Interim Report -18-

+-------------------------------------+--------------+--------------------+---------------+ 
| CB Richard Ellis Services, Inc.     |     819,167  |           467,211  |         0.83  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Cedar Fair, L.P.                    |   1,933,890  |         1,298,690  |         2.31  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Cengage Learning, Inc.              |     989,924  |           589,438  |         1.05  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Cequel Communications, LLC          |   3,910,000  |         2,545,423  |         4.53  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Cinemark USA, Inc.                  |   1,218,679  |           817,952  |         1.46  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Claire's Stores, Inc.               |   1,466,316  |           586,286  |         1.04  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Clarke American Corp.               |   5,880,000  |         3,241,849  |         5.77  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| CMP Susquehanna Corp.               |   1,862,280  |           681,767  |         1.21  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Colt Defense LLC                    |   3,895,863  |         2,583,076  |         4.60  | 
+-------------------------------------+--------------+--------------------+---------------+ 
 
 
  UNAUDITED SCHEDULE OF INVESTMENTS - CONSOLIDATED (Continued) 
 
 
As at 30 June 2009 
 
 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |      Nominal |                    |    % of Net   | 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |     Holdings |    Market Value EUR  |  Asset Value  | 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Loans (continued)                   |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Region of trade                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| North America                       |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Country of incorporation            |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| United States (December 2008:       |              |                    |               | 
| 283.68%)                            |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Community Health Systems, Inc.      |      204,559 |            131,055 |          0.23 | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Community Health Systems, Inc.      |   4,009,738  |         2,568,930  |         4.57  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Concentra Inc.                      |   3,430,000  |         2,054,111  |         3.66  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Container Store, Inc.               |   1,965,000  |         1,218,800  |         2.17  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| CPM Acquisition, Inc.               |   1,807,442  |         1,030,872  |         1.84  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| CRC Holding Corp.                   |   2,400,000  |         1,591,273  |         2.83  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| CSC Holdings, Inc.                  |   3,904,596  |         2,648,021  |         4.72  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Dealer Computer Services, Inc.      |     828,403  |           493,150  |         0.88  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Dean Foods Company                  |   1,492,366  |         1,001,188  |         1.78  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Deffenbaugh Group Holdings, Inc.    |     835,758  |           530,299  |         0.94  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Deffenbaugh Group Holdings, Inc.    |     150,751  |            95,654  |         0.17  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| DEI Sales, Inc.                     |   1,862,074  |           663,770  |         1.18  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Deluxe Entertainment Services       |     137,795  |            78,591  |         0.14  | 
| Group, Inc.                         |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Deluxe Entertainment Services       |     788,145  |           449,518  |         0.80  | 
| Group, Inc.                         |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Deluxe Entertainment Services       |      79,747  |            45,483  |         0.08  | 
| Group, Inc.                         |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Dex Media West, LLC                 |     944,012  |           561,131  |         1.00  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Discovery Communications Holdings,  |   4,900,000  |         3,318,717  |         5.91  | 
| LLC                                 |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| DRI Holdings, Inc.                  |   1,204,301  |           686,872  |         1.22  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| DRI Holdings, Inc.                  |   2,255,524  |         1,286,436  |         2.29  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Edgen Murray Corporation            |   3,430,000  |         1,956,296  |         3.48  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Education Management LLC            |   3,348,518  |         2,192,572  |         3.90  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| EducationDynamics, LLC              |     380,000  |           266,852  |         0.48  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| EducationDynamics, LLC              |     492,941  |           346,164  |         0.62  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Energy Transfer Equity, L.P.        |   4,000,000  |         2,710,953  |         4.83  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Enterprise GP Holdings L.P.         |   1,980,000  |         1,358,678  |         2.42  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Fairchild Semiconductor Corporation |   1,975,000  |         1,239,083  |         2.21  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| First Data Corporation              |   2,456,250  |         1,308,984  |         2.33  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| First Data Corporation              |     491,250  |           262,963  |         0.47  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Fresenius US Finance I Inc.         |   2,580,081  |         1,844,951  |         3.29  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| FSB Global Holdings, Inc.           |   2,000,000  |           998,110  |         1.78  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| FSB Global Holdings, Inc.           |   1,940,998  |         1,245,427  |         2.22  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| FTD, Inc.                           |   1,416,193  |           974,317  |         1.73  |