ON SEMICONDUCTOR CORP

CUSIP: 682189AK1 Class: NOTE 1.000%12/0

BASSO CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001287978)

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

Q2 2018
Shares 5,624,000 Value ($000) $7,378 Avg Close — Range —
Q1 2018
Shares 5,320,000 Value ($000) $7,580 Avg Close — Range —