Wellesley Investment Advisors

Wellesley Asset Management as of Sept. 30, 2019

Portfolio Holdings for Wellesley Asset Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Barclays Bk Plc mtnf 10/3 5.8 $89M 81k 1106.09
Tutor Perini Corp convertible security 5.4 $82M 86k 955.80
Pacira Pharmaceuticals Inc convertible security 5.0 $76M 77k 988.88
Supernus Pharmaceuticals Inc note 0.625% 4/0 4.8 $73M 78k 933.57
Dycom Inds Inc Note 0.750% 9/1 bond 4.6 $71M 73k 966.04
Barclays Bank Plc mtnf 9/2 4.1 $62M 57k 1105.83
Ii-vi Incorp convertible security 3.4 $51M 50k 1032.93
Blackstone Mtg Tr Inc note 4.375% 5/0 3.3 $50M 48k 1046.25
Finisar Corp note 0.500%12/1 3.3 $50M 50k 999.50
Lumentum Holdings Inc convertible security 3.2 $50M 43k 1155.91
Ready Capital 7.0-srnts 8/2023 p 3.1 $48M 3.8k 12454.10
Hannon Armstrong Sust Infr C note 4.125% 9/0 3.1 $47M 42k 1112.46
Hci Group Inc note 4.250% 3/0 3.0 $45M 45k 998.58
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 2.8 $43M 42k 1017.97
Greenbrier Companies Inc convertible security 2.8 $43M 45k 958.66
Cown 3% 12/15/22 2.6 $40M 37k 1093.56
Vishay Intertechnology convertible security 2.4 $36M 39k 941.59
Pra Group Inc convertible security 2.4 $36M 36k 1016.74
Akamai Technologies Inc note 0.125% 5/0 2.3 $36M 31k 1140.89
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 2.3 $36M 42k 842.51
Atlas Air Worldwide Hldgs In note 2.250% 6/0 2.3 $35M 40k 889.25
Redwood Tr Inc note 4.750% 8/1 2.0 $30M 30k 999.07
Granite Pt Mtg Tr Inc note 6.375%10/0 1.9 $30M 29k 1034.64
Resource Cap Corp Note 4.500 8/1 1.9 $30M 29k 1035.23
Jazz Investments I Ltd note 1.500% 8/1 1.9 $29M 30k 968.43
Air Transport Services Grp I note 1.125%10/1 1.9 $28M 30k 935.43
Mfa Financial note 6.250 6/1 1.8 $27M 26k 1028.26
Arbor Rlty Tr Inc note 5.250% 7/0 1.6 $24M 22k 1064.88
Twitter Inc note 0.250% 6/1 1.5 $23M 22k 1056.53
Ezcorp Inc note 2.375% 5/0 1.3 $21M 26k 797.55
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 1.2 $18M 19k 926.58
Lgi Homes Inc conv 1.1 $17M 4.4k 3901.01
Tpg Specialty Lending Inc note 4.500% 8/0 1.0 $16M 15k 1042.30
Goldman Sachs deb 0.8 $13M 12k 1026.47
Jazz Investments I Ltd. conv 0.8 $13M 12k 1004.19
Ares Capital Corp convertible security 0.7 $10M 9.6k 1050.42
Mesa Labs Inc note 1.375% 8/1 0.7 $9.9M 9.4k 1050.81
Ari 5.375% 10/15/23 0.6 $9.5M 9.4k 1020.64
On Semiconductor Corp Note 1.000%12/0 bond 0.5 $8.2M 7.0k 1169.73
Hercules Capital Inc dbcv 4.375% 2/0 0.5 $7.0M 6.8k 1026.30
Thrx 2 1/8 01/15/23 0.5 $6.8M 7.2k 943.70
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.5 $6.9M 6.7k 1034.96
Two Hbrs Invt Corp note 6.250% 1/1 0.4 $6.7M 6.5k 1026.20
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.4 $5.9M 6.0k 986.20
Kaman Corp convertible security 0.4 $5.8M 5.1k 1145.73
Pennymac Corp conv 0.3 $5.3M 5.2k 1011.31
Knowles Corp note 3.250%11/0 0.3 $5.1M 4.1k 1232.10
Synaptics Inc note 0.500% 6/1 0.3 $4.9M 5.3k 933.74
On Semiconductor Corp note 1.625%10/1 0.3 $4.7M 3.9k 1204.97
Tcp Capital Corp convertible security 0.2 $3.4M 3.3k 1032.64
Kkr Real Estate Fin Tr Inc note 6.125% 5/1 0.2 $3.0M 2.9k 1029.79
Fti Consulting Inc note 2.000% 8/1 0.1 $2.2M 1.8k 1222.35
Pros Holding Inc 2% Due 12/1/2 cvbond 0.1 $1.7M 1.7k 1000.00
Western Asset Mtg Cap Corp note 6.750%10/0 0.1 $1.7M 1.7k 1010.07
Cypress Semiconductor Co convertible security 0.1 $1.3M 1.1k 1215.28
Blackrock Capital Investment Note 5.000 6/1 0.1 $964k 969.00 994.84
Silicon Laboratories Inc convertible security 0.0 $271k 208.00 1302.88
Altair Engr Inc note 0.250% 6/0 0.0 $260k 257.00 1011.67
Repligen Corp note 0.375% 7/1 0.0 $247k 249.00 991.97
Tpg Specialty Lending In conv 0.0 $20k 20.00 1000.00