INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

CIK: 0001165830 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 13, 2015

Total Value ($000): $616,181 (5.2% shares, 94.8% debt)

Holdings (34)

— INTEL CORP 9.1%

Value ($000) $56,377 Shares 46,425,000 Est. Cost $1.18 Unrealized —

— WELLPOINT INC 8.4%

Value ($000) $51,457 Shares 27,316,000 Est. Cost $2.07 Unrealized —

— ILLUMINA INC 6.0%

Value ($000) $36,910 Shares 33,650,000 Est. Cost $1.17 Unrealized —

— GILEAD SCIENCES INC 5.9%

Value ($000) $36,207 Shares 8,446,000 Est. Cost $3.12 Unrealized —

— NEWMONT MINING CORP 5.0%

Value ($000) $30,757 Shares 30,912,000 Est. Cost $1.05 Unrealized —

— ARES CAP CORP 4.7%

Value ($000) $28,831 Shares 28,563,000 Est. Cost $1.23 Unrealized —

— LAM RESEARCH CORP 4.6%

Value ($000) $28,610 Shares 25,305,000 Est. Cost $1.16 Unrealized —

— OLD REP INTL CORP 4.6%

Value ($000) $28,448 Shares 24,630,000 Est. Cost $1.23 Unrealized —

— XILINX INC 4.3%

Value ($000) $26,334 Shares 17,674,000 Est. Cost $1.87 Unrealized —

— JEFFERIES GROUP INC NEW 4.1%

Value ($000) $25,180 Shares 24,777,000 Est. Cost $1.06 Unrealized —

— WELLS FARGO & CO NEW 3.7%

Value ($000) $22,808 Shares 19,536 Est. Cost $1186.84 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 3.4%

Value ($000) $20,890 Shares 18,405,000 Est. Cost $1.13 Unrealized —

— ARES CAP CORP 3.3%

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

— CITRIX SYS INC 3.1%

Value ($000) $19,025 Shares 18,044,000 Est. Cost $1.06 Unrealized —

— PROSPECT CAPITAL CORPORATION 3.0%

Value ($000) $18,554 Shares 19,327,000 Est. Cost $1.05 Unrealized —

— ALZA CORP 2.5%

Value ($000) $15,363 Shares 11,950,000 Est. Cost $1.35 Unrealized —

— DANAHER CORP DEL 2.5%

Value ($000) $15,301 Shares 6,209,000 Est. Cost $2.26 Unrealized —

— RPM INTL INC 2.4%

Value ($000) $14,843 Shares 13,320,000 Est. Cost $1.53 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 2.3%

Value ($000) $14,147 Shares 10,431,000 Est. Cost $1.27 Unrealized —

— FIDELITY NATIONAL FINANCIAL 2.3%

Value ($000) $13,942 Shares 7,521,000 Est. Cost $1.58 Unrealized —

— CHESAPEAKE ENERGY CORP 1.5%

Value ($000) $9,524 Shares 10,885,000 Est. Cost $1.00 Unrealized —

— BANK AMER CORP 1.5%

Value ($000) $9,455 Shares 8,795 Est. Cost $1080.28 Unrealized —

— NOVELLUS SYS INC 1.5%

Value ($000) $9,334 Shares 4,767,000 Est. Cost $1.71 Unrealized —

— PRICELINE GRP INC 1.5%

Value ($000) $9,319 Shares 7,935,000 Est. Cost $1.18 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.5%

Value ($000) $8,942 Shares 9,935,000 Est. Cost $0.94 Unrealized —

— DEVELOPERS DIVERSIFIED RLTY 1.4%

Value ($000) $8,442 Shares 7,955,000 Est. Cost $1.16 Unrealized —

— TOLL BROS FIN CORP 1.0%

Value ($000) $6,253 Shares 6,086,000 Est. Cost $1.05 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.0%

Value ($000) $6,155 Shares 6,313,000 Est. Cost $0.99 Unrealized —

— FIFTH STR FIN CORP 1.0%

Value ($000) $6,004 Shares 5,930,000 Est. Cost $1.05 Unrealized —

— AIRTRAN HLDGS INC 1.0%

Value ($000) $5,960 Shares 2,209,000 Est. Cost $1.94 Unrealized —

— YAHOO INC 0.9%

Value ($000) $5,527 Shares 5,713,000 Est. Cost $1.13 Unrealized —

— SANDISK CORP 0.4%

Value ($000) $2,545 Shares 2,629,000 Est. Cost $1.20 Unrealized —

— CSX CORP 0.4%

Value ($000) $2,358 Shares 825,000 Est. Cost $3.08 Unrealized —

— LAM RESEARCH CORP 0.3%

Value ($000) $1,856 Shares 1,480,000 Est. Cost $1.27 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INTEL CORP	46,425,000	$56,377	9.1%	$1.18	—	SDCV 12/1	458140AD2
—	WELLPOINT INC	27,316,000	$51,457	8.4%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	ILLUMINA INC	33,650,000	$36,910	6.0%	$1.17	—	NOTE 6/1	452327AF6
—	GILEAD SCIENCES INC	8,446,000	$36,207	5.9%	$3.12	—	NOTE 1.625% 5/0	375558AP8
—	NEWMONT MINING CORP	30,912,000	$30,757	5.0%	$1.05	—	NOTE 1.625% 7/1	651639AJ5
—	ARES CAP CORP	28,563,000	$28,831	4.7%	$1.23	—	NOTE 5.125% 6/0	04010LAD5
—	LAM RESEARCH CORP	25,305,000	$28,610	4.6%	$1.16	—	NOTE 0.500% 5/1	512807AJ7
—	OLD REP INTL CORP	24,630,000	$28,448	4.6%	$1.23	—	NOTE 3.750% 3/1	680223AH7
—	XILINX INC	17,674,000	$26,334	4.3%	$1.87	—	NOTE 2.625% 6/1	983919AF8
—	JEFFERIES GROUP INC NEW	24,777,000	$25,180	4.1%	$1.06	—	DBCV 3.875%11/0	472319AG7
—	WELLS FARGO & CO NEW	19,536	$22,808	3.7%	$1186.84	—	PERP PFD CNV A	949746804
—	MACQUARIE INFRASTRUCTURE COR	18,405,000	$20,890	3.4%	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	ARES CAP CORP	20,071,000	$20,523	3.3%	$1.18	—	NOTE 4.750% 1/1	04010LAJ2
—	CITRIX SYS INC	18,044,000	$19,025	3.1%	$1.06	—	NOTE 0.500% 4/1	177376AD2
—	PROSPECT CAPITAL CORPORATION	19,327,000	$18,554	3.0%	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	ALZA CORP	11,950,000	$15,363	2.5%	$1.35	—	SDCV 7/2	02261WAB5
—	DANAHER CORP DEL	6,209,000	$15,301	2.5%	$2.26	—	NOTE 1/2	235851AF9
—	RPM INTL INC	13,320,000	$14,843	2.4%	$1.53	—	NOTE 2.250%12/1	749685AT0
—	TEVA PHARMACEUTICAL FIN LLC	10,431,000	$14,147	2.3%	$1.27	—	DBCV 0.250% 2/0	88163VAE9
—	FIDELITY NATIONAL FINANCIAL	7,521,000	$13,942	2.3%	$1.58	—	NOTE 4.250% 8/1	31620RAE5
—	CHESAPEAKE ENERGY CORP	10,885,000	$9,524	1.5%	$1.00	—	NOTE 2.500% 5/1	165167CA3
—	BANK AMER CORP	8,795	$9,455	1.5%	$1080.28	—	7.25%CNV PFD L	060505682
—	NOVELLUS SYS INC	4,767,000	$9,334	1.5%	$1.71	—	NOTE 2.625% 5/1	670008AD3
—	PRICELINE GRP INC	7,935,000	$9,319	1.5%	$1.18	—	NOTE 0.350% 6/1	741503AS5
—	PROSPECT CAPITAL CORPORATION	9,935,000	$8,942	1.5%	$0.94	—	NOTE 4.750% 4/1	74348TAQ5
—	DEVELOPERS DIVERSIFIED RLTY	7,955,000	$8,442	1.4%	$1.16	—	NOTE 1.750%11/1	251591AX1
—	TOLL BROS FIN CORP	6,086,000	$6,253	1.0%	$1.05	—	NOTE 0.500% 9/1	88947EAM2
—	PROSPECT CAPITAL CORPORATION	6,313,000	$6,155	1.0%	$0.99	—	NOTE 5.750% 3/1	74348TAL6
—	FIFTH STR FIN CORP	5,930,000	$6,004	1.0%	$1.05	—	NOTE 5.375% 4/0	31679BAC4
—	AIRTRAN HLDGS INC	2,209,000	$5,960	1.0%	$1.94	—	NOTE 5.250%11/0	00949PAD0
—	YAHOO INC	5,713,000	$5,527	0.9%	$1.13	—	NOTE 12/0	984332AF3
—	SANDISK CORP	2,629,000	$2,545	0.4%	$1.20	—	NOTE 0.500%10/1	80004CAF8
—	CSX CORP	825,000	$2,358	0.4%	$3.08	—	DBCV 10/3	126408GA5
—	LAM RESEARCH CORP	1,480,000	$1,856	0.3%	$1.27	—	NOTE 1.250% 5/1	512807AL2