TRW AUTOMOTIVE INC

CUSIP: 87264MAH2 Class: NOTE 3.500%12/0

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

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

Q3 2014
Shares 20,415,000 Value ($000) $69,909 Avg Close — Range —
Q2 2014
Shares 21,115,000 Value ($000) $64,039 Avg Close — Range —