13F-HR filed by Wellesley Asset Management
Wellesley Asset Management filed this 13F-HR for the quarter ended 2024-06-30, filed 2024-08-07, with 48 holding rows worth $944,476,974.
- Accession
- 0001533551-24-000004
- Filer
- CIK 1533551
- Filed
- 2024-08-07
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2024
A holdings report, 48 entries on the cover page, a total value of $944,476,974 stated on the cover page (in dollars after the unit check, H1), rows summing to $944,476,974 with VALUE read as dollars as filed, 13F file number 028-14868. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 65,468,100 | $61,960,015 | dollars as filed | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 59,965,584 | $60,728,539 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 57,282,055 | $55,653,984 | dollars as filed | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAK7 | NOTE 1.250% 5/1 | 57,124,913 | $54,964,932 | dollars as filed | principal |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 48,821,599 | $52,319,921 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 50,814,415 | $48,641,586 | dollars as filed | principal |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 43,459,022 | $46,473,796 | dollars as filed | principal |
| JBT MAREL CORPORATION | 477839AB0 | NOTE 0.250% 5/1 | 46,295,335 | $42,527,456 | dollars as filed | principal |
| IMAX CORP | 45245EAJ8 | NOTE 0.500% 4/0 | 39,469,801 | $37,168,698 | dollars as filed | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 36,662,422 | $36,938,526 | dollars as filed | principal |
| ON SEMICONDUCTOR CORP | 682189AU9 | NOTE 0.500% 3/0 | 37,150,744 | $35,824,408 | dollars as filed | principal |
| ALLIANT ENERGY CORP | 018802AC2 | NOTE 3.875% 3/1 | 31,438,448 | $31,067,184 | dollars as filed | principal |
| PETIQ INC | 71639TAB2 | NOTE 4.000% 6/0 | 29,094,000 | $31,058,136 | dollars as filed | principal |
| NICE LTD | 653656AB4 | NOTE 9/1 | 31,757,697 | $30,104,171 | dollars as filed | principal |
| PPL CAP FDG INC | 69352PAS2 | NOTE 2.875% 3/1 | 30,435,649 | $29,281,149 | dollars as filed | principal |
| Viavi Solutions Inc | 925550AH8 | Convertible bond | 29,967,850 | $28,668,345 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 28,590,471 | $27,657,686 | dollars as filed | principal |
| SPOTIFY USA INC | 84921RAB6 | NOTE 3/1 | 26,804,187 | $25,655,140 | dollars as filed | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 25,697,961 | $23,520,161 | dollars as filed | principal |
| VSH US | 928298AQ1 | 9/15/2030 | 22,044,880 | $21,031,741 | dollars as filed | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 17,155,233 | $17,172,239 | dollars as filed | principal |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 17,462,000 | $16,394,723 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 15,537,809 | $15,692,876 | dollars as filed | principal |
| ORMAT TECHNOLOGIES INC | 686688AB8 | NOTE 2.500% 7/1 | 15,665,305 | $15,569,874 | dollars as filed | principal |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 12,673,092 | $11,765,138 | dollars as filed | principal |
| SOLAREDGE TECHNOLOGIES INC | 83417MAD6 | NOTE 9/1 | 12,715,000 | $11,644,016 | dollars as filed | principal |
| PATRICK INDS INC | 703343AG8 | NOTE 1.750%12/0 | 8,387,000 | $10,181,566 | dollars as filed | principal |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 7,333,000 | $8,579,463 | dollars as filed | principal |
| Shopify Inc | 82509LAA5 | Convertible bond | 8,625,216 | $8,187,942 | dollars as filed | principal |
| CMS ENERGY CORP | 125896BX7 | NOTE 3.375% 5/0 | 6,768,473 | $6,678,158 | dollars as filed | principal |
| Bloom Energy Corp | 093712AK3 | Bond | 5,823,718 | $5,733,380 | dollars as filed | principal |
| GREEN PLAINS INC | 393222AK0 | NOTE 2.250% 3/1 | 4,673,617 | $4,365,783 | dollars as filed | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 4,207,000 | $4,075,111 | dollars as filed | principal |
| GRANITE CONSTR INC | 387328AD9 | NOTE 3.750% 5/1 | 3,289,564 | $3,883,277 | dollars as filed | principal |
| ZIFF DAVIS INC | 48123VAE2 | NOTE 1.75% 11/01/2026 | 3,961,881 | $3,775,322 | dollars as filed | principal |
| SOUTHERN CO | 842587DP9 | NOTE 3.875%12/1 | 3,378,000 | $3,449,783 | dollars as filed | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 3,282,000 | $3,090,298 | dollars as filed | principal |
| SAREPTA THERAPEUTICS INC | 803607AD2 | NOTE 1.250% 9/1 | 2,583,138 | $2,934,074 | dollars as filed | principal |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 1,974,000 | $1,977,770 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAF6 | NOTE 1.000% 8/1 | 1,400,000 | $1,557,724 | dollars as filed | principal |
| BREAD FINANCIAL HOLDINGS IN | 018581AN8 | BOND | 900,000 | $1,201,908 | dollars as filed | principal |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 1,186,000 | $1,142,924 | dollars as filed | principal |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 1,000,000 | $1,098,800 | dollars as filed | principal |
| DEXCOM INC | 252131AM9 | NOTE 0.375% 5/1 | 1,076,000 | $1,052,931 | dollars as filed | principal |
| MIDDLEBY CORP | 596278AB7 | NOTE 1.000% 9/0 | 750,000 | $802,373 | dollars as filed | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 500,000 | $528,370 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAH2 | NOTE 1.500%12/1 | 500,000 | $487,631 | dollars as filed | principal |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 205,000 | $207,946 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001533551-24-000004 | this filing | 2024-08-07 | acceptance time not in the bulk data set |