Wellesley Investment Advisors

Wellesley Asset Management as of Sept. 30, 2017

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 62 positions in its portfolio as reported in the September 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 4.9 $92M 76k 1211.25
Ani Pharmaceuticals Inc. note 3.000 12/0 3.4 $64M 58k 1090.01
Blackstone Mtg Tr Inc note 4.375% 5/0 3.2 $60M 60k 1011.25
Pennymac Corp conv 3.1 $58M 58k 993.76
Ttm Technologies Inc conv 3.1 $58M 34k 1692.50
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 3.1 $57M 56k 1019.38
Pra Group Inc conv 3.0 $55M 60k 924.37
Impax Laboratories Inc conv 2.9 $54M 60k 903.75
Integrated Device Tech conv 2.9 $53M 50k 1071.26
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 2.8 $53M 52k 1008.13
Hannon Armstrong Sust Infr C note 4.125% 9/0 2.6 $49M 47k 1037.51
Echo Global Logistics Inc note 2.500% 5/0 2.4 $45M 46k 966.89
Ubs Ag London Brh Callable Exch Sec Lkd Com Stk Google Isin#us90270kaw99 0.000% 02/15/21 B/e Dtd 02/.. 2.4 $44M 35k 1267.41
Synchronoss Technologies conv 2.4 $44M 52k 856.26
Aceto Corp note 2.000 11/0 2.4 $44M 50k 888.75
New York Mtg Tr Inc note 6.250% 1/1 2.3 $42M 42k 1001.26
Calamp Corp convertible security 2.2 $41M 39k 1071.26
Jazz Investments I Ltd. conv 2.2 $41M 39k 1056.88
Thrx 2 1/8 01/15/23 2.2 $41M 42k 980.62
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13 2.2 $41M 40k 1029.31
Encore Capital Group Inc note 2.2 $40M 40k 1000.00
On Semiconductor Corp convertible bonds 2.2 $40M 35k 1166.26
Blackrock Capital Investment Note 5.000 6/1 2.1 $40M 38k 1049.99
Tutor Perini Corp convertible security 2.1 $39M 34k 1169.38
Lgi Homes Inc conv 2.0 $38M 17k 2271.90
On Semiconductor Corp Note 1.000%12/0 bond 2.0 $38M 31k 1198.12
Sucampo Pharmaceuticals Inc dbcv 3.250%12/1 1.9 $36M 35k 1038.14
Electronics For Imaging Inc note 0.750% 9/0 1.9 $35M 33k 1041.88
Amtrust Finl Svcs Inc note 2.750%12/1 1.8 $34M 46k 739.99
Goldman Sachs Group Inc note 1/2 1.8 $34M 21k 1633.97
Horizon Global Corp note 2.750% 7/0 1.8 $34M 32k 1036.24
M/i Homes Inc note 3.000% 3/0 1.7 $31M 31k 1010.63
Wells Fargo & Co mtnf 6/0 1.4 $26M 20k 1327.89
Arbor Realty Trust note 6.500 10/0 1.4 $26M 25k 1073.11
Redwood Tr Inc note 4.750% 8/1 1.4 $26M 26k 998.74
Prospect Capital Corporation conb 1.3 $24M 24k 996.26
Renewable Energy Group Inc mtnf 2.750% 6/1 1.2 $23M 21k 1075.64
Trn 4% 04/01/45 1.2 $23M 28k 811.86
Encore Cap Group Inc note 3.000% 7/0 1.0 $18M 16k 1148.73
Vitamin Shoppe Inc note 2.250 12/0 0.9 $17M 23k 742.50
Huron Consulting Group I 1.25% cvbond 0.9 $17M 18k 937.49
Western Asset Mtg Cap Corp note 6.750%10/0 0.9 $16M 16k 1003.12
Wells Fargo & Company 0% 01/24/20 0.8 $16M 9.6k 1640.76
Goog 0% 02/19/21 0.8 $15M 12k 1280.42
Veeco Instrs Inc Del note 2.700% 1/1 0.8 $15M 16k 961.28
Emergent Biosolutions Inc conv 0.8 $15M 10k 1441.86
Finisar Corp note 0.500%12/1 0.8 $14M 13k 1042.53
Hci Group deb 0.7 $13M 13k 990.64
Kb Home note 0.7 $12M 12k 1054.39
New Mountain Finance Corp conv 0.7 $12M 12k 1035.01
Teva Pharm Finance Llc Cvt cv bnd 0.6 $11M 12k 906.29
Cowen Group Inc New note 3.000% 3/1 0.4 $7.5M 7.1k 1054.42
Repligen Corp note 2.125% 6/0 0.4 $7.3M 5.4k 1349.33
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.4 $6.8M 6.3k 1084.40
Redwood Trust, Inc note 5.625 11/1 0.4 $6.7M 6.5k 1034.94
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.3 $6.3M 6.6k 954.30
Akamai Technologies Inc Sr Cv zero coupon bonds 0.2 $3.7M 3.8k 973.64
Broadsoft Inc. 1.5% 07/01/2018 conv 0.2 $3.3M 2.6k 1272.06
Wells Fargo & Company 0% 01/24/20 0.1 $2.8M 1.7k 1635.73
Colony Finl Inc note 5.00% 0.1 $2.5M 2.4k 1028.82
Rovi Corp Note 0.500% 3/0 bond 0.1 $1.9M 1.9k 1009.17
Priceline Group Inc/the conv 0.1 $1.2M 1.1k 1149.76