$1.53 Billion is the total value of Wellesley Asset Management's 60 reported holdings in Q3 2019. The portfolio turnover from Q2 2019 to Q3 2019 was 17.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | NEM0.00% 10/30/2023 | $89,268,000 | +6.6% | 80,706 | +5.5% | 5.84% | +3.1% | |
| Buy | TPC2.875% 06/15/2021 | $81,961,000 | +7.4% | 85,751 | +6.8% | 5.36% | +3.9% | |
| Buy | PCRX2.375% 04/01/2022 | $75,938,000 | +8.7% | 76,792 | +12.8% | 4.97% | +5.2% | |
| Buy | SUPN0.625% 04/01/2023 | $73,175,000 | +4.8% | 78,382 | +10.1% | 4.78% | +1.4% | |
| Buy | DY0.75% 09/15/2021 | $70,483,000 | +12.3% | 72,961 | +14.0% | 4.61% | +8.7% | |
| Buy | DHI0.00% 09/26/2023 | $62,446,000 | +18.1% | 56,470 | +7.3% | 4.08% | +14.2% | |
| Sell | IIVI0.25% 09/01/2022 | $51,353,000 | -3.7% | 49,716 | -1.6% | 3.36% | -6.9% | |
| Sell | FNSR0.50% 12/15/2036 | $50,055,000 | +0.9% | 50,080 | -1.3% | 3.27% | -2.4% | |
| Buy | BXMT4.375% 05/05/2022 | $50,012,000 | +2.0% | 47,801 | +2.1% | 3.27% | -1.4% | |
| Buy | LITE0.25% 03/15/2024 | $49,697,000 | +5.2% | 42,994 | +7.3% | 3.25% | +1.8% | |
| RCA | Buy | RCA7.00% 08/15/2023 | $47,886,000 | +9.8% | 3,845 | +135.7% | 3.13% | +6.2% |
| Sell | HASI4.125% 09/01/2022 | $47,175,000 | -15.0% | 42,406 | -15.9% | 3.08% | -17.8% | |
| Sell | HCI4.25% 03/01/2037 | $45,145,000 | -6.1% | 45,209 | -7.3% | 2.95% | -9.2% | |
| Sell | ARI4.75% 08/23/2022 | $42,888,000 | -27.4% | 42,131 | -28.5% | 2.80% | -29.8% | |
| Buy | GBX2.875% 02/01/2024 | $42,716,000 | +23.2% | 44,558 | +24.4% | 2.79% | +19.1% | |
| Buy | COWN3.00% 12/15/2022 | $40,197,000 | +8.5% | 36,758 | +15.0% | 2.63% | +4.9% | |
| New | VSH2.25% 06/15/2025 | $36,222,000 | – | 38,469 | +100.0% | 2.37% | – | |
| Buy | PRAA3.50% 06/01/2023 | $36,138,000 | +803.0% | 35,543 | +730.4% | 2.36% | +772.0% | |
| Buy | AKAM0.125% 05/01/2025 | $35,849,000 | +15.0% | 31,422 | +8.2% | 2.34% | +11.2% | |
| Buy | AAWW1.875% 06/01/2024 | $35,462,000 | +41.5% | 42,091 | +72.9% | 2.32% | +36.9% | |
| Sell | AAWW2.25% 06/01/2022 | $35,087,000 | -11.1% | 39,457 | -0.7% | 2.29% | -14.0% | |
| Buy | RWT4.75% 08/15/2023 | $30,092,000 | +24.3% | 30,120 | +21.9% | 1.97% | +20.2% | |
| Sell | GPMT6.375% 10/01/2023 | $29,747,000 | -15.5% | 28,751 | -15.2% | 1.94% | -18.3% | |
| Buy | XAN4.50% 08/15/2022 | $29,622,000 | +12.6% | 28,614 | +11.4% | 1.94% | +8.9% | |
| Buy | JAZZ1.50% 08/15/2024 | $29,206,000 | +10.5% | 30,158 | +12.8% | 1.91% | +6.9% | |
| Sell | ATSG1.125% 10/15/2024 | $28,396,000 | -42.4% | 30,356 | -37.0% | 1.86% | -44.3% | |
| Buy | MFA6.25% 06/15/2024 | $27,178,000 | +23.5% | 26,431 | +21.2% | 1.78% | +19.4% | |
| New | ABR5.25% 07/01/2021 | $23,866,000 | – | 22,412 | +100.0% | 1.56% | – | |
| Sell | TWTR0.25% 06/15/2024 | $23,437,000 | -11.0% | 22,183 | -17.5% | 1.53% | -13.9% | |
| Sell | EZPW2.375% 05/01/2025 | $20,454,000 | -19.7% | 25,646 | -8.4% | 1.34% | -22.3% | |
| Sell | PDCE1.125% 09/15/2021 | $17,871,000 | -17.6% | 19,287 | -16.2% | 1.17% | -20.3% | |
| Sell | LGIH4.25% 11/15/2019 | $17,340,000 | -13.7% | 4,445 | -25.9% | 1.13% | -16.6% | |
| Sell | TSLX4.50% 08/01/2022 | $15,746,000 | -23.3% | 15,107 | -24.1% | 1.03% | -25.8% | |
| Sell | GSBD4.50% 04/01/2022 | $12,719,000 | -16.8% | 12,391 | -18.3% | 0.83% | -19.5% | |
| Buy | JAZZ1.875% 08/15/2021 | $12,455,000 | +19.0% | 12,403 | +21.0% | 0.81% | +15.0% | |
| Sell | ARCC4.625% 03/01/2024 | $10,042,000 | -28.4% | 9,560 | -29.6% | 0.66% | -30.7% | |
| New | MLAB1.375% 08/15/2025 | $9,906,000 | – | 9,427 | +100.0% | 0.65% | – | |
| Buy | ARI5.375% 10/15/2023 | $9,546,000 | +16.5% | 9,353 | +14.2% | 0.62% | +12.6% | |
| Sell | ON1.00% 12/01/2020 | $8,208,000 | -10.0% | 7,017 | -5.3% | 0.54% | -13.0% | |
| Sell | HTGC4.375% 02/01/2022 | $6,984,000 | -11.3% | 6,805 | -13.4% | 0.46% | -14.3% | |
| Buy | BXMT4.75% 03/15/2023 | $6,897,000 | +21.4% | 6,664 | +22.7% | 0.45% | +17.4% | |
| Sell | INVA2.125% 01/15/2023 | $6,806,000 | -30.0% | 7,212 | -22.0% | 0.44% | -32.3% | |
| Sell | TWO6.25% 01/15/2022 | $6,697,000 | -11.3% | 6,526 | -12.7% | 0.44% | -14.3% | |
| Sell | KSU0.00% 02/16/2021 | $5,931,000 | -0.5% | 6,014 | -2.0% | 0.39% | -3.7% | |
| Sell | KAMN3.25% 05/01/2024 | $5,810,000 | -6.3% | 5,071 | -3.7% | 0.38% | -9.3% | |
| Sell | PMT5.375% 05/01/2020 | $5,277,000 | -50.9% | 5,218 | -50.7% | 0.34% | -52.5% | |
| Buy | KN3.25% 11/01/2021 | $5,059,000 | +12.0% | 4,106 | +9.6% | 0.33% | +8.5% | |
| Sell | SYNA0.50% 06/15/2022 | $4,918,000 | -86.2% | 5,267 | -86.8% | 0.32% | -86.7% | |
| Buy | ON1.625% 10/15/2023 | $4,750,000 | +4.5% | 3,942 | +5.9% | 0.31% | +1.3% | |
| Buy | TCPC4.625% 03/01/2022 | $3,448,000 | +1.9% | 3,339 | +0.4% | 0.22% | -1.7% | |
| Sell | KREF6.125% 05/15/2023 | $2,973,000 | -77.0% | 2,887 | -76.8% | 0.19% | -77.8% | |
| New | FCN2.00% 08/15/2023 | $2,166,000 | – | 1,772 | +100.0% | 0.14% | – | |
| New | PRO2.00% 12/01/2019 | $1,744,000 | – | 1,744 | +100.0% | 0.11% | – | |
| Sell | WMC6.75% 10/01/2022 | $1,705,000 | -67.2% | 1,688 | -67.8% | 0.11% | -68.4% | |
| Buy | CY2.00% 02/01/2023 | $1,304,000 | +5.1% | 1,073 | +2.4% | 0.08% | +1.2% | |
| Sell | BKCC5.00% 06/15/2022 | $964,000 | -24.9% | 969 | -24.2% | 0.06% | -27.6% | |
| Sell | SLAB1.375% 03/01/2022 | $271,000 | -15.8% | 208 | -19.4% | 0.02% | -18.2% | |
| New | ALTR0.25% 06/01/2024 | $260,000 | – | 257 | +100.0% | 0.02% | – | |
| New | RGEN0.375% 07/15/2024 | $247,000 | – | 249 | +100.0% | 0.02% | – | |
| TCPC4.50% 12/15/2019 | $20,000 | 0.0% | 20 | 0.0% | 0.00% | 0.0% | ||
| Exit | OAS2.625% 09/15/23 | $0 | – | -344 | -100.0% | -0.02% | – | |
| Exit | CAMP1.625% 05/15/20 | $0 | – | -1,222 | -100.0% | -0.08% | – | |
| Exit | PRAA3% 08/01/20 | $0 | – | -7,735 | -100.0% | -0.52% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-11-12
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| AAWW | 25 | Q2 2021 | 4.9% |
| KSU/GS | 25 | Q1 2020 | 1.6% |
| PMT | 22 | Q3 2019 | 3.6% |
| WF/INTC | 22 | Q3 2018 | 3.5% |
| ORA | 22 | Q3 2023 | 3.9% |
| LCII | 21 | Q3 2023 | 5.7% |
| M/I HOMES INC | 20 | Q4 2017 | 2.5% |
| GS/AAPL | 20 | Q4 2017 | 2.6% |
| TTMI | 19 | Q3 2018 | 4.8% |
| WF/IP | 19 | Q1 2018 | 3.2% |
View Wellesley Asset Management's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-09 |
| 13F-HR/A | 2023-11-13 |
| 13F-HR | 2023-11-13 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-10 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-15 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-14 |
View Wellesley Asset Management's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.