Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
---|---|---|---|---|
INCOME RESEARCH & MANAGEMENT | 01-18-2024 | 12-31-2023 | 12 | 144,253,813,000 |
Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
---|---|---|---|---|---|---|---|---|---|
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 1 | $15,897,388,000 | 8,439,000 | 11.02 | 12.29 | -970,000 | -10.31 | 12-31-2023 |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 2 | $15,204,994,000 | 15,047,000 | 10.54 | 11.69 | 0 | 0.00 | 12-31-2023 |
EXPEDIA GROUP INC | NOTE 2/1 | 3 | $14,990,903,000 | 15,855,000 | 10.39 | 12.41 | -2,400,000 | -13.15 | 12-31-2023 |
NEW MTN FIN CORP | NOTE 7.500%10/1 | 4 | $14,736,936,000 | 14,512,000 | 10.22 | 14,512,000 | +Inf | 12-31-2023 |