PROSPECT CAPITAL CORPORATION

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

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

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

Q4 2017
Shares 300,000 Value ($000) $308 Avg Close — Range —
Q3 2017
Shares 1,000,000 Value ($000) $1,017 Avg Close — Range —
Q2 2017
Shares 1,000,000 Value ($000) $1,043 Avg Close — Range —
Q1 2017
Shares 1,300,000 Value ($000) $1,336 Avg Close — Range —
Q2 2016
Shares 1,300,000 Value ($000) $1,333 Avg Close — Range —
Q4 2015
Shares 500,000 Value ($000) $490 Avg Close — Range —
Q2 2015
Shares 1,300,000 Value ($000) $1,332 Avg Close — Range —
Q1 2015
Shares 1,300,000 Value ($000) $1,342 Avg Close — Range —
Q4 2014
Shares 1,300,000 Value ($000) $1,308 Avg Close — Range —
Q3 2014
Shares 1,300,000 Value ($000) $1,363 Avg Close — Range —
Q2 2014
Shares 1,300,000 Value ($000) $1,379 Avg Close — Range —