PROSPECT CAPITAL CORPORATION

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

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

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

Q4 2019
Shares 530,000 Value ($000) $533 Avg Close — Range —
Q3 2019
Shares 530,000 Value ($000) $551 Avg Close — Range —
Q2 2019
Shares 530,000 Value ($000) $537 Avg Close — Range —
Q1 2019
Shares 530,000 Value ($000) $545 Avg Close — Range —
Q4 2018
Shares 530,000 Value ($000) $532 Avg Close — Range —
Q3 2018
Shares 530,000 Value ($000) $535 Avg Close — Range —
Q2 2018
Shares 330,000 Value ($000) $331 Avg Close — Range —
Q1 2018
Shares 330,000 Value ($000) $339 Avg Close — Range —
Q4 2017
Shares 330,000 Value ($000) $335 Avg Close — Range —
Q3 2017
Shares 330,000 Value ($000) $334 Avg Close — Range —
Q2 2017
Shares 330,000 Value ($000) $336 Avg Close — Range —
Q1 2017
Shares 660,000 Value ($000) $652 Avg Close — Range —
Q4 2016
Shares 330,000 Value ($000) $323 Avg Close — Range —
Q3 2016
Shares 330,000 Value ($000) $327 Avg Close — Range —
Q2 2016
Shares 660,000 Value ($000) $627 Avg Close — Range —