PROSPECT CAPITAL CORPORATION

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

INCOME RESEARCH & MANAGEMENT's Holding History (CIK: 0001165830)

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

Q4 2017
Shares 6,313,000 Value ($000) $6,420 Avg Close — Range —
Q3 2017
Shares 6,313,000 Value ($000) $6,404 Avg Close — Range —
Q2 2017
Shares 6,313,000 Value ($000) $6,471 Avg Close — Range —
Q1 2017
Shares 6,313,000 Value ($000) $6,463 Avg Close — Range —
Q4 2016
Shares 6,313,000 Value ($000) $6,463 Avg Close — Range —
Q3 2016
Shares 6,313,000 Value ($000) $6,502 Avg Close — Range —
Q2 2016
Shares 6,313,000 Value ($000) $6,439 Avg Close — Range —
Q1 2016
Shares 6,313,000 Value ($000) $6,135 Avg Close — Range —
Q4 2015
Shares 6,313,000 Value ($000) $6,147 Avg Close — Range —
Q3 2015
Shares 6,313,000 Value ($000) $6,155 Avg Close — Range —
Q2 2015
Shares 6,313,000 Value ($000) $6,321 Avg Close — Range —
Q1 2015
Shares 6,313,000 Value ($000) $6,439 Avg Close — Range —
Q4 2014
Shares 6,600,000 Value ($000) $6,509 Avg Close — Range —