PSEC – A Prospect Capital Fund

Prospect Energy Corporation Announces Financial Results for Fiscal Year Ended June 30, 2006

September 28, 2006

NEW YORK, NY — (MARKET WIRE) — 09/28/06 — Prospect Energy Corporation (NASDAQ: PSEC)today announced financial results for our fiscal year ended June 30, 2006.

Our net investment income for the fourth fiscal quarter of 2006 was $3.00million, or $0.42 per share. At June 30, 2006, our net asset value pershare was $15.31, an increase of $0.50 over the prior quarter end.

Our net investment income for the fiscal year ended June 30, 2006, was$8.56 million, representing an increase of $6.15 million over the priorfiscal year net investment income of $2.41 million.

We estimate that our net investment income for the current first fiscalquarter ending September 30, 2006, will be $0.29 to $0.35 per share. Thisrepresents a drop in quarterly net investment income per share from theprevious quarter due to the increase in shares outstanding during thequarter from the secondary offering and subsequent over-allotment option.However, we expect our net investment income to increase over the next fewquarters as we deploy the additional capital received during the quarter.

OPERATING RESULTS

HIGHLIGHTS

Equity Values:  Stockholders' equity as of June 30, 2006: $108.27 million  Net asset value per share: $15.31Fourth Fiscal Quarter Operating Results:  Net investment income: $3.00 million  Net investment income per share: $0.42  Net realized and unrealized appreciation: $2.96 million  Dividends to shareholders per share: $0.34Fiscal Year Operating Results:  Net investment income: $8.56 million  Net investment income per share: $1.21  Net realized and unrealized appreciation: $4.34 million  Dividends to shareholders per share: $1.12* See Supplemental Financial Information.

PORTFOLIO AND INVESTMENT ACTIVITY

June 30, 2006, marked the end of our second fiscal year and eighth fullquarter since our initial public offering. Our portfolio on June 30, 2006,was invested approximately $133.97 million in fifteen long-terminvestments, and the remainder in cash and short-term instruments.

As of June 30, 2006, our portfolio generated a current yield of 17.0%across all our long-term debt and equity investments. This current yieldincludes interest from all our long-term investments as well as dividendsfrom Gas Solutions Holdings, Inc (“Gas Solutions”). Excluding suchdividends, our weighted average long-term debt yield as of June 30, 2006,was 14.3%.

We completed five new investments totaling approximately $42.75 million inthe prior quarter, as well as follow-on investments in the existingportfolio. All of these new investments were structured as senior secureddebt, with four also receiving equity-like participation rights.

On April 20, 2006, we provided $5.5 million in senior secured debtfinancing to Charlevoix Energy Trading LLC (“Charlevoix”), a natural gasmarketing company based in Charlevoix, Michigan.

On April 24, 2006, we provided $6.25 million in senior secured debtfinancing to Iron Horse Coiled Tubing, Ltd. (“Iron Horse”), an oilfieldservices company based in Medicine Hat, Alberta. Subsequently on August 31,2006, Iron Horse drew down an additional $3.0 million.

On April 25, 2006, we provided $8.0 million in senior secured debtfinancing to Central Illinois Energy, LLC (“CIE”), an ethanol productioncompany based in Buckheart Township in Fulton County, Illinois.

On May 9, 2006, we provided $3.5 million in senior secured debt financingin Conquest Cherokee, LLC (“Conquest”), an oil and gas company based inNashville, Tennessee, and Independence, Kansas.

On June 1, 2006, we provided $16.5 million in senior secured debt financingto Advantage Oilfield Group, Ltd. (“Advantage”), a pipeline and facilityconstruction company based in Medicine Hat, Alberta.

On May 22, 2006, Unity Virginia Holdings, LLC and affiliates (“Unity”)filed voluntarily for reorganization under Chapter 11 of Title 11 of theUnited States Code. At this time the outcome of this investment isuncertain. We are currently exploring possible operational and financialrestructurings for Unity.

On June 1, 2006, we received full repayment of our $5.00 million seniorsecured loan to Natural Gas Systems, Inc. (“NGS”) including a prepaymentpremium of $375 thousand. In addition, we converted all of our warrantsinto registered and unregistered common shares of NGS stock, and as of thistime we have sold all of our registered shares.

Operating income for Gas Solutions for the trailing twelve months endedJune 30, 2006, was $15.5 million. On May 1, 2006, Gas Solutions enteredinto a hedge whereby Gas Solutions purchased propane puts for approximately80% of the projected net monthly volumes for one year.

Since June 30, 2006, we have provided further follow-on capital to existingportfolio companies, and we have also completed two new investmentstotaling $15.3 million in NRG Manufacturing, Inc. (“NRG”), and CypressConsulting Services, Inc. (“Cypress”). NRG is a leading fabricator ofstructures and vessels for oil and gas drilling applications based inTomball, Texas. Cypress is a seismic surveying company based in Houston,Texas.

LIQUIDITY

We currently have a $50.0 million revolving credit facility through HSHNordbank. That facility is currently undrawn, following our recentsecondary offering in which we raised approximately $87.5 million in grossproceeds. We currently have approximately $35.4 million of short-terminvestments available for deployment into long-term investments.

CONFERENCE CALL

We will host a conference call Friday, September 29, 2006, at 11:00 amEastern Time. The conference call dial-in number is (877) 407-8031. Arecording of the conference call will be available for approximately 7days. To hear a replay, call (877) 660-6853 and use Playback Access Accountcode 286 and Playback Conference ID code 214918.

                BALANCE SHEETS                     As of June   As of June                (in thousands)                      30, 2006     30, 2005AssetsCash and cash equivalents                         $          - $         -Cash held in segregated account                              -       9,587Investments in controlled entities at fair value (cost - $39,759 and $23,327, respectively)             49,585      29,500Investments in affiliated entities at fair value (cost - $25,329 and $ - , respectively)                25,329           -Investments in uncontrolled and unaffiliated entities, at fair value (cost - $60,113 and $64,197, respectively)                                 60,663      64,366Accrued interest and dividend receivable                 1,652         206Loan principal receivable                                  385           -Due from broker                                            369           -Due from Gas Solutions Holdings, Inc.                        -         201Due from Prospect Capital Management, LLC                    5           -Due from Prospect Administration, LLC                       28           -Prepaid expenses                                            77          49Deferred financing fees                                    355           -Deferred offering costs                                     32           -Total assets                                      $    138,480 $   103,909LiabilitiesCredit facility payable                           $     28,500 $         -Accrued liabilities                                        843         818Due to Prospect Capital Management, LLC                    745          77Other current liabilities                                  122          47Total liabilities                                       30,210         942Stockholders’ EquityCommon stock, par value $.001 per share, (100,000,000 and 100,000,000 common shares authorized, respectively; 7,069,873 and 7,055,100 issued and outstanding, respectively)             7           7Paid-in capital in excess of par                        97,266      96,955Undistributed (distributions in excess of) net investment income                                         319        (335)Realized gain (loss)                                       321          (2)Net unrealized appreciation                             10,377       6,342Total stockholders’ equity                             108,270     102,967Total liabilities and stockholders’ equity        $    138,480 $   103,909          STATEMENTS OF OPERATIONS                   Twelve       Twelve              (in thousands)                      months ended months ended                                                    June 30,     June 30,                                                      2006         2005Investment IncomeInterest income                                   $      6,997 $     1,882Interest income, controlled entities                     4,810       2,704Interest income, affiliated entities                       560           -Dividend income, controlled entities                     3,099       3,151Dividend income, uncontrolled and unaffiliated entities                                                  502         284Other income                                               901          72Total investment income                                 16,869       8,093Operating ExpensesInvestment advisory fees  Base management fee                                    2,082       1,808  Income incentive fee                                   1,786           -  Total investment advisory fees                         3,868       1,808Interest expense and credit facility costs                 642Administration costs                                       310         266Legal fees                                               1,835       2,575Valuation services                                         193          42Other professional fees                                    485         230Insurance expense                                          365         325Directors fees                                             220         220Organizational costs                                                    25General and administrative expenses                        393         191Total operating expenses                                 8,311       5,682Net investment income                                    8,558       2,411Net realized gain (loss)                                   303          (2)Net unrealized appreciation                              4,035       6,342Net increase in stockholders’ equity resulting from operations                                  $     12,896 $     8,751Basic net increase in stockholders’ equity per common share resulting from operations           $       1.83 $      1.24PER SHARE DATA (UNAUDITED)                          For the      For the                                                    twelve       twelve                                                    months       months                                                  ended June   ended June                                                   30, 2006     30, 2005Net asset value, beginning of period              $      14.59 $      (.01)Proceeds from initial public offering                        -       13.95Costs related to the initial public offering              0.01        (.21)Net investment income                                     1.21        0.34Realized gain                                             0.04           -Net unrealized appreciation                               0.58        0.90Dividend declared and paid                               (1.12)       (.38)Net asset value at end of period                  $      15.31 $     14.59

ABOUT PROSPECT ENERGY CORPORATION

Prospect Energy Corporation (www.prospectenergy.com) is a closed-endinvestment company that lends to and invests in energy-related businesses.Prospect Energy’s investment objective is to generate both current incomeand long-term capital appreciation through debt and equity investments.

Prospect Energy has elected to be treated as a business development companyunder the Investment Company Act of 1940 (“1940 Act”). We are required tocomply with a series of regulatory requirements under the 1940 Act as wellas applicable NASDAQ, federal and state rules and regulations. We haveelected to be treated as a regulated investment company under the InternalRevenue Code of 1986. Failure to comply with any of the laws andregulations that apply to Prospect Energy could have an adverse effect onProspect Energy and its 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 the Company’s control, andthat the Company 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 the Company undertakesno obligation to update any such statement now or in the future.

Please send investment proposals to:Grier EliasekPresident and Chief Operating Officergrier@prospectstreet.comTelephone (212) 448-0702