0001752724-22-151044.txt : 20220628 0001752724-22-151044.hdr.sgml : 20220628 20220628111444 ACCESSION NUMBER: 0001752724-22-151044 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220430 FILED AS OF DATE: 20220628 PERIOD START: 20221031 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: 221047853 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 S000015110 BBH Limited Duration Fund C000041213 Class N Shares BBBMX C000041214 Class I Shares BBBIX NPORT-P 1 primary_doc.xml NPORT-P false 0001342947 XXXXXXXX S000015110 C000041214 C000041213 BBH Trust 811-21829 0001342947 5493002QM4WBFYUZ3Y95 50 Post Office Square NULL Boston 02110 800-575-1265 BBH Limited Duration Fund S000015110 549300GDZGAO1AE3NJ34 2022-10-31 2022-04-30 N 10343460044.27 133408985.48 10210051058.79 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 FHLMC P1J0256 V/R 01/01/37 N/A FHLMC P1J0256 V/R 01/01/37 1.99500000 3128LUH90 10946.12000000 NS USD 10884.01000000 0.000106600936 Long ABS-MBS USGA US N 2 2037-01-01 Variable 1.99500000 N N N N N N COMM 2013-GAM C V/R 02/10/21 N/A COMM 2013-GAM SER 2013-GAM CL C V/R REGD 144A P/P 3.53121000 12624UAL8 9690000.00000000 NS USD 9279150.78000000 0.090882511033 Long ABS-CBDO CORP US Y 2 2028-02-10 Variable 3.53121000 N N N N N N ATHENE GLOBAL F 2.55% 06/29/25 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000 04685A2N0 14345000.00000000 NS USD 13772533.94000000 0.134891920331 Long DBT CORP US Y 2 2025-06-29 Fixed 2.55000000 N N N N N N NFMOT 2019-2A 2.07% 10/15/22 N/A NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2019-2A CL A2 REGD 144A P/P 2.07000000 65341KBK1 17140000.00000000 NS USD 17115587.50000000 0.167634690575 Long ABS-CBDO CORP US Y 2 2024-10-15 Fixed 2.07000000 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 0.00000000 78466DBD5 12957889.20000000 NS USD 12759115.18000000 0.124966223053 Long LON CORP US N 2 2025-04-16 Variable 2.51371000 N N N N N N T/L ZEBRA BUYER 0% 11/01/2028 N/A T/L ZEBRA BUYER LLC REGD 0.00000000 N/A 20938603.34000000 NS USD 20883325.43000000 0.204536934338 Long LON CORP US N 2 2028-11-01 Variable 4.31250000 N N N N N N FHLMC 0.6% 11/12/25 N/A FEDERAL HOME LOAN MORTGAGE CORP SER 0000 0.60000000 3134GXAZ7 40500000.00000000 NS USD 37134186.35000000 0.363702259040 Long ABS-MBS USGA US N 2 2025-11-12 Fixed 0.60000000 N N N N N N BHG 2022-A A 1.71% 02/20/35 N/A BHG SECURITIZATION TRUST 2022-A SER 2022-A CL A REGD 144A P/P 1.71000000 054977AA1 39888450.42000000 NS USD 38965120.55000000 0.381634923524 Long ABS-CBDO CORP US Y 2 2035-02-20 Fixed 1.71000000 N N N N N N T/L GRIZZLY ACQUI 0% 10/01/25 N/A T/L GRIZZLY ACQUISITIONS INC REGD 0.00000000 N/A 38605706.98000000 NS USD 38330834.35000000 0.375422553024 Long LON CORP CA N 2 2025-10-01 Variable 4.21686000 N N N N N N T/L IRIDIUM SAT 0% 11/04/26 N/A T/L IRIDIUM SATELLITE LLC REGD 0.00000000 N/A 33741265.81000000 NS USD 33498666.11000000 0.328094991074 Long LON CORP US N 2 2026-11-04 Variable 3.26371000 N N N N N N ARES CAPITAL COR 3.5% 02/10/23 WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP REGD 3.50000000 04010LAU7 74580000.00000000 NS USD 74566339.93000000 0.730322889676 Long DBT CORP US N 2 2023-02-10 Fixed 3.50000000 N N N N N N BX 2019-RP A V/R 06/15/21 N/A BX TRUST 2019-RP SER 2019-RP CL A V/R REGD 144A P/P 1.59900000 05607VAA5 16051102.62000000 NS USD 15896195.03000000 0.155691631104 Long ABS-CBDO CORP US Y 2 2034-06-15 Variable 1.59900000 N N N N N N T/L CLARIOS GLOB 0% 04/30/26 N/A T/L CLARIOS GLOBAL LP REGD 0.00000000 C8000CAG8 24491571.74000000 NS USD 24073255.69000000 0.235779973590 Long LON CORP US N 2 2026-04-30 Variable 4.01371000 N N N N N N UMBS P#735997 5.5% 11/01/35 N/A FANNIE MAE POOL UMBS P#735997 5.50000000 31402RUW7 200360.27000000 NS USD 214104.76000000 0.002096999895 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N VITALITY RE XIII V/R 01/06/26 N/A VITALITY RE XIII LTD REGD V/R 144A P/P SER A 2.48217000 92849MAA1 11950000.00000000 NS USD 11702635.00000000 0.114618770588 Long DBT CORP KY Y 2 2026-01-06 Variable 2.48217000 N N N N N N GMCAR 2022-1 A 0.76% 09/16/23 N/A GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-1 SER 2022-1 CL A2 REGD 0.76000000 380146AB6 34620000.00000000 NS USD 34279948.51000000 0.335747082092 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.76000000 N N N N N N DRIVE 2021-3 A 0.52% 01/15/25 N/A DRIVE AUTO RECEIVABLES TRUST 2021-3 SER 2021-3 CL A2 REGD 0.52000000 262081AB8 28359472.28000000 NS USD 28161889.00000000 0.275825153447 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 0.52000000 N N N N N N AMCAR 2021-3 A 0.41% 06/18/23 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-3 SER 2021-3 CL A2 REGD 0.41000000 03066JAB9 33782368.69000000 NS USD 33505319.48000000 0.328160155978 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.41000000 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 1.28151000 12434LAA2 39480000.00000000 NS USD 39039959.87000000 0.382367920054 Long ABS-CBDO CORP KY Y 2 2038-02-15 Variable 1.28151000 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 144A P/P 2.80000000 147271AA8 17788522.09000000 NS USD 17362796.51000000 0.170055922443 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 2.80000000 N N N N N N CGMS 2019-2A A1R V/R 07/15/32 N/A CARLYLE US CLO 2019-2 LTD SER 2019-2A CL A1R V/R REGD 144A P/P 2.16429000 14316EAL3 29280000.00000000 NS USD 29061620.98000000 0.284637371670 Long ABS-CBDO CORP KY Y 2 2032-07-15 Variable 2.16429000 N N N N N N FAHB 2022-HB1 A V/R 12/25/24 N/A FINANCE OF AMERICA HECM BUYOUT 2022-HB1 SER 2022-HB1 CL A V/R REGD 144A P/P 2.69480000 31735JAA3 36649794.45000000 NS USD 35711966.52000000 0.349772653578 Long ABS-CBDO CORP US Y 2 2032-02-25 Variable 2.69480000 N N N N N N GOLDMAN SACHS GRO V/R 07/24/23 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC REGD V/R MTN 2.90500000 38141GWM2 50978000.00000000 NS USD 50947253.13000000 0.498991168963 Long DBT CORP US N 2 2023-07-24 Variable 2.90500000 N N N N N N PRICOA GLOBAL F 1.15% 12/06/24 635400IBXEBMD9ADYA79 PRICOA GLOBAL FUNDING 1 REGD 144A P/P MTN 1.15000000 74153WCQ0 37180000.00000000 NS USD 35195703.40000000 0.344716233027 Long DBT CORP US Y 2 2024-12-06 Fixed 1.15000000 N N N N N N STHWK 2019-4A A1 V/R 07/20/32 N/A SOUTHWICK PARK CLO LLC SER 2019-4A CL A1R V/R REGD 144A P/P 2.12271000 846031AN2 22755000.00000000 NS USD 22576434.69000000 0.221119704103 Long ABS-CBDO CORP KY Y 2 2032-07-20 Variable 2.12271000 N N N N N N NEW YORK LIFE G 1.45% 01/14/25 N/A NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 1.45000000 64952WEK5 73445000.00000000 NS USD 69948102.88000000 0.685090627629 Long DBT CORP US Y 2 2025-01-14 Fixed 1.45000000 N N N N N N NEXTERA ENERGY 0.65% 03/01/23 N/A NEXTERA ENERGY CAPITAL REGD 0.65000000 65339KBU3 42385000.00000000 NS USD 41702866.83000000 0.408449150644 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N N T/L ASPLUNDH TREE 0% 09/07/27 N/A T/L ASPLUNDH TREE EXPERT LLC REGD 0.00000000 04538FAD1 47052244.16000000 NS USD 46556313.51000000 0.455985119388 Long LON CORP US N 2 2027-09-07 Variable 2.51371000 N N N N N N SDART 2022-1 A 1.36% 05/15/23 N/A SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-1 SER 2022-1 CL A2 REGD 1.36000000 80286EAB2 61020000.00000000 NS USD 60525963.77000000 0.592807650240 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 1.36000000 N N N N N N CFMT 2021-HB5 A V/R 11/25/23 N/A CFMT 2021-HB5 LLC SER 2021-HB5 CL A V/R REGD 144A P/P 0.80060000 12526PAA2 16463702.54000000 NS USD 16242571.97000000 0.159084140485 Long ABS-CBDO CORP US Y 2 2031-02-25 Variable 0.80060000 N N N N N N LFT 2019-1A A 3% 12/20/27 N/A LENDMARK FUNDING TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.00000000 52604FAA5 28190000.00000000 NS USD 28016188.92000000 0.274398127479 Long ABS-CBDO CORP US Y 2 2027-12-20 Fixed 3.00000000 N N N N N N BANK OF AMERICA C V/R 07/21/23 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP REGD V/R MTN SER GMTN 2.81600000 06051GGQ6 78697000.00000000 NS USD 78686482.93000000 0.770676683955 Long DBT CORP US N 2 2023-07-21 Variable 2.81600000 N N N N N N ARIFL 2022-A A 3.12% 11/15/24 N/A ARI FLEET LEASE TRUST 2022-A SER 2022-A CL A2 REGD 144A P/P 3.12000000 00217QAB7 14300000.00000000 NS USD 14264250.00000000 0.139707920341 Long ABS-CBDO CORP US Y 2 2031-01-15 Fixed 3.12000000 N N N N N N DNB BANK ASA 2.15% 12/02/22 549300GKFG0RYRRQ1414 DNB BANK ASA REGD 144A P/P 2.15000000 23329PAE0 33560000.00000000 NS USD 33548679.54000000 0.328584836126 Long DBT CORP NO Y 2 2022-12-02 Fixed 2.15000000 N N N N N N AIG GLOBAL FUNDI 0.4% 09/13/23 54930057MDZ7KOVOTV71 AIG GLOBAL FUNDING REGD 144A P/P 0.40000000 00138CAT5 84507000.00000000 NS USD 81638840.87000000 0.799592875686 Long DBT CORP US Y 2 2023-09-13 Fixed 0.40000000 N N N N N N FHLMC 0.625% 11/25/25 N/A FEDERAL HOME LOAN MORTGAGE CORP 0.62500000 3134GXCS1 24040000.00000000 NS USD 22086357.19000000 0.216319752593 Long ABS-MBS USGA US N 2 2025-11-25 Fixed 0.62500000 N N N N N N GOLUB CAPITAL 3.375% 04/15/24 2549005WE0QLGK9APF78 GOLUB CAPITAL BDC REGD 3.37500000 38173MAA0 39855000.00000000 NS USD 39107365.63000000 0.383028110288 Long DBT CORP US N 2 2024-04-15 Fixed 3.37500000 N N N N N N OMFIT 2019-1A 3.48% 05/14/22 N/A ONEMAIN FINANCIAL ISSUANCE TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.48000000 68267DAA4 195506.10000000 NS USD 195464.11000000 0.001914428330 Long ABS-CBDO CORP US Y 2 2031-02-14 Fixed 3.48000000 N N N N N N FFCB 0.61% 08/25/25 N/A FEDERAL FARM CREDIT BANKS FUNDING CORP 0.61000000 3133EL4W1 15622000.00000000 NS USD 14430426.48000000 0.141335497706 Long DBT USGA US N 2 2025-08-25 Fixed 0.61000000 N N N N N N F&G GLOBAL FUNDI 0.9% 09/20/24 6354009CCUKJIZ7KFX73 F&G GLOBAL FUNDING REGD 144A P/P 0.90000000 30321L2B7 59274000.00000000 NS USD 55328465.90000000 0.541901951140 Long DBT CORP US Y 2 2024-09-20 Fixed 0.90000000 N N N N N N RESI 2020-1A A1A V/R 02/07/52 N/A RESIMAC PREMIER SERIES 2020-1 SER 2020-1A CL A1A V/R REGD 144A P/P 1.49600000 76120GAA7 9812009.64000000 NS USD 9792997.11000000 0.095915260889 Long ABS-CBDO CORP AU Y 2 2052-02-07 Variable 1.49600000 N N N N N N NEUB 2019-34A A1 V/R 01/20/35 N/A NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-34A CL A1R V/R REGD 144A P/P 2.09121000 64132YAQ5 47600000.00000000 NS USD 47256289.92000000 0.462840877561 Long ABS-CBDO CORP KY Y 2 2035-01-20 Variable 2.09121000 N N N N N N LLOYDS BANKING GR V/R 03/18/28 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC REGD V/R 3.75000000 53944YAS2 17755000.00000000 NS USD 17133086.20000000 0.167806077573 Long DBT CORP GB N 2 2028-03-18 Variable 3.75000000 N N N N N N T/L ICON LUXEMBOU 0% 07/03/28 N/A T/L ICON LUXEMBOURG S.A.R.L. REGD 0.00000000 N/A 16623667.37000000 NS USD 16517109.66000000 0.161773036832 Long LON CORP LU N 2 2028-07-03 Variable 3.31250000 N N N N N N MET TOWER GLOBA 1.25% 09/14/26 635400OFJCY9IOGBGY57 MET TOWER GLOBAL FUNDING REGD 144A P/P MTN 1.25000000 58989V2D5 44790000.00000000 NS USD 40208614.09000000 0.393814035389 Long DBT CORP US Y 2 2026-09-14 Fixed 1.25000000 N N N 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 8782468.25000000 NS USD 8537191.48000000 0.083615561086 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 2.75000000 N N N N N N T/L AVANTOR INC 0% 11/08/27 N/A T/L AVANTOR INC REGD 0.00000000 N/A 11070067.06000000 NS USD 10987041.56000000 0.107610055001 Long LON CORP US N 2 2027-11-08 Variable 3.01371000 N N N N N N NFMOT 2020-1A 1.55% 02/15/23 N/A NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2020-1A CL A2 REGD 144A P/P 1.55000000 65341KBN5 30640000.00000000 NS USD 30365379.81000000 0.297406738077 Long ABS-CBDO CORP US Y 2 2025-02-15 Fixed 1.55000000 N N N N N N AXIS 2019-1A A 2.63% 06/20/24 N/A AMUR EQUIPMENT FINANCE RECEIVABLES VII LLC SER 2019-1A CL A2 REGD 144A P/P 2.63000000 03237MAB6 3739077.88000000 NS USD 3744439.72000000 0.036674054795 Long ABS-CBDO CORP US Y 2 2024-06-20 Fixed 2.63000000 N N N N N N BANK OF NEW ZEAL 3.5% 02/20/24 N/A BANK OF NEW ZEALAND REGD 144A P/P 3.50000000 06407EAA3 54710000.00000000 NS USD 54921294.94000000 0.537914008693 Long DBT CORP NZ Y 2 2024-02-20 Fixed 3.50000000 N N N N N N T/L ALLEN MEDIA 0% 02/10/2027 N/A T/L ALLEN MEDIA LLC AKA ENTERT REGD 0.00000000 01771JAG8 21819969.76000000 NS USD 21596315.07000000 0.211520147604 Long LON CORP US N 2 2027-02-10 Variable 6.15112000 N N N N N N PFSFC 2022-A A 2.47% 02/15/25 N/A PFS FINANCING CORP SER 2022-A CL A REGD 144A P/P 2.47000000 69335PEF8 47670000.00000000 NS USD 46117492.97000000 0.451687192399 Long ABS-CBDO CORP US Y 2 2027-02-15 Fixed 2.47000000 N N N N N N AMERICAN TOWER C 3.5% 01/31/23 5493006ORUSIL88JOE18 AMERICAN TOWER CORP REGD 3.50000000 03027XAB6 82304000.00000000 NS USD 82806696.37000000 0.811031168142 Long DBT CORP US N 2 2023-01-31 Fixed 3.50000000 N N N N N N UMBS P#310104 5.5% 08/01/37 N/A FANNIE MAE POOL UMBS P#310104 5.50000000 31374CNV4 2247486.46000000 NS USD 2387167.45000000 0.023380563292 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N ONDK 2021-1A A 1.59% 05/17/24 N/A ONDECK ASSET SECURITIZATION TRUST III LLC SER 2021-1A CL A REGD 144A P/P 1.59000000 68236WAA0 21250000.00000000 NS USD 20182389.38000000 0.197671777190 Long ABS-CBDO CORP US Y 2 2027-05-17 Fixed 1.59000000 N N N N N N T/L NVA HOLDIN 0% 12/16/2024 N/A T/L NVA HOLDINGS PARENT LLC REGD 0.00000000 62955GAB5 50000000.00000000 NS USD 48950000.00000000 0.479429531920 Long LON CORP US N 3 2024-12-16 Variable 2.56250000 N N N N N N DCAL 2015-1A A1 V/R 02/15/22 N/A AIM AVIATION FINANCE LTD SER 2015-1A CL A1 V/R REGD P/P 6.21300000 001406AA5 14341940.25000000 NS USD 11999801.01000000 0.117529294818 Long ABS-CBDO CORP KY Y 2 2040-02-15 Variable 6.21300000 N N N N N N T/L CLEAN 0% 10/08/2028 N/A T/L CLEAN HARBORS INC REGD 0.00000000 N/A 19950000.00000000 NS USD 19860225.00000000 0.194516412167 Long LON CORP US N 2 2028-10-08 Variable 2.76371000 N N N N N N MED 2021-MDLN A V/R 11/15/23 N/A MED TRUST 2021-MDLN SER 2021-MDLN CL A V/R REGD 144A P/P 1.50500000 58403YAD8 18040000.00000000 NS USD 17734671.20000000 0.173698163680 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 1.50500000 N N N N N N CONSTELLATION E 3.25% 06/01/25 N/A CONSTELLATION EN GEN LLC REGD 3.25000000 30161MAS2 16025000.00000000 NS USD 15701843.38000000 0.153788098507 Long DBT CORP US N 2 2025-06-01 Fixed 3.25000000 N N N N N N BANK OF AMERICA C V/R 02/04/25 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP REGD V/R 1.84300000 06051GKG3 19530000.00000000 NS USD 18903004.19000000 0.185141132802 Long DBT CORP US N 2 2025-02-04 Variable 1.84300000 N N N N N N ORACLE CORP 2.5% 05/15/22 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP REGD 2.50000000 68389XBB0 120307000.00000000 NS USD 120344871.44000000 1.178690201910 Long DBT CORP US N 2 2022-05-15 Fixed 2.50000000 N N N N N N SYNIT 2022-A1 3.37% 04/15/25 N/A SYNCHRONY CARD FUNDING LLC SER 2022-A1 CL A REGD 3.37000000 87166PAG6 12760000.00000000 NS USD 12754583.38000000 0.124921837379 Long ABS-CBDO CORP US N 2 2028-04-17 Fixed 3.37000000 N N N N N N SCFET 2022-1A 2.06% 08/20/24 N/A SCF EQUIPMENT LEASING 2022-1 LLC SER 2022-1A CL A2 REGD 144A P/P 2.06000000 784033AC6 40105000.00000000 NS USD 39415454.68000000 0.386045617725 Long ABS-CBDO CORP US Y 2 2028-02-22 Fixed 2.06000000 N N N N N N REPS 2020-A A 2.47% 11/20/30 N/A REPUBLIC FINANCE ISSUANCE TRUST 2020-A SER 2020-A CL A REGD 144A P/P 2.47000000 76042EAA7 16470000.00000000 NS USD 15973119.86000000 0.156445053683 Long ABS-CBDO CORP US Y 2 2030-11-20 Fixed 2.47000000 N N N N N N MCFCL 2019-1A A1 V/R 07/17/31 N/A MCF CLO IX LTD SER 2019-1A CL A1R V/R REGD 144A P/P 2.35121000 55281XAM3 8450000.00000000 NS USD 8378358.37000000 0.082059906671 Long ABS-CBDO CORP KY Y 2 2031-07-17 Variable 2.35121000 N N N N N N WFLF 2022-1A A 2.47% 10/18/36 N/A WHEELS FLEET LEASE FUNDING 1 LLC SER 2022-1A CL A REGD 144A P/P 2.47000000 96328GAF4 43010000.00000000 NS USD 42451110.86000000 0.415777654935 Long ABS-CBDO CORP US Y 2 2036-10-18 Fixed 2.47000000 N N N N N N FHLMC 0.6% 10/27/25 N/A FEDERAL HOME LOAN MORTGAGE CORP SER 0000 0.60000000 3134GW5P7 40168000.00000000 NS USD 36875010.89000000 0.361163824526 Long ABS-MBS USGA US N 2 2025-10-27 Fixed 0.60000000 N N N N N N DUKE ENERGY CORP V/R 06/10/23 I1BZKREC126H0VB1BL91 DUKE ENERGY CORP REGD V/R 0.29930000 26441CBK0 39340000.00000000 NS USD 39190791.64000000 0.383845207181 Long DBT CORP US N 2 2023-06-10 Variable 0.29930000 N N N N N N OWL ROCK CAPITAL C 4% 03/30/25 2549000BD79OOCPF2L94 OWL ROCK CAPITAL CORP REGD 4.00000000 69121KAB0 10000000.00000000 NS USD 9738114.90000000 0.095377729689 Long DBT CORP US N 2 2025-03-30 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2.96000000 56847MAA8 12620000.00000000 NS USD 12605497.10000000 0.123461646052 Long ABS-CBDO CORP US Y 2 2032-07-20 Fixed 2.96000000 N N N N N N TEXAS ST MUNI GAS V/R 09/15/27 8E22IH4TQD26WYDGHB25 TEXAS ST MUNI GAS ACQUISITION REGD N/C V/R B/E 1.23500000 88255QBH1 119055000.00000000 NS USD 116829409.64000000 1.144258818758 Long DBT MUN US N 2 2027-09-15 Variable 1.23500000 N N N N N N SDART 2021-4 A 0.37% 12/15/22 N/A SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4 SER 2021-4 CL A2 REGD 0.37000000 80285VAB5 36157399.36000000 NS USD 36037711.14000000 0.352963084439 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 0.37000000 N N N N N N ENLINK MIDSTREA 4.15% 06/01/25 N/A ENLINK MIDSTREAM PARTNER REGD 4.15000000 29336UAE7 42750000.00000000 NS USD 41574375.00000000 0.407190666928 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N US T BILL ZCP 06/23/22 N/A UNITED STATES TREASURY BILL ZCP 0.00000000 912796R43 71250000.00000000 PA USD 71233511.22000000 0.697680264377 Long STIV UST US N 2 2022-06-23 Fixed 0.00000000 N N N N N N AON CORP 2.2% 11/15/22 N/A AON CORP REGD 2.20000000 037389BD4 15483000.00000000 NS USD 15456623.47000000 0.151386348422 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N AXIS 2022-1A A 1.64% 10/20/27 N/A AMUR EQUIPMENT FINANCE RECEIVABLES X LLC SER 2022-1A CL A2 REGD 144A P/P 1.64000000 03236VAB7 14240000.00000000 NS USD 13778585.55000000 0.134951191435 Long ABS-CBDO CORP US Y 2 2027-10-20 Fixed 1.64000000 N N N N N N T/L GENPACT 0% 08/09/2023 N/A T/L GENPACT INTERNATIONAL INC REGD 0.00000000 37244NAJ6 22197874.28000000 NS USD 22031390.22000000 0.215781391230 Long LON CORP US N 2 2023-08-09 Variable 2.13871000 N N N N N N KCOT 2022-1A A 2.34% 05/15/24 N/A KUBOTA CREDIT OWNER TRUST 2022-1 SER 2022-1A CL A2 REGD 144A P/P 2.34000000 50117EAB0 31960000.00000000 NS USD 31657134.26000000 0.310058530341 Long ABS-CBDO CORP US Y 2 2025-04-15 Fixed 2.34000000 N N N N N N LLOYDS BANKING GR V/R 03/18/26 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC REGD V/R 3.51100000 53944YAR4 24865000.00000000 NS USD 24385410.84000000 0.238837305509 Long DBT CORP GB N 2 2026-03-18 Variable 3.51100000 N N N N N N BUSINESS DEVELO 3.25% 03/30/26 549300K8IFP295FLKS39 BUSINESS DEVELOPMENT COR REGD SER WI 3.25000000 12325JAJ0 26475000.00000000 NS USD 24206286.03000000 0.237082908700 Long DBT CORP US N 2 2026-03-30 Fixed 3.25000000 N N N N N N AVOLON HOLDINGS 5.5% 01/15/26 N/A AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000 05401AAK7 33535000.00000000 NS USD 33585664.34000000 0.328947075255 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N NORDSTROM INC 2.3% 04/08/24 549300S3IZB5P35KNV16 NORDSTROM INC REGD SER WI 2.30000000 655664AX8 11000000.00000000 NS USD 10532500.00000000 0.103158152093 Long DBT CORP US N 2 2024-04-08 Fixed 2.30000000 N N N N N N TEXAS ST MUNI G 6.25% 12/15/26 6AZ7FRSNC3ZFPM0Z8L86 TEXAS ST MUNI GAS ACQUISITION REGD N/C OID B/E 6.25000000 88256CEX3 12845000.00000000 NS USD 13756411.84000000 0.134734016125 Long DBT MUN US N 2 2026-12-15 Fixed 6.25000000 N N N N N N UNIVERSAL INSU 5.625% 11/30/26 529900GGAZ6WVUCWQM46 UNIVERSAL INSURANCE HLDS REGD 144A P/P SER QIB 5.62500000 91359VAA5 4205000.00000000 NS USD 4046828.97000000 0.039635736850 Long DBT CORP US Y 2 2026-11-30 Fixed 5.62500000 N N N N N N T/L WYNN RESORTS 0% 09/20/24 N/A T/L WYNN RESORTS LIMITED REGD 0.00000000 98313DAC1 61214787.16000000 NS USD 60449602.32000000 0.592059745557 Long LON CORP US N 2 2024-09-20 Variable 2.52000000 N N N N N N OPTN 2019-A A 3.08% 08/08/25 N/A OPORTUN FUNDING XIII LLC SER 2019-A CL A REGD 144A P/P 3.08000000 68377FAA6 26430000.00000000 NS USD 26416787.64000000 0.258733159000 Long ABS-CBDO CORP US Y 2 2025-08-08 Fixed 3.08000000 N N N N N N ECAF 2015-1A 3.473% 06/15/22 N/A ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.47300000 26827EAA3 4852607.66000000 NS USD 4028537.83000000 0.039456588481 Long ABS-CBDO CORP KY Y 2 2040-06-15 Fixed 3.47300000 N N N N N N TRUIST FINANCIA 3.75% 12/06/23 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP REGD MTN 3.75000000 05531FBF9 21430000.00000000 NS USD 21637241.39000000 0.211920991045 Long DBT CORP US N 2 2023-12-06 Fixed 3.75000000 N N N N N N SORT 2020-1 A1 1.69% 07/15/25 N/A CF HIPPOLYTA LLC SER 2020-1 CL A1 REGD 144A P/P 1.69000000 12530MAA3 23454429.14000000 NS USD 21755756.18000000 0.213081756934 Long ABS-CBDO CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N BX 2019-XL A V/R 10/15/21 N/A BX COMMERCIAL MORTGAGE TRUST 2019-XL SER 2019-XL CL A V/R REGD 144A P/P 1.47400000 056054AA7 12304988.59000000 NS USD 12235871.47000000 0.119841432717 Long ABS-CBDO CORP US Y 2 2036-10-15 Variable 1.47400000 N N N N N N PACIFIC LIFE GF 1.2% 06/24/25 6354003EUPCHXTWUU869 PACIFIC LIFE GF II REGD 144A P/P 1.20000000 6944PL2B4 19330000.00000000 NS USD 17858451.37000000 0.174910500125 Long DBT CORP US Y 2 2025-06-24 Fixed 1.20000000 N N N N N N JPMORGAN CHASE & V/R 03/16/24 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO REGD V/R 0.69700000 46647PBZ8 62235000.00000000 NS USD 60829579.98000000 0.595781349473 Long DBT CORP US N 2 2024-03-16 Variable 0.69700000 N N N N N N T/L CHARTER 0% 04/30/2025 N/A T/L CHARTER COMMUNICATIONS OPERATING LLC REGD 0.00000000 16117LBW8 36356636.04000000 NS USD 36058875.19000000 0.353170370866 Long LON CORP US N 2 2025-04-30 Variable 2.52000000 N N N N N N BLACKSTONE PRIV 1.75% 09/15/24 N/A BLACKSTONE PRIVATE CRE REGD 144A P/P 1.75000000 09261HAA5 46600000.00000000 NS USD 43549308.63000000 0.426533700754 Long DBT CORP US Y 2 2024-09-15 Fixed 1.75000000 N N N N N N T/L BCP RENAISSANC 0% 11/02/2026 N/A T/L BCP RENAISSANCE PARENT LLC REGD 0.00000000 05549PAC5 10387182.18000000 NS USD 10276870.31000000 0.100654445808 Long LON CORP US N 2 2026-11-02 Variable 4.50000000 N N N N N N T/L SS&C TECHNOLOGI 0% 4/16/25 N/A T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 0.00000000 78466DBF0 8137817.89000000 NS USD 8022911.90000000 0.078578567862 Long LON CORP US N 2 2025-04-16 Variable 2.51371000 N N N N N N ABBVIE INC 2.3% 11/21/22 FR5LCKFTG8054YNNRU85 ABBVIE INC REGD SER WI 2.30000000 00287YBM0 57840000.00000000 NS USD 57830865.91000000 0.566411133274 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N OPTN 2021-C A 2.18% 10/08/31 N/A OPORTUN ISSUANCE TRUST 2021-C SER 2021-C CL A REGD 144A P/P 2.18000000 68377WAA9 56210000.00000000 NS USD 52491208.23000000 0.514113082566 Long ABS-CBDO CORP US Y 2 2031-10-08 Fixed 2.18000000 N N N N N N MTN 2022-LPFL A V/R 03/15/27 N/A MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 1.90587000 62475WAA3 16040000.00000000 NS USD 15959695.74000000 0.156313574223 Long ABS-CBDO CORP US Y 2 2039-03-15 Variable 1.90587000 N N N N N N VISTRA CORP 5.5% 09/01/26 N/A VISTRA CORP REGD 144A P/P 5.50000000 92840VAA0 36892000.00000000 NS USD 36762878.00000000 0.360065564690 Long DBT CORP US Y 2 2026-09-01 Fixed 5.50000000 N N N N N N AMERICAN EXPRESS 2.5% 08/01/22 R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO REGD 2.50000000 025816BM0 59004000.00000000 NS USD 59099830.17000000 0.578839712257 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N EART 2022-2A A 2.19% 11/17/25 N/A EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL A2 REGD 2.19000000 30166QAB5 28100000.00000000 NS USD 28077438.51000000 0.274998022520 Long ABS-CBDO CORP US N 2 2025-11-17 Fixed 2.19000000 N N N N N N EART 2022-1A A 1.15% 01/15/23 N/A EXETER AUTOMOBILE RECEIVABLES TRUST SER 2022-1A CL A2 REGD 1.15000000 30167JAB0 58580000.00000000 NS USD 58363394.59000000 0.571626863116 Long ABS-CBDO CORP US N 2 2024-06-17 Fixed 1.15000000 N N N N N N HART 2022-A A2 1.81% 02/18/25 N/A HYUNDAI AUTO RECEIVABLES TRUST 2022-A SER 2022-A CL A2A REGD 1.81000000 448977AB4 22360000.00000000 NS USD 22205908.30000000 0.217490668480 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 1.81000000 N N N N N N T/L WYNDHAM 0% 05/30/25 N/A T/L WYNDHAM HOTELS & RESORTS INC ZCP REGD 0.00000000 98310CAC6 41357775.76000000 NS USD 40949574.51000000 0.401071202036 Long LON CORP US N 2 2025-05-30 Variable 2.51371000 N N N N N N OWL ROCK CORE 3.125% 09/23/26 5493003I42XBWPE05N35 OWL ROCK CORE INCOME COR REGD 144A P/P 3.12500000 69120VAA9 18000000.00000000 NS USD 16017185.52000000 0.156876644668 Long DBT CORP US Y 2 2026-09-23 Fixed 3.12500000 N N N N N N BJETS 2020-1A 2.981% 11/15/35 N/A BUSINESS JET SECURITIES 2020-1 LLC SER 2020-1A CL A REGD 144A P/P 2.98100000 12327FAA5 11828979.22000000 NS USD 11285217.61000000 0.110530471836 Long ABS-CBDO CORP US Y 2 2035-11-15 Fixed 2.98100000 N N N N N N PSTAT 2019-4A A2 V/R 10/24/27 N/A PALMER SQUARE LOAN FUNDING 2019-4 LTD SER 2019-4A CL A2 V/R REGD 144A P/P 2.78400000 69689HAC9 15000000.00000000 NS USD 14913495.00000000 0.146066801371 Long ABS-CBDO CORP KY Y 2 2027-10-24 Variable 2.78400000 N N N N N N NORTHWESTERN MUT 0.6% 03/25/24 N/A NORTHWESTERN MUTUAL GLBL REGD 144A P/P MTN 0.60000000 66815L2B4 74165000.00000000 NS USD 70588398.07000000 0.691361851802 Long DBT CORP US Y 2 2024-03-25 Fixed 0.60000000 N N N N N N SIDC 2019-1A A 4.54% 02/26/24 N/A STACK INFRASTRUCTURE ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 4.54000000 85236KAA0 50179032.42000000 NS USD 50065306.66000000 0.490353146832 Long ABS-CBDO CORP US Y 2 2044-02-25 Fixed 4.54000000 N N N N N N SYMP 2019-21A AR V/R 07/15/32 N/A SYMPHONY CLO XXI LTD SER 2019-21A CL AR V/R REGD 144A P/P 2.10429000 87166RDE4 50790000.00000000 NS USD 50228582.58000000 0.491952315329 Long ABS-CBDO CORP KY Y 2 2032-07-15 Variable 2.10429000 N N N N N N BLACKSTONE SEC 3.625% 01/15/26 549300KM7KWQHVBNH962 BLACKSTONE SECURED LEND REGD 3.62500000 09261LAC2 14654000.00000000 NS USD 14020786.15000000 0.137323369582 Long DBT CORP US N 2 2026-01-15 Fixed 3.62500000 N N N N N N BPR 2022-OANA A V/R 04/15/37 N/A BPR TRUST 2022-OANA SER 2022-OANA CL A V/R REGD 144A P/P 2.24800000 05592DAA2 20300000.00000000 NS USD 20261446.24000000 0.198446081447 Long ABS-CBDO CORP US Y 2 2037-04-15 Variable 2.24800000 N N N N N N EDISON INTERNAT 2.95% 03/15/23 549300I7ROF15MAEVP56 EDISON INTERNATIONAL REGD 2.95000000 281020AJ6 12750000.00000000 NS USD 12705117.58000000 0.124437355962 Long DBT CORP US N 2 2023-03-15 Fixed 2.95000000 N N N N N N THERMO FISHER 0.797% 10/18/23 HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC REGD 0.79700000 883556CP5 45636000.00000000 NS USD 44249006.50000000 0.433386730832 Long DBT CORP US N 2 2023-10-18 Fixed 0.79700000 N N N N N N WLAKE 2020-3A 0.56% 05/15/24 N/A WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 SER 2020-3A CL A2 REGD 144A P/P 0.56000000 96042QAC4 17848614.45000000 NS USD 17811334.05000000 0.174449020356 Long ABS-CBDO CORP US Y 2 2024-05-15 Fixed 0.56000000 N N N N N N PUBLIC SERVICE 2.65% 11/15/22 PUSS41EMO3E6XXNV3U28 PUBLIC SERVICE ENTERPRIS REGD 2.65000000 744573AL0 88057000.00000000 NS USD 88216798.80000000 0.864019173773 Long DBT CORP US N 2 2022-11-15 Fixed 2.65000000 N N N N N N BANK OF NOVA SC 2.44% 03/11/24 L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA REGD 2.44000000 06418BAC2 58070000.00000000 NS USD 57121295.89000000 0.559461412691 Long DBT CORP CA N 2 2024-03-11 Fixed 2.44000000 N N N N N N MAIN STREET CAPI 4.5% 12/01/22 5493001FS9QJLJNF3E20 MAIN STREET CAPITAL CORP REGD 4.50000000 56035LAC8 9329000.00000000 NS USD 9425055.21000000 0.092311538460 Long DBT CORP US N 2 2022-12-01 Fixed 4.50000000 N N N N N N GILEAD SCIENCES 3.25% 09/01/22 549300WTZWR07K8MNV44 GILEAD SCIENCES INC REGD 3.25000000 375558BC6 53483000.00000000 NS USD 53612579.15000000 0.525096092480 Long DBT CORP US N 2 2022-09-01 Fixed 3.25000000 N N N N N N CANADIAN IMPERIAL 1% 10/18/24 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK REGD 1.00000000 13607HYF3 16860000.00000000 NS USD 15842048.84000000 0.155161308682 Long DBT CORP CA N 2 2024-10-18 Fixed 1.00000000 N N N N N N PWNE 2020-1 A 1.37% 10/15/23 N/A PAWNEE EQUIPMENT RECEIVABLES SERIES 2020-1 LLC SER 2020-1 CL A REGD 144A P/P 1.37000000 70410LAA8 9874381.89000000 NS USD 9803760.31000000 0.096020678579 Long ABS-CBDO CORP US Y 2 2025-11-17 Fixed 1.37000000 N N N N N N SANTANDER HOLDIN 3.5% 06/07/24 N/A SANTANDER HOLDINGS USA REGD SER FXD 3.50000000 80282KAW6 16070000.00000000 NS USD 15971042.39000000 0.156424706380 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N BNP PARIBAS 2.95% 05/23/22 R0MUWSFPU8MPRO8K5P83 BNP PARIBAS REGD P/P MTN 2.95000000 09659W2A1 26935000.00000000 NS USD 26959051.07000000 0.264044233616 Long DBT CORP FR Y 2 2022-05-23 Fixed 2.95000000 N N N N N N ASB BANK LIMITE 3.75% 06/14/23 N/A ASB BANK LIMITED REGD 144A P/P 3.75000000 00216LAA1 41195000.00000000 NS USD 41581912.09000000 0.407264487225 Long DBT CORP NZ Y 2 2023-06-14 Fixed 3.75000000 N N N N N N OCT20 2019-4A A1 V/R 05/12/31 N/A OCTAGON INVESTMENT PARTNERS 20-R LTD SER 2019-4A CL A1R V/R REGD 144A P/P 1.54486000 67576WAN2 32920000.00000000 NS USD 32667036.14000000 0.319949782345 Long ABS-CBDO CORP KY Y 2 2031-05-12 Variable 1.54486000 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 1.40414000 69290LAA5 25489870.33000000 NS USD 25351689.74000000 0.248301302256 Long ABS-CBDO CORP KY Y 2 2038-04-14 Variable 1.40414000 N N N N N N PENNANTPARK INVEST 4% 11/01/26 529900OK432R4C6NQQ73 PENNANTPARK INVESTMENT C REGD 4.00000000 708062AD6 17345000.00000000 NS USD 16044754.97000000 0.157146667314 Long DBT CORP US N 2 2026-11-01 Fixed 4.00000000 N N N N N N VFI 2022-1A A 2.23% 09/24/24 N/A VFI ABS 2022-1 LLC SER 2022-1A CL A REGD 144A P/P 2.23000000 91824CAA4 37552616.72000000 NS USD 37111673.89000000 0.363481765921 Long ABS-CBDO CORP US Y 2 2028-03-24 Fixed 2.23000000 N N N N N N FCITL 2021-1A 1.13% 10/15/25 N/A FCI FUNDING 2021-1 LLC SER 2021-1A CL A REGD 144A P/P 1.13000000 30260GAA4 8944494.89000000 NS USD 8855531.15000000 0.086733465866 Long ABS-CBDO CORP US Y 2 2033-04-15 Fixed 1.13000000 N N N N N N FNMA P887626 V/R 07/01/36 N/A FNMA P887626 V/R 07/01/36 2.22900000 31410FD77 27405.48000000 NS USD 28770.12000000 0.000281782332 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.22900000 N N N N N N PFSFC 2020-F A 0.93% 08/15/22 N/A PFS FINANCING CORP SER 2020-F CL A REGD 144A P/P 0.93000000 69335PDV4 23070000.00000000 NS USD 23004162.83000000 0.225308989127 Long ABS-CBDO CORP US Y 2 2024-08-15 Fixed 0.93000000 N N N N N N F/C US 2YR NOTE (CBT) JUN22 N/A FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN22 0.00000000 N/A -2100.00000000 NC USD -442706250.00000000 -4.33598468265 N/A DIR CORP US N 1 GOLDMAN, SACHS AND CO. FOR8UP27PHTHYVLBNG30 Short F/C US 2YR NOTE (CBT) JUN22 US 2YR NOTE (CBT) JUN22 2022-06-30 450555802.20000000 USD 7849552.20000000 N N N DEFT 2022-1 A2 2.11% 11/22/23 N/A DELL EQUIPMENT FINANCE TRUST SER 2022-1 CL A2 REGD 144A P/P 2.11000000 24703WAB5 36940000.00000000 NS USD 36630187.91000000 0.358765962080 Long ABS-CBDO CORP US Y 2 2027-08-23 Fixed 2.11000000 N N N N N N CONTINENTAL RESO 4.5% 04/15/23 XXRTID9RYWOZ0UPIVR53 CONTINENTAL RESOURCES REGD SER WI 4.50000000 212015AL5 6400000.00000000 NS USD 6471680.00000000 0.063385383312 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N REPS 2021-A A 2.3% 10/20/25 N/A REPUBLIC FINANCE ISSUANCE TRUST 2021-A SER 2021-A CL A REGD 144A P/P 2.30000000 76042UAA1 56030000.00000000 NS USD 52588290.01000000 0.515063927762 Long ABS-CBDO CORP US Y 2 2031-12-22 Fixed 2.30000000 N N N N N N SYMP 2012-9A AR3 V/R 07/16/32 N/A CALIFORNIA STREET CLO IX LP SER 2012-9A CL AR3 V/R REGD 144A P/P 2.14429000 13079WDC9 44170000.00000000 NS USD 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REGD 144A P/P 0.94000000 35633KAA4 12235809.08000000 NS USD 12135426.50000000 0.118857647529 Long ABS-CBDO CORP US Y 2 2029-03-19 Fixed 0.94000000 N N N N N N BANK OF NOVA SCOT V/R 07/31/24 L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA REGD V/R 0.42957000 0641596F8 32500000.00000000 NS USD 32264665.23000000 0.316008852886 Long DBT CORP CA N 2 2024-07-31 Variable 0.42957000 N N N N N N MCIP 2022-1A A 4.05% 04/30/32 N/A MONROE CAPITAL INCOME PLUS ABS FUNDING LLC SER 2022-1A CL A REGD 144A P/P 4.05000000 61033MAB0 41880000.00000000 NS USD 41061802.59000000 0.402170394188 Long ABS-CBDO CORP US Y 2 2032-04-30 Fixed 4.05000000 N N N N N N AERCAP IRELAND 1.75% 10/29/24 N/A AERCAP IRELAND CAP/GLOBA REGD SER 3NC1 1.75000000 00774MBB0 21450000.00000000 NS USD 19960897.03000000 0.195502421242 Long DBT CORP IE N 2 2024-10-29 Fixed 1.75000000 N N N N N N NRART 2020-T1 1.425% 08/15/23 N/A NEW RESIDENTIAL ADVANCE RECEIVABLES TRUST SER 2020-T1 CL AT1 REGD 144A P/P 1.42570000 62942QCR2 40570000.00000000 NS 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