ON SEMICONDUCTOR CORP

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

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

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

Q3 2018
Shares 5,000,000 Value ($000) $5,813 Avg Close — Range —
Q2 2018
Shares 5,000,000 Value ($000) $6,590 Avg Close — Range —