0001752724-21-143221.txt : 20210629
0001752724-21-143221.hdr.sgml : 20210629
20210629125901
ACCESSION NUMBER: 0001752724-21-143221
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210629
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BBH Trust
CENTRAL INDEX KEY: 0001342947
IRS NUMBER: 000000000
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21829
FILM NUMBER: 211056835
BUSINESS ADDRESS:
STREET 1: 50 POST OFFICE SQUARE
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 800-575-1265
MAIL ADDRESS:
STREET 1: 140 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10005
0001342947
S000070442
BBH Partner Fund - Select Short Term Assets
C000223931
BBH Partner Fund - Select Short Term Assets
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001342947
XXXXXXXX
S000070442
C000223931
BBH Trust
811-21829
0001342947
5493002QM4WBFYUZ3Y95
50 Post Office Square
NULL
Boston
02110
800-575-1265
BBH Partner Fund - Select Short Term Assets
S000070442
549300217D6CWLWDOU71
2021-10-31
2021-04-30
N
439896774.36
6500878.77
433395895.59
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
75993.79000000
USD
N
ENERGY TRANSFER 5.2% 02/01/22
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP REGD 5.20000000
29273RAQ2
3320000.00000000
NS
USD
3394783.70000000
0.783298534790
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
5.20000000
N
N
N
N
N
N
CHEVRON CORP 3.191% 06/24/23
N/A
CHEVRON CORP REGD 3.19100000
166764AH3
10000000.00000000
NS
USD
10541390.40000000
2.432277395163
Long
DBT
CORP
US
N
2
2023-06-24
Fixed
3.19100000
N
N
N
N
N
N
ARES CAPITAL COR 3.5% 02/10/23
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP REGD 3.50000000
04010LAU7
1750000.00000000
NS
USD
1824610.17000000
0.421003103297
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
CAALT 2021-2A 0.96% 07/15/24
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-2 SER 2021-2A CL A REGD 144A P/P 0.96000000
22537CAA7
3000000.00000000
NS
USD
3002847.30000000
0.692864729582
Long
ABS-CBDO
CORP
US
Y
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
JPMORGAN CHASE 3.25% 09/23/22
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD 3.25000000
46625HJE1
2000000.00000000
NS
USD
2082316.60000000
0.480465233101
Long
DBT
CORP
US
N
2
2022-09-23
Fixed
3.25000000
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 1.01563000
12434LAA2
5550000.00000000
NS
USD
5543340.00000000
1.279047645906
Long
ABS-CBDO
CORP
KY
Y
2
2037-02-16
Variable
1.01563000
N
N
N
N
N
N
NEXTERA ENERGY 0.65% 03/01/23
N/A
NEXTERA ENERGY CAPITAL REGD 0.65000000
65339KBU3
1125000.00000000
NS
USD
1128544.49000000
0.260395749356
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
UACST 2021-1 A 0.34% 06/10/22
N/A
UNITED AUTO CREDIT SECURITIZATION TRUST SER 2021-1 CL A REGD 144A P/P 0.34000000
90943UAA2
5487688.63000000
NS
USD
5487374.19000000
1.266134323337
Long
ABS-CBDO
CORP
US
Y
2
2023-07-10
Fixed
0.34000000
N
N
N
N
N
N
QUALCOMM INC 2.6% 01/30/23
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC REGD 2.60000000
747525AR4
2000000.00000000
NS
USD
2074092.76000000
0.478567697826
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.60000000
N
N
N
N
N
N
ONDK 2021-1A A 1.59% 05/17/24
N/A
ONDECK ASSET SECURITIZATION TRUST LLC SER 2021-1A CL A REGD 144A P/P 1.59000000
68236WAA0
1820000.00000000
NS
USD
1821453.27000000
0.420274693077
Long
ABS-CBDO
CORP
US
Y
2
2027-05-17
Fixed
1.59000000
N
N
N
N
N
N
ORACLE CORP 2.5% 05/15/22
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP REGD 2.50000000
68389XBB0
3040000.00000000
NS
USD
3097875.82000000
0.714791222418
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.50000000
N
N
N
N
N
N
AVIATION CAPIT 2.875% 01/20/22
N/A
AVIATION CAPITAL GROUP REGD 144A P/P 2.87500000
05367AAJ2
4300000.00000000
NS
USD
4354048.51000000
1.004635381715
Long
DBT
CORP
US
Y
2
2022-01-20
Fixed
2.87500000
N
N
N
N
N
N
WESTPAC BANKING 2.5% 06/28/22
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP REGD 2.50000000
961214DQ3
2000000.00000000
NS
USD
2052660.00000000
0.473622390264
Long
DBT
CORP
AU
N
2
2022-06-28
Fixed
2.50000000
N
N
N
N
N
N
BNZ INTL FUNDI 3.375% 03/01/23
N/A
BNZ INTL FUNDING/LONDON REGD 144A P/P 3.37500000
05579HAJ1
9000000.00000000
NS
USD
9480252.60000000
2.187434790330
Long
DBT
CORP
NZ
Y
2
2023-03-01
Fixed
3.37500000
N
N
N
N
N
N
SANTANDER HOLDIN 3.7% 03/28/22
N/A
SANTANDER HOLDINGS USA REGD SER WI 3.70000000
80282KAT3
1615000.00000000
NS
USD
1656582.68000000
0.382233126076
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.70000000
N
N
N
N
N
N
MORGAN STANLEY 5.5% 07/28/21
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY REGD MTN SER GMTN 5.50000000
61747WAL3
8550000.00000000
NS
USD
8654566.50000000
1.996919349736
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
5.50000000
N
N
N
N
N
N
EXXON MOBIL CO 1.571% 04/15/23
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORPORATION REGD 1.57100000
30231GBL5
10000000.00000000
NS
USD
10251116.50000000
2.365300780258
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57100000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 03/16/24
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R 0.69700000
46647PBZ8
1960000.00000000
NS
USD
1966697.44000000
0.453787740034
Long
DBT
CORP
US
N
2
2024-03-16
Variable
0.69700000
N
N
N
N
N
N
ABBVIE INC 2.3% 11/21/22
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD SER WI 2.30000000
00287YBM0
2500000.00000000
NS
USD
2573000.00000000
0.593683518044
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
AIR LEASE CORP 3.75% 02/01/22
5493004NW4M4P8TMMK63
AIR LEASE CORP REGD 3.75000000
00912XAQ7
945000.00000000
NS
USD
962402.06000000
0.222060723184
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.75000000
N
N
N
N
N
N
NEUB 2017-25A AR V/R 10/18/29
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 2 SER 2017-25A CL AR V/R REGD 144A P/P 1.11975000
64131JAL0
5100000.00000000
NS
USD
5092998.21000000
1.175137619396
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-18
Variable
1.11975000
N
N
N
N
N
N
US T BILL ZCP 01/27/22
N/A
UNITED STATES TREASURY BILL ZCP 0.00000000
912796C31
28450000.00000000
PA
USD
28442134.43000000
6.562622008978
Long
STIV
UST
US
N
2
2022-01-27
Fixed
0.00000000
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
3500000.00000000
NS
USD
3590010.06000000
0.828344268261
Long
DBT
CORP
US
Y
2
2022-01-25
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC 2.9% 12/08/21
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD 2.90000000
172967LC3
4115000.00000000
NS
USD
4171256.99000000
0.962458812472
Long
DBT
CORP
US
N
2
2021-12-08
Fixed
2.90000000
N
N
N
N
N
N
SKY LTD 3.125% 11/26/22
N/A
SKY LTD REGD 144A P/P 3.12500000
111013AK4
4000000.00000000
NS
USD
4168504.36000000
0.961823681861
Long
DBT
CORP
GB
Y
2
2022-11-26
Fixed
3.12500000
N
N
N
N
N
N
NEW YORK LIFE GL 0.4% 10/21/23
N/A
NEW YORK LIFE GLOBAL FDG REGD 144A P/P 0.40000000
64952WDT7
9000000.00000000
NS
USD
8991635.31000000
2.074693231175
Long
DBT
CORP
US
Y
2
2023-10-21
Fixed
0.40000000
N
N
N
N
N
N
PFP 2021-7 A V/R 04/14/38
N/A
PFP 2021-7 LTD SER 2021-7 CL A V/R REGD 144A P/P 0.96463000
69290LAA5
6000000.00000000
NS
USD
5988750.00000000
1.381819731321
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-14
Variable
0.96463000
N
N
N
N
N
N
SOUTHERN CO 2.35% 07/01/21
549300FC3G3YU2FBZD92
SOUTHERN CO REGD 2.35000000
842587CS4
2870000.00000000
NS
USD
2874638.35000000
0.663282319756
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
2.35000000
N
N
N
N
N
N
PSEG POWER LLC 3.85% 06/01/23
N/A
PSEG POWER LLC REGD 3.85000000
69362BBC5
9474000.00000000
NS
USD
10086434.03000000
2.327302619298
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
RESI 2021-1A A1 V/R 07/10/52
N/A
RESIMAC PREMIER SERIES 2021-1 SER 2021-1A CL A1 V/R REGD 144A P/P 0.84175000
76123EAA9
6000000.00000000
NS
USD
5989195.62000000
1.381922551861
Long
ABS-CBDO
CORP
AU
Y
2
2052-07-10
Variable
0.84175000
N
N
N
N
N
N
CANADIAN IMPERIA 0.5% 12/14/23
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK REGD 0.50000000
13607GRS5
3335000.00000000
NS
USD
3327990.60000000
0.767886967519
Long
DBT
CORP
CA
N
2
2023-12-14
Fixed
0.50000000
N
N
N
N
N
N
US T BILL ZCP 05/20/21
N/A
UNITED STATES TREASURY BILL ZCP 0.00000000
9127962Y4
5200000.00000000
PA
USD
5199910.80000000
1.199806194039
Long
STIV
UST
US
N
2
2021-05-20
Fixed
0.00000000
N
N
N
N
N
N
GILEAD SCIENCES 0.75% 09/29/23
549300WTZWR07K8MNV44
GILEAD SCIENCES INC REGD 0.75000000
375558BW2
1750000.00000000
NS
USD
1753046.49000000
0.404490791869
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
DRIVE 2021-1 A 0.36% 04/15/22
N/A
DRIVE AUTO RECEIVABLES TRUST 2021-1 SER 2021-1 CL A2 REGD 0.36000000
262108AB9
2030000.00000000
NS
USD
2030696.09000000
0.468554527318
Long
ABS-CBDO
CORP
US
N
2
2023-12-15
Fixed
0.36000000
N
N
N
N
N
N
MDPK 2017-25A A1 V/R 04/25/29
N/A
MADISON PARK FUNDING XXV LTD SER 2017-25A CL A1R V/R REGD 144A P/P 1.14575000
55820RAJ1
6000000.00000000
NS
USD
6009000.00000000
1.386492133669
Long
ABS-CBDO
CORP
KY
Y
3
2029-04-25
Variable
1.14575000
N
N
N
N
N
N
ALEXANDER FUND 1.841% 11/15/23
N/A
ALEXANDER FUNDING TRUST REGD 144A P/P 1.84100000
014621AA4
2000000.00000000
NS
USD
2027339.72000000
0.467780092204
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
EART 2021-1A A2 0.3% 12/15/21
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1A CL A2 REGD 0.30000000
30166RAB3
5729884.33000000
NS
USD
5730142.17000000
1.322149616160
Long
ABS-CBDO
CORP
US
N
2
2023-06-15
Fixed
0.30000000
N
N
N
N
N
N
NEXTERA ENERGY CA V/R 08/28/21
N/A
NEXTERA ENERGY CAPITAL REGD V/R 0.73975000
65339KBA7
1100000.00000000
NS
USD
1100347.38000000
0.253889663283
Long
DBT
CORP
US
N
2
2021-08-28
Variable
0.73975000
N
N
N
N
N
N
OSCAR 2021-1A A 0.4% 02/10/23
N/A
OSCAR US FUNDING XII LLC SER 2021-1A CL A2 REGD 144A P/P 0.40000000
68785AAB1
3350000.00000000
NS
USD
3345807.14000000
0.771997883239
Long
ABS-CBDO
CORP
JP
Y
2
2024-03-11
Fixed
0.40000000
N
N
N
N
N
N
GUARDIAN LIFE GL 2.5% 05/08/22
635400NHILJ5JEKILC36
GUARDIAN LIFE GLOB FUND REGD 144A P/P 2.50000000
40139LAD5
10000000.00000000
NS
USD
10227273.10000000
2.359799251462
Long
DBT
CORP
US
Y
2
2022-05-08
Fixed
2.50000000
N
N
N
N
N
N
AIR LEASE CORP 3.5% 01/15/22
5493004NW4M4P8TMMK63
AIR LEASE CORP REGD SER 3Y 3.50000000
00912XBE3
3030000.00000000
NS
USD
3093426.44000000
0.713764590638
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
DEFT 2019-2 A3 1.91% 10/22/24
N/A
DELL EQUIPMENT FINANCE TRUST 2019-2 SER 2019-2 CL A3 REGD 144A P/P 1.91000000
24703KAC9
5620000.00000000
NS
USD
5683742.04000000
1.311443439551
Long
ABS-CBDO
CORP
US
Y
2
2024-10-22
Fixed
1.91000000
N
N
N
N
N
N
ARES CAPITAL C 3.625% 01/19/22
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP REGD 3.62500000
04010LAR4
1800000.00000000
NS
USD
1833553.17000000
0.423066574616
Long
DBT
CORP
US
N
2
2022-01-19
Fixed
3.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC V/R 03/13/23
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC REGD V/R 3.26200000
404280BJ7
9765000.00000000
NS
USD
9997731.10000000
2.306835667280
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
3.26200000
N
N
N
N
N
N
SOUTHERN CAL EDI 1.1% 04/01/24
N/A
SOUTHERN CAL EDISON REGD 1.10000000
842400HB2
4590000.00000000
NS
USD
4629247.53000000
1.068133680338
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.10000000
N
N
N
N
N
N
KEY BANK NA 1.25% 03/10/23
N/A
KEY BANK NA REGD SER BKNT 1.25000000
49327M2Z6
10000000.00000000
NS
USD
10148377.30000000
2.341595156591
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.25000000
N
N
N
N
N
N
VIRGINIA ELEC & 2.95% 01/15/22
N/A
VIRGINIA ELEC & POWER CO REGD 2.95000000
927804FK5
9000000.00000000
NS
USD
9106471.26000000
2.101190009564
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.95000000
N
N
N
N
N
N
CAPITAL ONE FINA 2.6% 05/11/23
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO REGD 2.60000000
14040HCD5
10000000.00000000
NS
USD
10405008.50000000
2.400809192213
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
N
ANZ NEW ZEALAN 2.125% 07/28/21
N/A
ANZ NEW ZEALAND INTL/LDN REGD 144A P/P 2.12500000
00182EBA6
4790000.00000000
NS
USD
4811425.96000000
1.110168787696
Long
DBT
CORP
NZ
Y
2
2021-07-28
Fixed
2.12500000
N
N
N
N
N
N
GENERAL MOTORS 3.45% 01/14/22
N/A
GENERAL MOTORS FINL CO REGD 3.45000000
37045XBS4
2814000.00000000
NS
USD
2862885.62000000
0.660570542806
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
3.45000000
N
N
N
N
N
N
ACR 2021-FL4 A V/R 12/18/37
N/A
ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 0.94500000
00489TAA4
5000000.00000000
NS
USD
4987400.00000000
1.150772319431
Long
ABS-CBDO
CORP
KY
Y
2
2037-12-18
Variable
0.94500000
N
N
N
N
N
N
AMERICAN ELECTR 3.65% 12/01/21
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER REGD SER I 3.65000000
025537AL5
6680000.00000000
NS
USD
6809541.30000000
1.571205765742
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.65000000
N
N
N
N
N
N
DFLF2 2021-2 A 0.56% 04/10/34
549300ZWUQETU54FDP26
DONLEN FLEET LEASE FUNDING 2 LLC SER 2021-2 CL A2 REGD 144A P/P 0.56000000
257812AD9
3900000.00000000
NS
USD
3892723.38000000
0.898191104163
Long
ABS-CBDO
CORP
US
Y
2
2034-12-11
Fixed
0.56000000
N
N
N
N
N
N
ATHENE GLOBAL FUND 3% 07/01/22
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING REGD 144A P/P 3.00000000
04685A2E0
6500000.00000000
NS
USD
6689470.19000000
1.543501047902
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
NEXTERA ENERGY C 2.9% 04/01/22
N/A
NEXTERA ENERGY CAPITAL REGD 2.90000000
65339KBF6
1180000.00000000
NS
USD
1208049.41000000
0.278740390089
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
US T BILL ZCP 06/03/21
N/A
UNITED STATES TREASURY BILL ZCP 0.00000000
912796A41
49900000.00000000
PA
USD
49898015.14000000
11.51326434969
Long
STIV
UST
US
N
2
2021-06-03
Fixed
0.00000000
N
N
N
N
N
N
AMERICAN EXPRES 2.75% 05/20/22
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO REGD SER FXD 2.75000000
025816CD9
7500000.00000000
NS
USD
7681043.93000000
1.772292725463
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
EFF 2019-2 A2 2.29% 02/20/23
N/A
ENTERPRISE FLEET FINANCING 2019-2 LLC SER 2019-2 CL A2 REGD 144A P/P 2.29000000
29374DAB4
2368342.07000000
NS
USD
2406642.66000000
0.555298904417
Long
ABS-CBDO
CORP
US
Y
2
2025-02-20
Fixed
2.29000000
N
N
N
N
N
N
DRSLF 2019-72A A V/R 05/15/32
N/A
DRYDEN 72 CLO LTD SER 2019-72A CL AR V/R REGD 144A P/P 0.00000000
26252NAN9
2830000.00000000
NS
USD
2830000.00000000
0.652982649073
Long
ABS-CBDO
CORP
KY
Y
2
2032-05-15
Variable
1.256
N
N
N
N
N
N
ABBVIE INC 2.9% 11/06/22
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD SER WI 2.90000000
00287YAL3
2500000.00000000
NS
USD
2592841.53000000
0.598261671691
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
NY STATE ELECTR 5.75% 05/01/23
N/A
NY STATE ELECTRIC & GAS REGD 5.75000000
649840CM5
3655000.00000000
NS
USD
4011640.13000000
0.925629469688
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.75000000
N
N
N
N
N
N
ENSTAR GROUP LTD 4.5% 03/10/22
213800AMAL5QFXVUCN04
ENSTAR GROUP LTD REGD 4.50000000
29359UAA7
1735000.00000000
NS
USD
1781031.01000000
0.410947825792
Long
DBT
CORP
BM
N
2
2022-03-10
Fixed
4.50000000
N
N
N
N
N
N
MHC 2021-MHC A V/R 04/15/26
N/A
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL A V/R REGD 144A P/P 0.95096200
55316VAA2
2110000.00000000
NS
USD
2108098.47000000
0.486414036554
Long
ABS-CBDO
CORP
US
Y
2
2038-04-15
Variable
0.95096200
N
N
N
N
N
N
CATERPILLAR FINL 1.9% 09/06/22
N/A
CATERPILLAR FINL SERVICE REGD MTN 1.90000000
14913Q3A5
7690000.00000000
NS
USD
7868737.67000000
1.815600412940
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
1.90000000
N
N
N
N
N
N
GOLDMAN SACHS 0.481% 01/27/23
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD SER FXD 0.48100000
38141GXP4
10000000.00000000
NS
USD
10005848.50000000
2.308708643024
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.48100000
N
N
N
N
N
N
FCRT 2021-1 A2 0.4% 08/15/24
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1 CL A2 REGD 144A P/P 0.40000000
35105WAC3
6000000.00000000
NS
USD
6002039.40000000
1.384886073235
Long
ABS-CBDO
CORP
US
Y
2
2024-08-15
Fixed
0.40000000
N
N
N
N
N
N
MUFG AMERICAS HL 3.5% 06/18/22
N/A
MUFG AMERICAS HLDGS CORP REGD 3.50000000
908906AC4
6950000.00000000
NS
USD
7194609.14000000
1.660054747451
Long
DBT
CORP
US
N
2
2022-06-18
Fixed
3.50000000
N
N
N
N
N
N
FIVE CORNERS F 4.419% 11/15/23
N/A
FIVE CORNERS FUNDING TRS REGD P/P 4.41900000
33829TAA4
1600000.00000000
NS
USD
1750559.79000000
0.403917020860
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
HP ENTERPRISE C 4.45% 10/02/23
549300BX44RGX6ANDV88
HP ENTERPRISE CO REGD 4.45000000
42824CBG3
5000000.00000000
NS
USD
5426610.55000000
1.252113969056
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.45000000
N
N
N
N
N
N
MITSUBISHI UFJ 3.218% 03/07/22
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP REGD 3.21800000
606822BG8
8997000.00000000
NS
USD
9216005.96000000
2.126463599165
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
3.21800000
N
N
N
N
N
N
WOODS 2018-17A A V/R 04/22/31
N/A
NORTHWOODS CAPITAL XVII LTD SER 2018-17A CL A V/R REGD 144A P/P 1.24375000
66860PAA2
5000000.00000000
NS
USD
4993296.00000000
1.152132738405
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-22
Variable
1.24375000
N
N
N
N
N
N
VMWARE INC 2.95% 08/21/22
N/A
VMWARE INC REGD 2.95000000
928563AB1
8000000.00000000
NS
USD
8239652.08000000
1.901183689980
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
FREED 2021-1CP 0.66% 02/20/23
N/A
FREED ABS TRUST 2020-1CP SER 2021-1CP CL A REGD 144A P/P 0.66000000
35635BAA2
7778217.02000000
NS
USD
7781339.20000000
1.795434446698
Long
ABS-CBDO
CORP
US
Y
2
2028-03-20
Fixed
0.66000000
N
N
N
N
N
N
WLAKE 2021-1A 0.39% 12/15/22
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1A CL A2A REGD 144A P/P 0.39000000
96043FAB9
6000000.00000000
NS
USD
6002467.80000000
1.384984920502
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
0.39000000
N
N
N
N
N
N
2021-06-01
BBH Trust
Charles Schreiber
Charles Schreiber
Treasurer