13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-08-13, with 92 holding rows worth $1,242,884,000 by the sum of the rows.
- Accession
- 0001533551-13-000005
- Filer
- CIK 1533551
- Filed
- 2013-08-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 92 entries on the cover page, a total value of $1,157,579,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,242,884,000 with VALUE read as thousands by filing date, 13F file number 028-14868. The quarter's positions are built on this report. The resolved quarter.
The cover page states a total of $1,157,579,000, 7% less than the sum of the rows, $1,242,884,000. This page uses the sum of the rows.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 44,287 | $45,726,000 | thousands by filing date | principal |
| WABASH NATL CORP | 929566AH0 | CNV | 36,782 | $45,012,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RQF1 | MTNF 6/0 | 44,267 | $43,059,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 31,751 | $40,522,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RQH7 | MTNF 6/1 | 40,205 | $39,184,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38143UTC5 | CNV | 29,672 | $36,299,000 | thousands by filing date | principal |
| GT ADVANCED TECHNOLOGIES INC | 36191UAA4 | NOTE 3.000%10/0 | 41,873 | $35,749,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLD | 457985AK5 | NOTE | 35,540 | $34,918,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 33,275 | $34,148,000 | thousands by filing date | principal |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 28,549 | $33,616,000 | thousands by filing date | principal |
| HERCULES TECHNOLOGY GROWTH | 427096AB8 | CNV | 27,747 | $32,724,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 31,428 | $32,528,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORP | 74348TAD4 | NOTE | 29,154 | $31,140,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 31,209 | $29,336,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 23,677 | $28,368,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38141GMG6 | CNV | 31,876 | $26,885,000 | thousands by filing date | principal |
| ALTRA HOLDINGS INC | 02208RAE6 | NOTE 2.750% 3/0 | 20,700 | $24,853,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 22,968 | $23,872,000 | thousands by filing date | principal |
| TOWER GROUP INTL LTD | 891777AC8 | NOTE | 22,629 | $23,845,000 | thousands by filing date | principal |
| BRISTOW GROUP INC | 110394AC7 | NOTE | 20,083 | $23,773,000 | thousands by filing date | principal |
| PHOTRONICS INC | 719405AH5 | NOTE 3.250% 4/0 | 21,093 | $23,189,000 | thousands by filing date | principal |
| ALERE INC | 01449JAA3 | CORPORATE OBLIG | 22,459 | $22,249,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 17,877 | $21,832,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 21,823 | $21,646,000 | thousands by filing date | principal |
| ALLIANT TECHSYSTEMS 3.000/15/24 | 018804AK0 | NOTE | 18,046 | $20,742,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 21,361 | $20,213,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 14,569 | $19,495,000 | thousands by filing date | principal |
| BGC PARTNERS INC | 05541TAD3 | CORPORATE OBLIG | 17,986 | $18,323,000 | thousands by filing date | principal |
| GROUP 1 AUTOMOTIVE INC | 398905AE9 | FRNT | 14,577 | $17,429,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 15,280 | $16,846,000 | thousands by filing date | principal |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 14,111 | $15,928,000 | thousands by filing date | principal |
| HORSEHEAD HLDG CORP | 440694AB3 | NOTE 3.800% 7/0 | 14,821 | $15,886,000 | thousands by filing date | principal |
| GREEN PLAINS RENEWABLE ENERG | 393222AB0 | BOND | 12,159 | $13,998,000 | thousands by filing date | principal |
| COMTECH TELECOMMUNICATIO | 205826AF7 | NOTE | 13,612 | $13,901,000 | thousands by filing date | principal |
| IXIA | 45071RAB5 | NOTE 3.000%12/1 | 11,360 | $13,653,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 14,383 | $13,053,000 | thousands by filing date | principal |
| LIFEPOINT HEALTH INC | 53219LAH2 | CORPORATE OBLIG | 11,990 | $12,964,000 | thousands by filing date | principal |
| ENERSYS 3.375 | 29275YAA0 | NOTE | 9,868 | $12,915,000 | thousands by filing date | principal |
| LINEAR TECH INC | 535678AC0 | CORPORATE OBLIG | 11,349 | $11,846,000 | thousands by filing date | principal |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 10,876 | $11,488,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 8,098 | $10,937,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 11,937 | $10,870,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 8,357 | $10,549,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AD9 | NOTE | 5,824 | $10,218,000 | thousands by filing date | principal |
| WELLS FARGO & COMPANY | 94986RPJ4 | 0% 01/24/20 | 11,100 | $9,820,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 8,322 | $9,274,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AC9 | CORPORATE OBLIG | 9,374 | $9,245,000 | thousands by filing date | principal |
| ARRIS GROUP INC 2.000 | 04269QAC4 | NOTE | 8,801 | $9,065,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 8,739 | $8,542,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 7,936 | $8,442,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 5,298 | $7,944,000 | thousands by filing date | principal |
| MOLYCORP INC | 608753AA7 | CORPORATE OBLIG | 11,580 | $7,809,000 | thousands by filing date | principal |
| AAR CORP 2.25% CB 03/01/2016-REGISTERED | 000361AM7 | Bond | 7,833 | $7,760,000 | thousands by filing date | principal |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 7,302 | $7,489,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 7,310 | $7,271,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 6,564 | $7,069,000 | thousands by filing date | principal |
| NORTHGATE MINERALS CORP | 666416AB8 | NOTE 3.500%10/0 | 7,127 | $6,753,000 | thousands by filing date | principal |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 4,500 | $6,533,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 5,528 | $6,354,000 | thousands by filing date | principal |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 5,797 | $6,304,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 5,803 | $5,397,000 | thousands by filing date | principal |
| WELLS FARGO & COMPANY | 94986RQJ3 | 0% 01/24/20 | 5,480 | $4,848,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 4,440 | $4,573,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 4,068 | $4,335,000 | thousands by filing date | principal |
| #N/A Invalid Security | N8T23VAC5 | 1.05% 08/16/17 | 4,000 | $4,056,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAA8 | NOTE | 3,148 | $4,051,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 2,322 | $3,907,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORP | 74348TAC6 | NOTE 6.250% | 3,000 | $3,272,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 3,067 | $3,094,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 1,362 | $3,085,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AF8 | DBCV 6.750%10/1 | 2,100 | $2,935,000 | thousands by filing date | principal |
| KOHLBERG CAPITAL CORP | 500233AB7 | BOND | 2,090 | $2,874,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 2,755 | $2,760,000 | thousands by filing date | principal |
| JAKKS PAC INC | 47012EAD8 | NOTE 4.500%11/0 | 2,331 | $2,343,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 2,131 | $2,188,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 2,000 | $1,984,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE 1.625 | 440543AE6 | FRNT 1.625%11/1 | 1,618 | $1,867,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AL2 | DBCV 3.250%12/1 | 1,645 | $1,694,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 1,250 | $1,674,000 | thousands by filing date | principal |
| COINSTAR INC | 19259PAF9 | NOTE 4.000% | 1,138 | $1,649,000 | thousands by filing date | principal |
| E M C CORP MASS | 268648AM4 | NOTE 1.750%12/0 | 915 | $1,352,000 | thousands by filing date | principal |
| BARNES GROUP INC | 067806AD1 | BOND | 1,101 | $1,242,000 | thousands by filing date | principal |
| STEEL DYNAMICS INC | 858119AP5 | CORPORATE OBLIG | 1,102 | $1,176,000 | thousands by filing date | principal |
| AGCO CORP 1.250/15/36 | 001084AM4 | NOTE | 935 | $1,162,000 | thousands by filing date | principal |
| HAWAIIAN HOLDINGS INC | 419879AD3 | NOTE 5.000% 3/1 | 750 | $819,000 | thousands by filing date | principal |
| D.R. HORTON INC | 23331ABB4 | NOTE | 493 | $818,000 | thousands by filing date | principal |
| PROVIDENCE SVC CORP | 743815AB8 | NOTE 6.500% 5/1 | 500 | $518,000 | thousands by filing date | principal |
| DEALERTRACK TECHNOLOGIES INC | 242309AB8 | NOTE 1.500% 3/1 | 387 | $447,000 | thousands by filing date | principal |
| CACI INTL INC | 127190AD8 | NOTE 2.125% 5/0 | 355 | $425,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 265 | $379,000 | thousands by filing date | principal |
| AKORN INC | 009728AB2 | NOTE 3.500% 6/0 | 179 | $299,000 | thousands by filing date | principal |
| SIEMENS FINANCIERINGSMAT | B4Y3JZ0 | 1.65% 08/16/19 | 250 | $260,000 | thousands by filing date | principalThe CUSIP as filed is malformed. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-13-000005 | this filing | 2013-08-13 | acceptance time not in the bulk data set |