CHENIERE ENERGY INC

CUSIP: 16411RAG4 Class: NOTE 4.250% 3/1

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

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

Q2 2016
Shares 6,161,000 Value ($000) $3,513 Avg Close — Range —
Q1 2016
Shares 12,500,000 Value ($000) $6,576 Avg Close — Range —
Q4 2015
Shares 19,000,000 Value ($000) $9,927 Avg Close — Range —
Q3 2015
Shares 20,000,000 Value ($000) $12,620 Avg Close — Range —
Q2 2015
Shares 20,000,000 Value ($000) $15,063 Avg Close — Range —
Q1 2015
Shares 12,500,000 Value ($000) $10,354 Avg Close — Range —