PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAQ5 Class: NOTE 4.750% 4/1

AQR Arbitrage LLC's Holding History (CIK: 0001167456)

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

Q1 2018
Shares 18,450,000 Value ($000) $18,521 Avg Close — Range —
Q4 2017
Shares 18,450,000 Value ($000) $18,588 Avg Close — Range —
Q3 2017
Shares 18,450,000 Value ($000) $18,658 Avg Close — Range —
Q2 2017
Shares 18,700,000 Value ($000) $18,794 Avg Close — Range —
Q1 2017
Shares 18,700,000 Value ($000) $18,560 Avg Close — Range —
Q4 2016
Shares 18,700,000 Value ($000) $18,338 Avg Close — Range —
Q3 2016
Shares 18,700,000 Value ($000) $18,571 Avg Close — Range —
Q2 2016
Shares 22,875,000 Value ($000) $21,746 Avg Close — Range —
Q1 2016
Shares 24,375,000 Value ($000) $21,587 Avg Close — Range —
Q4 2015
Shares 24,375,000 Value ($000) $21,237 Avg Close — Range —
Q3 2015
Shares 28,300,000 Value ($000) $25,612 Avg Close — Range —
Q2 2015
Shares 29,050,000 Value ($000) $27,380 Avg Close — Range —