T/L AXALTA COATING SYSTEMS /LX163100/ 2.05788000

NPORT-P false 0001342947 XXXXXXXX S000062218 C000201413 BBH Trust 811-21829 0001342947 5493002QM4WBFYUZ3Y95 50 Post Office Square NULL Boston 02110 800-575-1265 BBH Income Fund S000062218 549300ZKXJXVR6XM1291 2020-10-31 2020-07-31 N 455701271.46 7828393.11 447872878.35 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N T/L AXALTA COAT 0% 6/1/24 N/A T/L AXALTA COATING SYSTEMS /LX163100/ 2.05788000 90347BAH1 1988359.14000000 NS USD 1943621.06000000 0.433967126377 Long LON CORP NL N 2 2024-06-01 Variable 2.05788000 N N N N N N T/L SS&C TECH 0% 4/16/25 N/A T/L SS&C TECHNOLOGIES INC REGD ZCP 1.91113000 78466DBD5 591408.54000000 NS USD 572187.76000000 0.127756733586 Long LON CORP US N 2 2025-04-16 Variable 1.91113000 N N N N N N FNA 2019-1 LLC 3% 12/10/31 N/A FNA 2019-1 LLC 3.00000000 30312PAA2 1950000.00000000 NS USD 1911000.00000000 0.426683573035 Long ABS-CBDO CORP US N 2 2031-12-10 Fixed 3.00000000 N N N N N N SDCP 2020-1 A 3.812% 04/21/25 N/A SABEY DATA CENTER ISSUER LLC SER 2020-1 CL A2 REGD 144A P/P 3.81200000 78520EAA4 2130000.00000000 NS USD 2169221.18000000 0.484338589108 Long ABS-CBDO CORP US Y 2 2045-04-20 Fixed 3.81200000 N N N N N N T/L T-MOBILE USA 0% 04/01/27 N/A T/L T-MOBILE USA INC REGD 3.16113000 87265VAF5 2350000.00000000 NS USD 2357543.50000000 0.526386752572 Long LON CORP US N 2 2027-04-01 Variable 3.16113000 N N N N N N TEGNA INC 5% 09/15/29 549300YC5EDBGX85AO10 TEGNA INC REGD 144A P/P 5.00000000 87901JAC9 2040000.00000000 NS USD 2056564.80000000 0.459184938274 Long DBT CORP US Y 2 2029-09-15 Fixed 5.00000000 N N N N N N CAUTO 2020-1A 4.17% 02/15/25 N/A CARS-DB4 LP SER 2020-1A CL B1 REGD 144A P/P 4.17000000 12510HAG5 1430000.00000000 NS USD 1399722.61000000 0.312526763209 Long ABS-CBDO CORP US Y 2 2050-02-15 Fixed 4.17000000 N N N N N N US TREAS NTS 2% 02/15/23 N/A UNITED STATES TREASURY NOTE 2.00000000 912828UN8 700000.00000000 NS USD 733277.34000000 0.163724435090 Long DBT UST US N 2 2023-02-15 Fixed 2.00000000 N N N N N N WRG 2020-1 B 6.535% 10/15/24 N/A WRG DEBT FUNDING IV LLC SER 2020-1 CL B REGD 144A P/P 6.53500000 92942AAC9 3300000.00000000 NS USD 3298901.10000000 0.736570857372 Long ABS-CBDO CORP US Y 2 2028-07-15 Fixed 6.53500000 N N N N N N SORT 2020-1 B1 2.28% 07/15/25 N/A CF HIPPOLYTA LLC SER 2020-1 CL B1 REGD 144A P/P 2.28000000 12530MAC9 1140000.00000000 NS USD 1151416.30000000 0.257085515926 Long ABS-CBDO CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N TRTX 2018-FL2 A V/R 11/15/37 N/A TPG REAL ESTATE FINANCE 2018-FL2 ISSUE SER 2018-FL2 CL A V/R REGD 144A P/P 1.31088000 87275QAA5 2000000.00000000 NS USD 1970000.00000000 0.439856953887 Long ABS-CBDO CORP KY Y 2 2037-11-15 Variable 1.31088000 N N N N N N UBSBM 2012-WR 3.663% 06/10/22 N/A UBS-BAMLL TRUST SER 2012-WRM CL A REGD 144A P/P 3.66300000 90269PAA9 300000.00000000 NS USD 303698.55000000 0.067809095991 Long ABS-CBDO CORP US Y 2 2030-06-10 Fixed 3.66300000 N N N N N N ATHENE GLOBAL FUND 4% 01/25/22 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING REGD 144A P/P MTN 4.00000000 04685A2B6 967000.00000000 NS USD 1006475.02000000 0.224723368762 Long DBT CORP US Y 2 2022-01-25 Fixed 4.00000000 N N N N N N ONDK 2019-1A A 2.65% 11/18/24 N/A ONDECK ASSET SECURITIZATION TRUST II LLC SER 2019-1A CL A REGD 144A P/P 2.65000000 68235RAJ3 997149.25000000 NS USD 997457.57000000 0.222709973793 Long ABS-CBDO CORP US Y 2 2024-11-18 Fixed 2.65000000 N N N N N N CREDIT ACCEPTA 6.625% 03/15/26 N/A CREDIT ACCEPTANC REGD 144A 6.62500000 225310AM3 1400000.00000000 NS USD 1461250.00000000 0.326264453740 Long DBT CORP US Y 2 2026-03-15 Fixed 6.62500000 N N N N N N CAALT 2020-2A 1.93% 12/15/23 N/A CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-2 SER 2020-2A CL B REGD 144A P/P 1.93000000 22535MAC3 2000000.00000000 NS USD 2010507.80000000 0.448901439936 Long ABS-CBDO CORP US Y 2 2029-09-17 Fixed 1.93000000 N N N N N N CATERPILLAR INC 3.25% 04/09/50 WRJR7GS4GTRECRRTVX92 CATERPILLAR INC REGD 3.25000000 149123CJ8 1085000.00000000 NS USD 1304149.71000000 0.291187471499 Long DBT CORP US N 2 2050-04-09 Fixed 3.25000000 N N N N N N NEW YORK LIFE I 3.75% 05/15/50 TAE73CY392TBWJ3O3305 NEW YORK LIFE INSURANCE REGD 144A P/P 3.75000000 64952GAT5 1180000.00000000 NS USD 1434733.49000000 0.320343909924 Long DBT CORP US Y 2 2050-05-15 Fixed 3.75000000 N N N N N N OWL ROCK CAPITAL C 4% 03/30/25 2549000BD79OOCPF2L94 OWL ROCK CAPITAL CORP REGD 4.00000000 69121KAB0 1875000.00000000 NS USD 1875295.24000000 0.418711498429 Long DBT CORP US N 2 2025-03-30 Fixed 4.00000000 N N N N N N US TREAS BDS 2% 02/15/50 N/A UNITED STATES TREASURY BOND 2.00000000 912810SL3 3780000.00000000 NS USD 4541463.27000000 1.014007208190 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N CGCMT 2019-SM 4.149% 01/10/24 N/A CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-SMRT SER 2019-SMRT CL A REGD 144A P/P 4.14900000 29429MAA1 890000.00000000 NS USD 962227.86000000 0.214843967231 Long ABS-CBDO CORP US Y 2 2036-01-10 Fixed 4.14900000 N N N N N N OMFIT 2020-1A 3.84% 10/16/23 N/A ONEMAIN FINANCIAL ISSUANCE TRUST 2020-A SER 2020-1A CL A REGD 144A P/P 3.84000000 68269LAA4 1540000.00000000 NS USD 1601801.12000000 0.357646376333 Long ABS-CBDO CORP US Y 2 2032-05-14 Fixed 3.84000000 N N N N N N BXMT 2020-FL2 A V/R 07/15/22 N/A BXMT 2020-FL2 LTD SER 2020-FL2 CL A V/R REGD 144A P/P 1.08088000 12434LAA2 2190000.00000000 NS USD 2135337.60000000 0.476773143278 Long ABS-CBDO CORP KY Y 2 2037-02-16 Variable 1.08088000 N N N N N N T/L AVOLON TLB BO ZCP 01/15/25 635400O84AGITYFZQB55 T/L AVOLON TLB BORROWER 1 US REGD ZCP TERM LOAN 2.50000000 05400KAE0 1180745.38000000 NS USD 1123774.42000000 0.250913702151 Long LON CORP US N 2 2025-01-15 Variable 2.50000000 N N N N N N T/L RPI 2019 INTER 0% 02/05/27 N/A T/L RPI 2019 INTERMEDIATE FINANCE TRUST REGD 1.91113000 74969AAC5 2865600.00000000 NS USD 2831929.20000000 0.632306472861 Long LON CORP US N 2 2027-02-05 Variable 1.91113000 N N N N N N T/L VISTRA OPERAT ZCP 12/31/25 N/A T/L VISTRA OPERATIONS CO LLC ZCP TERM LOAN 1.91495470 88233FAK6 1844838.08000000 NS USD 1813328.25000000 0.404875655047 Long LON CORP US N 2 2025-12-31 Variable 1.91495470 N N N N N N RETL 2019-RVP A V/R 03/15/21 N/A RETL 2019-RVP SER 2019-RVP CL A V/R REGD 144A P/P 1.32475000 74952PAA5 110057.08000000 NS USD 104818.50000000 0.023403627472 Long ABS-CBDO CORP US Y 2 2036-03-15 Variable 1.32475000 N N N N N N WELLS FARGO & COM V/R 06/02/28 N/A WELLS FARGO & COMPANY REGD V/R MTN 2.39300000 95000U2S1 1165000.00000000 NS USD 1220454.92000000 0.272500296176 Long DBT CORP US N 2 2028-06-02 Variable 2.39300000 N N N N N N CGCC 2014-FL2 ST V/R 11/15/31 N/A CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL STC2 V/R REGD 144A P/P 4.92475000 12528PAK8 1375472.50000000 NS USD 941923.57000000 0.210310473246 Long ABS-CBDO CORP US Y 3 2031-11-15 Variable 4.92475000 N N N N N N SREV 2019-A A 2.51% 11/25/24 N/A SANTANDER REVOLVING AUTO LOAN TRUST 2019-A SER 2019-A CL A REGD 144A P/P 2.51000000 80286JAA3 1940000.00000000 NS USD 2014310.73000000 0.449750549178 Long ABS-CBDO CORP US Y 2 2032-01-26 Variable 2.51000000 N N N N N N HSBC HOLDINGS P 4.95% 03/31/30 MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC REGD 4.95000000 404280CF4 1735000.00000000 NS USD 2123783.95000000 0.474193471554 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N ADAPTHEALTH LL 6.125% 08/01/28 N/A ADAPTHEALTH LLC REGD 144A P/P 6.12500000 00653VAA9 1270000.00000000 NS USD 1323530.50000000 0.295514768582 Long DBT CORP US Y 2 2028-08-01 Fixed 6.12500000 N N N N N N REPS 2019-A A 3.43% 02/20/23 N/A REPUBLIC FINANCE ISSUANCE TRUST 2019-A SER 2019-A CL A REGD 144A P/P 3.43000000 76041QAA1 1390000.00000000 NS USD 1387233.34000000 0.309738188458 Long ABS-CBDO CORP US Y 2 2027-11-22 Fixed 3.43000000 N N N N N N US TREAS NTS 1.625% 10/31/23 N/A UNITED STATES TREASURY NOTE 1.62500000 912828T91 1200000.00000000 NS USD 1258078.13000000 0.280900717773 Long DBT UST US N 2 2023-10-31 Fixed 1.62500000 N N N N N N F/C US 5YR NOTE (CBT) SEP20 N/A FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP20 0.00000000 N/A 55.00000000 NC USD 6936875.00000000 1.548849089847 N/A DIR CORP US N 1 GOLDMAN SACHS AND CO. LLC FOR8UP27PHTHYVLBNG30 Long F/C US 5YR NOTE (CBT) SEP20 US 5YR NOTE (CBT) SEP20 2020-09-30 6906367.19000000 USD 30507.81000000 N N N RPIT 2019-1 A V/R 10/25/24 N/A RMF PROPRIETARY ISSUANCE TRUST 2019-1 SER 2019-1 CL A V/R REGD 144A P/P 2.75000000 74968RAA3 1080603.70000000 NS USD 1077900.03000000 0.240670976543 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 2.75000000 N N N N N N AERCAP IRELAND C 4.5% 09/15/23 N/A AERCAP IRELAND CAP/GLOBA REGD 4.50000000 00774MAP0 2720000.00000000 NS USD 2766231.27000000 0.617637593995 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N T/L TIVITY HEALTH ZCP 03/06/26 U5UKZMHGMOP0CPFG4B24 T/L TIVITY HEALTH INC ZCP TERM LOAN 5.41113000 88870TAG3 3071000.00000000 NS USD 2783093.75000000 0.621402608761 Long LON CORP US N 2 2026-03-06 Variable 5.41113000 N N N N N N US TIPS 0.875% 01/15/29 N/A UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000 9128285W6 8547704.55000000 NS USD 9958241.11000000 2.223452589200 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N F/C US 10YR ULTRA FUT SEP20 N/A FUTURE CONTRACT ON US 10YR ULTRA FUT SEP20 0.00000000 N/A -26.00000000 NC USD -4140500.00000000 -0.92448107490 N/A DIR CORP US N 1 GOLDMAN SACHS AND CO. LLC FOR8UP27PHTHYVLBNG30 Short F/C US 10YR ULTRA FUT SEP20 US 10YR ULTRA FUT SEP20 2020-09-21 4086062.50000000 USD -54437.50000000 N N N ENSTAR GROUP LT 4.95% 06/01/29 213800AMAL5QFXVUCN04 ENSTAR GROUP LTD REGD 4.95000000 29359UAB5 3145000.00000000 NS USD 3458758.75000000 0.772263496450 Long DBT CORP BM N 2 2029-06-01 Fixed 4.95000000 N N N N N N FS KKR CAPITAL 4.625% 07/15/24 549300TYRSI1T21B1360 FS KKR CAPITAL CORP REGD 4.62500000 302635AD9 1655000.00000000 NS USD 1664153.08000000 0.371568174909 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N DRUGC 2018-1A A1 V/R 07/15/24 N/A DRUG ROYALTY III LP 1 SER 2018-1A CL A1 V/R REGD 144A P/P 1.87500000 26224HAG2 1967006.40000000 NS USD 1932823.76000000 0.431556330698 Long ABS-CBDO CORP US Y 2 2031-10-15 Variable 1.87500000 N N N N N N ARES CAPITAL C 3.875% 01/15/26 WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP REGD 3.87500000 04010LAZ6 3370000.00000000 NS USD 3416713.26000000 0.762875678604 Long DBT CORP US N 2 2026-01-15 Fixed 3.87500000 N N N N N N NMEF 2019-A A 2.73% 06/15/22 N/A NMEF FUNDING 2019-A LLC SER 2019-A CL A REGD 144A P/P 2.73000000 65489MAA2 772629.80000000 NS USD 777104.95000000 0.173510160486 Long ABS-CBDO CORP US Y 2 2026-08-17 Fixed 2.73000000 N N N N N N F/C US ULTRA BOND CBT SEP20 N/A FUTURE CONTRACT ON US ULTRA BOND CBT SEP20 0.00000000 N/A 122.00000000 NC USD 27777875.00000000 6.202178417754 N/A DIR CORP US N 1 GOLDMAN SACHS AND CO. LLC FOR8UP27PHTHYVLBNG30 Long F/C US ULTRA BOND CBT SEP20 US ULTRA BOND CBT SEP20 2020-09-21 26978312.50000000 USD 799562.50000000 N N N AERCAP IRELAND 4.45% 12/16/21 N/A AERCAP IRELAND CAP/GLOBA REGD 4.45000000 00774MAH8 1655000.00000000 NS USD 1685359.77000000 0.376303154638 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N MAIN STREET CAPI 5.2% 05/01/24 5493001FS9QJLJNF3E20 MAIN STREET CAPITAL CORP REGD 5.20000000 56035LAD6 3465000.00000000 NS USD 3575782.84000000 0.798392359272 Long DBT CORP US N 2 2024-05-01 Fixed 5.20000000 N N N N N N LAFI 2018-1A A 5.956% 07/25/28 N/A LIAS ADMINISTRATION FEE ISSUER LLC SER 2018-1A CL A REGD 5.95600000 53000LAA0 557978.48000000 NS USD 620854.29000000 0.138622881628 Long ABS-CBDO CORP US N 2 2048-07-25 Fixed 5.95600000 N N N N N N DOMINION ENERGY 3.3% 03/15/25 ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC REGD SER A 3.30000000 25746UDE6 1960000.00000000 NS USD 2177164.26000000 0.486112101277 Long DBT CORP US N 2 2025-03-15 Fixed 3.30000000 N N N N N N T/L SS&C TECHNOLOG 0% 04/16/25 N/A T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 1.91113000 78466DBE3 415505.65000000 NS USD 402001.72000000 0.089757995947 Long LON CORP US N 2 2025-04-16 Variable 1.91113000 N N N N N N CFMT 2019-RM3 A N/A CASCADE FUNDING MORTGAGE TRUST 2019-RM3 SER 2019-RM3 CL A V/R REGD 2.80000000 147271AA8 1664654.68000000 NS USD 1680222.70000000 0.375156161764 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 2.80000000 N N N N N N FORDF 2018-3 A 3.52% 10/15/21 N/A FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2018-3 CL A1 REGD 3.52000000 34528QGH1 2100000.00000000 NS USD 2168048.61000000 0.484076780444 Long ABS-CBDO CORP US N 2 2023-10-15 Fixed 3.52000000 N N N N N N HBCT 2015-HB10 C V/R 08/05/22 N/A HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB10 CL C10 V/R REGD 144A P/P 5.44700000 44422PBY7 1000000.00000000 NS USD 665322.90000000 0.148551727992 Long ABS-CBDO CORP US Y 2 2034-08-05 Variable 5.44700000 N N N N N N UNITED INS HOLD 6.25% 12/15/27 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