Wellesley Investment Advisors

Wellesley Asset Management as of Dec. 31, 2017

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 59 positions in its portfolio as reported in the December 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 4.1 $79M 68k 1151.87
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 3.9 $73M 72k 1018.12
Ani Pharmaceuticals Inc. note 3.000 12/0 3.4 $65M 56k 1153.13
Thrx 2 1/8 01/15/23 3.4 $64M 65k 993.76
Pennymac Corp conv 3.0 $57M 57k 989.37
Hannon Armstrong Sust Infr C note 4.125% 9/0 3.0 $56M 55k 1031.24
Ttm Technologies Inc conv 2.9 $55M 32k 1716.89
Blackstone Mtg Tr Inc note 4.375% 5/0 2.9 $55M 54k 1019.38
Lgi Homes Inc conv 2.8 $53M 15k 3491.25
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 2.8 $52M 52k 998.76
Pra Group Inc conv 2.7 $52M 54k 959.99
Integrated Device Tech conv 2.7 $51M 45k 1118.12
New York Mtg Tr Inc note 6.250% 1/1 2.6 $50M 49k 1023.75
Ubs Ag London Brh Callable Exch Sec Lkd Com Stk Google Isin#us90270kaw99 0.000% 02/15/21 B/e Dtd 02/.. 2.5 $47M 34k 1365.21
Aceto Corp note 2.000 11/0 2.3 $44M 49k 903.75
Blackhawk Network Hldgs Inc note 1.500% 1/1 2.3 $44M 43k 1020.63
Encore Capital Group Inc note 2.2 $43M 43k 979.99
Sucampo Pharmaceuticals Inc note 3.250%12/1 2.2 $42M 34k 1216.88
Synchronoss Technologies conv 2.1 $41M 45k 901.87
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13 2.1 $40M 39k 1026.21
On Semiconductor Corp Note 1.000%12/0 bond 2.0 $38M 30k 1281.25
On Semiconductor Corp convertible bonds 2.0 $38M 31k 1236.88
Goldman Sachs Group Inc note 1/2 2.0 $38M 21k 1810.90
Tutor Perini Corp convertible security 1.9 $37M 33k 1107.51
Redwood Tr Inc note 4.750% 8/1 1.9 $37M 38k 967.50
Finisar Corp note 0.500%12/1 1.9 $36M 39k 932.50
Amtrust Finl Svcs Inc note 2.750%12/1 1.9 $36M 50k 725.00
Echo Global Logistics Inc note 2.500% 5/0 1.9 $36M 34k 1037.50
Western Asset Mtg Cap Corp note 6.750%10/0 1.8 $35M 35k 990.00
Arbor Rlty Tr Inc Note 5.37511/1 1.8 $34M 34k 1016.87
Calamp Corp convertible security 1.8 $34M 32k 1062.49
M/i Homes Inc note 3.000% 3/0 1.8 $33M 30k 1096.25
Horizon Global Corp note 2.750% 7/0 1.7 $33M 35k 942.49
Electronics For Imaging Inc note 0.750% 9/0 1.7 $32M 33k 966.87
Wells Fargo & Co mtnf 6/0 1.6 $31M 20k 1609.02
Inphi Corp note 0.750% 9/0 1.4 $28M 28k 995.64
Jazz Pharmaceuticals Inc note 1.5000% 15-aug-2024 1.3 $25M 26k 946.86
Rovi Corp Note 0.500% 3/0 bond 1.2 $24M 25k 946.25
Blackrock Capital Investment Note 5.000 6/1 1.2 $23M 22k 1041.26
Trn 4% 04/01/45 1.2 $22M 28k 805.61
Impax Laboratories Inc conv 1.0 $20M 20k 975.02
Huron Consulting Group I 1.25% cvbond 0.9 $16M 17k 935.62
Hci Group deb 0.8 $15M 16k 984.98
Jazz Investments I Ltd. conv 0.8 $15M 15k 1005.66
Veeco Instrs Inc Del note 2.700% 1/1 0.8 $15M 17k 873.11
Goog 0% 02/19/21 0.7 $14M 10k 1377.10
Kb Home note 0.7 $14M 11k 1228.75
Vitamin Shoppe Inc note 2.250 12/0 0.7 $13M 21k 639.99
Wells Fargo & Company 0% 01/24/20 0.7 $13M 7.0k 1804.97
Arbor Realty Trust note 6.500 10/0 0.6 $12M 11k 1084.40
Macquarie Infrastructure Cor Note 2.00010/0 0.5 $8.8M 9.2k 959.96
New Mountain Finance Corp conv 0.4 $6.8M 6.6k 1029.31
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.3 $6.0M 6.4k 939.62
Teva Pharm Finance Llc Cvt cv bnd 0.3 $5.9M 6.7k 882.49
Goldman Sachs deb 0.3 $5.9M 5.7k 1038.06
Wells Fargo & Company 0% 01/24/20 0.2 $3.1M 1.7k 1800.00
Finisar Corp note 0.500%12/1 0.1 $2.6M 2.6k 1009.93
Colony Finl Inc note 5.00% 0.1 $2.4M 2.4k 1034.28
Csg Sys Intl Inc note 4.250% 3/1 0.0 $780k 714.00 1092.44