Wellesley Investment Advisors

Wellesley Asset Management as of Sept. 30, 2016

Portfolio Holdings for Wellesley Asset Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ttm Technologies Inc conv 4.7 $89M 67k 1327.50
Atlas Air Worldwide Hldgs In note 2.250% 6/0 4.1 $78M 80k 974.38
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 4.0 $75M 77k 982.50
Ani Pharmaceuticals Inc. note 3.000 12/0 4.0 $75M 61k 1235.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 3.5 $66M 64k 1035.63
Echo Global Logistics Inc note 2.500% 5/0 3.4 $64M 68k 946.24
On Semiconductor Corp Note 1.000%12/0 bond 3.4 $64M 63k 1018.75
Calamp Corp convertible security 3.4 $64M 68k 943.75
Pennymac Corp conv 3.3 $63M 65k 963.75
Pra Group Inc conv 3.1 $58M 65k 904.37
Forestar Group Inc note 2.8 $54M 57k 951.26
Lgi Homes Inc conv 2.8 $52M 30k 1760.64
Finisar Corp note 0.500%12/1 2.5 $48M 41k 1183.14
Impax Laboratories Inc conv 2.4 $46M 52k 882.50
M/i Homes Inc note 3.000% 3/0 2.4 $45M 44k 1019.37
Verint Sys Inc note 1.5% 6/1 2.4 $45M 47k 952.49
Synchronoss Technologies conv 2.2 $42M 40k 1060.64
Blackstone Mtg Tr Inc Note cb 2.2 $42M 38k 1098.76
Rwt 4 5/8 04/15/18 2.1 $41M 40k 1003.12
Ubs Ag London Brh Callable Exch Sec Lkd Com Stk Google Isin#us90270kaw99 0.000% 02/15/21 B/e Dtd 02/.. 2.1 $40M 37k 1095.11
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13 2.0 $38M 40k 968.90
Renewable Energy Group Inc mtnf 2.750% 6/1 1.9 $37M 40k 921.25
Wells Fargo & Co mtnf 6/0 1.9 $35M 27k 1315.09
Repligen Corp note 2.125% 6/0 1.8 $35M 31k 1143.12
Resource Capital Corporation note 8.000 1/1 1.8 $34M 34k 996.88
Resource Cap Corp Note 6.000%12/0 note 1.7 $33M 33k 985.01
Jazz Investments I Ltd. conv 1.7 $32M 32k 1018.74
Electronics For Imaging Inc note 0.750% 9/0 1.6 $31M 28k 1108.75
Meritage Homes Corp conv 1.6 $30M 30k 1000.63
Goldman Sachs Group Inc note 1/2 1.4 $27M 23k 1216.89
Redwood Trust, Inc note 5.625 11/1 1.4 $27M 26k 1017.48
Brocade Communications conv 1.3 $25M 25k 991.88
New Mountain Finance Corp conv 1.3 $24M 24k 1025.00
Encore Capital Group Inc note 1.3 $24M 32k 766.24
National Health Invs Inc note 1.2 $24M 21k 1142.50
Broadsoft Inc. 1.5% 07/01/2018 conv 1.1 $22M 18k 1227.50
Trn 4% 04/01/45 1.0 $19M 20k 940.61
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.9 $18M 19k 931.27
Blackrock Kelso Cap Coorporation Sr Nt Conv 5.500% 02/15/18 B/e Dtd 02/19/13 0.9 $18M 17k 1029.98
Technology Invstmt Cap Corp conv 0.9 $17M 16k 1014.97
Goog 0% 02/19/21 0.8 $15M 13k 1127.50
Emergent Biosolutions Inc conv 0.7 $14M 11k 1228.11
Prospect Capital Corp conv 0.7 $13M 13k 993.15
Linkedin Corp note 0.500% 11/0 0.7 $13M 13k 995.66
Wells Fargo & Company 0% 01/24/20 0.6 $12M 9.7k 1203.98
Kb Home note 0.6 $11M 12k 977.48
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.6 $11M 12k 937.73
Chart Industries 2% conv 0.6 $11M 11k 982.47
Dycom Inds Inc Note 0.750% 9/1 bond 0.5 $10M 9.4k 1095.02
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.5 $9.9M 8.2k 1199.95
Huron Consulting Group I 1.25% cvbond 0.5 $9.4M 9.2k 1012.55
Interdigital Inc 1.5% 3/1/20 convertible bond 0.5 $9.2M 7.6k 1219.99
Hci Group deb 0.5 $9.0M 9.3k 962.45
Greenbrier Co Inc conv bnd 0.4 $8.0M 7.0k 1131.23
Encore Cap Group Inc note 3.000% 7/0 0.4 $8.0M 9.6k 836.24
Trinity Inds Inc note 3.875% 6/0 0.4 $7.2M 6.0k 1194.94
Akamai Technologies Inc Sr Cv zero coupon bonds 0.3 $6.5M 6.6k 978.77
Tcp Cap Corp note 5.250%12/1 0.2 $3.7M 3.6k 1039.48
Toll Bros Finance Corp. convertible bond 0.2 $3.2M 3.2k 985.48
Envestnet Inc note 1.750%12/1 0.1 $2.2M 2.3k 955.10
Wells Fargo & Company 0% 01/24/20 0.1 $2.2M 1.8k 1198.24
Tpg Specialty Lending In conv 0.1 $2.0M 1.9k 1034.87
Iconix Brand Group, Inc. conv 0.1 $1.7M 2.0k 862.32
Broadsoft Inc note 1.000% 9/0 0.1 $1.3M 1.0k 1333.00
Colony Finl Inc note 5.00% 0.1 $1.2M 1.2k 995.86
Infinera Corporation dbcv 1.750% 6/0 0.1 $1.2M 1.2k 1049.79
Proshares Tr ultpro sht russ 0.1 $1.0M 57k 17.74
Medidata Solutions Inc conv 0.1 $864k 740.00 1167.57
Proshares Trust Ultrapro Short S&p500 etf 0.0 $840k 36k 23.13
Proshares Ultrapro Short Qqq etp 0.0 $380k 28k 13.37
Carriage Svcs Inc note 2.750% 3/1 0.0 $43k 37.00 1162.16