PROSPECT CAPITAL CORPORATION

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

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

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

Q2 2016
Shares 6,853,000 Value ($000) $6,480 Avg Close — Range —
Q1 2016
Shares 5,740,000 Value ($000) $5,055 Avg Close — Range —