PROSPECT CAPITAL CORPORATION

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

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

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

Q1 2017
Shares 8,625,000 Value ($000) $8,837 Avg Close — Range —
Q4 2016
Shares 12,817,000 Value ($000) $13,122 Avg Close — Range —
Q3 2016
Shares 20,317,000 Value ($000) $20,849 Avg Close — Range —
Q2 2016
Shares 28,861,000 Value ($000) $28,971 Avg Close — Range —
Q1 2016
Shares 57,000,000 Value ($000) $55,627 Avg Close — Range —
Q4 2015
Shares 31,500,000 Value ($000) $30,634 Avg Close — Range —
Q3 2015
Shares 23,500,000 Value ($000) $22,977 Avg Close — Range —
Q2 2015
Shares 23,500,000 Value ($000) $23,736 Avg Close — Range —
Q1 2015
Shares 23,500,000 Value ($000) $24,003 Avg Close — Range —
Q4 2014
Shares 23,500,000 Value ($000) $23,434 Avg Close — Range —
Q3 2014
Shares 23,500,000 Value ($000) $24,282 Avg Close — Range —
Q2 2014
Shares 23,500,000 Value ($000) $24,993 Avg Close — Range —
Q1 2014
Shares 23,500,000 Value ($000) $25,058 Avg Close — Range —
Q4 2013
Shares 23,500,000 Value ($000) $24,763 Avg Close — Range —
Q3 2013
Shares 23,500,000 Value ($000) $23,882 Avg Close — Range —