As of

June 30, 2009

December 31, 2008

(unaudited)

ASSETS

Investments at fair value (amortized cost of $2,272,976 and $2,267,593, respectively)

Non-controlled/non-affiliate company investments

$

1,504,277

$

1,477,492

Non-controlled affiliate company investments

339,167

329,326

Controlled affiliate company investments

119,027

166,159

Total investments at fair value

1,962,471

1,972,977

Cash and cash equivalents     (low cash)

46,297

89,383

Receivable for open trades

442

3

Interest receivable

26,630

17,547

Other assets

11,215

11,423

Total assets

$

2,047,055

$

2,091,333

LIABILITIES

Debt

$

879,255

$

908,786

Management and incentive fees payable

48,287

32,989

Payable for open trades

16,744

—

Accounts payable and accrued expenses

11,726

10,006

Interest and facility fees payable

2,223

3,869

Dividend payable

98

40,804

Total liabilities (apx 50%) OK

958,333

996,454

Commitments and contingencies (Note 6)

STOCKHOLDERS’ EQUITY

Common stock, par value $.001 per share, 200,000,000 common shares authorized, 97,152,820 common shares issued and outstanding

97

97

Capital in excess of par value

1,395,958

1,395,958

Accumulated undistributed net investment income (loss)

3,151

(7,637

)

Accumulated net realized gain (loss) on investments, foreign currency transactions and extinguishment of debt

(741

)

(124

)

Net unrealized loss on investments and foreign currency transactions

(309,743

)

(293,415

)

Total stockholders’ equity

1,088,722

1,094,879

Total liabilities and stockholders’ equity

$

2,047,055

$

2,091,333

NET ASSETS PER SHARE  (NAV)

$

11.21

$

11.27

See accompanying notes to consolidated financial statements.