INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

CIK: 0001165830 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $447,549 (3.1% shares, 96.9% debt)

Holdings (33)

— INTEL CORP 7.3%

Value ($000) $32,842 Shares 24,316,000 Est. Cost $1.18 Unrealized —

— PRICELINE GRP INC 6.8%

Value ($000) $30,283 Shares 28,670,000 Est. Cost $1.01 Unrealized —

— ANTHEM INC 5.7%

Value ($000) $25,313 Shares 12,720,000 Est. Cost $2.06 Unrealized —

— XILINX INC 5.2%

Value ($000) $23,107 Shares 10,997,000 Est. Cost $1.87 Unrealized —

— JEFFERIES GROUP INC NEW 5.1%

Value ($000) $22,840 Shares 22,614,000 Est. Cost $1.05 Unrealized —

— ARES CAP CORP 5.0%

Value ($000) $22,346 Shares 21,828,000 Est. Cost $1.14 Unrealized —

— ILLUMINA INC 4.9%

Value ($000) $22,090 Shares 23,146,000 Est. Cost $1.17 Unrealized —

— RED HAT INC 4.9%

Value ($000) $21,964 Shares 18,823,000 Est. Cost $1.30 Unrealized —

— NEWMONT MINING CORP 4.5%

Value ($000) $20,132 Shares 19,749,000 Est. Cost $1.05 Unrealized —

— LAM RESEARCH CORP 4.5%

Value ($000) $19,951 Shares 11,372,000 Est. Cost $1.59 Unrealized —

— OLD REP INTL CORP 4.3%

Value ($000) $19,391 Shares 15,497,000 Est. Cost $1.23 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 4.3%

Value ($000) $19,293 Shares 16,614,000 Est. Cost $1.13 Unrealized —

— ALZA CORP 3.3%

Value ($000) $14,674 Shares 9,295,000 Est. Cost $1.42 Unrealized —

— PROSPECT CAPITAL CORPORATION 3.0%

Value ($000) $13,235 Shares 12,928,000 Est. Cost $1.05 Unrealized —

— CITRIX SYS INC 2.9%

Value ($000) $13,162 Shares 11,371,000 Est. Cost $1.06 Unrealized —

— SPIRIT RLTY CAP INC NEW 2.9%

Value ($000) $13,154 Shares 12,640,000 Est. Cost $1.08 Unrealized —

— PROSPECT CAPITAL CORPORATION 2.8%

Value ($000) $12,550 Shares 12,864,000 Est. Cost $0.90 Unrealized —

— RPM INTL INC 2.8%

Value ($000) $12,408 Shares 10,367,000 Est. Cost $1.48 Unrealized —

— FIDELITY NATIONAL FINANCIAL 2.6%

Value ($000) $11,503 Shares 5,920,000 Est. Cost $1.66 Unrealized —

— TORONTO DOMINION BK ONT 2.3%

Value ($000) $10,452 Shares 10,700,000 Est. Cost $1.00 Unrealized —

— WELLS FARGO & CO NEW 2.1%

Value ($000) $9,594 Shares 8,062 Est. Cost $1186.84 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 2.1%

Value ($000) $9,481 Shares 8,658,000 Est. Cost $1.25 Unrealized —

— NOVELLUS SYS INC 2.1%

Value ($000) $9,374 Shares 3,011,000 Est. Cost $2.79 Unrealized —

— SPIRIT RLTY CAP INC NEW 1.6%

Value ($000) $7,384 Shares 7,028,000 Est. Cost $1.12 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.4%

Value ($000) $6,463 Shares 6,313,000 Est. Cost $0.99 Unrealized —

— ARES CAP CORP 1.2%

Value ($000) $5,464 Shares 5,286,000 Est. Cost $1.04 Unrealized —

— BANK AMER CORP 0.9%

Value ($000) $4,098 Shares 3,548 Est. Cost $1080.28 Unrealized —

— PRICELINE GRP INC 0.8%

Value ($000) $3,527 Shares 2,770,000 Est. Cost $1.18 Unrealized —

— DANAHER CORP DEL 0.8%

Value ($000) $3,512 Shares 1,181,000 Est. Cost $2.26 Unrealized —

— TOLL BROS FIN CORP 0.5%

Value ($000) $2,321 Shares 2,359,000 Est. Cost $1.05 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.5%

Value ($000) $2,101 Shares 2,092,000 Est. Cost $0.99 Unrealized —

— ON SEMICONDUCTOR CORP 0.4%

Value ($000) $1,800 Shares 1,757,000 Est. Cost $0.89 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 0.4%

Value ($000) $1,740 Shares 1,728,000 Est. Cost $1.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INTEL CORP	24,316,000	$32,842	7.3%	$1.18	—	SDCV 12/1	458140AD2
—	PRICELINE GRP INC	28,670,000	$30,283	6.8%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	ANTHEM INC	12,720,000	$25,313	5.7%	$2.06	—	NOTE 2.750%10/1	94973VBG1
—	XILINX INC	10,997,000	$23,107	5.2%	$1.87	—	NOTE 2.625% 6/1	983919AF8
—	JEFFERIES GROUP INC NEW	22,614,000	$22,840	5.1%	$1.05	—	DBCV 3.875%11/0	472319AG7
—	ARES CAP CORP	21,828,000	$22,346	5.0%	$1.14	—	NOTE 4.750% 1/1	04010LAJ2
—	ILLUMINA INC	23,146,000	$22,090	4.9%	$1.17	—	NOTE 6/1	452327AF6
—	RED HAT INC	18,823,000	$21,964	4.9%	$1.30	—	NOTE 0.250%10/0	756577AD4
—	NEWMONT MINING CORP	19,749,000	$20,132	4.5%	$1.05	—	NOTE 1.625% 7/1	651639AJ5
—	LAM RESEARCH CORP	11,372,000	$19,951	4.5%	$1.59	—	NOTE 1.250% 5/1	512807AL2
—	OLD REP INTL CORP	15,497,000	$19,391	4.3%	$1.23	—	NOTE 3.750% 3/1	680223AH7
—	MACQUARIE INFRASTRUCTURE COR	16,614,000	$19,293	4.3%	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	ALZA CORP	9,295,000	$14,674	3.3%	$1.42	—	SDCV 7/2	02261WAB5
—	PROSPECT CAPITAL CORPORATION	12,928,000	$13,235	3.0%	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	CITRIX SYS INC	11,371,000	$13,162	2.9%	$1.06	—	NOTE 0.500% 4/1	177376AD2
—	SPIRIT RLTY CAP INC NEW	12,640,000	$13,154	2.9%	$1.08	—	NOTE 2.875% 5/1	84860WAA0
—	PROSPECT CAPITAL CORPORATION	12,864,000	$12,550	2.8%	$0.90	—	NOTE 4.750% 4/1	74348TAQ5
—	RPM INTL INC	10,367,000	$12,408	2.8%	$1.48	—	NOTE 2.250%12/1	749685AT0
—	FIDELITY NATIONAL FINANCIAL	5,920,000	$11,503	2.6%	$1.66	—	NOTE 4.250% 8/1	31620RAE5
—	TORONTO DOMINION BK ONT	10,700,000	$10,452	2.3%	$1.00	—	NOTE 3.625% 9/1	891160MJ9
—	WELLS FARGO & CO NEW	8,062	$9,594	2.1%	$1186.84	—	PERP PFD CNV A	949746804
—	TEVA PHARMACEUTICAL FIN LLC	8,658,000	$9,481	2.1%	$1.25	—	DBCV 0.250% 2/0	88163VAE9
—	NOVELLUS SYS INC	3,011,000	$9,374	2.1%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	SPIRIT RLTY CAP INC NEW	7,028,000	$7,384	1.6%	$1.12	—	NOTE 3.750% 5/1	84860WAB8
—	PROSPECT CAPITAL CORPORATION	6,313,000	$6,463	1.4%	$0.99	—	NOTE 5.750% 3/1	74348TAL6
—	ARES CAP CORP	5,286,000	$5,464	1.2%	$1.04	—	NOTE 4.375% 1/1	04010LAM5
—	BANK AMER CORP	3,548	$4,098	0.9%	$1080.28	—	7.25%CNV PFD L	060505682
—	PRICELINE GRP INC	2,770,000	$3,527	0.8%	$1.18	—	NOTE 0.350% 6/1	741503AS5
—	DANAHER CORP DEL	1,181,000	$3,512	0.8%	$2.26	—	NOTE 1/2	235851AF9
—	TOLL BROS FIN CORP	2,359,000	$2,321	0.5%	$1.05	—	NOTE 0.500% 9/1	88947EAM2
—	BROCADE COMMUNICATIONS SYS I	2,092,000	$2,101	0.5%	$0.99	—	NOTE 1.375% 1/0	111621AQ1
—	ON SEMICONDUCTOR CORP	1,757,000	$1,800	0.4%	$0.89	—	NOTE 1.000%12/0	682189AK1
—	MACQUARIE INFRASTRUCTURE COR	1,728,000	$1,740	0.4%	$1.01	—	NOTE 2.000%10/0	55608BAB1