BBH Income Fund

BBH Trust · 2 share classes

Actively managed U.S. bond fund
One fund, 2 share classes:BBNIXBBNNX
$2.33B NAV
386 positions · as of 2026-04-30 · filed 2026-06-26

Fund classification

Classified from what the fund holds · as of 2026 Q2

BBH Income Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Mixed credit
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q1

The investment objective of the BBH Income Fund (the Fund) is to provide maximum total return, with an emphasis on current income, consistent with preservation of capital and prudent investment management.

Strategy · summarised

The fund invests in a diversified portfolio of performing, durable fixed-income securities purchased at attractive valuations, including corporate and government bonds, mortgage-backed and asset-backed securities, and loan participations, with targets of at least 75% investment-grade rated debt and no more than 25% high-yield rated debt. The fund maintains effective duration between 80% and 120% of the Bloomberg US Aggregate Index to manage interest-rate sensitivity. Because the fund's returns depend on the Investment Adviser's assessment of which securities offer attractive risk-adjusted returns, performance will diverge from any benchmark.

Expenses
0.44% 0.70%across 2 share classes
Share classExpense ratioAs of
BBNIX0.44%2026 Q1
BBNNX0.70%2025 Q1

Portfolio turnover 42.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

124.14%
of net assets
Bonds62.52%
Securitized23.15%
Derivatives22.83%
Loans11.49%
2 smaller4.14%

These positions come to 124.14% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 53 new34 exited

Largest new: F/C US 10YR ULTRA FUT JUN26, F/C US 10YR NOTE (CBT)JUN26, F/C US 5YR NOTE (CBT) JUN26, F/C US ULTRA BOND CBT JUN26, US TREAS NTS 4.25% 08/15/35, F/C US LONG BOND(CBT) JUN26, US T BILL ZCP 05/12/26, FHLB D/N 05/01/26

Largest exited: F/C US 10YR NOTE (CBT)MAR26, F/C US 10YR ULTRA FUT MAR26, F/C US ULTRA BOND CBT MAR26, F/C US LONG BOND(CBT) MAR26, F/C US 5YR NOTE (CBT) MAR26, US T BILL ZCP 02/05/26, US TREAS NTS 4.125% 03/31/29, US T BILL ZCP 02/17/26

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+4.94%
3-year
+17.02%
5-year
+8.49%
Volatility
3.50%
Worst 3-yr fall
-4.34%
Cumulative return· May 2023 – Apr 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30

Avg coupon
4.96%
Avg maturity
9.40 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

30%
floating
Fixed rate69.8%
Floating rate30.2%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y4.3%
1-3y17.4%
3-5y16.3%
5-10y27.6%
10y+34.4%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.

Interest-rate duration
4.04 yr
approx. move per 100bp
Credit-spread duration
2.41 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -6.5%
of value
Interest rates63%
Credit spreads37%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+2.41
yrs total
Investment grade+1.32 yr
High yield+1.09 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate4.04 yr total
3 mo30 yr
3 mo0.05 yr1%
1 yr0.54 yr13%
5 yr1.30 yr32%
10 yr1.57 yr39%
30 yr0.59 yr15%
Credit spread2.41 yr total
3 mo30 yr
3 mo0.03 yr1%
1 yr0.60 yr25%
5 yr1.18 yr49%
10 yr0.37 yr15%
30 yr0.23 yr10%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.05+0.02+0.01$4.2k$2.5k
1 yr+0.54+0.38+0.22$89.4k$51.1k
5 yr+1.30+0.69+0.49$160.5k$114.0k
10 yr+1.57+0.20+0.17$47.5k$39.1k
30 yr+0.59+0.03+0.20$6.9k$46.5k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
F/C US 10YR ULTRA FUT JUN267.41%$172.67M
F/C US 10YR NOTE (CBT)JUN267.12%$165.89M
US TREAS NTS 3.375% 05/15/333.38% · due 2033-05-157.06%$164.49M
F/C US 5YR NOTE (CBT) JUN263.93%$91.66M
UST BDS 4.75% 2/15/37 912810PT94.75% · due 2037-02-153.18%$74.07M
F/C US ULTRA BOND CBT JUN263.06%$71.32M
US TREAS BDS 3.875% 02/15/433.88% · due 2043-02-152.88%$67.21M
US TREAS NTS 4.25% 08/15/354.25% · due 2035-08-152.47%$57.64M
US TREAS BDS 1.75% 08/15/411.75% · due 2041-08-152.39%$55.69M
US TREAS BDS 2.875% 08/15/452.88% · due 2045-08-151.37%$31.99M
Showing 10 of 386Sign in to see more

Top 10 positions are 40.88% of net assets, top 25 52.57%, across 385 issuers.

See more of this fund's book

More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.

Sign in free