PROSPECT CAPITAL CORPORATION

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

COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS's Holding History (CIK: 0001083190)

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

Q3 2015
Shares 870,000 Value ($000) $875 Avg Close — Range —
Q2 2015
Shares 1,920,000 Value ($000) $1,946 Avg Close — Range —
Q1 2015
Shares 1,920,000 Value ($000) $1,973 Avg Close — Range —
Q4 2014
Shares 1,750,000 Value ($000) $1,772 Avg Close — Range —
Q3 2014
Shares 470,000 Value ($000) $493 Avg Close — Range —
Q2 2014
Shares 470,000 Value ($000) $504 Avg Close — Range —
Q1 2014
Shares 60,000 Value ($000) $65 Avg Close — Range —