0001533551-16-000010.txt : 20161110 0001533551-16-000010.hdr.sgml : 20161110 20161110103132 ACCESSION NUMBER: 0001533551-16-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161110 DATE AS OF CHANGE: 20161110 EFFECTIVENESS DATE: 20161110 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Wellesley Asset Management CENTRAL INDEX KEY: 0001533551 IRS NUMBER: 043154394 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14868 FILM NUMBER: 161986457 BUSINESS ADDRESS: STREET 1: 20 WILLIAM STREET STREET 2: SUITE 310 CITY: WELLESLEY STATE: MA ZIP: 02481 BUSINESS PHONE: 781-416-4000 MAIL ADDRESS: STREET 1: 20 WILLIAM STREET STREET 2: SUITE 310 CITY: WELLESLEY STATE: MA ZIP: 02481 FORMER COMPANY: FORMER CONFORMED NAME: Wellesley Investment Advisors DATE OF NAME CHANGE: 20111026 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001533551 XXXXXXXX 09-30-2016 09-30-2016 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Sean Edelman 718-416-4000 Sean E Edelman Wellesley MA 11-10-2016 0 71 1898032 false INFORMATION TABLE 2 13F_09.30.16.xml ANIP 3% 12/01/19 00182CAA1 74921 60665 PRN SOLE 22700 0 37965 AKAM 0% 02/15/19 00971TAG6 6455 6595 PRN SOLE 2500 0 4095 ARI 5.5% 03/15/19 03762UAA3 66221 63943 PRN SOLE 18700 0 45243 AAWW 2.25% 06/01/22 049164BH8 77952 80002 PRN SOLE 32400 0 47602 BKCC 5.5% 02/15/18 092533AB4 17521 17011 PRN SOLE 0 0 17011 BXMT 5.25% 12/01/18 09257WAA8 41544 37810 PRN SOLE 0 0 37810 BSFT 1.5% 07/01/18 11133BAB8 21561 17565 PRN SOLE 0 0 17565 BSFT 1% 09/01/22 11133BAD4 1333 1000 PRN SOLE 1000 0 0 BRCD 1.375% 01/01/20 111621AQ1 24801 25004 PRN SOLE 18300 0 6704 CAMP 1.625% 05/15/20 128126AB5 63826 67630 PRN SOLE 31300 0 36330 CSV 2.75% 03/15/21 143905AM9 43 37 PRN SOLE 0 0 37 GTLS 2% 08/01/18 16115QAC4 11039 11236 PRN SOLE 0 0 11236 CLNY 5% 04/15/23 19624RAA4 1203 1208 PRN SOLE 1000 0 208 CLNY 3.875% 01/15/21 19624RAB2 75238 76578 PRN SOLE 27828 0 48750 DY 0.75% 09/15/21 267475AB7 10337 9440 PRN SOLE 8600 0 840 ECHO 2.5% 05/01/20 27875TAA9 64266 67917 PRN SOLE 24237 0 43680 EFII 0.75% 09/01/19 286082AC6 30789 27769 PRN SOLE 20500 0 7269 EBS 2.875% 01/15/21 29089QAB1 13551 11034 PRN SOLE 5500 0 5534 ECPG 3% 07/01/20 292554AF9 8002 9569 PRN SOLE 4600 0 4969 ECPG 2.875% 03/15/21 292554AH5 24332 31755 PRN SOLE 14000 0 17755 ENV 1.75% 12/15/19 29404KAA4 2191 2294 PRN SOLE 0 0 2294 FNSR 0.5% 12/15/33 31787AAM3 48350 40866 PRN SOLE 22200 0 18666 FOR 3.75% 03/01/20 346232AB7 53981 56747 PRN SOLE 19097 0 37650 GS/AAPL 0% 01/24/20 38141GMG6 27324 22454 PRN SOLE 0 0 22454 GS/GOOG 0% 02/19/21 38147QLX2 15122 13412 PRN SOLE 2400 0 11012 GS/KSU 0% 02/16/21 38147QMF0 11250 11997 PRN SOLE 1000 0 10997 GBX 3.5% 04/01/18 393657AH4 7965 7041 PRN SOLE 0 0 7041 HCI 3.875% 03/15/19 40416EAB9 8972 9322 PRN SOLE 5500 0 3822 HURN 1.25% 10/01/19 447462AB8 9362 9246 PRN SOLE 1928 0 7318 ICON 1.5% 03/15/18 451055AF4 1691 1961 PRN SOLE 0 0 1961 IPXL 2% 06/15/22 45256BAE1 45614 51687 PRN SOLE 30700 0 20987 INFN 1.75% 06/01/18 45667GAB9 1223 1165 PRN SOLE 0 0 1165 IDCC 1.5% 03/01/20 458660AD9 9250 7582 PRN SOLE 0 0 7582 JAZZ 1.875% 08/15/21 472145AB7 32243 31650 PRN SOLE 26100 0 5550 KBH 1.375% 02/01/19 48666KAS8 11372 11634 PRN SOLE 1000 0 10634 LGIH 4.25% 11/15/19 50187TAB2 52203 29650 PRN SOLE 24600 0 5050 LNKD 0.5% 11/01/19 53578AAB4 12619 12674 PRN SOLE 10300 0 2374 MHO 3% 03/01/18 55292PAB1 44522 43676 PRN SOLE 20421 0 23255 MDSO 1% 08/01/18 58471AAB1 864 740 PRN SOLE 0 0 740 MTH 1.875% 09/15/32 59001AAR3 30307 30288 PRN SOLE 6000 0 24288 NHI 3.25% 04/01/21 63633DAE4 23475 20547 PRN SOLE 0 0 20547 NMFC 5% 06/15/19 647551AB6 24434 23838 PRN SOLE 11261 0 12577 ON 1% 12/01/20 682189AK1 63998 62820 PRN SOLE 32500 0 30320 PMT 5.375% 05/01/20 70932AAB9 62977 65346 PRN SOLE 24859 0 40487 PLAB 3.25% 04/01/19 719405AK8 9878 8232 PRN SOLE 0 0 8232 PRAA 3% 08/01/20 73640QAB1 58445 64625 PRN SOLE 28200 0 36425 PROSHARES TR ULTPRO SHT RUSS 74348A335 1011 57000 SH SOLE 57000 0 0 PROSHARES TR ULTRAPRO SH NW14 74348A418 380 28417 SH SOLE 28417 0 0 PROSHARES TR ULTRAPRO SHORT S 74348A442 840 36311 SH SOLE 36311 0 0 PSEC 4.75% 04/15/20 74348TAQ5 13045 13135 PRN SOLE 12583 0 552 RWT 5.625% 11/15/19 749772AB5 26536 26080 PRN SOLE 20300 0 5780 RWT 4.625% 04/15/18 758075AB1 40456 40330 PRN SOLE 2000 0 38330 REGI 2.75% 06/15/19 75972AAA1 36872 40024 PRN SOLE 14500 0 25524 RGEN 2.125% 06/01/21 759916AA7 34872 30506 PRN SOLE 9000 0 21506 RSO 6% 12/01/18 76120WAA2 32734 33232 PRN SOLE 4000 0 29232 RSO 8% 01/15/20 76120WAB0 34183 34290 PRN SOLE 22000 0 12290 CAA 0.25% 06/01/19 783764AS2 17751 19061 PRN SOLE 1000 0 18061 SNCR 0.75% 08/15/19 87157BAA1 42330 39910 PRN SOLE 24300 0 15610 TCPC 5.25% 12/15/19 87238QAB9 3739 3597 PRN SOLE 0 0 3597 TICC 7.5% 11/01/17 87244TAB5 16609 16364 PRN SOLE 0 0 16364 TSLX 4.5% 12/15/19 87265KAB8 1959 1893 PRN SOLE 1000 0 893 TTMI 1.75% 12/15/20 87305RAD1 88823 66910 PRN SOLE 21500 0 45410 TOL 0.5% 09/15/32 88947EAM2 3189 3236 PRN SOLE 1000 0 2236 TRIB 4% 04/01/45 89643QAB4 18483 19650 PRN SOLE 16400 0 3250 TRN 3.875% 06/01/36 896522AF6 7221 6043 PRN SOLE 0 0 6043 UBS/GOOG 0% 02/15/21 90270KAW9 40163 36675 PRN SOLE 15400 0 21275 VRNT 1.5% 06/01/21 92343XAA8 44687 46916 PRN SOLE 18254 0 28662 WFC/AAPL 0% 01/24/20 94986RPJ4 11728 9741 PRN SOLE 8028 0 1713 WFC/INTC 0% 06/05/20 94986RQF1 35443 26951 PRN SOLE 5000 0 21951 WFC/IP 0% 06/10/20 94986RQH7 38229 39456 PRN SOLE 17000 0 22456 WFC/AAPL 0% 01/24/20 94986RQJ3 2182 1821 PRN SOLE 0 0 1821