Income Research & Management

Income Research & Management as of Dec. 31, 2011

Portfolio Holdings for Income Research & Management

Income Research & Management holds 34 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Medtronic Inc note 1.625% 4/1 15.5 $105M 104k 1010.93
Boston Propert 2.875 2/15/37c v deb 12.4 $84M 83k 1010.86
Amgen Inc note 0.375% 2/0 11.5 $78M 77k 1005.32
Intel Corp sdcv 5.3 $36M 35k 1042.56
E M C Corp Mass note 1.750%12/0 4.8 $32M 22k 1436.45
Archer Daniels Midland Co note 0.875% 2/1 4.2 $28M 28k 1008.29
Newmont Mining Corp Cvt cv bnd 3.5 $24M 17k 1449.97
Transocean Inc note 1.500%12/1 3.5 $24M 24k 983.16
Dominion Res Inc Va New debt 3.1 $21M 14k 1529.70
Jefferies Group Inc New dbcv 3.875%11/0 3.0 $20M 24k 831.47
Gilead Sciences conv 2.8 $19M 17k 1141.47
Teva Pharm Finance Llc Cvt cv bnd 2.5 $17M 16k 1034.81
Gilead Sciences conv 2.3 $15M 14k 1096.67
Goldcorp Inc New note 2.000% 8/0 2.1 $14M 12k 1232.09
Molson Coors Brewing Co note 2.500% 7/3 2.1 $14M 13k 1069.24
Danaher Corp Del debt 2.0 $13M 9.7k 1364.95
Allegheny Technologies Inc note 4.250% 6/0 1.9 $13M 9.2k 1402.28
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.8 $12M 12k 1055.02
Symantec Corp note 1.000% 6/1 1.6 $11M 9.8k 1114.15
Vornado Rlty L P debt 1.6 $11M 11k 1028.22
Prologis Inc note 3.250% 3/1 1.6 $11M 10k 1040.83
Old Republic Intl Corp note 1.5 $10M 12k 889.82
Prologis note 1.875%11/1 1.2 $8.4M 8.6k 982.38
Xilinx Inc Cvt 2.625 6-15-17 convert 1.2 $8.2M 6.4k 1271.23
Prologis Inc Cvt 2.625 05-15-3 convert 1.1 $7.6M 7.8k 983.35
Alza Corp sdcv 7/2 1.1 $7.3M 7.9k 926.21
Newmont Mining Corp note 3.000% 2/1 0.9 $6.4M 4.8k 1325.00
Bank Of America Corporation preferred (BAC.PL) 0.8 $5.7M 7.3k 783.76
Costco Companies Inc note 8/1 0.8 $5.3M 2.8k 1892.35
Csx Corp dbcv 10/3 0.8 $5.1M 2.3k 2242.57
Prologis debt 0.6 $4.0M 4.0k 1003.02
Ford Mtr Co Del note 4.250%11/1 0.5 $3.1M 2.2k 1439.26
Health Care Reit Inc note 3.000%12/0 0.4 $2.9M 2.5k 1146.40
Textron Inc note 4.500% 5/0 0.1 $386k 250.00 1544.00