NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

Whole Loans - 24.4% (a)

         

Consumer Loans - 5.3%

         

United States - 5.3%

         

340792099, 35.99%, 11/17/2025 (b)(c)(d)(e)

  Uplift   8/29/2025   $ 144     $ 148     $ 17  

340923298, 35.99%, 02/17/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     98       101       14  

340956653, 35.99%, 05/17/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

340981306, 23.99%, 07/17/2026 (b)(c)

  Uplift   8/29/2025     456       460       449  

340989042, 21.99%, 05/17/2026 (b)(c)

  Uplift   8/29/2025     156       157       155  

341000609, 19.99%, 08/18/2027 (b)(c)

  Uplift   8/29/2025     1,569       1,602       1,541  

341004128, 35.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     422       426       416  

341004827, 27.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     675       682       666  

341007501, 29.99%, 05/18/2026 (b)(c)(d)

  Uplift   8/29/2025     716       736       74  

341008907, 21.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

341014111, 24.99%, 07/18/2026 (b)(c)(d)

  Uplift   8/29/2025     1,039       1,068       305  

341076198, 35.99%, 02/18/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     307       316       36  

341083019, 21.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     89       89       88  

341089027, 35.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341099046, 23.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     924       932       911  

341111920, 0.00%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     119       118       116  

341114169, 35.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     72       72       71  

341114686, 29.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     810       819       800  

341115205, 16.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     831       839       820  

341125506, 18.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     140       141       139  

341129503, 29.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     115       116       114  

341138018, 35.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     135       135       133  

341142728, 35.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     772       780       762  

341143334, 0.00%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     389       379       367  

341144483, 33.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     525       531       518  

341144716, 0.00%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     848       829       804  

341151299, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     50       51       6  

341151869, 35.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     97       97       96  

341158874, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     376       378       373  

341160334, 19.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     435       440       430  

341161457, 19.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     161       162       160  

341164676, 0.00%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     1,544       1,513       1,473  

341171594, 35.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     124       124       122  

341181536, 0.00%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     665       649       630  

341186905, 35.99%, 05/18/2026 (b)(c)

  Uplift   8/29/2025     77       78       77  

341187737, 0.00%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     843       823       798  

341191164, 29.99%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     444       449       438  

341191444, 35.99%, 11/18/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     247       254       30  

341191570, 0.00%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     1,024       1,002       972  

341193277, 0.00%, 07/18/2026 (b)(c)

  Uplift   8/29/2025     603       589       570  

341194698, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     556       562       549  

341197525, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     94       94       93  

341201644, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     113       113       111  

341203380, 0.00%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     366       361       353  

341204879, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     305       298       294  

341206235, 35.99%, 02/19/2027 (b)(c)

  Uplift   8/29/2025     1,242       1,265       1,219  

341207268, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     95       95       94  

341207841, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     650       657       642  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341212435, 21.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025   $ 839     $ 848     $ 829  

341214731, 24.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     451       455       445  

341215455, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     147       148       145  

341216092, 21.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     469       474       463  

341216783, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     733       717       695  

341220550, 33.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     922       932       911  

341220598, 35.99%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     46       47       5  

341224065, 27.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     163       164       161  

341225830, 35.99%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     308       317       66  

341226033, 19.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

341226115, 29.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     669       676       661  

341226592, 24.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

341227649, 21.99%, 11/19/2025 (b)(c)(e)

  Uplift   8/29/2025     20       20       20  

341231988, 35.99%, 12/03/2025 (b)(c)(e)

  Uplift   8/29/2025     8       8       8  

341269575, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     34       34       33  

341269950, 24.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     223       224       220  

341272183, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     499       505       493  

341272907, 18.99%, 08/19/2027 (b)(c)

  Uplift   8/29/2025     7,887       8,050       7,757  

341273065, 18.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     241       242       238  

341274235, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     162       163       160  

341276994, 23.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     168       169       165  

341277164, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     65       66       65  

341277387, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     526       532       519  

341278417, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     97       97       96  

341278706, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     84       84       83  

341279562, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     255       256       253  

341279987, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     174       175       173  

341280179, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     90       91       89  

341280566, 12.99%, 02/19/2027 (b)(c)

  Uplift   8/29/2025     1,520       1,546       1,494  

341282705, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     310       313       306  

341282719, 29.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     27       27       27  

341282956, 16.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     608       613       600  

341284595, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341284716, 35.99%, 05/19/2026 (b)(c)(d)

  Uplift   8/29/2025     147       151       52  

341286598, 19.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     97       98       96  

341286633, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     159       159       157  

341287156, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     589       595       581  

341287209, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     618       624       609  

341289431, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     82       82       81  

341289726, 18.99%, 05/19/2026 (b)(c)(d)

  Uplift   8/29/2025     366       377       178  

341289997, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     492       480       465  

341290346, 29.99%, 07/19/2026 (b)(c)(d)

  Uplift   8/29/2025     845       868       395  

341293035, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     534       539       527  

341300845, 19.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     842       850       831  

341301431, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     61       61       60  

341303324, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     122       122       120  

341303330, 14.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     222       223       220  

341304140, 35.99%, 11/19/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     202       208       24  

341304264, 19.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     205       206       203  

341304280, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     99       100       98  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341304460, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025   $ 396     $ 400     $ 391  

341306331, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     101       101       100  

341306337, 16.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     120       120       118  

341308283, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     107       108       106  

341308758, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     197       198       195  

341311005, 19.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     1,386       1,394       1,371  

341311115, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     521       527       516  

341311749, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     89       89       88  

341312068, 23.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     508       513       502  

341312300, 25.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     470       475       464  

341313375, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     630       636       622  

341313855, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     106       106       105  

341313979, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     439       443       433  

341314192, 24.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

341314896, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     473       478       466  

341318013, 35.99%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     69       71       9  

341318668, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     792       774       750  

341321226, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     214       215       211  

341323607, 35.99%, 08/19/2027 (b)(c)

  Uplift   8/29/2025     1,733       1,770       1,699  

341323915, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     123       124       122  

341324505, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     100       100       98  

341325469, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     334       336       330  

341325820, 27.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     194       195       192  

341326251, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     161       161       159  

341329715, 14.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     229       230       226  

341329808, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     62       62       61  

341330257, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     1,126       1,102       1,069  

341330458, 24.99%, 02/19/2027 (b)(c)

  Uplift   8/29/2025     1,289       1,312       1,266  

341332593, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     208       210       206  

341333470, 29.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     94       94       93  

341333871, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     133       133       131  

341333894, 35.99%, 07/31/2026 (b)(c)

  Uplift   8/29/2025     451       454       201  

341334733, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     100       101       99  

341336288, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     84       84       83  

341336934, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     96       96       95  

341338158, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     478       481       473  

341338173, 29.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     114       114       113  

341339093, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     848       856       837  

341339869, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     168       169       166  

341341086, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     116       116       114  

341341315, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     380       370       361  

341341498, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     1,362       1,334       1,294  

341341623, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     145       146       144  

341341917, 16.99%, 08/19/2027 (b)(c)

  Uplift   8/29/2025     7,684       7,842       7,550  

341342188, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     188       188       185  

341342323, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341343335, 29.99%, 02/19/2027 (b)(c)

  Uplift   8/29/2025     3,331       3,392       3,271  

341343416, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     222       224       220  

341343445, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     291       294       288  

341345547, 29.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     109       109       108  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341345827, 0.00%, 05/19/2026 (b)(c)

  Uplift   8/29/2025   $ 222     $ 219     $ 213  

341347331, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     671       678       662  

341348169, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     169       170       167  

341348821, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     483       471       456  

341351095, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     548       554       541  

341351125, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     179       180       177  

341353053, 35.99%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     33       34       7  

341353149, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     651       658       643  

341353984, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     53       53       52  

341354697, 0.00%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     619       583       170  

341356089, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     76       76       75  

341356241, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     109       109       108  

341356848, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     558       544       527  

341358035, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     516       504       494  

341359604, 35.99%, 08/19/2026 (b)(c)

  Uplift   8/29/2025     659       667       649  

341359760, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     87       87       86  

341359923, 0.00%, 02/19/2027 (b)(c)

  Uplift   8/29/2025     1,249       1,167       1,148  

341360117, 0.00%, 02/19/2027 (b)(c)

  Uplift   8/29/2025     1,148       1,072       1,054  

341364237, 33.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

341364436, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     162       163       160  

341364450, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     161       162       159  

341364955, 35.99%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     106       108       12  

341365439, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     702       710       693  

341366393, 29.99%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     508       522       123  

341367214, 35.99%, 02/19/2027 (b)(c)

  Uplift   8/29/2025     883       899       869  

341367753, 0.00%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     569       562       549  

341368049, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     576       582       568  

341368558, 35.99%, 05/19/2026 (b)(c)(d)

  Uplift   8/29/2025     315       324       107  

341369015, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     607       592       575  

341369070, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     408       397       385  

341370169, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     177       178       175  

341371022, 19.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     223       225       220  

341371180, 35.99%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     74       76       14  

341372458, 19.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     428       432       422  

341373951, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     414       403       390  

341374393, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     152       153       150  

341374821, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     517       504       489  

341375709, 19.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

341375892, 21.99%, 08/27/2027 (b)(c)

  Uplift   8/29/2025     1,925       1,965       1,901  

341376085, 29.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     210       212       208  

341377347, 0.00%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     718       709       693  

341378514, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     705       712       696  

341379216, 35.99%, 02/19/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     28       29       4  

341379267, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     74       75       74  

341379407, 35.99%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     586       592       578  

341379672, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     636       621       603  

341380432, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     194       195       191  

341380895, 0.00%, 07/19/2026 (b)(c)

  Uplift   8/29/2025     557       545       536  

341381565, 35.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     207       208       205  

341381936, 23.99%, 05/19/2026 (b)(c)

  Uplift   8/29/2025     121       122       120  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341382260, 19.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025   $ 657     $ 664     $ 649  

341382483, 16.99%, 08/19/2026 (b)(c)

  Uplift   8/29/2025     5,846       5,913       5,766  

341383776, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     610       595       577  

341383868, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     94       94       93  

341383982, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     3,043       2,982       2,870  

341384618, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     237       234       228  

341384736, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     207       208       204  

341385047, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     71       71       70  

341386291, 0.00%, 08/03/2026 (b)(c)

  Uplift   8/29/2025     617       600       580  

341386785, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     137       138       136  

341386788, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     167       167       165  

341386884, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     355       365       41  

341387358, 23.99%, 07/13/2026 (b)(c)

  Uplift   8/29/2025     770       778       757  

341387859, 21.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     2,489       2,540       2,446  

341387875, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     97       98       96  

341388015, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     180       181       179  

341388096, 33.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     1,271       1,278       1,258  

341388107, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     223       224       220  

341388172, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     546       551       538  

341388244, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     80       81       79  

341388436, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     55       56       55  

341388977, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

341389323, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     84       84       83  

341389388, 24.99%, 11/20/2025 (b)(c)(e)

  Uplift   8/29/2025     5       5       5  

341389413, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

341389725, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     590       596       582  

341389884, 35.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,398       1,424       1,372  

341389886, 29.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     2,347       2,395       2,306  

341390307, 35.99%, 08/30/2026 (b)(c)

  Uplift   8/29/2025     518       524       513  

341390832, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     480       485       474  

341390840, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     775       758       736  

341391090, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     403       392       380  

341391442, 35.99%, 11/20/2025 (b)(c)(e)

  Uplift   8/29/2025     13       13       13  

341391642, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     144       147       21  

341392125, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     128       128       126  

341392168, 16.99%, 08/20/2026 (b)(c)

  Uplift   8/29/2025     1,747       1,767       1,723  

341392395, 19.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     572       577       564  

341392630, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     90       91       89  

341392854, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     189       190       187  

341393092, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     466       471       460  

341393154, 18.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     483       492       477  

341393181, 35.99%, 11/20/2025 (b)(c)(e)

  Uplift   8/29/2025     13       14       13  

341393579, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     725       680       181  

341393683, 19.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,465       1,491       1,440  

341393778, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     246       247       243  

341393820, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     128       128       126  

341393950, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     764       746       723  

341394197, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     414       409       399  

341394296, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     171       176       10  

341394699, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     82       82       81  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341394712, 33.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025   $ 160     $ 161     $ 158  

341395222, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     887       867       841  

341395409, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     100       100       99  

341395599, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     143       143       141  

341395912, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     449       439       430  

341396184, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     176       180       20  

341396499, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     96       96       95  

341396563, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     310       318       45  

341396596, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     179       180       177  

341396912, 35.99%, 07/20/2026 (b)(c)(d)

  Uplift   8/29/2025     1,091       1,121       331  

341397373, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     70       71       11  

341397651, 33.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     474       479       468  

341397946, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     98       99       97  

341397994, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     924       934       912  

341398093, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

341398611, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     400       390       384  

341398713, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

341398995, 35.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     252       257       250  

341399141, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     402       406       396  

341399477, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     72       73       71  

341399679, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     186       187       184  

341399799, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     35       35       35  

341399972, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     223       225       221  

341399989, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     187       188       185  

341400154, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     90       90       89  

341400277, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

341401864, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     603       609       595  

341401895, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     219       225       26  

341402299, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     670       654       634  

341402319, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     140       140       138  

341402411, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     617       603       584  

341402436, 35.99%, 07/20/2026 (b)(c)(d)

  Uplift   8/29/2025     1,133       1,165       461  

341403475, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     93       94       92  

341403751, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     48       49       48  

341403848, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     115       116       114  

341404031, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     202       207       24  

341404135, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     110       110       108  

341405851, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     214       215       211  

341406646, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     227       228       225  

341406867, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

341406970, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     277       283       32  

341407014, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     101       101       100  

341407283, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     193       194       191  

341407691, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     106       106       105  

341407853, 12.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     554       557       549  

341408436, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     109       109       107  

341408672, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     169       170       167  

341408940, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     456       461       450  

341409159, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     570       556       539  

341409388, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341409542, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025   $ 352     $ 354     $ 349  

341409602, 23.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,347       1,370       1,323  

341409990, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     128       128       126  

341410453, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     188       189       186  

341410463, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     227       224       218  

341411037, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     165       166       163  

341411248, 23.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     472       476       466  

341411263, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     413       417       407  

341411277, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     208       204       199  

341413311, 14.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     2,090       2,127       2,054  

341413880, 27.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     848       853       840  

341413884, 35.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     2,331       2,381       2,290  

341416625, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     565       570       557  

341417139, 35.99%, 05/31/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

341417437, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     86       86       85  

341419257, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

341420581, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     263       270       48  

341425607, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     217       197       56  

341425810, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     546       549       541  

341426707, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,008       1,019       995  

341432900, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     355       350       342  

341433888, 18.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

341436557, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     758       766       748  

341436721, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     556       572       100  

341437939, 14.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     90       91       90  

341438427, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     93       94       92  

341438510, 21.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     1,884       1,924       1,853  

341438515, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     47       47       46  

341438659, 23.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     302       311       43  

341439369, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     165       166       163  

341440138, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     973       951       923  

341440566, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     383       394       45  

341440932, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     527       514       498  

341442070, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     549       555       544  

341442774, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     99       100       98  

341443416, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     197       198       195  

341443901, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     244       246       242  

341444801, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     318       320       314  

341444831, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     119       119       118  

341446260, 29.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     27       28       4  

341446547, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     23       24       4  

341447003, 18.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     555       570       204  

341448877, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     486       491       480  

341448948, 14.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     19       19       5  

341449188, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     95       95       94  

341449665, 14.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     612       618       604  

341452280, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     174       175       173  

341452442, 35.99%, 07/20/2026 (b)(c)(d)

  Uplift   8/29/2025     1,294       1,330       143  

341453023, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     557       544       531  

341453337, 35.99%, 11/20/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     54       55       7  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341453405, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025   $ 212     $ 218     $ 25  

341453763, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     930       939       918  

341454033, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     136       136       134  

341454055, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     106       107       105  

341454524, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     419       423       414  

341455255, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     66       66       65  

341455814, 35.99%, 02/20/2027 (b)(c)(d)

  Uplift   8/29/2025     387       398       173  

341455973, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     142       142       140  

341456602, 35.99%, 11/20/2025 (b)(c)(e)

  Uplift   8/29/2025     14       13       14  

341456694, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     585       591       577  

341456808, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     553       559       545  

341457144, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     89       89       88  

341457289, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     1,092       1,098       1,081  

341457301, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     219       215       210  

341457682, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     72       73       72  

341458232, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     701       708       691  

341458935, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     565       551       535  

341458943, 35.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     1,796       1,834       1,764  

341458961, 19.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     478       483       473  

341461708, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     402       406       397  

341462927, 14.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     88       89       87  

341463028, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     102       102       101  

341463365, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     160       148       42  

341463474, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     109       109       108  

341465717, 21.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     4,357       4,433       4,286  

341465757, 19.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,209       1,230       1,189  

341466460, 24.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     38       38       37  

341466694, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     620       584       128  

341466698, 24.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     78       78       77  

341466928, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     311       313       307  

341467117, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     717       700       680  

341467154, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     112       113       111  

341467582, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     309       304       293  

341467598, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     104       104       103  

341468590, 24.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     816       831       802  

341469386, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     123       123       121  

341469773, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     147       151       53  

341469791, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     127       127       125  

341470567, 19.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     164       166       162  

341471426, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     171       172       169  

341472191, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     960       970       947  

341472281, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     362       357       348  

341472522, 24.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     686       693       677  

341474777, 35.99%, 08/20/2026 (b)(c)

  Uplift   8/29/2025     2,337       2,364       2,305  

341474962, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     536       541       529  

341475132, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     232       233       230  

341475134, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     646       631       612  

341475206, 33.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     155       159       53  

341475249, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     263       265       261  

341475456, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     464       466       460  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341475686, 21.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025   $ 3,664     $ 3,740     $ 3,603  

341476049, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     200       202       198  

341476487, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     422       427       417  

341477168, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     165       166       163  

341477254, 18.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

341477397, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

341478668, 29.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     517       522       511  

341479074, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     98       99       97  

341479639, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     588       574       557  

341479722, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     455       443       429  

341480796, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     356       366       42  

341483295, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,063       1,001       283  

341483538, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     210       212       208  

341483656, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     69       70       14  

341484580, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     226       222       217  

341484834, 35.99%, 05/30/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341485157, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341486482, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     165       166       164  

341487062, 21.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     901       910       890  

341487112, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     265       267       263  

341487258, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     80       83       4  

341487332, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     564       550       533  

341488110, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     649       656       641  

341488313, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     465       470       459  

341488418, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     572       558       540  

341489241, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     612       597       579  

341490577, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     991       970       940  

341490931, 0.00%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,228       1,148       1,126  

341491076, 35.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,794       1,827       1,761  

341491104, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     233       217       62  

341491327, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     512       499       484  

341491543, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     149       142       17  

341492210, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     347       357       41  

341492498, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     88       88       87  

341492970, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     359       369       76  

341493260, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     109       109       108  

341493572, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     59       59       58  

341494377, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     128       128       127  

341495481, 35.99%, 11/20/2025 (b)(c)(e)

  Uplift   8/29/2025     8       8       8  

341495745, 35.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,763       1,796       1,731  

341497117, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     924       933       912  

341497322, 29.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,045       1,055       1,031  

341498326, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     215       216       213  

341498413, 12.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     305       308       302  

341498420, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

341498902, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     164       165       162  

341499263, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,308       1,280       1,242  

341499270, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     316       317       312  

341499479, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     67       67       66  

341499616, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     573       559       542  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341500107, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025   $ 95     $ 95     $ 94  

341501364, 23.99%, 11/20/2025 (b)(c)(e)

  Uplift   8/29/2025     24       25       24  

341501397, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     765       747       721  

341502393, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     118       119       117  

341502533, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     512       517       505  

341502597, 35.99%, 11/20/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     78       80       9  

341502608, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     343       347       339  

341503450, 35.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,323       1,347       1,300  

341504376, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     403       392       380  

341504634, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     783       792       773  

341504965, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     332       334       328  

341505148, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     874       879       865  

341505977, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     181       182       179  

341506225, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     123       123       121  

341506358, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     220       226       51  

341506695, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     79       80       79  

341508200, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     79       80       79  

341509384, 19.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     618       624       611  

341510903, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     162       163       160  

341511093, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     127       128       126  

341511249, 21.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     1,357       1,385       1,333  

341511523, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     155       151       149  

341511943, 29.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     2,236       2,283       2,195  

341512160, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     553       540       524  

341512782, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     413       418       409  

341513010, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

341513169, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     2,014       2,035       1,992  

341513485, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     419       424       414  

341514513, 12.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     249       250       247  

341514642, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

341514866, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     464       469       458  

341515264, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341516304, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     468       473       462  

341516561, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     414       404       400  

341516888, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     252       253       249  

341518064, 19.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     575       581       568  

341518749, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     196       191       190  

341518784, 27.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     162       163       160  

341518921, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,162       1,138       1,103  

341519111, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     136       137       135  

341519188, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     720       703       682  

341519369, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     870       879       859  

341519448, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     153       154       152  

341520925, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     135       136       134  

341520929, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     177       178       175  

341521099, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

341521365, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     309       305       297  

341521704, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     234       236       232  

341522111, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     167       168       165  

341522436, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     285       293       33  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341522496, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025   $ 640     $ 632     $ 617  

341522803, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     222       219       213  

341522976, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     226       227       223  

341523271, 0.00%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,764       1,655       1,626  

341523279, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     105       108       14  

341523319, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     150       151       149  

341523395, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     157       158       156  

341523526, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     970       949       925  

341523925, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     433       446       38  

341524017, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     87       88       86  

341524149, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     159       159       157  

341524517, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     23       23       5  

341525384, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     89       89       88  

341525443, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

341525917, 35.99%, 02/28/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     94       97       16  

341526096, 14.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     127       128       126  

341526914, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     88       89       88  

341527073, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     535       540       528  

341527975, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,668       1,634       1,585  

341528054, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     54       55       54  

341528120, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     281       284       278  

341528850, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     122       122       120  

341528977, 19.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     588       594       581  

341529055, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     379       347       68  

341530480, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     409       399       391  

341530911, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     610       596       577  

341531281, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     95       95       94  

341532452, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     20       20       3  

341532876, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     769       751       729  

341532977, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     603       609       596  

341533213, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     461       449       435  

341533283, 35.99%, 11/20/2025 (b)(c)(e)

  Uplift   8/29/2025     11       12       12  

341533811, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     85       86       84  

341533927, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     761       744       722  

341534041, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     164       165       162  

341534064, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     137       138       136  

341534714, 0.00%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     6,739       6,365       6,244  

341534827, 35.99%, 07/20/2026 (b)(c)(d)

  Uplift   8/29/2025     1,246       1,281       334  

341535303, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     209       210       207  

341535468, 0.00%, 07/20/2026 (b)(c)(d)

  Uplift   8/29/2025     2,052       1,926       705  

341535959, 25.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     4,193       4,268       4,119  

341536304, 35.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     3,353       3,426       3,294  

341536419, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     822       803       779  

341536750, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     96       96       95  

341536858, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     479       483       472  

341536910, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     763       771       753  

341537108, 29.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     488       493       482  

341537264, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     446       459       38  

341537979, 21.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     1,817       1,855       1,786  

341539266, 35.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     3,628       3,706       3,562  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341539908, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025   $ 717     $ 725     $ 708  

341540135, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,864       1,826       1,772  

341540465, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,206       1,181       1,145  

341541360, 23.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     623       630       615  

341542033, 29.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     444       448       438  

341542228, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     154       155       152  

341542609, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     114       117       26  

341543310, 12.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     1,542       1,574       1,517  

341544105, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     595       580       562  

341544532, 27.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     440       444       434  

341544559, 14.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     86       86       85  

341545079, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     668       652       632  

341545259, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     140       141       139  

341545354, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     89       89       88  

341545643, 25.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     3,344       3,414       3,287  

341546042, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,083       1,060       1,028  

341546233, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     131       131       129  

341546315, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,741       1,705       1,642  

341546367, 27.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     151       152       150  

341546407, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     588       574       557  

341546537, 18.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     672       679       664  

341547079, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     151       152       149  

341547087, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     128       128       126  

341547127, 35.99%, 05/31/2026 (b)(c)

  Uplift   8/29/2025     122       122       120  

341547646, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

341547653, 29.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,433       1,459       1,407  

341547804, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     162       163       161  

341549005, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     131       132       130  

341549224, 35.99%, 11/20/2025 (b)(c)(e)

  Uplift   8/29/2025     35       36       35  

341549502, 23.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,750       1,781       1,719  

341549580, 21.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     1,602       1,631       1,578  

341549762, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     47       48       47  

341550292, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     301       310       35  

341550468, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     76       77       76  

341550493, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     724       708       686  

341550508, 27.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     2,187       2,233       2,147  

341550810, 29.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,088       1,099       1,074  

341550946, 0.00%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     655       605       73  

341550988, 35.99%, 05/20/2026 (b)(c)(d)

  Uplift   8/29/2025     495       509       200  

341551144, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     107       107       106  

341551161, 19.99%, 02/20/2027 (b)(c)

  Uplift   8/29/2025     2,367       2,410       2,327  

341551384, 19.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     117       117       115  

341551461, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     542       545       537  

341551791, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

341551993, 35.99%, 12/20/2026 (b)(c)(d)

  Uplift   8/29/2025     1,132       1,164       440  

341552007, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     649       655       640  

341552115, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     123       124       122  

341552200, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

341552245, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     58       60       2  

341552434, 14.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     641       647       633  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341552577, 0.00%, 07/20/2026 (b)(c)(d)

  Uplift   8/29/2025   $ 1,395     $ 1,310     $ 682  

341552881, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     489       476       461  

341553104, 29.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     1,559       1,593       1,533  

341553305, 0.00%, 07/29/2026 (b)(c)

  Uplift   8/29/2025     1,624       1,589       1,542  

341553557, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     125       129       4  

341553754, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     479       484       473  

341554496, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     66       68       13  

341554536, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     609       594       576  

341554788, 21.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     175       176       174  

341555062, 35.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     795       810       782  

341555147, 24.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     533       538       526  

341555189, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,099       1,076       1,043  

341555279, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     555       541       525  

341557011, 35.99%, 07/28/2026 (b)(c)

  Uplift   8/29/2025     669       676       661  

341557032, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     138       139       137  

341557148, 29.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

341557414, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     210       211       208  

341557720, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     1,039       1,016       985  

341557979, 0.00%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     480       468       453  

341558138, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

341558470, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     155       156       153  

341558562, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     218       220       216  

341558632, 35.99%, 11/20/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     25       26       3  

341560624, 16.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     76       76       75  

341561461, 0.00%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     186       183       181  

341563774, 16.99%, 08/20/2027 (b)(c)

  Uplift   8/29/2025     1,708       1,743       1,679  

341563829, 21.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     485       490       479  

341564165, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     384       395       45  

341564305, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     644       650       635  

341564942, 35.99%, 07/20/2026 (b)(c)

  Uplift   8/29/2025     457       462       451  

341565344, 23.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     99       99       98  

341565410, 27.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

341565465, 35.99%, 02/20/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     26       27       4  

341565600, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     70       71       70  

341565748, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     109       109       107  

341566638, 21.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

341566816, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     160       161       158  

341567061, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     162       163       161  

341567421, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     135       136       134  

341567450, 29.99%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     1,148       1,180       378  

341567451, 19.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     486       491       480  

341567712, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,444       1,470       1,417  

341568091, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     200       200       198  

341568368, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     125       126       124  

341568510, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     992       1,009       975  

341568618, 25.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     141       143       139  

341568726, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

341568885, 35.99%, 05/20/2026 (b)(c)

  Uplift   8/29/2025     174       175       172  

341568887, 21.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     517       523       511  

341570011, 0.00%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     298       274       73  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341570021, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025   $ 107     $ 108     $ 106  

341570511, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     665       669       658  

341571244, 21.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     470       475       464  

341571289, 29.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,654       1,671       1,634  

341571364, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     367       358       348  

341571401, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     528       515       499  

341571417, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     79       80       78  

341571864, 35.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     2,016       2,060       1,981  

341572668, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     57       57       56  

341572987, 21.99%, 02/15/2027 (b)(c)

  Uplift   8/29/2025     1,262       1,285       1,240  

341573160, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

341573322, 0.00%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     915       849       110  

341573360, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     861       870       850  

341573926, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     266       268       263  

341574208, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     274       270       264  

341574220, 35.99%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     1,778       1,828       822  

341574463, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

341574516, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,563       1,530       1,485  

341574681, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,013       1,024       1,001  

341575372, 16.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     86       87       86  

341575724, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     931       910       883  

341575950, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     590       596       582  

341576490, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     164       165       163  

341576702, 12.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     472       476       466  

341576710, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     631       638       623  

341576726, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     133       133       16  

341576727, 16.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     568       574       561  

341576888, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     332       335       329  

341576997, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

341577080, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     494       500       488  

341578162, 35.99%, 11/21/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     203       208       24  

341578226, 19.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     886       895       876  

341578255, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     225       222       216  

341578429, 16.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     94       94       93  

341578838, 14.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     193       194       191  

341579124, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     119       120       118  

341579293, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     76       76       75  

341579314, 19.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     442       446       436  

341579418, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     478       483       472  

341579844, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     148       148       146  

341579895, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     127       128       126  

341580038, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     54       54       53  

341580081, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,178       1,199       1,157  

341580534, 21.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     451       456       446  

341580535, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     646       653       638  

341580716, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     603       609       595  

341581065, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     96       96       95  

341581081, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     472       460       445  

341581141, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     206       208       203  

341581191, 16.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,374       1,398       1,351  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341581385, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025   $ 144     $ 145     $ 142  

341581626, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     228       229       225  

341582138, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     306       314       61  

341582260, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     600       607       595  

341582420, 24.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     235       241       63  

341582667, 19.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     710       717       701  

341582739, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     156       156       154  

341582767, 21.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     850       858       840  

341583287, 35.99%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     1,056       1,085       218  

341583335, 14.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     208       210       207  

341583352, 18.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     1,150       1,156       1,139  

341583364, 23.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     173       174       170  

341584029, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     356       366       42  

341584412, 21.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     653       659       645  

341584418, 29.99%, 11/21/2025 (b)(c)(e)

  Uplift   8/29/2025     8       8       8  

341584715, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     205       206       203  

341584742, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     72       73       72  

341585181, 21.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     115       116       114  

341585803, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

341586082, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     903       882       856  

341586105, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     2,313       2,266       2,201  

341586174, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,228       1,240       1,213  

341586339, 0.00%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     2,724       2,567       1,436  

341586523, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     428       417       404  

341586525, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     133       136       9  

341586578, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     202       203       200  

341586882, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     127       128       125  

341587158, 21.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     621       627       613  

341587160, 21.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     150       151       148  

341587223, 12.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,033       2,069       1,999  

341587257, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     139       140       138  

341587660, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

341587819, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,640       1,657       1,619  

341587897, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,412       2,457       2,369  

341588767, 0.00%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,189       2,057       2,020  

341588874, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     304       312       35  

341588875, 35.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     1,660       1,696       1,630  

341588955, 21.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     74       75       74  

341589066, 23.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     251       258       31  

341589272, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     796       805       785  

341589625, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     173       178       171  

341590167, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     449       453       443  

341590821, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     314       323       25  

341590863, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     262       264       260  

341590887, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     214       215       212  

341591092, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     88       89       87  

341591437, 21.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     3,114       3,179       3,063  

341591842, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     109       110       108  

341591928, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

341591936, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341591968, 25.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025   $ 1,759     $ 1,777     $ 1,737  

341592113, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     408       413       403  

341592144, 35.99%, 11/21/2025 (b)(c)(e)

  Uplift   8/29/2025     10       10       10  

341592223, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

341592276, 19.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     496       501       490  

341592319, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     148       152       50  

341592332, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     93       93       92  

341592528, 0.00%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,182       1,106       135  

341593246, 35.99%, 11/21/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     92       94       11  

341593295, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

341593429, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     165       166       164  

341593476, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     121       122       120  

341593617, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     176       177       174  

341593628, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     119       119       117  

341593715, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     233       235       231  

341594433, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     162       163       160  

341594527, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,170       1,192       1,149  

341594990, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     75       76       75  

341595309, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     704       711       695  

341596456, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,486       1,455       1,412  

341596493, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     665       684       53  

341596556, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

341596956, 24.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     149       149       147  

341597108, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     542       547       536  

341597626, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     159       160       157  

341597677, 29.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     74       76       7  

341597744, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     245       247       243  

341597776, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     191       192       189  

341598231, 18.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,309       2,350       2,270  

341598370, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     137       138       136  

341598510, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     163       164       162  

341598927, 27.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,125       1,137       1,111  

341599344, 29.99%, 02/21/2026 (b)(c)(e)

  Uplift   8/29/2025     6       6       5  

341599408, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     170       171       168  

341600388, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     210       211       208  

341600867, 29.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     467       472       461  

341600881, 14.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     131       132       130  

341601273, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     144       145       143  

341601483, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     153       154       151  

341601957, 33.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     546       562       239  

341601981, 24.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     588       594       580  

341602265, 33.99%, 08/21/2026 (b)(c)

  Uplift   8/29/2025     4,430       4,484       4,372  

341602361, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     174       175       173  

341602992, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     645       630       611  

341603059, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     67       68       67  

341603103, 35.99%, 11/21/2025 (b)(c)(e)

  Uplift   8/29/2025     5       6       5  

341603611, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,728       2,779       2,679  

341603685, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     126       127       124  

341603751, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     100       101       99  

341604068, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     79       80       79  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341604843, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025   $ 92     $ 92     $ 91  

341604871, 12.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     251       252       249  

341615373, 16.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     76       77       76  

341621972, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,086       2,125       2,048  

341648937, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     603       609       595  

341649902, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     196       198       195  

341660527, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     343       347       339  

341660575, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     972       983       960  

341660672, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     186       188       185  

341661116, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     79       80       79  

341663456, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     230       232       228  

341663834, 21.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     1,857       1,896       1,827  

341665065, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     474       479       468  

341666823, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     999       1,009       987  

341668344, 0.00%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,331       1,245       1,224  

341671308, 29.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     176       178       174  

341673072, 21.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     163       164       161  

341675817, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     81       82       81  

341676384, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

341679031, 0.00%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,187       2,055       2,018  

341680967, 18.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     797       805       789  

341681332, 16.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     471       476       465  

341682851, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     134       135       132  

341688465, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     791       773       749  

341690906, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     67       68       67  

341692513, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     71       71       70  

341693853, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     115       116       114  

341694322, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     853       834       809  

341701092, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     351       346       338  

341703261, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     262       259       256  

341706691, 29.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     3,915       3,986       3,847  

341710125, 21.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     2,255       2,302       2,217  

341714946, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     205       206       203  

341715482, 18.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     2,799       2,857       2,751  

341715693, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,214       1,237       1,192  

341716027, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     148       148       146  

341716403, 18.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     386       390       383  

341717686, 35.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     3,051       3,113       2,996  

341718069, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     87       88       87  

341719068, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     174       175       173  

341719643, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     136       136       134  

341720029, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     305       314       113  

341721241, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     595       601       586  

341721571, 12.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     912       921       901  

341721681, 33.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     85       86       84  

341722231, 33.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     134       135       133  

341722601, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     638       645       630  

341722752, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     473       478       467  

341726667, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     119       120       118  

341727109, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     437       442       432  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341727200, 19.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025   $ 1,669     $ 1,699     $ 1,641  

341728561, 19.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     757       765       748  

341731373, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     758       741       719  

341731852, 35.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     1,818       1,857       1,786  

341737536, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     407       411       401  

341737698, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     441       430       417  

341741452, 0.00%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,499       2,351       2,309  

341742513, 21.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     218       219       216  

341742676, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     352       358       346  

341745405, 12.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     500       505       494  

341745468, 12.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     779       787       770  

341745535, 14.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     183       184       182  

341745631, 29.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     482       487       476  

341746341, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     173       174       171  

341746462, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     151       152       149  

341747361, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,163       1,138       1,104  

341747756, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     172       173       170  

341750033, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     39       39       39  

341752426, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     83       84       82  

341753308, 16.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

341753589, 29.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     25       25       3  

341754808, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     703       711       695  

341755335, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     957       963       948  

341756552, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     201       198       193  

341756881, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     114       114       113  

341760690, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     154       155       153  

341760802, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     947       885       889  

341761578, 23.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     176       178       174  

341762066, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     151       152       150  

341763216, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     633       617       592  

341763440, 23.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     436       441       431  

341764903, 35.99%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     898       923       246  

341765601, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     840       849       830  

341766570, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     181       186       21  

341767072, 18.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     134       135       133  

341767103, 19.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     182       187       23  

341767303, 35.99%, 05/31/2026 (b)(c)

  Uplift   8/29/2025     207       208       205  

341768342, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

341768560, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     606       613       599  

341769640, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     459       464       453  

341769959, 33.99%, 02/13/2027 (b)(c)

  Uplift   8/29/2025     3,095       3,150       3,028  

341770363, 18.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     2,160       2,181       2,134  

341771122, 18.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     132       133       131  

341771683, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     202       198       193  

341772898, 21.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     81       81       80  

341774490, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     65       65       64  

341774947, 19.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     626       633       619  

341776134, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,566       1,533       1,489  

341776762, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     62       63       7  

341777016, 33.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     728       735       719  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341778864, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025   $ 171     $ 176     $ 25  

341779173, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     528       531       523  

341779888, 29.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,013       1,024       1,001  

341780638, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     78       81       3  

341783018, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     77       77       76  

341783284, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     119       120       118  

341785434, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     100       100       99  

341786223, 35.99%, 11/21/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     95       98       11  

341786469, 33.99%, 08/21/2026 (b)(c)

  Uplift   8/29/2025     808       818       796  

341788489, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     876       885       865  

341789788, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     724       707       686  

341790333, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     447       452       442  

341791764, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     531       536       524  

341791832, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     152       153       151  

341791853, 29.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,074       2,112       2,037  

341792039, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

341792282, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     504       490       470  

341792895, 35.99%, 11/21/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     250       257       30  

341793220, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341793354, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     159       160       157  

341793383, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     471       485       98  

341794384, 0.00%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     1,412       1,320       292  

341795029, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     207       208       204  

341795099, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     147       148       146  

341796702, 0.00%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     1,864       1,753       639  

341801323, 0.00%, 12/21/2026 (b)(c)

  Uplift   8/29/2025     1,224       1,168       1,147  

341802019, 0.00%, 08/21/2026 (b)(c)

  Uplift   8/29/2025     711       702       690  

341802499, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     747       755       738  

341802529, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     10       10       1  

341803268, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     85       85       84  

341804297, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,031       1,008       978  

341804580, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     127       128       126  

341804621, 35.99%, 05/12/2026 (b)(c)

  Uplift   8/29/2025     174       175       172  

341805268, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     421       410       397  

341805334, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     157       158       155  

341805369, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

341805756, 16.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,133       2,171       2,097  

341806357, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     96       97       95  

341806443, 0.00%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     318       290       51  

341810716, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     524       527       519  

341810743, 0.00%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,547       1,449       1,425  

341810798, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     106       107       105  

341817622, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     231       232       228  

341819667, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     209       215       24  

341825819, 33.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     698       705       689  

341828456, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     745       749       739  

341828773, 35.99%, 12/21/2026 (b)(c)

  Uplift   8/29/2025     1,608       1,635       1,580  

341830048, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     101       102       100  

341830566, 0.00%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,396       1,306       1,284  

341830826, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     930       919       898  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341830898, 0.00%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025   $ 977     $ 910     $ 530  

341831059, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     223       219       214  

341831579, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     56       57       56  

341831968, 24.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     155       159       18  

341832825, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     186       187       185  

341833387, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     114       114       113  

341833496, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     406       395       385  

341833602, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     102       102       100  

341833902, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     463       450       436  

341834475, 24.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     91       92       90  

341834540, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     625       610       592  

341834797, 14.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     55       57       15  

341834907, 35.99%, 11/21/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     25       26       3  

341834938, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     54       55       7  

341835450, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     101       101       100  

341835626, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     165       166       163  

341835995, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     104       104       103  

341836847, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,442       1,468       1,419  

341836954, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     5,086       5,180       4,994  

341837771, 16.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     202       203       200  

341838921, 23.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,118       1,138       1,099  

341841534, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     464       467       460  

341842543, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     251       252       248  

341842937, 12.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     426       430       421  

341843285, 14.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     41       42       11  

341843408, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     547       534       517  

341845541, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     42       43       10  

341845546, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     86       86       85  

341845784, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     509       496       481  

341845788, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     634       641       627  

341846959, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     583       569       551  

341848025, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     105       106       104  

341848795, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     211       208       202  

341849235, 35.99%, 11/21/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     41       42       5  

341849860, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     152       153       151  

341850445, 0.00%, 08/21/2026 (b)(c)

  Uplift   8/29/2025     1,449       1,429       1,387  

341850627, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     234       235       232  

341854867, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     932       912       885  

341855814, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     116       117       115  

341861526, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     163       164       161  

341862020, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     57       59       8  

341862392, 16.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     3,771       3,837       3,707  

341863020, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     184       189       22  

341864798, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     72       73       72  

341866775, 24.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     140       141       139  

341867699, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     100       100       99  

341868293, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     728       711       690  

341869897, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     211       212       209  

341869938, 29.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     458       462       452  

341872232, 29.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     5,386       5,498       5,288  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341872758, 35.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025   $ 252     $ 260     $ 97  

341873275, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     461       466       455  

341874102, 35.99%, 05/28/2026 (b)(c)

  Uplift   8/29/2025     299       301       297  

341874695, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     564       570       556  

341875238, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     522       509       493  

341876249, 19.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     2,984       3,014       2,948  

341878144, 18.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     124       125       123  

341880631, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     436       425       412  

341882049, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     817       798       774  

341882536, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     138       138       136  

341882710, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     216       218       214  

341883030, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     216       217       214  

341883067, 23.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     767       774       758  

341883244, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     235       237       233  

341883568, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

341883735, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     232       228       222  

341884008, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     349       359       41  

341885417, 35.99%, 11/21/2025 (b)(c)(e)

  Uplift   8/29/2025     12       13       13  

341885422, 12.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     613       619       606  

341885511, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     304       313       301  

341886285, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     209       206       200  

341887873, 33.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     132       133       131  

341888422, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     649       634       615  

341888454, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

341889537, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     130       131       129  

341890276, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     2,506       2,363       893  

341890786, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     497       502       491  

341891358, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     202       203       200  

341894753, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

341897519, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     63       63       62  

341897524, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     109       109       108  

341898570, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     85       85       84  

341899195, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     574       567       553  

341899387, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     927       936       915  

341900248, 35.99%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     1,340       1,364       1,317  

341901015, 0.00%, 02/21/2027 (b)(c)

  Uplift   8/29/2025     2,089       1,962       1,927  

341901538, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     158       159       156  

341903956, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     85       85       84  

341906723, 23.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     231       232       228  

341906767, 14.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     82       82       81  

341906923, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     505       511       499  

341907781, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     171       172       169  

341909273, 35.99%, 08/31/2027 (b)(c)

  Uplift   8/29/2025     2,960       3,025       2,906  

341909279, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     169       170       167  

341910198, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     100       100       99  

341910733, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     593       600       586  

341910817, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     89       92       13  

341912219, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     572       578       565  

341913731, 19.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     142       143       141  

341914442, 21.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,426       1,440       1,408  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341915074, 33.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025   $ 108     $ 109     $ 107  

341915919, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     123       124       122  

341918638, 29.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     105       106       104  

341919915, 0.00%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     535       495       98  

341920056, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

341920557, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     673       680       665  

341921494, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     170       171       168  

341922431, 33.99%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     896       921       78  

341922618, 35.99%, 07/21/2026 (b)(c)(d)

  Uplift   8/29/2025     1,179       1,212       138  

341923697, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     246       248       244  

341928377, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     180       181       178  

341928963, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     289       282       277  

341929044, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341929188, 33.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     142       143       140  

341929839, 12.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     270       273       268  

341932120, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

341932255, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     678       662       642  

341933213, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     89       90       88  

341933615, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,091       1,057       1,024  

341933778, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     167       168       165  

341933947, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     130       131       129  

341934482, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

341934553, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     800       808       789  

341934621, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     214       211       206  

341934948, 35.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     453       458       448  

341935288, 12.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     476       479       472  

341935342, 29.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     1,149       1,174       1,129  

341935944, 0.00%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     537       531       518  

341936037, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     101       102       100  

341936420, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     932       911       883  

341936660, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

341937747, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     839       820       795  

341938703, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     97       98       96  

341938916, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     77       77       76  

341939065, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     1,213       1,187       1,152  

341939173, 33.99%, 05/21/2026 (b)(c)(d)

  Uplift   8/29/2025     874       898       103  

341940338, 29.99%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     497       502       490  

341940687, 16.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     321       323       318  

341940716, 33.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     5,043       5,151       4,956  

341941544, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     163       164       161  

341941925, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     111       111       109  

341942781, 35.99%, 02/21/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     120       124       6  

341942900, 29.99%, 08/21/2027 (b)(c)

  Uplift   8/29/2025     1,900       1,940       1,866  

341945807, 21.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     202       203       200  

341946748, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     153       153       151  

341946779, 0.00%, 07/21/2026 (b)(c)

  Uplift   8/29/2025     816       798       774  

341949540, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     700       683       662  

341950004, 35.99%, 11/21/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     400       411       48  

341951448, 14.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     71       72       71  

341952328, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     200       202       198  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341953446, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025   $ 2,533     $ 2,560     $ 2,503  

341953481, 12.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     248       249       245  

341953599, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     200       197       192  

341954442, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     609       595       577  

341954679, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     60       60       59  

341955444, 0.00%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     3,431       3,233       3,174  

341955595, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     117       117       116  

341955809, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

341956287, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     130       130       128  

341956595, 16.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     176       177       174  

341956772, 0.00%, 07/22/2026 (b)(c)(d)

  Uplift   8/29/2025     382       355       74  

341957044, 35.99%, 05/21/2026 (b)(c)

  Uplift   8/29/2025     191       192       189  

341957265, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

341957618, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     516       502       487  

341957681, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     985       963       935  

341958117, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,220       1,194       1,159  

341958250, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     235       237       233  

341958369, 19.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     287       290       283  

341958391, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     41       41       40  

341958434, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     255       262       30  

341958657, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     124       124       123  

341959343, 0.00%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     174       165       29  

341959526, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     405       400       390  

341959675, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,722       1,740       1,700  

341959936, 33.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     147       148       146  

341960080, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     618       603       585  

341960513, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     572       559       549  

341960725, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     119       119       117  

341960910, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     113       113       112  

341961379, 29.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     533       538       526  

341962003, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     144       144       142  

341962164, 29.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,353       1,377       1,329  

341962346, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     108       111       13  

341963007, 12.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     626       632       618  

341963218, 19.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     164       165       163  

341963528, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     103       103       102  

341963618, 19.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     205       206       203  

341963647, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     94       95       94  

341963787, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     74       75       73  

341964029, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     152       153       151  

341964109, 19.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     527       532       521  

341964458, 12.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,901       1,920       1,879  

341965062, 23.99%, 08/22/2026 (b)(c)

  Uplift   8/29/2025     806       815       796  

341965229, 33.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

341966086, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     317       320       313  

341966333, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

341966528, 27.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     173       174       171  

341966691, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     561       547       530  

341966967, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     47       48       7  

341966980, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     187       188       185  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341967053, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025   $ 123     $ 123     $ 122  

341967144, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     216       212       207  

341967197, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     801       809       791  

341967288, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     183       184       181  

341967544, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     932       942       921  

341967601, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     269       270       266  

341968119, 0.00%, 07/22/2026 (b)(c)(d)

  Uplift   8/29/2025     2,049       1,923       432  

341968141, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     169       170       168  

341968184, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     72       72       71  

341968247, 19.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     183       184       181  

341968829, 21.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     254       257       252  

341969214, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,422       1,448       1,398  

341969308, 35.99%, 08/22/2027 (b)(c)

  Uplift   8/29/2025     2,975       3,039       2,924  

341969419, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     946       925       897  

341969605, 24.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     227       228       225  

341969678, 19.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     588       594       581  

341969861, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     119       120       118  

341969890, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     187       189       186  

341969924, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     86       86       85  

341970033, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     134       135       133  

341970741, 35.99%, 08/22/2027 (b)(c)

  Uplift   8/29/2025     845       863       833  

341970971, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     163       164       162  

341970993, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     2,880       2,934       2,829  

341971002, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     580       566       549  

341971020, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     82       83       81  

341971083, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     551       557       544  

341971419, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     156       155       153  

341971700, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     171       172       169  

341971783, 35.99%, 02/22/2026 (b)(c)(e)

  Uplift   8/29/2025     7       7       7  

341972132, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     443       447       437  

341972370, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     169       170       167  

341972623, 18.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     433       438       428  

341972753, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     118       121       25  

341972821, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     116       117       115  

341972899, 18.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     2,551       2,597       2,508  

341973243, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     156       157       154  

341973269, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     989       967       939  

341973414, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     86       87       85  

341973482, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,174       1,186       1,159  

341973494, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     202       204       199  

341973506, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     455       443       429  

341974081, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     186       187       185  

341974167, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     608       625       71  

341975172, 29.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,531       1,559       1,504  

341975652, 21.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     118       121       24  

341975908, 35.99%, 05/22/2026 (b)(c)(d)

  Uplift   8/29/2025     381       392       32  

341975931, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     402       391       379  

341975992, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     186       187       184  

341976205, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     469       474       463  

341976347, 23.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     86       87       85  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

341976448, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025   $ 1,842     $ 1,862     $ 1,820  

341976505, 21.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     63       64       13  

341976631, 16.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

341976703, 33.99%, 07/22/2026 (b)(c)(d)

  Uplift   8/29/2025     686       705       307  

341976872, 29.99%, 12/22/2026 (b)(c)

  Uplift   8/29/2025     1,605       1,631       1,578  

341977178, 19.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     187       188       185  

341977503, 23.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     449       454       444  

341977599, 25.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     179       180       177  

341977784, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     297       299       294  

341977878, 35.99%, 02/22/2026 (b)(c)(e)

  Uplift   8/29/2025     6       6       6  

341977978, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,081       1,093       1,068  

341978170, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

341978334, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     82       83       82  

341978447, 0.00%, 02/28/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     400       367       102  

341979059, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     82       83       82  

341979108, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     690       698       682  

341980323, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     78       79       78  

341980643, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,731       1,763       1,700  

341980698, 19.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     201       202       199  

341980854, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     178       179       176  

341981141, 35.99%, 02/22/2026 (b)(c)(e)

  Uplift   8/29/2025     8       8       8  

341981521, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

341981617, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     86       86       85  

341981820, 33.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     119       120       118  

341981872, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     85       86       85  

341982373, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     127       127       125  

341982531, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     70       70       69  

341982863, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     502       507       498  

341983320, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

341983734, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,307       1,320       1,291  

341984193, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     185       186       183  

341984247, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     641       626       607  

341990731, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     173       174       172  

341994198, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     504       510       498  

341994493, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     74       75       74  

341995139, 23.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     122       125       28  

342017049, 35.99%, 05/22/2026 (b)(c)(d)

  Uplift   8/29/2025     236       242       78  

342023067, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,120       1,095       1,062  

342023107, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     580       569       569  

342026767, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     141       142       139  

342034692, 0.00%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     128       117       26  

342040710, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     119       120       118  

342041471, 23.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     526       531       519  

342046389, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     571       577       564  

342046756, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     183       184       181  

342047081, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     101       102       100  

342049178, 24.99%, 08/22/2027 (b)(c)

  Uplift   8/29/2025     3,895       3,977       3,830  

342050634, 33.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     147       148       146  

342052435, 35.99%, 12/31/2026 (b)(c)

  Uplift   8/29/2025     983       999       967  

342053466, 21.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     138       139       136  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342053518, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025   $ 613     $ 600     $ 590  

342054302, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     86       87       85  

342055415, 35.99%, 08/22/2027 (b)(c)

  Uplift   8/29/2025     2,365       2,416       2,325  

342055479, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     44       45       9  

342056704, 21.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     3,602       3,666       3,541  

342059790, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     122       122       121  

342060823, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     164       165       162  

342060840, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     94       94       93  

342061015, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     99       100       98  

342061206, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     186       188       185  

342063676, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     81       81       80  

342063719, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

342064617, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     67       68       67  

342064750, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     697       681       661  

342065437, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     157       158       155  

342065444, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     464       469       458  

342069538, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     407       402       392  

342071033, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     405       409       400  

342071262, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

342071299, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     158       159       156  

342072242, 29.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     391       395       387  

342073146, 35.99%, 05/22/2026 (b)(c)(d)

  Uplift   8/29/2025     419       431       77  

342076838, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     442       446       436  

342077056, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     397       408       68  

342079539, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     96       99       14  

342080319, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     396       390       381  

342081951, 29.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,384       1,409       1,360  

342082594, 0.00%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     671       620       75  

342084337, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     219       220       216  

342084558, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     104       104       103  

342085190, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     44       46       10  

342085353, 35.99%, 05/22/2026 (b)(c)(d)

  Uplift   8/29/2025     176       181       62  

342085719, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     67       67       66  

342086138, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     556       542       526  

342089225, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     102       102       101  

342090072, 33.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     53       55       7  

342090114, 21.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     111       113       111  

342090478, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,734       1,766       1,704  

342090864, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     332       336       328  

342091074, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     958       968       946  

342091982, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     269       270       266  

342092036, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

342092053, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     219       220       217  

342093000, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

342093507, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     457       445       432  

342093864, 21.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     419       423       414  

342093878, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     487       492       481  

342096473, 12.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,854       1,873       1,833  

342096633, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     104       104       103  

342097825, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     149       150       148  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342098938, 21.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025   $ 861     $ 870     $ 851  

342100748, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     67       67       66  

342101346, 19.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     200       201       198  

342101474, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     148       149       147  

342102016, 33.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     1,674       1,683       1,657  

342104353, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     200       206       43  

342106265, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     99       100       98  

342108442, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     73       74       73  

342110122, 23.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     542       548       536  

342110148, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     226       227       224  

342110175, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,347       1,318       1,279  

342110224, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     411       400       387  

342110286, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     136       137       135  

342111463, 35.99%, 11/22/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     180       185       21  

342112438, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     227       229       225  

342113105, 24.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     422       427       417  

342113935, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     190       191       188  

342114692, 33.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     46       47       2  

342114890, 29.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     457       462       452  

342114953, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     803       817       795  

342115702, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     523       510       494  

342120859, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     627       634       619  

342120943, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     518       518       499  

342122273, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     124       125       122  

342122476, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     470       458       444  

342123055, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     210       212       208  

342124260, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     404       393       381  

342125018, 29.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     611       617       603  

342125470, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     238       234       228  

342126211, 0.00%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,715       1,608       1,580  

342126242, 33.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     470       475       465  

342128034, 35.99%, 05/22/2026 (b)(c)(d)

  Uplift   8/29/2025     288       296       16  

342129273, 29.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     925       935       914  

342129459, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     666       672       658  

342130964, 35.99%, 07/22/2026 (b)(c)(d)

  Uplift   8/29/2025     1,138       1,170       82  

342136251, 35.99%, 02/28/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     276       283       41  

342136987, 35.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     4,655       4,755       4,572  

342137208, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     88       89       87  

342137979, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     581       567       550  

342139307, 19.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     105       105       104  

342139352, 27.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     84       84       83  

342139791, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     23       23       3  

342140851, 0.00%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,417       1,325       1,304  

342140932, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     297       295       288  

342141883, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     440       445       435  

342142117, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,978       1,998       1,957  

342142761, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

342142954, 35.99%, 11/22/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     30       31       4  

342142998, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     250       257       16  

342143800, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     217       213       208  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342143950, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025   $ 49     $ 50     $ 2  

342144400, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,314       1,328       1,298  

342144474, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

342144946, 35.99%, 05/22/2026 (b)(c)(d)

  Uplift   8/29/2025     740       760       143  

342145799, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

342146088, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     540       527       511  

342147266, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     802       811       793  

342147718, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     2,910       2,964       2,858  

342150649, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     118       118       117  

342150710, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     136       136       134  

342150912, 19.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     530       535       524  

342150983, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     169       170       167  

342151632, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     522       508       488  

342151645, 29.99%, 11/22/2025 (b)(c)(e)

  Uplift   8/29/2025     6       6       6  

342152531, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     230       227       221  

342153586, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     501       506       496  

342153593, 24.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     116       117       115  

342157450, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     527       532       520  

342159259, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     109       110       108  

342160512, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     69       69       68  

342161298, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     539       544       532  

342161639, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     3,350       3,411       3,290  

342162122, 0.00%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     786       733       131  

342162708, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     170       171       168  

342163166, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     74       75       73  

342163278, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     282       284       279  

342163960, 35.99%, 11/22/2025 (b)(c)(e)

  Uplift   8/29/2025     8       9       8  

342164182, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     408       412       403  

342165191, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     1,825       1,804       1,746  

342166700, 29.99%, 08/22/2027 (b)(c)

  Uplift   8/29/2025     3,410       3,482       3,352  

342166794, 35.99%, 07/22/2026 (b)(c)(d)

  Uplift   8/29/2025     306       314       130  

342167410, 0.00%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     121       111       24  

342167921, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,160       1,134       1,101  

342169238, 29.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     2,291       2,333       2,251  

342169408, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     553       539       523  

342170714, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     615       622       608  

342171683, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     118       119       117  

342175394, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     656       663       649  

342175694, 33.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     48       49       11  

342178209, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     166       167       165  

342184504, 35.99%, 07/22/2026 (b)(c)(d)

  Uplift   8/29/2025     1,024       1,053       515  

342185581, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     450       455       445  

342186018, 0.00%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     3,269       3,079       3,024  

342187719, 19.99%, 08/22/2027 (b)(c)

  Uplift   8/29/2025     3,868       3,949       3,806  

342189799, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     190       192       188  

342191021, 24.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

342192898, 25.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     996       1,006       984  

342192974, 12.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,804       1,822       1,783  

342193848, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     593       600       585  

342193969, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     419       424       414  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342194099, 29.99%, 08/22/2027 (b)(c)

  Uplift   8/29/2025   $ 4,393     $ 4,487     $ 4,315  

342194368, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,450       1,465       1,430  

342195219, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     199       200       197  

342196359, 0.00%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     707       698       682  

342197065, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     220       222       218  

342197231, 35.99%, 11/22/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     89       91       11  

342198079, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     512       517       505  

342198267, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,146       1,168       1,126  

342198844, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     237       239       235  

342199083, 14.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

342199344, 29.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     652       659       644  

342199542, 19.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     125       126       124  

342199708, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     91       91       90  

342199784, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     194       195       192  

342199997, 14.99%, 08/15/2027 (b)(c)

  Uplift   8/29/2025     2,522       2,574       2,473  

342200531, 35.99%, 02/28/2026 (b)(c)(e)

  Uplift   8/29/2025     9       9       8  

342200898, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     120       120       118  

342201037, 23.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,763       1,781       1,742  

342201205, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

342202662, 21.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     656       663       649  

342202741, 35.99%, 06/06/2026 (b)(c)

  Uplift   8/29/2025     134       135       131  

342202826, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

342202888, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     230       230       228  

342207186, 29.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,367       1,392       1,343  

342207208, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     209       210       206  

342207631, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     76       76       75  

342208536, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     522       527       515  

342209275, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     137       138       136  

342210353, 35.99%, 11/22/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     35       36       4  

342210933, 33.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     486       491       480  

342211156, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     455       443       430  

342211932, 33.99%, 08/22/2027 (b)(c)

  Uplift   8/29/2025     6,578       6,720       6,465  

342211994, 0.00%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     848       791       97  

342212689, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     126       126       124  

342212739, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     207       209       205  

342212847, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     89       89       88  

342213708, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     441       430       417  

342216592, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     98       98       97  

342216857, 14.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     132       133       131  

342217139, 33.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

342217495, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     139       140       138  

342217955, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

342220549, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

342220629, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     671       678       663  

342222139, 24.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     560       566       553  

342222929, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

342225070, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

342225299, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     434       438       428  

342228008, 0.00%, 08/06/2026 (b)(c)

  Uplift   8/29/2025     679       661       639  

342228636, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     116       117       115  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342229479, 0.00%, 07/30/2026 (b)(c)

  Uplift   8/29/2025   $ 463     $ 450     $ 435  

342229691, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     125       125       124  

342230175, 14.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     109       110       108  

342230506, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     78       79       78  

342230934, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     1,435       1,444       1,421  

342231640, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     115       116       114  

342232127, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     440       428       415  

342234159, 0.00%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     4,864       4,589       4,505  

342234364, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     696       704       688  

342234870, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     186       187       185  

342235632, 29.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     2,428       2,472       2,385  

342236577, 16.99%, 05/22/2026 (b)(c)(d)

  Uplift   8/29/2025     507       521       73  

342237118, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     488       493       482  

342237727, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

342237910, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     65       65       64  

342238476, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     174       179       17  

342238486, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     149       150       148  

342238862, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     868       848       822  

342239930, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     99       99       98  

342240468, 35.99%, 02/22/2026 (b)(c)(e)

  Uplift   8/29/2025     11       11       11  

342243122, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     425       430       420  

342244016, 35.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,759       1,792       1,728  

342244330, 0.00%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,164       1,086       1,070  

342244971, 35.99%, 11/22/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     86       89       10  

342245631, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     267       269       265  

342246022, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     682       666       653  

342246088, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     176       177       174  

342248975, 0.00%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,527       1,429       1,406  

342251058, 16.99%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     3,282       3,340       3,227  

342251205, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     131       132       130  

342251955, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     615       600       581  

342252345, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     451       456       446  

342252740, 0.00%, 02/22/2027 (b)(c)

  Uplift   8/29/2025     1,570       1,470       1,446  

342253070, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     725       733       716  

342253981, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     675       694       666  

342254559, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     144       145       143  

342255749, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     138       138       136  

342257623, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     655       639       619  

342259419, 19.99%, 02/22/2027 (b)(c)(d)

  Uplift   8/29/2025     1,736       1,784       801  

342260047, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     188       189       186  

342262107, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     112       112       111  

342263610, 21.99%, 05/31/2026 (b)(c)

  Uplift   8/29/2025     184       186       183  

342263639, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,290       1,303       1,273  

342263869, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     730       738       721  

342264468, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     603       609       595  

342264683, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     717       725       709  

342265979, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     78       79       77  

342266580, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     220       227       26  

342267227, 23.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     115       115       114  

342267746, 24.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     97       97       96  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342268490, 29.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025   $ 232     $ 233     $ 229  

342268533, 35.99%, 05/22/2026 (b)(c)(d)

  Uplift   8/29/2025     672       691       78  

342270661, 35.99%, 11/22/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     85       87       10  

342270927, 21.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

342271346, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     436       440       431  

342271378, 35.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     674       681       666  

342271535, 33.99%, 11/22/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     322       331       39  

342272120, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     45       46       6  

342272223, 16.99%, 08/22/2026 (b)(c)

  Uplift   8/29/2025     594       601       586  

342272306, 29.99%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     217       219       214  

342272368, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     800       782       759  

342277558, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     1,567       1,534       1,489  

342277596, 0.00%, 07/22/2026 (b)(c)

  Uplift   8/29/2025     721       704       684  

342278473, 35.99%, 05/22/2026 (b)(c)

  Uplift   8/29/2025     99       99       98  

342280246, 29.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     1,447       1,477       1,426  

342280274, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     201       202       199  

342280294, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     513       500       485  

342280384, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     272       279       60  

342280438, 24.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     388       399       47  

342281114, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     238       239       235  

342281117, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     904       883       857  

342281124, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     241       237       231  

342281143, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     109       109       108  

342281157, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     791       796       783  

342281323, 24.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     438       442       432  

342281842, 35.99%, 02/22/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     59       61       15  

342282256, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     1,300       1,272       1,234  

342282373, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

342282433, 29.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     482       487       476  

342282795, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

342282829, 21.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     183       184       182  

342282944, 0.00%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     755       699       85  

342282992, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     1,709       1,673       1,625  

342283283, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     185       186       183  

342283472, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     825       806       782  

342283556, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     105       106       104  

342284941, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     106       107       105  

342285190, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     704       661       676  

342285222, 29.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     2,366       2,409       2,325  

342285312, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     91       92       90  

342285380, 23.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,176       1,196       1,155  

342285414, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     139       140       138  

342285496, 6.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     190       191       184  

342285860, 12.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     826       835       817  

342286204, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     667       674       658  

342286335, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     502       507       496  

342286958, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     684       668       647  

342287154, 12.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     571       577       565  

342287510, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     994       1,004       982  

342287592, 33.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     3,667       3,746       3,604  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342287621, 29.99%, 11/30/2025 (b)(c)(e)

  Uplift   8/29/2025   $ 13     $ 13     $ 13  

342287654, 19.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,189       1,210       1,169  

342287749, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     4,360       4,111       4,035  

342288037, 24.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

342288117, 21.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     151       152       150  

342288423, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     193       194       191  

342288722, 24.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     257       258       254  

342289266, 35.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,287       1,310       1,263  

342289441, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     606       591       573  

342289450, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     176       173       169  

342290149, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     202       199       194  

342290158, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     980       958       930  

342290159, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     474       479       469  

342290163, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     421       410       397  

342290202, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     213       209       204  

342290421, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     84       85       84  

342290784, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     107       108       106  

342290932, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     436       425       412  

342291023, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     496       501       490  

342291044, 23.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     1,653       1,688       1,626  

342291076, 21.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     75       76       74  

342291576, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     86       87       86  

342291640, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     208       205       200  

342291852, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     207       208       205  

342291965, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     92       93       91  

342292108, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     104       105       103  

342292132, 16.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     509       514       503  

342292225, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     163       164       161  

342292282, 29.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     183       184       181  

342292450, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     114       115       113  

342292557, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

342292677, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     125       126       124  

342292795, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     256       258       254  

342292866, 21.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     221       223       219  

342293123, 16.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     450       454       444  

342293160, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     103       103       102  

342293302, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     407       395       383  

342293369, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     106       107       105  

342293509, 35.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,661       1,691       1,631  

342293651, 16.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     132       132       130  

342293999, 0.00%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     170       158       30  

342294019, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     456       461       451  

342294147, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     698       705       687  

342294178, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     461       474       153  

342294269, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     66       67       66  

342294520, 29.99%, 11/23/2025 (b)(c)(e)

  Uplift   8/29/2025     9       9       9  

342294627, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     372       376       368  

342294793, 16.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,347       1,371       1,325  

342295108, 33.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     169       170       167  

342295226, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     106       107       105  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342295242, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025   $ 191     $ 192     $ 189  

342295311, 29.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     958       968       947  

342295354, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     710       693       673  

342295606, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     171       172       169  

342295647, 24.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

342295687, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     690       697       681  

342295695, 18.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     143       144       142  

342296132, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     74       75       74  

342296248, 33.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,886       1,921       1,853  

342296725, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     48       48       48  

342296747, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     321       316       309  

342296829, 16.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     151       152       149  

342297043, 35.99%, 07/12/2026 (b)(c)

  Uplift   8/29/2025     991       1,002       514  

342297399, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     139       143       18  

342297671, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     239       240       236  

342297745, 35.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,060       2,104       2,023  

342297919, 0.00%, 08/23/2026 (b)(c)

  Uplift   8/29/2025     1,307       1,291       1,255  

342298369, 35.99%, 11/23/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     415       427       50  

342298578, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     69       70       9  

342299097, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     499       504       493  

342299252, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     109       109       108  

342299334, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     201       202       199  

342299538, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     215       216       213  

342299757, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     716       699       677  

342299767, 14.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

342300672, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     97       98       97  

342300699, 19.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,183       1,204       1,163  

342301087, 29.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     640       658       179  

342301106, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     58       59       13  

342301801, 35.99%, 11/23/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     61       63       7  

342301849, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     167       168       165  

342302279, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     128       132       15  

342302494, 19.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     473       486       59  

342303341, 16.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     140       141       139  

342303491, 16.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     152       153       151  

342303602, 24.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     185       186       183  

342303741, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     385       395       148  

342304456, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     665       672       657  

342304682, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     106       107       105  

342305238, 33.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     306       315       119  

342306175, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     122       122       120  

342306481, 27.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

342307385, 16.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     146       146       144  

342309413, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     101       101       100  

342318633, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     99       100       98  

342335730, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     163       164       162  

342339635, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     330       339       38  

342348238, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     209       205       200  

342349702, 19.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,644       2,698       2,600  

342363632, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     94       97       11  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342370514, 35.99%, 11/23/2025 (b)(c)(d)(e)

  Uplift   8/29/2025   $ 116     $ 120     $ 14  

342372409, 16.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     2,241       2,280       2,204  

342383482, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

342385690, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     44       44       43  

342387423, 23.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     222       228       62  

342389086, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     647       631       612  

342393822, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     206       203       198  

342395509, 19.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     4,837       4,923       4,759  

342398544, 25.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     123       124       122  

342399802, 35.99%, 11/23/2025 (b)(c)(e)

  Uplift   8/29/2025     10       10       10  

342402635, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     214       215       212  

342407936, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     208       209       206  

342412628, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     241       239       234  

342413196, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     118       118       14  

342414199, 21.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     687       694       679  

342416169, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     97       98       96  

342417982, 24.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     515       520       509  

342418924, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     135       136       134  

342419653, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     617       602       584  

342421048, 35.99%, 05/15/2026 (b)(c)

  Uplift   8/29/2025     91       92       90  

342424027, 18.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     211       212       209  

342429091, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     113       113       112  

342430138, 35.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     2,958       3,013       2,905  

342432612, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     510       497       482  

342434156, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     17       18       3  

342436546, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     641       625       607  

342437968, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

342438340, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     538       525       510  

342438553, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     135       136       134  

342440581, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     59       61       8  

342441283, 35.99%, 05/31/2026 (b)(c)

  Uplift   8/29/2025     73       74       73  

342441791, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     459       448       436  

342444478, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     255       256       252  

342444712, 18.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     1,846       1,884       1,816  

342445934, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     262       264       258  

342446099, 35.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,712       2,770       2,661  

342447091, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     700       683       662  

342447101, 29.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,169       1,191       1,149  

342447324, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     591       597       583  

342447433, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     2,119       1,991       1,956  

342448166, 33.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     944       950       936  

342448381, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

342448382, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     93       94       93  

342448854, 18.99%, 02/28/2027 (b)(c)

  Uplift   8/29/2025     4,827       4,913       4,765  

342449290, 24.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     75       76       75  

342452075, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     282       284       280  

342452234, 29.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,784       2,843       2,737  

342452494, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

342453437, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     338       334       330  

342453984, 35.99%, 07/12/2026 (b)(c)

  Uplift   8/29/2025     1,516       1,531       1,492  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342454008, 0.00%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025   $ 1,206     $ 1,130     $ 202  

342455097, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     653       660       645  

342456852, 35.99%, 02/23/2027 (b)(c)(d)

  Uplift   8/29/2025     2,500       2,570       169  

342457053, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     201       202       199  

342457212, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     717       700       679  

342457572, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     116       117       115  

342457902, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     74       75       73  

342458342, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     162       163       161  

342459319, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     577       563       546  

342460945, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,249       1,167       1,148  

342461362, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,648       1,544       1,518  

342462523, 29.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

342462633, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     66       68       9  

342462977, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     941       919       893  

342463346, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     185       185       183  

342465118, 24.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     411       416       407  

342466758, 0.00%, 02/28/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     817       781       282  

342467102, 16.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     125       126       124  

342471143, 24.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

342471914, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

342472143, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     65       66       9  

342472380, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     97       100       21  

342472781, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     452       455       448  

342473314, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     883       862       836  

342473789, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     136       136       134  

342473870, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     222       218       213  

342475290, 35.99%, 11/23/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     129       132       15  

342475434, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     24       25       5  

342475536, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     519       506       496  

342475548, 23.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     782       790       774  

342476226, 14.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     168       169       167  

342476262, 29.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     259       261       257  

342476490, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     188       193       71  

342476612, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     228       225       219  

342476895, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     2,334       2,193       2,155  

342477824, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

342477830, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     609       594       576  

342478376, 35.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     3,918       4,001       3,849  

342479213, 35.99%, 08/23/2027 (b)(c)(d)

  Uplift   8/29/2025     1,948       2,002       115  

342480060, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     773       756       736  

342480390, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     81       82       81  

342483588, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

342486722, 0.00%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     703       657       102  

342486764, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     697       681       661  

342487741, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     155       156       154  

342488516, 33.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,276       1,299       1,254  

342490332, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     88       89       88  

342490395, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     89       90       88  

342491809, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     240       236       230  

342492786, 18.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     3,114       3,146       3,078  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342493155, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025   $ 247     $ 249     $ 244  

342494234, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     195       197       193  

342496649, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     231       233       229  

342498828, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     228       225       219  

342499271, 29.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     266       268       264  

342499586, 23.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     439       443       434  

342501807, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

342502628, 29.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     460       464       454  

342502630, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     746       729       707  

342503163, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     1,524       1,478       1,433  

342503501, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     667       674       660  

342504032, 23.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     2,081       2,118       2,047  

342504771, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     76       76       75  

342505319, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     789       798       780  

342506317, 19.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     694       701       686  

342507411, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     120       124       14  

342508320, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     18       18       18  

342508480, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     99       99       98  

342509044, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     137       135       133  

342510516, 35.99%, 02/23/2026 (b)(c)(e)

  Uplift   8/29/2025     6       6       6  

342511165, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     34       35       34  

342511819, 14.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     238       239       236  

342511987, 35.99%, 08/07/2026 (b)(c)(d)

  Uplift   8/29/2025     1,010       1,038       347  

342512243, 35.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     5,790       5,893       5,689  

342512425, 35.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,332       2,383       2,292  

342512709, 23.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     161       162       159  

342513250, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     196       197       194  

342514389, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     1,329       1,343       1,313  

342515197, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     566       552       535  

342516048, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     1,370       1,378       1,355  

342516227, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     46       47       11  

342517316, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     365       359       346  

342517969, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     86       89       20  

342518379, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     418       429       49  

342518499, 19.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     573       579       566  

342518935, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     87       87       86  

342519213, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     156       157       154  

342520536, 12.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     510       515       504  

342524783, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     995       973       944  

342525310, 35.99%, 11/23/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     375       380       45  

342527019, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     184       188       22  

342527725, 0.00%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     2,218       2,090       417  

342527786, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

342527852, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     684       668       648  

342528062, 0.00%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     366       332       40  

342529373, 33.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     2,184       2,225       2,146  

342529853, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     137       138       136  

342529947, 35.99%, 08/23/2027 (b)(c)(d)

  Uplift   8/29/2025     2,335       2,400       273  

342531478, 23.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     474       488       73  

342532836, 35.99%, 02/23/2026 (b)(c)(e)

  Uplift   8/29/2025     7       7       7  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342532928, 12.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025   $ 2,888     $ 2,938     $ 2,840  

342533239, 12.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     4,373       4,462       4,305  

342533618, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     465       470       459  

342534196, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     136       140       45  

342534361, 29.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     954       964       942  

342535441, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     465       452       439  

342536105, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     775       783       765  

342537967, 21.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     4,511       4,604       4,433  

342538848, 12.99%, 08/23/2026 (b)(c)

  Uplift   8/29/2025     905       916       894  

342539001, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     412       400       388  

342539985, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     39       39       39  

342542138, 35.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,182       1,203       1,161  

342542410, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     116       116       114  

342543677, 29.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     72       73       72  

342545014, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     101       101       100  

342545113, 16.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     84       84       83  

342546637, 27.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     112       113       111  

342548461, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     37       38       8  

342548568, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     428       416       403  

342548917, 24.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     790       798       781  

342549191, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     974       952       924  

342552302, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     965       943       916  

342552725, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     104       105       103  

342553905, 16.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     84       84       83  

342554062, 21.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     2,210       2,232       2,184  

342556395, 18.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     971       980       959  

342556850, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     497       502       491  

342556875, 29.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     158       159       157  

342557602, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,181       1,102       1,085  

342557735, 35.99%, 02/23/2026 (b)(c)(e)

  Uplift   8/29/2025     5       5       5  

342558391, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     103       104       102  

342558577, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     704       687       666  

342560466, 35.99%, 06/07/2026 (b)(c)

  Uplift   8/29/2025     230       232       226  

342561080, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     322       317       309  

342564159, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     113       113       112  

342564884, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     444       432       418  

342565055, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,175       1,096       1,079  

342565682, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     146       150       51  

342567101, 33.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     277       285       125  

342568042, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     193       198       35  

342568161, 35.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,244       2,292       2,205  

342568675, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

342571175, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     127       127       125  

342573181, 35.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,689       1,720       1,660  

342574560, 29.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     465       470       459  

342575089, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     507       513       501  

342575576, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     179       180       178  

342577530, 29.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     52       54       12  

342578447, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     100       100       99  

342579466, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     247       248       244  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342580150, 23.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025   $ 589     $ 595     $ 583  

342580575, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     468       456       442  

342581251, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     1,056       1,067       1,044  

342581307, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     86       87       85  

342581752, 18.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,138       1,158       1,121  

342582476, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

342585123, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     810       792       773  

342587396, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     176       177       175  

342588455, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,233       1,152       1,134  

342590454, 33.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     1,563       1,595       1,535  

342590595, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     644       628       609  

342590851, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     30       31       7  

342592179, 27.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,306       1,329       1,286  

342592317, 12.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     2,121       2,158       2,090  

342593705, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     660       644       628  

342594539, 16.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     163       164       162  

342594939, 21.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     4,246       4,322       4,174  

342595375, 35.99%, 02/23/2026 (b)(c)(e)

  Uplift   8/29/2025     9       9       9  

342595671, 21.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     123       124       122  

342595783, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,083       1,011       1,000  

342596148, 14.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,714       2,769       2,671  

342597182, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     632       617       598  

342597256, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     1,695       1,713       1,674  

342599760, 29.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     207       208       205  

342599999, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     194       196       193  

342602842, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     156       156       154  

342604630, 16.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     525       531       519  

342604631, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     91       91       90  

342605934, 23.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     39       40       10  

342606161, 23.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     650       657       643  

342610311, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     92       94       4  

342611212, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     123       124       122  

342613205, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     46       48       10  

342613435, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,683       1,577       1,551  

342615110, 35.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,848       2,909       2,796  

342615708, 0.00%, 05/16/2026 (b)(c)

  Uplift   8/29/2025     496       488       472  

342615711, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     432       436       427  

342617081, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     372       368       364  

342617102, 29.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     669       676       661  

342617272, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     510       515       504  

342619039, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     1,224       1,197       1,162  

342619963, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     324       319       311  

342620433, 21.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,620       2,674       2,575  

342621464, 33.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     216       218       214  

342621524, 0.00%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,168       1,095       1,100  

342621735, 35.99%, 12/07/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     264       272       18  

342621744, 27.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     4,924       5,012       4,838  

342621927, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     35       36       5  

342621954, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

342624365, 35.99%, 05/23/2026 (b)(c)(d)

  Uplift   8/29/2025     168       173       58  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342624484, 16.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025   $ 588     $ 594     $ 582  

342628175, 35.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     502       507       496  

342628584, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     770       752       729  

342629227, 0.00%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     501       489       482  

342629958, 23.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     95       95       94  

342630577, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     139       139       137  

342631093, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     150       154       18  

342631145, 21.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     2,863       2,923       2,817  

342631354, 24.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     1,511       1,538       1,485  

342632092, 35.99%, 08/23/2027 (b)(c)

  Uplift   8/29/2025     1,578       1,612       1,550  

342632207, 29.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     111       111       110  

342632276, 14.99%, 02/23/2027 (b)(c)

  Uplift   8/29/2025     324       329       321  

342632699, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     147       148       146  

342633689, 24.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     208       209       206  

342635349, 19.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     142       143       141  

342636061, 29.99%, 07/23/2026 (b)(c)

  Uplift   8/29/2025     701       708       693  

342637000, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     91       93       12  

342637672, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     161       165       159  

342638588, 0.00%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,095       1,030       275  

342640402, 35.99%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

342640877, 0.00%, 05/23/2026 (b)(c)

  Uplift   8/29/2025     522       515       502  

342641767, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     82       82       81  

342641782, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     137       141       32  

342641900, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     196       198       195  

342642182, 0.00%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     215       196       52  

342642229, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     443       431       418  

342642247, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     89       90       88  

342642331, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     482       488       477  

342642372, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     78       79       78  

342642610, 35.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     2,116       2,155       2,079  

342642998, 35.99%, 02/23/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     208       214       7  

342643039, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     344       339       331  

342643300, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,373       1,343       1,304  

342644111, 35.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     336       342       330  

342644288, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     231       225       221  

342644315, 35.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     247       253       55  

342644443, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     157       158       156  

342644456, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

342644487, 19.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     208       210       206  

342644657, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     159       160       158  

342644661, 21.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,041       2,083       2,010  

342644673, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     512       517       505  

342644682, 21.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     642       655       631  

342644851, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     614       599       581  

342645189, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     71       72       71  

342645337, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     465       452       439  

342645379, 35.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,280       1,303       1,258  

342645450, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     634       641       627  

342645564, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     218       215       209  

342645719, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     184       189       22  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342645786, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025   $ 146     $ 147     $ 145  

342646067, 35.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     861       867       100  

342646270, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     667       674       659  

342647064, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     163       164       162  

342647108, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     108       108       107  

342647158, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     534       527       514  

342647617, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,045       1,056       1,032  

342647755, 27.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     140       141       139  

342647764, 23.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     1,829       1,864       1,799  

342647994, 21.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     545       550       538  

342648018, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     485       476       458  

342648069, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     301       303       298  

342648103, 35.99%, 07/28/2026 (b)(c)

  Uplift   8/29/2025     808       817       800  

342648229, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     97       97       96  

342648288, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     112       113       111  

342648622, 14.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,853       1,885       1,822  

342648658, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     72       72       71  

342648670, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     187       188       185  

342648732, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     201       202       199  

342648975, 12.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     538       543       532  

342649017, 21.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     172       173       171  

342649118, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     153       154       152  

342649406, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     734       716       695  

342649557, 21.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     832       837       825  

342649935, 16.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,139       1,159       1,128  

342650095, 27.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     1,890       1,930       1,859  

342650366, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     131       131       129  

342650453, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     4,343       4,437       4,270  

342650613, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     119       117       115  

342650651, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     89       90       88  

342650843, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

342651017, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     1,480       1,512       1,454  

342651169, 29.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     390       401       45  

342651312, 29.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     349       358       42  

342651323, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     77       77       76  

342651522, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     73       74       73  

342651524, 0.00%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     229       213       31  

342651682, 24.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     256       257       254  

342651967, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     203       204       201  

342652358, 33.99%, 02/24/2026 (b)(c)(e)

  Uplift   8/29/2025     8       8       8  

342652547, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     518       504       485  

342652567, 35.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     421       433       49  

342652822, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,431       1,447       1,415  

342652917, 35.99%, 11/24/2025 (b)(c)(e)

  Uplift   8/29/2025     5       6       5  

342652946, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     527       513       497  

342652950, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     476       481       471  

342653250, 18.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     7,371       7,523       7,246  

342653485, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     132       133       131  

342653546, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     82       84       13  

342653668, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     924       933       913  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342653698, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025   $ 2,302     $ 2,352     $ 2,263  

342653996, 35.99%, 03/01/2026 (b)(c)(e)

  Uplift   8/29/2025     8       8       8  

342654181, 0.00%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     469       436       116  

342654305, 35.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     2,255       2,297       2,216  

342654504, 35.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     155       159       51  

342654525, 18.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     5,192       5,296       5,109  

342654638, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     653       660       645  

342654666, 33.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,604       1,633       1,576  

342655236, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     86       86       85  

342655371, 29.99%, 12/24/2026 (b)(c)

  Uplift   8/29/2025     226       229       224  

342656325, 35.99%, 11/24/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     75       77       9  

342656809, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     108       108       107  

342656888, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

342657179, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     92       92       91  

342657337, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

342657368, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     711       719       703  

342657385, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     202       198       193  

342657409, 35.99%, 11/24/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     225       231       27  

342657530, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     45       45       44  

342657712, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     1,980       2,020       1,945  

342657764, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     524       530       518  

342658004, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     86       87       86  

342658251, 35.99%, 06/01/2026 (b)(c)(d)

  Uplift   8/29/2025     239       245       85  

342658512, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     220       222       218  

342658586, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     82       83       82  

342659099, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     831       849       818  

342659220, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     208       209       206  

342659387, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

342659591, 35.99%, 03/08/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,165       1,197       211  

342659647, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     149       150       148  

342659978, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     460       448       434  

342660648, 12.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,858       2,916       2,813  

342660724, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     2,435       2,459       2,406  

342660850, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     237       238       235  

342660919, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     413       425       72  

342661619, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     209       205       200  

342661714, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     132       134       131  

342661742, 16.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     219       220       217  

342661799, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     100       101       99  

342662233, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     203       204       201  

342662610, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     93       93       92  

342663810, 23.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     3,957       4,028       3,890  

342663912, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     71       71       70  

342664489, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     246       253       29  

342664669, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     927       907       883  

342664743, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     28       29       4  

342665538, 29.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     217       223       88  

342672321, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     169       174       38  

342677716, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     187       188       185  

342681633, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     566       572       559  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342689569, 21.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025   $ 122     $ 122     $ 121  

342691401, 24.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     151       151       149  

342697814, 35.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     413       425       91  

342702571, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     442       430       417  

342706641, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     211       207       202  

342707932, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     233       229       223  

342709156, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

342713571, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,005       982       954  

342716168, 24.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     205       207       204  

342717165, 24.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     232       235       229  

342717886, 33.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,625       2,682       2,581  

342718910, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     447       452       442  

342723888, 0.00%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     948       880       488  

342724453, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     83       84       82  

342726277, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     189       191       187  

342729918, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     94       94       93  

342730825, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     69       71       10  

342730987, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     31       31       30  

342731787, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     620       626       612  

342732621, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     158       159       157  

342732954, 18.99%, 08/01/2026 (b)(c)

  Uplift   8/29/2025     499       505       489  

342734046, 33.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     235       236       233  

342734427, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     531       536       524  

342734748, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     803       812       794  

342735174, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     219       220       217  

342735272, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

342735433, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     71       72       71  

342735556, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     285       288       282  

342738333, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     221       222       218  

342739658, 29.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,290       2,338       2,249  

342740785, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     1,558       1,591       1,531  

342743528, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,901       2,962       2,843  

342743599, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     149       150       148  

342743814, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     613       598       580  

342744503, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     200       197       191  

342745721, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     233       234       231  

342746702, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     882       861       829  

342748144, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

342748858, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     588       574       557  

342749502, 24.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     161       162       159  

342750207, 12.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     582       588       575  

342750540, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     458       446       432  

342750648, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     2,130       2,153       2,105  

342751276, 16.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     3,899       3,979       3,834  

342753154, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     700       683       662  

342753186, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     208       204       199  

342754209, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     416       405       392  

342754342, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     189       190       186  

342754548, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     25       26       5  

342754820, 0.00%, 02/28/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     489       451       126  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342755084, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025   $ 537     $ 523     $ 507  

342756013, 23.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,421       1,447       1,397  

342756413, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     66       66       65  

342757148, 21.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,778       1,810       1,755  

342757198, 19.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     20       21       5  

342757204, 0.00%, 03/08/2026 (b)(c)(e)

  Uplift   8/29/2025     100       92       18  

342757267, 27.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     83       84       83  

342757379, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     452       464       96  

342757735, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     96       97       95  

342757797, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     357       354       346  

342757905, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     151       152       150  

342758245, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     74       74       74  

342758351, 24.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     152       153       150  

342758834, 16.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     3,024       3,078       2,974  

342759152, 19.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     581       587       575  

342759858, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

342761522, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     100       103       24  

342763087, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     184       185       183  

342763831, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     77       77       76  

342764586, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     678       685       670  

342764720, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     791       799       780  

342764856, 29.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     1,645       1,680       1,617  

342765313, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     98       99       98  

342765353, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     269       270       266  

342766791, 35.99%, 02/24/2026 (b)(c)(e)

  Uplift   8/29/2025     2       2       1  

342766991, 0.00%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     2,705       2,544       2,499  

342768146, 33.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,321       2,371       2,280  

342769236, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     335       330       322  

342769449, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     155       160       153  

342769724, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     329       320       314  

342771004, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     162       163       160  

342772221, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     698       681       661  

342772243, 35.99%, 02/24/2026 (b)(c)(e)

  Uplift   8/29/2025     6       6       6  

342772481, 35.99%, 11/24/2025 (b)(c)(e)

  Uplift   8/29/2025     6       6       6  

342773044, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     545       531       516  

342773947, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,629       2,686       2,582  

342774341, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     28       28       6  

342775654, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     144       145       143  

342776892, 33.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     457       462       452  

342777387, 29.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,224       1,246       1,203  

342777532, 23.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,045       1,056       1,033  

342778514, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     218       219       216  

342779009, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     660       667       652  

342780214, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     67       68       67  

342780853, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     67       68       67  

342781186, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

342782795, 0.00%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,616       1,513       1,488  

342783072, 14.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     203       204       201  

342783292, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     196       197       194  

342783448, 35.99%, 05/15/2026 (b)(c)

  Uplift   8/29/2025     77       77       75  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342784133, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025   $ 156     $ 157     $ 155  

342784176, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     81       81       80  

342785081, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     897       876       851  

342785229, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     531       537       525  

342787629, 23.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     158       162       19  

342787823, 23.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     2,163       2,201       2,127  

342787830, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     951       935       910  

342788669, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     192       193       190  

342790128, 19.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     448       452       443  

342790470, 0.00%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,168       1,094       1,093  

342790861, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     520       534       87  

342791602, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     464       458       447  

342791907, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     668       651       632  

342793070, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

342793477, 21.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     2,380       2,405       2,353  

342794021, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     452       464       61  

342794931, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     639       623       605  

342795525, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     112       112       111  

342795640, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,192       1,173       1,141  

342795759, 35.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,681       1,712       1,651  

342796334, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     617       623       610  

342796696, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     91       92       90  

342796834, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     187       188       185  

342797687, 16.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     225       227       223  

342798964, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     866       846       821  

342801254, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     860       849       829  

342801881, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     563       569       557  

342802027, 23.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     578       584       572  

342802799, 23.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     3,263       3,322       3,208  

342803199, 23.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     588       594       581  

342805520, 0.00%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     53       50       11  

342805778, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     153       154       152  

342806164, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,556       1,523       1,479  

342806524, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,931       1,889       1,804  

342809195, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     51       52       3  

342809262, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     147       148       146  

342810004, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     794       775       752  

342810230, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,865       1,826       1,774  

342810319, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     552       538       521  

342810492, 23.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     469       474       464  

342813548, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     94       94       93  

342813593, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     207       204       199  

342813677, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     375       374       372  

342814111, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     186       187       185  

342814515, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     102       102       101  

342814672, 35.99%, 08/24/2026 (b)(c)

  Uplift   8/29/2025     1,443       1,461       1,424  

342815001, 16.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     246       247       244  

342815420, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     89       89       88  

342815521, 12.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     3,524       3,586       3,467  

342816182, 0.00%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     447       412       217  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342816312, 0.00%, 02/24/2027 (b)(c)

  Uplift   8/29/2025   $ 3,274     $ 3,083     $ 3,028  

342816992, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     2,516       2,463       2,375  

342817564, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     93       93       92  

342817711, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     156       157       155  

342819720, 24.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     703       710       695  

342819821, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

342820273, 23.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,067       1,078       1,054  

342820281, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     115       116       114  

342820452, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     222       223       220  

342821168, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     482       487       476  

342823286, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     103       104       102  

342823898, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     187       189       186  

342824766, 35.99%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     261       269       83  

342825689, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     230       231       227  

342826866, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     84       85       84  

342827359, 16.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     667       673       659  

342827814, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     650       657       643  

342827835, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     138       139       137  

342828875, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     88       89       88  

342828940, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     769       751       728  

342829542, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     805       786       763  

342830166, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     92       92       91  

342830194, 21.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     5,376       5,473       5,286  

342831734, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     68       70       15  

342832100, 23.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,182       1,204       1,163  

342832505, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     112       113       111  

342832586, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     428       416       403  

342832662, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     93       93       92  

342834662, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     186       187       185  

342835328, 14.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     195       196       193  

342836940, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     166       168       164  

342837930, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     58       59       12  

342838178, 18.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     103       104       103  

342838496, 16.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     4,497       4,576       4,426  

342838784, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     665       649       629  

342839459, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     72       72       71  

342839693, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     172       173       170  

342841451, 33.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     596       602       589  

342841710, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     476       481       470  

342842151, 35.99%, 02/24/2026 (b)(c)(e)

  Uplift   8/29/2025     5       5       1  

342842938, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     173       174       171  

342843697, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     92       93       92  

342843699, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     221       222       219  

342844379, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     596       581       563  

342844731, 21.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     182       183       180  

342844898, 19.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     745       753       736  

342845244, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     99       99       98  

342845946, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,215       1,138       1,141  

342846936, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     647       654       639  

342848793, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,619       1,665       1,599  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342849109, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025   $ 73     $ 73     $ 72  

342849426, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     814       795       771  

342850931, 0.00%, 08/01/2026 (b)(c)

  Uplift   8/29/2025     612       595       576  

342850953, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     48       48       48  

342851191, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     1,024       1,011       988  

342852344, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     91       92       91  

342852351, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     728       736       719  

342852823, 29.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     134       138       29  

342852911, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     802       783       760  

342853080, 19.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     3,159       3,224       3,107  

342853807, 16.99%, 07/30/2026 (b)(c)

  Uplift   8/29/2025     458       462       454  

342854198, 24.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     149       150       148  

342854296, 23.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     545       550       538  

342857433, 16.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     1,465       1,495       1,441  

342857571, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     149       150       148  

342857654, 18.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,632       2,686       2,590  

342857822, 24.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     101       101       100  

342858429, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     724       707       686  

342859382, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

342860091, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     172       173       170  

342860647, 16.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     2,628       2,674       2,584  

342861073, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     200       201       198  

342861866, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     169       170       168  

342862883, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     633       617       599  

342865062, 0.00%, 05/24/2026 (b)(c)(d)

  Uplift   8/29/2025     387       356       167  

342866309, 19.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     174       175       173  

342867371, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,239       1,212       1,176  

342868376, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,221       1,194       1,160  

342869488, 33.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     119       120       118  

342869950, 24.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     118       119       117  

342870325, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     85       85       84  

342871654, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     650       633       608  

342874939, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     88       88       87  

342875180, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     223       224       221  

342875443, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     1,503       1,536       1,478  

342875671, 0.00%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,676       1,567       192  

342875825, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     322       317       309  

342877434, 0.00%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     493       459       123  

342878349, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     285       287       283  

342881006, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     443       431       418  

342882582, 0.00%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,563       1,464       1,440  

342883485, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     185       186       183  

342884370, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,054       1,030       1,000  

342885296, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     512       517       506  

342885624, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     153       149       149  

342886041, 21.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,673       1,703       1,651  

342886262, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     110       110       109  

342886397, 12.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     678       685       671  

342886406, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     196       198       195  

342888004, 0.00%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     476       469       458  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342888770, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025   $ 232     $ 234     $ 230  

342890090, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     706       689       668  

342890202, 35.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     118       121       14  

342890499, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     283       286       280  

342890508, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     190       191       188  

342890788, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     77       77       76  

342891928, 12.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     3,356       3,424       3,304  

342892053, 0.00%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     5,708       5,387       5,286  

342892070, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     200       195       195  

342892189, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     433       438       428  

342892771, 23.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,390       1,415       1,367  

342893227, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     824       803       772  

342894725, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,697       1,661       1,614  

342896681, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     456       461       450  

342897211, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     521       526       514  

342897392, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     34       35       34  

342897732, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     491       496       485  

342898197, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     836       816       792  

342898428, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,551       1,517       1,473  

342898495, 23.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     203       204       202  

342898699, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     654       638       619  

342899441, 35.99%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     743       757       733  

342899546, 19.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     505       510       500  

342900301, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,697       1,662       1,614  

342900612, 0.00%, 02/24/2027 (b)(c)

  Uplift   8/29/2025     1,364       1,275       1,255  

342901204, 35.99%, 07/24/2026 (b)(c)(d)

  Uplift   8/29/2025     751       772       199  

342902069, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     849       858       839  

342902131, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     191       192       189  

342904399, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     136       137       135  

342906433, 35.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     2,718       2,777       2,672  

342907786, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     511       517       505  

342910620, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     637       621       603  

342911534, 12.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     444       449       439  

342911617, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     164       165       163  

342911730, 21.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     849       854       842  

342912181, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     730       737       721  

342913124, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,540       1,557       1,522  

342914104, 35.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     430       434       425  

342914237, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     525       529       520  

342914453, 29.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     84       85       83  

342915762, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     566       551       535  

342916405, 12.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     590       595       584  

342916656, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     173       174       171  

342916774, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     454       442       428  

342917922, 35.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     165       166       163  

342917957, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     466       454       440  

342918110, 33.99%, 05/24/2026 (b)(c)

  Uplift   8/29/2025     115       116       114  

342918667, 24.99%, 02/24/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     431       443       97  

342919125, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     800       808       792  

342919303, 0.00%, 07/24/2026 (b)(c)

  Uplift   8/29/2025     1,237       1,160       1,165  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342919316, 29.99%, 07/24/2026 (b)(c)

  Uplift   8/29/2025   $ 448     $ 453     $ 443  

342920437, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     776       757       734  

342920762, 12.99%, 08/24/2027 (b)(c)

  Uplift   8/29/2025     5,064       5,167       4,985  

342921997, 12.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,345       2,392       2,308  

342922068, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     504       509       498  

342922223, 19.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

342922378, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     139       140       138  

342922424, 18.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     1,694       1,729       1,666  

342922458, 35.99%, 11/25/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     555       570       66  

342922465, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     735       742       726  

342922466, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     980       957       929  

342923201, 14.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     202       204       200  

342923330, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     194       195       192  

342923510, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     715       697       677  

342923692, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     558       564       551  

342923759, 24.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,487       1,514       1,462  

342923867, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     76       76       75  

342924124, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     218       219       216  

342924157, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     998       1,009       987  

342924275, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     157       158       156  

342924768, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     852       860       844  

342924811, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     165       166       163  

342924820, 35.99%, 05/30/2026 (b)(c)

  Uplift   8/29/2025     234       235       232  

342924870, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     259       261       257  

342924897, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     610       616       603  

342925204, 0.00%, 08/05/2026 (b)(c)

  Uplift   8/29/2025     751       731       708  

342925663, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     404       407       401  

342925666, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     732       740       724  

342925935, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     821       802       774  

342926047, 14.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     229       230       227  

342926175, 35.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,473       2,526       2,429  

342926227, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     727       735       718  

342926646, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     114       117       13  

342926836, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     585       571       554  

342926891, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     266       267       263  

342926962, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

342927077, 21.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     115       116       114  

342927141, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     3,263       3,324       3,208  

342927368, 21.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     1,953       1,994       1,922  

342927453, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

342927688, 14.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

342927996, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     165       166       164  

342928507, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     190       191       188  

342928519, 35.99%, 11/25/2025 (b)(c)(e)

  Uplift   8/29/2025     11       11       11  

342928662, 29.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     3,584       3,660       3,525  

342929133, 35.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,099       2,145       2,061  

342929222, 35.99%, 07/30/2026 (b)(c)

  Uplift   8/29/2025     1,887       1,908       1,870  

342929457, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     156       156       154  

342929536, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     193       194       191  

342929550, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     543       548       536  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342929600, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025   $ 289     $ 291     $ 286  

342929604, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     68       68       67  

342929627, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     536       541       529  

342930843, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     91       91       90  

342930884, 0.00%, 08/25/2026 (b)(c)

  Uplift   8/29/2025     1,193       1,178       1,144  

342931045, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     134       135       134  

342931137, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     527       533       521  

342931201, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     90       91       89  

342931219, 12.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,282       1,304       1,261  

342931223, 18.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,769       1,788       1,750  

342931392, 16.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     113       114       113  

342931493, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     204       205       202  

342931967, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     158       159       157  

342932255, 14.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,034       1,045       1,022  

342932392, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     481       469       455  

342932441, 18.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     135       136       134  

342932774, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     130       131       129  

342932906, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     711       718       703  

342933043, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     107       108       106  

342933762, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     771       779       761  

342934179, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     600       606       593  

342934186, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     907       886       863  

342934282, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     368       379       82  

342934301, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     70       70       70  

342934359, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     253       254       250  

342934706, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     148       149       147  

342934926, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     448       436       422  

342935034, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     542       548       536  

342935140, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     406       410       401  

342935156, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     572       578       565  

342935159, 14.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     214       216       211  

342935161, 18.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     3,371       3,441       3,318  

342935167, 21.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     488       494       483  

342935388, 21.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     238       239       236  

342935581, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     103       103       102  

342935713, 29.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,514       1,542       1,489  

342935730, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     90       90       89  

342935859, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     163       164       162  

342935924, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     610       617       603  

342936274, 19.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     2,762       2,811       2,716  

342936326, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     675       679       668  

342936386, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     447       435       423  

342936481, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     121       122       120  

342936522, 23.99%, 05/31/2026 (b)(c)

  Uplift   8/29/2025     150       151       149  

342936739, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

342937027, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     69       69       68  

342937150, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     144       145       142  

342937152, 23.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     934       944       924  

342937377, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     470       457       443  

342937405, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342937582, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025   $ 454     $ 459     $ 449  

342937704, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

342937779, 21.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,264       2,311       2,225  

342937859, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     386       376       368  

342938349, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     534       539       527  

342938383, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     427       432       422  

342938538, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     89       90       89  

342938667, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     134       135       133  

342938685, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     148       149       147  

342939056, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     184       189       26  

342939061, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     120       120       119  

342939484, 27.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,676       1,707       1,648  

342939760, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

342939809, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     132       133       131  

342939860, 25.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,458       1,484       1,433  

342939880, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

342939899, 12.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     232       235       231  

342940047, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,154       1,175       1,134  

342940761, 14.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     132       132       130  

342940773, 24.99%, 07/25/2026 (b)(c)(d)

  Uplift   8/29/2025     1,212       1,246       260  

342940803, 21.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     382       388       378  

342940829, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     186       187       185  

342941123, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     202       203       200  

342941396, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

342941398, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     630       637       623  

342941481, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     70       71       70  

342941907, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     566       572       560  

342941909, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     206       208       205  

342941977, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     150       152       149  

342943115, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     306       315       62  

342943582, 29.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,299       1,322       1,276  

342944072, 33.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,262       1,276       1,248  

342944354, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     109       109       108  

342944432, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     224       225       222  

342944508, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

342944725, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     246       247       244  

342944950, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     232       234       230  

342945055, 12.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     956       965       946  

342945125, 27.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     3,533       3,597       3,473  

342945241, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     192       193       190  

342945276, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     192       193       190  

342946285, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

342946315, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     905       884       859  

342946375, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     198       200       197  

342947075, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     156       157       154  

342947087, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,570       1,600       1,543  

342947105, 21.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     169       170       168  

342947150, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     279       275       270  

342947262, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     224       226       222  

342947796, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     527       532       521  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342948357, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025   $ 102     $ 102     $ 101  

342950689, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     112       113       111  

342953965, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     92       93       92  

342954286, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     71       71       70  

342957483, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     539       526       516  

342958522, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     110       110       109  

342960780, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

342960912, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     184       185       182  

342962236, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     85       85       84  

342965906, 21.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     131       132       130  

342967484, 29.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     86       89       21  

342968005, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     312       321       144  

342968161, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     94       94       93  

342968302, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     128       128       127  

342969457, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     143       145       142  

342969650, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     692       711       81  

342970061, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,379       1,394       1,363  

342970092, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     432       403       414  

342971197, 35.99%, 11/25/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     179       184       21  

342971208, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     855       834       810  

342971729, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     98       99       97  

342973114, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     175       176       173  

342974062, 27.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     844       861       834  

342974132, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     266       268       264  

342976080, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     2,140       2,095       2,034  

342976142, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     416       421       412  

342976791, 16.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,184       1,205       1,165  

342976866, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     253       260       29  

342977542, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     435       440       430  

342978059, 0.00%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     134       127       23  

342978232, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     85       85       84  

342978318, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     106       109       27  

342978443, 35.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,883       2,945       2,834  

342978606, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     232       234       230  

342978739, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     623       630       616  

342979267, 0.00%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     282       264       51  

342980099, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,359       1,270       1,250  

342980362, 27.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     717       724       709  

342980647, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     442       430       417  

342981637, 35.99%, 06/09/2026 (b)(c)

  Uplift   8/29/2025     177       179       174  

342981685, 24.99%, 08/29/2027 (b)(c)

  Uplift   8/29/2025     8,733       8,917       8,601  

342982008, 35.99%, 11/25/2025 (b)(c)(e)

  Uplift   8/29/2025     6       6       6  

342982829, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,247       1,270       1,225  

342983501, 35.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,439       2,492       2,396  

342983555, 19.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     199       201       196  

342983563, 29.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     1,482       1,513       1,456  

342984076, 35.99%, 06/06/2026 (b)(c)

  Uplift   8/29/2025     164       165       161  

342984844, 0.00%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     233       210       36  

342985175, 33.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,267       1,291       1,245  

342985332, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     47       48       11  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

342985959, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025   $ 640     $ 647     $ 632  

342987016, 18.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,094       1,106       1,082  

342987965, 33.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     476       481       471  

342988120, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

342988858, 0.00%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     951       888       159  

342989282, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

342989547, 23.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     506       511       500  

342990520, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     3,350       3,412       3,292  

342991724, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     223       225       221  

342993304, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     770       778       761  

342994267, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     34       35       34  

342997224, 23.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     506       511       500  

342997627, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     70       70       69  

342999261, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     212       214       211  

343003015, 14.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     3,945       4,025       3,883  

343003705, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,223       1,196       1,161  

343004908, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     87       88       86  

343005374, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     72       73       72  

343006219, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     174       176       173  

343006616, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     430       418       405  

343007342, 23.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     429       433       424  

343009561, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     438       450       51  

343010148, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     176       177       175  

343010813, 14.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     211       212       209  

343011318, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     105       106       104  

343011442, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

343011470, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     208       209       206  

343011805, 14.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,927       1,946       1,906  

343014508, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     200       201       198  

343014904, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     599       606       592  

343015491, 35.99%, 02/25/2026 (b)(c)(e)

  Uplift   8/29/2025     5       5       5  

343016270, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     617       623       609  

343016376, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     121       121       120  

343016947, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     611       602       589  

343017509, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,049       1,025       995  

343017577, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     2,271       2,295       2,244  

343017675, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     706       714       697  

343018376, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     659       643       624  

343019046, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     578       584       571  

343019276, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     191       192       190  

343019840, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,428       1,453       1,401  

343020880, 16.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,275       1,297       1,254  

343021534, 16.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     149       150       147  

343022372, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     322       325       319  

343022601, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     237       239       235  

343024226, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     556       572       88  

343024731, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     619       626       612  

343024969, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     522       528       516  

343026277, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     754       762       745  

343026316, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,106       1,031       1,015  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343026583, 12.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025   $ 1,126     $ 1,146     $ 1,108  

343027224, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     375       378       372  

343028098, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     426       438       50  

343029343, 27.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,829       1,862       1,798  

343029400, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,694       1,712       1,674  

343030099, 16.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     75       76       75  

343030416, 35.99%, 08/25/2026 (b)(c)

  Uplift   8/29/2025     1,529       1,547       1,510  

343031336, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     86       87       86  

343032340, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     19       19       4  

343032511, 35.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     1,716       1,752       1,684  

343032680, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     771       779       762  

343033002, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     727       710       688  

343033337, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

343034204, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     35       36       7  

343034726, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     255       263       30  

343035193, 27.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     227       228       225  

343036675, 21.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     616       622       609  

343036696, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     206       203       198  

343036709, 16.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     524       529       518  

343037065, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     98       99       97  

343037083, 21.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     7,271       7,399       7,151  

343037692, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     834       843       825  

343038153, 27.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     107       108       106  

343038882, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     139       140       138  

343040455, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     314       323       81  

343041744, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     57       58       10  

343042657, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     604       589       572  

343043150, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     170       171       168  

343043397, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     243       244       241  

343043431, 19.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     105       106       104  

343046009, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,150       1,182       134  

343046089, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     919       897       871  

343046149, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     130       130       129  

343046295, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     137       138       136  

343046296, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     116       117       115  

343047178, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     207       209       205  

343047329, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     151       152       149  

343047420, 18.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     482       487       477  

343047954, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     79       79       78  

343048180, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     127       128       126  

343048947, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,918       1,799       1,769  

343049217, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     656       640       621  

343049301, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     405       409       400  

343049957, 21.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     3,706       3,783       3,647  

343050320, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     709       717       701  

343050366, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     478       465       451  

343051148, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     968       945       917  

343051158, 16.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     385       393       379  

343051331, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     98       98       97  

343053788, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     122       122       121  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343053932, 0.00%, 08/01/2026 (b)(c)

  Uplift   8/29/2025   $ 586     $ 570     $ 551  

343054054, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     507       510       503  

343054080, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

343054160, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     3,713       3,781       3,664  

343054256, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     920       935       904  

343054423, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     990       1,000       978  

343054626, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     513       499       484  

343054637, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     655       638       619  

343054690, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     92       93       91  

343054845, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     448       453       443  

343055353, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     791       799       780  

343055428, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     203       205       202  

343055475, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,271       1,284       1,254  

343055711, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     93       94       92  

343055860, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,234       1,247       1,220  

343056198, 16.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     509       514       503  

343056285, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     179       180       177  

343056418, 21.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     84       85       83  

343056939, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     169       170       167  

343057746, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     370       365       358  

343057834, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     31       31       30  

343057935, 24.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     785       793       776  

343058160, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     125       125       124  

343058504, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

343058509, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     818       799       775  

343059734, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     421       409       397  

343059766, 21.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     428       432       423  

343060982, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     413       402       389  

343061377, 33.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     240       241       238  

343061457, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,582       1,547       1,494  

343061716, 21.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     152       153       151  

343061738, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     222       218       213  

343061814, 23.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,758       1,790       1,729  

343062144, 27.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     255       257       253  

343062432, 23.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     35       36       4  

343062892, 35.99%, 11/25/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     136       140       16  

343062959, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     239       235       229  

343063531, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,289       1,260       1,223  

343063713, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     161       162       160  

343064403, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     167       168       166  

343064747, 12.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,110       1,129       1,097  

343065134, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     4,268       4,182       4,064  

343065186, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     2,876       2,705       2,659  

343065931, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,135       1,109       1,077  

343065994, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     172       173       171  

343066491, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     2,507       2,553       2,477  

343066744, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,305       1,276       1,234  

343066873, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     395       406       161  

343067047, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     473       478       467  

343067092, 19.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,593       1,621       1,567  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343067145, 14.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025   $ 111     $ 111     $ 110  

343067512, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     226       227       224  

343068076, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

343068176, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     76       77       75  

343068680, 19.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,210       1,222       1,197  

343068781, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     155       156       154  

343069023, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     166       167       165  

343069046, 21.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,017       1,027       1,005  

343069399, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     419       423       414  

343069448, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     239       240       237  

343069810, 16.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     556       568       547  

343070128, 29.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     1,312       1,340       1,300  

343070407, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     142       142       140  

343070606, 19.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     627       633       620  

343070725, 19.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,189       1,201       1,178  

343070802, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     650       635       622  

343070923, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     181       182       179  

343071245, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     407       419       47  

343071696, 35.99%, 03/09/2026 (b)(c)(e)

  Uplift   8/29/2025     22       22       21  

343071768, 27.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     212       213       210  

343072138, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     211       212       209  

343072259, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     127       128       126  

343072298, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     119       119       118  

343072456, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

343072719, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     909       888       862  

343072898, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     607       599       585  

343073045, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     410       399       386  

343073909, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,703       1,596       1,570  

343074247, 29.99%, 06/02/2026 (b)(c)

  Uplift   8/29/2025     179       180       176  

343074319, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     81       82       81  

343074332, 0.00%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     78       74       16  

343074620, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     743       748       737  

343074750, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     419       431       67  

343074831, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

343075285, 23.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,022       1,033       1,011  

343075354, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,404       1,313       1,292  

343075377, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     219       220       217  

343075554, 35.99%, 06/05/2026 (b)(c)

  Uplift   8/29/2025     74       75       73  

343075555, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     110       110       109  

343075708, 33.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     143       144       142  

343075867, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     83       83       82  

343075889, 19.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     58       59       58  

343076764, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

343077541, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     452       457       447  

343077568, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     103       104       103  

343077701, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     88       89       88  

343077863, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     143       144       141  

343078117, 27.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     139       140       138  

343078149, 35.99%, 06/04/2026 (b)(c)

  Uplift   8/29/2025     302       304       296  

343078197, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     931       948       914  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343078270, 35.99%, 11/25/2025 (b)(c)(d)(e)

  Uplift   8/29/2025   $ 215     $ 221     $ 25  

343078897, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     73       74       73  

343079051, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     180       181       179  

343079211, 21.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     74       75       74  

343079288, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     671       654       634  

343079709, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     140       141       139  

343080333, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     164       165       162  

343080384, 33.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,639       1,657       1,620  

343081427, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     201       203       200  

343081590, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

343082341, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     239       240       237  

343082472, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     655       646       632  

343083520, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     924       930       916  

343083828, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     195       196       194  

343083926, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     238       239       236  

343084230, 23.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     443       451       436  

343084524, 29.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     4,165       4,254       4,096  

343084671, 0.00%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     75       71       15  

343085302, 29.99%, 08/09/2026 (b)(c)

  Uplift   8/29/2025     796       806       549  

343085950, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     416       404       392  

343086290, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     533       520       504  

343086366, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     212       213       210  

343086401, 33.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     147       148       146  

343087492, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,797       1,830       1,766  

343087544, 0.00%, 02/28/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     500       466       161  

343087589, 27.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     192       194       191  

343089497, 33.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     790       812       46  

343089641, 35.99%, 07/25/2026 (b)(c)(d)

  Uplift   8/29/2025     1,584       1,629       647  

343090259, 24.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     307       316       70  

343093414, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     148       148       146  

343093962, 23.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     544       549       538  

343095275, 35.99%, 11/25/2025 (b)(c)(e)

  Uplift   8/29/2025     7       7       7  

343095647, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     435       423       410  

343095843, 0.00%, 08/25/2026 (b)(c)

  Uplift   8/29/2025     892       879       863  

343096109, 23.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     489       495       484  

343096572, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     269       277       23  

343096731, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     138       139       137  

343096755, 27.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     137       137       135  

343097174, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     48       48       47  

343097505, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     114       115       113  

343098392, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     556       548       536  

343098746, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     767       775       758  

343099552, 21.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     129       130       128  

343101629, 27.99%, 11/25/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     128       132       16  

343102288, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     165       166       163  

343104919, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     498       485       470  

343105805, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     822       808       786  

343105866, 16.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     125       126       124  

343106636, 29.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,339       1,376       102  

343107199, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     156       157       154  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343107726, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025   $ 1,155     $ 1,177     $ 1,135  

343108026, 35.99%, 11/25/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     932       959       110  

343111015, 14.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     121       122       120  

343111487, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

343111803, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,307       1,321       1,292  

343113982, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     405       410       401  

343115173, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     638       645       631  

343115307, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     885       864       839  

343115578, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

343116324, 0.00%, 07/25/2026 (b)(c)(d)

  Uplift   8/29/2025     2,964       2,790       1,084  

343116688, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     549       535       519  

343117400, 24.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     108       111       27  

343117599, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     219       216       210  

343117878, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     56       57       56  

343118415, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     206       208       205  

343119395, 33.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     803       812       794  

343120081, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     208       209       206  

343121011, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     123       124       122  

343122690, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     403       414       47  

343123509, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,661       1,625       1,579  

343123613, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     80       80       79  

343124084, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     148       149       146  

343124340, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     559       544       528  

343124628, 29.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,466       2,518       2,425  

343124642, 19.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     502       516       116  

343124761, 29.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     2,202       2,242       2,166  

343125093, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     472       477       467  

343125837, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     236       238       234  

343126489, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     263       271       34  

343127333, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     172       177       170  

343127484, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,030       1,041       1,018  

343127570, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     620       610       582  

343128777, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     95       96       95  

343128930, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,428       1,397       1,357  

343130056, 27.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     107       110       20  

343130540, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     513       528       42  

343131366, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     174       175       173  

343132715, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

343134627, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     112       112       111  

343135059, 35.99%, 02/25/2027 (b)(c)(d)

  Uplift   8/29/2025     2,315       2,380       412  

343137691, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,877       1,761       1,731  

343138012, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     94       95       93  

343138944, 12.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     541       547       536  

343139267, 0.00%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     1,561       1,461       1,437  

343139368, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     79       80       79  

343139530, 33.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     263       270       31  

343139574, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     72       73       72  

343139596, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     476       481       470  

343140246, 16.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     480       485       475  

343140845, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,257       1,230       1,194  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343140944, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025   $ 127     $ 128     $ 126  

343143584, 35.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     642       654       631  

343143967, 23.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     86       87       85  

343144068, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     876       856       842  

343144334, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     142       143       141  

343144496, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     204       200       195  

343144583, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     515       503       493  

343145400, 14.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     862       877       850  

343146341, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     758       766       749  

343149138, 33.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     501       504       497  

343149831, 23.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     506       512       501  

343150001, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     90       91       89  

343150528, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     101       101       100  

343151509, 16.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     2,601       2,647       2,559  

343151859, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     554       540       523  

343152257, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     829       852       21  

343153197, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     529       516       500  

343153617, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     492       479       465  

343153846, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     520       526       514  

343154015, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,221       1,194       1,160  

343154512, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     363       357       343  

343154589, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     132       133       131  

343154624, 16.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     95       95       94  

343154886, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     536       522       506  

343154923, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     218       215       209  

343155043, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     235       231       229  

343156730, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     153       154       151  

343157336, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     945       924       897  

343157691, 16.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     164       165       163  

343158379, 35.99%, 11/25/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     88       91       10  

343159121, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

343159603, 35.99%, 02/25/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     289       297       54  

343159940, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,429       1,399       1,368  

343160127, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     80       81       80  

343160151, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     163       164       161  

343160356, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     109       110       108  

343160732, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     318       321       315  

343162234, 33.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     185       186       183  

343163161, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     490       477       463  

343163380, 0.00%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     850       785       100  

343163438, 12.99%, 02/25/2027 (b)(c)

  Uplift   8/29/2025     3,564       3,627       3,507  

343163486, 0.00%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     321       318       311  

343163508, 0.00%, 07/25/2026 (b)(c)(d)

  Uplift   8/29/2025     1,514       1,419       845  

343163642, 27.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     817       826       808  

343164185, 35.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     1,702       1,739       1,674  

343164290, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,295       1,266       1,229  

343164576, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     433       421       408  

343165449, 29.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

343166854, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,533       1,500       1,457  

343167531, 14.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     226       227       224  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343168440, 29.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025   $ 525     $ 531     $ 520  

343168517, 14.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     1,000       1,010       989  

343168663, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     106       107       105  

343168819, 19.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     836       845       827  

343168960, 0.00%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     461       449       435  

343169600, 35.99%, 07/25/2026 (b)(c)(d)

  Uplift   8/29/2025     280       287       121  

343169761, 24.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     253       254       251  

343171209, 35.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,536       2,590       2,493  

343171479, 35.99%, 05/25/2026 (b)(c)

  Uplift   8/29/2025     109       110       108  

343172649, 35.99%, 08/25/2027 (b)(c)

  Uplift   8/29/2025     2,425       2,477       2,384  

343173364, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

343174251, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     7,722       7,890       7,593  

343174322, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     5,693       5,811       5,593  

343174554, 35.99%, 07/25/2026 (b)(c)

  Uplift   8/29/2025     591       597       583  

343175027, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     703       711       695  

343175058, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     22       22       5  

343175240, 23.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     803       812       795  

343175879, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     111       111       110  

343175992, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     88       89       88  

343176000, 0.00%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,877       1,761       1,731  

343176129, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     195       196       194  

343176252, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     386       380       371  

343176273, 35.99%, 07/26/2026 (b)(c)(d)

  Uplift   8/29/2025     1,108       1,139       85  

343176347, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     197       198       195  

343176997, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     74       75       74  

343177420, 18.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     635       642       628  

343177515, 35.99%, 05/25/2026 (b)(c)(d)

  Uplift   8/29/2025     499       513       172  

343178717, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,279       1,250       1,213  

343178741, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     631       615       597  

343178778, 27.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     184       185       182  

343178960, 16.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     77       77       76  

343179038, 33.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,266       1,289       1,244  

343179058, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     182       183       180  

343179148, 0.00%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     814       757       277  

343179187, 33.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     8,640       8,826       8,496  

343179329, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     515       500       480  

343179385, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     286       279       276  

343179455, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     22       22       5  

343180570, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     135       136       134  

343180670, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     44       44       44  

343180697, 35.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     2,219       2,260       2,181  

343180742, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     106       107       106  

343181108, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     42       43       8  

343181345, 23.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     494       500       489  

343181658, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     637       621       603  

343181757, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     76       76       75  

343181963, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     283       280       274  

343183057, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     626       610       592  

343183367, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     378       389       125  

343183556, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     145       146       144  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343183706, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025   $ 40     $ 40     $ 40  

343183819, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     132       133       131  

343183849, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     113       116       13  

343184032, 35.99%, 02/26/2026 (b)(c)(e)

  Uplift   8/29/2025     5       5       5  

343184109, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     26       26       5  

343184135, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     573       579       566  

343184236, 0.00%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,653       1,548       1,523  

343184387, 21.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     184       186       183  

343184503, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     3,327       3,398       3,270  

343184575, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     124       125       123  

343184698, 33.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     21       22       5  

343184894, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     450       455       445  

343185059, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     133       134       132  

343185078, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     65       66       65  

343185175, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     669       676       661  

343185219, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     407       411       402  

343185324, 29.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,245       2,293       2,208  

343185591, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     615       619       610  

343185765, 35.99%, 11/26/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     114       118       13  

343185801, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     83       85       13  

343185896, 0.00%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     32       30       7  

343185938, 35.99%, 07/26/2026 (b)(c)(d)

  Uplift   8/29/2025     7,495       7,685       871  

343185957, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     81       81       80  

343186410, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

343186464, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     716       698       677  

343186568, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     159       160       157  

343186593, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     43       44       7  

343186742, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     113       113       112  

343186746, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     156       157       154  

343187057, 21.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     642       648       636  

343187208, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     199       200       197  

343187242, 23.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,822       1,841       1,802  

343187275, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     510       515       504  

343187403, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     110       111       109  

343187428, 35.99%, 05/31/2026 (b)(c)

  Uplift   8/29/2025     160       161       157  

343187481, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,001       978       949  

343187610, 21.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,017       1,036       1,005  

343187622, 24.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,400       1,426       1,377  

343187710, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     221       222       219  

343187795, 33.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     974       992       961  

343187801, 24.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     5,181       5,290       5,098  

343188055, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     73       73       72  

343188074, 33.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     488       493       482  

343188287, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     121       122       120  

343188300, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     595       601       588  

343188308, 14.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     163       164       162  

343188527, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     165       170       67  

343188621, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     181       182       179  

343188677, 35.99%, 11/26/2025 (b)(c)(e)

  Uplift   8/29/2025     15       15       15  

343188882, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     99       100       98  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343189053, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025   $ 256     $ 257     $ 254  

343189077, 35.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,502       1,530       1,488  

343189111, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     455       443       429  

343189133, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     891       871       854  

343189177, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     674       658       645  

343189447, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     255       257       253  

343189499, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     988       966       938  

343189527, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

343189609, 16.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     95       96       94  

343189697, 24.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     257       265       112  

343189738, 0.00%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,291       1,206       1,187  

343190245, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     556       542       526  

343190282, 35.99%, 05/30/2026 (b)(c)

  Uplift   8/29/2025     115       115       114  

343190329, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     510       515       504  

343190351, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     666       674       659  

343190409, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     456       460       451  

343190607, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     137       141       136  

343190642, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     177       178       176  

343190696, 0.00%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,376       1,296       334  

343190759, 23.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     477       482       472  

343190788, 35.99%, 05/28/2026 (b)(c)

  Uplift   8/29/2025     255       257       253  

343191253, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,482       2,531       2,438  

343191577, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     1,044       1,073       436  

343191694, 14.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     78       79       78  

343191749, 16.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     157       158       156  

343192844, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     399       411       16  

343193515, 24.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     67       67       67  

343193726, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     553       538       522  

343193842, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     128       129       127  

343193893, 21.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     79       80       79  

343194026, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     490       495       485  

343194432, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     188       189       187  

343194458, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     183       184       181  

343194698, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     137       138       136  

343194765, 27.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     1,946       1,987       1,914  

343195564, 27.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     929       935       922  

343195595, 19.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     2,378       2,420       2,339  

343195644, 35.99%, 11/26/2025 (b)(c)(e)

  Uplift   8/29/2025     16       16       16  

343196050, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     235       231       225  

343196189, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     144       148       48  

343196308, 23.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     3,587       3,652       3,528  

343196389, 35.99%, 05/13/2026 (b)(c)

  Uplift   8/29/2025     55       55       54  

343196438, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     491       502       167  

343196583, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     202       208       41  

343196734, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     211       208       206  

343196912, 35.99%, 02/26/2026 (b)(c)(e)

  Uplift   8/29/2025     11       11       11  

343197120, 0.00%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     2,138       2,007       1,973  

343197399, 29.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     496       501       490  

343197439, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     477       482       471  

343197599, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     172       173       171  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343197831, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025   $ 796     $ 777     $ 754  

343197835, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     792       801       784  

343197877, 19.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     605       611       598  

343198052, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     190       195       40  

343198496, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     453       458       449  

343198680, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

343198746, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     353       355       349  

343199121, 18.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     78       78       77  

343199583, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     160       161       159  

343199675, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     113       113       112  

343199687, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     201       202       199  

343200073, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     193       195       192  

343200150, 16.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     99       100       98  

343200233, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     177       178       175  

343200406, 14.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     66       67       66  

343200518, 33.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     605       612       598  

343200749, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     769       777       760  

343200834, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     150       151       149  

343200979, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     436       441       431  

343201152, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     649       656       642  

343201178, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     144       145       143  

343201233, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     193       194       191  

343201353, 23.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     34       35       8  

343201370, 14.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     3,865       3,933       3,804  

343201464, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     90       90       89  

343201479, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     114       114       113  

343201757, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     64       66       4  

343201838, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     100       102       99  

343202109, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     319       321       316  

343202183, 24.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     219       221       217  

343202375, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     97       97       96  

343202748, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     27       28       4  

343202853, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     220       221       218  

343202965, 35.99%, 06/02/2026 (b)(c)

  Uplift   8/29/2025     259       261       254  

343203079, 29.99%, 12/28/2026 (b)(c)

  Uplift   8/29/2025     1,328       1,350       1,308  

343203143, 33.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     498       504       493  

343203148, 16.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     152       153       150  

343203333, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     91       91       90  

343203360, 35.99%, 06/01/2026 (b)(c)(d)

  Uplift   8/29/2025     178       183       92  

343203602, 18.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,320       2,369       2,284  

343204373, 12.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     374       378       371  

343204516, 0.00%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     148       136       30  

343204606, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     126       126       124  

343204630, 25.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     556       562       550  

343204747, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     204       206       203  

343204792, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     93       93       92  

343205289, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     533       520       504  

343206198, 33.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     5,045       5,099       4,989  

343206231, 33.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     93       93       92  

343206526, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     180       181       179  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343207598, 0.00%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025   $ 122     $ 111     $ 24  

343207625, 14.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     453       457       448  

343212566, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     472       477       466  

343220849, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     96       96       95  

343224063, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     751       732       710  

343224339, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     955       932       905  

343228427, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     507       494       485  

343229938, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     274       276       272  

343231344, 35.99%, 11/26/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     129       133       15  

343231480, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     722       704       684  

343234998, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     116       116       115  

343235056, 29.99%, 12/26/2026 (b)(c)

  Uplift   8/29/2025     1,671       1,699       1,645  

343243986, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     14       15       3  

343245463, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     15       15       3  

343248816, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

343252912, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,006       1,017       992  

343254436, 33.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,845       1,865       1,824  

343257447, 23.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     6,482       6,618       6,372  

343266532, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     690       672       646  

343269477, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     186       187       185  

343269965, 18.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,104       1,124       1,086  

343272740, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     556       542       526  

343272741, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     180       185       39  

343273894, 19.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,348       1,372       1,326  

343274046, 16.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     106       106       105  

343274436, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     195       201       34  

343275307, 33.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     39       39       39  

343279726, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,485       2,538       2,443  

343280246, 24.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,280       1,303       1,258  

343280518, 27.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     92       92       91  

343283675, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     187       188       185  

343284205, 35.99%, 03/05/2027 (b)(c)(d)

  Uplift   8/29/2025     1,823       1,874       643  

343286745, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     195       196       194  

343290184, 35.99%, 08/26/2026 (b)(c)

  Uplift   8/29/2025     798       807       787  

343290204, 12.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     250       251       248  

343291299, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     428       416       403  

343291869, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     853       833       809  

343292044, 19.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     513       518       508  

343293865, 35.99%, 08/31/2027 (b)(c)

  Uplift   8/29/2025     3,699       3,779       3,582  

343293952, 35.99%, 02/26/2026 (b)(c)(e)

  Uplift   8/29/2025     11       11       11  

343297171, 35.99%, 07/26/2026 (b)(c)(d)

  Uplift   8/29/2025     1,240       1,275       144  

343299319, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     284       286       282  

343299387, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     75       75       74  

343300467, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     653       637       618  

343302377, 21.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     2,354       2,378       2,329  

343302711, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     315       319       311  

343302887, 19.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     450       455       445  

343302999, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     230       232       228  

343303075, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     222       218       213  

343303295, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     271       278       36  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343304590, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025   $ 188     $ 189     $ 186  

343305321, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     557       563       551  

343305949, 27.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     2,028       2,065       1,993  

343307928, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     151       152       149  

343308965, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     66       66       66  

343309090, 35.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,762       1,793       1,732  

343309670, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     429       417       404  

343309751, 24.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     9,780       9,986       9,622  

343315789, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     102       103       101  

343316104, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     165       166       164  

343316413, 27.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     20       21       20  

343316424, 33.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     475       480       470  

343316806, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     556       542       526  

343319964, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     573       579       566  

343320095, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     2,471       2,419       2,349  

343321055, 35.99%, 05/31/2026 (b)(c)

  Uplift   8/29/2025     133       134       132  

343324007, 16.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     90       91       89  

343324837, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     222       218       213  

343325478, 29.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     283       285       280  

343325713, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     269       272       266  

343326270, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     202       205       200  

343328315, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

343328630, 25.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,330       1,344       1,315  

343328886, 24.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     600       606       594  

343329731, 21.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     25       26       25  

343329902, 24.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     3,196       3,254       3,143  

343330855, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     85       87       3  

343332049, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,054       1,030       1,000  

343332641, 24.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     148       149       147  

343332714, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     202       203       200  

343332960, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     268       276       31  

343336558, 23.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     801       815       787  

343337867, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     160       161       158  

343338590, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     575       569       557  

343339463, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     572       558       541  

343339576, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

343339824, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     91       94       12  

343340362, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

343340880, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     617       624       610  

343341035, 23.99%, 11/26/2025 (b)(c)(e)

  Uplift   8/29/2025     11       11       11  

343342216, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     514       520       509  

343342568, 24.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     178       179       177  

343342840, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     46       47       10  

343343609, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     146       147       145  

343343776, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     655       638       619  

343343927, 24.99%, 08/26/2026 (b)(c)

  Uplift   8/29/2025     1,998       2,022       1,976  

343344652, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     604       589       572  

343345183, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     164       165       163  

343345398, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     127       128       126  

343347335, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     183       185       181  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343348393, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025   $ 369     $ 371     $ 366  

343348951, 21.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     100       101       99  

343349923, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     155       156       154  

343354555, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     121       123       120  

343356259, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     103       104       103  

343357207, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     244       246       242  

343357705, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     2,914       2,932       2,890  

343359192, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     253       249       246  

343360106, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     73       75       9  

343362241, 35.99%, 07/30/2026 (b)(c)

  Uplift   8/29/2025     347       351       344  

343362867, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     627       612       594  

343362984, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     80       78       79  

343363342, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     135       136       134  

343363396, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

343363442, 0.00%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     207       196       24  

343363455, 35.99%, 11/26/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     35       35       4  

343363925, 0.00%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,387       1,296       1,276  

343366044, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,017       1,027       1,006  

343367379, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     169       170       167  

343367916, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     493       497       487  

343368107, 29.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     449       454       444  

343368303, 16.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

343368324, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,946       3,008       2,893  

343370858, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     100       101       100  

343374031, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     866       846       821  

343374464, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     535       540       528  

343375243, 35.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,364       1,390       1,341  

343375664, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     86       87       86  

343377075, 21.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,683       2,739       2,640  

343377753, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     173       178       64  

343379600, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     90       93       11  

343382035, 0.00%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     861       806       815  

343382239, 35.99%, 11/26/2025 (b)(c)(e)

  Uplift   8/29/2025     11       11       11  

343382432, 21.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     414       419       410  

343382645, 35.99%, 11/26/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     151       155       18  

343382693, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     86       87       86  

343383015, 27.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     2,598       2,625       2,569  

343383055, 23.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,740       2,798       2,696  

343384582, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     539       525       509  

343384625, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     259       254       247  

343386182, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     400       390       382  

343386192, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     688       671       645  

343386844, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     107       108       106  

343386927, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     405       394       382  

343387032, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     525       511       495  

343392223, 24.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     4,694       4,793       4,619  

343392564, 18.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     686       693       679  

343394032, 29.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     1,597       1,631       1,570  

343394806, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     149       153       7  

343396912, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     670       654       637  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343397187, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025   $ 1,020     $ 997     $ 968  

343397571, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     413       407       398  

343397593, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     72       72       71  

343397811, 35.99%, 07/26/2026 (b)(c)(d)

  Uplift   8/29/2025     1,335       1,372       155  

343398150, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     677       660       641  

343398192, 24.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     506       511       500  

343400582, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     100       100       99  

343400925, 23.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     49       50       11  

343402176, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     74       75       74  

343402712, 23.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     137       140       137  

343404689, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     32       33       4  

343405606, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     109       110       109  

343406871, 0.00%, 07/26/2026 (b)(c)(d)

  Uplift   8/29/2025     1,163       1,085       422  

343407061, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,009       2,053       1,974  

343409646, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     197       203       195  

343409977, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     1,414       1,453       164  

343410238, 18.99%, 12/26/2026 (b)(c)

  Uplift   8/29/2025     1,015       1,032       1,000  

343410471, 29.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     561       567       555  

343410886, 29.99%, 07/30/2026 (b)(c)

  Uplift   8/29/2025     595       602       590  

343413117, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     842       822       798  

343413995, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     989       976       954  

343415113, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     339       333       320  

343415480, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,739       1,758       1,719  

343415798, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     750       758       742  

343417370, 35.99%, 11/26/2025 (b)(c)(e)

  Uplift   8/29/2025     8       8       8  

343418127, 0.00%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     673       655       175  

343418800, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     327       319       313  

343419194, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     261       262       258  

343419300, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     545       531       515  

343422151, 35.99%, 06/10/2026 (b)(c)

  Uplift   8/29/2025     122       123       120  

343422501, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     432       420       407  

343424045, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     459       449       445  

343424153, 35.99%, 02/28/2027 (b)(c)

  Uplift   8/29/2025     1,754       1,786       1,725  

343424228, 0.00%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     300       278       69  

343424349, 19.99%, 12/26/2026 (b)(c)

  Uplift   8/29/2025     3,276       3,330       3,225  

343424417, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     108       108       107  

343424683, 18.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     881       890       871  

343425333, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     203       205       202  

343426376, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

343426563, 16.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     194       195       193  

343427457, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     138       139       137  

343427951, 0.00%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     244       240       234  

343428489, 29.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     504       509       498  

343430680, 33.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     741       749       735  

343432939, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     431       436       427  

343432977, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     2,006       1,963       1,908  

343436338, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     69       70       69  

343437823, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     621       627       614  

343438556, 35.99%, 02/26/2026 (b)(c)(e)

  Uplift   8/29/2025     11       11       11  

343441009, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     449       437       424  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343441275, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025   $ 175     $ 176     $ 174  

343442227, 21.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     422       427       418  

343445525, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     96       96       95  

343445656, 35.99%, 07/26/2026 (b)(c)(d)

  Uplift   8/29/2025     1,142       1,175       490  

343450041, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     106       107       105  

343451611, 35.99%, 07/26/2026 (b)(c)(d)

  Uplift   8/29/2025     2,177       2,238       573  

343451971, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     124       125       123  

343452084, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     566       557       542  

343453328, 35.99%, 08/30/2027 (b)(c)

  Uplift   8/29/2025     2,255       2,303       2,220  

343457042, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     714       722       707  

343457268, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     169       170       168  

343458798, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     138       139       137  

343461109, 29.99%, 08/30/2027 (b)(c)

  Uplift   8/29/2025     2,627       2,683       2,585  

343461553, 33.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     96       97       96  

343462159, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     332       324       321  

343462926, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     603       588       570  

343464296, 0.00%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     1,176       1,149       1,115  

343465133, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     149       150       148  

343466992, 33.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     578       584       571  

343470881, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     91       92       91  

343471402, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     191       192       189  

343473388, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     220       222       218  

343473663, 12.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     4,397       4,486       4,329  

343477651, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     103       104       102  

343479203, 35.99%, 11/26/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     99       102       12  

343479549, 21.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     91       91       90  

343482073, 19.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     558       563       552  

343483463, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     104       104       103  

343484613, 35.99%, 11/26/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     76       78       9  

343486349, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     400       404       397  

343487842, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     223       230       35  

343489994, 33.99%, 02/26/2026 (b)(c)(e)

  Uplift   8/29/2025     9       9       9  

343490696, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     466       471       461  

343490943, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     23       24       3  

343491132, 29.99%, 02/26/2027 (b)(c)(d)

  Uplift   8/29/2025     1,535       1,578       146  

343492380, 19.99%, 07/28/2026 (b)(c)

  Uplift   8/29/2025     500       505       496  

343493676, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     145       146       144  

343494556, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     111       112       110  

343495240, 16.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,852       1,885       1,822  

343495870, 29.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     2,187       2,227       2,150  

343495912, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     114       115       113  

343496622, 14.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     146       147       145  

343497141, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     75       77       19  

343497300, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     22       22       22  

343497496, 24.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     61       61       61  

343499850, 35.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,827       1,859       1,796  

343502079, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     280       283       277  

343502413, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

343503015, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     673       680       666  

343503073, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     252       254       250  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343503674, 24.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025   $ 2,410     $ 2,453     $ 2,367  

343503772, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     46       47       7  

343504789, 16.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,615       1,643       1,588  

343504801, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     156       157       155  

343506864, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     402       405       399  

343506892, 19.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     121       122       119  

343507663, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     75       76       75  

343507845, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     101       102       100  

343509251, 14.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     96       97       95  

343510876, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     162       164       160  

343511928, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     110       111       110  

343512078, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     156       157       155  

343512870, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     102       102       101  

343513436, 29.99%, 02/15/2026 (b)(c)(e)

  Uplift   8/29/2025     6       6       6  

343514576, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     203       208       62  

343516723, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     145       146       144  

343517933, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     390       401       45  

343519051, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     473       479       468  

343520677, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     226       227       224  

343521390, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     199       205       44  

343521667, 35.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     2,453       2,499       2,411  

343521669, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     603       609       596  

343526257, 21.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     174       175       173  

343528484, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     80       80       79  

343529079, 33.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     823       838       809  

343531621, 21.99%, 12/26/2026 (b)(c)

  Uplift   8/29/2025     3,624       3,683       3,567  

343532809, 12.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     3,503       3,564       3,447  

343534006, 12.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     496       501       490  

343535192, 35.99%, 11/26/2025 (b)(c)(d)(e)

  Uplift   8/29/2025     68       70       8  

343535456, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     193       194       191  

343535931, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     87       87       86  

343536336, 21.99%, 12/26/2026 (b)(c)

  Uplift   8/29/2025     2,680       2,725       2,636  

343536362, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     112       112       111  

343537221, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,332       2,383       2,293  

343537371, 12.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     483       488       478  

343540447, 23.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     466       471       461  

343541394, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     167       168       165  

343541416, 14.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     108       109       107  

343542335, 29.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     160       162       158  

343543511, 35.99%, 05/26/2026 (b)(c)(d)

  Uplift   8/29/2025     341       350       55  

343545821, 19.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     122       123       121  

343547982, 21.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     99       100       98  

343549329, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     91       92       91  

343551091, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     91       91       90  

343552611, 12.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     355       365       92  

343552683, 23.99%, 02/26/2027 (b)(c)

  Uplift   8/29/2025     1,379       1,403       1,356  

343553509, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     103       104       102  

343554415, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     422       434       115  

343554845, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     600       606       593  

343554846, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     210       211       208  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343555461, 35.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025   $ 4,761     $ 4,862     $ 4,680  

343557399, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     886       891       878  

343560080, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     113       114       112  

343562164, 35.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     180       182       178  

343562995, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     98       98       97  

343563489, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     116       117       115  

343565125, 35.99%, 02/26/2026 (b)(c)(e)

  Uplift   8/29/2025     5       5       5  

343565617, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     143       143       141  

343567650, 0.00%, 08/26/2026 (b)(c)

  Uplift   8/29/2025     1,245       1,227       1,193  

343568243, 18.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     722       730       715  

343572974, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     103       103       102  

343577125, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     139       140       138  

343578517, 35.99%, 07/30/2026 (b)(c)

  Uplift   8/29/2025     1,418       1,434       1,402  

343579802, 33.99%, 08/26/2027 (b)(c)

  Uplift   8/29/2025     2,899       2,961       2,848  

343580387, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     112       113       112  

343580421, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     732       736       725  

343580440, 29.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     112       113       111  

343581429, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     181       186       21  

343583033, 23.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     133       134       132  

343583654, 21.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     672       679       665  

343584604, 35.99%, 05/26/2026 (b)(c)

  Uplift   8/29/2025     92       93       92  

343586279, 21.99%, 07/26/2026 (b)(c)

  Uplift   8/29/2025     533       539       528  

343586467, 35.99%, 02/27/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     17       18       3  

343586759, 23.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     111       111       110  

343587260, 35.99%, 02/26/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     39       40       8  

343588748, 19.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     127       128       126  

343589593, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     116       116       115  

343590261, 29.99%, 08/27/2027 (b)(c)

  Uplift   8/29/2025     2,509       2,562       2,467  

343591624, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     256       258       254  

343592052, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     105       105       104  

343592070, 16.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     77       77       76  

343592935, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     224       227       222  

343593678, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     361       363       358  

343594361, 16.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     139       140       137  

343596936, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     104       104       103  

343597086, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     444       449       439  

343598409, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     105       106       105  

343599036, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     80       81       80  

343600362, 29.99%, 02/27/2026 (b)(c)(d)(e)

  Uplift   8/29/2025     18       18       4  

343600373, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     117       118       116  

343600445, 12.99%, 02/27/2027 (b)(c)

  Uplift   8/29/2025     2,863       2,913       2,818  

343600880, 12.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     642       648       635  

343601379, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     651       658       644  

343602841, 19.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     168       169       166  

343603076, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     430       435       425  

343603738, 23.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     215       216       213  

343604388, 0.00%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     1,296       1,274       1,233  

343605410, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     93       94       93  

343605791, 16.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     224       225       222  

343606500, 12.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     591       597       585  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

343607001, 33.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025   $ 398     $ 402     $ 394  

343611357, 35.99%, 05/27/2026 (b)(c)(d)

  Uplift   8/29/2025     767       788       86  

343612853, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     126       127       125  

343614789, 23.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     120       121       119  

343669708, 35.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     74       74       73  

343673036, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     540       545       533  

343698487, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     561       567       555  

343703057, 35.99%, 02/27/2027 (b)(c)

  Uplift   8/29/2025     1,157       1,176       1,137  

343714912, 12.99%, 08/27/2027 (b)(c)

  Uplift   8/29/2025     1,200       1,224       1,181  

343727379, 29.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     913       918       905  

343728707, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     3,675       3,715       3,630  

343738010, 35.99%, 05/27/2026 (b)(c)(d)

  Uplift   8/29/2025     401       412       183  

343751522, 24.99%, 08/27/2027 (b)(c)

  Uplift   8/29/2025     2,124       2,169       2,089  

343755609, 29.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     457       462       452  

343760394, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     572       579       566  

343770444, 23.99%, 05/27/2026 (b)(c)

  Uplift   8/29/2025     107       108       106  

343795266, 33.99%, 02/27/2027 (b)(c)

  Uplift   8/29/2025     2,580       2,627       2,549  

343808959, 35.99%, 07/27/2026 (b)(c)

  Uplift   8/29/2025     633       640       626  

CBM5857378, 30.10%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,717       3,717       191  

CBM5857892, 32.32%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,331       3,331       163  

CBM5857981, 29.84%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,227       1,227       1,233  

CBM5858148, 24.81%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,152       2,152       2,109  

CBM5858155, 32.22%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     8,679       8,679       624  

CBM5858202, 30.63%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,323       1,323       1,345  

CBM5858203, 28.61%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     9,517       9,517       7,857  

CBM5858284, 21.45%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     42,592       42,592       33,774  

CBM5858293, 29.24%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,271       1,271       67  

CBM5858319, 31.30%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,835       4,835       4,967  

CBM5858394, 29.10%, 08/22/2028 (b)(c)(d)

  Upstart   8/22/2025     9,116       9,116       655  

CBM5858463, 30.44%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,649       1,649       113  

CBM5858739, 28.28%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,425       2,425       2,379  

CBM5858765, 29.54%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     5,722       5,722       5,590  

CBM5858791, 30.23%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     7,698       7,698       6,483  

CBM5858802, 28.68%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,790       2,790       2,756  

CBM5858814, 30.27%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     5,529       5,529       381  

CBM5858860, 26.17%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,189       3,189       3,039  

CBM5858906, 32.22%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,291       3,291       3,411  

CBM5858913, 29.94%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,547       2,547       2,548  

CBM5858979, 23.36%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     2,994       2,994       3,049  

CBM5859018, 31.26%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,144       1,144       1,153  

CBM5859178, 28.81%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     14,038       14,038       14,594  

CBM5859189, 30.87%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     6,055       6,055       6,178  

CBM5859273, 32.26%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     5,388       5,388       1,431  

CBM5859726, 30.26%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,153       3,153       227  

CBM5860021, 30.31%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     21,235       21,235       1,538  

CBM5860147, 32.11%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,927       3,938       4,088  

CBM5860780, 31.83%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,136       1,136       1,175  

CBM5860814, 28.72%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     4,037       4,037       290  

CBM5860914, 28.56%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,148       1,151       944  

CBM5861068, 32.25%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,042       1,042       1,086  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

CBM5861328, 17.33%, 08/25/2028 (b)(c)

  Upstart   8/25/2025   $ 2,114     $ 2,114     $ 2,032  

CBM5861376, 29.23%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,478       2,478       2,477  

CBM5861782, 31.91%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     7,080       7,080       7,365  

CBM5862045, 31.43%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     4,014       4,014       414  

CBM5862207, 24.80%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,412       2,412       190  

CBM5863091, 28.59%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     7,711       7,711       7,624  

CBM5863999, 31.69%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,120       4,134       4,259  

CBM5864124, 32.22%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,943       1,943       133  

CBM5864133, 25.72%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     957       957       3  

CBM5864242, 32.21%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     7,587       7,587       7,930  

CBM5864551, 30.68%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,978       2,978       3,031  

CBM5865244, 31.75%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,462       4,462       4,618  

CBM5865347, 25.82%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,337       1,337       1,269  

CBM5865428, 31.79%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,420       1,420       1,470  

CBM5865663, 29.02%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,303       1,303       1,295  

CBM5865713, 31.38%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,406       3,406       3,506  

CBM5865857, 32.10%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,610       1,610       1,675  

CBM5866087, 30.39%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     4,300       4,300       314  

CBM5866388, 23.59%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,868       1,868       1,823  

CBM5866476, 26.48%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     16,386       16,386       1,187  

CBM5866600, 26.13%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     9,742       9,742       699  

CBM5866603, 28.47%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     831       831       815  

CBM5866829, 30.30%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,575       1,575       1,550  

CBM5867396, 28.52%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,151       1,151       1,187  

CBM5867628, 32.19%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     3,279       3,279       238  

CBM5867639, 26.49%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,292       1,292       1,229  

CBM5867833, 30.73%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,566       2,566       2,620  

CBM5867895, 30.52%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,629       4,629       4,706  

CBM5868079, 32.14%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,640       4,640       4,829  

CBM5868938, 31.18%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,680       3,680       3,796  

CBM5869209, 32.27%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,694       3,694       3,851  

CBM5869284, 28.81%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,787       2,787       629  

CBM5870441, 29.01%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,618       5,618       5,562  

CBM5870464, 28.56%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,449       2,449       2,420  

CBM5870469, 25.05%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,422       1,422       1,333  

CBM5870515, 28.39%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     7,325       7,325       4,636  

CBM5872146, 28.55%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,537       5,537       5,481  

CBM5872657, 28.78%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,507       1,507       1,495  

CBM5872717, 28.28%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     2,991       2,991       2,900  

CBM5873103, 30.07%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,596       5,597       5,670  

CBM5873139, 28.59%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,731       2,731       2,702  

CBM5873186, 21.96%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     1,162       1,162       1,116  

CBM5873209, 30.85%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     950       950       941  

CBM5873297, 26.26%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,263       2,263       2,181  

CBM5873321, 28.78%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,059       5,059       5,025  

CBM5873354, 28.37%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,160       3,160       3,120  

CBM5873518, 30.28%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,023       2,023       2,057  

CBM5873563, 25.79%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     1,204       1,204       1,139  

CBM5873619, 32.20%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     5,900       5,900       431  

CBM5873633, 21.55%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,618       4,618       4,840  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

CBM5873776, 28.27%, 08/26/2030 (b)(c)

  Upstart   8/26/2025   $ 7,307     $ 7,307     $ 7,188  

CBM5874162, 26.24%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,672       1,677       1,597  

CBM5874471, 16.85%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     4,802       4,802       4,601  

CBM5874557, 26.88%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     1,400       1,400       102  

CBM5874923, 29.95%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     4,072       4,072       295  

CBM5875192, 28.76%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,046       4,046       4,012  

CBM5875394, 13.70%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,176       1,176       84  

CBM5875428, 31.09%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,660       2,660       2,736  

DRB5824857, 28.69%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     8,383       8,383       8,301  

DRB5857562, 32.14%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,853       3,853       4,003  

DRB5857599, 30.78%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,040       1,040       1,059  

DRB5857677, 32.00%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,693       3,706       3,829  

DRB5857782, 28.42%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     11,338       11,338       11,146  

DRB5857785, 26.64%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     12,391       12,391       11,889  

DRB5857836, 28.49%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     1,527       1,527       1,476  

DRB5857849, 29.28%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     9,677       9,677       499  

DRB5857896, 31.87%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,100       1,100       80  

DRB5857982, 28.72%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,276       3,276       238  

DRB5858024, 27.70%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,712       1,712       1,439  

DRB5858127, 31.02%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,299       1,299       1,326  

DRB5858137, 31.39%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,419       1,419       1,458  

DRB5858150, 31.84%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,071       4,071       4,212  

DRB5858171, 15.37%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,104       1,104       1,050  

DRB5858185, 30.47%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,248       1,248       1,260  

DRB5858219, 32.32%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,273       2,273       2,368  

DRB5858254, 31.33%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,083       4,083       4,188  

DRB5858259, 28.64%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,117       2,117       2,089  

DRB5858326, 31.88%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     5,665       5,665       5,795  

DRB5858331, 28.89%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,580       1,580       115  

DRB5858353, 30.04%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     9,349       9,349       9,426  

DRB5858376, 28.79%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,616       4,616       4,571  

DRB5858390, 23.12%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,026       1,026       1,100  

DRB5858392, 28.30%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,241       3,241       17  

DRB5858443, 28.96%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,623       3,623       790  

DRB5858446, 27.13%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,195       3,195       3,241  

DRB5858493, 30.91%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,479       1,479       106  

DRB5858523, 28.43%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,459       2,459       177  

DRB5858549, 29.92%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,737       2,737       2,755  

DRB5858553, 25.50%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     14,536       14,536       46  

DRB5858581, 29.20%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,500       1,500       110  

DRB5858589, 26.98%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     9,831       9,831       9,384  

DRB5858591, 21.98%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     889       889       869  

DRB5858619, 26.07%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,054       2,054       1,954  

DRB5858628, 31.88%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,998       1,998       2,068  

DRB5858634, 27.01%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     8,026       8,026       592  

DRB5858698, 27.30%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,400       2,400       174  

DRB5858703, 26.97%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,244       1,244       1,197  

DRB5858753, 28.50%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,789       1,789       1,764  

DRB5858785, 25.00%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,116       3,116       2,471  

DRB5858798, 30.03%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,924       1,924       1,930  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

DRB5858818, 31.21%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025   $ 2,070     $ 2,070     $ 149  

DRB5858821, 32.01%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,288       3,288       205  

DRB5858835, 21.67%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     954       954       780  

DRB5858858, 29.39%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,886       1,886       1,884  

DRB5858953, 24.66%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     849       849       838  

DRB5858955, 28.92%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     4,432       4,432       1,147  

DRB5858966, 29.42%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     7,657       7,657       538  

DRB5858983, 30.40%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     2,429       2,429       2,392  

DRB5858986, 29.40%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,037       1,037       1,036  

DRB5859027, 30.54%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,041       2,041       2,072  

DRB5859044, 28.66%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,486       3,486       3,445  

DRB5859085, 28.93%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,211       1,211       88  

DRB5859111, 28.84%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     5,613       5,613       399  

DRB5859119, 27.12%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     21,957       21,957       5,487  

DRB5859181, 30.65%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,287       3,287       3,326  

DRB5859203, 29.13%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,907       2,907       269  

DRB5859327, 28.84%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     7,821       7,821       7,750  

DRB5859349, 28.73%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,173       1,173       123  

DRB5859373, 22.25%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     1,999       1,999       1,931  

DRB5859377, 29.19%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     1,473       1,473       1,434  

DRB5859383, 30.76%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,306       3,310       228  

DRB5859567, 29.79%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,227       1,227       1,232  

DRB5859719, 28.73%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,151       1,151       1,133  

DRB5859866, 31.17%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,091       1,091       1,114  

DRB5859908, 28.62%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,712       2,712       194  

DRB5859986, 25.72%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,031       1,031       976  

DRB5860058, 30.56%, 08/22/2028 (b)(c)(d)

  Upstart   8/22/2025     1,687       1,687       122  

DRB5860066, 30.30%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,171       2,177       2,197  

DRB5860094, 31.94%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,959       1,959       97  

DRB5860148, 26.27%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     21,751       21,827       136  

DRB5860351, 28.76%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,096       2,096       1,727  

DRB5860447, 28.57%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,318       1,318       1,301  

DRB5860524, 29.17%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,800       2,800       2,787  

DRB5860553, 29.70%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,098       3,098       3,107  

DRB5860554, 21.86%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,924       1,924       1,468  

DRB5860560, 28.70%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,356       1,356       1,127  

DRB5860593, 23.51%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,174       3,174       3,050  

DRB5860607, 29.87%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,020       2,020       502  

DRB5860613, 19.73%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     2,805       2,805       2,652  

DRB5860638, 30.79%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,504       1,504       1,533  

DRB5860640, 28.55%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,182       2,182       1,813  

DRB5860680, 28.66%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,186       1,186       85  

DRB5860708, 22.72%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     5,557       5,557       5,280  

DRB5860741, 29.41%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,291       3,291       756  

DRB5860757, 27.76%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,296       4,296       4,215  

DRB5860852, 28.09%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,532       2,532       2,474  

DRB5860877, 30.39%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,154       2,154       2,203  

DRB5860885, 31.51%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,816       1,816       1,857  

DRB5860907, 28.74%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,778       1,778       1,759  

DRB5860928, 29.16%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,247       2,247       2,236  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

DRB5860934, 27.42%, 08/22/2030 (b)(c)

  Upstart   8/22/2025   $ 2,632     $ 2,632     $ 2,554  

DRB5860955, 25.00%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     3,434       3,434       3,219  

DRB5860996, 31.94%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     8,351       8,351       8,536  

DRB5861081, 28.73%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     5,476       5,476       4,482  

DRB5861092, 31.01%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     5,089       5,089       372  

DRB5861444, 32.29%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     8,087       8,116       581  

DRB5861531, 32.35%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     4,173       4,173       303  

DRB5861707, 30.02%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,265       2,265       2,288  

DRB5862239, 30.41%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,966       3,978       4,044  

DRB5862378, 21.77%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,023       1,023       959  

DRB5862525, 28.59%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,561       1,561       1,542  

DRB5863131, 32.14%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,835       2,835       2,949  

DRB5863147, 31.15%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,513       1,513       1,552  

DRB5863208, 24.59%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,656       1,656       22  

DRB5863511, 28.20%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,878       5,878       5,819  

DRB5863939, 30.34%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,756       3,756       3,807  

DRB5864489, 30.51%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     6,751       6,751       338  

DRB5864610, 29.96%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     25,294       25,294       25,512  

DRB5864767, 31.60%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     4,042       4,042       290  

DRB5865109, 29.07%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,225       1,225       1,220  

DRB5865165, 22.40%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,096       4,096       4,040  

DRB5865177, 32.04%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,878       1,878       1,950  

DRB5865224, 30.04%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,023       4,023       4,071  

DRB5865261, 29.68%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,340       4,340       4,359  

DRB5865304, 30.06%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     34,954       34,954       35,307  

DRB5865308, 25.47%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     4,190       4,190       3,951  

DRB5865346, 30.83%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,174       2,174       2,220  

DRB5865404, 25.95%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,067       1,067       1,018  

DRB5865539, 29.34%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     6,171       6,171       6,031  

DRB5865619, 32.05%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     5,818       5,818       418  

DRB5865628, 29.05%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,647       1,647       1,648  

DRB5865661, 31.62%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,987       1,987       2,053  

DRB5865678, 21.61%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,731       3,731       3,485  

DRB5865688, 28.87%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,085       3,085       3,071  

DRB5865692, 30.65%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,859       1,859       94  

DRB5865782, 32.19%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     31,046       31,046       32,503  

DRB5865834, 26.87%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     4,453       4,453       4,488  

DRB5865836, 28.43%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,601       1,601       1,579  

DRB5865848, 30.02%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,054       2,054       106  

DRB5865873, 31.40%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,874       1,874       417  

DRB5865957, 29.53%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,053       1,057       1,058  

DRB5865959, 29.71%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,374       3,374       3,389  

DRB5866013, 32.29%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,964       2,973       3,140  

DRB5866046, 25.26%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,578       4,590       4,505  

DRB5866051, 31.08%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,960       2,960       3,072  

DRB5866061, 21.97%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     943       943       925  

DRB5866067, 31.62%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,038       3,038       3,154  

DRB5866090, 26.99%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,739       3,739       3,610  

DRB5866096, 26.29%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     6,289       6,289       6,012  

DRB5866113, 29.82%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     5,378       5,378       5,276  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

DRB5866157, 31.03%, 08/25/2030 (b)(c)

  Upstart   8/25/2025   $ 1,610     $ 1,610     $ 1,649  

DRB5866216, 29.73%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     37,851       37,851       38,139  

DRB5866263, 25.75%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,082       1,082       78  

DRB5866266, 30.27%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,299       1,299       1,315  

DRB5866269, 31.93%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,988       1,988       2,062  

DRB5866347, 26.79%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,073       1,073       112  

DRB5866411, 32.30%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,978       3,978       4,168  

DRB5866475, 31.11%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,664       1,664       83  

DRB5866516, 32.34%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     6,606       6,606       6,915  

DRB5866530, 19.13%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     715       715       701  

DRB5866534, 31.46%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,023       2,023       2,094  

DRB5866542, 26.73%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,506       4,506       4,336  

DRB5866549, 30.65%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     2,954       2,954       2,920  

DRB5866570, 31.37%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,700       2,700       201  

DRB5866720, 14.29%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     16,491       16,491       15,427  

DRB5866747, 31.71%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,016       5,016       5,187  

DRB5866757, 29.65%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     19,428       19,428       1,420  

DRB5866808, 24.18%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,617       2,617       2,853  

DRB5866828, 28.49%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,673       3,673       3,626  

DRB5866852, 29.19%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,791       1,791       1,786  

DRB5866856, 22.47%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,963       1,963       141  

DRB5866910, 29.98%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     9,075       9,100       8,915  

DRB5866947, 28.80%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,130       1,130       1,121  

DRB5866971, 31.38%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     228       228       228  

DRB5866989, 30.01%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     14,064       14,064       14,195  

DRB5867090, 30.59%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     15,758       15,758       16,036  

DRB5867142, 31.42%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,703       1,703       1,754  

DRB5867147, 30.04%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     12,532       12,532       12,651  

DRB5867351, 21.31%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,023       1,023       992  

DRB5867391, 26.05%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,219       1,219       1,219  

DRB5867408, 28.56%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     6,491       6,491       316  

DRB5867413, 28.40%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     6,559       6,559       6,466  

DRB5867431, 30.46%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     4,621       4,621       1,052  

DRB5867480, 30.07%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,986       1,986       144  

DRB5867518, 29.74%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     5,473       5,473       396  

DRB5867578, 28.71%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,679       2,679       2,635  

DRB5867597, 29.98%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,241       1,241       1,254  

DRB5867730, 26.30%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     8,465       8,465       8,498  

DRB5867763, 21.49%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     5,110       5,110       4,889  

DRB5867812, 28.70%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,413       1,413       1,399  

DRB5867824, 31.59%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,299       5,299       5,471  

DRB5867950, 28.04%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,238       1,238       1,215  

DRB5867961, 23.35%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     5,000       5,000       250  

DRB5867963, 24.67%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     5,567       5,567       5,203  

DRB5868378, 30.70%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,551       2,551       2,601  

DRB5868516, 32.16%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,869       1,869       419  

DRB5868591, 30.81%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,978       1,978       2,019  

DRB5868769, 21.91%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,532       5,532       5,190  

DRB5868863, 31.10%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,589       1,589       1,628  

DRB5869214, 28.83%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,325       2,325       170  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

DRB5869324, 16.07%, 08/25/2030 (b)(c)

  Upstart   8/25/2025   $ 6,898     $ 6,898     $ 6,639  

DRB5869392, 32.07%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,989       1,989       2,067  

DRB5869436, 29.37%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     9,241       9,241       9,241  

DRB5869487, 18.07%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,124       2,124       1,962  

DRB5869548, 32.21%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     33,648       33,648       40,905  

DRB5869852, 31.58%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,461       2,461       2,540  

DRB5870057, 32.02%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,522       2,522       2,635  

DRB5870383, 30.63%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     30,064       30,064       29,711  

DRB5870387, 28.66%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,177       1,177       6  

DRB5870394, 28.72%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,436       1,436       1,425  

DRB5870443, 29.42%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,582       2,591       187  

DRB5870466, 31.97%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     3,768       3,768       270  

DRB5870490, 32.00%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,765       1,765       1,829  

DRB5870497, 32.29%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,589       5,589       5,828  

DRB5870520, 29.30%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     2,893       2,893       213  

DRB5870569, 29.26%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,383       2,391       171  

DRB5870650, 27.66%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,552       4,552       4,433  

DRB5870669, 32.23%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,405       3,405       3,547  

DRB5870732, 30.44%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,417       1,417       1,439  

DRB5870849, 25.33%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     8,620       8,620       8,884  

DRB5870896, 28.17%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     24,752       24,752       25,547  

DRB5871168, 28.61%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     9,627       9,627       697  

DRB5871287, 22.27%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,159       2,159       159  

DRB5871416, 27.81%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     6,887       6,887       6,729  

DRB5871569, 19.70%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     5,696       5,696       1,232  

DRB5871614, 31.32%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     6,330       6,330       6,514  

DRB5871756, 20.91%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     6,489       6,489       6,190  

DRB5871761, 14.08%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     24,168       24,168       1,134  

DRB5871783, 28.28%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     7,907       7,907       7,786  

DRB5871820, 32.01%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,599       3,599       3,741  

DRB5871992, 32.08%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,799       1,799       1,872  

DRB5872030, 22.68%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     20,420       20,420       1,465  

DRB5872057, 17.37%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     1,687       1,687       1,552  

DRB5872152, 28.75%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,363       2,363       170  

DRB5872206, 29.69%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,100       2,100       152  

DRB5872288, 20.43%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,714       3,714       3,559  

DRB5872313, 29.78%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     7,695       7,695       1,750  

DRB5872317, 31.41%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,987       1,987       2,047  

DRB5872430, 30.20%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,417       1,422       1,435  

DRB5872450, 19.81%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     10,566       10,566       10,024  

DRB5872515, 30.15%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     4,311       4,311       4,244  

DRB5872525, 26.63%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,126       1,126       1,136  

DRB5872534, 28.88%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     9,500       9,500       —   

DRB5872537, 16.62%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     4,853       4,853       4,631  

DRB5872559, 19.90%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     46,354       46,354       44,037  

DRB5872610, 22.97%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,867       5,867       5,602  

DRB5872619, 17.14%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     2,251       2,251       163  

DRB5872659, 29.97%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     7,386       7,386       7,455  

DRB5872704, 29.68%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     1,648       1,648       1,615  

DRB5872720, 12.24%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     5,997       5,997       5,675  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

DRB5872737, 29.07%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025   $ 1,926     $ 1,926     $ 132  

DRB5872771, 31.33%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,175       2,175       2,239  

DRB5872773, 30.92%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,174       2,174       2,224  

DRB5872802, 28.95%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,240       4,240       4,217  

DRB5872806, 28.46%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,818       1,818       1,790  

DRB5872819, 28.14%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     7,371       7,371       8,062  

DRB5872835, 28.91%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,205       2,205       2,196  

DRB5872840, 31.72%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,177       2,177       2,253  

DRB5872867, 29.27%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,778       1,778       1,776  

DRB5872868, 12.81%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,105       3,105       2,984  

DRB5872884, 17.02%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,148       4,148       4,052  

DRB5872897, 31.98%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,369       1,369       137  

DRB5872916, 30.35%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,228       1,228       1,246  

DRB5872925, 20.57%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,861       4,861       4,473  

DRB5872938, 31.50%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,608       1,608       1,659  

DRB5872942, 30.36%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,700       1,700       124  

DRB5872949, 29.61%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     7,169       7,169       7,198  

DRB5873016, 26.66%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,690       1,690       1,625  

DRB5873085, 17.53%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,729       4,729       4,655  

DRB5873122, 24.26%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,683       1,683       1,638  

DRB5873158, 30.07%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,077       2,077       2,099  

DRB5873163, 32.25%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     6,692       6,692       6,961  

DRB5873177, 32.28%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,926       4,926       5,138  

DRB5873194, 24.86%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     8,222       8,222       7,691  

DRB5873205, 29.50%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     48,760       48,760       49,413  

DRB5873208, 31.71%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,277       1,277       1,316  

DRB5873234, 32.28%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     6,280       6,280       463  

DRB5873275, 31.89%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,818       1,818       1,891  

DRB5873310, 30.37%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,289       2,295       2,325  

DRB5873339, 28.70%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     6,028       6,028       5,973  

DRB5873440, 15.53%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     1,829       1,829       1,729  

DRB5873565, 24.86%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,029       1,033       964  

DRB5873571, 27.08%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,053       4,054       4,111  

DRB5873599, 28.53%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,674       1,680       120  

DRB5873630, 14.62%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     8,696       8,696       624  

DRB5873645, 30.80%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     3,158       3,158       346  

DRB5873654, 32.16%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     6,061       6,061       185  

DRB5873675, 25.03%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     1,551       1,551       1,456  

DRB5873714, 30.76%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     4,896       4,896       355  

DRB5873738, 26.32%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,122       2,122       2,031  

DRB5873739, 11.74%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     4,076       4,076       3,838  

DRB5873791, 27.07%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     6,368       6,368       6,161  

DRB5873816, 22.35%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,049       2,049       1,937  

DRB5873831, 24.34%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,335       2,335       2,372  

DRB5874020, 23.10%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     13,352       13,352       12,155  

DRB5874034, 28.25%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,031       3,031       2,980  

DRB5874054, 30.24%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,155       4,155       4,210  

DRB5874181, 31.96%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,397       5,397       5,604  

DRB5874184, 18.07%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     37,430       37,430       37,507  

DRB5874311, 20.46%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     16,706       16,706       15,339  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

DRB5874349, 22.19%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025   $ 2,300     $ 2,300     $ 168  

DRB5874353, 29.91%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     10,947       10,947       11,039  

DRB5874354, 26.79%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     3,600       3,600       263  

DRB5874365, 29.84%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     24,630       24,630       2,823  

DRB5874379, 21.45%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,797       2,797       2,723  

DRB5874381, 28.80%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,853       4,853       4,815  

DRB5874383, 29.87%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,416       1,416       1,427  

DRB5874386, 18.57%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     10,910       10,910       10,922  

DRB5874391, 28.11%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,329       4,329       4,463  

DRB5874403, 28.98%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     2,432       2,432       2,473  

DRB5874421, 29.82%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,869       3,869       3,896  

DRB5874452, 31.10%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     4,371       4,371       317  

DRB5874454, 28.78%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,808       4,808       4,769  

DRB5874464, 31.71%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,070       4,070       4,421  

DRB5874494, 17.34%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,787       5,787       5,682  

DRB5874546, 30.37%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     6,761       6,761       350  

DRB5874554, 29.84%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,561       2,561       82  

DRB5874561, 32.39%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,081       5,081       5,304  

DRB5874584, 22.12%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,607       2,607       2,456  

DRB5874664, 25.83%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,712       5,712       5,421  

DRB5874682, 24.20%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,598       4,598       4,264  

DRB5874687, 16.04%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     13,616       13,616       13,111  

DRB5874706, 30.19%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,605       1,605       1,625  

DRB5874721, 27.45%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     4,178       4,178       979  

DRB5874764, 30.39%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     12,776       12,814       12,604  

DRB5874847, 26.14%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     4,548       4,548       4,311  

DRB5874853, 20.81%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,444       1,444       1,391  

DRB5874892, 28.75%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,144       2,144       2,231  

DRB5874909, 29.77%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,054       2,054       106  

DRB5874911, 13.54%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     14,754       14,754       13,639  

DRB5874941, 26.84%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,595       1,595       1,538  

DRB5874949, 27.25%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,755       2,755       438  

DRB5874989, 28.89%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     7,952       7,952       7,879  

DRB5875008, 17.83%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,288       2,288       2,264  

DRB5875028, 27.71%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,349       5,365       5,223  

DRB5875075, 28.90%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     9,830       9,830       682  

DRB5875126, 27.64%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     1,644       1,644       1,581  

DRB5875174, 29.30%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,122       1,126       1,177  

DRB5875178, 27.06%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     939       939       909  

DRB5875227, 27.88%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     12,845       12,845       13,045  

DRB5875358, 29.63%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,323       1,327       1,328  

DRB5875376, 29.39%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,979       2,979       216  

DRB5875391, 29.29%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,037       1,037       1,036  

DRB5875399, 24.09%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,149       2,149       1,989  

DRB5875449, 30.13%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     30,300       30,300       2,214  

DRB5875500, 27.61%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,162       2,163       2,108  

DRB5875507, 27.87%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,199       3,199       3,132  

DRB5875509, 27.84%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,444       2,444       2,391  

DRB5875582, 31.59%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,406       3,406       3,519  

DRB5875585, 28.02%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,798       4,798       4,707  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

DRB5875612, 23.51%, 08/26/2030 (b)(c)

  Upstart   8/26/2025   $ 4,664     $ 4,664     $ 4,278  

DRB5875632, 28.58%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,390       3,390       3,353  

DRB5875639, 23.87%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,700       1,700       124  

DRB5875643, 28.82%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,986       1,986       144  

DRB5875645, 28.11%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,694       1,694       1,664  

DRB5875649, 28.37%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,289       4,289       4,228  

DRB5875685, 30.79%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,691       2,691       2,743  

DRB5875741, 29.38%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     9,242       9,242       9,246  

DRB5875775, 30.80%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,852       2,852       2,906  

DRB5875789, 30.50%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     957       957       945  

DRB5875790, 30.20%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,495       2,495       2,522  

DRB5875822, 24.94%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     9,584       9,584       10,684  

DRB5875846, 30.52%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     8,530       8,556       8,718  

DRB5875876, 29.95%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     6,051       6,051       446  

DRB5875895, 29.86%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,011       2,011       2,030  

DRB5875902, 26.89%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,116       1,116       1,076  

DRB5875915, 32.16%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     4,742       4,742       127  

DRB5875962, 30.07%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     4,767       4,767       345  

DRB5875968, 31.26%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,267       2,267       2,321  

DRB5875982, 30.10%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,570       5,570       5,632  

DRB5875986, 26.98%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,226       4,226       4,083  

DRB5875992, 29.93%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     7,645       7,645       7,711  

DRB5876001, 29.49%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     3,035       3,035       2,970  

DRB5876114, 19.03%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     7,390       7,390       6,928  

DRB5876122, 28.58%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     3,242       3,253       337  

DRB5876137, 26.01%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     2,151       2,151       2,249  

DRB5876187, 29.75%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,164       1,164       85  

DRB5876204, 29.95%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     34,846       34,846       5,369  

FW5856466, 29.48%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     3,914       3,925       3,802  

FW5857292, 29.15%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     5,750       5,750       5,723  

FW5857612, 31.88%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,086       2,086       151  

FW5857695, 18.68%, 08/22/2028 (b)(c)(d)

  Upstart   8/22/2025     1,015       1,015       144  

FW5858016, 28.46%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,858       2,864       2,847  

FW5858124, 31.43%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,958       2,958       212  

FW5858178, 27.06%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,165       2,165       156  

FW5858225, 27.95%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,355       1,355       98  

FW5858238, 18.93%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     7,530       7,530       6,095  

FW5858282, 28.85%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,827       2,827       2,801  

FW5858381, 19.01%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,390       1,390       1,302  

FW5858393, 32.36%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     4,604       4,604       221  

FW5858395, 30.36%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     5,715       5,715       411  

FW5858431, 32.17%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,841       2,841       2,953  

FW5858529, 24.96%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,210       2,210       525  

FW5858604, 15.89%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,218       3,218       3,087  

FW5858637, 13.53%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,835       2,835       2,619  

FW5858669, 31.97%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,813       2,813       160  

FW5858702, 17.34%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,304       2,304       2,261  

FW5858729, 15.68%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     17,978       17,978       17,021  

FW5858875, 31.24%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,500       3,500       3,590  

FW5858890, 18.72%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,019       1,019       1,022  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

FW5858892, 29.27%, 08/22/2030 (b)(c)

  Upstart   8/22/2025   $ 1,886     $ 1,886     $ 1,880  

FW5858907, 17.58%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     835       835       769  

FW5858926, 32.09%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,933       2,933       50  

FW5858934, 28.52%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,688       1,688       122  

FW5859015, 29.89%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,653       1,653       119  

FW5859052, 26.07%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,001       3,001       2,855  

FW5859058, 31.81%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,177       2,177       2,251  

FW5859088, 27.37%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,229       4,229       4,102  

FW5859215, 32.22%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,178       4,178       4,377  

FW5859219, 31.30%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,987       1,987       2,039  

FW5859243, 18.52%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,202       2,202       2,045  

FW5859274, 31.75%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,218       3,218       3,325  

FW5859344, 18.29%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     930       930       862  

FW5859466, 29.61%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,576       1,576       113  

FW5859644, 32.31%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,447       1,447       329  

FW5859824, 28.74%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,616       4,616       4,567  

FW5859943, 31.90%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,491       4,491       3,863  

FW5860153, 25.67%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,300       3,300       239  

FW5860504, 23.31%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     13,847       13,847       13,258  

FW5860647, 19.23%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,576       2,576       2,419  

FW5860737, 26.64%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,065       2,065       1,982  

FW5860743, 28.57%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     1,661       1,661       37  

FW5860935, 28.71%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     5,046       5,046       4,988  

FW5860995, 20.13%, 08/22/2028 (b)(c)(d)

  Upstart   8/22/2025     5,465       5,465       396  

FW5861038, 31.73%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     5,992       5,992       6,188  

FW5861039, 32.05%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,610       1,610       1,671  

FW5861215, 26.90%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     10,694       10,694       10,407  

FW5861244, 25.03%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     11,697       11,697       1,941  

FW5861472, 21.05%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,900       1,900       139  

FW5861617, 21.41%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,873       1,873       1,791  

FW5861638, 29.88%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,121       4,121       4,151  

FW5862458, 22.42%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,130       2,130       1,920  

FW5862587, 32.01%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,700       1,700       124  

FW5862670, 30.16%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,168       2,168       403  

FW5863659, 32.32%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,368       2,368       2,471  

FW5863792, 28.81%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,225       1,225       1,215  

FW5863902, 31.30%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,689       1,689       125  

FW5863906, 25.22%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     6,633       6,633       6,234  

FW5863920, 28.20%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     2,876       2,876       2,776  

FW5865144, 30.00%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,622       1,622       1,640  

FW5865169, 11.69%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,093       1,093       1,059  

FW5865193, 23.37%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     15,816       15,872       15,179  

FW5865485, 29.06%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,827       2,827       2,815  

FW5865595, 28.84%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,757       2,757       198  

FW5865622, 31.03%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,612       3,612       3,700  

FW5865649, 28.86%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,507       1,507       1,496  

FW5865869, 29.38%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     10,002       10,002       9,980  

FW5865936, 14.59%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     13,844       13,844       13,013  

FW5865977, 28.09%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     3,734       3,734       268  

FW5866138, 28.75%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,381       1,381       1,371  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

FW5866200, 25.44%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025   $ 1,072     $ 1,076     $ 12  

FW5866208, 28.87%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,936       2,936       2,916  

FW5866239, 28.69%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,068       2,068       2,070  

FW5866277, 23.77%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,029       3,029       2,784  

FW5866284, 24.98%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,265       4,277       4,275  

FW5866300, 27.93%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,031       4,031       3,956  

FW5866561, 24.11%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     974       974       955  

FW5866597, 31.85%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,665       1,665       1,745  

FW5866656, 28.48%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     2,986       2,986       2,919  

FW5866707, 30.68%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,724       1,724       1,704  

FW5866859, 27.67%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,161       1,165       87  

FW5866885, 31.85%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,216       2,216       2,305  

FW5866928, 29.15%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     6,549       6,549       1,255  

FW5867193, 24.82%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,152       2,152       2,013  

FW5867335, 32.19%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,610       1,610       1,677  

FW5867502, 31.00%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,524       2,524       178  

FW5867528, 30.35%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,833       2,843       2,874  

FW5867596, 30.05%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     4,100       4,100       300  

FW5867781, 30.95%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     18,783       18,783       4,088  

FW5867858, 28.80%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     22,290       22,290       22,159  

FW5867874, 31.51%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,126       3,126       3,224  

FW5867910, 19.27%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     1,071       1,071       77  

FW5867952, 29.31%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,980       1,980       1,978  

FW5868589, 27.90%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,123       1,123       1,083  

FW5868734, 15.61%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     3,360       3,360       3,181  

FW5869283, 29.11%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,665       3,665       3,650  

FW5869302, 24.78%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,872       1,878       1,749  

FW5869327, 30.21%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,137       1,137       1,120  

FW5869598, 30.40%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,062       1,062       1,079  

FW5870456, 26.11%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,122       2,122       2,022  

FW5870461, 29.61%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     2,030       2,030       1,988  

FW5870718, 31.80%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     2,641       2,641       201  

FW5871586, 24.40%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     36,542       36,542       35,700  

FW5871777, 16.46%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     6,765       6,765       6,552  

FW5872195, 31.06%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,459       2,459       2,521  

FW5872341, 28.54%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,085       3,085       3,058  

FW5872486, 32.03%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     3,875       3,875       —   

FW5872553, 17.28%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,122       2,122       2,081  

FW5872656, 25.14%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,030       1,030       968  

FW5872712, 29.46%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,131       2,131       2,132  

FW5872779, 32.35%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     6,122       6,122       425  

FW5872800, 24.74%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     3,891       3,891       48  

FW5872853, 25.75%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     11,066       11,066       10,497  

FW5873060, 32.35%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     5,098       5,098       248  

FW5873072, 26.72%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,259       5,259       5,062  

FW5873074, 30.85%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,700       1,700       123  

FW5873217, 29.01%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,369       1,369       113  

FW5873274, 31.23%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     827       828       835  

FW5873489, 30.26%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     5,865       5,865       290  

FW5873525, 29.67%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     2,485       2,485       2,434  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

FW5873526, 18.44%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025   $ 2,116     $ 2,116     $ 155  

FW5873625, 29.67%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     1,826       1,826       1,793  

FW5873653, 21.25%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     5,728       5,728       1,453  

FW5873712, 28.85%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     3,256       3,256       3,236  

FW5873733, 29.74%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     6,243       6,243       448  

FW5873786, 17.95%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     26,022       26,022       25,817  

FW5873936, 23.57%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     4,280       4,280       4,177  

FW5873965, 17.16%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     34,729       34,729       33,330  

FW5874374, 29.14%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     3,447       3,447       247  

FW5874781, 31.90%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     20,821       20,821       21,607  

FW5874796, 27.74%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,353       1,353       1,325  

FW5874863, 28.11%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     939       939       907  

FW5874996, 26.64%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     967       967       74  

FW5875058, 30.04%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,538       1,538       1,558  

FW5875085, 32.27%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     5,583       5,583       267  

FW5875350, 26.79%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,159       1,160       267  

FW5875363, 32.01%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,799       2,799       203  

FW5875377, 32.33%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     6,115       6,115       1,215  

FW5875439, 27.40%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     9,576       9,576       9,346  

FW5875579, 28.29%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,318       1,318       1,298  

FW5875622, 31.07%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,401       2,401       596  

FW5875720, 28.84%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     2,690       2,690       609  

FW5875817, 30.13%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     7,230       7,230       7,116  

FW5875843, 31.07%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,830       1,830       1,858  

FW5875845, 31.88%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,957       2,957       3,062  

FW5875912, 26.94%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     9,298       9,330       9,421  

L5857570, 20.18%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,748       2,748       197  

L5857815, 21.96%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,792       2,802       2,621  

L5858046, 22.96%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     9,438       9,438       1,874  

L5858156, 17.44%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,424       1,424       1,259  

L5858252, 20.56%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     6,901       6,901       6,620  

L5858287, 22.56%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,796       2,796       2,648  

L5858315, 20.46%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,289       3,289       675  

L5858396, 25.98%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,263       2,263       2,253  

L5858416, 21.66%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     9,307       9,335       9,070  

L5858421, 22.92%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,232       3,232       3,076  

L5858440, 23.80%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,586       1,586       1,587  

L5858535, 21.73%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     9,304       9,304       9,077  

L5858558, 16.76%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     2,274       2,274       2,176  

L5858620, 22.88%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     9,074       9,074       925  

L5858677, 18.21%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     36,957       36,957       36,758  

L5858683, 19.82%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     5,284       5,284       5,009  

L5858699, 17.70%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,282       1,282       1,265  

L5858722, 24.03%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,859       4,859       4,706  

L5858752, 17.09%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     4,594       4,594       4,489  

L5858780, 24.87%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     3,377       3,377       260  

L5858806, 23.20%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     13,931       13,931       13,349  

L5858807, 20.62%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,143       1,143       901  

L5858829, 23.01%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,865       1,865       1,779  

L5858849, 20.67%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     5,571       5,571       5,125  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

L5858928, 23.41%, 08/22/2030 (b)(c)

  Upstart   8/22/2025   $ 933     $ 933     $ 895  

L5858947, 20.88%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     7,429       7,429       6,857  

L5859070, 20.08%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,759       2,759       299  

L5859087, 20.98%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,804       2,812       2,707  

L5859176, 20.50%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     7,591       7,591       7,312  

L5859227, 19.19%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,909       2,909       2,739  

L5859252, 23.26%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     2,300       2,300       168  

L5859253, 19.22%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,049       1,050       986  

L5859391, 26.16%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     15,759       15,759       15,003  

L5859427, 20.51%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,135       2,135       2,045  

L5859691, 19.70%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     47,465       47,465       10,182  

L5859836, 23.10%, 08/22/2028 (b)(c)(d)

  Upstart   8/22/2025     1,073       1,073       56  

L5859974, 14.83%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     13,392       13,393       12,632  

L5860171, 16.58%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     842       842       804  

L5860320, 19.37%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     4,466       4,466       324  

L5860533, 14.18%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,399       1,399       1,304  

L5860586, 17.06%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     14,349       14,349       14,047  

L5860651, 23.22%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     3,545       3,545       3,233  

L5860858, 17.06%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     1,939       1,939       1,777  

L5860860, 21.62%, 08/22/2028 (b)(c)

  Upstart   8/22/2025     2,645       2,645       2,529  

L5860889, 26.18%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,504       1,504       1,433  

L5860897, 23.10%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,677       2,677       2,595  

L5860906, 25.03%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     4,253       4,253       306  

L5860975, 20.47%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     20,889       20,889       19,995  

L5861034, 20.54%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     8,429       8,429       8,077  

L5861101, 23.09%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     1,690       1,690       1,615  

L5861600, 22.44%, 08/22/2030 (b)(c)

  Upstart   8/22/2025     2,307       2,307       2,180  

L5861745, 17.60%, 08/22/2030 (b)(c)(d)

  Upstart   8/22/2025     43,668       43,668       3,137  

L5862058, 14.80%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     3,121       3,121       2,924  

L5862249, 21.27%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     29,129       29,215       27,758  

L5863031, 20.97%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,988       1,988       1,891  

L5863216, 26.08%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     10,019       10,019       9,547  

L5864148, 26.28%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     13,651       13,651       13,044  

L5864564, 21.53%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,772       3,783       3,676  

L5864861, 16.28%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     841       841       802  

L5865474, 18.63%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     3,215       3,215       2,993  

L5865498, 20.42%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,490       3,490       3,603  

L5865515, 22.15%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,238       2,238       2,120  

L5865548, 24.02%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,495       1,495       1,449  

L5865597, 15.99%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,598       4,598       4,419  

L5865733, 17.97%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     929       929       900  

L5865746, 17.46%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     8,241       8,241       7,534  

L5866173, 19.31%, 08/25/2028 (b)(c)(d)

  Upstart   8/25/2025     1,917       1,917       140  

L5866360, 14.02%, 08/25/2028 (b)(c)

  Upstart   8/25/2025     1,255       1,255       1,209  

L5866488, 22.87%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,399       1,399       1,333  

L5866677, 18.88%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     10,177       10,177       9,516  

L5866688, 16.07%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,286       1,286       1,237  

L5866788, 23.08%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     6,461       6,462       64  

L5866806, 23.07%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,537       1,537       1,469  

L5866940, 24.23%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     9,148       9,148       8,896  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

L5866957, 24.36%, 08/25/2028 (b)(c)

  Upstart   8/25/2025   $ 1,800     $ 1,800     $ 1,680  

L5867019, 19.67%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     10,564       10,564       9,998  

L5867086, 17.37%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     32,673       32,787       2,345  

L5867096, 14.51%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,269       1,269       1,190  

L5867144, 17.46%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     1,041       1,041       223  

L5867437, 19.40%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,650       5,669       5,325  

L5867456, 19.79%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     8,434       8,434       7,997  

L5867562, 14.67%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,114       2,114       1,987  

L5867599, 25.66%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,882       1,882       1,872  

L5867650, 20.52%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     6,219       6,219       5,963  

L5867718, 18.11%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     5,323       5,323       1,313  

L5867748, 21.89%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,353       4,353       4,084  

L5867776, 24.17%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     9,367       9,367       9,094  

L5867828, 25.24%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     7,398       7,398       6,962  

L5867830, 17.89%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,299       2,299       2,116  

L5868087, 17.72%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     17,058       17,058       16,783  

L5868234, 21.51%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     3,064       3,064       2,982  

L5868475, 20.50%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     2,820       2,821       2,705  

L5869352, 17.98%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     13,206       13,206       12,178  

L5869458, 25.84%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     9,679       9,679       376  

L5870236, 20.62%, 08/25/2030 (b)(c)(d)

  Upstart   8/25/2025     3,884       3,884       98  

L5870380, 20.10%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     4,174       4,174       3,976  

L5870407, 22.13%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     1,213       1,213       1,192  

L5870444, 16.06%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,225       5,225       5,026  

L5871875, 19.78%, 08/25/2030 (b)(c)

  Upstart   8/25/2025     5,283       5,283       5,009  

L5872033, 21.55%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     10,495       10,495       11,096  

L5872829, 18.41%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     10,238       10,238       9,507  

L5872963, 21.62%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     2,901       2,901       2,777  

L5873067, 15.70%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     21,232       21,232       20,304  

L5873302, 19.37%, 08/26/2028 (b)(c)(d)

  Upstart   8/26/2025     3,400       3,400       246  

L5873468, 15.83%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,486       1,486       1,425  

L5873482, 13.56%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,482       4,482       4,144  

L5873555, 19.05%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     3,466       3,466       249  

L5873635, 21.12%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,177       1,177       84  

L5873752, 23.57%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     8,240       8,266       8,274  

L5873851, 22.15%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     12,704       12,704       12,137  

L5873896, 17.69%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,307       2,307       2,278  

L5874368, 19.45%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     1,575       1,575       1,598  

L5874504, 24.99%, 08/26/2028 (b)(c)

  Upstart   8/26/2025     2,146       2,146       2,123  

L5874652, 21.68%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,186       4,186       4,086  

L5874719, 18.88%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     10,177       10,177       9,518  

L5874950, 21.03%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     10,618       10,618       10,289  

L5874968, 18.39%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     35,983       35,983       35,954  

L5875087, 22.82%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     2,513       2,513       2,394  

L5875501, 23.56%, 08/26/2030 (b)(c)(d)

  Upstart   8/26/2025     1,100       1,100       80  

L5875891, 21.88%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     32,246       32,246       31,559  

L5875907, 22.62%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     6,352       6,352       6,033  

L5875995, 18.64%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     5,531       5,531       5,545  

L5876220, 19.16%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     4,227       4,227       4,277  

L5876229, 17.56%, 08/26/2030 (b)(c)

  Upstart   8/26/2025     46,944       47,094       42,963  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

L5876292, 18.19%, 08/26/2030 (b)(c)

  Upstart   8/26/2025   $  23,097     $ 23,097     $ 22,984  
       

 

 

   

 

 

 

Total Consumer Loans

          6,000,317       4,819,016  
       

 

 

   

 

 

 

Small Business Loans - 19.1%

         

United States - 19.1%

         

10000093, 13.25%, 04/29/2027 (b)(c)(d)(f)

  Square   10/31/2025     1,905       1,776       891  

10000144, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     3,320       3,101       2,921  

10000178, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     4,610       4,279       4,421  

10000256, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     2,325       2,171       2,243  

10000294, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     2,408       2,248       2,331  

10000342, 17.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     8,182       7,470       5,281  

10000427, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     5,415       5,057       5,158  

10003522, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     3,058       2,845       2,861  

10003739, 13.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     4,704       4,403       4,508  

10004031, 16.50%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     2,529       2,305       1,594  

10004295, 3.50%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     1,687       1,580       1,652  

10004527, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     4,407       4,100       4,227  

10004907, 15.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     1,624       1,480       1,454  

10004998, 13.75%, 04/30/2027 (b)(c)(d)(f)

  Square   11/03/2025     842       772       14  

10005141, 15.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     715       652       693  

10005290, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     13,767       12,888       13,103  

10006145, 18.25%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     932       857       877  

10006210, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     20,540       19,228       20,022  

10006878, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     3,876       3,606       3,778  

10007102, 19.50%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     23,230       21,747       22,630  

10008224, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/03/2025     3,213       3,008       3,104  

10008745, 13.75%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     52,494       48,457       46,444  

10011476, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     3,474       3,253       3,282  

10011583, 19.25%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     1,194       1,102       1,138  

10011623, 16.50%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     3,362       3,147       3,250  

10011756, 13.25%, 04/30/2027 (b)(c)(d)(f)

  Square   11/04/2025     2,908       2,692       1,541  

10011809, 10.75%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     8,251       7,643       7,897  

10012120, 13.00%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     6,354       5,866       6,223  

10012568, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     5,149       4,820       4,962  

10012871, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     3,280       3,070       3,161  

10013051, 20.00%, 04/30/2027 (b)(c)(f)

  Square   11/04/2025     60,843       56,607       58,011  

10013892, 14.50%, 05/01/2027 (b)(c)(f)

  Square   11/05/2025     8,691       7,936       8,364  

10014311, 14.50%, 05/01/2027 (b)(c)(f)

  Square   11/05/2025     6,821       6,386       6,533  

10014507, 15.75%, 05/01/2027 (b)(c)(f)

  Square   11/05/2025     1,059       964       983  

10014918, 20.00%, 05/02/2027 (b)(c)(f)

  Square   11/05/2025     9,144       8,559       8,561  

10015163, 20.00%, 05/02/2027 (b)(c)(f)

  Square   11/05/2025     22,944       21,253       17,996  

10015668, 20.00%, 05/02/2027 (b)(c)(f)

  Square   11/05/2025     5,258       4,922       5,095  

10017066, 15.75%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     2,391       2,179       2,282  

10017507, 20.00%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     993       920       946  

10017575, 20.00%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     6,361       5,892       6,172  

10018544, 20.00%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     29,137       27,276       28,053  

10020031, 18.25%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     23,583       21,694       22,582  

10021088, 18.25%, 05/03/2027 (b)(c)(d)(f)

  Square   11/05/2025     2,934       2,699       84  

10021125, 20.00%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     7,211       6,710       6,783  

10021439, 18.50%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     4,524       4,235       4,356  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10021568, 16.50%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025   $ 4,942     $ 4,503     $ 4,779  

10021753, 19.25%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     2,584       2,385       2,502  

10021939, 13.25%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     4,016       3,718       2,820  

10022093, 20.00%, 05/03/2027 (b)(c)(f)

  Square   11/05/2025     13,768       12,809       12,543  

10022669, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     10,550       9,773       10,184  

10023668, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     6,642       6,217       5,693  

10024211, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     3,425       3,172       3,111  

10024375, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     1,944       1,820       1,824  

10024465, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     5,398       5,053       5,158  

10024693, 17.25%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     8,023       7,343       7,660  

10024977, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     13,446       12,510       9,977  

10025268, 4.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     23,823       22,302       22,813  

10025865, 6.75%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     15,899       14,792       14,985  

10026370, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     12,205       11,425       11,818  

10026862, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     32,090       30,040       30,066  

10027549, 16.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     2,701       2,502       2,642  

10027742, 13.75%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     1,532       1,403       1,087  

10027840, 15.75%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     1,038       946       886  

10027890, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     3,042       2,847       2,883  

10027952, 20.00%, 05/04/2027 (b)(c)(f)

  Square   11/06/2025     12,080       11,308       11,510  

10028171, 18.25%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     7,886       7,254       7,462  

10028690, 18.25%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     1,046       962       906  

10028739, 20.00%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     4,016       3,720       3,915  

10029181, 17.25%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     1,080       988       1,038  

10029344, 20.00%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     3,956       3,703       3,813  

10029670, 17.00%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     3,767       3,527       3,567  

10029874, 1.50%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     1,085       1,005       1,049  

10029974, 20.00%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     17,633       16,507       16,803  

10030580, 20.00%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     5,610       5,220       5,420  

10032164, 3.25%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     6,449       5,954       6,147  

10032355, 15.50%, 05/05/2027 (b)(c)(f)

  Square   11/07/2025     51,247       47,679       41,748  

10036696, 14.75%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     44,286       41,457       42,529  

10039165, 12.00%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     4,496       4,136       4,201  

10039413, 14.50%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     2,015       1,840       1,504  

10039713, 19.00%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     7,050       6,599       6,669  

10040079, 14.50%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     1,015       927       965  

10040163, 11.00%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     19,273       18,042       18,467  

10040709, 18.25%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     4,600       4,232       4,408  

10040883, 20.00%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     17,067       15,977       16,010  

10041217, 18.25%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     1,868       1,719       1,767  

10041294, 17.00%, 05/06/2027 (b)(c)(f)

  Square   11/10/2025     27,042       25,159       26,055  

10045206, 13.25%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     340       315       316  

10045681, 14.50%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     704       643       69  

10045741, 15.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     2,912       2,653       2,783  

10046054, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     5,965       5,583       5,765  

10046625, 6.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     4,567       4,275       4,424  

10046871, 14.50%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     1,754       1,602       1,614  

10046956, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     1,933       1,791       1,525  

10047223, 13.75%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     1,255       1,149       897  

10047267, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     15,408       14,423       14,649  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10047837, 17.25%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025   $ 2,097     $ 1,920     $ 1,790  

10047881, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     9,498       8,891       8,980  

10048101, 17.25%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     14,151       13,112       13,056  

10048394, 13.25%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     2,368       2,192       2,046  

10048576, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     3,887       3,639       3,789  

10048725, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     2,240       2,084       1,826  

10048754, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     3,962       3,709       3,837  

10048802, 18.25%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     1,549       1,425       1,485  

10048845, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     6,291       5,853       6,142  

10049169, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     10,357       9,695       9,899  

10049620, 20.00%, 05/07/2027 (b)(c)(f)

  Square   11/12/2025     5,387       5,012       5,208  

10049911, 19.25%, 05/08/2027 (b)(c)(f)

  Square   11/13/2025     4,246       3,920       4,088  

10050024, 20.00%, 05/08/2027 (b)(c)(f)

  Square   11/13/2025     8,117       7,599       7,812  

10050204, 20.00%, 05/08/2027 (b)(c)(f)

  Square   11/13/2025     4,674       4,376       4,489  

10050383, 20.00%, 05/08/2027 (b)(c)(f)

  Square   11/13/2025     7,097       6,603       6,635  

10050541, 3.00%, 05/08/2027 (b)(c)(f)

  Square   11/13/2025     606       568       587  

10050662, 20.00%, 05/08/2027 (b)(c)(f)

  Square   11/13/2025     21,241       19,676       16,487  

10051054, 20.00%, 05/09/2027 (b)(c)(f)

  Square   11/13/2025     5,587       5,230       5,410  

10051217, 20.00%, 05/09/2027 (b)(c)(f)

  Square   11/13/2025     6,433       6,022       6,210  

10051391, 8.25%, 05/09/2027 (b)(c)(f)

  Square   11/13/2025     13,478       12,442       10,259  

10051616, 20.00%, 05/09/2027 (b)(c)(f)

  Square   11/13/2025     23,262       21,777       22,451  

10053653, 17.25%, 05/10/2027 (b)(c)(f)

  Square   11/13/2025     2,378       2,177       499  

10053752, 20.00%, 05/10/2027 (b)(c)(f)

  Square   11/13/2025     4,147       3,882       3,915  

10053892, 20.00%, 05/10/2027 (b)(c)(f)

  Square   11/13/2025     40,316       37,741       38,858  

10055366, 20.00%, 05/10/2027 (b)(c)(f)

  Square   11/13/2025     7,746       7,251       7,524  

10055555, 20.00%, 05/10/2027 (b)(c)(f)

  Square   11/13/2025     27,750       25,977       26,707  

10056765, 20.00%, 05/10/2027 (b)(c)(f)

  Square   11/13/2025     18,582       17,213       17,490  

10057221, 16.00%, 05/11/2027 (b)(c)(f)

  Square   11/14/2025     31,830       29,797       30,890  

10058009, 20.00%, 05/11/2027 (b)(c)(f)

  Square   11/14/2025     6,212       5,755       5,892  

10058137, 14.00%, 05/11/2027 (b)(c)(f)

  Square   11/14/2025     32,438       30,366       30,811  

10058483, 20.00%, 05/11/2027 (b)(c)(f)

  Square   11/14/2025     5,131       4,803       4,856  

10058540, 16.50%, 05/11/2027 (b)(c)(f)

  Square   11/14/2025     4,948       4,509       4,751  

10058664, 6.25%, 05/11/2027 (b)(c)(f)

  Square   11/14/2025     39,998       37,051       37,604  

10060339, 20.00%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     18,564       17,196       17,717  

10061462, 6.75%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     668       617       631  

10061517, 20.00%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     3,426       3,207       3,294  

10061631, 17.25%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     897       820       772  

10061666, 13.75%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     4,665       4,273       4,511  

10062108, 14.50%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     1,095       1,000       128  

10062127, 13.75%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     3,586       3,284       3,468  

10062296, 15.00%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     14,491       13,205       13,681  

10063106, 16.50%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     1,026       935       1,005  

10063315, 19.25%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     10,819       9,988       10,218  

10063783, 17.25%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     913       836       874  

10063830, 20.00%, 05/12/2027 (b)(c)(f)

  Square   11/14/2025     1,334       1,235       1,058  

10066848, 16.50%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     3,076       2,803       2,746  

10066922, 18.25%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     12,513       11,511       12,013  

10068779, 15.50%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     2,388       2,197       2,319  

10068928, 20.00%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     5,577       5,221       5,413  

10069244, 5.75%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     22,247       20,826       21,174  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10069967, 20.00%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025   $ 3,679     $ 3,444     $ 3,532  

10070083, 17.25%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     17,287       15,820       16,804  

10070945, 17.25%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     1,656       1,516       1,522  

10070962, 9.50%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     3,825       3,530       3,411  

10071081, 20.00%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     4,407       4,125       4,268  

10071227, 18.25%, 05/13/2027 (b)(c)(f)

  Square   11/17/2025     10,614       9,764       10,338  

10071752, 17.50%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     4,279       3,964       4,142  

10072015, 20.00%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     5,254       4,918       4,922  

10072199, 13.25%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     472       437       456  

10072253, 20.00%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     21,723       20,335       20,562  

10073370, 20.00%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     927       862       906  

10073433, 20.00%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     6,576       6,156       5,831  

10073667, 18.25%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     10,045       9,240       9,128  

10074153, 14.50%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     2,510       2,293       1,414  

10074197, 19.25%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     1,095       1,010       1,009  

10074219, 15.00%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     1,925       1,754       1,825  

10074320, 17.25%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     2,454       2,245       590  

10074381, 16.50%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     16,932       15,429       16,253  

10075022, 17.25%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     3,447       3,154       3,315  

10075138, 18.00%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     9,346       8,749       8,934  

10075388, 20.00%, 05/14/2027 (b)(c)(f)

  Square   11/18/2025     8,834       8,219       8,475  

10076353, 20.00%, 05/15/2027 (b)(c)(f)

  Square   11/19/2025     28,946       26,997       26,447  

10076780, 10.00%, 05/15/2027 (b)(c)(f)

  Square   11/19/2025     17,491       16,202       16,424  

10077148, 20.00%, 05/15/2027 (b)(c)(f)

  Square   11/19/2025     12,889       12,066       12,356  

10077392, 20.00%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     3,437       3,217       3,299  

10077455, 20.00%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     5,821       5,449       5,611  

10077576, 17.25%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     2,719       2,488       2,535  

10077660, 19.00%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     5,362       4,989       5,135  

10077781, 13.25%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     1,034       957       565  

10077800, 20.00%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     8,571       8,024       8,270  

10077996, 20.00%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     1,692       1,568       625  

10078084, 15.00%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     511       466       482  

10078104, 15.50%, 05/16/2027 (b)(c)(f)

  Square   11/19/2025     2,210       2,023       2,131  

10079023, 8.75%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     2,076       1,892       2,016  

10079325, 17.25%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     2,925       2,677       2,071  

10079508, 20.00%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     4,267       3,995       4,003  

10079761, 14.00%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     1,932       1,798       1,863  

10079934, 15.25%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     2,529       2,315       2,166  

10080130, 14.50%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     1,021       933       992  

10080272, 20.00%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     5,813       5,442       5,523  

10080479, 17.25%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     1,829       1,674       1,732  

10080563, 15.75%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     4,558       4,154       4,323  

10080774, 20.00%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     10,047       9,405       9,678  

10081033, 9.00%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     2,139       1,982       2,023  

10081242, 19.25%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     6,362       5,873       6,077  

10081425, 13.50%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     2,013       1,884       1,924  

10081470, 15.00%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     750       684       648  

10081489, 14.75%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     31,633       29,612       30,606  

10082350, 20.00%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     2,248       2,104       2,139  

10082413, 19.25%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     4,440       4,099       4,295  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10082584, 12.25%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025   $ 913     $ 836     $ 822  

10082622, 15.75%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     5,753       5,242       5,000  

10082774, 20.00%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     16,699       15,536       16,090  

10083270, 17.25%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     15,643       14,316       14,923  

10083738, 18.25%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     2,026       1,864       1,945  

10083793, 13.50%, 05/17/2027 (b)(c)(f)

  Square   11/19/2025     4,714       4,385       4,310  

10083860, 17.25%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     3,721       3,406       3,551  

10084262, 13.50%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     489       446       462  

10084307, 15.75%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     1,277       1,164       1,190  

10084414, 20.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     3,755       3,516       3,566  

10084600, 15.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     5,775       5,373       5,598  

10085143, 17.75%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     18,792       17,287       16,442  

10085755, 20.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     4,527       4,212       4,299  

10085898, 13.75%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     2,023       1,853       1,763  

10086319, 16.50%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     821       748       788  

10086346, 20.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     11,679       10,932       10,332  

10086598, 8.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     2,672       2,486       2,595  

10086660, 20.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     8,333       7,800       7,790  

10086841, 20.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     51,175       47,906       49,118  

10088079, 20.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     1,042       976       1,014  

10088110, 2.50%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     183       170       176  

10088122, 20.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     9,880       9,249       9,259  

10088320, 17.25%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     3,029       2,772       2,822  

10088423, 20.00%, 05/18/2027 (b)(c)(f)

  Square   11/20/2025     14,028       12,994       13,521  

10088598, 13.25%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     1,082       1,002       987  

10088693, 10.25%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     3,036       2,842       2,889  

10088879, 13.75%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     517       473       481  

10088957, 20.00%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     3,963       3,687       3,273  

10089539, 20.00%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     4,231       3,961       4,036  

10089878, 5.75%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     1,295       1,205       1,187  

10089933, 20.00%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     5,926       5,547       5,638  

10090290, 15.50%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     15,500       14,259       14,819  

10090835, 20.00%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     1,801       1,669       1,692  

10090887, 20.00%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     22,890       21,427       19,331  

10091377, 20.00%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     2,037       1,907       1,978  

10091522, 20.00%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     1,455       1,362       1,404  

10091819, 19.50%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     34,095       31,722       31,770  

10092587, 13.25%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     1,272       1,177       1,221  

10092756, 20.00%, 05/19/2027 (b)(c)(f)

  Square   11/21/2025     47,112       43,832       45,106  

10097362, 18.25%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     3,084       2,837       1,176  

10097575, 13.25%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     9,169       8,490       7,565  

10098258, 15.75%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     8,527       7,770       8,026  

10099062, 19.75%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     36,082       33,777       34,584  

10100731, 12.25%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     2,656       2,487       2,563  

10100808, 11.75%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     3,453       3,198       3,289  

10100958, 13.75%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     1,461       1,338       1,360  

10101048, 15.00%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     4,123       3,757       3,805  

10101215, 20.00%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     21,805       20,287       19,955  

10101844, 15.75%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     842       767       801  

10101852, 20.00%, 05/20/2027 (b)(c)(f)

  Square   11/24/2025     47,361       44,336       41,909  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10102893, 20.00%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025   $ 4,083     $ 3,823     $ 3,804  

10103236, 4.75%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     1,028       962       984  

10103326, 13.00%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     9,363       8,764       8,820  

10104440, 16.50%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     3,998       3,720       3,874  

10104702, 13.75%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     2,824       2,586       2,692  

10104932, 7.00%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     21,328       19,966       20,471  

10105809, 20.00%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     17,296       16,191       15,327  

10106320, 19.25%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     4,643       4,286       3,657  

10106478, 13.50%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     7,092       6,463       4,269  

10106589, 18.25%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     3,736       3,436       3,484  

10106706, 15.00%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     9,293       8,608       8,986  

10107031, 6.50%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     3,681       3,446       3,520  

10107162, 13.25%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     1,680       1,556       1,604  

10107304, 17.25%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     1,049       960       991  

10107557, 15.75%, 05/21/2027 (b)(c)(f)

  Square   11/25/2025     33,765       31,278       32,956  

10107935, 20.00%, 05/22/2027 (b)(c)(f)

  Square   11/26/2025     27,767       25,994       26,845  

10108671, 20.00%, 05/22/2027 (b)(c)(f)

  Square   11/26/2025     5,327       4,956       4,241  

10108779, 13.25%, 05/22/2027 (b)(c)(f)

  Square   11/26/2025     431       399       410  

10108793, 20.00%, 05/22/2027 (b)(c)(f)

  Square   11/26/2025     2,875       2,691       2,753  

10108854, 15.75%, 05/22/2027 (b)(c)(f)

  Square   11/26/2025     910       830       875  

10108885, 15.00%, 05/22/2027 (b)(c)(f)

  Square   11/26/2025     545       496       519  

10108908, 10.50%, 05/22/2027 (b)(c)(f)

  Square   11/26/2025     15,670       14,279       2,608  

10109169, 10.75%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     7,362       6,891       6,994  

10109317, 15.75%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     1,409       1,283       1,168  

10109362, 20.00%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     6,353       5,911       5,981  

10109517, 16.50%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     1,736       1,581       1,619  

10109572, 15.75%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     948       864       918  

10109694, 20.00%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     1,066       992       1,026  

10109716, 16.50%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     3,445       3,139       2,859  

10109797, 19.25%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     1,954       1,804       1,875  

10109863, 18.25%, 05/23/2027 (b)(c)(f)

  Square   11/26/2025     9,887       9,094       9,222  

10110972, 20.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     10,968       10,267       10,551  

10111907, 18.25%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     163       150       161  

10112088, 20.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     5,490       5,140       5,166  

10112459, 20.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     2,093       1,960       2,016  

10112590, 20.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     8,334       7,801       7,987  

10112876, 2.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     1,382       1,260       1,332  

10113022, 20.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     7,644       7,155       7,299  

10113333, 15.50%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     15,137       14,170       14,446  

10113849, 20.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     14,307       13,311       13,334  

10114837, 20.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     11,834       11,078       10,503  

10115097, 15.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     3,724       3,393       3,548  

10115199, 18.25%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     5,176       4,761       4,869  

10115423, 18.25%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     4,003       3,747       3,770  

10115662, 14.00%, 05/24/2027 (b)(c)(f)

  Square   11/26/2025     6,058       5,671       5,778  

10118525, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     1,533       1,426       1,469  

10118581, 17.25%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     5,404       4,945       5,201  

10118781, 16.50%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     1,844       1,680       1,547  

10118831, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     2,871       2,660       2,276  

10118951, 15.75%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     1,585       1,445       1,505  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10119068, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025   $ 8,020     $ 7,429     $ 7,749  

10119617, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     11,706       10,891       11,256  

10120250, 10.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     4,726       4,424       4,484  

10120417, 14.50%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     5,300       4,840       5,001  

10120700, 19.25%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     1,406       1,298       1,362  

10120769, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     9,040       8,463       8,611  

10121130, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     10,764       10,081       10,222  

10121407, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     2,453       2,272       2,404  

10121517, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     14,126       13,224       13,432  

10121907, 19.25%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     16,008       14,777       15,026  

10122321, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     7,751       7,180       7,268  

10122487, 15.75%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     825       752       799  

10122538, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     2,535       2,348       930  

10122596, 20.00%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     4,372       4,093       4,176  

10122663, 13.75%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     3,183       2,916       2,649  

10122732, 15.75%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     16,117       14,687       14,190  

10123090, 16.50%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     5,400       4,921       3,573  

10123203, 13.75%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     1,010       925       978  

10123246, 18.25%, 05/25/2027 (b)(c)(f)

  Square   11/28/2025     5,133       4,722       4,867  

10127064, 12.50%, 05/26/2027 (b)(c)(f)

  Square   12/01/2025     6,098       5,708       5,863  

10127347, 15.75%, 05/26/2027 (b)(c)(f)

  Square   12/01/2025     11,468       10,450       10,324  

10128411, 9.25%, 05/26/2027 (b)(c)(f)

  Square   12/01/2025     1,899       1,767       1,800  

10128677, 11.25%, 05/26/2027 (b)(c)(d)(f)

  Square   12/01/2025     25,010       22,836       5,082  

10129871, 17.50%, 05/26/2027 (b)(c)(f)

  Square   12/01/2025     64,534       60,412       56,428  

10132982, 16.50%, 05/27/2027 (b)(c)(f)

  Square   12/02/2025     1,080       984       346  

10133008, 20.00%, 05/27/2027 (b)(c)(f)

  Square   12/02/2025     3,416       3,178       3,322  

10133161, 20.00%, 05/27/2027 (b)(c)(f)

  Square   12/02/2025     23,664       22,152       22,341  

10134400, 14.50%, 05/28/2027 (b)(c)(f)

  Square   12/02/2025     693       633       674  

10134735, 20.00%, 05/28/2027 (b)(c)(f)

  Square   12/02/2025     12,262       11,479       11,762  

10136381, 13.75%, 05/28/2027 (b)(c)(f)

  Square   12/02/2025     2,803       2,608       2,544  

10136571, 10.00%, 05/28/2027 (b)(c)(f)

  Square   12/02/2025     750       702       715  

10136639, 13.75%, 05/28/2027 (b)(c)(f)

  Square   12/02/2025     1,525       1,397       819  

10136712, 20.00%, 05/28/2027 (b)(c)(f)

  Square   12/02/2025     27,863       26,083       26,770  

10139148, 20.00%, 05/28/2027 (b)(c)(f)

  Square   12/02/2025     2,599       2,433       2,462  

10139257, 20.00%, 05/29/2027 (b)(c)(f)

  Square   12/03/2025     20,334       18,919       18,450  

10140300, 20.00%, 05/29/2027 (b)(c)(f)

  Square   12/03/2025     18,842       17,639       18,230  

10143011, 14.50%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     2,079       1,899       1,788  

10143844, 8.25%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     3,329       3,097       2,697  

10144194, 18.25%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     1,456       1,340       1,324  

10144316, 20.00%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     6,237       5,839       5,939  

10144820, 3.50%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     3,859       3,613       3,680  

10145215, 19.25%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     2,017       1,862       1,898  

10145470, 18.25%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     8,667       7,973       8,161  

10146233, 16.00%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     2,094       1,949       1,981  

10146377, 20.00%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     3,529       3,303       3,395  

10146738, 20.00%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     3,867       3,620       3,705  

10147067, 20.00%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     3,933       3,682       3,817  

10147316, 20.00%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     5,799       5,429       5,517  

10147813, 19.25%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     1,355       1,260       1,289  

10147913, 17.25%, 06/01/2027 (b)(c)(f)

  Square   12/03/2025     2,379       2,177       2,150  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10147999, 17.25%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025   $ 6,636     $ 6,072     $ 6,262  

10148875, 18.25%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     1,264       1,163       1,219  

10149034, 16.50%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     2,113       1,925       1,795  

10149248, 18.25%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     2,743       2,523       2,572  

10149677, 18.25%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     14,482       13,322       13,189  

10150741, 15.00%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     5,811       5,365       2,786  

10150933, 18.75%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     8,042       7,528       7,130  

10151323, 7.50%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     5,837       5,431       5,572  

10151718, 15.00%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     4,926       4,489       3,987  

10151903, 10.75%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     14,826       13,733       14,012  

10152571, 15.75%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     21,326       19,433       12,628  

10153240, 19.25%, 06/02/2027 (b)(c)(f)

  Square   12/04/2025     6,429       5,934       3,086  

10153427, 20.00%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     8,471       7,930       7,920  

10154144, 17.50%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     7,703       7,211       7,362  

10154987, 13.75%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     149       136       145  

10155041, 17.00%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     2,779       2,565       2,556  

10155216, 20.00%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     4,353       4,075       4,152  

10155395, 19.25%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     3,006       2,775       2,818  

10155567, 13.25%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     721       667       687  

10155641, 9.00%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     6,664       6,151       6,417  

10156164, 5.75%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     14,405       13,484       13,850  

10157397, 19.25%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     10,519       9,711       9,418  

10157714, 20.00%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     12,282       11,497       11,699  

10158387, 20.00%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     4,364       4,060       3,478  

10158534, 16.50%, 06/03/2027 (b)(c)(f)

  Square   12/05/2025     9,912       9,149       9,300  

10162098, 20.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     10,317       9,658       9,184  

10162528, 3.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     4,662       4,364       4,441  

10162827, 18.25%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     12,835       11,807       12,287  

10164159, 20.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     5,949       5,569       5,664  

10164555, 20.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     7,768       7,272       7,409  

10164994, 16.50%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     7,474       6,811       4,733  

10165216, 20.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     10,668       9,882       9,999  

10165646, 15.50%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     4,192       3,924       3,981  

10165788, 1.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     560       517       540  

10165801, 15.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     2,155       1,964       1,757  

10165866, 20.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     8,375       7,793       7,888  

10166181, 13.75%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     3,884       3,558       3,769  

10166661, 20.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     2,284       2,138       2,227  

10166928, 15.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     906       825       733  

10166989, 20.00%, 06/04/2027 (b)(c)(f)

  Square   12/08/2025     2,884       2,671       2,835  

10167309, 20.00%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     26,819       24,952       19,756  

10168921, 17.75%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     5,733       5,367       5,462  

10169294, 20.00%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     2,075       1,943       1,986  

10169422, 15.75%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     6,108       5,683       5,883  

10169724, 20.00%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     11,751       11,000       11,130  

10170222, 13.25%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     1,520       1,408       1,154  

10170293, 15.00%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     8,781       8,002       8,258  

10170818, 20.00%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     3,946       3,694       3,846  

10171016, 20.00%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     10,601       9,924       10,157  

10171669, 15.75%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     1,673       1,524       1,556  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10171752, 15.75%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025   $ 4,043     $ 3,684     $ 2,647  

10171877, 20.00%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     2,687       2,515       2,611  

10172001, 17.25%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     2,341       2,143       1,701  

10172067, 20.00%, 06/05/2027 (b)(c)(f)

  Square   12/09/2025     9,161       8,524       8,809  

10172277, 20.00%, 06/06/2027 (b)(c)(f)

  Square   12/10/2025     3,152       2,933       3,026  

10172495, 20.00%, 06/06/2027 (b)(c)(f)

  Square   12/10/2025     4,987       4,669       4,779  

10172687, 20.00%, 06/06/2027 (b)(c)(f)

  Square   12/10/2025     7,243       6,739       6,913  

10172988, 20.00%, 06/06/2027 (b)(c)(f)

  Square   12/10/2025     6,974       6,529       6,582  

10173249, 16.50%, 06/06/2027 (b)(c)(f)

  Square   12/10/2025     1,037       945       976  

10173299, 15.75%, 06/07/2027 (b)(c)(d)(f)

  Square   12/10/2025     5,581       5,085       2,881  

10173465, 20.00%, 06/07/2027 (b)(c)(f)

  Square   12/10/2025     1,342       1,249       1,247  

10173561, 20.00%, 06/07/2027 (b)(c)(f)

  Square   12/10/2025     4,389       4,109       4,230  

10173837, 20.00%, 06/07/2027 (b)(c)(f)

  Square   12/10/2025     4,649       4,352       4,364  

10174008, 20.00%, 06/07/2027 (b)(c)(f)

  Square   12/10/2025     5,096       4,770       4,867  

10174247, 17.25%, 06/07/2027 (b)(c)(f)

  Square   12/10/2025     662       606       637  

10175170, 19.25%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     7,300       6,739       3,347  

10175673, 16.50%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     3,879       3,535       2,656  

10176227, 17.25%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     1,791       1,639       1,549  

10176483, 17.25%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     5,184       4,744       4,434  

10176891, 15.75%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     2,165       1,973       2,079  

10177073, 19.25%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     7,319       6,756       6,851  

10177513, 20.00%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     1,608       1,496       1,535  

10177647, 13.75%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     961       880       858  

10177698, 10.00%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     1,959       1,822       1,883  

10179211, 20.00%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     6,087       5,638       5,908  

10179940, 19.25%, 06/08/2027 (b)(c)(f)

  Square   12/10/2025     2,205       2,035       2,156  

10180420, 6.25%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     2,127       1,991       2,050  

10180708, 16.00%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     6,481       6,067       6,292  

10181527, 15.25%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     1,159       1,056       1,115  

10181688, 20.00%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     6,455       6,042       6,246  

10182158, 16.50%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     1,191       1,085       1,090  

10182206, 20.00%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     12,524       11,724       11,912  

10182875, 19.50%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     8,058       7,543       7,643  

10183216, 12.25%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     35,308       32,593       33,606  

10184823, 15.00%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     8,514       7,765       7,696  

10185282, 10.00%, 06/09/2027 (b)(c)(f)

  Square   12/11/2025     2,824       2,643       2,684  

10185354, 19.25%, 06/09/2027 (b)(c)(f)

  Square   12/12/2025     22,398       20,676       21,123  

10187449, 16.25%, 06/10/2027 (b)(c)(f)

  Square   12/12/2025     2,666       2,496       2,558  

10187708, 20.00%, 06/10/2027 (b)(c)(f)

  Square   12/12/2025     10,366       9,704       9,922  

10188149, 20.00%, 06/10/2027 (b)(c)(f)

  Square   12/12/2025     4,169       3,903       4,000  

10188350, 20.00%, 06/10/2027 (b)(c)(f)

  Square   12/12/2025     25,116       23,511       24,454  

10189328, 15.25%, 06/10/2027 (b)(c)(f)

  Square   12/12/2025     9,352       8,755       9,016  

10189720, 20.00%, 06/10/2027 (b)(c)(f)

  Square   12/12/2025     5,426       5,049       5,101  

10190009, 15.00%, 06/10/2027 (b)(c)(f)

  Square   12/12/2025     1,647       1,501       1,451  

10193919, 20.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     6,022       5,637       5,779  

10194673, 19.25%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     3,593       3,317       3,465  

10194913, 20.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     3,033       2,823       2,843  

10195073, 13.25%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     1,793       1,668       1,633  

10195140, 13.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     12,319       11,532       11,696  

10196267, 20.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     3,457       3,236       3,302  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10196469, 5.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025   $ 413     $ 387     $ 403  

10196501, 14.50%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     1,514       1,382       1,453  

10196638, 20.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     6,280       5,879       5,906  

10196840, 16.50%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     4,416       4,062       4,097  

10196988, 16.50%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     4,174       3,803       4,042  

10197448, 10.75%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     1,798       1,672       1,637  

10197530, 20.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     7,787       7,290       7,439  

10197911, 20.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     5,322       4,982       5,013  

10198098, 14.50%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     582       531       540  

10198152, 6.25%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     872       816       833  

10198259, 20.00%, 06/11/2027 (b)(c)(f)

  Square   12/15/2025     6,666       6,240       6,321  

10198549, 19.25%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     1,807       1,667       1,720  

10198655, 20.00%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     15,974       14,954       15,255  

10199971, 15.00%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     7,887       7,187       7,425  

10200694, 15.25%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     1,645       1,540       1,581  

10200813, 20.00%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     2,042       1,912       1,931  

10200914, 13.75%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     15,966       14,624       15,456  

10202323, 20.00%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     3,555       3,328       3,395  

10202485, 20.00%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     5,605       5,247       5,367  

10202843, 20.00%, 06/12/2027 (b)(c)(f)

  Square   12/16/2025     7,056       6,606       6,700  

10203256, 11.25%, 06/13/2027 (b)(c)(f)

  Square   12/17/2025     4,105       3,843       3,924  

10203369, 17.25%, 06/13/2027 (b)(c)(f)

  Square   12/17/2025     3,548       3,248       3,422  

10203491, 7.00%, 06/13/2027 (b)(c)(f)

  Square   12/17/2025     4,028       3,731       3,712  

10203593, 18.25%, 06/13/2027 (b)(c)(f)

  Square   12/17/2025     1,124       1,034       1,045  

10203630, 20.00%, 06/13/2027 (b)(c)(f)

  Square   12/17/2025     3,529       3,304       3,399  

10203760, 14.50%, 06/13/2027 (b)(c)(f)

  Square   12/17/2025     3,069       2,833       1,479  

10203842, 20.00%, 06/13/2027 (b)(c)(f)

  Square   12/17/2025     32,702       30,613       28,961  

10204837, 20.00%, 06/14/2027 (b)(c)(f)

  Square   12/17/2025     2,737       2,562       2,601  

10204917, 15.50%, 06/14/2027 (b)(c)(f)

  Square   12/17/2025     15,456       14,468       14,546  

10206975, 20.00%, 06/15/2027 (b)(c)(f)

  Square   12/17/2025     6,394       5,986       6,102  

10207812, 20.00%, 06/15/2027 (b)(c)(f)

  Square   12/17/2025     8,662       8,024       8,094  

10208190, 17.25%, 06/15/2027 (b)(c)(f)

  Square   12/17/2025     1,799       1,646       1,739  

10209284, 20.00%, 06/15/2027 (b)(c)(f)

  Square   12/17/2025     29,269       27,232       27,174  

10210875, 19.25%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     1,721       1,589       1,660  

10211110, 16.00%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     7,812       7,313       7,258  

10211688, 19.25%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     3,395       3,134       2,639  

10211917, 18.25%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     1,451       1,334       1,342  

10212146, 20.00%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     24,809       22,982       19,999  

10213198, 18.25%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     1,074       988       1,031  

10213234, 14.75%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     2,856       2,674       2,751  

10213310, 14.75%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     3,675       3,440       3,265  

10213473, 20.00%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     2,142       2,006       1,866  

10213551, 16.50%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     11,659       10,624       11,000  

10214060, 20.00%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     5,444       5,065       5,142  

10214235, 12.50%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     4,283       3,985       4,077  

10214441, 2.25%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     8,102       7,585       7,716  

10214907, 20.00%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     9,809       9,086       9,348  

10215280, 20.00%, 06/16/2027 (b)(c)(f)

  Square   12/18/2025     4,228       3,933       4,130  

10215559, 14.50%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     529       483       500  

10215615, 17.25%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     2,463       2,254       1,752  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10215714, 20.00%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025   $ 6,909     $ 6,468     $ 6,118  

10216265, 20.00%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     14,876       13,841       11,997  

10217197, 15.00%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     5,419       4,938       5,104  

10217551, 5.50%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     2,378       2,171       2,079  

10217681, 13.25%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     29,038       27,183       25,316  

10218729, 19.25%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     15,585       14,387       14,930  

10219349, 20.00%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     3,708       3,471       3,582  

10219479, 6.25%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     2,040       1,909       1,942  

10219565, 15.25%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     4,965       4,648       4,668  

10219851, 20.00%, 06/17/2027 (b)(c)(f)

  Square   12/19/2025     3,328       3,115       3,165  

10222833, 20.00%, 06/18/2027 (b)(c)(f)

  Square   12/22/2025     11,293       10,571       10,830  

10223593, 16.00%, 06/18/2027 (b)(c)(f)

  Square   12/22/2025     2,210       2,022       2,002  

10223715, 20.00%, 06/18/2027 (b)(c)(f)

  Square   12/22/2025     1,636       1,515       1,576  

10224017, 20.00%, 06/18/2027 (b)(c)(f)

  Square   12/22/2025     7,205       6,745       6,934  

10224661, 20.00%, 06/18/2027 (b)(c)(f)

  Square   12/22/2025     4,133       3,869       3,960  

10224948, 9.75%, 06/18/2027 (b)(c)(f)

  Square   12/22/2025     4,356       3,970       3,999  

10225239, 20.00%, 06/18/2027 (b)(c)(f)

  Square   12/22/2025     34,898       32,469       32,419  

10226765, 20.00%, 06/18/2027 (b)(c)(f)

  Square   12/22/2025     19,365       18,017       18,282  

10227447, 19.25%, 06/19/2027 (b)(c)(f)

  Square   12/23/2025     3,474       3,207       3,276  

10227855, 18.25%, 06/19/2027 (b)(c)(f)

  Square   12/23/2025     12,819       11,793       12,105  

10229125, 20.00%, 06/19/2027 (b)(c)(f)

  Square   12/23/2025     28,711       26,877       26,967  

10230278, 15.00%, 06/19/2027 (b)(c)(f)

  Square   12/23/2025     43,149       39,831       21,828  

10231782, 20.00%, 06/20/2027 (b)(c)(f)

  Square   12/24/2025     11,679       10,933       10,881  

10232686, 13.25%, 06/20/2027 (b)(c)(f)

  Square   12/24/2025     424       393       407  

10232699, 19.25%, 06/20/2027 (b)(c)(f)

  Square   12/24/2025     6,320       5,834       5,682  

10232884, 20.00%, 06/21/2027 (b)(c)(f)

  Square   12/24/2025     2,172       2,034       2,075  

10232956, 18.25%, 06/21/2027 (b)(c)(f)

  Square   12/24/2025     4,117       3,787       3,818  

10233084, 20.00%, 06/21/2027 (b)(c)(f)

  Square   12/24/2025     4,333       4,056       4,118  

10233210, 20.00%, 06/21/2027 (b)(c)(f)

  Square   12/24/2025     4,200       3,931       3,926  

10233386, 20.00%, 06/21/2027 (b)(c)(f)

  Square   12/24/2025     14,532       13,603       13,619  

10235190, 20.00%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     2,509       2,348       2,230  

10235503, 10.25%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     10,454       9,726       9,928  

10236246, 20.00%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     2,940       2,753       2,813  

10236327, 15.00%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     7,930       7,226       5,091  

10237030, 20.00%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     2,994       2,802       2,637  

10237092, 13.75%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     4,602       4,215       3,637  

10237206, 19.50%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     9,867       9,237       9,414  

10237606, 20.00%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     11,834       11,078       11,210  

10238111, 17.25%, 06/22/2027 (b)(c)(f)

  Square   12/24/2025     8,045       7,362       6,887  

10239626, 14.75%, 06/23/2027 (b)(c)(f)

  Square   12/26/2025     6,642       6,218       6,291  

10240092, 20.00%, 06/23/2027 (b)(c)(f)

  Square   12/26/2025     29,059       27,036       27,892  

10242050, 20.00%, 06/23/2027 (b)(c)(f)

  Square   12/26/2025     42,763       39,613       41,013  

10245833, 20.00%, 06/23/2027 (b)(c)(f)

  Square   12/29/2025     8,553       7,958       8,254  

10246578, 20.00%, 06/24/2027 (b)(c)(f)

  Square   12/29/2025     13,304       12,454       12,899  

10247474, 14.25%, 06/24/2027 (b)(c)(f)

  Square   12/29/2025     7,431       6,913       6,997  

10248436, 19.25%, 06/24/2027 (b)(c)(f)

  Square   12/29/2025     4,492       4,147       4,145  

10248949, 5.50%, 06/24/2027 (b)(c)(f)

  Square   12/29/2025     6,602       6,181       6,301  

10249395, 20.00%, 06/24/2027 (b)(c)(f)

  Square   12/29/2025     6,091       5,702       5,386  

10249922, 16.50%, 06/24/2027 (b)(c)(f)

  Square   12/29/2025     2,243       2,044       2,081  

10250135, 15.00%, 06/25/2027 (b)(c)(f)

  Square   12/30/2025     1,984       1,808       1,900  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10250215, 15.75%, 06/25/2027 (b)(c)(f)

  Square   12/30/2025   $ 7,975     $ 7,267     $ 7,488  

10250324, 20.00%, 06/25/2027 (b)(c)(f)

  Square   12/30/2025     51,518       48,227       48,567  

10252282, 17.25%, 06/26/2027 (b)(c)(f)

  Square   12/30/2025     2,542       2,327       2,391  

10252372, 20.00%, 06/26/2027 (b)(c)(f)

  Square   12/30/2025     5,938       5,559       5,679  

10252637, 13.75%, 06/26/2027 (b)(c)(f)

  Square   12/30/2025     1,778       1,628       1,714  

10252801, 20.00%, 06/26/2027 (b)(c)(f)

  Square   12/30/2025     3,713       3,476       3,553  

10252938, 20.00%, 06/26/2027 (b)(c)(f)

  Square   12/30/2025     83,463       78,131       74,367  

10255694, 20.00%, 06/27/2027 (b)(c)(f)

  Square   12/31/2025     13,060       12,226       12,097  

10256118, 13.75%, 06/27/2027 (b)(c)(f)

  Square   12/31/2025     8,125       7,442       4,921  

10256307, 17.25%, 06/27/2027 (b)(c)(f)

  Square   12/31/2025     1,991       1,822       1,724  

10256374, 20.00%, 06/27/2027 (b)(c)(f)

  Square   12/31/2025     2,810       2,631       2,721  

10256474, 18.25%, 06/28/2027 (b)(c)(f)

  Square   12/31/2025     13,846       12,736       13,192  

10256994, 20.00%, 06/28/2027 (b)(c)(f)

  Square   12/31/2025     5,916       5,481       5,653  

10257751, 20.00%, 06/29/2027 (b)(c)(f)

  Square   12/31/2025     20,681       19,360       20,028  

10259162, 13.25%, 06/29/2027 (b)(c)(f)

  Square   12/31/2025     1,265       1,171       1,225  

10259227, 20.00%, 06/29/2027 (b)(c)(f)

  Square   12/31/2025     7,744       7,250       6,893  

10259479, 20.00%, 06/29/2027 (b)(c)(f)

  Square   12/31/2025     13,130       12,216       12,106  

10259763, 13.50%, 06/29/2027 (b)(c)(f)

  Square   12/31/2025     9,308       8,714       8,865  

10260417, 20.00%, 06/29/2027 (b)(c)(f)

  Square   12/31/2025     2,040       1,910       1,964  

10260543, 0.75%, 06/29/2027 (b)(c)(f)

  Square   12/31/2025     105       97       103  

10260846, 8.75%, 06/29/2027 (b)(c)(f)

  Square   12/31/2025     9,528       8,865       8,571  

10289816, 20.00%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     35,622       33,347       33,909  

10290759, 16.50%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     8,175       7,449       7,684  

10291245, 13.25%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     645       597       626  

10291301, 17.25%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     1,091       998       1,028  

10291373, 19.25%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     2,874       2,652       2,676  

10291497, 20.00%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     3,690       3,454       3,512  

10291632, 13.75%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     5,640       5,166       3,606  

10291772, 20.00%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     17,781       16,645       16,914  

10292467, 16.50%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     4,006       3,650       3,721  

10292547, 20.00%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     14,219       13,310       13,525  

10292993, 20.00%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     2,084       1,951       1,984  

10293083, 13.25%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     3,818       3,535       3,701  

10293392, 19.50%, 07/06/2027 (b)(c)(f)

  Square   01/08/2026     32,305       30,056       30,814  

10294491, 20.00%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     3,476       3,254       3,310  

10294720, 15.00%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     1,727       1,574       1,642  

10294801, 15.75%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     1,262       1,150       1,205  

10294879, 20.00%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     41,489       38,838       39,249  

10296443, 20.00%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     1,689       1,571       1,589  

10296468, 20.00%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     6,664       6,173       6,332  

10296684, 18.00%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     7,905       7,400       7,518  

10296969, 17.25%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     2,293       2,099       2,158  

10297071, 15.50%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     11,818       10,816       11,200  

10297499, 16.25%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     21,448       19,544       16,319  

10297881, 17.25%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     12,465       11,407       11,725  

10298226, 8.50%, 07/07/2027 (b)(c)(f)

  Square   01/09/2026     44,666       41,813       42,510  

10301893, 20.00%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     14,824       13,877       14,102  

10302706, 10.50%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     4,390       4,109       4,173  

10303071, 18.25%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     7,438       6,843       7,056  

10303537, 15.75%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     12,276       11,187       11,490  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10304140, 19.25%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026   $ 3,197     $ 2,951     $ 3,033  

10304255, 12.50%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     1,090       996       1,025  

10304283, 15.75%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     44,481       40,533       40,960  

10305933, 18.50%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     7,357       6,845       6,802  

10306142, 14.50%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     9,047       8,262       8,540  

10306427, 15.75%, 07/08/2027 (b)(c)(f)

  Square   01/12/2026     8,528       7,770       7,982  

10309078, 17.75%, 07/09/2027 (b)(c)(f)

  Square   01/13/2026     44,459       41,619       40,559  

10310327, 20.00%, 07/09/2027 (b)(c)(f)

  Square   01/13/2026     1,310       1,219       1,243  

10310406, 13.25%, 07/09/2027 (b)(c)(f)

  Square   01/13/2026     7,209       6,675       5,882  

10310625, 13.75%, 07/09/2027 (b)(c)(f)

  Square   01/13/2026     8,632       7,906       8,261  

10310857, 20.00%, 07/09/2027 (b)(c)(f)

  Square   01/13/2026     10,256       9,601       9,697  

10311151, 20.00%, 07/09/2027 (b)(c)(f)

  Square   01/13/2026     8,068       7,553       7,603  

10311196, 16.50%, 07/10/2027 (b)(c)(f)

  Square   01/14/2026     1,519       1,385       1,412  

10311246, 16.50%, 07/10/2027 (b)(c)(f)

  Square   01/14/2026     7,088       6,459       6,678  

10311360, 17.25%, 07/10/2027 (b)(c)(f)

  Square   01/14/2026     9,299       8,510       8,742  

10311475, 19.25%, 07/10/2027 (b)(c)(f)

  Square   01/14/2026     2,990       2,760       2,836  

10311537, 20.00%, 07/10/2027 (b)(c)(f)

  Square   01/14/2026     14,972       14,015       14,227  

10311829, 20.00%, 07/10/2027 (b)(c)(f)

  Square   01/14/2026     12,500       11,701       11,877  

10312077, 13.25%, 07/10/2027 (b)(c)(f)

  Square   01/14/2026     6,252       5,789       6,064  

10312325, 20.00%, 07/11/2027 (b)(c)(f)

  Square   01/14/2026     4,998       4,679       4,752  

10312415, 2.00%, 07/11/2027 (b)(c)(f)

  Square   01/14/2026     5,247       4,912       4,991  

10312527, 20.00%, 07/11/2027 (b)(c)(f)

  Square   01/14/2026     13,981       13,088       13,284  

10312830, 18.25%, 07/11/2027 (b)(c)(f)

  Square   01/14/2026     5,913       5,439       5,535  

10312951, 18.25%, 07/11/2027 (b)(c)(f)

  Square   01/14/2026     1,492       1,373       1,216  

10313006, 20.00%, 07/11/2027 (b)(c)(f)

  Square   01/14/2026     33,342       30,885       28,231  

10315374, 20.00%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     10,288       9,531       9,606  

10315874, 19.00%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     3,440       3,220       3,271  

10316128, 15.75%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     1,687       1,538       1,475  

10316208, 20.00%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     6,453       6,041       6,081  

10316340, 16.25%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     2,085       1,918       1,978  

10316405, 17.25%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     1,221       1,117       1,155  

10316461, 17.25%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     7,889       7,385       7,501  

10316641, 15.75%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     2,266       2,064       2,154  

10316723, 20.00%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     48,004       44,937       45,682  

10318251, 20.00%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     2,909       2,723       2,769  

10318358, 12.50%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     4,923       4,608       4,681  

10318630, 18.25%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     3,376       3,105       3,179  

10318791, 12.00%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     1,527       1,429       1,450  

10318844, 20.00%, 07/12/2027 (b)(c)(f)

  Square   01/14/2026     2,375       2,224       2,261  

10318977, 4.00%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     1,837       1,720       1,739  

10319126, 18.00%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     49,900       46,712       45,549  

10321001, 4.25%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     870       800       823  

10321020, 15.75%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     3,504       3,193       3,344  

10321168, 20.00%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     1,802       1,687       1,645  

10321206, 16.50%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     26,844       24,461       25,393  

10321919, 20.00%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     65,636       61,443       62,350  

10323575, 15.00%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     2,278       2,076       1,970  

10323632, 20.00%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     4,280       3,982       4,078  

10323818, 18.75%, 07/13/2027 (b)(c)(f)

  Square   01/15/2026     1,277       1,179       1,213  

10323877, 20.00%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026     2,012       1,884       1,904  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10324110, 20.00%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026   $ 6,868     $ 6,430     $ 6,528  

10324290, 20.00%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026     37,277       34,895       35,358  

10325755, 18.25%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026     1,767       1,625       1,692  

10325880, 19.25%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026     50,573       46,685       47,784  

10327259, 5.00%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026     11,655       10,911       11,071  

10327535, 20.00%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026     18,498       17,135       17,355  

10327991, 19.25%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026     8,993       8,301       8,585  

10328271, 20.00%, 07/14/2027 (b)(c)(f)

  Square   01/16/2026     18,449       17,270       17,535  

10334032, 13.25%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     1,811       1,677       1,757  

10334202, 18.25%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     26,464       24,344       24,740  

10335439, 20.00%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     12,411       11,618       11,788  

10335991, 15.75%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     5,061       4,611       4,737  

10336172, 20.00%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     18,099       16,839       17,230  

10336769, 19.25%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     29,215       26,969       27,586  

10337559, 20.00%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     6,781       6,281       6,431  

10337668, 20.00%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     2,004       1,856       1,699  

10337711, 16.50%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     2,187       1,993       2,078  

10337779, 13.25%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     1,387       1,284       1,226  

10337810, 18.50%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     6,914       6,472       6,309  

10337925, 10.00%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     4,904       4,487       4,565  

10338035, 20.00%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     10,212       9,560       9,694  

10338774, 19.25%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     3,139       2,897       2,979  

10338909, 20.00%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     3,100       2,902       2,933  

10339022, 13.50%, 07/15/2027 (b)(c)(f)

  Square   01/20/2026     1,622       1,486       1,502  

10339484, 20.00%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     23,353       21,632       22,068  

10340858, 14.50%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     635       580       599  

10340954, 11.75%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     6,723       6,207       6,414  

10341154, 20.00%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     6,149       5,696       5,830  

10341287, 19.25%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     2,345       2,165       2,214  

10341426, 18.25%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     23,457       21,578       21,805  

10342013, 20.00%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     37,551       35,153       35,665  

10342793, 19.25%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     4,711       4,349       3,972  

10342871, 16.50%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     1,778       1,620       1,680  

10342948, 15.75%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     874       796       763  

10342964, 15.00%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     10,792       9,834       7,879  

10343136, 15.75%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     2,568       2,340       2,386  

10343226, 20.00%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     21,827       20,433       20,551  

10343811, 19.25%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     8,253       7,619       7,750  

10344003, 15.75%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     901       821       673  

10344025, 14.25%, 07/16/2027 (b)(c)(f)

  Square   01/21/2026     9,361       8,548       8,611  

10344155, 20.00%, 07/17/2027 (b)(c)(f)

  Square   01/22/2026     3,380       3,164       3,191  

10344237, 18.00%, 07/17/2027 (b)(c)(f)

  Square   01/22/2026     2,913       2,711       2,744  

10344413, 14.50%, 07/17/2027 (b)(c)(f)

  Square   01/22/2026     1,369       1,250       1,293  

10344499, 20.00%, 07/17/2027 (b)(c)(f)

  Square   01/22/2026     4,087       3,826       3,866  

10344660, 17.25%, 07/17/2027 (b)(c)(f)

  Square   01/22/2026     4,223       3,864       3,967  

10344839, 20.00%, 07/17/2027 (b)(c)(f)

  Square   01/22/2026     1,749       1,637       1,596  

10344912, 20.00%, 07/17/2027 (b)(c)(f)

  Square   01/22/2026     9,929       9,295       9,392  

10345272, 20.00%, 07/18/2027 (b)(c)(f)

  Square   01/22/2026     33,927       31,760       32,090  

10346608, 7.50%, 07/19/2027 (b)(c)(f)

  Square   01/22/2026     914       856       868  

10346643, 20.00%, 07/19/2027 (b)(c)(f)

  Square   01/22/2026     4,517       4,229       4,286  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10346804, 9.50%, 07/19/2027 (b)(c)(f)

  Square   01/22/2026   $ 4,704     $ 4,403     $ 4,450  

10346913, 17.25%, 07/19/2027 (b)(c)(f)

  Square   01/22/2026     16,611       15,202       15,601  

10347464, 14.50%, 07/19/2027 (b)(c)(f)

  Square   01/22/2026     1,267       1,157       1,196  

10348368, 14.50%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     4,391       4,009       4,096  

10348837, 13.75%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     10,009       9,168       9,734  

10350662, 17.25%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     2,212       2,024       2,058  

10350756, 15.50%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     3,987       3,732       3,784  

10350955, 20.00%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     20,111       18,826       19,092  

10351982, 15.00%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     579       527       548  

10352050, 20.00%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     7,446       6,970       7,028  

10352493, 18.25%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     9,157       8,424       8,268  

10352913, 12.25%, 07/20/2027 (b)(c)(f)

  Square   01/22/2026     5,167       4,786       4,816  

10353053, 10.25%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     1,918       1,757       1,250  

10353167, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     7,380       6,909       6,992  

10353343, 19.25%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     10,945       10,104       10,226  

10353681, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     10,936       10,237       10,296  

10353958, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     8,339       7,806       7,912  

10354408, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     5,211       4,878       4,944  

10354566, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     1,881       1,750       1,790  

10354634, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     8,955       8,383       8,511  

10354828, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     14,018       13,122       13,356  

10355647, 15.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     669       610       632  

10355660, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     21,776       20,261       20,416  

10356004, 14.50%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     8,545       7,803       8,064  

10356282, 12.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     4,195       3,926       3,974  

10356462, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     2,491       2,332       2,370  

10356530, 11.50%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     1,924       1,790       1,793  

10356600, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     3,323       3,078       2,826  

10356701, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     1,970       1,844       1,866  

10356766, 15.75%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     1,726       1,573       1,637  

10356842, 16.50%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     9,677       8,818       8,515  

10357052, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     3,100       2,902       2,831  

10357156, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     2,285       2,125       2,112  

10357265, 20.00%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     2,777       2,600       2,636  

10357353, 18.25%, 07/21/2027 (b)(c)(f)

  Square   01/23/2026     8,618       7,927       7,096  

10360341, 16.50%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     23,712       21,608       22,533  

10361621, 13.75%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     717       657       684  

10361640, 2.50%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     181       169       172  

10361649, 6.25%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     2,807       2,627       2,659  

10361738, 16.50%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     1,789       1,630       1,644  

10361795, 15.50%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     2,851       2,622       2,622  

10361871, 15.75%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     3,209       3,004       3,043  

10361948, 13.75%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     1,075       985       468  

10361959, 20.00%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     7,314       6,846       6,949  

10362268, 9.75%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     42,116       38,743       39,695  

10363442, 20.00%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     10,164       9,515       9,643  

10363654, 20.00%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     2,914       2,699       2,711  

10363683, 15.25%, 07/22/2027 (b)(c)(f)

  Square   01/26/2026     38,266       35,201       36,586  

10365020, 14.50%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     2,113       1,930       1,979  

10365230, 20.00%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     7,764       7,224       7,311  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10365646, 18.25%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026   $ 4,241     $ 3,970     $ 4,028  

10365889, 15.00%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     3,239       2,951       2,406  

10365971, 15.00%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     25,741       24,097       24,454  

10367214, 9.75%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     4,890       4,456       4,571  

10367370, 19.25%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     3,809       3,516       3,640  

10367603, 20.00%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     5,950       5,536       5,626  

10367878, 19.25%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     38,298       35,353       36,126  

10369076, 6.00%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     10,410       9,745       9,797  

10369362, 15.75%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     5,669       5,166       5,114  

10369465, 18.25%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     2,121       1,952       1,753  

10369532, 20.00%, 07/23/2027 (b)(c)(f)

  Square   01/27/2026     5,161       4,831       4,896  

10369702, 17.25%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     6,027       5,516       5,369  

10369798, 10.75%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     7,863       7,315       7,323  

10369918, 15.75%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     2,144       1,954       1,873  

10369948, 13.75%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     3,163       2,897       2,092  

10369999, 13.75%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     919       842       852  

10370012, 19.25%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     3,702       3,417       3,491  

10370081, 19.25%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     14,171       13,082       13,289  

10370390, 20.00%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     2,202       2,062       2,089  

10370425, 13.25%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     1,352       1,252       1,305  

10370471, 7.00%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     3,311       3,099       3,130  

10370523, 15.00%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     3,650       3,326       3,456  

10370622, 17.25%, 07/24/2027 (b)(c)(f)

  Square   01/28/2026     5,611       5,180       5,239  

10370749, 15.00%, 07/25/2027 (b)(c)(f)

  Square   01/28/2026     1,055       961       1,006  

10370772, 20.00%, 07/25/2027 (b)(c)(f)

  Square   01/28/2026     11,408       10,679       10,818  

10372963, 8.50%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     6,726       6,258       6,302  

10373512, 20.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     15,347       14,366       14,550  

10374083, 19.75%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     11,580       10,840       10,999  

10374524, 8.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     22,185       20,641       19,440  

10375034, 20.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     6,702       6,274       6,356  

10375245, 1.75%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     271       248       253  

10375246, 17.25%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     1,123       1,028       1,051  

10375257, 20.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     10,405       9,740       9,891  

10375601, 20.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     2,313       2,142       2,154  

10375650, 20.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     5,133       4,776       4,748  

10375783, 20.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     4,560       4,242       3,995  

10375942, 20.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     3,528       3,302       3,225  

10376109, 13.25%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     2,437       2,256       2,352  

10376220, 8.25%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     2,449       2,293       2,327  

10376279, 16.00%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     9,406       8,805       8,906  

10376534, 14.50%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     1,523       1,402       1,434  

10376577, 17.25%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     3,003       2,749       2,815  

10376651, 13.50%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     1,611       1,507       1,525  

10376697, 16.50%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     1,005       916       886  

10376706, 14.50%, 07/26/2027 (b)(c)(f)

  Square   01/28/2026     3,677       3,358       3,467  

10377042, 15.50%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     4,361       4,012       4,099  

10377131, 20.00%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     3,568       3,340       3,382  

10377235, 13.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     1,104       1,022       1,053  

10377285, 10.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     4,400       4,094       4,155  

10377492, 19.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     12,476       11,516       11,783  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10378352, 19.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026   $ 8,193     $ 7,563     $ 7,727  

10378737, 13.75%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     1,465       1,342       1,392  

10378772, 20.00%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     8,996       8,421       8,516  

10379105, 20.00%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     2,112       1,977       2,007  

10379191, 12.00%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     5,220       4,757       4,996  

10379540, 18.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     4,128       3,797       3,884  

10379658, 13.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     4,267       3,994       4,039  

10379784, 18.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     7,663       7,049       7,054  

10380054, 7.00%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     552       506       519  

10380071, 20.00%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     12,445       11,650       11,800  

10380406, 19.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     25,725       23,747       24,016  

10380896, 20.00%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     1,622       1,502       1,539  

10380900, 12.25%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     2,998       2,789       2,855  

10380999, 20.00%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     8,661       8,023       8,059  

10381316, 16.50%, 07/27/2027 (b)(c)(f)

  Square   01/29/2026     26,973       24,685       25,074  

10381909, 17.25%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     2,529       2,314       2,386  

10382138, 20.00%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     36,178       33,660       31,735  

10383978, 16.00%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     2,999       2,778       2,758  

10384053, 13.25%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     2,046       1,895       1,974  

10384091, 19.25%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     7,344       6,779       6,992  

10384363, 4.50%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     1,410       1,319       1,336  

10384394, 15.00%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     3,471       3,163       3,236  

10384488, 20.00%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     4,001       3,722       3,782  

10384600, 20.00%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     1,888       1,749       1,758  

10384659, 18.25%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     4,654       4,281       4,374  

10384808, 20.00%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     1,092       1,017       1,040  

10384867, 16.75%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     6,651       6,118       6,259  

10385079, 20.00%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     4,917       4,602       4,661  

10385188, 19.50%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     4,441       4,114       4,186  

10385463, 13.25%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     10,315       9,551       9,846  

10386010, 15.00%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     1,158       1,055       1,012  

10386085, 10.50%, 07/28/2027 (b)(c)(f)

  Square   01/30/2026     56,610       51,807       52,239  

10389390, 9.50%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     3,702       3,444       3,450  

10389478, 19.25%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     24,406       22,530       23,043  

10390574, 6.00%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     3,671       3,436       3,480  

10390830, 20.00%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     23,873       22,211       22,674  

10391967, 20.00%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     6,548       6,130       5,007  

10392107, 20.00%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     2,374       2,222       2,259  

10392197, 20.00%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     3,779       3,537       3,576  

10392257, 13.75%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     714       654       654  

10392274, 15.75%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     1,579       1,439       1,475  

10392326, 15.75%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     24,090       21,952       22,636  

10393846, 14.50%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     1,685       1,539       1,589  

10393957, 5.75%, 07/29/2027 (b)(c)(f)

  Square   02/02/2026     19,456       18,213       18,392  

10394570, 13.75%, 07/30/2027 (b)(c)(f)

  Square   02/03/2026     2,346       2,196       2,223  

10394669, 20.00%, 07/30/2027 (b)(c)(f)

  Square   02/03/2026     6,580       6,159       6,024  

10394947, 14.00%, 07/30/2027 (b)(c)(f)

  Square   02/03/2026     73,479       68,065       68,872  

10398690, 13.25%, 07/30/2027 (b)(c)(f)

  Square   02/03/2026     785       726       536  

10398707, 6.00%, 07/30/2027 (b)(c)(f)

  Square   02/03/2026     4,922       4,608       4,640  

10399237, 15.75%, 07/30/2027 (b)(c)(f)

  Square   02/03/2026     10,021       9,131       9,239  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10400099, 15.00%, 07/31/2027 (b)(c)(f)

  Square   02/04/2026   $ 4,284     $ 3,903     $ 3,998  

10400239, 12.00%, 07/31/2027 (b)(c)(f)

  Square   02/04/2026     3,081       2,835       2,943  

10400360, 15.00%, 07/31/2027 (b)(c)(f)

  Square   02/04/2026     709       646       678  

10400408, 7.25%, 07/31/2027 (b)(c)(f)

  Square   02/04/2026     6,763       6,265       6,294  

10400584, 13.25%, 07/31/2027 (b)(c)(f)

  Square   02/04/2026     2,219       2,055       2,076  

10400656, 15.75%, 07/31/2027 (b)(c)(f)

  Square   02/04/2026     851       776       770  

10400684, 2.25%, 07/31/2027 (b)(c)(f)

  Square   02/04/2026     722       676       684  

10400711, 20.00%, 07/31/2027 (b)(c)(f)

  Square   02/04/2026     18,665       17,473       17,731  

10401351, 20.00%, 08/01/2027 (b)(c)(f)

  Square   02/04/2026     8,865       8,299       8,389  

10401637, 16.00%, 08/01/2027 (b)(c)(f)

  Square   02/04/2026     23,451       21,953       22,225  

10403265, 20.00%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     7,588       7,060       7,077  

10404004, 17.25%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     5,375       4,919       5,027  

10404193, 11.75%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     5,797       5,309       4,019  

10404501, 19.25%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     38,204       35,267       35,098  

10406170, 15.00%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     1,035       943       991  

10406415, 15.00%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     6,778       6,176       6,373  

10406711, 9.25%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     1,328       1,215       1,242  

10406734, 15.75%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     1,434       1,307       1,349  

10406748, 20.00%, 08/02/2027 (b)(c)(f)

  Square   02/04/2026     17,654       16,526       16,706  

10407229, 6.50%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     1,335       1,236       1,288  

10407330, 19.25%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     6,807       6,284       6,443  

10407597, 20.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     1,298       1,215       1,234  

10408559, 13.75%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     747       684       703  

10408590, 17.25%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     2,419       2,213       2,266  

10408818, 19.25%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     1,823       1,683       1,702  

10408975, 20.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     2,167       2,016       2,056  

10409086, 17.25%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     3,801       3,478       3,109  

10409226, 18.25%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     11,107       10,217       10,457  

10409767, 20.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     7,875       7,372       7,407  

10410033, 20.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     19,923       18,650       18,881  

10410685, 20.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     3,356       3,141       3,156  

10410807, 19.25%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     2,107       1,945       2,005  

10410887, 15.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     1,026       935       982  

10410981, 8.50%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     8,375       7,705       7,822  

10411233, 13.75%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     5,163       4,729       4,625  

10411390, 17.25%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     6,144       5,623       5,812  

10411614, 20.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     9,559       8,893       9,096  

10412409, 15.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     1,342       1,222       1,261  

10412535, 13.25%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     714       661       693  

10412580, 13.75%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     1,349       1,236       1,209  

10412661, 10.00%, 08/03/2027 (b)(c)(f)

  Square   02/05/2026     12,362       11,572       11,711  

10412953, 20.00%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     5,758       5,333       5,436  

10413186, 13.75%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     937       858       858  

10413212, 9.25%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     3,831       3,586       3,629  

10413322, 14.50%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     1,271       1,160       1,210  

10413384, 13.25%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     687       636       622  

10413403, 19.25%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     1,577       1,456       1,487  

10413461, 15.75%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     1,161       1,058       1,072  

10413535, 20.00%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     5,323       4,952       5,033  

10413682, 20.00%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     13,674       12,722       12,974  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10414534, 20.00%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026   $ 12,813     $ 11,994     $ 12,135  

10414948, 15.75%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     2,039       1,859       1,317  

10415032, 7.50%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     9,906       9,273       9,360  

10415546, 15.75%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     6,853       6,245       6,446  

10415780, 15.00%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     5,553       5,060       5,244  

10415964, 2.25%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     2,720       2,546       2,581  

10416115, 16.25%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     18,762       17,170       17,747  

10417034, 14.50%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     7,885       7,200       6,884  

10417296, 2.25%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     1,193       1,117       1,130  

10417387, 15.00%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     3,102       2,826       2,800  

10417588, 13.75%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     1,867       1,710       1,770  

10417633, 16.50%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     2,319       2,113       2,056  

10417669, 6.25%, 08/04/2027 (b)(c)(f)

  Square   02/06/2026     5,270       4,802       4,915  

10420915, 13.75%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     1,614       1,471       1,516  

10421245, 20.00%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     5,629       5,269       5,305  

10421379, 20.00%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     1,899       1,767       1,784  

10421420, 19.25%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     2,401       2,217       2,250  

10421468, 19.25%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     9,919       9,156       9,215  

10421740, 20.00%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     4,129       3,825       3,568  

10422332, 16.50%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     12,576       11,459       11,666  

10422933, 14.25%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     7,290       6,825       6,689  

10423278, 8.00%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     2,548       2,385       2,396  

10423388, 20.00%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     36,095       33,582       34,334  

10425173, 20.00%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     1,907       1,775       1,779  

10425244, 19.25%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     7,470       6,895       7,001  

10425449, 20.00%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     20,452       18,946       19,243  

10426258, 14.50%, 08/05/2027 (b)(c)(f)

  Square   02/09/2026     6,180       5,644       5,790  

10426461, 16.50%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     7,689       7,006       6,972  

10427194, 20.00%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     18,904       17,696       17,943  

10428578, 14.50%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     1,568       1,432       1,512  

10428694, 20.00%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     7,905       7,400       7,496  

10428960, 13.25%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     2,623       2,429       2,509  

10429125, 16.50%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     19,236       17,529       17,845  

10429682, 20.00%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     7,745       7,250       7,280  

10429910, 15.00%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     8,017       7,305       6,252  

10430181, 13.75%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     891       816       841  

10430241, 16.50%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     3,315       3,020       2,630  

10430396, 20.00%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     7,177       6,719       6,788  

10430773, 14.50%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     262       239       253  

10430944, 13.25%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     395       365       385  

10430977, 20.00%, 08/06/2027 (b)(c)(f)

  Square   02/10/2026     23,899       22,373       22,662  

10431922, 13.50%, 08/07/2027 (b)(c)(f)

  Square   02/11/2026     18,054       16,523       17,071  

10432713, 20.00%, 08/07/2027 (b)(c)(f)

  Square   02/11/2026     38,556       36,093       36,459  

10434832, 14.00%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026     3,629       3,397       3,441  

10435139, 16.50%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026     1,230       1,121       1,155  

10435303, 13.25%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026     633       587       607  

10435340, 15.75%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026     33,648       30,661       31,486  

10437657, 20.00%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026     5,104       4,778       4,834  

10437866, 20.00%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026     1,848       1,730       1,756  

10437999, 20.00%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026     15,443       14,456       14,584  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10438710, 15.75%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026   $ 8,032     $ 7,319     $ 7,557  

10439188, 18.00%, 08/09/2027 (b)(c)(f)

  Square   02/11/2026     13,706       12,831       12,964  

10439954, 14.50%, 08/10/2027 (b)(c)(f)

  Square   02/12/2026     1,039       949       994  

10440165, 20.00%, 08/10/2027 (b)(c)(f)

  Square   02/12/2026     38,332       35,883       36,307  

10442806, 17.25%, 08/10/2027 (b)(c)(f)

  Square   02/12/2026     5,317       4,866       4,966  

10443028, 10.50%, 08/10/2027 (b)(c)(f)

  Square   02/12/2026     47,122       43,651       44,317  

10444831, 20.00%, 08/10/2027 (b)(c)(f)

  Square   02/12/2026     2,934       2,746       2,776  

10444951, 16.50%, 08/10/2027 (b)(c)(f)

  Square   02/12/2026     4,234       3,858       3,976  

10445185, 13.25%, 08/10/2027 (b)(c)(f)

  Square   02/12/2026     7,213       6,679       5,286  

10445440, 20.00%, 08/10/2027 (b)(c)(f)

  Square   02/12/2026     16,258       15,219       15,375  

10445635, 6.75%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     4,696       4,396       4,452  

10446020, 20.00%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     12,600       11,795       11,934  

10447057, 15.75%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     2,268       2,111       2,100  

10447453, 17.25%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     1,949       1,784       1,848  

10447688, 18.25%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     9,713       8,935       9,103  

10448058, 15.25%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     37,952       35,527       35,914  

10449645, 17.25%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     19,815       18,134       18,508  

10450324, 15.75%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     2,031       1,851       1,937  

10450539, 15.25%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     3,502       3,204       3,259  

10450751, 9.00%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     550       510       523  

10450789, 20.00%, 08/11/2027 (b)(c)(f)

  Square   02/13/2026     42,178       39,484       40,014  

10458026, 18.25%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     1,406       1,293       1,305  

10458125, 9.75%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     3,460       3,238       3,270  

10458332, 17.00%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     10,042       9,238       9,515  

10459603, 20.00%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     3,667       3,433       3,376  

10459953, 15.00%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     2,854       2,601       2,657  

10460157, 8.50%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     4,586       4,293       4,348  

10460498, 11.50%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     5,687       5,323       5,387  

10460810, 20.00%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     13,022       12,190       11,990  

10461405, 15.75%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     1,004       915       912  

10461441, 15.75%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     1,278       1,164       1,207  

10461570, 14.50%, 08/12/2027 (b)(c)(f)

  Square   02/17/2026     58,288       54,231       54,901  

10464119, 16.50%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     2,526       2,302       2,371  

10464429, 13.75%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     13,341       12,219       12,601  

10465925, 17.25%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     4,020       3,679       3,742  

10466288, 20.00%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     9,080       8,448       8,525  

10466697, 19.25%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     33,599       31,015       31,751  

10468026, 16.25%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     9,762       9,138       9,240  

10468299, 14.25%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     7,043       6,593       6,648  

10468553, 15.75%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     2,320       2,121       2,182  

10468656, 14.50%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     9,802       8,951       9,266  

10469642, 20.00%, 08/13/2027 (b)(c)(f)

  Square   02/18/2026     5,073       4,749       4,779  

10469664, 20.00%, 08/14/2027 (b)(c)(f)

  Square   02/19/2026     16,632       15,475       15,520  

10470209, 16.50%, 08/14/2027 (b)(c)(f)

  Square   02/19/2026     1,436       1,309       1,322  

10470266, 13.25%, 08/14/2027 (b)(c)(f)

  Square   02/19/2026     720       667       541  

10470287, 20.00%, 08/14/2027 (b)(c)(f)

  Square   02/19/2026     2,767       2,564       2,577  

10470392, 20.00%, 08/14/2027 (b)(c)(f)

  Square   02/19/2026     31,418       29,411       29,652  

10471494, 3.75%, 08/15/2027 (b)(c)(f)

  Square   02/19/2026     4,000       3,744       3,792  

10471625, 14.50%, 08/15/2027 (b)(c)(f)

  Square   02/19/2026     574       524       549  

10471663, 19.25%, 08/15/2027 (b)(c)(f)

  Square   02/19/2026     2,099       1,938       1,976  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10471757, 15.00%, 08/16/2027 (b)(c)(f)

  Square   02/19/2026   $ 1,360     $ 1,239     $ 1,302  

10471819, 20.00%, 08/16/2027 (b)(c)(f)

  Square   02/19/2026     5,508       5,125       5,190  

10471973, 14.50%, 08/16/2027 (b)(c)(f)

  Square   02/19/2026     1,467       1,339       1,169  

10472011, 20.00%, 08/16/2027 (b)(c)(f)

  Square   02/19/2026     10,880       10,185       10,226  

10472197, 20.00%, 08/16/2027 (b)(c)(f)

  Square   02/19/2026     13,841       12,877       12,404  

10472572, 20.00%, 08/16/2027 (b)(c)(f)

  Square   02/19/2026     9,667       8,954       9,012  

10472861, 20.00%, 08/16/2027 (b)(c)(f)

  Square   02/19/2026     34,444       32,244       32,449  

10476984, 9.75%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     2,009       1,869       1,862  

10477151, 17.50%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     19,671       18,414       18,595  

10478324, 15.75%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     6,622       6,034       6,174  

10478515, 13.25%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     6,209       5,749       5,972  

10478869, 14.50%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     3,342       3,052       3,198  

10479099, 17.25%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     7,005       6,411       6,484  

10479418, 13.25%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     9,095       8,421       8,748  

10479863, 10.00%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     1,557       1,425       1,429  

10479921, 17.25%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     4,229       3,870       3,806  

10480187, 20.00%, 08/17/2027 (b)(c)(f)

  Square   02/19/2026     4,053       3,771       3,808  

10480328, 6.00%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     1,300       1,188       1,233  

10480399, 14.50%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     2,259       2,063       2,179  

10480789, 20.00%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     4,634       4,311       4,376  

10481116, 12.25%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     2,127       1,969       1,639  

10481301, 8.25%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     1,375       1,279       1,274  

10481386, 15.00%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     12,678       11,553       11,867  

10482224, 17.25%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     5,117       4,683       4,736  

10482416, 20.00%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     37,565       35,165       35,313  

10483795, 17.25%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     5,565       5,093       5,151  

10483982, 11.75%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     16,760       15,417       15,855  

10484623, 20.00%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     1,903       1,770       1,797  

10484657, 20.00%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     3,679       3,444       3,477  

10484714, 14.50%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     4,594       4,195       4,311  

10484787, 18.25%, 08/18/2027 (b)(c)(f)

  Square   02/20/2026     13,283       12,219       12,505  

10488331, 20.00%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     24,710       23,131       23,322  

10489747, 16.50%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     4,455       4,060       4,180  

10490000, 20.00%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     5,641       5,280       5,324  

10490191, 16.50%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     4,343       4,009       4,093  

10490298, 20.00%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     3,347       3,133       3,164  

10490430, 2.75%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     481       450       456  

10490456, 20.00%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     2,659       2,474       2,494  

10490601, 10.75%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     6,222       5,764       5,848  

10490972, 20.00%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     2,930       2,743       2,768  

10491088, 18.25%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     37,401       34,406       35,142  

10492518, 17.75%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     15,231       14,109       14,293  

10493076, 17.25%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     3,347       3,063       3,097  

10493179, 17.25%, 08/19/2027 (b)(c)(f)

  Square   02/23/2026     15,434       14,124       13,151  

10493809, 20.00%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     9,593       8,886       9,016  

10494286, 18.25%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     1,939       1,784       1,791  

10494467, 16.50%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     6,027       5,492       5,665  

10495107, 15.75%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     3,177       2,895       2,833  

10495404, 15.75%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     5,695       5,190       5,392  

10495774, 13.25%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     20,589       19,064       19,518  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10496521, 20.00%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026   $ 4,291     $ 4,016     $ 4,060  

10496613, 17.25%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     24,381       22,313       22,811  

10497736, 19.25%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     25,339       23,391       23,752  

10498529, 20.00%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     8,561       8,014       8,092  

10498704, 20.00%, 08/20/2027 (b)(c)(f)

  Square   02/24/2026     14,645       13,709       13,842  

10499744, 13.25%, 08/21/2027 (b)(c)(f)

  Square   02/25/2026     4,463       4,132       4,256  

10499839, 20.00%, 08/21/2027 (b)(c)(f)

  Square   02/25/2026     2,942       2,725       2,780  

10499905, 20.00%, 08/21/2027 (b)(c)(f)

  Square   02/25/2026     3,507       3,249       3,306  

10499968, 17.25%, 08/21/2027 (b)(c)(f)

  Square   02/25/2026     13,686       12,525       12,869  

10500252, 14.50%, 08/21/2027 (b)(c)(f)

  Square   02/25/2026     1,864       1,720       1,747  

10500299, 4.75%, 08/21/2027 (b)(c)(f)

  Square   02/25/2026     15,453       14,466       14,589  

10500688, 17.25%, 08/22/2027 (b)(c)(f)

  Square   02/25/2026     542       496       513  

10500760, 20.00%, 08/22/2027 (b)(c)(f)

  Square   02/25/2026     10,618       9,940       10,033  

10501065, 20.00%, 08/22/2027 (b)(c)(f)

  Square   02/25/2026     24,862       23,132       23,435  

10501592, 20.00%, 08/22/2027 (b)(c)(f)

  Square   02/25/2026     8,499       7,956       8,045  

10502015, 20.00%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     13,380       12,525       12,649  

10502880, 17.25%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     18,273       16,723       16,567  

10503649, 17.25%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     2,033       1,860       1,750  

10503729, 14.50%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     9,679       9,061       9,150  

10504101, 20.00%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     3,228       3,022       3,041  

10504220, 9.25%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     4,282       3,952       4,077  

10506010, 13.75%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     1,292       1,183       1,235  

10506092, 20.00%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     3,829       3,546       3,417  

10506199, 20.00%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     2,511       2,351       2,373  

10506309, 5.00%, 08/23/2027 (b)(c)(f)

  Square   02/25/2026     27,098       25,367       25,654  

10507352, 20.00%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     3,276       3,048       3,042  

10507445, 20.00%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     3,023       2,813       2,843  

10507492, 20.00%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     6,062       5,675       5,736  

10507604, 4.75%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     1,982       1,856       1,877  

10507659, 14.50%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     4,565       4,169       4,286  

10507918, 13.25%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     2,487       2,303       2,294  

10507971, 19.25%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     6,019       5,557       5,631  

10508296, 17.25%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     5,177       4,738       4,851  

10508642, 15.75%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     1,077       981       1,016  

10508750, 8.00%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     11,671       10,681       10,925  

10509550, 12.00%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     40,815       38,208       38,583  

10511008, 11.25%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     2,504       2,311       2,357  

10511106, 9.00%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     6,448       6,035       6,101  

10511306, 13.25%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     5,870       5,434       5,601  

10511517, 14.50%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     2,036       1,859       1,943  

10511542, 13.25%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     1,409       1,305       1,339  

10511589, 20.00%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     6,750       6,318       6,379  

10511781, 13.25%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     20,270       18,768       19,343  

10512463, 17.25%, 08/24/2027 (b)(c)(f)

  Square   02/26/2026     8,985       8,223       8,157  

10512823, 2.00%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     89       82       85  

10512854, 20.00%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     14,787       13,757       14,026  

10513264, 14.25%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     5,198       4,866       4,907  

10513652, 15.75%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     1,027       935       970  

10513738, 19.25%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     5,420       5,003       5,125  

10514268, 15.75%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     6,817       6,211       5,776  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10514577, 12.75%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026   $ 5,072     $ 4,748     $ 4,795  

10514741, 17.25%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     25,988       23,783       24,356  

10515694, 18.25%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     2,311       2,126       2,118  

10515738, 17.00%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     8,806       8,243       8,313  

10515951, 20.00%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     4,141       3,876       3,927  

10516086, 20.00%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     14,909       13,811       14,007  

10516573, 18.00%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     2,091       1,930       1,947  

10516628, 20.00%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     2,890       2,689       2,742  

10516731, 19.25%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     24,650       22,754       23,127  

10517466, 20.00%, 08/25/2027 (b)(c)(f)

  Square   02/27/2026     13,683       12,809       12,929  

10521178, 18.25%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     8,549       7,865       8,043  

10521817, 19.25%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     5,981       5,521       5,609  

10522887, 20.00%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     9,804       9,177       9,231  

10523586, 8.25%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     1,364       1,248       1,255  

10523652, 20.00%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     31,785       29,754       29,870  

10525387, 18.25%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     6,033       5,549       5,701  

10525823, 6.50%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     3,676       3,441       3,461  

10526022, 3.75%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     3,853       3,511       3,271  

10526301, 14.25%, 08/26/2027 (b)(c)(f)

  Square   03/02/2026     17,944       16,695       16,261  

10526901, 20.00%, 08/27/2027 (b)(c)(f)

  Square   03/03/2026     11,860       11,102       10,992  

10528434, 15.75%, 08/27/2027 (b)(c)(f)

  Square   03/03/2026     3,360       3,062       3,026  

10528827, 19.25%, 08/27/2027 (b)(c)(f)

  Square   03/03/2026     34,196       31,567       30,451  

10531442, 20.00%, 08/27/2027 (b)(c)(f)

  Square   03/03/2026     3,634       3,381       3,376  

10531717, 20.00%, 08/27/2027 (b)(c)(f)

  Square   03/03/2026     21,702       20,315       20,114  

10532238, 9.75%, 08/28/2027 (b)(c)(f)

  Square   03/04/2026     1,478       1,350       1,391  

10532336, 13.25%, 08/28/2027 (b)(c)(f)

  Square   03/04/2026     1,506       1,395       1,457  

10532425, 15.75%, 08/28/2027 (b)(c)(f)

  Square   03/04/2026     3,973       3,620       3,747  

10532590, 20.00%, 08/28/2027 (b)(c)(f)

  Square   03/04/2026     6,880       6,441       6,498  

10532852, 20.00%, 08/28/2027 (b)(c)(f)

  Square   03/04/2026     4,457       4,172       4,197  

10533026, 19.25%, 08/28/2027 (b)(c)(f)

  Square   03/04/2026     2,183       2,015       2,033  

10533101, 20.00%, 08/28/2027 (b)(c)(f)

  Square   03/04/2026     4,013       3,757       3,772  

10533260, 20.00%, 09/01/2027 (b)(c)(f)

  Square   03/04/2026     13,291       12,311       12,326  

10533819, 11.75%, 09/01/2027 (b)(c)(f)

  Square   03/04/2026     6,436       5,865       5,859  

10534020, 20.00%, 09/01/2027 (b)(c)(f)

  Square   03/04/2026     12,986       12,083       12,096  

10534506, 17.25%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     9,697       8,874       8,854  

10537218, 20.00%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     6,219       5,822       5,834  

10537725, 14.50%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     764       698       681  

10537821, 18.25%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     7,520       7,039       7,056  

10538476, 18.25%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     6,063       5,578       5,564  

10539053, 15.00%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     11,077       10,094       10,131  

10539692, 17.25%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     5,596       5,121       5,126  

10540012, 13.25%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     8,999       8,333       8,332  

10540597, 20.00%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     2,048       1,897       1,898  

10540730, 17.25%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     4,851       4,439       4,439  

10541072, 15.75%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     1,105       1,007       1,010  

10541156, 5.25%, 09/02/2027 (b)(c)(f)

  Square   03/04/2026     6,405       5,996       6,011  

10541390, 20.00%, 09/03/2027 (b)(c)(f)

  Square   03/05/2026     13,319       12,468       12,497  

10541910, 17.25%, 09/03/2027 (b)(c)(f)

  Square   03/05/2026     21,815       19,964       19,615  

10544505, 20.00%, 09/03/2027 (b)(c)(f)

  Square   03/05/2026     16,630       15,472       15,501  

10545359, 20.00%, 09/03/2027 (b)(c)(f)

  Square   03/05/2026     20,075       18,793       18,829  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10546249, 18.25%, 09/03/2027 (b)(c)(f)

  Square   03/05/2026   $ 2,062     $ 1,897     $ 1,895  

10546409, 10.00%, 09/03/2027 (b)(c)(f)

  Square   03/05/2026     14,867       13,547       13,491  

10547046, 19.25%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     15,497       14,305       14,284  

10547795, 18.25%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     3,587       3,299       3,291  

10548138, 14.50%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     2,107       1,924       1,912  

10548345, 13.50%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     4,487       4,200       4,210  

10548770, 13.75%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     1,657       1,518       1,442  

10548932, 14.50%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     1,966       1,796       1,788  

10549108, 19.00%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     5,242       4,877       4,883  

10549489, 15.75%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     2,074       1,890       1,878  

10549652, 20.00%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     11,866       11,108       11,130  

10555318, 19.25%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     4,314       3,982       3,978  

10555493, 14.25%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     1,320       1,236       1,237  

10555562, 14.50%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     2,145       1,959       1,936  

10555621, 16.50%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     5,164       4,705       4,713  

10555819, 20.00%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     4,540       4,250       4,262  

10556006, 17.25%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     6,284       5,751       5,749  

10556410, 9.50%, 09/04/2027 (b)(c)(f)

  Square   03/06/2026     20,715       19,392       19,428  

10560674, 11.25%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     7,124       6,669       6,681  

10561030, 20.00%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     6,059       5,638       5,643  

10561655, 14.50%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     3,575       3,265       3,176  

10562378, 14.25%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     30,697       28,560       28,594  

10564392, 20.00%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     8,368       7,834       7,849  

10564731, 20.00%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     5,920       5,542       5,549  

10565050, 19.25%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     2,302       2,125       2,123  

10565243, 14.00%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     8,856       8,290       8,305  

10565720, 20.00%, 09/05/2027 (b)(c)(f)

  Square   03/09/2026     17,238       15,968       16,001  

10566293, 19.25%, 09/06/2027 (b)(c)(f)

  Square   03/10/2026     17,891       16,516       16,533  

10568042, 17.25%, 09/06/2027 (b)(c)(f)

  Square   03/10/2026     7,023       6,427       6,440  

10568746, 6.50%, 09/06/2027 (b)(c)(f)

  Square   03/10/2026     6,301       5,898       5,908  

10569391, 20.00%, 09/06/2027 (b)(c)(f)

  Square   03/10/2026     12,017       11,131       11,134  

10570021, 20.00%, 09/06/2027 (b)(c)(f)

  Square   03/10/2026     11,367       10,640       10,658  

10570569, 16.50%, 09/06/2027 (b)(c)(f)

  Square   03/10/2026     2,463       2,244       2,243  

10570674, 17.75%, 09/06/2027 (b)(c)(f)

  Square   03/10/2026     44,440       41,601       41,668  

10571569, 20.00%, 09/07/2027 (b)(c)(f)

  Square   03/11/2026     27,983       26,195       26,239  

10573037, 20.00%, 09/08/2027 (b)(c)(f)

  Square   03/11/2026     14,969       14,012       14,034  

10575384, 14.50%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     949       867       862  

10575571, 17.25%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     2,809       2,570       2,567  

10576171, 20.00%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     30,443       28,498       28,547  

10578541, 17.25%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     2,707       2,477       2,466  

10578688, 18.25%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     2,261       2,080       2,016  

10578978, 19.25%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     4,418       4,078       4,073  

10579223, 20.00%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     11,782       11,029       11,043  

10579830, 13.75%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     1,365       1,250       1,240  

10579887, 17.25%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     2,689       2,461       2,458  

10580068, 13.75%, 09/09/2027 (b)(c)(f)

  Square   03/11/2026     1,071       981       980  

10580331, 20.00%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026     5,021       4,701       4,710  

10580753, 20.00%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026     11,466       10,733       10,694  

10582254, 20.00%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026     6,403       5,994       6,003  

10582926, 20.00%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026     5,124       4,767       4,774  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10583339, 19.25%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026   $ 3,112     $ 2,873     $ 2,874  

10583539, 20.00%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026     18,885       17,570       17,593  

10584573, 18.25%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026     10,369       9,538       9,527  

10584983, 4.75%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026     1,749       1,594       1,593  

10585108, 15.50%, 09/10/2027 (b)(c)(f)

  Square   03/12/2026     19,205       17,667       17,696  

10585763, 16.50%, 09/10/2027 (b)(c)(f)

  Square   03/13/2026     17,426       15,879       15,865  

10587396, 17.25%, 09/11/2027 (b)(c)(f)

  Square   03/13/2026     2,000       1,831       1,833  

10587534, 9.75%, 09/11/2027 (b)(c)(f)

  Square   03/13/2026     4,926       4,489       4,494  

10587941, 14.50%, 09/11/2027 (b)(c)(f)

  Square   03/13/2026     826       755       752  

10588020, 12.00%, 09/11/2027 (b)(c)(f)

  Square   03/13/2026     21,057       19,712       19,736  

10589139, 20.00%, 09/11/2027 (b)(c)(f)

  Square   03/13/2026     10,536       9,803       9,810  

10589634, 20.00%, 09/11/2027 (b)(c)(f)

  Square   03/13/2026     38,664       36,194       36,265  

10594598, 14.50%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     17,326       16,220       16,237  

10596652, 16.50%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     14,652       13,351       13,298  

10597795, 20.00%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     2,868       2,656       2,661  

10597923, 20.00%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     7,958       7,449       7,457  

10598428, 15.00%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     8,460       7,709       7,692  

10598880, 20.00%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     3,152       2,933       2,937  

10599088, 20.00%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     14,211       13,303       13,319  

10599701, 20.00%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     7,789       7,291       7,300  

10600140, 15.75%, 09/12/2027 (b)(c)(f)

  Square   03/16/2026     7,260       6,796       6,803  

10600240, 19.25%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     10,690       9,869       9,869  

10601696, 16.50%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     3,299       3,006       3,008  

10601943, 20.00%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     2,465       2,308       2,310  

10602229, 18.25%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     1,349       1,241       1,241  

10602340, 10.00%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     11,314       10,310       10,295  

10603126, 15.00%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     1,278       1,164       1,163  

10603197, 15.00%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     6,223       5,671       5,650  

10603494, 15.00%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     1,540       1,403       1,402  

10603573, 3.75%, 09/13/2027 (b)(c)(f)

  Square   03/17/2026     65,348       61,173       61,234  

10605248, 20.00%, 09/14/2027 (b)(c)(f)

  Square   03/18/2026     11,478       10,680       10,682  

10605626, 20.00%, 09/14/2027 (b)(c)(f)

  Square   03/18/2026     28,549       26,725       26,753  

10606826, 15.00%, 09/15/2027 (b)(c)(f)

  Square   03/18/2026     2,785       2,538       2,526  

10606953, 20.00%, 09/15/2027 (b)(c)(f)

  Square   03/18/2026     20,550       19,237       19,255  

10610228, 19.50%, 09/16/2027 (b)(c)(f)

  Square   03/18/2026     3,438       3,185       3,165  

10610558, 20.00%, 09/16/2027 (b)(c)(f)

  Square   03/18/2026     12,238       11,456       11,470  

10611320, 20.00%, 09/16/2027 (b)(c)(f)

  Square   03/18/2026     9,782       9,157       9,165  

10611953, 17.25%, 09/16/2027 (b)(c)(f)

  Square   03/18/2026     5,494       5,028       5,027  

10612252, 20.00%, 09/16/2027 (b)(c)(f)

  Square   03/18/2026     2,020       1,872       1,872  

10612380, 18.00%, 09/16/2027 (b)(c)(f)

  Square   03/18/2026     33,518       31,048       31,074  

10613628, 16.50%, 09/17/2027 (b)(c)(f)

  Square   03/19/2026     10,423       9,498       9,510  

10614183, 19.25%, 09/17/2027 (b)(c)(f)

  Square   03/19/2026     38,234       35,294       35,296  

10617274, 14.00%, 09/17/2027 (b)(c)(f)

  Square   03/19/2026     18,454       16,976       16,980  

10618209, 13.25%, 09/17/2027 (b)(c)(f)

  Square   03/19/2026     3,675       3,402       3,377  

10618343, 17.25%, 09/17/2027 (b)(c)(f)

  Square   03/19/2026     4,935       4,516       4,514  

10618557, 14.50%, 09/17/2027 (b)(c)(f)

  Square   03/19/2026     1,857       1,695       1,686  

10618668, 16.25%, 09/17/2027 (b)(c)(f)

  Square   03/19/2026     3,442       3,222       3,224  

10618785, 20.00%, 09/18/2027 (b)(c)(f)

  Square   03/20/2026     42,149       39,216       39,242  

10621848, 6.75%, 09/18/2027 (b)(c)(f)

  Square   03/20/2026     3,057       2,792       2,772  

10621986, 17.25%, 09/18/2027 (b)(c)(f)

  Square   03/20/2026     18,541       16,968       16,965  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10622806, 18.25%, 09/18/2027 (b)(c)(f)

  Square   03/20/2026   $ 10,161     $ 9,347     $ 9,346  

10623228, 19.25%, 09/18/2027 (b)(c)(f)

  Square   03/20/2026     9,437       8,711       8,714  

10626877, 18.25%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     2,976       2,737       2,736  

10627260, 20.00%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     8,508       7,881       7,879  

10628488, 18.25%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     2,958       2,721       2,718  

10628771, 20.00%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     21,370       20,005       20,013  

10630262, 20.00%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     3,319       3,107       3,108  

10630531, 15.75%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     4,686       4,270       4,263  

10630715, 15.75%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     2,229       2,032       2,031  

10630812, 17.25%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     1,393       1,275       1,276  

10630880, 14.50%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     1,175       1,073       1,071  

10630949, 18.25%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     2,431       2,236       2,232  

10631138, 17.00%, 09/19/2027 (b)(c)(f)

  Square   03/23/2026     50,314       47,100       47,122  

10632501, 8.50%, 09/20/2027 (b)(c)(f)

  Square   03/24/2026     1,081       1,000       999  

10632696, 13.25%, 09/20/2027 (b)(c)(f)

  Square   03/24/2026     1,059       981       981  

10632921, 20.00%, 09/20/2027 (b)(c)(f)

  Square   03/24/2026     2,765       2,588       2,589  

10633266, 19.75%, 09/20/2027 (b)(c)(f)

  Square   03/24/2026     4,070       3,809       3,810  

10633960, 10.00%, 09/20/2027 (b)(c)(f)

  Square   03/24/2026     13,382       12,527       12,531  

10635240, 20.00%, 09/20/2027 (b)(c)(f)

  Square   03/24/2026     42,536       39,403       39,336  

10637447, 18.25%, 09/21/2027 (b)(c)(f)

  Square   03/25/2026     3,719       3,421       3,417  

10637575, 20.00%, 09/21/2027 (b)(c)(f)

  Square   03/25/2026     9,672       9,054       9,055  

10637885, 18.75%, 09/21/2027 (b)(c)(f)

  Square   03/25/2026     33,622       31,474       31,481  

10639052, 20.00%, 09/22/2027 (b)(c)(f)

  Square   03/25/2026     35,431       33,167       33,173  

10643084, 20.00%, 09/23/2027 (b)(c)(f)

  Square   03/25/2026     13,842       12,958       12,960  

10643795, 13.25%, 09/23/2027 (b)(c)(f)

  Square   03/25/2026     1,445       1,338       1,331  

10643857, 16.50%, 09/23/2027 (b)(c)(f)

  Square   03/25/2026     6,755       6,155       6,156  

10644134, 12.25%, 09/23/2027 (b)(c)(f)

  Square   03/25/2026     4,664       4,250       4,252  

10644359, 18.25%, 09/23/2027 (b)(c)(f)

  Square   03/25/2026     4,259       3,918       3,917  

10644574, 17.25%, 09/23/2027 (b)(c)(f)

  Square   03/25/2026     4,788       4,381       4,380  

10644735, 17.25%, 09/23/2027 (b)(c)(f)

  Square   03/25/2026     10,605       9,705       9,702  

10645194, 20.00%, 09/23/2027 (b)(c)(f)

  Square   03/25/2026     55,790       52,226       52,228  

10645917, 20.00%, 09/24/2027 (b)(c)(f)

  Square   03/26/2026     40,127       37,563       37,567  

10649526, 20.00%, 09/24/2027 (b)(c)(f)

  Square   03/26/2026     47,418       44,389       44,385  

10651067, 13.75%, 09/25/2027 (b)(c)(f)

  Square   03/27/2026     1,865       1,709       1,705  

10651425, 14.50%, 09/25/2027 (b)(c)(f)

  Square   03/27/2026     2,433       2,222       2,221  

10651700, 20.00%, 09/25/2027 (b)(c)(f)

  Square   03/27/2026     10,957       10,258       10,258  

10653024, 20.00%, 09/25/2027 (b)(c)(f)

  Square   03/27/2026     8,287       7,757       7,757  

10653732, 8.00%, 09/25/2027 (b)(c)(f)

  Square   03/27/2026     11,281       10,450       10,448  

10654566, 16.50%, 09/25/2027 (b)(c)(f)

  Square   03/27/2026     60,876       55,472       55,426  

10659660, 9.75%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     5,669       5,307       5,305  

10660467, 20.00%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     8,039       7,525       7,523  

10661840, 20.00%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     5,497       5,146       5,144  

10662543, 20.00%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     16,867       15,789       15,784  

10663801, 13.75%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     5,522       5,058       5,057  

10664034, 12.75%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     5,376       5,033       5,031  

10664358, 20.00%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     4,724       4,422       4,420  

10664668, 13.00%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     1,338       1,222       1,222  

10664806, 11.75%, 09/26/2027 (b)(c)(f)

  Square   03/30/2026     13,662       12,711       12,706  

10665535, 20.00%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     9,575       8,963       8,963  

10667213, 12.00%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     6,243       5,844       5,844  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

10667921, 17.25%, 09/27/2027(b)(c)(f)

  Square   03/31/2026   $ 5,933     $ 5,429     $ 5,429  

10668455, 16.25%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     4,314       3,931       3,931  

10668710, 16.50%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     5,805       5,313       5,313  

10668956, 17.00%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     17,841       16,469       16,469  

10669994, 20.00%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     7,570       7,013       7,013  

10670485, 15.00%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     2,554       2,327       2,327  

10670620, 20.00%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     3,360       3,145       3,145  

10670761, 18.25%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     2,911       2,678       2,678  

10670907, 13.25%, 09/27/2027(b)(c)(f)

  Square   03/31/2026     2,318       2,146       2,146  

9732078, 13.75%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     16,404       15,320       15,657  

9733045, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     18,640       17,301       16,833  

9733666, 18.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     1,439       1,343       1,358  

9733698, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     1,320       1,233       1,142  

9733725, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     7,169       6,695       6,921  

9733955, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     3,714       3,468       1,711  

9734024, 14.50%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     3,064       2,792       2,872  

9734100, 16.50%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     1,186       1,078       1,125  

9734131, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     2,208       2,062       2,142  

9734349, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     1,138       1,063       1,119  

9734434, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     1,537       1,435       1,505  

9734481, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     44,927       41,960       38,280  

9735132, 4.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     420       388       411  

9735155, 14.00%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     20,203       18,869       19,294  

9735502, 17.50%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     5,584       5,160       5,271  

9735963, 16.50%, 02/28/2027 (b)(c)(d)(f)

  Square   09/02/2025     15,882       14,438       184  

9736174, 18.25%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     2,576       2,364       1,951  

9736339, 19.25%, 02/28/2027 (b)(c)(f)

  Square   09/02/2025     10,528       9,695       10,047  

9736918, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     1,143       1,067       1,100  

9737379, 19.25%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     3,802       3,502       3,263  

9737568, 18.25%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     3,511       3,222       3,307  

9738182, 14.50%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     1,078       982       686  

9738423, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     3,149       2,923       3,030  

9738674, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     6,649       6,210       6,499  

9738948, 14.50%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     434       395       404  

9738965, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     2,795       2,583       2,487  

9739141, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     3,349       3,128       3,290  

9739573, 15.75%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     1,436       1,305       1,008  

9739628, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     1,271       1,187       1,201  

9740663, 1.75%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     572       535       486  

9740682, 14.50%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     1,021       930       992  

9741197, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     7,353       6,867       7,059  

9741382, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     5,468       5,075       5,230  

9741691, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/03/2025     7,923       7,400       7,612  

9741888, 13.50%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     2,169       2,005       2,085  

9741921, 19.75%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     7,170       6,697       6,922  

9742043, 14.50%, 02/28/2027 (b)(c)(d)(f)

  Square   09/04/2025     1,112       1,013       118  

9742076, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     7,773       7,259       7,542  

9742184, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     5,929       5,537       5,740  

9742287, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     7,365       6,878       6,281  

9742332, 7.50%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     997       931       961  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9742392, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025   $ 4,629     $ 4,323     $ 4,488  

9742591, 15.75%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     1,690       1,536       1,605  

9742639, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     18,645       17,413       18,024  

9742935, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     2,187       2,042       2,111  

9742959, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     3,239       3,025       3,141  

9743011, 20.00%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     9,448       8,733       8,328  

9743169, 15.75%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     5,006       4,551       3,990  

9743266, 16.50%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     1,318       1,198       699  

9743286, 18.25%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     2,088       1,916       1,919  

9743318, 16.25%, 02/28/2027 (b)(c)(f)

  Square   09/04/2025     1,680       1,569       1,631  

9743494, 20.00%, 03/01/2027 (b)(c)(f)

  Square   09/04/2025     3,073       2,845       2,900  

9743805, 15.75%, 03/01/2027 (b)(c)(f)

  Square   09/04/2025     2,576       2,406       2,485  

9743828, 20.00%, 03/01/2027 (b)(c)(f)

  Square   09/04/2025     12,941       11,960       12,574  

9744019, 20.00%, 03/01/2027 (b)(c)(f)

  Square   09/04/2025     24,098       22,368       17,724  

9744370, 20.00%, 03/01/2027 (b)(c)(f)

  Square   09/04/2025     2,471       2,308       2,389  

9744420, 20.00%, 03/01/2027 (b)(c)(f)

  Square   09/04/2025     14,054       12,988       13,675  

9745655, 13.00%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     1,229       1,136       1,178  

9746705, 14.50%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     281       256       262  

9746795, 16.50%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     2,029       1,845       1,986  

9747089, 3.25%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     9,279       8,666       8,996  

9747847, 20.00%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     3,018       2,819       2,937  

9747930, 15.25%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     3,648       3,407       3,550  

9748670, 14.50%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     2,073       1,936       1,779  

9748684, 13.50%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     7,090       6,473       6,435  

9748826, 20.00%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     6,465       6,038       5,357  

9748873, 20.00%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     3,763       3,515       3,628  

9749046, 15.75%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     1,688       1,534       1,630  

9749117, 20.00%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     1,426       1,332       1,397  

9749147, 20.00%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     26,127       24,401       25,471  

9749987, 14.00%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     902       824       818  

9750008, 20.00%, 03/02/2027 (b)(c)(f)

  Square   09/04/2025     2,575       2,405       2,497  

9750062, 17.25%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     1,102       1,006       1,024  

9750218, 13.25%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     2,217       2,071       2,150  

9750304, 15.00%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     20,260       18,723       14,864  

9750904, 18.25%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     3,573       3,280       3,438  

9751490, 19.25%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     988       910       926  

9751500, 13.75%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     889       812       603  

9751602, 4.75%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     25,641       23,947       24,750  

9752463, 20.00%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     3,562       3,327       3,440  

9752564, 17.25%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     1,521       1,388       1,437  

9752595, 14.75%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     3,484       3,234       3,380  

9752820, 20.00%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     4,270       3,988       4,133  

9752922, 20.00%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     930       868       900  

9753238, 20.00%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     27,536       25,716       26,674  

9753757, 20.00%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     6,608       6,171       6,438  

9753899, 20.00%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     21,478       19,849       20,770  

9754414, 19.25%, 03/03/2027 (b)(c)(f)

  Square   09/05/2025     7,138       6,573       6,127  

9757382, 16.75%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     4,991       4,661       4,792  

9757535, 10.50%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     1,010       943       992  

9757563, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     6,564       6,130       6,304  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9757716, 13.50%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025   $ 1,759     $ 1,643     $ 1,680  

9757752, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     15,683       14,647       15,198  

9759283, 18.25%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     2,124       1,949       2,088  

9759592, 15.75%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     1,022       931       550  

9759600, 16.25%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     8,494       7,933       8,158  

9760159, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     895       836       868  

9760228, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     3,737       3,490       3,570  

9760334, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     2,682       2,505       2,596  

9760393, 13.75%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     3,950       3,609       2,684  

9761190, 7.25%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     14,086       13,156       13,505  

9761445, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     5,714       5,336       5,557  

9761550, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     14,482       13,525       12,360  

9761757, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     3,546       3,312       3,439  

9761842, 20.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     995       929       964  

9761857, 17.25%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     6,132       5,598       5,934  

9762080, 19.25%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     2,034       1,873       1,974  

9762162, 18.00%, 03/04/2027 (b)(c)(f)

  Square   09/08/2025     3,878       3,622       3,369  

9762418, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     8,148       7,609       7,925  

9762704, 15.75%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     4,762       4,329       4,158  

9763015, 14.50%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     1,253       1,144       1,021  

9763116, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     4,822       4,503       4,600  

9763375, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     6,912       6,455       6,699  

9763651, 15.75%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     1,565       1,462       1,510  

9763706, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     7,699       7,146       5,960  

9763843, 15.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     12,953       11,775       10,252  

9764330, 12.25%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     15,781       14,584       15,193  

9764703, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     11,956       11,051       11,409  

9764949, 17.25%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     7,693       7,024       6,733  

9765031, 18.25%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     612       571       600  

9765037, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     2,645       2,470       2,574  

9765106, 17.75%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     1,981       1,850       1,924  

9765142, 6.25%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     2,246       2,051       2,162  

9765286, 12.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     9,582       8,894       8,980  

9765528, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     5,791       5,408       5,628  

9765677, 9.25%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     25,138       23,476       21,501  

9765985, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     4,176       3,900       4,041  

9766053, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     5,595       5,225       4,767  

9766130, 15.75%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     5,680       5,164       3,063  

9766196, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     1,963       1,833       1,914  

9766229, 9.75%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     22,306       20,832       21,509  

9766718, 20.00%, 03/05/2027 (b)(c)(f)

  Square   09/09/2025     3,812       3,560       3,711  

9766818, 20.00%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     2,568       2,398       2,453  

9766865, 12.75%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     1,830       1,709       1,767  

9766886, 20.00%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     1,908       1,771       1,846  

9766908, 17.25%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     304       277       297  

9766930, 17.25%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     11,678       10,662       10,692  

9767084, 20.00%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     1,190       1,111       1,163  

9767108, 14.50%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     1,619       1,503       1,482  

9767124, 20.00%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     3,196       2,984       3,103  

9767165, 20.00%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     5,106       4,739       4,927  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9767342, 19.25%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025   $ 1,324     $ 1,219     $ 1,295  

9767496, 6.50%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     4,515       4,217       4,368  

9767565, 20.00%, 03/06/2027 (b)(c)(f)

  Square   09/10/2025     5,839       5,453       5,639  

9767651, 10.00%, 03/07/2027 (b)(c)(f)

  Square   09/10/2025     4,091       3,820       3,974  

9767702, 13.25%, 03/07/2027 (b)(c)(f)

  Square   09/10/2025     12,001       11,086       5,440  

9767911, 7.25%, 03/07/2027 (b)(c)(f)

  Square   09/10/2025     905       845       882  

9767994, 20.00%, 03/07/2027 (b)(c)(f)

  Square   09/10/2025     980       906       963  

9768013, 20.00%, 03/07/2027 (b)(c)(f)

  Square   09/10/2025     3,229       3,015       3,122  

9768203, 17.25%, 03/07/2027 (b)(c)(f)

  Square   09/10/2025     807       737       753  

9768275, 7.75%, 03/07/2027 (b)(c)(f)

  Square   09/10/2025     1,122       1,048       1,101  

9768351, 12.50%, 03/07/2027 (b)(c)(f)

  Square   09/10/2025     3,900       3,642       3,793  

9769417, 18.25%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     16,597       15,232       15,824  

9770697, 4.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     249       232       236  

9770728, 20.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     10,420       9,732       9,984  

9770931, 4.50%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     2,892       2,654       2,714  

9771020, 5.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     1,979       1,848       1,929  

9771096, 18.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     2,112       1,972       2,036  

9771143, 20.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     1,446       1,350       1,405  

9771179, 20.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     3,939       3,640       3,643  

9771250, 20.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     15,227       14,221       14,784  

9771492, 16.50%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     49,185       44,713       26,062  

9772034, 14.50%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     11       10       11  

9772058, 20.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     4,031       3,765       3,899  

9772125, 18.75%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     3,881       3,624       3,728  

9772280, 15.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     5,466       4,969       4,322  

9772316, 9.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     4,000       3,735       3,900  

9772419, 17.25%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     4,548       4,152       4,387  

9772516, 14.75%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     182       165       178  

9772655, 3.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     4,998       4,639       4,809  

9772793, 17.25%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     1,835       1,676       1,788  

9772948, 17.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     6,323       5,869       5,941  

9773294, 15.00%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     2,824       2,567       2,648  

9773415, 11.50%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     2,846       2,611       2,565  

9773534, 4.50%, 03/08/2027 (b)(c)(f)

  Square   09/10/2025     30,036       28,051       28,780  

9774181, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     11,793       11,014       11,248  

9774660, 19.25%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     2,425       2,233       1,670  

9774743, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     3,045       2,844       2,922  

9774885, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     1,147       1,059       1,081  

9774940, 18.25%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     1,133       1,040       1,095  

9775035, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     5,447       5,087       5,322  

9775523, 14.50%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     2,015       1,831       1,540  

9775594, 13.25%, 03/09/2027 (b)(c)(d)(f)

  Square   09/11/2025     1,132       1,046       14  

9775601, 13.75%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     21,151       19,753       20,196  

9776212, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     11,910       11,055       11,578  

9776447, 19.25%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     2,139       1,970       1,952  

9776471, 16.50%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     2,327       2,116       2,126  

9776507, 15.75%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     3,595       3,268       2,554  

9776554, 15.75%, 03/09/2027 (b)(c)(d)(f)

  Square   09/11/2025     1,119       1,018       401  

9776568, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     3,293       3,075       3,158  

9776651, 3.25%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     1,238       1,131       509  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9776673, 8.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025   $ 1,923     $ 1,796     $ 1,850  

9776718, 17.25%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     1,674       1,529       1,617  

9776739, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     3,117       2,911       2,941  

9776790, 16.50%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     1,651       1,501       1,257  

9776804, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     1,346       1,250       1,302  

9776828, 18.25%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     20,248       18,583       16,860  

9777241, 18.25%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     3,893       3,573       2,577  

9777281, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     18,906       17,657       18,354  

9777577, 20.00%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     36,412       33,798       28,140  

9778237, 16.50%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     11,895       10,813       6,736  

9778335, 19.25%, 03/09/2027 (b)(c)(f)

  Square   09/11/2025     23,111       21,284       22,110  

9778520, 18.25%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     2,936       2,694       2,471  

9778747, 15.50%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     674       623       667  

9779180, 19.25%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     3,694       3,402       3,560  

9779473, 20.00%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     5,254       4,907       5,106  

9779985, 20.00%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     18,046       16,750       17,550  

9780431, 13.00%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     4,784       4,468       4,610  

9781197, 16.50%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     6,162       5,755       5,857  

9781282, 17.25%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     4,360       3,981       3,818  

9781662, 17.50%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     4,946       4,591       4,759  

9781751, 20.00%, 03/10/2027 (b)(c)(f)

  Square   09/12/2025     32,724       30,374       25,599  

9785788, 14.50%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     2,005       1,827       1,325  

9785844, 17.25%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     11,815       10,794       11,191  

9786625, 19.25%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     6,963       6,413       6,655  

9787658, 20.00%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     4,795       4,478       4,603  

9787828, 20.00%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     8,196       7,654       7,719  

9787942, 13.75%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     194       177       181  

9787951, 20.00%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     21,078       19,685       20,450  

9788577, 2.25%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     2,136       1,995       2,090  

9788619, 19.25%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     7,398       6,813       6,756  

9788720, 20.00%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     669       619       657  

9789230, 20.00%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     2,820       2,633       2,715  

9789275, 16.50%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     453       413       432  

9789304, 17.25%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     2,510       2,292       2,423  

9789388, 14.50%, 03/11/2027 (b)(c)(d)(f)

  Square   09/15/2025     3,245       2,956       1,430  

9789605, 15.00%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     557       506       544  

9789649, 20.00%, 03/11/2027 (b)(c)(f)

  Square   09/15/2025     8,357       7,805       8,242  

9789841, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     2,259       2,110       2,129  

9789950, 15.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     3,554       3,273       2,427  

9790021, 6.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     850       776       822  

9790066, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     19,428       18,144       18,830  

9790982, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     15,618       14,496       15,133  

9791422, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     1,062       986       1,041  

9791494, 18.25%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     1,158       1,063       1,136  

9791563, 16.50%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     2,855       2,595       1,627  

9791693, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     1,776       1,659       1,732  

9791901, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     15,169       14,167       14,550  

9792090, 14.50%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     1,262       1,147       1,147  

9792161, 17.25%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     3,040       2,775       2,826  

9792219, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     6,979       6,518       6,805  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9793157, 2.75%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025   $ 959     $ 896     $ 944  

9793216, 13.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     3,795       3,545       3,724  

9793397, 9.25%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     5,509       5,145       5,304  

9793467, 13.75%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     2,391       2,185       2,303  

9793512, 16.50%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     911       828       834  

9793565, 8.50%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     24,651       23,022       21,546  

9793959, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     2,675       2,499       2,604  

9794060, 19.50%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     2,149       2,007       2,093  

9794104, 13.25%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     653       603       577  

9794116, 10.00%, 03/12/2027 (b)(c)(d)(f)

  Square   09/16/2025     5,480       5,004       94  

9794169, 20.00%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     2,709       2,504       2,637  

9794226, 16.50%, 03/12/2027 (b)(c)(f)

  Square   09/16/2025     12,308       11,189       10,537  

9794352, 20.00%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     4,661       4,353       4,520  

9794417, 14.00%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     5,301       4,950       5,131  

9794485, 19.25%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     2,888       2,659       2,652  

9794557, 14.50%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     928       846       159  

9794618, 18.25%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     1,301       1,194       1,255  

9794657, 11.75%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     984       906       942  

9794668, 17.25%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     1,965       1,794       1,804  

9794837, 20.00%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     3,210       2,997       3,026  

9794873, 20.00%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     6,737       6,292       6,484  

9794980, 20.00%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     2,860       2,655       2,740  

9795026, 20.00%, 03/13/2027 (b)(c)(f)

  Square   09/17/2025     8,105       7,569       7,835  

9795157, 12.00%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     15,396       14,379       14,936  

9795367, 19.25%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     2,330       2,146       2,232  

9795422, 20.00%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     3,627       3,387       3,479  

9795461, 14.75%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     1,005       939       973  

9795470, 20.00%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     5,202       4,828       4,935  

9795526, 19.25%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     4,300       3,960       4,139  

9795588, 17.25%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     2,716       2,510       2,438  

9795788, 18.25%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     848       778       817  

9795798, 13.25%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     2,675       2,471       1,657  

9795836, 20.00%, 03/14/2027 (b)(c)(f)

  Square   09/17/2025     2,833       2,618       2,739  

9796977, 20.00%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     4,171       3,895       4,066  

9797155, 18.25%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     30,233       27,746       25,188  

9797982, 19.00%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     19,336       17,807       18,466  

9798583, 20.00%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     36,647       34,225       31,941  

9799371, 14.75%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     1,290       1,172       1,188  

9799398, 15.75%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     6,364       5,786       5,611  

9799768, 17.50%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     3,917       3,658       3,798  

9800041, 20.00%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     4,107       3,836       4,011  

9800160, 13.75%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     2,881       2,691       2,764  

9800231, 20.00%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     2,268       2,118       2,173  

9800282, 15.00%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     3,265       2,968       3,001  

9800374, 13.25%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     6,027       5,567       3,744  

9800422, 12.75%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     2,581       2,410       2,506  

9800469, 18.25%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     16,900       15,510       15,844  

9800682, 20.00%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     26,218       24,336       24,609  

9800906, 15.75%, 03/15/2027 (b)(c)(f)

  Square   09/17/2025     8,780       8,150       6,676  

9801313, 20.00%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     4,391       4,101       4,207  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9801650, 20.00%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025   $ 1,064     $ 994     $ 1,015  

9801699, 20.00%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     4,187       3,886       3,071  

9801786, 20.00%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     3,984       3,720       3,821  

9801956, 20.00%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     773       722       753  

9802356, 1.75%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     3,097       2,892       3,015  

9802500, 20.00%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     7,682       7,178       7,502  

9802728, 19.25%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     13,099       12,063       12,421  

9803044, 17.25%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     17,666       16,130       10,280  

9803339, 4.25%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     1,652       1,502       1,167  

9803762, 6.75%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     1,057       966       751  

9803788, 14.25%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     6,407       5,983       6,197  

9803914, 10.25%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     2,472       2,308       2,437  

9804144, 18.25%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     600       550       578  

9804152, 20.00%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     28,022       26,170       26,867  

9804778, 20.00%, 03/16/2027 (b)(c)(f)

  Square   09/18/2025     30,089       27,929       28,126  

9805419, 15.50%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     2,422       2,262       2,332  

9805497, 15.75%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     2,195       1,995       1,573  

9805614, 6.75%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     4,253       3,972       4,056  

9805742, 20.00%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     14,620       13,654       14,239  

9806169, 20.00%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     64,793       60,141       51,207  

9807299, 20.00%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     49,038       45,797       46,752  

9807986, 6.00%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     32,570       30,417       31,381  

9808514, 8.75%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     1,543       1,441       1,471  

9808548, 20.00%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     4,257       3,976       4,055  

9808618, 13.75%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     792       723       563  

9808642, 18.25%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     1,998       1,834       1,907  

9809355, 20.00%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     2,311       2,159       2,237  

9809412, 17.25%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     743       678       724  

9809444, 15.00%, 03/17/2027 (b)(c)(d)(f)

  Square   09/19/2025     1,275       1,159       142  

9809515, 20.00%, 03/17/2027 (b)(c)(f)

  Square   09/19/2025     1,735       1,620       1,635  

9812276, 13.25%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     1,586       1,481       1,540  

9812358, 15.00%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     945       859       913  

9812869, 19.25%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     1,609       1,482       1,394  

9812938, 15.00%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     2,740       2,491       2,534  

9813243, 13.75%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     2,263       2,068       982  

9813250, 19.00%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     19,160       17,894       18,653  

9814033, 16.50%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     2,223       2,021       2,014  

9814141, 19.25%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     7,155       6,590       6,858  

9814418, 20.00%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     3,361       3,139       3,253  

9814507, 18.75%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     14,066       13,056       13,297  

9815178, 10.25%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     1,552       1,417       1,505  

9815280, 18.25%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     717       658       704  

9815396, 20.00%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     6,891       6,396       1,927  

9815450, 14.50%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     1,023       932       958  

9815483, 19.75%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     29,678       27,547       27,884  

9815988, 20.00%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     2,093       1,943       1,957  

9816037, 16.50%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     3,408       3,098       2,909  

9816074, 7.75%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     14,928       13,942       14,502  

9816469, 20.00%, 03/18/2027 (b)(c)(f)

  Square   09/22/2025     7,036       6,571       6,886  

9817217, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     5,361       5,006       4,697  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9817352, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025   $ 10,866     $ 10,085     $ 8,611  

9817623, 13.25%, 03/19/2027 (b)(c)(d)(f)

  Square   09/23/2025     18,220       16,830       220  

9817787, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     8,375       7,821       8,170  

9817910, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     26,332       24,592       25,604  

9818581, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     2,108       1,948       2,049  

9818708, 14.50%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     2,272       2,070       1,912  

9818785, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     10,480       9,787       10,130  

9819067, 16.50%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     57,433       52,211       40,793  

9820171, 12.25%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     724       659       693  

9820180, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     3,246       3,032       3,089  

9820718, 13.25%, 03/19/2027 (b)(c)(d)(f)

  Square   09/23/2025     9,563       8,834       4,467  

9820820, 6.50%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     6,786       6,299       6,207  

9820913, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     2,560       2,377       2,449  

9820991, 20.00%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     9,093       8,492       8,761  

9821205, 19.75%, 03/19/2027 (b)(c)(f)

  Square   09/23/2025     7,127       6,656       6,853  

9821394, 12.75%, 03/20/2027 (b)(c)(f)

  Square   09/24/2025     3,742       3,434       3,595  

9821520, 15.00%, 03/20/2027 (b)(c)(f)

  Square   09/24/2025     1,335       1,218       1,237  

9821535, 9.50%, 03/20/2027 (b)(c)(f)

  Square   09/24/2025     19,404       18,122       18,441  

9821735, 13.25%, 03/20/2027 (b)(c)(f)

  Square   09/24/2025     1,258       1,162       790  

9821745, 20.00%, 03/20/2027 (b)(c)(f)

  Square   09/24/2025     10,463       9,771       9,969  

9821863, 20.00%, 03/20/2027 (b)(c)(f)

  Square   09/24/2025     30,119       28,129       29,017  

9822222, 13.25%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     899       830       762  

9822238, 12.25%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     9,011       8,227       8,524  

9822339, 20.00%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     2,628       2,454       2,539  

9822355, 16.25%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     8,770       8,007       7,727  

9822396, 20.00%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     6,315       5,898       5,937  

9822432, 20.00%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     1,196       1,117       1,146  

9822440, 17.25%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     29,920       27,317       27,415  

9822718, 20.00%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     877       814       839  

9822728, 18.25%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     3,093       2,845       2,990  

9822835, 16.50%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     5,332       4,847       5,078  

9822897, 10.25%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     773       702       725  

9822903, 20.00%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     1,707       1,595       1,645  

9822928, 20.00%, 03/21/2027 (b)(c)(f)

  Square   09/24/2025     11,380       10,628       11,043  

9823902, 16.50%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     2,675       2,432       2,417  

9823936, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     5,252       4,875       5,088  

9824170, 14.50%, 03/22/2027 (b)(c)(d)(f)

  Square   09/24/2025     9,620       8,764       1,065  

9824396, 15.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     1,847       1,679       1,522  

9824447, 13.75%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     827       756       681  

9824486, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     2,915       2,694       2,075  

9824691, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     9,692       9,051       9,426  

9825128, 16.50%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     1,882       1,710       1,734  

9825165, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     3,282       3,065       2,868  

9825214, 3.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     945       863       771  

9825243, 17.25%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     3,122       2,850       403  

9825303, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     23,026       21,373       21,531  

9825683, 16.75%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     14,055       13,127       13,637  

9825993, 13.50%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     2,611       2,384       1,661  

9826020, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     1,005       939       978  

9826039, 15.75%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     1,969       1,790       1,094  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9826203, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025   $ 15,978     $ 14,767     $ 14,268  

9826486, 2.50%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     268       244       260  

9826494, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     2,422       2,262       2,339  

9826516, 15.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     9,345       8,728       9,032  

9826727, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     17,217       16,079       14,460  

9826973, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     5,436       5,077       5,201  

9827361, 15.75%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     31,838       29,551       25,357  

9827798, 8.50%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     13,914       12,995       12,095  

9827978, 17.25%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     2,866       2,617       2,537  

9828104, 4.50%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     428       400       418  

9828412, 14.50%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     12,933       11,910       12,074  

9828585, 16.50%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     389       353       379  

9828589, 20.00%, 03/22/2027 (b)(c)(f)

  Square   09/24/2025     6,916       6,459       6,657  

9828873, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     3,245       3,030       3,109  

9828966, 14.50%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     766       698       648  

9828988, 15.75%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     1,202       1,093       1,156  

9829258, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     4,463       4,143       4,295  

9829461, 13.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     9,224       8,615       8,931  

9829951, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     838       774       821  

9830003, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     2,832       2,645       2,761  

9830095, 13.75%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     1,132       1,035       1,093  

9830167, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     3,619       3,379       3,480  

9830280, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     1,768       1,641       1,704  

9830324, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     1,459       1,362       1,411  

9830383, 14.50%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     2,795       2,552       2,705  

9830528, 10.50%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     294       269       285  

9830550, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     7,076       6,608       6,864  

9830706, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     6,651       6,173       6,298  

9830946, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     7,800       7,285       7,582  

9831107, 15.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     949       863       697  

9831116, 16.50%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     1,462       1,330       1,253  

9831159, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     12,322       11,387       11,764  

9831395, 19.75%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     943       881       917  

9831442, 19.25%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     6,012       5,536       5,508  

9831558, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     48,786       45,283       38,628  

9831969, 14.50%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     3,274       2,983       2,761  

9832046, 15.75%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     25,648       23,316       12,732  

9832283, 14.50%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     3,411       3,152       3,290  

9832329, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     1,125       1,044       1,065  

9832344, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     26,113       24,388       25,517  

9832873, 19.75%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     1,829       1,708       1,783  

9832958, 20.00%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     14,112       13,179       13,625  

9833239, 20.00%, 03/23/2027 (b)(c)(d)(f)

  Square   09/25/2025     2,081       1,923       554  

9833256, 19.25%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     2,536       2,335       2,422  

9833283, 18.25%, 03/23/2027 (b)(c)(f)

  Square   09/25/2025     13,719       12,590       9,381  

9833405, 19.25%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     13,459       12,395       12,386  

9833946, 20.00%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     27,133       25,339       23,689  

9835042, 14.25%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     1,502       1,365       1,472  

9835360, 5.50%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     1,540       1,413       1,466  

9835430, 9.75%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     7,340       6,855       7,024  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9835575, 20.00%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025   $ 10,815     $ 10,100     $ 10,349  

9836443, 18.25%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     4,653       4,270       4,320  

9836561, 20.00%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     8,619       7,965       8,380  

9836738, 20.00%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     17,668       16,500       17,095  

9837096, 20.00%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     59,969       56,006       52,256  

9838039, 14.50%, 03/24/2027 (b)(c)(d)(f)

  Square   09/26/2025     9,464       8,622       808  

9838389, 15.75%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     325       295       313  

9838395, 20.00%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     5,004       4,673       4,397  

9838522, 19.25%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     1,835       1,690       1,713  

9838560, 15.75%, 03/24/2027 (b)(c)(f)

  Square   09/26/2025     749       681       561  

9842416, 8.75%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     8,861       8,097       7,287  

9842834, 20.00%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     6,527       6,096       6,245  

9843127, 18.25%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     1,496       1,373       1,447  

9843313, 13.75%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     338       309       299  

9843314, 20.00%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     2,457       2,295       2,355  

9843478, 20.00%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     2,126       1,986       2,053  

9843647, 14.50%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     3,445       3,139       2,931  

9843896, 20.00%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     2,933       2,739       2,839  

9844001, 13.00%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     1,723       1,609       1,679  

9844052, 15.00%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     1,049       954       989  

9844337, 16.50%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     2,515       2,286       2,322  

9844404, 20.00%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     975       901       910  

9844439, 15.75%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     1,840       1,708       1,770  

9844497, 16.50%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     3,401       3,092       2,617  

9844728, 18.25%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     4,111       3,773       3,975  

9844947, 18.25%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     5,023       4,610       785  

9845078, 20.00%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     10,509       9,754       9,939  

9845344, 16.50%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     505       459       493  

9845403, 18.25%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     30,527       28,016       29,501  

9846602, 14.75%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     1,587       1,443       1,233  

9846624, 18.75%, 03/25/2027 (b)(c)(f)

  Square   09/29/2025     73,802       68,926       64,760  

9847928, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     3,717       3,471       3,593  

9848052, 15.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     5,197       4,724       4,643  

9848632, 11.50%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     3,167       2,958       3,064  

9848870, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     1,745       1,630       1,699  

9848937, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     1,768       1,652       1,720  

9848987, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     4,711       4,399       4,549  

9849171, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     2,391       2,210       2,297  

9849258, 18.25%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     16,137       14,809       11,320  

9849559, 18.25%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     16,812       15,429       10,527  

9850104, 3.50%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     419       384       406  

9850134, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     1,152       1,075       1,124  

9850155, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     3,498       3,267       3,418  

9850309, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     10,106       9,438       9,482  

9850491, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     2,028       1,882       1,923  

9850661, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     25,105       23,302       23,011  

9851119, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     3,229       3,016       3,135  

9851204, 15.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     2,695       2,517       2,580  

9851251, 16.50%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     1,303       1,217       1,225  

9851287, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     17,009       15,885       16,640  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9851898, 13.50%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025   $ 5,458     $ 5,097     $ 5,255  

9852217, 8.75%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     5,382       5,026       5,104  

9852493, 18.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     3,979       3,716       3,777  

9852666, 19.25%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     18,911       17,477       13,685  

9853056, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     6,083       5,646       5,500  

9853221, 17.25%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     9,746       8,898       6,073  

9853309, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     14,456       13,501       13,901  

9853707, 20.00%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     5,854       5,468       5,729  

9853874, 16.50%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     6,235       5,668       1,117  

9853998, 17.25%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     1,649       1,506       1,460  

9854059, 18.25%, 03/26/2027 (b)(c)(f)

  Square   09/30/2025     10,573       9,703       9,837  

9855217, 16.50%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     25,597       23,270       19,278  

9855414, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     3,535       3,301       3,332  

9855443, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     12,819       11,971       12,382  

9855522, 15.75%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     20,741       18,856       15,794  

9855702, 15.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     3,149       2,941       3,009  

9855735, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     3,443       3,216       3,297  

9855768, 17.25%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     2,920       2,666       2,795  

9855900, 17.25%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     2,025       1,849       1,862  

9855929, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     2,469       2,292       2,387  

9855963, 15.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     1,026       933       1,001  

9856018, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     10,722       10,013       10,374  

9856197, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     2,056       1,908       1,989  

9856304, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     7,297       6,815       7,100  

9856428, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     2,197       2,052       2,039  

9856455, 20.00%, 03/27/2027 (b)(c)(f)

  Square   10/01/2025     3,694       3,450       3,507  

9856617, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     2,367       2,211       2,288  

9856652, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     1,706       1,576       1,631  

9856680, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     2,787       2,603       2,662  

9856784, 15.75%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     639       580       591  

9856792, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     16,355       15,274       13,425  

9856937, 16.75%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     3,554       3,299       3,367  

9857021, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     8,085       7,551       7,005  

9857143, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     6,746       6,300       6,425  

9857237, 18.25%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     1,101       1,010       1,023  

9857248, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     5,114       4,726       4,754  

9857299, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     2,114       1,974       2,054  

9857331, 19.75%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     2,273       2,123       2,210  

9857369, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     1,115       1,041       1,080  

9857385, 13.25%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     1,201       1,110       901  

9857405, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     6,773       6,325       6,515  

9857584, 15.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     706       641       689  

9857624, 20.00%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     900       841       873  

9857638, 17.25%, 03/28/2027 (b)(c)(f)

  Square   10/01/2025     3,081       2,813       2,838  

9859024, 20.00%, 03/29/2027 (b)(c)(f)

  Square   10/01/2025     1,019       946       994  

9865594, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     7,752       7,240       7,568  

9866449, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     4,109       3,797       3,927  

9866597, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     2,155       2,013       2,088  

9866955, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     3,853       3,576       3,684  

9867107, 18.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     2,792       2,608       2,651  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9867197, 18.75%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025   $ 1,700     $ 1,571     $ 1,654  

9867249, 14.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     4,251       3,970       4,115  

9867379, 19.25%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     1,217       1,121       1,178  

9867400, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     9,882       9,229       8,612  

9867510, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     7,851       7,332       7,585  

9867695, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     2,942       2,747       2,789  

9867789, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     3,445       3,197       3,219  

9867853, 15.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     2,195       2,050       2,129  

9867906, 15.75%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     2,209       2,009       2,013  

9867947, 16.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     4,302       4,018       4,171  

9868717, 18.25%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     7,640       7,011       7,394  

9868835, 16.50%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     1,317       1,197       1,239  

9868866, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     2,052       1,896       1,978  

9868893, 7.75%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     1,617       1,510       1,563  

9868925, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     17,560       16,299       15,966  

9869142, 15.75%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     1,834       1,668       1,548  

9869155, 19.25%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     1,075       990       1,041  

9869186, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     2,431       2,270       2,339  

9869218, 6.25%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     1,809       1,689       1,734  

9869623, 20.00%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     18,608       17,378       17,436  

9869821, 11.25%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     26,080       24,357       13,453  

9869995, 16.50%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     1,261       1,146       1,104  

9870021, 6.25%, 03/30/2027 (b)(c)(f)

  Square   10/02/2025     933       859       903  

9871555, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     1,307       1,208       1,277  

9871665, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     16,165       15,004       15,442  

9872195, 17.25%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     428       391       416  

9872209, 15.50%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     1,678       1,567       1,647  

9872303, 17.25%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     1,062       969       1,030  

9872406, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     2,834       2,630       2,762  

9872677, 6.50%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     9,923       9,211       9,594  

9873177, 15.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     27,420       25,608       26,500  

9874122, 15.75%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     1,613       1,466       1,550  

9874188, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     3,710       3,443       3,594  

9874321, 18.75%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     11,798       11,018       11,398  

9874709, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     1,758       1,641       859  

9874816, 17.25%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     6,559       5,989       6,134  

9874912, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     4,943       4,616       4,780  

9874960, 17.25%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     839       767       750  

9874980, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     2,143       1,989       2,100  

9875045, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     5,492       5,129       5,281  

9875140, 14.75%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     6,436       6,010       6,040  

9875223, 7.75%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     9,941       9,124       9,625  

9875505, 17.25%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     6,374       5,819       6,206  

9875811, 15.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     832       756       773  

9875834, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     3,129       2,922       3,023  

9875895, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     21,115       19,719       17,473  

9876176, 20.00%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     2,059       1,911       2,014  

9876227, 16.50%, 04/01/2027 (b)(c)(f)

  Square   10/03/2025     52,168       47,425       28,634  

9879960, 15.75%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     902       821       760  

9880151, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     12,810       11,963       12,241  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9880534, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025   $ 7,461     $ 6,968     $ 7,232  

9880954, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     36,590       33,963       28,063  

9881992, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     10,028       9,366       8,605  

9882238, 10.75%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     6,017       5,619       5,777  

9882375, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     5,506       5,142       4,844  

9882498, 19.25%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     2,733       2,517       2,031  

9882614, 13.00%, 04/02/2027 (b)(c)(d)(f)

  Square   10/06/2025     9,713       8,830       1,015  

9882757, 18.75%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     10,819       9,963       10,488  

9883667, 15.50%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     14,334       13,387       13,821  

9884198, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     36,059       33,676       30,671  

9884480, 17.25%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     3,353       3,061       2,211  

9884526, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     2,694       2,516       2,606  

9884571, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     29,316       27,378       27,567  

9885063, 9.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     902       837       883  

9885260, 16.50%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     5,860       5,327       3,554  

9885353, 10.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     3,093       2,889       2,973  

9885452, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     2,473       2,309       2,428  

9885539, 16.75%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     1,824       1,704       1,769  

9885581, 20.00%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     31,637       29,547       30,731  

9886234, 17.75%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     5,037       4,655       4,750  

9886413, 13.25%, 04/02/2027 (b)(c)(f)

  Square   10/06/2025     595       550       448  

9886629, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     12,944       12,088       11,352  

9887008, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     2,725       2,529       2,199  

9887102, 15.75%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     4,840       4,409       4,566  

9887414, 15.25%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     1,844       1,722       1,764  

9887536, 18.25%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     5,312       4,875       5,007  

9887872, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     4,057       3,749       3,813  

9887995, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     747       690       733  

9888028, 13.75%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     2,347       2,144       1,763  

9888085, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     9,509       8,880       8,914  

9888280, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     20,194       18,860       19,626  

9888782, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     2,016       1,883       1,944  

9888830, 16.50%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     3,145       2,938       3,048  

9889211, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     35,995       33,617       34,860  

9889976, 17.75%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     4,507       4,209       4,372  

9890084, 14.50%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     1,743       1,588       1,658  

9890105, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     1,143       1,068       1,113  

9890118, 19.25%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     6,790       6,253       6,571  

9890248, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     33,467       31,064       30,338  

9890685, 17.25%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     2,132       1,946       2,053  

9890726, 17.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     3,563       3,281       3,374  

9890828, 7.75%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     957       874       588  

9890844, 9.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     2,294       2,142       2,218  

9890960, 16.50%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     1,561       1,419       1,445  

9890986, 19.25%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     800       737       773  

9891006, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     6,902       6,446       6,051  

9891136, 17.25%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     3,563       3,281       3,414  

9891266, 20.00%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     4,868       4,546       4,684  

9891319, 19.25%, 04/03/2027 (b)(c)(f)

  Square   10/07/2025     21,283       19,600       19,879  

9891735, 18.25%, 04/04/2027 (b)(c)(f)

  Square   10/08/2025     4,677       4,292       4,007  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9891787, 18.25%, 04/04/2027 (b)(c)(f)

  Square   10/08/2025   $ 7,036     $ 6,457     $ 6,706  

9891894, 20.00%, 04/04/2027 (b)(c)(f)

  Square   10/08/2025     2,446       2,284       2,347  

9891927, 16.50%, 04/04/2027 (b)(c)(f)

  Square   10/08/2025     1,172       1,066       1,082  

9892458, 17.25%, 04/04/2027 (b)(c)(f)

  Square   10/08/2025     3,995       3,647       3,858  

9892618, 17.25%, 04/04/2027 (b)(c)(f)

  Square   10/08/2025     10,416       9,509       9,606  

9892774, 13.25%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     2,918       2,696       2,765  

9892850, 13.25%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     45       42       44  

9892866, 16.50%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     9,291       8,447       8,092  

9893009, 20.00%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     6,238       5,790       5,685  

9893075, 20.00%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     8,200       7,658       7,842  

9893402, 15.25%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     1,753       1,627       1,672  

9893423, 13.25%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     1,109       1,025       964  

9893438, 20.00%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     2,042       1,896       1,917  

9893523, 17.25%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     4,343       3,966       4,064  

9893626, 20.00%, 04/05/2027 (b)(c)(f)

  Square   10/08/2025     14,816       13,692       14,154  

9895013, 17.25%, 04/06/2027 (b)(c)(f)

  Square   10/08/2025     460       420       446  

9895050, 19.25%, 04/06/2027 (b)(c)(f)

  Square   10/08/2025     14,241       13,115       13,784  

9895950, 15.75%, 04/06/2027 (b)(c)(f)

  Square   10/08/2025     8,952       8,244       8,666  

9896255, 20.00%, 04/06/2027 (b)(c)(f)

  Square   10/08/2025     9,921       9,209       9,256  

9896448, 20.00%, 04/06/2027 (b)(c)(f)

  Square   10/08/2025     7,999       7,470       7,724  

9896777, 18.50%, 04/06/2027 (b)(c)(f)

  Square   10/08/2025     5,709       5,275       5,122  

9896903, 20.00%, 04/06/2027 (b)(c)(f)

  Square   10/08/2025     1,513       1,413       1,466  

9896936, 16.50%, 04/06/2027 (b)(c)(f)

  Square   10/08/2025     9,556       8,687       8,821  

9900061, 19.25%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     3,151       2,902       2,356  

9900156, 17.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     2,218       2,035       1,542  

9900999, 18.25%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     26,066       23,922       24,597  

9901878, 15.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     808       735       725  

9901923, 15.75%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     485       441       465  

9901969, 19.25%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     7,400       6,814       6,915  

9902216, 20.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     4,520       4,222       4,365  

9902962, 13.50%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     2,977       2,780       2,874  

9903383, 20.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     2,685       2,507       2,578  

9903426, 13.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     5,196       4,853       4,887  

9903542, 16.50%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     2,237       2,034       2,028  

9903612, 19.25%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     15,879       14,624       15,338  

9904259, 14.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     1,205       1,119       1,158  

9904296, 20.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     10,110       9,442       8,729  

9904463, 8.50%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     3,982       3,696       3,217  

9904589, 20.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     6,958       6,498       6,717  

9904844, 20.00%, 04/07/2027 (b)(c)(f)

  Square   10/09/2025     3,364       3,141       3,255  

9905125, 20.00%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     7,154       6,682       6,933  

9905344, 20.00%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     8,164       7,624       7,795  

9906214, 20.00%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     8,378       7,824       8,048  

9906725, 20.00%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     15,980       14,924       15,469  

9907234, 14.75%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     23,971       22,387       22,706  

9907773, 14.50%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     24,460       22,704       22,828  

9908260, 20.00%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     3,978       3,715       3,807  

9908357, 19.25%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     752       693       734  

9908482, 20.00%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     48,582       45,372       46,328  

9909435, 14.50%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025     183       167       178  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9909447, 5.75%, 04/08/2027 (b)(c)(f)

  Square   10/10/2025   $ 14,901     $ 13,916     $ 14,470  

9914178, 19.25%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     1,911       1,760       1,752  

9914287, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     6,250       5,837       6,030  

9914467, 8.25%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     77       71       75  

9914505, 14.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     7,896       7,178       7,060  

9914760, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     4,644       4,338       4,483  

9915539, 13.75%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     384       351       373  

9915723, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     24,779       22,900       23,337  

9916378, 15.75%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     1,187       1,079       589  

9916416, 17.25%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     1,426       1,302       1,388  

9916537, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     3,446       3,218       2,969  

9916608, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     1,643       1,518       1,563  

9916633, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     12,639       11,731       11,853  

9917034, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     11,940       11,083       11,314  

9917287, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     31,103       29,048       27,047  

9917822, 15.75%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     32,255       29,704       31,204  

9918595, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     3,504       3,273       3,389  

9918757, 20.00%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     4,488       4,165       4,314  

9918895, 19.25%, 04/09/2027 (b)(c)(f)

  Square   10/14/2025     54,031       49,759       51,628  

9919667, 14.50%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     52,628       49,150       49,268  

9921213, 18.25%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     4,307       3,953       4,001  

9921359, 15.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     1,147       1,043       1,097  

9921421, 18.25%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     9,262       8,500       8,865  

9921808, 16.25%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     2,724       2,544       2,567  

9921888, 13.75%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     815       749       792  

9922021, 20.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     7,113       6,643       6,921  

9922314, 16.25%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     24,713       22,838       22,924  

9922736, 17.25%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     12,032       10,985       11,681  

9923147, 20.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     8,053       7,442       7,836  

9923390, 20.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     4,474       4,153       3,399  

9923795, 20.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     2,413       2,254       2,335  

9923848, 13.75%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     293       268       285  

9923924, 20.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     11,023       10,295       10,668  

9924336, 16.50%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     2,803       2,548       2,694  

9924439, 20.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     3,341       3,088       3,244  

9924511, 15.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     1,027       934       943  

9924520, 12.00%, 04/10/2027 (b)(c)(f)

  Square   10/15/2025     7,366       6,879       7,192  

9924645, 14.50%, 04/11/2027 (b)(c)(f)

  Square   10/16/2025     10,720       9,766       7,595  

9924752, 17.25%, 04/11/2027 (b)(c)(f)

  Square   10/16/2025     1,833       1,673       1,715  

9924779, 18.25%, 04/11/2027 (b)(c)(f)

  Square   10/16/2025     23,639       21,695       21,589  

9925283, 17.25%, 04/11/2027 (b)(c)(f)

  Square   10/16/2025     3,115       2,844       2,950  

9925360, 13.25%, 04/11/2027 (b)(c)(f)

  Square   10/16/2025     1,392       1,286       708  

9925435, 20.00%, 04/11/2027 (b)(c)(f)

  Square   10/16/2025     2,262       2,112       2,191  

9925472, 20.00%, 04/11/2027 (b)(c)(f)

  Square   10/16/2025     3,720       3,474       3,283  

9925526, 20.00%, 04/12/2027 (b)(c)(f)

  Square   10/16/2025     1,351       1,262       1,308  

9925562, 17.25%, 04/12/2027 (b)(c)(f)

  Square   10/16/2025     12,896       11,774       12,292  

9926287, 20.00%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     3,535       3,301       3,345  

9926349, 16.50%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     1,099       999       685  

9926365, 13.75%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     663       606       445  

9926390, 19.25%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     18,244       16,801       13,695  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9926575, 16.50%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025   $ 2,031     $ 1,847     $ 1,954  

9926621, 19.25%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     8,131       7,488       7,611  

9926728, 14.50%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     4,359       3,971       3,539  

9926841, 20.00%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     2,884       2,666       2,681  

9926883, 15.75%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     5,052       4,592       4,475  

9926969, 17.25%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     764       697       737  

9926985, 9.75%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     898       839       861  

9926990, 14.50%, 04/13/2027 (b)(c)(d)(f)

  Square   10/16/2025     49,589       45,177       3,095  

9927337, 20.00%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     1,694       1,582       1,614  

9927431, 17.25%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     771       704       749  

9927456, 6.50%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     802       749       778  

9927467, 20.00%, 04/13/2027 (b)(c)(f)

  Square   10/16/2025     19,972       18,538       19,141  

9929369, 19.25%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     860       792       831  

9929495, 19.25%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     5,970       5,498       4,491  

9929675, 19.25%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     5,342       4,920       5,020  

9929856, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     17,791       16,615       17,116  

9930435, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     5,376       5,021       5,132  

9930864, 6.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     2,423       2,263       2,120  

9930920, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     24,696       22,922       22,581  

9931423, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     2,237       2,090       2,136  

9931757, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     1,663       1,537       1,582  

9931802, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     2,612       2,440       2,502  

9931889, 19.25%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     1,445       1,331       1,383  

9931917, 15.75%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     19,876       18,069       17,657  

9932214, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     8,837       8,253       8,506  

9932411, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     26,797       24,765       25,477  

9932926, 15.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     1,049       954       963  

9932950, 17.75%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     1,871       1,723       1,807  

9933011, 20.00%, 04/14/2027 (b)(c)(f)

  Square   10/16/2025     17,523       16,365       16,877  

9933586, 15.75%, 04/15/2027 (b)(c)(d)(f)

  Square   10/17/2025     2,064       1,876       967  

9933647, 14.50%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     33,863       31,625       31,677  

9934807, 20.00%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     14,592       13,545       14,183  

9935220, 17.25%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     2,226       2,032       2,105  

9935259, 19.25%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     3,017       2,779       2,887  

9935369, 15.00%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     1,126       1,024       1,101  

9935497, 15.75%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     2,324       2,113       2,246  

9936008, 18.00%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     2,331       2,177       2,251  

9936123, 19.00%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     6,646       6,207       6,395  

9936264, 20.00%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     3,435       3,208       3,320  

9936323, 15.00%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     4,093       3,822       3,925  

9936408, 20.00%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     44,107       41,192       42,709  

9937097, 14.75%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     14,637       13,433       14,005  

9937403, 20.00%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     18,428       17,210       17,660  

9937717, 13.25%, 04/15/2027 (b)(c)(f)

  Square   10/17/2025     42,329       39,532       40,921  

9941284, 11.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     2,365       2,171       2,234  

9941335, 17.25%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     2,321       2,119       2,214  

9941521, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     1,346       1,243       1,040  

9941550, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     15,465       14,354       14,953  

9942053, 17.25%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     21,698       19,811       18,150  

9942688, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     8,426       7,869       8,143  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9943230, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025   $ 7,033     $ 6,568     $ 6,836  

9943456, 14.50%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     11,077       10,091       9,762  

9943737, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     3,314       3,095       3,205  

9943799, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     3,665       3,423       3,541  

9943859, 6.25%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     2,763       2,580       2,676  

9943914, 7.75%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     35,761       33,398       34,265  

9944600, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     2,430       2,256       2,332  

9944630, 17.75%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     6,148       5,742       5,945  

9944706, 18.25%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     1,736       1,593       1,637  

9944753, 17.25%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     7,121       6,501       6,878  

9945011, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     6,092       5,689       5,778  

9945120, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     7,063       6,556       5,663  

9945585, 13.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     4,496       4,141       4,332  

9945710, 16.50%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     1,405       1,277       1,111  

9945718, 18.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     7,935       7,411       7,608  

9945822, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     13,992       12,987       13,045  

9946039, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     4,635       4,302       4,446  

9946098, 17.25%, 04/16/2027 (b)(c)(f)

  Square   10/20/2025     3,973       3,627       3,363  

9946277, 20.00%, 04/16/2027 (b)(c)(f)

  Square   10/21/2025     32,752       30,587       27,496  

9946747, 20.00%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     4,646       4,339       4,481  

9946897, 14.25%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     3,159       2,950       3,033  

9947192, 13.25%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     3,511       3,243       3,377  

9947878, 20.00%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     1,049       979       1,017  

9947887, 17.25%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     1,627       1,485       1,571  

9947912, 19.75%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     40,927       38,223       39,871  

9949050, 17.25%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     1,018       945       945  

9949194, 16.50%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     14,689       13,353       12,923  

9949367, 14.25%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     2,270       2,063       2,219  

9949723, 12.25%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     31,819       29,716       30,652  

9950162, 14.50%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     18,992       17,737       18,525  

9950751, 19.25%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     23,341       21,495       21,390  

9951086, 20.00%, 04/17/2027 (b)(c)(f)

  Square   10/21/2025     1,565       1,462       1,514  

9951253, 17.25%, 04/17/2027 (b)(c)(d)(f)

  Square   10/21/2025     7,246       6,616       1,357  

9951297, 15.00%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     1,186       1,078       1,134  

9951416, 19.25%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     3,669       3,378       3,461  

9951446, 20.00%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     5,648       5,275       5,430  

9951515, 16.50%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     3,437       3,125       2,755  

9951546, 13.25%, 04/18/2027 (b)(c)(d)(f)

  Square   10/22/2025     1,819       1,681       162  

9951561, 20.00%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     6,124       5,719       5,810  

9951639, 10.75%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     2,761       2,510       2,589  

9951676, 18.25%, 04/18/2027 (b)(c)(d)(f)

  Square   10/22/2025     28,935       26,554       6,777  

9951861, 20.00%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     6,386       5,964       5,966  

9951916, 20.00%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     3,348       3,108       3,249  

9951968, 19.25%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     4,939       4,548       4,668  

9952019, 16.75%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     2,701       2,522       2,573  

9952088, 20.00%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     14,459       13,503       13,861  

9952250, 16.50%, 04/18/2027 (b)(c)(f)

  Square   10/22/2025     4,394       3,994       3,543  

9952285, 16.50%, 04/19/2027 (b)(c)(f)

  Square   10/22/2025     1,093       994       994  

9952299, 15.25%, 04/19/2027 (b)(c)(f)

  Square   10/22/2025     981       906       965  

9954125, 18.25%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     9,861       9,209       9,237  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9955337, 12.00%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025   $ 8,037     $ 7,428     $ 7,757  

9955726, 16.75%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     11,618       10,699       10,897  

9956099, 20.00%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     1,962       1,833       1,901  

9956157, 20.00%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     5,605       5,235       5,414  

9956365, 20.00%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     2,229       2,060       2,166  

9956502, 20.00%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     8,306       7,757       7,991  

9956766, 20.00%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     5,193       4,799       5,073  

9956974, 16.25%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     1,266       1,156       1,229  

9957359, 20.00%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     19,119       17,856       18,407  

9958177, 15.75%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     952       865       894  

9958190, 18.25%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     13,223       12,135       12,559  

9958611, 15.00%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     395       359       386  

9958915, 14.50%, 04/20/2027 (b)(c)(f)

  Square   10/22/2025     1,474       1,340       1,262  

9959082, 17.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     8,299       7,751       8,015  

9959393, 16.50%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     3,109       2,826       3,007  

9959629, 17.25%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     8,392       7,662       8,079  

9960444, 18.75%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     8,281       7,733       7,945  

9960714, 17.25%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     3,750       3,424       3,638  

9960925, 14.50%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     6,176       5,627       4,686  

9961057, 19.25%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     3,314       3,052       2,944  

9961128, 12.25%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     23,332       21,791       21,771  

9961508, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     4,111       3,839       3,977  

9961660, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     11,130       10,331       10,629  

9961870, 15.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     7,047       6,422       6,478  

9962028, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     10,478       9,786       9,989  

9962170, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     23,875       22,297       22,946  

9962759, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     9,359       8,741       8,953  

9962837, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     18,662       17,323       17,000  

9962996, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     11,461       10,703       10,028  

9963572, 9.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     4,424       4,131       4,212  

9963633, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     2,458       2,272       2,338  

9963668, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     8,423       7,866       8,024  

9963874, 20.00%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     4,991       4,661       4,775  

9963967, 14.50%, 04/21/2027 (b)(c)(f)

  Square   10/23/2025     413       377       396  

9964250, 15.75%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     1,267       1,151       768  

9964461, 20.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     1,201       1,121       1,167  

9964624, 19.25%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     6,795       6,258       6,546  

9964896, 11.25%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     1,150       1,074       1,112  

9964977, 15.75%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     1,569       1,427       966  

9965013, 11.50%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     4,594       4,194       4,230  

9965467, 20.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     1,452       1,356       1,373  

9965538, 7.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     14,102       13,170       13,445  

9965828, 18.25%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     6,234       5,721       5,881  

9966054, 10.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     736       687       712  

9966145, 20.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     2,087       1,929       1,999  

9966302, 20.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     3,386       3,162       3,243  

9966375, 20.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     15,032       13,953       14,568  

9966707, 18.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     72,850       68,036       63,989  

9967678, 14.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     18,000       16,707       17,255  

9967846, 12.25%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     20,053       18,728       19,174  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9968048, 20.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025   $ 8,429     $ 7,790     $ 8,074  

9968232, 13.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     25,753       23,904       19,096  

9968752, 20.00%, 04/22/2027 (b)(c)(f)

  Square   10/24/2025     12,849       11,927       10,421  

9971674, 15.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     2,253       2,049       2,178  

9971859, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     21,908       20,460       20,558  

9972657, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     5,267       4,920       4,575  

9972806, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     9,249       8,637       9,005  

9973291, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     1,986       1,844       1,915  

9973404, 17.25%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     7,661       7,008       6,509  

9973564, 15.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     12,179       11,071       1,134  

9973726, 19.75%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     1,289       1,196       1,200  

9973889, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     6,648       6,171       6,462  

9974086, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     2,616       2,443       2,543  

9974160, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     5,171       4,829       4,944  

9974315, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     7,729       7,218       7,400  

9974469, 17.25%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     5,211       4,758       4,649  

9974565, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     9,819       9,174       8,463  

9974710, 16.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     1,260       1,176       1,212  

9974752, 19.25%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     1,597       1,471       1,525  

9975335, 10.50%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     2,902       2,638       2,670  

9975374, 13.75%, 04/23/2027 (b)(c)(d)(f)

  Square   10/27/2025     1,129       1,031       572  

9975391, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     6,164       5,757       5,818  

9975482, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     2,844       2,628       861  

9975530, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     27,646       25,819       26,778  

9976099, 20.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     31,344       29,273       30,251  

9976655, 18.25%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     3,425       3,144       2,955  

9976736, 16.00%, 04/23/2027 (b)(c)(f)

  Square   10/27/2025     3,856       3,551       3,682  

9976912, 15.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     1,662       1,511       1,252  

9976948, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     6,094       5,691       5,798  

9977101, 19.25%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     1,774       1,633       1,663  

9977151, 12.50%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     23,390       21,844       22,493  

9977998, 12.25%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     1,436       1,312       1,340  

9978039, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     1,879       1,755       1,793  

9978102, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     2,323       2,156       2,243  

9978191, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     2,185       2,041       2,109  

9978248, 13.25%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     4,910       4,536       937  

9978288, 19.25%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     1,661       1,529       1,599  

9978421, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     4,427       4,134       4,289  

9978525, 13.75%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     1,394       1,274       1,095  

9978556, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     21,709       20,274       18,300  

9978855, 15.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     186       169       183  

9978860, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     4,268       3,986       4,040  

9978919, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     18,953       17,592       18,091  

9979314, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     34,509       32,229       33,053  

9979772, 19.25%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     6,418       5,911       5,896  

9979889, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     2,116       1,956       2,066  

9979928, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     9,237       8,537       9,043  

9980553, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     2,074       1,937       2,037  

9980996, 6.75%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     8,346       7,713       7,834  

9981113, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     2,051       1,915       1,975  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9981192, 19.25%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025   $ 3,723     $ 3,428     $ 3,599  

9981353, 20.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     8,659       8,087       4,409  

9981501, 18.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     2,410       2,251       1,290  

9981546, 18.00%, 04/24/2027 (b)(c)(f)

  Square   10/28/2025     3,453       3,225       3,269  

9981628, 20.00%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     7,768       7,179       7,427  

9981763, 20.00%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     2,462       2,299       2,297  

9981776, 20.00%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     7,690       7,182       7,268  

9981847, 12.50%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     1,445       1,336       1,370  

9981936, 14.50%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     724       660       643  

9981947, 20.00%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     4,749       4,435       4,595  

9982005, 15.00%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     961       874       859  

9982015, 20.00%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     20,227       18,890       18,969  

9982399, 20.00%, 04/25/2027 (b)(c)(f)

  Square   10/29/2025     8,951       8,359       8,525  

9982717, 19.25%, 04/26/2027 (b)(c)(f)

  Square   10/29/2025     1,361       1,253       1,309  

9982741, 20.00%, 04/26/2027 (b)(c)(f)

  Square   10/29/2025     14,944       13,956       14,395  

9982962, 17.25%, 04/26/2027 (b)(c)(f)

  Square   10/29/2025     3,111       2,841       2,969  

9983011, 18.25%, 04/26/2027 (b)(c)(f)

  Square   10/29/2025     1,113       1,022       1,054  

9983023, 15.75%, 04/26/2027 (b)(c)(f)

  Square   10/29/2025     1,378       1,253       1,292  

9983054, 20.00%, 04/26/2027 (b)(c)(f)

  Square   10/29/2025     6,182       5,774       5,967  

9983151, 15.00%, 04/26/2027 (b)(c)(f)

  Square   10/29/2025     11,093       10,084       8,390  

9983263, 20.00%, 04/26/2027 (b)(c)(f)

  Square   10/29/2025     24,227       22,626       22,899  

9984942, 20.00%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     5,404       5,047       5,167  

9985184, 4.75%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     1,898       1,772       1,826  

9985320, 13.75%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     667       610       463  

9985335, 14.50%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     4,018       3,661       395  

9985473, 20.00%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     5,764       5,383       5,580  

9985727, 20.00%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     16,912       15,795       16,281  

9986137, 16.25%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     4,305       3,951       4,155  

9986317, 20.00%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     5,000       4,670       4,778  

9986447, 20.00%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     5,046       4,712       4,827  

9986581, 20.00%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     10,388       9,701       9,936  

9988092, 10.00%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     50,052       46,744       47,950  

9989210, 19.25%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     5,046       4,647       4,876  

9989410, 16.50%, 04/27/2027 (b)(c)(f)

  Square   10/29/2025     5,074       4,710       4,892  

9989688, 14.50%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     8,869       8,080       8,386  

9990158, 17.25%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     2,554       2,332       2,442  

9990388, 20.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     5,141       4,802       4,813  

9990588, 17.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     790       721       728  

9991238, 15.75%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     1,232       1,120       1,093  

9991646, 15.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     1,689       1,536       1,554  

9991669, 10.25%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     306       283       300  

9991695, 18.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     10,841       9,949       9,888  

9991880, 19.25%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     1,521       1,401       1,349  

9991892, 19.25%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     17,017       15,671       12,848  

9992387, 16.25%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     71,602       65,373       64,336  

9994393, 13.25%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     10,302       9,516       5,335  

9994436, 15.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     9,976       9,083       8,471  

9994796, 20.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     4,830       4,510       4,627  

9994837, 20.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     15,815       14,770       15,355  

9995252, 15.75%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     850       773       677  

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

9995276, 20.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025   $ 2,545     $ 2,377     $ 2,405  

9995322, 15.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     1,981       1,801       1,828  

9995356, 20.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     842       778       813  

9995371, 8.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     18,572       17,345       16,209  

9995589, 20.00%, 04/28/2027 (b)(c)(f)

  Square   10/30/2025     6,675       6,248       6,214  

9995693, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     12,265       11,454       11,802  

9995934, 17.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     5,823       5,316       5,218  

9996039, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     62,463       58,335       49,637  

9997536, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     4,501       4,203       4,325  

9997638, 19.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     1,278       1,177       1,203  

9997663, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     34,873       32,568       33,340  

9998267, 4.50%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     5,489       5,127       5,325  

9998405, 13.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     15,675       14,639       15,092  

9998709, 18.75%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     6,438       6,012       6,193  

9998776, 16.50%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     898       816       847  

9998795, 9.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     18,884       17,331       17,765  

9999139, 17.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     2,472       2,269       2,390  

9999174, 19.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     3,643       3,355       3,220  

9999206, 18.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     846       777       800  

9999216, 12.75%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     1,467       1,362       1,431  

9999238, 13.75%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     2,563       2,342       1,238  

9999306, 7.75%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     18,802       17,559       15,785  

9999485, 18.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     2,019       1,853       1,929  

9999517, 17.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     6,513       5,946       6,328  

9999729, 4.50%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     5,673       5,298       5,387  

9999860, 20.00%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     1,884       1,759       1,622  

9999892, 17.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     1,726       1,576       1,689  

9999986, 17.25%, 04/29/2027 (b)(c)(f)

  Square   10/31/2025     6,394       5,838       6,116  
       

 

 

   

 

 

 

Total Small Business Loans

          17,825,321       17,430,687  
       

 

 

   

 

 

 

Total Whole Loans

          23,825,638       22,249,703  
       

 

 

   

 

 

 
            QUANTITY              

Asset-Backed Securities - 36.1%

         

United States - 36.1%

         

CCAS 2024-1 LLC, 13.07%, 06/16/2031 (g)

    11/3/2025     408,000       412,310     $ 411,783  

Concora 2022 Backbook, 14.00%, 02/28/2031 (c)

    2/6/2026     9,131,179       9,131,179       9,102,672  

LEDN Issuer Trust 2026-1, 9.79%, 02/25/2041

    2/18/2026     300,000       299,998       299,386  

Monroe Capital ABS Funding II LP, 9.70%, 01/07/2036 (c)

    12/19/2025     3,900,000       3,900,000       3,899,500  

Pagaya Ai Debt Grantor Trust 2025-6, 8.48%, 04/15/2033 (g)

    9/11/2025     4,999,539       4,999,539       4,945,203  

Pagaya AI Debt Grantor Trust 2026-1, 9.23%, 09/15/2033 (g)

    1/30/2026     527,000       527,000       526,610  

Pagaya AI Debt Grantor Trust 2026-2, 10.28%, 11/15/2033 (l)

    3/31/2026     2,500,000       2,500,000       2,500,000  

Upgrade Master Pass-Thru Trust Series 2025-ST6, 15.11%, 10/15/2032 (c)(h)(g)(i)

    9/3/2025     12,200,000       8,647,140       8,164,677  

Upgrade Master Pass-Thru Trust Series 2026-ST1, 14.25%, 03/15/2034 (c)(h)(g)(i)

    2/6/2026     1,090,000       1,040,102       1,053,966  

UPSTART Securitization Trust 2026-1, 20.00%, 03/20/2036 (c)(h)(i)

    3/18/2026     2,472       1,927,852       1,937,066  
       

 

 

   

 

 

 

Total Asset-Backed Securities

          33,385,120       32,840,863  
       

 

 

   

 

 

 

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


NB ASSET-BASED CREDIT FUND

Consolidated Schedule of Investments    As of March 31, 2026 (Unaudited)

 

    PLATFORM   Original Acquisition
Date
 

PRINCIPAL

AMOUNT

    COST    

FAIR

VALUE

 

Corporate Loans - 59.7% (a)

         

United States - 59.7%

         

Alloy Merchant Finance LLC, 10.17% (1 mo. SOFR US + 6.50%), 01/16/2029 (c)

    8/28/2025   $ 6,450,000     $ 6,477,300     $ 6,454,299  

D. Miller & Associates T/L B, 22.79% (1 mo. SOFR US + 19.00%), 06/23/2026 (c)

    8/21/2025     5,667,627       5,731,534       5,667,627  

D. Miller & Associates T/L C, 20.79% (1 mo. SOFR US + 17.00%), 06/23/2026 (c)

    8/21/2025     1,698,204       1,698,205       1,699,313  

D. Miller & Associates T/L D, 20.79% (1 mo. SOFR US + 17.00%), 06/23/2026 (c)

    8/21/2025     1,079,230       1,079,230       1,079,451  

Iru Term Loan, 10.17% (3 mo. SOFR US + 6.50%), 03/12/2031 (c)

    3/12/2026     10,000,000       9,640,044       9,641,958  

P.A. Addi-Victoria Delayed Draw T/L B, 12.00% (1 mo. SOFR US + 8.00%), 10/17/2027 (c)

    9/8/2025     10,000,000       10,056,913       9,989,950  

SFS HOLDCO 1L REVOLVER 9/25, 10.67% (1 mo. SOFR US + 7.00%), 09/18/2028 (c)

    10/1/2025     268,293       264,835       264,933  

SFS HOLDCO 1L TL 9/25, 10.67% (1 mo. SOFR US + 7.00%), 09/18/2028 (c)

    10/1/2025     15,000,000       14,806,681       14,812,158  

Vestwell Holdings T/L, 10.67% (3 mo. SOFR US + 7.00%), 01/30/2031 (c)

    1/30/2026     5,000,000       4,743,773       4,744,921  
       

 

 

   

 

 

 

Total Corporate Loans

          54,498,515       54,354,610  

Corporate Bonds - 9.9% (a)

        FACE VALUE      

United States - 9.9%

         

ALCAR Inc., 11.00%, 09/01/2027 (c)

  8/28/2025     9,000,000       9,015,362       8,962,977  
       

 

 

   

 

 

 

Total Corporate Bonds

          9,015,362       8,962,977  

Equity Securities - 0.5%

         

Financial Services - 0.5%

        QUANTITY      

United States - 0.5%

         

Iru Warrant (c)(j)

    3/12/2026     30,767       262,976       263,414  

Vestwell Warrant (c)(j)

    1/30/2026     5,493       163,746       163,746  
       

 

 

   

 

 

 

Total Equity Securities

          426,722       427,160  
       

 

 

   

 

 

 

Preferred Stock - 3.2%

         

Financial Services - 3.2%

        SHARES      

United States - 3.2%

         

Upgrade, Inc. (c)(j)

    9/30/2025     340,275       2,030,959       2,080,479  

Vestwell Holdings (c)(j)

    1/30/2026     27,833       829,977       830,069  
       

 

 

   

 

 

 

Total Preferred Stock

          2,860,936       2,910,548  
       

 

 

   

 

 

 

Short-Term Investments - 4.7%

 

   

Cash and Cash Equivalents - 4.7%

 

   

Money Market Funds - 4.7%

 

   

United States - 4.7%

         

First American Government Obligations Fund Class V, 3.43% (k)

    3/16/2026     4,263,988       4,263,988       4,263,988  
       

 

 

   

 

 

 

Total Money Market Funds

          4,263,988       4,263,988  
       

 

 

   

 

 

 

Total Short-Term Investments

 

    4,263,988       4,263,988  
       

 

 

   

 

 

 

Total Investments - 138.5%

          128,276,281       126,009,849  
       

 

 

   

 

 

 

Liabilities in Excess of Other Assets - (38.5)%

            (35,030,839 ) 
         

 

 

 

Total Net Assets - 100.00%

          $ 90,979,010  
         

 

 

 

Percentages are stated as a percent of net assets.

Principal amounts are stated in U.S. Dollars unless otherwise stated.

SOFR - Secured Overnight Financing Rate.

 

(a)

Securities are pledged as collateral for the Fund’s line of credit facility.

(b)

Security may be deemed restricted to resale to institutional investors. The aggregate value of these securities is $22,249,703 which represents 24.5% of net assets.

(c)

Security is fair valued by the Adviser pursuant to procedures approved by the Board of Trustees. Value is determined using significant unobservable inputs. The aggregate value of these securities is $113,062,879 which represents 124.3% of net assets.

(d)

Non-income producing security due to default or delinquency. The aggregate value of these securities is $173,412 which represents 0.2% of net assets.

(e)

Delinquent or defaulted loans that have matured but are still in repayment process. The aggregate value of these securities is $11,394 which represents 0.0% of net assets.

(f)

Rate shown is based on an 18-month maturity date.

(g)

Security is pledged as collateral for the Fund’s reverse repurchase agreements.

(h)

Underlying holdings are consumer loans.

(i)

Represents residual tranche; rate shown represents estimated effective yield.

(j)

Security is restricted to resale to institutional investors. The aggregate value of these securities is $3,337,708 which represents 3.7% of net assets.

(k)

Rate shown is 7-day effective yield. $1,447,696 of this security is pledged as collateral for the Fund’s line of credit facility.

(l)

New issue security held at par, which the Adviser determined as fair value. Purchase settled on 4/1/2026.

 

The accompanying Notes to the Consolidated Schedule of Investments are an integral part of the Consolidated Schedule of Investments.


Reverse Repurchase Agreements

 

Reverse Repurchase Agreements Sold

   PRINCIPAL VALUE  

Repurchase Agreement with Goldman Sachs Bank USA, dated 02/19/2026, 5.00%, collateralized by $411,783 of Asset Backed Securities, due 05/19/2026

   $ 309,703  

Repurchase Agreement with Goldman Sachs Bank USA, dated 02/19/2026, 5.65%, collateralized by $526,610 of Asset Backed Securities, due 05/19/2026

     303,025  

Repurchase Agreement with Goldman Sachs Bank USA, dated 02/19/2026, 5.65%, collateralized by $1,053,966 of Asset Backed Securities, due 05/19/2026

     613,964  

Repurchase Agreement with Goldman Sachs Bank USA, dated 03/10/2026, 4.97%, collateralized by $4,945,203 of Asset Backed Securities, due 06/10/2026

     3,503,177  

Repurchase Agreement with Goldman Sachs Bank USA, dated 03/10/2026, 5.72%, collateralized by $8,164,677 of Asset Backed Securities, due 06/10/2026

     7,415,313  
  

 

 

 

Total Reverse Repurchase Agreements Sold

   $ 12,145,182  
  

 

 

 


Open Risk Share Contracts

Description: Consumer Loans - United States

Type: Receive/Pay

Strike: Actual return (net annualized return) greater than or less than expected return

 

Reference Entity Investment    Counterparty    Reference
Entity
Vintage
   Reference Entity
Interest Rate
Range
  Reference Entity Maturity Date Range    Termination Date    Notional
Value
   Unrealized
Appreciation
(Depreciation)
 

Contract 1(1)(2)

   A    2025-08    11.69 - 32.39%   August 22, 2028 - August 26, 2030    August 26, 2030    3,882,383     $ (5,565 ) 
                   

 

 

 

Total Open Risk Share Contracts - Consumer Loans

                      (5,565 ) 
                   

 

 

 

Description: Asset-Backed Securities - United States

                   

Type: Receive

                   

Strike: Actual losses (cumulative net defaults) greater than expected losses

                   

Contract 2(1)(2)

   B    2025-06    15.11% - 15.11%   October 15, 2032 - October 15, 2032    October 15, 2032    12,200,000     $ 329,742  
                   

 

 

 

Total Open Risk Share Contracts - Asset-Backed Securities Residuals

                      329,742  
                   

 

 

 

Total Open Risk Share Contracts

                     $ 324,177  
                   

 

 

 

 

(1)

Contract is non-income producing and is fair valued by a third-party valuation specialist pursuant to procedures approved by the Board of Trustees. Value is determined using significant unobservable inputs.

(2)

Contract is restricted to resale. The aggregate value of these contracts is $324,177 which represents 0.4% of net assets.


1. Summary of Significant Accounting Policies

The following is a summary of significant accounting policies consistently followed by the Neuberger Asset-Based Credit Fund (the “Fund”) in the preparation of its consolidated schedule of investments. The schedule of investments have been prepared in conformity with generally accepted accounting principles in the United States of America (“GAAP”). The Fund applies specific accounting and financial reporting requirements under the Financial Accounting Standards Board (“FASB”) Accounting Standards Topic 946, Financial Services-Investment Companies.

(a) Investment Valuation and Fair Value Measurement

The Fund’s Board of Trustees (the “Board”) has approved procedures pursuant to which the Fund will value its investments. In accordance with Rule 2a-5 under the 1940 Act, the Board has designated the Fund’s Investment Adviser as the Fund’s valuation designee (the “Valuation Designee”). The Valuation Designee, with assistance from the Sub-Adviser, is responsible for determining fair value in good faith for the Fund’s investments without readily available market quotations, subject to oversight by the Board. The Investment Adviser has established the NB Specialty Finance Valuation Committee (the “Valuation Committee”), which is responsible for determining and implementing the Fund’s valuation policies and procedures, which have been adopted by the Board and are subject to Board supervision.

In accordance with ASC 820 “Fair Value Measurement” (“ASC 820”), all investments held by the Fund are carried at the value that the Valuation Designee believes the Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment under current market conditions. Various inputs, including the volume and level of activity for the asset or liability in the market, are considered in valuing the Fund’s investments, some of which are discussed below. At times, the Valuation Designee may need to apply significant judgment to value investments in accordance with ASC 820.

The Valuation Designee has an established and well-documented process for determining fair value. The Valuation Designee will fair value portfolio investments utilizing inputs from various external and internal sources including, but not limited to, independent pricing services, dealer quotation reporting systems, independent third-party valuation firms and proprietary models and information. When determining the fair value of an investment, one or more fair value methodologies may be used. Fair value determinations will be based upon all available factors that the Valuation Designee deems relevant at the time of the determination. Fair valuation involves subjective judgments, and it is possible that the fair value determined for a security may differ materially from the value that could be realized upon the sale of the security.

Fair value is based on quoted market prices, where available. Where listed or quoted market prices are not available, the Valuation Designee engages an independent third-party valuation agent that has developed models that consider relevant market-based transactions or independently sourced market parameters to assist in the valuation process. Although the Valuation Designee may engage the services of an independent third-party valuation agent, it maintains the overall responsibility to determine fair value.

Listed below is a summary of certain methods generally used currently to value the Fund’s investments under the approved procedures:

Publicly traded equity securities are valued using the last sale prices at the official close as reported on the exchanges where those securities are primarily traded. If no sales of a security are reported on a particular day, the security will be valued based on its bid price for a security held long, or its ask price for a security held short, as reported by those exchanges. In the absence of such sales or quotations, other publicly offered securities will be valued at their bid prices (or asked prices in the case of securities held short) as obtained from one or more dealers making markets for those securities. The valuations of money market funds are based on the daily closing NAV of that money market fund. The fair values of investments in common stock and preferred equities for which market prices are not readily available, such as investments in privately held companies, may be determined using market-based approaches, including precedent transactions, public market comparables, book values or other relevant metrics, or using income-based approaches, including discounted anticipated future cash flows of the company.

Exchange-traded derivatives, such as futures, interest rate swaps, and options, are valued at the settlement price on the exchange on which they trade or the mean of the bid and asked price. Financial futures will generally be valued at the settlement price. Interest rate swaps will generally be valued at the settlement price or the mean of the bid and asked price. Exchange-traded options will generally be valued at the latest reported sale price on the exchange on which they trade, or if there is no reported sale, the option will generally be valued at the mean between the latest bid and asked prices.

Non-exchange traded derivatives are generally valued on the basis of valuations provided by independent third-party pricing vendors or, if vendor prices are unavailable, quoted by an active broker-dealer.

Whole loans are fair valued by the Valuation Designee using a discounted cash flow (DCF) method which projects contractual cash flows for each loan for its remaining term. Contractual cash flows are adjusted for expected charge-off (defaults), recovery (given default), and early prepayments. Expected loss and prepayment are calculated by employing loan-level statistical models that take into account both contractual features of loans and credit characteristics of borrowers. The models also take into account the delinquency of loans as a predictor of default. Delinquent loans are marked down according to estimates of “roll rate” probabilities from transition models. The models are calibrated (on a regular basis) using actual loan performance of similar loans in the market. As a final step in valuation, projected risk-adjusted cash flows are discounted at the required market rate of return – which is calculated as par purchase (yield) for new issuance in each credit segment. The Valuation Designee has engaged a third-party valuation agent to calculate the fair values using the DCF method. The valuation agent receives the underlying data related to their valuation work directly from lender/originating platforms.


The data includes the historical performance of all loans on each platform (for calibrating their credit model) as well as the Fund’s investments (which includes loan tapes with loan and borrower attributes, and the latest performance for each loan).

The Fund accounts for loans purchased from lending platforms at the individual loan level for valuation purposes, and such loans are fair valued using inputs that take into account borrower-level data that is updated as often as the NAV is calculated to reflect new information regarding the borrower and loan. Such borrower-level data will include the borrower’s payment history, including the payment, principal and interest amounts of each loan and the current status of each loan, which will allow the Valuation Designee to determine, among other things, the historical prepayment rate, charge-off rate, delinquency and performance with respect to such borrower/loan.

The Fund, in accordance with the investment limitations approved by the Board, will limit its investments in such loans to those originated by platforms that will provide the Fund with individual loan-level data on an ongoing basis throughout the life of each individual loan that is updated periodically as often as the NAV is calculated to reflect new information regarding the borrower or loan. The Fund will not invest through platforms where it cannot evaluate the completeness and accuracy of the individual loan data provided by the platforms relevant to the existence and valuation of the loans purchased and utilized in the accounting of the loans.

The Fund is permitted to invest in funded and unfunded revolving credit facilities (“Revolvers”). Revolvers are fair valued by the Valuation Designee using DCF models to compute loan-level cash flow projections for the underlying collateral. Valuation of the given tranche is performed primarily by analyzing the underlying loan collateral performance, delinquency rate, and pre-payment rates. The collateral cash flow is then allocated to various tranches (if more than one) of the complete revolving loan structure per the waterfall priority of payments. The models also takes into account the excess spread and interest coverage as well as the remaining first loss protection to determine a final valuation for the given loan/tranche.

For assets owned through a loan participation arrangement with another manager, the Valuation Designee may utilize that manager’s valuation as a practical expedient pursuant to review and oversight by the Valuation Designee pursuant to the fair value guidelines of ASC 820.

Other fixed income and credit securities, including certain ABS, corporate and government debt securities, mortgage-backed securities, and loans are valued by an independent pricing service on the basis of market quotations. The Valuation Designee will monitor the reasonableness of valuations provided by the pricing service.

ABS residuals are fair valued by the Valuation Designee using DCF models to compute loan-level cash flow projections for the underlying collateral, which get recalibrated with most recent performance data on a regular basis. The collateral cash flow is then allocated to various tranches of securitization structure per the waterfall priority of payments. Valuation of various tranches is then performed by discounting projected cash flows at the appropriate market required rate of return. Given the sensitivity of residuals’ expected cash flows to estimates of default and prepayments rates, computations of residuals over a set of scenarios to capture alternative views.

To determine fair value of preferred equity securities, the Valuation Designee estimates the enterprise value of each portfolio company and compares such amount to the total amount of the company’s debt and equity as well as the level of debt senior to the Fund. Estimates of enterprise value are based on a specific measure (such as EBITDA, free cash flow, net income, book value or NAV) believed to be most relevant for the given company and compares this metric in relation to comparable company valuations (market trading and transactions) based on the same metric. In determining the enterprise value, the Valuation Designee will further consider the company’s acquisition prices, credit metrics, historical and projected operational and financial performance, liquidity as well as industry trends, general economic conditions, scale and competitive advantages along with other factors deemed relevant. Valuation adjustments are made if estimated enterprise value does not support the value of debt and equity securities the Partnership is invested in and securities senior to our position. In certain instances, the Valuation Designee will use a modified income approach to determine the value of the preferred equity security based on the calculated dividend and discount rate.

Warrants are fair valued by the Valuation Designee based on a combination of primary factors including the underlying terms of the warrant, last round valuation of the company, and timing. Additionally, secondary factors such as comparable company pricing, overall health of the underlying company, and potential private vs public discount may be considered.

The value of risk share contracts held by the Fund are determined using a discounted cash flow framework that takes into account the underlying loans pertaining to each contract’s actual losses and estimated loss forecasts through each contract’s maturity date. The loss forecasts are based on industry and platform historical loan performance. Higher expectations of losses relative to initial expected losses (subject to a cap), due to factors such as rising delinquencies within each contract vintage or a deteriorating macroeconomic environment, would result in an increase in a contract’s unrealized gain. For a subset of risk share contracts, lower expectations of losses relative to initial expected losses (subject to a cap), due to factors such as lower delinquencies within each contract vintage would result in an increase in a contract’s unrealized depreciation.

A substantial portion of the Fund’s investments are U.S. dollar denominated investments. All assets and liabilities initially expressed in foreign currencies will be converted into U.S. dollars using foreign exchange rates obtained from pricing services. Trading in foreign securities generally is completed, and the values of foreign securities are determined, prior to the close of the securities markets in the U.S. Foreign exchange rates are also determined prior to such close.


If a valuation for a security is not available from an independent pricing service or if the Valuation Designee believes in good faith that the valuation does not reflect the amount the Fund would receive on a current sale of that security, the Fund seeks to obtain quotations from brokers or dealers. If such quotations are not readily available, the Fund may use a fair value estimate made according to methods utilized by the Valuation Designee. Prospective Investors should be aware that situations involving uncertainties as to the value of portfolio positions could have an adverse effect on the Fund’s net asset value if the judgments of the Valuation Designee should prove incorrect.

ASC 820 established a three-tier hierarchy of inputs to create a classification of value measurements for disclosure purposes. The three-tier hierarchy of inputs is summarized in the three broad Levels listed below.

Level 1 – unadjusted quoted prices in active markets for identical investments

Level 2 – other observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, amortized cost, etc.)

Level 3 – unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing an investment are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of consolidated schedule of investments items by level that are measured at estimated fair value on a recurring basis as of March 31, 2026:

 

DESCRIPTION      LEVEL 1           LEVEL 2           LEVEL 3            TOTAL    

Assets

       

Whole Loans

       

Consumer Loans(1)

  $ -     $ -     $ 4,819,016     $ 4,819,016  

Small Business Loans(1)

    -       -       17,430,687       17,430,687  

Total Whole Loans

    -       -       22,249,703       22,249,703  

Asset-Backed Securities(1)

    -       8,682,982       24,157,881       32,840,863  

Coporate Loans(1)

    -       -       54,354,610       54,354,610  

Corporate Bonds(1)

    -       -       8,962,977       8,962,977  

Preferred Stock(1)

    -       -       2,910,548       2,910,548  

Equity Securities (1)

    -       -       427,160       427,160  

Money Market Funds

    4,263,988       -       -       4,263,988  

Total Assets

  $ 4,263,988     $ 8,682,982     $ 113,062,879     $ 126,009,849  

Other Financial Instruments(2)

       

Unrealized appreciation on risk share contracts

  $ -     $ -     $ 324,177     $ 324,177  

Total

  $ -     $ -     $ 324,177     $ 324,177  

 

(1)

For further security characteristics, see the Fund’s Consolidated Schedule of Investments.

(2)

These instruments are reflected as unrealized appreciation (depreciation) on the instrument on the Fund’s Consolidated Schedule of Investments.

When a determination is made to classify an investment within Level 3 of the fair value hierarchy, the determination is based upon the significance of the unobservable inputs in the overall fair value measurement. However, Level 3 investments typically include, in addition to the unobservable or Level 3 inputs, observable components that are actively quoted or can be validated to market-based sources. The reported gains and losses may include changes in fair value due in part to observable inputs that are a component of the valuation methodology.

Below is a reconciliation that details the activity of securities in Level 3 during the current period ended March 31, 2026:

 

     WHOLE LOANS                                            
     CONSUMER LOANS      SMALL BUSINESS
LOANS
     ASSET-BACKED
SECURITIES
     CORPORATE
LOANS
     CORPORATE
BONDS
     PREFERRED
STOCK
     WARRANTS      RISK SHARE
CONTRACTS
 

Beginning Balance - December 31,  2025

     17,413,935        18,667,729        13,824,101        39,988,968        9,021,546        2,004,365        -        200,357  

Acquisitions

     -        7,983,891        12,981,734        14,732,615        -        880,935        426,722        -  

Dispositions/Paydowns

     (12,175,566)        (9,016,374)        (2,348,207)        (242,561)        -        -        -        (52,438)  

Realized gains/(losses), net

     (274,630)        (3,682)        -        (30)        -        -        -        52,438  

Change in unrealized appreciation/(depreciation)

     (118,747)        (200,877)        (299,747)        (121,394)        (51,227)        25,248        438        123,820  

Amortization of premium/discount

     (25,976)        -        -        (2,988)        (7,342)        -           -  

Transfers in/(out) of Level 3

     -        -        -        -        -        -        -        -  

Ending Balance -March 31, 2026

     $4,819,016        $17,430,687        $24,157,881        54,354,610        $8,962,977        $2,910,548        $427,160        $324,177  

Change in unrealized appreciation/(depreciation) still held as of March 31, 2026

     $(1,181,302)        $ (394,634)        $ (544,257)        $(143,905)        $ (52,385)        $ 49,612        $ 438        $324,177  


The following table summarizes the quantitative inputs used for investments categorized as Level 3 of the fair value hierarchy as of March 31, 2026:

 

Asset Category    Fair Value
($)
   Valuation Technique    Input    Range    Weighted
Average(1)
  

Impact to
valuation

from

increase in

input(2)

Consumer Loans    4,819,016    Discounted Cash Flow    Discount Rate    10.61%-11.51%    11.15%    Decrease
   Net Loss Rate (% Current Balance)    11.15%-40.06%    28.51%    Decrease
   Prepay Rate (% Current Balance)    14.94%-19.58%    17.73%    Decrease
Small Business Loans    17,430,687    Discounted Cash Flow    Discount Rate    10.80%    10.80%    Decrease
   Net Loss Rate (% Current Balance)    4.98%    4.98%    Decrease
             

Corporate Loans

  

54,354,610

  

Discounted Cash Flow

  

Discount Rate

  

10.09%-25.76%

  

13.40%

  

Decrease

Asset-Backed Securities    24,157,881    Discounted Cash Flow    Discount Rate    9.80%-17.00%    13.67%    Decrease
   Net Loss Rate (% Current Balance)    0.00%-21.80%    15.83%    Decrease
   Prepay Rate (% Current Balance)    0.00%-26.35%    11.45%    Decrease
Corporate Bonds    8,962,977    Discounted Cash Flow    Discount Rate    11.18%    11.18%    Decrease
Preferred Stock    2,910,548    Discounted Cash Flow    Dividend Accrual Rate    10.00%-13.25%    10.93%    Increase
   Anticipated Exit Date    7/31/2027-7/31/2030    6/7/2028    Decrease
   Discount Rate    13.92%-16.00%    15.41%    Decrease
Warrants    427,159    Discounted Cash Flow    Last Round of Financing    0.00%-100.00%    38.33%    Decrease
   Change in Revenue    0.00%-39.55%    24.39%    Increase
   Change in Shareholder’s Equity    -100.00%-0.00%    -61.67%    Decrease
Risk Share Contracts    324,177    Discounted Cash Flow    Downside Protection Cap (% of Originations)    4.00%-5.00%    4.56%    Increase(3)
   Upside Protection Cap (% of Originations)    5.00%    5.00%    Decrease(3)
   Discount Rate    15.61%-20.00%    18.08%    Decrease
   Net Loss Rate    17.47%-40.06%    30.19%    Decrease

 

(1)

Weighted by relative fair value except for Risk Share Contracts, which are weighted by outstanding notional.

(2)

Represents the expected directional change in the fair value of the Level 3 investments that would result from an increase in the corresponding input. Significant changes in these inputs could result in significantly higher or lower fair value measurements.

(3)

For Risk Share Contracts, the valuation is impacted based on the spread between expected performance and the base case assumptions. Therefore, changes to the upside or downside caps do not necessarily require an update to the valuation.