YAHOO INC

CUSIP: 984332AF3 Class: NOTE 12/0

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

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

Q4 2016
Shares 1,000,000 Value ($000) $990 Avg Close — Range —
Q3 2016
Shares 1,000,000 Value ($000) $1,026 Avg Close — Range —
Q1 2016
Shares 5,564,000 Value ($000) $5,516 Avg Close — Range —
Q4 2014
Shares 16,000,000 Value ($000) $19,858 Avg Close — Range —