BBH Trust
BBH Income Fund
$698.03M
Avg Monthly Net Assets
$1.16B
Total Assets
$45.29M
Total Liabilities
$1.11B
Net Assets
BBH Income Fund is a Mutual Fund in BBH Trust
,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $698.03M.
On September 27th, 2024 it reported 323 holdings, the largest
being F/C US 10YR NOTE (CBT)SEP24 (10.3%), F/C US 10YR ULTRA FUT SEP24 (10.2%) and F/C US LONG BOND(CBT) SEP24 (3.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| CLASS I SHARES (TICKER BBNIX) | C000201413 | BBNIX |
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 |
|---|---|---|---|---|---|---|
| ABPCI DIRECT LENDING FUND ABS I LTD SER 2020-1A CL A REGD 144A P/P 3.19900000 (ABDLF 2020-1A 3.199% 10/20/27) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.35 |
| ABPCI DIRECT LENDING FUND ABS II LLC SER 2022-2A CL B REGD 144A P/P 4.98650000 (ABDLF 2022-2A 4.986% 03/01/32) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.19 |
| ADAMS OUTDOOR ADVERTISING LP SER 2023-1 CL A2 REGD 144A P/P 6.96700000 (ADMSO 2023-1 6.967% 07/15/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.25 |
| AEGON LTD REGD V/R 5.50000000 (AEGON LTD V/R 04/11/48) | Long | Debt | BM | $4M | 4M | 0.37 |
| ALABAMA POWER CO REGD 3.05000000 (ALABAMA POWER C 3.05% 03/15/32) | Long | Debt | US | $976K | 1M | 0.09 |
| ALEXANDER FUND TRUST II REGD 144A P/P 7.46700000 (ALEXANDER FUND 7.467% 07/31/28) | Long | Debt | US | $4M | 4M | 0.40 |
| 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 | $3M | 3M | 0.30 |
| ALLY FINANCIAL INC REGD V/R 6.84800000 (ALLY FINANCIAL IN V/R 01/03/30) | Long | Debt | US | $5M | 4M | 0.41 |
| AMERICAN COASTAL INSURAN REGD 7.25000000 (AMERICAN COASTA 7.25% 12/15/27) | Long | Debt | US | $3M | 3M | 0.25 |
| AMERICAN EXPRESS CO REGD 2.55000000 (AMERICAN EXPRES 2.55% 03/04/27) | Long | Debt | US | $1M | 1M | 0.11 |
| AMERICAN EXPRESS CO REGD V/R 4.98900000 (AMERICAN EXPRESS V/R 05/26/33) | Long | Debt | US | $1M | 1M | 0.11 |
| AMERICAN TOWER TRUST I REGD 144A P/P 5.49000000 (AMERICAN TOWER 5.49% 03/15/28) | Long | Debt | US | $3M | 3M | 0.31 |
| AMS-OSRAM AG REGD 144A P/P 12.25000000 (AMS-OSRAM AG 12.25% 03/30/29) | Long | Debt | AT | $6M | 6M | 0.53 |
| APOLLO GLOBAL MANAGEMENT /PREFERRED/ 0.00000000 (APOLLO GLOBAL V/R 09/15/53) | Long | Equity-preferred | US | $2M | 79K | 0.19 |
| APOLLO MANAGEMENT HOLDIN REGD V/R 144A P/P 4.95000000 (APOLLO MANAGEMENT V/R 01/14/50) | Long | Debt | US | $2M | 2M | 0.19 |
| APTARGROUP INC REGD 3.60000000 (APTARGROUP INC 3.6% 03/15/32) | Long | Debt | US | $1M | 1M | 0.12 |
| ARBOR REALTY SR INC REGD 144A P/P SER QIB 8.50000000 (ARBOR REALTY SR 8.5% 10/15/27) | Long | Debt | US | $4M | 4M | 0.34 |
| ARBOR REALTY TRUST INC REGD 144A P/P SER QIB 4.50000000 (ARBOR REALTY TRU 4.5% 03/15/27) | Long | Debt | US | $2M | 2M | 0.15 |
| ARES PBN FIN CO LLC REGD 144A 6.00000000 (ARES PBN FIN 6% 9/15/36) | Long | Debt | US | $1M | 1M | 0.13 |
| ASB BANK LIMITED REGD V/R 144A P/P 5.28400000 (ASB BANK LIMITED V/R 06/17/32) | Long | Debt | NZ | $3M | 3M | 0.25 |
| ASCOT GROUP LTD REGD 144A P/P 4.25000000 (ASCOT GROUP LTD 4.25% 12/15/30) | Long | Debt | BM | $2M | 3M | 0.22 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000 (ATHENE GLOBAL F 2.55% 06/29/25) | Long | Debt | US | $2M | 2M | 0.18 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 5.58300000 (ATHENE GLOBAL 5.583% 01/09/29) | Long | Debt | US | $4M | 4M | 0.40 |
| ATHENE HOLDING LTD REGD 6.65000000 (ATHENE HOLDING 6.65% 02/01/33) | Long | Debt | US | $3M | 3M | 0.27 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-4A CL A REGD 144A P/P 5.49000000 (AESOP 2023-4A 5.49% 06/20/28) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.47 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000 (AVOLON HOLDINGS 5.5% 01/15/26) | Long | Debt | KY | $925K | 925K | 0.08 |
| AXIS SPECIALTY FINANCE REGD V/R 4.90000000 (AXIS SPECIALTY FI V/R 01/15/40) | Long | Debt | US | $5M | 6M | 0.48 |
| BAE SYSTEMS PLC REGD 144A P/P 3.40000000 (BAE SYSTEMS PLC 3.4% 04/15/30) | Long | Debt | GB | $2M | 2M | 0.19 |
| BANCO SANTANDER SA REGD V/R SER * 5.55200000 (BANCO SANTANDER S V/R 03/14/28) | Long | Debt | ES | $5M | 5M | 0.42 |
| BANK LEUMI LE-ISRAEL REGD P/P 5.12500000 (BANK LEUMI LE- 5.125% 07/27/27) | Long | Debt | IL | $2M | 2M | 0.14 |
| BANK OF AMERICA CORP REGD V/R /PERP/ SER RR 4.37500000 (BANK OF AMERICA COR V/R /PERP/) | Long | Debt | US | $6M | 6M | 0.50 |
| BANK OF NEW ZEALAND REGD 144A P/P 4.84600000 (BANK OF NEW ZE 4.846% 02/07/28) | Long | Debt | NZ | $3M | 3M | 0.28 |
| BANK OF NOVA SCOTIA REGD SER FXD 2.95100000 (BANK OF NOVA S 2.951% 03/11/27) | Long | Debt | CA | $3M | 3M | 0.27 |
| BAUSCH HEALTH COS INC REGD 144A P/P 4.87500000 (BAUSCH HEALTH 4.875% 06/01/28) | Long | Debt | CA | $562K | 730K | 0.05 |
| BFLD 2024-WRHS MORTGAGE TRUST SER 2024-WRHS CL A V/R REGD 144A P/P 6.79210000 (BFLD 2024-WRHS A V/R 08/15/26) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.27 |
| 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 | $707K | 715K | 0.06 |
| BHG SECURITIZATION TRUST 2023-A SER 2023-A CL B REGD 144A P/P 6.35000000 (BHG 2023-A B 6.35% 01/17/28) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.38 |
| BLACKROCK TCP CAP CORP REGD 6.95000000 (BLACKROCK TCP C 6.95% 05/30/29) | Long | Debt | US | $5M | 5M | 0.46 |
| BLACKSTONE MORTGAGE TR REGD 144A P/P 3.75000000 (BLACKSTONE MORT 3.75% 01/15/27) | Long | Debt | US | $3M | 4M | 0.31 |
| BLUE OWL CAPITAL CORP II REGD 144A P/P 4.62500000 (BLUE OWL CAPIT 4.625% 11/26/24) | Long | Debt | US | $316K | 317K | 0.03 |
| BLUE OWL TECHNOLOGY FINA REGD 144A P/P 6.75000000 (BLUE OWL TECHNO 6.75% 06/30/25) | Long | Debt | US | $3M | 3M | 0.23 |
| BPR TRUST 2022-OANA SER 2022-OANA CL C V/R REGD 144A P/P 8.02580000 (BPR 2022-OANA C V/R 04/15/24) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.13 |
| BREAD FINANCIAL HLDGS REGD 144A P/P 9.75000000 (BREAD FINANCIAL 9.75% 03/15/29) | Long | Debt | US | $6M | 6M | 0.55 |
| BRIGHTSPHERE INVESTMENT REGD 4.80000000 (BRIGHTSPHERE INV 4.8% 07/27/26) | Long | Debt | US | $2M | 2M | 0.20 |
| BRISTOL-MYERS SQUIBB CO REGD 5.75000000 (BRISTOL-MYERS S 5.75% 02/01/31) | Long | Debt | US | $4M | 4M | 0.37 |
| BUSINESS JET SECURITIES 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 6.19700000 (BJETS 2024-1A 6.197% 05/15/30) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.43 |
| BX 2024-PALM SER 2024-PALM CL A V/R REGD 144A P/P 6.86980000 (BX 2024-PALM A V/R 06/15/26) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.45 |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL C V/R REGD 144A P/P 9.21730000 (BX 2022-CSMO C V/R 06/15/27) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.43 |
| 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 | $1M | 1M | 0.10 |
| BXMT 2020-FL3 LTD SER 2020-FL3 CL C V/R REGD 144A P/P 7.99907000 (BXMT 2020-FL3 C V/R 11/15/37) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.10 |
| CANADIAN IMPERIAL BANK REGD 5.98600000 (CANADIAN IMPER 5.986% 10/03/28) | Long | Debt | CA | $4M | 3M | 0.33 |
| CAPITAL AUTOMOTIVE REIT SER 2024-2A CL A2 REGD 144A P/P 5.25000000 (CAUTO 2024-2A 5.25% 05/15/29) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.50 |
| CAPITAL ONE FINANCIAL CO REGD 3.65000000 (CAPITAL ONE FIN 3.65% 05/11/27) | Long | Debt | US | $2M | 2M | 0.20 |
| CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000 (CAPITAL ONE FINAN V/R 10/30/31) | Long | Debt | US | $2M | 2M | 0.16 |
| CAPITAL SOUTHWEST CORP REGD 4.50000000 (CAPITAL SOUTHWES 4.5% 01/31/26) | Long | Debt | US | $2M | 2M | 0.21 |
| CARGILL INC REGD 144A P/P 5.12500000 (CARGILL INC 5.125% 10/11/32) | Long | Debt | US | $2M | 2M | 0.17 |
| CARS-DB7 LP SER 2023-1A CL A2 REGD 144A P/P 6.50000000 (CAUTO 2023-1A A 6.5% 09/15/28) | Long | ABS-collateralized bond/debt obligation | US | $4M | 3M | 0.32 |
| CASCADE FUNDING MORTGAGE TRUST 2018-RM2 SER 2018-RM2 CL A V/R REGD 144A P/P 4.00000000 (CFMT 2018-RM2 A V/R 10/25/23) | Long | ABS-collateralized bond/debt obligation | US | $288K | 289K | 0.03 |
| 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 | $91K | 92K | 0.01 |
| CCO HLDGS LLC/CAP CORP REGD 144A P/P 7.37500000 (CCO HLDGS LLC/ 7.375% 03/01/31) | Long | Debt | US | $5M | 5M | 0.46 |
| CF HIPPOLYTA ISSUER LLC SER 2020-1 CL B1 REGD 144A P/P 2.28000000 (SORT 2020-1 B1 2.28% 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $966K | 1M | 0.09 |
| CF HIPPOLYTA ISSUER LLC SER 2022-1A CL A1 REGD 144A P/P 5.97000000 (SORT 2022-1A A 5.97% 02/15/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.21 |
| CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL D V/R REGD 144A P/P 9.44328000 (CGCC 2014-FL2 D V/R 11/15/31) | Long | ABS-collateralized bond/debt obligation | US | $553K | 786K | 0.05 |
| CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL STC1 V/R REGD 144A P/P 9.44328000 (CGCC 2014-FL2 ST V/R 11/15/31) | Long | ABS-collateralized bond/debt obligation | US | $120K | 140K | 0.01 |
| CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL STC2 V/R REGD 144A P/P 10.19328000 (CGCC 2014-FL2 ST V/R 11/15/31) | Long | ABS-collateralized bond/debt obligation | US | $996K | 1M | 0.09 |
| CION INVESTMENT CORP REGD 4.50000000 (CION INVESTMENT 4.5% 02/11/26) | Long | Debt | US | $2M | 2M | 0.14 |
| CITIBANK NA REGD 4.92900000 (CITIBANK NA 4.929% 08/06/26) | Long | Debt | US | $3M | 3M | 0.24 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-PRM3 SER 2023-PRM3 CL B V/R REGD 144A P/P 6.35973000 (CGCMT 2023-PRM3 V/R 07/10/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.26 |
| CNH INDUSTRIAL CAP LLC REGD 4.55000000 (CNH INDUSTRIAL 4.55% 04/10/28) | Long | Debt | US | $2M | 2M | 0.20 |
| CNH INDUSTRIAL CAP LLC REGD 5.50000000 (CNH INDUSTRIAL C 5.5% 01/12/29) | Long | Debt | US | $3M | 2M | 0.23 |
| COGENT IPV4 LLC SER 2024-1A CL A2 REGD 144A P/P 7.92400000 (CGNT 2024-1A 7.924% 05/25/29) | Long | ABS-collateralized bond/debt obligation | US | $9M | 9M | 0.84 |
| COMERICA BANK REGD SER BKNT 4.00000000 (COMERICA BANK 4% 07/27/25) | Long | Debt | US | $3M | 3M | 0.24 |
| COMERICA BANK REGD V/R 5.33200000 (COMERICA BANK V/R 08/25/33) | Long | Debt | US | $3M | 3M | 0.24 |
| 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 | $5M | 5M | 0.43 |
| CONNECT FINCO SARL/CONNE REGD 144A P/P 6.75000000 (CONNECT FINCO S 6.75% 10/01/26) | Long | Debt | $860K | 875K | 0.08 | |
| COREBRIDGE FINANCIAL INC REGD V/R SER WI 6.87500000 (COREBRIDGE FINANC V/R 12/15/52) | Long | Debt | US | $3M | 3M | 0.27 |
| COREBRIDGE GLOB FUNDING REGD 144A P/P 5.90000000 (COREBRIDGE GLOB 5.9% 09/19/28) | Long | Debt | US | $3M | 3M | 0.30 |
| CREDIT ACCEPTANC REGD 144A P/P 9.25000000 (CREDIT ACCEPTAN 9.25% 12/15/28) | Long | Debt | US | $4M | 4M | 0.40 |
| 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 | $2M | 2M | 0.22 |
| CRESCENT CAP BDC INC /PREFERRED/ 0.00000000 (CRESCENT CAP BDC 5% 5/25/26/) | Long | Equity-preferred | US | $2M | 100K | 0.22 |
| DATABANK ISSUER SER 2023-1A CL A2 REGD 144A P/P 5.11600000 (COLO 2023-1A 5.116% 02/25/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.27 |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC SER 2023-DC CL B REGD 144A P/P 6.80430000 (DC 2023-DC B 6.804% 09/10/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 2M | 0.23 |
| DIGITALBRIDGE ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 3.93300000 (DBRG 2021-1A 3.933% 09/25/26) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.24 |
| DK TRUST 2024-SPBX SER 2024-SPBX CL B V/R REGD 144A P/P 7.07880000 (DK 2024-SPBX B V/R 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $7M | 7M | 0.65 |
| DOCTORS CO INTERINSURANC REGD 144A P/P 4.50000000 (DOCTORS CO INTER 4.5% 01/18/32) | Long | Debt | US | $3M | 4M | 0.31 |
| DRAWBRIDGE SPEC OPPOR FU REGD 144A P/P 3.87500000 (DRAWBRIDGE SPE 3.875% 02/15/26) | Long | Debt | US | $2M | 2M | 0.22 |
| DRYDEN 115 CLO LTD SER 2024-115A CL B V/R REGD 144A P/P 7.30142000 (DRSLF 2024-115A V/R 04/18/37) | Long | ABS-collateralized bond/debt obligation | JE | $5M | 5M | 0.42 |
| DUKE ENERGY FLORIDA LLC REGD 5.95000000 (DUKE ENERGY FLO 5.95% 11/15/52) | Long | Debt | US | $2M | 2M | 0.20 |
| EAGLE POINT CREDIT CO /PREFERRED/ 0.00000000 (EAGLE POINT 5.375% 01/31/29) | Long | Equity-preferred | US | $4M | 179K | 0.37 |
| EDGECONNEX DATA CENTERS ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.00000000 (EDGE 2024-1 A2 6% 07/25/29) | Long | ABS-collateralized bond/debt obligation | US | $4M | 5M | 0.40 |
| EDISON INTERNATIONAL REGD V/R /PERP/ SER A 5.37500000 (EDISON INTERNATIONA V/R /PERP/) | Long | Debt | US | $5M | 5M | 0.45 |
| 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 | $5M | 5M | 0.43 | |
| ELLINGTON FINANCIAL /PREFERRED/ 0.00000000 (ELLINGTON FINANCIAL /PFD/) | Long | Equity-preferred | US | $2M | 66K | 0.15 |
| 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 | $299K | 310K | 0.03 |
| ELM 2020-4 TRUST SER 2020-4A CL A2 REGD 144A P/P 2.28600000 (MDCP 2020-4A 2.286% 01/20/27) | Long | ABS-collateralized bond/debt obligation | US | $923K | 960K | 0.08 |
| ENSTAR FINANCE LLC REGD V/R 5.50000000 (ENSTAR FINANCE LL V/R 01/15/42) | Long | Debt | US | $4M | 4M | 0.33 |
| ENSTAR FINANCE LLC REGD V/R 5.75000000 (ENSTAR FINANCE LL V/R 09/01/40) | Long | Debt | US | $9M | 9M | 0.81 |
| F&G ANNUITIES & LIFE INC REGD SER WI 7.40000000 (F&G ANNUITIES & 7.4% 01/13/28) | Long | Debt | US | $6M | 6M | 0.52 |
| F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000 (F&G GLOBAL FUN 5.875% 06/10/27) | Long | Debt | US | $4M | 4M | 0.37 |
| FAIRFAX INDIA HOLDINGS REGD 144A P/P 5.00000000 (FAIRFAX INDIA HOLD 5% 02/26/28) | Long | Debt | CA | $5M | 6M | 0.47 |
| FANNIE MAE DISCOUNT NOTES SER BB 0.00000000 (FNMA D/N 08/01/24) | Long | Short-term investment vehicle | US | $12M | – | 1.12 |
| FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 (FHLB D/N 08/01/24) | Long | Short-term investment vehicle | US | $6M | – | 0.58 |
| FEDERAL REALTY OP LP REGD 5.37500000 (FEDERAL REALTY 5.375% 05/01/28) | Long | Debt | US | $3M | 3M | 0.27 |
| FIDELIS INSUR HLD LTD REGD V/R 144A P/P 6.62500000 (FIDELIS INSUR HLD V/R 04/01/41) | Long | Debt | BM | $5M | 5M | 0.43 |
| FIFTH THIRD BANCORP REGD V/R 4.77200000 (FIFTH THIRD BANCO V/R 07/28/30) | Long | Debt | US | $162K | 165K | 0.01 |
| FIFTH THIRD BANCORP REGD V/R 6.36100000 (FIFTH THIRD BANCO V/R 10/27/28) | Long | Debt | US | $6M | 6M | 0.58 |
| FIRST AMERICAN FINANCIAL REGD 2.40000000 (FIRST AMERICAN F 2.4% 08/15/31) | Long | Debt | US | $3M | 3M | 0.23 |
| 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 | $4M | 4M | 0.37 |
| FLORIDA POWER & LIGHT CO REGD 4.80000000 (FLORIDA POWER & 4.8% 05/15/33) | Long | Debt | US | $3M | 3M | 0.30 |
| 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 | $480K | 511K | 0.04 |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1 SER 2024-1 CL A S/UP REGD 144A P/P 4.87000000 (FORDR 2024-1 A S/UP 02/15/29) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.30 |
| FRANKLIN BSP CAPITAL CO REGD 144A P/P 4.85000000 (FRANKLIN BSP CA 4.85% 12/15/24) | Long | Debt | US | $3M | 3M | 0.26 |
| FREDDIE MAC MULTIFAMILY STRUCTURED P SER 2023-K753 CL X2A REGD 144A P/P 0.10000000 (FREMF 2023-K753 0.1% 01/01/50) | Long | ABS-collateralized bond/debt obligation | US | $560K | 127M | 0.05 |
| FREDDIE MAC MULTIFAMILY STRUCTURED P SER 2023-K753 CL X2B REGD 144A P/P 0.10000000 (FREMF 2023-K753 0.1% 12/25/30) | Long | ABS-collateralized bond/debt obligation | US | $120K | 26M | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS SER 2023-K753 CL D ZCP REGD 144A P/P 0.00000000 (FREMF 2023-K753 ZCP 12/25/30) | Long | ABS-collateralized bond/debt obligation | US | $4M | 8M | 0.36 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K753 CL X3 V/R 5.03658900 (FHMS K753 X3 V/R 12/25/30) | Long | ABS-collateralized bond/debt obligation | US | $2M | 8M | 0.17 |
| FREMF 2024-K516 MORTGAGE TRUST SER 2024-K516 CL C V/R REGD 144A P/P 6.12212900 (FREMF 2024-K516 V/R 01/25/29) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.34 |
| FREMF 2024-K522 MORTGAGE TRUST SER 2024-K522 CL C V/R REGD 144A P/P 5.60154000 (FREMF 2024-K522 V/R 05/25/29) | Long | ABS-collateralized bond/debt obligation | US | $4M | 5M | 0.37 |
| FS KKR CAPITAL CORP REGD 144A P/P 4.25000000 (FS KKR CAPITAL 4.25% 02/14/25) | Long | Debt | US | $3M | 3M | 0.31 |
| FS KKR CAPITAL CORP REGD 4.12500000 (FS KKR CAPITAL 4.125% 02/01/25) | Long | Debt | US | $1M | 1M | 0.12 |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $114M | – | 10.28 | |
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $113M | – | 10.15 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-47M | – | -4.24 | |
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) | Derivative-interest rate | US | $41M | – | 3.70 | |
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $28M | – | 2.54 | |
| GCM GROSVENOR DIV LLC REGD 144A P/P 6.00000000 (GCM GROSVENOR DIV 6% 11/15/31) | Long | Debt | US | $2M | 3M | 0.18 |
| GLADSTONE CAPITAL CORP REGD 5.12500000 (GLADSTONE CAPI 5.125% 01/31/26) | Long | Debt | US | $2M | 2M | 0.20 |
| GLADSTONE INVESTMENT COR /PREFERRED/ 0.00000000 (GLADSTONE 4.875% 11/01/28/) | Long | Equity-preferred | US | $3M | 133K | 0.27 |
| GLENCORE FUNDING LLC REGD 144A P/P 6.12500000 (GLENCORE FUNDI 6.125% 10/06/28) | Long | Debt | US | $3M | 2M | 0.23 |
| GLOBAL ATLANTIC FIN CO REGD 144A P/P 7.95000000 (GLOBAL ATLANTIC 7.95% 06/15/33) | Long | Debt | US | $4M | 3M | 0.35 |
| GLOBAL ATLANTIC FIN CO REGD V/R 144A P/P 7.95000000 (GLOBAL ATLANTIC F V/R 10/15/54) | Long | Debt | US | $2M | 2M | 0.18 |
| 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 | $975K | 1M | 0.09 |
| 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 | $914K | 986K | 0.08 |
| GOLUB CAPITAL PARTNERS ABS FUNDING 2021-1 LTD SER 2021-1A CL A2 REGD 144A P/P 2.77300000 (GCPAF 2021-1A 2.773% 04/20/29) | Long | ABS-collateralized bond/debt obligation | KY | $3M | 3M | 0.29 |
| HA SUSTAINABLE INF CAP REGD 144A P/P 6.37500000 (HA SUSTAINABLE 6.375% 07/01/34) | Long | Debt | US | $6M | 6M | 0.50 |
| HARTWICK PARK CLO LTD SER 2023-1A CL B V/R REGD 144A P/P 7.53201000 (HWKPK 2023-1A B V/R 01/21/36) | Long | ABS-collateralized bond/debt obligation | JE | $7M | 7M | 0.62 |
| HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000 (HARVEST MIDSTREA 7.5% 09/01/28) | Long | Debt | US | $2M | 2M | 0.22 |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.37500000 (HAT HOLDINGS I 3.375% 06/15/26) | Long | Debt | US | $2M | 2M | 0.18 |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.75000000 (HAT HOLDINGS I 3.75% 09/15/30) | Long | Debt | US | $2M | 2M | 0.18 |
| HAWAIIAN BRAND INTELLECT REGD 144A P/P 11.00000000 (HAWAIIAN BRAND IN 11% 04/15/29) | Long | Debt | KY | $4M | 4M | 0.37 |
| HERTZ VEHICLE FINANCING III LLC SER 2024-2A CL A REGD 144A P/P 5.48000000 (HERTZ 2024-2A 5.48% 01/25/30) | Long | ABS-collateralized bond/debt obligation | US | $8M | 8M | 0.76 |
| HORIZON TECHNOLOGY FINAN /PREFERRED/ 0.00000000 (HORIZON TECHNOLOGY FINAN /PFD/) | Long | Equity-preferred | US | $2M | 94K | 0.20 |
| HPEFS EQUIPMENT TRUST 2023-1 SER 2023-1A CL B REGD 144A P/P 5.73000000 (HPEFS 2023-1A 5.73% 09/20/25) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.27 |
| HSBC HOLDINGS PLC REGD V/R 2.84800000 (HSBC HOLDINGS PLC V/R 06/04/31) | Long | Debt | GB | $1M | 1M | 0.09 |
| HSBC HOLDINGS PLC REGD V/R 6.25400000 (HSBC HOLDINGS PLC V/R 03/09/34) | Long | Debt | GB | $3M | 3M | 0.32 |
| HSBC HOLDINGS PLC REGD V/R 7.39000000 (HSBC HOLDINGS PLC V/R 11/03/28) | Long | Debt | GB | $2M | 2M | 0.21 |
| HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB10 CL C10 V/R REGD 144A P/P 5.44700000 (HBCT 2015-HB10 C V/R 08/05/25) | Long | ABS-collateralized bond/debt obligation | US | $826K | 1M | 0.07 |
| HUNTINGTON BANCSHARES REGD V/R 4.44300000 (HUNTINGTON BANCSH V/R 08/04/28) | Long | Debt | US | $6M | 6M | 0.55 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.27500000 (HYUNDAI CAPITA 5.275% 06/24/27) | Long | Debt | US | $5M | 5M | 0.44 |
| INDIANA ST FIN AUTH REVENUE REGD B/E 3.31300000 (INDIANA ST FIN 3.313% 03/01/51) | Long | Debt | US | $1M | 2M | 0.11 |
| INTOWN 2022-STAY MORTGAGE TRUST SER 2022-STAY CL D V/R REGD 144A P/P 9.46300000 (TOWN 2022-STAY D V/R 08/15/24) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.28 |
| JOHN DEERE CAPITAL CORP REGD MTN 4.90000000 (JOHN DEERE CAPIT 4.9% 03/07/31) | Long | Debt | US | $5M | 5M | 0.43 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUS SER 2014-C24 CL D V/R REGD 144A P/P 3.86875500 (JPMBB 2014-C24 D V/R 10/15/24) | Long | ABS-collateralized bond/debt obligation | US | $179K | 240K | 0.02 |
| JPMORGAN CHASE & CO REGD V/R 4.97900000 (JPMORGAN CHASE & V/R 07/22/28) | Long | Debt | US | $4M | 4M | 0.34 |
| KEURIG DR PEPPER INC REGD 5.05000000 (KEURIG DR PEPPE 5.05% 03/15/29) | Long | Debt | US | $3M | 3M | 0.29 |
| LENDMARK FUNDING TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 5.59000000 (LFT 2023-1A A 5.59% 05/20/33) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.23 |
| LIAS ADMINISTRATION FEE ISSUER LLC SER 2018-1A CL A REGD 5.95600000 (LAFI 2018-1A A 5.956% 07/25/28) | Long | ABS-collateralized bond/debt obligation | US | $409K | 440K | 0.04 |
| LLOYDS BANKING GROUP PLC REGD V/R 5.87100000 (LLOYDS BANKING GR V/R 03/06/29) | Long | Debt | GB | $2M | 2M | 0.20 |
| LLOYDS BANKING GROUP PLC REGD V/R 7.95300000 (LLOYDS BANKING GR V/R 11/15/33) | Long | Debt | GB | $2M | 2M | 0.21 |
| MACY'S RETAIL HLDGS LLC REGD 144A P/P 5.87500000 (MACY'S RETAIL 5.875% 03/15/30) | Long | Debt | US | $3M | 4M | 0.31 |
| MADISON PARK FUNDING LXVII LTD SER 2024-67A CL B V/R REGD 144A P/P 7.34021000 (MDPK 2024-67A B V/R 04/25/37) | Long | ABS-collateralized bond/debt obligation | KY | $4M | 4M | 0.39 |
| MADISON PARK FUNDING XLVII LTD SER 2020-47A CL BR V/R REGD 144A P/P 7.22947000 (MDPK 2020-47A BR V/R 04/19/37) | Long | ABS-collateralized bond/debt obligation | KY | $3M | 3M | 0.28 |
| 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 | $157K | 158K | 0.01 |
| MCF CLO 10 LTD SER 2023-1A CL C V/R REGD 144A P/P 9.50137000 (MCFCL 2023-1A C V/R 04/15/35) | Long | ABS-collateralized bond/debt obligation | JE | $2M | 2M | 0.17 |
| MED COMMERCIAL MORTGAGE TRUST 2024-MOB SER 2024-MOB CL A V/R REGD 144A P/P 6.92031000 (MED 2024-MOB A V/R 05/15/29) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.47 |
| MET LIFE GLOB FUNDING I REGD 144A P/P MTN 3.30000000 (MET LIFE GLOB FU 3.3% 03/21/29) | Long | Debt | US | $2M | 2M | 0.14 |
| MET LIFE GLOB FUNDING I REGD 144A P/P MTN 5.15000000 (MET LIFE GLOB F 5.15% 03/28/33) | Long | Debt | US | $2M | 2M | 0.21 |
| MIDCAP FINANCIAL INVEST REGD 4.50000000 (MIDCAP FINANCIAL 4.5% 07/16/26) | Long | Debt | US | $3M | 3M | 0.25 |
| MONROE CAPITAL ABS FUNDING 2021-1 LTD SER 2021-1A CL A2 REGD 144A P/P 2.81500000 (MCAF 2021-1A 2.815% 04/22/31) | Long | ABS-collateralized bond/debt obligation | KY | $916K | 958K | 0.08 |
| MONROE CAPITAL INCOME PLUS ABS FUNDING LLC SER 2022-1A CL B REGD 144A P/P 5.15000000 (MCIP 2022-1A B 5.15% 04/30/32) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.14 |
| MONROE CAPITAL MML CLO XVI LTD SER 2024-1A CL B V/R REGD 144A P/P 7.38299000 (MCMML 2024-1A B V/R 07/23/36) | Long | ABS-collateralized bond/debt obligation | KY | $5M | 5M | 0.44 |
| MORGAN STANLEY DIRECT REGD 4.50000000 (MORGAN STANLEY D 4.5% 02/11/27) | Long | Debt | US | $3M | 3M | 0.28 |
| MORGAN STANLEY REGD V/R 4.21000000 (MORGAN STANLEY V/R 04/20/28) | Long | Debt | US | $2M | 2M | 0.18 |
| MORGAN STANLEY REGD V/R 6.34200000 (MORGAN STANLEY V/R 10/18/33) | Long | Debt | US | $2M | 2M | 0.20 |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL B V/R REGD 144A P/P 7.22560000 (MTN 2022-LPFL B V/R 03/15/27) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.52 |
| MUNICH RE REGD V/R 144A P/P 5.87500000 (MUNICH RE V/R 05/23/42) | Long | Debt | DE | $4M | 4M | 0.33 |
| NADG NNN OPERATING LP SER 2019-1 CL A REGD 144A P/P 3.36800000 (NADG 2019-1 A 3.368% 12/28/24) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.09 |
| NATIONAL AUSTRALIA BANK REGD 144A P/P 6.42900000 (NATIONAL AUSTR 6.429% 01/12/33) | Long | Debt | AU | $3M | 3M | 0.27 |
| NATWEST GROUP PLC REGD V/R 6.01600000 (NATWEST GROUP PLC V/R 03/02/34) | Long | Debt | GB | $2M | 2M | 0.17 |
| NATWEST GROUP PLC REGD V/R 7.47200000 (NATWEST GROUP PLC V/R 11/10/26) | Long | Debt | GB | $3M | 2M | 0.23 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II SER 2023-1 CL A REGD 144A P/P 6.18000000 (NAVMT 2023-1 A 6.18% 08/25/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.22 |
| NESTLE CAPITAL CORP REGD 144A P/P 4.75000000 (NESTLE CAPITAL 4.75% 03/12/31) | Long | Debt | US | $5M | 5M | 0.43 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-40A CL A V/R REGD 144A P/P 6.60772000 (NEUB 2021-40A A V/R 04/16/33) | Long | ABS-collateralized bond/debt obligation | KY | $3M | 3M | 0.24 |
| NEVADA POWER CO REGD SER GG 5.90000000 (NEVADA POWER CO 5.9% 05/01/53) | Long | Debt | US | $2M | 2M | 0.20 |
| NEWTEK SMALL BUSINESS LOAN TRUST 2018-1 SER 2018-1 CL A V/R REGD 144A P/P 7.95000000 (NWSB 2018-1 A V/R 11/25/24) | Long | ABS-collateralized bond/debt obligation | US | $110K | 111K | 0.01 |
| NEWTEK SMALL BUSINESS LOAN TRUST 2018-1 SER 2018-1 CL B V/R REGD 144A P/P 9.25000000 (NWSB 2018-1 B V/R 11/25/24) | Long | ABS-collateralized bond/debt obligation | US | $52K | 53K | 0.00 |
| NEWTEK SMALL BUSINESS LOAN TRUST 2023-1 SER 2023-1 CL A V/R REGD 144A P/P 8.00000000 (NWSB 2023-1 A V/R 07/25/50) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.28 |
| NEXTERA ENERGY PARTNERS REGD 144A P/P CONVERTIBLE 2.50000000 (NEXTERA ENERGY P 2.5% 06/15/26) | Long | Debt | US | $4M | 5M | 0.37 |
| 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 | $3M | 4M | 0.31 |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2023-1A CL A2 REGD 144A P/P 5.74000000 (NFMOT 2023-1A 5.74% 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.49 |
| NFAS2 LLC SER 2022-1 CL A REGD 144A P/P 6.86000000 (NFAS 2022-1 A 6.86% 09/15/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.15 |
| NIAGARA PARK CLO LTD SER 2019-1A CL AR V/R REGD 144A P/P 6.54738000 (NIAPK 2019-1A AR V/R 07/17/32) | Long | ABS-collateralized bond/debt obligation | KY | $4M | 4M | 0.36 |
| NORDSTROM INC REGD 4.37500000 (NORDSTROM INC 4.375% 04/01/30) | Long | Debt | US | $3M | 3M | 0.28 |
| NORTHWESTERN MUTUAL GLBL REGD 144A P/P 5.07000000 (NORTHWESTERN MU 5.07% 03/25/27) | Long | Debt | US | $5M | 5M | 0.46 |
| OCTAGON 71 LTD SER 2024-1A CL B V/R REGD 144A P/P 7.34149000 (OCT71 2024-1A B V/R 04/18/37) | Long | ABS-collateralized bond/debt obligation | KY | $5M | 5M | 0.41 |
| OFS CAPITAL CORP REGD 4.75000000 (OFS CAPITAL COR 4.75% 02/10/26) | Long | Debt | US | $2M | 2M | 0.18 |
| ONCOR ELECTRIC DELIVERY REGD 4.30000000 (ONCOR ELECTRIC D 4.3% 05/15/28) | Long | Debt | US | $3M | 4M | 0.31 |
| 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 | $3M | 3M | 0.26 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL B REGD 144A P/P 6.17000000 (OMFIT 2023-2A 6.17% 02/14/28) | Long | ABS-collateralized bond/debt obligation | US | $7M | 7M | 0.61 |
| 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 | $5M | 6M | 0.48 |
| OXFORD FIN LLC/CO-ISS II REGD 144A P/P 6.37500000 (OXFORD FIN LLC 6.375% 02/01/27) | Long | Debt | US | $7M | 7M | 0.64 |
| OXFORD FINANCE FUNDING 2020-1 LLC SER 2020-1A CL A2 REGD 144A P/P 3.10100000 (OXFIN 2020-1A 3.101% 12/15/24) | Long | ABS-collateralized bond/debt obligation | US | $611K | 618K | 0.06 |
| OXFORD LANE CAPITAL CORP /PREFERRED/ 0.00000000 (OXFORD LANE CAPITAL 5% 1/31/27) | Long | Equity-preferred | US | $3M | 131K | 0.28 |
| PARTNERRE FINANCE B LLC REGD V/R 4.50000000 (PARTNERRE FINANCE V/R 10/01/50) | Long | Debt | US | $3M | 4M | 0.30 |
| PENNANTPARK CLO VII LLC SER 2023-7A CL B V/R REGD 144A P/P 9.33201000 (PNTPK 2023-7A B V/R 07/20/35) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.21 |
| PENNANTPARK FLOATING RAT REGD 4.25000000 (PENNANTPARK FLO 4.25% 04/01/26) | Long | Debt | US | $2M | 3M | 0.22 |
| PFIZER INVESTMENT ENTER REGD 4.65000000 (PFIZER INVESTME 4.65% 05/19/30) | Long | Debt | SG | $3M | 3M | 0.27 |
| PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.99200000 (PROTECTIVE LIF 4.992% 01/12/27) | Long | Debt | US | $4M | 4M | 0.40 |
| PROV ST JOSEPH HLTH OBL REGD 5.40300000 (PROV ST JOSEPH 5.403% 10/01/33) | Long | Debt | US | $3M | 3M | 0.30 |
| READY CAPITAL MORTGAGE FINANCING 20 SER 2021-FL7 CL A V/R REGD 144A P/P 6.66406000 (RCMT 2021-FL7 A V/R 09/25/26) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.21 |
| READYCAP LENDING SMALL BUSINESS LOAN TRUST 2 SER 2019-2 CL A V/R REGD 144A P/P 8.00000000 (RCLT 2019-2 A V/R 12/27/44) | Long | ABS-collateralized bond/debt obligation | US | $279K | 278K | 0.03 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 SER 2022-1 CL A REGD 144A P/P 3.07000000 (RMIT 2022-1 A 3.07% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.45 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 SER 2024-1 CL A REGD 144A P/P 5.83000000 (RMIT 2024-1 A 5.83% 06/15/28) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.51 |
| RENAISSANCERE HOLDINGS L REGD 5.75000000 (RENAISSANCERE H 5.75% 06/05/33) | Long | Debt | BM | $6M | 6M | 0.52 |
| 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 | $305K | 306K | 0.03 |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.91000000 (REPS 2024-A A 5.91% 06/21/27) | Long | ABS-collateralized bond/debt obligation | US | $8M | 8M | 0.71 |
| 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 | $5M | 5M | 0.46 |
| REXFORD INDUSTRIAL REALT REGD 5.00000000 (REXFORD INDUSTRIAL 5% 06/15/28) | Long | Debt | US | $3M | 3M | 0.25 |
| RGA GLOBAL FUNDING REGD 144A P/P 5.50000000 (RGA GLOBAL FUNDI 5.5% 01/11/31) | Long | Debt | US | $4M | 3M | 0.32 |
| 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 | $261K | 295K | 0.02 |
| ROCHE HOLDINGS INC REGD 144A P/P 4.90900000 (ROCHE HOLDINGS 4.909% 03/08/31) | Long | Debt | US | $4M | 4M | 0.39 |
| SABEY DATA CENTER ISSUER LLC SER 2020-1 CL A2 REGD 144A P/P 3.81200000 (SDCP 2020-1 A 3.812% 04/20/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.19 |
| SABEY DATA CENTER ISSUER LLC SER 2023-1 CL A2 REGD 144A P/P 6.25000000 (SDCP 2023-1 A2 6.25% 04/20/28) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.16 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 SER 2023-5 CL C REGD 6.43000000 (SDART 2023-5 C 6.43% 12/15/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.21 |
| SANTANDER HOLDINGS USA REGD V/R 6.49900000 (SANTANDER HOLDING V/R 03/09/29) | Long | Debt | US | $2M | 2M | 0.22 |
| SARATOGA INVESTMENT CORP REGD 4.37500000 (SARATOGA INVES 4.375% 02/28/26) | Long | Debt | US | $3M | 3M | 0.26 |
| SBA TOWER TRUST REGD 144A P/P 6.59900000 (SBA TOWER TRUS 6.599% 01/15/28) | Long | Debt | US | $2M | 2M | 0.18 |
| SCENTRE GROUP TRUST 1/2 REGD 144A P/P 3.62500000 (SCENTRE GROUP 3.625% 01/28/26) | Long | Debt | AU | $2M | 2M | 0.17 |
| SCENTRE GROUP TRUST 1/2 REGD P/P 3.50000000 (SCENTRE GROUP TR 3.5% 02/12/25) | Long | Debt | AU | $1M | 1M | 0.12 |
| SCENTRE GROUP TRUST 2 REGD V/R 144A P/P 5.12500000 (SCENTRE GROUP TRU V/R 09/24/80) | Long | Debt | AU | $1M | 1M | 0.11 |
| SCOTT TRUST 2023-SFS SER 2023-SFS CL A REGD 144A P/P 5.90975000 (SCOTT 2023-SF 5.909% 03/10/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.25 |
| SCULTOR ALTERN SOLUTIONS REGD 144A P/P 6.00000000 (SCULTOR ALTERN SOL 6% 05/15/29) | Long | Debt | US | $4M | 5M | 0.36 |
| SILVER POINT SPECIALTY CREDIT FUND LP SERIES 2021A SNR NOTE /RESTRICTED/ 4% DUE 11/4/2026 4.00000000 (SILVER POINT SPEC 4% 11/4/26) | Long | Debt | US | $3M | 3M | 0.25 |
| SIRIUSPOINT LTD REGD 7.00000000 (SIRIUSPOINT LTD 7% 04/05/29) | Long | Debt | BM | $4M | 4M | 0.35 |
| SKANDINAVISKA ENSKILDA REGD 144A P/P 5.37500000 (SKANDINAVISKA 5.375% 03/05/29) | Long | Debt | SE | $3M | 3M | 0.28 |
| 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 | $6M | 6M | 0.57 |
| 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 | $2M | 2M | 0.21 |
| SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL C V/R REGD 144A P/P 7.97880000 (SPGN 2022-TFLM C V/R 02/25/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.20 |
| SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL D V/R REGD 144A P/P 8.82880000 (SPGN 2022-TFLM D V/R 02/25/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.11 |
| STACK INFRASTRUCTURE ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 5.90000000 (SIDC 2023-1A A2 5.9% 03/25/28) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.10 |
| STACK INFRASTRUCTURE ISSUER LLC SER 2023-3A CL A2 REGD 144A P/P 5.90000000 (SIDC 2023-3A A2 5.9% 10/25/28) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.32 |
| STARWOOD PROPERTY TRUST REGD 144A P/P 4.37500000 (STARWOOD PROPE 4.375% 01/15/27) | Long | Debt | US | $2M | 2M | 0.18 |
| STELLUS CAPITAL INVESTME REGD 4.87500000 (STELLUS CAPITA 4.875% 03/30/26) | Long | Debt | US | $2M | 2M | 0.15 |
| STEWART INFORMATION SERV REGD 3.60000000 (STEWART INFORMAT 3.6% 11/15/31) | Long | Debt | US | $3M | 3M | 0.24 |
| STRAT CREDIT OPP PARTNRS REGD P/P 4.25000000 (STRAT CREDIT OP 4.25% 04/01/26) | Long | Debt | US | $3M | 3M | 0.23 |
| STWD 2019-FL1 LTD SER 2019-FL1 CL B V/R REGD 144A P/P 7.04328000 (STWD 2019-FL1 B V/R 02/15/24) | Long | ABS-collateralized bond/debt obligation | KY | $876K | 890K | 0.08 |
| SUNOCO LP REGD 144A P/P 7.00000000 (SUNOCO LP 7% 05/01/29) | Long | Debt | US | $5M | 4M | 0.42 |
| SWISS RE FINANCE LUX REGD V/R 144A P/P 5.00000000 (SWISS RE FINANCE V/R 04/02/49) | Long | Debt | LU | $5M | 5M | 0.42 |
| T/L AHP HEALTH PARTNERS INC. (AKA ARDENT HEALTH PARTNERS LLC) REGD 0.00000000 (T/L AHP HEALTH PAR 0% 08/24/28) | Long | Loan | US | $3M | 3M | 0.26 |
| T/L AL NGPL HOLDINGS LLC 0.00000000 (T/L AL NGPL HOLD 0% 04/14/28) | Long | Loan | US | $2M | 2M | 0.20 |
| T/L ALLEN MEDIA LLC AKA ENTERT REGD 0.00000000 (T/L ALLEN MEDIA 0% 02/10/2027) | Long | Loan | US | $2M | 3M | 0.18 |
| T/L ALLSPRING BUYER LLC ZCP REGD 0.00000000 (T/L ALLSPRING 0% 11/01/28) | Long | Loan | US | $934K | 938K | 0.08 |
| T/L ALLSPRING BUYER LLC REGD__ ZCP TERM LOAN 0.00000000 (T/L ALLSPRING BUY ZCP 11/01/28) | Long | Loan | US | $2M | 2M | 0.20 |
| T/L AMERICAN AIRLINES INC REGD 0.00000000 (T/L AMERICAN AIRLI 0% 4/20/28) | Long | Loan | US | $4M | 4M | 0.36 |
| T/L ATHENAHEALTH INC REGD 0.00000000 (T/L ATHENAHEAL 0% 02/15/29) | Long | Loan | US | $2M | 2M | 0.22 |
| T/L AVOLON TLB BORROWER 1 (US) LLC REGD 0.00000000 (T/L AVOLON TLB 0% 06/22/28) | Long | Loan | US | $1M | 1M | 0.11 |
| T/L AXALTA COATING SYSTEMS DUTCH HOLDING B B V REGD 0.00000000 (T/L AXALTA COAT 0% 12/20/29) | Long | Loan | US | $2M | 2M | 0.16 |
| T/L BAUSCH HEALTH COMPANIES INC REGD 0.00000000 (T/L BAUSCH HEAL 0% 1/27/2027) | Long | Loan | CA | $2M | 2M | 0.18 |
| T/L BCP RENAISSANCE PARENT REGD ZCP TERM LOAN 0.00000000 (T/L BCP RENAISSAN ZCP 10/31/28) | Long | Loan | US | $3M | 3M | 0.25 |
| T/L BUCKEYE PARTNERS L.P. REGD 0.00000000 (T/L BUCKEYE PART 0% 11/01/26) | Long | Loan | US | $643K | 641K | 0.06 |
| T/L CENTRAL PARENT LLC REGD ZCP TERM LOAN 0.00000000 (T/L CENTRAL PAREN ZCP 07/06/29) | Long | Loan | US | $4M | 4M | 0.32 |
| T/L CONNECT FINCO SARL 0% 0.00000000 (T/L CONNECT FINCO 0% 09/11/29) | Long | Loan | US | $11M | 11M | 0.98 |
| T/L DELOS AIRCRAFT DESIGNATED ACTIVITY COMPANY REGD 0.00000000 (T/L DELOS AIRCRAFT 0% 10/14/27) | Long | Loan | IE | $5M | 5M | 0.41 |
| T/L DELTA AIR LINES INC REGD 0.00000000 (T/L DELTA AIR 0% 10/20/2027) | Long | Loan | US | $859K | 841K | 0.08 |
| T/L ELANCO ANIMAL HEALTH INCORPORATED REGD 0.00000000 (T/L ELANCO ANIMAL 0% 8/1/27) | Long | Loan | US | $2M | 2M | 0.16 |
| T/L EMRLD BORROWER LP REGD 0.00000000 (T/L EMRLD BORROWER 0% 06/18/31) | Long | Loan | US | $3M | 3M | 0.30 |
| T/L GEON PERFORMANCE SOLUTIONS LLC REGD 0.00000000 (T/L GEON PERFORMANC 0% 8/18/28) | Long | Loan | US | $2M | 2M | 0.17 |
| T/L GIP II BLUE HOLDING LP REGD 0.00000000 (T/L GIP II BLU 0% 09/29/2028) | Long | Loan | US | $392K | 389K | 0.04 |
| T/L GLOBAL MEDICAL RESPONSE INC REGD 0.00000000 (T/L GLOBAL MEDI 0% 10/02/28) | Long | Loan | US | $2M | 2M | 0.14 |
| T/L ILPEA PARENT INC REGD 0.00000000 (T/L ILPEA PARENT 0% 06/22/28) | Long | Loan | US | $3M | 3M | 0.24 |
| T/L INEOS ENTERPRISES HOLDINGS US FINCO LLC REGD TERM LOAN 0.00000000 (T/L INEOS ENTERPRI 0% 06/23/30) | Long | Loan | US | $4M | 4M | 0.35 |
| T/L IQVIA INC ZCP REGD TERM LOAN 0.00000000 (T/L IQVIA INC 0% 01/02/31) | Long | Loan | US | $4M | 4M | 0.33 |
| T/L IRIDIUM COMMUNICATIONS INC REGD 0.00000000 (T/L IRIDIUM COMMU 0% 09/20/30) | Long | Loan | US | $6M | 6M | 0.50 |
| T/L JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY REGD /TERM LOAN 0.00000000 (T/L JAZZ PHARM 0% 05/05/28) | Long | Loan | IE | $3M | 3M | 0.23 |
| T/L LENDINGTREE INC REGD 0.00000000 (T/L LENDINGTREE I 0% 09/15/28) | Long | Loan | US | $5M | 5M | 0.41 |
| T/L LUMEN TECHNOLOGIES INC REGD 0.00000000 (T/L LUMEN TECHNO 0% 06/01/28) | Long | Loan | US | $727K | 861K | 0.07 |
| T/L MEDALLION MIDLAND ACQUISITION LLC REGD 0.00000000 (T/L MEDALLION MIDL 0% 10/18/28) | Long | Loan | US | $4M | 4M | 0.33 |
| T/L MEDLINE BORROWER LP 0.00000000 (T/L MEDLINE 00.00% 10/23/28) | Long | Loan | US | $3M | 3M | 0.25 |
| T/L MEDLINE BORROWER LP REGD 0.00000000 (T/L MEDLINE BORR 0% 10/23/28) | Long | Loan | US | $1M | 1M | 0.09 |
| T/L MIP V WASTE LLC REGD 0.00000000 (T/L MIP V WASTE 0% 12/08/28) | Long | Loan | US | $3M | 3M | 0.27 |
| T/L MPH ACQUISITION HOLDINGS LLC REGD 0.00000000 (T/L MPH ACQUISITI 0% 09/1/28) | Long | Loan | US | $5M | 6M | 0.49 |
| T/L OCM SYSTEM ONE BUYER CTB LLC REGD ZCP TERM LOAN 0.00000000 (T/L OCM SYSTEM 0% 03/02/2028) | Long | Loan | US | $9M | 9M | 0.78 |
| T/L PRIORITY HOLDINGS LLC REGD 0.00000000 (T/L PRIORITY HOL 0% 05/16/31) | Long | Loan | DE | $5M | 5M | 0.47 |
| T/L PROPULSION BC NEWCO LLC REGD 0.00000000 (T/L PROPULSION 0.00% 09/14/29) | Long | Loan | US | $4M | 4M | 0.40 |
| T/L SOTERA HEALTH HOLDINGS LLC REGD 0.00000000 (T/L SOTERA HEAL 0% 05/23/31) | Long | Loan | US | $3M | 3M | 0.25 |
| T/L STARWOOD PROPERTY MORTGAGE L.L.C. REGD 0.00000000 (T/L STARWOOD PROPE 0% 11/18/27) | Long | Loan | US | $2M | 2M | 0.16 |
| T/L TPF II POWER LLC TL B 0.00000000 (T/L TPF II POWER 0% 10/02/2025) | Long | Loan | US | $8M | 8M | 0.72 |
| T/L UNITED AIRLINES INC REGD ZCP TERM LOAN 0.00000000 (T/L UNITED AIRLIN ZCP 02/22/31) | Long | Loan | US | $5M | 5M | 0.47 |
| T/L VISTRA OPERATIONS CO LLC ZCP TERM LOAN 0.00000000 (T/L VISTRA OPERAT ZCP 12/31/25) | Long | Loan | US | $2M | 2M | 0.16 |
| T/L WHIRLPOOL CORPORATION REGD 0.00000000 (T/L WHIRLPOOL COR 0% 09/23/25) | Long | Loan | US | $9M | 9M | 0.85 |
| TEXTAINER MARINE CONTAINERS VII LTD SER 2020-1A CL A REGD 144A P/P 2.73000000 (TMCL 2020-1A A 2.73% 05/21/29) | Long | ABS-collateralized bond/debt obligation | BM | $1M | 1M | 0.09 |
| THRUST ENGINE LEASING 2021 DAC SER 2021-1A CL A REGD 144A P/P 4.16300000 (THRST 2021-1A 4.163% 07/15/27) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.37 |
| 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 | $3M | 3M | 0.23 |
| TRAFIGURA SECURITISATION FINANCE PLC SER 2024-1A CL A2 REGD 144A P/P 5.98000000 (TRFIG 2024-1A 5.98% 05/15/27) | Long | ABS-collateralized bond/debt obligation | IE | $5M | 4M | 0.41 |
| TRINITY CAPITAL INC/MD /PREFERRED/ 0.00000000 (TRINITY CAPITAL 7.875% 3/30/29) | Long | Equity-preferred | US | $4M | 175K | 0.40 |
| TRINITY CAPITAL INC/MD /PREFERRED/ 0.00000000 (TRINITY CAPITAL 7.0% 01/16/25) | Long | Equity-preferred | US | $2M | 95K | 0.22 |
| TRINITY CAPITAL INC/MD REGD 4.25000000 (TRINITY CAPITAL 4.25% 12/15/26) | Long | Debt | US | $3M | 3M | 0.26 |
| TRUIST FINANCIAL CORP REGD V/R MTN 5.43500000 (TRUIST FINANCIAL V/R 01/24/30) | Long | Debt | US | $5M | 4M | 0.41 |
| TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000 (TRUIST FINANCIAL V/R 10/30/29) | Long | Debt | US | $2M | 2M | 0.16 |
| TYSON FOODS INC REGD 5.70000000 (TYSON FOODS INC 5.7% 03/15/34) | Long | Debt | US | $3M | 3M | 0.28 |
| UBS GROUP AG REGD V/R 144A P/P 4.75100000 (UBS GROUP AG V/R 05/12/28) | Long | Debt | CH | $2M | 2M | 0.14 |
| UBS GROUP AG REGD V/R 144A P/P 5.95900000 (UBS GROUP AG V/R 01/12/34) | Long | Debt | CH | $4M | 4M | 0.38 |
| UBS-BAMLL TRUST 2012-WRM SER 2012-WRM CL A REGD 144A P/P 3.66300000 (UBSBM 2012-WR 3.663% 06/10/22) | Long | ABS-collateralized bond/debt obligation | US | $9K | 10K | 0.00 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 01/23/25) | Long | Short-term investment vehicle | US | $2M | – | 0.19 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 10/10/24) | Long | Short-term investment vehicle | US | $2M | – | 0.21 |
| UNITED STATES TREASURY BOND 1.37500000 (US TREAS BDS 1.375% 08/15/50) | Long | Debt | US | $18M | 34M | 1.64 |
| UNITED STATES TREASURY BOND 1.75000000 (US TREAS BDS 1.75% 08/15/41) | Long | Debt | US | $3M | 4M | 0.24 |
| UNITED STATES TREASURY BOND 3.50000000 (US TREAS BDS 3.5% 02/15/39) | Long | Debt | US | $24M | 26M | 2.18 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/53) | Long | Debt | US | $33M | 38M | 2.99 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 05/15/53) | Long | Debt | US | $21M | 24M | 1.87 |
| UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 02/15/43) | Long | Debt | US | $29M | 32M | 2.65 |
| UNITED STATES TREASURY NOTE 3.37500000 (US TREAS NTS 3.375% 05/15/33) | Long | Debt | US | $3M | 3M | 0.26 |
| UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/15/34) | Long | Debt | US | $25M | 25M | 2.24 |
| UNIVERSAL INSURANCE HLDS REGD SER WI 5.62500000 (UNIVERSAL INSU 5.625% 11/30/26) | Long | Debt | US | $6M | 6M | 0.55 |
| US BANCORP REGD V/R /PERP/ 3.70000000 (US BANCORP V/R /PERP/) | Long | Debt | US | $6M | 6M | 0.50 |
| 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 | $3M | 3M | 0.31 |
| VC 3 LS 2021 LP CLASS B 4.75000000 (VC 3 LS 2021 LP 4.75% 10/15/41) | Long | ABS-collateralized bond/debt obligation | US | $4M | 5M | 0.36 |
| VCP RRL ABS I LTD SER 2021-1A CL A REGD 144A P/P 2.15200000 (VCRRL 2021-1A 2.152% 10/20/31) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.12 |
| WELLS FARGO & COMPANY REGD V/R 2.18800000 (WELLS FARGO & COM V/R 04/30/26) | Long | Debt | US | $1M | 1M | 0.11 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.39300000 (WELLS FARGO & COM V/R 06/02/28) | Long | Debt | US | $1M | 1M | 0.10 |
| WELLS FARGO & COMPANY REGD V/R MTN 3.35000000 (WELLS FARGO & COM V/R 03/02/33) | Long | Debt | US | $3M | 3M | 0.24 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL C REGD 144A P/P 6.29000000 (WLAKE 2023-2A 6.29% 03/15/28) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.44 |
| WILLIS ENGINE STRUCTURED TRUST VII SER 2023-A CL A REGD 144A P/P 8.00000000 (WESTF 2023-A A 8% 10/15/29) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.20 |
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