Wellesley Investment Advisors

Wellesley Asset Management as of Dec. 31, 2016

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 71 positions in its portfolio as reported in the December 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Atlas Air Worldwide Hldgs In note 2.250% 6/0 4.4 $85M 83k 1017.49
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 4.1 $80M 80k 1002.50
Echo Global Logistics Inc note 2.500% 5/0 3.9 $75M 77k 985.00
Pennymac Corp conv 3.6 $70M 73k 965.63
Ttm Technologies Inc conv 3.6 $70M 46k 1528.12
On Semiconductor Corp Note 1.000%12/0 bond 3.6 $69M 67k 1029.37
Ani Pharmaceuticals Inc. note 3.000 12/0 3.5 $69M 60k 1152.50
Pra Group Inc conv 3.5 $68M 71k 946.88
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 3.5 $67M 64k 1049.38
Calamp Corp convertible security 3.1 $60M 62k 968.75
Forestar Group Inc note 3.0 $59M 59k 1000.00
Aceto Corp note 2.000 11/0 2.9 $55M 57k 965.63
Huron Consulting Group I 1.25% cvbond 2.8 $54M 55k 981.87
Finisar Corp note 0.500%12/1 2.4 $46M 39k 1185.64
Impax Laboratories Inc conv 2.4 $46M 58k 794.37
Encore Capital Group Inc note 2.3 $45M 51k 878.75
Integrated Device Tech conv 2.3 $45M 43k 1034.38
M/i Homes Inc note 3.000% 3/0 2.3 $44M 43k 1023.75
Lgi Homes Inc conv 2.2 $43M 30k 1430.00
Jazz Investments I Ltd. conv 2.1 $40M 42k 963.12
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13 2.0 $40M 40k 1001.29
Ubs Ag London Brh Callable Exch Sec Lkd Com Stk Google Isin#us90270kaw99 0.000% 02/15/21 B/e Dtd 02/.. 2.0 $39M 36k 1080.31
Rwt 4 5/8 04/15/18 2.0 $38M 38k 998.12
Renewable Energy Group Inc mtnf 2.750% 6/1 2.0 $38M 40k 967.49
Arbor Realty Trust note 6.500 10/0 1.9 $37M 37k 998.13
Synchronoss Technologies conv 1.8 $36M 34k 1055.00
Sucampo Pharmaceuticals Inc dbcv 3.250%12/1 1.8 $35M 33k 1070.00
Wells Fargo & Co mtnf 6/0 1.7 $33M 26k 1268.81
Verint Sys Inc note 1.5% 6/1 1.5 $30M 31k 941.88
Electronics For Imaging Inc note 0.750% 9/0 1.5 $30M 28k 1063.12
Goldman Sachs Group Inc note 1/2 1.4 $28M 22k 1259.11
Redwood Trust, Inc note 5.625 11/1 1.4 $27M 27k 1012.51
Encore Cap Group Inc note 3.000% 7/0 1.3 $26M 28k 938.74
Trn 4% 04/01/45 1.3 $25M 30k 854.37
Repligen Corp note 2.125% 6/0 1.2 $22M 19k 1186.85
New Mountain Finance Corp conv 1.1 $22M 22k 1024.36
Ship Finance International L Note 5.75010/1 1.1 $21M 21k 1004.39
Vitamin Shoppe Inc note 2.250 12/0 1.1 $21M 23k 926.90
Dycom Inds Inc Note 0.750% 9/1 bond 1.0 $20M 18k 1096.24
Technology Invstmt Cap Corp conv 0.8 $16M 16k 1014.99
Goog 0% 02/19/21 0.8 $15M 13k 1104.67
Emergent Biosolutions Inc conv 0.7 $14M 11k 1278.77
Blackstone Mtg Tr Inc Note cb 0.7 $13M 11k 1115.03
Wells Fargo & Company 0% 01/24/20 0.6 $12M 9.7k 1232.12
Hci Group deb 0.6 $11M 11k 1008.11
National Health Invs Inc note 0.4 $8.5M 7.6k 1121.30
Meritage Homes Corp conv 0.4 $7.7M 7.7k 997.52
Prospect Capital Corp conv 0.4 $7.2M 7.3k 980.67
Macquarie Infrastructure Cor Note 2.00010/0 0.4 $7.2M 7.1k 1011.82
Broadsoft Inc. 1.5% 07/01/2018 conv 0.4 $7.0M 6.1k 1147.42
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.3 $6.7M 7.1k 936.20
Akamai Technologies Inc Sr Cv zero coupon bonds 0.3 $6.7M 6.5k 1039.93
Blackrock Kelso Cap Coorporation Sr Nt Conv 5.500% 02/15/18 B/e Dtd 02/19/13 0.3 $6.6M 6.5k 1016.22
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.3 $5.9M 6.4k 913.73
Chart Industries 2% conv 0.2 $4.4M 4.5k 977.47
Interdigital Inc 1.5% 3/1/20 convertible bond 0.2 $4.5M 3.3k 1354.29
Spirit Realty Capital Inc convertible cor 0.2 $4.3M 4.1k 1042.39
Brocade Communications conv 0.2 $3.2M 3.2k 1006.84
Trinity Inds Inc note 3.875% 6/0 0.1 $2.4M 1.9k 1279.12
Wells Fargo & Company 0% 01/24/20 0.1 $2.2M 1.8k 1226.90
Toll Bros Finance Corp. convertible bond 0.1 $2.1M 2.2k 988.93
Illumina Inc. 0.00% June 15, 2019 ccb 0.1 $1.9M 2.0k 959.26
Colony Finl Inc note 5.00% 0.1 $1.8M 1.8k 1027.67
Tpg Specialty Lending In conv 0.1 $1.6M 1.5k 1026.04
Broadsoft Inc note 1.000% 9/0 0.1 $1.2M 1.0k 1213.00
Envestnet Inc note 1.750%12/1 0.1 $922k 968.00 952.48
Tcp Cap Corp note 5.250%12/1 0.0 $853k 818.00 1042.79
Medidata Solutions Inc conv 0.0 $561k 518.00 1083.01
Proshares Tr ultpro sht russ 0.0 $341k 26k 13.12
Proshares Trust Ultrapro Short S&p500 etf 0.0 $241k 12k 20.42
Proshares Ultrapro Short Qqq etp 0.0 $93k 7.1k 13.10