0001085146-11-000587.txt : 20110513 0001085146-11-000587.hdr.sgml : 20110513 20110512205128 ACCESSION NUMBER: 0001085146-11-000587 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110513 DATE AS OF CHANGE: 20110512 EFFECTIVENESS DATE: 20110513 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: 11837518 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 irm1q2011.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: March 31, 2011 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: 028-10329 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: Richard Kizik Title: CCO Phone: (617) 330-9333 Signature, Place, and Date of Signing: /s/ Richard Kizik Boston, MA May 12, 2011 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 Form 13F Information Table Entry Total: 35 Form 13F Information Table Value Total: $815,472 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 14822 8360 PRN SOLE 8360 0 8360 ALZA CORP SDCV 7/2 02261WAB5 5955 6985 PRN SOLE 6985 0 6985 AMGEN INC NOTE 0.375% 2/0 031162AQ3 27320 27475 PRN SOLE 27475 0 27475 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 28175 25300 PRN SOLE 25300 0 25300 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 5840 5775 SH SOLE 5775 0 5775 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 124935 122947 PRN SOLE 122947 0 122947 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 20483 12635 PRN SOLE 12635 0 12635 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 4678 2881 PRN SOLE 2881 0 2881 CSX CORP DBCV 10/3 126408GA5 6459 2315 PRN SOLE 2315 0 2315 DANAHER CORP DEL NOTE 1/2 235851AF9 14265 9510 PRN SOLE 9510 0 9510 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 18211 14283 PRN SOLE 14283 0 14283 E M C CORP MASS NOTE 1.750%12/0 268648AK8 37754 22732 PRN SOLE 22732 0 22732 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 22560 21930 PRN SOLE 21930 0 21930 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 14528 11365 PRN SOLE 11365 0 11365 INTEL CORP SDCV 2.950%12/1 458140AD2 28566 27535 PRN SOLE 27535 0 27535 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 11224 10640 PRN SOLE 10640 0 10640 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 96299 95638 PRN SOLE 95638 0 95638 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 27691 26690 PRN SOLE 26690 0 26690 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 12692 10890 PRN SOLE 10890 0 10890 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 15722 15745 PRN SOLE 15745 0 15745 NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 72398 72894 PRN SOLE 72894 0 72894 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 20312 14980 PRN SOLE 14980 0 14980 NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 6089 4955 PRN SOLE 4955 0 4955 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 11068 11000 PRN SOLE 11000 0 11000 PROLOGIS NOTE 1.875%11/1 743410AR3 8770 8785 PRN SOLE 8785 0 8785 PROLOGIS NOTE 2.625% 5/1 743410AS1 7753 7725 PRN SOLE 7725 0 7725 PROLOGIS NOTE 3.250% 3/1 743410AY8 7991 6800 PRN SOLE 6800 0 6800 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 6409 5300 PRN SOLE 5300 0 5300 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 17391 15200 PRN SOLE 15200 0 15200 TEXTRON INC NOTE 4.500% 5/0 883203BN0 16676 7725 PRN SOLE 7725 0 7725 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 71740 72599 PRN SOLE 72599 0 72599 US BANCORP DEL DBCV 9/2 902973AQ9 4848 4909 PRN SOLE 4909 0 4909 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 5030 4435 PRN SOLE 4435 0 4435 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 11408 11090 PRN SOLE 11090 0 11090 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 9410 9090 SH SOLE 9090 0 9090