Wellesley Investment Advisors

Wellesley Asset Management as of Dec. 31, 2019

Portfolio Holdings for Wellesley Asset Management

Wellesley Asset Management holds 45 positions in its portfolio as reported in the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Barclays Bk Plc mtnf 10/3 7.3 $91M 78k 1167.62
Pacira Pharmaceuticals Inc convertible security 6.3 $79M 76k 1040.34
Tutor Perini Corp convertible security 6.2 $77M 81k 956.43
Supernus Pharmaceuticals Inc note 0.625% 4/0 5.2 $65M 71k 913.63
Dycom Inds Inc Note 0.750% 9/1 bond 5.0 $62M 64k 975.40
Ii-vi Incorp convertible security 4.8 $60M 59k 1020.17
Barclays Bank Plc mtnf 9/2 4.7 $59M 54k 1083.40
Hannon Armstrong Sust Infr C note 4.125% 9/0 4.5 $56M 47k 1195.27
Ready Capital 7.0-srnts 8/2023 p 3.7 $46M 3.8k 12265.38
Redwood Tr Inc note 4.750% 8/1 3.5 $44M 43k 1025.27
Cown 3% 12/15/22 3.5 $44M 39k 1108.54
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 3.4 $43M 50k 857.72
Lumentum Holdings Inc convertible security 3.3 $41M 29k 1426.97
Pra Group Inc convertible security 3.1 $39M 37k 1043.43
Hci Group Inc note 4.250% 3/0 3.0 $38M 37k 1028.26
Vishay Intertechnology convertible security 2.8 $35M 34k 1003.93
Atlas Air Worldwide Hldgs In note 2.250% 6/0 2.5 $31M 34k 913.76
Jazz Investments I Ltd note 1.500% 8/1 2.5 $31M 31k 1010.00
Greenbrier Companies Inc convertible security 2.5 $31M 32k 975.06
Granite Pt Mtg Tr Inc note 6.375%10/0 2.3 $29M 28k 1044.50
Mfa Financial note 6.250 6/1 2.2 $27M 26k 1042.17
Akamai Technologies Inc note 0.125% 5/0 2.2 $27M 25k 1101.76
Ezcorp Inc note 2.375% 5/0 1.6 $20M 25k 818.77
Resource Cap Corp Note 4.500 8/1 1.5 $19M 18k 1038.05
Blackstone Mtg Tr Inc note 4.375% 5/0 1.5 $19M 17k 1066.55
Tpg Specialty Lending Inc note 4.500% 8/0 1.3 $17M 16k 1055.64
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 1.2 $15M 15k 1006.64
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 1.2 $15M 16k 949.61
Jazz Investments I Ltd. conv 1.0 $12M 12k 1032.12
Goldman Sachs deb 0.9 $12M 11k 1030.85
Ari 5.375% 10/15/23 0.9 $12M 12k 1014.66
On Semiconductor Corp Note 1.000%12/0 bond 0.7 $8.7M 6.4k 1361.54
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.6 $7.9M 7.5k 1055.20
On Semiconductor Corp note 1.625%10/1 0.4 $5.4M 3.9k 1381.32
Knowles Corp note 3.250%11/0 0.4 $5.1M 4.1k 1244.57
Goldman Sachs Group Inc Medium Term Nts Callable Exchangeable Equity 0.000% 02/16/21 B/e Dtd 02/13/1.. 0.4 $4.8M 4.5k 1075.35
Arbor Rlty Tr Inc note 5.250% 7/0 0.4 $4.9M 4.5k 1096.42
Twitter Inc note 0.250% 6/1 0.3 $4.4M 4.4k 979.07
Hercules Capital Inc dbcv 4.375% 2/0 0.3 $3.7M 3.7k 1023.84
Ares Capital Corp convertible security 0.2 $2.8M 2.6k 1065.73
Western Asset Mtg Cap Corp note 6.750%10/0 0.2 $2.3M 2.2k 1018.95
Kaman Corp convertible security 0.1 $1.3M 1.1k 1202.15
Thrx 2 1/8 01/15/23 0.1 $934k 927.00 1007.55
Tcp Capital Corp convertible security 0.1 $712k 696.00 1022.99
Kkr Real Estate Fin Tr Inc note 6.125% 5/1 0.1 $711k 677.00 1050.22