PROSPECT CAPITAL CORPORATION

Ticker: PSEC CUSIP: 74348T102 Class: COM

AQR CAPITAL MANAGEMENT LLC's Holding History (CIK: 0001167557)

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

Q2 2014

Shares 648,800 Value ($000) $6,893 Avg Close $2.48 Range $2.18 - $2.60

Q1 2014

Shares 199,200 Value ($000) $2,151 Avg Close $2.55 Range $2.47 - $2.63

Q4 2013

Shares 200,400 Value ($000) $2,248 Avg Close $2.52 Range $2.40 - $2.59

Q3 2013

Shares 202,500 Value ($000) $2,264 Avg Close $2.42 Range $2.27 - $2.55

Q2 2013

Shares 633,058 Value ($000) $6,837 Avg Close $2.26 Range $2.14 - $2.34

Q4 2012

Shares 736,906 Value ($000) $8,010 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q2 2014	648,800	$6,893	$2.48	$2.18 - $2.60
Q1 2014	199,200	$2,151	$2.55	$2.47 - $2.63
Q4 2013	200,400	$2,248	$2.52	$2.40 - $2.59
Q3 2013	202,500	$2,264	$2.42	$2.27 - $2.55
Q2 2013	633,058	$6,837	$2.26	$2.14 - $2.34
Q4 2012	736,906	$8,010	—	—