$834 Million is the total value of Wellesley Asset Management's 31 reported holdings in Q1 2021. The portfolio turnover from Q4 2020 to Q1 2021 was 50.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | VSH2.25% 06/15/2025 | $85,187,000 | -48.4% | 78,456 | -50.5% | 10.22% | +7.1% | |
| Sell | GBX2.88% 02/01/2024 | $66,248,000 | -37.1% | 61,054 | -41.2% | 7.94% | +30.3% | |
| New | NUVA0.38% 03/15/2025 | $64,250,000 | – | 62,874 | +100.0% | 7.70% | – | |
| Sell | NSIT0.75% 02/15/2025 | $52,782,000 | -60.1% | 36,334 | -65.7% | 6.33% | -17.3% | |
| Sell | JAZZ1.50% 08/15/2024 | $47,625,000 | -48.0% | 44,251 | -48.8% | 5.71% | +7.8% | |
| New | SGH2.25% 02/15/2026 | $44,888,000 | – | 34,974 | +100.0% | 5.38% | – | |
| Sell | OSIS1.25% 09/01/2022 | $42,434,000 | -53.0% | 39,504 | -53.4% | 5.09% | -2.5% | |
| Sell | PCRX2.38% 04/01/2022 | $39,788,000 | -51.9% | 32,846 | -54.4% | 4.77% | -0.4% | |
| Sell | AAWW2.25% 06/01/2022 | $39,330,000 | -27.7% | 37,121 | -28.5% | 4.72% | +50.0% | |
| Sell | EEFT0.75% 03/15/2049 | $38,633,000 | -60.9% | 34,083 | -61.3% | 4.63% | -18.9% | |
| Sell | IDCC2.00% 06/01/2024 | $34,588,000 | -73.2% | 32,606 | -73.4% | 4.15% | -44.5% | |
| Buy | MTOR3.25% 10/15/2037 | $31,167,000 | +27.7% | 27,126 | +25.2% | 3.74% | +164.7% | |
| Sell | NRG2.75% 06/01/2048 | $30,741,000 | -51.3% | 26,659 | -52.6% | 3.69% | +0.9% | |
| New | HOPE2.00% 05/15/2038 | $28,755,000 | – | 29,170 | +100.0% | 3.45% | – | |
| Sell | AKAM0.38% 09/01/2027 | $26,643,000 | -38.6% | 24,678 | -37.2% | 3.20% | +27.3% | |
| Sell | HCI4.25% 03/01/2037 | $26,132,000 | -62.7% | 20,278 | -69.9% | 3.13% | -22.7% | |
| Buy | LGND0.75% 05/15/2023 | $23,719,000 | +57.5% | 22,751 | +47.1% | 2.84% | +226.5% | |
| Buy | SUPN0.63% 04/01/2023 | $19,107,000 | +70.4% | 19,638 | +69.6% | 2.29% | +253.0% | |
| Sell | WGO1.50% 04/01/2025 | $18,759,000 | -59.2% | 13,933 | -65.1% | 2.25% | -15.4% | |
| Sell | LITE0.50% 12/15/2026 | $16,254,000 | -76.9% | 14,103 | -76.0% | 1.95% | -52.2% | |
| Sell | KAMN3.25% 05/01/2024 | $15,965,000 | -76.2% | 14,660 | -75.2% | 1.92% | -50.7% | |
| Sell | AAWW1.88% 06/01/2024 | $14,725,000 | -81.9% | 12,328 | -83.0% | 1.77% | -62.6% | |
| Sell | GES2.00% 04/15/2024 | $8,244,000 | -78.7% | 7,208 | -79.6% | 0.99% | -55.7% | |
| New | NMFC5.75% 08/15/2023 | $6,623,000 | – | 6,322 | +100.0% | 0.79% | – | |
| New | GPRE2.25% 03/15/2027 | $4,791,000 | – | 4,471 | +100.0% | 0.58% | – | |
| Buy | ARCC4.63% 03/01/2024 | $2,488,000 | +38.8% | 2,279 | +34.5% | 0.30% | +186.5% | |
| Sell | KN3.25% 11/01/2021 | $1,508,000 | -61.9% | 1,279 | -63.1% | 0.18% | -21.0% | |
| Sell | ATSG1.13% 10/15/2024 | $1,310,000 | -19.5% | 1,167 | -14.2% | 0.16% | +67.0% | |
| Sell | CHEF1.88% 12/01/2024 | $594,000 | -98.3% | 582 | -98.4% | 0.07% | -96.5% | |
| New | MLAB1.38% 08/15/2025 | $325,000 | – | 295 | +100.0% | 0.04% | – | |
| New | NEO0.25% 01/15/2028 | $273,000 | – | 270 | +100.0% | 0.03% | – | |
| Exit | GSBD4.50% 04/01/2022 | $0 | – | -2,514 | -100.0% | -0.15% | – | |
| Exit | RWT4.75% 08/15/2023 | $0 | – | -2,778 | -100.0% | -0.15% | – | |
| Exit | JAZZ2.00% 06/15/2026 | $0 | – | -2,500 | -100.0% | -0.19% | – | |
| Exit | ON1.63% 10/15/2023 | $0 | – | -2,272 | -100.0% | -0.22% | – | |
| Exit | AYX1.00% 08/01/2026 | $0 | – | -5,354 | -100.0% | -0.31% | – | |
| Exit | GPMT6.38% 10/01/2023 | $0 | – | -6,426 | -100.0% | -0.34% | – | |
| Exit | EZPW2.38% 05/01/2025 | $0 | – | -37,456 | -100.0% | -1.76% | – | |
| Exit | PEB1.75% 12/15/2026 | $0 | – | -32,470 | -100.0% | -1.97% | – | |
| Exit | BMRN0.60% 08/01/2024 | $0 | – | -53,670 | -100.0% | -3.34% | – | |
| Exit | HASI0.00% 08/15/2023 | $0 | – | -47,086 | -100.0% | -3.46% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-05-11
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.