Purpose: Mild traumatic brain injury (TBI) is extremely common among OEF/OIF (Operation Enduring Freedom/Operation Iraqi Freedom) era Veterans. Mild TBI is frequently accompanied by post-traumatic stress disorder (PTSD) and depression symptoms, co-occurring disorders that contribute to increased disability and decreased quality of life. Neuroactive steroids (NS) represent promising pharmacological candidates for intervention for these diverse symptom domains, since a number of these molecules demonstrate pronounced neuroprotective and neurotrophic properties. The NS pregnenolone (PREG) is a logical therapeutic option, since it enhances learning and memory and also increases myelination in rodent models. Further, decreases in PREG have been associated with depressive symptoms, and PREG is also metabolized to allopregnanolone (ALLO), an anxiolytic downstream NS that is decreased in PTSD. ALLO also enhances neurogenesis in rodents. The investigators thus propose an RCT in OEF/OIF era Veterans with mild TBI.