0001085146-12-000716.txt : 20120514 0001085146-12-000716.hdr.sgml : 20120514 20120514113415 ACCESSION NUMBER: 0001085146-12-000716 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120514 DATE AS OF CHANGE: 20120514 EFFECTIVENESS DATE: 20120514 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: 12837194 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 irm1q2012.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, 2012 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 10, 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: 32 Form 13F Information Table Value Total: $557,320 (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 11079 8790 PRN SOLE 180 0 8610 ALZA CORP SDCV 7/2 02261WAB5 7073 7515 PRN CALL SOLE 205 0 7310 AMGEN INC NOTE 0.375% 2/0 031162AQ3 30351 29665 PRN SOLE 425 0 29240 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 28109 27460 PRN SOLE 425 0 27035 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 7698 7865 SH SOLE 0 0 7865 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 5457 2646 PRN PUT SOLE 70 0 2576 CSX CORP DBCV 10/3 126408GA5 4915 2145 PRN CALL SOLE 55 0 2090 DANAHER CORP DEL NOTE 1/2 235851AF9 15144 9305 PRN CALL SOLE 160 0 9145 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 19849 13423 PRN PUT SOLE 255 0 13168 E M C CORP MASS NOTE 1.750%12/0 268648AM4 38844 20625 PRN SOLE 270 0 20355 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 3266 2040 PRN SOLE 60 0 1980 GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 16627 13555 PRN SOLE 235 0 13320 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 20654 16082 PRN SOLE 290 0 15792 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 13602 11245 PRN SOLE 205 0 11040 HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 8336 7233 PRN PUT SOLE 43 0 7190 INTEL CORP SDCV 2.950%12/1 458140AD2 38671 33375 PRN CALL SOLE 635 0 32740 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 22772 23570 PRN PUT SOLE 2000 0 21570 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 103632 101850 PRN SOLE 21473 0 80377 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 13205 12585 PRN SOLE 220 0 12365 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 25030 18985 PRN SOLE 310 0 18675 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 11055 11190 PRN SOLE 200 0 10990 PROLOGIS NOTE 1.875%11/1 74340XAR2 8329 8270 PRN CALL SOLE 140 0 8130 PROLOGIS NOTE 2.625% 5/1 74340XAS0 7817 7750 PRN PUT SOLE 435 0 7315 PROLOGIS NOTE 3.250% 3/1 74340XAT8 11112 9810 PRN SOLE 180 0 9630 PROLOGIS NOTE 2.250% 4/0 743410AQ5 4020 3975 PRN PUT SOLE 0 0 3975 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 10606 9445 PRN SOLE 145 0 9300 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 14844 13505 PRN CALL SOLE 184 0 13321 TEXTRON INC NOTE 4.500% 5/0 883203BN0 540 250 PRN SOLE 0 0 250 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 21718 21840 PRN PUT SOLE 90 0 21750 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 8866 8700 PRN PUT SOLE 0 0 8700 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 13680 12255 SH SOLE 0 0 12255 XILINX INC NOTE 2.625% 6/1 983919AF8 10419 7695 PRN SOLE 110 0 7585