PROSPECT CAPITAL CORPORATION

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

SSI INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0000938487)

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

Q2 2014
Shares 31,000 Value ($000) $33 Avg Close — Range —
Q1 2014
Shares 31,000 Value ($000) $33 Avg Close — Range —
Q4 2013
Shares 31,000 Value ($000) $34 Avg Close — Range —
Q3 2013
Shares 31,000 Value ($000) $33 Avg Close — Range —
Q2 2013
Shares 31,000 Value ($000) $34 Avg Close — Range —