PROSPECT CAPITAL CORPORATION

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

Wellesley Asset Management's Holding History (CIK: 0001533551)

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

Q4 2014
Shares 2,235 Value ($000) $2,242 Avg Close — Range —
Q3 2014
Shares 2,419 Value ($000) $2,491 Avg Close — Range —
Q2 2014
Shares 2,451 Value ($000) $2,590 Avg Close — Range —
Q1 2014
Shares 2,474 Value ($000) $2,629 Avg Close — Range —
Q4 2013
Shares 2,512 Value ($000) $2,690 Avg Close — Range —
Q3 2013
Shares 1,110 Value ($000) $1,132 Avg Close — Range —