PROSPECT CAPITAL CORPORATION

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

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

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

Q4 2019
Shares 34,552,000 Value ($000) $34,746 Avg Close — Range —
Q3 2019
Shares 34,552,000 Value ($000) $35,909 Avg Close — Range —
Q2 2019
Shares 36,420,000 Value ($000) $36,898 Avg Close — Range —
Q1 2019
Shares 39,420,000 Value ($000) $40,544 Avg Close — Range —
Q4 2018
Shares 38,920,000 Value ($000) $39,050 Avg Close — Range —
Q3 2018
Shares 38,820,000 Value ($000) $39,174 Avg Close — Range —
Q2 2018
Shares 40,270,000 Value ($000) $40,337 Avg Close — Range —
Q1 2018
Shares 38,670,000 Value ($000) $39,714 Avg Close — Range —
Q4 2017
Shares 39,770,000 Value ($000) $40,352 Avg Close — Range —
Q3 2017
Shares 43,770,000 Value ($000) $44,282 Avg Close — Range —
Q2 2017
Shares 45,370,000 Value ($000) $46,130 Avg Close — Range —
Q1 2017
Shares 50,165,000 Value ($000) $49,618 Avg Close — Range —
Q4 2016
Shares 995,000 Value ($000) $975 Avg Close — Range —
Q3 2016
Shares 995,000 Value ($000) $985 Avg Close — Range —
Q2 2016
Shares 29,015,000 Value ($000) $27,582 Avg Close — Range —
Q4 2015
Shares 28,200,000 Value ($000) $24,582 Avg Close — Range —
Q3 2015
Shares 28,100,000 Value ($000) $25,413 Avg Close — Range —
Q2 2015
Shares 33,400,000 Value ($000) $31,852 Avg Close — Range —