13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-10, with 75 holding rows worth $1,844,854,000.
- Accession
- 0001533551-16-000009
- Filer
- CIK 1533551
- Filed
- 2016-08-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 75 entries on the cover page, a total value of $1,844,854,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,844,854,000 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 |
|---|---|---|---|---|---|---|
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 75,748 | $75,464,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 77,346 | $75,364,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 77,172 | $73,506,000 | thousands by filing date | principal |
| ANI PHARMACEUTICALS INC | 00182CAA1 | NOTE 3.00012/0 | 67,426 | $72,904,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 63,432 | $64,701,000 | thousands by filing date | principal |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 67,507 | $64,089,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 65,280 | $61,567,000 | thousands by filing date | principal |
| CALAMP CORP | 128126AB5 | NOTE 1.625% 5/1 | 62,698 | $58,466,000 | thousands by filing date | principal |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 51,248 | $54,515,000 | thousands by filing date | principal |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 48,041 | $51,974,000 | thousands by filing date | principal |
| LGI HOMES INC | 50187TAB2 | NOTE 4.25011/1 | 30,125 | $46,844,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 43,553 | $42,655,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 42,854 | $42,345,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 45,901 | $41,254,000 | thousands by filing date | principal |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 44,714 | $40,941,000 | thousands by filing date | principal |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 39,355 | $39,134,000 | thousands by filing date | principal |
| UBS AG | 90270KAW9 | NOTE 2/1 | 38,244 | $38,971,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RQF1 | MTNF 6/0 | 33,072 | $38,641,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 41,464 | $37,577,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RQH7 | MTNF 6/1 | 36,873 | $34,804,000 | thousands by filing date | principal |
| RESOURCE CAP CORP | 76120WAB0 | NOTE 8.000% 1/1 | 33,528 | $32,878,000 | thousands by filing date | principal |
| PORTFOLIO RECOVERY ASSOCS IN | 73640QAB1 | NOTE 3.000% 8/0 | 41,326 | $32,415,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 29,545 | $31,779,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 81170YAB5 | NOTE 3.000%11/1 | 38,330 | $30,856,000 | thousands by filing date | principal |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 28,241 | $30,341,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 29,823 | $29,804,000 | thousands by filing date | principal |
| IDTI 0.875 22 | 458118AB2 | Bond 30/360P2 U | 30,672 | $29,675,000 | thousands by filing date | principal |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 31,292 | $28,847,000 | thousands by filing date | principal |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 29,200 | $28,324,000 | thousands by filing date | principal |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 28,526 | $28,062,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 23,005 | $25,507,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38141GMG6 | CNV | 23,316 | $25,057,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAM3 | NOTE 0.500%12/1 | 23,795 | $23,007,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 19,561 | $22,776,000 | thousands by filing date | principal |
| TICC CAPITAL CORP | 87244TAB5 | DBCV 7.500%11/0 | 21,716 | $21,730,000 | thousands by filing date | principal |
| EBS 2.875 01/21 | 29089QAB1 | Bond 30/360P2 U | 18,890 | $21,476,000 | thousands by filing date | principal |
| BROCADE COMMUNICATIONS SYS I | 111621AQ1 | NOTE 1.375% 1/0 | 20,408 | $20,127,000 | thousands by filing date | principal |
| BLACKROCK CAPITAL INVESTMENT | 092533AB4 | NOTE 5.500prct 2/1 | 19,058 | $19,451,000 | thousands by filing date | principal |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 18,974 | $18,713,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 19,409 | $18,160,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 31,565 | $18,110,000 | thousands by filing date | principal |
| TRINITY BIOTECH INVT LTD | 89643QAB4 | NOTE 4.000% 4/0 | 20,050 | $17,669,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 18,584 | $17,202,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38147QLX2 | MTNF 2/1 | 13,701 | $14,446,000 | thousands by filing date | principal |
| BGC PARTNERS INC | 05541TAD3 | CORPORATE OBLIG | 12,926 | $12,974,000 | thousands by filing date | principal |
| LNKD .5 11/19 | 53578AAB4 | Bond 30/360P2 U | 12,978 | $12,873,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 14,558 | $12,829,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 458660AD9 | NOTE 1.500% 3/0 | 11,926 | $12,396,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 11,733 | $12,136,000 | thousands by filing date | principal |
| HURON CONSULTING GROUP INC | 447462AB8 | NOTE 1.250%10/0 | 11,281 | $11,514,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 10,876 | $10,441,000 | thousands by filing date | principal |
| WELLS FARGO & COMPANY | 94986RPJ4 | 0% 01/24/20 | 9,775 | $10,412,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38147QMF0 | CNV | 10,790 | $10,037,000 | thousands by filing date | principal |
| PHOTRONICS INC | 719405AK8 | NOTE 3.250 4/0 | 8,583 | $9,554,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 13,012 | $9,255,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 11,303 | $9,198,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 8,472 | $9,044,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 10,601 | $8,620,000 | thousands by filing date | principal |
| HCI GROUP INC | 40416EAB9 | NOTE 3.875% 3/1 | 8,938 | $7,849,000 | thousands by filing date | principal |
| BLACKROCK TCP CAPITAL CORP | 87238QAB9 | COM | 6,158 | $6,354,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 6,074 | $5,634,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 5,520 | $5,454,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 4,715 | $4,803,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 3,250 | $3,197,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 4,058 | $3,137,000 | thousands by filing date | principal |
| ENVESTNET INC | 29404KAA4 | NOTE 1.75012/1 | 2,326 | $2,099,000 | thousands by filing date | principal |
| TPG SPECIALTY LENDING INC | 87265KAB8 | NOTE 4.50012/1 | 1,921 | $1,962,000 | thousands by filing date | principal |
| WELLS FARGO & COMPANY | 94986RQJ3 | 0% 01/24/20 | 1,840 | $1,951,000 | thousands by filing date | principal |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 1,747 | $1,902,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 1,627 | $1,623,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 1,374 | $1,427,000 | thousands by filing date | principal |
| PROSHARES TR | 74348A335 | COM | 57,000 | $1,350,000 | thousands by filing date | |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 1,037 | $1,223,000 | thousands by filing date | principal |
| PROSHARES | 74348A442 | EXCHANGE TRADED | 36,311 | $953,000 | thousands by filing date | |
| Proshs UltraPro Shrt QQQ | 74348A418 | Equity | 28,417 | $525,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-16-000009 | this filing | 2016-08-10 | acceptance time not in the bulk data set |