ON SEMICONDUCTOR CORP

CUSIP: 682189AS4 Class: NOTE 5/0

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

Increased Positions (20)

STEELHEAD PARTNERS LLC
Value ($000) $119,544 (+146.8%) Shares 100,000,000 (+135.3%)
SILVERBACK ASSET MANAGEMENT LLC
Value ($000) $28,108 (+48.6%) Shares 23,571,000 (+42.2%)
BlueCrest Capital Management Ltd
Value ($000) $27,495 (+183.9%) Shares 23,000,000 (+170.6%)
TENOR CAPITAL MANAGEMENT Co., L.P.
Value ($000) $59,764 (+90.3%) Shares 50,000,000 (+81.8%)
ADVENT CAPITAL MANAGEMENT /DE/
Value ($000) $34,218 (+156.5%) Shares 28,682,000 (+145.2%)
KIM, LLC
Value ($000) $5,965 (+109.2%) Shares 5,000,000 (+100.0%)
Nicholas Investment Partners, LP
Value ($000) $4,702 (+33.3%) Shares 3,950,000 (+27.4%)
BANK OF MONTREAL /CAN/
Value ($000) $45,525 (+40.3%) Shares 38,179,000 (+34.3%)
WELLS FARGO & COMPANY/MN
Value ($000) $10,264 (+236.1%) Shares 8,608,000 (+221.8%)
CITIGROUP INC
Value ($000) $4,823 (+518.7%) Shares 4,051,000 (+491.4%)
NOMURA HOLDINGS INC
Value ($000) $2,387 (+161.3%) Shares 44,073 (+138.0%)
BlackRock, Inc.
Value ($000) $12,323 (+60.4%) Shares 10,351,000 (+53.3%)
JPMORGAN CHASE & CO
Value ($000) $57,893 (+6.9%) Shares 48,552,000 (+2.4%)
UBS Group AG
Value ($000) $1,720 (+184.7%) Shares 1,445,000 (+172.1%)
STATE STREET CORP
Value ($000) $20,489 (+7.0%) Shares 17,189,000 (+2.1%)
Bank of New York Mellon Corp
Value ($000) $366 (+60.3%) Shares 307,000 (+53.5%)
LAZARD ASSET MANAGEMENT LLC
Value ($000) $520 (+17.5%) Shares 43,574,000 (+12.4%)
Thrivent Financial for Lutherans
Value ($000) $16 (+20.9%) Shares 13,107,000 (+15.6%)
ROYAL BANK OF CANADA
Value ($000) $315 (+15.4%) Shares 264,000 (+10.5%)
BNP Paribas Investment Partners S.A.
Value ($000) $6 (+25.8%) Shares 4,800,000 (+20.0%)

Decreased Positions (15)