Income Research & Management

Income Research & Management as of Sept. 30, 2012

Portfolio Holdings for Income Research & Management

Income Research & Management holds 33 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Archer Daniels Midland Co note 0.875% 2/1 14.1 $74M 74M 1.00
Intel Corp sdcv 6.8 $36M 33M 1.09
E M C Corp Mass note 1.750%12/0 6.6 $34M 20M 1.72
Amgen Inc note 0.375% 2/0 6.1 $32M 29M 1.11
Newmont Mining Corp Cvt cv bnd 5.0 $26M 18M 1.45
Gilead Sciences conv 4.9 $26M 16M 1.56
Dominion Res Inc Va New debt 3.9 $20M 13M 1.55
Gilead Sciences conv 3.9 $20M 13M 1.51
Jefferies Group Inc New dbcv 3.875%11/0 2.9 $15M 16M 0.96
Ares Capital Corp 5.125 2016 conv 2.9 $15M 15M 1.04
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.8 $15M 12k 1237.47
Prologis Inc Cvt 2.625 05-15-3 convert 2.8 $15M 15M 1.00
Danaher Corp Del debt 2.7 $14M 8.9M 1.60
Teva Pharm Finance Llc Cvt cv bnd 2.7 $14M 13M 1.06
Goldcorp Inc New note 2.000% 8/0 2.6 $13M 11M 1.21
Xilinx Inc Cvt 2.625 6-15-17 convert 2.4 $13M 9.6M 1.31
Molson Coors Brewing Co note 2.500% 7/3 2.4 $12M 12M 1.03
Transocean Inc note 1.500%12/1 2.3 $12M 12M 0.99
Old Republic Intl Corp note 2.1 $11M 11M 0.99
Prologis Inc note 3.250% 3/1 2.1 $11M 9.6M 1.12
Lam Research Corp note 0.500% 5/1 2.1 $11M 12M 0.94
Symantec Corp note 1.000% 6/1 1.9 $10M 9.3M 1.08
Allegheny Technologies Inc note 4.250% 6/0 1.8 $9.5M 8.3M 1.15
Health Care Reit Inc note 3.000%12/0 1.6 $8.6M 7.2M 1.19
Ford Mtr Co Del note 4.250%11/1 1.6 $8.3M 6.0M 1.38
Fidelity National Finance conv 1.6 $8.2M 6.8M 1.22
Bank Of America Corporation preferred (BAC.PL) 1.5 $8.0M 7.4k 1088.12
Alza Corp sdcv 7/2 1.4 $7.2M 7.3M 0.99
Prologis note 1.875%11/1 1.3 $6.6M 6.6M 1.00
Costco Companies Inc note 8/1 1.1 $5.8M 2.6M 2.27
L-3 Communications Corp debt 3.000% 8/0 1.0 $5.0M 5.0M 1.00
Csx Corp dbcv 10/3 0.9 $4.6M 2.1M 2.21
Kinross Gold Corp note 1.750% 3/1 0.3 $1.5M 1.5M 1.00