PROSPECT CAPITAL CORPORATION

Ticker: PSEC CUSIP: 74348T102 Class: COM

BASSO CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001287978)

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

Q4 2014

Shares 17,800 Value ($000) $147 Avg Close $2.34 Range $2.06 - $2.50

Q3 2014

Shares 35,600 Value ($000) $352 Avg Close $2.59 Range $2.48 - $2.69

Q2 2014

Shares 35,600 Value ($000) $378 Avg Close $2.48 Range $2.18 - $2.60

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2014	17,800	$147	$2.34	$2.06 - $2.50
Q3 2014	35,600	$352	$2.59	$2.48 - $2.69
Q2 2014	35,600	$378	$2.48	$2.18 - $2.60