Wellesley Asset Management

Holdings History for JAZZ INVESTMENTS I LTD - NOTE 1.875% 8/1

Investment type: Debt / NOTE 1.875% 8/1

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
30 Jun 2020		-1.1%	$0	0	-9,375	-100%		Q2 2020
31 Mar 2020	1.1%	-0.28%	$8,918	9,375	-2,425	-21%	95.13%	Q1 2020
31 Dec 2019	1%	-0.05%	$12,179	11,800	-603	-4.9%	103.21%	Q4 2019
30 Sep 2019	0.84%	+0.15%	$12,455	12,403	+2,153	+21%	100.42%	Q3 2019
30 Jun 2019	0.71%	+0.04%	$10,470	10,250	+600	+6.2%	102.15%	Q2 2019
31 Mar 2019	0.69%	0%	$9,805	9,650	0		101.61%	Q1 2019
31 Dec 2018	0%	+0%	$9,382	9,650	+350	+3.8%	97.22%	Q4 2018
30 Sep 2018	0.62%	-0.04%	$9,986	9,300	-550	-5.6%	107.38%	Q3 2018
30 Jun 2018	0.64%	-0.07%	$10,745	9,850	-1,000	-9.2%	109.09%	Q2 2018
31 Mar 2018	0.6%	-0.24%	$11,379	10,850	-4,350	-29%	104.88%	Q1 2018
31 Dec 2017	0.81%	-1.3%	$15,286	15,200	-23,850	-61%	100.57%	Q4 2017
30 Sep 2017	2.2%	-0%	$41,271	39,050	-50	-0.13%	105.69%	Q3 2017
30 Jun 2017	2.2%	-0.23%	$42,912	39,100	-4,000	-9.3%	109.75%	Q2 2017
31 Mar 2017	2.4%	+0.08%	$46,144	43,100	+1,400	+3.4%	107.06%	Q1 2017
31 Dec 2016	0.01%	+0%	$40,162	41,700	+10,050	+32%	96.31%	Q4 2016
30 Sep 2016	0.01%	+0%	$32,243	31,650	+2,105	+7.1%	101.87%	Q3 2016
30 Jun 2016	0.01%	+0%	$31,779	29,545	+450	+1.5%	107.56%	Q2 2016
31 Mar 2016	0.01%	+0%	$30,041	29,095	+1,700	+6.2%	103.25%	Q1 2016
31 Dec 2015	1.6%	+0.16%	$28,753	27,395	+2,620	+11%	104.96%	Q4 2015
30 Sep 2015	1.4%	+1.4%	$24,852	24,775	+24,775	NEW	100.31%	Q3 2015

* 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.