PROSPECT CAP CORP

CUSIP: 74348TAT9 Class: NOTE 6.375% 3/0

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q3 2020
Shares 675,000 Value ($000) $689 Avg Close — Range —
Q2 2020
Shares 675,000 Value ($000) $661 Avg Close — Range —