PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAD4 Class: CNVRTBND

Wellesley Asset Management's Holding History (CIK: 0001533551)

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

Q3 2015
Shares 16,509 Value ($000) $16,873 Avg Close — Range —
Q2 2015
Shares 17,513 Value ($000) $18,269 Avg Close — Range —
Q1 2015
Shares 18,796 Value ($000) $19,394 Avg Close — Range —
Q4 2014
Shares 20,967 Value ($000) $21,494 Avg Close — Range —
Q3 2014
Shares 23,431 Value ($000) $24,415 Avg Close — Range —
Q2 2014
Shares 24,068 Value ($000) $25,031 Avg Close — Range —
Q1 2014
Shares 32,449 Value ($000) $34,354 Avg Close — Range —
Q4 2013
Shares 32,492 Value ($000) $34,670 Avg Close — Range —
Q3 2013
Shares 31,228 Value ($000) $32,341 Avg Close — Range —
Q2 2013
Shares 29,154 Value ($000) $31,140 Avg Close — Range —
Q1 2013
Shares 30,213 Value ($000) $32,139 Avg Close — Range —