VANGUARD BD INDEX FDS

Ticker: BND CUSIP: 921937835 Class: TOTAL BND MRKT

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

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

Q2 2018
Shares 69,578 Value ($000) $5,510 Avg Close — Range —
Q1 2018
Shares 37,226 Value ($000) $2,975 Avg Close — Range —
Q4 2017
Shares 32,057 Value ($000) $2,614 Avg Close — Range —
Q3 2017
Shares 37,449 Value ($000) $3,069 Avg Close — Range —
Q2 2017
Shares 119,882 Value ($000) $9,809 Avg Close — Range —
Q1 2017
Shares 52,115 Value ($000) $4,225 Avg Close — Range —
Q4 2016
Shares 70,524 Value ($000) $5,697 Avg Close — Range —