Wellesley Asset Management Diversified Active

Location: Portsmouth, NH

CIK: 0001533551 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value: $850M (0.0% shares, 100.0% debt)

Holdings (46)

Value $87.5M Shares 72,281 Est. Cost $1041.74 Unrealized —

Value $65.44M Shares 70,554 Est. Cost $1075.46 Unrealized —

Value $61.1M Shares 63,122 Est. Cost $995.50 Unrealized —

Value $57.52M Shares 68,871 Est. Cost $904.91 Unrealized —

Value $44.56M Shares 47,506 Est. Cost $946.02 Unrealized —

Value $43.78M Shares 53,600 Est. Cost $976.49 Unrealized —

Value $41.2M Shares 44,633 Est. Cost $1014.74 Unrealized —

Value $39.41M Shares 41,306 Est. Cost $1038.95 Unrealized —

Value $35.85M Shares 35,396 Est. Cost $984.35 Unrealized —

Value $27.84M Shares 30,894 Est. Cost $1048.87 Unrealized —

Value $27.77M Shares 30,854 Est. Cost $941.59 Unrealized —

Value $27.1M Shares 40,568 Est. Cost $996.64 Unrealized —

Value $24.95M Shares 26,968 Est. Cost $924.99 Unrealized —

Value $24.57M Shares 2,746 Est. Cost $7181.62 Unrealized —

Value $21.49M Shares 26,287 Est. Cost $969.94 Unrealized —

Value $19.29M Shares 21,548 Est. Cost $1006.39 Unrealized —

Value $18.61M Shares 24,811 Est. Cost $909.65 Unrealized —

Value $18.25M Shares 25,469 Est. Cost $895.09 Unrealized —

Value $17.15M Shares 19,453 Est. Cost $1001.27 Unrealized —

Value $16.57M Shares 26,290 Est. Cost $1012.62 Unrealized —

Value $14.96M Shares 26,506 Est. Cost $995.82 Unrealized —

Value $10.24M Shares 14,307 Est. Cost $929.65 Unrealized —

Value $10.17M Shares 7,515 Est. Cost $1018.35 Unrealized —

Value $9.601M Shares 10,795 Est. Cost $906.35 Unrealized —

Value $8.918M Shares 9,375 Est. Cost $1002.09 Unrealized —

Value $7.821M Shares 9,530 Est. Cost $1016.37 Unrealized —

Value $7.668M Shares 7,803 Est. Cost $1017.21 Unrealized —

Value $6.933M Shares 9,776 Est. Cost $984.87 Unrealized —

Value $6.556M Shares 7,039 Est. Cost $961.37 Unrealized —

Value $5.402M Shares 5,421 Est. Cost $1191.68 Unrealized —

Value $4.676M Shares 5,028 Est. Cost $1024.52 Unrealized —

Value $4.204M Shares 3,750 Est. Cost $1078.43 Unrealized —

Value $4.042M Shares 4,075 Est. Cost $959.90 Unrealized —

Value $3.836M Shares 4,825 Est. Cost $1017.93 Unrealized —

Value $3.782M Shares 3,684 Est. Cost $1101.75 Unrealized —

Value $3.616M Shares 3,809 Est. Cost $949.33 Unrealized —

Value $3.376M Shares 4,273 Est. Cost $1017.11 Unrealized —

Value $3.296M Shares 3,583 Est. Cost $1014.31 Unrealized —

Value $2.31M Shares 2,697 Est. Cost $1064.88 Unrealized —

Value $2.155M Shares 2,202 Est. Cost $1081.56 Unrealized —

Value $1.83M Shares 2,102 Est. Cost $997.52 Unrealized —

Value $1.568M Shares 1,568 Est. Cost $1000.00 Unrealized —

Value $1.167M Shares 1,237 Est. Cost $943.41 Unrealized —

Value $787K Shares 931 Est. Cost $986.01 Unrealized —

Value $487K Shares 977 Est. Cost $1001.85 Unrealized —

Value $181K Shares 175 Est. Cost $1034.29 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	NEM	72,281	$87.5M	10.3%	$1041.74	—	0.00% 10/30/2023	06739FJQ5
—	TPC	70,554	$65.44M	7.7%	$1075.46	—	2.88% 06/15/2021	901109AD0
—	PCRX	63,122	$61.1M	7.2%	$995.50	—	2.38% 04/01/2022	695127AD2
—	AAWW	68,871	$57.52M	6.8%	$904.91	—	1.88% 06/01/2024	049164BJ4
—	DHI	47,506	$44.56M	5.2%	$946.02	—	0.00% 09/26/2023	06741J7V5
—	SUPN	53,600	$43.78M	5.2%	$976.49	—	0.63% 04/01/2023	868459AD0
—	PRO	44,633	$41.2M	4.9%	$1014.74	—	0.25% 09/01/2022	902104AB4
—	HASI	41,306	$39.41M	4.6%	$1038.95	—	4.13% 09/01/2022	41068XAB6
—	HCI	35,396	$35.85M	4.2%	$984.35	—	4.25% 03/01/2037	40416EAD5
—	COWN	30,894	$27.84M	3.3%	$1048.87	—	3.00% 12/15/2022	223622AE1
—	VSH	30,854	$27.77M	3.3%	$941.59	—	2.25% 06/15/2025	928298AP3
—	RWT	40,568	$27.1M	3.2%	$996.64	—	4.75% 08/15/2023	758075AC9
—	COLL	26,968	$24.95M	2.9%	$924.99	—	2.63% 02/15/2026	19459JAA2
—	RC	2,746	$24.57M	2.9%	$7181.62	—	7.00% 08/15/2023	75574U200
—	GBX	26,287	$21.49M	2.5%	$969.94	—	2.88% 02/01/2024	393657AK7
—	JAZZ	21,548	$19.29M	2.3%	$1006.39	—	1.50% 08/15/2024	472145AD3
—	EZPW	24,811	$18.61M	2.2%	$909.65	—	2.38% 05/01/2025	302301AE6
—	ARI	25,469	$18.25M	2.1%	$895.09	—	4.75% 08/23/2022	03762UAB1
—	PRAA	19,453	$17.15M	2.0%	$1001.27	—	3.50% 06/01/2023	69354NAB2
—	MFA	26,290	$16.57M	1.9%	$1012.62	—	6.25% 06/15/2024	55272XAA0
—	GPMT	26,506	$14.96M	1.8%	$995.82	—	6.38% 10/01/2023	38741LAC1
—	ARI	14,307	$10.24M	1.2%	$929.65	—	5.38% 10/15/2023	03762UAC9
—	LITE	7,515	$10.17M	1.2%	$1018.35	—	0.25% 03/15/2024	55024UAB5
—	AAWW	10,795	$9.601M	1.1%	$906.35	—	2.25% 06/01/2022	049164BH8
—	JAZZ	9,375	$8.918M	1.0%	$1002.09	—	1.88% 08/15/2021	472145AB7
—	PDCE	9,530	$7.821M	0.9%	$1016.37	—	1.13% 09/15/2021	69327RAD3
—	GSBD	7,803	$7.668M	0.9%	$1017.21	—	4.50% 04/01/2022	38147UAB3
—	XAN	9,776	$6.933M	0.8%	$984.87	—	4.50% 08/15/2022	76120WAC8
—	TWTR	7,039	$6.556M	0.8%	$961.37	—	0.25% 06/15/2024	90184LAF9
—	ON	5,421	$5.402M	0.6%	$1191.68	—	1.63% 10/15/2023	682189AP0
—	TSLX	5,028	$4.676M	0.6%	$1024.52	—	4.50% 08/01/2022	87265KAD4
—	AKAM	3,750	$4.204M	0.5%	$1078.43	—	0.13% 05/01/2025	00971TAJ0
—	KSU	4,075	$4.042M	0.5%	$959.90	—	0.00% 02/16/2021	38147QMF0
—	BXMT	4,825	$3.836M	0.5%	$1017.93	—	4.38% 05/05/2022	09257WAB6
—	KN	3,684	$3.782M	0.4%	$1101.75	—	3.25% 11/01/2021	49926DAB5
—	ARCC	3,809	$3.616M	0.4%	$949.33	—	3.75% 02/01/2022	04010LAT0
—	BXMT	4,273	$3.376M	0.4%	$1017.11	—	4.75% 03/15/2023	09257WAC4
—	HTGC	3,583	$3.296M	0.4%	$1014.31	—	4.38% 02/01/2022	427096AF9
—	ABR	2,697	$2.31M	0.3%	$1064.88	—	5.25% 07/01/2021	038923AH1
—	KAMN	2,202	$2.155M	0.3%	$1081.56	—	3.25% 05/01/2024	483548AF0
—	ARCC	2,102	$1.83M	0.2%	$997.52	—	4.63% 03/01/2024	04010LAW3
—	TSLA	1,568	$1.568M	0.2%	$1000.00	—	1.25% 03/01/2021	88160RAC5
—	LGND	1,237	$1.167M	0.1%	$943.41	—	0.75% 05/15/2023	53220KAF5
—	KREF	931	$787K	0.1%	$986.01	—	6.13% 05/15/2023	48251KAB6
—	WMC	977	$487K	0.1%	$1001.85	—	6.75% 10/01/2022	95790DAA3
—	VIAV	175	$181K	0.0%	$1034.29	—	1.75% 06/01/2023	925550AE5