CHESAPEAKE ENERGY CORP - NOTE 2.500% 5/1

Q3 2015 13F Holders as of 30 Sep 2015

Type / Class
Debt / NOTE 2.500% 5/1
Market price (% of par)
87.5%
Total 13F principal
$324,956,000
Principal change
-$10,428,000
Total reported market value
$284,019,491
Number of holders
25
Value change
-$10,173,852
Number of buys
9
Number of sells
6

Institutional Holders of CHESAPEAKE ENERGY CORP - NOTE 2.500% 5/1 as of Q3 2015

As of 30 Sep 2015, CHESAPEAKE ENERGY CORP - NOTE 2.500% 5/1 was held by 25 institutional bondholders reporting positions in Form 13F filings. These institutions reported holding $324,956,000 in principal (par value) of the bond. The largest 10 bondholders included Hudson Bay Capital Management LP, BlueMountain Capital Management, LLC, UBS OCONNOR LLC, BABSON CAPITAL MANAGEMENT LLC, WELLS FARGO & COMPANY/MN, CAPSTONE INVESTMENT ADVISORS, LLC, ONTARIO TEACHERS PENSION PLAN BOARD, BNP PARIBAS ARBITRAGE, SA, THRIVENT FINANCIAL FOR LUTHERANS, and INCOME RESEARCH & MANAGEMENT. This page lists 25 institutional bondholders reporting positions for the Q3 2015 filing period.
Investor Option Weight % Change % Value $ * Price (% of par) Principal Share Change Activity Report Period
* 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.