0001533551-21-000001.txt : 20210216 0001533551-21-000001.hdr.sgml : 20210216 20210216090929 ACCESSION NUMBER: 0001533551-21-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210216 DATE AS OF CHANGE: 20210216 EFFECTIVENESS DATE: 20210216 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: 21633158 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 12-31-2020 12-31-2020 Wellesley Asset Management

20 WILLIAM STREET SUITE 310 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-14868 N Dennis Scarpa 2036317667 Dennis Scarpa Wellesley MA 02-16-2021 0 34 864268 true INFORMATION TABLE 2 4q2020.xml ATSG 1.13% 10/15/2024 00922RAB1 814 680 PRN SOLE 100 0 580 AKAM 0.38% 09/01/2027 00971TAL5 21693 19643 PRN SOLE 15462 0 4181 AYX 1.00% 08/01/2026 02156BAF0 2710 2677 PRN SOLE 2221 0 456 ARCC 4.63% 03/01/2024 04010LAW3 896 847 PRN SOLE 100 0 747 AAWW 2.25% 06/01/2022 049164BH8 27184 25950 PRN SOLE 13105 0 12845 AAWW 1.88% 06/01/2024 049164BJ4 40775 36270 PRN SOLE 14988 0 21282 BMRN 0.60% 08/01/2024 09061GAH4 28863 26835 PRN SOLE 100 0 26735 CHEF 1.88% 12/01/2024 163086AB7 17345 17890 PRN SOLE 13468 0 4422 EEFT 0.75% 03/15/2049 298736AL3 49374 44041 PRN SOLE 29655 0 14386 EZPW 2.38% 05/01/2025 302301AE6 15214 18728 PRN SOLE 14903 0 3825 GSBD 4.50% 04/01/2022 38147UAB3 1296 1257 PRN SOLE 200 0 1057 GPMT 6.38% 10/01/2023 38741LAC1 2980 3213 PRN SOLE 100 0 3113 GBX 2.88% 02/01/2024 393657AK7 52682 51944 PRN SOLE 23600 0 28344 GES 2.00% 04/15/2024 401617AD7 19309 17697 PRN SOLE 8409 0 9288 HCI 4.25% 03/01/2037 40416EAD5 35028 33669 PRN SOLE 10633 0 23036 HASI 0.00% 08/15/2023 41068XAD2 29915 23543 PRN SOLE 16755 0 6788 NSIT 0.75% 02/15/2025 45765UAB9 66174 52987 PRN SOLE 28801 0 24186 IDCC 2.00% 06/01/2024 45867GAB7 64623 61349 PRN SOLE 28517 0 32832 JAZZ 1.50% 08/15/2024 472145AD3 45804 43207 PRN SOLE 30067 0 13140 JAZZ 2.00% 06/15/2026 472145AE1 1633 1250 PRN SOLE 1000 0 250 KAMN 3.25% 05/01/2024 483548AF0 33563 29537 PRN SOLE 12647 0 16890 KN 3.25% 11/01/2021 49926DAB5 1979 1733 PRN SOLE 100 0 1633 LGND 0.75% 05/15/2023 53220KAF5 7528 7731 PRN SOLE 6794 0 937 LITE 0.50% 12/15/2026 55024UAD1 35257 29412 PRN SOLE 24367 0 5045 MTOR 3.25% 10/15/2037 59001KAF7 12204 10835 PRN SOLE 3725 0 7110 NRG 2.75% 06/01/2048 629377CG5 31587 28100 PRN SOLE 13424 0 14676 OSIS 1.25% 09/01/2022 671044AD7 45102 42365 PRN SOLE 25262 0 17103 ON 1.63% 10/15/2023 682189AP0 1906 1136 PRN SOLE 100 0 1036 PCRX 2.38% 04/01/2022 695127AD2 41401 36020 PRN SOLE 100 0 35920 PEB 1.75% 12/15/2026 70509VAA8 17052 16235 PRN SOLE 13173 0 3062 RWT 4.75% 08/15/2023 758075AC9 1317 1389 PRN SOLE 800 0 589 SUPN 0.63% 04/01/2023 868459AD0 5606 5789 PRN SOLE 1951 0 3838 VSH 2.25% 06/15/2025 928298AP3 82470 79172 PRN SOLE 32385 0 46787 WGO 1.50% 04/01/2025 974637AB6 22984 19989 PRN SOLE 17514 0 2475