Interim Report -21-

+-------------------------------------+--------------+--------------------+---------------+ 
| Synagro Technologies, Inc.          |     450,000  |           170,837  |         0.30  | 
+-------------------------------------+--------------+--------------------+---------------+ 
 
 
 
 
 
 
 
 
 
 
  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%)                             |              |                    |               | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Syniverse Technologies, Inc.         |     987,437  |           654,701  |         1.17  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Texas Competitive Electric Holdings  |   1,965,000  |           999,906  |         1.78  | 
| Company, LLC                         |              |                    |               | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Texas Competitive Electric Holdings  |     989,924  |           502,849  |         0.90  | 
| Company, LLC                         |              |                    |               | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Ticketmaster                         |   1,000,000  |           670,160  |         1.19  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| TPF Generation Holdings LLC          |     651,038  |           435,970  |         0.78  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Transfirst Holdings, Inc.            |   1,954,406  |           919,622  |         1.64  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| TravelCLICK Acquisitions Co.         |   1,847,600  |         1,119,637  |         1.99  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Travelport LLC                       |   2,940,000  |         1,625,012  |         2.89  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Travelport LLC                       |     893,395  |           493,802  |         0.88  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Travelport LLC                       |     179,260  |            99,081  |         0.18  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| TriMark Acquisition Corp.            |   4,162,416  |         2,878,510  |         5.13  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| TVC Communications, Inc.             |   1,478,849  |           885,633  |         1.58  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| United Surgical Partners,            |   3,279,355  |         2,092,483  |         3.73  | 
| International Inc.                   |              |                    |               | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Univision Communications Inc.        |   3,000,000  |         1,596,749  |         2.84  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| USI Holdings Corp.                   |   1,960,000  |         1,036,376  |         1.85  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| USPF Holdings, LLC                   |   1,831,445  |         1,201,247  |         2.14  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Vangent, Inc.                        |   4,799,292  |         3,045,213  |         5.42  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Verint Systems Inc.                  |   3,728,689  |         2,232,986  |         3.98  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Vertellus Specialties, Inc.          |   2,907,691  |         1,948,618  |         3.47  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Visant Corp.                         |   1,000,000  |           673,725  |         1.20  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Weather Channel                      |   2,970,019  |         2,117,433  |         3.77  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| West Corporation                     |   4,517,826  |         2,929,234  |         5.22  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Western Refining, Inc.               |     806,372  |           550,102  |         0.98  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| White Birch Paper Company            |   1,903,529  |           366,415  |         0.65  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| William Carter Company (The)         |   1,989,637  |         1,347,560  |         2.40  | 
+--------------------------------------+--------------+--------------------+---------------+ 
|                                      |              |       229,350,226  |       408.39  | 
+--------------------------------------+--------------+--------------------+---------------+ 
|                                      |              |                    |               | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Canada (December 2008: 9.82%)        |              |                    |               | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Bragg Communications Incorporated    |   1,965,000  |         1,316,864  |         2.34  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Gateway Casinos & Entertainment      |   3,000,000  |           360,026  |         0.64  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Gateway Casinos & Entertainment      |     166,250  |            72,656  |         0.13  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Gateway Casinos & Entertainment      |     820,833  |           358,729  |         0.64  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Great Canadian Gaming Corporation    |   1,623,478  |         1,015,650  |         1.81  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Telesat Canada                       |     311,759  |           206,521  |         0.37  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Telesat Canada                       |   3,629,764  |         2,404,496  |         4.28  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Van Houtte                           |   2,000,000  |           998,110  |         1.78  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Van Houtte                           |   1,724,800  |         1,119,002  |         1.99  | 
+--------------------------------------+--------------+--------------------+---------------+ 
| Van Houtte                           |     235,200  |           152,591  |         0.27  | 
+--------------------------------------+--------------+--------------------+---------------+ 
|                                      |              |         8,004,645  |        14.25  | 
+--------------------------------------+--------------+--------------------+---------------+ 
 
 
 
 
 
 
 
 
  UNAUDITED SCHEDULE OF INVESTMENTS - CONSOLIDATED (Continued) 
 
 
As at 30 June 2009 
 
 
+-----------------+--------+------------+-----+------------+---+--+------------+----------+--+------------+ 
|                                       |             Nominal  |                          |    % of Net   |