PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAL6 Class: NOTE 5.750% 3/1

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

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

Q1 2017
Shares 2,644,000 Value ($000) $2,706,795 Avg Close — Range —
Q4 2016
Shares 2,644,000 Value ($000) $2,706,795 Avg Close — Range —
Q3 2016
Shares 2,644,000 Value ($000) $2,723,320 Avg Close — Range —
Q2 2016
Shares 2,644,000 Value ($000) $2,696,880 Avg Close — Range —
Q1 2016
Shares 2,644,000 Value ($000) $2,569,651 Avg Close — Range —
Q4 2015
Shares 2,644,000 Value ($000) $2,574,595 Avg Close — Range —