Go to PSEC's web site and check the dividends page under investor relations; they have a schedule there (now way out to 4/17/14). You can see that today, 9/19/13, is a payment date and I'll be looking for the payment in my account later this evening. I make it a point to know when my dividends are due.
If dividends are paid monthly, each month there is an x-div date. If you buy by the day before, you are the owner of record who gets the dividend payable the next month. PSEC may have announced its monthly dividends well into the future, but the owners of record have to be determined each month.