CHESAPEAKE ENERGY CORP

CUSIP: 165167BZ9 Class: CORPORATE OBLIG

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

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

Q1 2017
Shares 534,000 Value ($000) $531 Avg Close — Range —
Q4 2016
Shares 12,001,000 Value ($000) $12,166 Avg Close — Range —
Q3 2016
Shares 5,707,000 Value ($000) $5,728 Avg Close — Range —
Q2 2016
Shares 18,700,000 Value ($000) $17,332 Avg Close — Range —
Q1 2016
Shares 8,700,000 Value ($000) $5,584 Avg Close — Range —
Q4 2015
Shares 10,700,000 Value ($000) $5,082 Avg Close — Range —
Q3 2015
Shares 13,700,000 Value ($000) $11,888 Avg Close — Range —
Q2 2015
Shares 15,700,000 Value ($000) $14,855 Avg Close — Range —
Q1 2015
Shares 12,200,000 Value ($000) $11,698 Avg Close — Range —
Q4 2014
Shares 8,500,000 Value ($000) $8,268 Avg Close — Range —
Q3 2014
Shares 12,500,000 Value ($000) $12,584 Avg Close — Range —
Q2 2014
Shares 16,500,000 Value ($000) $17,719 Avg Close — Range —
Q1 2014
Shares 12,000,000 Value ($000) $12,246 Avg Close — Range —