PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAL6 Class: NOTE 5.750% 3/1

BlueCrest Capital Management Ltd's Holding History (CIK: 0001610880)

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

Q4 2014
Shares 500,000 Value ($000) $510 Avg Close — Range —
Q3 2014
Shares 1,000,000 Value ($000) $1,069 Avg Close — Range —