0001533551-19-000003.txt : 20190809 0001533551-19-000003.hdr.sgml : 20190809 20190809142432 ACCESSION NUMBER: 0001533551-19-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190809 DATE AS OF CHANGE: 20190809 EFFECTIVENESS DATE: 20190809 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: 191012540 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 06-30-2019 06-30-2019 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 08-09-2019 0 56 1478978 false INFORMATION TABLE 2 13F_06.30.19.xml ATSG 1.125% 10/15/24 00922RAB1 49292 48162 PRN SOLE 21700 0 26462 AKAM 0.125% 05/01/25 00971TAJ0 31161 29033 PRN SOLE 25300 0 3733 ARI 4.75% 08/23/22 03762UAB1 59089 58954 PRN SOLE 21300 0 37654 ARI 5.375% 10/15/23 03762UAC9 8193 8187 PRN SOLE 3300 0 4887 ARCC 4.625% 03/01/24 04010LAW3 14016 13575 PRN SOLE 3400 0 10175 AAWW 2.25% 06/01/22 049164BH8 39464 39750 PRN SOLE 22500 0 17250 AAWW 1.875% 06/01/24 049164BJ4 25059 24349 PRN SOLE 3700 0 20649 BCS/NEM 0% 10/30/23 06739FJQ5 83748 76496 PRN SOLE 31200 0 45296 BCS/DHI 0% 09/26/23 06741J7V5 52893 52630 PRN SOLE 29665 0 22965 BKCC 5% 06/15/22 092533AC2 1284 1279 PRN SOLE 100 0 1179 BXMT 4.375% 05/05/22 09257WAB6 49029 46817 PRN SOLE 12500 0 34317 BXMT 4.75% 03/15/23 09257WAC4 5682 5430 PRN SOLE 2800 0 2630 CAMP 1.625% 05/15/20 128126AB5 1193 1222 PRN SOLE 100 0 1122 COWN 3% 12/15/22 223622AE1 37063 31957 PRN SOLE 24300 0 7657 CY 2% 02/01/23 232806AP4 1241 1048 PRN SOLE 103 0 945 DY 0.75% 09/15/21 267475AB7 62737 63995 PRN SOLE 30000 0 33995 EZPW 2.375% 05/01/25 302301AE6 25482 28013 PRN SOLE 25100 0 2913 FNSR 0.5% 12/15/36 31787AAP6 49598 50743 PRN SOLE 22827 0 27916 GS/KSU 0% 02/16/21 38147QMF0 5959 6134 PRN SOLE 100 0 6034 GSBD 4.5% 04/01/22 38147UAB3 15281 15172 PRN SOLE 2100 0 13072 GPMT 6.375% 10/01/23 38741LAC1 35193 33900 PRN SOLE 1000 0 32900 GBX 2.875% 02/01/24 393657AK7 34681 35813 PRN SOLE 20500 0 15313 HCI 4.25% 03/01/37 40416EAD5 48076 48784 PRN SOLE 23429 0 25355 HASI 4.125% 09/01/22 41068XAB6 55522 50425 PRN SOLE 24800 0 25625 HTGC 4.375% 02/01/22 427096AF9 7878 7856 PRN SOLE 100 0 7756 JAZZ 1.875% 08/15/21 472145AB7 10470 10250 PRN SOLE 9600 0 650 JAZZ 1.5% 08/15/24 472145AD3 26427 26725 PRN SOLE 24100 0 2625 KREF 6.125% 05/15/23 48251KAB6 12935 12452 PRN SOLE 11000 0 1452 KAMN 3.25% 05/01/24 483548AF0 6201 5266 PRN SOLE 1000 0 4266 KN 3.25% 11/01/21 49926DAB5 4518 3748 PRN SOLE 1600 0 2148 LGIH 4.25% 11/15/19 50187TAB2 20098 6000 PRN SOLE 6000 0 0 LITE 0.25% 03/15/24 55024UAB5 47236 40058 PRN SOLE 25200 0 14858 MFA 6.25% 06/15/24 55272XAA0 22010 21807 PRN SOLE 15000 0 6807 OAS 2.625% 09/15/23 674215AJ7 316 344 PRN SOLE 100 0 244 ON 1% 12/01/20 682189AK1 9118 7407 PRN SOLE 1000 0 6407 ON 1.625% 10/15/23 682189AP0 4545 3723 PRN SOLE 2000 0 1723 PDCE 1.125% 09/15/21 69327RAD3 21676 23021 PRN SOLE 8000 0 15021 PRAA 3.5% 06/01/23 69354NAB2 4002 4280 PRN SOLE 100 0 4180 PCRX 2.375% 04/01/22 695127AD2 69844 68050 PRN SOLE 29600 0 38450 PMT 5.375% 05/01/20 70932AAB9 10738 10587 PRN SOLE 100 0 10487 PRAA 3% 08/01/20 73640QAB1 7699 7735 PRN SOLE 100 0 7635 RC 7% 08/15/23 75574U200 43619 1631 PRN SOLE 894 0 736 RWT 4.75% 08/15/23 758075AC9 24211 24705 PRN SOLE 1000 0 23705 XAN 4.5% 08/15/22 76120WAC8 26311 25689 PRN SOLE 12800 0 12889 SLAB 1.375% 03/01/22 826919AB8 322 258 PRN SOLE 100 0 158 SUPN 0.625% 04/01/23 868459AD0 69799 71162 PRN SOLE 34913 0 36249 SYNA 0.5% 06/15/22 87157DAD1 35696 39856 PRN SOLE 17400 0 22456 TCPC 4.625% 03/01/22 87238QAD5 3385 3326 PRN SOLE 100 0 3226 TSLX 4.625% 12/15/19 87265KAB8 20 20 PRN SOLE 0 0 20 TSLX 4.5% 08/01/22 87265KAD4 20529 19897 PRN SOLE 4700 0 15197 INVA 2.125% 01/15/23 88338TAB0 9722 9248 PRN SOLE 8300 0 948 TPC 2.875% 06/15/21 901109AD0 76307 80301 PRN SOLE 35725 0 44576 TWTR 0.25% 06/15/24 90184LAF9 26323 26891 PRN SOLE 12300 0 14591 TWO 6.25% 01/15/22 90187BAA9 7551 7473 PRN SOLE 6200 0 1273 IIVI 0.25% 09/01/22 902104AB4 53339 50528 PRN SOLE 29300 0 21228 WMC 6.75% 10/01/22 95790DAA3 5197 5249 PRN SOLE 5000 0 249