PROSPECT CAPITAL CORPORATION

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

AEGON USA Investment Management, LLC's Holding History (CIK: 0001454937)

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

Q3 2015
Shares 6,250,000 Value ($000) $6,289 Avg Close — Range —
Q2 2015
Shares 6,250,000 Value ($000) $6,375 Avg Close — Range —
Q1 2015
Shares 6,250,000 Value ($000) $6,422 Avg Close — Range —
Q4 2014
Shares 6,250,000 Value ($000) $6,328 Avg Close — Range —
Q3 2014
Shares 6,250,000 Value ($000) $6,559 Avg Close — Range —
Q2 2014
Shares 6,250,000 Value ($000) $6,703 Avg Close — Range —
Q1 2014
Shares 6,250,000 Value ($000) $6,719 Avg Close — Range —
Q4 2013
Shares 6,250,000 Value ($000) $6,770 Avg Close — Range —
Q3 2013
Shares 6,250,000 Value ($000) $6,695 Avg Close — Range —
Q2 2013
Shares 6,250,000 Value ($000) $6,785 Avg Close — Range —