INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

CIK: 0001165830 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 9, 2016

Total Value ($000): $562,165 (5.4% shares, 94.6% debt)

Holdings (33)

— INTEL CORP 7.8%

Value ($000) $43,858 Shares 33,916,000 Est. Cost $1.18 Unrealized —

— PRICELINE GRP INC 7.4%

Value ($000) $41,324 Shares 40,814,000 Est. Cost $1.01 Unrealized —

— WELLPOINT INC 5.8%

Value ($000) $32,436 Shares 17,816,000 Est. Cost $2.06 Unrealized —

— RED HAT INC 5.5%

Value ($000) $31,050 Shares 25,608,000 Est. Cost $1.30 Unrealized —

— ILLUMINA INC 5.5%

Value ($000) $30,966 Shares 31,801,000 Est. Cost $1.17 Unrealized —

— NEWMONT MINING CORP 5.3%

Value ($000) $29,937 Shares 26,759,000 Est. Cost $1.05 Unrealized —

— JEFFERIES GROUP INC NEW 5.0%

Value ($000) $28,212 Shares 27,864,000 Est. Cost $1.05 Unrealized —

— OLD REP INTL CORP 4.8%

Value ($000) $27,060 Shares 21,182,000 Est. Cost $1.23 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 4.2%

Value ($000) $23,796 Shares 20,839,000 Est. Cost $1.13 Unrealized —

— XILINX INC 4.1%

Value ($000) $23,120 Shares 14,366,000 Est. Cost $1.87 Unrealized —

— ARES CAP CORP 4.1%

Value ($000) $23,034 Shares 22,269,000 Est. Cost $1.16 Unrealized —

— WELLS FARGO & CO NEW 3.9%

Value ($000) $21,657 Shares 16,667 Est. Cost $1186.84 Unrealized —

— ALZA CORP 3.5%

Value ($000) $19,906 Shares 11,987,000 Est. Cost $1.42 Unrealized —

— SPIRIT RLTY CAP INC NEW 3.5%

Value ($000) $19,418 Shares 18,000,000 Est. Cost $1.08 Unrealized —

— PROSPECT CAPITAL CORPORATION 3.2%

Value ($000) $17,719 Shares 18,738,000 Est. Cost $0.90 Unrealized —

— CITRIX SYS INC 3.1%

Value ($000) $17,203 Shares 15,463,000 Est. Cost $1.06 Unrealized —

— FIDELITY NATIONAL FINANCIAL 3.0%

Value ($000) $16,773 Shares 8,212,000 Est. Cost $1.66 Unrealized —

— RPM INTL INC 2.9%

Value ($000) $16,565 Shares 14,280,000 Est. Cost $1.48 Unrealized —

— PROSPECT CAPITAL CORPORATION 2.9%

Value ($000) $16,500 Shares 16,719,000 Est. Cost $1.05 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 2.2%

Value ($000) $12,360 Shares 9,863,000 Est. Cost $1.26 Unrealized —

— SPIRIT RLTY CAP INC NEW 2.0%

Value ($000) $11,181 Shares 10,000,000 Est. Cost $1.12 Unrealized —

— BANK AMER CORP 1.6%

Value ($000) $8,748 Shares 7,351 Est. Cost $1080.28 Unrealized —

— DANAHER CORP DEL 1.2%

Value ($000) $6,666 Shares 2,273,000 Est. Cost $2.26 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.1%

Value ($000) $6,439 Shares 6,313,000 Est. Cost $0.99 Unrealized —

— ARES CAP CORP 1.1%

Value ($000) $6,336 Shares 6,100,000 Est. Cost $1.04 Unrealized —

— AIRTRAN HLDGS INC 0.9%

Value ($000) $5,045 Shares 1,838,000 Est. Cost $1.94 Unrealized —

— TOLL BROS FIN CORP 0.9%

Value ($000) $4,801 Shares 4,905,000 Est. Cost $1.05 Unrealized —

— YAHOO INC 0.8%

Value ($000) $4,704 Shares 4,740,000 Est. Cost $1.13 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.8%

Value ($000) $4,370 Shares 4,454,000 Est. Cost $0.99 Unrealized —

— PRICELINE GRP INC 0.7%

Value ($000) $4,157 Shares 3,545,000 Est. Cost $1.18 Unrealized —

— ON SEMICONDUCTOR CORP 0.6%

Value ($000) $3,327 Shares 3,722,000 Est. Cost $0.89 Unrealized —

— CSX CORP 0.3%

Value ($000) $1,888 Shares 680,000 Est. Cost $3.08 Unrealized —

— CHESAPEAKE ENERGY CORP 0.3%

Value ($000) $1,609 Shares 1,744,000 Est. Cost $0.95 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INTEL CORP	33,916,000	$43,858	7.8%	$1.18	—	SDCV 12/1	458140AD2
—	PRICELINE GRP INC	40,814,000	$41,324	7.4%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	WELLPOINT INC	17,816,000	$32,436	5.8%	$2.06	—	NOTE 2.750%10/1	94973VBG1
—	RED HAT INC	25,608,000	$31,050	5.5%	$1.30	—	NOTE 0.250%10/0	756577AD4
—	ILLUMINA INC	31,801,000	$30,966	5.5%	$1.17	—	NOTE 6/1	452327AF6
—	NEWMONT MINING CORP	26,759,000	$29,937	5.3%	$1.05	—	NOTE 1.625% 7/1	651639AJ5
—	JEFFERIES GROUP INC NEW	27,864,000	$28,212	5.0%	$1.05	—	DBCV 3.875%11/0	472319AG7
—	OLD REP INTL CORP	21,182,000	$27,060	4.8%	$1.23	—	NOTE 3.750% 3/1	680223AH7
—	MACQUARIE INFRASTRUCTURE COR	20,839,000	$23,796	4.2%	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	XILINX INC	14,366,000	$23,120	4.1%	$1.87	—	NOTE 2.625% 6/1	983919AF8
—	ARES CAP CORP	22,269,000	$23,034	4.1%	$1.16	—	NOTE 4.750% 1/1	04010LAJ2
—	WELLS FARGO & CO NEW	16,667	$21,657	3.9%	$1186.84	—	PERP PFD CNV A	949746804
—	ALZA CORP	11,987,000	$19,906	3.5%	$1.42	—	SDCV 7/2	02261WAB5
—	SPIRIT RLTY CAP INC NEW	18,000,000	$19,418	3.5%	$1.08	—	NOTE 2.875% 5/1	84860WAA0
—	PROSPECT CAPITAL CORPORATION	18,738,000	$17,719	3.2%	$0.90	—	NOTE 4.750% 4/1	74348TAQ5
—	CITRIX SYS INC	15,463,000	$17,203	3.1%	$1.06	—	NOTE 0.500% 4/1	177376AD2
—	FIDELITY NATIONAL FINANCIAL	8,212,000	$16,773	3.0%	$1.66	—	NOTE 4.250% 8/1	31620RAE5
—	RPM INTL INC	14,280,000	$16,565	2.9%	$1.48	—	NOTE 2.250%12/1	749685AT0
—	PROSPECT CAPITAL CORPORATION	16,719,000	$16,500	2.9%	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	TEVA PHARMACEUTICAL FIN LLC	9,863,000	$12,360	2.2%	$1.26	—	DBCV 0.250% 2/0	88163VAE9
—	SPIRIT RLTY CAP INC NEW	10,000,000	$11,181	2.0%	$1.12	—	NOTE 3.750% 5/1	84860WAB8
—	BANK AMER CORP	7,351	$8,748	1.6%	$1080.28	—	7.25%CNV PFD L	060505682
—	DANAHER CORP DEL	2,273,000	$6,666	1.2%	$2.26	—	NOTE 1/2	235851AF9
—	PROSPECT CAPITAL CORPORATION	6,313,000	$6,439	1.1%	$0.99	—	NOTE 5.750% 3/1	74348TAL6
—	ARES CAP CORP	6,100,000	$6,336	1.1%	$1.04	—	NOTE 4.375% 1/1	04010LAM5
—	AIRTRAN HLDGS INC	1,838,000	$5,045	0.9%	$1.94	—	NOTE 5.250%11/0	00949PAD0
—	TOLL BROS FIN CORP	4,905,000	$4,801	0.9%	$1.05	—	NOTE 0.500% 9/1	88947EAM2
—	YAHOO INC	4,740,000	$4,704	0.8%	$1.13	—	NOTE 12/0	984332AF3
—	BROCADE COMMUNICATIONS SYS I	4,454,000	$4,370	0.8%	$0.99	—	NOTE 1.375% 1/0	111621AQ1
—	PRICELINE GRP INC	3,545,000	$4,157	0.7%	$1.18	—	NOTE 0.350% 6/1	741503AS5
—	ON SEMICONDUCTOR CORP	3,722,000	$3,327	0.6%	$0.89	—	NOTE 1.000%12/0	682189AK1
—	CSX CORP	680,000	$1,888	0.3%	$3.08	—	DBCV 10/3	126408GA5
—	CHESAPEAKE ENERGY CORP	1,744,000	$1,609	0.3%	$0.95	—	NOTE 2.500% 5/1	165167CA3