0001533551-17-000001.txt : 20170213 0001533551-17-000001.hdr.sgml : 20170213 20170213124437 ACCESSION NUMBER: 0001533551-17-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170213 DATE AS OF CHANGE: 20170213 EFFECTIVENESS DATE: 20170213 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: 17597464 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 12-31-2016 12-31-2016 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Sean Edelman 781-416-4000 Sean Edelman Wellesley MA 02-13-2017 0 71 1933032 false INFORMATION TABLE 2 13F_12.31.16.xml ANIP 3% 12/01/19 00182CAA1 68522 59455 PRN SOLE 22700 0 36755 ACET 2% 11/01/20 004446AD2 55352 57322 PRN SOLE 36100 0 21222 AKAM 0% 02/15/19 00971TAG6 6746 6487 PRN SOLE 2500 0 3987 ARI 5.5% 03/15/19 03762UAA3 67211 64048 PRN SOLE 20100 0 43948 ABR 6.5% 10/01/19 038923AA6 37362 37432 PRN SOLE 26892 0 10540 AAWW 2.25% 06/01/22 049164BH8 84682 83226 PRN SOLE 35300 0 47926 BKCC 5.5% 02/15/18 092533AB4 6580 6475 PRN SOLE 0 0 6475 BXMT 5.25% 12/01/18 09257WAA8 12766 11449 PRN SOLE 0 0 11449 BSFT 1.5% 07/01/18 11133BAB8 6966 6071 PRN SOLE 0 0 6071 BSFT 1% 09/01/22 11133BAD4 1213 1000 PRN SOLE 1000 0 0 BRCD 1.375% 01/01/20 111621AQ1 3238 3216 PRN SOLE 2000 0 1216 CAMP 1.625% 05/15/20 128126AB5 60110 62049 PRN SOLE 26500 0 35549 GTLS 2% 08/01/18 16115QAC4 4382 4483 PRN SOLE 0 0 4483 CLNS 5% 04/15/23 19624RAA4 1820 1771 PRN SOLE 1000 0 771 CLNS 3.875% 01/15/21 19624RAB2 79653 79454 PRN SOLE 32328 0 47126 DY 0.75% 09/15/21 267475AB7 19557 17840 PRN SOLE 17000 0 840 ECHO 2.5% 05/01/20 27875TAA9 75405 76553 PRN SOLE 33300 0 43253 EFII 0.75% 09/01/19 286082AC6 29460 27711 PRN SOLE 20500 0 7211 EBS 2.875% 01/15/21 29089QAB1 13936 10898 PRN SOLE 5500 0 5398 ECPG 3% 07/01/20 292554AF9 25865 27553 PRN SOLE 10500 0 17053 ECPG 2.875% 03/15/21 292554AH5 45037 51251 PRN SOLE 28800 0 22451 ENV 1.75% 12/15/19 29404KAA4 922 968 PRN SOLE 0 0 968 FNSR 0.5% 12/15/33 31787AAM3 46317 39065 PRN SOLE 21200 0 17865 FOR 3.75% 03/01/20 346232AB7 58586 58586 PRN SOLE 21826 0 36760 GS/AAPL 0% 01/24/20 38141GMG6 27679 21983 PRN SOLE 0 0 21983 GS/GOOG 0% 02/19/21 38147QLX2 14491 13118 PRN SOLE 2400 0 10718 GS/KSU 0% 02/16/21 38147QMF0 5868 6422 PRN SOLE 1000 0 5422 HCI 3.875% 03/15/19 40416EAB9 10560 10475 PRN SOLE 5500 0 4975 HURN 1.25% 10/01/19 447462AB8 54102 55101 PRN SOLE 32728 0 22373 ILMN 0% 06/15/19 452327AF6 1931 2013 PRN SOLE 2000 0 13 IPXL 2% 06/15/22 45256BAE1 45813 57672 PRN SOLE 35300 0 22372 IDTI 0.875% 11/15/22 458118AC0 44594 43112 PRN SOLE 33350 0 9762 IDCC 1.5% 03/01/20 458660AD9 4480 3308 PRN SOLE 0 0 3308 JAZZ 1.875% 08/15/21 472145AB7 40162 41700 PRN SOLE 36100 0 5600 LGIH 4.25% 11/15/19 50187TAB2 42614 29800 PRN SOLE 24750 0 5050 MHO 3% 03/01/18 55292PAB1 44318 43290 PRN SOLE 20521 0 22769 MIC 2% 10/01/23 55608BAB1 7193 7109 PRN SOLE 5000 0 2109 MDSO 1% 08/01/18 58471AAB1 561 518 PRN SOLE 0 0 518 MTH 1.875% 09/15/32 59001AAR3 7657 7676 PRN SOLE 1000 0 6676 NHI 3.25% 04/01/21 63633DAE4 8532 7609 PRN SOLE 0 0 7609 NMFC 5% 06/15/19 647551AB6 22291 21761 PRN SOLE 11261 0 10500 ON 1% 12/01/20 682189AK1 69077 67106 PRN SOLE 35600 0 31506 PMT 5.375% 05/01/20 70932AAB9 70134 72630 PRN SOLE 32559 0 40071 PRAA 3% 08/01/20 73640QAB1 67648 71443 PRN SOLE 34200 0 37243 PROSHARES TR ULTPRO SHT RUSS 74348A335 341 26000 SH SOLE 26000 0 0 PROSHARES TR ULTRAPRO SH NW14 74348A418 93 7100 SH SOLE 7100 0 0 PROSHARES TR ULTRAPRO SHORT S 74348A442 241 11800 SH SOLE 11800 0 0 PSEC 4.75% 04/15/20 74348TAQ5 7205 7347 PRN SOLE 7000 0 347 RWT 5.625% 11/15/19 749772AB5 27031 26697 PRN SOLE 20500 0 6197 RWT 4.625% 04/15/18 758075AB1 38252 38324 PRN SOLE 2000 0 36324 REGI 2.75% 06/15/19 75972AAA1 38303 39590 PRN SOLE 15000 0 24590 RGEN 2.125% 06/01/21 759916AA7 22390 18865 PRN SOLE 9000 0 9865 CAA 0.25% 06/01/19 783764AS2 6677 7132 PRN SOLE 1000 0 6132 SRC 2.875% 05/15/19 84860WAA0 4254 4081 PRN SOLE 4000 0 81 SCMP 3.25% 12/15/21 864909AA4 35310 33000 PRN SOLE 30000 0 3000 SNCR 0.75% 08/15/19 87157BAA1 35622 33765 PRN SOLE 18100 0 15665 TCPC 5.25% 12/15/19 87238QAB9 853 818 PRN SOLE 0 0 818 TICC 7.5% 11/01/17 87244TAB5 15779 15546 PRN SOLE 0 0 15546 TSLX 4.5% 12/15/19 87265KAB8 1576 1536 PRN SOLE 1000 0 536 TTMI 1.75% 12/15/20 87305RAD1 69942 45770 PRN SOLE 14000 0 31770 TOL 0.5% 09/15/32 88947EAM2 2145 2169 PRN SOLE 1000 0 1169 TRIB 4% 04/01/45 89643QAB4 25332 29650 PRN SOLE 26400 0 3250 TRN 3.875% 06/01/36 896522AF6 2383 1863 PRN SOLE 0 0 1863 UBS/GOOG 0% 02/15/21 90270KAW9 38903 36011 PRN SOLE 15400 0 20611 VRNT 1.5% 06/01/21 92343XAA8 29609 31436 PRN SOLE 11594 0 19842 VSI 2.25% 12/01/20 92849EAB7 21111 22776 PRN SOLE 19100 0 3676 WF/AAPL 0% 01/24/20 94986RPJ4 11970 9715 PRN SOLE 8028 0 1687 WF/INTC 0% 06/05/20 94986RQF1 33442 26357 PRN SOLE 5000 0 21357 WF/IP 0% 06/10/20 94986RQH7 39589 39538 PRN SOLE 17300 0 22238 WF/AAPL 0% 01/24/20 94986RQJ3 2217 1807 PRN SOLE 0 0 1807 SFL 5.75% 10/15/21 G81075AF3 21069 20977 PRN SOLE 11100 0 9877