0001533551-18-000004.txt : 20181113 0001533551-18-000004.hdr.sgml : 20181113 20181113155254 ACCESSION NUMBER: 0001533551-18-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180930 FILED AS OF DATE: 20181113 DATE AS OF CHANGE: 20181113 EFFECTIVENESS DATE: 20181113 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: 181177748 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 09-30-2018 09-30-2018 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Sean Edelman 781-416-4000 Sean E Edelman Wellesley MA 11-13-2018 0 68 1602461 false INFORMATION TABLE 2 13F_09.30.18.xml ANIP 3% 12/01/19 00182CAA1 9564 9000 PRN SOLE 9000 0 0 ANW 4.25% 12/15/21 00773VAB2 20575 35170 PRN SOLE 33200 0 1970 ATSG 1.125% 10/15/24 00922RAA3 37385 39000 PRN SOLE 39000 0 0 ATSG 1.125% 10/15/24 00922RAB1 7590 7918 PRN SOLE 3000 0 4918 AKAM 0.125% 05/01/25 00971TAH4 12817 13000 PRN SOLE 13000 0 0 AFSI 2.75% 12/15/44 032359AG6 44893 47296 PRN SOLE 31976 0 15320 ARI 4.75% 08/23/22 03762UAB1 87455 87935 PRN SOLE 39700 0 48235 ABR 5.375% 11/15/20 038923AB4 17481 14616 PRN SOLE 100 0 14516 AAWW 2.25% 06/01/22 049164BH8 64128 55380 PRN SOLE 18508 0 36872 BKCC 5% 06/15/22 092533AC2 4374 4285 PRN SOLE 1000 0 3285 BXMT 4.375% 05/05/22 09257WAB6 61590 61431 PRN SOLE 22256 0 39175 CSGS 4.25% 03/15/36 126349AF6 1183 1123 PRN SOLE 500 0 623 CAMP 1.625% 05/15/20 128126AB5 17746 16879 PRN SOLE 1000 0 15879 DY 0.75% 09/15/21 267475AB7 1671 1500 PRN SOLE 1500 0 0 ECHO 2.5% 05/01/20 27875TAA9 1094 1030 PRN SOLE 1000 0 30 EFII 0.75% 09/01/19 286082AC6 99 100 PRN SOLE 100 0 0 ECPG 2.875% 03/15/21 292554AH5 7003 7483 PRN SOLE 1000 0 6483 EZPW 2.125% 06/15/19 302301AB2 3834 3859 PRN SOLE 1000 0 2859 EZPW 2.375% 05/01/25 302301AD8 32782 35540 PRN SOLE 31800 0 3740 FCN 2% 08/15/23 302941AN9 6852 7030 PRN SOLE 7000 0 30 FNSR 0.5% 12/15/36 31787AAP6 65552 71365 PRN SOLE 34627 0 36738 GS/KSU 0% 02/16/21 38147QMF0 5710 6052 PRN SOLE 100 0 5952 GSBD 4.5% 04/01/22 38147UAB3 20376 20115 PRN SOLE 7698 0 12417 GPMT 5.625% 12/01/22 38741LAB3 40141 38715 PRN SOLE 33800 0 4915 GPRE 4.125% 09/01/22 393222AF1 7730 8060 PRN SOLE 1000 0 7060 GWRE 1.25% 03/15/25 40171VAA8 1238 1153 PRN SOLE 1000 0 153 HCI 3.875% 03/15/19 40416EAB9 5853 5869 PRN SOLE 500 0 5369 HCI 4.25% 03/01/37 40416EAD5 53445 53579 PRN SOLE 28512 0 25067 HASI 4.125% 09/01/22 41068XAB6 63743 65302 PRN SOLE 35900 0 29402 HLX 4.25% 05/01/22 42330PAH0 2024 1882 PRN SOLE 1000 0 882 HLX 4.125% 09/15/23 42330PAJ6 22813 17548 PRN SOLE 13000 0 4548 HTGC 4.375% 02/01/22 427096AF9 26299 27072 PRN SOLE 16400 0 10672 HZN 2.75% 07/01/22 44052WAA2 26716 35583 PRN SOLE 22000 0 13583 IPHI 0.75% 09/01/21 45772FAC1 25720 26042 PRN SOLE 14807 0 11235 IDTI 0.875% 11/15/22 458118AC0 13501 8969 PRN SOLE 1000 0 7969 JAZZ 1.875% 08/15/21 472145AB7 9986 9300 PRN SOLE 5000 0 4300 JAZZ 1.5% 08/15/24 472145AD3 24467 24000 PRN SOLE 24000 0 0 KAMN 3.25% 05/01/24 483548AF0 11569 9831 PRN SOLE 9500 0 331 KBH 1.375% 02/01/19 48666KAS8 9539 9365 PRN SOLE 2700 0 6665 LGIH 4.25% 11/15/19 50187TAB2 24527 11121 PRN SOLE 10000 0 1121 MIC 2% 10/01/23 55608BAB1 252 280 PRN SOLE 100 0 180 NMFC 5% 06/15/19 647551AB6 4437 4388 PRN SOLE 2800 0 1588 NYMT 6.25% 01/15/22 649604AD7 39786 39761 PRN SOLE 23779 0 15982 OSIS 1.25% 09/01/22 671044AD7 13231 13808 PRN SOLE 13000 0 808 OAS 2.625% 09/15/23 674215AJ7 1638 1218 PRN SOLE 1000 0 218 ON 1% 12/01/20 682189AK1 29332 25230 PRN SOLE 1000 0 24230 ON 1.625% 10/15/23 682189AP0 15008 13330 PRN SOLE 13330 0 0 PDCE 1.125% 09/15/21 69327RAD3 45239 46503 PRN SOLE 29286 0 17217 PCRX 2.375% 04/01/22 695127AD2 61983 58475 PRN SOLE 30000 0 28475 PMT 5.375% 05/01/20 70932AAB9 36570 36622 PRN SOLE 14033 0 22589 PRAA 3% 08/01/20 73640QAB1 45464 47023 PRN SOLE 19400 0 27623 RWT 4.75% 08/15/23 758075AC9 52873 55109 PRN SOLE 21032 0 34077 TIVO 0.5% 03/01/20 779376AD4 4688 4914 PRN SOLE 100 0 4814 RGLD 2.875% 06/15/19 780287AA6 465 459 PRN SOLE 100 0 359 SM 1.5% 07/01/21 78454LAM2 3739 3400 PRN SOLE 1500 0 1900 SYNA 0.5% 06/15/22 87157DAD1 62075 64727 PRN SOLE 38200 0 26527 TCPC 4.625% 03/01/22 87238QAD5 2234 2230 PRN SOLE 100 0 2130 TSLX 4.5% 08/01/22 87265KAD4 2576 2552 PRN SOLE 1000 0 1552 TTMI 1.75% 12/15/20 87305RAD1 28696 16977 PRN SOLE 11000 0 5977 TPC 2.875% 06/15/21 901109AD0 95426 93326 PRN SOLE 43900 0 49426 TWTR 1% 09/15/21 90184LAD4 35712 38685 PRN SOLE 11000 0 27685 TWO 6.25% 01/15/22 90187BAA9 5188 5028 PRN SOLE 5000 0 28 VECO 2.7% 01/15/23 922417AD2 6838 8027 PRN SOLE 2100 0 5927 VIAV 1% 03/01/24 925550AB1 59504 54973 PRN SOLE 16700 0 38273 VSI 2.25% 12/01/20 92849EAB7 5213 6000 PRN SOLE 6000 0 0 WFC/INTC 0% 06/05/20 94986RQF1 6070 3668 PRN SOLE 1000 0 2668 WMC 6.75% 10/01/22 95790DAA3 35925 35505 PRN SOLE 21054 0 14451 ZG 1.5% 07/01/23 98954MAC5 1234 1333 PRN SOLE 1000 0 333