Wellesley Investment Advisors

Wellesley Asset Management as of March 31, 2017

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 64 positions in its portfolio as reported in the March 2017 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 4.8 $91M 86k 1063.75
Echo Global Logistics Inc note 2.500% 5/0 3.8 $73M 77k 946.87
Pennymac Corp conv 3.6 $70M 71k 977.50
Aceto Corp note 2.000 11/0 3.5 $66M 72k 918.75
Ttm Technologies Inc conv 3.4 $65M 37k 1764.38
Ani Pharmaceuticals Inc. note 3.000 12/0 3.4 $65M 61k 1060.00
Impax Laboratories Inc conv 3.2 $60M 74k 811.87
Synchronoss Technologies conv 3.1 $60M 64k 948.12
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 3.0 $58M 59k 990.01
On Semiconductor Corp Note 1.000%12/0 bond 2.9 $56M 51k 1096.88
Arbor Realty Trust note 6.500 10/0 2.9 $55M 53k 1049.37
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 2.8 $54M 49k 1101.87
Huron Consulting Group I 1.25% cvbond 2.8 $53M 57k 931.87
Lgi Homes Inc conv 2.6 $49M 30k 1647.52
Pra Group Inc conv 2.5 $48M 54k 900.63
Encore Capital Group Inc note 2.5 $48M 55k 877.51
Jazz Investments I Ltd. conv 2.4 $46M 43k 1070.63
Calamp Corp convertible security 2.3 $44M 44k 997.50
M/i Homes Inc note 3.000% 3/0 2.2 $43M 42k 1019.37
Sucampo Pharmaceuticals Inc dbcv 3.250%12/1 2.2 $42M 42k 994.39
Integrated Device Tech conv 2.1 $41M 41k 1004.38
Ubs Ag London Brh Callable Exch Sec Lkd Com Stk Google Isin#us90270kaw99 0.000% 02/15/21 B/e Dtd 02/.. 2.1 $41M 36k 1133.50
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13 2.0 $38M 39k 983.61
Renewable Energy Group Inc mtnf 2.750% 6/1 2.0 $38M 38k 1001.25
New York Mtg Tr Inc note 6.250% 1/1 2.0 $38M 38k 983.75
Forestar Group Inc note 1.9 $36M 36k 1000.00
Goldman Sachs Group Inc note 1/2 1.7 $33M 22k 1530.84
Rwt 4 5/8 04/15/18 1.7 $33M 33k 1001.26
Amtrust Finl Svcs Inc note 2.750%12/1 1.7 $32M 42k 762.49
Electronics For Imaging Inc note 0.750% 9/0 1.6 $30M 28k 1088.73
Wells Fargo & Co mtnf 6/0 1.4 $27M 22k 1257.18
Verint Sys Inc note 1.5% 6/1 1.4 $27M 27k 990.61
Trn 4% 04/01/45 1.2 $24M 30k 808.74
Encore Cap Group Inc note 3.000% 7/0 1.2 $24M 25k 948.12
Redwood Trust, Inc note 5.625 11/1 1.2 $22M 22k 1031.24
Repligen Corp note 2.125% 6/0 1.1 $22M 17k 1281.23
Dycom Inds Inc Note 0.750% 9/1 bond 1.1 $21M 18k 1171.86
Vitamin Shoppe Inc note 2.250 12/0 1.1 $21M 24k 852.51
Finisar Corp note 0.500%12/1 1.1 $20M 18k 1126.25
Horizon Global Corp note 2.750% 7/0 1.0 $20M 22k 910.63
Mchp 1.625% 02/15/27 0.9 $18M 17k 1018.12
Ship Finance International L Note 5.75010/1 0.8 $16M 16k 998.13
Goog 0% 02/19/21 0.8 $15M 13k 1143.33
Wells Fargo & Company 0% 01/24/20 0.8 $15M 9.6k 1522.07
Emergent Biosolutions Inc conv 0.7 $13M 11k 1194.99
Blackstone Mtg Tr Inc Note cb 0.7 $13M 11k 1145.67
Hci Group deb 0.7 $12M 12k 998.79
Kb Home note 0.6 $12M 12k 1029.38
New Mountain Finance Corp conv 0.6 $12M 12k 1031.24
Toll Bros Finance Corp. convertible bond 0.5 $8.9M 8.9k 998.77
Broadsoft Inc. 1.5% 07/01/2018 conv 0.3 $6.6M 5.9k 1121.85
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.3 $6.6M 7.0k 943.72
Meritage Homes Corp conv 0.3 $6.3M 6.3k 996.84
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 6.5k 916.38
Akamai Technologies Inc Sr Cv zero coupon bonds 0.3 $5.1M 5.2k 991.30
Macquarie Infrastructure Cor Note 2.00010/0 0.3 $5.1M 5.1k 985.00
Colony Finl Inc note 5.00% 0.1 $2.0M 2.0k 1006.91
Prospect Capital Corp conv 0.1 $1.4M 1.4k 992.77
Teva Pharm Finance Llc Cvt cv bnd 0.1 $1.1M 1.0k 1078.87
Amag Pharmaceuticals Inc note 2.500% 2/1 0.1 $1.1M 1.0k 1093.00
Priceline Group Inc/the conv 0.1 $1.2M 1.0k 1126.92
Yahoo Inc note 12/0 0.1 $1.0M 1.0k 1041.00
Nuance Communications Inc Dbcv 1.00012/1 0.1 $980k 1.0k 957.03
Medidata Solutions Inc conv 0.0 $428k 375.00 1141.33