CHESAPEAKE ENERGY CORP

CUSIP: 165167CA3 Class: CNVRTBND

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

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

Q3 2016
Shares 1,187,000 Value ($000) $1,191 Avg Close — Range —
Q1 2016
Shares 18,500,000 Value ($000) $11,863 Avg Close — Range —
Q4 2015
Shares 18,500,000 Value ($000) $8,787 Avg Close — Range —
Q3 2015
Shares 19,000,000 Value ($000) $16,868 Avg Close — Range —
Q2 2015
Shares 19,000,000 Value ($000) $18,052 Avg Close — Range —
Q1 2015
Shares 19,000,000 Value ($000) $18,245 Avg Close — Range —
Q4 2014
Shares 19,000,000 Value ($000) $18,584 Avg Close — Range —
Q3 2014
Shares 17,500,000 Value ($000) $17,477 Avg Close — Range —
Q2 2014
Shares 17,500,000 Value ($000) $18,827 Avg Close — Range —