Wellesley Asset Management — Q4 2020 13F Holdings

Name: Wellesley Asset Management — 13F Holdings, Q4 2020
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001533551

Total reported value

$952.5M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VSH 2.25 06-15-25	Vishay Intertechnology	Stock-Other	9.54%	—	+17.91%
2	NSIT 0.75 02-15-25	Insight Enterprs	Stock-Tech	7.66%	—	-0.04%
3	IDCC 2 06-01-24	Interdigital INC	Stock-Tech	7.48%	—	+17.37%
4	GBX 2.875 02-01-24	Greenbrier Cos INC	Stock-Other	6.10%	—	+8.31%
5	EEFT 0.75 03-15-49	Euronet Worldwide INC	Stock-Tech	5.71%	—	+532.23%
6	JAZZ 1.5 08-15-24	Jazz Investments I LTD	Stock-Healthcare	5.30%	—	+26.51%
7	OSIS 1.25 09-01-22	Osi Systems INC	Stock-Tech	5.22%	—	+39.98%
8	PCRX 2.375 04-01-22	Pacira Biosciences INC	Stock-Other	4.79%	—	-1.55%
9	AAWW 1.875 06-01-24	Atlas Air Worldwide Hldg	Stock-Other	4.72%	—	-25.65%
10	LITE 0.5 12-15-26	Lumentum Holdings INC	Stock-Tech	4.08%	—	—
11	HCI 4.25 03-01-37	Hci Group INC	Stock-Other	4.05%	—	+9.47%
12	KAMN 3.25 05-01-24	Kaman CORP	Stock-Other	3.88%	—	+71.95%
13	NRG 2.75 06-01-48	Nrg Energy INC	Stock-Utilities	3.65%	—	+277.79%
14	HASI 0 08-15-23	Hannon Armstrong Sustain	Stock-Financials	3.46%	—	-46.07%
15	BMRN 0.599 08-01-24	Biomarin Pharmaceutical	Stock-Healthcare	3.34%	—	+176.94%
16	AAWW 2.25 06-01-22	Atlas Air Worldwide Hldg	Stock-Other	3.15%	—	+8.08%
17	WGO 1.5 04-01-25	Winnebago Industries	Stock-Other	2.66%	—	—
18	AKAM 0.375 09-01-27	Akamai Technologies INC	Stock-Tech	2.51%	+0.50%	+64.32%
19	GES 2 04-15-24	Guess INC	Stock-Other	2.23%	—	—
20	CHEF 1.875 12-01-24	Chefs' Warehouse THE	Stock-Other	2.01%	—	—
21	PEB 1.75 12-15-26	Pebblebrook Hotel Trust	Stock-Other	1.97%	—	—
22	EZPW 2.375 05-01-25	Ezcorp INC	Stock-Other	1.76%	—	-21.17%
23	MTOR 3.25 10-15-37	Meritor INC	Stock-Other	1.41%	—	—
24	LGND 0.75 05-15-23	Ligand Pharmaceuticals I	Stock-Healthcare	0.87%	—	+67.59%
25	SUPN 0.625 04-01-23	Supernus Pharmaceuticals	Stock-Healthcare	0.65%	—	-91.85%
26	GPMT 6.375 10-01-23	Granite Point Mtge Trst	Stock-Other	0.34%	—	-66.79%
27	AYX 1 08-01-26	Alteryx INC	Stock-Other	0.31%	—	-73.58%
28	KN 3.25 11-01-21	Knowles CORP	Stock-Other	0.23%	—	-8.21%
29	ON 1.625 10-15-23	On Semiconductor CORP	Stock-Tech	0.22%	—	-14.46%
30	✓	Jazz	Stock-Other	0.19%	—	—
31	RWT 4.75 08-15-23	Redwood Trust INC	Stock-Other	0.15%	—	-79.59%
32	GSBD 4.5 04-01-22	Goldman Sachs Bdc INC	Stock-Other	0.15%	—	-81.59%
33	ARCC 4.625 03-01-24	Ares Capital CORP	Stock-Financials	0.10%	—	-75.36%
34	ATSG 1.125 10-15-24	Air Transport Services G	Stock-Other	0.09%	—	-69.72%

Holding changes this quarter

Position changes disclosed by Wellesley Asset Management for the quarter ending Q4 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EEFT 0.75 03-15-49	Euronet Worldwide INC	+5%	+532.23%	Add
2	NRG 2.75 06-01-48	Nrg Energy INC	+2.8%	+277.79%	Add
3	VSH 2.25 06-15-25	Vishay Intertechnology	+2.3%	+17.91%	Add
4	BMRN 0.599 08-01-24	Biomarin Pharmaceutical	+2.2%	+176.94%	Add
5	KAMN 3.25 05-01-24	Kaman CORP	+2%	+71.95%	Add
6	OSIS 1.25 09-01-22	Osi Systems INC	+1.8%	+39.98%	Add
7	IDCC 2 06-01-24	Interdigital INC	+1.5%	+17.37%	Add
8	NSIT 0.75 02-15-25	Insight Enterprs	+1.5%	-0.04%	Trim
9	JAZZ 1.5 08-15-24	Jazz Investments I LTD	+1.5%	+26.51%	Add
10	GBX 2.875 02-01-24	Greenbrier Cos INC	+1.2%	+8.31%	Add
11	AKAM 0.375 09-01-27	Akamai Technologies INC	+1%	+64.32%	Add
12	HCI 4.25 03-01-37	Hci Group INC	+0.6%	+9.47%	Add
13	LGND 0.75 05-15-23	Ligand Pharmaceuticals I	+0.4%	+67.59%	Add
14	AAWW 2.25 06-01-22	Atlas Air Worldwide Hldg	+0.3%	+8.08%	Add
15	PCRX 2.375 04-01-22	Pacira Biosciences INC	+0.1%	-1.55%	Trim
16	ON 1.625 10-15-23	On Semiconductor CORP	0%	-14.46%	Trim
17	KN 3.25 11-01-21	Knowles CORP	0%	-8.21%	Trim
18	ATSG 1.125 10-15-24	Air Transport Services G	-0.2%	-69.72%	Trim
19	ARCC 4.625 03-01-24	Ares Capital CORP	-0.3%	-75.36%	Trim
20	EZPW 2.375 05-01-25	Ezcorp INC	-0.3%	-21.17%	Trim
21	RWT 4.75 08-15-23	Redwood Trust INC	-0.5%	-79.59%	Trim
22	GSBD 4.5 04-01-22	Goldman Sachs Bdc INC	-0.6%	-81.59%	Trim
23	GPMT 6.375 10-01-23	Granite Point Mtge Trst	-0.7%	-66.79%	Trim
24	AYX 1 08-01-26	Alteryx INC	-0.8%	-73.58%	Trim
25	HASI 0 08-15-23	Hannon Armstrong Sustain	-1.6%	-46.07%	Trim
26	AAWW 1.875 06-01-24	Atlas Air Worldwide Hldg	-1.8%	-25.65%	Trim
27	SUPN 0.625 04-01-23	Supernus Pharmaceuticals	-6.7%	-91.85%	Trim
28	BACR 0 10-30-23 0004	Barclays Bank PLC	—	EXIT	Sold out
29	BACR 0 09-26-23 DMTN	Barclays Bank PLC	—	EXIT	Sold out
30	LITE 0.5 12-15-26	Lumentum Holdings INC	—	NEW	New buy
31	WGO 1.5 04-01-25	Winnebago Industries	—	NEW	New buy
32	GES 2 04-15-24	Guess INC	—	NEW	New buy
33	CHEF 1.875 12-01-24	Chefs' Warehouse THE	—	NEW	New buy
34	PEB 1.75 12-15-26	Pebblebrook Hotel Trust	—	NEW	New buy
35	COWN 3 12-15-22	Cowen INC	—	EXIT	Sold out
36	MTOR 3.25 10-15-37	Meritor INC	—	NEW	New buy
37	HASI 4.125 09-01-22	Hannon Armstrong Sustain	—	EXIT	Sold out
38	TSLX 4.5 08-01-22	Sixth Street Specialty	—	EXIT	Sold out
39	MFA 6.25 06-15-24	Mfa Financial INC	—	EXIT	Sold out
40	CORR 5.875 08-15-25	Corenergy Infrastructure	—	EXIT	Sold out
41	ARCC 3.75 02-01-22	Ares Capital CORP	—	EXIT	Sold out
42	COLL 2.625 02-15-26	Collegium Pharma INC	—	EXIT	Sold out
43	PRAA 3.5 06-01-23	Pra Group INC	—	EXIT	Sold out
44	PDCE 1.125 09-15-21	Pdc Energy INC	—	EXIT	Sold out
45	TWTR 0.25 06-15-24	Twitter INC	—	EXIT	Sold out
46	✓	Jazz	—	NEW	New buy
47	AKAM 0.125 05-01-25	Akamai Technologies INC	—	EXIT	Sold out