13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2017-09-30, filed 2017-11-13, with 62 holding rows worth $1,864,820,000.
- Accession
- 0001533551-17-000004
- Filer
- CIK 1533551
- Filed
- 2017-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2017
A holdings report, 62 entries on the cover page, a total value of $1,864,820,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,864,820,000 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 |
|---|---|---|---|---|---|---|
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 75,748 | $91,750,000 | thousands by filing date | principal |
| ANI PHARMACEUTICALS INC | 00182CAA1 | NOTE 3.00012/0 | 58,241 | $63,483,000 | thousands by filing date | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 59,713 | $60,385,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 58,158 | $57,795,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 33,945 | $57,452,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAB1 | NOTE 4.750% 8/2 | 56,150 | $57,238,000 | thousands by filing date | principal |
| PORTFOLIO RECOVERY ASSOCS IN | 73640QAB1 | NOTE 3.000% 8/0 | 59,966 | $55,431,000 | thousands by filing date | principal |
| IMPAX LABORATORIES INC | 45256BAE1 | NOTE 2.000% 6/1 | 60,050 | $54,270,000 | thousands by filing date | principal |
| INTEGRATED DEVICE TECHNOLOGY | 458118AC0 | NOTE 0.87511/1 | 49,582 | $53,115,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 52,307 | $52,732,000 | thousands by filing date | principal |
| HANNON ARMSTRONG SUST INFR C | 41068XAB6 | NOTE 4.125% 9/0 | 47,325 | $49,100,000 | thousands by filing date | principal |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 46,356 | $44,821,000 | thousands by filing date | principal |
| Aceto Corp | 004446AD2 | CONV BOND | 49,764 | $44,228,000 | thousands by filing date | principal |
| UBS AG | 90270KAW9 | NOTE 2/1 | 34,883 | $44,211,000 | thousands by filing date | principal |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 51,600 | $44,183,000 | thousands by filing date | principal |
| NEW YORK MTG TRUST | 649604AD7 | NOTE 6.250% 1/1 | 42,189 | $42,242,000 | thousands by filing date | principal |
| CALAMP CORP | 128126AB5 | NOTE 1.625% 5/1 | 38,634 | $41,387,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 39,050 | $41,271,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RQH7 | MTNF 6/1 | 39,748 | $40,913,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 41,692 | $40,884,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 40,448 | $40,448,000 | thousands by filing date | principal |
| ON | 682189AN5 | 1.625% 10/15/23 | 34,530 | $40,271,000 | thousands by filing date | principal |
| BLACKROCK CAP INVT CORP | 092533AC2 | NOTE 5.000% 6/1 | 37,625 | $39,506,000 | thousands by filing date | principal |
| TUTOR PERINI CORP | 901109AD0 | NOTE 2.875% 6/1 | 33,480 | $39,151,000 | thousands by filing date | principal |
| LGI HOMES INC | 50187TAB2 | NOTE 4.25011/1 | 16,510 | $37,509,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 31,269 | $37,464,000 | thousands by filing date | principal |
| SCMP 3.25 12/21 | 864909AA4 | Bond 30/360P2 U | 35,006 | $36,341,000 | thousands by filing date | principal |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 33,096 | $34,482,000 | thousands by filing date | principal |
| AMTRUST FINL SVCS INC | 032359AG6 | NOTE 2.750%12/1 | 46,179 | $34,172,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38141GMG6 | CNV | 20,676 | $33,784,000 | thousands by filing date | principal |
| HORIZON GLOBAL CORP | 44052WAA2 | NOTE 2.750% 7/0 | 32,309 | $33,480,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 30,858 | $31,186,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RQF1 | MTNF 6/0 | 19,909 | $26,437,000 | thousands by filing date | principal |
| ARBOR RLTY TR INC | 038923AA6 | NOTE 6.50010/0 | 24,470 | $26,259,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 26,237 | $26,204,000 | thousands by filing date | principal |
| PROSPECT CAP CORP | 74348TAR3 | NOTE 4.950% 7/1 | 24,343 | $24,252,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 21,141 | $22,740,000 | thousands by filing date | principal |
| TRINITY BIOTECH INVT LTD | 89643QAB4 | NOTE 4.000% 4/0 | 27,900 | $22,651,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 15,673 | $18,004,000 | thousands by filing date | principal |
| VITAMIN SHOPPE INC | 92849EAB7 | NOTE 2.25012/0 | 23,014 | $17,088,000 | thousands by filing date | principal |
| HURON CONSULTING GROUP INC | 447462AB8 | NOTE 1.250%10/0 | 17,996 | $16,871,000 | thousands by filing date | principal |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 16,000 | $16,050,000 | thousands by filing date | principal |
| WELLS FARGO & COMPANY | 94986RPJ4 | 0% 01/24/20 | 9,559 | $15,684,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38147QLX2 | MTNF 2/1 | 12,064 | $15,447,000 | thousands by filing date | principal |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 15,934 | $15,317,000 | thousands by filing date | principal |
| EBS 2.875 01/21 | 29089QAB1 | Bond 30/360P2 U | 10,363 | $14,942,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAM3 | NOTE 0.500%12/1 | 13,403 | $13,973,000 | thousands by filing date | principal |
| HCI GROUP INC | 40416EAB9 | NOTE 3.875% 3/1 | 13,248 | $13,124,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 11,564 | $12,193,000 | thousands by filing date | principal |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 11,655 | $12,063,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 11,920 | $10,803,000 | thousands by filing date | principal |
| COWEN INC | 223622AB7 | NOTE 3.000 3/1 | 7,148 | $7,537,000 | thousands by filing date | principal |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 5,396 | $7,281,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 6,303 | $6,835,000 | thousands by filing date | principal |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 6,497 | $6,724,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38147QMF0 | CNV | 6,586 | $6,285,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 3,832 | $3,731,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 2,573 | $3,273,000 | thousands by filing date | principal |
| WELLS FARGO & COMPANY | 94986RQJ3 | 0% 01/24/20 | 1,724 | $2,820,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 2,394 | $2,463,000 | thousands by filing date | principal |
| ROVI CORP | 779376AD4 | NOTE 0.500% 3/0 | 1,854 | $1,871,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 1,055 | $1,213,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-17-000004 | this filing | 2017-11-13 | acceptance time not in the bulk data set |