AK STL CORP

CUSIP: 001546AP5 Class: NOTE 5.000%11/1

CAPSTONE INVESTMENT ADVISORS, LLC's Holding History (CIK: 0001426196)

Note: Option positions (PUT/CALL) are excluded.

Q4 2015
Shares 500,000 Value ($000) $268 Avg Close — Range —
Q3 2015
Shares 1,500,000 Value ($000) $1,106 Avg Close — Range —
Q2 2015
Shares 8,000,000 Value ($000) $8,119 Avg Close — Range —
Q1 2015
Shares 10,000,000 Value ($000) $11,147 Avg Close — Range —
Q4 2014
Shares 12,500,000 Value ($000) $16,716 Avg Close — Range —
Q3 2014
Shares 12,500,000 Value ($000) $21,136 Avg Close — Range —