BBH Limited Duration Fund

Fund Profile

Fund profile

Tickers

BBBMX, BBBIX

Fund manager

BBH Limited Duration Fund Class N

Total assets

$7.63 bn

Liabilities

$182.21 mm

Net assets

$7.45 bn

Number of holdings

407.00

Top 200 of 407 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UNITED STATES TREASURY BILL ZCP 0.00000000	264.02 mm	264.75 mm principal	3.55	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	149.74 mm	150.00 mm principal	2.01	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	147.92 mm	150.00 mm principal	1.99	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	126.87 mm	127.00 mm principal	1.70	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	116.42 mm	117.10 mm principal	1.56	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	103.35 mm	104.40 mm principal	1.39	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	99.49 mm	100.00 mm principal	1.34	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	74.41 mm	75.00 mm principal	1.00	Short-term investment vehicle	Long	USA
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000	74.10 mm	74.10 mm principal	1.00	Short-term investment vehicle	Long	USA
NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 1.45000000	72.15 mm	73.44 mm shares	0.97	Debt	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	66.10 mm	66.15 mm principal	0.89	Short-term investment vehicle	Long	USA
T/L WHIRLPOOL CORPORATION REGD 0.00000000	65.89 mm	65.97 mm shares	0.88	Loan	Long	USA
DNB BANK ASA REGD V/R 144A P/P 0.85600000	64.50 mm	65.00 mm shares	0.87	Debt	Long	Norway
EIX Edison International	60.28 mm	61.69 mm shares	0.81	Debt	Long	USA
F&G GLOBAL FUNDING REGD 144A P/P 0.90000000	58.86 mm	59.27 mm shares	0.79	Debt	Long	USA
SUTTER HEALTH REGD SER 20A 1.32100000	58.13 mm	60.63 mm shares	0.78	Debt	Long	USA
T/L WYNN RESORTS LIMITED REGD 0.00000000	54.81 mm	54.83 mm shares	0.74	Loan	Long	USA
REPUBLIC FINANCE ISSUANCE TRUST 2021-A SER 2021-A CL A REGD 144A P/P 2.30000000	54.40 mm	56.03 mm shares	0.73	ABS-collateralized bond/debt obligation	Long	USA
UBS GROUP AG REGD V/R P/P 5.71100000	53.92 mm	53.57 mm shares	0.72	Debt	Long	Switzerland
OPORTUN ISSUANCE TRUST 2021-C SER 2021-C CL A REGD 144A P/P 2.18000000	53.64 mm	56.21 mm shares	0.72	ABS-collateralized bond/debt obligation	Long	USA
SYMPHONY CLO XXI LTD SER 2019-21A CL AR V/R REGD 144A P/P 6.62298000	50.84 mm	50.79 mm shares	0.68	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BANK OF MONTREAL REGD MTN 1.50000000	50.25 mm	51.13 mm shares	0.67	Debt	Long	Canada
GA GLOBAL FUNDING TRUST REGD V/R 144A P/P 5.86700500	50.01 mm	50.00 mm shares	0.67	Debt	Long	USA
T/L NVA HOLDINGS PARENT LLC REGD 0.00000000	49.22 mm	50.00 mm shares	0.66	Loan	Long	USA
ATHENE GLOBAL FUNDING REGD 144A P/P 5.58300000	48.98 mm	48.00 mm shares	0.66	Debt	Long	USA
NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-34A CL A1R V/R REGD 144A P/P 6.52201000	47.64 mm	47.60 mm shares	0.64	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DRAWBRIDGE SPEC OPPOR FU REGD 144A P/P 3.87500000	47.01 mm	48.90 mm shares	0.63	Debt	Long	USA
FLEXENTIAL ISSUER 2021-1 SER 2021-1A CL A2 REGD 144A P/P 3.25000000	46.94 mm	50.30 mm shares	0.63	ABS-collateralized bond/debt obligation	Long	USA
PFS FINANCING CORP SER 2022-A CL A REGD 144A P/P 2.47000000	46.90 mm	47.67 mm shares	0.63	ABS-collateralized bond/debt obligation	Long	USA
PRINCIPAL LFE GLB FND II REGD 144A P/P 1.37500000	46.34 mm	47.18 mm shares	0.62	Debt	Long	USA
Blackstone Private Credit Fund	46.32 mm	46.60 mm shares	0.62	Debt	Long	USA
T/L ASPLUNDH TREE EXPERT LLC REGD 0.00000000	45.55 mm	45.50 mm shares	0.61	Loan	Long	USA
SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL A V/R REGD 144A P/P 6.87880000	45.55 mm	46.35 mm shares	0.61	ABS-collateralized bond/debt obligation	Long	USA
GOLUB CAPITAL PARTNERS ABS FUNDING 2021-2 LTD SER 2021-2A CL A REGD 144A P/P 2.94360000	45.25 mm	48.26 mm shares	0.61	ABS-collateralized bond/debt obligation	Long	USA
T/L RELAM AMSTERDAM HOLDINGS B.V REGD 0.00000000	44.78 mm	45.00 mm shares	0.60	Loan	Long	Netherlands
CALIFORNIA STREET CLO IX LP SER 2012-9A CL AR3 V/R REGD 144A P/P 6.64772000	44.17 mm	44.17 mm shares	0.59	ABS-collateralized bond/debt obligation	Long	Cayman Islands
T/L CHARTER COMMUNICATIONS OPERATING LLC REGD 0.00000000	43.17 mm	43.57 mm shares	0.58	Loan	Long	USA
MORGAN STANLEY REGD V/R SER VAR 6.13800000	43.14 mm	42.67 mm shares	0.58	Debt	Long	USA
PROTECTIVE LIFE GLOBAL REGD 144A P/P 1.64600000	41.74 mm	42.47 mm shares	0.56	Debt	Long	USA
MET TOWER GLOBAL FUNDING REGD 144A P/P MTN 1.25000000	41.66 mm	44.79 mm shares	0.56	Debt	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2022-LP2 SER 2022-LP2 CL A V/R REGD 144A P/P 6.34170000	41.30 mm	41.82 mm shares	0.55	ABS-collateralized bond/debt obligation	Long	USA
TCPC BlackRock TCP Capital Corp.	41.12 mm	41.19 mm shares	0.55	Debt	Long	USA
T/L CLEAN HARBORN INC REGD 0.00000000	40.87 mm	40.69 mm shares	0.55	Loan	Long	USA
MONROE CAPITAL INCOME PLUS ABS FUNDING LLC SER 2022-1A CL A REGD 144A P/P 4.05000000	39.50 mm	41.88 mm shares	0.53	ABS-collateralized bond/debt obligation	Long	USA
USB U.S. Bancorp	38.89 mm	42.99 mm shares	0.52	Debt	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP SER 0000 0.60000000	38.44 mm	40.50 mm shares	0.52	ABS-mortgage backed security	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	38.27 mm	39.66 mm shares	0.51	Debt	Long	Japan
UNITED STATES TREASURY BILL ZCP 0.00000000	37.75 mm	37.83 mm principal	0.51	Short-term investment vehicle	Long	USA
PACIFIC LIFE GF II REGD 144A P/P 4.90000000	37.60 mm	37.49 mm shares	0.50	Debt	Long	USA
PRICOA GLOBAL FUNDING 1 REGD 144A P/P MTN 1.15000000	36.62 mm	37.18 mm shares	0.49	Debt	Long	USA
ATHENE GLOBAL FUNDING REGD 144A P/P 5.68400000	35.33 mm	35.08 mm shares	0.47	Debt	Long	USA
T/L AVOLON TLB BORROWER 1 (US) LLC REGD 0.00000000	35.23 mm	35.13 mm shares	0.47	Loan	Long	USA
SANTANDER REVOLVING AUTO LOAN TRUST 2019-A SER 2019-A CL A REGD 144A P/P 2.51000000	34.14 mm	34.49 mm shares	0.46	ABS-collateralized bond/debt obligation	Long	USA
AVIATION CAPITAL GROUP REGD 144A P/P 5.50000000	34.00 mm	34.05 mm shares	0.46	Debt	Long	USA
T/L ELANCO ANIMAL HEALTH INCORPORATED REGD 0.00000000	33.93 mm	33.98 mm shares	0.46	Loan	Long	USA
COMMONWEALTH BANK AUST REGD V/R 144A P/P 5.76838300	33.54 mm	33.54 mm shares	0.45	Debt	Long	Australia
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000	33.52 mm	33.53 mm shares	0.45	Debt	Long	Cayman Islands
OCTAGON INVESTMENT PARTNERS 20-R LTD SER 2019-4A CL A1R V/R REGD 144A P/P 6.73514000	32.97 mm	32.92 mm shares	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DUKE ENERGY PROGRESS NC REGD SER A-1 1.29500000	32.66 mm	35.32 mm shares	0.44	Debt	Long	USA
JPMORGAN CHASE & CO REGD V/R 2.00500000	32.59 mm	33.27 mm shares	0.44	Debt	Long	USA
ROCHE HOLDINGS INC REGD 144A P/P 5.26500000	32.57 mm	32.09 mm shares	0.44	Debt	Long	USA
HSBC HSBC Holdings plc	32.43 mm	33.35 mm shares	0.44	Debt	Long	UK
T/L JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY REGD /TERM LOAN 0.00000000	32.39 mm	32.36 mm shares	0.43	Loan	Long	Ireland
NEXTERA ENERGY CAPITAL REGD 5.74900000	32.14 mm	31.92 mm shares	0.43	Debt	Long	USA
MAIN Main Street Capital Corporation	32.14 mm	33.98 mm shares	0.43	Debt	Long	USA
PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.55000000	31.67 mm	31.00 mm shares	0.43	Debt	Long	USA
Blackstone Private Credit Fund	31.49 mm	31.84 mm shares	0.42	Debt	Long	USA
MERCEDES-BENZ FIN NA REGD 144A P/P 4.87500000	31.24 mm	31.17 mm shares	0.42	Debt	Long	USA
PURCHASING POWER FUNDING 2024-A LLC SER 2024-A CL A REGD 144A P/P 5.89000000	31.19 mm	31.02 mm shares	0.42	ABS-collateralized bond/debt obligation	Long	USA
WESTPAC NEW ZEALAND LTD REGD 144A P/P 4.90200000	31.07 mm	30.90 mm shares	0.42	Debt	Long	New Zealand
KENTUCKY ST PUBLIC ENERGY AUTH REGD V/R B/E 4.77110000	30.84 mm	31.00 mm shares	0.41	Debt	Long	USA
T/L IRIDIUM COMMUNICATIONS INC REGD 0.00000000	30.77 mm	31.07 mm shares	0.41	Loan	Long	USA
COREBRIDGE GLOB FUNDING REGD 144A P/P 5.35000000	30.62 mm	30.35 mm shares	0.41	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R 5.93300000	30.58 mm	30.00 mm shares	0.41	Debt	Long	USA
T/L VISTRA OPERATIONS CO LLC ZCP TERM LOAN 0.00000000	30.37 mm	30.29 mm shares	0.41	Loan	Long	USA
T/L MPH ACQUISITION HOLDINGS LLC REGD 0.00000000	30.08 mm	35.77 mm shares	0.40	Loan	Long	USA
NORTHWOODS CAPITAL XVIII LTD SER 2019-18A CL AR V/R REGD 144A P/P 6.68735000	30.01 mm	30.00 mm shares	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REXFORD INDUSTRIAL REALT REGD 5.00000000	29.59 mm	29.50 mm shares	0.40	Debt	Long	USA
F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000	29.38 mm	29.08 mm shares	0.39	Debt	Long	USA
CARLYLE US CLO 2019-2 LTD SER 2019-2A CL A1R V/R REGD 144A P/P 6.68298000	29.36 mm	29.28 mm shares	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SIRIUSPOINT LTD REGD 7.00000000	28.73 mm	27.52 mm shares	0.39	Debt	Long	Bermuda
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL A V/R REGD 144A P/P 6.24444200	28.01 mm	28.26 mm shares	0.38	ABS-collateralized bond/debt obligation	Long	USA
T/L AMERICAN AIRLINES INC REGD 0.00000000	27.97 mm	27.06 mm shares	0.38	Loan	Long	USA
CNH INDUSTRIAL CAP LLC REGD 5.10000000	27.50 mm	27.19 mm shares	0.37	Debt	Long	USA
WESTPAC BANKING CORP REGD 5.45700000	27.37 mm	26.66 mm shares	0.37	Debt	Long	Australia
FS KKR CAPITAL CORP REGD 144A P/P 4.25000000	27.06 mm	27.32 mm shares	0.36	Debt	Long	USA
Blackstone Private Credit Fund	26.30 mm	26.53 mm shares	0.35	Debt	Long	USA
EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.10000000	26.25 mm	26.60 mm shares	0.35	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	26.25 mm	25.35 mm shares	0.35	Debt	Long	USA
SKANDINAVISKA ENSKILDA REGD 144A P/P 0.65000000	26.22 mm	26.36 mm shares	0.35	Debt	Long	Sweden
HSBC HSBC Holdings plc	26.04 mm	25.64 mm shares	0.35	Debt	Long	UK
VISTRA OPERATIONS CO LLC REGD 144A P/P 5.12500000	25.58 mm	25.71 mm shares	0.34	Debt	Long	USA
MERCEDES-BENZ FIN NA REGD 144A P/P 4.80000000	25.43 mm	25.46 mm shares	0.34	Debt	Long	USA
ATHENE GLOBAL FUNDING REGD 144A P/P 5.34900000	25.22 mm	25.00 mm shares	0.34	Debt	Long	USA
CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL C V/R REGD 144A P/P 8.34328000	25.21 mm	31.33 mm shares	0.34	ABS-collateralized bond/debt obligation	Long	USA
FRANKLIN BSP CAPITAL CO REGD SER WI 3.25000000	25.19 mm	26.48 mm shares	0.34	Debt	Long	USA
CHURCHILL MMSLF CLO-I LP SER 2021-2A CL A V/R REGD 144A P/P 7.02978000	25.07 mm	25.00 mm shares	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ACIC AMERICAN COASTAL INSURANCE Corp	25.03 mm	26.42 mm shares	0.34	Debt	Long	USA
NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2024-1A CL A2 REGD 144A P/P 5.12000000	24.70 mm	24.52 mm shares	0.33	ABS-collateralized bond/debt obligation	Long	USA
ROYAL BANK OF CANADA REGD MTN SER GMTN 4.24000000	24.63 mm	24.92 mm shares	0.33	Debt	Long	Canada
LLOYDS BANKING GROUP PLC REGD V/R 3.51100000	24.56 mm	24.87 mm shares	0.33	Debt	Long	UK
SOTHEBY'S ARTFI MASTER TRUST SER 2024-1A CL A1 REGD 144A P/P 6.43000000	24.47 mm	24.21 mm shares	0.33	ABS-collateralized bond/debt obligation	Long	USA
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUS SER 2022-DPM CL A V/R REGD 144A P/P 7.51480000	24.36 mm	24.30 mm shares	0.33	ABS-collateralized bond/debt obligation	Long	USA
HUNTINGTON NATIONAL BANK REGD V/R 5.69900000	24.14 mm	24.15 mm shares	0.32	Debt	Long	USA
EF HOLD/EF KY/ELL KY/TRS REGD 144A P/P SER QIB 5.87500000	24.10 mm	25.36 mm shares	0.32	Debt	Long	N/A
GENERAL MOTORS FINL CO REGD 5.40000000	24.04 mm	23.92 mm shares	0.32	Debt	Long	USA
MET TOWER GLOBAL FUNDING REGD 144A P/P MTN 5.25000000	24.04 mm	23.49 mm shares	0.32	Debt	Long	USA
STRAT CREDIT OPP PARTNRS REGD P/P 4.25000000	23.90 mm	25.10 mm shares	0.32	Debt	Long	USA
LIFE 2022-BMR MORTGAGE TRUST SER 2022-BMR2 CL A1 V/R REGD 144A P/P 6.62404000	23.09 mm	23.60 mm shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
US BANCORP REGD V/R 5.72700000	22.91 mm	22.75 mm shares	0.31	Debt	Long	USA
SOUTHWICK PARK CLO LLC SER 2019-4A CL A1R V/R REGD 144A P/P 6.60362000	22.79 mm	22.76 mm shares	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OXFORD FINANCE FUNDING 2022-1 LLC SER 2022-1A CL A2 REGD 144A P/P 3.60200000	22.77 mm	23.74 mm shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL A2A REGD 144A P/P 5.00000000	22.76 mm	23.32 mm shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
CVS CVS Health Corporation	22.74 mm	22.75 mm shares	0.31	Debt	Long	USA
OPORTUN ISSUANCE TRUST 2022-3 SER 2022-A CL A REGD 144A P/P 5.05000000	22.67 mm	22.81 mm shares	0.30	ABS-collateralized bond/debt obligation	Long	USA
HD The Home Depot, Inc.	22.55 mm	22.32 mm shares	0.30	Debt	Long	USA
HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.37500000	22.48 mm	23.54 mm shares	0.30	Debt	Long	USA
ROCHE HOLDINGS INC REGD 144A P/P 4.79000000	22.36 mm	22.00 mm shares	0.30	Debt	Long	USA
MEDTRONIC GLOBAL HLDINGS REGD 4.25000000	22.03 mm	22.22 mm shares	0.30	Debt	Long	Luxembourg
KDP Keurig Dr Pepper Inc.	21.90 mm	21.67 mm shares	0.29	Debt	Long	USA
CF HIPPOLYTA ISSUER LLC SER 2020-1 CL A1 REGD 144A P/P 1.69000000	21.88 mm	22.92 mm shares	0.29	ABS-collateralized bond/debt obligation	Long	USA
NESTLE CAPITAL CORP REGD 144A P/P 4.65000000	21.42 mm	21.22 mm shares	0.29	Debt	Long	USA
BB-UBS TRUST SER 2012-TFT CL B V/R REGD 144A P/P 3.55926000	21.40 mm	26.81 mm shares	0.29	ABS-collateralized bond/debt obligation	Long	USA
T/L TPF II POWER LLC TL B 0.00000000	21.38 mm	21.41 mm shares	0.29	Loan	Long	USA
AXP American Express Company	21.20 mm	20.96 mm shares	0.28	Debt	Long	USA
DK TRUST 2024-SPBX SER 2024-SPBX CL A V/R REGD 144A P/P 6.82880000	20.72 mm	20.89 mm shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
PRA HEALTH SCIENCES INC REGD 144A P/P 2.87500000	20.58 mm	21.78 mm shares	0.28	Debt	Long	USA
T/L ALLSPRING BUYER LLC REGD__ ZCP TERM LOAN 0.00000000	20.33 mm	20.47 mm shares	0.27	Loan	Long	USA
BPR TRUST 2022-OANA SER 2022-OANA CL A V/R REGD 144A P/P 7.22680000	20.29 mm	20.30 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK SER 2022-WMRK CL A V/R REGD 144A P/P 8.11780000	20.06 mm	20.00 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
KEY BANK NA REGD SER BKNT 5.85000000	20.02 mm	19.76 mm shares	0.27	Debt	Long	USA
PALMER SQUARE LOAN FUNDING 2022-1 LTD SER 2022-1A CL A1 V/R REGD 144A P/P 6.35137000	20.00 mm	19.97 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BANK OF NEW ZEALAND REGD 144A P/P 4.84600000	19.99 mm	19.87 mm shares	0.27	Debt	Long	New Zealand
CARS-DB4 LP SER 2020-1A CL A4 REGD 144A P/P 3.19000000	19.98 mm	20.37 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2024-1A CL A REGD 144A P/P 6.27000000	19.97 mm	19.61 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
CANADIAN IMPERIAL BANK REGD 5.00100000	19.90 mm	19.73 mm shares	0.27	Debt	Long	Canada
CACC Credit Acceptance Corporation	19.87 mm	18.62 mm shares	0.27	Debt	Long	USA
PFS FINANCING CORP SER 2022-C CL A REGD 144A P/P 3.89000000	19.75 mm	19.98 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
BLUE OWL TECHNOLOGY FINA REGD 144A P/P 4.75000000	19.52 mm	20.02 mm shares	0.26	Debt	Long	USA
AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC SER 2024-2A CL A2 REGD 144A P/P 5.19000000	19.35 mm	19.36 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
Public Service Electric & Gas Co	19.35 mm	18.61 mm shares	0.26	Debt	Long	USA
BXMT 2020-FL2 LTD SER 2020-FL2 CL A V/R REGD 144A P/P 6.34907000	19.19 mm	19.95 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WELLS FARGO & COMPANY REGD V/R 2.18800000	18.91 mm	19.37 mm shares	0.25	Debt	Long	USA
SCENTRE GROUP TRUST 1/2 REGD 144A P/P 3.62500000	18.83 mm	19.22 mm shares	0.25	Debt	Long	Australia
FSK FS KKR Capital Corp.	18.69 mm	18.86 mm shares	0.25	Debt	Long	USA
PACIFIC LIFE GF II REGD 144A P/P 1.20000000	18.66 mm	19.33 mm shares	0.25	Debt	Long	USA
CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 5.95000000	18.60 mm	18.32 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
STACK INFRASTRUCTURE ISSUER LLC SER 2020-1A CL A2 REGD 144A P/P 1.89300000	18.35 mm	19.16 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
T/L DELTA AIR LINES INC REGD 0.00000000	18.32 mm	17.94 mm shares	0.25	Loan	Long	USA
FRANKLIN BSP CAPITAL CO REGD 144A P/P 4.85000000	18.22 mm	18.38 mm shares	0.24	Debt	Long	USA
RGA GLOBAL FUNDING REGD 144A P/P 5.44800000	18.18 mm	17.76 mm shares	0.24	Debt	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL A V/R REGD 144A P/P 7.44360000	18.13 mm	18.10 mm shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
HBAN Huntington Bancshares Incorporated	18.11 mm	18.41 mm shares	0.24	Debt	Long	USA
CITIBANK NA REGD 4.92900000	17.98 mm	17.94 mm shares	0.24	Debt	Long	USA
ATHENE GLOBAL FUNDING REGD 144A P/P 2.50000000	17.74 mm	18.00 mm shares	0.24	Debt	Long	USA
READY CAPITAL MORTGAGE FINANCING 20 SER 2022-FL8 CL A V/R REGD 144A P/P 6.99814000	17.57 mm	17.53 mm shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
GA GLOBAL FUNDING TRUST REGD 144A P/P 5.50000000	17.52 mm	17.23 mm shares	0.24	Debt	Long	USA
AMS-OSRAM AG REGD 144A P/P 12.25000000	17.49 mm	16.57 mm shares	0.23	Debt	Long	Austria
NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2022-1A CL A2 REGD 144A P/P 2.80000000	17.40 mm	17.69 mm shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
CANADIAN IMPERIAL BANK REGD 5.92600000	17.29 mm	16.92 mm shares	0.23	Debt	Long	Canada
LLOYDS BANKING GROUP PLC REGD V/R 3.75000000	17.23 mm	17.76 mm shares	0.23	Debt	Long	UK
DRYDEN 93 CLO LTD SER 2021-93A CL A1A V/R REGD 144A P/P 6.64298000	17.20 mm	17.18 mm shares	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BANCO SANTANDER SA REGD V/R SER * 5.55200000	17.14 mm	17.00 mm shares	0.23	Debt	Long	Spain
T/L UGI ENERGY SERVICES LLC REGD 0.00000000	17.13 mm	17.10 mm shares	0.23	Loan	Long	USA
RGA GLOBAL FUNDING REGD 144A P/P 6.00000000	16.89 mm	16.16 mm shares	0.23	Debt	Long	USA
Owl Rock Core Income Corp.	16.87 mm	18.00 mm shares	0.23	Debt	Long	USA
T/L BUCKEYE PARTNERS L.P. REGD 0.00000000	16.76 mm	16.70 mm shares	0.23	Loan	Long	USA
ENLK EnLink Midstream Partners LP	16.73 mm	16.99 mm shares	0.22	Debt	Long	USA
ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000	16.72 mm	16.38 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-1A CL A REGD 144A P/P 5.80000000	16.68 mm	16.66 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
PNNT PennantPark Investment Corporation	16.09 mm	17.35 mm shares	0.22	Debt	Long	USA
TCPC BlackRock TCP Capital Corp.	16.06 mm	16.00 mm shares	0.22	Debt	Long	USA
GIS General Mills, Inc.	16.01 mm	15.54 mm shares	0.22	Debt	Long	USA
DAIMLER TRUCK FINAN NA REGD 144A P/P 5.20000000	15.98 mm	16.00 mm shares	0.21	Debt	Long	USA
NORTHWESTERN MUTUAL GLBL REGD 144A P/P MTN 4.71000000	15.97 mm	15.85 mm shares	0.21	Debt	Long	USA
BXMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 6.49907000	15.86 mm	16.61 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 6.72690000	15.84 mm	16.04 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
BXMT 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 6.84907000	15.80 mm	16.22 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GLOBAL SC FINANCE VII SRL SER 2020-2A CL A REGD 144A P/P 2.26000000	15.79 mm	17.02 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	Barbados
CONSTELLATION EN GEN LLC REGD 3.25000000	15.74 mm	16.02 mm shares	0.21	Debt	Long	USA
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2 REGD 144A P/P 5.49000000	15.44 mm	15.44 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
GLOBAL SC FINANCE VII SRL SER 2020-1A CL A REGD 144A P/P 2.17000000	15.39 mm	16.45 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	Barbados
T/L UGI CORPORATION REGD 0.00000000	15.33 mm	15.35 mm shares	0.21	Loan	Long	USA
FSK FS KKR Capital Corp.	15.33 mm	15.94 mm shares	0.21	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	15.25 mm	15.19 mm shares	0.20	Debt	Long	USA
MARINER FINANCE ISSUANCE TRUST 2023-A SER 2023-AA CL A REGD 144A P/P 6.70000000	15.06 mm	14.80 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.45000000	14.95 mm	14.84 mm shares	0.20	Debt	Long	USA
T/L DELOS AIRCRAFT DESIGNATED ACTIVITY COMPANY REGD 0.00000000	14.87 mm	14.79 mm shares	0.20	Loan	Long	Ireland
T/L IQVIA INC REGD TERM LOAN 0.00000000	14.86 mm	14.89 mm shares	0.20	Loan	Long	USA
BANK OF NOVA SCOTIA REGD MTN 1.45000000	14.75 mm	15.02 mm shares	0.20	Debt	Long	Canada
ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3 SER 2022-3A CL A REGD 144A P/P 5.94000000	14.73 mm	14.64 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2023-1A CL A REGD 144A P/P 7.00000000	14.71 mm	14.34 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
TRUIST FINANCIAL CORP REGD V/R MTN 5.90000000	14.55 mm	14.44 mm shares	0.20	Debt	Long	USA
COREBRIDGE GLOB FUNDING REGD 144A P/P 5.90000000	14.53 mm	14.03 mm shares	0.20	Debt	Long	USA
O Realty Income Corporation	14.47 mm	14.48 mm shares	0.19	Debt	Long	USA
T/L ALLEN MEDIA LLC AKA ENTERT REGD 0.00000000	14.07 mm	21.32 mm shares	0.19	Loan	Long	USA
ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000	13.99 mm	14.35 mm shares	0.19	Debt	Long	USA
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.65000000	13.94 mm	13.80 mm shares	0.19	Debt	Long	USA
Owl Rock Core Income Corp.	13.69 mm	13.72 mm shares	0.18	Debt	Long	USA
SANTANDER HOLDINGS USA REGD V/R 5.80700000	13.56 mm	13.47 mm shares	0.18	Debt	Long	USA