PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAM4 Class: GLOBAL

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

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

Q1 2016
Shares 486,000 Value ($000) $456 Avg Close — Range —
Q4 2015
Shares 576,000 Value ($000) $321 Avg Close — Range —
Q3 2015
Shares 85,891 Value ($000) $616 Avg Close — Range —
Q1 2015
Shares 71,044 Value ($000) $600 Avg Close — Range —
Q4 2014
Shares 2,425,000 Value ($000) $590 Avg Close — Range —
Q3 2014
Shares 1,000,000 Value ($000) $1,048 Avg Close — Range —