PROSPECT CAPITAL CORPORATION

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

Lombard Odier Asset Management (Europe) Ltd's Holding History (CIK: 0001535784)

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

Q2 2016
Shares 1,100,000 Value ($000) $1,121 Avg Close — Range —
Q4 2015
Shares 1,100,000 Value ($000) $1,102 Avg Close — Range —
Q3 2015
Shares 1,100,000 Value ($000) $1,129 Avg Close — Range —
Q2 2015
Shares 3,100,000 Value ($000) $3,170 Avg Close — Range —
Q1 2015
Shares 3,100,000 Value ($000) $3,154 Avg Close — Range —
Q4 2014
Shares 500,000 Value ($000) $502 Avg Close — Range —
Q3 2014
Shares 3,100,000 Value ($000) $3,176 Avg Close — Range —
Q2 2014
Shares 2,600,000 Value ($000) $2,717 Avg Close — Range —
Q4 2013
Shares 20,000,000 Value ($000) $21,145 Avg Close — Range —