13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2022-09-30, filed 2022-11-14, with 65 holding rows worth $1,410,899,000 by the sum of the rows.
- Accession
- 0001533551-22-000005
- Filer
- CIK 1533551
- Filed
- 2022-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2022
A holdings report, 65 entries on the cover page, a total value of $1,411,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,410,899,000 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 cover page states a total of $1,411,000, about 1/1,000 of the sum of the rows, $1,410,899,000. The filer likely wrote its cover total in thousands and its rows in dollars. This page uses the sum of the rows.
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 |
|---|---|---|---|---|---|---|
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 105,380 | $84,561,000 | thousands by filing date | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 87,958 | $81,147,000 | thousands by filing date | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 89,152 | $76,268,000 | thousands by filing date | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 72,058 | $67,260,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 65,906 | $61,922,000 | thousands by filing date | principal |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 59,781 | $59,427,000 | thousands by filing date | principal |
| GUESS INC | 401617AD7 | BOND | 60,219 | $57,156,000 | thousands by filing date | principal |
| PETIQ INC | 71639TAB2 | NOTE 4.000% 6/0 | 67,308 | $55,930,000 | thousands by filing date | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 67,712 | $54,023,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAK7 | NOTE 1.250% 5/1 | 52,002 | $52,121,000 | thousands by filing date | principal |
| STRIDE INC | 86333MAA6 | NOTE 1.125% 9/0 | 49,276 | $49,968,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 65,909 | $48,415,000 | thousands by filing date | principal |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 55,341 | $47,627,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 48,314 | $46,006,000 | thousands by filing date | principal |
| CHEGG INC | 163092AD1 | NOTE 0.125% 3/1 | 50,458 | $44,579,000 | thousands by filing date | principal |
| TripAdvisor Inc | 896945AD4 | CONV | 53,042 | $43,615,000 | thousands by filing date | principal |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 51,270 | $41,719,000 | thousands by filing date | principal |
| IMAX CORP | 45245EAJ8 | NOTE 0.500% 4/0 | 40,958 | $34,719,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 45867GAB7 | BOND | 35,571 | $33,581,000 | thousands by filing date | principal |
| PARSONS CORP DEL | 70202LAB8 | BOND | 32,235 | $33,281,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 34,428 | $31,427,000 | thousands by filing date | principal |
| KAMAN CORP | 483548AF0 | BOND | 33,019 | $31,417,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AJ4 | NOTE 0.375% 3/1 | 35,133 | $30,813,000 | thousands by filing date | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 38,117 | $30,722,000 | thousands by filing date | principal |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 28,118 | $24,528,000 | thousands by filing date | principal |
| CRACKER BARREL OLD CTRY STOR | 22410JAB2 | cv | 24,647 | $20,718,000 | thousands by filing date | principal |
| MITEK SYS INC | 606710AA9 | NOTE 0.750% 2/0 | 23,962 | $20,524,000 | thousands by filing date | principal |
| CENTURY ALUM CO | 156431AQ1 | NOTE 2.750% 5/0 | 26,086 | $17,274,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 15,287 | $15,583,000 | thousands by filing date | principal |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 14,836 | $14,275,000 | thousands by filing date | principal |
| HANNON ARMSTRONG SUST INFR C | 41068XAD2 | BOND | 13,934 | $13,116,000 | thousands by filing date | principal |
| MACOM TECH SOLUTIONS HLDGS I | 55405YAB6 | NOTE 0.250% 3/1 | 13,867 | $12,995,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 12,388 | $12,458,000 | thousands by filing date | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 8,293 | $8,715,000 | thousands by filing date | principal |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 12,705 | $8,339,000 | thousands by filing date | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 8,210 | $8,208,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAN2 | NOTE 3/1 | 7,736 | $7,119,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 7,847 | $6,401,000 | thousands by filing date | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | NOTE 5.500% 3/1 | 4,787 | $4,143,000 | thousands by filing date | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 4,315 | $3,981,000 | thousands by filing date | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 3,596 | $3,372,000 | thousands by filing date | principal |
| HOPE BANCORP INC | 43940TAB5 | NOTE 2.000% 5/1 | 2,930 | $2,850,000 | thousands by filing date | principal |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 2,617 | $2,492,000 | thousands by filing date | principal |
| VAIL RESORTS INC | 91879QAN9 | NOTE 1/0 | 2,372 | $2,093,000 | thousands by filing date | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 1,295 | $1,080,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AD7 | BOND | 944 | $855,000 | thousands by filing date | principal |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 667 | $655,000 | thousands by filing date | principal |
| HALO | 40637HAE9 | 46980 | 125 | $118,000 | thousands by filing date | principal |
| KKR REAL ESTATE FIN TR INC | 48251KAB6 | NOTE 6.125% 5/1 | 110 | $109,000 | thousands by filing date | principal |
| APOLLO COML REAL ESTATE FIN | 03762UAC9 | BOND | 100 | $100,000 | thousands by filing date | principal |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 105 | $90,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 95 | $90,000 | thousands by filing date | principal |
| NEW MTN FIN CORP | 647551AC4 | BOND | 90 | $90,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 90 | $89,000 | thousands by filing date | principal |
| PATRICK INDS INC | 703343AB9 | DBCV 1.000% 2/0 | 90 | $89,000 | thousands by filing date | principal |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 84 | $82,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AK5 | NOTE 8/1 | 80 | $77,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 75 | $74,000 | thousands by filing date | principal |
| SUPERNUS PHARMACEUTICALS | 868459AD0 | BOND | 65 | $64,000 | thousands by filing date | principal |
| BLACKSTONE MTG TR INC | 09257WAC4 | NOTE 4.750% 3/1 | 65 | $64,000 | thousands by filing date | principal |
| ENVESTNET INC | 29404KAE6 | NOTE 0.750% 8/1 | 75 | $63,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 65 | $63,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 65 | $57,000 | thousands by filing date | principal |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 55 | $54,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 49 | $48,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-22-000005 | this filing | 2022-11-14 | acceptance time not in the bulk data set |