$384 Million is the total value of INCOME RESEARCH & MANAGEMENT's 30 reported holdings in Q4 2017. The portfolio turnover from Q3 2017 to Q4 2017 was 9.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ANTHEM INCnote 2.750%10/1 | $28,683,000 | +18.5% | 9,326,000 | 0.0% | 7.48% | +10.6% | ||
| PRICELINE GRP INCnote 0.900% 9/1 | $24,514,000 | +1.9% | 20,963,000 | 0.0% | 6.39% | -4.9% | ||
| ILLUMINA INCnote 6/1 | $23,180,000 | +2.8% | 21,364,000 | 0.0% | 6.04% | -4.0% | ||
| New | INTEL CORPsdcv 3.250% 8/0 | $23,101,000 | – | 10,400,000 | +100.0% | 6.02% | – | |
| RED HAT INCnote 0.250%10/0 | $22,250,000 | +6.9% | 13,526,000 | 0.0% | 5.80% | -0.2% | ||
| Buy | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $20,278,000 | +201.1% | 23,109,000 | +209.3% | 5.29% | +181.1% | |
| JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $19,687,000 | -0.1% | 19,687,000 | 0.0% | 5.13% | -6.8% | ||
| Sell | ARES CAP CORPnote 4.750% 1/1 | $19,203,000 | -1.6% | 19,203,000 | -1.1% | 5.01% | -8.1% | |
| MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $15,682,000 | -2.9% | 15,216,000 | 0.0% | 4.09% | -9.4% | ||
| Buy | CITRIX SYS INCnote 0.500% 4/1 | $15,569,000 | +166.3% | 12,040,000 | +138.9% | 4.06% | +148.6% | |
| OLD REP INTL CORPnote 3.750% 3/1 | $15,520,000 | +8.4% | 11,196,000 | 0.0% | 4.05% | +1.2% | ||
| ALZA CORPsdcv 7/2 | $15,036,000 | +7.5% | 7,839,000 | 0.0% | 3.92% | +0.4% | ||
| NOVELLUS SYS INCnote 2.625% 5/1 | $14,213,000 | +0.2% | 2,583,000 | 0.0% | 3.71% | -6.5% | ||
| FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $13,456,000 | +13.6% | 4,400,000 | 0.0% | 3.51% | +6.0% | ||
| RPM INTL INCnote 2.250%12/1 | $13,154,000 | +0.2% | 11,395,000 | 0.0% | 3.43% | -6.5% | ||
| Buy | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $11,156,000 | +14.5% | 10,864,000 | +16.0% | 2.91% | +6.9% | |
| PROSPECT CAPITAL CORPORATIONnote 5.875% 1/1 | $11,034,000 | -0.7% | 10,791,000 | 0.0% | 2.88% | -7.3% | ||
| SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $10,864,000 | -0.1% | 10,844,000 | 0.0% | 2.83% | -6.7% | ||
| PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $10,284,000 | -0.4% | 10,233,000 | 0.0% | 2.68% | -7.0% | ||
| Buy | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $9,775,000 | +57.5% | 9,433,000 | +55.3% | 2.55% | +47.1% | |
| AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $9,461,000 | -0.6% | 9,461,000 | 0.0% | 2.47% | -7.2% | ||
| Sell | LAM RESEARCH CORPnote 1.250% 5/1 | $8,973,000 | -47.7% | 2,934,000 | -47.7% | 2.34% | -51.2% | |
| PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $6,420,000 | +0.2% | 6,313,000 | 0.0% | 1.67% | -6.4% | ||
| ARES CAP CORPnote 4.375% 1/1 | $4,805,000 | -0.2% | 4,711,000 | 0.0% | 1.25% | -6.8% | ||
| WFCPRL | WELLS FARGO CO NEWperp pfd cnv a | $4,322,000 | -0.4% | 3,299 | 0.0% | 1.13% | -6.9% | |
| MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $4,166,000 | -1.4% | 4,362,000 | 0.0% | 1.09% | -8.0% | ||
| PRICELINE GRP INCnote 0.350% 6/1 | $3,819,000 | -4.5% | 2,770,000 | 0.0% | 1.00% | -10.8% | ||
| DANAHER CORP DELdbcv 1/2 | $2,017,000 | +8.2% | 569,000 | 0.0% | 0.53% | +1.0% | ||
| BACPRL | BANK AMER CORP7.25%cnv pfd l | $1,881,000 | +1.5% | 1,425 | 0.0% | 0.49% | -5.4% | |
| ON SEMICONDUCTOR CORPnote 1.000%12/0 | $1,039,000 | +7.0% | 814,000 | 0.0% | 0.27% | 0.0% | ||
| Exit | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $0 | – | -334,000 | -100.0% | -0.09% | – | |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -19,183,000 | -100.0% | -7.62% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-02-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| BK OF AMERICA CORP | 36 | Q2 2023 | 2.1% |
| WELLS FARGO CO NEW | 35 | Q2 2023 | 4.0% |
| ALZA CORP | 21 | Q2 2018 | 3.9% |
| FIDELITY NATIONAL FINANCIAL | 21 | Q2 2018 | 3.8% |
| TEVA PHARMACEUTICAL FIN LLC | 21 | Q2 2018 | 5.3% |
| DANAHER CORP DEL | 21 | Q2 2018 | 3.8% |
| JEFFERIES GROUP INC NEW | 19 | Q4 2017 | 5.5% |
| OLD REP INTL CORP | 19 | Q4 2017 | 4.8% |
| RPM INTL INC | 19 | Q2 2018 | 4.3% |
| NOVELLUS SYS INC | 19 | Q2 2018 | 4.5% |
View INCOME RESEARCH & MANAGEMENT's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-04-25 |
| 13F-HR | 2024-01-19 |
| 13F-HR | 2023-10-24 |
| 13F-HR | 2023-07-21 |
| 13F-HR | 2023-04-20 |
| 13F-HR | 2023-01-31 |
| 13F-HR | 2022-10-20 |
| 13F-HR | 2022-07-21 |
| 13F-HR/A | 2022-04-22 |
| 13F-HR | 2022-04-20 |
View INCOME RESEARCH & MANAGEMENT's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.