Income Research & Management

Income Research & Management as of Sept. 30, 2014

Portfolio Holdings for Income Research & Management

Income Research & Management holds 33 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Gilead Sciences Note 1.625% 5/0 (Principal) 9.1 $58M 13M 4.67
Intel Corp SDCV 2.950%12/1 (Principal) 8.7 $56M 44M 1.27
Wellpoint Note 2.750%10/1 (Principal) 7.2 $47M 28M 1.65
Priceline Grp Debt 1.000% 3/1 (Principal) 5.7 $37M 27M 1.35
Lam Research Corp Note 0.500% 5/1 (Principal) 5.3 $34M 27M 1.27
Ford Mtr Co Del Note 4.250%11/1 (Principal) 4.7 $30M 18M 1.71
Xilinx Note 2.625% 6/1 (Principal) 4.2 $27M 18M 1.48
Jefferies Group DBCV 3.875%11/0 (Principal) 4.1 $27M 25M 1.06
Newmont Mining Corp Note 1.625% 7/1 (Principal) 4.0 $26M 25M 1.02
Ares Cap Corp Note 5.125% 6/0 (Principal) 3.7 $24M 23M 1.04
Old Rep Intl Corp Note 3.750% 3/1 (Principal) 3.7 $24M 20M 1.17
Prologis Note 3.250% 3/1 (Principal) 3.5 $23M 21M 1.05
Wells Fargo & Co Perp Pfd Cnv A (WFC.PL) 3.2 $20M 17k 1202.52
Prospect Capital Corporation Note 5.875% 1/1 (Principal) 3.2 $20M 20M 1.03
Alza Corp SDCV 7/2 (Principal) 3.1 $20M 14M 1.46
Teva Pharmaceutical Fin DBCV 0.250% 2/0 (Principal) 2.4 $15M 12M 1.28
Fidelity National Financial Note 4.250% 8/1 (Principal) 2.4 $15M 9.6M 1.60
Macquarie Infrastr Note 2.875% 7/1 (Principal) 2.2 $14M 13M 1.11
Danaher Corp Del Note 1/2 (Principal) 2.2 $14M 6.3M 2.20
Rpm Intl Note 2.250%12/1 (Principal) 2.1 $14M 12M 1.12
Bank Amer Corp 7.25%CNV PFD L (BAC.PL) 1.9 $12M 11k 1146.28
Ares Cap Corp Note 4.750% 1/1 (Principal) 1.9 $12M 12M 1.03
Developers Diversified Rlty Note 1.750%11/1 (Principal) 1.8 $11M 9.9M 1.15
Novellus Sys Note 2.625% 5/1 (Principal) 1.6 $11M 4.8M 2.18
Dominion Res Inc Va Note 2.125%12/1 (Principal) 1.6 $10M 4.9M 2.07
Health Care Reit Note 3.000%12/0 (Principal) 1.3 $8.4M 6.8M 1.23
Priceline Grp Note 0.350% 6/1 (Principal) 1.3 $8.4M 7.5M 1.11
Toll Bros Fin Corp Note 0.500% 9/1 (Principal) 1.1 $7.1M 7.0M 1.01
Fifth Str Fin Corp Note 5.375% 4/0 (Principal) 0.9 $5.6M 5.4M 1.03
Airtran Hldgs Note 5.250%11/0 (Principal) 0.9 $5.6M 2.2M 2.48
Chesapeake Energy Corp Note 2.500% 5/1 (Principal) 0.7 $4.5M 4.5M 1.00
Csx Corp DBCV 10/3 (Principal) 0.4 $2.9M 840k 3.41
Lam Research Corp Note 1.250% 5/1 (Principal) 0.3 $1.7M 1.3M 1.35