PROSPECT CAPITAL CORPORATION

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

COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS's Holding History (CIK: 0001083190)

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

Q1 2017
Shares 11,809,000 Value ($000) $12,089 Avg Close — Range —
Q4 2016
Shares 11,919,000 Value ($000) $12,202 Avg Close — Range —
Q3 2016
Shares 11,919,000 Value ($000) $12,277 Avg Close — Range —
Q2 2016
Shares 9,849,000 Value ($000) $10,046 Avg Close — Range —
Q1 2016
Shares 8,679,000 Value ($000) $8,435 Avg Close — Range —
Q4 2015
Shares 8,679,000 Value ($000) $8,451 Avg Close — Range —
Q3 2015
Shares 7,849,000 Value ($000) $7,653 Avg Close — Range —
Q2 2015
Shares 6,999,000 Value ($000) $7,008 Avg Close — Range —
Q1 2015
Shares 6,999,000 Value ($000) $7,139 Avg Close — Range —
Q4 2014
Shares 2,000,000 Value ($000) $1,973 Avg Close — Range —