PROSPECT CAPITAL CORPORATION

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

NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC's Holding History (CIK: 0001629649)

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

Q2 2015
Shares 3,545,000 Value ($000) $3,549 Avg Close — Range —
Q1 2015
Shares 4,545,000 Value ($000) $4,494 Avg Close — Range —