PSEC – A Prospect Capital Fund

Prospect Capital Announces Results for Quarter Ended December 31, 2008

February 10, 2009

NEW YORK, NY — (MARKET WIRE) — 02/10/09 — Prospect Capital Corporation (NASDAQ: PSEC)(“Company” or “Prospect”) today announced financial results for its secondfiscal quarter and the six months ended December 31, 2008.

For the six months ended December 31, 2008, our net investment income was$35.5 million, or $1.20 per share, an increase of $16.9 million, or $0.34per share, from the results for the six months ended December 31, 2007.For the quarter ended December 31, 2008, our net investment income was$12.0 million, or $0.40 per share, an increase of $1.3 million from thesame quarter in the prior year. Our second quarter results included theaccrual of an excise tax of $533 thousand due to underdistributing ourdividends relative to net investment income for calendar year 2008.Excluding this non-recurring item, our net investment income would havebeen $0.42 per share.

Our net asset value per share on December 31, 2008 equaled $14.43 pershare, a decrease of $0.12 per share compared to $14.55 at June 30, 2008.

We estimate that our net investment income for the current third fiscalquarter ended March 31, 2009 will be $0.40 to $0.45 per share. We expect toannounce our third fiscal quarter dividend next month. Our businessobjective continues to be to generate long-term dividend growth, as we havedelivered to date with 17 consecutive quarterly dividend increases.

OPERATING RESULTS

HIGHLIGHTS

Equity Values:  Net assets as of December 31, 2008: $427.80 million  Net asset value per share as of December 31, 2008: $14.43Second Fiscal Quarter Operating Results:  Net investment income: $11.96 million  Net investment income per share: $0.40  Net investment income per share excluding non-recurring items*: $0.42  Net increase in net assets resulting from operations: $6.52 million  Dividends to shareholders per share: $0.40375Second Fiscal Quarter Portfolio Summary:Total portfolio investments at cost: $571.5 million  Number of portfolio companies at end of period: 31*See Supplemental Financial Information

PORTFOLIO AND INVESTMENT ACTIVITY

On December 31, 2008, the fair value of our portfolio of 31 long-terminvestments was approximately $555.7 million.

As of December 31, 2008, our portfolio generated a current yield ofapproximately 16.0% across all our long-term debt and equity investments.This current yield includes interest from all our long-term investments aswell as dividends from certain portfolio companies. During the quarterended December 31, 2008, due to the market dislocation and the slowdown ofmarket transaction activity, we did not complete any new investments, butcontinued to evaluate a number of new investments in the primary andsecondary market.

On January 20, Diamondback Operating, LP (“Diamondback”) repaid Prospect’s$9.2 million loan in full from the sale of 65% of Diamondbank’s RockSprings oil and gas property interests. Prospect has realized anapproximate 17% cash on cash internal rate of return (“IRR”) on theDiamondback investment. Prospect continues to hold the right to receive 15%of any future Diamondback equity distributions.

During the past year, we have been in discussions with multiple purchasersfor Gas Solutions but have not entered into a binding agreement. While wewish to liquify the value we see in Gas Solutions, we do not wish to enterinto any agreement at any time that does not recognize the long term valuewe see in Gas Solutions. As a hedged midstream asset generating significantcash flows to us, Gas Solutions is a valuable asset that we wish to sell ata value-maximizing price, or not at all. We continue discussions withinterested parties, but have a patient approach toward the process. Themulti-year puts purchased by Gas Solutions earlier in 2008 aresubstantially in the money, providing downside protection against commodityprice declines. Gas Solutions has generated approximately $21.2 million ofEBITDA during the ten month period ended October 31, 2008. On anannualized basis this represents an increase of 73.7% over the 2007results.

LIQUIDITY AND FINANCIAL RESULTS

At December 31, 2008, borrowings under our credit facility stood atapproximately $138.7 million.

We are currently seeking to increase our revolving credit facility from itspresent size of $200 million. Over the past few months we have worked withrating agencies to structure an expanded facility. We have not yet embarkedupon a formal syndication process for this facility due to the currentcredit environment, but we expect to initiate such activities in thefuture. The closing of the facility is subject to lender syndication andother conditions customary for a transaction of this type.

In the second quarter we announced the authorization by our board ofdirectors to repurchase up to $20 million of our outstanding stock. Todate, we have not made any such repurchases, but we have now made therequired notification to shareholders of our flexibility to make suchrepurchases.

CONFERENCE CALL

The Company will host a conference call on Tuesday, February 10, 2009, at11:00 a.m. Eastern Time. The conference call dial-in number will be800-860-2442. A recording of the conference call will be available forapproximately 30 days. To hear a replay, call 877-344-7529 and use passcode427191.

           PROSPECT CAPITAL CORPORATION AND SUBSIDIARY         CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES               December 31, 2008 and June 30, 2008        (in thousands, except share and per share data)                                                 December 31,   June 30,                                                     2008         2008                                                 (Unaudited)    (Audited)                                                 ------------ ------------AssetsInvestments at fair value (cost of $571,537 and $496,805, respectively)  Control investments (cost of $216,242 and   $203,661, respectively)                       $    216,448 $    205,827  Affiliate investments (cost of $33,496 and   $5,609, respectively)                               31,721        6,043  Non-control/Non-affiliate investments (cost of   $321,799 and $287,535, respectively)               307,492      285,660                                                 ------------ ------------    Total investments at fair value                   555,661      497,530                                                 ------------ ------------Investments in money market funds                      22,606       33,000Cash                                                    2,438          555Receivables for:  Interest                                              4,430        4,094  Dividends                                                19        4,248  Loan principal                                           --           71  Managerial assistance                                   405          380  Prepaid prospective deal expenses                        86           --  Other                                                   204          187Prepaid expenses                                          778          273Deferred financing costs                                1,350        1,440                                                 ------------ ------------    Total Assets                                      587,977      541,778                                                 ------------ ------------LiabilitiesCredit facility payable                               138,667       91,167Dividends payable                                      11,966       11,845Due to Prospect Administration                            683          695Due to Prospect Capital Management                      5,629        5,946Accrued expenses                                        2,101        1,104Other liabilities                                       1,128        1,398                                                 ------------ ------------    Total Liabilities                                 160,174      112,155                                                 ------------ ------------Net Assets                                       $    427,803 $    429,623                                                 ============ ============Components of Net AssetsCommon stock, par value $0.001 per share (100,000,000 and 100,000,000 common shares authorized, respectively; 29,637,928 and 29,520,379 issued and outstanding, respectively)                                   $         30 $         30Paid-in capital in excess of par                      442,838      441,332Undistributed net investment income                    13,122        1,508Accumulated realized losses on investments            (12,311)     (13,972)Unrealized (depreciation) appreciation on investments                                          (15,876)         725                                                 ------------ ------------Net Assets                                       $    427,803 $    429,623                                                 ============ ============Net Asset Value Per Share                        $      14.43 $      14.55                                                 ============ ============              PROSPECT CAPITAL CORPORATION AND SUBSIDIARY                CONSOLIDATED STATEMENTS OF OPERATIONS     For The Three and Six Months Ended December 31, 2008 and 2007          (in thousands, except share and per share data)                             (Unaudited)                                For The Three Months   For The Six Months                                        Ended                 Ended                                    December 31,          December 31,                                --------------------  --------------------                                  2008       2007       2008       2007                                ---------  ---------  ---------  ---------Investment IncomeInterest Income  Control investments (Net of   foreign withholding tax of   $62, $69, $109, and $158,   respectively)                $   5,075  $   5,285  $  11,797  $  10,348  Affiliate investments (Net   of foreign withholding tax   of $0, $35, $0, and $70,   respectively)                    1,075        655      1,635      1,322  Non-control/Non-affiliate   investments                     11,091      8,876     21,365     15,978                                ---------  ---------  ---------  ---------    Total interest income          17,241     14,816     34,797     27,648                                ---------  ---------  ---------  ---------Dividend income  Control investments               4,584      2,200      9,168      3,650  Money market funds                   81        266        220        434                                ---------  ---------  ---------  ---------    Total dividend income           4,665      2,466      9,388      4,084                                ---------  ---------  ---------  ---------Other income:  Control/Affiliate   investments                         87         --        831         10  Non-control/Non-affiliate   investments                        220      1,281     12,996      2,212                                ---------  ---------  ---------  ---------    Total other income                307      1,281     13,827      2,222                                ---------  ---------  ---------  ---------  Total Investment Income          22,213     18,563     58,012     33,954                                ---------  ---------  ---------  ---------Operating ExpensesInvestment advisory fees:  Base management fee               2,940      2,112      5,763      3,978  Income incentive fee              2,990      2,665      8,865      4,631                                ---------  ---------  ---------  ---------    Total investment advisory     fees                           5,930      4,777     14,628      8,609Interest and credit facility expenses                           1,965      1,618      3,483      2,856Sub-administration fees (including former Chief Financial Officer and Chief Compliance Officer)                  217        206        467        392Legal fees                            184        569        483      1,775Valuation services                    110        120        422        233Audit, compliance and tax related fees                         306         43        629        293Allocation of overhead from Prospect Administration              588        260      1,176        520Insurance expense                      63         64        124        128Directors’ fees                        62         55        143        110Other general and administrative expenses              295        191        462        503Tax expense                           533         --        533         10                                ---------  ---------  ---------  ---------  Total Operating Expenses         10,253      7,903     22,550     15,429                                ---------  ---------  ---------  ---------Net Investment Income              11,960     10,660     35,462     18,525                                ---------  ---------  ---------  ---------Net realized gain (loss) on investments                           16    (18,610)     1,661    (18,621)Net change in unrealized appreciation/depreciation on investments                       (5,452)     4,264    (16,601)     4,960                                ---------  ---------  ---------  ---------Net Increase (Decrease) in Net Assets Resulting from Operations                     $   6,524  $  (3,686) $  20,522  $   4,864                                =========  =========  =========  =========Net increase (decrease) in net assets resulting from operations per share:          $    0.22  $   (0.16) $    0.69  $    0.23                                =========  =========  =========  =========Dividends declared per share:   $    0.40  $    0.39  $    0.80  $    0.78                                =========  =========  =========  =========                PROSPECT CAPITAL CORPORATION AND SUBSIDIARY                 ROLLFORWARD OF NET ASSET VALUE PER SHARE      For The Three and Six Months Ended December 31, 2008 and 2007                            (in actual dollars)                                (Unaudited)                                 For The Three         For The Six                                 Months Ended          Months Ended                              --------------------- ---------------------                              December   December   December   December                              31, 2008   31, 2007   31, 2008   31, 2007                              ---------- ---------- ---------- ----------Net asset value at beginning of period                    $    14.63 $    15.08 $    14.55 $    15.04Costs related to the secondary public offering            --      (0.02)        --      (0.02)Net investment income               0.40       0.46       1.20       0.86Net realized gain (loss)              --      (0.80)      0.06      (0.86)Net unrealized appreciation (depreciation)                    (0.18)      0.18      (0.56)      0.23Share issued for dividend reinvestments                     (0.01)        --      (0.01)        --Net increase in net assets as a result of public offering          --       0.07         --       0.11Dividends declared                 (0.40)     (0.39)     (0.80)     (0.78)Difference due to rounding         (0.01)        --      (0.01)        --                              ---------- ---------- ---------- ----------Net asset value at end of period                       $    14.43 $    14.58 $    14.43 $    14.58                              ========== ========== ========== ==========

SUPPLEMENTAL FINANCIAL INFORMATION (UNAUDITED) (IN THOUSANDS)

Please note that the following supplemental financial informationrepresents a reconciliation of a GAAP measure (Net investment income) to anon-GAAP measure (Adjusted net investment income).

                                                               Three months                                                                  ended                                                               December 31,                                                                   2008                                                               ------------Total investment income                                        $     22,213Total operating expenses                                             10,253Net investment income                                                11,960Add back non-recurring items                                            426Adjusted net investment income                                 $     12,386Net investment income per common share                         $       0.40Adjusted net investment income per common share                $       0.42

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. Any suchstatements, other than statements of historical fact, are highly likely tobe affected by other unknowable future events and conditions, includingelements of the future that are or are not under our control, and that wemay or may not have considered; accordingly, such statements cannot beguarantees or assurances of any aspect of future performance. Actualdevelopments and results are highly likely to vary materially from theseestimates and projections of the future. Such statements speak only as ofthe time when made, and we undertake no obligation to update any suchstatement now or in the future.

For additional information, contact:Grier EliasekPresident and Chief Operating OfficerEmail ContactTelephone (212) 448-0702