INCOME RESEARCH & MANAGEMENT Long-Term Concentrated

CIK: 0001165830 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Jul 25, 2018

Total Value ($000): $324,255 (2.0% shares, 98.0% debt)

Holdings (28)

— ILLUMINA INC 7.4%

Value ($000) $24,096 Shares 20,464,000 Est. Cost $1.16 Unrealized —

— ANTHEM INC 7.2%

Value ($000) $23,497 Shares 7,191,000 Est. Cost $2.06 Unrealized —

— INTEL CORP 7.0%

Value ($000) $22,858 Shares 9,550,000 Est. Cost $2.22 Unrealized —

— PRICELINE GRP INC 6.7%

Value ($000) $21,759 Shares 18,213,000 Est. Cost $1.01 Unrealized —

— RED HAT INC 5.5%

Value ($000) $17,967 Shares 9,861,000 Est. Cost $1.30 Unrealized —

— CITRIX SYS INC 5.4%

Value ($000) $17,482 Shares 12,040,000 Est. Cost $1.19 Unrealized —

— ARES CAP CORP 5.2%

Value ($000) $16,863 Shares 16,800,000 Est. Cost $1.02 Unrealized —

— TPG SPECIALTY LENDING INC 5.1%

Value ($000) $16,640 Shares 16,700,000 Est. Cost $1.01 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 4.7%

Value ($000) $15,084 Shares 15,216,000 Est. Cost $1.13 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 4.5%

Value ($000) $14,449 Shares 15,589,000 Est. Cost $1.00 Unrealized —

— RPM INTL INC 4.3%

Value ($000) $13,849 Shares 11,395,000 Est. Cost $1.40 Unrealized —

— NOVELLUS SYS INC 4.0%

Value ($000) $12,959 Shares 2,498,000 Est. Cost $2.79 Unrealized —

— ALZA CORP 3.8%

Value ($000) $12,371 Shares 7,339,000 Est. Cost $1.42 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 3.4%

Value ($000) $10,976 Shares 10,864,000 Est. Cost $1.03 Unrealized —

— PROSPECT CAPITAL CORPORATION 3.4%

Value ($000) $10,962 Shares 10,791,000 Est. Cost $1.05 Unrealized —

— SPIRIT RLTY CAP INC NEW 3.3%

Value ($000) $10,786 Shares 10,844,000 Est. Cost $1.08 Unrealized —

— PROSPECT CAPITAL CORPORATION 3.2%

Value ($000) $10,219 Shares 10,233,000 Est. Cost $0.90 Unrealized —

— SPIRIT RLTY CAP INC NEW 2.9%

Value ($000) $9,469 Shares 9,433,000 Est. Cost $1.09 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 2.9%

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

— HERCULES CAPITAL INC 2.2%

Value ($000) $7,196 Shares 7,225,000 Est. Cost $1.01 Unrealized —

— FIDELITY NATIONAL FINANCIAL 1.9%

Value ($000) $6,117 Shares 2,085,000 Est. Cost $1.66 Unrealized —

— ARES CAP CORP 1.5%

Value ($000) $4,738 Shares 4,711,000 Est. Cost $1.04 Unrealized —

— WELLS FARGO CO NEW 1.3%

Value ($000) $4,138 Shares 3,287 Est. Cost $1186.84 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 1.2%

Value ($000) $3,869 Shares 4,362,000 Est. Cost $1.00 Unrealized —

— BANK AMER CORP 0.8%

Value ($000) $2,471 Shares 1,975 Est. Cost $1127.86 Unrealized —

— DANAHER CORP DEL 0.6%

Value ($000) $1,829 Shares 484,000 Est. Cost $2.26 Unrealized —

— NABORS INDS INC NEW 0.3%

Value ($000) $1,079 Shares 1,375,000 Est. Cost $0.78 Unrealized —

— ON SEMICONDUCTOR CORP 0.3%

Value ($000) $1,071 Shares 814,000 Est. Cost $0.89 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ILLUMINA INC	20,464,000	$24,096	7.4%	$1.16	—	NOTE 6/1	452327AF6
—	ANTHEM INC	7,191,000	$23,497	7.2%	$2.06	—	NOTE 2.750%10/1	94973VBG1
—	INTEL CORP	9,550,000	$22,858	7.0%	$2.22	—	SDCV 3.250% 8/0	458140AF7
—	PRICELINE GRP INC	18,213,000	$21,759	6.7%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	RED HAT INC	9,861,000	$17,967	5.5%	$1.30	—	NOTE 0.250%10/0	756577AD4
—	CITRIX SYS INC	12,040,000	$17,482	5.4%	$1.19	—	NOTE 0.500% 4/1	177376AD2
—	ARES CAP CORP	16,800,000	$16,863	5.2%	$1.02	—	NOTE 3.750% 2/0	04010LAT0
—	TPG SPECIALTY LENDING INC	16,700,000	$16,640	5.1%	$1.01	—	NOTE 4.500% 8/0	87265KAD4
—	MACQUARIE INFRASTRUCTURE COR	15,216,000	$15,084	4.7%	$1.13	—	NOTE 2.875% 7/1	55608BAA3
—	TEVA PHARMACEUTICAL FIN LLC	15,589,000	$14,449	4.5%	$1.00	—	DBCV 0.250% 2/0	88163VAE9
—	RPM INTL INC	11,395,000	$13,849	4.3%	$1.40	—	NOTE 2.250%12/1	749685AT0
—	NOVELLUS SYS INC	2,498,000	$12,959	4.0%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	ALZA CORP	7,339,000	$12,371	3.8%	$1.42	—	SDCV 7/2	02261WAB5
—	AMERICAN RLTY CAP PPTYS INC	10,864,000	$10,976	3.4%	$1.03	—	NOTE 3.750%12/1	02917TAB0
—	PROSPECT CAPITAL CORPORATION	10,791,000	$10,962	3.4%	$1.05	—	NOTE 5.875% 1/1	74348TAM4
—	SPIRIT RLTY CAP INC NEW	10,844,000	$10,786	3.3%	$1.08	—	NOTE 2.875% 5/1	84860WAA0
—	PROSPECT CAPITAL CORPORATION	10,233,000	$10,219	3.2%	$0.90	—	NOTE 4.750% 4/1	74348TAQ5
—	SPIRIT RLTY CAP INC NEW	9,433,000	$9,469	2.9%	$1.09	—	NOTE 3.750% 5/1	84860WAB8
—	AMERICAN RLTY CAP PPTYS INC	9,461,000	$9,461	2.9%	$1.00	—	NOTE 3.000% 8/0	02917TAA2
—	HERCULES CAPITAL INC	7,225,000	$7,196	2.2%	$1.01	—	DBCV 4.375% 2/0	427096AF9
—	FIDELITY NATIONAL FINANCIAL	2,085,000	$6,117	1.9%	$1.66	—	NOTE 4.250% 8/1	31620RAE5
—	ARES CAP CORP	4,711,000	$4,738	1.5%	$1.04	—	NOTE 4.375% 1/1	04010LAM5
—	WELLS FARGO CO NEW	3,287	$4,138	1.3%	$1186.84	—	PERP PFD CNV A	949746804
—	MACQUARIE INFRASTRUCTURE COR	4,362,000	$3,869	1.2%	$1.00	—	NOTE 2.000%10/0	55608BAB1
—	BANK AMER CORP	1,975	$2,471	0.8%	$1127.86	—	7.25%CNV PFD L	060505682
—	DANAHER CORP DEL	484,000	$1,829	0.6%	$2.26	—	DBCV 1/2	235851AF9
—	NABORS INDS INC NEW	1,375,000	$1,079	0.3%	$0.78	—	NOTE 0.750% 1/1	62957HAB1
—	ON SEMICONDUCTOR CORP	814,000	$1,071	0.3%	$0.89	—	NOTE 1.000%12/0	682189AK1