0001533551-19-000002.txt : 20190507 0001533551-19-000002.hdr.sgml : 20190507 20190507103746 ACCESSION NUMBER: 0001533551-19-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190507 DATE AS OF CHANGE: 20190507 EFFECTIVENESS DATE: 20190507 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: 19801746 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 false false 0001533551 XXXXXXXX 03-31-2019 03-31-2019 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 05-07-2019 0 60 1422951 false INFORMATION TABLE 2 13F_03.31.19.xml ANIP 3% 12/01/19 00182CAA1 7691 6985 PRN SOLE 6985 0 0 ATSG 1.125% 10/15/24 00922RAB1 62416 62268 PRN SOLE 31500 0 30768 ARI 4.75% 08/23/22 03762UAB1 67507 69045 PRN SOLE 27500 0 41545 ARI 5.375% 10/15/23 03762UAC9 8074 8236 PRN SOLE 3300 0 4936 ARCC 4.625% 03/01/24 04010LAW3 18494 18540 PRN SOLE 9245 0 9295 AAWW 2.25% 06/01/22 049164BH8 57745 54838 PRN SOLE 21862 0 32976 AAWW 1.875% 06/01/24 049164BJ4 6457 5994 PRN SOLE 1000 0 4994 BCS/NEM 0% 10/30/23 06739FJQ5 79947 77944 PRN SOLE 31300 0 46644 BCS/DHI 0% 09/26/23 06741J7V5 51488 52362 PRN SOLE 29000 0 23362 BKCC 5% 06/15/22 092533AC2 4195 4200 PRN SOLE 100 0 4100 BXMT 4.375% 05/05/22 09257WAB6 48125 47521 PRN SOLE 11014 0 36507 BXMT 4.75% 03/15/23 09257WAC4 4081 4030 PRN SOLE 2300 0 1730 CAMP 1.625% 05/15/20 128126AB5 11863 12184 PRN SOLE 100 0 12084 COWN 3% 12/15/22 223622AE1 37511 35835 PRN SOLE 28500 0 7335 DY 0.75% 09/15/21 267475AB7 61859 66867 PRN SOLE 34500 0 32367 ECPG 3% 07/01/20 292554AF9 1126 1176 PRN SOLE 100 0 1076 EZPW 2.125% 06/15/19 302301AB2 2146 2142 PRN SOLE 100 0 2042 FNSR 0.5% 12/15/36 31787AAP6 51790 52668 PRN SOLE 22827 0 29841 GS/KSU 0% 02/16/21 38147QMF0 5839 6092 PRN SOLE 100 0 5992 GSBD 4.5% 04/01/22 38147UAB3 16191 16388 PRN SOLE 3100 0 13288 GPMT 6.375% 10/01/23 38741LAC1 31768 31396 PRN SOLE 1000 0 30396 GBX 2.875% 02/01/24 393657AK7 32331 33595 PRN SOLE 20200 0 13395 GWRE 1.25% 03/15/25 40171VAA8 4872 4466 PRN SOLE 1000 0 3466 HCI 4.25% 03/01/37 40416EAD5 52340 52411 PRN SOLE 24729 0 27682 HASI 4.125% 09/01/22 41068XAB6 54488 53716 PRN SOLE 27200 0 26516 HTGC 4.375% 02/01/22 427096AF9 9304 9502 PRN SOLE 100 0 9402 JAZZ 1.875% 08/15/21 472145AB7 9805 9650 PRN SOLE 9000 0 650 JAZZ 1.5% 08/15/24 472145AD3 26349 26825 PRN SOLE 24600 0 2225 KAMN 3.25% 05/01/24 483548AF0 10774 9751 PRN SOLE 3600 0 6151 KN 3.25% 11/01/21 49926DAB5 4394 3750 PRN SOLE 1600 0 2150 LGIH 4.25% 11/15/19 50187TAB2 17258 6113 PRN SOLE 6000 0 113 LITE 0.25% 03/15/24 55024UAB5 48072 40662 PRN SOLE 25200 0 15462 VAC 1.5% 09/15/22 57164YAB3 399 418 PRN SOLE 100 0 318 NMFC 5% 06/15/19 647551AB6 1448 1444 PRN SOLE 100 0 1344 NYMT 6.25% 01/15/22 649604AD7 1651 1648 PRN SOLE 1000 0 648 OSIS 1.25% 09/01/22 671044AD7 1436 1413 PRN SOLE 100 0 1313 OAS 2.625% 09/15/23 674215AJ7 1089 1163 PRN SOLE 100 0 1063 ON 1% 12/01/20 682189AK1 19831 16014 PRN SOLE 1000 0 15014 ON 1.625% 10/15/23 682189AP0 5846 4740 PRN SOLE 3000 0 1740 PDCE 1.125% 09/15/21 69327RAD3 21997 23496 PRN SOLE 8000 0 15496 PRAA 3.5% 06/01/23 69354NAB2 2703 3010 PRN SOLE 100 0 2910 PCRX 2.375% 04/01/22 695127AD2 65646 66511 PRN SOLE 29300 0 37211 PMT 5.375% 05/01/20 70932AAB9 14656 14589 PRN SOLE 1100 0 13489 PRAA 3% 08/01/20 73640QAB1 10553 10905 PRN SOLE 100 0 10805 BKNG 0.9% 09/15/21 741503AX4 111 100 PRN SOLE 100 0 0 PRO 2% 12/01/19 74346YAB9 1283 1000 PRN SOLE 1000 0 0 RC 7% 08/15/23 75574U200 44092 1669 PRN SOLE 907 0 762 RWT 4.75% 08/15/23 758075AC9 29673 30872 PRN SOLE 2000 0 28872 XAN 4.5% 08/15/22 76120WAC8 22008 22370 PRN SOLE 11700 0 10670 SM 1.5% 07/01/21 78454LAM2 3466 3693 PRN SOLE 100 0 3593 SLAB 1.375% 03/01/22 826919AB8 1093 1004 PRN SOLE 100 0 904 SUPN 0.625% 04/01/23 868459AC2 36527 37527 PRN SOLE 33713 0 3814 SYNA 0.5% 06/15/22 87157DAD1 48162 52052 PRN SOLE 29100 0 22952 TCPC 4.625% 03/01/22 87238QAD5 3580 3553 PRN SOLE 100 0 3453 TSLX 4.5% 08/01/22 87265KAD4 9069 8873 PRN SOLE 2500 0 6373 TPC 2.875% 06/15/21 901109AD0 79026 82458 PRN SOLE 35762 0 46696 TWTR 1% 09/15/21 90184LAD4 10506 11136 PRN SOLE 100 0 11036 IIVI 0.25% 09/01/22 902104AB4 52761 50315 PRN SOLE 28900 0 21415 VIAV 1% 03/01/24 925550AB1 20774 18393 PRN SOLE 900 0 17493 WMC 6.75% 10/01/22 95790DAA3 7265 7669 PRN SOLE 7669 0 0