Income Research & Management

Income Research & Management as of Sept. 30, 2020

Portfolio Holdings for Income Research & Management

Income Research & Management holds 21 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Western Digital Corp. Note 1.500% 2/0 9.8 $28M 29M 0.95
Prospect Cap Corp Note 4.950% 7/1 8.9 $25M 25M 1.01
Fortive Corp Note 0.875% 2/1 8.4 $24M 24M 1.00
Southwest Airls Note 1.250% 5/0 8.3 $23M 18M 1.30
Ares Capital Corp Note 3.750% 2/0 7.5 $21M 21M 1.01
Priceline Grp Note 0.900% 9/1 7.1 $20M 19M 1.06
Tpg Specialty Lending Note 4.500% 8/0 6.9 $19M 19M 1.03
Euronet Worldwide Note 0.750% 3/1 6.2 $18M 18M 0.96
American Rlty Cap Pptys Note 3.750%12/1 6.0 $17M 17M 1.00
Teva Pharmaceutical Fin DBCV 0.250% 2/0 5.2 $15M 15M 0.97
Hercules Capital DBCV 4.375% 2/0 4.4 $12M 12M 1.00
Akamai Technologies Note 0.125% 5/0 4.1 $12M 9.0M 1.29
Illumina Note 0.500% 6/1 3.8 $11M 8.3M 1.28
Wellpoint Note 2.750%10/1 3.4 $9.5M 2.5M 3.75
Illumina Note 8/1 3.0 $8.4M 7.9M 1.06
Macquarie Infrastructure Cor Note 2.000%10/0 2.7 $7.5M 8.3M 0.91
Spirit Rlty Cap Note 3.750% 5/1 1.3 $3.5M 3.5M 1.02
Wells Fargo Perp Pfd Cnv A (WFC.PL) 1.0 $2.7M 2.0k 1341.81
Twitter Note 1.000% 9/1 1.0 $2.7M 2.7M 0.99
Bk Of America Corp 7.25%CNV PFD L (BAC.PL) 0.9 $2.5M 1.7k 1487.78
On Semiconductor Corp Note 1.000%12/0 0.3 $822k 688k 1.19