13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2014-09-30, filed 2014-11-12, with 81 holding rows worth $1,614,016,000.
- Accession
- 0001533551-14-000005
- Filer
- CIK 1533551
- Filed
- 2014-11-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2014
A holdings report, 81 entries on the cover page, a total value of $1,614,016,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,614,016,000 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 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 |
|---|---|---|---|---|---|---|
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 70,034 | $69,756,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 65,605 | $64,302,000 | thousands by filing date | principal |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 49,606 | $54,208,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RQF1 | MTNF 6/0 | 43,251 | $53,544,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 53,673 | $53,473,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 52,628 | $52,207,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLD | 457985AK5 | NOTE | 46,803 | $50,489,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 47,170 | $47,656,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 45,708 | $47,365,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 43,966 | $44,076,000 | thousands by filing date | principal |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 40,962 | $43,508,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 43,005 | $43,383,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 53,668 | $41,942,000 | thousands by filing date | principal |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 39,021 | $40,794,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 41,380 | $40,333,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 39,679 | $39,647,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 40,878 | $39,592,000 | thousands by filing date | principal |
| UBS AG | 90270KAW9 | NOTE 2/1 | 38,989 | $38,252,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 15,250 | $36,969,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 35,936 | $36,430,000 | thousands by filing date | principal |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 36,013 | $36,298,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38141GMG6 | CNV | 31,022 | $35,392,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 16,064 | $32,853,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 35,174 | $32,388,000 | thousands by filing date | principal |
| BGC PARTNERS INC | 05541TAD3 | CORPORATE OBLIG | 25,495 | $27,174,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38147QMF0 | CNV | 24,914 | $25,693,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 25,998 | $25,575,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 26,081 | $24,911,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORP | 74348TAD4 | NOTE | 23,431 | $24,415,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 20,902 | $21,872,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 18,943 | $19,748,000 | thousands by filing date | principal |
| WABASH NATL CORP | 929566AH0 | CNV | 13,562 | $18,069,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 15,339 | $17,131,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 15,840 | $15,555,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38147QLX2 | MTNF 2/1 | 16,046 | $15,000,000 | thousands by filing date | principal |
| PHOTRONICS INC | 719405AH5 | NOTE 3.250% 4/0 | 13,185 | $14,125,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AH0 | NOTE 1.875% 9/0 | 11,587 | $13,198,000 | thousands by filing date | principal |
| WELLS FARGO & COMPANY | 94986RPJ4 | 0% 01/24/20 | 10,864 | $12,241,000 | thousands by filing date | principal |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 4,400 | $11,860,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 11,241 | $11,743,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 11,020 | $11,410,000 | thousands by filing date | principal |
| JDS UNIPHASE CORP | 46612JAF8 | DBCV 0.625% 8/1 | 10,717 | $10,767,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 7,772 | $10,458,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 5,149 | $9,912,000 | thousands by filing date | principal |
| GT Advanced Technologies Inc. | 36191UAB2 | CONV | 8,595 | $9,820,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAL5 | CONV | 10,430 | $9,685,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 7,357 | $9,095,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 8,533 | $9,052,000 | thousands by filing date | principal |
| AAR CORP 2.25% CB 03/01/2016-REGISTERED | 000361AM7 | Bond | 8,833 | $9,007,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 8,680 | $8,813,000 | thousands by filing date | principal |
| ARES COML REAL ESTATE CORP | 04013VAB4 | NOTE 7.000%12/1 | 7,855 | $8,203,000 | thousands by filing date | principal |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 7,297 | $8,071,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 7,576 | $7,976,000 | thousands by filing date | principal |
| Portfolio Recovery Associates | 73640QAA3 | CONV | 7,196 | $7,841,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 5,480 | $6,449,000 | thousands by filing date | principal |
| HERCULES TECHNOLOGY GROWTH | 427096AB8 | CNV | 5,002 | $6,366,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 5,994 | $6,343,000 | thousands by filing date | principal |
| WELLS FARGO & COMPANY | 94986RQJ3 | 0% 01/24/20 | 5,446 | $6,136,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AD9 | NOTE | 2,468 | $5,774,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 5,515 | $5,728,000 | thousands by filing date | principal |
| KOHLBERG CAPITAL CORP | 500233AB7 | BOND | 4,850 | $5,683,000 | thousands by filing date | principal |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 4,348 | $5,581,000 | thousands by filing date | principal |
| BRISTOW GROUP INC | 110394AC7 | NOTE | 4,871 | $5,285,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 4,532 | $5,122,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 2,842 | $4,915,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 3,961 | $4,635,000 | thousands by filing date | principal |
| ENERSYS 3.375 | 29275YAA0 | NOTE | 2,915 | $4,339,000 | thousands by filing date | principal |
| SPANSION LLC | 84649PAL9 | NOTE 2.000 9/0 | 2,389 | $4,183,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 4,068 | $4,119,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 4,419 | $3,805,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 2,654 | $3,585,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 3,008 | $3,444,000 | thousands by filing date | principal |
| EXPAND ENERGY CORP | 165167BZ9 | CORPORATE OBLIG | 2,932 | $2,983,000 | thousands by filing date | principal |
| HORSEHEAD HLDG CORP | 440694AB3 | NOTE 3.800% 7/0 | 2,138 | $2,759,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 2,321 | $2,747,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 2,419 | $2,491,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 2,107 | $2,447,000 | thousands by filing date | principal |
| ALERE INC | 01449JAA3 | CORPORATE OBLIG | 1,984 | $2,125,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 1,350 | $1,509,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 1,243 | $1,261,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 198 | $925,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-14-000005 | this filing | 2014-11-12 | acceptance time not in the bulk data set |