Wellesley Investment Advisors

Wellesley Asset Management as of March 31, 2018

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 68 positions in its portfolio as reported in the March 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 4.2 $79M 79k 1000.99
Atlas Air Worldwide Hldgs In note 2.250% 6/0 4.0 $76M 67k 1143.84
Finisar Corp note 0.500%12/1 3.8 $72M 80k 900.91
Tutor Perini Corp convertible security 3.6 $68M 64k 1058.58
Hannon Armstrong Sust Infr C note 4.125% 9/0 3.2 $62M 64k 958.00
Ani Pharmaceuticals Inc. note 3.000 12/0 3.2 $60M 55k 1095.32
Pennymac Corp conv 3.0 $56M 56k 1003.75
Blackstone Mtg Tr Inc note 4.375% 5/0 2.7 $51M 52k 987.10
New York Mtg Tr Inc note 6.250% 1/1 2.6 $50M 49k 1016.81
Redwood Tr Inc note 4.750% 8/1 2.6 $49M 51k 971.80
Ttm Technologies Inc conv 2.6 $49M 29k 1666.87
Electronics For Imaging Inc note 0.750% 9/0 2.5 $48M 50k 971.89
Lgi Homes Inc conv 2.5 $48M 15k 3277.49
Amtrust Finl Svcs Inc note 2.750%12/1 2.5 $47M 52k 902.39
Thrx 2 1/8 01/15/23 2.4 $45M 42k 1075.41
Integrated Device Tech conv 2.4 $45M 39k 1129.00
Pra Group Inc conv 2.3 $43M 44k 966.24
Viavi Solutions Inc convertible security 2.2 $43M 42k 1019.42
Aceto Corp note 2.000 11/0 2.2 $42M 48k 882.56
Arbor Rlty Tr Inc Note 5.37511/1 2.2 $41M 41k 1017.50
Cown 3% 12/15/22 2.1 $41M 40k 1014.26
On Semiconductor Corp Note 1.000%12/0 bond 2.1 $40M 28k 1432.17
Hercules Capital Inc dbcv 4.375% 2/0 2.1 $40M 39k 1014.31
Synchronoss Technologies conv 2.1 $40M 42k 947.63
Wells Fargo & Co Medium Term Nts 0.000% 06/10/20 B/e Dtd 06/17/13 2.0 $39M 39k 988.09
On Semiconductor Corp convertible bonds 2.0 $37M 27k 1373.24
Horizon Global Corp note 2.750% 7/0 1.9 $37M 45k 824.65
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 1.9 $36M 38k 940.99
Western Asset Mtg Cap Corp note 6.750%10/0 1.9 $35M 36k 993.09
Rovi Corp Note 0.500% 3/0 bond 1.7 $32M 33k 973.60
Calamp Corp convertible security 1.7 $32M 30k 1071.32
Helix Energy Solutions Group convertible security 1.6 $31M 31k 1013.01
Encore Capital Group Inc note 1.6 $31M 31k 1003.00
Wells Fargo & Co mtnf 6/0 1.6 $29M 16k 1816.53
Jazz Pharmaceuticals Inc note 1.5000% 15-aug-2024 1.6 $29M 30k 978.87
Rmbs 1.375% 02/01/23 1.5 $29M 29k 988.65
Aegean Marine Pete Network I bond 1.2 $23M 37k 620.17
Trn 4% 04/01/45 1.2 $22M 27k 809.85
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 1.1 $21M 22k 975.93
Blackrock Capital Investment Note 5.000 6/1 0.9 $18M 17k 1032.02
Huron Consulting Group I 1.25% cvbond 0.8 $16M 17k 944.99
Ubs Ag London Brh Callable Exch Sec Lkd Com Stk Google Isin#us90270kaw99 0.000% 02/15/21 B/e Dtd 02/.. 0.8 $15M 11k 1340.81
Echo Global Logistics Inc note 2.500% 5/0 0.7 $14M 14k 1019.72
Osi Systems Inc convertible security 0.7 $13M 14k 912.50
Hci Group deb 0.6 $12M 12k 1002.56
Kb Home note 0.6 $12M 10k 1136.84
Inphi Corp note 0.750% 9/0 0.6 $12M 12k 942.21
Jazz Investments I Ltd. conv 0.6 $11M 11k 1048.76
Blackhawk Network Hldgs Inc note 1.500% 1/1 0.4 $7.6M 6.9k 1106.81
Goldman Sachs deb 0.4 $7.4M 7.3k 1015.10
Granite Pt Mtg Tr Inc Note 5.62512/0 0.4 $7.4M 7.5k 984.27
Vitamin Shoppe Inc note 2.250 12/0 0.4 $6.9M 9.3k 735.34
New Mountain Finance Corp conv 0.3 $6.2M 6.0k 1030.84
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.3 $5.8M 6.2k 936.90
Macquarie Infrastructure Cor Note 2.00010/0 0.3 $5.3M 6.0k 892.43
Goog 0% 02/19/21 0.2 $4.5M 3.3k 1370.72
Teva Pharm Finance Llc Cvt cv bnd 0.2 $3.9M 4.5k 881.41
Ezcorp Inc sr unsecured 06/19 2.625 0.2 $3.8M 3.6k 1056.41
Tpg Specialty Lending Inc note 4.500% 8/0 0.1 $2.8M 2.7k 1026.32
Gtls 1% 11/15/24 0.1 $2.7M 2.3k 1173.48
Colony Finl Inc note 5.00% 0.1 $2.1M 2.3k 936.24
Dish Network Corp note 2.375% 3/1 0.1 $1.9M 2.2k 889.14
Green Plains Inc conv bnd 0.1 $1.7M 1.8k 953.74
Tcp Capital Corp convertible security 0.1 $1.3M 1.3k 1012.09
Oasis Pete Inc New Note 2.625% 9/1 bond 0.1 $1.1M 1.1k 1035.24
Csg Sys Intl Inc note 4.250% 3/1 0.0 $788k 714.00 1103.64
Veeco Instrs Inc Del note 2.700% 1/1 0.0 $569k 623.00 913.32
Arbor Realty Trust note 6.500 10/0 0.0 $14k 13.00 1076.92