13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2018-09-30, filed 2018-11-13, with 68 holding rows worth $1,602,461,000.
- Accession
- 0001533551-18-000004
- Filer
- CIK 1533551
- Filed
- 2018-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2018
A holdings report, 68 entries on the cover page, a total value of $1,602,461,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,602,461,000 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 |
|---|---|---|---|---|---|---|
| TUTOR PERINI CORP | 901109AD0 | NOTE 2.875% 6/1 | 93,326 | $95,426,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAB1 | NOTE 4.750% 8/2 | 87,935 | $87,455,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAP6 | NOTE 0.500%12/1 | 71,365 | $65,552,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 55,380 | $64,128,000 | thousands by filing date | principal |
| HANNON ARMSTRONG SUST INFR C | 41068XAB6 | NOTE 4.125% 9/0 | 65,302 | $63,743,000 | thousands by filing date | principal |
| SYNAPTICS INC | 87157DAD1 | NOTE 0.500% 6/1 | 64,727 | $62,075,000 | thousands by filing date | principal |
| PACIRA BIOSCIENCES | 695127AD2 | NOTE 2.375% 4/0 | 58,475 | $61,983,000 | thousands by filing date | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 61,431 | $61,590,000 | thousands by filing date | principal |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 54,973 | $59,504,000 | thousands by filing date | principal |
| HCI GROUP INC | 40416EAD5 | NOTE 4.250% 3/0 | 53,579 | $53,445,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 55,109 | $52,873,000 | thousands by filing date | principal |
| PORTFOLIO RECOVERY ASSOCS IN | 73640QAB1 | NOTE 3.000% 8/0 | 47,023 | $45,464,000 | thousands by filing date | principal |
| PDC ENERGY INC | 69327RAD3 | NOTE 1.125% 9/1 | 46,503 | $45,239,000 | thousands by filing date | principal |
| AMTRUST FINL SVCS INC | 032359AG6 | NOTE 2.750%12/1 | 47,296 | $44,893,000 | thousands by filing date | principal |
| GPMT 5.625 22 | 38741LAB3 | Bond 30/360P2 U | 38,715 | $40,141,000 | thousands by filing date | principal |
| NEW YORK MTG TRUST | 649604AD7 | NOTE 6.250% 1/1 | 39,761 | $39,786,000 | thousands by filing date | principal |
| ATSG | 00922RAA3 | 1.125% 10/15/24 | 39,000 | $37,385,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 36,622 | $36,570,000 | thousands by filing date | principal |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 35,505 | $35,925,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 38,685 | $35,712,000 | thousands by filing date | principal |
| EZPW | 302301AD8 | 2.375% 05/01/25 | 35,540 | $32,782,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 25,230 | $29,332,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 16,977 | $28,696,000 | thousands by filing date | principal |
| HORIZON GLOBAL CORP | 44052WAA2 | NOTE 2.750% 7/0 | 35,583 | $26,716,000 | thousands by filing date | principal |
| HERCULES CAPITAL INC | 427096AF9 | DBCV 4.375% 2/0 | 27,072 | $26,299,000 | thousands by filing date | principal |
| INPHI CORP | 45772FAC1 | NOTE 0.750% 9/0 | 26,042 | $25,720,000 | thousands by filing date | principal |
| LGI HOMES INC | 50187TAB2 | NOTE 4.25011/1 | 11,121 | $24,527,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 24,000 | $24,467,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAJ6 | NOTE 4.125% 9/1 | 17,548 | $22,813,000 | thousands by filing date | principal |
| AEGEAN MARINE PETE NETWORK I | 00773VAB2 | NOTE 4.250%12/1 | 35,170 | $20,575,000 | thousands by filing date | principal |
| GOLDMAN SACHS BDC INC | 38147UAB3 | NOTE 4.500% 4/0 | 20,115 | $20,376,000 | thousands by filing date | principal |
| CALAMP CORP | 128126AB5 | NOTE 1.625% 5/1 | 16,879 | $17,746,000 | thousands by filing date | principal |
| ARBOR REALTY TRUST INC | 038923AB4 | NOTE 5.375%11/1 | 14,616 | $17,481,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 13,330 | $15,008,000 | thousands by filing date | principal |
| INTEGRATED DEVICE TECHNOLOGY | 458118AC0 | NOTE 0.87511/1 | 8,969 | $13,501,000 | thousands by filing date | principal |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 13,808 | $13,231,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC 0.125 05/01/2025 | 00971TAH4 | Convertible Bond - Private Placement | 13,000 | $12,817,000 | thousands by filing date | principal |
| KAMAN CORP | 483548AF0 | BOND | 9,831 | $11,569,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 9,300 | $9,986,000 | thousands by filing date | principal |
| ANI PHARMACEUTICALS INC | 00182CAA1 | NOTE 3.00012/0 | 9,000 | $9,564,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 9,365 | $9,539,000 | thousands by filing date | principal |
| GREEN PLAINS INC | 393222AF1 | NOTE 4.125% 9/0 | 8,060 | $7,730,000 | thousands by filing date | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 7,918 | $7,590,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 7,483 | $7,003,000 | thousands by filing date | principal |
| FCN | 302941AN9 | 2% 08/15/23 | 7,030 | $6,852,000 | thousands by filing date | principal |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 8,027 | $6,838,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 94986RQF1 | MTNF 6/0 | 3,668 | $6,070,000 | thousands by filing date | principal |
| HCI GROUP INC | 40416EAB9 | NOTE 3.875% 3/1 | 5,869 | $5,853,000 | thousands by filing date | principal |
| GOLDMAN SACHS GROUP INC | 38147QMF0 | CNV | 6,052 | $5,710,000 | thousands by filing date | principal |
| VITAMIN SHOPPE INC | 92849EAB7 | NOTE 2.25012/0 | 6,000 | $5,213,000 | thousands by filing date | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 5,028 | $5,188,000 | thousands by filing date | principal |
| ROVI CORP | 779376AD4 | NOTE 0.500% 3/0 | 4,914 | $4,688,000 | thousands by filing date | principal |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 4,388 | $4,437,000 | thousands by filing date | principal |
| BLACKROCK CAP INVT CORP | 092533AC2 | NOTE 5.000% 6/1 | 4,285 | $4,374,000 | thousands by filing date | principal |
| EZCORP INC | 302301AB2 | NOTE 2.125% 6/1 | 3,859 | $3,834,000 | thousands by filing date | principal |
| SM ENERGY CO | 78454LAM2 | NOTE 1.500% 7/0 | 3,400 | $3,739,000 | thousands by filing date | principal |
| SIXTH STREET SPECIALTY LENDING | 87265KAD4 | NOTE 4.500% 8/0 | 2,552 | $2,576,000 | thousands by filing date | principal |
| TCP Cap Corp Sr Conv Nt | 87238qad5 | CONV | 2,230 | $2,234,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAH0 | NOTE 4.250% 5/0 | 1,882 | $2,024,000 | thousands by filing date | principal |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 1,500 | $1,671,000 | thousands by filing date | principal |
| OASIS PETE INC NEW | 674215AJ7 | NOTE | 1,218 | $1,638,000 | thousands by filing date | principal |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 1,153 | $1,238,000 | thousands by filing date | principal |
| ZILLOW GROUP INC | 98954MAC5 | NOTE 1.500% 7/0 | 1,333 | $1,234,000 | thousands by filing date | principal |
| CSG SYS INTL INC | 126349AF6 | NOTE 4.250% 3/1 | 1,123 | $1,183,000 | thousands by filing date | principal |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 1,030 | $1,094,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 459 | $465,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAB1 | NOTE 2.000%10/0 | 280 | $252,000 | thousands by filing date | principal |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 100 | $99,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-18-000004 | this filing | 2018-11-13 | acceptance time not in the bulk data set |