0001533551-17-000003.txt : 20170811 0001533551-17-000003.hdr.sgml : 20170811 20170811105625 ACCESSION NUMBER: 0001533551-17-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170811 DATE AS OF CHANGE: 20170811 EFFECTIVENESS DATE: 20170811 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: 171023553 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 06-30-2017 06-30-2017 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 08-11-2017 0 67 1931165 false INFORMATION TABLE 2 13F_06.30.17.xml ANIP 3% 12/01/19 00182CAA1 63170 59877 PRN SOLE 23700 0 36177 ACET 2% 11/01/20 004446AD2 61372 66438 PRN SOLE 34900 0 31538 AKAM 0% 02/15/19 00971TAG6 5143 5245 PRN SOLE 1000 0 4245 AFSI 2.75% 12/15/44 032359AG6 33224 44484 PRN SOLE 31500 0 12984 APCOR 5.5% 03/15/19 03762UAA3 39991 36394 PRN SOLE 2000 0 34394 ABR 6.5% 10/01/19 038923AA6 48308 45520 PRN SOLE 28247 0 17273 ARCC 4.375% 01/15/19 04010LAM5 431 419 PRN SOLE 0 0 419 AAWW 2.25% 06/01/22 049164BH8 81885 77524 PRN SOLE 30300 0 47224 BKCC 5% 06/15/22 092533AC2 27166 26407 PRN SOLE 20526 0 5881 BXMT 4.375% 05/05/22 09257WAB6 54871 53631 PRN SOLE 31056 0 22575 BSFT 1.5% 07/01/18 11133BAB8 6719 5761 PRN SOLE 0 0 5761 CAMP 1.625% 05/15/20 128126AB5 44515 43482 PRN SOLE 14800 0 28682 CLNS 5% 04/15/23 19624RAA4 2541 2414 PRN SOLE 1000 0 1414 CLNS 3.875% 01/15/21 19624RAB2 56422 55330 PRN SOLE 10928 0 44402 DY 0.75% 09/15/21 267475AB7 11464 9840 PRN SOLE 9000 0 840 ECHO 2.5% 05/01/20 27875TAA9 73827 76703 PRN SOLE 33300 0 43403 EFII 0.75% 09/01/19 286082AC6 29770 27645 PRN SOLE 20500 0 7145 EBS 2.875% 01/15/21 29089QAB1 14049 10859 PRN SOLE 5500 0 5359 ECPG 3% 07/01/20 292554AF9 24426 22775 PRN SOLE 5500 0 17275 ECPG 2.875% 03/15/21 292554AH5 45107 47419 PRN SOLE 24000 0 23419 FNSR 0.5% 12/15/33 31787AAM3 19689 17668 PRN SOLE 5000 0 12668 FOR 3.75% 03/01/20 346232AB7 500 500 PRN SOLE 500 0 0 GS/AAPL 0% 01/24/20 38141GMG6 32244 21083 PRN SOLE 0 0 21083 GS/GOOG 0% 02/19/21 38147QLX2 15239 12306 PRN SOLE 2000 0 10306 GS/KSU 0% 02/16/21 38147QMF0 6054 6371 PRN SOLE 1000 0 5371 HCI 3.875% 03/15/19 40416EAB9 12614 12435 PRN SOLE 0 0 12435 HZN 2.75% 07/01/22 44052WAA2 29383 30929 PRN SOLE 21971 0 8958 HURN 1.25% 10/01/19 447462AB8 50208 52130 PRN SOLE 28428 0 23702 IPXL 2% 06/15/22 45256BAE1 59855 69955 PRN SOLE 39800 0 30155 IDTI 0.875% 11/15/22 458118AC0 51569 48593 PRN SOLE 29200 0 19393 JAZZ 1.875% 08/15/21 472145AB7 42912 39100 PRN SOLE 33500 0 5600 KBH 1.375% 02/01/19 48666KAS8 12822 11934 PRN SOLE 3000 0 8934 LGIH 4.25% 11/15/19 50187TAB2 56345 29500 PRN SOLE 24450 0 5050 MHO 3% 03/01/18 55292PAB1 41247 39855 PRN SOLE 15807 0 24048 MIC 2% 10/01/23 55608BAB1 3529 3527 PRN SOLE 1000 0 2527 MTH 1.875% 09/15/32 59001AAR3 6075 6022 PRN SOLE 0 0 6022 MCHP 1.625% 02/15/27 595017AE4 7056 6680 PRN SOLE 6000 0 680 NMFC 5% 06/15/19 647551AB6 11406 10967 PRN SOLE 2000 0 8967 NYMT 6.25% 01/15/22 649604AD7 44316 43769 PRN SOLE 25400 0 18369 NUAN 1% 12/15/35 67020YAK6 1042 1076 PRN SOLE 1000 0 76 ON 1% 12/01/20 682189AK1 46142 44261 PRN SOLE 13000 0 31261 ON 1.625% 10/15/23 682189AN5 23547 23430 PRN SOLE 23430 0 0 PCRX 2.375% 04/01/22 695127AC4 9266 8700 PRN SOLE 8700 0 0 PMT 5.375% 05/01/20 70932AAB9 68731 69368 PRN SOLE 29400 0 39968 PRAA 3% 08/01/20 73640QAB1 55493 57843 PRN SOLE 22500 0 35343 PCLN 0.9% 09/15/21 741503AX4 1193 1040 PRN SOLE 1000 0 40 PSEC 4.95% 07/15/22 74348TAR3 40740 40689 PRN SOLE 6683 0 34006 RWT 5.625% 11/15/19 749772AB5 19556 18603 PRN SOLE 12000 0 6603 RWT 4.625% 04/15/18 758075AB1 30926 30544 PRN SOLE 0 0 30544 REGI 2.75% 06/15/19 75972AAA1 29155 26535 PRN SOLE 2563 0 23972 RGEN 2.125% 06/01/21 759916AA7 14610 10111 PRN SOLE 5000 0 5111 CAA 0.25% 06/01/19 783764AS2 6344 6669 PRN SOLE 1000 0 5669 SCMP 3.25% 12/15/21 864909AA4 40448 41221 PRN SOLE 35700 0 5521 SNCR 0.75% 08/15/19 87157BAA1 46569 49940 PRN SOLE 23600 0 26340 TTMI 1.75% 12/15/20 87305RAD1 65129 34643 PRN SOLE 12200 0 22443 TEVA 0.25% 02/01/26 88163VAE9 1107 1027 PRN SOLE 1000 0 27 TOL 0.5% 09/15/32 88947EAM2 7035 7017 PRN SOLE 4000 0 3017 TRIB 4% 04/01/45 89643QAB4 22896 28050 PRN SOLE 24800 0 3250 UBS/GOOG 0% 02/15/21 90270KAW9 42769 35291 PRN SOLE 15400 0 19891 VRNT 1.5% 06/01/21 92343XAA8 21151 21487 PRN SOLE 2094 0 19393 VSI 2.25% 12/01/20 92849EAB7 18495 23338 PRN SOLE 16300 0 7038 WFC/AAPL 0% 01/24/20 94986RPJ4 14635 9578 PRN SOLE 8028 0 1550 WFC/INTC 0% 06/05/20 94986RQF1 25316 21322 PRN SOLE 1000 0 20322 WFC/IP 0% 06/10/20 94986RQH7 40853 39617 PRN SOLE 16800 0 22817 WFC/AAPL 0% 01/24/20 94986RQJ3 2702 1774 PRN SOLE 0 0 1774 AABA 0% 12/01/18 984332AF3 1153 1012 PRN SOLE 1000 0 12 SFL 5.75% 10/15/21 G81075AF3 6698 6959 PRN SOLE 5000 0 1959