0001533551-18-000003.txt : 20180813 0001533551-18-000003.hdr.sgml : 20180813 20180813121934 ACCESSION NUMBER: 0001533551-18-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180813 DATE AS OF CHANGE: 20180813 EFFECTIVENESS DATE: 20180813 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: 181011210 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 06-30-2018 06-30-2018 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Sean Edelman 781-416-4000 Sean Edelman Wellelsey MA 08-13-2018 0 65 1671401 false INFORMATION TABLE 2 13F_06.30.18.xml ANIP 3% 12/01/19 00182CAA1 29366 25925 PRN SOLE 17926 0 7999 ANW 4.25% 12/15/21 00773VAB2 13017 37190 PRN SOLE 33200 0 3990 AFSI 2.75% 12/15/44 032359AG6 46979 48307 PRN SOLE 31976 0 16331 ARI 4.75% 08/23/22 03762UAB1 79239 79846 PRN SOLE 34942 0 44904 ABR 5.375% 11/15/20 038923AB4 44296 39871 PRN SOLE 22700 0 17171 AAWW 2.25% 06/01/22 049164BH8 80037 64931 PRN SOLE 23400 0 41531 BKCC 5% 06/15/22 092533AC2 6194 6058 PRN SOLE 1000 0 5058 BXMT 4.375% 05/05/22 09257WAB6 55952 56782 PRN SOLE 18356 0 38426 CSGS 4.25% 03/15/36 126349AF6 733 694 PRN SOLE 500 0 194 CAMP 1.625% 05/15/20 128126AB5 27991 26209 PRN SOLE 2000 0 24209 ECHO 2.5% 05/01/20 27875TAA9 3365 3239 PRN SOLE 1000 0 2239 EFII 0.75% 09/01/19 286082AC6 138 139 PRN SOLE 100 0 39 ECPG 2.875% 03/15/21 292554AH5 13957 15051 PRN SOLE 1000 0 14051 EZPW 2.125% 06/15/19 302301AB2 2877 2832 PRN SOLE 1000 0 1832 FNSR 0.5% 12/15/36 31787AAP6 70496 77455 PRN SOLE 34627 0 42828 GS/KSU 0% 02/16/21 38147QMF0 5779 6192 PRN SOLE 500 0 5692 GSBD 4.5% 04/01/22 38147UAB3 8395 8191 PRN SOLE 4698 0 3493 GPMT 5.625% 12/01/22 38741LAB3 33938 33295 PRN SOLE 28200 0 5095 GPRE 4.125% 09/01/22 393222AF1 21086 21203 PRN SOLE 12500 0 8703 GWRE 1.25% 03/15/25 40171VAA8 1134 1112 PRN SOLE 1000 0 112 HCI 3.875% 03/15/19 40416EAB9 10326 10355 PRN SOLE 500 0 9855 HCI 4.25% 03/01/37 40416EAD5 51079 51988 PRN SOLE 27247 0 24741 HASI 4.125% 09/01/22 41068XAB6 61551 63949 PRN SOLE 34264 0 29685 HLX 4.25% 05/01/22 42330PAH0 9737 9305 PRN SOLE 8500 0 805 HLX 4.125% 09/15/23 42330PAJ6 34734 29403 PRN SOLE 21050 0 8353 HTGC 4.375% 02/01/22 427096AF9 34566 34617 PRN SOLE 22400 0 12217 HZN 2.75% 07/01/22 44052WAA2 27120 38527 PRN SOLE 23399 0 15128 HURN 1.25% 10/01/19 447462AB8 13892 14723 PRN SOLE 100 0 14623 IPHI 0.75% 09/01/21 45772FAC1 20233 21595 PRN SOLE 11500 0 10095 IDTI 0.875% 11/15/22 458118AC0 11091 9711 PRN SOLE 1000 0 8711 JAZZ 1.875% 08/15/21 472145AB7 10745 9850 PRN SOLE 5000 0 4850 KAMN 3.25% 05/01/24 483548AF0 11505 9500 PRN SOLE 9500 0 0 KBH 1.375% 02/01/19 48666KAS8 10866 9983 PRN SOLE 2700 0 7283 LGIH 4.25% 11/15/19 50187TAB2 39581 14777 PRN SOLE 12390 0 2387 LGND 0.75% 05/15/23 53220KAE8 26013 25090 PRN SOLE 24400 0 690 MIC 2% 10/01/23 55608BAB1 567 637 PRN SOLE 100 0 537 NMFC 5% 06/15/19 647551AB6 2235 2194 PRN SOLE 1000 0 1194 NYMT 6.25% 01/15/22 649604AD7 45650 45916 PRN SOLE 27215 0 18701 OSIS 1.25% 09/01/22 671044AD7 14065 14462 PRN SOLE 13000 0 1462 OAS 2.625% 09/15/23 674215AJ7 1577 1213 PRN SOLE 1000 0 213 ON 1% 12/01/20 682189AK1 35632 27033 PRN SOLE 1000 0 26033 ON 1.625% 10/15/23 682189AP0 24027 18939 PRN SOLE 18939 0 0 PDCE 1.125% 09/15/21 69327RAD3 50123 47757 PRN SOLE 29286 0 18471 PRAA 3.5% 06/01/23 69354NAB2 2132 2000 PRN SOLE 2000 0 0 PCRX 2.375% 04/01/22 695127AD2 24338 26117 PRN SOLE 21000 0 5117 PMT 5.375% 05/01/20 70932AAB9 53699 53439 PRN SOLE 16233 0 37206 PRAA 3% 08/01/20 73640QAB1 57006 59145 PRN SOLE 19400 0 39745 RWT 4.75% 08/15/23 758075AC9 46471 47805 PRN SOLE 19832 0 27973 TIVO 0.5% 03/01/20 779376AD4 13657 14347 PRN SOLE 4167 0 10180 SM 1.5% 07/01/21 78454LAM2 1875 1811 PRN SOLE 1000 0 811 SQ 0.5% 05/15/23 852234AC7 22509 21000 PRN SOLE 21000 0 0 SYNA 0.5% 06/15/22 87157DAD1 41893 42202 PRN SOLE 36500 0 5702 TCPC 4.625% 03/01/22 87238QAD5 1510 1500 PRN SOLE 100 0 1400 TSLX 4.5% 08/01/22 87265KAD4 1846 1846 PRN SOLE 1000 0 846 TTMI 1.75% 12/15/20 87305RAD1 53512 28641 PRN SOLE 12000 0 16641 TEVA 0.25% 02/01/26 88163VAE9 93 100 PRN SOLE 100 0 0 INVA 2.125% 01/15/23 88338TAB0 13830 14200 PRN SOLE 14200 0 0 TRIB 4% 04/01/45 89643QAB4 22616 27100 PRN SOLE 24100 0 3000 TPC 2.875% 06/15/21 901109AD0 81309 80987 PRN SOLE 36900 0 44087 TWTR 1% 09/15/21 90184LAD4 20503 21135 PRN SOLE 5000 0 16135 VECO 2.7% 01/15/23 922417AD2 4870 5505 PRN SOLE 100 0 5405 VIAV 1% 03/01/24 925550AB1 52252 51645 PRN SOLE 19826 0 31819 VSI 2.25% 12/01/20 92849EAB7 7161 9242 PRN SOLE 6611 0 2631 INTC/WFC 0% 06/05/20 94986RQF1 19325 11158 PRN SOLE 1000 0 10158 WMC 6.75% 10/01/22 95790DAA3 37110 36684 PRN SOLE 22054 0 14630