CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES - USD ($)		Sep. 30, 2022		Jun. 30, 2022
Assets
Investments at fair value	[1]	$ 7,582,665,000	[2],[3]	$ 7,602,510,000
Cash		43,399,000		35,364,000
Receivables for:
Interest, net		18,781,000		12,925,000
Other		1,309,000		745,000
Deferred financing costs on Revolving Credit Facility (Note 4)		15,223,000		10,801,000
Prepaid expenses		839,000		1,078,000
Total Assets		7,662,216,000		7,663,423,000
Liabilities
Revolving Credit Facility (Notes 4 and 8)		799,851,000		839,464,000
Convertible Notes (less unamortized debt issuance costs of $2,243 and $2,477, respectively) (Notes 5 and 8)		153,925,000		214,192,000
Due to Prospect Capital Management (Note 13)		59,947,000		58,100,000
Dividends payable		23,836,000		23,657,000
Interest payable		19,426,000		26,669,000
Accrued expenses		4,775,000		3,309,000
Due to broker		2,834,000		0
Due to Prospect Administration (Note 13)		2,469,000		2,281,000
Other liabilities		1,229,000		932,000
Total Liabilities		2,754,536,000		2,852,224,000
Commitments and Contingencies (Note 3)
Preferred Stock		943,258,000		692,076,000	[4]
Net Assets		3,964,422,000		4,119,123,000
Common stock, par value $0.001 per share (1,772,100,000 common shares authorized; 396,179,053 and 393,164,437 issued and outstanding, respectively) (Note 9)		396,000		393,000
Paid-in capital in excess of par (Note 9 and 12)		4,071,937,000		4,050,370,000
Total distributable (loss) earnings (Note 12)		(107,911,000)		68,360,000
Net Assets		$ 3,964,422,000		$ 4,119,123,000	[4]
Net Asset Value Per Common Share (Note 16)  (in dollars per share)		$ 10.01		$ 10.48
Public Notes
Liabilities
Notes		$ 1,344,169,000		$ 1,343,178,000
Prospect Capital InterNotes
Liabilities
Notes		342,075,000		340,442,000
Control Investments
Assets
Investments at fair value		3,444,478,000	[1],[5]	3,438,317,000	[6]
Non-controlled/Affiliated
Assets
Investments at fair value		317,275,000		393,264,000
Non-Control/ Non-Affiliate Investments
Assets
Investments at fair value	[1]	$ 3,820,912,000		$ 3,770,929,000

[1] Fair value is determined by or under the direction of our Board of Directors. Unless otherwise indicated by endnote 47 below, all of our investments are valued using significant unobservable inputs. In accordance with ASC 820, such investments are classified as Level 3 within the fair value hierarchy. See Notes 2 and 3 within the accompanying notes to consolidated financial statements for further discussion.

[2] The following shows the composition of our investment portfolio at cost by control designation, investment type and by industry as of September 30, 2022: Industry1st Lien
Term Loan2nd Lien
Term LoanSubordinated Structured NotesUnsecured Debt Equity (B) Cost TotalControl InvestmentsAerospace & Defense$54,797 $— $— $— $55,581 $110,378 Commercial Services & Supplies124,680 — — 7,200 27,349 159,229 Construction & Engineering56,753 — — — 11,550 68,303 Consumer Finance452,388 — — — 81,303 533,691 Diversified Consumer Services— — — — 2,378 2,378 Energy Equipment & Services81,566 — — — 221,150 302,716 Equity Real Estate Investment Trusts (REITs)651,586 — — — 15,430 667,016 Health Care Providers & Services278,429 — — — 45,118 323,547 Machinery33,622 — — — 6,866 40,488 Media29,723 — — — — 29,723 Online Lending25,080 — — — — 25,080 Personal Products73,104 — — — 189,295 262,399 Trading Companies & Distributors32,708 — — — 32,500 65,208 Structured Finance (A)196,200 — — — — 196,200 Total Control Investments$2,090,636 $— $— $7,200 $688,520 $2,786,356 Affiliate InvestmentsCommercial Services & Supplies$— $— $— $— $9,523 $9,523 Diversified Consumer Services70,639 153,931 — — — 224,570 Textiles, Apparel & Luxury Goods— — — — 2,805 2,805  Total Affiliate Investments $70,639 $153,931 $— $— $12,328 $236,898 Non-Control/Non-Affiliate InvestmentsAir Freight & Logistics$92,620 $95,000 $— $— $— $187,620 Auto Components22,348 112,179 — — — 134,527 Building Products— 35,000 — — — 35,000 Capital Markets— 42,500 — — — 42,500 Commercial Services & Supplies68,786 185,304 — — 1,500 255,590 Communications Equipment9,214 50,585 — — — 59,799 Consumer Finance47,028 — — — — 47,028 Distributors168,207 103,730 — — — 271,937 Diversified Consumer Services— 22,713 — — — 22,713 Diversified Financial Services36,816 — — — — 36,816 Diversified Telecommunication Services44,266 121,799 — — — 166,065 Food & Staples Retailing27,437 — — — — 27,437 Food Products— 131,036 — — — 131,036 Health Care Equipment & Supplies— 7,484 — — — 7,484 Health Care Providers & Services181,414 159,664 — — 1,546 342,624 Health Care Technology128,973 — — — — 128,973 Hotels, Restaurants & Leisure23,127 — — — — 23,127 Household Durables96,475 29,777 — — 2,001 128,253 Household Products20,874 — — — — 20,874 Interactive Media & Services226,054 — — — — 226,054 Internet & Direct Marketing Retail20,217 — — — — 20,217 IT Services211,406 147,925 — — — 359,331 Leisure Products67,879 — — — 1 67,880 Machinery57,749 9,983 — — — 67,732 Media51,098 — — — 26,991 78,089 Pharmaceuticals25,536 — — — — 25,536 Professional Services66,785 123,606 — — — 190,391  Industry1st Lien
Term Loan2nd Lien
Term LoanSubordinated Structured NotesUnsecured Debt Equity (B) Cost TotalSoftware— 52,309 — — — 52,309 Textiles, Apparel & Luxury Goods165,628 8,939 — — — 174,567 Structured Finance (A)— — 990,723 — — 990,723  Total Non-Control/Non-Affiliate $1,859,937 $1,439,533 $990,723 $— $32,039 $4,322,232 Total Portfolio Investment Cost$4,021,212 $1,593,464 $990,723 $7,200 $732,887 $7,345,486  The following table shows the composition of our investment portfolio at fair value by control designation, investment type and by industry as of September 30, 2022: Industry1st Lien
Term Loan2nd Lien
Term LoanSubordinated Structured NotesUnsecured Debt Equity (B) Fair Value TotalFair Value % of Net Assets Applicable to Common StockControl Investments Aerospace & Defense $54,797 $— $— $— $7,225 $62,022 1.6 % Commercial Services & Supplies 76,017 — — 7,200 280 83,497 2.1 % Construction & Engineering 56,753 — — — 84,926 141,679 3.6 % Consumer Finance 454,041 — — — 268,049 722,090 18.2 % Diversified Consumer Services — — — — 3,833 3,833 0.1 % Energy Equipment & Services 81,566 — — — 37,697 119,263 3.0 %Equity Real Estate Investment Trusts (REITs)651,586 — — — 761,144 1,412,730 35.7 % Health Care Providers & Services 278,429 — — — 129,105 407,534 10.3 % Machinery 33,622 — — — 22,496 56,118 1.4 % Media 29,723 — — — 84,971 114,694 2.9 % Online Lending 25,058 — — — — 25,058 0.6 % Personal Products 65,336 — — — — 65,336 1.6 % Trading Companies & Distributors 32,708 — — — 3,406 36,114 0.9 %Structured Finance (A)194,510 — — — — 194,510 4.9 %Total Control Investments$2,034,146 $— $— $7,200 $1,403,132 $3,444,478 86.9 %Fair Value % of Net Assets51.3 %— %— %0.2 %35.4 %86.9 %Affiliate InvestmentsCommercial Services & Supplies$— $— $— $— $9,755 $9,755 0.2 %Diversified Consumer Services69,029 151,818 — — 66,904 287,751 7.3 %Textiles, Apparel & Luxury Goods— — — — 19,769 19,769 0.5 %Total Affiliate Investments$69,029 $151,818 $— $— $96,428 $317,275 8.0 %Fair Value % of Net Assets1.7 %3.8 %— %— %2.5 %8.0 %Non-Control/Non-Affiliate InvestmentsAir Freight & Logistics$92,978 $95,000 $— $— $— $187,978 4.7 %Auto Components22,251 100,510 — — — 122,761 3.1 %Building Products— 34,669 — — — 34,669 0.9 %Capital Markets— 41,640 — — — 41,640 1.1 %Commercial Services & Supplies69,021 181,895 — — 10,145 261,061 6.6 %Communications Equipment8,743 47,864 — — — 56,607 1.4 %Consumer Finance26,681 — — — — 26,681 0.7 %Distributors160,832 6,076 — — 2,012 168,920 4.2 %Diversified Consumer Services— 19,717 — — — 19,717 0.5 %Diversified Financial Services36,816 — — — — 36,816 0.9 %Diversified Telecommunication Services43,854 119,457 — — — 163,311 4.1 %Food & Staples Retailing27,146 — — — — 27,146 0.7 %Food Products— 125,700 — — — 125,700 3.2 %Health Care Equipment & Supplies— 6,894 — — — 6,894 0.2 %Health Care Providers & Services179,381 157,370 — — 1,542 338,293 8.4 %Health Care Technology128,927 — — — — 128,927 3.3 %Hotels, Restaurants & Leisure22,234 — — — — 22,234 0.6 % Industry1st Lien
Term Loan2nd Lien
Term LoanSubordinated Structured NotesUnsecured Debt Equity (B) Fair Value TotalFair Value % of Net Assets Applicable to Common StockHousehold Durables96,485 26,364 — — — 122,849 3.1 %Household Products20,874 — — — — 20,874 0.5 %Interactive Media & Services226,054 — — — — 226,054 5.7 %Internet & Direct Marketing Retail16,946 — — — — 16,946 0.4 %IT Services210,459 138,251 — — — 348,710 8.8 %Leisure Products67,534 — — — — 67,534 1.7 %Machinery56,713 9,749 — — — 66,462 1.7 %Media50,874 — — — 87 50,961 1.3 %Pharmaceuticals25,829 — — — — 25,829 0.7 %Professional Services66,108 119,563 — — — 185,671 4.7 %Software— 50,013 — — — 50,013 1.3 %Textiles, Apparel & Luxury Goods165,628 8,734 — — — 174,362 4.4 %Structured Finance (A)— — 695,292 — — 695,292 17.5 %Total Non-Control/Non-Affiliate$1,822,368 $1,289,466 $695,292 $— $13,786 $3,820,912 96.4 %Fair Value % of Net Assets46.0 %32.6 %17.5 %— %0.3 %96.4 %Total Portfolio$3,925,543 $1,441,284 $695,292 $7,200 $1,513,346 $7,582,665 191.3 %Fair Value % of Net Assets99.0 %36.4 %17.5 %0.2 %38.2 %191.3 % (A) Our SSN investments do not have industry concentrations and as such have been separated in the tables above. (B) Equity, unless specifically stated otherwise, includes our investments in preferred stock, common stock, membership interests, net profits interests, net operating income interests, net revenue interests, overriding royalty interests, escrows receivable, and warrants.

[3] The terms “Prospect,” “the Company,” “we,” “us” and “our” mean Prospect Capital Corporation and its subsidiaries unless the context specifically requires otherwise. The securities in which Prospect has invested were acquired in transactions that were exempt from registration under the Securities Act of 1933, as amended (the “Securities Act”). These securities may be resold only in transactions that are exempt from registration under the Securities Act.

[4] Certain reclassifications have been made in the presentation of prior year amounts since initial disclosure in our Quarterly Report on Form 10-Q for the period ended September 30, 2021 to conform to the presentation in our Annual Report on Form 10-K for the year ended June 30, 2022. In addition, we have not yet finalized return of capital estimates for the current period. See Note 2 and Note 12 within the accompanying notes to consolidated financial statements for further discussion.

[5] As defined in the 1940 Act, we are deemed to “Control” these portfolio companies because we own more than 25% of the portfolio company’s outstanding voting securities. Transactions during the three months ended September 30, 2022 with these controlled investments were as follows: Controlled CompaniesFair Value at June 30, 2022Gross Additions (Cost)(A)Gross Reductions (Cost)(B)Net unrealized
gains (losses)Fair Value at September 30, 2022Interest
incomeDividend
incomeOther
incomeNet realized
gains (losses)CP Energy Services Inc.$64,260 $1,521 $— $(608)$65,173 $1,521 $— $— $— CP Energy - Spartan Energy Services, Inc.48,441 699 — (8,362)40,778 700 — — — Credit Central Loan Company, LLC76,935 1,882 — (11,360)67,457 1,859 — — — Echelon Transportation, LLC65,766 1,588 — (5,332)62,022 869 — — — First Tower Finance Company LLC607,283 9,577 — (11,578)605,282 20,235 — — — Freedom Marine Solutions, LLC13,899 — — (587)13,312 — — — — InterDent, Inc.406,194 4,981 — (3,641)407,534 7,508 — — — Kickapoo Ranch Pet Resort3,833 — — — 3,833 — 50 — — MITY, Inc.59,999 — (573)(1,598)57,828 1,897 — — — National Property REIT Corp.1,615,737 77,600 (52,500)(8,539)1,632,298 20,272 — 20,665 — Nationwide Loan Company LLC50,400 522 — (1,571)49,351 1,045 — — — NMMB, Inc.109,943 — — 4,751 114,694 818 1,093 — (1,093)Pacific World Corporation59,179 2,003 — 4,154 65,336 1,508 — — — R-V Industries, Inc.56,923 — — (805)56,118 985 — — — Universal Turbine Parts, LLC31,147 — (8)4,975 36,114 688 — — — USES Corp.22,395 6,114 — (2,840)25,669 173 — — — Valley Electric Company, Inc.145,983 — 44 (4,348)141,679 2,185 44 — — Total$3,438,317 $106,487 $(53,037)$(47,289)$3,444,478 $62,263 $1,187 $20,665 $(1,093) (A) Gross additions include increases in the cost basis of the investments resulting from new portfolio investments, OID accretion and PIK interest, and any transfer of investments. (B) Gross reductions include decreases in the cost basis of investments resulting from principal collections related to investments repayments or sales, impairments, and any transfer of investments.

[6] As defined in the 1940 Act, we are deemed to “Control” these portfolio companies because we own more than 25% of the portfolio company’s outstanding voting securities. Transactions during the year ended June 30, 2022 with these controlled investments were as follows: Portfolio CompanyFair Value at June 30, 2021Gross Additions (Cost)(A)Gross Reductions (Cost)(B)Net unrealized
gains (losses)Fair Value at June 30, 2022Interest
incomeDividend
incomeOther
incomeNet realized
gains (losses)CP Energy Services Inc.$44,621 $11,277 $— $8,362 $64,260 $5,424 $— $— $— CP Energy - Spartan Energy Services, LLC26,866 10,992 — 10,583 48,441 1,884 — 6 — Credit Central Loan Company, LLC78,023 9,599 (1,295)(9,392)76,935 15,106 — — — Echelon Transportation LLC84,240 10,646 — (29,120)65,766 7,695 — — — First Tower Finance Company LLC592,356 42,669 (11,153)(16,589)607,283 74,501 — 7,898 — Freedom Marine Solutions, LLC11,717 1,000 — 1,182 13,899 — — — — InterDent, Inc.412,339 36,123 (246)(42,022)406,194 26,517 — 200 — Kickapoo Ranch Pet Resort3,833 — — — 3,833 — 25 — — MITY, Inc.49,680 4,956 — 5,363 59,999 7,317 — — 12 National Property REIT Corp.1,189,755 410,867 (301,382)316,497 1,615,737 63,818 — 69,772 — Nationwide Loan Company LLC47,993 — — 2,407 50,400 4,108 2,650 405 — NMMB, Inc.46,888 25,000 (13,021)51,076 109,943 1,206 8,383 450 3,946 Pacific World Corporation71,097 11,151 — (23,069)59,179 4,779 — — — R-V Industries, Inc.49,693 5,000 — 2,230 56,923 3,051 441 125 — Universal Turbine Parts, LLC27,106 — (33)4,074 31,147 2,354 — — — USES Corp.33,815 — — (11,420)22,395 203 — — — Valley Electric Company, Inc.149,695 13,022 (14,698)(2,036)145,983 7,531 3,150 926 — Total$2,919,717 $592,302 $(341,828)$268,126 $3,438,317 $225,494 $14,649 $79,782 $3,958  (A) Gross additions include increases in the cost basis of the investments resulting from new portfolio investments, PIK interest, and any transfer of investments. (B) Gross reductions include decreases in the cost basis of investments resulting from principal collections related to investments repayments or sales, impairments, and any transfer of investments.