Wellesley Asset Management

Holdings History for APOLLO COML REAL EST FIN INC - NOTE 5.500% 3/1

Investment type: Debt / NOTE 5.500% 3/1

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
31 Dec 2017		-0.37%	$0	0	-6,303	-100%		Q4 2017
30 Sep 2017	0.37%	-1.8%	$6,835	6,303	-30,091	-83%	108.44%	Q3 2017
30 Jun 2017	2.1%	-0.71%	$39,991	36,394	-12,502	-26%	109.88%	Q2 2017
31 Mar 2017	2.8%	-0.87%	$53,877	48,896	-15,152	-24%	110.19%	Q1 2017
31 Dec 2016	0.02%	+0%	$67,211	64,048	+105	+0.16%	104.94%	Q4 2016
30 Sep 2016	0.01%	+0%	$66,221	63,943	+511	+0.81%	103.56%	Q3 2016
30 Jun 2016	0.02%	+0%	$64,701	63,432	+4,952	+8.5%	102.0%	Q2 2016
31 Mar 2016	0.02%	-0%	$58,992	58,480	-6,889	-11%	100.88%	Q1 2016
31 Dec 2015	3.7%	-0.08%	$65,696	65,369	-1,434	-2.1%	100.5%	Q4 2015
30 Sep 2015	3.8%	+0.21%	$65,765	66,803	+3,739	+5.9%	98.45%	Q3 2015
30 Jun 2015	3.7%	-0.48%	$63,648	63,064	-8,334	-12%	100.93%	Q2 2015
31 Mar 2015	4.2%	+0.27%	$72,384	71,398	+4,550	+6.8%	101.38%	Q1 2015
31 Dec 2014	0.01%	+0%	$67,323	66,848	+13,175	+25%	100.71%	Q4 2014
30 Sep 2014	3.3%	+0.16%	$53,473	53,673	+2,560	+5%	99.63%	Q3 2014
30 Jun 2014	3.4%	+1.9%	$54,116	51,113	+27,930	+120%	105.88%	Q2 2014
31 Mar 2014	1.5%	+1.5%	$23,752	23,183	+23,183	NEW	102.45%	Q1 2014

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.