Wellesley Investment Advisors

Wellesley Asset Management as of June 30, 2018

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 65 positions in its portfolio as reported in the June 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Tutor Perini Corp convertible security 4.9 $81M 81k 1003.98
Atlas Air Worldwide Hldgs In note 2.250% 6/0 4.8 $80M 65k 1232.65
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 4.7 $79M 80k 992.40
Finisar Corp note 0.500%12/1 4.2 $71M 78k 910.15
Hannon Armstrong Sust Infr C note 4.125% 9/0 3.7 $62M 64k 962.50
Pra Group Inc conv 3.4 $57M 59k 963.83
Blackstone Mtg Tr Inc note 4.375% 5/0 3.4 $56M 57k 985.38
Pennymac Corp conv 3.2 $54M 53k 1004.87
Ttm Technologies Inc conv 3.2 $54M 29k 1868.37
Viavi Solutions Inc convertible security 3.1 $52M 52k 1011.75
Hci Group Inc note 4.250% 3/0 3.1 $51M 52k 982.52
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 3.0 $50M 48k 1049.54
Amtrust Finl Svcs Inc note 2.750%12/1 2.8 $47M 48k 972.51
Redwood Tr Inc note 4.750% 8/1 2.8 $47M 48k 972.09
New York Mtg Tr Inc note 6.250% 1/1 2.7 $46M 46k 994.21
Arbor Rlty Tr Inc Note 5.37511/1 2.6 $44M 40k 1110.98
Synaptics Inc note 0.500% 6/1 2.5 $42M 42k 992.68
Lgi Homes Inc conv 2.4 $40M 15k 2678.55
Western Asset Mtg Cap Corp note 6.750%10/0 2.2 $37M 37k 1011.61
On Semiconductor Corp Note 1.000%12/0 bond 2.1 $36M 27k 1318.09
Helix Energy Solutions Group convertible security 2.1 $35M 29k 1181.31
Hercules Capital Inc dbcv 4.375% 2/0 2.1 $35M 35k 998.53
Granite Pt Mtg Tr Inc Note 5.62512/0 2.0 $34M 33k 1019.31
Ani Pharmaceuticals Inc. note 3.000 12/0 1.8 $29M 26k 1132.73
Calamp Corp convertible security 1.7 $28M 26k 1067.99
Horizon Global Corp note 2.750% 7/0 1.6 $27M 39k 703.92
Lgnd 0.75% 05/15/23 1.6 $26M 25k 1036.79
Pacira Pharmaceuticals Inc convertible security 1.5 $24M 26k 931.88
On Semiconductor Corp note 1.625%10/1 1.4 $24M 19k 1268.65
Trn 4% 04/01/45 1.4 $23M 27k 834.54
Sq 0.5% 05/15/23 1.4 $23M 21k 1071.86
Green Plains Inc conv bnd 1.3 $21M 21k 994.48
Twitter Inc note 1.000% 9/1 1.2 $21M 21k 970.10
Inphi Corp note 0.750% 9/0 1.2 $20M 22k 936.93
Wells Fargo & Co mtnf 6/0 1.2 $19M 11k 1731.94
Encore Capital Group Inc note 0.8 $14M 15k 927.31
Osi Systems Inc convertible security 0.8 $14M 15k 972.55
Thrx 2 1/8 01/15/23 0.8 $14M 14k 973.94
Huron Consulting Group I 1.25% cvbond 0.8 $14M 15k 943.56
Rovi Corp Note 0.500% 3/0 bond 0.8 $14M 14k 951.91
Aegean Marine Pete Network I bond 0.8 $13M 37k 350.01
Kaman Corp convertible security 0.7 $12M 9.5k 1211.05
Integrated Device Tech conv 0.7 $11M 9.7k 1142.11
Kb Home note 0.7 $11M 10k 1088.45
Jazz Investments I Ltd. conv 0.6 $11M 9.9k 1090.86
Hci Group deb 0.6 $10M 10k 997.20
Helix Energy Solutions Grp I note 4.250% 5/0 0.6 $9.7M 9.3k 1046.43
Goldman Sachs deb 0.5 $8.4M 8.2k 1024.91
Vitamin Shoppe Inc note 2.250 12/0 0.4 $7.2M 9.2k 774.83
Blackrock Capital Investment Note 5.000 6/1 0.4 $6.2M 6.1k 1022.45
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 933.30
Veeco Instrs Inc Del note 2.700% 1/1 0.3 $4.9M 5.5k 884.65
Echo Global Logistics Inc note 2.500% 5/0 0.2 $3.4M 3.2k 1038.90
Ezcorp Inc sr unsecured 06/19 2.625 0.2 $2.9M 2.8k 1015.89
New Mountain Finance Corp conv 0.1 $2.2M 2.2k 1018.69
Pra Group Inc convertible security 0.1 $2.1M 2.0k 1066.00
Sm Energy Co note 1.500% 7/0 0.1 $1.9M 1.8k 1035.34
Tpg Specialty Lending Inc note 4.500% 8/0 0.1 $1.8M 1.8k 1000.00
Oasis Pete Inc New Note 2.625% 9/1 bond 0.1 $1.6M 1.2k 1300.08
Tcp Capital Corp convertible security 0.1 $1.5M 1.5k 1006.67
Guidewire Software convertible security 0.1 $1.1M 1.1k 1019.78
Csg Sys Intl Inc note 4.250% 3/1 0.0 $733k 694.00 1056.20
Macquarie Infrastructure Cor Note 2.00010/0 0.0 $567k 637.00 890.11
Teva Pharm Finance Llc Cvt cv bnd 0.0 $93k 100.00 930.00
Electronics For Imaging Inc note 0.750% 9/0 0.0 $138k 139.00 992.81