLC                                   | CUSIP: 86746AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5606305 | PA      | $4156219.15   | 0.74%             | 2050-05-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust Series 2025-INV1                      | CUSIP: 466910BD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880855 | PA      | $913450.88    | 0.16%             | 2055-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP - LYRA 2024-3A A2                | Lyra Music Assets Delaware LP - LYRA 2024-3A A2                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9248359 | PA      | $9370339.76   | 1.67%             | 2064-12-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                     | AMSR 2024-SFR2 Trust                                           | CUSIP: 00179UAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9468653.00   | 1.68%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SunPower Financial TL 01/25 (Q1 2025)                          | SunPower Financial TL 01/25 (Q1 2025)                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2887498 | PA      | $2887498.49   | 0.51%             | 2054-08-30      | Fixed         | 6.69%                 | Yes           |                  3 | On Loan: No      |
| KKR Asset-Based Income Fund - HG ABF                           | KKR Asset-Based Income Fund - HG ABF                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9879913 | PA      | $10242505.81  | 1.82%             | 2055-02-25      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| MESA Trust 2025-1 - MESA TRUST 2025-1 R                        | MESA Trust 2025-1 - MESA TRUST 2025-1 R                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    726904 | PA      | $726904.00    | 0.13%             | 2060-06-25      | Variable      | 15.00%                | No            |                  3 | On Loan: No      |
| Grayrock Fund IV Abs Issuer LLC - Grayrock 2025-1 Class A      | Grayrock Fund IV Abs Issuer LLC - Grayrock 2025-1 Class A      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22082000 | PA      | $22082000.00  | 3.93%             | 2041-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Point Securitization Trust                                     | Point Securitization Trust 2025-2                              | CUSIP: 73071PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1269000 | PA      | $1271897.25   | 0.23%             | 2055-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ardian US LLC - TL 1L 07/25                                    | Ardian US LLC - TL 1L 07/25                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11386416 | PA      | $11386415.54  | 2.02%             | 2028-12-31      | Floating      | 6.50%                 | No            |                  3 | On Loan: No      |
| Sunbit Asset Securitization Tr                                 | Sunbit Asset Securitization Trust 2025-1                       | CUSIP: 86709SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1123487.16   | 0.20%             | 2030-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                     | AMSR 2025-SFR2 Trust                                           | CUSIP: 00180BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1573000 | PA      | $1471523.57   | 0.26%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corp - SNVA 2024-3 B                            | Sunnova Energy Corp - SNVA 2024-3 B                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    866682 | PA      | $863302.26    | 0.15%             | 2059-07-30      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust Series 2025-4                         | CUSIP: 46593UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807844 | PA      | $752119.00    | 0.13%             | 2055-11-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2025-CES3                            | CUSIP: 891949AD1<br>LEI: 254900XDQGDYHMUKZJ77 | Long             | ABS-MBS          | CORP              | US        |   1517000 | PA      | $1527094.72   | 0.27%             | 2065-08-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust Series 2025-NQM3                      | CUSIP: 46659QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1652000 | PA      | $1670656.70   | 0.30%             | 2065-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                     | Progress Residential 2023-SFR1 Trust                           | CUSIP: 74334FAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2513322.50   | 0.45%             | 2040-03-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                           | Cross 2024-H8 Mortgage Trust                                   | CUSIP: 22757GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1976000 | PA      | $2007220.01   | 0.36%             | 2069-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| NRP Mortgage Trust                                             | NRP Mortgage Trust 2013-1                                      | CUSIP: 62942KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6602063 | PA      | $4309859.74   | 0.77%             | 2043-07-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                 | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5       | CUSIP: 61779BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1363000 | PA      | $1381809.13   | 0.25%             | 2070-07-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Grayrock Fund IV Abs Issuer LLC - Grayrock 2025-1 Class B      | Grayrock Fund IV Abs Issuer LLC - Grayrock 2025-1 Class B      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5171000 | PA      | $5171000.00   | 0.92%             | 2041-02-15      | Fixed         | 11.24%                | Yes           |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                               | Unlock HEA Trust 2025-2                                        | CUSIP: 914917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1827000 | PA      | $1791432.88   | 0.32%             | 2041-11-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                        | Centersquare Issuer LLC                                        | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12645000 | PA      | $11975129.86  | 2.13%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                                 | Santander Mortgage Asset Receivable Trust 2025-Ces1            | CUSIP: 802650AE1<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   3255000 | PA      | $3251564.35   | 0.58%             | 2055-09-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| College Ave Student Loans                                      | College Ave Student Loans 2023-A LLC                           | CUSIP: 193938AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3356639 | PA      | $3505928.67   | 0.62%             | 2055-05-25      | Fixed         | 8.49%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                     | Point Securitization Trust 2025-2                              | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8879167 | PA      | $8875214.92   | 1.58%             | 2055-09-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                       | Angel Oak Mortgage Trust 2025-10                               | CUSIP: 034940AD8<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    566000 | PA      | $567046.70    | 0.10%             | 2070-09-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                 | Provident Funding Mortgage Trust 2025-5                        | CUSIP: 74388RBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1101924 | PA      | $1096945.22   | 0.20%             | 2055-11-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                    | PRKCM 2022-AFC2 Trust                                          | CUSIP: 69377TAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2420000 | PA      | $2421195.48   | 0.43%             | 2057-08-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                 | Provident Funding Mortgage Trust 2025-2                        | CUSIP: 74389DBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930997 | PA      | $954284.85    | 0.17%             | 2055-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol IX Issuer LLC - Sunnova 2025-1 Class A             | Sunnova Sol IX Issuer LLC - Sunnova 2025-1 Class A             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8704730 | PA      | $8582864.21   | 1.53%             | 2060-01-30      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| RFS Asset Securitization LLC                                   | RFS Asset Securitization V LLC                                 | CUSIP: 74970DAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008284.40   | 0.18%             | 2032-05-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| New Mountain Guardian IV Rated                                 | New Mountain Guardian IV Rated Feeder III Ltd                  | CUSIP: 647907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20004876.00  | 3.56%             | 2037-11-19      | Floating      | 7.52%                 | No            |                  3 | On Loan: No      |
| RFS Asset Securitization LLC                                   | RFS Asset Securitization V LLC                                 | CUSIP: 74970DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1264196.25   | 0.22%             | 2032-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GSAM Vintage Platform IX NAV TL 1L DD 02/25 (Vintage IX A AB)  | GSAM Vintage Platform IX NAV TL 1L DD 02/25 (Vintage IX A AB)  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285665 | PA      | $285665.26    | 0.05%             | 2030-10-18      | Floating      | 6.22%                 | No            |                  3 | On Loan: No      |
| New Residential Mortgage Loan                                  | New Residential Mortgage Loan Trust 2025-NQM4                  | CUSIP: 64832FAF3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1487000 | PA      | $1504700.65   | 0.27%             | 2065-07-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                                 | Santander Mortgage Asset Receivable Trust 2025-Ces1            | CUSIP: 802650AF8<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   2749000 | PA      | $2750445.70   | 0.49%             | 2055-09-25      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Unison Trust 2025-1 - UNSN 2025-1 A                            | Unison Trust 2025-1 - UNSN 2025-1 A                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10836116 | PA      | $10179338.92  | 1.81%             | 2055-07-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                       | Angel Oak Mortgage Trust 2025-8                                | CUSIP: 03466UAD6<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |   2153000 | PA      | $2182266.16   | 0.39%             | 2070-07-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| KCG Securitization, LLC                                        | KCG Securitization 2024-1 LLC                                  | CUSIP: 48243TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938000 | PA      | $948693.20    | 0.17%             | 2029-09-17      | Fixed         | 8.22%                 | No            |                  3 | On Loan: No      |
| College Ave Student Loans                                      | College Ave Student Loans 2023-A LLC                           | CUSIP: 193938AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1694324 | PA      | $1745558.78   | 0.31%             | 2055-05-25      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| METRO COMMUNICATIONS I 0.01 25FEB55_Unfunded_2                 | METRO COMMUNICATIONS I 0.01 25FEB55_Unfunded_2                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216142 | PA      | $223923.46    | 0.04%             | 2055-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Unison Trust                                                   | Unison Trust 2023-2                                            | CUSIP: 90920AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18333613 | PA      | $18282066.34  | 3.25%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METRO COMMUNICATIONS I 0.01 25FEB55_Unfunded_1                 | METRO COMMUNICATIONS I 0.01 25FEB55_Unfunded_1                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190502 | PA      | $1234193.44   | 0.22%             | 2055-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HTAP Trust                                                     | HTAP Issuer Trust 2025-2                                       | CUSIP: 40446QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1184000 | PA      | $1175277.12   | 0.21%             | 2043-06-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loan Trust 2023-3                                 | CUSIP: 618933AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6300557 | PA      | $5924434.90   | 1.05%             | 2053-11-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                               | Unlock HEA Trust 2025-3                                        | CUSIP: 914919AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14391000 | PA      | $14287298.45  | 2.54%             | 2041-12-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MESA Trust 2025-1 - MESA TRUST 2025-1 A                        | MESA Trust 2025-1 - MESA TRUST 2025-1 A                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10612928 | PA      | $10612928.00  | 1.89%             | 2060-06-25      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| Provident Funding Mortgage Tru                                 | Provident Funding Mortgage Trust 2025-2                        | CUSIP: 74389DBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1029153 | PA      | $1027942.21   | 0.18%             | 2055-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                     | Progress Residential 2024-SFR5 Trust                           | CUSIP: 74332HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10044000 | PA      | $9369197.88   | 1.67%             | 2029-08-09      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc - TL 1L 07/23 (Charis)                              | Sunrun Inc - TL 1L 07/23 (Charis)                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10816220 | PA      | $11281317.62  | 2.01%             | 2053-07-30      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| KKR Asset-Based Income Fund - HG ABF                           | KKR Asset-Based Income Fund - HG ABF                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4003000 | PA      | $4129895.10   | 0.73%             | 2065-03-20      | Fixed         | 6.79%                 | Yes           |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust Series 2024-NQM1                      | CUSIP: 465983AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680000 | PA      | $1699598.88   | 0.30%             | 2064-02-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                     | Point Securitization Trust 2023-1                              | CUSIP: 73071JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98523 | PA      | $99117.86     | 0.02%             | 2053-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                   | Navient Refinance Loan Trust 2025-A                            | CUSIP: 63943FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2287000 | PA      | $2341321.28   | 0.42%             | 2055-02-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GSAM Vintage Platform IX NAV TL 1L 02/25 (Vintage IX A AB)     | GSAM Vintage Platform IX NAV TL 1L 02/25 (Vintage IX A AB)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    927034 | PA      | $927033.90    | 0.16%             | 2030-10-18      | Floating      | 6.22%                 | No            |                  3 | On Loan: No      |
| Centersquare Issuer LLC                                        | Centersquare Issuer LLC                                        | CUSIP: 15201EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10017000 | PA      | $9866403.42   | 1.75%             | 2054-10-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                 | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8       | CUSIP: 61779QAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1665000 | PA      | $1665576.42   | 0.30%             | 2070-09-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                     | HTAP Issuer Trust 2025-2                                       | CUSIP: 40446QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20714247 | PA      | $20708283.73  | 3.68%             | 2043-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sallie Mae Levered - TL DD B 11/25 (Mezz)                      | Sallie Mae Levered - TL DD B 11/25 (Mezz)                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6215694 | PA      | $6215694.00   | 1.11%             | 2032-11-22      | Floating      | 6.47%                 | No            |                  3 | On Loan: No      |
| UNLOCK HEA TRUST                                               | Unlock HEA Trust 2024-2                                        | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995063 | PA      | $997035.10    | 0.18%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                 | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7       | CUSIP: 61779KAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2332000 | PA      | $2332267.95   | 0.41%             | 2070-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol IX Issuer LLC - Sunnova 2025-1 Class B             | Sunnova Sol IX Issuer LLC - Sunnova 2025-1 Class B             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666476 | PA      | $660611.18    | 0.12%             | 2060-01-30      | Fixed         | 8.65%                 | Yes           |                  3 | On Loan: No      |
| Regional Management Issuance T                                 | Regional Management Issuance Trust 2025-2                      | CUSIP: 75908BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1977000 | PA      | $1971163.11   | 0.35%             | 2037-11-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Sallie Mae Levered - 13.000 11/2033 (SPV Maguire Flow Agg)     | Sallie Mae Levered - 13.000 11/2033 (SPV Maguire Flow Agg)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1207286 | PA      | $1207285.65   | 0.21%             | 2033-11-26      | Fixed         | 13.00%                | Yes           |                  3 | On Loan: No      |
| Provident Funding Mortgage Tru                                 | Provident Funding Mortgage Trust 2025-2                        | CUSIP: 74389DBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979579 | PA      | $995412.69    | 0.18%             | 2055-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| MESA Trust 2025-1 - MESA TRUST 2025-1 B                        | MESA Trust 2025-1 - MESA TRUST 2025-1 B                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1174013 | PA      | $1174013.00   | 0.21%             | 2060-06-25      | Fixed         | 5.70%                 | No            |                  3 | On Loan: No      |
| Lesha - Project Skyline - TL 1L DD 10/24                       | Lesha - Project Skyline - TL 1L DD 10/24                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3441334 | PA      | $3504310.48   | 0.62%             | 2030-08-31      | Fixed         | 6.61%                 | No            |                  3 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2025-HYB1                               | CUSIP: 816938AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1501729.30   | 0.27%             | 2055-10-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Lesha - Project Skyline - TL 1L DD 10/24                       | Lesha - Project Skyline - TL 1L DD 10/24                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4094627 | PA      | $4139667.75   | 0.74%             | 2031-02-28      | Fixed         | 6.70%                 | No            |                  3 | On Loan: No      |
| Chase Mortgage Finance Corpora                                 | Chase Home Lending Mortgage Trust 2025-RPL1                    | CUSIP: 16160VAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1152000 | PA      | $684883.47    | 0.12%             | 2065-04-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Sallie Mae Levered - Private Equity (SPV Maguire Flow Agg)     | Sallie Mae Levered - Private Equity (SPV Maguire Flow Agg)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319549 | NS      | $319548.60    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Genesis Aircraft Services Ltd - TL 1L DD 08/23                 | Genesis Aircraft Services Ltd - TL 1L DD 08/23                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1533985 | PA      | $1533984.58   | 0.27%             | 2029-08-31      | Variable      | 2.04%                 | No            |                  3 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2025-HYB1                               | CUSIP: 816938AK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014000 | PA      | $973684.17    | 0.17%             | 2055-10-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                       | Angel Oak Mortgage Trust 2024-13                               | CUSIP: 03466PAE5<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2025234.00   | 0.36%             | 2069-12-26      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Fidelity Treasury Portfolio                                    | Fidelity Treasury Portfolio                                    | CUSIP: 316175504<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  12908652 | NS      | $12908651.93  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Mortgage Asset Recei                                 | Santander Mortgage Asset Receivable Trust 2025-Ces1            | CUSIP: 802650AD3<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   9114000 | PA      | $9119571.39   | 1.62%             | 2055-09-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                     | AMSR 2022-SFR3 Trust                                           | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1216611.38   | 0.22%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Trust 2025-PJ7                   | CUSIP: 36272MCK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958544 | PA      | $931508.76    | 0.17%             | 2055-12-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| SunPower Financial - Private Equity (SPV)                      | SunPower Financial - Private Equity (SPV)                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    615493 | NS      | $679761.54    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mulligan Asset Securitization                                  | Mulligan Asset Securitization II LLC                           | CUSIP: 62534LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9554837.80   | 1.70%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5       | CUSIP: 61777QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3661321.68   | 0.65%             | 2069-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                             | SSI ABS-2025-1 Issuer LLC                                      | CUSIP: 78475CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2802013 | PA      | $2844181.68   | 0.51%             | 2065-07-25      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Sallie Mae Unlevered - 0.000 12/2055 Class R (Equity)          | Sallie Mae Unlevered - 0.000 12/2055 Class R (Equity)          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329275 | PA      | $329275.06    | 0.06%             | 2055-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                       | Angel Oak Mortgage Trust 2024-13                               | CUSIP: 03466PAD7<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7102713.80   | 1.26%             | 2069-12-26      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| GSAM Vintage Platform IX NAV TL 1L DD 02/25 (Vintage IX B AB)  | GSAM Vintage Platform IX NAV TL 1L DD 02/25 (Vintage IX B AB)  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3399588 | PA      | $3399588.07   | 0.60%             | 2030-10-18      | Floating      | 6.32%                 | No            |                  3 | On Loan: No      |
| Sallie Mae Unlevered - 1.200 12/2055 FRN Class A-FL            | Sallie Mae Unlevered - 1.200 12/2055 FRN Class A-FL            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210807 | PA      | $210807.23    | 0.04%             | 2055-12-25      | Floating      | 5.10%                 | No            |                  3 | On Loan: No      |
| SMB Private Education Loan Tru                                 | SMB Private Education Loan Trust 2025-B                        | CUSIP: 83208BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2982000 | PA      | $3058416.14   | 0.54%             | 2053-03-17      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Metro Communications Issuer LLC                                | Metro Communications Issuer LLC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1801186 | PA      | $1866028.70   | 0.33%             | 2055-02-25      | Fixed         | 7.82%                 | Yes           |                  3 | On Loan: No      |
| Chase Mortgage Finance Corpora                                 | Chase Home Lending Mortgage Trust Series 2025-9                | CUSIP: 16160UBT1<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |   1300796 | PA      | $1325996.93   | 0.24%             | 2056-06-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sallie Mae Unlevered - 4.950 12/2055 Class A-FX                | Sallie Mae Unlevered - 4.950 12/2055 Class A-FX                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2698075 | PA      | $2698074.89   | 0.48%             | 2055-12-25      | Fixed         | 4.95%                 | No            |                  3 | On Loan: No      |
| Sallie Mae Unlevered - 6.250 12/2055 Class D                   | Sallie Mae Unlevered - 6.250 12/2055 Class D                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70948 | PA      | $70947.71     | 0.01%             | 2055-12-25      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| METROCOMMUNICATIONSI0.0125FEB55                                | METROCOMMUNICATIONSI0.0125FEB55                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329672 | PA      | $341539.96    | 0.06%             | 2055-02-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Sallie Mae Unlevered - 5.650 12/2055 Class C                   | Sallie Mae Unlevered - 5.650 12/2055 Class C                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106423 | PA      | $106422.65    | 0.02%             | 2055-12-25      | Fixed         | 5.65%                 | No            |                  3 | On Loan: No      |
| SAIF Securitization Trust                                      | SAIF Securitization Trust 2025-CES1                            | CUSIP: 78438CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $592123.65    | 0.11%             | 2065-06-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| GSAM Vintage Platform IX NAV TL 1L 02/25 (Vintage IX B AB)     | GSAM Vintage Platform IX NAV TL 1L 02/25 (Vintage IX B AB)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8536316 | PA      | $8536316.44   | 1.52%             | 2030-10-18      | Floating      | 6.32%                 | No            |                  3 | On Loan: No      |
| Sallie Mae Unlevered - 5.450 12/2055 Class B                   | Sallie Mae Unlevered - 5.450 12/2055 Class B                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461163 | PA      | $461163.37    | 0.08%             | 2055-12-25      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| COLT Funding LLC                                               | Colt 2024-7 Mortgage Loan Trust                                | CUSIP: 19688YAD6<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7104730.50   | 1.26%             | 2069-12-26      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Libertas Asset Securitization                                  | Libertas Asset Securitization LLC                              | CUSIP: 529922AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461000 | PA      | $465496.04    | 0.08%             | 2031-01-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                 | EFMT 2025-CES4                                                 | CUSIP: 267954AD7<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   3360000 | PA      | $3388879.87   | 0.60%             | 2060-06-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Tr                                 | OnDeck Asset Securitization IV LLC                             | CUSIP: 67108SAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $823407.76    | 0.15%             | 2032-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                       | Angel Oak Mortgage Trust 2024-12                               | CUSIP: 034932AE3<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3048481.80   | 0.54%             | 2069-10-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Trust 2025-PJ5                   | CUSIP: 36272DCK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719291 | PA      | $690876.54    | 0.12%             | 2055-10-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                               | Unlock HEA Trust 2025-2                                        | CUSIP: 914917AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3514752 | PA      | $3507506.30   | 0.62%             | 2041-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                             | SSI ABS-2025-1 Issuer LLC                                      | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2980615 | PA      | $3024575.77   | 0.54%             | 2065-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                               | Unlock HEA Trust 2025-3                                        | CUSIP: 914919AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3609000 | PA      | $3544933.03   | 0.63%             | 2041-12-25      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                     | AMSR 2023-SFR1 Trust                                           | CUSIP: 66981XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5939000 | PA      | $5768823.30   | 1.03%             | 2040-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                  | New Residential Mortgage Loan Trust 2024-NQM3                  | CUSIP: 647910AF5<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |   3885000 | PA      | $3975980.87   | 0.71%             | 2064-11-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                                         | AP Grange Holdings LLC                                         | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  19190000 | PA      | $20245450.00  | 3.60%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Ondeck Asset Securitization Tr                                 | OnDeck Asset Securitization IV LLC                             | CUSIP: 67108SAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $826380.91    | 0.15%             | 2032-11-17      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Libertas Asset Securitization                                  | Libertas Asset Securitization LLC                              | CUSIP: 529922AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369000 | PA      | $372602.10    | 0.07%             | 2031-01-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                               | Unlock HEA Trust 2024-1                                        | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4078050 | PA      | $4079421.04   | 0.73%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                               | Unlock HEA Trust 2025-1                                        | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10701073 | PA      | $10751278.05  | 1.91%             | 2041-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                                 | Homes 2024-Nqm2 Trust                                          | CUSIP: 43761CAG7<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5078284.00   | 0.90%             | 2069-10-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc - TL 1L 02/24 (Romulus)                             | Sunrun Inc - TL 1L 02/24 (Romulus)                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12815779 | PA      | $13145144.43  | 2.34%             | 2054-01-31      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                                     | Progress Residential 2025-SFR5 Trust                           | CUSIP: 74334RAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8155000 | PA      | $7881004.23   | 1.40%             | 2042-10-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GSAM Vintage Platform IX NAV TL 1L DD 02/25 (Vintage IX B2 AB) | GSAM Vintage Platform IX NAV TL 1L DD 02/25 (Vintage IX B2 AB) | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377181 | PA      | $377181.36    | 0.07%             | 2030-10-18      | Floating      | 6.32%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** KKR Asset-Based Income Fund

**Signature:** Thomas Murphy

**Name of Signer:** Thomas Murphy

**Title:** CFO of ABIF