BBH Trust
BBH Limited Duration Fund
$7.59B
Avg Monthly Net Assets
$7.63B
Total Assets
$182.21M
Total Liabilities
$7.45B
Net Assets
BBH Limited Duration Fund is a Mutual Fund in BBH Trust
,
based in New York,
United States of America.
The fund has two share classes
and monthly net assets of $7.59B.
On September 27th, 2024 it reported 407 holdings, the largest
being US T BILL ZCP 08/20/24 (3.5%), US T BILL ZCP 08/13/24 (2.0%) and US T BILL ZCP 11/07/24 (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I Shares | C000041214 | BBBIX | |
| Class N Shares | C000041213 | BBBMX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ADVENT HEALTH SYSTEM REGD 2.95200000 (ADVENT HEALTH 2.952% 03/01/29) | Long | Debt | US | $912K | 1M | 0.01 |
| AERCAP IRELAND CAP/GLOBA REGD 6.45000000 (AERCAP IRELAND 6.45% 04/15/27) | Long | Debt | IE | $3M | 3M | 0.05 |
| AES CORP/THE REGD 144A P/P 3.30000000 (AES CORP/THE 3.3% 07/15/25) | Long | Debt | US | $489K | 500K | 0.01 |
| AIM AVIATION FINANCE LTD SER 2015-1A CL A1 V/R REGD P/P 6.21300000 (DCAL 2015-1A A1 V/R 02/15/22) | Long | ABS-collateralized bond/debt obligation | KY | $7M | 8M | 0.09 |
| ALIGNED DATA CENTERS ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 6.00000000 (ADC 2023-1A A2 6% 08/15/28) | Long | ABS-collateralized bond/debt obligation | US | $8M | 8M | 0.10 |
| AMCOR FLEXIBLES NORTH AM REGD 4.00000000 (AMCOR FLEXIBLES NO 4% 05/17/25) | Long | Debt | US | $988K | 1M | 0.01 |
| AMERICAN COASTAL INSURAN REGD 7.25000000 (AMERICAN COASTA 7.25% 12/15/27) | Long | Debt | US | $25M | 26M | 0.34 |
| AMERICAN EXPRESS CO REGD V/R 4.99000000 (AMERICAN EXPRESS V/R 05/01/26) | Long | Debt | US | $997K | 1M | 0.01 |
| AMERICAN EXPRESS CO REGD V/R 5.64500000 (AMERICAN EXPRESS V/R 04/23/27) | Long | Debt | US | $21M | 21M | 0.28 |
| AMERICAN TOWER TRUST I REGD 144A P/P 5.49000000 (AMERICAN TOWER 5.49% 03/15/28) | Long | Debt | US | $9M | 9M | 0.13 |
| AMS-OSRAM AG REGD 144A P/P 12.25000000 (AMS-OSRAM AG 12.25% 03/30/29) | Long | Debt | AT | $17M | 17M | 0.23 |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC SER 2022-1A CL A2 REGD 144A P/P 1.64000000 (AXIS 2022-1A A 1.64% 10/20/27) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.05 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC SER 2023-1A CL A2 REGD 144A P/P 6.09000000 (AXIS 2023-1A A 6.09% 12/20/29) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.08 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC SER 2024-2A CL A2 REGD 144A P/P 5.19000000 (AXIS 2024-2A A 5.19% 04/20/28) | Long | ABS-collateralized bond/debt obligation | US | $19M | 19M | 0.26 |
| APPALACHIAN POWER CO REGD SER AA 2.70000000 (APPALACHIAN POWE 2.7% 04/01/31) | Long | Debt | US | $869K | 1M | 0.01 |
| ARI FLEET LEASE TRUST 2022-A SER 2022-A CL A2 REGD 144A P/P 3.12000000 (ARIFL 2022-A A 3.12% 11/15/24) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.02 |
| ARI FLEET LEASE TRUST 2023-B SER 2023-B CL A2 REGD 144A P/P 6.05000000 (ARIFL 2023-B A 6.05% 07/15/32) | Long | ABS-collateralized bond/debt obligation | US | $9M | 9M | 0.12 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 1.73000000 (ATHENE GLOBAL F 1.73% 10/02/26) | Long | Debt | US | $934K | 1M | 0.01 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 2.50000000 (ATHENE GLOBAL FU 2.5% 01/14/25) | Long | Debt | US | $18M | 18M | 0.24 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000 (ATHENE GLOBAL F 2.55% 06/29/25) | Long | Debt | US | $14M | 14M | 0.19 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 5.34900000 (ATHENE GLOBAL 5.349% 07/09/27) | Long | Debt | US | $25M | 25M | 0.34 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 5.58300000 (ATHENE GLOBAL 5.583% 01/09/29) | Long | Debt | US | $49M | 48M | 0.66 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 5.68400000 (ATHENE GLOBAL 5.684% 02/23/26) | Long | Debt | US | $35M | 35M | 0.47 |
| ATLANTIC CITY ELECTRIC REGD 2.30000000 (ATLANTIC CITY EL 2.3% 03/15/31) | Long | Debt | US | $856K | 1M | 0.01 |
| AVANGRID INC REGD 3.20000000 (AVANGRID INC 3.2% 04/15/25) | Long | Debt | US | $984K | 1M | 0.01 |
| AVIATION CAPITAL GROUP REGD 144A P/P 5.50000000 (AVIATION CAPITAL 5.5% 12/15/24) | Long | Debt | US | $34M | 34M | 0.46 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL A REGD 144A P/P 5.44000000 (AESOP 2023-3A 5.44% 02/22/27) | Long | ABS-collateralized bond/debt obligation | US | $12M | 12M | 0.16 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 (AESOP 2023-7A A 5.9% 08/20/27) | Long | ABS-collateralized bond/debt obligation | US | $10M | 10M | 0.13 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000 (AVOLON HOLDINGS 5.5% 01/15/26) | Long | Debt | KY | $34M | 34M | 0.45 |
| BAE SYSTEMS PLC REGD 144A P/P 5.00000000 (BAE SYSTEMS PLC 5% 03/26/27) | Long | Debt | GB | $11M | 11M | 0.15 |
| BANCO SANTANDER SA REGD V/R SER * 5.55200000 (BANCO SANTANDER S V/R 03/14/28) | Long | Debt | ES | $17M | 17M | 0.23 |
| BANK OF AMERICA CORP REGD V/R 5.93300000 (BANK OF AMERICA C V/R 09/15/27) | Long | Debt | US | $31M | 30M | 0.41 |
| BANK OF AMERICA CORP REGD V/R MTN 3.70500000 (BANK OF AMERICA C V/R 04/24/28) | Long | Debt | US | $970K | 1M | 0.01 |
| BANK OF MONTREAL REGD MTN 1.50000000 (BANK OF MONTREAL 1.5% 01/10/25) | Long | Debt | CA | $50M | 51M | 0.67 |
| BANK OF NEW ZEALAND REGD 144A P/P 4.84600000 (BANK OF NEW ZE 4.846% 02/07/28) | Long | Debt | NZ | $20M | 20M | 0.27 |
| BANK OF NEW ZEALAND REGD 144A P/P 5.07600000 (BANK OF NEW ZE 5.076% 01/30/29) | Long | Debt | NZ | $10M | 10M | 0.13 |
| BANK OF NOVA SCOTIA REGD MTN 1.45000000 (BANK OF NOVA SC 1.45% 01/10/25) | Long | Debt | CA | $15M | 15M | 0.20 |
| BAXALTA INC REGD 4.00000000 (BAXALTA INC 4% 06/23/25) | Long | Debt | US | $988K | 1M | 0.01 |
| BAXTER INTERNATIONAL INC REGD 1.91500000 (BAXTER INTERNA 1.915% 02/01/27) | Long | Debt | US | $745K | 800K | 0.01 |
| BB-UBS TRUST SER 2012-TFT CL B V/R REGD 144A P/P 3.55926000 (BBUBS 2012-TFT B V/R 06/05/20) | Long | ABS-collateralized bond/debt obligation | US | $21M | 27M | 0.29 |
| BHG SECURITIZATION TRUST 2022-A SER 2022-A CL A REGD 144A P/P 1.71000000 (BHG 2022-A A 1.71% 02/20/35) | Long | ABS-collateralized bond/debt obligation | US | $7M | 7M | 0.10 |
| BHG SECURITIZATION TRUST 2023-A SER 2023-A CL A REGD 144A P/P 5.55000000 (BHG 2023-A A 5.55% 06/17/26) | Long | ABS-collateralized bond/debt obligation | US | $9M | 9M | 0.13 |
| BHG SECURITIZATION TRUST 2023-B SER 2023-B CL A REGD 144A P/P 6.92000000 (BHG 2023-B A 6.92% 01/17/30) | Long | ABS-collateralized bond/debt obligation | US | $7M | 7M | 0.10 |
| BHG SECURITIZATION TRUST 2024-1CON SER 2024-1CON CL A REGD 144A P/P 5.81000000 (BHG 2024-1CON 5.81% 04/17/30) | Long | ABS-collateralized bond/debt obligation | US | $10M | 10M | 0.13 |
| BLACK HILLS CORP REGD 2.50000000 (BLACK HILLS CORP 2.5% 06/15/30) | Long | Debt | US | $864K | 1M | 0.01 |
| BLACKROCK ELBERT CLO V LLC/KY SER 5A CL AR V/R REGD 144A P/P 7.18922000 (ELB 5A AR V/R 06/15/34) | Long | ABS-collateralized bond/debt obligation | US | $12M | 12M | 0.17 |
| BLACKROCK TCP CAP CORP REGD 3.90000000 (BLACKROCK TCP CA 3.9% 08/23/24) | Long | Debt | US | $41M | 41M | 0.55 |
| BLACKROCK TCP CAP CORP REGD 6.95000000 (BLACKROCK TCP C 6.95% 05/30/29) | Long | Debt | US | $16M | 16M | 0.22 |
| BLACKSTONE HOLDINGS FINA REGD 144A P/P 6.20000000 (BLACKSTONE HOLDI 6.2% 04/22/33) | Long | Debt | US | $1M | 1M | 0.01 |
| BLACKSTONE PRIVATE CRE REGD SER WI 1.75000000 (BLACKSTONE PRIV 1.75% 09/15/24) | Long | Debt | US | $46M | 47M | 0.62 |
| BLACKSTONE PRIVATE CRE REGD SER WI 2.35000000 (BLACKSTONE PRIV 2.35% 11/22/24) | Long | Debt | US | $31M | 32M | 0.42 |
| BLACKSTONE PRIVATE CRE REGD SER WI 4.70000000 (BLACKSTONE PRIVA 4.7% 03/24/25) | Long | Debt | US | $26M | 27M | 0.35 |
| BLACKSTONE SECURED LEND REGD 3.62500000 (BLACKSTONE SEC 3.625% 01/15/26) | Long | Debt | US | $9M | 10M | 0.13 |
| BLP COMMERCIAL MORTGAGE TRUST 2023-IND SER 2023-IND CL A V/R REGD 144A P/P 7.02080000 (BLP 2023-IND A V/R 03/15/28) | Long | ABS-collateralized bond/debt obligation | US | $9M | 9M | 0.13 |
| BLUE OWL CAPITAL CORP II REGD 144A P/P 4.62500000 (BLUE OWL CAPIT 4.625% 11/26/24) | Long | Debt | US | $6M | 6M | 0.08 |
| BLUE OWL CAPITAL CORP REGD 4.00000000 (BLUE OWL CAPITAL C 4% 03/30/25) | Long | Debt | US | $10M | 10M | 0.13 |
| BLUE OWL CREDIT INCOME REGD SER * 3.12500000 (BLUE OWL CREDI 3.125% 09/23/26) | Long | Debt | US | $17M | 18M | 0.23 |
| BLUE OWL CREDIT INCOME REGD SER * 5.50000000 (BLUE OWL CREDIT 5.5% 03/21/25) | Long | Debt | US | $14M | 14M | 0.18 |
| BLUE OWL TECHNOLOGY FINA REGD 144A P/P 4.75000000 (BLUE OWL TECHNO 4.75% 12/15/25) | Long | Debt | US | $20M | 20M | 0.26 |
| BOSTON PROPERTIES LP REGD 2.75000000 (BOSTON PROPERTI 2.75% 10/01/26) | Long | Debt | US | $943K | 1M | 0.01 |
| BPR TRUST 2022-OANA SER 2022-OANA CL A V/R REGD 144A P/P 7.22680000 (BPR 2022-OANA A V/R 04/15/24) | Long | ABS-collateralized bond/debt obligation | US | $20M | 20M | 0.27 |
| BRIGHTHSE FIN GLBL FUND REGD 144A P/P 1.55000000 (BRIGHTHSE FIN G 1.55% 05/24/26) | Long | Debt | US | $936K | 1M | 0.01 |
| BROOKLYN UNION GAS CO REGD 144A P/P 4.63200000 (BROOKLYN UNION 4.632% 08/05/27) | Long | Debt | US | $985K | 1M | 0.01 |
| BUSINESS JET SECURITIES 2022-1 LLC SER 2022-1A CL A REGD 144A P/P 4.45500000 (BJETS 2022-1A 4.455% 06/15/28) | Long | ABS-collateralized bond/debt obligation | US | $7M | 8M | 0.10 |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL A V/R REGD 144A P/P 7.44360000 (BX 2022-CSMO A V/R 06/15/27) | Long | ABS-collateralized bond/debt obligation | US | $18M | 18M | 0.24 |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2 SER 2022-LP2 CL A V/R REGD 144A P/P 6.34170000 (BX 2022-LP2 A V/R 02/15/24) | Long | ABS-collateralized bond/debt obligation | US | $41M | 42M | 0.55 |
| BXMT 2020-FL2 LTD SER 2020-FL2 CL A V/R REGD 144A P/P 6.34907000 (BXMT 2020-FL2 A V/R 07/15/22) | Long | ABS-collateralized bond/debt obligation | KY | $19M | 20M | 0.26 |
| BXMT 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 6.84907000 (BXMT 2020-FL3 A V/R 11/15/37) | Long | ABS-collateralized bond/debt obligation | KY | $16M | 16M | 0.21 |
| BXMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 6.49907000 (BXMT 2021-FL4 A V/R 05/15/38) | Long | ABS-collateralized bond/debt obligation | US | $16M | 17M | 0.21 |
| CALIFORNIA STREET CLO IX LP SER 2012-9A CL AR3 V/R REGD 144A P/P 6.64772000 (SYMP 2012-9A AR3 V/R 07/16/32) | Long | ABS-collateralized bond/debt obligation | KY | $44M | 44M | 0.59 |
| CAMPBELL SOUP CO REGD 3.95000000 (CAMPBELL SOUP C 3.95% 03/15/25) | Long | Debt | US | $991K | 1M | 0.01 |
| CANADIAN IMPERIAL BANK REGD 5.00100000 (CANADIAN IMPER 5.001% 04/28/28) | Long | Debt | CA | $20M | 20M | 0.27 |
| CANADIAN IMPERIAL BANK REGD 5.92600000 (CANADIAN IMPER 5.926% 10/02/26) | Long | Debt | CA | $17M | 17M | 0.23 |
| CAPITAL AUTOMOTIVE REIT SER 2024-2A CL A1 REGD 144A P/P 4.90000000 (CAUTO 2024-2A A 4.9% 05/15/29) | Long | ABS-collateralized bond/debt obligation | US | $11M | 11M | 0.15 |
| CAPITAL ONE FINANCIAL CO REGD V/R 5.46800000 (CAPITAL ONE FINAN V/R 02/01/29) | Long | Debt | US | $1M | 1M | 0.01 |
| CAPITAL ONE FINANCIAL CO REGD V/R 7.14900000 (CAPITAL ONE FINAN V/R 10/29/27) | Long | Debt | US | $10M | 10M | 0.14 |
| CARGILL INC REGD 144A P/P 1.70000000 (CARGILL INC 1.7% 02/02/31) | Long | Debt | US | $1M | 1M | 0.01 |
| CARLYLE US CLO 2019-2 LTD SER 2019-2A CL A1R V/R REGD 144A P/P 6.68298000 (CGMS 2019-2A A1R V/R 07/15/32) | Long | ABS-collateralized bond/debt obligation | KY | $29M | 29M | 0.39 |
| CARS-DB4 LP SER 2020-1A CL A4 REGD 144A P/P 3.19000000 (CAUTO 2020-1A 3.19% 02/15/25) | Long | ABS-collateralized bond/debt obligation | US | $20M | 20M | 0.27 |
| CARS-DB7 LP SER 2023-1A CL A1 REGD 144A P/P 5.75000000 (CAUTO 2023-1A 5.75% 09/15/28) | Long | ABS-collateralized bond/debt obligation | US | $10M | 10M | 0.14 |
| CASCADE FUNDING MORTGAGE TRUST 2019-RM3 SER 2019-RM3 CL A V/R REGD 144A P/P 2.80000000 (CFMT 2019-RM3 A V/R 06/25/69) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.02 |
| CATERPILLAR FINL SERVICE REGD MTN 3.65000000 (CATERPILLAR FIN 3.65% 08/12/25) | Long | Debt | US | $790K | 800K | 0.01 |
| CCG RECEIVABLES TRUST SER 2023-2 CL A2 REGD 144A P/P 6.28000000 (CCG 2023-2 A2 6.28% 03/14/27) | Long | ABS-collateralized bond/debt obligation | US | $8M | 8M | 0.11 |
| CF HIPPOLYTA ISSUER LLC SER 2020-1 CL A1 REGD 144A P/P 1.69000000 (SORT 2020-1 A1 1.69% 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $22M | 23M | 0.29 |
| CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL C V/R REGD 144A P/P 8.34328000 (CGCC 2014-FL2 C V/R 11/15/31) | Long | ABS-collateralized bond/debt obligation | US | $25M | 31M | 0.34 |
| CHESAPEAKE FUNDING II LLC SER 2023-1A CL A1 REGD 144A P/P 5.65000000 (CFII 2023-1A A 5.65% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $10M | 10M | 0.14 |
| CHESAPEAKE FUNDING II LLC SER 2023-2A CL A1 REGD 144A P/P 6.16000000 (CFII 2023-2A A 6.16% 11/15/26) | Long | ABS-collateralized bond/debt obligation | US | $8M | 8M | 0.10 |
| CHURCHILL MMSLF CLO-I LP SER 2021-2A CL A V/R REGD 144A P/P 7.02978000 (CHMML 2021-2A A V/R 10/01/32) | Long | ABS-collateralized bond/debt obligation | KY | $25M | 25M | 0.34 |
| CITIBANK NA REGD 4.92900000 (CITIBANK NA 4.929% 08/06/26) | Long | Debt | US | $18M | 18M | 0.24 |
| CITIGROUP INC REGD V/R 3.29000000 (CITIGROUP INC V/R 03/17/26) | Long | Debt | US | $986K | 1M | 0.01 |
| CITIZENS BANK NA/RI REGD V/R 4.57500000 (CITIZENS BANK NA/ V/R 08/09/28) | Long | Debt | US | $982K | 1M | 0.01 |
| CNH INDUSTRIAL CAP LLC REGD 3.95000000 (CNH INDUSTRIAL 3.95% 05/23/25) | Long | Debt | US | $988K | 1M | 0.01 |
| CNH INDUSTRIAL CAP LLC REGD 5.10000000 (CNH INDUSTRIAL C 5.1% 04/20/29) | Long | Debt | US | $27M | 27M | 0.37 |
| CNH INDUSTRIAL CAP LLC REGD 5.50000000 (CNH INDUSTRIAL C 5.5% 01/12/29) | Long | Debt | US | $11M | 11M | 0.15 |
| CNO GLOBAL FUNDING REGD 144A P/P 1.65000000 (CNO GLOBAL FUND 1.65% 01/06/25) | Long | Debt | US | $982K | 1M | 0.01 |
| COLUMBIA PIPELINE GROUP REGD SER WI 4.50000000 (COLUMBIA PIPELIN 4.5% 06/01/25) | Long | Debt | US | $992K | 1M | 0.01 |
| COML MTG PASS THRU CTF CL A 144A 7.12070000 (COML MTG PASS 7.1207% 07/12/28) | Long | ABS-collateralized bond/debt obligation | US | $12M | 12M | 0.17 |
| COMMONSPIRIT HEALTH REGD 1.54700000 (COMMONSPIRIT H 1.547% 10/01/25) | Long | Debt | US | $956K | 1M | 0.01 |
| COMMONWEALTH BANK AUST REGD V/R 144A P/P 5.76838300 (COMMONWEALTH BANK V/R 07/07/25) | Long | Debt | AU | $34M | 34M | 0.45 |
| CONCENTRIX CORP REGD 6.65000000 (CONCENTRIX CORP 6.65% 08/02/26) | Long | Debt | US | $1M | 1M | 0.01 |
| CONSTELLATION EN GEN LLC REGD 3.25000000 (CONSTELLATION E 3.25% 06/01/25) | Long | Debt | US | $16M | 16M | 0.21 |
| COREBRIDGE GLOB FUNDING REGD 144A P/P 5.35000000 (COREBRIDGE GLOB 5.35% 06/24/26) | Long | Debt | US | $31M | 30M | 0.41 |
| COREBRIDGE GLOB FUNDING REGD 144A P/P 5.75000000 (COREBRIDGE GLOB 5.75% 07/02/26) | Long | Debt | US | $1M | 1M | 0.01 |
| COREBRIDGE GLOB FUNDING REGD 144A P/P 5.90000000 (COREBRIDGE GLOB 5.9% 09/19/28) | Long | Debt | US | $15M | 14M | 0.20 |
| CREDIT ACCEPTANC REGD 144A 6.62500000 (CREDIT ACCEPTA 6.625% 03/15/26) | Long | Debt | US | $3M | 3M | 0.04 |
| CREDIT ACCEPTANC REGD 144A P/P 9.25000000 (CREDIT ACCEPTAN 9.25% 12/15/28) | Long | Debt | US | $20M | 19M | 0.27 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-1 SER 2023-1A CL C REGD 144A P/P 7.71000000 (CAALT 2023-1A 7.71% 11/16/26) | Long | ABS-collateralized bond/debt obligation | US | $7M | 6M | 0.09 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 5.95000000 (CAALT 2024-2A 5.95% 06/15/27) | Long | ABS-collateralized bond/debt obligation | US | $19M | 18M | 0.25 |
| CRH AMERICA INC REGD P/P 3.87500000 (CRH AMERICA IN 3.875% 05/18/25) | Long | Debt | US | $986K | 1M | 0.01 |
| CVS HEALTH CORP REGD 5.00000000 (CVS HEALTH CORP 5% 02/20/26) | Long | Debt | US | $23M | 23M | 0.31 |
| DAIMLER TRUCK FINAN NA REGD 144A P/P 5.20000000 (DAIMLER TRUCK FI 5.2% 01/17/25) | Long | Debt | US | $16M | 16M | 0.21 |
| DAIMLER TRUCKS RETAIL TRUST 2023-1 SER 2023-1 CL A3 REGD 5.90000000 (DTRT 2023-1 A3 5.9% 03/15/27) | Long | ABS-collateralized bond/debt obligation | US | $12M | 12M | 0.16 |
| DEERPATH CAPITAL CLO 2022-1 LTD SER 2022-1A CL A1 V/R REGD 144A P/P 7.25137000 (DPATH 2022-1A A1 V/R 07/15/33) | Long | ABS-collateralized bond/debt obligation | JE | $12M | 12M | 0.17 |
| DISCOVER BANK REGD SER BKNT 3.45000000 (DISCOVER BANK 3.45% 07/27/26) | Long | Debt | US | $965K | 1M | 0.01 |
| DK TRUST 2024-SPBX SER 2024-SPBX CL A V/R REGD 144A P/P 6.82880000 (DK 2024-SPBX A V/R 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $21M | 21M | 0.28 |
| DNB BANK ASA REGD V/R 144A P/P 0.85600000 (DNB BANK ASA V/R 09/30/25) | Long | Debt | NO | $64M | 65M | 0.87 |
| DRAWBRIDGE SPEC OPPOR FU REGD 144A P/P 3.87500000 (DRAWBRIDGE SPE 3.875% 02/15/26) | Long | Debt | US | $47M | 49M | 0.63 |
| DRYDEN 93 CLO LTD SER 2021-93A CL A1A V/R REGD 144A P/P 6.64298000 (DRSLF 2021-93A A V/R 01/15/34) | Long | ABS-collateralized bond/debt obligation | KY | $17M | 17M | 0.23 |
| DTE ENERGY CO REGD SER F 1.05000000 (DTE ENERGY CO 1.05% 06/01/25) | Long | Debt | US | $965K | 1M | 0.01 |
| DUKE ENERGY OHIO INC REGD 2.12500000 (DUKE ENERGY OH 2.125% 06/01/30) | Long | Debt | US | $867K | 1M | 0.01 |
| DUKE ENERGY PROGRESS NC REGD SER A-1 1.29500000 (DUKE ENERGY PR 1.295% 07/01/28) | Long | Debt | US | $33M | 35M | 0.44 |
| EAST OHIO GAS CO/THE REGD 144A P/P 1.30000000 (EAST OHIO GAS CO 1.3% 06/15/25) | Long | Debt | US | $256K | 265K | 0.00 |
| ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.47300000 (ECAF 2015-1A 3.473% 06/15/22) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 4M | 0.03 |
| EDISON INTERNATIONAL REGD 6.95000000 (EDISON INTERNAT 6.95% 11/15/29) | Long | Debt | US | $1M | 1M | 0.01 |
| EDISON INTERNATIONAL REGD V/R /PERP/ SER A 5.37500000 (EDISON INTERNATIONA V/R /PERP/) | Long | Debt | US | $60M | 62M | 0.81 |
| EF HOLD/EF KY/ELL KY/TRS REGD 144A P/P SER QIB 5.87500000 (EF HOLD/EF KY/ 5.875% 04/01/27) | Long | Debt | $24M | 25M | 0.32 | |
| ELM 2020-3 TRUST SER 2020-3A CL A2 REGD 144A P/P 2.95400000 (MDCP 2020-3A 2.954% 11/20/26) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.06 |
| ENLINK MIDSTREAM PARTNER REGD 4.15000000 (ENLINK MIDSTREA 4.15% 06/01/25) | Long | Debt | US | $17M | 17M | 0.22 |
| ENTERGY LOUISIANA LLC REGD 1.60000000 (ENTERGY LOUISIAN 1.6% 12/15/30) | Long | Debt | US | $829K | 1M | 0.01 |
| ENTERPRISE FLEET FINANCING 2022-1 LLC SER 2022-1 CL A2 REGD 144A P/P 3.03000000 (EFF 2022-1 A2 3.03% 06/20/25) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.06 |
| ENTERPRISE FLEET FINANCING 2022-4 LLC SER 2022-4 CL A2 REGD 144A P/P 5.76000000 (EFF 2022-4 A2 5.76% 05/20/26) | Long | ABS-collateralized bond/debt obligation | US | $8M | 8M | 0.11 |
| ENTERPRISE FLEET FINANCING 2023-3 LLC SER 2023-3 CL A2 REGD 144A P/P 6.40000000 (EFF 2023-3 A2 6.4% 02/22/27) | Long | ABS-collateralized bond/debt obligation | US | $10M | 10M | 0.14 |
| EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.10000000 (EQUITABLE FINANC 1.1% 11/12/24) | Long | Debt | US | $26M | 27M | 0.35 |
| ESTEE LAUDER CO INC REGD 2.60000000 (ESTEE LAUDER CO 2.6% 04/15/30) | Long | Debt | US | $896K | 1M | 0.01 |
| EVERGY MISSOURI WEST INC REGD 144A P/P 5.15000000 (EVERGY MISSOURI 5.15% 12/15/27) | Long | Debt | US | $1M | 1M | 0.01 |
| F&G GLOBAL FUNDING REGD 144A P/P 0.90000000 (F&G GLOBAL FUNDI 0.9% 09/20/24) | Long | Debt | US | $59M | 59M | 0.79 |
| F&G GLOBAL FUNDING REGD 144A P/P 1.75000000 (F&G GLOBAL FUND 1.75% 06/30/26) | Long | Debt | US | $933K | 1M | 0.01 |
| F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000 (F&G GLOBAL FUN 5.875% 06/10/27) | Long | Debt | US | $29M | 29M | 0.39 |
| FANNIE MAE POOL UMBS P#310104 5.50000000 (UMBS P#310104 5.5% 08/01/37) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.02 |
| FANNIE MAE POOL UMBS P#735676 5.00000000 (UMBS P#735676 5% 07/01/35) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.03 |
| FANNIE MAE POOL UMBS P#735997 5.50000000 (UMBS P#735997 5.5% 11/01/35) | Long | ABS-mortgage backed security | US | $135K | 133K | 0.00 |
| FANNIE MAE POOL UMBS P#889633 5.50000000 (UMBS P#889633 5.5% 08/01/37) | Long | ABS-mortgage backed security | US | $132K | 129K | 0.00 |
| FANNIE MAE POOL UMBS P#906281 V/R 6.07300000 (UMBS P#906281 V/R 01/01/37) | Long | ABS-mortgage backed security | US | $21K | 20K | 0.00 |
| FANNIE MAE POOL UMBS P#AL2472 6.50000000 (UMBS P#AL2472 6.5% 06/01/40) | Long | ABS-mortgage backed security | US | $668K | 637K | 0.01 |
| FCI FUNDING 2021-1 LLC SER 2021-1A CL A REGD 144A P/P 1.13000000 (FCITL 2021-1A 1.13% 10/15/25) | Long | ABS-collateralized bond/debt obligation | US | $701K | 703K | 0.01 |
| FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 (FHLB D/N 08/01/24) | Long | Short-term investment vehicle | US | $74M | – | 1.00 |
| FEDERAL HOME LOAN MORTGAGE CORP SER 0000 0.60000000 (FHLMC 0.6% 11/12/25) | Long | ABS-mortgage backed security | US | $38M | 41M | 0.52 |
| FEDERAL REALTY OP LP REGD 5.37500000 (FEDERAL REALTY 5.375% 05/01/28) | Long | Debt | US | $1M | 1M | 0.01 |
| FELLS POINT FUNDING TR REGD 144A P/P 3.04600000 (FELLS POINT FU 3.046% 01/31/27) | Long | Debt | US | $953K | 1M | 0.01 |
| FHLMC P1J0256 V/R 01/01/37 5.99500000 | Long | ABS-mortgage backed security | US | $10K | 10K | 0.00 |
| FIFTH THIRD BANCORP REGD V/R 6.36100000 (FIFTH THIRD BANCO V/R 10/27/28) | Long | Debt | US | $1M | 1M | 0.01 |
| FINANCE OF AMERICA HECM BUYOUT 2022-HB1 SER 2022-HB1 CL A V/R REGD 144A P/P 2.69480000 (FAHB 2022-HB1 A V/R 12/25/24) | Long | ABS-collateralized bond/debt obligation | US | $10M | 10M | 0.13 |
| FIRSTENERGY PENN ELECTRI REGD 144A P/P 5.15000000 (FIRSTENERGY PEN 5.15% 03/30/26) | Long | Debt | US | $1000K | 1M | 0.01 |
| FLEXENTIAL ISSUER 2021-1 SER 2021-1A CL A2 REGD 144A P/P 3.25000000 (FLX 2021-1A A2 3.25% 11/25/26) | Long | ABS-collateralized bond/debt obligation | US | $47M | 50M | 0.63 |
| FNA 2019-1 LLC SER 2019-1 CL A V/R REGD 144A P/P 3.00000000 (FNH 2019-1 A V/R 12/10/31) | Long | ABS-collateralized bond/debt obligation | US | $8M | 9M | 0.11 |
| FNMA P745925 V/R 09/01/36 7.21100000 | Long | ABS-mortgage backed security | US | $27K | 27K | 0.00 |
| FNMA P887626 V/R 07/01/36 7.71300000 | Long | ABS-mortgage backed security | US | $16K | 15K | 0.00 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A1 REGD 144A P/P 4.92000000 (FORDF 2023-1 A 4.92% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $11M | 11M | 0.15 |
| FORD MOTOR CREDIT CO LLC REGD 2.30000000 (FORD MOTOR CREDI 2.3% 02/10/25) | Long | Debt | US | $981K | 1M | 0.01 |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2 REGD 144A P/P 5.49000000 (FCRT 2024-1 A2 5.49% 11/15/26) | Long | ABS-collateralized bond/debt obligation | US | $15M | 15M | 0.21 |
| FRANKLIN BSP CAPITAL CO REGD 144A P/P 4.85000000 (FRANKLIN BSP CA 4.85% 12/15/24) | Long | Debt | US | $18M | 18M | 0.24 |
| FRANKLIN BSP CAPITAL CO REGD SER WI 3.25000000 (FRANKLIN BSP CA 3.25% 03/30/26) | Long | Debt | US | $25M | 26M | 0.34 |
| FREDDIE MAC NON GOLD POOL P#1N0333 V/R 6.86500000 (FHLMC P#1N0333 V/R 12/01/36) | Long | ABS-mortgage backed security | US | $12K | 12K | 0.00 |
| FREDDIE MAC NON GOLD POOL P#1Q0072 V/R 6.73900000 (FHLMC P#1Q0072 V/R 04/01/36) | Long | ABS-mortgage backed security | US | $12K | 12K | 0.00 |
| FS KKR CAPITAL CORP REGD 144A P/P 4.25000000 (FS KKR CAPITAL 4.25% 02/14/25) | Long | Debt | US | $27M | 27M | 0.36 |
| FS KKR CAPITAL CORP REGD 3.40000000 (FS KKR CAPITAL C 3.4% 01/15/26) | Long | Debt | US | $15M | 16M | 0.21 |
| FS KKR CAPITAL CORP REGD 4.12500000 (FS KKR CAPITAL 4.125% 02/01/25) | Long | Debt | US | $19M | 19M | 0.25 |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-97M | – | -1.30 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-230M | – | -3.09 | |
| GA GLOBAL FUNDING TRUST REGD 144A P/P 2.25000000 (GA GLOBAL FUNDI 2.25% 01/06/27) | Long | Debt | US | $937K | 1M | 0.01 |
| GA GLOBAL FUNDING TRUST REGD 144A P/P 5.50000000 (GA GLOBAL FUNDIN 5.5% 01/08/29) | Long | Debt | US | $18M | 17M | 0.24 |
| GA GLOBAL FUNDING TRUST REGD V/R 144A P/P 5.86700500 (GA GLOBAL FUNDING V/R 09/13/24) | Long | Debt | US | $50M | 50M | 0.67 |
| GENERAL MILLS INC REGD 5.50000000 (GENERAL MILLS IN 5.5% 10/17/28) | Long | Debt | US | $16M | 16M | 0.22 |
| GENERAL MOTORS FINL CO REGD 5.40000000 (GENERAL MOTORS F 5.4% 04/06/26) | Long | Debt | US | $24M | 24M | 0.32 |
| GENPACT LUXEMBOURG SARL REGD 3.37500000 (GENPACT LUXEMB 3.375% 12/01/24) | Long | Debt | LU | $594K | 600K | 0.01 |
| GINNIE MAE II POOL P#80312 V/R 3.62500000 (GNMA #080312 V/R 8/20/29) | Long | ABS-mortgage backed security | US | $3K | 3K | 0.00 |
| GLOBAL SC FINANCE VII SRL SER 2020-1A CL A REGD 144A P/P 2.17000000 (SEACO 2020-1A 2.17% 03/18/30) | Long | ABS-collateralized bond/debt obligation | BB | $15M | 16M | 0.21 |
| GLOBAL SC FINANCE VII SRL SER 2020-2A CL A REGD 144A P/P 2.26000000 (SEACO 2020-2A 2.26% 03/17/30) | Long | ABS-collateralized bond/debt obligation | BB | $16M | 17M | 0.21 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 SER 2023-2 CL A REGD 144A P/P 5.77000000 (GMREV 2023-2 A 5.77% 11/13/28) | Long | ABS-collateralized bond/debt obligation | US | $11M | 11M | 0.15 |
| GOLDMAN SACHS GROUP INC REGD V/R 2.64000000 (GOLDMAN SACHS GRO V/R 02/24/28) | Long | Debt | US | $944K | 1M | 0.01 |
| GOLUB CAPITAL PARTNERS ABS FUNDING 2021-2 LTD SER 2021-2A CL A REGD 144A P/P 2.94360000 (GCPAF 2021-2A 2.943% 10/19/29) | Long | ABS-collateralized bond/debt obligation | US | $45M | 48M | 0.61 |
| GUARDIAN LIFE GLOB FUND REGD 144A P/P 0.87500000 (GUARDIAN LIFE 0.875% 12/10/25) | Long | Debt | US | $948K | 1M | 0.01 |
| HASBRO INC REGD 3.00000000 (HASBRO INC 3% 11/19/24) | Long | Debt | US | $990K | 1M | 0.01 |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.37500000 (HAT HOLDINGS I 3.375% 06/15/26) | Long | Debt | US | $22M | 24M | 0.30 |
| HOME DEPOT INC REGD 5.15000000 (HOME DEPOT INC 5.15% 06/25/26) | Long | Debt | US | $23M | 22M | 0.30 |
| HORMEL FOODS CORP REGD 4.80000000 (HORMEL FOODS COR 4.8% 03/30/27) | Long | Debt | US | $13M | 13M | 0.17 |
| HPEFS EQUIPMENT TRUST 2023-2 SER 2023-2A CL A2 REGD 144A P/P 6.04000000 (HPEFS 2023-2A 6.04% 07/20/25) | Long | ABS-collateralized bond/debt obligation | US | $8M | 8M | 0.11 |
| HPLY TRUST 2019-HIT SER 2019-HIT CL A V/R REGD 144A P/P 6.44648000 (HPLY 2019-HIT A V/R 11/15/21) | Long | ABS-collateralized bond/debt obligation | US | $7M | 7M | 0.09 |
| HSBC HOLDINGS PLC REGD V/R 2.09900000 (HSBC HOLDINGS PLC V/R 06/04/26) | Long | Debt | GB | $32M | 33M | 0.44 |
| HSBC HOLDINGS PLC REGD V/R 5.88700000 (HSBC HOLDINGS PLC V/R 08/14/27) | Long | Debt | GB | $26M | 26M | 0.35 |
| HSBC HOLDINGS PLC REGD V/R 7.33600000 (HSBC HOLDINGS PLC V/R 11/03/26) | Long | Debt | GB | $6M | 6M | 0.08 |
| HTS FUND I LLC SER 2021-1 CL A REGD 144A P/P 1.41100000 (HTS 2021-1 A 1.411% 08/23/23) | Long | ABS-collateralized bond/debt obligation | US | $13M | 16M | 0.18 |
| HUNTINGTON BANCSHARES REGD V/R 4.44300000 (HUNTINGTON BANCSH V/R 08/04/28) | Long | Debt | US | $18M | 18M | 0.24 |
| HUNTINGTON NATIONAL BANK REGD V/R 4.55200000 (HUNTINGTON NATION V/R 05/17/28) | Long | Debt | US | $987K | 1M | 0.01 |
| HUNTINGTON NATIONAL BANK REGD V/R 5.69900000 (HUNTINGTON NATION V/R 11/18/25) | Long | Debt | US | $24M | 24M | 0.32 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.25000000 (HYUNDAI CAPITAL 5.25% 01/08/27) | Long | Debt | US | $12M | 12M | 0.16 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.45000000 (HYUNDAI CAPITAL 5.45% 06/24/26) | Long | Debt | US | $15M | 15M | 0.20 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.50000000 (HYUNDAI CAPITAL 5.5% 03/30/26) | Long | Debt | US | $11M | 11M | 0.15 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.65000000 (HYUNDAI CAPITAL 5.65% 06/26/26) | Long | Debt | US | $14M | 14M | 0.19 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.25000000 (HYUNDAI CAPITAL 6.25% 11/03/25) | Long | Debt | US | $9M | 9M | 0.12 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.30000000 (HYUNDAI CAPITAL 1.3% 01/08/26) | Long | Debt | US | $948K | 1M | 0.01 |
| ILLUMINA INC REGD 5.75000000 (ILLUMINA INC 5.75% 12/13/27) | Long | Debt | US | $1M | 1M | 0.01 |
| JACKSON NATL LIFE GLOBAL REGD 144A P/P 1.75000000 (JACKSON NATL LI 1.75% 01/12/25) | Long | Debt | US | $983K | 1M | 0.01 |
| JOHN DEERE CAPITAL CORP REGD 4.50000000 (JOHN DEERE CAPIT 4.5% 01/16/29) | Long | Debt | US | $1M | 1M | 0.01 |
| JPMORGAN CHASE & CO REGD V/R 2.00500000 (JPMORGAN CHASE & V/R 03/13/26) | Long | Debt | US | $33M | 33M | 0.44 |
| JPMORGAN CHASE & CO REGD V/R 2.08300000 (JPMORGAN CHASE & V/R 04/22/26) | Long | Debt | US | $977K | 1M | 0.01 |
| JPMORGAN CHASE & CO REGD V/R 4.97900000 (JPMORGAN CHASE & V/R 07/22/28) | Long | Debt | US | $13M | 13M | 0.17 |
| KENTUCKY ST PUBLIC ENERGY AUTH REGD V/R B/E 4.77110000 (KENTUCKY ST PUBLI V/R 08/01/52) | Long | Debt | US | $31M | 31M | 0.41 |
| KEURIG DR PEPPER IN REGD SER * 5.10000000 (KEURIG DR PEPPER 5.1% 03/15/27) | Long | Debt | US | $22M | 22M | 0.29 |
| KEY BANK NA REGD SER BKNT 5.85000000 (KEY BANK NA 5.85% 11/15/27) | Long | Debt | US | $20M | 20M | 0.27 |
| KOMATSU FINANCE AMERICA REGD 144A P/P 5.49900000 (KOMATSU FINANC 5.499% 10/06/27) | Long | Debt | US | $1M | 1M | 0.01 |
| KUBOTA CREDIT OWNER TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.19000000 (KCOT 2024-1A A 5.19% 11/15/27) | Long | ABS-collateralized bond/debt obligation | US | $9M | 9M | 0.13 |
| LCM XXIV LTD SER 24A CL AR V/R REGD 144A P/P 6.52362000 (LCM 24A AR V/R 03/20/30) | Long | ABS-collateralized bond/debt obligation | KY | $5M | 5M | 0.06 |
| LIFE 2022-BMR MORTGAGE TRUST SER 2022-BMR2 CL A1 V/R REGD 144A P/P 6.62404000 (LIFE 2022-BMR2 A V/R 05/15/24) | Long | ABS-collateralized bond/debt obligation | US | $23M | 24M | 0.31 |
| LLOYDS BANKING GROUP PLC REGD V/R 3.51100000 (LLOYDS BANKING GR V/R 03/18/26) | Long | Debt | GB | $25M | 25M | 0.33 |
| LLOYDS BANKING GROUP PLC REGD V/R 3.75000000 (LLOYDS BANKING GR V/R 03/18/28) | Long | Debt | GB | $17M | 18M | 0.23 |
| MAIN STREET CAPITAL CORP REGD 3.00000000 (MAIN STREET CAPITA 3% 07/14/26) | Long | Debt | US | $32M | 34M | 0.43 |
| MANUF & TRADERS TRUST CO REGD 4.70000000 (MANUF & TRADERS 4.7% 01/27/28) | Long | Debt | US | $984K | 1M | 0.01 |
| MARINER FINANCE ISSUANCE TRUST 2020-A SER 2020-AA CL A REGD 144A P/P 2.19000000 (MFIT 2020-AA A 2.19% 08/21/34) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.03 |
| MARINER FINANCE ISSUANCE TRUST 2023-A SER 2023-AA CL A REGD 144A P/P 6.70000000 (MFIT 2023-AA A 6.7% 09/21/26) | Long | ABS-collateralized bond/debt obligation | US | $15M | 15M | 0.20 |
| MARS INC REGD 144A P/P 4.55000000 (MARS INC 4.55% 04/20/28) | Long | Debt | US | $1M | 1M | 0.01 |
| MASSMUTUAL GLOBAL FUNDIN REGD 144A P/P 1.55000000 (MASSMUTUAL GLOB 1.55% 10/09/30) | Long | Debt | US | $1M | 1M | 0.01 |
| MCKESSON CORP REGD 5.25000000 (MCKESSON CORP 5.25% 02/15/26) | Long | Debt | US | $13M | 13M | 0.17 |
| MEDTRONIC GLOBAL HLDINGS REGD 4.25000000 (MEDTRONIC GLOBA 4.25% 03/30/28) | Long | Debt | LU | $22M | 22M | 0.30 |
| MERCEDES-BENZ FIN NA REGD 144A P/P 4.80000000 (MERCEDES-BENZ FI 4.8% 03/30/26) | Long | Debt | US | $25M | 25M | 0.34 |
| MERCEDES-BENZ FIN NA REGD 144A P/P 4.87500000 (MERCEDES-BENZ 4.875% 07/31/26) | Long | Debt | US | $31M | 31M | 0.42 |
| MET LIFE GLOB FUNDING I REGD 144A P/P 4.40000000 (MET LIFE GLOB FU 4.4% 06/30/27) | Long | Debt | US | $995K | 1M | 0.01 |
| MET TOWER GLOBAL FUNDING REGD 144A P/P MTN 1.25000000 (MET TOWER GLOBA 1.25% 09/14/26) | Long | Debt | US | $42M | 45M | 0.56 |
| MET TOWER GLOBAL FUNDING REGD 144A P/P MTN 5.25000000 (MET TOWER GLOBA 5.25% 04/12/29) | Long | Debt | US | $24M | 23M | 0.32 |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL A V/R REGD 144A P/P 6.24444200 (MHC 2021-MHC A V/R 04/15/26) | Long | ABS-collateralized bond/debt obligation | US | $28M | 28M | 0.38 |
| MITSUBISHI UFJ FIN GRP REGD 1.41200000 (MITSUBISHI UFJ 1.412% 07/17/25) | Long | Debt | JP | $38M | 40M | 0.51 |
| MONROE CAPITAL INCOME PLUS ABS FUNDING LLC SER 2022-1A CL A REGD 144A P/P 4.05000000 (MCIP 2022-1A A 4.05% 04/30/32) | Long | ABS-collateralized bond/debt obligation | US | $39M | 42M | 0.53 |
| MONROE CAPITAL MML CLO X LTD SER 2020-1A CL A1R V/R REGD 144A P/P 7.19574000 (MCMML 2020-1A A1 V/R 05/20/34) | Long | ABS-collateralized bond/debt obligation | US | $12M | 12M | 0.17 |
| MORGAN STANLEY REGD V/R MTN 3.59100000 (MORGAN STANLEY V/R 07/22/28) | Long | Debt | US | $962K | 1M | 0.01 |
| MORGAN STANLEY REGD V/R SER VAR 6.13800000 (MORGAN STANLEY V/R 10/16/26) | Long | Debt | US | $43M | 43M | 0.58 |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 6.72690000 (MTN 2022-LPFL A V/R 03/15/27) | Long | ABS-collateralized bond/debt obligation | US | $16M | 16M | 0.21 |
| NATIONAL RURAL UTIL COOP REGD 2.40000000 (NATIONAL RURAL U 2.4% 03/15/30) | Long | Debt | US | $886K | 1M | 0.01 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST SER 2024-1 CL A REGD 144A P/P 5.59000000 (NAVMT 2024-1 A 5.59% 04/25/26) | Long | ABS-collateralized bond/debt obligation | US | $10M | 10M | 0.14 |
| NESTLE CAPITAL CORP REGD 144A P/P 4.65000000 (NESTLE CAPITAL 4.65% 03/12/29) | Long | Debt | US | $21M | 21M | 0.29 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-34A CL A1R V/R REGD 144A P/P 6.52201000 (NEUB 2019-34A A1 V/R 01/20/35) | Long | ABS-collateralized bond/debt obligation | KY | $48M | 48M | 0.64 |
| NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 1.45000000 (NEW YORK LIFE G 1.45% 01/14/25) | Long | Debt | US | $72M | 73M | 0.97 |
| NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 4.85000000 (NEW YORK LIFE G 4.85% 01/09/28) | Long | Debt | US | $1M | 1M | 0.01 |
| NEXTERA ENERGY CAPITAL REGD 4.45000000 (NEXTERA ENERGY 4.45% 06/20/25) | Long | Debt | US | $993K | 1M | 0.01 |
| NEXTERA ENERGY CAPITAL REGD 5.74900000 (NEXTERA ENERGY 5.749% 09/01/25) | Long | Debt | US | $32M | 32M | 0.43 |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2022-1A CL A2 REGD 144A P/P 2.80000000 (NFMOT 2022-1A A 2.8% 03/15/25) | Long | ABS-collateralized bond/debt obligation | US | $17M | 18M | 0.23 |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2024-1A CL A2 REGD 144A P/P 5.12000000 (NFMOT 2024-1A 5.12% 03/15/27) | Long | ABS-collateralized bond/debt obligation | US | $25M | 25M | 0.33 |
| NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST SER 2023-B CL A3 REGD 5.93000000 (NAROT 2023-B A 5.93% 11/16/26) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.08 |
| NMEF FUNDING 2022-A LLC SER 2022-A CL A2 REGD 144A P/P 2.58000000 (NMEF 2022-A A2 2.58% 02/15/25) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.04 |
| NMEF FUNDING 2023-A LLC SER 2023-A CL A2 REGD 144A P/P 6.57000000 (NMEF 2023-A A2 6.57% 06/17/30) | Long | ABS-collateralized bond/debt obligation | US | $12M | 12M | 0.17 |
| NORTHWESTERN MUTUAL GLBL REGD 144A P/P MTN 4.71000000 (NORTHWESTERN MU 4.71% 01/10/29) | Long | Debt | US | $16M | 16M | 0.21 |
| NORTHWOODS CAPITAL XVIII LTD SER 2019-18A CL AR V/R REGD 144A P/P 6.68735000 (WOODS 2019-18A A V/R 05/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $30M | 30M | 0.40 |
| NRG ENERGY INC REGD 144A P/P 2.00000000 (NRG ENERGY INC 2% 12/02/25) | Long | Debt | US | $956K | 1M | 0.01 |
| OCTAGON INVESTMENT PARTNERS 20-R LTD SER 2019-4A CL A1R V/R REGD 144A P/P 6.73514000 (OCT20 2019-4A A1 V/R 05/12/31) | Long | ABS-collateralized bond/debt obligation | KY | $33M | 33M | 0.44 |
| ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2023-1A CL A REGD 144A P/P 7.00000000 (ONDK 2023-1A A 7% 08/17/26) | Long | ABS-collateralized bond/debt obligation | US | $15M | 14M | 0.20 |
| ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2024-1A CL A REGD 144A P/P 6.27000000 (ONDK 2024-1A A 6.27% 06/17/27) | Long | ABS-collateralized bond/debt obligation | US | $20M | 20M | 0.27 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3 SER 2022-3A CL A REGD 144A P/P 5.94000000 (OMFIT 2022-3A 5.94% 04/14/26) | Long | ABS-collateralized bond/debt obligation | US | $15M | 15M | 0.20 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 SER 2022-S1 CL A REGD 144A P/P 4.13000000 (OMFIT 2022-S1 4.13% 08/14/26) | Long | ABS-collateralized bond/debt obligation | US | $13M | 13M | 0.18 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000 (OMFIT 2023-2A 5.84% 11/14/27) | Long | ABS-collateralized bond/debt obligation | US | $17M | 16M | 0.22 |
| OPORTUN ISSUANCE TRUST 2021-C SER 2021-C CL A REGD 144A P/P 2.18000000 (OPTN 2021-C A 2.18% 10/08/31) | Long | ABS-collateralized bond/debt obligation | US | $54M | 56M | 0.72 |
| OPORTUN ISSUANCE TRUST 2022-3 SER 2022-A CL A REGD 144A P/P 5.05000000 (OPTN 2022-A A 5.05% 06/09/31) | Long | ABS-collateralized bond/debt obligation | US | $23M | 23M | 0.30 |
| OXFORD FINANCE FUNDING 2022-1 LLC SER 2022-1A CL A2 REGD 144A P/P 3.60200000 (OXFIN 2022-1A 3.602% 03/15/25) | Long | ABS-collateralized bond/debt obligation | US | $23M | 24M | 0.31 |
| PACIFIC GAS & ELECTRIC REGD 3.15000000 (PACIFIC GAS & E 3.15% 01/01/26) | Long | Debt | US | $972K | 1M | 0.01 |
| PACIFIC LIFE GF II REGD 144A P/P 1.20000000 (PACIFIC LIFE GF 1.2% 06/24/25) | Long | Debt | US | $19M | 19M | 0.25 |
| PACIFIC LIFE GF II REGD 144A P/P 4.90000000 (PACIFIC LIFE GF 4.9% 04/04/28) | Long | Debt | US | $38M | 37M | 0.50 |
| PACIFICORP REGD 5.45000000 (PACIFICORP 5.45% 02/15/34) | Long | Debt | US | $1M | 1M | 0.01 |
| PALMER SQUARE LOAN FUNDING 2022-1 LTD SER 2022-1A CL A1 V/R REGD 144A P/P 6.35137000 (PSTAT 2022-1A A1 V/R 04/15/30) | Long | ABS-collateralized bond/debt obligation | KY | $20M | 20M | 0.27 |
| PARLIAMENT CLO II LTD SER 2021-2A CL A V/R REGD 144A P/P 6.93735000 (PARLI 2021-2A A V/R 08/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $11M | 11M | 0.15 |
| PENNANTPARK INVESTMENT C REGD 4.00000000 (PENNANTPARK INVEST 4% 11/01/26) | Long | Debt | US | $16M | 17M | 0.22 |
| PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.00000000 (PENSKE TRUCK LEASI 4% 07/15/25) | Long | Debt | US | $987K | 1M | 0.01 |
| PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.55000000 (PENSKE TRUCK LE 5.55% 05/01/28) | Long | Debt | US | $32M | 31M | 0.43 |
| PFS FINANCING CORP SER 2022-A CL A REGD 144A P/P 2.47000000 (PFSFC 2022-A A 2.47% 02/15/25) | Long | ABS-collateralized bond/debt obligation | US | $47M | 48M | 0.63 |
| PFS FINANCING CORP SER 2022-C CL A REGD 144A P/P 3.89000000 (PFSFC 2022-C A 3.89% 05/15/25) | Long | ABS-collateralized bond/debt obligation | US | $20M | 20M | 0.27 |
| PFS FINANCING CORP SER 2023-A CL A REGD 144A P/P 5.80000000 (PFSFC 2023-A A 5.8% 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $10M | 10M | 0.13 |
| PHILIP MORRIS INTL INC REGD 5.12500000 (PHILIP MORRIS 5.125% 02/13/31) | Long | Debt | US | $1M | 1M | 0.01 |
| PNC BANK NA REGD SER BKNT 4.05000000 (PNC BANK NA 4.05% 07/26/28) | Long | Debt | US | $971K | 1M | 0.01 |
| PNC FINANCIAL SERVICES REGD V/R 5.81200000 (PNC FINANCIAL SER V/R 06/12/26) | Long | Debt | US | $15M | 15M | 0.20 |
| PNC FINANCIAL SERVICES REGD V/R 6.61500000 (PNC FINANCIAL SER V/R 10/20/27) | Long | Debt | US | $26M | 25M | 0.35 |
| PRA HEALTH SCIENCES INC REGD 144A P/P 2.87500000 (PRA HEALTH SCI 2.875% 07/15/26) | Long | Debt | US | $21M | 22M | 0.28 |
| PRECISION CASTPARTS CORP REGD 3.25000000 (PRECISION CASTP 3.25% 06/15/25) | Long | Debt | US | $985K | 1M | 0.01 |
| PRICOA GLOBAL FUNDING 1 REGD 144A P/P MTN 1.15000000 (PRICOA GLOBAL F 1.15% 12/06/24) | Long | Debt | US | $37M | 37M | 0.49 |
| PRINCIPAL LFE GLB FND II REGD 144A P/P 1.37500000 (PRINCIPAL LFE 1.375% 01/10/25) | Long | Debt | US | $46M | 47M | 0.62 |
| PRINCIPAL LFE GLB FND II REGD 144A P/P 5.00000000 (PRINCIPAL LFE GLB 5% 01/16/27) | Long | Debt | US | $13M | 13M | 0.17 |
| PRINCIPAL LFE GLB FND II REGD 144A P/P MTN 5.50000000 (PRINCIPAL LFE GL 5.5% 06/28/28) | Long | Debt | US | $1M | 1M | 0.01 |
| PROTECTIVE LIFE GLOBAL REGD 144A P/P 1.64600000 (PROTECTIVE LIF 1.646% 01/13/25) | Long | Debt | US | $42M | 42M | 0.56 |
| PROTECTIVE LIFE GLOBAL REGD 144A P/P 5.20900000 (PROTECTIVE LIF 5.209% 04/14/26) | Long | Debt | US | $1M | 1M | 0.01 |
| PROV ST JOSEPH HLTH OBL REGD SER 19A 2.53200000 (PROV ST JOSEPH 2.532% 10/01/29) | Long | Debt | US | $12M | 14M | 0.17 |
| PUBLIC SERVICE ENTERPRIS REGD 5.87500000 (PUBLIC SERVICE 5.875% 10/15/28) | Long | Debt | US | $19M | 19M | 0.26 |
| PURCHASING POWER FUNDING 2024-A LLC SER 2024-A CL A REGD 144A P/P 5.89000000 (PPWR 2024-A A 5.89% 08/15/28) | Long | ABS-collateralized bond/debt obligation | US | $31M | 31M | 0.42 |
| READY CAPITAL MORTGAGE FINANCING 20 SER 2022-FL8 CL A V/R REGD 144A P/P 6.99814000 (RCMT 2022-FL8 A V/R 12/25/26) | Long | ABS-collateralized bond/debt obligation | US | $18M | 18M | 0.24 |
| REALTY INCOME CORP REGD 5.05000000 (REALTY INCOME C 5.05% 01/13/26) | Long | Debt | US | $14M | 14M | 0.19 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2020-1 SER 2020-1 CL A REGD 144A P/P 2.34000000 (RMIT 2020-1 A 2.34% 10/15/30) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.06 |
| REGIONS FINANCIAL CORP REGD 2.25000000 (REGIONS FINANCI 2.25% 05/18/25) | Long | Debt | US | $974K | 1M | 0.01 |
| REPUBLIC FINANCE ISSUANCE TRUST 2020-A SER 2020-A CL A REGD 144A P/P 2.47000000 (REPS 2020-A A 2.47% 11/20/30) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.03 |
| REPUBLIC FINANCE ISSUANCE TRUST 2021-A SER 2021-A CL A REGD 144A P/P 2.30000000 (REPS 2021-A A 2.3% 10/20/25) | Long | ABS-collateralized bond/debt obligation | US | $54M | 56M | 0.73 |
| RESIMAC PREMIER SERIES 2020-1 SER 2020-1A CL A1A V/R REGD 144A P/P 6.49659000 (RESI 2020-1A A1A V/R 02/07/52) | Long | ABS-collateralized bond/debt obligation | AU | $653K | 653K | 0.01 |
| RESIMAC PREMIER SERIES 2021-1 SER 2021-1A CL A1 V/R REGD 144A P/P 6.14079000 (RESI 2021-1A A1 V/R 07/10/52) | Long | ABS-collateralized bond/debt obligation | AU | $3M | 3M | 0.04 |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL A2A REGD 144A P/P 5.00000000 (VDCR 2023-1A A2A 5% 09/15/28) | Long | ABS-collateralized bond/debt obligation | US | $23M | 23M | 0.31 |
| REXFORD INDUSTRIAL REALT REGD 5.00000000 (REXFORD INDUSTRIAL 5% 06/15/28) | Long | Debt | US | $30M | 30M | 0.40 |
| RGA GLOBAL FUNDING REGD 144A P/P 2.70000000 (RGA GLOBAL FUNDI 2.7% 01/18/29) | Long | Debt | US | $1M | 1M | 0.01 |
| RGA GLOBAL FUNDING REGD 144A P/P 5.44800000 (RGA GLOBAL FUN 5.448% 05/24/29) | Long | Debt | US | $18M | 18M | 0.24 |
| RGA GLOBAL FUNDING REGD 144A P/P 6.00000000 (RGA GLOBAL FUNDING 6% 11/21/28) | Long | Debt | US | $17M | 16M | 0.23 |
| RMF BUYOUT ISSUANCE TRUST 2021-HB1 SER 2021-HB1 CL A V/R REGD 144A P/P 1.25860000 (RBIT 2021-HB1 A V/R 11/25/31) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.05 |
| RMF PROPRIETARY ISSUANCE TRUST 2019-1 SER 2019-1 CL A V/R REGD 144A P/P 2.75000000 (RPIT 2019-1 A V/R 10/25/24) | Long | ABS-collateralized bond/debt obligation | US | $5M | 6M | 0.07 |
| ROCHE HOLDINGS INC REGD 144A P/P 4.79000000 (ROCHE HOLDINGS 4.79% 03/08/29) | Long | Debt | US | $22M | 22M | 0.30 |
| ROCHE HOLDINGS INC REGD 144A P/P 5.26500000 (ROCHE HOLDINGS 5.265% 11/13/26) | Long | Debt | US | $33M | 32M | 0.44 |
| ROCHE HOLDINGS INC REGD 144A P/P 5.33800000 (ROCHE HOLDINGS 5.338% 11/13/28) | Long | Debt | US | $1M | 1M | 0.01 |
| ROYAL BANK OF CANADA REGD MTN SER GMTN 4.24000000 (ROYAL BANK OF C 4.24% 08/03/27) | Long | Debt | CA | $25M | 25M | 0.33 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL A2 REGD 5.87000000 (SDART 2023-2 A 5.87% 08/15/24) | Long | ABS-collateralized bond/debt obligation | US | $186K | 186K | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 SER 2023-5 CL A2 REGD 6.31000000 (SDART 2023-5 A 6.31% 06/15/25) | Long | ABS-collateralized bond/debt obligation | US | $9M | 9M | 0.11 |
| SANTANDER HOLDINGS USA REGD V/R 2.49000000 (SANTANDER HOLDING V/R 01/06/28) | Long | Debt | US | $932K | 1M | 0.01 |
| SANTANDER HOLDINGS USA REGD V/R 5.80700000 (SANTANDER HOLDING V/R 09/09/26) | Long | Debt | US | $14M | 13M | 0.18 |
| SANTANDER REVOLVING AUTO LOAN TRUST 2019-A SER 2019-A CL A REGD 144A P/P 2.51000000 (SREV 2019-A A 2.51% 11/25/24) | Long | ABS-collateralized bond/debt obligation | US | $34M | 34M | 0.46 |
| SCENTRE GROUP TRUST 1/2 REGD 144A P/P 3.62500000 (SCENTRE GROUP 3.625% 01/28/26) | Long | Debt | AU | $19M | 19M | 0.25 |
| SHENTON AIRCRAFT INVESTMENT I LTD SER 2015-1A CL A REGD 144A P/P 4.75000000 (SHNTN 2015-1A 4.75% 11/15/27) | Long | ABS-collateralized bond/debt obligation | KY | $7M | 7M | 0.09 |
| SIRIUSPOINT LTD REGD 7.00000000 (SIRIUSPOINT LTD 7% 04/05/29) | Long | Debt | BM | $29M | 28M | 0.39 |
| SKANDINAVISKA ENSKILDA REGD 144A P/P 0.65000000 (SKANDINAVISKA E 0.65% 09/09/24) | Long | Debt | SE | $26M | 26M | 0.35 |
| SKANDINAVISKA ENSKILDA REGD 144A P/P 5.37500000 (SKANDINAVISKA 5.375% 03/05/29) | Long | Debt | SE | $12M | 12M | 0.16 |
| SOTHEBY'S ARTFI MASTER TRUST SER 2024-1A CL A1 REGD 144A P/P 6.43000000 (ARTFI 2024-1A 6.43% 12/22/31) | Long | ABS-collateralized bond/debt obligation | US | $24M | 24M | 0.33 |
| SOUTHERN CALIF GAS CO REGD SER XX 2.55000000 (SOUTHERN CALIF 2.55% 02/01/30) | Long | Debt | US | $897K | 1M | 0.01 |
| SOUTHWICK PARK CLO LLC SER 2019-4A CL A1R V/R REGD 144A P/P 6.60362000 (STHWK 2019-4A A1 V/R 07/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $23M | 23M | 0.31 |
| SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL A V/R REGD 144A P/P 6.87880000 (SPGN 2022-TFLM A V/R 02/25/27) | Long | ABS-collateralized bond/debt obligation | US | $46M | 46M | 0.61 |
| STACK INFRASTRUCTURE ISSUER LLC SER 2020-1A CL A2 REGD 144A P/P 1.89300000 (SIDC 2020-1A 1.893% 08/25/25) | Long | ABS-collateralized bond/debt obligation | US | $18M | 19M | 0.25 |
| STATE STREET CORP REGD V/R 5.75100000 (STATE STREET CORP V/R 11/04/26) | Long | Debt | US | $10M | 10M | 0.14 |
| STRAT CREDIT OPP PARTNRS REGD P/P 4.25000000 (STRAT CREDIT OP 4.25% 04/01/26) | Long | Debt | US | $24M | 25M | 0.32 |
| SUTTER HEALTH REGD SER 20A 1.32100000 (SUTTER HEALTH 1.321% 08/15/25) | Long | Debt | US | $58M | 61M | 0.78 |
| SYMPHONY CLO XXI LTD SER 2019-21A CL AR V/R REGD 144A P/P 6.62298000 (SYMP 2019-21A AR V/R 07/15/32) | Long | ABS-collateralized bond/debt obligation | KY | $51M | 51M | 0.68 |
| SYNCHRONY BANK REGD SER BKNT 5.40000000 (SYNCHRONY BANK 5.4% 08/22/25) | Long | Debt | US | $997K | 1M | 0.01 |
| SYNCHRONY CARD FUNDING LLC SER 2022-A1 CL A REGD 3.37000000 (SYNIT 2022-A1 3.37% 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $13M | 13M | 0.17 |
| SYSCO CORPORATION REGD 5.75000000 (SYSCO CORPORATI 5.75% 01/17/29) | Long | Debt | US | $12M | 11M | 0.16 |
| T-MOBILE US TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.05000000 (TMUST 2024-1A 5.05% 02/22/27) | Long | ABS-collateralized bond/debt obligation | US | $12M | 12M | 0.17 |
| T/L ALLEN MEDIA LLC AKA ENTERT REGD 0.00000000 (T/L ALLEN MEDIA 0% 02/10/2027) | Long | Loan | US | $14M | 21M | 0.19 |
| T/L ALLSPRING BUYER LLC ZCP REGD 0.00000000 (T/L ALLSPRING 0% 11/01/28) | Long | Loan | US | $7M | 7M | 0.09 |
| T/L ALLSPRING BUYER LLC REGD__ ZCP TERM LOAN 0.00000000 (T/L ALLSPRING BUY ZCP 11/01/28) | Long | Loan | US | $20M | 20M | 0.27 |
| T/L AMERICAN AIRLINES INC REGD 0.00000000 (T/L AMERICAN AIRLI 0% 4/20/28) | Long | Loan | US | $28M | 27M | 0.38 |
| T/L ASPLUNDH TREE EXPERT LLC REGD 0.00000000 (T/L ASPLUNDH TREE 0% 09/07/27) | Long | Loan | US | $46M | 45M | 0.61 |
| T/L AVANTOR FUNDING INC. 0% 0.00000000 (T/L AVANTOR FUNDIN 0% 11/08/27) | Long | Loan | US | $4M | 4M | 0.06 |
| T/L AVOLON TLB BORROWER 1 (US) LLC REGD 0.00000000 (T/L AVOLON TLB 0% 06/22/28) | Long | Loan | US | $35M | 35M | 0.47 |
| T/L AXALTA COATING SYSTEMS DUTCH HOLDING B B V REGD 0.00000000 (T/L AXALTA COAT 0% 12/20/29) | Long | Loan | US | $12M | 12M | 0.17 |
| T/L BCP RENAISSANCE PARENT REGD ZCP TERM LOAN 0.00000000 (T/L BCP RENAISSAN ZCP 10/31/28) | Long | Loan | US | $10M | 10M | 0.14 |
| T/L BUCKEYE PARTNERS L.P. REGD 0.00000000 (T/L BUCKEYE PART 0% 11/01/26) | Long | Loan | US | $17M | 17M | 0.23 |
| T/L CHARTER COMMUNICATIONS OPERATING LLC REGD 0.00000000 (T/L CHARTER COMMUN 0% 12/02/30) | Long | Loan | US | $43M | 44M | 0.58 |
| T/L CLEAN HARBORN INC REGD 0.00000000 (T/L CLEAN HARBORN 0% 10/08/28) | Long | Loan | US | $41M | 41M | 0.55 |
| T/L DELOS AIRCRAFT DESIGNATED ACTIVITY COMPANY REGD 0.00000000 (T/L DELOS AIRCRAFT 0% 10/14/27) | Long | Loan | IE | $15M | 15M | 0.20 |
| T/L DELTA AIR LINES INC REGD 0.00000000 (T/L DELTA AIR 0% 10/20/2027) | Long | Loan | US | $18M | 18M | 0.25 |
| T/L ELANCO ANIMAL HEALTH INCORPORATED REGD 0.00000000 (T/L ELANCO ANIMAL 0% 8/1/27) | Long | Loan | US | $34M | 34M | 0.46 |
| T/L ICON PUBLIC LIMITED CMMPANY REGD ZCP TERM LOAN 0.00000000 (T/L ICON PUBLI 0% 07/03/28) | Long | Loan | IE | $852K | 847K | 0.01 |
| T/L ICON PUBLIC LIMITED COMPANY REGD 0.00000000 (T/L ICON PUBLIC 0% 07/03/28) | Long | Loan | IE | $3M | 3M | 0.05 |
| T/L IQVIA INC REGD TERM LOAN 0.00000000 (T/L IQVIA INC 0% 06/16/27) | Long | Loan | US | $15M | 15M | 0.20 |
| T/L IRIDIUM COMMUNICATIONS INC REGD 0.00000000 (T/L IRIDIUM COMMU 0% 09/20/30) | Long | Loan | US | $31M | 31M | 0.41 |
| T/L JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY REGD /TERM LOAN 0.00000000 (T/L JAZZ PHARM 0% 05/05/28) | Long | Loan | IE | $32M | 32M | 0.43 |
| T/L LUMEN TECHNOLOGIES INC REGD 0.00000000 (T/L LUMEN TECHNO 0% 06/01/28) | Long | Loan | US | $13M | 15M | 0.17 |
| T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 (T/L LUMEN TECHNOL ZCP 04/16/29) | Long | Loan | US | $7M | 9M | 0.09 |
| T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 (T/L LUMEN TECHNOL ZCP 04/15/30) | Long | Loan | US | $7M | 10M | 0.09 |
| T/L MPH ACQUISITION HOLDINGS LLC REGD 0.00000000 (T/L MPH ACQUISITI 0% 09/1/28) | Long | Loan | US | $30M | 36M | 0.40 |
| T/L NRG ENERGY INC. 0% 0.00000000 (T/L NRG ENERGY INC 0% 03/26/31) | Long | Loan | US | $11M | 11M | 0.14 |
| T/L NVA HOLDINGS PARENT LLC REGD 0.00000000 (T/L NVA HOLDINGS 0% 12/15/25) | Long | Loan | US | $49M | 50M | 0.66 |
| T/L RELAM AMSTERDAM HOLDINGS B.V REGD 0.00000000 (T/L RELAM AM 0% 07/10/28) | Long | Loan | NL | $45M | 45M | 0.60 |
| T/L SETANTA AIRCRAFT LEASING DESIGNATED ACTVITY COMPANY REGD 0.00000000 (T/L SETANTA AIR 0% 11/05/28) | Long | Loan | US | $8M | 8M | 0.10 |
| T/L TPF II POWER LLC TL B 0.00000000 (T/L TPF II POWER 0% 10/02/2025) | Long | Loan | US | $21M | 21M | 0.29 |
| T/L UGI CORPORATION REGD 0.00000000 (T/L UGI CORPORA 0% 05/05/25) | Long | Loan | US | $15M | 15M | 0.21 |
| T/L UGI ENERGY SERVICES LLC REGD 0.00000000 (T/L UGI ENERGY 0% 02/22/30) | Long | Loan | US | $17M | 17M | 0.23 |
| T/L VISTRA OPERATIONS CO LLC ZCP TERM LOAN 0.00000000 (T/L VISTRA OPERAT ZCP 12/31/25) | Long | Loan | US | $30M | 30M | 0.41 |
| T/L WHIRLPOOL CORPORATION REGD 0.00000000 (T/L WHIRLPOOL COR 0% 09/23/25) | Long | Loan | US | $66M | 66M | 0.88 |
| T/L WYNN RESORTS LIMITED REGD 0.00000000 (T/L WYNN RESORTS 0% 09/20/24) | Long | Loan | US | $55M | 55M | 0.74 |
| TAPESTRY INC REGD 7.00000000 (TAPESTRY INC 7% 11/27/26) | Long | Debt | US | $1M | 1M | 0.01 |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUS SER 2022-DPM CL A V/R REGD 144A P/P 7.51480000 (TCO 2022-DPM A V/R 05/15/24) | Long | ABS-collateralized bond/debt obligation | US | $24M | 24M | 0.33 |
| TIERPOINT ISSUER LLC SER 2023-1A CL A2 REGD 144A 6.00000000 (TPDC 2023-1A A2 6% 06/25/26) | Long | ABS-collateralized bond/debt obligation | US | $13M | 13M | 0.18 |
| TRUIST FINANCIAL CORP REGD V/R MTN 4.87300000 (TRUIST FINANCIAL V/R 01/26/29) | Long | Debt | US | $996K | 1M | 0.01 |
| TRUIST FINANCIAL CORP REGD V/R MTN 5.90000000 (TRUIST FINANCIAL V/R 10/28/26) | Long | Debt | US | $15M | 14M | 0.20 |
| UBS GROUP AG REGD V/R P/P 5.71100000 (UBS GROUP AG V/R 01/12/27) | Long | Debt | CH | $54M | 54M | 0.72 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/20/24) | Long | Short-term investment vehicle | US | $264M | – | 3.55 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/13/24) | Long | Short-term investment vehicle | US | $150M | – | 2.01 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 11/07/24) | Long | Short-term investment vehicle | US | $148M | – | 1.99 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/08/24) | Long | Short-term investment vehicle | US | $127M | – | 1.70 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 09/10/24) | Long | Short-term investment vehicle | US | $116M | – | 1.56 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 10/10/24) | Long | Short-term investment vehicle | US | $103M | – | 1.39 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 09/05/24) | Long | Short-term investment vehicle | US | $99M | – | 1.34 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 09/24/24) | Long | Short-term investment vehicle | US | $74M | – | 1.00 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/06/24) | Long | Short-term investment vehicle | US | $66M | – | 0.89 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/15/24) | Long | Short-term investment vehicle | US | $38M | – | 0.51 |
| UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 01/31/28) | Long | Debt | US | $5M | 5M | 0.07 |
| UNITED STATES TREASURY NOTE 4.62500000 (WI TREASURY SE 4.625% 04/30/29) | Long | Debt | US | $8M | 8M | 0.11 |
| UNIVERSAL INSURANCE HLDS REGD SER WI 5.62500000 (UNIVERSAL INSU 5.625% 11/30/26) | Long | Debt | US | $4M | 4M | 0.05 |
| US BANCORP REGD V/R /PERP/ 3.70000000 (US BANCORP V/R /PERP/) | Long | Debt | US | $39M | 43M | 0.52 |
| US BANCORP REGD V/R 5.72700000 (US BANCORP V/R 10/21/26) | Long | Debt | US | $23M | 23M | 0.31 |
| US BANCORP REGD V/R 5.77500000 (US BANCORP V/R 06/12/29) | Long | Debt | US | $1M | 1M | 0.01 |
| VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 6.31600000 (VDC 2023-1A A 6.316% 03/15/28) | Long | ABS-collateralized bond/debt obligation | US | $13M | 13M | 0.18 |
| VF CORP REGD 2.40000000 (VF CORP 2.4% 04/23/25) | Long | Debt | US | $977K | 1M | 0.01 |
| VFI ABS 2022-1 LLC SER 2022-1A CL A REGD 144A P/P 2.23000000 (VFI 2022-1A A 2.23% 09/24/24) | Long | ABS-collateralized bond/debt obligation | US | $150K | 151K | 0.00 |
| VFI ABS 2023-1 LLC SER 2023-1A CL A REGD 144A P/P 7.27000000 (VFI 2023-1A A 7.27% 04/24/26) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.07 |
| VICI PROPERTIES / NOTE REGD 144A P/P 3.50000000 (VICI PROPERTIES 3.5% 02/15/25) | Long | Debt | US | $986K | 1M | 0.01 |
| VISTRA OPERATIONS CO LLC REGD 144A P/P 5.12500000 (VISTRA OPERATI 5.125% 05/13/25) | Long | Debt | US | $26M | 26M | 0.34 |
| VITALITY RE XIII LTD REGD V/R 144A P/P SER A 7.28217500 (VITALITY RE XIII V/R 01/06/26) | Long | Debt | KY | $12M | 12M | 0.16 |
| WELLS FARGO & COMPANY REGD V/R 2.18800000 (WELLS FARGO & COM V/R 04/30/26) | Long | Debt | US | $19M | 19M | 0.25 |
| WELLS FARGO & COMPANY REGD V/R MTN 4.47800000 (WELLS FARGO & COM V/R 04/04/31) | Long | Debt | US | $977K | 1M | 0.01 |
| WELLS FARGO & COMPANY REGD V/R MTN 4.54000000 (WELLS FARGO & COM V/R 08/15/26) | Long | Debt | US | $8M | 8M | 0.11 |
| WESTERN UNION CO/THE REGD 2.85000000 (WESTERN UNION C 2.85% 01/10/25) | Long | Debt | US | $988K | 1M | 0.01 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.64000000 (WLAKE 2023-4A 6.64% 07/15/26) | Long | ABS-collateralized bond/debt obligation | US | $7M | 7M | 0.10 |
| WESTPAC BANKING CORP REGD 5.45700000 (WESTPAC BANKIN 5.457% 11/18/27) | Long | Debt | AU | $27M | 27M | 0.37 |
| WESTPAC NEW ZEALAND LTD REGD 144A P/P 4.90200000 (WESTPAC NEW ZE 4.902% 02/15/28) | Long | Debt | NZ | $31M | 31M | 0.42 |
| WHEELS FLEET LEASE FUNDING 1 LLC SER 2022-1A CL A REGD 144A P/P 2.47000000 (WFLF 2022-1A A 2.47% 10/18/36) | Long | ABS-collateralized bond/debt obligation | US | $8M | 8M | 0.10 |
| WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-1A CL A REGD 144A P/P 5.80000000 (WFLF 2023-1A A 5.8% 04/18/38) | Long | ABS-collateralized bond/debt obligation | US | $17M | 17M | 0.22 |
| WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-2A CL A REGD 144A P/P 6.46000000 (WFLF 2023-2A A 6.46% 08/19/24) | Long | ABS-collateralized bond/debt obligation | US | $12M | 12M | 0.16 |
| WI TREAS. NT/BD REGD 4.25000000 (WI TREASURY SEC 4.25% 01/31/26) | Long | Debt | US | $8M | 8M | 0.11 |
| WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK SER 2022-WMRK CL A V/R REGD 144A P/P 8.11780000 (WMRK 2022-WMRK A V/R 11/15/27) | Long | ABS-collateralized bond/debt obligation | US | $20M | 20M | 0.27 |
| WOODSIDE FINANCE LTD REGD 144A P/P 3.70000000 (WOODSIDE FINANCE 3.7% 09/15/26) | Long | Debt | AU | $10M | 10M | 0.13 |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST SER 2023-A CL A REGD 5.02000000 (WFNMT 2023-A A 5.02% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $11M | 11M | 0.15 |
Address
BBH Trust
140 Broadway
NEW YORK
New York
10005-1108
United States of America
Websites
Directors
John M. Tesoro
Andrew S. Frazier
H. Whitney Wagner
Joan A. Binstock
Susan C. Livingston
John A. Gehret
Karen A. Kochevar
Mark M. Collins
Transfer Agents
ALPS FUND SERVICES, INC.
Pricing Services
Refinitiv US LLC
Custodians
EUROCLEAR BANK SA NV
BROWN BROTHERS HARRIMAN AND CO
Shareholder Servicing Agents
BROWN BROTHERS HARRIMAN & CO.
Admins
Brown Brothers Harriman & Co.
Brokers
J.P. MORGAN SECURITIES LLC
BARCLAYS CAPITAL INC.
Virtu Americas LLC
Goldman Sachs & Co, LLC
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
SANFORD C. BERNSTEIN & CO., LLC