0001085146-12-001272.txt : 20121025 0001085146-12-001272.hdr.sgml : 20121025 20121025155955 ACCESSION NUMBER: 0001085146-12-001272 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121025 DATE AS OF CHANGE: 20121025 EFFECTIVENESS DATE: 20121025 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: 121161455 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 incomeresearch3q2012.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: September 30, 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 October 19, 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: $635,838 (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 9482 8250000 PRN SOLE 8250000 0 8250000 ALZA CORP SDCV 7/2 02261WAB5 7219 7310000 PRN SOLE 7310000 0 7310000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 31651 28450000 PRN SOLE 28450000 0 28450000 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 73591 73545000 PRN SOLE 16427000 0 57118000 ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 15189 14535000 PRN SOLE 14535000 0 14535000 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 8014 7365 SH SOLE 7365 0 7365 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 5857 2576000 PRN SOLE 2576000 0 2576000 CSX CORP DBCV 10/3 126408GA5 4618 2090000 PRN SOLE 2090000 0 2090000 DANAHER CORP DEL NOTE 1/2 235851AF9 14220 8870000 PRN SOLE 8870000 0 8870000 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 20345 13168000 PRN SOLE 13168000 0 13168000 E M C CORP MASS NOTE 1.750%12/0 268648AM4 34123 19875000 PRN SOLE 19875000 0 19875000 FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 8231 6750000 PRN SOLE 6750000 0 6750000 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 8304 6020000 PRN SOLE 6020000 0 6020000 GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 20047 13320000 PRN SOLE 13320000 0 13320000 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 25643 16392000 PRN SOLE 16392000 0 16392000 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 13310 11040000 PRN SOLE 11040000 0 11040000 HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 8529 7190000 PRN SOLE 7190000 0 7190000 INTEL CORP SDCV 2.950%12/1 458140AD2 35605 32740000 PRN SOLE 32740000 0 32740000 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 15362 15940000 PRN SOLE 975000 0 14965000 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 1501 1500000 PRN SOLE 0 0 1500000 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 5013 5000000 PRN SOLE 5000000 0 5000000 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 10839 11470000 PRN SOLE 11470000 0 11470000 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 114248113892000 PRN SOLE 25331000 0 88561000 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 12332 11915000 PRN SOLE 11915000 0 11915000 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 26139 18035000 PRN SOLE 18035000 0 18035000 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 10935 10990000 PRN SOLE 10990000 0 10990000 PROLOGIS NOTE 1.875%11/1 74340XAR2 6584 6600000 PRN SOLE 6600000 0 6600000 PROLOGIS NOTE 2.625% 5/1 74340XAS0 14561 14507000 PRN SOLE 3963000 0 10544000 PROLOGIS NOTE 3.250% 3/1 74340XAT8 10804 9630000 PRN SOLE 9630000 0 9630000 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 10073 9300000 PRN SOLE 9300000 0 9300000 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 14087 13321000 PRN SOLE 13321000 0 13321000 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 12143 12250000 PRN SOLE 12250000 0 12250000 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 14695 11875 SH SOLE 11875 0 11875 XILINX INC NOTE 2.625% 6/1 983919AF8 12544 9585000 PRN SOLE 9585000 0 9585000