0001533551-17-000004.txt : 20171113 0001533551-17-000004.hdr.sgml : 20171110 20171113102327 ACCESSION NUMBER: 0001533551-17-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171113 DATE AS OF CHANGE: 20171113 EFFECTIVENESS DATE: 20171113 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: 171193931 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 09-30-2017 09-30-2017 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 11-13-2017 0 62 1864820 false INFORMATION TABLE 2 13F_09.30.17.xml ANIP 3% 12/01/19 00182CAA1 63483 58241 PRN SOLE 23000 0 35241 ACET 2% 11/01/20 004446AD2 44228 49764 PRN SOLE 19400 0 30364 AKAM 0% 02/15/19 00971TAG6 3731 3832 PRN SOLE 1000 0 2832 AFSI 2.75% 12/15/44 032359AG6 34172 46179 PRN SOLE 31500 0 14679 ARI 5.5% 03/15/19 03762UAA3 6835 6303 PRN SOLE 1000 0 5303 ARI 4.75% 08/23/22 03762UAB1 57238 56150 PRN SOLE 25000 0 31150 ABR 6.5% 10/01/19 038923AA6 26259 24470 PRN SOLE 8000 0 16470 AAWW 2.25% 06/01/22 049164BH8 91750 75748 PRN SOLE 29600 0 46148 BKCC 5% 06/15/22 092533AC2 39506 37625 PRN SOLE 16426 0 21199 BXMT 4.375% 05/05/22 09257WAB6 60385 59713 PRN SOLE 24756 0 34957 BSFT 1.5% 07/01/18 11133BAB8 3273 2573 PRN SOLE 0 0 2573 CAMP 1.625% 05/15/20 128126AB5 41387 38634 PRN SOLE 10200 0 28434 CLNS 5% 04/15/23 19624RAA4 2463 2394 PRN SOLE 1000 0 1394 CLNS 3.875% 01/15/21 19624RAB2 52732 52307 PRN SOLE 8428 0 43879 COWN 3% 03/15/19 223622AB7 7537 7148 PRN SOLE 5341 0 1807 ECHO 2.5% 05/01/20 27875TAA9 44821 46356 PRN SOLE 7500 0 38856 EFII 0.75% 09/01/19 286082AC6 34482 33096 PRN SOLE 25300 0 7796 EBS 2.875% 01/15/21 29089QAB1 14942 10363 PRN SOLE 5000 0 5363 ECPG 3% 07/01/20 292554AF9 18004 15673 PRN SOLE 1000 0 14673 ECPG 2.875% 03/15/21 292554AH5 40448 40448 PRN SOLE 16500 0 23948 FNSR 0.5% 12/15/33 31787AAM3 13973 13403 PRN SOLE 1000 0 12403 GS/AAPL 0% 01/24/20 38141GMG6 33784 20676 PRN SOLE 0 0 20676 GS/GOOG 0% 02/19/21 38147QLX2 15447 12064 PRN SOLE 2000 0 10064 GS/KSU 0% 02/16/21 38147QMF0 6285 6586 PRN SOLE 1000 0 5586 HCI 3.875% 03/15/19 40416EAB9 13124 13248 PRN SOLE 500 0 12748 HASI 4.125% 09/01/22 41068XAB6 49100 47325 PRN SOLE 32700 0 14625 HZN 2.75% 07/01/22 44052WAA2 33480 32309 PRN SOLE 20971 0 11338 HURN 1.25% 10/01/19 447462AB8 16871 17996 PRN SOLE 1000 0 16996 IPXL 2% 06/15/22 45256BAE1 54270 60050 PRN SOLE 30300 0 29750 IDTI 0.875% 11/15/22 458118AC0 53115 49582 PRN SOLE 29200 0 20382 JAZZ 1.875% 08/15/21 472145AB7 41271 39050 PRN SOLE 33600 0 5450 KBH 1.375% 02/01/19 48666KAS8 12193 11564 PRN SOLE 3000 0 8564 LGIH 4.25% 11/15/19 50187TAB2 37509 16510 PRN SOLE 14063 0 2447 MHO 3% 03/01/18 55292PAB1 31186 30858 PRN SOLE 8221 0 22637 NMFC 5% 06/15/19 647551AB6 12063 11655 PRN SOLE 2000 0 9655 NYMT 6.25% 01/15/22 649604AD7 42242 42189 PRN SOLE 23200 0 18989 ON 1% 12/01/20 682189AK1 37464 31269 PRN SOLE 1000 0 30269 ON 1.625% 10/15/23 682189AN5 40271 34530 PRN SOLE 34530 0 0 PMT 5.375% 05/01/20 70932AAB9 57795 58158 PRN SOLE 18914 0 39244 PRAA 3% 08/01/20 73640QAB1 55431 59966 PRN SOLE 20888 0 39078 PCLN 0.9% 09/15/21 741503AX4 1213 1055 PRN SOLE 1000 0 55 PSEC 4.95% 07/15/22 74348TAR3 24252 24343 PRN SOLE 0 0 24343 RWT 5.625% 11/15/19 749772AB5 6724 6497 PRN SOLE 500 0 5997 RWT 4.75% 08/15/23 758075AC9 26204 26237 PRN SOLE 17317 0 8920 REGI 2.75% 06/15/19 75972AAA1 22740 21141 PRN SOLE 1000 0 20141 RGEN 2.125% 06/01/21 759916AA7 7281 5396 PRN SOLE 1000 0 4396 TIVO 0.5% 03/01/20 779376AD4 1871 1854 PRN SOLE 1000 0 854 SCMP 3.25% 12/15/21 864909AA4 36341 35006 PRN SOLE 29700 0 5306 SNCR 0.75% 08/15/19 87157BAA1 44183 51600 PRN SOLE 25600 0 26000 TTMI 1.75% 12/15/20 87305RAD1 57452 33945 PRN SOLE 12200 0 21745 TEVA 0.25% 02/01/26 88163VAE9 10803 11920 PRN SOLE 7000 0 4920 INVA 2.125% 01/15/23 88338TAB0 40884 41692 PRN SOLE 34300 0 7392 TRIB 4% 04/01/45 89643QAB4 22651 27900 PRN SOLE 24800 0 3100 TPC 2.875% 06/15/21 901109AD0 39151 33480 PRN SOLE 28400 0 5080 UBS/GOOG 0% 02/15/21 90270KAW9 44211 34883 PRN SOLE 15400 0 19483 VECO 2.7% 01/15/23 922417AD2 15317 15934 PRN SOLE 14000 0 1934 VSI 2.25% 12/01/20 92849EAB7 17088 23014 PRN SOLE 16300 0 6714 WFC/AAPL 0% 01/24/20 94986RPJ4 15684 9559 PRN SOLE 8028 0 1531 WFC/INTC 0% 06/05/20 94986RQF1 26437 19909 PRN SOLE 1000 0 18909 WFC/IP 0% 06/10/20 94986RQH7 40913 39748 PRN SOLE 16800 0 22948 WTF/AAPL 0% 01/24/20 94986RQJ3 2820 1724 PRN SOLE 0 0 1724 WMC 6.75% 10/01/22 95790DAA3 16050 16000 PRN SOLE 13500 0 2500