0001533551-17-000002.txt : 20170512 0001533551-17-000002.hdr.sgml : 20170512 20170512162109 ACCESSION NUMBER: 0001533551-17-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170512 DATE AS OF CHANGE: 20170512 EFFECTIVENESS DATE: 20170512 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: 17838941 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 03-31-2017 03-31-2017 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 05-12-2017 0 64 1913175 false INFORMATION TABLE 2 13F_03.31.17.xml AMAG 2.5% 02/15/19 00163UAA4 1093 1000 PRN SOLE 1000 0 0 ANIP 3% 12/01/19 00182CAA1 64464 60815 PRN SOLE 23700 0 37115 ACET 2% 11/01/20 004446AD2 65996 71832 PRN SOLE 39900 0 31932 AKAM 0% 02/15/19 00971TAG6 5128 5173 PRN SOLE 1000 0 4173 AFSI 2.75% 12/15/44 032359AG6 31911 41851 PRN SOLE 29000 0 12851 ARI 5.5% 03/15/19 03762UAA3 53877 48896 PRN SOLE 6000 0 42896 ABR 6.5% 10/01/19 038923AA6 55219 52621 PRN SOLE 35103 0 17518 AAWW 2.25% 06/01/22 049164BH8 91071 85613 PRN SOLE 37300 0 48313 BXMT 5.25% 12/01/18 09257WAA8 12859 11224 PRN SOLE 0 0 11224 BSFT 1.5% 07/01/18 11133BAB8 6629 5909 PRN SOLE 0 0 5909 CAMP 1.625% 05/15/20 128126AB5 44320 44431 PRN SOLE 15000 0 29431 CLNS 5% 04/15/23 19624RAA4 2040 2026 PRN SOLE 1000 0 1026 CLNS 3.875% 01/15/21 19624RAB2 58143 58730 PRN SOLE 13155 0 45575 DY 0.75% 09/15/21 267475AB7 20906 17840 PRN SOLE 17000 0 840 ECHO 2.5% 05/01/20 27875TAA9 73200 77307 PRN SOLE 33300 0 44007 EFII 0.75% 09/01/19 286082AC6 30147 27690 PRN SOLE 20500 0 7190 EBS 2.875% 01/15/21 29089QAB1 12986 10867 PRN SOLE 5500 0 5367 ECPG 3% 07/01/20 292554AF9 23482 24767 PRN SOLE 7800 0 16967 ECPG 2.875% 03/15/21 292554AH5 47975 54672 PRN SOLE 30500 0 24172 FNSR 0.5% 12/15/33 31787AAM3 20331 18052 PRN SOLE 5000 0 13052 FOR 3.75% 03/01/20 346232AB7 36213 36213 PRN SOLE 1500 0 34713 GS/AAPL 0% 01/24/20 38141GMG6 33086 21613 PRN SOLE 0 0 21613 GS/GOOG 0% 02/19/21 38147QLX2 14821 12963 PRN SOLE 2400 0 10563 GS/KSU 0% 02/16/21 38147QMF0 5929 6470 PRN SOLE 1000 0 5470 HCI 3.875% 03/15/19 40416EAB9 12349 12364 PRN SOLE 0 0 12364 HZN 2.75% 07/01/22 44052WAA2 19677 21608 PRN SOLE 14750 0 6858 HURN 1.25% 10/01/19 447462AB8 53108 56991 PRN SOLE 33228 0 23763 IPXL 2% 06/15/22 45256BAE1 60365 74353 PRN SOLE 44300 0 30053 IDTI 0.875% 11/15/22 458118AC0 41022 40843 PRN SOLE 27200 0 13643 JAZZ 1.875% 08/15/21 472145AB7 46144 43100 PRN SOLE 37500 0 5600 KBH 1.375% 02/01/19 48666KAS8 12193 11845 PRN SOLE 3000 0 8845 LGIH 4.25% 11/15/19 50187TAB2 49096 29800 PRN SOLE 24750 0 5050 MHO 3% 03/01/18 55292PAB1 42637 41827 PRN SOLE 18879 0 22948 MIC 2% 10/01/23 55608BAB1 5056 5133 PRN SOLE 2500 0 2633 MDSO 1% 08/01/18 58471AAB1 428 375 PRN SOLE 0 0 375 MTH 1.875% 09/15/32 59001AAR3 6312 6332 PRN SOLE 0 0 6332 MCHP 1.625% 02/15/27 595017AE4 17695 17380 PRN SOLE 16700 0 680 NMFC 5% 06/15/19 647551AB6 12016 11652 PRN SOLE 2500 0 9152 NYMT 6.25% 01/15/22 649604AD7 37593 38214 PRN SOLE 25700 0 12514 NUAN 1% 12/15/35 67020YAK6 980 1024 PRN SOLE 1000 0 24 ON 1% 12/01/20 682189AK1 56179 51217 PRN SOLE 19380 0 31837 PMT 5.375% 05/01/20 70932AAB9 69765 71371 PRN SOLE 30700 0 40671 PRAA 3% 08/01/20 73640QAB1 48406 53747 PRN SOLE 18086 0 35661 PCLN 0.9% 09/15/21 741503AX4 1172 1040 PRN SOLE 1000 0 40 PSEC 4.75% 04/15/20 74348TAQ5 1374 1384 PRN SOLE 1000 0 384 RWT 5.625% 11/15/19 749772AB5 22149 21478 PRN SOLE 15000 0 6478 RWT 4.625% 04/15/18 758075AB1 32594 32553 PRN SOLE 500 0 32053 REGI 2.75% 06/15/19 75972AAA1 37658 37611 PRN SOLE 12812 0 24799 RGEN 2.125% 06/01/21 759916AA7 21936 17121 PRN SOLE 8000 0 9121 CAA 0.25% 06/01/19 783764AS2 6607 7001 PRN SOLE 1000 0 6001 SCMP 3.25% 12/15/21 864909AA4 41984 42221 PRN SOLE 36700 0 5521 SNCR 0.75% 08/15/19 87157BAA1 60289 63588 PRN SOLE 36600 0 26988 TTMI 1.75% 12/15/20 87305RAD1 65446 37093 PRN SOLE 14000 0 23093 TEVA 0.25% 02/01/26 88163VAE9 1108 1027 PRN SOLE 1000 0 27 TOL 0.5% 09/15/32 88947EAM2 8929 8940 PRN SOLE 6000 0 2940 TRN 4% 04/01/45 89643QAB4 23979 29650 PRN SOLE 26400 0 3250 UBS/GOOG 0% 02/15/21 90270KAW9 40577 35798 PRN SOLE 15400 0 20398 VRNT 1.5% 06/01/21 92343XAA8 26899 27154 PRN SOLE 7112 0 20042 VSI 2.25% 12/01/20 92849EAB7 20815 24416 PRN SOLE 17300 0 7116 WFC/AAPL 0% 01/24/20 94986RPJ4 14621 9606 PRN SOLE 8028 0 1578 WFC/INTC 0% 06/05/20 94986RQF1 27394 21790 PRN SOLE 1000 0 20790 WFC/IP 0% 06/10/20 94986RQH7 38289 38927 PRN SOLE 16800 0 22127 YHOO 0% 12/01/18 984332AF3 1041 1000 PRN SOLE 1000 0 0 SFL 5.75% 10/15/21 G81075AF3 15467 15496 PRN SOLE 5000 0 10496