PROSPECT CAPITAL CORPORATION

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

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

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

Q1 2017
Shares 4,321,000 Value ($000) $4,369 Avg Close — Range —
Q4 2016
Shares 8,296,000 Value ($000) $8,463 Avg Close — Range —
Q3 2016
Shares 10,166,000 Value ($000) $10,417 Avg Close — Range —
Q2 2016
Shares 11,416,000 Value ($000) $11,573 Avg Close — Range —
Q1 2016
Shares 15,870,000 Value ($000) $15,474 Avg Close — Range —
Q4 2015
Shares 8,177,000 Value ($000) $8,095 Avg Close — Range —
Q3 2015
Shares 4,485,000 Value ($000) $4,482 Avg Close — Range —
Q3 2014
Shares 500,000 Value ($000) $515 Avg Close — Range —
Q2 2014
Shares 500,000 Value ($000) $521 Avg Close — Range —
Q1 2014
Shares 500,000 Value ($000) $524 Avg Close — Range —
Q4 2013
Shares 500,000 Value ($000) $526 Avg Close — Range —
Q3 2013
Shares 500,000 Value ($000) $518 Avg Close — Range —
Q2 2013
Shares 500,000 Value ($000) $518 Avg Close — Range —