PSEC – A Prospect Capital Fund

Prospect Capital Announces 12% Increase in Net Investment Income

May 10, 2010

NEW YORK, NY — (MARKET WIRE) — 05/10/10 — Prospect Capital Corporation (NASDAQ: PSEC)(“Company,” “Prospect” or “we”) today announced financial results for itsthird fiscal quarter ended March 31, 2010.

For the three and nine months ended March 31, 2010, our net investmentincome was $19.0 million and $48.2 million, respectively, or 30 cents and85 cents, respectively, per weighted average share outstanding for theperiods then ended. Our net investment income increased 12%, and our netinvestment income per share increased 3%, from the quarter ended December31, 2009 to the quarter ended March 31, 2010.

We closed our acquisition of Patriot Capital Funding, Inc. (NASDAQ: PCAP)(“Patriot”) on December 2, 2009. During the quarter ended March 31, 2010,we recognized $15.6 million of interest income in connection with theassets acquired from Patriot, including $6.7 million of interest incomefrom the acceleration of purchase discounts upon repricing of three loans.

We have additional liquidity available that can be deployed into otheraccretive investments beyond the Patriot acquisition and are currentlymoving forward a pipeline of potential additional portfolio and individualinvestment opportunities.

We estimate that our net investment income for the current fourth fiscalquarter ended June 30, 2010 will be 24 to 32 cents per share. We expect toannounce our third fiscal quarter distribution in June.

OPERATING RESULTSHIGHLIGHTSEquity Values:  Net assets as of March 31, 2010: $649.48 million  Net asset value per share as of March 31, 2010: $10.09Third Fiscal Quarter Operating Results:  Net investment income: $18.97 million  Net investment income per share: $0.30  Dividends declared to shareholders per share: $0.41Year-to-date Operating Results:  Net investment income: $48.22 million  Net investment income per share: $0.85  Dividends declared to shareholders per share: $1.22625

PORTFOLIO AND INVESTMENT ACTIVITY

At March 31, 2010, our portfolio consisted of 55 long-term investments witha fair value of approximately $697.0 million, compared to the same numberof long-term investments with a fair value of $648.1 million at December31, 2009. This increase in invested capital resulted primarily from afollow-on investment in Shearer’s Food’s, Inc. (“Shearer’s”) on March 31,2010, as well as additional fundings to existing portfolio companies.

During the quarter ended March 31, 2010, we completed a $36.3 millioninvestment in Shearer’s, a snack food company, for which we received $35.0million of junior secured debt and $1.3 million of equity interests.Concurrent with this funding, Shearer’s repaid its existing $18.0 millionloan to us. During the nine months ended March 31, 2010, we also madefollow-on investments in portfolio companies and received principalpayments of $15.7 million on loans.

During the three months ended March 31, 2010, we repriced our loans toAircraft Fasteners International, LLC (“AFI”), Prince Mineral Company, Inc.(“Prince”) and R-O-M Corporation (“ROM”). The revised terms were morefavorable than the original terms and increased the present value of thefuture cash flows. In accordance with ASC 320-20-35, the cost bases of thenew loans were recorded at par value, resulting in $6.7 million ofaccelerated original purchase discount recognized as interest income.

Subsequent to March 31, 2010, we invested $12.3 million in secured debt inSeaton Corp., a leading vendor-on-premise staffing company.

Primary investment activity in the marketplace has increased recently, andwe are currently evaluating a growing pipeline of potential investments,some of which have the potential to close this quarter. These investmentsare primarily secured investments with double digit coupons, sometimescoupled with equity upside through co-investments or warrants, anddiversified across multiple sectors.

Gas Solutions continues to generate meaningful free cash flows, with nothird party debt. In February 2010, we hired Robert Bourne as President andCEO of Gas Solutions. Mr. Bourne has over 30 years of experience in themidstream sector. He is focusing on new business development and seekingnew opportunities to help Gas Solutions grow beyond its existing footprint.In April 2010, Gas Solutions purchased a series of propane puts with strikeprices of $1.00 per gallon and $0.95 per gallon covering the periods May 1,2010, through April 30, 2011, and May 1, 2011, through April 30, 2012,respectively. Gas Solutions hedged approximately 85% of its currentexposure to natural gas liquids based on current plant volumes. Thesehedges are expected to reduce the earnings volatility associated with lowerprices of natural gas liquids without limiting the upside from higherprices, helping Gas Solutions continue to generate significant cash flowsfor interest and dividend payments.

LIQUIDITY AND FINANCIAL RESULTS

On June 25, 2009, we completed a first closing on an expanded syndicatedrevolving credit facility (the “Facility”). The Facility includes anaccordion feature which allows the Facility to accept up to an aggregatetotal of $250 million of commitments. Since that initial closing with twolenders, we have added four additional lenders to the Facility andcurrently have commitments totaling $210 million. The Facility has aninvestment grade Moody’s rating of A2. We are working with our lenders toreduce the cost, grow the size, increase the advance rate, expand thecollateral pool and extend the duration of the Facility, with suchamendment targeted for completion within the next 45 days.

As of March 31, 2010, we had $54.2 million of borrowings under ourFacility. With the pledging of additional assets from the Patriotacquisition, we have significant additional credit availability of $62.5million, not including further leveragability of additional collateral thatwe could add to our Facility with additional transaction activity, and notincluding further availability increases targeted by our Facilityamendment.

Our virtually unleveraged balance sheet is a source of significant strengthin comparison with many overleveraged competitors. Our equitized balancesheet also gives us the potential for future earnings upside as weprudently grow our existing revolving credit facility, add additionalsecured facilities, and evaluate term debt solutions driven by ourinvestment grade facility ratings at both the corporate and Facilitylevels. We are pleased with the increase in desire of counterparties toprovide us additional credit at significantly more attractive pricing ascompared to what the capital markets offered a year ago.

CONFERENCE CALL

The Company will host a conference call on Tuesday, May 11, 2010, at 11:00a.m. Eastern Time. The conference call dial-in number will be 866-524-3160.A recording of the conference call will be available for approximately 30days. To hear a replay, call 877-344-7529 and use passcode 440436.

               PROSPECT CAPITAL CORPORATION AND SUBSIDIARY            CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES                     March 31, 2010 and June 30, 2009             (in thousands, except share and per share data)                                                     March 31,   June 30,                                                       2010        2009                                                    (Unaudited) (Audited)                                                    ----------  ----------AssetsInvestments at fair value (cost of $675,534 and $531,424, respectively, Note 4)  Control investments (cost of $181,894 and   $187,105, respectively)                          $  194,647  $  206,332  Affiliate investments (cost of $63,197 and   $33,544, respectively)                               73,516      32,254  Non-control/Non-affiliate investments (cost of   $430,443 and $310,775, respectively)                428,838     308,582                                                    ----------  ----------    Total investments at fair value                    697,001     547,168                                                    ----------  ----------Investments in money market funds                       23,011      98,735Cash                                                    21,249       9,942Receivables for:  Interest, net                                          3,233       3,562  Dividends                                                  1          28  Other                                                    404         571Prepaid expenses                                           146          68Deferred financing costs, net                            4,948       6,951Other assets                                               534          --                                                    ----------  ----------    Total Assets                                    $  750,527  $  667,025                                                    ----------  ----------LiabilitiesCredit facility payable                                 54,200     124,800Dividend payable                                        26,403          --Due to Prospect Administration                             243         842Due to Prospect Capital Management                       9,246       5,871Due to broker                                            1,743          --Accrued expenses                                         7,640       2,381Other liabilities                                        1,566         535                                                    ----------  ----------    Total Liabilities                                  101,041     134,429                                                    ----------  ----------Net Assets                                          $  649,486  $  532,596                                                    ==========  ==========Components of Net AssetsCommon stock, par value $0.001 per share (100,000,000 and 100,000,000 common shares authorized, respectively; 64,398,231 and 42,943,084 issued and outstanding, respectively)   $       64  $       43Paid-in capital in excess of par                       753,992     545,707Under/(over) distributed net investment income         (21,756)     24,152Accumulated realized losses on investments            (104,281)    (53,050)Unrealized appreciation on investments                  21,467      15,744                                                    ----------  ----------Net Assets                                          $  649,486  $  532,596                                                    ==========  ==========Net Asset Value Per Share                           $    10.09  $    12.40                                                    ==========  ==========               PROSPECT CAPITAL CORPORATION AND SUBSIDIARY                  CONSOLIDATED STATEMENTS OF OPERATIONS       For The Three and Nine Months Ended March 31, 2010 and 2009             (in thousands, except share and per share data)                               (Unaudited)                                For The Three Months  For The Nine Months                                        Ended                 Ended                                      March 31,             March 31,                                --------------------- --------------------                                  2010       2009       2010       2009                                ---------  ---------- ---------  ---------Investment IncomeInterest Income  Control investments (Net of   foreign withholding tax of   $0, $28, ($19), and $137,   respectively)                $   4,494  $    5,503 $  14,137  $  17,300  Affiliate investments             2,731         730     5,119      2,365  Non-control/non-affiliate   investments                     20,722       9,832    42,065     31,197                                ---------  ---------- ---------  ---------    Total interest income          27,947      16,065    61,321     50,862                                ---------  ---------- ---------  ---------Dividend income  Control investments               2,300       4,400    12,660     13,568  Money market funds                    1          45        29        265                                ---------  ---------- ---------  ---------    Total dividend income           2,301       4,445    12,689     13,833                                ---------  ---------- ---------  ---------Other income:  Control/affiliate investments       241          --       316        831  Gain on Patriot acquisition          --          --     5,714         --  Non-control/non-affiliate   investments                      1,516         159     2,365     13,155                                ---------  ---------- ---------  ---------    Total other income              1,757         159     8,395     13,986                                ---------  ---------- ---------  ---------                                ---------  ---------- ---------  ---------  Total Investment Income          32,005      20,669    82,405     78,681                                ---------  ---------- ---------  ---------Operating ExpensesInvestment advisory fees:  Base management fee               3,576       2,977     9,962      8,740  Income incentive fee              4,744       2,930    12,054     11,795                                ---------  ---------- ---------  ---------    Total investment advisory     fees                           8,320       5,907    22,016     20,535Interest and credit facility expenses                           2,111       1,345     5,480      4,828Sub-administration fees                --         177        --        644Legal fees                            146         107       469        590Valuation services                    231         139       504        561Audit, compliance and tax related fees                         181         219       681        848Allocation of overhead from Prospect Administration              840         588     2,520      1,764Insurance expense                      64          61       190        185Directors' fees                        64          61       192        204Potential merger expenses             925          --     1,148         --Other general and administrative expenses              149         345       988        807Tax expense                            --          --        --        533                                ---------  ---------- ---------  ---------  Total Operating Expenses         13,031       8,949    34,188     31,499                                ---------  ---------- ---------  ---------Net Investment Income              18,974      11,720    48,217     47,182                                ---------  ---------- ---------  ---------Net realized (loss) gain on investments                           (2)         --   (51,231)     1,661Net change in unrealized appreciation/depreciation on investments                        6,968       3,611     5,723    (12,990)                                ---------  ---------- ---------  ---------Net Increase in Net Assets Resulting from Operations      $  25,940  $   15,331 $   2,709  $  35,853                                =========  ========== =========  =========Net increase in net assets resulting from operations per share:                         $    0.41  $     0.51 $    0.05  $    1.21                                =========  ========== =========  =========Dividends/distributions declared per share:            $    0.41  $     0.41 $    1.23  $    1.21                                =========  ========== =========  =========               PROSPECT CAPITAL CORPORATION AND SUBSIDIARY                ROLLFORWARD OF NET ASSET VALUE PER SHARE       For the Three and Nine Months Ended March 31, 2010 and 2009                           (in actual dollars)                               (Unaudited)                                For The Three Months  For The Nine Months                                        Ended                 Ended                                --------------------  --------------------                                March 31,  March 31,  March 31,  March 31,                                  2010       2009       2010       2009                                ---------  ---------  ---------  ---------Per Share Data:Net asset value at beginning of period                         $   10.06  $   14.43  $   12.40  $   14.55Net investment income                0.30       0.39       0.85       1.59Net realized (loss) gain               --         --      (0.90)      0.06Net unrealized appreciation (depreciation)                      0.11       0.12       0.10      (0.44)Net increase (decrease) in net assets as a result of public offerings and DRIP issuance         0.03      (0.34)     (0.85)     (0.36)Net increase in net assets as a result of shares issued for Patriot acquisition                   --         --       0.14         --Dividends declared                  (0.41)     (0.41)     (1.65)     (1.21)                                ---------  ---------  ---------  ---------Net asset value at end of period                         $   10.09  $   14.19  $   10.09  $   14.19                                =========  =========  =========  =========

ABOUT PROSPECT CAPITAL CORPORATION

Prospect Capital Corporation (www.prospectstreet.com/) is a closed-endinvestment company that lends to and invests in private and microcap publicbusinesses. Our investment objective is to generate both current income andlong-term capital appreciation through debt and equity investments.

We have elected to be treated as a business development company under theInvestment Company Act of 1940 (“1940 Act”). We are required to comply witha series of regulatory requirements under the 1940 Act as well asapplicable NASDAQ, federal and state rules and regulations. We have electedto be treated as a regulated investment company under the Internal RevenueCode of 1986. Failure to comply with any of the laws and regulations thatapply to us could have an adverse effect on us and our shareholders.

This press release contains forward-looking statements within the meaningof the Private Securities Litigation Reform Act of 1995, whose safe harborfor forward-looking statements does not apply to business developmentcompanies. Any such statements, other than statements of historical fact,are highly likely to be affected by other unknowable future events andconditions, including elements of the future that are or are not under ourcontrol, and that we may or may not have considered; accordingly, suchstatements cannot be guarantees or assurances of any aspect of futureperformance. Actual developments and results are highly likely to varymaterially from these estimates and projections of the future. Suchstatements speak only as of the time when made, and we undertake noobligation to update any such statement now or in the future.