$281 Million is the total value of INCOME RESEARCH & MANAGEMENT's 22 reported holdings in Q2 2020. The portfolio turnover from Q1 2020 to Q2 2020 was 52.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | FORTIVE CORPnote 0.875% 2/1 | $23,553,000 | – | 23,980,000 | +100.0% | 8.39% | – | |
| New | WESTERN DIGITAL CORP.note 1.500% 2/0 | $23,275,000 | – | 24,760,000 | +100.0% | 8.29% | – | |
| Sell | ARES CAPITAL CORPnote 3.750% 2/0 | $20,894,000 | -3.2% | 21,235,000 | -0.8% | 7.44% | -31.1% | |
| Sell | PRICELINE GRP INCnote 0.900% 9/1 | $20,387,000 | -11.6% | 19,188,000 | -4.8% | 7.26% | -37.1% | |
| Buy | PROSPECT CAP CORPnote 4.950% 7/1 | $19,807,000 | +84.1% | 21,775,000 | +103.5% | 7.05% | +31.1% | |
| Sell | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $19,503,000 | -3.4% | 19,688,000 | -0.7% | 6.94% | -31.2% | |
| Buy | TPG SPECIALTY LENDING INCnote 4.500% 8/0 | $19,158,000 | +11.6% | 19,055,000 | +14.1% | 6.82% | -20.5% | |
| New | EURONET WORLDWIDE INCnote 0.750% 3/1 | $17,984,000 | – | 18,600,000 | +100.0% | 6.40% | – | |
| Buy | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $17,122,000 | +3.7% | 17,164,000 | +4.6% | 6.10% | -26.2% | |
| Sell | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $14,710,000 | +3.2% | 15,190,000 | -2.6% | 5.24% | -26.5% | |
| New | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $12,752,000 | – | 10,240,000 | +100.0% | 4.54% | – | |
| Buy | ILLUMINA INCnote 0.500% 6/1 | $12,592,000 | -1.6% | 8,465,000 | +2.0% | 4.48% | -30.0% | |
| Buy | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $12,095,000 | +3.2% | 12,415,000 | +5.9% | 4.31% | -26.5% | |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $11,650,000 | – | 9,700,000 | +100.0% | 4.15% | – | |
| Sell | WELLPOINT INCnote 2.750%10/1 | $9,525,000 | -49.7% | 2,604,000 | -46.3% | 3.39% | -64.2% | |
| New | ILLUMINA INCnote 8/1 | $8,785,000 | – | 8,090,000 | +100.0% | 3.13% | – | |
| MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $7,233,000 | -1.8% | 8,362,000 | 0.0% | 2.58% | -30.1% | ||
| WFCPRL | Sell | WELLS FARGO CO NEWperp pfd cnv a | $3,145,000 | -29.9% | 2,426 | -26.2% | 1.12% | -50.1% |
| New | TWITTER INCnote 1.000% 9/1 | $2,642,000 | – | 2,700,000 | +100.0% | 0.94% | – | |
| BACPRL | Sell | BK OF AMERICA CORP7.25%cnv pfd l | $2,613,000 | -29.2% | 1,947 | -27.8% | 0.93% | -49.6% |
| Sell | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $876,000 | -12.4% | 754,000 | -7.4% | 0.31% | -37.6% | |
| Sell | DANAHER CORPORATIONdbcv 1/2 | $567,000 | -60.6% | 84,000 | -68.2% | 0.20% | -71.9% | |
| Exit | NABORS INDS INC NEWnote 0.750% 1/1 | $0 | – | -1,375,000 | -100.0% | -0.49% | – | |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -7,339,000 | -100.0% | -7.03% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-07-22
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.