CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

Prospect Capital Corp (PSEC)

BDC - Debt Focused

Data as of Feb. 24, 2017
Current
Market Price $9.38 (- $0.15)
NAV (Dec. 31, 2016) $9.62 ( $0.00)
Premium / Discount -2.49% (-1.56%)
Fund Info
Inception July 27, 2004
Sponsor Prospect Capital Management
Website www.prospectstreet.com...
Phone (212) 792 2095
Objective: Current income and long-term capital appreciation; debt and equity investments
Related Indexes
12 Major CEF Sectors Index
Debt-Focused Business Development Company (BDC) Index
High Income Index
60/40 Balanced (w/ BDCs) Index
Taxable Bond & BDC Index
Capital & Leverage
Outstanding Shares 359,296,184
Gross Assets $6,178M
Net Assets $3,456M
Market Cap $3,370M
Debt-to-Equity 0.7509
Total Leverage 41.99%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 11.50%
Non Lev Exp Ratio 6.76%
Gross Asset Expense Ratio 6.41%
Gross Asset Non Lev Exp Ratio 3.77%
Rel Lev Cost 6.30%
Discount Data
Average Discount (3 Yr) -16.46%
Discount Low(3 Yr) -45.49%
Discount High(3 Yr) 4.17%
Discount Rel Range 86.59%
Comp Discount -2.45
Discount St Dev (1Yr) 5.72
Z-Stat
Z-Stat (6mo) 2.43
Z-Stat (1Yr) 2.52
Z-Stat (3Yr) 1.32
Comp Z-Stat (6mo) 1.15
Comp Z-Stat (3Yr) 0.37
Distribution Data
Market Yield 10.66%
Income Yield 10.66%
Lev Adj NAV Yield 7.32%
Distribution Frequency M
Current Distribution $0.083
Current Income $0.083
Ex-Date 3/29/17
Payable Date 4/20/17
Div Growth (3yr) -24.50%
Dividend Change -24.7% on 12/5/14
Expected Div 5/8/17
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Volume & Liquidity
Average Daily $ (M) $22,741
Avg Volume 30 day 2,949,722
Avg Volume 90 day 2,424,369
Volume Trend 21.67%
Comp Volume Trend 22.59%
Correlation & Volatility
Price St Dev (1Yr) 17.4%
NAV St Dev (1Yr) 0.5%
Earnings
Earnings / Share (12/31/16) $0.078
Earn Coverage 94.05%
1 Yr Avg NII Coverage 95.75%
1 Yr Avg Adj Core NII Coverage 95.45%
NII Trend -0.01%
Adj Core NII Trend -0.01%
Loan Specific Data
Maturity 4.43
Performance
Price Beta (2yr)
vs. S&P 500 (TR)
0.92
Portfolio Data
Avg Libor Floor % 1.33%
% Loans with Libor Floor 68%

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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

This material is presented for informational purposes only. Under no circumstances is it to be considered an offer to sell, or a solicitation to buy any investment referred to on this page. While the information contained herein is from sources believed reliable, we do not represent that it is accurate or complete and it should not be relied upon as such. Past performance is not necessarily indicative of future results. All investments involve risk including the loss of principal. Returns are presented gross of investment management fees and other appropriate fees (i.e. commissions, custodial fees, etc.).

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