Wellesley Investment Advisors

Wellesley Asset Management as of March 31, 2020

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 46 positions in its portfolio as reported in the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Barclays Bk Plc mtnf 10/3 10.3 $88M 72k 1210.61
Tutor Perini Corp convertible security 7.7 $65M 71k 927.52
Pacira Pharmaceuticals Inc convertible security 7.2 $61M 63k 967.92
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 6.8 $58M 69k 835.17
Barclays Bank Plc mtnf 9/2 5.2 $45M 48k 937.90
Supernus Pharmaceuticals Inc note 0.625% 4/0 5.2 $44M 54k 816.72
Ii-vi Incorp convertible security 4.9 $41M 45k 923.13
Hannon Armstrong Sust Infr C note 4.125% 9/0 4.6 $39M 41k 954.15
Hci Group Inc note 4.250% 3/0 4.2 $36M 35k 1012.71
Cown 3% 12/15/22 3.3 $28M 31k 901.11
Vishay Intertechnology convertible security 3.3 $28M 31k 900.11
Redwood Tr Inc note 4.750% 8/1 3.2 $27M 41k 667.92
Collegium Pharmaceutical Inc note 2.625% 2/1 2.9 $25M 27k 924.99
Ready Capital 7.0-srnts 8/2023 p 2.9 $25M 2.7k 8949.02
Greenbrier Companies Inc convertible security 2.5 $22M 26k 817.51
Jazz Investments I Ltd note 1.500% 8/1 2.3 $19M 22k 895.35
Ezcorp Inc note 2.375% 5/0 2.2 $19M 25k 750.23
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 2.1 $18M 26k 716.52
Pra Group Inc convertible security 2.0 $17M 20k 881.66
Mfa Financial note 6.250 6/1 1.9 $17M 26k 630.09
Granite Pt Mtg Tr Inc note 6.375%10/0 1.8 $15M 27k 564.33
Ari 5.375% 10/15/23 1.2 $10M 14k 715.87
Lumentum Holdings Inc convertible security 1.2 $10M 7.5k 1353.03
Atlas Air Worldwide Hldgs In note 2.250% 6/0 1.1 $9.6M 11k 889.39
Jazz Investments I Ltd. conv 1.0 $8.9M 9.4k 951.25
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.9 $7.8M 9.5k 820.67
Goldman Sachs deb 0.9 $7.7M 7.8k 982.70
Resource Cap Corp Note 4.500 8/1 0.8 $6.9M 9.8k 709.19
Twitter Inc note 0.250% 6/1 0.8 $6.6M 7.0k 931.38
On Semiconductor Corp note 1.625%10/1 0.6 $5.4M 5.4k 996.50
Tpg Specialty Lending Inc note 4.500% 8/0 0.6 $4.7M 5.0k 929.99
Akamai Technologies Inc note 0.125% 5/0 0.5 $4.2M 3.8k 1121.07
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.5 $4.0M 4.1k 991.90
Blackstone Mtg Tr Inc note 4.375% 5/0 0.5 $3.8M 4.8k 795.03
Knowles Corp note 3.250%11/0 0.4 $3.8M 3.7k 1026.60
Ares Capital Corp convertible security 0.4 $3.6M 3.8k 949.33
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.4 $3.4M 4.3k 790.08
Hercules Capital Inc dbcv 4.375% 2/0 0.4 $3.3M 3.6k 919.90
Arbor Rlty Tr Inc note 5.250% 7/0 0.3 $2.3M 2.7k 856.51
Kaman Corp convertible security 0.3 $2.2M 2.2k 978.66
Ares Capital Corp convertible security 0.2 $1.8M 2.1k 870.60
Tesla Motors Inc bond 0.2 $1.6M 1.6k 1000.00
Ligand Pharmaceuticals Inc note 0.750% 5/1 0.1 $1.2M 1.2k 943.41
Kkr Real Estate Fin Tr Inc note 6.125% 5/1 0.1 $787k 931.00 845.33
Western Asset Mtg Cap Corp note 6.750%10/0 0.1 $487k 977.00 498.46
Viavi Solutions Inc Note 1.750 6/0 bnd 0.0 $181k 175.00 1034.29