KOHLBERG CAPITAL CORP

CUSIP: 500233AB7 Class: NOTE 8.750% 3/1

AQR Arbitrage LLC's Holding History (CIK: 0001167456)

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

Q3 2015
Shares 4,000,000 Value ($000) $3,960 Avg Close — Range —
Q2 2015
Shares 4,375,000 Value ($000) $4,621 Avg Close — Range —
Q1 2015
Shares 4,375,000 Value ($000) $4,848 Avg Close — Range —