Wellesley Asset Management

Holdings History for REDWOOD TR INC - NOTE 4.625% 4/1

Investment type: Debt / NOTE 4.625% 4/1

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
30 Sep 2017		-1.6%	$0	0	-30,544	-100%		Q3 2017
30 Jun 2017	1.6%	-0.11%	$30,926	30,544	-2,009	-6.2%	101.25%	Q2 2017
31 Mar 2017	1.7%	-0.3%	$32,594	32,553	-5,771	-15%	100.13%	Q1 2017
31 Dec 2016	0.01%	-0%	$38,252	38,324	-2,006	-5%	99.81%	Q4 2016
30 Sep 2016	0.01%	-0%	$40,456	40,330	-2,524	-5.9%	100.31%	Q3 2016
30 Jun 2016	0.01%	-0%	$42,345	42,854	-1,541	-3.5%	98.81%	Q2 2016
31 Mar 2016	0.01%	-0%	$41,565	44,395	-3,297	-6.9%	93.63%	Q1 2016
31 Dec 2015	2.5%	-0.04%	$44,413	47,692	-795	-1.6%	93.12%	Q4 2015
30 Sep 2015	2.8%	-0.06%	$47,552	48,487	-1,017	-2.1%	98.07%	Q3 2015
30 Jun 2015	2.8%	-0.98%	$47,945	49,504	-17,671	-26%	96.85%	Q2 2015
31 Mar 2015	4%	+1.1%	$67,910	67,175	+19,019	+39%	101.09%	Q1 2015
31 Dec 2014	0.01%	+0%	$48,026	48,156	+986	+2.1%	99.73%	Q4 2014
30 Sep 2014	3%	+0.19%	$47,656	47,170	+3,001	+6.8%	101.03%	Q3 2014
30 Jun 2014	2.9%	+0.37%	$45,632	44,169	+5,721	+15%	103.31%	Q2 2014
31 Mar 2014	2.7%	+0.51%	$41,815	38,448	+7,279	+23%	108.76%	Q1 2014
31 Dec 2013	2.3%	0%	$32,761	31,169	0		105.11%	Q4 2013

* 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.