PROSPECT CAPITAL CORPORATION

CUSIP: 74348TAK8 Class: MTNF 5.375%10/1

Lombard Odier Asset Management (Switzerland) SA's Holding History (CIK: 0001535660)

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

Q2 2014
Shares 500,000 Value ($000) $522 Avg Close — Range —