0001085146-12-000075.txt : 20120126 0001085146-12-000075.hdr.sgml : 20120126 20120125215800 ACCESSION NUMBER: 0001085146-12-000075 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120126 DATE AS OF CHANGE: 20120125 EFFECTIVENESS DATE: 20120126 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: 12545947 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 irm4q2011.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: December 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 January 24, 2012 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: 34 Form 13F Information Table Value Total: $676,903 (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 12901 9200 PRN SOLE 9200 0 0 ALZA CORP SDCV 7/2 02261WAB5 7280 7860 PRN SOLE 7860 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 77682 77271 PRN SOLE 77271 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 28217 27985 PRN SOLE 27985 0 0 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 5694 7265 SH SOLE 7265 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 83663 82764 PRN SOLE 82764 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 5291 2796 PRN SOLE 2796 0 0 CSX CORP DBCV 10/3 126408GA5 5057 2255 PRN SOLE 2255 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 13281 9730 PRN SOLE 9730 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 21321 13938 PRN SOLE 13938 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 32198 22415 PRN SOLE 22415 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 3116 2165 PRN SOLE 2165 0 0 GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 15315 13965 PRN SOLE 13965 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 18865 16527 PRN SOLE 16527 0 0 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 14360 11655 PRN SOLE 11655 0 0 HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 2866 2500 PRN SOLE 2500 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 36062 34590 PRN SOLE 34590 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 20051 24115 PRN SOLE 24115 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 104978 103843 PRN SOLE 103843 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 13975 13070 PRN SOLE 13070 0 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 24055 16590 PRN SOLE 16590 0 0 NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 6413 4840 PRN SOLE 4840 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 10313 11590 PRN SOLE 11590 0 0 PROLOGIS NOTE 1.875%11/1 74340XAR2 8419 8570 PRN SOLE 8570 0 0 PROLOGIS NOTE 2.625% 5/1 74340XAS0 7621 7750 PRN SOLE 7750 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 10580 10165 PRN SOLE 10165 0 0 PROLOGIS NOTE 2.250% 4/0 743410AQ5 3987 3975 PRN SOLE 3975 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 10941 9820 PRN SOLE 9820 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 16976 16405 PRN SOLE 16405 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 386 250 PRN SOLE 250 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 23645 24050 PRN SOLE 24050 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 10966 10665 PRN SOLE 10665 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 12254 11615 SH SOLE 11615 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 8174 6430 PRN SOLE 6430 0 0