Wellesley Investment Advisors

Wellesley Asset Management as of June 30, 2019

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 56 positions in its portfolio as reported in the June 2019 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 77k 1094.80
Tutor Perini Corp convertible security 5.2 $76M 80k 950.26
Pacira Pharmaceuticals Inc convertible security 4.7 $70M 68k 1026.36
Supernus Pharmaceuticals Inc note 0.625% 4/0 4.7 $70M 71k 980.85
Dycom Inds Inc Note 0.750% 9/1 bond 4.2 $63M 64k 980.34
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 4.0 $59M 59k 1002.29
Hannon Armstrong Sust Infr C note 4.125% 9/0 3.8 $56M 50k 1101.08
Ii-vi Incorp convertible security 3.6 $53M 51k 1055.63
Barclays Bank Plc mtnf 9/2 3.6 $53M 53k 1005.00
Finisar Corp note 0.500%12/1 3.4 $50M 51k 977.44
Air Transport Services Grp I note 1.125%10/1 3.3 $49M 48k 1023.46
Blackstone Mtg Tr Inc note 4.375% 5/0 3.3 $49M 47k 1047.25
Hci Group Inc note 4.250% 3/0 3.2 $48M 49k 985.49
Lumentum Holdings Inc convertible security 3.2 $47M 40k 1179.19
Ready Capital 7.0-srnts 8/2023 p 3.0 $44M 1.6k 26743.72
Atlas Air Worldwide Hldgs In note 2.250% 6/0 2.7 $40M 40k 992.81
Cown 3% 12/15/22 2.5 $37M 32k 1159.78
Synaptics Inc note 0.500% 6/1 2.4 $36M 40k 895.62
Granite Pt Mtg Tr Inc note 6.375%10/0 2.4 $35M 34k 1038.14
Greenbrier Companies Inc convertible security 2.3 $35M 36k 968.39
Akamai Technologies Inc note 0.125% 5/0 2.1 $31M 29k 1073.30
Jazz Investments I Ltd note 1.500% 8/1 1.8 $26M 27k 988.85
Resource Cap Corp Note 4.500 8/1 1.8 $26M 26k 1024.21
Twitter Inc note 0.250% 6/1 1.8 $26M 27k 978.88
Ezcorp Inc note 2.375% 5/0 1.7 $26M 28k 909.65
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 1.7 $25M 24k 1029.16
Redwood Tr Inc note 4.750% 8/1 1.6 $24M 25k 980.00
Mfa Financial note 6.250 6/1 1.5 $22M 22k 1009.31
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 1.5 $22M 23k 941.58
Tpg Specialty Lending Inc note 4.500% 8/0 1.4 $21M 20k 1031.76
Lgi Homes Inc conv 1.4 $20M 6.0k 3349.67
Goldman Sachs deb 1.0 $15M 15k 1007.18
Ares Capital Corp convertible security 0.9 $14M 14k 1032.49
Kkr Real Estate Fin Tr Inc note 6.125% 5/1 0.9 $13M 13k 1038.79
Pennymac Corp conv 0.7 $11M 11k 1014.26
Jazz Investments I Ltd. conv 0.7 $11M 10k 1021.46
Thrx 2 1/8 01/15/23 0.7 $9.7M 9.2k 1051.25
On Semiconductor Corp Note 1.000%12/0 bond 0.6 $9.1M 7.4k 1231.00
Ari 5.375% 10/15/23 0.6 $8.2M 8.2k 1000.73
Hercules Capital Inc dbcv 4.375% 2/0 0.5 $7.9M 7.9k 1002.80
Pra Group Inc conv 0.5 $7.7M 7.7k 995.35
Two Hbrs Invt Corp note 6.250% 1/1 0.5 $7.6M 7.5k 1010.44
Kaman Corp convertible security 0.4 $6.2M 5.3k 1177.55
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.4 $6.0M 6.1k 971.47
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.4 $5.7M 5.4k 1046.41
Western Asset Mtg Cap Corp note 6.750%10/0 0.3 $5.2M 5.2k 990.09
Knowles Corp note 3.250%11/0 0.3 $4.5M 3.7k 1205.44
On Semiconductor Corp note 1.625%10/1 0.3 $4.5M 3.7k 1220.79
Pra Group Inc convertible security 0.3 $4.0M 4.3k 935.05
Tcp Capital Corp convertible security 0.2 $3.4M 3.3k 1017.74
Blackrock Capital Investment Note 5.000 6/1 0.1 $1.3M 1.3k 1003.91
Calamp Corp convertible security 0.1 $1.2M 1.2k 976.27
Cypress Semiconductor Co convertible security 0.1 $1.2M 1.0k 1184.16
Oasis Pete Inc New Note 2.625% 9/1 bond 0.0 $316k 344.00 918.60
Silicon Laboratories Inc convertible security 0.0 $322k 258.00 1248.06
Tpg Specialty Lending In conv 0.0 $20k 20.00 1000.00