PROSPECT CAPITAL CORPORATION

Ticker: PSEC CUSIP: 74348T102 Class: COM

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q4 2013

Shares 16,742 Value ($000) $188 Avg Close $2.52 Range $2.40 - $2.59

Q3 2013

Shares 12,300 Value ($000) $138 Avg Close $2.42 Range $2.27 - $2.55

Q2 2013

Shares 17,600 Value ($000) $190 Avg Close $2.26 Range $2.14 - $2.34

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2013	16,742	$188	$2.52	$2.40 - $2.59
Q3 2013	12,300	$138	$2.42	$2.27 - $2.55
Q2 2013	17,600	$190	$2.26	$2.14 - $2.34