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Wellesley Asset Management

Filed: 15 Nov 21, 3:39pm

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ATSG1.13% 10/15/202400922RAB143,12040,247PRN SOLE 0040,247
AKAM0.38% 09/01/202700971TAL523,45521,542PRN SOLE 0021,542
ATI3.50% 06/15/202501741RAK86,1776,176PRN SOLE 006,176
AAL6.50% 07/01/202502376RAF98,2398,237PRN SOLE 008,237
BMRN1.25% 05/15/202709061GAK732,98632,795PRN SOLE 0032,795
BE2.50% 8/15/2026093712AH04,6424,640PRN SOLE 004,640
BLMN5.00% 12/01/2025094235AB410,67710,671PRN SOLE 0010,671
BURL2.25% 04/15/2025122017AB24,0464,044PRN SOLE 004,044
CNX2.25% 05/01/202612653CAG35,9705,969PRN SOLE 005,969
ELY2.75% 05/01/2026131193AE47,6497,645PRN SOLE 007,645
CAKE0.38% 06/15/2026163072AA955,37057,575PRN SOLE 0057,575
CREE1.75% 05/01/2026225447AD38,7708,766PRN SOLE 008,766
DKS3.25% 04/15/2025253393AD419,67019,656PRN SOLE 0019,656
EEFT0.75% 03/15/2049298736AL335,64932,352PRN SOLE 0032,352
EB5.00% 12/01/202529975EAB57,5407,536PRN SOLE 007,536
FCN2.00% 08/15/2023302941AP45,6235,621PRN SOLE 005,621
GPRE2.25% 03/15/2027393222AK01,2891,011PRN SOLE 001,011
GES2.00% 04/15/2024401617AD710,1149,325PRN SOLE 009,325
HOPE2.00% 05/15/203843940TAB522,53922,583PRN SOLE 0022,583
HUBS0.375% 06/01/2025443573AD211,11711,110PRN SOLE 0011,110
STAR3.125% 9/15/202245031UCB54,2904,286PRN SOLE 004,286
IDCC2.00% 06/01/202445867GAB726,71024,632PRN SOLE 0024,632
JAZZ1.50% 08/15/2024472145AD352,56651,866PRN SOLE 0051,866
KAMN3.25% 05/01/2024483548AF023,93923,556PRN SOLE 0023,556
LYV2.5% 03/15/2023538034AQ24,8414,839PRN SOLE 004,839
LITE0.50% 12/15/202655024UAD12,7512,616PRN SOLE 002,616
LYFT1.50% 05/15/202655087PAB08,3428,339PRN SOLE 008,339
VAC1.50% 09/15/202257164YAB35,6695,668PRN SOLE 005,668
MTOR3.25% 10/15/203759001KAF776,27472,815PRN SOLE 0072,815
NUVA0.38% 03/15/2025670704AJ438,73440,009PRN SOLE 0040,009
OSIS1.25% 09/01/2022671044AD723,90423,097PRN SOLE 0023,097
ON1.625% 10/15/2023682189AP09,0269,020PRN SOLE 009,020
PCRX0.75% 08/01/2025695127AF768,17563,294PRN SOLE 0063,294
PANW0.75% 07/1/2023697435AD711,56511,561PRN SOLE 0011,561
PAR1.50% 10/15/2027698884AE35,9195,919PRN SOLE 005,919
PSN0.25% 08/15/202570202LAB863,34462,896PRN SOLE 0062,896
PENN2.75% 05/15/2026707569AU315,09915,088PRN SOLE 0015,088
PETQ4.00% 06/01/202671639TAB243,24836,764PRN SOLE 0036,764
PXD0.25% 05/15/2025723787AP27,7327,729PRN SOLE 007,729
RCL4.25% 06/15/2023780153BB78,4138,411PRN SOLE 008,411
SE0.25% 09/15/202681141RAG56,1026,102PRN SOLE 006,102
SLAB0.625% 6/15/2025826919AD45,6135,612PRN SOLE 005,612
SGH2.25% 02/15/202683205YAB041,00832,130PRN SOLE 0032,130
SNAP0.75% 8/01/202683304AAD88,0188,006PRN SOLE 008,006
LUV1.25% 05/01/2025844741BG27,4887,485PRN SOLE 007,485
SAVE1.00% 05/15/2026848577AB847,85450,493PRN SOLE 0050,493
SQ0.50% 05/15/2023852234AD514,71014,700PRN SOLE 0014,700
LRN1.13% 09/01/202786333MAA661,29961,378PRN SOLE 0061,378
SPWR4.00% 01/15/2023867652AL32,9102,908PRN SOLE 002,908
REAL3.00% 06/15/202588339PAB72,5972,597PRN SOLE 002,597
UA1.50% 06/01/2024904311AC110,00710,003PRN SOLE 0010,003
X5.00% 11/01/2026912909AT59,0489,044PRN SOLE 009,044
VREX4.00% 06/01/202592214XAB28,7948,791PRN SOLE 008,791
VSH2.25% 06/15/2025928298AP389,24186,594PRN SOLE 0086,594
WGO1.50% 04/01/2025974637AB620,22215,644PRN SOLE 0015,644
WWE3.375% 12/15/202398156QAB413,92013,913PRN SOLE 0013,913
Z2.75% 05/15/202598954MAH43,6693,666PRN SOLE 003,666