PROSPECT CAPITAL CORPORATION

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

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

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

Q4 2017
Shares 400,000 Value ($000) $410 Avg Close — Range —
Q3 2017
Shares 300,000 Value ($000) $305 Avg Close — Range —
Q2 2017
Shares 300,000 Value ($000) $313 Avg Close — Range —