Income Research & Management

Income Research & Management as of Sept. 30, 2013

Portfolio Holdings for Income Research & Management

Income Research & Management holds 34 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Intel Corp SDCV 2.950%12/1 (Principal) 7.4 $44M 41k 1082.51
Gilead Sciences Note 1.625% 5/0 (Principal) 6.9 $41M 15k 2768.73
Priceline Debt 1.000% 3/1 (Principal) 6.1 $36M 28k 1284.99
E M C Corp Mass Note 1.750%12/0 (Principal) 5.9 $35M 22k 1598.14
Archer Daniels Midland Note 0.875% 2/1 (Principal) 5.5 $33M 32k 1017.49
Xilinx Note 2.625% 6/1 (Principal) 4.6 $27M 17k 1622.48
Jefferies Group DBCV 3.875%11/0 (Principal) 4.3 $25M 24k 1048.13
Newmont Mining Corp Note 1.625% 7/1 (Principal) 4.1 $24M 22k 1102.51
Lam Research Corp Note 0.500% 5/1 (Principal) 4.1 $24M 21k 1131.26
Dominion Res Inc Va Note 2.125%12/1 (Principal) 4.0 $24M 13k 1851.86
Ford Mtr Co Del Note 4.250%11/1 (Principal) 3.8 $22M 11k 1975.64
Danaher Corp Del Note 1/2 (Principal) 3.4 $20M 10k 2014.96
Alza Corp SDCV 7/2 (Principal) 3.3 $20M 17k 1191.90
Ares Cap Corp Note 5.125% 6/0 (Principal) 3.2 $19M 18k 1053.73
Old Rep Intl Corp Note 3.750% 3/1 (Principal) 3.2 $19M 16k 1181.90
Fidelity National Financial Note 4.250% 8/1 (Principal) 3.1 $19M 13k 1416.28
Gilead Sciences Note 1.000% 5/0 (Principal) 3.1 $19M 6.7k 2784.42
Wells Fargo & Co Perp Pfd Cnv A (WFC.PL) 2.8 $17M 15k 1137.49
Prologis Note 3.250% 3/1 (Principal) 2.8 $16M 15k 1131.87
Airtran Hldgs Note 5.250%11/0 (Principal) 2.6 $15M 10k 1485.65
Teva Pharmaceutical Fin DBCV 0.250% 2/0 (Principal) 2.5 $15M 14k 1036.90
Goldcorp Note 2.000% 8/0 (Principal) 2.3 $14M 14k 1009.37
Health Care Reit Note 3.000%12/0 (Principal) 1.7 $10M 8.4k 1236.89
Allegheny Technologies Note 4.250% 6/0 (Principal) 1.7 $10M 9.9k 1037.50
Novellus Sys Note 2.625% 5/1 (Principal) 1.7 $10M 6.4k 1583.12
Bank Of America Corporation 7.25%CNV PFD L (BAC.PL) 1.3 $7.7M 7.2k 1076.18
Developers Diversified Rlty Note 1.750%11/1 (Principal) 1.1 $6.5M 5.8k 1133.80
Csx Corp DBCV 10/3 (Principal) 1.0 $5.7M 2.1k 2740.67
L-3 Communications Corp Debt 3.000% 8/0 (Principal) 0.9 $5.2M 4.8k 1088.82
Sandisk Corp Note 1.500% 8/1 (Principal) 0.4 $2.4M 1.8k 1322.62
Stanley Black & Decker Unit 99/99/9999 0.4 $2.4M 18k 137.36
Trinity Inds Note 3.875% 6/0 (Principal) 0.3 $1.6M 1.3k 1212.93
Lam Research Corp Note 1.250% 5/1 (Principal) 0.3 $1.5M 1.3k 1203.20
Newmont Mining Corp Note 1.250% 7/1 (Principal) 0.1 $378k 375.00 1008.00