INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

CIK: 0001165830 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $613,683 (3.1% shares, 96.9% debt)

Holdings (34)

— INTEL CORP 7.5%

Value ($000) $46,143 Shares 33,422,000 Est. Cost $1.18 Unrealized —

— PRICELINE GRP INC 7.0%

Value ($000) $43,131 Shares 40,169,000 Est. Cost $1.01 Unrealized —

— ILLUMINA INC 5.3%

Value ($000) $32,369 Shares 31,274,000 Est. Cost $1.17 Unrealized —

— RED HAT INC 5.2%

Value ($000) $31,887 Shares 25,195,000 Est. Cost $1.30 Unrealized —

— WELLPOINT INC 5.0%

Value ($000) $30,717 Shares 17,540,000 Est. Cost $2.06 Unrealized —

— NEWMONT MINING CORP 4.7%

Value ($000) $28,648 Shares 26,283,000 Est. Cost $1.05 Unrealized —

— JEFFERIES GROUP INC NEW 4.5%

Value ($000) $27,884 Shares 27,506,000 Est. Cost $1.05 Unrealized —

— ARES CAP CORP 4.5%

Value ($000) $27,312 Shares 26,484,000 Est. Cost $1.14 Unrealized —

— XILINX INC 4.3%

Value ($000) $26,595 Shares 14,137,000 Est. Cost $1.87 Unrealized —

— OLD REP INTL CORP 4.1%

Value ($000) $24,960 Shares 20,789,000 Est. Cost $1.23 Unrealized —

— LAM RESEARCH CORP 4.1%

Value ($000) $24,908 Shares 15,647,000 Est. Cost $1.59 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 3.9%

Value ($000) $24,077 Shares 20,546,000 Est. Cost $1.13 Unrealized —

— WELLS FARGO & CO NEW 3.5%

Value ($000) $21,264 Shares 16,357 Est. Cost $1186.84 Unrealized —

— SPIRIT RLTY CAP INC NEW 3.2%

Value ($000) $19,537 Shares 17,691,000 Est. Cost $1.08 Unrealized —

— ALZA CORP 3.1%

Value ($000) $19,106 Shares 11,780,000 Est. Cost $1.42 Unrealized —

— PROSPECT CAPITAL CORPORATION 3.0%

Value ($000) $18,300 Shares 18,520,000 Est. Cost $0.90 Unrealized —

— CITRIX SYS INC 2.8%

Value ($000) $17,221 Shares 15,231,000 Est. Cost $1.06 Unrealized —

— PROSPECT CAPITAL CORPORATION 2.7%

Value ($000) $16,817 Shares 16,407,000 Est. Cost $1.05 Unrealized —

— RPM INTL INC 2.7%

Value ($000) $16,787 Shares 14,011,000 Est. Cost $1.48 Unrealized —

— FIDELITY NATIONAL FINANCIAL 2.7%

Value ($000) $16,605 Shares 8,078,000 Est. Cost $1.66 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 2.3%

Value ($000) $14,384 Shares 12,056,000 Est. Cost $1.25 Unrealized —

— SPIRIT RLTY CAP INC NEW 1.8%

Value ($000) $11,155 Shares 9,828,000 Est. Cost $1.12 Unrealized —

— NOVELLUS SYS INC 1.8%

Value ($000) $11,006 Shares 3,951,000 Est. Cost $2.79 Unrealized —

— TORONTO DOMINION BK ONT 1.6%

Value ($000) $10,028 Shares 10,000,000 Est. Cost $1.00 Unrealized —

— ARES CAP CORP 1.5%

Value ($000) $8,907 Shares 8,564,000 Est. Cost $1.04 Unrealized —

— BANK AMER CORP 1.4%

Value ($000) $8,735 Shares 7,131 Est. Cost $1080.28 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.1%

Value ($000) $6,502 Shares 6,313,000 Est. Cost $0.99 Unrealized —

— DANAHER CORP DEL 1.1%

Value ($000) $6,489 Shares 2,167,000 Est. Cost $2.26 Unrealized —

— AIRTRAN HLDGS INC 0.8%

Value ($000) $4,982 Shares 1,820,000 Est. Cost $1.94 Unrealized —

— TOLL BROS FIN CORP 0.8%

Value ($000) $4,618 Shares 4,709,000 Est. Cost $1.05 Unrealized —

— PRICELINE GRP INC 0.7%

Value ($000) $4,538 Shares 3,545,000 Est. Cost $1.18 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.7%

Value ($000) $4,236 Shares 4,292,000 Est. Cost $0.99 Unrealized —

— ON SEMICONDUCTOR CORP 0.6%

Value ($000) $3,635 Shares 3,586,000 Est. Cost $0.89 Unrealized —

— CHESAPEAKE ENERGY CORP 0.0%

Value ($000) $200 Shares 201,000 Est. Cost $0.95 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INTEL CORP	33,422,000	$46,143	7.5%	$1.18	—	SDCV 12/1	458140AD2
—	PRICELINE GRP INC	40,169,000	$43,131	7.0%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	ILLUMINA INC	31,274,000	$32,369	5.3%	$1.17	—	NOTE 6/1	452327AF6
—	RED HAT INC	25,195,000	$31,887	5.2%	$1.30	—	NOTE 0.250%10/0	756577AD4
—	WELLPOINT INC	17,540,000	$30,717	5.0%	$2.06	—	NOTE 2.750%10/1	94973VBG1
—	NEWMONT MINING CORP	26,283,000	$28,648	4.7%	$1.05	—	NOTE 1.625% 7/1	651639AJ5
—	JEFFERIES GROUP INC NEW	27,506,000	$27,884	4.5%	$1.05	—	DBCV 3.875%11/0	472319AG7
—	ARES CAP CORP	26,484,000	$27,312	4.5%	$1.14	—	NOTE 4.750% 1/1	04010LAJ2
—	XILINX INC	14,137,000	$26,595	4.3%	$1.87	—	NOTE 2.625% 6/1	983919AF8
—	OLD REP INTL CORP	20,789,000	$24,960	4.1%	$1.23	—	NOTE 3.750% 3/1	680223AH7
—	LAM RESEARCH CORP	15,647,000	$24,908	4.1%	$1.59	—	NOTE 1.250% 5/1	512807AL2
—	MACQUARIE INFRASTRUCTURE COR	20,546,000	$24,077	3.9%	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	WELLS FARGO & CO NEW	16,357	$21,264	3.5%	$1186.84	—	PERP PFD CNV A	949746804
—	SPIRIT RLTY CAP INC NEW	17,691,000	$19,537	3.2%	$1.08	—	NOTE 2.875% 5/1	84860WAA0
—	ALZA CORP	11,780,000	$19,106	3.1%	$1.42	—	SDCV 7/2	02261WAB5
—	PROSPECT CAPITAL CORPORATION	18,520,000	$18,300	3.0%	$0.90	—	NOTE 4.750% 4/1	74348TAQ5
—	CITRIX SYS INC	15,231,000	$17,221	2.8%	$1.06	—	NOTE 0.500% 4/1	177376AD2
—	PROSPECT CAPITAL CORPORATION	16,407,000	$16,817	2.7%	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	RPM INTL INC	14,011,000	$16,787	2.7%	$1.48	—	NOTE 2.250%12/1	749685AT0
—	FIDELITY NATIONAL FINANCIAL	8,078,000	$16,605	2.7%	$1.66	—	NOTE 4.250% 8/1	31620RAE5
—	TEVA PHARMACEUTICAL FIN LLC	12,056,000	$14,384	2.3%	$1.25	—	DBCV 0.250% 2/0	88163VAE9
—	SPIRIT RLTY CAP INC NEW	9,828,000	$11,155	1.8%	$1.12	—	NOTE 3.750% 5/1	84860WAB8
—	NOVELLUS SYS INC	3,951,000	$11,006	1.8%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	TORONTO DOMINION BK ONT	10,000,000	$10,028	1.6%	$1.00	—	NOTE 3.625% 9/1	891160MJ9
—	ARES CAP CORP	8,564,000	$8,907	1.5%	$1.04	—	NOTE 4.375% 1/1	04010LAM5
—	BANK AMER CORP	7,131	$8,735	1.4%	$1080.28	—	7.25%CNV PFD L	060505682
—	PROSPECT CAPITAL CORPORATION	6,313,000	$6,502	1.1%	$0.99	—	NOTE 5.750% 3/1	74348TAL6
—	DANAHER CORP DEL	2,167,000	$6,489	1.1%	$2.26	—	NOTE 1/2	235851AF9
—	AIRTRAN HLDGS INC	1,820,000	$4,982	0.8%	$1.94	—	NOTE 5.250%11/0	00949PAD0
—	TOLL BROS FIN CORP	4,709,000	$4,618	0.8%	$1.05	—	NOTE 0.500% 9/1	88947EAM2
—	PRICELINE GRP INC	3,545,000	$4,538	0.7%	$1.18	—	NOTE 0.350% 6/1	741503AS5
—	BROCADE COMMUNICATIONS SYS I	4,292,000	$4,236	0.7%	$0.99	—	NOTE 1.375% 1/0	111621AQ1
—	ON SEMICONDUCTOR CORP	3,586,000	$3,635	0.6%	$0.89	—	NOTE 1.000%12/0	682189AK1
—	CHESAPEAKE ENERGY CORP	201,000	$200	0.0%	$0.95	—	NOTE 2.500% 5/1	165167CA3