CHESAPEAKE ENERGY CORP

CUSIP: 165167CY1 Class: NOTE 5.500% 9/1

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

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

Q3 2019
Shares 20,000 Value ($000) $12 Avg Close — Range —
Q2 2019
Shares 20,000 Value ($000) $16 Avg Close — Range —
Q4 2018
Shares 11,500,000 Value ($000) $9,285 Avg Close — Range —
Q3 2018
Shares 20,000,000 Value ($000) $19,805 Avg Close — Range —
Q2 2018
Shares 21,000,000 Value ($000) $21,394 Avg Close — Range —
Q1 2018
Shares 16,000,000 Value ($000) $13,858 Avg Close — Range —