INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

CIK: 0001165830 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $358,070 (1.7% shares, 98.3% debt)

Holdings (31)

— INTEL CORP 7.6%

Value ($000) $27,288 Shares 19,183,000 Est. Cost $1.18 Unrealized —

— ANTHEM INC 6.8%

Value ($000) $24,201 Shares 9,326,000 Est. Cost $2.06 Unrealized —

— PRICELINE GRP INC 6.7%

Value ($000) $24,055 Shares 20,963,000 Est. Cost $1.01 Unrealized —

— ILLUMINA INC 6.3%

Value ($000) $22,539 Shares 21,364,000 Est. Cost $1.16 Unrealized —

— RED HAT INC 5.8%

Value ($000) $20,813 Shares 13,526,000 Est. Cost $1.30 Unrealized —

— JEFFERIES GROUP INC NEW 5.5%

Value ($000) $19,712 Shares 19,687,000 Est. Cost $1.05 Unrealized —

— ARES CAP CORP 5.5%

Value ($000) $19,515 Shares 19,418,000 Est. Cost $1.14 Unrealized —

— LAM RESEARCH CORP 4.8%

Value ($000) $17,158 Shares 5,614,000 Est. Cost $1.59 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 4.5%

Value ($000) $16,157 Shares 15,216,000 Est. Cost $1.13 Unrealized —

— OLD REP INTL CORP 4.0%

Value ($000) $14,317 Shares 11,196,000 Est. Cost $1.23 Unrealized —

— NOVELLUS SYS INC 4.0%

Value ($000) $14,190 Shares 2,583,000 Est. Cost $2.79 Unrealized —

— ALZA CORP 3.9%

Value ($000) $13,988 Shares 7,839,000 Est. Cost $1.42 Unrealized —

— RPM INTL INC 3.7%

Value ($000) $13,133 Shares 11,395,000 Est. Cost $1.40 Unrealized —

— FIDELITY NATIONAL FINANCIAL 3.3%

Value ($000) $11,844 Shares 4,400,000 Est. Cost $1.66 Unrealized —

— PROSPECT CAPITAL CORPORATION 3.1%

Value ($000) $11,115 Shares 10,791,000 Est. Cost $1.05 Unrealized —

— SPIRIT RLTY CAP INC NEW 3.0%

Value ($000) $10,871 Shares 10,844,000 Est. Cost $1.08 Unrealized —

— PROSPECT CAPITAL CORPORATION 2.9%

Value ($000) $10,323 Shares 10,233,000 Est. Cost $0.90 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 2.7%

Value ($000) $9,739 Shares 9,364,000 Est. Cost $1.03 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 2.7%

Value ($000) $9,520 Shares 9,461,000 Est. Cost $1.00 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 1.9%

Value ($000) $6,734 Shares 7,472,000 Est. Cost $1.25 Unrealized —

— PROSPECT CAPITAL CORPORATION 1.8%

Value ($000) $6,404 Shares 6,313,000 Est. Cost $0.99 Unrealized —

— SPIRIT RLTY CAP INC NEW 1.7%

Value ($000) $6,206 Shares 6,073,000 Est. Cost $1.12 Unrealized —

— CITRIX SYS INC 1.6%

Value ($000) $5,846 Shares 5,040,000 Est. Cost $1.06 Unrealized —

— ARES CAP CORP 1.3%

Value ($000) $4,817 Shares 4,711,000 Est. Cost $1.04 Unrealized —

— WELLS FARGO CO NEW 1.2%

Value ($000) $4,338 Shares 3,299 Est. Cost $1186.84 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 1.2%

Value ($000) $4,226 Shares 4,362,000 Est. Cost $1.00 Unrealized —

— PRICELINE GRP INC 1.1%

Value ($000) $3,997 Shares 2,770,000 Est. Cost $1.18 Unrealized —

— DANAHER CORP DEL 0.5%

Value ($000) $1,865 Shares 569,000 Est. Cost $2.26 Unrealized —

— BANK AMER CORP 0.5%

Value ($000) $1,854 Shares 1,425 Est. Cost $1080.28 Unrealized —

— ON SEMICONDUCTOR CORP 0.3%

Value ($000) $971 Shares 814,000 Est. Cost $0.89 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.1%

Value ($000) $334 Shares 334,000 Est. Cost $0.99 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INTEL CORP	19,183,000	$27,288	7.6%	$1.18	—	SDCV 2.950%12/1	458140AD2
—	ANTHEM INC	9,326,000	$24,201	6.8%	$2.06	—	NOTE 2.750%10/1	94973VBG1
—	PRICELINE GRP INC	20,963,000	$24,055	6.7%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	ILLUMINA INC	21,364,000	$22,539	6.3%	$1.16	—	NOTE 6/1	452327AF6
—	RED HAT INC	13,526,000	$20,813	5.8%	$1.30	—	NOTE 0.250%10/0	756577AD4
—	JEFFERIES GROUP INC NEW	19,687,000	$19,712	5.5%	$1.05	—	DBCV 3.875%11/0	472319AG7
—	ARES CAP CORP	19,418,000	$19,515	5.5%	$1.14	—	NOTE 4.750% 1/1	04010LAJ2
—	LAM RESEARCH CORP	5,614,000	$17,158	4.8%	$1.59	—	NOTE 1.250% 5/1	512807AL2
—	MACQUARIE INFRASTRUCTURE COR	15,216,000	$16,157	4.5%	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	OLD REP INTL CORP	11,196,000	$14,317	4.0%	$1.23	—	NOTE 3.750% 3/1	680223AH7
—	NOVELLUS SYS INC	2,583,000	$14,190	4.0%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	ALZA CORP	7,839,000	$13,988	3.9%	$1.42	—	SDCV 7/2	02261WAB5
—	RPM INTL INC	11,395,000	$13,133	3.7%	$1.40	—	NOTE 2.250%12/1	749685AT0
—	FIDELITY NATIONAL FINANCIAL	4,400,000	$11,844	3.3%	$1.66	—	NOTE 4.250% 8/1	31620RAE5
—	PROSPECT CAPITAL CORPORATION	10,791,000	$11,115	3.1%	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	SPIRIT RLTY CAP INC NEW	10,844,000	$10,871	3.0%	$1.08	—	NOTE 2.875% 5/1	84860WAA0
—	PROSPECT CAPITAL CORPORATION	10,233,000	$10,323	2.9%	$0.90	—	NOTE 4.750% 4/1	74348TAQ5
—	AMERICAN RLTY CAP PPTYS INC	9,364,000	$9,739	2.7%	$1.03	—	NOTE 3.750%12/1	02917TAB0
—	AMERICAN RLTY CAP PPTYS INC	9,461,000	$9,520	2.7%	$1.00	—	NOTE 3.000% 8/0	02917TAA2
—	TEVA PHARMACEUTICAL FIN LLC	7,472,000	$6,734	1.9%	$1.25	—	DBCV 0.250% 2/0	88163VAE9
—	PROSPECT CAPITAL CORPORATION	6,313,000	$6,404	1.8%	$0.99	—	NOTE 5.750% 3/1	74348TAL6
—	SPIRIT RLTY CAP INC NEW	6,073,000	$6,206	1.7%	$1.12	—	NOTE 3.750% 5/1	84860WAB8
—	CITRIX SYS INC	5,040,000	$5,846	1.6%	$1.06	—	NOTE 0.500% 4/1	177376AD2
—	ARES CAP CORP	4,711,000	$4,817	1.3%	$1.04	—	NOTE 4.375% 1/1	04010LAM5
—	WELLS FARGO CO NEW	3,299	$4,338	1.2%	$1186.84	—	PERP PFD CNV A	949746804
—	MACQUARIE INFRASTRUCTURE COR	4,362,000	$4,226	1.2%	$1.00	—	NOTE 2.000%10/0	55608BAB1
—	PRICELINE GRP INC	2,770,000	$3,997	1.1%	$1.18	—	NOTE 0.350% 6/1	741503AS5
—	DANAHER CORP DEL	569,000	$1,865	0.5%	$2.26	—	DBCV 1/2	235851AF9
—	BANK AMER CORP	1,425	$1,854	0.5%	$1080.28	—	7.25%CNV PFD L	060505682
—	ON SEMICONDUCTOR CORP	814,000	$971	0.3%	$0.89	—	NOTE 1.000%12/0	682189AK1
—	BROCADE COMMUNICATIONS SYS I	334,000	$334	0.1%	$0.99	—	NOTE 1.375% 1/0	111621AQ1