PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAQ5 Class: NOTE 4.750% 4/1

SSI INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0000938487)

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

Q4 2018
Shares 5,250,000 Value ($000) $5,193 Avg Close — Range —
Q3 2018
Shares 5,250,000 Value ($000) $5,289 Avg Close — Range —
Q2 2018
Shares 5,250,000 Value ($000) $5,243 Avg Close — Range —
Q1 2018
Shares 5,250,000 Value ($000) $5,263 Avg Close — Range —
Q4 2017
Shares 3,000,000 Value ($000) $3,003 Avg Close — Range —