INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

CIK: 0001165830 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 12, 2015

Total Value ($000): $657,910 (4.6% shares, 95.4% debt)

Holdings (35)

— WELLPOINT INC 9.1%

Value ($000) $59,942 Shares 27,316,000 Est. Cost $2.07 Unrealized —

— INTEL CORP 8.5%

Value ($000) $55,855 Shares 46,425,000 Est. Cost $1.18 Unrealized —

— GILEAD SCIENCES INC 7.1%

Value ($000) $47,004 Shares 9,116,000 Est. Cost $3.12 Unrealized —

— ILLUMINA INC 6.0%

Value ($000) $39,392 Shares 33,650,000 Est. Cost $1.17 Unrealized —

— LAM RESEARCH CORP 5.1%

Value ($000) $33,561 Shares 25,305,000 Est. Cost $1.16 Unrealized —

— NEWMONT MINING CORP 4.7%

Value ($000) $31,240 Shares 30,912,000 Est. Cost $1.05 Unrealized —

— ARES CAP CORP 4.5%

Value ($000) $29,420 Shares 28,563,000 Est. Cost $1.23 Unrealized —

— XILINX INC 4.2%

Value ($000) $27,317 Shares 17,674,000 Est. Cost $1.87 Unrealized —

— OLD REP INTL CORP 4.1%

Value ($000) $26,718 Shares 22,630,000 Est. Cost $1.23 Unrealized —

— JEFFERIES GROUP INC NEW 3.8%

Value ($000) $25,288 Shares 24,777,000 Est. Cost $1.06 Unrealized —

— CITRIX SYS INC 3.6%

Value ($000) $23,918 Shares 22,644,000 Est. Cost $1.06 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 3.3%

Value ($000) $21,683 Shares 18,405,000 Est. Cost $1.13 Unrealized —

— WELLS FARGO & CO NEW 3.2%

Value ($000) $20,981 Shares 17,856 Est. Cost $1188.66 Unrealized —

— ARES CAP CORP 3.1%

Value ($000) $20,523 Shares 20,071,000 Est. Cost $1.18 Unrealized —

— PROSPECT CAPITAL CORPORATION 2.9%

Value ($000) $19,303 Shares 19,327,000 Est. Cost $1.05 Unrealized —

— ALZA CORP 2.4%

Value ($000) $15,976 Shares 11,950,000 Est. Cost $1.35 Unrealized —

— RPM INTL INC 2.4%

Value ($000) $15,501 Shares 13,320,000 Est. Cost $1.53 Unrealized —

— DANAHER CORP DEL 2.3%

Value ($000) $15,422 Shares 6,209,000 Est. Cost $2.26 Unrealized —

— FIDELITY NATIONAL FINANCIAL 2.3%

Value ($000) $15,390 Shares 7,521,000 Est. Cost $1.58 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 2.2%

Value ($000) $14,577 Shares 10,431,000 Est. Cost $1.27 Unrealized —

— NOVELLUS SYS INC 1.7%

Value ($000) $11,337 Shares 4,767,000 Est. Cost $1.71 Unrealized —

— CHESAPEAKE ENERGY CORP 1.6%

Value ($000) $10,490 Shares 10,885,000 Est. Cost $1.00 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.4%

Value ($000) $9,314 Shares 9,935,000 Est. Cost $0.94 Unrealized —

— BANK AMER CORP 1.4%

Value ($000) $9,294 Shares 8,225 Est. Cost $1080.64 Unrealized —

— PRICELINE GRP INC 1.3%

Value ($000) $8,798 Shares 7,935,000 Est. Cost $1.18 Unrealized —

— DEVELOPERS DIVERSIFIED RLTY 1.3%

Value ($000) $8,611 Shares 7,955,000 Est. Cost $1.16 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.0%

Value ($000) $6,321 Shares 6,313,000 Est. Cost $0.99 Unrealized —

— TOLL BROS FIN CORP 1.0%

Value ($000) $6,314 Shares 6,086,000 Est. Cost $1.05 Unrealized —

— FIFTH STR FIN CORP 0.9%

Value ($000) $6,049 Shares 5,930,000 Est. Cost $1.05 Unrealized —

— YAHOO INC 0.9%

Value ($000) $5,859 Shares 5,713,000 Est. Cost $1.13 Unrealized —

— AIRTRAN HLDGS INC 0.8%

Value ($000) $5,337 Shares 2,209,000 Est. Cost $1.94 Unrealized —

— HEALTH CARE REIT INC 0.6%

Value ($000) $3,660 Shares 2,843,000 Est. Cost $1.41 Unrealized —

— CSX CORP 0.4%

Value ($000) $2,868 Shares 825,000 Est. Cost $3.08 Unrealized —

— SANDISK CORP 0.4%

Value ($000) $2,548 Shares 2,629,000 Est. Cost $1.20 Unrealized —

— LAM RESEARCH CORP 0.3%

Value ($000) $2,099 Shares 1,480,000 Est. Cost $1.27 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	WELLPOINT INC	27,316,000	$59,942	9.1%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	INTEL CORP	46,425,000	$55,855	8.5%	$1.18	—	SDCV 12/1	458140AD2
—	GILEAD SCIENCES INC	9,116,000	$47,004	7.1%	$3.12	—	NOTE 1.625% 5/0	375558AP8
—	ILLUMINA INC	33,650,000	$39,392	6.0%	$1.17	—	NOTE 6/1	452327AF6
—	LAM RESEARCH CORP	25,305,000	$33,561	5.1%	$1.16	—	NOTE 0.500% 5/1	512807AJ7
—	NEWMONT MINING CORP	30,912,000	$31,240	4.7%	$1.05	—	NOTE 1.625% 7/1	651639AJ5
—	ARES CAP CORP	28,563,000	$29,420	4.5%	$1.23	—	NOTE 5.125% 6/0	04010LAD5
—	XILINX INC	17,674,000	$27,317	4.2%	$1.87	—	NOTE 2.625% 6/1	983919AF8
—	OLD REP INTL CORP	22,630,000	$26,718	4.1%	$1.23	—	NOTE 3.750% 3/1	680223AH7
—	JEFFERIES GROUP INC NEW	24,777,000	$25,288	3.8%	$1.06	—	DBCV 3.875%11/0	472319AG7
—	CITRIX SYS INC	22,644,000	$23,918	3.6%	$1.06	—	NOTE 0.500% 4/1	177376AD2
—	MACQUARIE INFRASTRUCTURE COR	18,405,000	$21,683	3.3%	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	WELLS FARGO & CO NEW	17,856	$20,981	3.2%	$1188.66	—	PERP PFD CNV A	949746804
—	ARES CAP CORP	20,071,000	$20,523	3.1%	$1.18	—	NOTE 4.750% 1/1	04010LAJ2
—	PROSPECT CAPITAL CORPORATION	19,327,000	$19,303	2.9%	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	ALZA CORP	11,950,000	$15,976	2.4%	$1.35	—	SDCV 7/2	02261WAB5
—	RPM INTL INC	13,320,000	$15,501	2.4%	$1.53	—	NOTE 2.250%12/1	749685AT0
—	DANAHER CORP DEL	6,209,000	$15,422	2.3%	$2.26	—	NOTE 1/2	235851AF9
—	FIDELITY NATIONAL FINANCIAL	7,521,000	$15,390	2.3%	$1.58	—	NOTE 4.250% 8/1	31620RAE5
—	TEVA PHARMACEUTICAL FIN LLC	10,431,000	$14,577	2.2%	$1.27	—	DBCV 0.250% 2/0	88163VAE9
—	NOVELLUS SYS INC	4,767,000	$11,337	1.7%	$1.71	—	NOTE 2.625% 5/1	670008AD3
—	CHESAPEAKE ENERGY CORP	10,885,000	$10,490	1.6%	$1.00	—	NOTE 2.500% 5/1	165167CA3
—	PROSPECT CAPITAL CORPORATION	9,935,000	$9,314	1.4%	$0.94	—	NOTE 4.750% 4/1	74348TAQ5
—	BANK AMER CORP	8,225	$9,294	1.4%	$1080.64	—	7.25%CNV PFD L	060505682
—	PRICELINE GRP INC	7,935,000	$8,798	1.3%	$1.18	—	NOTE 0.350% 6/1	741503AS5
—	DEVELOPERS DIVERSIFIED RLTY	7,955,000	$8,611	1.3%	$1.16	—	NOTE 1.750%11/1	251591AX1
—	PROSPECT CAPITAL CORPORATION	6,313,000	$6,321	1.0%	$0.99	—	NOTE 5.750% 3/1	74348TAL6
—	TOLL BROS FIN CORP	6,086,000	$6,314	1.0%	$1.05	—	NOTE 0.500% 9/1	88947EAM2
—	FIFTH STR FIN CORP	5,930,000	$6,049	0.9%	$1.05	—	NOTE 5.375% 4/0	31679BAC4
—	YAHOO INC	5,713,000	$5,859	0.9%	$1.13	—	NOTE 12/0	984332AF3
—	AIRTRAN HLDGS INC	2,209,000	$5,337	0.8%	$1.94	—	NOTE 5.250%11/0	00949PAD0
—	HEALTH CARE REIT INC	2,843,000	$3,660	0.6%	$1.41	—	NOTE 3.000%12/0	42217KAR7
—	CSX CORP	825,000	$2,868	0.4%	$3.08	—	DBCV 10/3	126408GA5
—	SANDISK CORP	2,629,000	$2,548	0.4%	$1.20	—	NOTE 0.500%10/1	80004CAF8
—	LAM RESEARCH CORP	1,480,000	$2,099	0.3%	$1.27	—	NOTE 1.250% 5/1	512807AL2