0001533551-20-000002.txt : 20200514 0001533551-20-000002.hdr.sgml : 20200514 20200514160149 ACCESSION NUMBER: 0001533551-20-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200514 DATE AS OF CHANGE: 20200514 EFFECTIVENESS DATE: 20200514 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: 20877633 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 03-31-2020 03-31-2020 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Dennis Scarpa 7815915169 Dennis Scarpa Wellesley MA 05-14-2020 0 46 849520 false INFORMATION TABLE 2 1Q20.xml AKAM 0.13% 05/01/2025 00971TAJ0 4204 3750 PRN SOLE 3000 0 750 ARI 4.75% 08/23/2022 03762UAB1 18249 25469 PRN SOLE 12739 0 12730 ARI 5.38% 10/15/2023 03762UAC9 10242 14307 PRN SOLE 6766 0 7541 ABR 5.25% 07/01/2021 038923AH1 2310 2697 PRN SOLE 1229 0 1468 ARCC 3.75% 02/01/2022 04010LAT0 3616 3809 PRN SOLE 1907 0 1902 ARCC 4.63% 03/01/2024 04010LAW3 1830 2102 PRN SOLE 100 0 2002 AAWW 2.25% 06/01/2022 049164BH8 9601 10795 PRN SOLE 100 0 10695 AAWW 1.88% 06/01/2024 049164BJ4 57519 68871 PRN SOLE 33962 0 34909 NEM 0.00% 10/30/2023 06739FJQ5 87504 72281 PRN SOLE 30927 0 41354 DHI 0.00% 09/26/2023 06741J7V5 44556 47506 PRN SOLE 24837 0 22669 BXMT 4.38% 05/05/2022 09257WAB6 3836 4825 PRN SOLE 100 0 4725 BXMT 4.75% 03/15/2023 09257WAC4 3376 4273 PRN SOLE 100 0 4173 COLL 2.63% 02/15/2026 19459JAA2 24945 26968 PRN SOLE 14221 0 12747 COWN 3.00% 12/15/2022 223622AE1 27839 30894 PRN SOLE 19999 0 10895 EZPW 2.38% 05/01/2025 302301AE6 18614 24811 PRN SOLE 20100 0 4711 KSU 0.00% 02/16/2021 38147QMF0 4042 4075 PRN SOLE 100 0 3975 GSBD 4.50% 04/01/2022 38147UAB3 7668 7803 PRN SOLE 1080 0 6723 GPMT 6.38% 10/01/2023 38741LAC1 14958 26506 PRN SOLE 2655 0 23851 GBX 2.88% 02/01/2024 393657AK7 21490 26287 PRN SOLE 10711 0 15576 HCI 4.25% 03/01/2037 40416EAD5 35846 35396 PRN SOLE 11046 0 24350 HASI 4.13% 09/01/2022 41068XAB6 39412 41306 PRN SOLE 19878 0 21428 HTGC 4.38% 02/01/2022 427096AF9 3296 3583 PRN SOLE 100 0 3483 JAZZ 1.88% 08/15/2021 472145AB7 8918 9375 PRN SOLE 7000 0 2375 JAZZ 1.50% 08/15/2024 472145AD3 19293 21548 PRN SOLE 17573 0 3975 KREF 6.13% 05/15/2023 48251KAB6 787 931 PRN SOLE 100 0 831 KAMN 3.25% 05/01/2024 483548AF0 2155 2202 PRN SOLE 100 0 2102 KN 3.25% 11/01/2021 49926DAB5 3782 3684 PRN SOLE 1619 0 2065 LGND 0.75% 05/15/2023 53220KAF5 1167 1237 PRN SOLE 928 0 309 LITE 0.25% 03/15/2024 55024UAB5 10168 7515 PRN SOLE 100 0 7415 MFA 6.25% 06/15/2024 55272XAA0 16565 26290 PRN SOLE 13563 0 12727 ON 1.63% 10/15/2023 682189AP0 5402 5421 PRN SOLE 2996 0 2425 PDCE 1.13% 09/15/2021 69327RAD3 7821 9530 PRN SOLE 1600 0 7930 PRAA 3.50% 06/01/2023 69354NAB2 17151 19453 PRN SOLE 4740 0 14713 PCRX 2.38% 04/01/2022 695127AD2 61097 63122 PRN SOLE 22889 0 40233 RC 7.00% 08/15/2023 75574U200 24574 2746 PRN SOLE 1972 0 774 RWT 4.75% 08/15/2023 758075AC9 27096 40568 PRN SOLE 10299 0 30269 XAN 4.50% 08/15/2022 76120WAC8 6933 9776 PRN SOLE 1000 0 8776 SUPN 0.63% 04/01/2023 868459AD0 43776 53600 PRN SOLE 19434 0 34166 TSLX 4.50% 08/01/2022 87265KAD4 4676 5028 PRN SOLE 100 0 4928 TSLA 1.25% 03/01/2021 88160RAC5 1568 1568 PRN SOLE 1568 0 0 TPC 2.88% 06/15/2021 901109AD0 65440 70554 PRN SOLE 28739 0 41815 TWTR 0.25% 06/15/2024 90184LAF9 6556 7039 PRN SOLE 3248 0 3791 PRO 0.25% 09/01/2022 902104AB4 41202 44633 PRN SOLE 18663 0 25970 VIAV 1.75% 06/01/2023 925550AE5 181 175 PRN SOLE 100 0 75 VSH 2.25% 06/15/2025 928298AP3 27772 30854 PRN SOLE 19672 0 11182 WMC 6.75% 10/01/2022 95790DAA3 487 977 PRN SOLE 100 0 877