Income Research & Management

Income Research & Management as of Sept. 30, 2011

Portfolio Holdings for Income Research & Management

Income Research & Management holds 34 positions in its portfolio as reported in the September 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 17.2 $136M 135k 1007.42
Medtronic Inc note 1.625% 4/1 13.3 $106M 105k 1008.74
Nasdaq Omx Group Inc note 2.500% 8/1 8.3 $65M 64k 1025.69
Transocean Inc note 1.500%12/1 7.9 $63M 63k 990.66
Amgen Inc note 0.375% 2/0 7.8 $62M 63k 983.13
Intel Corp sdcv 4.0 $31M 31k 1022.43
E M C Corp Mass note 1.750%12/0 3.8 $30M 23k 1313.35
Archer Daniels Midland Co note 0.875% 2/1 3.5 $28M 28k 996.10
Newmont Mining Corp Cvt cv bnd 3.2 $25M 17k 1498.41
Dominion Res Inc Va New debt 2.6 $21M 14k 1458.73
Teva Pharm Finance Llc Cvt cv bnd 2.2 $17M 17k 1024.18
Goldcorp Inc New note 2.000% 8/0 1.9 $15M 12k 1247.11
Molson Coors Brewing Co note 2.500% 7/3 1.8 $14M 13k 1055.52
Gilead Sciences conv 1.8 $14M 13k 1085.43
Vornado Rlty L P dbcv 3.625%11/1 1.7 $13M 13k 1014.97
Textron Inc note 4.500% 5/0 1.6 $13M 8.3k 1522.49
Danaher Corp Del debt 1.5 $12M 10k 1216.27
Symantec Corp note 1.000% 6/1 1.4 $12M 10k 1141.65
Allegheny Technologies Inc note 4.250% 6/0 1.4 $11M 9.0k 1221.71
Old Republic Intl Corp note 1.4 $11M 12k 905.40
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.4 $11M 10k 1033.09
Jefferies Group Inc New dbcv 3.875%11/0 1.3 $11M 11k 929.89
Prologis Inc note 3.250% 3/1 1.3 $10M 10k 990.17
Prologis note 1.875%11/1 1.1 $8.6M 8.8k 982.13
Xilinx Inc Cvt 2.625 6-15-17 convert 1.0 $7.6M 6.6k 1145.29
Prologis Inc Cvt 2.625 05-15-3 convert 0.9 $7.4M 7.4k 994.86
Newmont Mining Corp note 3.000% 2/1 0.9 $6.9M 5.0k 1385.07
Alza Corp sdcv 7/2 0.8 $6.3M 7.0k 898.78
Costco Companies Inc note 8/1 0.7 $5.4M 2.9k 1864.98
Bank Of America Corporation preferred (BAC.PL) 0.6 $5.0M 6.5k 771.28
Vornado Rlty L P debt 0.6 $4.6M 4.4k 1047.80
Csx Corp dbcv 10/3 0.6 $4.6M 2.3k 1987.47
E M C Corp Mass note 1.750%12/0 0.5 $3.7M 2.6k 1417.18
Transocean Inc note 1.500%12/1 0.2 $1.9M 2.0k 973.00