Income Research & Management

Income Research & Management as of March 31, 2012

Portfolio Holdings for Income Research & Management

Income Research & Management holds 32 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Medtronic Inc note 1.625% 4/1 18.6 $104M 102k 1017.50
E M C Corp Mass note 1.750%12/0 7.0 $39M 21k 1883.35
Intel Corp sdcv 6.9 $39M 33k 1158.68
Amgen Inc note 0.375% 2/0 5.5 $30M 30k 1023.12
Archer Daniels Midland Co note 0.875% 2/1 5.0 $28M 28k 1023.63
Newmont Mining Corp Cvt cv bnd 4.5 $25M 19k 1318.41
Jefferies Group Inc New dbcv 3.875%11/0 4.1 $23M 24k 966.14
Transocean Inc note 1.500%12/1 3.9 $22M 22k 994.41
Gilead Sciences conv 3.7 $21M 16k 1284.29
Dominion Res Inc Va New debt 3.6 $20M 13k 1478.73
Gilead Sciences conv 3.0 $17M 14k 1226.63
Danaher Corp Del debt 2.7 $15M 9.3k 1627.51
Teva Pharm Finance Llc Cvt cv bnd 2.7 $15M 14k 1099.15
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.5 $14M 12k 1116.28
Goldcorp Inc New note 2.000% 8/0 2.4 $14M 11k 1209.60
Molson Coors Brewing Co note 2.500% 7/3 2.4 $13M 13k 1049.26
Allegheny Technologies Inc note 4.250% 6/0 2.0 $11M 8.8k 1260.41
Prologis Inc note 3.250% 3/1 2.0 $11M 9.8k 1132.72
Old Republic Intl Corp note 2.0 $11M 11k 987.94
Symantec Corp note 1.000% 6/1 1.9 $11M 9.4k 1122.92
Xilinx Inc Cvt 2.625 6-15-17 convert 1.9 $10M 7.7k 1354.00
Vornado Rlty L P debt 1.6 $8.9M 8.7k 1019.08
Health Care Reit Inc note 3.000%12/0 1.5 $8.3M 7.2k 1152.50
Prologis note 1.875%11/1 1.5 $8.3M 8.3k 1007.13
Prologis Inc Cvt 2.625 05-15-3 convert 1.4 $7.8M 7.8k 1008.65
Bank Of America Corporation preferred (BAC.PL) 1.4 $7.7M 7.9k 978.77
Alza Corp sdcv 7/2 1.3 $7.1M 7.5k 941.18
Costco Companies Inc note 8/1 1.0 $5.5M 2.6k 2062.36
Csx Corp dbcv 10/3 0.9 $4.9M 2.1k 2291.38
Prologis debt 0.7 $4.0M 4.0k 1011.32
Ford Mtr Co Del note 4.250%11/1 0.6 $3.3M 2.0k 1600.98
Textron Inc note 4.500% 5/0 0.1 $540k 250.00 2160.00