13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2020-12-31, filed 2021-02-16, with 34 holding rows worth $864,268,000.
- Accession
- 0001533551-21-000001
- Filer
- CIK 1533551
- Filed
- 2021-02-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2020
A holdings report, 34 entries on the cover page, a total value of $864,268,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $864,268,000 with VALUE read as thousands by filing date, 13F file number 028-14868. A later restatement replaced it, so the quarter does not use it. 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 |
|---|---|---|---|---|---|---|
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 79,172 | $82,470,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 52,987 | $66,174,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| INTERDIGITAL INC | 45867GAB7 | BOND | 61,349 | $64,623,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GREENBRIER COS INC | 393657AK7 | NOTE 2.875% 2/0 | 51,944 | $52,682,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 44,041 | $49,374,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 43,207 | $45,804,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 42,365 | $45,102,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PACIRA BIOSCIENCES | 695127AD2 | NOTE 2.375% 4/0 | 36,020 | $41,401,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 36,270 | $40,775,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 29,412 | $35,257,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HCI GROUP INC | 40416EAD5 | NOTE 4.250% 3/0 | 33,669 | $35,028,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KAMAN CORP | 483548AF0 | BOND | 29,537 | $33,563,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 28,100 | $31,587,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| HANNON ARMSTRONG SUST INFR C | 41068XAD2 | BOND | 23,543 | $29,915,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 26,835 | $28,863,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 25,950 | $27,184,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 19,989 | $22,984,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 19,643 | $21,693,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GUESS INC | 401617AD7 | BOND | 17,697 | $19,309,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| CHEFS WHSE INC | 163086AB7 | BOND | 17,890 | $17,345,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 16,235 | $17,052,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| EZCORP INC | 302301AE6 | NOTE 2.375% 5/0 | 18,728 | $15,214,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| MERITOR INC | 59001KAF7 | NOTE 3.250%10/1 | 10,835 | $12,204,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 7,731 | $7,528,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| SUPERNUS PHARMACEUTICALS | 868459AD0 | BOND | 5,789 | $5,606,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 3,213 | $2,980,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ALTERYX INC | 02156BAF0 | BOND | 2,677 | $2,710,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| KNOWLES CORP | 49926DAB5 | NOTE 3.250%11/0 | 1,733 | $1,979,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 1,136 | $1,906,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| JAZZ | 472145AE1 | 2.00% 06/15/2026 | 1,250 | $1,633,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| REDWOOD TRUST INC | 758075AC9 | BOND | 1,389 | $1,317,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| GOLDMAN SACHS BDC INC | 38147UAB3 | NOTE 4.500% 4/0 | 1,257 | $1,296,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 847 | $896,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 680 | $814,000 | thousands by filing date | principalThe filing omitted confidential holdings, a later amendment may add them. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-21-000001 | this filing | 2021-02-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001533551-21-000002 | base | 2021-03-01 | acceptance time not in the bulk data set |