INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

CIK: 0001165830 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 12, 2016

Total Value ($000): $616,111 (4.6% shares, 95.4% debt)

Holdings (35)

— INTEL CORP 8.9%

Value ($000) $54,701 Shares 42,756,000 Est. Cost $1.18 Unrealized —

— PRICELINE GRP INC 7.0%

Value ($000) $42,896 Shares 42,524,000 Est. Cost $1.01 Unrealized —

— ILLUMINA INC 5.9%

Value ($000) $36,464 Shares 33,549,000 Est. Cost $1.17 Unrealized —

— WELLPOINT INC 5.5%

Value ($000) $33,959 Shares 17,791,000 Est. Cost $2.07 Unrealized —

— RED HAT INC 5.2%

Value ($000) $31,908 Shares 24,509,000 Est. Cost $1.30 Unrealized —

— LAM RESEARCH CORP 4.8%

Value ($000) $29,378 Shares 22,577,000 Est. Cost $1.16 Unrealized —

— GILEAD SCIENCES INC 4.7%

Value ($000) $28,824 Shares 6,451,000 Est. Cost $3.12 Unrealized —

— OLD REP INTL CORP 4.6%

Value ($000) $28,135 Shares 22,219,000 Est. Cost $1.23 Unrealized —

— NEWMONT MINING CORP 4.5%

Value ($000) $27,536 Shares 28,080,000 Est. Cost $1.05 Unrealized —

— ARES CAP CORP 4.1%

Value ($000) $25,251 Shares 25,283,000 Est. Cost $1.23 Unrealized —

— XILINX INC 4.1%

Value ($000) $24,962 Shares 15,379,000 Est. Cost $1.87 Unrealized —

— JEFFERIES GROUP INC NEW 3.7%

Value ($000) $22,724 Shares 22,838,000 Est. Cost $1.06 Unrealized —

— WELLS FARGO & CO NEW 3.3%

Value ($000) $20,249 Shares 17,484 Est. Cost $1186.84 Unrealized —

— ARES CAP CORP 3.2%

Value ($000) $19,657 Shares 19,806,000 Est. Cost $1.18 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 3.0%

Value ($000) $18,575 Shares 16,613,000 Est. Cost $1.13 Unrealized —

— CITRIX SYS INC 2.9%

Value ($000) $17,712 Shares 16,287,000 Est. Cost $1.06 Unrealized —

— RPM INTL INC 2.8%

Value ($000) $17,067 Shares 14,996,000 Est. Cost $1.48 Unrealized —

— PROSPECT CAPITAL CORPORATION 2.8%

Value ($000) $17,063 Shares 19,697,000 Est. Cost $0.90 Unrealized —

— PROSPECT CAPITAL CORPORATION 2.7%

Value ($000) $16,784 Shares 17,644,000 Est. Cost $1.05 Unrealized —

— FIDELITY NATIONAL FINANCIAL 2.1%

Value ($000) $12,937 Shares 6,780,000 Est. Cost $1.58 Unrealized —

— NOVELLUS SYS INC 1.7%

Value ($000) $10,370 Shares 4,407,000 Est. Cost $1.71 Unrealized —

— PRICELINE GRP INC 1.5%

Value ($000) $9,438 Shares 7,935,000 Est. Cost $1.18 Unrealized —

— ALZA CORP 1.4%

Value ($000) $8,807 Shares 6,249,000 Est. Cost $1.35 Unrealized —

— BANK AMER CORP 1.3%

Value ($000) $8,013 Shares 7,351 Est. Cost $1080.28 Unrealized —

— DANAHER CORP DEL 1.1%

Value ($000) $6,922 Shares 2,568,000 Est. Cost $2.26 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 1.1%

Value ($000) $6,829 Shares 4,374,000 Est. Cost $1.27 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.0%

Value ($000) $6,147 Shares 6,313,000 Est. Cost $0.99 Unrealized —

— AIRTRAN HLDGS INC 0.9%

Value ($000) $5,849 Shares 1,984,000 Est. Cost $1.94 Unrealized —

— CHESAPEAKE ENERGY CORP 0.9%

Value ($000) $5,560 Shares 11,830,000 Est. Cost $0.95 Unrealized —

— FIFTH STR FIN CORP 0.8%

Value ($000) $5,210 Shares 5,210,000 Est. Cost $1.05 Unrealized —

— TOLL BROS FIN CORP 0.8%

Value ($000) $4,896 Shares 4,905,000 Est. Cost $1.05 Unrealized —

— YAHOO INC 0.7%

Value ($000) $4,610 Shares 4,740,000 Est. Cost $1.13 Unrealized —

— LAM RESEARCH CORP 0.4%

Value ($000) $2,449 Shares 1,710,000 Est. Cost $1.29 Unrealized —

— SANDISK CORP 0.4%

Value ($000) $2,226 Shares 2,151,000 Est. Cost $1.20 Unrealized —

— CSX CORP 0.3%

Value ($000) $2,003 Shares 725,000 Est. Cost $3.08 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INTEL CORP	42,756,000	$54,701	8.9%	$1.18	—	SDCV 12/1	458140AD2
—	PRICELINE GRP INC	42,524,000	$42,896	7.0%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	ILLUMINA INC	33,549,000	$36,464	5.9%	$1.17	—	NOTE 6/1	452327AF6
—	WELLPOINT INC	17,791,000	$33,959	5.5%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	RED HAT INC	24,509,000	$31,908	5.2%	$1.30	—	NOTE 0.250%10/0	756577AD4
—	LAM RESEARCH CORP	22,577,000	$29,378	4.8%	$1.16	—	NOTE 0.500% 5/1	512807AJ7
—	GILEAD SCIENCES INC	6,451,000	$28,824	4.7%	$3.12	—	NOTE 1.625% 5/0	375558AP8
—	OLD REP INTL CORP	22,219,000	$28,135	4.6%	$1.23	—	NOTE 3.750% 3/1	680223AH7
—	NEWMONT MINING CORP	28,080,000	$27,536	4.5%	$1.05	—	NOTE 1.625% 7/1	651639AJ5
—	ARES CAP CORP	25,283,000	$25,251	4.1%	$1.23	—	NOTE 5.125% 6/0	04010LAD5
—	XILINX INC	15,379,000	$24,962	4.1%	$1.87	—	NOTE 2.625% 6/1	983919AF8
—	JEFFERIES GROUP INC NEW	22,838,000	$22,724	3.7%	$1.06	—	DBCV 3.875%11/0	472319AG7
—	WELLS FARGO & CO NEW	17,484	$20,249	3.3%	$1186.84	—	PERP PFD CNV A	949746804
—	ARES CAP CORP	19,806,000	$19,657	3.2%	$1.18	—	NOTE 4.750% 1/1	04010LAJ2
—	MACQUARIE INFRASTRUCTURE COR	16,613,000	$18,575	3.0%	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	CITRIX SYS INC	16,287,000	$17,712	2.9%	$1.06	—	NOTE 0.500% 4/1	177376AD2
—	RPM INTL INC	14,996,000	$17,067	2.8%	$1.48	—	NOTE 2.250%12/1	749685AT0
—	PROSPECT CAPITAL CORPORATION	19,697,000	$17,063	2.8%	$0.90	—	NOTE 4.750% 4/1	74348TAQ5
—	PROSPECT CAPITAL CORPORATION	17,644,000	$16,784	2.7%	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	FIDELITY NATIONAL FINANCIAL	6,780,000	$12,937	2.1%	$1.58	—	NOTE 4.250% 8/1	31620RAE5
—	NOVELLUS SYS INC	4,407,000	$10,370	1.7%	$1.71	—	NOTE 2.625% 5/1	670008AD3
—	PRICELINE GRP INC	7,935,000	$9,438	1.5%	$1.18	—	NOTE 0.350% 6/1	741503AS5
—	ALZA CORP	6,249,000	$8,807	1.4%	$1.35	—	SDCV 7/2	02261WAB5
—	BANK AMER CORP	7,351	$8,013	1.3%	$1080.28	—	7.25%CNV PFD L	060505682
—	DANAHER CORP DEL	2,568,000	$6,922	1.1%	$2.26	—	NOTE 1/2	235851AF9
—	TEVA PHARMACEUTICAL FIN LLC	4,374,000	$6,829	1.1%	$1.27	—	DBCV 0.250% 2/0	88163VAE9
—	PROSPECT CAPITAL CORPORATION	6,313,000	$6,147	1.0%	$0.99	—	NOTE 5.750% 3/1	74348TAL6
—	AIRTRAN HLDGS INC	1,984,000	$5,849	0.9%	$1.94	—	NOTE 5.250%11/0	00949PAD0
—	CHESAPEAKE ENERGY CORP	11,830,000	$5,560	0.9%	$0.95	—	NOTE 2.500% 5/1	165167CA3
—	FIFTH STR FIN CORP	5,210,000	$5,210	0.8%	$1.05	—	NOTE 5.375% 4/0	31679BAC4
—	TOLL BROS FIN CORP	4,905,000	$4,896	0.8%	$1.05	—	NOTE 0.500% 9/1	88947EAM2
—	YAHOO INC	4,740,000	$4,610	0.7%	$1.13	—	NOTE 12/0	984332AF3
—	LAM RESEARCH CORP	1,710,000	$2,449	0.4%	$1.29	—	NOTE 1.250% 5/1	512807AL2
—	SANDISK CORP	2,151,000	$2,226	0.4%	$1.20	—	NOTE 0.500%10/1	80004CAF8
—	CSX CORP	725,000	$2,003	0.3%	$3.08	—	DBCV 10/3	126408GA5