Wellesley Asset Management — Q2 2016 13F Holdings

Name: Wellesley Asset Management — 13F Holdings, Q2 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001533551

Total reported value

$952.5M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	TTMI 1.75 12-15-20	Ttm Technologies INC	Stock-Tech	4.09%	—	+0.91%
2	AAWW 2.25 06-01-22	Atlas Air Worldwide Hldg	Stock-Other	4.09%	—	+9.56%
3	DBRG 3.875 01-15-21	Colony Capital INC	Stock-Financials	3.98%	—	+5.08%
4	ANIP 3 12-01-19	Ani Pharmaceuticals INC	Stock-Other	3.95%	—	+9.90%
5	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	Stock-Other	3.51%	—	+8.47%
6	ECHO 2.5 05-01-20	Echo Global Logistics	Stock-Comm Services	3.47%	—	-2.24%
7	PMT 5.375 05-01-20	Pennymac CORP	Stock-Other	3.34%	—	+8.41%
8	CAMP 1.625 05-15-20	Calamp CORP	Stock-Other	3.17%	—	—
9	BXMT 5.25 12-01-18	Blackstone Mortgage Tr	Stock-Real Estate	2.95%	—	-4.98%
10	RGEN 2.125 06-01-21	Repligen CORP	Stock-Healthcare	2.82%	—	—
11	LGIH 4.25 11-15-19	Lgi Homes INC	Stock-Other	2.54%	—	—
12	MHO 3 03-01-18	M/i Homes INC	Stock-Consumer Disc	2.31%	—	+0.29%
13	RWT 4.625 04-15-18	Redwood Trust INC	Stock-Other	2.30%	—	-3.47%
14	ON 1 12-01-20	On Semiconductor CORP	Stock-Tech	2.24%	—	—
15	VRNT 1.5 06-01-21	Verint Systems INC	Stock-Other	2.22%	—	-8.14%
16	SNCR 0.75 08-15-19	Synchronoss Technologies	Stock-Other	2.12%	—	+66.10%
17	UBS 0 02-15-21 GOOG	UBS AG London	Stock-Financials	2.11%	—	+1.35%
18	WFC 0 06-05-20 INTC	Wells Fargo & Company	Stock-Financials	2.09%	—	-3.34%
19	REGI 2.75 06-15-19	Renewable Energy Group I	Stock-Other	2.04%	—	+0.12%
20	WFC 0 06-10-20 IP	Wells Fargo & Company	Stock-Financials	1.89%	—	+4.67%
21	ACR 8 01-15-20	Exantas Capital CORP	Stock-Other	1.78%	—	+4.68%
22	PRAA 3 08-01-20	Pra Group INC	Stock-Other	1.76%	—	+22.92%
23	JAZZ 1.875 08-15-21	Jazz Investments I LTD	Stock-Healthcare	1.72%	—	+1.55%
24	CKH 3 11-15-28	Seacor Holdings INC	Stock-Other	1.67%	—	-17.90%
25	EFII 0.75 09-01-19	Electronics For Imaging	Stock-Other	1.64%	—	+5.01%
26	MTH 1.875 09-15-32	Meritage Homes CORP	Stock-Consumer Disc	1.62%	—	-26.16%
27	✓	Integrated Device Technology	Stock-Other	1.61%	—	—
28	FOR 3.75 03-01-20	Forestar Group INC	Stock-Other	1.56%	—	-16.73%
29	ACR 6 12-01-18	Exantas Capital CORP	Stock-Other	1.54%	—	+1.76%
30	RWT 5.625 11-15-19	Rwt Holdings INC	Stock-Other	1.52%	—	+0.34%
31	NHI 3.25 04-01-21	National Health Investor	Stock-Other	1.38%	—	-16.30%
32	GS 0 01-24-20 AAPL	Goldman Sachs Group INC	Stock-Financials	1.36%	—	-3.25%
33	IIVI 0.5 12-15-33	Finisar CORP	Stock-Other	1.25%	—	-6.41%
34	BSFT 1.5 07-01-18	Cisco Systems INC	Stock-Other	1.23%	—	-6.93%
35	OXSQ 7.5 11-01-17	Ticc Capital CORP	Stock-Other	1.18%	—	-15.58%
36	EBS 2.875 01-15-21	Emergent Biosolutions	Stock-Healthcare	1.16%	—	-0.61%
37	BRCD 1.375 01-01-20	Brocade Communications	Stock-Other	1.09%	—	+122.60%
38	BKCC 5.5 02-15-18	Blackrock Capital Invest	Stock-Other	1.05%	—	-25.13%
39	NMFC 5 06-15-19	New Mountain Finance Cor	Stock-Other	1.01%	—	+6.01%
40	GTLS 2 08-01-18	Chart Industries INC	Stock-Industrials	0.98%	—	+20.91%
41	HOSS 1.5 09-01-19	Hornbeck Offshore Serv	Stock-Other	0.98%	—	-39.56%
42	TRIB 4 04-01-45	Trinity Biotech Inv LP	Stock-Other	0.96%	—	—
43	CAA 0.25 06-01-19	Calatlantic Group INC	Stock-Other	0.93%	—	-20.80%
44	GS 0 02-19-21 0000	Goldman Sachs Group INC	Stock-Financials	0.78%	—	-6.50%
45	BGCP 4.5 07-15-16	Bgc Partners INC	Stock-Other	0.70%	—	-17.47%
46	LNKD 0.5 11-01-19	Linkedin CORP	Stock-Other	0.70%	—	-38.04%
47	HLX 3.25 03-15-32	Helix Energy Solutions	Stock-Other	0.70%	—	-46.83%
48	IDCC 1.5 03-01-20	Interdigital INC	Stock-Tech	0.67%	—	—
49	ARCC 4.75 01-15-18	Ares Capital CORP	Stock-Financials	0.66%	—	-14.87%
50	HURN 1.25 10-01-19	Huron Consulting Group I	Stock-Other	0.62%	—	+11.78%

1–50 of 75

Holding changes this quarter

Position changes disclosed by Wellesley Asset Management for the quarter ending Q2 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SNCR 0.75 08-15-19	Synchronoss Technologies	+0.8%	+66.10%	Add
2	ANIP 3 12-01-19	Ani Pharmaceuticals INC	+0.7%	+9.90%	Add
3	BRCD 1.375 01-01-20	Brocade Communications	+0.6%	+122.60%	Add
4	AAWW 2.25 06-01-22	Atlas Air Worldwide Hldg	+0.5%	+9.56%	Add
5	LGIH 4.25 11-15-19	Lgi Homes INC	+0.3%	—	Unchanged
6	HCI 3.875 03-15-19	Hci Group INC	+0.3%	+168.09%	Add
7	PRAA 3 08-01-20	Pra Group INC	+0.2%	+22.92%	Add
8	PMT 5.375 05-01-20	Pennymac CORP	+0.2%	+8.41%	Add
9	TTMI 1.75 12-15-20	Ttm Technologies INC	+0.1%	+0.91%	Add
10	GTLS 2 08-01-18	Chart Industries INC	+0.1%	+20.91%	Add
11	DBRG 3.875 01-15-21	Colony Capital INC	+0.1%	+5.08%	Add
12	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	+0.1%	+8.47%	Add
13	RWT 5.625 11-15-19	Rwt Holdings INC	—	+0.34%	Add
14	EFII 0.75 09-01-19	Electronics For Imaging	0%	+5.01%	Add
15	ACR 6 12-01-18	Exantas Capital CORP	0%	+1.76%	Add
16	ACR 8 01-15-20	Exantas Capital CORP	0%	+4.68%	Add
17	WFC 0 06-10-20 IP	Wells Fargo & Company	0%	+4.67%	Add
18	ARCC 4.875 03-15-17	Ares Capital CORP	-0.1%	-30.35%	Trim
19	ARCC 4.75 01-15-18	Ares Capital CORP	-0.2%	-14.87%	Trim
20	ICON 1.5 03-15-18	Iconix Brand Group INC	-0.2%	-35.31%	Trim
21	IIVI 0.5 12-15-33	Finisar CORP	-0.2%	-6.41%	Trim
22	BGCP 4.5 07-15-16	Bgc Partners INC	-0.2%	-17.47%	Trim
23	NHI 3.25 04-01-21	National Health Investor	-0.3%	-16.30%	Trim
24	OXSQ 7.5 11-01-17	Ticc Capital CORP	-0.3%	-15.58%	Trim
25	EBS 2.875 01-15-21	Emergent Biosolutions	-0.3%	-0.61%	Trim
26	CAA 0.25 06-01-19	Calatlantic Group INC	-0.3%	-20.80%	Trim
27	NR 4 10-01-17	Newpark Resources INC	-0.3%	-49.88%	Trim
28	VRNT 1.5 06-01-21	Verint Systems INC	-0.3%	-8.14%	Trim
29	GS 0 01-24-20 AAPL	Goldman Sachs Group INC	-0.3%	-3.25%	Trim
30	FOR 3.75 03-01-20	Forestar Group INC	-0.4%	-16.73%	Trim
31	BXMT 5.25 12-01-18	Blackstone Mortgage Tr	-0.4%	-4.98%	Trim
32	KBH 1.375 02-01-19	Kb Home	-0.4%	-38.54%	Trim
33	LNKD 0.5 11-01-19	Linkedin CORP	-0.4%	-38.04%	Trim
34	CKH 3 11-15-28	Seacor Holdings INC	-0.5%	-17.90%	Trim
35	BKCC 5.5 02-15-18	Blackrock Capital Invest	-0.5%	-25.13%	Trim
36	HLX 3.25 03-15-32	Helix Energy Solutions	-0.6%	-46.83%	Trim
37	ECHO 2.5 05-01-20	Echo Global Logistics	-0.6%	-2.24%	Trim
38	TOL 0.5 09-15-32	Toll Bros Finance CORP	-0.6%	-77.11%	Trim
39	MTH 1.875 09-15-32	Meritage Homes CORP	-0.7%	-26.16%	Trim
40	HOSS 1.5 09-01-19	Hornbeck Offshore Serv	-0.9%	-39.56%	Trim
41	CAMP 1.625 05-15-20	Calamp CORP	—	NEW	New buy
42	RGEN 2.125 06-01-21	Repligen CORP	—	NEW	New buy
43	ON 1 12-01-20	On Semiconductor CORP	—	NEW	New buy
44	✓	Integrated Device Technology	—	NEW	New buy
45	SNDK 0.5 10-15-20	Sandisk LLC	—	EXIT	Sold out
46	ZD 3.25 06-15-29	J2 Global Communications	—	EXIT	Sold out
47	IDCC 1.5 03-01-20	Interdigital INC	—	NEW	New buy
48	ARCC 5.125 06-01-16	Ares Capital CORP	—	EXIT	Sold out
49	ON 2.625 12-15-26 B	On Semiconductor CORP	—	EXIT	Sold out
50	PSEC 4.75 04-15-20	Prospect Capital CORP	—	EXIT	Sold out