INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

Location: Boston, MA

CIK: 0001165830 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

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

Holdings (31)

— INTEL CORP 7.6%

Value $27.29M Shares 19,183,000 Share Price $1.42 Est. Cost/Share $1.18 Unrealized @ Report Date —

— ANTHEM INC 6.8%

Value $24.2M Shares 9,326,000 Share Price $2.60 Est. Cost/Share $2.06 Unrealized @ Report Date —

— PRICELINE GRP INC 6.7%

Value $24.05M Shares 20,963,000 Share Price $1.15 Est. Cost/Share $1.01 Unrealized @ Report Date —

— ILLUMINA INC 6.3%

Value $22.54M Shares 21,364,000 Share Price $1.05 Est. Cost/Share $1.16 Unrealized @ Report Date —

— RED HAT INC 5.8%

Value $20.81M Shares 13,526,000 Share Price $1.54 Est. Cost/Share $1.30 Unrealized @ Report Date —

— JEFFERIES GROUP INC NEW 5.5%

Value $19.71M Shares 19,687,000 Share Price $1.00 Est. Cost/Share $1.05 Unrealized @ Report Date —

— ARES CAP CORP 5.5%

Value $19.52M Shares 19,418,000 Share Price $1.00 Est. Cost/Share $1.14 Unrealized @ Report Date —

— LAM RESEARCH CORP 4.8%

Value $17.16M Shares 5,614,000 Share Price $3.06 Est. Cost/Share $1.59 Unrealized @ Report Date —

— MACQUARIE INFRASTRUCTURE COR 4.5%

Value $16.16M Shares 15,216,000 Share Price $1.06 Est. Cost/Share $1.13 Unrealized @ Report Date —

— OLD REP INTL CORP 4.0%

Value $14.32M Shares 11,196,000 Share Price $1.28 Est. Cost/Share $1.23 Unrealized @ Report Date —

— NOVELLUS SYS INC 4.0%

Value $14.19M Shares 2,583,000 Share Price $5.49 Est. Cost/Share $2.79 Unrealized @ Report Date —

— ALZA CORP 3.9%

Value $13.99M Shares 7,839,000 Share Price $1.78 Est. Cost/Share $1.42 Unrealized @ Report Date —

— RPM INTL INC 3.7%

Value $13.13M Shares 11,395,000 Share Price $1.15 Est. Cost/Share $1.40 Unrealized @ Report Date —

— FIDELITY NATIONAL FINANCIAL 3.3%

Value $11.84M Shares 4,400,000 Share Price $2.69 Est. Cost/Share $1.66 Unrealized @ Report Date —

— PROSPECT CAPITAL CORPORATION 3.1%

Value $11.12M Shares 10,791,000 Share Price $1.03 Est. Cost/Share $1.05 Unrealized @ Report Date —

— SPIRIT RLTY CAP INC NEW 3.0%

Value $10.87M Shares 10,844,000 Share Price $1.00 Est. Cost/Share $1.08 Unrealized @ Report Date —

— PROSPECT CAPITAL CORPORATION 2.9%

Value $10.32M Shares 10,233,000 Share Price $1.01 Est. Cost/Share $0.90 Unrealized @ Report Date —

— AMERICAN RLTY CAP PPTYS INC 2.7%

Value $9.739M Shares 9,364,000 Share Price $1.04 Est. Cost/Share $1.03 Unrealized @ Report Date —

— AMERICAN RLTY CAP PPTYS INC 2.7%

Value $9.52M Shares 9,461,000 Share Price $1.01 Est. Cost/Share $1.00 Unrealized @ Report Date —

— TEVA PHARMACEUTICAL FIN LLC 1.9%

Value $6.734M Shares 7,472,000 Share Price $0.90 Est. Cost/Share $1.25 Unrealized @ Report Date —

— PROSPECT CAPITAL CORPORATION 1.8%

Value $6.404M Shares 6,313,000 Share Price $1.01 Est. Cost/Share $0.99 Unrealized @ Report Date —

— SPIRIT RLTY CAP INC NEW 1.7%

Value $6.206M Shares 6,073,000 Share Price $1.02 Est. Cost/Share $1.12 Unrealized @ Report Date —

— CITRIX SYS INC 1.6%

Value $5.846M Shares 5,040,000 Share Price $1.16 Est. Cost/Share $1.06 Unrealized @ Report Date —

— ARES CAP CORP 1.3%

Value $4.817M Shares 4,711,000 Share Price $1.02 Est. Cost/Share $1.04 Unrealized @ Report Date —

— WELLS FARGO CO NEW 1.2%

Value $4.338M Shares 3,299 Share Price $1314.94 Est. Cost/Share $1186.84 Unrealized @ Report Date —

— MACQUARIE INFRASTRUCTURE COR 1.2%

Value $4.226M Shares 4,362,000 Share Price $0.97 Est. Cost/Share $1.00 Unrealized @ Report Date —

— PRICELINE GRP INC 1.1%

Value $3.997M Shares 2,770,000 Share Price $1.44 Est. Cost/Share $1.18 Unrealized @ Report Date —

— DANAHER CORP DEL 0.5%

Value $1.865M Shares 569,000 Share Price $3.28 Est. Cost/Share $2.26 Unrealized @ Report Date —

— BANK AMER CORP 0.5%

Value $1.854M Shares 1,425 Share Price $1301.05 Est. Cost/Share $1080.28 Unrealized @ Report Date —

— ON SEMICONDUCTOR CORP 0.3%

Value $971K Shares 814,000 Share Price $1.19 Est. Cost/Share $0.89 Unrealized @ Report Date —

— BROCADE COMMUNICATIONS SYS I 0.1%

Value $334K Shares 334,000 Share Price $1.00 Est. Cost/Share $0.99 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	INTEL CORP	19,183,000	$27.29M	7.6%	$1.42	$1.18	—	SDCV 2.950%12/1	458140AD2
—	ANTHEM INC	9,326,000	$24.2M	6.8%	$2.60	$2.06	—	NOTE 2.750%10/1	94973VBG1
—	PRICELINE GRP INC	20,963,000	$24.05M	6.7%	$1.15	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	ILLUMINA INC	21,364,000	$22.54M	6.3%	$1.05	$1.16	—	NOTE 6/1	452327AF6
—	RED HAT INC	13,526,000	$20.81M	5.8%	$1.54	$1.30	—	NOTE 0.250%10/0	756577AD4
—	JEFFERIES GROUP INC NEW	19,687,000	$19.71M	5.5%	$1.00	$1.05	—	DBCV 3.875%11/0	472319AG7
—	ARES CAP CORP	19,418,000	$19.52M	5.5%	$1.00	$1.14	—	NOTE 4.750% 1/1	04010LAJ2
—	LAM RESEARCH CORP	5,614,000	$17.16M	4.8%	$3.06	$1.59	—	NOTE 1.250% 5/1	512807AL2
—	MACQUARIE INFRASTRUCTURE COR	15,216,000	$16.16M	4.5%	$1.06	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	OLD REP INTL CORP	11,196,000	$14.32M	4.0%	$1.28	$1.23	—	NOTE 3.750% 3/1	680223AH7
—	NOVELLUS SYS INC	2,583,000	$14.19M	4.0%	$5.49	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	ALZA CORP	7,839,000	$13.99M	3.9%	$1.78	$1.42	—	SDCV 7/2	02261WAB5
—	RPM INTL INC	11,395,000	$13.13M	3.7%	$1.15	$1.40	—	NOTE 2.250%12/1	749685AT0
—	FIDELITY NATIONAL FINANCIAL	4,400,000	$11.84M	3.3%	$2.69	$1.66	—	NOTE 4.250% 8/1	31620RAE5
—	PROSPECT CAPITAL CORPORATION	10,791,000	$11.12M	3.1%	$1.03	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	SPIRIT RLTY CAP INC NEW	10,844,000	$10.87M	3.0%	$1.00	$1.08	—	NOTE 2.875% 5/1	84860WAA0
—	PROSPECT CAPITAL CORPORATION	10,233,000	$10.32M	2.9%	$1.01	$0.90	—	NOTE 4.750% 4/1	74348TAQ5
—	AMERICAN RLTY CAP PPTYS INC	9,364,000	$9.739M	2.7%	$1.04	$1.03	—	NOTE 3.750%12/1	02917TAB0
—	AMERICAN RLTY CAP PPTYS INC	9,461,000	$9.52M	2.7%	$1.01	$1.00	—	NOTE 3.000% 8/0	02917TAA2
—	TEVA PHARMACEUTICAL FIN LLC	7,472,000	$6.734M	1.9%	$0.90	$1.25	—	DBCV 0.250% 2/0	88163VAE9
—	PROSPECT CAPITAL CORPORATION	6,313,000	$6.404M	1.8%	$1.01	$0.99	—	NOTE 5.750% 3/1	74348TAL6
—	SPIRIT RLTY CAP INC NEW	6,073,000	$6.206M	1.7%	$1.02	$1.12	—	NOTE 3.750% 5/1	84860WAB8
—	CITRIX SYS INC	5,040,000	$5.846M	1.6%	$1.16	$1.06	—	NOTE 0.500% 4/1	177376AD2
—	ARES CAP CORP	4,711,000	$4.817M	1.3%	$1.02	$1.04	—	NOTE 4.375% 1/1	04010LAM5
—	WELLS FARGO CO NEW	3,299	$4.338M	1.2%	$1314.94	$1186.84	—	PERP PFD CNV A	949746804
—	MACQUARIE INFRASTRUCTURE COR	4,362,000	$4.226M	1.2%	$0.97	$1.00	—	NOTE 2.000%10/0	55608BAB1
—	PRICELINE GRP INC	2,770,000	$3.997M	1.1%	$1.44	$1.18	—	NOTE 0.350% 6/1	741503AS5
—	DANAHER CORP DEL	569,000	$1.865M	0.5%	$3.28	$2.26	—	DBCV 1/2	235851AF9
—	BANK AMER CORP	1,425	$1.854M	0.5%	$1301.05	$1080.28	—	7.25%CNV PFD L	060505682
—	ON SEMICONDUCTOR CORP	814,000	$971K	0.3%	$1.19	$0.89	—	NOTE 1.000%12/0	682189AK1
—	BROCADE COMMUNICATIONS SYS I	334,000	$334K	0.1%	$1.00	$0.99	—	NOTE 1.375% 1/0	111621AQ1