PROSPECT CAPITAL CORPORATION

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

BASSO CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001287978)

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

Q1 2014
Shares 4,300,000 Value ($000) $4,510 Avg Close — Range —
Q4 2013
Shares 4,300,000 Value ($000) $4,526 Avg Close — Range —
Q3 2013
Shares 4,300,000 Value ($000) $4,459 Avg Close — Range —
Q2 2013
Shares 4,300,000 Value ($000) $4,451 Avg Close — Range —