PROSPECT CAPITAL CORPORATION

Ticker: PSEC CUSIP: 74348T102 Class: COM

CAPITAL FUND MANAGEMENT S.A.'s Holding History (CIK: 0001323645)

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

Q2 2016

Shares 62,112 Value ($000) $486 Avg Close $2.35 Range $2.17 - $2.50

Q1 2016

Shares 88,490 Value ($000) $643 Avg Close $2.00 Range $1.57 - $2.30

Q4 2015

Shares 44,500 Value ($000) $311 Avg Close $2.11 Range $1.80 - $2.22

Period	Shares	Value ($000)	Average Close	Price Range
Q2 2016	62,112	$486	$2.35	$2.17 - $2.50
Q1 2016	88,490	$643	$2.00	$1.57 - $2.30
Q4 2015	44,500	$311	$2.11	$1.80 - $2.22