|
UNITED STATES |
|
|
|
|
|
||
|
|
|
|
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 |
|
|
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 |
|
||
|
|
|
Dennys, Inc. |
|
|
|
||
1,246,878 |
|
|
Term Loan, 6.21%, Maturing September 21, 2009 |
|
1,279,608 |
|
||
|
|
|
Dominos, 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 |
|
||
|
|
|
Roundys, 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. |
|