PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAK8 Class: MTNF 5.375%10/1

BNP PARIBAS ARBITRAGE, SA's Holding History (CIK: 0001166588)

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

Q4 2016
Shares 10,000,000 Value ($000) $10,150,000 Avg Close — Range —
Q3 2016
Shares 10,000,000 Value ($000) $10,237,500 Avg Close — Range —
Q2 2016
Shares 10,000,000 Value ($000) $10,137,500 Avg Close — Range —
Q1 2016
Shares 10,000,000 Value ($000) $9,775,000 Avg Close — Range —
Q4 2015
Shares 10,000,000 Value ($000) $9,862,500 Avg Close — Range —
Q3 2015
Shares 1,308,000 Value ($000) $1,306,365 Avg Close — Range —