Wellesley Asset Management Diversified Active

Location: Portsmouth, NH

CIK: 0001533551 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value: $1.247B (0.0% shares, 100.0% debt)

Holdings (45)

Value $91.01M Shares 77,946 Est. Cost $1041.74 Unrealized —

Value $79.21M Shares 76,135 Est. Cost $995.50 Unrealized —

Value $77.39M Shares 80,913 Est. Cost $1075.46 Unrealized —

Value $65.08M Shares 71,238 Est. Cost $976.49 Unrealized —

Value $62.01M Shares 63,577 Est. Cost $940.21 Unrealized —

Value $59.73M Shares 58,544 Est. Cost $1014.74 Unrealized —

Value $58.83M Shares 54,304 Est. Cost $946.02 Unrealized —

Value $55.62M Shares 46,530 Est. Cost $1038.95 Unrealized —

Value $46.45M Shares 3,787 Est. Cost $7181.62 Unrealized —

Value $43.86M Shares 42,781 Est. Cost $996.64 Unrealized —

Value $43.51M Shares 39,248 Est. Cost $1048.87 Unrealized —

Value $42.52M Shares 49,578 Est. Cost $932.05 Unrealized —

Value $40.78M Shares 28,576 Est. Cost $1018.35 Unrealized —

Value $38.75M Shares 37,140 Est. Cost $1001.27 Unrealized —

Value $37.55M Shares 36,515 Est. Cost $984.35 Unrealized —

Value $34.48M Shares 34,343 Est. Cost $941.59 Unrealized —

Value $31.12M Shares 34,057 Est. Cost $906.35 Unrealized —

Value $31.1M Shares 30,794 Est. Cost $1006.39 Unrealized —

Value $31.04M Shares 31,835 Est. Cost $969.94 Unrealized —

Value $28.94M Shares 27,709 Est. Cost $995.82 Unrealized —

Value $27.18M Shares 26,082 Est. Cost $1012.62 Unrealized —

Value $26.96M Shares 24,469 Est. Cost $1078.43 Unrealized —

Value $20.29M Shares 24,786 Est. Cost $909.65 Unrealized —

Value $19.02M Shares 18,319 Est. Cost $984.87 Unrealized —

Value $18.46M Shares 17,310 Est. Cost $1017.93 Unrealized —

Value $16.51M Shares 15,636 Est. Cost $1024.52 Unrealized —

Value $15.32M Shares 15,218 Est. Cost $1015.38 Unrealized —

Value $15.08M Shares 15,876 Est. Cost $1016.37 Unrealized —

Value $12.18M Shares 11,800 Est. Cost $1002.09 Unrealized —

Value $11.63M Shares 11,463 Est. Cost $982.68 Unrealized —

Value $11.6M Shares 11,248 Est. Cost $1017.21 Unrealized —

Value $8.722M Shares 6,406 Est. Cost $937.36 Unrealized —

Value $7.876M Shares 7,464 Est. Cost $1017.11 Unrealized —

Value $5.441M Shares 3,939 Est. Cost $1265.11 Unrealized —

Value $5.099M Shares 4,097 Est. Cost $1101.75 Unrealized —

Value $4.901M Shares 4,470 Est. Cost $1064.88 Unrealized —

Value $4.838M Shares 4,499 Est. Cost $959.90 Unrealized —

Value $4.351M Shares 4,444 Est. Cost $978.88 Unrealized —

Value $3.737M Shares 3,650 Est. Cost $1014.31 Unrealized —

Value $2.821M Shares 2,647 Est. Cost $997.52 Unrealized —

Value $2.258M Shares 2,216 Est. Cost $1001.85 Unrealized —

Value $1.344M Shares 1,118 Est. Cost $1181.34 Unrealized —

Value $934K Shares 927 Est. Cost $1051.25 Unrealized —

Value $712K Shares 696 Est. Cost $1007.97 Unrealized —

Value $711K Shares 677 Est. Cost $1038.79 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	NEM	77,946	$91.01M	7.3%	$1041.74	—	0.00% 10/30/2023	06739FJQ5
—	PCRX	76,135	$79.21M	6.4%	$995.50	—	2.38% 04/01/2022	695127AD2
—	TPC	80,913	$77.39M	6.2%	$1075.46	—	2.88% 06/15/2021	901109AD0
—	SUPN	71,238	$65.08M	5.2%	$976.49	—	0.63% 04/01/2023	868459AD0
—	DY	63,577	$62.01M	5.0%	$940.21	—	0.75% 09/15/2021	267475AB7
—	IIVI	58,544	$59.73M	4.8%	$1014.74	—	0.25% 09/01/2022	902104AB4
—	DHI	54,304	$58.83M	4.7%	$946.02	—	0.00% 09/26/2023	06741J7V5
—	HASI	46,530	$55.62M	4.5%	$1038.95	—	4.13% 09/01/2022	41068XAB6
—	RC	3,787	$46.45M	3.7%	$7181.62	—	7.00% 08/15/2023	75574U200
—	RWT	42,781	$43.86M	3.5%	$996.64	—	4.75% 08/15/2023	758075AC9
—	COWN	39,248	$43.51M	3.5%	$1048.87	—	3.00% 12/15/2022	223622AE1
—	AAWW	49,578	$42.52M	3.4%	$932.05	—	1.88% 06/01/2024	049164BJ4
—	LITE	28,576	$40.78M	3.3%	$1018.35	—	0.25% 03/15/2024	55024UAB5
—	PRAA	37,140	$38.75M	3.1%	$1001.27	—	3.50% 06/01/2023	69354NAB2
—	HCI	36,515	$37.55M	3.0%	$984.35	—	4.25% 03/01/2022	40416EAD5
—	VSH	34,343	$34.48M	2.8%	$941.59	—	2.25% 06/15/2025	928298AP3
—	AAWW	34,057	$31.12M	2.5%	$906.35	—	2.25% 06/01/2022	049164BH8
—	JAZZ	30,794	$31.1M	2.5%	$1006.39	—	1.50% 08/15/2024	472145AD3
—	GBX	31,835	$31.04M	2.5%	$969.94	—	2.88% 02/01/2024	393657AK7
—	GPMT	27,709	$28.94M	2.3%	$995.82	—	6.38% 10/01/2023	38741LAC1
—	MFA	26,082	$27.18M	2.2%	$1012.62	—	6.25% 06/15/2024	55272XAA0
—	AKAM	24,469	$26.96M	2.2%	$1078.43	—	0.13% 05/01/2025	00971TAJ0
—	EZPW	24,786	$20.29M	1.6%	$909.65	—	2.38% 05/01/2025	302301AE6
—	XAN	18,319	$19.02M	1.5%	$984.87	—	4.50% 08/15/2022	76120WAC8
—	BXMT	17,310	$18.46M	1.5%	$1017.93	—	4.38% 05/05/2022	09257WAB6
—	TSLX	15,636	$16.51M	1.3%	$1024.52	—	4.50% 08/01/2022	87265KAD4
—	ARI	15,218	$15.32M	1.2%	$1015.38	—	4.75% 08/23/2022	03762UAB1
—	PDCE	15,876	$15.08M	1.2%	$1016.37	—	1.13% 09/15/2021	69327RAD3
—	JAZZ	11,800	$12.18M	1.0%	$1002.09	—	1.88% 08/15/2021	472145AB7
—	ARI	11,463	$11.63M	0.9%	$982.68	—	5.38% 10/15/2023	03762UAC9
—	GSBD	11,248	$11.6M	0.9%	$1017.21	—	4.50% 04/01/2022	38147UAB3
—	PRO	6,406	$8.722M	0.7%	$937.36	—	1.00% 12/01/2020	682189AK1
—	BXMT	7,464	$7.876M	0.6%	$1017.11	—	4.75% 03/15/2023	09257WAC4
—	ON	3,939	$5.441M	0.4%	$1265.11	—	1.63% 10/15/2023	682189AP0
—	KN	4,097	$5.099M	0.4%	$1101.75	—	3.25% 11/01/2021	49926DAB5
—	ABR	4,470	$4.901M	0.4%	$1064.88	—	5.25% 07/01/2021	038923AH1
—	KSU	4,499	$4.838M	0.4%	$959.90	—	0.00% 02/16/2020	38147QMF0
—	TWTR	4,444	$4.351M	0.3%	$978.88	—	0.25% 06/15/2024	90184LAF9
—	HTGC	3,650	$3.737M	0.3%	$1014.31	—	4.38% 02/01/2022	427096AF9
—	ARCC	2,647	$2.821M	0.2%	$997.52	—	4.63% 03/01/2024	04010LAW3
—	WMC	2,216	$2.258M	0.2%	$1001.85	—	6.75% 10/01/2022	95790DAA3
—	KAMN	1,118	$1.344M	0.1%	$1181.34	—	3.25% 05/01/2024	483548AF0
—	INVA	927	$934K	0.1%	$1051.25	—	2.13% 01/15/2023	88338TAB0
—	TCPC	696	$712K	0.1%	$1007.97	—	4.63% 03/01/2022	87238QAD5
—	KREF	677	$711K	0.1%	$1038.79	—	6.13% 05/15/2023	48251KAB6