0001533551-20-000004.txt : 20201113 0001533551-20-000004.hdr.sgml : 20201113 20201113134846 ACCESSION NUMBER: 0001533551-20-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201113 DATE AS OF CHANGE: 20201113 EFFECTIVENESS DATE: 20201113 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: 201310602 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 09-30-2020 09-30-2020 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Dennis Scarpa 781-591-4000 Dennis Scarpa Wellesley MA 11-13-2020 0 40 901796 false INFORMATION TABLE 2 3Q20.xml ATSG 1.13% 10/15/2024 00922RAB1 2389 2246 PRN SOLE 1100 0 1146 AKAM 0.13% 05/01/2025 00971TAJ0 1614 1250 PRN SOLE 1000 0 250 AKAM 0.38% 09/01/2027 00971TAL5 13513 11954 PRN SOLE 9324 0 2630 AYX 1.00% 08/01/2026 02156BAF0 10156 10133 PRN SOLE 8606 0 1527 ARCC 3.75% 02/01/2022 04010LAT0 5615 5576 PRN SOLE 4533 0 1043 ARCC 4.63% 03/01/2024 04010LAW3 3582 3438 PRN SOLE 1600 0 1838 AAWW 2.25% 06/01/2022 049164BH8 26162 24010 PRN SOLE 11078 0 12932 AAWW 1.88% 06/01/2024 049164BJ4 58813 48785 PRN SOLE 15604 0 33181 NEM 0.00% 10/30/2023 06739FJQ5 101215 61824 PRN SOLE 22791 0 39033 DHI 0.00% 09/26/2023 06741J7V5 65474 43849 PRN SOLE 21934 0 21915 BMRN 0.60% 08/01/2024 09061GAH4 10192 9690 PRN SOLE 100 0 9590 COLL 2.625% 2/15/2025 19459JAA2 4395 4417 PRN SOLE 100 0 4317 CORR 5.88% 08/15/2025 21870UAC0 5644 7620 PRN SOLE 6150 0 1470 COWN 3.00% 12/15/2022 223622AE1 12631 11590 PRN SOLE 6000 0 5590 EEFT 0.75% 03/15/2049 298736AL3 6774 6966 PRN SOLE 2024 0 4942 EZPW 2.38% 05/01/2025 302301AE6 18754 23757 PRN SOLE 18700 0 5057 GSBD 4.50% 04/01/2022 38147UAB3 6900 6828 PRN SOLE 1113 0 5715 GPMT 6.38% 10/01/2023 38741LAC1 9035 9676 PRN SOLE 100 0 9576 GBX 2.88% 02/01/2024 393657AK7 44364 47959 PRN SOLE 21338 0 26621 HCI 4.25% 03/01/2037 40416EAD5 31059 30756 PRN SOLE 8521 0 22235 HASI 4.125% 9/1/2022 41068XAB6 8464 5256 PRN SOLE 100 0 5156 HASI 0.00% 08/15/2023 41068XAD2 45341 43655 PRN SOLE 29671 0 13984 NSIT 0.75% 02/15/2025 45765UAB9 55623 53010 PRN SOLE 27914 0 25096 IDCC 2.00% 06/01/2024 45867GAB7 53984 52271 PRN SOLE 29523 0 22748 JAZZ 1.50% 08/15/2024 472145AD3 34588 34153 PRN SOLE 26758 0 7395 KAMN 3.25% 05/01/2024 483548AF0 17118 17178 PRN SOLE 10087 0 7091 KN 3.25% 11/01/2021 49926DAB5 2023 1888 PRN SOLE 100 0 1788 LGND 0.75% 05/15/2023 53220KAF5 4483 4613 PRN SOLE 3283 0 1330 MFA 6.25% 06/15/2024 55272XAA0 5729 5983 PRN SOLE 1172 0 4811 NRG 2.75% 06/01/2048 629377CG5 7657 7438 PRN SOLE 5081 0 2357 OSIS 1.25% 09/01/2022 671044AD7 30543 30265 PRN SOLE 17842 0 12423 ON 1.63% 10/15/2023 682189AP0 1757 1328 PRN SOLE 100 0 1228 PDCE 1.13% 09/15/2021 69327RAD3 3023 3154 PRN SOLE 100 0 3054 PRAA 3.50% 06/01/2023 69354NAB2 3430 3115 PRN SOLE 100 0 3015 PCRX 2.38% 04/01/2022 695127AD2 42128 36586 PRN SOLE 100 0 36486 RWT 4.75% 08/15/2023 758075AC9 6249 6807 PRN SOLE 1800 0 5007 SUPN 0.63% 04/01/2023 868459AD0 66106 71073 PRN SOLE 29690 0 41383 TSLX 4.50% 08/01/2022 87265KAD4 7612 7364 PRN SOLE 2015 0 5349 TWTR 0.25% 06/15/2024 90184LAF9 2389 2137 PRN SOLE 100 0 2037 VSH 2.25% 06/15/2025 928298AP3 65268 67149 PRN SOLE 28575 0 38574