Wellesley Investment Advisors

Wellesley Asset Management as of Sept. 30, 2018

Portfolio Holdings for Wellesley Asset Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Tutor Perini Corp convertible security 6.0 $95M 93k 1022.50
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 5.5 $88M 88k 994.54
Finisar Corp note 0.500%12/1 4.1 $66M 71k 918.55
Atlas Air Worldwide Hldgs In note 2.250% 6/0 4.0 $64M 55k 1157.96
Hannon Armstrong Sust Infr C note 4.125% 9/0 4.0 $64M 65k 976.13
Pacira Pharmaceuticals Inc convertible security 3.9 $62M 59k 1059.99
Synaptics Inc note 0.500% 6/1 3.9 $62M 65k 959.03
Blackstone Mtg Tr Inc note 4.375% 5/0 3.8 $62M 61k 1002.59
Viavi Solutions Inc convertible security 3.7 $60M 55k 1082.42
Hci Group Inc note 4.250% 3/0 3.3 $53M 54k 997.50
Redwood Tr Inc note 4.750% 8/1 3.3 $53M 55k 959.43
Pra Group Inc conv 2.8 $46M 47k 966.85
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 2.8 $45M 47k 972.82
Amtrust Finl Svcs Inc note 2.750%12/1 2.8 $45M 47k 949.19
Granite Pt Mtg Tr Inc Note 5.62512/0 2.5 $40M 39k 1036.83
New York Mtg Tr Inc note 6.250% 1/1 2.5 $40M 40k 1000.63
Air Transport Services G 2.3 $37M 39k 958.59
Pennymac Corp conv 2.3 $37M 37k 998.58
Western Asset Mtg Cap Corp note 6.750%10/0 2.2 $36M 36k 1011.83
Twitter Inc note 1.000% 9/1 2.2 $36M 39k 923.15
Ezpw 2.375% 05/01/25 2.0 $33M 36k 922.40
On Semiconductor Corp Note 1.000%12/0 bond 1.8 $29M 25k 1162.58
Ttm Technologies Inc conv 1.8 $29M 17k 1690.29
Horizon Global Corp note 2.750% 7/0 1.7 $27M 36k 750.81
Hercules Capital Inc dbcv 4.375% 2/0 1.6 $26M 27k 971.45
Inphi Corp note 0.750% 9/0 1.6 $26M 26k 987.64
Lgi Homes Inc conv 1.5 $25M 11k 2205.47
Jazz Investments I Ltd note 1.500% 8/1 1.5 $25M 24k 1019.46
Helix Energy Solutions Group convertible security 1.4 $23M 18k 1300.03
Aegean Marine Pete Network I bond 1.3 $21M 35k 585.02
Goldman Sachs deb 1.3 $20M 20k 1012.98
Calamp Corp convertible security 1.1 $18M 17k 1051.37
Arbor Rlty Tr Inc Note 5.37511/1 1.1 $18M 15k 1196.02
On Semiconductor Corp note 1.625%10/1 0.9 $15M 13k 1125.88
Integrated Device Tech conv 0.8 $14M 9.0k 1505.30
Osi Systems Inc convertible security 0.8 $13M 14k 958.21
Akamai Technologies 0.8 $13M 13k 985.92
Kaman Corp convertible security 0.7 $12M 9.8k 1176.79
Jazz Investments I Ltd. conv 0.6 $10M 9.3k 1073.76
Kb Home note 0.6 $9.5M 9.4k 1018.58
Ani Pharmaceuticals Inc. note 3.000 12/0 0.6 $9.6M 9.0k 1062.67
Green Plains Inc conv bnd 0.5 $7.7M 8.1k 959.06
Air Transport Services Grp I note 1.125%10/1 0.5 $7.6M 7.9k 958.58
Encore Capital Group Inc note 0.4 $7.0M 7.5k 935.85
Veeco Instrs Inc Del note 2.700% 1/1 0.4 $6.8M 8.0k 851.87
Fcn 2% 08/15/23 0.4 $6.9M 7.0k 974.68
Wells Fargo & Co mtnf 6/0 0.4 $6.1M 3.7k 1654.85
Hci Group deb 0.4 $5.9M 5.9k 997.27
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.4 $5.7M 6.1k 943.49
Vitamin Shoppe Inc note 2.250 12/0 0.3 $5.2M 6.0k 868.83
Two Hbrs Invt Corp note 6.250% 1/1 0.3 $5.2M 5.0k 1031.82
Rovi Corp Note 0.500% 3/0 bond 0.3 $4.7M 4.9k 954.01
New Mountain Finance Corp conv 0.3 $4.4M 4.4k 1011.17
Blackrock Capital Investment Note 5.000 6/1 0.3 $4.4M 4.3k 1020.77
Ezcorp Inc sr unsecured 06/19 2.625 0.2 $3.8M 3.9k 993.52
Sm Energy Co note 1.500% 7/0 0.2 $3.7M 3.4k 1099.71
Tpg Specialty Lending Inc note 4.500% 8/0 0.2 $2.6M 2.6k 1009.40
Tcp Capital Corp convertible security 0.1 $2.2M 2.2k 1001.79
Helix Energy Solutions Grp I note 4.250% 5/0 0.1 $2.0M 1.9k 1075.45
Dycom Inds Inc Note 0.750% 9/1 bond 0.1 $1.7M 1.5k 1114.00
Oasis Pete Inc New Note 2.625% 9/1 bond 0.1 $1.6M 1.2k 1344.83
Guidewire Software convertible security 0.1 $1.2M 1.2k 1073.72
Zillow Group Inc convertible/ 0.1 $1.2M 1.3k 925.73
Echo Global Logistics Inc note 2.500% 5/0 0.1 $1.1M 1.0k 1062.14
Csg Sys Intl Inc note 4.250% 3/1 0.1 $1.2M 1.1k 1053.43
Royal Gold Inc conv 0.0 $465k 459.00 1013.07
Macquarie Infrastructure Cor Note 2.00010/0 0.0 $252k 280.00 900.00
Electronics For Imaging Inc note 0.750% 9/0 0.0 $99k 100.00 990.00