PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAK8 Class: MTNF 5.375%10/1

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

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

Q3 2017
Shares 118,000 Value ($000) $118 Avg Close — Range —
Q2 2017
Shares 118,000 Value ($000) $119 Avg Close — Range —
Q1 2017
Shares 118,000 Value ($000) $119 Avg Close — Range —
Q4 2016
Shares 118,000 Value ($000) $119 Avg Close — Range —
Q3 2016
Shares 118,000 Value ($000) $121 Avg Close — Range —
Q2 2016
Shares 170,000 Value ($000) $172 Avg Close — Range —
Q1 2016
Shares 170,000 Value ($000) $166 Avg Close — Range —
Q4 2015
Shares 170,000 Value ($000) $168 Avg Close — Range —
Q3 2015
Shares 170,000 Value ($000) $170 Avg Close — Range —
Q2 2015
Shares 170,000 Value ($000) $171 Avg Close — Range —
Q1 2015
Shares 170,000 Value ($000) $173 Avg Close — Range —
Q4 2014
Shares 170,000 Value ($000) $169 Avg Close — Range —
Q3 2014
Shares 244,000 Value ($000) $251 Avg Close — Range —
Q2 2014
Shares 1,829,000 Value ($000) $1,911 Avg Close — Range —
Q1 2014
Shares 48,000 Value ($000) $51 Avg Close — Range —
Q4 2013
Shares 823,000 Value ($000) $862 Avg Close — Range —
Q3 2013
Shares 1,130,000 Value ($000) $1,176 Avg Close — Range —
Q2 2013
Shares 1,155,000 Value ($000) $1,193 Avg Close — Range —