STARWOOD PPTY TR INC

CUSIP: 85571BAC9 Class: NOTE 3.750%10/1

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

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

Q1 2017
Shares 9,005,000 Value ($000) $9,185 Avg Close — Range —
Q4 2016
Shares 5,500,000 Value ($000) $5,658 Avg Close — Range —
Q3 2016
Shares 5,500,000 Value ($000) $5,685 Avg Close — Range —
Q2 2016
Shares 10,500,000 Value ($000) $10,586 Avg Close — Range —
Q1 2016
Shares 14,500,000 Value ($000) $14,322 Avg Close — Range —
Q4 2015
Shares 11,500,000 Value ($000) $11,370 Avg Close — Range —
Q3 2015
Shares 11,500,000 Value ($000) $11,442 Avg Close — Range —
Q2 2015
Shares 16,500,000 Value ($000) $16,653 Avg Close — Range —
Q1 2015
Shares 16,500,000 Value ($000) $17,246 Avg Close — Range —
Q4 2014
Shares 5,000,000 Value ($000) $5,074 Avg Close — Range —