Wellesley Investment Advisors

Wellesley Asset Management as of Dec. 31, 2018

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 76 positions in its portfolio as reported in the December 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Barclays Bk Plc mtnf 10/3 5.7 $84M 81k 1038.20
Tutor Perini Corp convertible security 5.5 $80M 86k 922.95
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 4.8 $70M 75k 938.78
Air Transport Services Grp I note 1.125%10/1 4.3 $63M 65k 957.39
Finisar Corp note 0.500%12/1 4.1 $60M 63k 951.72
Dycom Inds Inc Note 0.750% 9/1 bond 3.8 $55M 59k 933.48
Atlas Air Worldwide Hldgs In note 2.250% 6/0 3.5 $50M 52k 968.82
Blackstone Mtg Tr Inc note 4.375% 5/0 3.5 $50M 52k 978.10
Synaptics Inc note 0.500% 6/1 3.4 $50M 56k 881.29
Hannon Armstrong Sust Infr C note 4.125% 9/0 3.4 $49M 54k 910.98
Hci Group Inc note 4.250% 3/0 3.3 $48M 48k 1013.67
Barclays Bank Plc mtnf 9/2 3.2 $47M 50k 932.30
Lumentum Holdings Inc convertible security 3.0 $44M 44k 1008.27
Ready Capital 7.0-srnts 8/2023 p 2.8 $42M 1.7M 24.50
Redwood Tr Inc note 4.750% 8/1 2.8 $41M 45k 918.71
Pacira Pharmaceuticals Inc convertible security 2.5 $36M 37k 994.38
Cown 3% 12/15/22 2.0 $30M 30k 994.87
Western Asset Mtg Cap Corp note 6.750%10/0 1.9 $28M 30k 920.02
Pennymac Corp conv 1.8 $27M 27k 993.88
Granite Pt Mtg Tr Inc note 6.375%10/0 1.8 $26M 26k 988.80
Viavi Solutions Inc convertible security 1.8 $26M 26k 989.26
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 1.7 $25M 28k 891.26
Ii-vi Incorp convertible security 1.6 $24M 24k 976.58
New York Mtg Tr Inc note 6.250% 1/1 1.6 $24M 24k 986.88
Jazz Investments I Ltd note 1.500% 8/1 1.6 $23M 26k 907.92
Twitter Inc note 1.000% 9/1 1.6 $23M 25k 914.52
Ezpw 2.375% 05/01/25 1.5 $22M 29k 762.00
On Semiconductor Corp Note 1.000%12/0 bond 1.5 $21M 19k 1104.99
Goldman Sachs deb 1.4 $21M 22k 972.60
Pra Group Inc conv 1.4 $21M 22k 921.47
Calamp Corp convertible security 1.4 $20M 21k 952.57
Lgi Homes Inc conv 1.2 $17M 8.1k 2126.22
Resource Cap Corp Note 4.500 8/1 1.0 $15M 16k 967.60
Greenbrier Companies Inc convertible security 0.9 $14M 14k 987.65
Kaman Corp convertible security 0.9 $13M 12k 1070.02
Hercules Capital Inc dbcv 4.375% 2/0 0.9 $13M 13k 948.86
Twtr 0.25% 06/15/24 0.8 $12M 14k 874.05
Sm Energy Co note 1.500% 7/0 0.8 $12M 13k 934.54
Ani Pharmaceuticals Inc. note 3.000 12/0 0.8 $11M 11k 1005.45
Jazz Investments I Ltd. conv 0.6 $9.4M 9.7k 972.23
On Semiconductor Corp note 1.625%10/1 0.6 $9.3M 8.6k 1076.33
Kb Home note 0.6 $8.6M 8.7k 997.46
Guidewire Software convertible security 0.6 $8.4M 8.7k 963.21
Cown 3% 12/15/22 0.4 $6.4M 6.4k 994.84
Patk 1% 02/01/23 0.4 $5.7M 7.5k 760.53
Helix Energy Solutions Group convertible security 0.4 $5.2M 5.7k 926.21
Lgnd 0.75% 05/15/23 0.4 $5.3M 6.0k 888.00
Rmbs 1 3/8 2/1/23 convertible bond 0.4 $5.2M 6.0k 872.17
Ari 5.375% 10/15/23 0.3 $5.1M 5.3k 962.75
Tpg Specialty Lending Inc note 4.500% 8/0 0.3 $4.6M 4.7k 984.52
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.3 $4.4M 4.8k 926.50
Arbor Rlty Tr Inc Note 5.37511/1 0.3 $4.4M 3.8k 1144.28
Hci Group deb 0.3 $4.2M 4.2k 999.52
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.3 $4.0M 4.2k 955.73
Blackrock Capital Investment Note 5.000 6/1 0.2 $3.6M 3.7k 981.16
Pra Group Inc convertible security 0.2 $2.6M 3.1k 846.20
Encore Capital Group Inc note 0.2 $2.5M 3.0k 835.21
Knowles Corp note 3.250%11/0 0.2 $2.3M 2.2k 1033.17
Ezcorp Inc sr unsecured 06/19 2.625 0.1 $2.3M 2.3k 978.32
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.1 $2.1M 2.1k 976.67
Sq 0.5% 05/15/23 0.1 $2.1M 2.0k 1043.00
Encore Cap Group Inc note 3.000% 7/0 0.1 $1.9M 2.1k 907.45
Vitamin Shoppe Inc note 2.250 12/0 0.1 $1.9M 2.0k 952.50
Tcp Capital Corp convertible security 0.1 $1.9M 1.9k 977.40
Tesla Motors Inc bond 0.1 $1.7M 1.5k 1124.67
New Mountain Finance Corp conv 0.1 $1.5M 1.5k 1005.32
Csg Sys Intl Inc note 4.250% 3/1 0.1 $1.4M 1.4k 996.51
Biosante Pharmaceuticals (ANIP) 0.1 $1.3M 29k 45.02
Silicon Laboratories Inc convertible security 0.1 $1.3M 1.2k 1058.82
Marriott Vacation Worldw convertible security 0.1 $1.4M 1.6k 862.88
Osi Systems Inc convertible security 0.1 $854k 916.00 932.31
Oasis Pete Inc New Note 2.625% 9/1 bond 0.0 $608k 690.00 881.16
Zillow Group Inc note 2.000%12/0 0.0 $599k 613.00 977.16
Royal Gold Inc conv 0.0 $211k 209.00 1009.57
Priceline Group Inc/the conv 0.0 $111k 100.00 1110.00
Macquarie Infrastructure Cor Note 2.00010/0 0.0 $209k 241.00 867.22