-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, JdetxEFvCpKd4RW9b/RhTO80q3AUAyaVSXeXwu2gGWGYKlNHfgpkJPTV69FsZ+Lj hi1wF2FQT5RWBPIBI2KYBg== 0001085146-08-000879.txt : 20080806 0001085146-08-000879.hdr.sgml : 20080806 20080806160828 ACCESSION NUMBER: 0001085146-08-000879 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080806 DATE AS OF CHANGE: 20080806 EFFECTIVENESS DATE: 20080806 FILER: COMPANY DATA: COMPANY CONFORMED NAME: INCOME RESEARCH & MANAGEMENT CENTRAL INDEX KEY: 0001165830 IRS NUMBER: 042955404 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10329 FILM NUMBER: 08995004 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET STREET 2: 31 ST FLOOR CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173309333 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET STREET 2: 31 ST FLOOR CITY: BOSTON STATE: MA ZIP: 02110 13F-HR 1 irm2q08.txt INCOME RESEARCH & MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Income Research & Management Address: 100 Federal Street, 31st Floor Boston, MA 02110 13F File Number: 28-10329 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Christina Gaughran Title: Vice President Phone: (617) 330-9333 Signature, Place, and Date of Signing: /s/ Christina Gaughran Boston, MA July 24, 2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 33 Form13F Information Table Value Total: $492,524 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ALLERGAN INC NOTE 1.500% 4/0 018490AL6 19786 18710 PRN SOLE 0 0 18710 ALZA CORP SDCV 7/2 02261WAB5 9281 10370 PRN SOLE 0 0 10370 AMGEN INC NOTE 0.125% 2/0 031162AN0 31200 34360 PRN SOLE 0 0 34360 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 16587 16430 PRN SOLE 0 0 16430 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 16646 17835 PRN SOLE 0 0 17835 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 29074 29210 PRN SOLE 0 0 29210 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 12267 7270 PRN SOLE 0 0 7270 COUNTRYWIDE FINANCIAL CORP DBCV 5/1 222372AP9 8502 9075 PRN SOLE 0 0 9075 CSX CORP DBCV 10/3 126408GA5 5413 2430 PRN SOLE 0 0 2430 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 6892 5370 PRN SOLE 0 0 5370 E M C CORP MASS NOTE 1.750%12/0 268648AK8 26175 22956 PRN SOLE 0 0 22956 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 18937 19715 PRN SOLE 0 0 19715 GENERAL MTRS CORP DEB SR CONV B 370442733 2021 147650 SH SOLE 0 0 147650 GENZYME CORP NOTE 1.250%12/0 372917AN4 12684 11455 PRN SOLE 0 0 11455 INTEL CORP SDCV 2.950%12/1 458140AD2 18107 18570 PRN SOLE 0 0 18570 ISHARES TR MSCI EAFE IDX 464287465 210 3050 SH SOLE 3050 0 0 ISHARES TR RUSSELL 2000 464287655 418 6050 SH SOLE 5050 0 1000 LEHMAN BROS HLDGS INC NOTE 1.000%11/1 524908MP2 5189 6365 PRN SOLE 0 0 6365 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 14660 10755 PRN SOLE 0 0 10755 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 31448 29510 PRN SOLE 0 0 29510 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 26509 26045 PRN SOLE 0 0 26045 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 28613 23240 PRN SOLE 0 0 23240 PROLOGIS NOTE 1.875%11/1 743410AR3 4506 5195 PRN SOLE 0 0 5195 PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 23871 24950 PRN SOLE 0 0 24950 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 9519 3525 PRN SOLE 0 0 3525 SPDR TR UNIT SER 1 78462F103 326 2550 SH SOLE 0 0 2550 ST JUDE MED INC DBCV 1.220%12/1 790849AD5 15131 15275 PRN SOLE 0 0 15275 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 20712 20260 PRN SOLE 0 0 20260 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 15658 13940 PRN SOLE 0 0 13940 US BANCORP DEL DBCV 9/2 902973AQ9 17453 17600 PRN SOLE 0 0 17600 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 7452 8365 PRN SOLE 0 0 8365 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 9585 10235 PRN SOLE 0 0 10235 WYETH DBCV 1/1 983024AD2 27692 26680 PRN SOLE 0 0 26680
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