Wellesley Asset Management

Holdings History for BLACKROCK CAPITAL INVESTMENT - NOTE 5.500% 2/1

Investment type: Debt / NOTE 5.500% 2/1

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
31 Mar 2017		-0%	$0	0	-6,475	-100%		Q1 2017
31 Dec 2016	0%	-0%	$6,580	6,475	-10,536	-62%	101.62%	Q4 2016
30 Sep 2016	0%	-0%	$17,521	17,011	-2,047	-11%	103.0%	Q3 2016
30 Jun 2016	0.01%	-0%	$19,451	19,058	-6,396	-25%	102.06%	Q2 2016
31 Mar 2016	0.01%	-0%	$25,788	25,454	-1,059	-4%	101.31%	Q1 2016
31 Dec 2015	1.6%	+1.6%	$27,358	26,513	+26,513	NEW	103.19%	Q4 2015
30 Jun 2014		-2.1%	$0	0	-30,550	-100%		Q2 2014
31 Mar 2014	2.1%	+2.1%	$32,062	30,550	+30,550	NEW	104.95%	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.