-----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, C44AgQQMcVQZ6g0NYl8m+cPhTtMH+7if1qIdnHIODepYfLKSVNssbGZ+YVql7R17 dq93J3GGCPzSxtoeMgwvyA== 0001068800-03-000276.txt : 20030416 0001068800-03-000276.hdr.sgml : 20030416 20030416120433 ACCESSION NUMBER: 0001068800-03-000276 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030416 EFFECTIVENESS DATE: 20030416 FILER: COMPANY DATA: COMPANY CONFORMED NAME: INCOME RESEARCH & MANAGEMENT CENTRAL INDEX KEY: 0001165830 IRS NUMBER: 04295540 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: 03651959 BUSINESS ADDRESS: STREET 1: ONE FEDERAL STREET STREET 2: 23RD FLOOR CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6175427070 MAIL ADDRESS: STREET 1: ONE FEDERAL STREET STREET 2: 23RD FLOOR CITY: BOSTON STATE: MA ZIP: 02110 13F-HR 1 p1x3.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM l3F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/03 ------- Check here if Amendment [ ]; Amendment Number: ---------- This Amendment (Check only one.): [ ] is a restatement. [ X ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Income Research & Management, Inc. ---------------------------------- Address: One Federal Street ------------------------------- 23rd floor ------------------------------- Boston, MA 02110-2003 ------------------------------- Form l3F 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: Assistant Vice President -------------------------- Phone: (617) 542-7070 --------------------------- Signature, Place, and Date of Signing: Christina Gaughran Boston, MA 4/15/2003 - --------------------------- ------------- --------- {Signature] [City, State] [Date] Report Type (Check only one.): [ X ] l3F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] l3F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] l3F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 71 ------- Form 13F Information Table Value Total: 342,287 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form l3F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. None
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 NAME OF ISSUER TITLE OF CLASS CUSIP MARKET SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY X($1000) PRN AMT PRN CALL DISCRETION ---------------------------- MANAGERS SOLE SHARED NONE AOL TIME WARNER COM 00184A105 334 30500 SH SOLE NONE NONE JOHNSON & JOHNSON SDCV 02261WAB5 5,984 7360 PRN PUT SOLE NONE NONE AOL TIME WARNER NOTE 12/0 02364JAC8 33,843 58277 PRN PUT SOLE NONE NONE AMERICAN INTL GROUP DBCV 11/0 026874AP2 34,118 53425 PRN PUT SOLE NONE NONE AMGEN INC NOTE 3/0 031162AE0 920 1200 PRN PUT SOLE NONE NONE ANALOG DEVICES SB NT CV 032654AD7 2,829 2750 PRN SOLE NONE NONE AVON PRODUCTS Note 7/1 054303AP7 10,210 18775 PRN PUT SOLE NONE NONE BAXTER INTERNATIONAL DBCV 1.25 6/0 071813AR0 8,074 8050 PRN PUT SOLE NONE NONE BERKSHIRE H. CL A 84670108 454 7 SH SOLE NONE NONE BOEING COM 97023105 459 18000 SH SOLE NONE NONE CSX CORP DBCV 10/3 126408GA5 2,787 3325 PRN PUT SOLE NONE NONE CENDANT COM 151313103 104 8000 SH SOLE NONE NONE CENDANT DEBT 2/1 151313AF0 1,289 2000 PRN PUT SOLE NONE NONE CITIGROUP COM 172967101 874 25000 SH SOLE NONE NONE CORNING COM 219350105 59 10000 SH SOLE NONE NONE CORNING INC DBCV 11/0 219350AJ4 7,235 10640 PRN PUT SOLE NONE NONE COUNTRYWIDE CREDIT LYON ZERO 222372AD6 11,473 13750 PRN PUT SOLE NONE NONE COUNTRYWIDE CREDIT LYON ZERO 222372AE4 1,398 1675 PRN PUT SOLE NONE NONE COX COMMUNICATIONS-PCS SDEB 0.426 4/1 224044AX5 5,040 10350 PRN PUT SOLE NONE NONE DEVON ENERGY-CHV DEB 4.95 8/1 25179MAB9 8,426 8150 PRN SOLE NONE NONE DIAMOND OFFSHORE DRILLING SR DB CV 144A 25271CAD4 1,854 2000 PRN PUT SOLE NONE NONE DIAMOND OFFSHORE DRILLING SUB DB CONV 25271CAE2 1,682 1800 PRN PUT SOLE NONE NONE EOP OPERATING LP Note 7.250%11/1 268766BR2 3,232 3000 PRN SOLE NONE NONE ELEC DATA SYS SR NT CV ZERO 285661AB0 9,742 12450 PRN PUT SOLE NONE NONE ENTERCOM COMM CL A 293639100 308 7000 SH SOLE NONE NONE FIRST DATA CORP SR CV DBT SEC 319963AD6 4,457 4000 PRN PUT SOLE NONE NONE FORD COM 345370860 379 50000 SH SOLE NONE NONE FRANKLIN RESOURCES SR LYON 144A 354613AA9 5,718 9500 PRN PUT SOLE NONE NONE FRANKLIN RESOURCES NOTE 9/2 354613AC5 2,859 4750 PRN PUT SOLE NONE NONE GENERAL MOTORS (sh) DEB SR CONV B 370442733 12,004 533500 SH PUT SOLE NONE NONE HCC INSURANCE NT CONV 404132AA0 2,704 2500 PRN PUT SOLE NONE NONE HEWLETT PACKARD SBLYON 144A 428236AA1 815 1675 PRN SOLE NONE NONE HEWLETT PACKARD SB LYON ZERO 428236AC7 2,619 5385 PRN SOLE NONE NONE HORACE MANN EDUCATORS NOTE 1.425% 5/1 440327AG9 460 1000 PRN PUT SOLE NONE NONE INTL PAPER DBCV 6/2 460146BM4 2,644 5000 PRN PUT SOLE NONE NONE RUSSELL 2000 COM 464287655 198 2700 SH SOLE NONE NONE LEGG MASON NOTE 6/0 524901AG0 1,745 3400 PRN PUT SOLE NONE NONE LOEWS-DO Note 3.125% 9/1 540424AL2 10,239 11105 PRN SOLE NONE NONE LOWES COMPANIES NOTE 2/1 548661CF2 4,803 6330 PRN PUT SOLE NONE NONE MARSH MACLEN COM 571748102 2,182 50500 SH SOLE NONE NONE MATTEL COM 577081102 208 9152 SH SOLE NONE NONE MEDTRONIC INC CONV DEB 144A 585055AA4 8,375 8000 PRN PUT SOLE NONE NONE MEDTRONIC INC CONV DEB 144A 585055AB2 3,141 3000 PRN PUT SOLE NONE NONE MERCK COM 589331107 499 9000 SH SOLE NONE NONE MERRILL LYNCH LYON ZERO 590188A65 40,719 76120 PRN PUT SOLE NONE NONE MERRILL-KR MTNF 1% 2/1 59018SZ23 3,954 4175 PRN SOLE NONE NONE MILACRON INC COM 598709103 44 11000 SH SOLE NONE NONE MOTOROLA COM 620076109 264 31600 SH SOLE NONE NONE NORTHROP COM 666807102 557 6400 SH SOLE NONE NONE PMI GROUP INC DBCV 2.5% 7/1 69344MAE1 1,036 1000 PRN PUT SOLE NONE NONE RAYMOND JAMES COM 754730109 196 7594 SH SOLE NONE NONE RITE AID COM 767754104 74 32925 SH SOLE NONE NONE SOLECTRON COM 834182107 47 15500 SH SOLE NONE NONE SOLECTRON SR LYON ZERO 834182AK3 919 1467 PRN PUT SOLE NONE NONE SUN MICROSYSTEMS COM 866810104 57 17000 SH SOLE NONE NONE THERMO ELECTRON CORP COM 883556102 201 11000 SH SOLE NONE NONE THERMO EL-THI SUB DB CONV 883556AH5 1,522 1500 PRN SOLE NONE NONE THERMO EL-TKN SDCV 3.250%11/0 883556AJ1 1,847 1950 PRN SOLE NONE NONE TRIBUNE NOTE 4/1 887364AE7 1,749 2600 PRN PUT SOLE NONE NONE TRAVELERS (sh) NT CV JR 2032 89420G307 11,168 499000 SH SOLE NONE NONE TRI CONTINENTAL COM 895436103 72 5606 SH SOLE NONE NONE TYCO COM 902124106 213 16550 SH SOLE NONE NONE TYCO LYON ZRO 144A 902124AA4 2,035 2700 PRN PUT SOLE NONE NONE TYCO LYON ZERO 902124AC0 565 750 PRN PUT SOLE NONE NONE UPS NOTE 1.75% 9/2 911312AB2 7,642 7500 PRN SOLE NONE NONE VERIZON GLOBAL NOTE 5/1 92344GAN6 24,455 41400 PRN PUT SOLE NONE NONE VERIZON GLOBAL DB CV ZRO 144A 92344GAP1 3,048 5160 PRN PUT SOLE NONE NONE WACHOVIA CORP COM 929903102 224 6500 SH SOLE NONE NONE WASTE MANAGEMENT COM 94106L109 429 20000 SH SOLE NONE NONE XL CAPITAL DBCV 5/2 98372PAB4 6,590 10450 PRN PUT SOLE NONE NONE XEROX SDCV 0.57% 4/2 984121BB8 13,887 21405 PRN PUT SOLE NONE NONE
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