Wellesley Investment Advisors

Wellesley Asset Management as of March 31, 2019

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 60 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Barclays Bk Plc mtnf 10/3 5.6 $80M 78k 1025.70
Tutor Perini Corp convertible security 5.5 $79M 83k 958.38
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 4.7 $68M 69k 977.72
Pacira Pharmaceuticals Inc convertible security 4.6 $66M 67k 986.99
Air Transport Services Grp I note 1.125%10/1 4.4 $62M 62k 1002.38
Dycom Inds Inc Note 0.750% 9/1 bond 4.3 $62M 67k 925.11
Atlas Air Worldwide Hldgs In note 2.250% 6/0 4.1 $58M 55k 1053.01
Hannon Armstrong Sust Infr C note 4.125% 9/0 3.8 $55M 54k 1014.37
Ii-vi Incorp convertible security 3.7 $53M 50k 1048.61
Hci Group Inc note 4.250% 3/0 3.7 $52M 52k 998.65
Finisar Corp note 0.500%12/1 3.6 $52M 53k 983.33
Barclays Bank Plc mtnf 9/2 3.6 $52M 52k 983.31
Blackstone Mtg Tr Inc note 4.375% 5/0 3.4 $48M 48k 1012.71
Lumentum Holdings Inc convertible security 3.4 $48M 41k 1182.23
Synaptics Inc note 0.500% 6/1 3.4 $48M 52k 925.27
Ready Capital 7.0-srnts 8/2023 p 3.1 $44M 1.7k 26418.21
Cown 3% 12/15/22 2.6 $38M 36k 1046.77
Supernus Pharmaceuticals 144a conv 2.6 $37M 38k 973.35
Greenbrier Companies Inc convertible security 2.3 $32M 34k 962.38
Granite Pt Mtg Tr Inc note 6.375%10/0 2.2 $32M 31k 1011.85
Redwood Tr Inc note 4.750% 8/1 2.1 $30M 31k 961.16
Jazz Investments I Ltd note 1.500% 8/1 1.9 $26M 27k 982.26
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 1.6 $22M 24k 936.20
Resource Cap Corp Note 4.500 8/1 1.6 $22M 22k 983.82
Viavi Solutions Inc convertible security 1.5 $21M 18k 1129.45
On Semiconductor Corp Note 1.000%12/0 bond 1.4 $20M 16k 1238.35
Ares Capital Corp convertible security 1.3 $19M 19k 997.52
Lgi Homes Inc conv 1.2 $17M 6.1k 2823.16
Goldman Sachs deb 1.1 $16M 16k 987.98
Pennymac Corp conv 1.0 $15M 15k 1004.59
Calamp Corp convertible security 0.8 $12M 12k 973.65
Kaman Corp convertible security 0.8 $11M 9.8k 1104.91
Pra Group Inc conv 0.7 $11M 11k 967.72
Twitter Inc note 1.000% 9/1 0.7 $11M 11k 943.43
Jazz Investments I Ltd. conv 0.7 $9.8M 9.7k 1016.06
Hercules Capital Inc dbcv 4.375% 2/0 0.7 $9.3M 9.5k 979.16
Tpg Specialty Lending Inc note 4.500% 8/0 0.6 $9.1M 8.9k 1022.09
Ari 5.375% 10/15/23 0.6 $8.1M 8.2k 980.33
Ani Pharmaceuticals Inc. note 3.000 12/0 0.5 $7.7M 7.0k 1101.07
Western Asset Mtg Cap Corp note 6.750%10/0 0.5 $7.3M 7.7k 947.32
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.5 $6.5M 6.0k 1077.24
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.4 $5.8M 6.1k 958.47
On Semiconductor Corp note 1.625%10/1 0.4 $5.8M 4.7k 1233.33
Guidewire Software convertible security 0.3 $4.9M 4.5k 1090.91
Knowles Corp note 3.250%11/0 0.3 $4.4M 3.8k 1171.73
Blackrock Capital Investment Note 5.000 6/1 0.3 $4.2M 4.2k 998.81
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.3 $4.1M 4.0k 1012.66
Tcp Capital Corp convertible security 0.2 $3.6M 3.6k 1007.60
Sm Energy Co note 1.500% 7/0 0.2 $3.5M 3.7k 938.53
Pra Group Inc convertible security 0.2 $2.7M 3.0k 898.01
Ezcorp Inc sr unsecured 06/19 2.625 0.1 $2.1M 2.1k 1001.87
New York Mtg Tr Inc note 6.250% 1/1 0.1 $1.7M 1.6k 1001.82
New Mountain Finance Corp conv 0.1 $1.4M 1.4k 1002.77
Osi Systems Inc convertible security 0.1 $1.4M 1.4k 1016.28
Pros Holding Inc 2% Due 12/1/2 cvbond 0.1 $1.3M 1.0k 1283.00
Encore Cap Group Inc note 3.000% 7/0 0.1 $1.1M 1.2k 957.48
Oasis Pete Inc New Note 2.625% 9/1 bond 0.1 $1.1M 1.2k 936.37
Silicon Laboratories Inc convertible security 0.1 $1.1M 1.0k 1088.65
Marriott Vacation Worldw convertible security 0.0 $399k 418.00 954.55
Priceline Group Inc/the conv 0.0 $111k 100.00 1110.00