13F-HR filed by INCOME RESEARCH & MANAGEMENT
INCOME RESEARCH & MANAGEMENT filed this 13F-HR for the quarter ended 2016-09-30, filed 2016-11-14, with 34 holding rows worth $613,683,000.
- Accession
- 0001085146-16-004742
- Filer
- CIK 1165830
- Filed
- 2016-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2016
A holdings report, 34 entries on the cover page, a total value of $613,683,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $613,683,000 with VALUE read as thousands by filing date, 13F file number 028-10329. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 33,422,000 | $46,143,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 40,169,000 | $43,131,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 31,274,000 | $32,369,000 | thousands by filing date | principal |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 25,195,000 | $31,887,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 17,540,000 | $30,717,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 26,283,000 | $28,648,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 27,506,000 | $27,884,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 26,484,000 | $27,312,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 14,137,000 | $26,595,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 20,789,000 | $24,960,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 15,647,000 | $24,908,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 20,546,000 | $24,077,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 16,357 | $21,264,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 17,691,000 | $19,537,000 | thousands by filing date | principal |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 11,780,000 | $19,106,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAQ5 | NOTE 4.750% 4/1 | 18,520,000 | $18,300,000 | thousands by filing date | principal |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 15,231,000 | $17,221,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 16,407,000 | $16,817,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 14,011,000 | $16,787,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 8,078,000 | $16,605,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 12,056,000 | $14,384,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 9,828,000 | $11,155,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 3,951,000 | $11,006,000 | thousands by filing date | principal |
| TORONTO DOMINION BK ONT | 891160MJ9 | NOTE 3.625% 9/1 | 10,000,000 | $10,028,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 8,564,000 | $8,907,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 7,131 | $8,735,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 6,313,000 | $6,502,000 | thousands by filing date | principal |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 2,167,000 | $6,489,000 | thousands by filing date | principal |
| AIRTRAN HLDGS INC | 00949PAD0 | NOTE 5.250%11/0 | 1,820,000 | $4,982,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 4,709,000 | $4,618,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 3,545,000 | $4,538,000 | thousands by filing date | principal |
| BROCADE COMMUNICATIONS SYS I | 111621AQ1 | NOTE 1.375% 1/0 | 4,292,000 | $4,236,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 3,586,000 | $3,635,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 201,000 | $200,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-16-004742 | this filing | 2016-11-14 | acceptance time not in the bulk data set |