13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2021-12-31, filed 2022-02-14, with 48 holding rows worth $1,246,625,000.
- Accession
- 0001533551-22-000002
- Filer
- CIK 1533551
- Filed
- 2022-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2021
A holdings report, 48 entries on the cover page, a total value of $1,246,625,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,246,625,000 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 |
|---|---|---|---|---|---|---|
| MERITOR INC | 59001KAF7 | NOTE 3.250%10/1 | 87,480 | $95,631,000 | thousands by filing date | principal |
| PARSONS CORP DEL | 70202LAB8 | BOND | 85,049 | $84,961,000 | thousands by filing date | principal |
| STRIDE INC | 86333MAA6 | NOTE 1.125% 9/0 | 86,295 | $84,452,000 | thousands by filing date | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 78,055 | $81,137,000 | thousands by filing date | principal |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 69,887 | $77,895,000 | thousands by filing date | principal |
| PETIQ INC | 71639TAB2 | NOTE 4.000% 6/0 | 64,321 | $75,643,000 | thousands by filing date | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 61,353 | $55,100,000 | thousands by filing date | principal |
| SMART GLOBAL HLDGS INC | 83205YAB0 | BOND | 28,305 | $52,661,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 52,559 | $52,536,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AJ4 | NOTE 0.375% 3/1 | 53,634 | $51,545,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAK7 | NOTE 1.250% 5/1 | 45,919 | $47,842,000 | thousands by filing date | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 39,180 | $44,292,000 | thousands by filing date | principal |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 46,130 | $39,904,000 | thousands by filing date | principal |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 32,616 | $36,050,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 31,286 | $33,987,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 45867GAB7 | BOND | 23,961 | $26,350,000 | thousands by filing date | principal |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 22,613 | $23,242,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 19,648 | $23,132,000 | thousands by filing date | principal |
| KAMAN CORP | 483548AF0 | BOND | 20,393 | $21,796,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 10,350 | $21,712,000 | thousands by filing date | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 15,090 | $20,339,000 | thousands by filing date | principal |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 9,617 | $15,448,000 | thousands by filing date | principal |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 5,271 | $10,598,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 5,839 | $10,578,000 | thousands by filing date | principal |
| VAREX IMAGING CORP | 92214XAB2 | NOTE 4.000% 6/0 | 6,206 | $10,345,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311AC1 | NOTE 1.500% 6/0 | 5,350 | $10,186,000 | thousands by filing date | principal |
| WORLD WRESTLING ENTMT INC | 98156QAB4 | BOND | 4,495 | $9,262,000 | thousands by filing date | principal |
| EVENTBRITE INC | 29975EAB5 | NOTE 5.000%12/0 | 5,344 | $8,733,000 | thousands by filing date | principal |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 5,495 | $8,591,000 | thousands by filing date | principal |
| MARRIOTT VACTINS WORLDWID CO | 57164YAB3 | NOTE 1.500% 9/1 | 6,771 | $8,314,000 | thousands by filing date | principal |
| ROYAL CARIBBEAN GROUP | 780153BB7 | NOTE 4.250% 6/1 | 5,962 | $7,613,000 | thousands by filing date | principal |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 5,771 | $7,590,000 | thousands by filing date | principal |
| CALLAWAY GOLF CO | 131193AE4 | NOTE 2.750% 5/0 | 4,355 | $7,540,000 | thousands by filing date | principal |
| GUESS INC | 401617AD7 | BOND | 6,473 | $7,533,000 | thousands by filing date | principal |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 5,369 | $7,435,000 | thousands by filing date | principal |
| VAIL RESORTS INC | 91879QAN9 | NOTE 1/0 | 6,878 | $7,404,000 | thousands by filing date | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 4,995 | $6,669,000 | thousands by filing date | principal |
| ATI INC | 01741RAK8 | BOND | 5,107 | $6,650,000 | thousands by filing date | principal |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 6,495 | $6,525,000 | thousands by filing date | principal |
| CARNIVAL CORP | 143658BE1 | NOTE 5.750% 4/0 | 2,995 | $6,374,000 | thousands by filing date | principal |
| HOPE BANCORP INC | 43940TAB5 | NOTE 2.000% 5/1 | 6,009 | $5,910,000 | thousands by filing date | principal |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 3,995 | $5,746,000 | thousands by filing date | principal |
| ISTAR INC | 45031UCB5 | NOTE 3.125% 9/1 | 2,349 | $4,426,000 | thousands by filing date | principal |
| PRFT | 71375UAE1 | 0.125% 11/15/2026 | 4,000 | $3,834,000 | thousands by filing date | principal |
| PATRICK INDS INC | 703343AB9 | DBCV 1.000% 2/0 | 3,000 | $3,360,000 | thousands by filing date | principal |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 3,000 | $3,347,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 2,844 | $3,314,000 | thousands by filing date | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 2,486 | $3,093,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-22-000002 | this filing | 2022-02-14 | acceptance time not in the bulk data set |