PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAL6 Class: NOTE 5.750% 3/1

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

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

Q3 2015
Shares 4,300,000 Value ($000) $4,193 Avg Close — Range —
Q2 2015
Shares 4,000,000 Value ($000) $4,004 Avg Close — Range —
Q1 2015
Shares 4,000,000 Value ($000) $4,080 Avg Close — Range —
Q3 2014
Shares 2,144,000 Value ($000) $2,199 Avg Close — Range —
Q2 2014
Shares 2,044,000 Value ($000) $2,161 Avg Close — Range —