Income Research & Management

Income Research & Management as of March 31, 2011

Portfolio Holdings for Income Research & Management

Income Research & Management holds 35 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Boston Propert 2.875 2/15/37c v deb 15.3 $125M 123k 1016.17
Medtronic Inc note 1.500% 4/1 11.8 $96M 96k 1006.91
Nasdaq Omx Group Inc note 2.500% 8/1 8.9 $72M 73k 993.20
Transocean Inc note 1.500%12/1 8.8 $72M 73k 988.17
E M C Corp Mass note 1.750%12/0 4.6 $38M 23k 1660.83
Intel Corp sdcv 3.5 $29M 28k 1037.44
Archer Daniels Midland Co note 0.875% 2/1 3.5 $28M 25k 1113.64
Medtronic Inc note 1.625% 4/1 3.4 $28M 27k 1037.50
Amgen Inc note 0.375% 2/0 3.4 $27M 28k 994.36
Erp Oper Ltd Partnership note 3.850% 8/1 2.8 $23M 22k 1028.73
Cameron International Corp note 2.500% 6/1 2.5 $21M 13k 1621.13
Newmont Mining Corp Cvt cv bnd 2.5 $20M 15k 1355.94
Dominion Res Inc Va New debt 2.2 $18M 14k 1275.01
Teva Pharm Finance Llc Cvt cv bnd 2.1 $17M 15k 1144.14
Textron Inc note 4.500% 5/0 2.0 $17M 7.7k 2158.71
Nabors Inds Inc note 0.940% 5/1 1.9 $16M 16k 998.54
Allegheny Technologies Inc note 4.250% 6/0 1.8 $15M 8.4k 1772.97
Goldcorp Inc New note 2.000% 8/0 1.8 $15M 11k 1278.31
Danaher Corp Del debt 1.8 $14M 9.5k 1500.00
Molson Coors Brewing Co note 2.500% 7/3 1.6 $13M 11k 1165.47
Vornado Rlty L P dbcv 3.625%11/1 1.4 $11M 11k 1028.67
Jefferies Group Inc New dbcv 3.875%11/0 1.4 $11M 11k 1054.89
Old Republic Intl Corp note 1.4 $11M 11k 1006.18
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.1 $9.4M 9.1k 1035.20
Prologis debt 1.1 $8.8M 8.8k 998.29
Prologis note 3.250% 3/1 1.0 $8.0M 6.8k 1175.15
Prologis debt 0.9 $7.8M 7.7k 1003.62
Symantec Corp note 1.000% 6/1 0.8 $6.4M 5.3k 1209.25
Csx Corp dbcv 10/3 0.8 $6.5M 2.3k 2790.06
Newmont Mining Corp note 3.000% 2/1 0.8 $6.1M 5.0k 1228.86
Alza Corp sdcv 7/2 0.7 $6.0M 7.0k 852.54
Bank Of America Corporation preferred (BAC.PL) 0.7 $5.8M 5.8k 1011.26
Vornado Rlty L P debt 0.6 $5.0M 4.4k 1134.16
Us Bancorp Del cvb 0.6 $4.8M 4.9k 987.57
Costco Companies Inc note 8/1 0.6 $4.7M 2.9k 1623.74