CAPSTONE INVESTMENT ADVISORS, LLC

Holdings History for ISHARES TR - 20 YR TR BD ETF (TLT)

Symbol: TLT
Investment type: Equity / 20 YR TR BD ETF

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Dec 2025	call	0.02%	+0.02%	$7,844,400	90,000	+90,000	NEW	$87.16	Q4 2025
31 Mar 2024			-0.41%	$0	0	-241,499	-100%	$89.23	Q1 2024
31 Dec 2023		0.41%	+0.4%	$23,879,421	241,499	+233,012	+2746%	$98.88	Q4 2023
30 Sep 2023		0.02%	-0.05%	$752,712	8,487	-21,513	-72%	$88.69	Q3 2023
30 Jun 2023		0.09%	+0.09%	$3,088,200	30,000	+30,000	NEW	$102.94	Q2 2023
31 Dec 2022	call		-0.54%	$0	0	-628,700	-100%	$89.23	Q4 2022
30 Sep 2022	call	0.54%	+0.54%	$64,410,000	628,700	+628,700	NEW	$102.45	Q3 2022
31 Mar 2021			-0.13%	$0	0	-26,600	-100%	$89.23	Q1 2021
31 Mar 2021	put		-0.03%	$0	0	-50,500	-100%	$89.23	Q1 2021
31 Dec 2020		0.13%	+0.13%	$4,196,000	26,600	+26,600	NEW	$157.74	Q4 2020
31 Dec 2020	call		-0.02%	$0	0	-25,300	-100%	$89.23	Q4 2020
31 Dec 2020	put	0.03%	+0.02%	$7,965,000	50,500	+28,500	+130%	$157.72	Q4 2020
30 Sep 2020	call	0.02%	+0.02%	$4,130,000	25,300	+25,300	NEW	$163.24	Q3 2020
30 Sep 2020	put	0.02%	+0.02%	$3,592,000	22,000	+22,000	NEW	$163.27	Q3 2020
30 Jun 2019	call		-0.06%	$0	0	-41,000	-100%	$89.23	Q2 2019
30 Jun 2019	put		-0.04%	$0	0	-26,000	-100%	$89.23	Q2 2019
31 Mar 2019	call	0.06%	+0.06%	$5,184,000	41,000	+41,000	NEW	$126.44	Q1 2019
31 Mar 2019	put	0.04%	+0.04%	$3,287,000	26,000	+26,000	NEW	$126.42	Q1 2019
30 Sep 2018			-0.38%	$0	0	-71,521	-100%	$89.23	Q3 2018
30 Sep 2018	call		-0.05%	$0	0	-18,300	-100%	$89.23	Q3 2018
30 Jun 2018		0.38%	+0.32%	$8,706,000	71,521	+60,168	+530%	$121.73	Q2 2018
30 Jun 2018	call	0.05%	+0.05%	$2,227,000	18,300	+18,300	NEW	$121.69	Q2 2018
31 Mar 2018		0.07%	-0.83%	$1,384,000	11,353	-133,647	-92%	$121.91	Q1 2018
31 Dec 2017		0.85%	-0.32%	$18,394,000	145,000	-54,328	-27%	$126.86	Q4 2017
31 Dec 2017	call		-2%	$0	0	-217,800	-100%	$89.23	Q4 2017
31 Dec 2017	put		-2.4%	$0	0	-258,800	-100%	$89.23	Q4 2017
30 Sep 2017		1.7%	-0.13%	$24,868,000	199,328	-15,230	-7.1%	$124.76	Q3 2017
30 Sep 2017	call	2%	-1.7%	$27,168,000	217,800	-184,700	-46%	$124.74	Q3 2017
30 Sep 2017	put	2.4%	+0.41%	$32,286,000	258,800	+44,600	+21%	$124.75	Q3 2017
30 Jun 2017		1.3%	+0.73%	$26,845,000	214,558	+124,930	+139%	$125.12	Q2 2017
30 Jun 2017	call	3.3%	-4%	$50,356,000	402,500	-487,200	-55%	$125.11	Q2 2017
30 Jun 2017	put	1.7%	-7%	$26,798,000	214,200	-855,700	-80%	$125.11	Q2 2017
31 Mar 2017		0.54%	+0.31%	$10,818,000	89,628	+51,341	+134%	$120.70	Q1 2017
31 Mar 2017	call	5.4%	+4.8%	$107,387,000	889,700	+787,700	+772%	$120.70	Q1 2017
31 Mar 2017	put	6.5%	+6.5%	$129,134,000	1,069,900	+1,069,900	NEW	$120.70	Q1 2017
31 Dec 2016		0.23%	+0.23%	$4,561,000	38,287	+38,287	NEW	$119.13	Q4 2016
31 Dec 2016	call	0.95%	-1.8%	$12,151,000	102,000	-191,000	-65%	$119.13	Q4 2016
31 Dec 2016	put		-3.2%	$0	0	-620,000	-100%	$89.23	Q4 2016
30 Sep 2016	call	1.5%	+1.5%	$40,290,000	293,000	+293,000	NEW	$137.51	Q3 2016
30 Sep 2016	put	3.2%	+3.2%	$85,256,000	620,000	+620,000	NEW	$137.51	Q3 2016
30 Sep 2014	call		-1%	$0	0	-533,300	-100%	$89.23	Q3 2014
30 Jun 2014	call	1%	+1%	$60,540,000	533,300	+533,300	NEW	$113.52	Q2 2014
31 Mar 2014			-0.95%	$0	0	-111,652	-100%	$89.23	Q1 2014
31 Mar 2014	call		-0.38%	$0	0	-300,000	-100%	$89.23	Q1 2014
31 Mar 2014	put		-0.38%	$0	0	-300,000	-100%	$89.23	Q1 2014
31 Dec 2013		0.95%	0%	$11,372,000	111,652	0		$101.85	Q4 2013
31 Dec 2013	call	0.38%	0%	$30,558,000	300,000	0		$101.86	Q4 2013
31 Dec 2013	put	0.38%	0%	$30,558,000	300,000	0		$101.86	Q4 2013

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.