Prospect Capital Corporation (NASDAQ:PSEC) is one of the more interesting high-dividend plays in the market. I have written extensively about the company's drama with the SEC, de-listing from the S&P and Russell indices, and the excellent, sustainable dividend.

However, many investors still don't understand what they're really buying when investing in Prospect. Prospect is a business development company (BDC) which makes its money by loaning money to small and medium-sized businesses at higher rates than they borrow for.

But, what types of businesses does Prospect invest in? How much is it willing to put into each? And, are these businesses established and stable or are they risky like a 13% dividend yield might lead you to believe?

Prospect's current investment portfolio consists of the debt of more than 125 companies, but just like most investment portfolios, some are larger than others. In fact, according to the company's latest SEC filing, Prospect's 10 largest debt holdings represent nearly 42% of the total portfolio. Here are the companies behind those 10 largest holdings to give you a better idea of what you're really buying when you invest in Prospect.