0001533551-20-000003.txt : 20200813 0001533551-20-000003.hdr.sgml : 20200813 20200813170420 ACCESSION NUMBER: 0001533551-20-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200813 DATE AS OF CHANGE: 20200813 EFFECTIVENESS DATE: 20200813 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: 201100142 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 06-30-2020 06-30-2020 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Dennis Scarpa 781-591-5169 Dennis Scarpa Boston MA 08-13-2020 0 40 832265 true INFORMATION TABLE 2 2Q20.xml AAWW 1.88% 06/01/2024 049164BJ4 66702 68866 PRN SOLE 30867 0 37999 AAWW 2.25% 06/01/2022 049164BH8 10239 10726 PRN SOLE 100 0 10626 AKAM 0.13% 05/01/2025 00971TAJ0 1563 1250 PRN SOLE 1000 0 250 ARCC 4.63% 03/01/2024 04010LAW3 1909 1950 PRN SOLE 100 0 1850 ARCC 3.75% 02/01/2022 04010LAT0 2050 2078 PRN SOLE 100 0 1978 ARI 5.38% 10/15/2023 03762UAC9 374 456 PRN SOLE 100 0 356 COLL 2.63% 02/15/2026 19459JAA2 20878 22846 PRN SOLE 11278 0 11568 COWN 3.00% 12/15/2022 223622AE1 36133 33281 PRN SOLE 20839 0 12442 DHI 0.00% 09/26/2023 06741J7V5 58035 47633 PRN SOLE 24584 0 23049 EEFT 0.75% 03/15/2049 298736AL3 2752 2804 PRN SOLE 1072 0 1732 EZPW 2.38% 05/01/2025 302301AE6 19703 25157 PRN SOLE 20100 0 5057 GBX 2.88% 02/01/2024 393657AK7 32145 38362 PRN SOLE 13760 0 24602 GPMT 6.38% 10/01/2023 38741LAC1 7003 9933 PRN SOLE 100 0 9833 GSBD 4.50% 04/01/2022 38147UAB3 7408 7440 PRN SOLE 1095 0 6345 HASI 4.13% 09/01/2022 41068XAB6 26915 23548 PRN SOLE 8317 0 15231 HCI 4.25% 03/01/2037 40416EAD5 33524 33728 PRN SOLE 10496 0 23232 IIVI 0.25% 09/01/2022 902104AB4 25 21 PRN SOLE 0 0 21 ILMN 0.00% 08/15/2023 452327AK5 254 232 PRN SOLE 100 0 132 KAMN 3.25% 05/01/2024 483548AF0 8741 9058 PRN SOLE 3061 0 5997 KN 3.25% 11/01/2021 49926DAB5 3820 3609 PRN SOLE 1643 0 1966 LGND 0.75% 05/15/2023 53220KAF5 2633 2874 PRN SOLE 980 0 1894 LITE 0.25% 03/15/2024 55024UAB5 6096 4175 PRN SOLE 100 0 4075 MFA 6.25% 06/15/2024 55272XAA0 6948 7683 PRN SOLE 2357 0 5326 NEO 1.25% 05/01/2025 64049MAA8 13002 12170 PRN SOLE 3675 0 8495 NEM 0.00% 10/30/2023 06739FJQ5 115050 72169 PRN SOLE 30408 0 41761 ON 1.63% 10/15/2023 682189AP0 4258 3968 PRN SOLE 2722 0 1246 OSIS 1.25% 09/01/2022 671044AD7 2714 2822 PRN SOLE 100 0 2722 PCRX 2.38% 04/01/2022 695127AD2 69735 64070 PRN SOLE 22175 0 41895 PDCE 1.13% 09/15/2021 69327RAD3 3952 4245 PRN SOLE 100 0 4145 PRO 3.50% 06/01/2023 69354NAB2 9918 9604 PRN SOLE 1137 0 8467 RC 7.00% 08/15/2023 75574U200 30186 1455 PRN SOLE 760 0 695 RWT 4.75% 08/15/2023 758075AC9 8004 8858 PRN SOLE 1800 0 7058 SUPN 0.63% 04/01/2023 868459AD0 59011 66249 PRN SOLE 26775 0 39474 TSLA 1.25% 03/01/2021 88160RAC5 2995 2995 PRN SOLE 2995 0 0 TPC 2.88% 06/15/2021 901109AD0 68366 71653 PRN SOLE 28327 0 43326 TSLX 4.50% 08/01/2022 87265KAD4 4953 4908 PRN SOLE 100 0 4808 TWTR 0.25% 06/15/2024 90184LAF9 14646 15340 PRN SOLE 6808 0 8532 VIAV 1.75% 06/01/2023 925550AE5 279 249 PRN SOLE 100 0 149 VSH 2.25% 06/15/2025 928298AP3 48005 51123 PRN SOLE 22266 0 28857 JAZZ 1.50% 08/15/2024 472145AD3 21341 22958 PRN SOLE 17713 0 5245