PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAC6 Class: 6.25% 12/15/2015

CITIGROUP INC's Holding History (CIK: 0000831001)

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

Q3 2015

Shares 3,500,000 Value ($000) $3,522 Avg Close — Range —

Q2 2015

Shares 3,500,000 Value ($000) $3,548 Avg Close — Range —

Q1 2015

Shares 3,500,000 Value ($000) $3,596 Avg Close — Range —

Q4 2014

Shares 3,500,000 Value ($000) $3,544 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2015	3,500,000	$3,522	—	—
Q2 2015	3,500,000	$3,548	—	—
Q1 2015	3,500,000	$3,596	—	—
Q4 2014	3,500,000	$3,544	—	—