0001533551-20-000001.txt : 20200213 0001533551-20-000001.hdr.sgml : 20200213 20200213164334 ACCESSION NUMBER: 0001533551-20-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200213 DATE AS OF CHANGE: 20200213 EFFECTIVENESS DATE: 20200213 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: 20611446 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 true 0001533551 XXXXXXXX 12-31-2019 12-31-2019 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Dennis Scarpa 2036317667 Dennis Scarpa Wellesley MA 02-13-2020 0 45 1246944 true INFORMATION TABLE 2 4q.xml AAWW 1.88% 06/01/2024 049164BJ4 42524 49578 PRN SOLE 19838 0 29740 AAWW 2.25% 06/01/2022 049164BH8 31120 34057 PRN SOLE 14000 0 20057 ABR 5.25% 07/01/2021 038923AH1 4901 4470 PRN SOLE 2737 0 1733 AKAM 0.13% 05/01/2025 00971TAJ0 26959 24469 PRN SOLE 18776 0 5693 ARCC 4.63% 03/01/2024 04010LAW3 2821 2647 PRN SOLE 100 0 2547 ARI 4.75% 08/23/2022 03762UAB1 15319 15218 PRN SOLE 2500 0 12718 ARI 5.38% 10/15/2023 03762UAC9 11631 11463 PRN SOLE 4342 0 7121 BXMT 4.38% 05/05/2022 09257WAB6 18462 17310 PRN SOLE 100 0 17210 BXMT 4.75% 03/15/2023 09257WAC4 7876 7464 PRN SOLE 2934 0 4530 COWN 3.00% 12/15/2022 223622AE1 43508 39248 PRN SOLE 25906 0 13342 DHI 0.00% 09/26/2023 06741J7V5 58833 54304 PRN SOLE 29020 0 25284 DY 0.75% 09/15/2021 267475AB7 62013 63577 PRN SOLE 24020 0 39557 EZPW 2.38% 05/01/2025 302301AE6 20294 24786 PRN SOLE 19000 0 5786 GBX 2.88% 02/01/2024 393657AK7 31041 31835 PRN SOLE 12627 0 19208 GPMT 6.38% 10/01/2023 38741LAC1 28942 27709 PRN SOLE 2046 0 25663 GSBD 4.50% 04/01/2022 38147UAB3 11595 11248 PRN SOLE 2134 0 9114 HASI 4.13% 09/01/2022 41068XAB6 55616 46530 PRN SOLE 22144 0 24386 HCI 4.25% 03/01/2022 40416EAD5 37547 36515 PRN SOLE 10835 0 25680 HTGC 4.38% 02/01/2022 427096AF9 3737 3650 PRN SOLE 100 0 3550 IIVI 0.25% 09/01/2022 902104AB4 59725 58544 PRN SOLE 26662 0 31882 INVA 2.13% 01/15/2023 88338TAB0 934 927 PRN SOLE 100 0 827 JAZZ 1.50% 08/15/2024 472145AD3 31102 30794 PRN SOLE 24019 0 6775 JAZZ 1.88% 08/15/2021 472145AB7 12179 11800 PRN SOLE 9000 0 2800 KAMN 3.25% 05/01/2024 483548AF0 1344 1118 PRN SOLE 100 0 1018 KN 3.25% 11/01/2021 49926DAB5 5099 4097 PRN SOLE 1781 0 2316 KREF 6.13% 05/15/2023 48251KAB6 711 677 PRN SOLE 100 0 577 KSU 0.00% 02/16/2020 38147QMF0 4838 4499 PRN SOLE 100 0 4399 LITE 0.25% 03/15/2024 55024UAB5 40777 28576 PRN SOLE 14194 0 14382 MFA 6.25% 06/15/2024 55272XAA0 27182 26082 PRN SOLE 13617 0 12465 NEM 0.00% 10/30/2023 06739FJQ5 91011 77946 PRN SOLE 31617 0 46329 ON 1.63% 10/15/2023 682189AP0 5441 3939 PRN SOLE 2000 0 1939 PRO 1.00% 12/01/2020 682189AK1 8722 6406 PRN SOLE 1000 0 5406 PCRX 2.38% 04/01/2022 695127AD2 79206 76135 PRN SOLE 30022 0 46113 PDCE 1.13% 09/15/2021 69327RAD3 15076 15876 PRN SOLE 2605 0 13271 PRAA 3.50% 06/01/2023 69354NAB2 38753 37140 PRN SOLE 17117 0 20023 RC 7.00% 08/15/2023 75574U200 46449 3787 PRN SOLE 2913 0 874 RWT 4.75% 08/15/2023 758075AC9 43862 42781 PRN SOLE 11170 0 31611 SUPN 0.63% 04/01/2023 868459AD0 65085 71238 PRN SOLE 30542 0 40696 TCPC 4.63% 03/01/2022 87238QAD5 712 696 PRN SOLE 100 0 596 TPC 2.88% 06/15/2021 901109AD0 77388 80913 PRN SOLE 32669 0 48244 TSLX 4.50% 08/01/2022 87265KAD4 16506 15636 PRN SOLE 2807 0 12829 TWTR 0.25% 06/15/2024 90184LAF9 4351 4444 PRN SOLE 1553 0 2891 VSH 2.25% 06/15/2025 928298AP3 34478 34343 PRN SOLE 22812 0 11531 WMC 6.75% 10/01/2022 95790DAA3 2258 2216 PRN SOLE 1000 0 1216 XAN 4.50% 08/15/2022 76120WAC8 19016 18319 PRN SOLE 7191 0 11128