0001533551-19-000007.txt : 20191112 0001533551-19-000007.hdr.sgml : 20191112 20191112130532 ACCESSION NUMBER: 0001533551-19-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191112 DATE AS OF CHANGE: 20191112 EFFECTIVENESS DATE: 20191112 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: 191208140 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 true 0001533551 XXXXXXXX 09-30-2019 09-30-2019 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Dennis Scarpa 7815915169 Dennis Scarpa Wellesley MA 11-12-2019 0 60 1529215 false INFORMATION TABLE 2 Filing4.xml ATSG 1.125% 10/15/2024 00922RAB1 28396 30356 PRN SOLE 8000 0 22356 AKAM 0.125% 05/01/2025 00971TAJ0 35849 31422 PRN SOLE 23539 0 7883 ALTR 0.25% 06/01/2024 021369AA1 260 257 PRN SOLE 100 0 157 ARI 4.75% 08/23/2022 03762UAB1 42888 42131 PRN SOLE 18500 0 23631 ARI 5.375% 10/15/2023 03762UAC9 9546 9353 PRN SOLE 3364 0 5989 ABR 5.25% 07/01/2021 038923AH1 23866 22412 PRN SOLE 16428 0 5984 ARCC 4.625% 03/01/2024 04010LAW3 10042 9560 PRN SOLE 2057 0 7503 AAWW 2.25% 06/01/2022 049164BH8 35087 39457 PRN SOLE 19300 0 20157 AAWW 1.875% 06/01/2024 049164BJ4 35462 42091 PRN SOLE 14062 0 28029 NEM 0.00% 10/30/2023 06739FJQ5 89268 80706 PRN SOLE 31463 0 49243 DHI 0.00% 09/26/2023 06741J7V5 62446 56470 PRN SOLE 29078 0 27392 BKCC 5.00% 06/15/2022 092533AC2 964 969 PRN SOLE 100 0 869 BXMT 4.375% 05/05/2022 09257WAB6 50012 47801 PRN SOLE 12500 0 35301 BXMT 4.75% 03/15/2023 09257WAC4 6897 6664 PRN SOLE 2888 0 3776 COWN 3.00% 12/15/2022 223622AE1 40197 36758 PRN SOLE 24447 0 12311 CY 2.00% 02/01/2023 232806AP4 1304 1073 PRN SOLE 103 0 970 DY 0.75% 09/15/2021 267475AB7 70483 72961 PRN SOLE 31694 0 41267 EZPW 2.375% 05/01/2025 302301AE6 20454 25646 PRN SOLE 19000 0 6646 FCN 2.00% 08/15/2023 302941AP4 2166 1772 PRN SOLE 1000 0 772 FNSR 0.50% 12/15/2036 31787AAP6 50055 50080 PRN SOLE 22826 0 27254 KSU 0.00% 02/16/2021 38147QMF0 5931 6014 PRN SOLE 100 0 5914 GSBD 4.50% 04/01/2022 38147UAB3 12719 12391 PRN SOLE 2129 0 10262 GPMT 6.375% 10/01/2023 38741LAC1 29747 28751 PRN SOLE 1000 0 27751 GBX 2.875% 02/01/2024 393657AK7 42716 44558 PRN SOLE 24381 0 20177 HCI 4.25% 03/01/2037 40416EAD5 45145 45209 PRN SOLE 16909 0 28300 HASI 4.125% 09/01/2022 41068XAB6 47175 42406 PRN SOLE 16238 0 26168 HTGC 4.375% 02/01/2022 427096AF9 6984 6805 PRN SOLE 100 0 6705 JAZZ 1.875% 08/15/2021 472145AB7 12455 12403 PRN SOLE 9603 0 2800 JAZZ 1.50% 08/15/2024 472145AD3 29206 30158 PRN SOLE 23933 0 6225 KREF 6.125% 05/15/2023 48251KAB6 2973 2887 PRN SOLE 2046 0 841 KAMN 3.25% 05/01/2024 483548AF0 5810 5071 PRN SOLE 1000 0 4071 KN 3.25% 11/01/2021 49926DAB5 5059 4106 PRN SOLE 1772 0 2334 LGIH 4.25% 11/15/2019 50187TAB2 17340 4445 PRN SOLE 3570 0 875 LITE 0.25% 03/15/2024 55024UAB5 49697 42994 PRN SOLE 24244 0 18750 MFA 6.25% 06/15/2024 55272XAA0 27178 26431 PRN SOLE 15078 0 11353 MLAB 1.375% 08/15/2025 59064RAA7 9906 9427 PRN SOLE 9177 0 250 ON 1.00% 12/01/2020 682189AK1 8208 7017 PRN SOLE 1000 0 6017 ON 1.625% 10/15/2023 682189AP0 4750 3942 PRN SOLE 2000 0 1942 PDCE 1.125% 09/15/2021 69327RAD3 17871 19287 PRN SOLE 5000 0 14287 PRAA 3.50% 06/01/2023 69354NAB2 36138 35543 PRN SOLE 17045 0 18498 PCRX 2.375% 04/01/2022 695127AD2 75938 76792 PRN SOLE 30468 0 46324 PMT 5.375% 05/01/2020 70932AAB9 5277 5218 PRN SOLE 100 0 5118 PRO 2.00% 12/01/2019 74346YAB9 1744 1744 PRN SOLE 1744 0 0 RCA 7.00% 08/15/2023 75574U200 47886 3845 PRN SOLE 2959 0 886 RWT 4.75% 08/15/2023 758075AC9 30092 30120 PRN SOLE 6098 0 24022 RGEN 0.375% 07/15/2024 759916AB5 247 249 PRN SOLE 100 0 149 XAN 4.50% 08/15/2022 76120WAC8 29622 28614 PRN SOLE 12880 0 15734 SLAB 1.375% 03/01/2022 826919AB8 271 208 PRN SOLE 100 0 108 SUPN 0.625% 04/01/2023 868459AD0 73175 78382 PRN SOLE 35005 0 43377 SYNA 0.50% 06/15/2022 87157DAD1 4918 5267 PRN SOLE 100 0 5167 TCPC 4.625% 03/01/2022 87238QAD5 3448 3339 PRN SOLE 100 0 3239 TCPC 4.50% 12/15/2019 87265KAB8 20 20 PRN SOLE 0 0 20 TSLX 4.50% 08/01/2022 87265KAD4 15746 15107 PRN SOLE 2781 0 12326 INVA 2.125% 01/15/2023 88338TAB0 6806 7212 PRN SOLE 5000 0 2212 TPC 2.875% 06/15/2021 901109AD0 81961 85751 PRN SOLE 34672 0 51079 TWTR 0.25% 06/15/2024 90184LAF9 23437 22183 PRN SOLE 8591 0 13592 TWO 6.25% 01/15/2022 90187BAA9 6697 6526 PRN SOLE 5031 0 1495 IIVI 0.25% 09/01/2022 902104AB4 51353 49716 PRN SOLE 25183 0 24533 VSH 2.25% 06/15/2025 928298AP3 36222 38469 PRN SOLE 28524 0 9945 WMC 6.75% 10/01/2022 95790DAA3 1705 1688 PRN SOLE 1000 0 688