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UNITED
STATES |
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FORM N-Q |
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QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number |
811-09013 |
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Eaton Vance Senior Income Trust |
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(Exact name of registrant as specified in charter) |
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The Eaton Vance Building, 255 State Street, Boston, Massachusetts |
02109 |
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(Address of principal executive offices) |
(Zip code) |
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Alan R. Dynner,
Esq. |
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(Name and address of agent for service) |
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Registrant's telephone number, including area code: |
(617) 482-8260 |
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Date of fiscal year end: |
June 30 |
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Date of reporting period: |
September 30, 2004 |
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Item 1. Schedule of Investments
Eaton Vance Senior Income Trust |
as of September 30, 2004 |
PORTFOLIO OF INVESTMENTS (Unaudited) |
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Senior, Floating Rate Interests 141.8% (1)
Principal |
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Borrower/Tranche Description |
|
Value |
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Advertising 0.9% |
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|
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Adams Outdoor Advertising, L.P. |
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$ |
300,000 |
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Term Loan, Maturing April 15, 2012 |
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$ |
305,375 |
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Lamar Media Corp. |
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|
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2,500,000 |
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Term Loan, Maturing June 30, 2010 |
|
2,523,437 |
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$ |
2,828,812 |
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Aerospace and Defense 1.5% |
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ARINC, Inc. |
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895,500 |
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Term Loan, Maturing March 10, 2010 |
|
908,932 |
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Standard Aero Holdings, Inc. |
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|
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387,926 |
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Term Loan, Maturing August 24, 2012 |
|
393,260 |
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Transdigm, Inc. |
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1,990,000 |
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Term Loan, Maturing July 22, 2010 |
|
2,017,985 |
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United Defense Industries, Inc. |
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|
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1,563,830 |
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Term Loan, Maturing June 30, 2009 |
|
1,577,905 |
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$ |
4,898,082 |
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Auto Components 9.1% |
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Accuride Corp. |
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2,400,000 |
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Term Loan, Maturing January 21, 2007 |
|
2,461,500 |
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Collins and Aikman Products, Co. |
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1,389,040 |
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Revolving Loan, Maturing August 31, 2009 |
|
1,390,776 |
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Dayco Products, LLC |
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1,396,500 |
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Term Loan, Maturing June 23, 2011 |
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1,419,630 |
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Dura Operating Corp. |
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982,412 |
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Term Loan, Maturing March 31, 2007 |
|
990,702 |
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Exide Technologies |
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915,000 |
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Term Loan, Maturing May 5, 2010 |
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917,287 |
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915,000 |
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Term Loan, Maturing May 5, 2010 |
|
917,859 |
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Federal-Mogul Corp. |
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750,000 |
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Term Loan, Maturing February 24, 2005 |
|
692,344 |
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1,500,000 |
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Term Loan, Maturing February 24, 2005 |
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1,397,344 |
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763,183 |
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Term Loan, Maturing February 24, 2005 |
|
768,907 |
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1
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Gleason Corp. |
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$ |
275,000 |
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Term Loan, Maturing July 27, 2011 |
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$ |
278,437 |
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500,000 |
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Term Loan, Maturing January 31, 2012 |
|
505,000 |
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HLI Operating Co., Inc. |
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2,147,500 |
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Term Loan, Maturing June 3, 2009 |
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2,191,792 |
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Key Automotive Group |
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1,073,750 |
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Term Loan, Maturing June 29, 2010 |
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1,084,487 |
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Meridian Automotive Systems, Inc. |
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149,250 |
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Term Loan, Maturing April 27, 2010 |
|
142,285 |
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Metaldyne, Inc. |
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1,318,193 |
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Term Loan, Maturing December 31, 2009 |
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1,318,056 |
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Plastech Engineered Products, Inc. |
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489,655 |
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Term Loan, Maturing March 31, 2010 |
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497,102 |
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R.J. Tower Corp. |
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500,000 |
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Term Loan, Maturing January 29, 2010 |
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508,750 |
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Tenneco Automotive |
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1,386,841 |
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Term Loan, Maturing December 12, 2010 |
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1,404,755 |
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The Goodyear Tire & Rubber Co. |
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900,000 |
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Term Loan, Maturing March 31, 2006 |
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911,700 |
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2,500,000 |
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Term Loan, Maturing March 31, 2006 |
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2,537,110 |
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TI Automotive, Ltd. |
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650,000 |
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Term Loan, Maturing June 30, 2011 |
|
650,812 |
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TRW Automotive, Inc. |
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2,871,644 |
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Term Loan, Maturing February 27, 2009 |
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2,900,957 |
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2,084,618 |
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Term Loan, Maturing February 27, 2011 |
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2,121,968 |
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United Components, Inc. |
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1,000,000 |
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Term Loan, Maturing June 30, 2010 |
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1,014,375 |
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$ |
29,023,935 |
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2
Broadcast Media 4.4% |
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Block Communications |
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$ |
929,961 |
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Term Loan, Maturing November 30, 2009 |
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$ |
936,936 |
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CanWest Media, Inc. |
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2,259,140 |
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Term Loan, Maturing August 15, 2009 |
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2,288,791 |
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Gray Television, Inc. |
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997,500 |
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Term Loan, Maturing December 31, 2010 |
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1,005,605 |
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Lin Television Corp. |
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735,000 |
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Term Loan, Maturing December 31, 2007 |
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744,384 |
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690,000 |
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Term Loan, Maturing December 31, 2007 |
|
699,775 |
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NEP Supershooters, L.P. |
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500,000 |
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Term Loan, Maturing August 3, 2011 |
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502,500 |
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Nexstar Broadcasting, Inc. |
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674,225 |
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Term Loan, Maturing December 31, 2010 |
|
675,068 |
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||
368,162 |
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Term Loan, Maturing December 31, 2010 |
|
369,083 |
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PanAmsat Corp. |
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|
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2,739,905 |
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Term Loan, Maturing August 20, 2011 |
|
2,744,615 |
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Rainbow National Services, LLC |
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|
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1,488,680 |
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Term Loan, Maturing March 31, 2012 |
|
1,509,708 |
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Susquehanna Media Co. |
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|
|
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2,650,000 |
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Term Loan, Maturing March 31, 2012 |
|
2,683,125 |
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||
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|
|
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$ |
14,159,590 |
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Cable Television 8.7% |
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Adelphia Communications Corp. |
|
|
|
||
968,268 |
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DIP Loan, Maturing March 31, 2005 |
|
972,908 |
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||
|
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Atlantic Broadband Finance, LLC |
|
|
|
||
1,494,183 |
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Term Loan, Maturing February 10, 2011 |
|
1,514,262 |
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Bragg Communication, Inc. |
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|
||
560,000 |
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Term Loan, Maturing August 31, 2011 |
|
565,600 |
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Bresnan Communications, LLC |
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500,000 |
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Term Loan, Maturing September 30, 2009 |
|
504,791 |
|
||
1,000,000 |
|
Term Loan, Maturing September 30, 2010 |
|
1,014,063 |
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3
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Canadian Cable Acquisition Company, Inc. |
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$ |
760,000 |
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Term Loan, Maturing July 27, 2011 |
|
$ |
767,363 |
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|
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Cebridge Connections, Inc. |
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|
||
760,735 |
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Term Loan, Maturing February 23, 2009 |
|
764,538 |
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||
796,000 |
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Term Loan, Maturing February 23, 2010 |
|
801,970 |
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Charter Communications Operating, LLC |
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|
|
||
9,226,875 |
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Term Loan, Maturing April 27, 2011 |
|
9,164,326 |
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|
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DirectTV Holdings, LLC |
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|
||
3,303,673 |
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Term Loan, Maturing March 6, 2010 |
|
3,326,386 |
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|
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Insight Midwest Holdings, LLC |
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|
|
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1,488,750 |
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Term Loan, Maturing December 31, 2009 |
|
1,509,427 |
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||
1,985,000 |
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Term Loan, Maturing December 31, 2009 |
|
2,012,846 |
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MCC Iowa, LLC |
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|
||
847,875 |
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Term Loan, Maturing September 30, 2010 |
|
855,530 |
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Mediacom Southeast |
|
|
|
||
775,692 |
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Revolving Loan, Maturing March 31, 2008 |
|
775,692 |
|
||
1,461,848 |
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Term Loan, Maturing September 30, 2008 |
|
1,472,811 |
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NTL, Inc. |
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|
||
1,750,000 |
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Term Loan, Maturing April 13, 2012 |
|
1,763,125 |
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||
|
|
|
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$ |
27,785,638 |
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|
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Casinos and Gaming 3.6% |
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Alliance Gaming Corp. |
|
|
|
||
2,721,489 |
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Term Loan, Maturing September 5, 2009 |
|
2,757,774 |
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||
|
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Ameristar Casinos, Inc. |
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|
|
||
1,270,900 |
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Term Loan, Maturing December 31, 2006 |
|
1,287,978 |
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||
|
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Isle of Capri Casinos |
|
|
|
||
3,097,896 |
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Term Loan, Maturing April 25, 2008 |
|
3,138,233 |
|
||
|
|
Marina District Finance Co. |
|
|
|
||
983,861 |
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Term Loan, Maturing December 31, 2007 |
|
989,191 |
|
||
|
|
Penn National Gaming, Inc. |
|
|
|
||
803,679 |
|
Term Loan, Maturing July 31, 2006 |
|
816,538 |
|
||
|
|
Pinnacle Entertainment, Inc. |
|
|
|
||
735,000 |
|
Term Loan, Maturing August 27, 2010 |
|
744,187 |
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4
|
|
Scientific Games Corp. |
|
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|
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$ |
992,500 |
|
Term Loan, Maturing December 31, 2009 |
|
$ |
1,006,974 |
|
|
|
Venetian Casino Resort, LLC |
|
|
|
||
863,636 |
|
Term Loan, Maturing June 15, 2011 |
|
877,131 |
|
||
|
|
|
|
$ |
11,618,006 |
|
|
|
|
|
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Chemicals 6.7% |
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|
|
Brenntag AG |
|
|
|
||
1,275,000 |
|
Term Loan, Maturing December 9, 2011 |
|
1,297,312 |
|
||
|
|
Celanese AG |
|
|
|
||
344,908 |
|
Term Loan, Maturing June 4, 2011 |
|
350,890 |
|
||
700,000 |
|
Term Loan, Maturing December 8, 2011 |
|
713,417 |
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CP Kelco U.S., Inc. |
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0 |
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Term Loan, Maturing March 31, 2008 |
|
0 |
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0 |
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Term Loan, Maturing September 30, 2008 |
|
0 |
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|
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FMC Corp. |
|
|
|
||
488,362 |
|
Term Loan, Maturing October 21, 2007 |
|
492,391 |
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Georgia Gulf Corp. |
|
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|
||
447,551 |
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Term Loan, Maturing December 2, 2010 |
|
454,357 |
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Hercules, Inc. |
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497,500 |
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Term Loan, Maturing October 8, 2010 |
|
501,853 |
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|
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Huntsman International, LLC |
|
|
|
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2,308,763 |
|
Term Loan, Maturing December 31, 2010 |
|
2,343,972 |
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Huntsman, LLC |
|
|
|
||
166,756 |
|
Term Loan, Maturing March 31, 2007 |
|
167,277 |
|
||
1,051,580 |
|
Term Loan, Maturing March 31, 2007 |
|
1,054,866 |
|
||
|
|
IMC Global, Inc. |
|
|
|
||
2,781,234 |
|
Term Loan, Maturing November 17, 2006 |
|
2,794,445 |
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||
|
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Innophos, Inc. |
|
|
|
||
210,364 |
|
Term Loan, Maturing August 13, 2010 |
|
213,125 |
|
||
|
|
ISP Chemco, Inc. |
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|
|
||
696,500 |
|
Term Loan, Maturing March 27, 2011 |
|
704,336 |
|
||
|
|
Kraton Polymers, LLC |
|
|
|
||
1,264,287 |
|
Term Loan, Maturing December 5, 2008 |
|
1,271,399 |
|
||
5
|
|
Nalco Co. |
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|
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$ |
3,375,628 |
|
Term Loan, Maturing November 4, 2010 |
|
$ |
3,419,416 |
|
|
|
Polymer Group, Inc. |
|
|
|
||
1,271,813 |
|
Term Loan, Maturing April 27, 2010 |
|
1,281,616 |
|
||
1,250,000 |
|
Term Loan, Maturing April 27, 2011 |
|
1,254,687 |
|
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|
|
Rockwood Specialties Group, Inc. |
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|
|
||
1,650,000 |
|
Term Loan, Maturing July 30, 2012 |
|
1,663,020 |
|
||
|
|
VWR International, Inc. |
|
|
|
||
617,850 |
|
Term Loan, Maturing April 7, 2011 |
|
628,341 |
|
||
|
|
Wellman, Inc. |
|
|
|
||
400,000 |
|
Term Loan, Maturing February 10, 2009 |
|
407,917 |
|
||
|
|
Westlake Chemical Corp. |
|
|
|
||
377,083 |
|
Term Loan, Maturing July 31, 2010 |
|
382,033 |
|
||
|
|
|
|
$ |
21,396,670 |
|
|
|
|
|
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Coal 0.8% |
|
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|
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|
|
Consol Energy, Inc. |
|
|
|
||
740,000 |
|
Term Loan, Maturing June 30, 2010 |
|
752,025 |
|
||
|
|
Foundation Coal Corp. |
|
|
|
||
950,000 |
|
Term Loan, Maturing July 30, 2011 |
|
961,162 |
|
||
|
|
Peabody Energy Corp. |
|
|
|
||
738,750 |
|
Term Loan, Maturing March 31, 2010 |
|
747,676 |
|
||
|
|
|
|
$ |
2,460,863 |
|
|
|
|
|
|
|
|
||
Commercial Services 5.3% |
|
|
|
||||
|
|
Acosta Sales Company, Inc. |
|
|
|
||
525,000 |
|
Term Loan, Maturing August 13, 2010 |
|
529,594 |
|
||
|
|
Advanstar Communications, Inc. |
|
|
|
||
298,128 |
|
Term Loan, Maturing November 17, 2007 |
|
300,053 |
|
||
|
|
Anthony Crane Rental, L.P. |
|
|
|
||
1,218,083 |
|
Term Loan, Maturing July 20, 2006 |
|
971,421 |
|
||
|
|
Baker & Taylor, Inc. |
|
|
|
||
1,200,000 |
|
Term Loan, Maturing May 6, 2011 |
|
1,215,000 |
|
||
|
|
Coinmach Laundry Corp. |
|
|
|
||
3,801,015 |
|
Term Loan, Maturing July 25, 2009 |
|
3,845,559 |
|
||
|
|
Corrections Corp. of America |
|
|
|
||
984,773 |
|
Term Loan, Maturing March 31, 2008 |
|
1,002,006 |
|
||
6
|
|
Environmental Systems Products Holdings, Inc. |
|
|
|
||
$ |
794,791 |
|
Term Loan, Maturing December 12, 2008 |
|
$ |
800,255 |
|
|
|
Gate Gourmet Borrower, LLC |
|
|
|
||
1,980,000 |
|
Term Loan, Maturing December 31, 2008 |
|
2,019,600 |
|
||
|
|
Identity Now Holdings, LLC |
|
|
|
||
442,151 |
|
Term Loan, Maturing November 30, 2006 (2) |
|
336,034 |
|
||
|
|
Interline Brands, Inc. |
|
|
|
||
1,893,263 |
|
Term Loan, Maturing November 30, 2009 |
|
1,906,279 |
|
||
|
|
Panavision, Inc. |
|
|
|
||
1,084,278 |
|
Term Loan, Maturing January 12, 2007 |
|
1,094,105 |
|
||
|
|
Pike Electric |
|
|
|
||
271,374 |
|
Term Loan, Maturing July 1, 2012 |
|
276,293 |
|
||
|
|
SecurityCo, Inc. |
|
|
|
||
498,750 |
|
Term Loan, Maturing June 28, 2010 |
|
498,750 |
|
||
|
|
United Rentals, Inc. |
|
|
|
||
166,667 |
|
Term Loan, Maturing February 14, 2011 |
|
167,222 |
|
||
829,167 |
|
Term Loan, Maturing February 14, 2011 |
|
833,727 |
|
||
|
|
Williams Scotsman, Inc. |
|
|
|
||
994,898 |
|
Term Loan, Maturing December 31, 2006 |
|
1,003,603 |
|
||
|
|
|
|
$ |
16,799,501 |
|
|
|
|
|
|
|
|
||
Computer Software & Services 0.7% |
|
|
|
||||
|
|
CCC Information Services Group |
|
|
|
||
536,515 |
|
Term Loan, Maturing August 20, 2010 |
|
540,539 |
|
||
|
|
InfoUSA, Inc. |
|
|
|
||
423,938 |
|
Term Loan, Maturing June 4, 2010 |
|
429,237 |
|
||
|
|
Mitchell International, Inc |
|
|
|
||
230,000 |
|
Term Loan, Maturing August 13, 2011 |
|
231,941 |
|
||
498,750 |
|
Term Loan, Maturing August 13, 2012 |
|
499,062 |
|
||
|
|
UGS Corp. |
|
|
|
||
399,000 |
|
Term Loan, Maturing May 27, 2011 |
|
402,866 |
|
||
|
|
|
|
$ |
2,103,645 |
|
|
|
|
|
|
|
|
||
Construction Materials 0.8% |
|
|
|
||||
|
|
Formica Corp. |
|
|
|
||
64,825 |
|
Term Loan, Maturing June 10, 2010 |
|
65,149 |
|
||
158,449 |
|
Term Loan, Maturing June 10, 2010 |
|
159,241 |
|
||
81,031 |
|
Term Loan, Maturing June 10, 2010 |
|
81,436 |
|
||
236,039 |
|
Term Loan, Maturing June 10, 2010 |
|
237,219 |
|
||
7
|
|
Nortek, Inc. |
|
|
|
||
$ |
950,000 |
|
Term Loan, Maturing August 27, 2011 |
|
$ |
962,271 |
|
|
|
Ply Gem Industries, Inc. |
|
|
|
||
375,000 |
|
Term Loan, Maturing February 12, 2011 |
|
378,047 |
|
||
659,685 |
|
Term Loan, Maturing February 12, 2011 |
|
665,045 |
|
||
116,415 |
|
Term Loan, Maturing February 12, 2011 |
|
117,361 |
|
||
|
|
|
|
$ |
2,665,769 |
|
|
|
|
|
|
|
|
||
Containers and Packaging - Metal and Glass 2.6% |
|
|
|
||||
|
|
BWAY Corp. |
|
|
|
||
358,333 |
|
Term Loan, Maturing June 30, 2011 |
|
363,820 |
|
||
|
|
Owens-Illinois, Inc. |
|
|
|
||
826,087 |
|
Term Loan, Maturing April 1, 2007 |
|
836,327 |
|
||
1,500,000 |
|
Term Loan, Maturing April 1, 2008 |
|
1,521,094 |
|
||
|
|
Silgan Holdings, Inc. |
|
|
|
||
4,585,784 |
|
Term Loan, Maturing December 31, 2008 |
|
4,635,943 |
|
||
|
|
U.S. Can Corp. |
|
|
|
||
995,000 |
|
Term Loan, Maturing January 10, 2010 |
|
992,512 |
|
||
|
|
|
|
$ |
8,349,696 |
|
|
|
|
|
|
|
|
||
Containers and Packaging - Paper 5.1% |
|
|
|
||||
|
|
Graphic Packaging International, Inc. |
|
|
|
||
4,950,000 |
|
Term Loan, Maturing August 8, 2009 |
|
4,988,363 |
|
||
|
|
Greif Bros. Corp. |
|
|
|
||
565,705 |
|
Term Loan, Maturing August 31, 2008 |
|
572,352 |
|
||
|
|
Jefferson Smurfit Corp. |
|
|
|
||
2,745,454 |
|
Term Loan, Maturing March 31, 2007 |
|
2,761,757 |
|
||
|
|
Printpack Holdings, Inc. |
|
|
|
||
3,063,901 |
|
Term Loan, Maturing April 30, 2009 |
|
3,094,540 |
|
||
|
|
Solo Cup Co. |
|
|
|
||
1,363,712 |
|
Term Loan, Maturing February 27, 2011 |
|
1,377,350 |
|
||
|
|
Stone Container Corp. |
|
|
|
||
3,154,684 |
|
Term Loan, Maturing June 30, 2009 |
|
3,176,865 |
|
||
414,703 |
|
Term Loan, Maturing June 30, 2009 |
|
417,554 |
|
||
|
|
|
|
$ |
16,388,781 |
|
|
8
Containers and Packaging - Plastics 1.1% |
|
|
|
||||
|
|
Berry Plastics Corp. |
|
|
|
||
$ |
2,150,097 |
|
Term Loan, Maturing July 22, 2010 |
|
$ |
2,177,870 |
|
|
|
Consolidated Container Holdings, LLC |
|
|
|
||
648,375 |
|
Term Loan, Maturing December 15, 2008 |
|
656,885 |
|
||
|
|
Crown Americas, Inc. |
|
|
|
||
550,000 |
|
Term Loan, Maturing September 1, 2011 |
|
553,438 |
|
||
|
|
|
|
$ |
3,388,193 |
|
|
|
|
|
|
|
|
||
Educational Services 1.1% |
|
|
|
||||
|
|
American Achievement Corp. |
|
|
|
||
348,250 |
|
Term Loan, Maturing March 25, 2011 |
|
351,842 |
|
||
|
|
Jostens, Inc. |
|
|
|
||
1,293,192 |
|
Term Loan, Maturing July 15, 2010 |
|
1,305,477 |
|
||
|
|
Knowledge Learning Corp. |
|
|
|
||
951,761 |
|
Term Loan, Maturing May 15, 2010 |
|
957,710 |
|
||
|
|
Weekly Reader Corp. |
|
|
|
||
750,000 |
|
Term Loan, Maturing March 18, 2009 |
|
750,469 |
|
||
|
|
|
|
$ |
3,365,498 |
|
|
|
|
|
|
|
|
||
Electronic Equipment & Instruments 1.2% |
|
|
|
||||
|
|
Communications & Power Industries, Inc. |
|
|
|
||
497,500 |
|
Term Loan, Maturing July 23, 2010 |
|
505,377 |
|
||
|
|
Global Cash Access, LLC |
|
|
|
||
341,250 |
|
Term Loan, Maturing March 10, 2010 |
|
346,155 |
|
||
|
|
Invensys International Holdings, Ltd. |
|
|
|
||
2,076,015 |
|
Term Loan, Maturing September 5, 2009 |
|
2,098,073 |
|
||
|
|
Juno Lighting, Inc. |
|
|
|
||
425,455 |
|
Term Loan, Maturing November 21, 2010 |
|
431,836 |
|
||
|
|
SecurityCo, Inc. |
|
|
|
||
500,000 |
|
Term Loan, Maturing June 28, 2011 |
|
497,500 |
|
||
|
|
|
|
$ |
3,878,941 |
|
|
9
Entertainment 3.9% |
|
|
|
||||
|
|
Hollywood Entertainment Corp. |
|
|
|
||
$ |
625,000 |
|
Term Loan, Maturing March 31, 2008 |
|
$ |
627,734 |
|
|
|
Lions Gate Entertainment, Inc. |
|
|
|
||
388,889 |
|
Term Loan, Maturing December 31, 2008 |
|
392,292 |
|
||
|
|
Metro-Goldwyn-Mayer Studios, Inc. |
|
|
|
||
4,500,000 |
|
Term Loan, Maturing April 26, 2011 |
|
4,518,000 |
|
||
|
|
Six Flags Theme Parks, Inc. |
|
|
|
||
2,257,948 |
|
Term Loan, Maturing June 30, 2009 |
|
2,277,000 |
|
||
|
|
Universal City Development Partners, L.P. |
|
|
|
||
1,067,525 |
|
Term Loan, Maturing June 30, 2007 |
|
1,071,528 |
|
||
|
|
WMG Acquisition Corp. |
|
|
|
||
3,383,000 |
|
Term Loan, Maturing February 28, 2011 |
|
3,434,046 |
|
||
|
|
|
|
$ |
12,320,600 |
|
|
|
|
|
|
|
|
||
Environmental Services 2.1% |
|
|
|
||||
|
|
Allied Waste Industries, Inc. |
|
|
|
||
500,000 |
|
Term Loan, Maturing January 15, 2009 |
|
507,313 |
|
||
3,400,234 |
|
Term Loan, Maturing January 15, 2010 |
|
3,455,488 |
|
||
|
|
Casella Waste Systems, Inc. |
|
|
|
||
1,633,500 |
|
Term Loan, Maturing January 24, 2010 |
|
1,655,451 |
|
||
|
|
IESI Corp. |
|
|
|
||
495,000 |
|
Term Loan, Maturing September 30, 2010 |
|
502,734 |
|
||
|
|
Ionics, Inc. |
|
|
|
||
523,703 |
|
Term Loan, Maturing February 13, 2011 |
|
531,068 |
|
||
|
|
|
|
$ |
6,652,054 |
|
|
|
|
|
|
|
|
||
Financials 0.6% |
|
|
|
||||
|
|
Refco Group Ltd., LLC |
|
|
|
||
1,830,000 |
|
Term Loan, Maturing August 5, 2011 |
|
1,830,000 |
|
||
|
|
|
|
$ |
1,830,000 |
|
|
|
|
|
|
|
|
||
Food, Beverages and Tobacco 6.7% |
|
|
|
||||
|
|
American Seafood Holdings, Inc. |
|
|
|
||
337,034 |
|
Term Loan, Maturing September 30, 2007 |
|
337,034 |
|
||
748,585 |
|
Term Loan, Maturing March 31, 2009 |
|
752,562 |
|
||
10
|
|
Del Monte Corp. |
|
|
|
||
$ |
1,593,925 |
|
Term Loan, Maturing December 20, 2010 |
|
$ |
1,619,826 |
|
|
|
Dr. Pepper/Seven Up Bottling Group, Inc. |
|
|
|
||
1,386,010 |
|
Term Loan, Maturing December 19, 2010 |
|
1,403,119 |
|
||
|
|
DS Waters Enterprises, L.P. |
|
|
|
||
967,500 |
|
Term Loan, Maturing November 7, 2009 |
|
932,186 |
|
||
|
|
Interstate Brands Corp. |
|
|
|
||
2,882,406 |
|
Term Loan, Maturing July 19, 2007 |
|
2,827,280 |
|
||
485,000 |
|
Term Loan, Maturing July 19, 2007 |
|
474,694 |
|
||
|
|
Maine Beverage Company, LLC |
|
|
|
||
500,000 |
|
Term Loan, Maturing June 30, 2010 |
|
502,500 |
|
||
|
|
Merisant Co. |
|
|
|
||
1,654,928 |
|
Term Loan, Maturing January 31, 2010 |
|
1,664,030 |
|
||
|
|
Michael Foods, Inc. |
|
|
|
||
992,500 |
|
Term Loan, Maturing November 20, 2010 |
|
1,004,286 |
|
||
1,000,000 |
|
Term Loan, Maturing November 20, 2011 |
|
1,028,438 |
|
||
|
|
Nutra Sweet |
|
|
|
||
1,327,500 |
|
Term Loan, Maturing June 30, 2008 |
|
1,314,225 |
|
||
|
|
Pinnacle Foods Holdings Corp. |
|
|
|
||
517,416 |
|
Term Loan, Maturing November 25, 2010 |
|
521,943 |
|
||
2,715,711 |
|
Term Loan, Maturing November 25, 2010 |
|
2,739,473 |
|
||
|
|
Reddy Ice Group, Inc. |
|
|
|
||
990,000 |
|
Term Loan, Maturing July 31, 2009 |
|
1,002,788 |
|
||
|
|
Seminis Vegetable Seeds, Inc. |
|
|
|
||
467,632 |
|
Term Loan, Maturing September 30, 2009 |
|
474,257 |
|
||
|
|
Southern Wine & Spirits of America, Inc. |
|
|
|
||
2,446,296 |
|
Term Loan, Maturing June 28, 2008 |
|
2,476,875 |
|
||
|
|
Sunny Delight |
|
|
|
||
340,000 |
|
Term Loan, Maturing August 20, 2010 |
|
344,250 |
|
||
|
|
|
|
$ |
21,419,766 |
|
|
|
|
|
|
|
|
||
Funeral Service 0.2% |
|
|
|
||||
|
|
Alderwoods Group |
|
|
|
||
613,480 |
|
Term Loan, Maturing August 19, 2010 |
|
622,810 |
|
||
|
|
|
|
$ |
622,810 |
|
|
11
Health Care - Equipment & Supplies 3.5% |
|
|
|
||||
|
|
Colgate Medical, Ltd. |
|
|
|
||
$ |
417,045 |
|
Term Loan, Maturing December 30, 2008 |
|
$ |
420,173 |
|
|
|
Conmed Corp. |
|
|
|
||
2,131,142 |
|
Term Loan, Maturing December 31, 2007 |
|
2,155,561 |
|
||
|
|
DJ Orthopedics, Inc. |
|
|
|
||
987,342 |
|
Term Loan, Maturing May 15, 2009 |
|
998,449 |
|
||
|
|
Empi Corp. |
|
|
|
||
1,390,263 |
|
Term Loan, Maturing November 24, 2009 |
|
1,393,739 |
|
||
|
|
Hanger Orthopedic Group, Inc. |
|
|
|
||
994,974 |
|
Term Loan, Maturing September 30, 2009 |
|
994,974 |
|
||
|
|
Kinetic Concepts, Inc. |
|
|
|
||
382,917 |
|
Term Loan, Maturing October 3, 2009 |
|
387,543 |
|
||
|
|
Leiner Health Products, Inc. |
|
|
|
||
533,663 |
|
Term Loan, Maturing May 27, 2011 |
|
540,834 |
|
||
|
|
Quintiles Transnational Corp. |
|
|
|
||
1,485,000 |
|
Term Loan, Maturing September 25, 2009 |
|
1,507,275 |
|
||
|
|
Sunrise Medical Holdings, Inc. |
|
|
|
||
507,450 |
|
Term Loan, Maturing May 13, 2010 |
|
511,890 |
|
||
|
|
Sybron Dental Management |
|
|
|
||
824,607 |
|
Term Loan, Maturing June 6, 2009 |
|
830,792 |
|
||
|
|
Triad Hospitals Holdings, Inc. |
|
|
|
||
1,456,042 |
|
Term Loan, Maturing March 31, 2008 |
|
1,477,882 |
|
||
|
|
|
|
$ |
11,219,112 |
|
|
|
|
|
|
|
|
||
Health Care - Providers & Services 4.6% |
|
|
|
||||
|
|
Accredo Health, Inc. |
|
|
|
||
1,047,375 |
|
Term Loan, Maturing April 30, 2011 |
|
1,052,612 |
|
||
|
|
Alliance Imaging, Inc. |
|
|
|
||
1,306,425 |
|
Term Loan, Maturing June 10, 2008 |
|
1,302,956 |
|
||
|
|
AMN Healthcare, Inc. |
|
|
|
||
404,677 |
|
Term Loan, Maturing October 2, 2008 |
|
405,436 |
|
||
|
|
Ardent Health Services, Inc. |
|
|
|
||
575,000 |
|
Term Loan, Maturing July 12, 2011 |
|
577,516 |
|
||
|
|
Community Health Systems, Inc. |
|
|
|
||
3,438,750 |
|
Term Loan, Maturing July 5, 2010 |
|
3,446,119 |
|
||
12
|
|
Concentra Operating Corp. |
|
|
|
||
$ |
987,525 |
|
Term Loan, Maturing June 30, 2009 |
|
$ |
1,001,515 |
|
|
|
Cross Country Healthcare, Inc. |
|
|
|
||
456,011 |
|
Term Loan, Maturing June 5, 2009 |
|
461,996 |
|
||
|
|
DaVita, Inc. |
|
|
|
||
2,959,596 |
|
Term Loan, Maturing March 31, 2009 |
|
2,991,273 |
|
||
|
|
FHC Health Systems, Inc. |
|
|
|
||
348,214 |
|
Term Loan, Maturing December 18, 2009 |
|
353,002 |
|
||
243,750 |
|
Term Loan, Maturing December 18, 2009 |
|
247,102 |
|
||
|
|
Magellan Health Services, Inc. |
|
|
|
||
277,778 |
|
Term Loan, Maturing August 15, 2008 |
|
281,597 |
|
||
493,056 |
|
Term Loan, Maturing August 15, 2008 |
|
499,835 |
|
||
|
|
Medcath Holdings Corp. |
|
|
|
||
249,375 |
|
Term Loan, Maturing July 2, 2011 |
|
252,804 |
|
||
|
|
Team Health |
|
|
|
||
1,194,000 |
|
Term Loan, Maturing March 23, 2011 |
|
1,198,478 |
|
||
|
|
Vanguard Health Holdings Co., LLC |
|
|
|
||
665,000 |
|
Term Loan, Maturing September 23, 2011 |
|
675,945 |
|
||
|
|
|
|
$ |
14,748,186 |
|
|
|
|
|
|
|
|
||
Hotels 0.9% |
|
|
|
||||
|
|
CNL Hospitality Partners, L.P. |
|
|
|
||
1,056,338 |
|
Term Loan, Maturing April 2, 2005 |
|
1,056,338 |
|
||
|
|
Vail Resorts, Inc. |
|
|
|
||
981,313 |
|
Term Loan, Maturing December 10, 2008 |
|
990,820 |
|
||
|
|
Wyndham International, Inc. |
|
|
|
||
932,852 |
|
Term Loan, Maturing June 30, 2006 |
|
927,993 |
|
||
|
|
|
|
$ |
2,975,151 |
|
|
|
|
|
|
|
|
||
Household Furnishing & Appliances 1.8% |
|
|
|
||||
|
|
Goodman Global Holdings, Inc. |
|
|
|
||
537,059 |
|
Term Loan, Maturing November 21, 2009 |
|
541,591 |
|
||
|
|
Home Interiors & Gifts, Inc. |
|
|
|
||
442,969 |
|
Term Loan, Maturing March 31, 2011 |
|
426,800 |
|
||
|
|
Sealy Mattress Co. |
|
|
|
||
1,623,212 |
|
Term Loan, Maturing April 6, 2012 |
|
1,643,502 |
|
||
13
|
|
Simmons Co. |
|
|
|
||
$ |
1,968,889 |
|
Term Loan, Maturing December 19, 2011 |
|
$ |
1,988,271 |
|
|
|
Tempur-Pedic, Inc. |
|
|
|
||
987,500 |
|
Term Loan, Maturing June 30, 2009 |
|
993,672 |
|
||
|
|
|
|
$ |
5,593,836 |
|
|
|
|
|
|
|
|
||
Household Products 1.7% |
|
|
|
||||
|
|
Central Garden & Pet Co. |
|
|
|
||
494,987 |
|
Term Loan, Maturing May 19, 2009 |
|
500,865 |
|
||
|
|
Rayovac Corp. |
|
|
|
||
2,378,879 |
|
Term Loan, Maturing September 30, 2009 |
|
2,416,543 |
|
||
|
|
United Industries Corp. |
|
|
|
||
2,041,134 |
|
Term Loan, Maturing April 29, 2011 |
|
2,069,200 |
|
||
498,750 |
|
Term Loan, Maturing October 31, 2011 |
|
507,478 |
|
||
|
|
|
|
$ |
5,494,086 |
|
|
|
|
|
|
|
|
||
Insurance 2.6% |
|
|
|
||||
|
|
Alliant Resources Group, Inc. |
|
|
|
||
997,500 |
|
Term Loan, Maturing August 31, 2011 |
|
998,747 |
|
||
|
|
Conseco, Inc. |
|
|
|
||
2,992,500 |
|
Term Loan, Maturing June 22, 2010 |
|
3,045,491 |
|
||
|
|
Hilb, Rogal & Hobbs Co. |
|
|
|
||
3,327,175 |
|
Term Loan, Maturing June 30, 2007 |
|
3,370,844 |
|
||
|
|
U.S.I. Holdings Corp. |
|
|
|
||
990,000 |
|
Term Loan, Maturing August 11, 2008 |
|
1,001,138 |
|
||
|
|
|
|
$ |
8,416,220 |
|
|
|
|
|
|
|
|
||
Leisure 1.7% |
|
|
|
||||
|
|
AMF Bowling Worldwide, Inc. |
|
|
|
||
595,645 |
|
Term Loan, Maturing August 27, 2009 |
|
601,415 |
|
||
|
|
Blount, Inc. |
|
|
|
||
666,666 |
|
Term Loan, Maturing February 9, 2011 |
|
678,333 |
|
||
|
|
New England Sports Ventures, LLC |
|
|
|
||
4,000,000 |
|
Term Loan, Maturing February 28, 2005 |
|
4,000,000 |
|
||
|
|
|
|
$ |
5,279,748 |
|
|
14
Leisure Equipment & Products 0.4% |
|
|
|
||||
|
|
Bombardier Recreational Products, Inc. |
|
|
|
||
$ |
881,570 |
|
Term Loan, Maturing December 18, 2010 |
|
$ |
896,860 |
|
388,050 |
|
Term Loan, Maturing December 18, 2010 |
|
395,023 |
|
||
|
|
|
|
$ |
1,291,883 |
|
|
|
|
|
|
|
|
||
Machinery 1.4% |
|
|
|
||||
|
|
Bucyrus International, Inc. |
|
|
|
||
110,000 |
|
Term Loan, Maturing July 28, 2010 |
|
111,650 |
|
||
|
|
Colfax Corp. |
|
|
|
||
668,359 |
|
Term Loan, Maturing May 30, 2009 |
|
671,701 |
|
||
|
|
Flowserve Corp. |
|
|
|
||
1,872,364 |
|
Term Loan, Maturing June 30, 2009 |
|
1,899,865 |
|
||
|
|
Rexnord Corp. |
|
|
|
||
1,833,333 |
|
Term Loan, Maturing November 30, 2009 |
|
1,850,902 |
|
||
|
|
|
|
$ |
4,534,118 |
|
|
|
|
|
|
|
|
||
Manufacturing 5.9% |
|
|
|
||||
|
|
AMSCAN Holdings, Inc. |
|
|
|
||
500,000 |
|
Term Loan, Maturing April 30, 2012 |
|
504,688 |
|
||
|
|
Amsted Industries, Inc. |
|
|
|
||
1,880,882 |
|
Term Loan, Maturing October 15, 2010 |
|
1,904,393 |
|
||
|
|
Chart Industries, Inc. |
|
|
|
||
1,189,707 |
|
Term Loan, Maturing September 15, 2009 |
|
1,187,477 |
|
||
|
|
Douglas Dynamics Holdings, Inc. |
|
|
|
||
147,227 |
|
Term Loan, Maturing March 30, 2010 |
|
149,068 |
|
||
200,000 |
|
Term Loan, Maturing March 30, 2011 |
|
204,000 |
|
||
|
|
Dresser, Inc. |
|
|
|
||
261,585 |
|
Term Loan, Maturing March 31, 2007 |
|
264,610 |
|
||
|
|
Enersys Holdings, Inc. |
|
|
|
||
997,500 |
|
Term Loan, Maturing March 17, 2011 |
|
1,009,345 |
|
||
|
|
Harbor Freight Tools USA, Inc. |
|
|
|
||
1,000,000 |
|
Term Loan, Maturing July 15, 2010 |
|
1,007,188 |
|
||
|
|
IPG (US), Inc. |
|
|
|
||
370,000 |
|
Term Loan, Maturing July 28, 2011 |
|
374,625 |
|
||
|
|
Itron, Inc. |
|
|
|
||
943,446 |
|
Term Loan, Maturing December 17, 2010 |
|
953,077 |
|
||
|
|
JohnsonDiversey, Inc. |
|
|
|
||
1,276,368 |
|
Term Loan, Maturing November 30, 2009 |
|
1,297,587 |
|
||
15
|
|
MAAX Corp. |
|
|
|
||
$ |
438,900 |
|
Term Loan, Maturing June 4, 2011 |
|
$ |
441,369 |
|
|
|
Mueller Group, Inc. |
|
|
|
||
1,181,193 |
|
Term Loan, Maturing April 23, 2011 |
|
1,190,790 |
|
||
|
|
National Waterworks, Inc. |
|
|
|
||
1,400,510 |
|
Term Loan, Maturing November 22, 2009 |
|
1,422,393 |
|
||
|
|
Panolam Industries, Inc. |
|
|
|
||
530,221 |
|
Term Loan, Maturing December 31, 2006 |
|
531,878 |
|
||
|
|
Polypore, Inc. |
|
|
|
||
1,246,875 |
|
Term Loan, Maturing November 12, 2011 |
|
1,257,396 |
|
||
|
|
Roper Industries, Inc. |
|
|
|
||
481,250 |
|
Term Loan, Maturing December 29, 2008 |
|
488,469 |
|
||
|
|
Sensus Metering Systems, Inc. |
|
|
|
||
429,348 |
|
Term Loan, Maturing December 17, 2010 |
|
434,715 |
|
||
64,402 |
|
Term Loan, Maturing December 17, 2010 |
|
65,207 |
|
||
|
|
Synthetic Industries, Inc. |
|
|
|
||
1,971,828 |
|
Term Loan, Maturing December 30, 2007 |
|
1,961,969 |
|
||
|
|
Trimas Corp. |
|
|
|
||
2,159,991 |
|
Term Loan, Maturing December 31, 2009 |
|
2,178,666 |
|
||
|
|
|
|
$ |
18,828,910 |
|
|
|
|
|
|
|
|
||
Metals & Mining 0.8% |
|
|
|
||||
|
|
Compass Minerals Group, Inc. |
|
|
|
||
684,010 |
|
Term Loan, Maturing November 28, 2009 |
|
694,484 |
|
||
|
|
Magnequench, Inc. |
|
|
|
||
481,034 |
|
Term Loan, Maturing September 30, 2009 |
|
484,041 |
|
||
500,000 |
|
Term Loan, Maturing December 31, 2009 |
|
507,500 |
|
||
|
|
Stillwater Mining Co. |
|
|
|
||
997,500 |
|
Term Loan, Maturing June 30, 2007 |
|
1,012,463 |
|
||
|
|
|
|
$ |
2,698,488 |
|
|
|
|
|
|
|
|
||
Miscellaneous 0.4% |
|
|
|
||||
|
|
Coinstar, Inc. |
|
|
|
||
375,000 |
|
Term Loan, Maturing July 7, 2011 |
|
381,328 |
|
||
16
|
|
Laidlaw International, Inc. |
|
|
|
||
$ |
962,788 |
|
Term Loan, Maturing June 19, 2009 |
|
$ |
978,885 |
|
|
|
|
|
$ |
1,360,213 |
|
|
|
|
|
|
|
|
||
Office Equipment and Supplies 1.6% |
|
|
|
||||
|
|
General Binding Corp. |
|
|
|
||
460,000 |
|
Term Loan, Maturing January 15, 2008 |
|
462,013 |
|
||
|
|
Global Imaging Systems, Inc. |
|
|
|
||
490,035 |
|
Term Loan, Maturing May 10, 2010 |
|
495,548 |
|
||
|
|
Iron Mountain, Inc. |
|
|
|
||
4,030,292 |
|
Term Loan, Maturing April 2, 2011 |
|
4,057,496 |
|
||
|
|
|
|
$ |
5,015,057 |
|
|
|
|
|
|
|
|
||
Oil & Gas 3.9% |
|
|
|
||||
|
|
Cumberland Farms, Inc. |
|
|
|
||
2,399,878 |
|
Term Loan, Maturing September 8, 2008 |
|
2,419,377 |
|
||
|
|
La Grange Acquisition, L.P. |
|
|
|
||
1,750,000 |
|
Term Loan, Maturing January 18, 2008 |
|
1,775,704 |
|
||
|
|
Lyondell-Citgo Refining, L.P. |
|
|
|
||
947,625 |
|
Term Loan, Maturing May 21, 2007 |
|
954,732 |
|
||
|
|
Plains Resources, Inc. |
|
|
|
||
1,095,886 |
|
Term Loan, Maturing July 23, 2010 |
|
1,111,639 |
|
||
|
|
Semgroup, L.P. |
|
|
|
||
370,000 |
|
Term Loan, Maturing August 27, 2010 |
|
374,394 |
|
||
|
|
Sprague Energy Corp. |
|
|
|
||
471,429 |
|
Revolving Loan, Maturing August 10, 2007 |
|
470,250 |
|
||
|
|
The Premcor Refining Group, Inc. |
|
|
|
||
2,000,000 |
|
Term Loan, Maturing April 13, 2009 |
|
2,027,500 |
|
||
|
|
Transwestern Pipeline Co. |
|
|
|
||
847,875 |
|
Term Loan, Maturing April 30, 2009 |
|
854,234 |
|
||
|
|
Williams Production RMT Co. |
|
|
|
||
2,468,844 |
|
Term Loan, Maturing May 30, 2007 |
|
2,506,906 |
|
||
|
|
|
|
$ |
12,494,736 |
|
|
|
|
|
|
|
|
||
Paper and Forest Products 1.1% |
|
|
|
||||
|
|
Buckeye Technologies, Inc. |
|
|
|
||
242,500 |
|
Term Loan, Maturing April 15, 2010 |
|
246,036 |
|
||
|
|
Koch Cellulose, LLC |
|
|
|
||
286,936 |
|
Term Loan, Maturing May 7, 2011 |
|
290,881 |
|
||
1,160,157 |
|
Term Loan, Maturing May 7, 2011 |
|
1,176,109 |
|
||
17
|
|
RLC Industries Co. |
|
|
|
||
$ |
764,679 |
|
Term Loan, Maturing February 24, 2010 |
|
$ |
769,458 |
|
|
|
SP Newsprint Co. |
|
|
|
||
348,056 |
|
Term Loan, Maturing January 9, 2010 |
|
352,841 |
|
||
644,444 |
|
Term Loan, Maturing January 9, 2010 |
|
653,306 |
|
||
|
|
|
|
$ |
3,488,631 |
|
|
|
|
|
|
|
|
||
Personal Products 0.9% |
|
|
|
||||
|
|
American Safety Razor Co. |
|
|
|
||
299,250 |
|
Term Loan, Maturing April 29, 2011 |
|
302,991 |
|
||
333,334 |
|
Term Loan, Maturing October 29, 2011 |
|
334,167 |
|
||
|
|
Prestige Brands, Inc. |
|
|
|
||
895,500 |
|
Term Loan, Maturing April 7, 2011 |
|
901,470 |
|
||
1,000,000 |
|
Term Loan, Maturing April 7, 2011 |
|
1,024,583 |
|
||
|
|
Revlon Consumer Products Corp. |
|
|
|
||
325,000 |
|
Term Loan, Maturing July 9, 2010 |
|
329,519 |
|
||
|
|
|
|
$ |
2,892,730 |
|
|
|
|
|
|
|
|
||
Publishing & Printing 6.8% |
|
|
|
||||
|
|
American Media Operations, Inc. |
|
|
|
||
156,155 |
|
Term Loan, Maturing April 1, 2006 |
|
155,960 |
|
||
1,104,388 |
|
Term Loan, Maturing April 1, 2007 |
|
1,120,264 |
|
||
878,449 |
|
Term Loan, Maturing April 1, 2008 |
|
892,450 |
|
||
|
|
Dex Media East, LLC |
|
|
|
||
1,583,690 |
|
Term Loan, Maturing November 8, 2008 |
|
1,601,342 |
|
||
1,780,034 |
|
Term Loan, Maturing May 8, 2009 |
|
1,803,397 |
|
||
|
|
Dex Media West, LLC |
|
|
|
||
1,152,971 |
|
Term Loan, Maturing September 9, 2009 |
|
1,166,869 |
|
||
2,306,288 |
|
Term Loan, Maturing March 9, 2010 |
|
2,338,822 |
|
||
|
|
Freedom Communications Holdings, Inc. |
|
|
|
||
1,425,000 |
|
Term Loan, Maturing May 18, 2012 |
|
1,448,156 |
|
||
|
|
Herald Media, Inc. |
|
|
|
||
149,625 |
|
Term Loan, Maturing July 22, 2011 |
|
151,589 |
|
||
250,000 |
|
Term Loan, Maturing January 22, 2012 |
|
254,063 |
|
||
|
|
Liberty Group Operating, Inc. |
|
|
|
||
1,251,142 |
|
Term Loan, Maturing April 30, 2007 |
|
1,262,089 |
|
||
18
|
|
Merrill Communications, LLC |
|
|
|
||
$ |
695,625 |
|
Term Loan, Maturing February 9, 2009 |
|
$ |
703,451 |
|
|
|
Morris Publishing Group, LLC |
|
|
|
||
800,000 |
|
Term Loan, Maturing September 30, 2010 |
|
806,750 |
|
||
1,200,000 |
|
Term Loan, Maturing March 31, 2011 |
|
1,214,250 |
|
||
|
|
Nebraska Book Co. |
|
|
|
||
482,575 |
|
Term Loan, Maturing March 4, 2011 |
|
489,210 |
|
||
|
|
R.H. Donnelley Corp. |
|
|
|
||
2,653,350 |
|
Term Loan, Maturing June 30, 2011 |
|
2,690,523 |
|
||
|
|
Sun Media Corp. |
|
|
|
||
2,409,837 |
|
Term Loan, Maturing February 7, 2009 |
|
2,436,572 |
|
||
|
|
Transwestern Publishing Co., LLC |
|
|
|
||
424,575 |
|
Term Loan, Maturing February 25, 2011 |
|
428,091 |
|
||
796,001 |
|
Term Loan, Maturing February 25, 2011 |
|
803,463 |
|
||
|
|
|
|
$ |
21,767,311 |
|
|
|
|
|
|
|
|
||
Real Estate 6.8% |
|
|
|
||||
|
|
AGBRI Octagon |
|
|
|
||
455,232 |
|
Term Loan, Maturing May 31, 2005 |
|
451,818 |
|
||
|
|
AIMCO Properties, L.P. |
|
|
|
||
2,500,000 |
|
Term Loan, Maturing May 30, 2008 |
|
2,523,438 |
|
||
|
|
AP-Knight, L.P. |
|
|
|
||
1,513,608 |
|
Term Loan, Maturing December 31, 2004 |
|
1,511,716 |
|
||
|
|
BRE/Homestead, LLC |
|
|
|
||
2,000,000 |
|
Term Loan, Maturing January 11, 2006 |
|
1,996,250 |
|
||
|
|
Concordia Properties, LLC |
|
|
|
||
1,000,000 |
|
Term Loan, Maturing January 31, 2006 |
|
1,000,625 |
|
||
|
|
Crescent Real Estate Equities, L.P. |
|
|
|
||
290,909 |
|
Term Loan, Maturing May 31, 2005 |
|
290,909 |
|
||
|
|
DMB/CHII, LLC |
|
|
|
||
827,110 |
|
Term Loan, Maturing March 3, 2009 |
|
829,178 |
|
||
|
|
GGP, L.P. |
|
|
|
||
939,043 |
|
Term Loan, Maturing April 30, 2008 |
|
944,912 |
|
||
|
|
Landsource Communities Development, LLC |
|
|
|
||
1,502,000 |
|
Term Loan, Maturing March 31, 2010 |
|
1,525,469 |
|
||
19
|
|
Newkirk Master, L.P. |
|
|
|
||
$ |
1,524,158 |
|
Term Loan, Maturing November 24, 2006 |
|
$ |
1,547,021 |
|
|
|
Newkirk Tender Holdings, LLC |
|
|
|
||
1,444,444 |
|
Term Loan, Maturing May 25, 2006 |
|
1,458,889 |
|
||
911,305 |
|
Term Loan, Maturing May 25, 2006 |
|
920,418 |
|
||
|
|
Sugarloaf Mills, LLC |
|
|
|
||
1,200,000 |
|
Term Loan, Maturing April 7, 2008 |
|
1,197,000 |
|
||
|
|
The Woodlands Commercial Properties Co., L.P. |
|
|
|
||
1,720,833 |
|
Term Loan, Maturing November 26, 2005 |
|
1,731,589 |
|
||
|
|
Tower Financing I, LLC |
|
|
|
||
1,500,000 |
|
Term Loan, Maturing July 9, 2008 |
|
1,501,875 |
|
||
|
|
Whitehall Street Real Estate, L.P. |
|
|
|
||
2,250,000 |
|
Term Loan, Maturing September 11, 2006 (2) |
|
2,258,708 |
|
||
|
|
|
|
$ |
21,689,815 |
|
|
|
|
|
|
|
|
||
Restaurants 1.4% |
|
|
|
||||
|
|
AFC Enterprises, Inc. |
|
|
|
||
1,123,876 |
|
Term Loan, Maturing May 23, 2009 |
|
1,128,090 |
|
||
|
|
Buffets, Inc. |
|
|
|
||
209,091 |
|
Term Loan, Maturing June 28, 2009 |
|
210,746 |
|
||
1,367,011 |
|
Term Loan, Maturing June 28, 2009 |
|
1,377,834 |
|
||
|
|
CKE Restaurants, Inc. |
|
|
|
||
313,043 |
|
Term Loan, Maturing July 2, 2008 |
|
319,304 |
|
||
|
|
Dennys, Inc. |
|
|
|
||
750,000 |
|
Term Loan, Maturing September 21, 2009 |
|
762,891 |
|
||
|
|
Jack in the Box, Inc. |
|
|
|
||
746,250 |
|
Term Loan, Maturing January 8, 2011 |
|
756,511 |
|
||
|
|
|
|
$ |
4,555,376 |
|
|
|
|
|
|
|
|
||
Retail - Food and Drug 3.9% |
|
|
|
||||
|
|
Dominos, Inc. |
|
|
|
||
3,401,563 |
|
Term Loan, Maturing June 25, 2010 |
|
3,460,029 |
|
||
|
|
General Nutrition Centers, Inc. |
|
|
|
||
996,237 |
|
Term Loan, Maturing December 5, 2009 |
|
1,007,445 |
|
||
|
|
Giant Eagle, Inc. |
|
|
|
||
2,857,597 |
|
Term Loan, Maturing August 6, 2009 |
|
2,895,103 |
|
||
|
|
Roundys, Inc. |
|
|
|
||
2,443,750 |
|
Term Loan, Maturing June 6, 2009 |
|
2,471,242 |
|
||
20
|
|
The Jean Coutu Group (PJC), Inc. |
|
|
|
||
$ |
1,425,000 |
|
Term Loan, Maturing July 30, 2011 |
|
$ |
1,444,756 |
|
|
|
The Pantry, Inc. |
|
|
|
||
1,088,548 |
|
Term Loan, Maturing March 12, 2011 |
|
1,096,712 |
|
||
|
|
|
|
$ |
12,375,287 |
|
|
|
|
|
|
|
|
||
Retail - Multiline 1.4% |
|
|
|
||||
|
|
Kmart Corp. |
|
|
|
||
3,000,000 |
|
Term Loan, Maturing May 6, 2006 |
|
3,016,875 |
|
||
|
|
Rent-A-Center, Inc. |
|
|
|
||
1,293,188 |
|
Term Loan, Maturing June 30, 2010 |
|
1,300,867 |
|
||
|
|
|
|
$ |
4,317,742 |
|
|
|
|
|
|
|
|
||
Retail - Specialty 3.5% |
|
|
|
||||
|
|
CSK Auto, Inc. |
|
|
|
||
1,990,000 |
|
Term Loan, Maturing June 20, 2009 |
|
2,013,631 |
|
||
|
|
FTD, Inc. |
|
|
|
||
497,500 |
|
Term Loan, Maturing February 28, 2011 |
|
502,475 |
|
||
|
|
Getty Petroleum Marketing, Inc. |
|
|
|
||
1,573,333 |
|
Term Loan, Maturing May 19, 2010 |
|
1,598,900 |
|
||
|
|
Oriental Trading Co. |
|
|
|
||
1,854,116 |
|
Term Loan, Maturing August 4, 2010 |
|
1,880,383 |
|
||
500,000 |
|
Term Loan, Maturing January 8, 2011 |
|
510,209 |
|
||
|
|
Petco Animal Supplies, Inc. |
|
|
|
||
493,728 |
|
Term Loan, Maturing October 2, 2008 |
|
500,980 |
|
||
|
|
Savers, Inc. |
|
|
|
||
425,000 |
|
Term Loan, Maturing August 4, 2009 |
|
427,656 |
|
||
500,000 |
|
Term Loan, Maturing August 4, 2010 |
|
504,063 |
|
||
|
|
Travelcenters of America, Inc. |
|
|
|
||
3,054,177 |
|
Term Loan, Maturing November 30, 2008 |
|
3,094,898 |
|
||
|
|
|
|
$ |
11,033,195 |
|
|
|
|
|
|
|
|
||
Road & Rail 0.7% |
|
|
|
||||
|
|
NFIL Holdings Corp. |
|
|
|
||
164,286 |
|
Term Loan, Maturing February 27, 2010 |
|
166,750 |
|
||
839,226 |
|
Term Loan, Maturing February 27, 2010 |
|
850,766 |
|
||
21
|
|
RailAmerica, Inc. |
|
|
|
||
$ |
0 |
|
Term Loan, Maturing May 31, 2009 |
|
$ |
0 |
|
|
|
SIRVA Worldwide, Inc. |
|
|
|
||
1,197,059 |
|
Term Loan, Maturing December 31, 2010 |
|
1,207,533 |
|
||
|
|
|
|
$ |
2,225,049 |
|
|
|
|
|
|
|
|
||
Semiconductor Equipment and Products 0.9% |
|
|
|
||||
|
|
AMI Semiconductor |
|
|
|
||
495,000 |
|
Term Loan, Maturing September 30, 2008 |
|
500,569 |
|
||
|
|
Fairchild Semiconductor Corp. |
|
|
|
||
1,481,250 |
|
Term Loan, Maturing June 19, 2008 |
|
1,501,155 |
|
||
|
|
Memec Group, Ltd. |
|
|
|
||
1,000,000 |
|
Term Loan, Maturing June 15, 2010 |
|
999,938 |
|
||
|
|
|
|
$ |
3,001,662 |
|
|
|
|
|
|
|
|
||
Services 0.1% |
|
|
|
||||
|
|
Allied Security Holdings, LLC |
|
|
|
||
400,000 |
|
Term Loan, Maturing June 30, 2010 |
|
405,000 |
|
||
|
|
|
|
$ |
405,000 |
|
|
|
|
|
|
|
|
||
Shipping Lines 0.1% |
|
|
|
||||
|
|
Horizon Lines, LLC |
|
|
|
||
249,375 |
|
Term Loan, Maturing July 7, 2011 |
|
253,271 |
|
||
|
|
|
|
$ |
253,271 |
|
|
|
|
|
|
|
|
||
Telecommunications - Wireless 5.6% |
|
|
|
||||
|
|
American Tower, L.P. |
|
|
|
||
1,346,625 |
|
Term Loan, Maturing August 31, 2011 |
|
1,364,931 |
|
||
|
|
Cellular South, Inc. |
|
|
|
||
349,125 |
|
Term Loan, Maturing May 4, 2011 |
|
354,144 |
|
||
|
|
Centennial Cellular Operating Co., LLC |
|
|
|
||
1,990,000 |
|
Term Loan, Maturing February 9, 2011 |
|
2,007,568 |
|
||
|
|
Dobson Cellular Systems, Inc. |
|
|
|
||
1,485,000 |
|
Term Loan, Maturing March 31, 2010 |
|
1,477,389 |
|
||
|
|
Nextel Finance Co. |
|
|
|
||
4,962,500 |
|
Term Loan, Maturing December 15, 2010 |
|
4,992,518 |
|
||
|
|
Nextel Partners Operating Corp. |
|
|
|
||
1,325,000 |
|
Term Loan, Maturing May 31, 2011 |
|
1,344,185 |
|
||
22
|
|
SBA Senior Finance, Inc. |
|
|
|
||
$ |
1,378,303 |
|
Term Loan, Maturing October 31, 2008 |
|
$ |
1,391,871 |
|
|
|
Spectrasite Communications, Inc. |
|
|
|
||
506,658 |
|
Term Loan, Maturing June 30, 2007 |
|
509,318 |
|
||
1,335,193 |
|
Term Loan, Maturing December 31, 2007 |
|
1,354,387 |
|
||
|
|
Western Wireless Corp. |
|
|
|
||
2,842,875 |
|
Term Loan, Maturing May 28, 2011 |
|
2,886,027 |
|
||
|
|
Winstar Communications, Inc. |
|
|
|
||
169,348 |
|
DIP Loan, Maturing December 31, 2004 (2) (3) |
|
44,437 |
|
||
|
|
|
|
$ |
17,726,775 |
|
|
|
|
|
|
|
|
||
Telecommunications - Wireline 2.8% |
|
|
|
||||
|
|
Cincinnati Bell, Inc. |
|
|
|
||
1,477,147 |
|
Term Loan, Maturing June 30, 2008 |
|
1,492,842 |
|
||
|
|
Consolidated Communications, Inc. |
|
|
|
||
996,667 |
|
Term Loan, Maturing October 14, 2011 |
|
1,009,125 |
|
||
|
|
D&E Communications, Inc. |
|
|
|
||
471,425 |
|
Term Loan, Maturing December 31, 2011 |
|
478,939 |
|
||
|
|
NTELOS, Inc. |
|
|
|
||
807,972 |
|
Term Loan, Maturing July 25, 2008 |
|
799,892 |
|
||
|
|
Qwest Corp. |
|
|
|
||
5,000,000 |
|
Term Loan, Maturing June 4, 2007 |
|
5,185,415 |
|
||
|
|
|
|
$ |
8,966,213 |
|
|
|
|
|
|
|
|
||
Textiles and Apparel 0.2% |
|
|
|
||||
|
|
St. John Knits International, Inc. |
|
|
|
||
728,265 |
|
Term Loan, Maturing July 31, 2007 |
|
733,613 |
|
||
|
|
|
|
$ |
733,613 |
|
|
|
|
|
|
|
|
||
Theaters 2.6% |
|
|
|
|
|
||
|
|
Cinemark, Inc. |
|
|
|
||
1,990,000 |
|
Term Loan, Maturing March 31, 2011 |
|
2,009,900 |
|
||
|
|
Loews Cineplex Entertainment Corp. |
|
|
|
||
1,605,000 |
|
Term Loan, Maturing July 30, 2011 |
|
1,622,626 |
|
||
|
|
Regal Cinemas Corp. |
|
|
|
||
4,486,194 |
|
Term Loan, Maturing November 10, 2010 |
|
4,542,271 |
|
||
|
|
|
|
$ |
8,174,797 |
|
|
23
Utility 4.7% |
|
|
|
|
|
||
|
|
Allegheny Energy Supply Company, LLC |
|
|
|
||
$ |
2,288,514 |
|
Term Loan, Maturing March 8, 2011 |
|
$ |
2,322,270 |
|
|
|
CenterPoint Energy, Inc. |
|
|
|
||
4,949,974 |
|
Term Loan, Maturing October 7, 2006 |
|
4,977,818 |
|
||
|
|
Coleto Creek WLE, L.P. |
|
|
|
||
458,850 |
|
Term Loan, Maturing June 30, 2011 |
|
467,071 |
|
||
300,000 |
|
Term Loan, Maturing June 30, 2012 |
|
303,875 |
|
||
|
|
Dynegy Holdings, Inc. |
|
|
|
||
2,643,375 |
|
Term Loan, Maturing May 28, 2010 |
|
2,697,895 |
|
||
|
|
NRG Energy, Inc. |
|
|
|
||
700,302 |
|
Term Loan, Maturing June 23, 2010 |
|
721,311 |
|
||
1,236,107 |
|
Term Loan, Maturing June 23, 2010 |
|
1,273,190 |
|
||
|
|
NUI Utilities, Inc. |
|
|
|
||
215,164 |
|
Term Loan, Maturing November 24, 2004 |
|
215,971 |
|
||
1,097,336 |
|
Term Loan, Maturing November 24, 2004 |
|
1,101,451 |
|
||
|
|
Teton Power Funding, LLC |
|
|
|
||
848,782 |
|
Term Loan, Maturing March 12, 2011 |
|
857,270 |
|
||
|
|
|
|
$ |
14,938,122 |
|
|
|
|
|
|
|
|
||
Total
Senior, Floating Rate Interests |
|
$ |
452,451,183 |
|
|||
Corporate Bonds & Notes 15.4%
Principal |
|
Security |
|
Value |
|
||
Aerospace and Defense 0.2% |
|
|
|
||||
|
|
Argo Tech Corp., Sr. Notes |
|
|
|
||
$ |
300 |
|
9.25%, 6/1/11 (4) |
|
$ |
323,250 |
|
|
|
K&F Industries, Sr. Sub. Notes |
|
|
|
||
25 |
|
9.625%, 12/15/10 |
|
27,937 |
|
||
|
|
Sequa Corp. |
|
|
|
||
300 |
|
8.875%, 4/1/08 |
|
327,000 |
|
||
|
|
Standard Aero Holdings, Inc., Sr. Sub. Notes |
|
|
|
||
40 |
|
8.25%, 9/1/14 (4) |
|
41,600 |
|
||
|
|
|
|
$ |
719,787 |
|
|
24
Airlines 0.4% |
|
|
|
|
|
||
|
|
American Airlines |
|
|
|
||
$ |
895 |
|
7.80%, 10/1/06 |
|
$ |
744,932 |
|
15 |
|
8.608%, 4/1/11 |
|
12,728 |
|
||
20 |
|
7.858%, 10/1/11 |
|
19,891 |
|
||
|
|
AMR Corp. |
|
|
|
||
255 |
|
9.00%, 8/1/12 |
|
156,825 |
|
||
|
|
Continental Airlines |
|
|
|
||
6 |
|
7.08%, 11/1/04 |
|
5,922 |
|
||
20 |
|
8.00%, 12/15/05 |
|
18,400 |
|
||
312 |
|
7.033%, 6/15/11 |
|
241,429 |
|
||
|
|
Delta Air Lines |
|
|
|
||
85 |
|
7.779%, 11/18/05 |
|
36,778 |
|
||
|
|
Delta Air Lines, Series 02-1 |
|
|
|
||
21 |
|
7.779%, 1/2/12 |
|
8,023 |
|
||
|
|
|
|
$ |
1,244,928 |
|
|
|
|
|
|
|
|
||
Auto Components 0.5% |
|
|
|
||||
|
|
Dana Corp. |
|
|
|
||
175 |
|
10.125%, 3/15/10 |
|
199,500 |
|
||
|
|
Key Plastics, LLC, Jr. Sub. Notes |
|
|
|
||
65 |
|
4.00%, 4/26/07 (2) |
|
65,813 |
|
||
|
|
Key Plastics, LLC, Sr. Sub. Notes |
|
|
|
||
118 |
|
7.00%, 4/26/07 (2) |
|
118,655 |
|
||
|
|
Keystone Automotive Operations, Inc., Sr. Sub. Notes |
|
|
|
||
530 |
|
9.75%, 11/1/13 |
|
572,400 |
|
||
|
|
Metaldyne Corp. |
|
|
|
||
145 |
|
11.00%, 6/15/12 (4) |
|
116,000 |
|
||
|
|
Metaldyne Corp., Sr. Notes |
|
|
|
||
50 |
|
10.00%, 11/1/13 |
|
46,750 |
|
||
|
|
Tenneco Automotive, Inc., Series B |
|
|
|
||
140 |
|
11.625%, 10/15/09 |
|
148,400 |
|
||
230 |
|
10.25%, 7/15/13 |
|
263,350 |
|
||
|
|
TRW Automotive, Inc., Sr. Sub. Notes |
|
|
|
||
65 |
|
11.00%, 2/15/13 |
|
77,675 |
|
||
|
|
United Components, Inc., Sr. Sub. Notes |
|
|
|
||
65 |
|
9.375%, 6/15/13 |
|
70,362 |
|
||
|
|
|
|
$ |
1,678,905 |
|
|
25
Broadcast Media 1.4% |
|
|
|
||||
|
|
CanWest Media, Inc., Sr. Sub. Notes |
|
|
|
||
$ |
120 |
|
10.625%, 5/15/11 |
|
$ |
137,100 |
|
|
|
CSC Holdings, Inc., Sr. Sub. Notes |
|
|
|
||
180 |
|
10.50%, 5/15/16 |
|
205,200 |
|
||
|
|
Fisher Communications, Inc., Sr. Notes |
|
|
|
||
55 |
|
8.625%, 9/15/14 |
|
57,475 |
|
||
|
|
Insight Communications, Sr. Disc. Notes |
|
|
|
||
460 |
|
12.25%, 2/15/11 |
|
432,400 |
|
||
|
|
Kabel Deutschland GMBH |
|
|
|
||
345 |
|
10.625%, 7/1/14 (4) |
|
377,775 |
|
||
|
|
LBI Media, Inc., Sr. Disc. Notes |
|
|
|
||
80 |
|
11.00%, 10/15/13 |
|
58,100 |
|
||
|
|
Muzak LLC/Muzak Finance, Sr. Notes |
|
|
|
||
25 |
|
10.00%, 2/15/09 |
|
22,250 |
|
||
|
|
Nexstar Finance Holdings LLC, Inc., Sr. Disc. Notes |
|
|
|
||
230 |
|
11.375%, 4/1/13 |
|
177,387 |
|
||
|
|
Nextmedia Operating, Inc. |
|
|
|
||
65 |
|
10.75%, 7/1/11 |
|
73,531 |
|
||
|
|
PanAmSat Corp., Sr. Notes |
|
|
|
||
240 |
|
9.00%, 8/15/14 (4) |
|
250,800 |
|
||
|
|
Paxson Communications Corp. |
|
|
|
||
65 |
|
12.25%, 1/15/09 |
|
56,062 |
|
||
2,000 |
|
4.35%, 1/15/10 (4) |
|
2,000,000 |
|
||
|
|
Rainbow National Services, LLC, Sr. Notes |
|
|
|
||
100 |
|
8.75%, 9/1/12 (4) |
|
104,250 |
|
||
|
|
Rainbow National Services, LLC, Sr. Sub. Debs. |
|
|
|
||
320 |
|
10.375%, 9/1/14 (4) |
|
336,800 |
|
||
|
|
Sinclair Broadcast Group, Inc. |
|
|
|
||
35 |
|
4.875%, 7/15/18 |
|
31,894 |
|
||
|
|
|
|
$ |
4,321,024 |
|
|
|
|
|
|
|
|
||
Building & Development 0.0% |
|
|
|
||||
|
|
THL Buildco (Nortek, Inc.), Sr. Sub. Notes |
|
|
|
||
120 |
|
8.50%, 9/1/14 (4) |
|
126,300 |
|
||
|
|
|
|
$ |
126,300 |
|
|
26
Building Materials 0.0% |
|
|
|
||||
|
|
Coleman Cable, Inc., Sr. Notes |
|
|
|
||
$ |
60 |
|
9.875%, 10/1/12 (4) |
|
$ |
61,275 |
|
|
|
|
|
$ |
61,275 |
|
|
|
|
|
|
|
|
||
Cable Television 0.2% |
|
|
|
||||
|
|
Adelphia Communications, Sr. Notes, Series B |
|
|
|
||
270 |
|
9.25%, 10/1/32 (3) |
|
238,950 |
|
||
|
|
Avalon Cable Holdings LLC, Sr. Disc. Notes |
|
|
|
||
82 |
|
11.875%, 12/1/08 |
|
86,228 |
|
||
|
|
Cablevision Systems Corp., Sr. Notes |
|
|
|
||
20 |
|
8.00%, 4/15/12 (4) |
|
21,000 |
|
||
|
|
Charter Communications Holdings, LLC, Sr. Notes |
|
|
|
||
85 |
|
10.25%, 1/15/10 |
|
68,637 |
|
||
|
|
Charter Communications, Inc. |
|
|
|
||
100 |
|
5.75%, 10/15/05 |
|
89,500 |
|
||
|
|
Charter Communiciations Holdings, Sr. Notes |
|
|
|
||
20 |
|
10.00%, 4/1/09 |
|
16,300 |
|
||
|
|
|
|
$ |
520,615 |
|
|
|
|
|
|
|
|
||
Casinos and Gaming 0.9% |
|
|
|
||||
|
|
Ameristar Casinos, Inc. |
|
|
|
||
150 |
|
10.75%, 2/15/09 |
|
171,000 |
|
||
|
|
Chukchansi EDA, Sr. Notes |
|
|
|
||
230 |
|
14.50%, 6/15/09 (4) |
|
288,650 |
|
||
|
|
Hollywood Casino Shreveport, 1st Mtg. Notes |
|
|
|
||
70 |
|
13.00%, 8/1/06 (3) |
|
59,587 |
|
||
|
|
Majestic Star Casino LLC |
|
|
|
||
240 |
|
9.50%, 10/15/10 |
|
246,000 |
|
||
|
|
MGM Grand, Inc. |
|
|
|
||
60 |
|
6.875%, 2/6/08 |
|
65,625 |
|
||
|
|
MTR Gaming Group, Series B |
|
|
|
||
110 |
|
9.75%, 4/1/10 |
|
120,450 |
|
||
|
|
OED Corp./Diamond Jo LLC |
|
|
|
||
140 |
|
8.75%, 4/15/12 (4) |
|
130,200 |
|
||
|
|
Premier Entertainment Biloxi, LLC/Premier Finance Biloxi Corp. |
|
|
|
||
15 |
|
10.75%, 2/1/12 (4) |
|
15,900 |
|
||
|
|
Seneca Gaming Corp., Sr. Notes |
|
|
|
||
125 |
|
7.25%, 5/1/12 (4) |
|
129,687 |
|
||
27
|
|
Trump Atlantic City Associates, Inc. |
|
|
|
||
$ |
295 |
|
11.25%, 5/1/06 (5) |
|
$ |
255,912 |
|
|
|
Trump Holdings and Funding, Sr. Notes |
|
|
|
||
275 |
|
11.625%, 3/15/10 |
|
287,375 |
|
||
|
|
Venetian Casino/Las Vegas Sands |
|
|
|
||
645 |
|
11.00%, 6/15/10 |
|
749,812 |
|
||
|
|
Waterford Gaming LLC, Sr. Notes |
|
|
|
||
412 |
|
8.625%, 9/15/12 (4) |
|
438,780 |
|
||
|
|
|
|
$ |
2,958,978 |
|
|
|
|
|
|
|
|
||
Chemicals 1.0% |
|
|
|
|
|
||
|
|
Avecia Group PLC |
|
|
|
||
475 |
|
11.00%, 7/1/09 |
|
420,375 |
|
||
|
|
BCP Caylux Holdings, Sr. Sub. Notes |
|
|
|
||
265 |
|
9.625%, 6/15/14 (4) |
|
287,525 |
|
||
|
|
Borden U.S. Finance/Nova Scotia Finance, Sr. Notes |
|
|
|
||
95 |
|
9.00%, 7/15/14 (4) |
|
100,225 |
|
||
|
|
Crystal US Holdings/US Holdings 3, LLC, Sr. Disc. Notes |
|
|
|
||
110 |
|
10.50%, 10/1/14 (4) |
|
66,275 |
|
||
|
|
Equistar Chemical, Sr. Notes |
|
|
|
||
110 |
|
10.625%, 5/1/11 |
|
125,950 |
|
||
|
|
Hercules, Inc. |
|
|
|
||
30 |
|
11.125%, 11/15/07 |
|
35,775 |
|
||
|
|
Huntsman International, LLC, Sr. Notes |
|
|
|
||
80 |
|
9.875%, 3/1/09 |
|
88,600 |
|
||
|
|
Huntsman, LLC |
|
|
|
||
155 |
|
11.625%, 10/15/10 |
|
180,187 |
|
||
|
|
Innophos, Inc., Sr. Sub. Notes |
|
|
|
||
60 |
|
8.875%, 8/15/14 (4) |
|
64,200 |
|
||
|
|
Lyondell Chemical Co. |
|
|
|
||
5 |
|
9.50%, 12/15/08 |
|
5,481 |
|
||
75 |
|
9.50%, 12/15/08 |
|
82,219 |
|
||
|
|
Lyondell Chemical Co., Series A |
|
|
|
||
40 |
|
9.625%, 5/1/07 |
|
43,750 |
|
||
|
|
Lyondell Chemical Co., Sr. Notes |
|
|
|
||
247 |
|
10.50%, 6/1/13 |
|
286,520 |
|
||
|
|
Nalco Co., Sr. Sub. Notes |
|
|
|
||
100 |
|
8.875%, 11/15/13 (4) |
|
108,000 |
|
||
28
|
|
OM Group, Inc. |
|
|
|
||
$ |
460 |
|
9.25%, 12/15/11 |
|
$ |
481,850 |
|
|
|
Polyone Corp., Sr. Notes |
|
|
|
||
120 |
|
8.875%, 5/1/12 |
|
123,000 |
|
||
|
|
Rhodia SA, Sr. Notes |
|
|
|
||
450 |
|
10.25%, 6/1/10 |
|
468,000 |
|
||
|
|
VWR International, Inc., Sr. Sub. Notes |
|
|
|
||
120 |
|
8.00%, 4/15/14 (4) |
|
127,500 |
|
||
|
|
|
|
$ |
3,095,432 |
|
|
|
|
|
|
|
|
||
Commercial Services 0.8% |
|
|
|
||||
|
|
Advanstar Communications, Inc. |
|
|
|
||
1,485 |
|
9.22%, 8/15/08 |
|
1,551,825 |
|
||
185 |
|
10.75%, 8/15/10 |
|
205,812 |
|
||
|
|
Affinity Group, Inc., Sr. Sub. Notes |
|
|
|
||
120 |
|
9.00%, 2/15/12 |
|
129,000 |
|
||
|
|
Coinmach Corp., Sr. Notes |
|
|
|
||
40 |
|
9.00%, 2/1/10 |
|
41,700 |
|
||
|
|
Interline Brands, Inc., Sr. Sub. Notes |
|
|
|
||
50 |
|
11.50%, 5/15/11 |
|
55,750 |
|
||
|
|
MDP Acquisitions/JSG Funding PLC, Sr. Notes |
|
|
|
||
250 |
|
9.625%, 10/1/12 |
|
283,750 |
|
||
|
|
Norcross Safety Products LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B |
|
|
|
||
150 |
|
9.875%, 8/15/11 |
|
163,500 |
|
||
|
|
United Rentals North America, Inc., Sr. Sub. Notes |
|
|
|
||
125 |
|
7.00%, 2/15/14 |
|
111,562 |
|
||
|
|
Vertis, Inc., Sub. Notes |
|
|
|
||
105 |
|
13.50%, 12/7/09 (4) |
|
105,525 |
|
||
|
|
Williams Scotsman, Inc., Sr. Notes |
|
|
|
||
45 |
|
10.00%, 8/15/08 |
|
48,487 |
|
||
|
|
|
|
$ |
2,696,911 |
|
|
|
|
|
|
|
|
||
Computer Software & Services 0.2% |
|
|
|
||||
|
|
UGS Corp., Sr. Sub. Notes |
|
|
|
||
545 |
|
10.00%, 6/1/12 (4) |
|
596,775 |
|
||
|
|
|
|
$ |
596,775 |
|
|
29
Construction Materials 0.1% |
|
|
|
||||
|
|
Ply Gem Industries, Inc., Sr. Sub. Notes |
|
|
|
||
$ |
90 |
|
9.00%, 2/15/12 (4) |
|
$ |
90,225 |
|
95 |
|
9.00%, 2/15/12 (4) |
|
95,237 |
|
||
|
|
|
|
$ |
185,462 |
|
|
|
|
|
|
|
|
||
Consumer Products 0.1% |
|
|
|
||||
|
|
Fedders North America, Inc. |
|
|
|
||
95 |
|
9.875%, 3/1/14 |
|
79,562 |
|
||
|
|
Jostens Holding Corp., Sr. Disc. Notes |
|
|
|
||
45 |
|
10.25%, 12/1/13 |
|
31,162 |
|
||
|
|
Jostens IH Corp. |
|
|
|
||
90 |
|
7.625%, 10/1/12 (4) |
|
90,900 |
|
||
|
|
Rayovac Corp., Sr. Sub. Notes |
|
|
|
||
30 |
|
8.50%, 10/1/13 |
|
32,700 |
|
||
|
|
Riddell Bell Holdings, Sr. Sub. Notes |
|
|
|
||
25 |
|
8.375%, 10/1/12 (4) |
|
25,531 |
|
||
|
|
Samsonite Corp., Sr. Sub. Notes |
|
|
|
||
165 |
|
8.875%, 6/1/11 (4) |
|
173,250 |
|
||
|
|
True Temper Sports, Inc., Sr. Sub. Notes |
|
|
|
||
25 |
|
8.375%, 9/15/11 |
|
23,375 |
|
||
|
|
|
|
$ |
456,480 |
|
|
|
|
|
|
|
|
||
Containers and Packaging - Metal and Glass 0.2% |
|
|
|
||||
|
|
Crown Euro Holdings SA |
|
|
|
||
65 |
|
9.50%, 3/1/11 |
|
72,800 |
|
||
340 |
|
10.875%, 3/1/13 |
|
396,950 |
|
||
|
|
|
|
$ |
469,750 |
|
|
|
|
|
|
|
|
||
Containers and Packaging - Paper 0.2% |
|
|
|
||||
|
|
Graham Packaging Co., Sr. Notes |
|
|
|
||
45 |
|
8.50%, 10/15/12 (4) |
|
46,125 |
|
||
|
|
Graham Packaging Co., Sr. Sub. Notes |
|
|
|
||
90 |
|
9.875%, 10/15/14 (4) |
|
92,587 |
|
||
|
|
Jefferson Smurfit |
|
|
|
||
170 |
|
8.25%, 10/1/12 |
|
188,275 |
|
||
|
|
Pliant Corp. |
|
|
|
||
95 |
|
11.125%, 6/15/09 |
|
81,700 |
|
||
|
|
Solo Cup Co., Sr. Sub. Notes |
|
|
|
||
130 |
|
8.50%, 2/15/14 (4) |
|
128,700 |
|
||
|
|
|
|
$ |
537,387 |
|
|
30
Containers and Packaging - Plastics 0.1% |
|
|
|
||||
|
|
Intertape Polymer US, Inc., Sr. Sub. Notes |
|
|
|
||
$ |
180 |
|
8.50%, 8/1/14 (4) |
|
$ |
182,700 |
|
|
|
Tekni-Plex, Inc., Series B |
|
|
|
||
15 |
|
12.75%, 6/15/10 |
|
12,600 |
|
||
|
|
Tekni-Plex, Inc., Sr. Notes |
|
|
|
||
55 |
|
8.75%, 11/15/13 (4) |
|
52,525 |
|
||
|
|
|
|
$ |
247,825 |
|
|
|
|
|
|
|
|
||
Electronic Equipment & Instruments 0.4% |
|
|
|
||||
|
|
Chippac International Ltd. |
|
|
|
||
90 |
|
12.75%, 8/1/09 |
|
95,737 |
|
||
|
|
Danka Business Systems, Sr. Notes |
|
|
|
||
25 |
|
11.00%, 6/15/10 |
|
26,375 |
|
||
|
|
Hexcel Corp. |
|
|
|
||
35 |
|
9.875%, 10/1/08 |
|
39,375 |
|
||
|
|
Mission Energy Holding Co. |
|
|
|
||
115 |
|
13.50%, 7/15/08 |
|
146,050 |
|
||
|
|
Wesco Distribution, Inc. |
|
|
|
||
1,000 |
|
9.125%, 6/1/08 |
|
1,036,250 |
|
||
|
|
|
|
$ |
1,343,787 |
|
|
|
|
|
|
|
|
||
Engineering 0.0% |
|
|
|
|
|
||
|
|
Shaw Group, Inc., Sr. Notes |
|
|
|
||
35 |
|
10.75%, 3/15/10 |
|
36,925 |
|
||
|
|
|
|
$ |
36,925 |
|
|
|
|
|
|
|
|
||
Entertainment 0.4% |
|
|
|
|
|
||
|
|
LCE Acquisition Corp., Sr. Sub. Notes |
|
|
|
||
240 |
|
9.00%, 8/1/14 (4) |
|
249,000 |
|
||
|
|
Marquee Holdings, Inc., Sr. Disc. Notes |
|
|
|
||
325 |
|
12.00%, 8/15/14 (4) |
|
194,187 |
|
||
|
|
Marquee, Inc., Sr. Notes |
|
|
|
||
180 |
|
8.625%, 8/15/12 (4) |
|
191,700 |
|
||
|
|
Royal Caribbean Cruises, Sr. Notes |
|
|
|
||
310 |
|
8.75%, 2/2/11 |
|
363,475 |
|
||
|
|
Six Flags, Inc., Sr. Notes |
|
|
|
||
240 |
|
8.875%, 2/1/10 |
|
226,200 |
|
||
40 |
|
9.625%, 6/1/14 |
|
37,600 |
|
||
31
|
|
Universal City Development Partners, Sr. Notes |
|
|
|
||
$ |
40 |
|
11.75%, 4/1/10 |
|
$ |
46,800 |
|
|
|
|
|
$ |
1,308,962 |
|
|
|
|
|
|
||||
Environmental Services 0.1% |
|
|
|
||||
|
|
Allied Waste Industries, Series B |
|
|
|
||
|
85 |
|
9.25%, 9/1/12 |
|
|
94,987 |
|
|
|
Waste Services, Inc., Sr. Sub. Notes |
|
|
|
||
265 |
|
9.50%, 4/15/14 (4) |
|
253,075 |
|
||
|
|
|
|
$ |
348,062 |
|
|
|
|
|
|
|
|
||
Financials 0.4% |
|
|
|
||||
|
|
Carlyle High Yield Partners, Series 2004-6A, Class C |
|
|
|
||
500 |
|
4.36%, 8/15/16 (2) (4) |
|
500,000 |
|
||
|
|
Dryden Leveraged Loan, Series 2004-6A, Class C1 |
|
|
|
||
500 |
|
4.055%, 7/30/16 (2) (4) |
|
500,000 |
|
||
|
|
E*Trade Financial Corp., Sr. Notes |
|
|
|
||
130 |
|
8.00%, 6/15/11 (4) |
|
135,850 |
|
||
|
|
Refco Finance Holdings, LLC, Sr. Sub. Notes |
|
|
|
||
235 |
|
9.00%, 8/1/12 (4) |
|
252,037 |
|
||
|
|
|
|
$ |
1,387,887 |
|
|
|
|
|
|
|
|
||
Food, Beverages and Tobacco 0.6% |
|
|
|
||||
|
|
American Seafood Group LLC |
|
|
|
||
400 |
|
10.125%, 4/15/10 |
|
428,000 |
|
||
|
|
Chiquita Brands International, Sr. Notes |
|
|
|
||
25 |
|
7.50%, 11/1/14 (4) |
|
25,125 |
|
||
|
|
Merisant Co., Sr. Notes |
|
|
|
||
10 |
|
9.50%, 7/15/13 (4) |
|
9,550 |
|
||
|
|
Michael Foods, Sr. Sub. Notes |
|
|
|
||
35 |
|
8.00%, 11/15/13 |
|
36,837 |
|
||
|
|
North Atlantic Trading Co., Sr. Notes |
|
|
|
||
75 |
|
9.25%, 3/1/12 |
|
72,375 |
|
||
|
|
Pinnacle Foods Holdings Corp., Sr. Sub. Notes |
|
|
|
||
5 |
|
8.25%, 12/1/13 (4) |
|
4,737 |
|
||
1,065 |
|
8.25%, 12/1/13 (4) |
|
1,009,087 |
|
32
|
|
UAP Holding Corp., Sr. Disc. Notes |
|
|
|
||
$ |
265 |
|
10.75%, 7/15/12 (4) |
|
$ |
204,050 |
|
|
|
United Agricultural Products, Sr. Notes |
|
|
|
||
55 |
|
8.25%, 12/15/11 (4) |
|
59,675 |
|
||
|
|
WH Holdings Ltd./WH Capital Corp., Sr. Notes |
|
|
|
||
70 |
|
9.50%, 4/1/11 |
|
76,125 |
|
||
|
|
|
|
$ |
1,925,561 |
|
|
|
|
|
|
|
|
||
Funeral Service 0.0% |
|
|
|
|
|
||
|
|
Alderwoods Group, Inc., Sr. Notes |
|
|
|
||
60 |
|
7.75%, 9/15/12 (4) |
|
63,750 |
|
||
|
|
|
|
$ |
63,750 |
|
|
|
|
|
|
|
|
||
Gaming 0.2% |
|
|
|
|
|
||
|
|
Penn National Gaming, Inc, Sr. Sub. Notes |
|
|
|
||
555 |
|
11.125%, 3/1/08 |
|
602,175 |
|
||
|
|
|
|
$ |
602,175 |
|
|
|
|
|
|
|
|
||
Health Care - Equipment & Supplies 0.2% |
|
|
|
||||
|
|
Inverness Medical Innovations, Inc., Sr. Sub. Notes |
|
|
|
||
110 |
|
8.75%, 2/15/12 (4) |
|
111,100 |
|
||
|
|
Medical Device Manufacturing, Inc., Sr. Sub. Notes |
|
|
|
||
125 |
|
10.00%, 7/15/12 (4) |
|
133,125 |
|
||
|
|
Medquest, Inc. |
|
|
|
||
205 |
|
11.875%, 8/15/12 |
|
234,725 |
|
||
|
|
Quintiles Transnational Corp., Sr. Sub. Notes |
|
|
|
||
260 |
|
10.00%, 10/1/13 |
|
276,900 |
|
||
|
|
|
|
$ |
755,850 |
|
|
|
|
|
|
|
|
||
Health Care - Providers & Services 0.5% |
|
|
|
||||
|
|
Ardent Health Services, Inc., Sr. Sub. Notes |
|
|
|
||
125 |
|
10.00%, 8/15/13 |
|
126,875 |
|
||
|
|
Curative Health Services, Sr. Notes |
|
|
|
||
35 |
|
10.75%, 5/1/11 (4) |
|
32,200 |
|
||
|
|
Healthsouth Corp. |
|
|
|
||
90 |
|
7.625%, 6/1/12 |
|
87,525 |
|
||
33
|
|
Healthsouth Corp., Sr. Notes |
|
|
|
||
$ |
245 |
|
8.375%, 10/1/11 |
|
$ |
244,694 |
|
|
|
|
Magellan Health Services, Inc., Sr. Notes, Series A |
|
|
|
|
159 |
|
9.375%, 11/15/08 |
|
172,640 |
|
||
|
|
National Nephrology Association, Sr. Sub. Notes |
|
|
|
||
65 |
|
9.00%, 11/1/11 (4) |
|
75,481 |
|
||
|
|
Omega Healthcare Investors, Inc., Sr. Notes |
|
|
|
||
40 |
|
7.00%, 4/1/14 (4) |
|
40,800 |
|
||
|
|
Pacificare Health System |
|
|
|
||
146 |
|
10.75%, 6/1/09 |
|
168,995 |
|
||
|
|
Rotech Healthcare, Inc. |
|
|
|
||
5 |
|
9.50%, 4/1/12 |
|
5,375 |
|
||
|
|
Tenet Healthcare Corp., Sr. Notes |
|
|
|
||
370 |
|
9.875%, 7/1/14 (4) |
|
388,500 |
|
||
|
|
Vanguard Health Holdings II, Sr. Sub. Notes |
|
|
|
||
255 |
|
9.00%, 10/1/14 (4) |
|
256,913 |
|
||
|
|
|
|
$ |
1,599,998 |
|
|
|
|
|
|
|
|
||
Hotels 0.5% |
|
|
|
|
|
||
|
|
Felcor Lodging L.P., Sr. Notes |
|
|
|
||
1,000 |
|
5.84%, 6/1/11 (4) |
|
1,015,000 |
|
||
|
|
Host Marriott L.P., Series I |
|
|
|
||
15 |
|
9.50%, 1/15/07 |
|
16,688 |
|
||
|
|
Inn of the Mountain Gods, Sr. Notes |
|
|
|
||
165 |
|
12.00%, 11/15/10 |
|
189,750 |
|
||
|
|
Sun International Hotels, Sr. Sub. Notes |
|
|
|
||
210 |
|
8.875%, 8/15/11 |
|
231,263 |
|
||
|
|
|
|
$ |
1,452,701 |
|
|
|
|
|
|
|
|
||
Household Furnishing & Appliances 0.0% |
|
|
|
||||
|
|
Home Interiors & Gifts |
|
|
|
||
110 |
|
10.125%, 6/1/08 |
|
95,700 |
|
||
|
|
|
|
$ |
95,700 |
|
|
|
|
|
|
|
|
||
Household Products 0.0% |
|
|
|
||||
|
|
Interface, Inc., Sr. Sub. Notes |
|
|
|
||
20 |
|
9.50%, 2/1/14 |
|
20,800 |
|
||
|
|
|
|
$ |
20,800 |
|
34
Information Technology 0.1% |
|
|
|
||||
|
|
New ASAT (Finance) Ltd., Sr. Notes |
|
|
|
||
$ |
95 |
|
9.25%, 2/1/11 (4) |
|
$ |
80,275 |
|
|
|
Stratus Technologies, Inc., Sr. Notes |
|
|
|
||
90 |
|
10.375%, 12/1/08 |
|
81,900 |
|
||
|
|
|
|
$ |
162,175 |
|
|
|
|
|
|
|
|
||
Machinery 0.3% |
|
|
|
||||
|
|
Case New Holland, Inc., Sr. Notes |
|
|
|
||
110 |
|
9.25%, 8/1/11 (4) |
|
123,750 |
|
||
|
|
Flowserve Corp. |
|
|
|
||
5 |
|
12.25%, 8/15/10 |
|
5,675 |
|
||
|
|
Manitowoc Co., Inc. (The) |
|
|
|
||
45 |
|
10.50%, 8/1/12 |
|
52,088 |
|
||
|
|
Milacron Escrow Corp. |
|
|
|
||
245 |
|
11.50%, 5/15/11 (4) |
|
260,925 |
|
||
|
|
Rexnord Corp. |
|
|
|
||
65 |
|
10.125%, 12/15/12 |
|
73,775 |
|
||
|
|
Terex Corp. |
|
|
|
||
120 |
|
10.375%, 4/1/11 |
|
136,200 |
|
||
|
|
Thermadyne Holdings Corp., Sr. Sub. Notes |
|
|
|
||
265 |
|
9.25%, 2/1/14 |
|
259,038 |
|
||
|
|
|
|
$ |
911,451 |
|
|
|
|
|
|
|
|
||
Manufacturing 0.5% |
|
|
|
|
|
||
|
|
Aearo Co. I, Sr. Sub. Notes |
|
|
|
||
65 |
|
8.25%, 4/15/12 (4) |
|
66,625 |
|
||
|
|
AMSCAN Holdings, Inc., Sr. Sub. Notes |
|
|
|
||
225 |
|
8.75%, 5/1/14 (4) |
|
230,625 |
|
||
|
|
Amsted Industries, Inc., Sr. Notes |
|
|
|
||
500 |
|
10.25%, 10/15/11 (4) |
|
552,500 |
|
||
|
|
Dresser, Inc. |
|
|
|
||
110 |
|
9.375%, 4/15/11 |
|
121,550 |
|
||
|
|
MAAX Corp., Sr. Sub. Notes |
|
|
|
||
65 |
|
9.75%, 6/15/12 (4) |
|
69,225 |
|
||
|
|
Mueller Group, Inc., Sr. Sub. Notes |
|
|
|
||
185 |
|
10.00%, 5/1/12 (4) |
|
200,725 |
|
||
|
|
Mueller Holdings, Inc., Disc. Notes |
|
|
|
||
105 |
|
14.75%, 4/15/14 (4) |
|
67,988 |
|
||
35
|
|
National Waterworks, Inc., Series B |
|
|
|
||
$ |
115 |
|
10.50%, 12/1/12 |
|
$ |
131,100 |
|
|
|
Oxford Industries, Inc., Sr. Notes |
|
|
|
||
100 |
|
8.875%, 6/1/11 (4) |
|
109,000 |
|
||
|
|
|
|
$ |
1,549,338 |
|
|
|
|
|
|
||||
Metals & Mining 0.1% |
|
|
|
||||
|
|
Alpha Natural Resources, Sr. Notes |
|
|
|
||
|
75 |
|
10.00%, 6/1/12 (4) |
|
|
83,063 |
|
|
|
General Cable Corp., Sr. Notes |
|
|
|
||
50 |
|
9.50%, 11/15/10 |
|
55,750 |
|
||
|
|
Ispat Inland ULC, Sr. Notes |
|
|
|
||
195 |
|
9.75%, 4/1/14 (4) |
|
215,963 |
|
||
|
|
|
|
$ |
354,776 |
|
|
|
|
|
|
|
|
||
Oil & Gas 1.0% |
|
|
|
||||
|
|
ANR Pipeline Co. |
|
|
|
||
70 |
|
8.875%, 3/15/10 |
|
79,100 |
|
||
|
|
Belden & Blake Corp., Sr. Notes |
|
|
|
||
35 |
|
8.75%, 7/15/12 (4) |
|
37,450 |
|
||
|
|
Continental Resources |
|
|
|
||
525 |
|
10.25%, 8/1/08 |
|
546,000 |
|
||
|
|
Denbury Resources, Inc. |
|
|
|
||
10 |
|
7.50%, 4/1/13 |
|
10,650 |
|
||
|
|
Giant Industries, Sr. Sub. Notes |
|
|
|
||
80 |
|
8.00%, 5/15/14 |
|
82,000 |
|
||
|
|
Gulfterra Energy Partner |
|
|
|
||
41 |
|
10.625%, 12/1/12 |
|
51,660 |
|
||
|
|
Gulfterra Energy Partner, Series B |
|
|
|
||
89 |
|
8.50%, 6/1/10 |
|
104,019 |
|
||
|
|
Hanover Compressor Co., Sr. Notes |
|
|
|
||
70 |
|
8.625%, 12/15/10 |
|
76,300 |
|
||
|
|
Hanover Compressor Co., Sr. Sub. Notes |
|
|
|
||
280 |
|
0.00%, 3/31/07 |
|
238,000 |
|
||
|
|
Northwest Pipeline Corp. |
|
|
|
||
70 |
|
8.125%, 3/1/10 |
|
78,838 |
|
||
|
|
Parker Drilling Co., Sr. Notes |
|
|
|
||
85 |
|
9.625%, 10/1/13 |
|
95,200 |
|
||
|
|
Plains E&P Co. |
|
|
|
||
115 |
|
8.75%, 7/1/12 |
|
129,663 |
|
36
|
|
Port Arthur Finance Corp. |
|
|
|
||
$ |
309 |
|
12.50%, 1/15/09 |
|
$ |
361,530 |
|
|
|
Premcor Refining Group, Sr. Notes |
|
|
|
||
210 |
|
9.50%, 2/1/13 |
|
248,325 |
|
||
|
|
Premcor Refining Group, Sr. Sub. Notes |
|
|
|
||
40 |
|
7.75%, 2/1/12 |
|
43,800 |
|
||
|
|
SESI, LLC |
|
|
|
||
585 |
|
8.875%, 5/15/11 |
|
642,038 |
|
||
|
|
Southern Natural Gas |
|
|
|
||
50 |
|
8.875%, 3/15/10 |
|
56,500 |
|
||
150 |
|
8.00%, 3/1/32 |
|
155,625 |
|
||
|
|
Transmontaigne, Inc., Sr. Sub. Notes |
|
|
|
||
265 |
|
9.125%, 6/1/10 |
|
298,788 |
|
||
|
|
|
|
$ |
3,335,486 |
|
|
|
|
|
|
|
|
||
Paper and Forest Products 0.4% |
|
|
|
||||
|
|
Ainsworth Lumber, Sr. Notes |
|
|
|
||
115 |
|
7.25%, 10/1/12 (4) |
|
116,725 |
|
||
|
|
Caraustar Industries, Inc., Sr. Sub. Notes |
|
|
|
||
260 |
|
9.875%, 4/1/11 |
|
279,500 |
|
||
|
|
Georgia-Pacific Corp. |
|
|
|
||
145 |
|
9.50%, 12/1/11 |
|
180,163 |
|
||
180 |
|
9.375%, 2/1/13 |
|
212,850 |
|
||
|
|
Longview Fibre Co., Sr. Sub. Notes |
|
|
|
||
225 |
|
10.00%, 1/15/09 |
|
246,375 |
|
||
|
|
Newark Group, Inc., Sr. Sub. Notes |
|
|
|
||
160 |
|
9.75%, 3/15/14 (4) |
|
165,600 |
|
||
|
|
|
|
$ |
1,201,213 |
|
|
|
|
|
|
|
|
||
Publishing & Printing 0.7% |
|
|
|
||||
|
|
American Media, Inc., Series B |
|
|
|
||
170 |
|
10.25%, 5/1/09 |
|
179,775 |
|
||
|
|
Dex Media East LLC |
|
|
|
||
80 |
|
9.875%, 11/15/09 |
|
92,400 |
|
||
|
|
Dex Media West LLC, Sr. Sub. Notes |
|
|
|
||
217 |
|
9.875%, 8/15/13 |
|
256,060 |
|
||
|
|
Hollinger Participation Trust, Sr. Notes, (PIK) |
|
|
|
||
58 |
|
12.125%, 11/15/10 (4) |
|
66,916 |
|
||
37
|
|
Houghton Mifflin Co., Sr. Sub. Notes |
|
|
|
||
$ |
190 |
|
9.875%, 2/1/13 |
|
$ |
200,450 |
|
|
|
Liberty Group Operating |
|
|
|
||
110 |
|
9.375%, 2/1/08 |
|
111,375 |
|
||
|
|
Primedia Inc., Sr. Notes |
|
|
|
||
1,000 |
|
6.615%, 5/15/10 (4) |
|
1,010,000 |
|
||
|
|
Primedia, Inc. |
|
|
|
||
180 |
|
8.875%, 5/15/11 |
|
180,900 |
|
||
|
|
|
|
$ |
2,097,876 |
|
|
|
|
|
|
|
|
||
Retail - Food and Drug 0.1% |
|
|
|
||||
|
|
General Nutrition Center, Sr. Sub. Notes |
|
|
|
||
45 |
|
8.50%, 12/1/10 (4) |
|
46,238 |
|
||
|
|
Jean Coutu Group, Inc., Sr. Sub. Notes |
|
|
|
||
145 |
|
8.50%, 8/1/14 (4) |
|
144,638 |
|
||
|
|
Pierre Foods Inc., Sr. Sub. Notes |
|
|
|
||
155 |
|
9.875%, 7/15/12 (4) |
|
160,425 |
|
||
|
|
|
|
$ |
351,301 |
|
|
|
|
|
|
|
|
||
Retail - Specialty 0.1% |
|
|
|
||||
|
|
Mothers Work, Inc. |
|
|
|
||
30 |
|
11.25%, 8/1/10 |
|
29,700 |
|
||
|
|
PCA LLC/PCA Finance Corp., Sr. Notes |
|
|
|
||
60 |
|
11.875%, 8/1/09 |
|
64,500 |
|
||
|
|
Petro Stopping Centers LP/Petro Financial Corp., Sr. Notes |
|
|
|
||
85 |
|
9.00%, 2/15/12 |
|
90,525 |
|
||
|
|
|
|
$ |
184,725 |
|
|
|
|
|
|
|
|
||
Semiconductor Equipment and Products 0.2% |
|
|
|
||||
|
|
AMI Semiconductor, Inc., Sr. Sub. Notes |
|
|
|
||
121 |
|
10.75%, 2/1/13 |
|
141,570 |
|
||
|
|
Amkor Technologies, Inc. |
|
|
|
||
285 |
|
5.75%, 6/1/06 |
|
250,800 |
|
||
|
|
Amkor Technologies, Inc., Sr. Notes |
|
|
|
||
85 |
|
7.125%, 3/15/11 |
|
70,125 |
|
||
175 |
|
7.75%, 5/15/13 |
|
144,375 |
|
||
|
|
Amkor Technologies, Inc., Sr. Sub. Notes |
|
|
|
||
30 |
|
10.50%, 5/1/09 |
|
25,650 |
|
||
|
|
|
|
$ |
632,520 |
|
|
38
Services 0.2% |
|
|
|
||||
|
|
Allied Security Escrow, Sr. Sub. Notes |
|
|
|
||
$ |
35 |
|
11.375%, 7/15/11 (4) |
|
$ |
36,925 |
|
|
|
Amerco, Inc. |
|
|
|
||
180 |
|
9.00%, 3/15/09 |
|
188,100 |
|
||
|
|
US Oncology, Inc., Sr. Notes |
|
|
|
||
120 |
|
9.00%, 8/15/12 (4) |
|
124,800 |
|
||
|
|
US Oncology, Inc., Sr. Sub. Notes |
|
|
|
||
170 |
|
10.75%, 8/15/14 (4) |
|
175,525 |
|
||
|
|
|
|
$ |
525,350 |
|
|
|
|
|
|
|
|
||
Shipping Lines 0.0% |
|
|
|
||||
|
|
Horizon Lines, LLC |
|
|
|
||
125 |
|
9.00%, 11/1/12 (4) |
|
132,500 |
|
||
|
|
|
|
$ |
132,500 |
|
|
|
|
|
|
|
|
||
Telecommunications - Wireless 1.1% |
|
|
|
||||
|
|
American Tower Corp., Sr. Notes |
|
|
|
||
255 |
|
9.375%, 2/1/09 |
|
271,575 |
|
||
|
|
Centennial Cellular Operating Co., LLC, Sr. Sub. Notes |
|
|
|
||
35 |
|
10.75%, 12/15/08 |
|
36,575 |
|
||
|
|
Centennial Cellular Operating Co./Centennial Communications Corp., Sr. Notes |
|
|
|
||
260 |
|
10.125%, 6/15/13 |
|
274,950 |
|
||
|
|
LCI International, Inc., Sr. Notes |
|
|
|
||
110 |
|
7.25%, 6/15/07 |
|
100,375 |
|
||
|
|
Nextel Communications, Inc., Sr. Notes |
|
|
|
||
10 |
|
7.375%, 8/1/15 |
|
10,800 |
|
||
|
|
Nextel Partners, Inc., Sr. Notes |
|
|
|
||
116 |
|
12.50%, 11/15/09 |
|
134,560 |
|
||
|
|
Nortel Networks Ltd. |
|
|
|
||
115 |
|
6.125%, 2/15/06 |
|
117,875 |
|
||
340 |
|
4.25%, 9/1/08 |
|
329,800 |
|
||
|
|
Rural Cellular Corp. |
|
|
|
||
1,500 |
|
5.61%, 3/15/10 (4) |
|
1,533,750 |
|
||
39
|
|
SBA Telecommunications, Sr. Disc. Notes |
|
|
|
||
$ |
90 |
|
9.75%, 12/15/11 |
|
$ |
73,350 |
|
|
|
UbiquiTel Operating Co., Sr. Notes |
|
|
|
||
155 |
|
9.875%, 3/1/11 |
|
162,169 |
|
||
|
|
US Unwired, Inc., Series B |
|
|
|
||
225 |
|
10.00%, 6/15/12 |
|
234,563 |
|
||
|
|
Western Wireless Corp., Sr. Notes |
|
|
|
||
170 |
|
9.25%, 7/15/13 |
|
174,250 |
|
||
|
|
|
|
$ |
3,454,592 |
|
|
|
|
|
|
|
|
||
Telecommunications - Wireline 0.2% |
|
|
|
||||
|
|
Inmarsat Finance PLC |
|
|
|
||
265 |
|
7.625%, 6/30/12 (4) |
|
264,338 |
|
||
|
|
Qwest Capital Funding, Inc. |
|
|
|
||
45 |
|
7.75%, 8/15/06 |
|
45,394 |
|
||
25 |
|
7.90%, 8/15/10 |
|
23,188 |
|
||
|
|
Qwest Services Corp. |
|
|
|
||
238 |
|
13.50%, 12/15/10 (4) |
|
279,055 |
|
||
|
|
|
|
$ |
611,975 |
|
|
|
|
|
|
|
|
||
Textiles and Apparel 0.2% |
|
|
|
||||
|
|
GFSI, Inc., Sr. Sub. Notes, Series B |
|
|
|
||
60 |
|
9.625%, 3/1/07 |
|
58,350 |
|
||
|
|
J Crew Operating Corp., Sr. Sub. Notes |
|
|
|
||
160 |
|
10.375%, 10/15/07 |
|
164,800 |
|
||
|
|
Levi Strauss & Co. |
|
|
|
||
225 |
|
7.00%, 11/1/06 |
|
226,125 |
|
||
|
|
Perry Ellis International, Inc., Sr. Sub. Notes |
|
|
|
||
60 |
|
8.875%, 9/15/13 |
|
63,900 |
|
||
|
|
Phillips Van-Heusen, Sr. Notes |
|
|
|
||
40 |
|
7.25%, 2/15/11 (4) |
|
41,800 |
|
||
100 |
|
8.125%, 5/1/13 |
|
107,500 |
|
||
|
|
William Carter, Series B |
|
|
|
||
104 |
|
10.875%, 8/15/11 |
|
117,260 |
|
||
|
|
|
|
$ |
779,735 |
|
|
|
|
|
|
|
|
||
Transportation 0.1% |
|
|
|
||||
|
|
OMI Corp., Sr. Notes |
|
|
|
||
135 |
|
7.625%, 12/1/13 |
|
139,219 |
|
||
|
|
Petroleum Helicopters, Series B |
|
|
|
||
15 |
|
9.375%, 5/1/09 |
|
16,200 |
|
||
40
|
|
Quality Distribution LLC/QD Capital Corp. |
|
|
|
||
$ |
30 |
|
9.00%, 11/15/10 (4) |
|
$ |
28,688 |
|
|
|
|
|
$ |
184,107 |
|
|
|
|
|
|
||||
Utility 0.4% |
|
|
|
||||
|
|
AES Corp. |
|
|
|
||
|
17 |
|
10.00%, 7/15/05 (4) |
|
|
17,510 |
|
|
|
AES Corp., Sr. Notes |
|
|
|
||
15 |
|
9.375%, 9/15/10 |
|
16,969 |
|
||
25 |
|
8.75%, 5/15/13 (4) |
|
28,313 |
|
||
15 |
|
9.00%, 5/15/15 (4) |
|
16,988 |
|
||
|
|
AES Corp., Sr. Sub. Notes |
|
|
|
||
25 |
|
8.50%, 11/1/07 |
|
25,750 |
|
||
|
|
Calpine Corp., Sr. Notes |
|
|
|
||
130 |
|
8.25%, 8/15/05 |
|
128,375 |
|
||
205 |
|
7.625%, 4/15/06 |
|
190,650 |
|
||
35 |
|
8.50%, 7/15/10 (4) |
|
26,950 |
|
||
|
|
Dynegy Holdings, Inc., Sr. Notes |
|
|
|
||
5 |
|
10.125%, 7/15/13 (4) |
|
5,775 |
|
||
|
|
Illinois Power |
|
|
|
||
80 |
|
7.50%, 6/15/09 |
|
91,600 |
|
||
|
|
NRG Energy, Inc., Sr. Notes |
|
|
|
||
320 |
|
8.00%, 12/15/13 (4) |
|
344,400 |
|
||
|
|
Orion Power Holdings, Inc., Sr. Notes |
|
|
|
||
380 |
|
12.00%, 5/1/10 |
|
476,900 |
|
||
|
|
Reliant Energy, Inc. |
|
|
|
||
35 |
|
9.25%, 7/15/10 |
|
37,756 |
|
||
|
|
|
|
$ |
1,407,936 |
|
|
|
|
|
|
|
|
||
Wireless Communications 0.1% |
|
|
|
||||
|
|
Alamosa Delaware, Inc., Sr. Disc. Notes |
|
|
|
||
70 |
|
12.00%, 7/31/09 |
|
72,450 |
|
||
|
|
Alamosa Delaware, Inc., Sr. Notes |
|
|
|
||
90 |
|
11.00%, 7/31/10 |
|
102,375 |
|
||
155 |
|
8.50%, 1/31/12 |
|
157,713 |
|
||
|
|
|
|
$ |
332,538 |
|
|
|
|
|
|
|
|
||
Total
Corporate Bonds & Notes |
|
$ |
49,069,586 |
|
41
Common Stocks 2.1% |
|
|
|
|||
|
|
|
|
|
|
|
Shares/Rights |
|
Security |
|
Value |
|
|
586 |
|
Crown Castle International Corp. (3) |
|
$ |
8,720 |
|
3,460 |
|
Crown Castle International Corp. (3) |
|
158,728 |
|
|
2,992 |
|
Enviromental Systems Products (2) (3) (6) |
|
61,635 |
|
|
10,443 |
|
Hayes Lemmerz International (3) |
|
105,892 |
|
|
10 |
|
Identity Now Holdings Common (2) (3) (6) |
|
0 |
|
|
1,418 |
|
IDT Corp., Class B (3) |
|
21,313 |
|
|
8 |
|
Knowledge Universe, Inc. (2) (3) (6) |
|
5,066 |
|
|
725,000 |
|
Van Kampen Senior Income Trust |
|
6,314,750 |
|
|
|
|
|
|
|
|
|
Total
Common Stocks |
|
$ |
6,676,104 |
|
Preferred Stocks 0.0% |
|
|
|
|||
|
|
|
|
|
|
|
Shares/Rights |
|
Security |
|
Value |
|
|
35 |
|
Hayes Lemmerz International, Series A (2) (3) (6) |
|
$ |
1,533 |
|
15 |
|
Key Plastics, LLC, Series A (2) (3) (6) |
|
15,062 |
|
|
1,790 |
|
Williams Cos., Inc. (The) (4) |
|
127,090 |
|
|
|
|
|
|
|
|
|
Total
Preferred Stocks |
|
$ |
143,685 |
|
Warrants 0.2% |
|
|
|
|
|
Shares/Rights |
|
Security |
|
Value |
|
|
210 |
|
American Tower Corp., Exp. 8/1/08 (2) (3) |
|
$ |
39,585 |
|
105 |
|
Mueller Holdings, Inc., Exp. 4/15/14 (3) |
|
6,353 |
|
|
45,548 |
|
Thermadyne Holdings Corp. (3) |
|
501,028 |
|
|
|
|
|
|
|
|
|
Total
Warrants |
|
$ |
546,966 |
|
42
Short-Term Investments 6.1% |
|
|
|
Principal |
|
Maturity |
|
Borrower |
|
Rate |
|
Amount |
|
||
$ |
5,000,000 |
|
10/04/04 |
|
Cortes Capital Corp. Commercial Paper |
|
1.63 |
% |
$ |
4,999,321 |
|
6,000,000 |
|
10/01/04 |
|
Investors Bank & Trust Company Time Deposit |
|
1.90 |
% |
6,000,000 |
|
||
2,076,000 |
|
10/01/04 |
|
Ranger Funding Co., LLC Commercial Paper |
|
1.76 |
% |
2,076,000 |
|
||
6,394,000 |
|
10/01/04 |
|
USAA Capital Corp. Commercial Paper |
|
1.84 |
% |
6,394,000 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Total
Short-Term Investments |
|
|
|
|
|
$ |
19,469,321 |
|
|||
|
|
|
|
|
|
|
|
|
|
||
Total Investments 165.6% |
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|
|
|
|
|
|
||||
(identified cost $521,784,540) |
|
|
|
$ |
528,356,845 |
|
|||||
|
|
|
|
|
|
|
|
|
|
||
Other Assets, Less Liabilities (31.1)% |
|
|
|
$ |
(99,328,874 |
) |
|||||
Auction Preferred Shares Plus Cumulative Unpaid Dividends (34.5)% |
|
|
|
$ |
(110,024,571 |
) |
|||||
|
|
|
|
|
|
|
|
|
|
||
Net Assets Applicable to Common Shares 100.0% |
|
|
|
$ |
319,003,400 |
|
|||||
|
|
Note: The Trust has made commitments to fund specified amounts under certain existing credit arrangments. Pursuant to the terms of these arrangements, the Trust had unfunded loan commitments of $4,893,345 as of September 30, 2004. |
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|
|
PIK |
- |
Payment In Kind. |
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|
|
|
||
(1) |
|
Senior floating-rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three years. |
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|
|
(2) |
|
Security valued at fair value using methods determined in good faith by or at the direction of the Trustees. |
43
(3) |
|
Non-income producing security. |
|
|
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(4) |
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2004, the aggregate value of the securities is $19,894,077 or 6.2% of the Trusts net assets. |
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|
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(5) |
|
Defaulted security. |
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|
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(6) |
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Restricted security. |
44
At September 30, 2004, the Trust had entered into credit default swaps with Credit Suisse First Boston dated February 6, 2004 whereby the Trust will receive 2.45% per year times the notional amount of $2,900,000. The Trust makes payment only upon a default event on underlying loan assets (50 in total, each representing 2% of the notional value of the swap). At September 30, 2004, the Trust had sufficient cash segregated to cover potential obligations arising from open swap contracts.
The cost and unrealized appreciation (depreciation) in value of the investment securities at September 30, 2004, as computed on a federal income tax basis, were as follows:
Aggregate cost |
|
$ |
521,794,704 |
|
Gross unrealized appreciation |
|
$ |
7,922,509 |
|
Gross unrealized depreciation |
|
(1,360,368 |
) |
|
Net unrealized appreciation |
|
$ |
6,562,141 |
|
45
Item 2. Controls and Procedures
(a) It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in the Commissions rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrants principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrants internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrants internal control over financial reporting.
Signatures
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Eaton Vance Senior Income Trust |
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By: |
/s/ James B. Hawkes |
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||
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James B. Hawkes |
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President and Principal Executive Officer |
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|
||||
Date: |
November 17, 2004 |
|
||
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: |
/s/ James B. Hawkes |
|
|
|
James B. Hawkes |
||
|
President and Principal Executive Officer |
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|
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Date: |
November 17, 2004 |
|
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By: |
/s/ James L. O'Connor |
|
|
|
James L. O'Connor |
||
|
Treasurer and Principal Financial Officer |
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|
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Date: |
November 17, 2004 |
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