13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2020-09-30, filed 2020-11-13, with 40 holding rows worth $901,796,000.
- Accession
- 0001533551-20-000004
- Filer
- CIK 1533551
- Filed
- 2020-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2020
A holdings report, 40 entries on the cover page, a total value of $901,796,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $901,796,000 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 |
|---|---|---|---|---|---|---|
| NEM | 06739FJQ5 | 0.00% 10/30/2023 | 61,824 | $101,215,000 | thousands by filing date | principal |
| SUPERNUS PHARMACEUTICALS | 868459AD0 | BOND | 71,073 | $66,106,000 | thousands by filing date | principal |
| BARCLAYS BANK PLC 0 09/26/2023 | 06741J7V5 | Corp Bond | 43,849 | $65,474,000 | thousands by filing date | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 67,149 | $65,268,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 48,785 | $58,813,000 | thousands by filing date | principal |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 53,010 | $55,623,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 45867GAB7 | BOND | 52,271 | $53,984,000 | thousands by filing date | principal |
| HANNON ARMSTRONG SUST INFR C | 41068XAD2 | BOND | 43,655 | $45,341,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AK7 | NOTE 2.875% 2/0 | 47,959 | $44,364,000 | thousands by filing date | principal |
| PACIRA BIOSCIENCES | 695127AD2 | NOTE 2.375% 4/0 | 36,586 | $42,128,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 34,153 | $34,588,000 | thousands by filing date | principal |
| HCI GROUP INC | 40416EAD5 | NOTE 4.250% 3/0 | 30,756 | $31,059,000 | thousands by filing date | principal |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 30,265 | $30,543,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 24,010 | $26,162,000 | thousands by filing date | principal |
| EZCORP INC | 302301AE6 | NOTE 2.375% 5/0 | 23,757 | $18,754,000 | thousands by filing date | principal |
| KAMAN CORP | 483548AF0 | BOND | 17,178 | $17,118,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 11,954 | $13,513,000 | thousands by filing date | principal |
| COWEN GROUP INC | 223622AE1 | BOND | 11,590 | $12,631,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 9,690 | $10,192,000 | thousands by filing date | principal |
| ALTERYX INC | 02156BAF0 | BOND | 10,133 | $10,156,000 | thousands by filing date | principal |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 9,676 | $9,035,000 | thousands by filing date | principal |
| HANNON ARMSTRONG SUST INFR C | 41068XAB6 | NOTE 4.125% 9/0 | 5,256 | $8,464,000 | thousands by filing date | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 7,438 | $7,657,000 | thousands by filing date | principal |
| SIXTH STREET SPECIALTY LENDING | 87265KAD4 | NOTE 4.500% 8/0 | 7,364 | $7,612,000 | thousands by filing date | principal |
| GOLDMAN SACHS BDC INC | 38147UAB3 | NOTE 4.500% 4/0 | 6,828 | $6,900,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 6,966 | $6,774,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 6,807 | $6,249,000 | thousands by filing date | principal |
| MFA FINL INC | 55272XAA0 | BOND | 5,983 | $5,729,000 | thousands by filing date | principal |
| CORENERGY INFRASTRUCTURE TR | 21870UAC0 | NOTE 5.875% 8/1 | 7,620 | $5,644,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAT0 | NOTE 3.750% 2/0 | 5,576 | $5,615,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 4,613 | $4,483,000 | thousands by filing date | principal |
| COLLEGIUM PHARMACEUTICAL INC | 19459JAA2 | NOTE 2.625% 2/1 | 4,417 | $4,395,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 3,438 | $3,582,000 | thousands by filing date | principal |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 3,115 | $3,430,000 | thousands by filing date | principal |
| PDC ENERGY INC | 69327RAD3 | NOTE 1.125% 9/1 | 3,154 | $3,023,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAF9 | NOTE 0.250% 6/1 | 2,137 | $2,389,000 | thousands by filing date | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 2,246 | $2,389,000 | thousands by filing date | principal |
| KNOWLES CORP | 49926DAB5 | NOTE 3.250%11/0 | 1,888 | $2,023,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 1,328 | $1,757,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 1,250 | $1,614,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-20-000004 | this filing | 2020-11-13 | acceptance time not in the bulk data set |