UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

 

 

 

 

 

 

 

FORM N-Q

 

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number

811-09013

 

Eaton Vance Senior Income Trust

(Exact name of registrant as specified in charter)

The Eaton Vance Building, 255 State Street, Boston, Massachusetts

 

02109

(Address of principal executive offices)

 

(Zip code)

 

 

 

Alan R. Dynner, Esq.

Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109

(Name and address of agent for service)

 

Registrant's telephone number, including area code:

(617) 482-8260

 

 

Date of fiscal year end:

June 30

 

 

Date of reporting period:

March 31, 2005

 

 



 

Item 1. Schedule of Investments

 



 

Eaton Vance Senior Income Trust

 

as of March 31, 2005

PORTFOLIO OF INVESTMENTS (Unaudited)

 

 

 

 

Senior, Floating Rate Interests — 144.6% (1)

 

 

 

 

 

Principal
Amount

 

 

Borrower/Tranche Description

 

Value

 

 

 

 

 

 

 

 

Aerospace and Defense — 2.2%

 

 

 

 

 

 

 

 

DynCorp International, LLC

 

 

 

$

655,000

 

 

Term Loan, 6.06%, Maturing February 11, 2011

 

$

663,187

 

 

 

 

Hexcel Corp.

 

 

 

285,000

 

 

Term Loan, 5.23%, Maturing March 1, 2012

 

289,364

 

 

 

 

K&F Industries, Inc.

 

 

 

381,900

 

 

Term Loan, 5.33%, Maturing November 18, 2012

 

388,901

 

 

 

 

Standard Aero Holdings, Inc.

 

 

 

1,153,046

 

 

Term Loan, 5.30%, Maturing August 24, 2012

 

1,171,423

 

 

 

 

Transdigm, Inc.

 

 

 

1,980,000

 

 

Term Loan, 4.94%, Maturing July 22, 2010

 

2,013,721

 

 

 

 

United Defense Industries, Inc.

 

 

 

1,519,277

 

 

Term Loan, 4.85%, Maturing June 30, 2009

 

1,522,441

 

 

 

 

Vought Aircraft Industries, Inc.

 

 

 

1,132,329

 

 

Term Loan, 5.35%, Maturing December 17, 2011

 

1,150,730

 

 

 

 

 

 

$

7,199,767

 

 

 

 

 

 

 

 

Air Transport — 0.6%

 

 

 

 

 

 

 

 

United Airlines, Inc.

 

 

 

1,995,219

 

 

DIP Loan, 7.50%, Maturing June 30, 2005

 

2,013,509

 

 

 

 

 

 

$

2,013,509

 

 

 

 

 

 

 

 

Automotive — 8.2%

 

 

 

 

 

 

 

 

Accuride Corp.

 

 

 

1,573,775

 

 

Term Loan, 5.34%, Maturing January 31, 2012

 

1,590,742

 

 

 

 

Affina Group, Inc.

 

 

 

334,163

 

 

Term Loan, 5.44%, Maturing November 30, 2011

 

339,133

 

 

 

 

Collins & Aikman Products Co.

 

 

 

1,480,597

 

 

Revolving Loan, 6.34%, Maturing August 31, 2009

 

1,478,129

 

 

1



 

 

 

 

CSA Acquisition Corp.

 

 

 

$

124,272

 

 

Term Loan, 4.75%, Maturing December 23, 2011

 

$

124,945

 

199,916

 

 

Term Loan, 4.75%, Maturing December 23, 2011

 

200,999

 

 

 

 

Dayco Products, LLC

 

 

 

1,389,500

 

 

Term Loan, 6.24%, Maturing June 23, 2011

 

1,413,816

 

 

 

 

Dura Operating Corp.

 

 

 

743,482

 

 

Term Loan, 5.35%, Maturing March 31, 2007

 

750,917

 

 

 

 

Exide Technologies

 

 

 

474,826

 

 

Term Loan, 6.24%, Maturing May 5, 2010

 

478,387

 

474,826

 

 

Term Loan, 6.24%, Maturing May 5, 2010

 

480,168

 

 

 

 

Federal-Mogul Corp.

 

 

 

1,500,000

 

 

Term Loan, 4.90%, Maturing February 24, 2005

 

1,410,234

 

750,000

 

 

Term Loan, 5.10%, Maturing February 24, 2005

 

703,711

 

763,183

 

 

Term Loan, 6.60%, Maturing February 24, 2005

 

767,953

 

 

 

 

HLI Operating Co., Inc.

 

 

 

2,136,250

 

 

Term Loan, 6.57%, Maturing June 3, 2009

 

2,169,629

 

 

 

 

Key Automotive Group

 

 

 

961,403

 

 

Term Loan, 5.74%, Maturing June 29, 2010

 

975,224

 

 

 

 

Meridian Automotive Systems, Inc.

 

 

 

148,500

 

 

Term Loan, 6.84%, Maturing April 27, 2010

 

146,607

 

 

 

 

Metaldyne Corp.

 

 

 

1,316,537

 

 

Term Loan, 7.06%, Maturing December 31, 2009

 

1,327,070

 

 

 

 

Plastech Engineered Products, Inc.

 

 

 

479,310

 

 

Term Loan, 7.85%, Maturing March 31, 2010

 

476,839

 

 

 

 

R.J. Tower Corp.

 

 

 

925,000

 

 

DIP Loan, 6.19%, Maturing February 2, 2007

 

947,933

 

 

 

 

Tenneco Automotive, Inc.

 

 

 

1,386,841

 

 

Term Loan, 4.94%, Maturing December 12, 2010

 

1,415,733

 

 

2



 

 

 

 

The Goodyear Tire & Rubber Co.

 

 

 

$

2,500,000

 

 

Term Loan, 6.56%, Maturing March 31, 2006

 

$

2,526,562

 

900,000

 

 

Term Loan, 9.25%, Maturing March 31, 2006

 

909,450

 

500,000

 

 

Term Loan, 0.00%, Maturing September 30, 2007

 

504,219

 

 

 

 

TI Automotive, Ltd.

 

 

 

650,000

 

 

Term Loan, 6.03%, Maturing June 30, 2011

 

647,766

 

 

 

 

Trimas Corp.

 

 

 

2,149,222

 

 

Term Loan, 6.19%, Maturing December 31, 2009

 

2,185,043

 

 

 

 

TRW Automotive, Inc.

 

 

 

1,582,808

 

 

Term Loan, 4.38%, Maturing February 27, 2011

 

1,600,285

 

 

 

 

United Components, Inc.

 

 

 

902,724

 

 

Term Loan, 5.29%, Maturing June 30, 2010

 

916,829

 

 

 

 

 

 

$

26,488,323

 

 

 

 

 

 

 

 

Beverage and Tobacco — 2.0%

 

 

 

 

 

 

 

 

Constellation Brands, Inc.

 

 

 

2,234,942

 

 

Term Loan, 4.99%, Maturing December 22, 2011

 

2,273,121

 

 

 

 

Culligan International Co.

 

 

 

850,000

 

 

Term Loan, 5.27%, Maturing September 30, 2011

 

866,114

 

 

 

 

DS Waters, L.P.

 

 

 

310,449

 

 

Term Loan, 7.49%, Maturing November 7, 2009

 

301,058

 

 

 

 

Southern Wine & Spirits of America, Inc.

 

 

 

2,433,829

 

 

Term Loan, 5.35%, Maturing June 28, 2008

 

2,471,098

 

 

 

 

Sunny Delight Beverages Co.

 

 

 

570,912

 

 

Term Loan, 6.83%, Maturing August 20, 2010

 

575,194

 

 

 

 

 

 

$

6,486,585

 

 

 

 

 

 

 

 

Building and Development — 8.4%

 

 

 

 

 

 

 

 

AGBRI Octagon

 

 

 

443,989

 

 

Term Loan, 4.97%, Maturing May 31, 2005

 

440,659

 

 

 

 

DMB/CHII, LLC

 

 

 

442,504

 

 

Term Loan, 5.19%, Maturing March 3, 2009

 

443,610

 

 

 

 

Formica Corp.

 

 

 

156,649

 

 

Term Loan, 7.75%, Maturing June 10, 2010

 

158,216

 

 

3



 

$

80,111

 

 

Term Loan, 7.76%, Maturing June 10, 2010

 

$

80,912

 

229,192

 

 

Term Loan, 7.76%, Maturing June 10, 2010

 

231,484

 

64,643

 

 

Term Loan, 7.76%, Maturing June 10, 2010

 

65,289

 

 

 

 

FT-FIN Acquisition, LLC

 

 

 

686,462

 

 

Term Loan, 7.25%, Maturing November 17, 2007

 

688,178

 

 

 

 

General Growth Properties, Inc.

 

 

 

4,714,405

 

 

Term Loan, 5.10%, Maturing November 12, 2008

 

4,799,316

 

 

 

 

Landsource Communities, LLC

 

 

 

1,502,000

 

 

Term Loan, 5.38%, Maturing March 31, 2010

 

1,524,061

 

 

 

 

LNR Property Corp.

 

 

 

2,335,000

 

 

Term Loan, 5.81%, Maturing February 3, 2008

 

2,369,661

 

 

 

 

LNR Property Holdings

 

 

 

500,000

 

 

Term Loan, 7.31%, Maturing February 3, 2008

 

505,625

 

 

 

 

MAAX Corp.

 

 

 

436,700

 

 

Term Loan, 5.50%, Maturing June 4, 2011

 

441,613

 

 

 

 

Mueller Group, Inc.

 

 

 

1,179,528

 

 

Term Loan, 5.67%, Maturing April 23, 2011

 

1,193,534

 

 

 

 

Newkirk Master, L.P.

 

 

 

1,124,570

 

 

Term Loan, 7.35%, Maturing November 24, 2006

 

1,141,438

 

 

 

 

Newkirk Tender Holdings, LLC

 

 

 

911,305

 

 

Term Loan, 7.59%, Maturing May 25, 2006

 

918,140

 

1,111,111

 

 

Term Loan, 9.09%, Maturing May 25, 2006

 

1,119,444

 

 

 

 

Nortek, Inc.

 

 

 

945,250

 

 

Term Loan, 5.59%, Maturing August 27, 2011

 

960,610

 

 

 

 

Panolam Industries Holdings

 

 

 

531,926

 

 

Term Loan, 6.13%, Maturing June 3, 2011

 

539,240

 

641,167

 

 

Term Loan, 10.38%, Maturing December 3, 2011

 

656,395

 

 

 

 

Ply Gem Industries, Inc.

 

 

 

96,622

 

 

Term Loan, 5.28%, Maturing February 12, 2011

 

97,951

 

375,000

 

 

Term Loan, 5.60%, Maturing February 12, 2011

 

380,156

 

 

4



 

$

658,028

 

 

Term Loan, 5.60%, Maturing February 12, 2011

 

$

667,075

 

 

 

 

South Edge, LLC

 

 

 

328,125

 

 

Term Loan, 4.44%, Maturing October 31, 2007

 

330,176

 

421,875

 

 

Term Loan, 4.69%, Maturing October 31, 2009

 

426,885

 

 

 

 

Sugarloaf Mills, LLC

 

 

 

1,200,000

 

 

Term Loan, 5.76%, Maturing April 7, 2008

 

1,200,000

 

 

 

 

The Woodlands Community Property Co.

 

 

 

554,000

 

 

Term Loan, 4.94%, Maturing November 30, 2007

 

560,925

 

923,000

 

 

Term Loan, 6.94%, Maturing November 30, 2007

 

936,845

 

 

 

 

Tousa/Kolter, LLC

 

 

 

962,000

 

 

Term Loan, 4.20%, Maturing January 7, 2008

 

966,810

 

 

 

 

Tower Financing, LLC

 

 

 

1,500,000

 

 

Term Loan, 6.19%, Maturing July 9, 2008

 

1,501,875

 

 

 

 

Whitehall Street Real Estate, L.P.

 

 

 

1,746,765

 

 

Term Loan, 6.60%, Maturing September 11, 2006 (2)

 

1,785,717

 

 

 

 

 

 

$

27,131,840

 

 

 

 

 

 

 

 

Business Equipment and Services — 3.6%

 

 

 

 

 

 

 

 

Allied Security Holdings, LLC

 

 

 

837,698

 

 

Term Loan, 7.35%, Maturing June 30, 2010

 

851,310

 

 

 

 

Baker & Taylor, Inc.

 

 

 

1,700,000

 

 

Term Loan, 9.35%, Maturing May 6, 2011

 

1,721,250

 

 

 

 

Global Imaging Systems, Inc.

 

 

 

487,579

 

 

Term Loan, 4.35%, Maturing May 10, 2010

 

492,150

 

 

 

 

Info USA, Inc.

 

 

 

368,688

 

 

Term Loan, 5.75%, Maturing June 9, 2010

 

371,453

 

 

 

 

Iron Mountain, Inc.

 

 

 

4,010,090

 

 

Term Loan, 4.69%, Maturing April 2, 2011

 

4,064,728

 

 

 

 

Mitchell International, Inc.

 

 

 

453,152

 

 

Term Loan, 6.09%, Maturing August 13, 2011

 

461,365

 

744,997

 

 

Term Loan, 8.80%, Maturing August 13, 2012

 

765,484

 

 

5



 

 

 

 

Quintiles Transnational Corp.

 

 

 

$

751,694

 

 

Term Loan, 4.84%, Maturing September 25, 2009

 

$

757,331

 

 

 

 

Telcordia Technologies, Inc.

 

 

 

1,060,000

 

 

Term Loan, 5.58%, Maturing September 15, 2012

 

1,065,742

 

 

 

 

Williams Scotsman, Inc.

 

 

 

989,796

 

 

Term Loan, 5.81%, Maturing December 31, 2006

 

1,003,406

 

 

 

 

 

 

$

11,554,219

 

 

 

 

 

 

 

 

Cable and Satellite Television — 8.8%

 

 

 

 

 

 

 

 

Adelphia Communications Corp.

 

 

 

1,820,000

 

 

DIP Loan, 5.38%, Maturing March 31, 2006

 

1,829,384

 

 

 

 

Atlantic Broadband Finance, LLC

 

 

 

1,494,183

 

 

Term Loan, 5.70%, Maturing February 10, 2011

 

1,527,802

 

 

 

 

Bragg Communication, Inc.

 

 

 

557,245

 

 

Term Loan, 5.39%, Maturing August 31, 2011

 

566,649

 

 

 

 

Bresnan Communications, LLC

 

 

 

500,000

 

 

Term Loan, 6.46%, Maturing September 30, 2009

 

506,250

 

1,000,000

 

 

Term Loan, 6.32%, Maturing September 30, 2010

 

1,016,875

 

 

 

 

Canadian Cable Acquisition Co., Inc.

 

 

 

1,004,950

 

 

Term Loan, 6.09%, Maturing July 30, 2011

 

1,018,455

 

 

 

 

Cebridge Connections, Inc.

 

 

 

759,263

 

 

Term Loan, 6.11%, Maturing February 23, 2009

 

764,008

 

792,000

 

 

Term Loan, 8.79%, Maturing February 23, 2010

 

806,850

 

 

 

 

Charter Communications Operating, LLC

 

 

 

7,190,650

 

 

Term Loan, 5.98%, Maturing April 27, 2011

 

7,235,268

 

 

 

 

Insight Midwest Holdings, LLC

 

 

 

1,975,000

 

 

Term Loan, 5.75%, Maturing December 31, 2009

 

2,015,118

 

1,481,250

 

 

Term Loan, 5.75%, Maturing December 31, 2009

 

1,511,183

 

 

 

 

Mediacom Broadband

 

 

 

843,625

 

 

Term Loan, 5.25%, Maturing September 30, 2010

 

861,816

 

 

6



 

 

 

 

Mediacom Illinois, LLC

 

 

 

$

1,995,000

 

 

Term Loan, 5.00%, Maturing March 31, 2013

 

$

2,032,562

 

 

 

 

NTL, Inc.

 

 

 

1,750,000

 

 

Term Loan, 5.20%, Maturing April 13, 2012

 

1,782,813

 

 

 

 

PanAmSat Corp.

 

 

 

2,719,273

 

 

Term Loan, 5.75%, Maturing August 20, 2011

 

2,766,338

 

 

 

 

UGS Corp.

 

 

 

398,000

 

 

Term Loan, 4.58%, Maturing May 27, 2011

 

405,960

 

 

 

 

UPC Broadband Holdings B.V.

 

 

 

1,780,000

 

 

Term Loan, 5.75%, Maturing September 30, 2012

 

1,801,260

 

 

 

 

 

 

$

28,448,591

 

 

 

 

 

 

 

 

Chemicals and Plastics — 6.5%

 

 

 

 

 

 

 

 

Brenntag AG

 

 

 

1,275,000

 

 

Term Loan, 5.88%, Maturing December 9, 2011

 

1,296,915

 

 

 

 

Gentek, Inc.

 

 

 

430,000

 

 

Term Loan, 8.56%, Maturing April 15, 2005

 

433,583

 

315,000

 

 

Term Loan, 5.81%, Maturing February 25, 2011

 

319,331

 

 

 

 

Hercules, Inc.

 

 

 

495,000

 

 

Term Loan, 4.01%, Maturing October 8, 2010

 

502,271

 

 

 

 

Huntsman International, LLC

 

 

 

2,083,123

 

 

Term Loan, 5.38%, Maturing December 31, 2010

 

2,127,390

 

 

 

 

Huntsman, LLC

 

 

 

1,200,000

 

 

Term Loan, 5.88%, Maturing March 31, 2010

 

1,222,950

 

 

 

 

Innophos, Inc.

 

 

 

507,693

 

 

Term Loan, 5.36%, Maturing August 13, 2010

 

516,895

 

 

 

 

Invista B.V.

 

 

 

2,018,648

 

 

Term Loan, 5.88%, Maturing April 29, 2011

 

2,060,914

 

875,818

 

 

Term Loan, 5.88%, Maturing April 29, 2011

 

894,156

 

 

 

 

ISP Chemco, Inc.

 

 

 

693,000

 

 

Term Loan, 4.74%, Maturing March 27, 2011

 

702,096

 

 

 

 

Kraton Polymer

 

 

 

1,475,301

 

 

Term Loan, 5.78%, Maturing December 5, 2008

 

1,502,962

 

 

7



 

 

 

 

Mosaic Co.

 

 

 

$

770,000

 

 

Term Loan, 4.46%, Maturing June 15, 2007

 

$

779,785

 

 

 

 

Nalco Co.

 

 

 

3,329,426

 

 

Term Loan, 4.95%, Maturing November 4, 2010

 

3,399,251

 

 

 

 

Niagara Acquisition, Inc.

 

 

 

265,000

 

 

Term Loan, 4.75%, Maturing February 11, 2012

 

269,720

 

 

 

 

Resolution Specialty Materials

 

 

 

746,250

 

 

Term Loan, 5.56%, Maturing August 2, 2010

 

756,511

 

 

 

 

Rockwood Specialties Group, Inc.

 

 

 

2,335,000

 

 

Term Loan, 4.95%, Maturing July 30, 2012

 

2,386,704

 

 

 

 

Solo Cup Co.

 

 

 

1,356,860

 

 

Term Loan, 4.97%, Maturing February 27, 2011

 

1,378,569

 

 

 

 

Wellman, Inc.

 

 

 

400,000

 

 

Term Loan, 6.74%, Maturing February 10, 2009

 

406,833

 

 

 

 

Westlake Chemical Corp.

 

 

 

40,074

 

 

Term Loan, 5.22%, Maturing July 31, 2010

 

40,600

 

 

 

 

 

 

$

20,997,436

 

 

 

 

 

 

 

 

Clothing/Textiles — 0.4%

 

 

 

 

 

 

 

 

Propex Fabrics, Inc.

 

 

 

187,625

 

 

Term Loan, 5.04%, Maturing December 1, 2011

 

189,032

 

 

 

 

SI Corp.

 

 

 

855,808

 

 

Term Loan, 7.10%, Maturing December 9, 2009

 

870,250

 

 

 

 

St. John Knits International, Inc.

 

 

 

204,241

 

 

Term Loan, 2.64%, Maturing March 23, 2012

 

207,177

 

 

 

 

 

 

$

1,266,459

 

 

 

 

 

 

 

 

Conglomerates — 3.1%

 

 

 

 

 

 

 

 

Amsted Industries, Inc.

 

 

 

2,163,050

 

 

Term Loan, 5.51%, Maturing October 15, 2010

 

2,199,552

 

 

 

 

Blount, Inc.

 

 

 

739,049

 

 

Term Loan, 5.31%, Maturing August 9, 2010

 

752,136

 

 

8



 

 

 

 

Goodman Global Holdings, Inc.

 

 

 

$

643,388

 

 

Term Loan, 5.13%, Maturing December 23, 2011

 

$

655,250

 

 

 

 

Johnson Diversey, Inc.

 

 

 

1,199,414

 

 

Term Loan, 5.00%, Maturing November 30, 2009

 

1,217,218

 

 

 

 

Polymer Group, Inc.

 

 

 

1,173,294

 

 

Term Loan, 6.34%, Maturing April 27, 2010

 

1,199,204

 

1,250,000

 

 

Term Loan, 9.34%, Maturing April 27, 2011

 

1,281,250

 

 

 

 

PP Acquisition Corp.

 

 

 

1,168,750

 

 

Term Loan, 5.35%, Maturing November 12, 2011

 

1,184,820

 

 

 

 

Rexnord Corp.

 

 

 

1,575,521

 

 

Term Loan, 5.42%, Maturing November 30, 2009

 

1,595,215

 

 

 

 

 

 

$

10,084,645

 

 

 

 

 

 

 

 

Containers and Glass Products — 8.7%

 

 

 

 

 

 

 

 

Berry Plastics Corp.

 

 

 

2,139,317

 

 

Term Loan, 4.77%, Maturing July 22, 2010

 

2,179,429

 

 

 

 

BWAY Corp.

 

 

 

325,500

 

 

Term Loan, 5.00%, Maturing June 30, 2011

 

330,654

 

 

 

 

Celanese AG

 

 

 

2,132,012

 

 

Term Loan, 5.63%, Maturing April 6, 2011

 

2,179,650

 

 

 

 

Consolidated Container Holding, LLC

 

 

 

645,125

 

 

Term Loan, 6.69%, Maturing December 15, 2008

 

653,592

 

 

 

 

Dr. Pepper/Seven Up Bottling Group, Inc.

 

 

 

1,321,377

 

 

Term Loan, 4.22%, Maturing December 19, 2010

 

1,348,836

 

 

 

 

Graham Packaging Holdings Co.

 

 

 

2,294,250

 

 

Term Loan, 5.23%, Maturing October 7, 2011

 

2,344,150

 

1,000,000

 

 

Term Loan, 7.31%, Maturing October 7, 2012

 

1,032,708

 

 

 

 

Graphic Packaging International, Inc.

 

 

 

5,062,742

 

 

Term Loan, 5.15%, Maturing August 8, 2009

 

5,158,302

 

 

 

 

IPG (US), Inc.

 

 

 

368,150

 

 

Term Loan, 4.98%, Maturing July 28, 2011

 

373,672

 

 

9



 

 

 

 

Kranson Industries, Inc.

 

 

 

$

496,250

 

 

Term Loan, 5.85%, Maturing July 30, 2011

 

$

503,694

 

 

 

 

Owens-Illinois, Inc.

 

 

 

486,733

 

 

Term Loan, 5.53%, Maturing April 1, 2007

 

495,250

 

394,214

 

 

Term Loan, 5.58%, Maturing April 1, 2008

 

401,951

 

 

 

 

Printpack Holdings, Inc.

 

 

 

2,559,398

 

 

Term Loan, 5.13%, Maturing April 30, 2009

 

2,602,588

 

 

 

 

Silgan Holdings, Inc.

 

 

 

3,814,568

 

 

Term Loan, 4.87%, Maturing December 31, 2008

 

3,871,787

 

 

 

 

Smurfit-Stone Container Corp.

 

 

 

315,687

 

 

Term Loan, 2.10%, Maturing November 1, 2011

 

322,050

 

2,522,910

 

 

Term Loan, 4.78%, Maturing November 1, 2011

 

2,573,631

 

801,916

 

 

Term Loan, 4.88%, Maturing November 1, 2011

 

818,255

 

 

 

 

U.S. Can Corp.

 

 

 

990,000

 

 

Term Loan, 6.60%, Maturing January 10, 2010

 

994,331

 

 

 

 

 

 

$

28,184,530

 

 

 

 

 

 

 

 

Cosmetics/Toiletries — 0.6%

 

 

 

 

 

 

 

 

American Safety Razor Co.

 

 

 

250,000

 

 

Term Loan, 5.71%, Maturing February 28, 2012

 

255,625

 

 

 

 

Prestige Brands, Inc.

 

 

 

891,000

 

 

Term Loan, 5.38%, Maturing April 7, 2011

 

906,407

 

 

 

 

Revlon Consumer Products Corp.

 

 

 

716,719

 

 

Term Loan, 8.91%, Maturing July 9, 2010

 

749,568

 

 

 

 

 

 

$

1,911,600

 

 

 

 

 

 

 

 

Drugs — 0.9%

 

 

 

 

 

 

 

 

Herbalife International, Inc.

 

 

 

304,238

 

 

Term Loan, 5.16%, Maturing December 21, 2010

 

309,752

 

 

 

 

Warner Chilcott Corp.

 

 

 

628,857

 

 

Term Loan, 5.58%, Maturing January 18, 2012

 

636,168

 

290,514

 

 

Term Loan, 5.58%, Maturing January 18, 2012

 

293,892

 

1,560,629

 

 

Term Loan, 5.58%, Maturing January 18, 2012

 

1,578,771

 

 

 

 

 

 

$

2,818,583

 

 

10



 

Ecological Services and Equipment — 3.0%

 

 

 

 

 

 

 

 

Alderwoods Group, Inc.

 

 

 

$

380,049

 

 

Term Loan, 4.87%, Maturing September 29, 2009

 

$

386,225

 

 

 

 

Allied Waste Industries, Inc.

 

 

 

993,341

 

 

Term Loan, 2.87%, Maturing January 15, 2010

 

993,341

 

2,682,020

 

 

Term Loan, 5.04%, Maturing January 15, 2012

 

2,682,020

 

 

 

 

Casella Waste Systems, Inc.

 

 

 

1,617,000

 

 

Term Loan, 5.65%, Maturing January 24, 2010

 

1,635,697

 

 

 

 

Envirocare of Utah, LLC

 

 

 

390,000

 

 

Term Loan, 5.79%, Maturing January 31, 2010

 

390,000

 

 

 

 

Environmental Systems, Inc.

 

 

 

1,195,116

 

 

Term Loan, 6.28%, Maturing December 12, 2008

 

1,218,271

 

 

 

 

IESI Corp.

 

 

 

441,176

 

 

Term Loan, 4.71%, Maturing January 20, 2012

 

448,345

 

 

 

 

National Waterworks, Inc.

 

 

 

1,262,755

 

 

Term Loan, 5.60%, Maturing November 22, 2009

 

1,284,853

 

 

 

 

Sensus Metering Systems, Inc.

 

 

 

426,087

 

 

Term Loan, 5.43%, Maturing December 17, 2010

 

431,058

 

63,913

 

 

Term Loan, 5.43%, Maturing December 17, 2010

 

64,659

 

 

 

 

 

 

$

9,534,469

 

 

 

 

 

 

 

 

Electronics/Electrical — 4.0%

 

 

 

 

 

 

 

 

AMI Semiconductor

 

 

 

492,500

 

 

Term Loan, 7.25%, Maturing September 30, 2008

 

498,862

 

 

 

 

Communications & Power, Inc.

 

 

 

444,444

 

 

Term Loan, 5.14%, Maturing July 23, 2010

 

451,389

 

 

 

 

Enersys Capital, Inc.

 

 

 

992,500

 

 

Term Loan, 4.99%, Maturing March 17, 2011

 

1,011,420

 

 

 

 

Fairchild Semiconductor Corp.

 

 

 

1,473,806

 

 

Term Loan, 4.69%, Maturing June 19, 2008

 

1,491,308

 

663,338

 

 

Term Loan, 4.69%, Maturing December 31, 2010

 

674,117

 

 

11



 

 

 

 

Invensys International Holding

 

 

 

$

2,326,015

 

 

Term Loan, 6.09%, Maturing September 5, 2009

 

$

2,369,628

 

 

 

 

Memec Group, Ltd.

 

 

 

1,000,000

 

 

Term Loan, 11.06%, Maturing June 15, 2010

 

1,028,750

 

 

 

 

Panavision, Inc.

 

 

 

1,058,580

 

 

Term Loan, 8.48%, Maturing January 12, 2007

 

1,083,059

 

 

 

 

Rayovac Corp.

 

 

 

2,480,000

 

 

Term Loan, 4.68%, Maturing February 7, 2012

 

2,528,050

 

 

 

 

Security Co., Inc.

 

 

 

496,250

 

 

Term Loan, 7.00%, Maturing June 28, 2010

 

504,934

 

500,000

 

 

Term Loan, 10.31%, Maturing June 28, 2011

 

510,000

 

 

 

 

Vertafore, Inc.

 

 

 

269,325

 

 

Term Loan, 5.62%, Maturing December 22, 2010

 

273,028

 

500,000

 

 

Term Loan, 8.87%, Maturing December 22, 2011

 

509,063

 

 

 

 

 

 

$

12,933,608

 

 

 

 

 

 

 

 

Equipment Leasing — 0.6%

 

 

 

 

 

 

 

 

Ashtead Group, PLC

 

 

 

1,000,000

 

 

Term Loan, 5.31%, Maturing November 12, 2009

 

1,015,625

 

 

 

 

United Rentals, Inc.

 

 

 

166,667

 

 

Term Loan, 2.25%, Maturing February 14, 2011

 

169,427

 

825,000

 

 

Term Loan, 5.10%, Maturing February 14, 2011

 

840,211

 

 

 

 

 

 

$

2,025,263

 

 

 

 

 

 

 

 

Farming/Agriculture — 0.2%

 

 

 

 

 

 

 

 

Central Garden & Pet Co.

 

 

 

786,745

 

 

Term Loan, 4.57%, Maturing May 19, 2009

 

795,596

 

 

 

 

 

 

$

795,596

 

 

 

 

 

 

 

 

Financial Intermediaries — 2.8%

 

 

 

 

 

 

 

 

AIMCO Properties, L.P.

 

 

 

2,350,000

 

 

Term Loan, 4.75%, Maturing November 2, 2009

 

2,397,000

 

 

 

 

Coinstar, Inc.

 

 

 

310,994

 

 

Term Loan, 4.59%, Maturing July 7, 2011

 

316,825

 

 

12



 

 

 

 

Corrections Corp. of America

 

 

 

$

582,311

 

 

Term Loan, 4.95%, Maturing March 31, 2008

 

$

591,045

 

 

 

 

Fidelity National Information Solutions, Inc.

 

 

 

3,650,000

 

 

Term Loan, 4.51%, Maturing March 9, 2013

 

3,667,338

 

 

 

 

Refco Group Ltd., LLC

 

 

 

1,881,475

 

 

Term Loan, 4.85%, Maturing August 5, 2011

 

1,905,876

 

 

 

 

 

 

$

8,878,084

 

 

 

 

 

 

 

 

Food Products — 3.9%

 

 

 

 

 

 

 

 

Acosta Sales Co., Inc.

 

 

 

522,375

 

 

Term Loan, 5.60%, Maturing August 13, 2010

 

530,374

 

 

 

 

American Seafoods Holdings, LLC

 

 

 

292,075

 

 

Term Loan, 6.09%, Maturing September 30, 2007

 

292,623

 

744,752

 

 

Term Loan, 6.34%, Maturing March 31, 2009

 

756,622

 

 

 

 

Atkins Nutritional, Inc.

 

 

 

414,404

 

 

Term Loan, 8.25%, Maturing November 26, 2009

 

290,601

 

 

 

 

Del Monte Corp.

 

 

 

450,000

 

 

Term Loan, 4.27%, Maturing February 8, 2012

 

457,594

 

 

 

 

Doane Pet Care Co.

 

 

 

1,074,600

 

 

Term Loan, 6.70%, Maturing November 5, 2009

 

1,094,077

 

 

 

 

Interstate Brands Corp.

 

 

 

485,000

 

 

Term Loan, 6.77%, Maturing July 19, 2007

 

478,331

 

901,793

 

 

Term Loan, 7.05%, Maturing July 19, 2007

 

890,972

 

 

 

 

Merisant Co.

 

 

 

1,470,564

 

 

Term Loan, 5.48%, Maturing January 31, 2010

 

1,471,483

 

 

 

 

Michael Foods, Inc.

 

 

 

919,293

 

 

Term Loan, 5.07%, Maturing November 20, 2010

 

936,817

 

1,000,000

 

 

Term Loan, 6.59%, Maturing November 20, 2011

 

1,030,000

 

 

 

 

National Dairy Holdings, L.P.

 

 

 

160,000

 

 

Term Loan, 4.83%, Maturing March 15, 2012

 

162,800

 

 

13



 

 

 

 

Pinnacle Foods Holdings Corp.

 

 

 

$

3,216,880

 

 

Term Loan, 5.81%, Maturing November 25, 2010

 

$

3,258,599

 

 

 

 

Reddy Ice Group, Inc.

 

 

 

985,000

 

 

Term Loan, 5.35%, Maturing July 31, 2009

 

990,849

 

 

 

 

 

 

$

12,641,742

 

 

 

 

 

 

 

 

Food Service — 3.5%

 

 

 

 

 

 

 

 

AFC Enterprises, Inc.

 

 

 

916,696

 

 

Term Loan, 7.75%, Maturing May 23, 2009

 

926,150

 

 

 

 

Buffets, Inc.

 

 

 

1,125,839

 

 

Term Loan, 6.27%, Maturing June 28, 2009

 

1,135,220

 

209,091

 

 

Term Loan, 6.59%, Maturing June 28, 2009

 

210,833

 

 

 

 

Carrols Corp.

 

 

 

793,013

 

 

Term Loan, 5.38%, Maturing May 31, 2010

 

809,533

 

 

 

 

CKE Restaurants, Inc.

 

 

 

255,621

 

 

Term Loan, 5.31%, Maturing May 1, 2010

 

261,372

 

 

 

 

Denny’s, Inc.

 

 

 

1,246,878

 

 

Term Loan, 6.21%, Maturing September 21, 2009

 

1,279,608

 

 

 

 

Domino’s, Inc.

 

 

 

3,136,341

 

 

Term Loan, 4.88%, Maturing June 25, 2010

 

3,191,227

 

 

 

 

Gate Gourmet Borrower, LLC

 

 

 

1,230,000

 

 

Term Loan, 9.51%, Maturing December 31, 2008

 

1,205,016

 

 

 

 

Jack in the Box, Inc.

 

 

 

742,500

 

 

Term Loan, 4.80%, Maturing January 8, 2011

 

754,566

 

 

 

 

Maine Beverage Co., LLC

 

 

 

446,429

 

 

Term Loan, 6.22%, Maturing June 30, 2010

 

448,661

 

 

 

 

Ruth Chris Steak House, Inc.

 

 

 

419,762

 

 

Term Loan, 6.00%, Maturing March 11, 2011

 

425,009

 

 

 

 

Weight Watchers International, Inc.

 

 

 

497,500

 

 

Term Loan, 4.16%, Maturing March 31, 2010

 

503,926

 

 

 

 

 

 

$

11,151,121

 

 

 

 

 

 

 

 

Food/Drug Retailers — 3.0%

 

 

 

 

 

 

 

 

Cumberland Farms, Inc.

 

 

 

2,335,092

 

 

Term Loan, 5.58%, Maturing September 8, 2008

 

2,354,065

 

 

14



 

 

 

 

General Nutrition Centers, Inc.

 

 

 

$

341,297

 

 

Term Loan, 5.86%, Maturing December 5, 2009

 

$

346,416

 

 

 

 

Giant Eagle, Inc.

 

 

 

2,834,149

 

 

Term Loan, 4.66%, Maturing August 6, 2009

 

2,883,746

 

 

 

 

Roundy’s, Inc.

 

 

 

1,187,500

 

 

Term Loan, 4.84%, Maturing June 6, 2009

 

1,200,117

 

 

 

 

The Jean Coutu Group (PJC), Inc.

 

 

 

1,916,622

 

 

Term Loan, 5.00%, Maturing July 30, 2011

 

1,956,902

 

 

 

 

The Pantry, Inc.

 

 

 

1,061,076

 

 

Term Loan, 5.10%, Maturing March 12, 2011

 

1,082,630

 

 

 

 

 

 

$

9,823,876

 

 

 

 

 

 

 

 

Forest Products — 1.3%

 

 

 

 

 

 

 

 

Boise Cascade Holdings, LLC

 

 

 

2,173,265

 

 

Term Loan, 5.13%, Maturing September 29, 2010

 

2,216,730

 

 

 

 

Buckeye Technologies, Inc.

 

 

 

193,951

 

 

Term Loan, 4.86%, Maturing April 15, 2010

 

197,184

 

 

 

 

Koch Cellulose, LLC

 

 

 

286,936

 

 

Term Loan, 4.44%, Maturing May 7, 2011

 

291,778

 

936,258

 

 

Term Loan, 5.34%, Maturing May 7, 2011

 

952,058

 

 

 

 

RLC Industries Co.

 

 

 

585,964

 

 

Term Loan, 4.59%, Maturing February 24, 2010

 

588,162

 

 

 

 

 

 

$

4,245,912

 

 

 

 

 

 

 

 

Healthcare — 8.7%

 

 

 

 

 

 

 

 

Accredo Health, Inc.

 

 

 

972,125

 

 

Term Loan, 4.60%, Maturing April 30, 2011

 

977,593

 

 

 

 

Alliance Imaging, Inc.

 

 

 

1,204,361

 

 

Term Loan, 5.10%, Maturing June 10, 2008

 

1,225,062

 

 

 

 

AMN Healthcare, Inc.

 

 

 

346,182

 

 

Term Loan, 6.10%, Maturing October 2, 2008

 

350,293

 

 

15



 

 

 

 

AMR HoldCo, Inc.

 

 

 

$

895,000

 

 

Term Loan, 5.35%, Maturing February 10, 2012

 

$

909,544

 

 

 

 

Ardent Health Services, Inc.

 

 

 

572,125

 

 

Term Loan, 5.25%, Maturing July 12, 2011

 

573,377

 

 

 

 

Colgate Medical, Ltd.

 

 

 

312,500

 

 

Term Loan, 5.09%, Maturing December 30, 2008

 

317,285

 

 

 

 

Community Health Systems, Inc.

 

 

 

3,421,556

 

 

Term Loan, 4.64%, Maturing August 19, 2011

 

3,474,406

 

 

 

 

Concentra Operating Corp.

 

 

 

982,575

 

 

Term Loan, 5.17%, Maturing June 30, 2009

 

997,723

 

 

 

 

Conmed Corp.

 

 

 

1,099,899

 

 

Term Loan, 5.02%, Maturing December 31, 2007

 

1,113,648

 

 

 

 

Cross Country Healthcare, Inc.

 

 

 

306,517

 

 

Term Loan, 6.12%, Maturing June 5, 2009

 

309,582

 

 

 

 

DJ Orthopedics, Inc.

 

 

 

949,367

 

 

Term Loan, 5.04%, Maturing May 15, 2009

 

967,761

 

 

 

 

Encore Medical IHC, Inc.

 

 

 

839,375

 

 

Term Loan, 5.77%, Maturing October 4, 2010

 

853,539

 

 

 

 

Envision Worldwide, Inc.

 

 

 

696,111

 

 

Term Loan, 7.68%, Maturing September 30, 2010

 

703,072

 

 

 

 

FHC Health Systems, Inc.

 

 

 

348,214

 

 

Term Loan, 8.91%, Maturing December 18, 2009

 

354,308

 

243,750

 

 

Term Loan, 11.91%, Maturing December 18, 2009

 

246,797

 

750,000

 

 

Term Loan, 11.77%, Maturing February 7, 2011

 

768,750

 

 

 

 

Hanger Orthopedic Group, Inc.

 

 

 

989,949

 

 

Term Loan, 6.59%, Maturing September 30, 2009

 

1,001,086

 

 

 

 

Healthcare Partners, LLC

 

 

 

205,000

 

 

Term Loan, 6.75%, Maturing March 2, 2011

 

208,459

 

 

 

 

Healthsouth Corp.

 

 

 

495,000

 

 

Term Loan, 7.25%, Maturing June 14, 2007

 

499,796

 

140,000

 

 

Term Loan, 2.85%, Maturing March 21, 2010

 

141,466

 

 

16



 

 

 

 

Kinetic Concepts, Inc.

 

 

 

$

283,958

 

 

Term Loan, 4.85%, Maturing October 3, 2009

 

$

287,863

 

 

 

 

Knowledge Learning Corp.

 

 

 

1,515,630

 

 

Term Loan, 5.35%, Maturing January 7, 2012

 

1,532,681

 

 

 

 

Leiner Health Products, Inc.

 

 

 

530,988

 

 

Term Loan, 6.38%, Maturing May 27, 2011

 

540,944

 

 

 

 

Magellan Health Services, Inc.

 

 

 

457,958

 

 

Term Loan, 5.03%, Maturing August 15, 2008

 

465,400

 

727,008

 

 

Term Loan, 5.26%, Maturing August 15, 2008

 

738,822

 

 

 

 

Medcath Holdings Corp.

 

 

 

248,750

 

 

Term Loan, 5.12%, Maturing July 2, 2011

 

252,870

 

 

 

 

National Mentor, Inc.

 

 

 

920,375

 

 

Term Loan, 6.02%, Maturing September 30, 2011

 

936,770

 

 

 

 

Rural/Metro Operating Co., LLC

 

 

 

50,441

 

 

Term Loan, 5.25%, Maturing March 4, 2011

 

51,229

 

194,559

 

 

Term Loan, 5.43%, Maturing March 4, 2011

 

197,599

 

 

 

 

Select Medical Holding Corp.

 

 

 

775,000

 

 

Term Loan, 4.63%, Maturing February 24, 2012

 

780,522

 

 

 

 

Sunrise Medical Holdings, Inc.