Income Research & Management

Income Research & Management as of March 31, 2016

Portfolio Holdings for Income Research & Management

Income Research & Management holds 33 positions in its portfolio as reported in the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Intel Corp SDCV 12/1 (Principal) 9.3 $54M 43M 1.27
Priceline Grp Note 0.900% 9/1 (Principal) 7.4 $43M 43M 1.01
Illumina Note 6/1 (Principal) 6.0 $35M 34M 1.04
Wellpoint Note 2.750%10/1 (Principal) 5.8 $34M 18M 1.91
Red Hat Note 0.250%10/0 (Principal) 5.2 $30M 25M 1.24
Newmont Mining Corp Note 1.625% 7/1 (Principal) 5.0 $29M 28M 1.04
Old Rep Intl Corp Note 3.750% 3/1 (Principal) 4.7 $28M 22M 1.24
Gilead Sciences Note 1.625% 5/0 (Principal) 4.4 $26M 6.3M 4.11
Xilinx Note 2.625% 6/1 (Principal) 4.3 $25M 15M 1.64
Ares Cap Corp Note 5.125% 6/0 (Principal) 4.3 $25M 25M 1.00
Jefferies Group DBCV 3.875%11/0 (Principal) 4.3 $25M 25M 0.98
Wells Fargo & Co Perp Pfd Cnv A (WFC.PL) 3.6 $21M 18k 1204.99
Ares Cap Corp Note 4.750% 1/1 (Principal) 3.3 $19M 19M 1.01
Alza Corp SDCV 7/2 (Principal) 3.2 $19M 13M 1.49
Macquarie Infrastructure Cor Note 2.875% 7/1 (Principal) 3.2 $18M 17M 1.10
Citrix Sys Note 0.500% 4/1 (Principal) 3.1 $18M 16M 1.12
Prospect Capital Corporation Note 4.750% 4/1 (Principal) 3.0 $17M 20M 0.88
Rpm Intl Note 2.250%12/1 (Principal) 2.9 $17M 15M 1.14
Prospect Capital Corporation Note 5.875% 1/1 (Principal) 2.8 $17M 18M 0.94
Fidelity National Financial Note 4.250% 8/1 (Principal) 2.2 $13M 6.8M 1.87
Priceline Grp Note 0.350% 6/1 (Principal) 1.6 $9.5M 7.9M 1.20
Bank Amer Corp 7.25%CNV PFD L (BAC.PL) 1.4 $8.3M 7.4k 1131.27
Danaher Corp Del Note 1/2 (Principal) 1.2 $7.1M 2.6M 2.75
Prospect Capital Corporation Note 5.750% 3/1 (Principal) 1.1 $6.1M 6.3M 0.97
Airtran Hldgs Note 5.250%11/0 (Principal) 1.0 $5.9M 1.9M 3.04
Teva Pharmaceutical Fin DBCV 0.250% 2/0 (Principal) 1.0 $5.7M 4.4M 1.30
Fifth Str Fin Corp Note 5.375% 4/0 (Principal) 0.9 $5.1M 5.1M 1.00
Toll Bros Fin Corp Note 0.500% 9/1 (Principal) 0.8 $4.8M 4.9M 0.97
Yahoo Note 12/0 (Principal) 0.8 $4.7M 4.7M 0.99
Brocade Communications Sys I Note 1.375% 1/0 (Principal) 0.8 $4.4M 4.5M 0.99
Chesapeake Energy Corp Note 2.500% 5/1 (Principal) 0.6 $3.8M 5.9M 0.63
Sandisk Corp Note 0.500%10/1 (Principal) 0.4 $2.2M 2.2M 1.04
Csx Corp DBCV 10/3 (Principal) 0.3 $2.0M 725k 2.74