Income Research & Management

Income Research & Management as of June 30, 2011

Portfolio Holdings for Income Research & Management

Income Research & Management holds 31 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Boston Propert 2.875 2/15/37c v deb 18.3 $127M 125k 1013.36
Nasdaq Omx Group Inc note 2.500% 8/1 10.1 $70M 69k 1013.20
Transocean Inc note 1.500%12/1 10.0 $69M 69k 999.42
E M C Corp Mass note 1.750%12/0 5.6 $39M 23k 1715.20
Intel Corp sdcv 4.3 $30M 29k 1035.06
Amgen Inc note 0.375% 2/0 4.2 $29M 29k 1005.33
Medtronic Inc note 1.625% 4/1 4.2 $29M 28k 1025.94
Archer Daniels Midland Co note 0.875% 2/1 4.2 $29M 27k 1058.31
Erp Oper Ltd Partnership note 3.850% 8/1 3.6 $25M 24k 1038.26
Newmont Mining Corp Cvt cv bnd 3.3 $23M 17k 1352.50
Dominion Res Inc Va New debt 2.9 $20M 14k 1383.46
Teva Pharm Finance Llc Cvt cv bnd 2.3 $16M 14k 1117.28
Textron Inc note 4.500% 5/0 2.2 $16M 8.3k 1876.30
Danaher Corp Del debt 2.2 $15M 10k 1538.76
Goldcorp Inc New note 2.000% 8/0 2.2 $15M 12k 1260.85
Allegheny Technologies Inc note 4.250% 6/0 2.2 $15M 9.0k 1658.58
Vornado Rlty L P dbcv 3.625%11/1 1.9 $13M 13k 1010.85
Molson Coors Brewing Co note 2.500% 7/3 1.8 $13M 11k 1107.96
Jefferies Group Inc New dbcv 3.875%11/0 1.6 $11M 11k 1006.49
Old Republic Intl Corp note 1.6 $11M 11k 1001.73
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.6 $11M 10k 1059.99
Symantec Corp note 1.000% 6/1 1.3 $8.8M 7.3k 1215.43
Prologis Inc note 3.250% 3/1 1.3 $8.8M 7.6k 1153.29
Prologis note 1.875%11/1 1.2 $8.7M 8.8k 987.36
Alza Corp sdcv 7/2 0.9 $6.6M 7.0k 941.30
Bank Of America Corporation preferred (BAC.PL) 0.9 $6.6M 6.5k 1002.44
Csx Corp dbcv 10/3 0.9 $6.4M 2.3k 2753.78
Newmont Mining Corp note 3.000% 2/1 0.9 $6.1M 5.0k 1236.33
Costco Companies Inc note 8/1 0.8 $5.3M 2.9k 1844.85
Vornado Rlty L P debt 0.7 $5.0M 4.4k 1136.87
Us Bancorp Del cvb 0.7 $4.9M 4.9k 993.07