0001752724-23-181896.txt : 20230818 0001752724-23-181896.hdr.sgml : 20230818 20230818142304 ACCESSION NUMBER: 0001752724-23-181896 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230818 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: KKR Asset-Based Income Fund CENTRAL INDEX KEY: 0001966776 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23871 FILM NUMBER: 231185414 BUSINESS ADDRESS: STREET 1: 555 CALIFORNIA STREET, 50TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94104 BUSINESS PHONE: (415) 315-3620 MAIL ADDRESS: STREET 1: 555 CALIFORNIA STREET, 50TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94104 NPORT-P 1 primary_doc.xml NPORT-P false 0001966776 XXXXXXXX KKR Asset-Based Income Fund 811-23871 0001966776 5493000AHGD6M7DSJ514 555 CALIFORNIA STREET, 50TH FLOOR SAN FRANCISCO 94104 415-315-3620 KKR Asset-Based Income Fund 5493000AHGD6M7DSJ514 2023-12-31 2023-06-30 N 379195702.82 40746950.21 338448752.61 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11927650.98000000 0.00000000 515000.00000000 1071863.06000000 USD N Progress Residential Trust N/A 74334FAL2 2500000.00000000 PA USD 2347315.00000000 0.693551086212 Long ABS-O CORP US N 2 2040-03-17 Fixed 6.60000000 N N N N N N Helios Issuer, LLC N/A 86746AAB1 6472124.09000000 PA USD 6085656.73000000 1.798102868770 Long ABS-O CORP US Y 2 2050-05-20 Fixed 5.60000000 N N N N N N FIGRE Trust N/A 316925AA4 4720052.88000000 PA USD 4713745.95000000 1.392750280108 Long ABS-MBS CORP US N 2 2053-05-25 Fixed 6.51200000 N N N N N N College Ave Student Loans N/A 193938AF4 4000000.00000000 PA USD 3953666.40000000 1.168172838431 Long ABS-O CORP US N 2 2055-05-25 Fixed 8.49000000 N N N N N N Marlette Funding Trust N/A 57109LAD5 5480000.00000000 PA USD 5511124.21000000 1.628348211509 Long ABS-O CORP US N 2 2033-06-15 Fixed 7.92000000 N N N N N N Verus Securitization Trust N/A 92539GAD3 2000000.00000000 PA USD 1999306.40000000 0.590726479144 Long ABS-MBS CORP US N 2 2068-03-25 Variable 7.92600000 N N N N N N SunPower Financial - TL 1L DD 06/23 N/A 000000000 25000000.00000000 PA USD 25000000.00000000 7.386642676980 Long LON CORP US Y 3 2053-06-07 Fixed 2.75000000 N N N N N N Verus Securitization Trust N/A 92539FAD5 6300000.00000000 PA USD 6282099.18000000 1.856144876160 Long ABS-MBS CORP US N 2 2068-02-25 Variable 7.63231800 N N N N N N Progress Residential Trust N/A 74331UAL2 2166000.00000000 PA USD 1992998.55000000 0.588862725783 Long ABS-O CORP US N 2 2039-04-17 Fixed 5.60000000 N N N N N N Credit Suisse Mortgage Trust N/A 12664AAG4 20876246.00000000 PA USD 20223788.16000000 5.975435868515 Long ABS-MBS CORP US N 2 2067-08-25 Variable 7.10000000 N N N N N N Firstkey Homes Trust N/A 33768EAL6 20000000.00000000 PA USD 17466948.00000000 5.160884141336 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.50000000 N N N N N N BHG FUNDING 06 LLC - TL 3L 05/23 Tranche 2 Class C N/A 000000000 1694701.42000000 PA USD 1685380.56000000 0.497972158858 Long LON CORP US N 3 2036-05-11 Variable 15.01000000 N N N N N N Verus Securitization Trust N/A 92539DAD0 4000000.00000000 PA USD 3993424.40000000 1.179919964013 Long ABS-MBS CORP US N 2 2068-03-25 Variable 7.65158400 N N N N N N OneMain Financial Issuance Tru N/A 68269JAG6 7500000.00000000 PA USD 7372599.75000000 2.178350398145 Long ABS-O CORP US N 2 2038-06-14 Fixed 6.38000000 N N N N N N CPC Asset Securitization LLC N/A 12665HAA1 11930000.00000000 PA USD 11927650.98000000 3.524211830600 Long ABS-O CORP US N 2 2029-03-15 Fixed 7.53000000 N N N N N N SMB Private Education Loan Tru N/A 78449HAD9 5000000.00000000 PA USD 4896118.00000000 1.446634966813 Long ABS-O CORP US N 2 2056-10-16 Fixed 6.36000000 N N N N N N FRTKL N/A 30322DAU3 8900000.00000000 PA USD 7571896.61000000 2.237235785804 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.52200000 N N N N N N SunPower Financial - Private Equity (SPV) N/A 000000000 123228.93000000 NS USD 123228.93000000 0.036409922935 Long EC CORP US Y 3 N N N BHG FUNDING 06 LLC - TL 2L 05/23 Tranche 2 Class B N/A 000000000 1694412.32000000 PA USD 1693395.67000000 0.500340349001 Long LON CORP US N 3 2036-05-11 Fixed 8.11500000 N N N N N N Verus Securitization Trust N/A 924923AD7 1500000.00000000 PA USD 1455169.50000000 0.429952685237 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.83851900 N N N N N N Imperial Fund LLC N/A 45276QAD6 4000000.00000000 PA USD 3816680.80000000 1.127698291267 Long ABS-MBS CORP US N 2 2067-08-25 Variable 6.25000000 N N N N N N College Ave Student Loans N/A 193938AD9 3000000.00000000 PA USD 2938043.40000000 0.868091070610 Long ABS-O CORP US N 2 2055-05-25 Fixed 6.06000000 N N N N N N Saluda Grade Alternative Mortg N/A 79582GAB0 5829000.00000000 PA USD 5803866.52000000 1.714843525125 Long ABS-MBS CORP US N 2 2053-06-01 Variable 6.88900000 N N N N N N Verus Securitization Trust N/A 92539JAD7 10927000.00000000 PA USD 10346960.97000000 3.057172139122 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.86396300 N N N N N N Saluda Grade Alternative Mortg N/A 79582GAD6 3722000.00000000 PA USD 3721585.74000000 1.099600962125 Long ABS-MBS CORP US N 2 2053-06-01 Variable 8.70900000 N N N N N N Octane Receivables Trust N/A 67578XAD0 10000000.00000000 PA USD 10007668.00000000 2.956922701834 Long ABS-O CORP US N 2 2030-02-20 Fixed 7.70000000 N N N N N N Marlette Funding Trust N/A 57109NAD1 5000000.00000000 PA USD 4981987.50000000 1.472006459347 Long ABS-O CORP US N 2 2032-11-15 Fixed 7.80000000 N N N N N N Imperial Fund LLC N/A 452763AD7 16788000.00000000 PA USD 16514780.34000000 4.879551250416 Long ABS-MBS CORP US N 2 2067-11-25 Variable 7.54031000 N N N N N N Unison Trust N/A 909201AA3 14473146.74000000 PA USD 12782869.90000000 3.776899693505 Long ABS-MBS CORP US N 3 2033-05-25 Variable 6.50000000 N N N N N N AMSR Trust N/A 66981XAF8 5939000.00000000 PA USD 5124346.18000000 1.514068567392 Long ABS-O CORP US N 2 2040-04-17 Fixed 4.00000000 N N N N N N Verus Securitization Trust 2138008DC17PCNG48R87 92539TAD5 10000000.00000000 PA USD 9925465.00000000 2.932634534315 Long ABS-MBS CORP US N 2 2068-05-25 Variable 7.39900000 N N N N N N GoodLeap Sustainable Home Impr N/A 38237AAA0 9819403.08000000 PA USD 9422510.66000000 2.784028774618 Long ABS-O CORP US N 2 2055-05-20 Fixed 5.70000000 N N N N N N FIGRE Trust N/A 316925AB2 5628162.20000000 PA USD 5581922.91000000 1.649266799464 Long ABS-MBS CORP US N 2 2053-05-25 Fixed 7.68800000 N N N N N N College Ave Student Loans N/A 193938AE7 2000000.00000000 PA USD 1960741.60000000 0.579331903243 Long ABS-O CORP US N 2 2055-05-25 Fixed 6.89000000 N N N N N N Verus Securitization Trust N/A 92539BAD4 2000000.00000000 PA USD 1949402.60000000 0.575981617591 Long ABS-MBS CORP US N 2 2067-12-25 Variable 7.00109700 N N N N N N FRTKL N/A 30322DAS8 6750000.00000000 PA USD 5756089.50000000 1.700727054128 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.37200000 N N N N N N Verus Securitization Trust N/A 924922AD9 1530000.00000000 PA USD 1458112.80000000 0.430822329453 Long ABS-MBS CORP US N 2 2067-09-25 Variable 6.17861700 N N N N N N Saluda Grade Alternative Mortg N/A 79582GAC8 10127000.00000000 PA USD 10083602.77000000 2.979358822344 Long ABS-MBS CORP US N 2 2053-06-01 Variable 7.12300000 N N N N N N BHG FUNDING 06 LLC - TL 1L 05/23 Tranche 2 Class A N/A 000000000 26199255.04000000 PA USD 27090029.71000000 8.004174783062 Long LON CORP US N 3 2036-05-11 Fixed 7.06500000 N N N N N N ALLO Issuer, LLC N/A 01983KAA2 17069000.00000000 PA USD 16162245.22000000 4.775389211915 Long ABS-O CORP US N 2 2053-06-20 Fixed 6.20000000 N N N N N N Fidelity Treasury Portfolio N/A 316175504 24690718.99000000 NS USD 24690718.99000000 7.295260744675 Long STIV RF US N 1 N N N PRKCM Trust N/A 69377TAD8 2420000.00000000 PA USD 2290266.95000000 0.676695343781 Long ABS-MBS CORP US N 2 2057-08-25 Variable 6.23526100 N N N N N N GCAT N/A 36170HAD2 7500000.00000000 PA USD 6924325.50000000 2.045900729904 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.74115000 N N N N N N Bridge Trust N/A 10805VAJ6 15000000.00000000 PA USD 14405089.50000000 4.256209954657 Long ABS-O CORP US N 2 2037-11-17 Fixed 6.30000000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 44148HAC7 4500000.00000000 PA USD 4399317.00000000 1.299847308070 Long ABS-O CORP US N 2 2053-05-20 Fixed 7.00200000 N N N N N N AMSR Trust N/A 66981YAF6 1250000.00000000 PA USD 1065198.88000000 0.314729740259 Long ABS-O CORP US N 2 2039-10-17 Fixed 4.00000000 N N N N N N Firstkey Homes Trust N/A 33768NAL6 1500000.00000000 PA USD 1372593.30000000 0.405554249916 Long ABS-O CORP US N 2 2039-05-17 Fixed 5.00000000 N N N N N N Mosaic Solar Loans LLC N/A 618933AB1 19191376.40000000 PA USD 19092055.27000000 5.641047609946 Long ABS-O CORP US N 2 2053-11-20 Fixed 7.37000000 N N N N N N 2023-08-17 KKR Asset-Based Income Fund Iris Wu Iris Wu CFO of ABIF