0001533551-19-000001.txt : 20190207 0001533551-19-000001.hdr.sgml : 20190207 20190207144242 ACCESSION NUMBER: 0001533551-19-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190207 DATE AS OF CHANGE: 20190207 EFFECTIVENESS DATE: 20190207 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: 19574765 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 12-31-2018 12-31-2018 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Sean Edelman 781-416-4000 Sean Edelman Wellesley MA 02-07-2019 0 76 1460473 false INFORMATION TABLE 2 13F_12.31.18.xml ANI Pharmaceuticals COM 00182C103 1283 28500 SH SOLE 28400 0 100 ANIP 3% 12/01/19 00182CAA1 11060 11000 PRN SOLE 11000 0 0 ATSG 1.125% 10/15/24 00922RAB1 62618 65405 PRN SOLE 38900 0 26505 ARI 4.75% 08/23/22 03762UAB1 70282 74865 PRN SOLE 30500 0 44365 ARI 5.375% 10/15/23 03762UAC9 5091 5288 PRN SOLE 3000 0 2288 ABR 5.375% 11/15/20 038923AB4 4378 3826 PRN SOLE 100 0 3726 AAWW 2.25% 06/01/22 049164BH8 50392 52014 PRN SOLE 18900 0 33114 AAWW 1.875% 06/01/24 049164BJ4 3994 4179 PRN SOLE 1000 0 3179 BCS/NEM 0% 10/30/23 06739FJQ5 83878 80792 PRN SOLE 33100 0 47692 BCS/DHI 0% 09/26/23 06741J7V5 46846 50248 PRN SOLE 26693 0 23555 BKCC 5% 06/15/22 092533AC2 3645 3715 PRN SOLE 1000 0 2715 BXMT 4.375% 05/05/22 09257WAB6 50390 51518 PRN SOLE 13038 0 38480 BXMT 4.75% 03/15/23 09257WAC4 2051 2100 PRN SOLE 2100 0 0 CSGS 4.25% 03/15/36 126349AF6 1428 1433 PRN SOLE 500 0 933 CAMP 1.625% 05/15/20 128126AB5 19660 20639 PRN SOLE 3200 0 17439 COWN 3% 12/15/22 223622AD3 29647 29800 PRN SOLE 29800 0 0 COWN 3% 12/15/22 223622AE1 6359 6392 PRN SOLE 2000 0 4392 DY 0.75% 09/15/21 267475AB7 55445 59396 PRN SOLE 31600 0 27796 ECPG 3% 07/01/20 292554AF9 1863 2053 PRN SOLE 100 0 1953 ECPG 2.875% 03/15/21 292554AH5 2519 3016 PRN SOLE 100 0 2916 EZPW 2.125% 06/15/19 302301AB2 2256 2306 PRN SOLE 100 0 2206 EZPW 2.375% 05/01/25 302301AD8 21909 28752 PRN SOLE 26000 0 2752 FNSR 0.5% 12/15/36 31787AAP6 59498 62516 PRN SOLE 30827 0 31689 GS/KSU 0% 02/16/21 38147QMF0 4437 4789 PRN SOLE 100 0 4689 GSBD 4.5% 04/01/22 38147UAB3 21120 21715 PRN SOLE 9100 0 12615 GPMT 6.375% 10/01/23 38741LAC1 26134 26430 PRN SOLE 2000 0 24430 GBX 2.875% 02/01/24 393657AK7 13914 14088 PRN SOLE 8500 0 5588 GWRE 1.25% 03/15/25 40171VAA8 8378 8698 PRN SOLE 5500 0 3198 HCI 3.875% 03/15/19 40416EAB9 4197 4199 PRN SOLE 500 0 3699 HCI 4.25% 03/01/37 40416EAD5 48416 47763 PRN SOLE 25129 0 22634 HASI 4.125% 09/01/22 41068XAB6 49058 53852 PRN SOLE 27200 0 26652 HLX 4.125% 09/15/23 42330PAJ6 5247 5665 PRN SOLE 2500 0 3165 HTGC 4.375% 02/01/22 427096AF9 12729 13415 PRN SOLE 4750 0 8665 JAZZ 1.875% 08/15/21 472145AB7 9382 9650 PRN SOLE 9000 0 650 JAZZ 1.5% 08/15/24 472145AD3 23220 25575 PRN SOLE 24400 0 1175 KAMN 3.25% 05/01/24 483548AF0 13218 12353 PRN SOLE 6700 0 5653 KBH 1.375% 02/01/19 48666KAS8 8647 8669 PRN SOLE 2700 0 5969 KN 3.25% 11/01/21 49926DAB5 2305 2231 PRN SOLE 1600 0 631 LGIH 4.25% 11/15/19 50187TAB2 17250 8113 PRN SOLE 8000 0 113 LGND 0.75% 05/15/23 53220KAE8 5328 6000 PRN SOLE 6000 0 0 LITE 0.25% 03/15/24 55024UAB5 44030 43669 PRN SOLE 27950 0 15719 MIC 2% 10/01/23 55608BAB1 209 241 PRN SOLE 100 0 141 VAC 1.5% 09/15/22 57164YAB3 1353 1568 PRN SOLE 1000 0 568 NMFC 5% 06/15/19 647551AB6 1511 1503 PRN SOLE 100 0 1403 NYMT 6.25% 01/15/22 649604AD7 23689 24004 PRN SOLE 10000 0 14004 OSIS 1.25% 09/01/22 671044AD7 854 916 PRN SOLE 100 0 816 OAS 2.625% 09/15/23 674215AJ7 608 690 PRN SOLE 100 0 590 ON 1% 12/01/20 682189AK1 21417 19382 PRN SOLE 1000 0 18382 ON 1.625% 10/15/23 682189AP0 9264 8607 PRN SOLE 7330 0 1277 PDCE 1.125% 09/15/21 69327RAD3 24917 27957 PRN SOLE 12000 0 15957 PRAA 3.5% 06/01/23 69354NAB2 2630 3108 PRN SOLE 2000 0 1108 PCRX 2.375% 04/01/22 695127AD2 36304 36509 PRN SOLE 11500 0 25009 PATK 1% 02/01/23 703343AA1 5704 7500 PRN SOLE 7500 0 0 PMT 5.375% 05/01/20 70932AAB9 26940 27106 PRN SOLE 8533 0 18573 PRAA 3% 08/01/20 73640QAB1 20664 22425 PRN SOLE 1000 0 21425 BKNG 0.9% 09/15/21 741503AX4 111 100 PRN SOLE 100 0 0 RMBS 1.375% 02/01/23 750917AG1 5233 6000 PRN SOLE 6000 0 0 RC 7% 08/15/23 75574U200 41534 1695268 SH SOLE 956910 0 738358 RWT 4.75% 08/15/23 758075AC9 40971 44596 PRN SOLE 13000 0 31596 XAN 4.5% 08/15/22 76120WAC8 15171 15679 PRN SOLE 8410 0 7269 RGLD 2.875% 06/15/19 780287AA6 211 209 PRN SOLE 100 0 109 SM 1.5% 07/01/21 78454LAM2 11763 12587 PRN SOLE 5000 0 7587 SLAB 1.375% 03/01/22 826919AB8 1278 1207 PRN SOLE 1000 0 207 SQ 0.5% 05/15/23 852234AC7 2086 2000 PRN SOLE 2000 0 0 SYNA 0.5% 06/15/22 87157DAD1 49659 56348 PRN SOLE 33706 0 22642 TCPC 4.625% 03/01/22 87238QAD5 1860 1903 PRN SOLE 100 0 1803 TSLX 4.5% 08/01/22 87265KAD4 4578 4650 PRN SOLE 2500 0 2150 TSLA 1.25% 03/01/21 88160RAC5 1687 1500 PRN SOLE 1500 0 0 TPC 2.875% 06/15/21 901109AD0 79594 86239 PRN SOLE 38000 0 48239 TWTR 1% 09/15/21 90184LAD4 22906 25047 PRN SOLE 100 0 24947 TWTR 0.25% 06/15/24 90184LAE2 12248 14013 PRN SOLE 10100 0 3913 IIVI 0.25% 09/01/22 902104AB4 23768 24338 PRN SOLE 11448 0 12890 VIAV 1% 03/01/24 925550AB1 25978 26260 PRN SOLE 1000 0 25260 VSI 2.25% 12/01/20 92849EAB7 1905 2000 PRN SOLE 2000 0 0 WMC 6.75% 10/01/22 95790DAA3 27767 30181 PRN SOLE 17200 0 12981 Z 2% 12/01/21 98954MAB7 599 613 PRN SOLE 100 0 513