PROSPECT CAPITAL CORPORATION

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

MASON STREET ADVISORS, LLC's Holding History (CIK: 0001167711)

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

Q4 2014
Shares 4,545,000 Value ($000) $4,483 Avg Close — Range —
Q3 2014
Shares 4,545,000 Value ($000) $4,670 Avg Close — Range —
Q2 2014
Shares 4,545,000 Value ($000) $4,804 Avg Close — Range —
Q1 2014
Shares 4,545,000 Value ($000) $4,818 Avg Close — Range —
Q4 2013
Shares 7,545,000 Value ($000) $7,951 Avg Close — Range —
Q3 2013
Shares 7,545,000 Value ($000) $7,691 Avg Close — Range —