Income Research & Management

Income Research & Management as of June 30, 2012

Portfolio Holdings for Income Research & Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Medtronic Inc note 1.625% 4/1 20.2 $116M 115k 1011.04
Intel Corp sdcv 6.6 $38M 33k 1138.78
E M C Corp Mass note 1.750%12/0 6.0 $34M 21k 1662.93
Amgen Inc note 0.375% 2/0 5.7 $33M 30k 1108.12
Archer Daniels Midland Co note 0.875% 2/1 4.8 $28M 28k 1004.04
Newmont Mining Corp Cvt cv bnd 4.2 $24M 19k 1266.95
Gilead Sciences conv 3.8 $22M 16k 1366.56
Dominion Res Inc Va New debt 3.7 $21M 13k 1578.99
Transocean Inc note 1.500%12/1 3.6 $21M 21k 991.93
Gilead Sciences conv 3.0 $18M 14k 1295.03
Jefferies Group Inc New dbcv 3.875%11/0 2.6 $15M 16k 928.43
Prologis Inc Cvt 2.625 05-15-3 convert 2.5 $15M 15k 1005.51
Teva Pharm Finance Llc Cvt cv bnd 2.5 $14M 14k 1067.53
Danaher Corp Del debt 2.5 $14M 9.3k 1534.98
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.5 $14M 12k 1156.26
Molson Coors Brewing Co note 2.500% 7/3 2.2 $13M 13k 1020.10
Goldcorp Inc New note 2.000% 8/0 2.2 $13M 11k 1123.75
Xilinx Inc Cvt 2.625 6-15-17 convert 2.2 $13M 9.7k 1287.06
Lam Research Corp note 0.500% 5/1 1.9 $11M 12k 964.83
Prologis Inc note 3.250% 3/1 1.9 $11M 9.8k 1112.23
Old Republic Intl Corp note 1.9 $11M 11k 960.45
Allegheny Technologies Inc note 4.250% 6/0 1.8 $10M 8.7k 1150.80
Symantec Corp note 1.000% 6/1 1.7 $9.8M 9.4k 1035.04
Health Care Reit Inc note 3.000%12/0 1.6 $9.0M 7.2k 1237.52
Ford Mtr Co Del note 4.250%11/1 1.4 $8.3M 6.1k 1357.80
Prologis note 1.875%11/1 1.4 $8.2M 8.2k 1001.46
Bank Of America Corporation preferred (BAC.PL) 1.4 $8.0M 7.9k 1013.73
Alza Corp sdcv 7/2 1.3 $7.4M 7.5k 980.04
Costco Companies Inc note 8/1 1.0 $5.8M 2.6k 2183.67
Csx Corp dbcv 10/3 0.9 $5.2M 2.1k 2442.42
L-3 Communications Corp debt 3.000% 8/0 0.9 $5.0M 5.0k 1003.80
Kinross Gold Corp note 1.750% 3/1 0.3 $1.5M 1.5k 1000.67
Textron Inc note 4.500% 5/0 0.1 $504k 250.00 2016.00