PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAC6 Class: 6.25% 12/15/2015

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

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

Q3 2015
Shares 9,998,000 Value ($000) $10,061 Avg Close — Range —
Q2 2015
Shares 9,998,000 Value ($000) $10,136 Avg Close — Range —
Q1 2015
Shares 9,998,000 Value ($000) $10,272 Avg Close — Range —
Q4 2014
Shares 9,998,000 Value ($000) $10,223 Avg Close — Range —
Q3 2014
Shares 17,207,000 Value ($000) $18,156 Avg Close — Range —
Q2 2014
Shares 17,207,000 Value ($000) $18,499 Avg Close — Range —
Q1 2014
Shares 17,207,000 Value ($000) $18,508 Avg Close — Range —
Q4 2013
Shares 17,207,000 Value ($000) $18,611 Avg Close — Range —
Q3 2013
Shares 17,207,000 Value ($000) $18,472 Avg Close — Range —
Q2 2013
Shares 15,707,000 Value ($000) $17,072 Avg Close — Range —