Wellesley Investment Advisors

Wellesley Asset Management as of June 30, 2017

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 67 positions in its portfolio as reported in the June 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 4.2 $82M 78k 1056.25
Echo Global Logistics Inc note 2.500% 5/0 3.8 $74M 77k 962.50
Pennymac Corp conv 3.6 $69M 69k 990.82
Ttm Technologies Inc conv 3.4 $65M 35k 1880.00
Ani Pharmaceuticals Inc. note 3.000 12/0 3.3 $63M 60k 1055.00
Aceto Corp note 2.000 11/0 3.2 $61M 66k 923.75
Impax Laboratories Inc conv 3.1 $60M 70k 855.62
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 2.9 $56M 55k 1019.74
Lgi Homes Inc conv 2.9 $56M 30k 1910.00
Pra Group Inc conv 2.9 $56M 58k 959.37
Blackstone Mtg Tr Inc note 4.375% 5/0 2.8 $55M 54k 1023.12
Integrated Device Tech conv 2.7 $52M 49k 1061.24
Huron Consulting Group I 1.25% cvbond 2.6 $50M 52k 963.13
Arbor Realty Trust note 6.500 10/0 2.5 $48M 46k 1061.25
Synchronoss Technologies conv 2.4 $47M 50k 932.50
On Semiconductor Corp Note 1.000%12/0 bond 2.4 $46M 44k 1042.50
Encore Capital Group Inc note 2.3 $45M 47k 951.24
Calamp Corp convertible security 2.3 $45M 44k 1023.76
New York Mtg Tr Inc note 6.250% 1/1 2.3 $44M 44k 1012.50
Jazz Investments I Ltd. conv 2.2 $43M 39k 1097.49
Ubs Ag London Brh Callable Exch Sec Lkd Com Stk Google Isin#us90270kaw99 0.000% 02/15/21 B/e Dtd 02/.. 2.2 $43M 35k 1211.90
M/i Homes Inc note 3.000% 3/0 2.1 $41M 40k 1034.93
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13 2.1 $41M 40k 1031.20
Prospect Capital Corporation conb 2.1 $41M 41k 1001.25
Sucampo Pharmaceuticals Inc dbcv 3.250%12/1 2.1 $40M 41k 981.25
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 2.1 $40M 36k 1098.83
Amtrust Finl Svcs Inc note 2.750%12/1 1.7 $33M 45k 746.88
Goldman Sachs Group Inc note 1/2 1.7 $32M 21k 1529.38
Rwt 4 5/8 04/15/18 1.6 $31M 31k 1012.51
Electronics For Imaging Inc note 0.750% 9/0 1.5 $30M 28k 1076.87
Horizon Global Corp note 2.750% 7/0 1.5 $29M 31k 950.01
Renewable Energy Group Inc mtnf 2.750% 6/1 1.5 $29M 27k 1098.74
Blackrock Capital Investment Note 5.000 6/1 1.4 $27M 26k 1028.74
Wells Fargo & Co mtnf 6/0 1.3 $25M 21k 1187.32
Encore Cap Group Inc note 3.000% 7/0 1.3 $24M 23k 1072.49
On Semiconductor Corp convertible bonds 1.2 $24M 23k 1004.99
Trn 4% 04/01/45 1.2 $23M 28k 816.26
Verint Sys Inc note 1.5% 6/1 1.1 $21M 22k 984.36
Finisar Corp note 0.500%12/1 1.0 $20M 18k 1114.39
Redwood Trust, Inc note 5.625 11/1 1.0 $20M 19k 1051.23
Vitamin Shoppe Inc note 2.250 12/0 1.0 $19M 23k 792.48
Goog 0% 02/19/21 0.8 $15M 12k 1238.34
Wells Fargo & Company 0% 01/24/20 0.8 $15M 9.6k 1527.98
Repligen Corp note 2.125% 6/0 0.8 $15M 10k 1444.96
Emergent Biosolutions Inc conv 0.7 $14M 11k 1293.77
Kb Home note 0.7 $13M 12k 1074.41
Hci Group deb 0.7 $13M 12k 1014.39
New Mountain Finance Corp conv 0.6 $11M 11k 1040.03
Dycom Inds Inc Note 0.750% 9/1 bond 0.6 $12M 9.8k 1165.04
Pcrx 2.375% 04/01/22 0.5 $9.3M 8.7k 1065.06
Mchp 1.625% 02/15/27 0.4 $7.1M 6.7k 1056.29
Toll Bros Finance Corp. convertible bond 0.4 $7.0M 7.0k 1002.57
Broadsoft Inc. 1.5% 07/01/2018 conv 0.3 $6.7M 5.8k 1166.29
Ship Finance International L Note 5.75010/1 0.3 $6.7M 7.0k 962.49
Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 0.3 $6.3M 6.7k 951.27
Meritage Homes Corp conv 0.3 $6.1M 6.0k 1008.80
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.3 $6.1M 6.4k 950.24
Akamai Technologies Inc Sr Cv zero coupon bonds 0.3 $5.1M 5.2k 980.55
Macquarie Infrastructure Cor Note 2.00010/0 0.2 $3.5M 3.5k 1000.57
Wells Fargo & Company 0% 01/24/20 0.1 $2.7M 1.8k 1523.11
Colony Finl Inc note 5.00% 0.1 $2.5M 2.4k 1052.61
Teva Pharm Finance Llc Cvt cv bnd 0.1 $1.1M 1.0k 1077.90
Yahoo Inc note 12/0 0.1 $1.2M 1.0k 1139.33
Priceline Group Inc/the conv 0.1 $1.2M 1.0k 1147.12
Nuance Communications Inc Dbcv 1.00012/1 0.1 $1.0M 1.1k 968.40
Forestar Group Inc note 0.0 $500k 500.00 1000.00
Ares Capital Corp conv 0.0 $431k 419.00 1028.64