UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act File Number |
|
811-09013 |
Eaton Vance Senior Income Trust |
||
(Exact Name of Registrant as Specified in Charter) |
||
The Eaton Vance Building, |
|
02109 |
(Address of Principal Executive Offices) |
|
(Zip code) |
Alan R. Dynner, Esq. |
||
(Name and Address of Agent for Services) |
||
Registrants Telephone Number, Including Area Code: |
|
(617) 482-8260 |
Date of Fiscal Year End: |
|
June 30 |
Date of Reporting Period: |
|
March 31, 2006 |
Item 1. Schedule of Investments
Eaton Vance Senior Income Trust as of March 31, 2006
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior Floating Rate Interests 148.0% (1)
Principal |
|
|
|
|
|
||
Amount |
|
Borrower/Tranche Description |
|
Value |
|
||
Aerospace and Defense 3.1% |
|
|
|
||||
|
|
Alliant Techsystems, Inc. |
|
|
|
||
$ |
315,000 |
|
Term Loan, 5.81%, Maturing March 31, 2009 |
|
$ |
316,378 |
|
|
|
Delta Air Lines, Inc. |
|
|
|
||
1,275,000 |
|
Term Loan, 13.51%, Maturing March 16, 2008 |
|
1,317,234 |
|
||
|
|
Dresser Rand Group, Inc. |
|
|
|
||
228,107 |
|
Term Loan, 6.92%, Maturing October 29, 2011 |
|
232,241 |
|
||
|
|
DRS Technologies, Inc. |
|
|
|
||
550,000 |
|
Term Loan, 6.28%, Maturing January 31, 2013 |
|
556,273 |
|
||
|
|
Hexcel Corp. |
|
|
|
||
534,333 |
|
Term Loan, 6.38%, Maturing March 1, 2012 |
|
540,345 |
|
||
|
|
IAP Worldwide Services, Inc. |
|
|
|
||
523,688 |
|
Term Loan, 8.00%, Maturing December 30, 2012 |
|
530,888 |
|
||
|
|
K&F Industries, Inc. |
|
|
|
||
847,088 |
|
Term Loan, 7.01%, Maturing November 18, 2012 |
|
859,265 |
|
||
|
|
Mid-Western Aircraft Systems, Inc. |
|
|
|
||
744,997 |
|
Term Loan, 6.85%, Maturing December 31, 2011 |
|
757,569 |
|
||
|
|
Standard Aero Holdings, Inc. |
|
|
|
||
1,067,635 |
|
Term Loan, 7.00%, Maturing August 24, 2012 |
|
1,067,970 |
|
||
|
|
Transdigm, Inc. |
|
|
|
||
1,960,000 |
|
Term Loan, 6.99%, Maturing July 22, 2010 |
|
1,988,788 |
|
||
|
|
Vought Aircraft Industries, Inc. |
|
|
|
||
1,121,647 |
|
Term Loan, 7.33%, Maturing December 22, 2011 |
|
1,135,668 |
|
||
|
|
Wam Aquisition, S.A. |
|
|
|
||
362,670 |
|
Term Loan, 7.73%, Maturing April 8, 2013 |
|
366,720 |
|
||
362,670 |
|
Term Loan, 8.23%, Maturing April 8, 2014 |
|
368,412 |
|
||
|
|
|
|
$ |
10,037,751 |
|
|
Air Transport 0.3% |
|
|
|
||||
|
|
United Airlines, Inc. |
|
|
|
||
743,750 |
|
Term Loan, 8.63%, Maturing February 1, 2012 |
|
757,045 |
|
||
106,250 |
|
Term Loan, 8.63%, Maturing February 1, 2012 |
|
108,149 |
|
||
|
|
|
|
$ |
865,194 |
|
|
Automotive 6.7% |
|
|
|
||||
|
|
Accuride Corp. |
|
|
|
||
1,213,720 |
|
Term Loan, 7.19%, Maturing January 31, 2012 |
|
1,230,864 |
|
||
|
|
Affina Group, Inc. |
|
|
|
||
298,389 |
|
Term Loan, 7.67%, Maturing November 30, 2011 |
|
295,592 |
|
||
|
|
Axletech International Holding, Inc. |
|
|
|
||
925,000 |
|
Term Loan, 11.19%, Maturing April 21, 2013 |
|
932,708 |
|
||
|
|
CSA Acquisition Corp. |
|
|
|
||
303,248 |
|
Term Loan, 7.50%, Maturing December 23, 2011 |
|
305,598 |
|
||
487,833 |
|
Term Loan, 7.50%, Maturing December 23, 2011 |
|
491,613 |
|
||
1
|
|
Dayco Products, LLC |
|
|
|
||
$ |
1,370,592 |
|
Term Loan, 7.97%, Maturing June 23, 2011 |
|
$ |
1,389,010 |
|
|
|
Exide Technologies, Inc. |
|
|
|
||
442,792 |
|
Term Loan, 11.25%, Maturing May 5, 2010 |
|
449,065 |
|
||
448,218 |
|
Term Loan, 11.25%, Maturing May 5, 2010 |
|
454,568 |
|
||
|
|
Federal-Mogul Corp. |
|
|
|
||
750,000 |
|
Term Loan, 7.08%, Maturing December 9, 2006 |
|
725,156 |
|
||
1,500,000 |
|
Term Loan, 7.33%, Maturing December 9, 2006 |
|
1,455,937 |
|
||
763,183 |
|
Term Loan, 8.58%, Maturing December 9, 2006 |
|
766,999 |
|
||
|
|
Goodyear Tire & Rubber Co. |
|
|
|
||
470,000 |
|
Term Loan, 4.73%, Maturing April 30, 2010 |
|
474,910 |
|
||
1,580,000 |
|
Term Loan, 7.06%, Maturing April 30, 2010 |
|
1,604,687 |
|
||
500,000 |
|
Term Loan, 7.81%, Maturing March 1, 2011 |
|
507,969 |
|
||
|
|
HLI Operating Co., Inc. |
|
|
|
||
911,730 |
|
Term Loan, 8.00%, Maturing June 3, 2009 |
|
918,405 |
|
||
|
|
Key Automotive Group |
|
|
|
||
893,866 |
|
Term Loan, 7.69%, Maturing June 29, 2010 |
|
902,804 |
|
||
|
|
Keystone Automotive Operations, Inc. |
|
|
|
||
875,000 |
|
Term Loan, 7.46%, Maturing October 30, 2010 |
|
878,828 |
|
||
|
|
R.J. Tower Corp. |
|
|
|
||
1,175,000 |
|
DIP Revolving Loan, 8.25%, Maturing February 2, 2007 |
|
1,198,500 |
|
||
|
|
Tenneco Automotive, Inc. |
|
|
|
||
1,194,224 |
|
Term Loan, 6.88%, Maturing December 12, 2010 |
|
1,213,481 |
|
||
|
|
TI Automotive, Ltd. |
|
|
|
||
648,527 |
|
Term Loan, 7.94%, Maturing June 30, 2011 |
|
636,367 |
|
||
|
|
Trimas Corp. |
|
|
|
||
1,906,376 |
|
Term Loan, 8.38%, Maturing December 31, 2009 |
|
1,927,027 |
|
||
|
|
TRW Automotive, Inc. |
|
|
|
||
1,566,940 |
|
Term Loan, 6.25%, Maturing June 30, 2012 |
|
1,574,231 |
|
||
|
|
United Components, Inc. |
|
|
|
||
844,358 |
|
Term Loan, 7.22%, Maturing June 30, 2010 |
|
858,871 |
|
||
|
|
Visteon Corp. |
|
|
|
||
275,000 |
|
Term Loan, 9.18%, Maturing June 20, 2007 |
|
279,503 |
|
||
|
|
|
|
$ |
21,472,693 |
|
|
Beverage and Tobacco 2.1% |
|
|
|
||||
|
|
Alliance One International, Inc. |
|
|
|
||
420,750 |
|
Term Loan, 8.48%, Maturing May 13, 2010 |
|
425,483 |
|
||
|
|
Constellation Brands, Inc. |
|
|
|
||
2,105,672 |
|
Term Loan, 6.36%, Maturing November 30, 2011 |
|
2,136,337 |
|
||
|
|
Culligan International Co. |
|
|
|
||
841,500 |
|
Term Loan, 7.25%, Maturing September 30, 2011 |
|
854,999 |
|
||
|
|
National Dairy Holdings, L.P. |
|
|
|
||
158,400 |
|
Term Loan, 6.83%, Maturing March 15, 2012 |
|
159,291 |
|
||
|
|
National Distribution Co. |
|
|
|
||
425,000 |
|
Term Loan, 11.33%, Maturing June 22, 2010 |
|
426,062 |
|
||
|
|
Southern Wine & Spirits of America, Inc. |
|
|
|
||
2,409,491 |
|
Term Loan, 6.48%, Maturing June 1, 2012 |
|
2,432,834 |
|
||
2
|
|
Sunny Delight Beverages Co. |
|
|
|
||
$ |
364,412 |
|
Term Loan, 9.04%, Maturing August 20, 2010 |
|
$ |
359,401 |
|
|
|
|
|
$ |
6,794,407 |
|
|
Building and Development 9.3% |
|
|
|
||||
|
|
AP-Newkirk Holdings, LLC |
|
|
|
||
1,050,000 |
|
Term Loan, 7.28%, Maturing December 21, 2007 |
|
1,059,844 |
|
||
|
|
Biomed Realty, L.P. |
|
|
|
||
1,640,000 |
|
Term Loan, 6.88%, Maturing May 31, 2010 |
|
1,644,100 |
|
||
|
|
Capital Automotive REIT |
|
|
|
||
725,000 |
|
Term Loan, 6.34%, Maturing December 16, 2010 |
|
733,092 |
|
||
|
|
DMB / CH II, LLC |
|
|
|
||
210,000 |
|
Term Loan, 7.13%, Maturing September 9, 2009 |
|
210,525 |
|
||
|
|
Epco / Fantome, LLC |
|
|
|
||
825,000 |
|
Term Loan, 7.83%, Maturing November 23, 2010 |
|
827,062 |
|
||
|
|
Formica Corp. |
|
|
|
||
550,000 |
|
Term Loan, 7.96%, Maturing March 15, 2013 |
|
555,156 |
|
||
|
|
FT-FIN Acquisition, LLC |
|
|
|
||
667,138 |
|
Term Loan, 9.19%, Maturing November 17, 2007 |
|
668,806 |
|
||
|
|
Gables GP, Inc. |
|
|
|
||
472,947 |
|
Term Loan, 6.42%, Maturing September 30, 2006 |
|
475,439 |
|
||
|
|
General Growth Properties, Inc. |
|
|
|
||
1,000,000 |
|
Term Loan, 6.06%, Maturing February 24, 2011 |
|
999,931 |
|
||
|
|
Hovstone Holdings, LLC |
|
|
|
||
655,000 |
|
Term Loan, 7.06%, Maturing February 28, 2009 |
|
656,637 |
|
||
|
|
Kyle Acquisition Group, LLC |
|
|
|
||
257,181 |
|
Term Loan, 6.81%, Maturing July 20, 2010 |
|
259,753 |
|
||
|
|
Landsource Communities, LLC |
|
|
|
||
1,502,000 |
|
Term Loan, 7.25%, Maturing March 31, 2010 |
|
1,510,919 |
|
||
|
|
LNR Property Corp. |
|
|
|
||
1,190,251 |
|
Term Loan, 7.64%, Maturing February 3, 2008 |
|
1,202,340 |
|
||
685,233 |
|
Term Loan, 7.69%, Maturing February 3, 2008 |
|
689,516 |
|
||
|
|
LNR Property Holdings |
|
|
|
||
453,600 |
|
Term Loan, 9.14%, Maturing March 3, 2008 |
|
459,270 |
|
||
|
|
MAAX Corp. |
|
|
|
||
381,876 |
|
Term Loan, 7.82%, Maturing June 4, 2011 |
|
379,967 |
|
||
|
|
Mueller Group, Inc. |
|
|
|
||
1,368,125 |
|
Term Loan, 7.05%, Maturing October 3, 2012 |
|
1,388,037 |
|
||
|
|
Newkirk Master, L.P. |
|
|
|
||
1,690,591 |
|
Term Loan, 6.38%, Maturing August 11, 2008 |
|
1,706,440 |
|
||
|
|
Nortek, Inc. |
|
|
|
||
935,750 |
|
Term Loan, 6.70%, Maturing August 27, 2011 |
|
945,838 |
|
||
|
|
Panolam Industries Holdings, Inc. |
|
|
|
||
846,997 |
|
Term Loan, 7.73%, Maturing September 30, 2012 |
|
859,702 |
|
||
|
|
South Edge, LLC |
|
|
|
||
328,125 |
|
Term Loan, 6.63%, Maturing October 31, 2007 |
|
329,902 |
|
||
421,875 |
|
Term Loan, 6.88%, Maturing October 31, 2009 |
|
425,479 |
|
||
3
|
|
Stile Acquisition Corp. |
|
|
|
|||||
$ |
1,225,322 |
|
Term Loan, 6.63%, Maturing April 6, 2013 |
|
$ |
1,212,581 |
|
|||
|
|
Stile U.S. Acquisition Corp. |
|
|
|
|||||
1,227,409 |
|
Term Loan, 6.63%, Maturing April 6, 2013 |
|
1,214,647 |
|
|||||
|
|
Sugarloaf Mills, L.P. |
|
|
|
|||||
1,000,000 |
|
Term Loan, 6.57%, Maturing April 7, 2007 |
|
1,005,000 |
|
|||||
1,200,000 |
|
Term Loan, 7.70%, Maturing April 7, 2007 |
|
1,200,000 |
|
|||||
|
|
TE / Tousa Senior, LLC |
|
|
|
|||||
575,000 |
|
Term Loan, 7.75%, Maturing July 29, 2008 |
|
581,469 |
|
|||||
|
|
The Woodlands Community Property Co. |
|
|
|
|||||
1,304,000 |
|
Term Loan, 6.78%, Maturing November 30, 2007 |
|
1,313,780 |
|
|||||
923,000 |
|
Term Loan, 8.78%, Maturing November 30, 2007 |
|
936,845 |
|
|||||
|
|
Tousa / Kolter, LLC |
|
|
|
|||||
1,110,000 |
|
Term Loan, 5.88%, Maturing January 7, 2008 (2) |
|
1,115,550 |
|
|||||
|
|
TRU 2005 RE Holding Co. |
|
|
|
|||||
2,200,000 |
|
Term Loan, 7.63%, Maturing December 9, 2008 |
|
2,200,000 |
|
|||||
|
|
Trustreet Properties, Inc. |
|
|
|
|||||
790,000 |
|
Term Loan, 6.63%, Maturing April 8, 2010 |
|
799,381 |
|
|||||
|
|
United Subcontractors, Inc. |
|
|
|
|||||
450,000 |
|
Term Loan, 11.95%, Maturing June 27, 2013 |
|
451,125 |
|
|||||
|
|
|
|
$ |
30,018,133 |
|
||||
Business Equipment and Services 6.4% |
|
|
|
|||||||
|
|
Acco Brands Corp. |
|
|
|
|||||
323,750 |
|
Term Loan, 6.52%, Maturing August 17, 2012 |
|
327,122 |
|
|||||
|
|
Affinion Group, Inc. |
|
|
|
|||||
1,191,860 |
|
Term Loan, 7.50%, Maturing October 17, 2012 |
|
1,198,193 |
|
|||||
|
|
Allied Security Holdings, LLC |
|
|
|
|||||
793,457 |
|
Term Loan, 8.86%, Maturing June 30, 2010 |
|
801,888 |
|
|||||
|
|
Baker & Taylor, Inc. |
|
|
|
|||||
1,700,000 |
|
Term Loan, 11.66%, Maturing May 6, 2011 |
|
1,717,000 |
|
|||||
|
|
DynCorp International, LLC |
|
|
|
|||||
650,088 |
|
Term Loan, 7.63%, Maturing February 11, 2011 |
|
659,297 |
|
|||||
|
|
Global Imaging Systems, Inc. |
|
|
|
|||||
482,666 |
|
Term Loan, 6.38%, Maturing May 10, 2010 |
|
486,135 |
|
|||||
|
|
Info USA, Inc. |
|
|
|
|||||
324,188 |
|
Term Loan, 6.58%, Maturing February 14, 2012 |
|
326,214 |
|
|||||
|
|
Iron Mountain, Inc. |
|
|
|
|||||
3,969,686 |
|
Term Loan, 6.56%, Maturing April 2, 2011 |
|
4,008,764 |
|
|||||
|
|
Language Line, Inc. |
|
|
|
|||||
470,030 |
|
Term Loan, 8.88%, Maturing June 11, 2011 |
|
473,437 |
|
|||||
|
|
Mitchell International, Inc. |
|
|
|
|||||
380,267 |
|
Term Loan, 6.98%, Maturing August 15, 2011 |
|
385,258 |
|
|||||
|
|
N.E.W. Holdings I, LLC |
|
|
|
|||||
428,330 |
|
Term Loan, 7.80%, Maturing July 1, 2011 |
|
433,684 |
|
|||||
|
|
Protection One, Inc. |
|
|
|
|||||
495,703 |
|
Term Loan, 7.80%, Maturing April 18, 2011 |
|
501,589 |
|
|||||
|
|
RGIS Holdings, LLC |
|
|
|
|||||
623,438 |
|
Term Loan, 7.48%, Maturing February 15, 2013 |
|
626,750 |
|
|||||
4
|
|
SGS International, Inc. |
|
|
|
||
$ |
399,000 |
|
Term Loan, 7.18%, Maturing December 30, 2011 |
|
$ |
404,985 |
|
|
|
Sungard Data Systems, Inc. |
|
|
|
||
6,972,313 |
|
Term Loan, 7.22%, Maturing February 11, 2013 |
|
7,073,474 |
|
||
|
|
Transaction Network Services, Inc. |
|
|
|
||
419,412 |
|
Term Loan, 6.89%, Maturing May 4, 2012 |
|
421,509 |
|
||
|
|
Western Inventory Services |
|
|
|
||
275,000 |
|
Term Loan, 11.57%, Maturing October 14, 2011 |
|
277,062 |
|
||
|
|
Williams Scotsman, Inc. |
|
|
|
||
500,000 |
|
Term Loan, 6.91%, Maturing June 28, 2010 |
|
506,458 |
|
||
|
|
|
|
$ |
20,628,819 |
|
|
Cable and Satellite Television 7.3% |
|
|
|
||||
|
|
Adelphia Communications Corp. |
|
|
|
||
1,807,270 |
|
DIP Loan, 6.81%, Maturing March 31, 2006 |
|
1,816,307 |
|
||
|
|
Atlantic Broadband Finance, LLC |
|
|
|
||
1,494,183 |
|
Term Loan, 7.62%, Maturing September 1, 2011 |
|
1,520,331 |
|
||
|
|
Bragg Communications, Inc. |
|
|
|
||
551,645 |
|
Term Loan, 6.81%, Maturing August 31, 2011 |
|
558,885 |
|
||
|
|
Canadian Cable Acquisition Co., Inc. |
|
|
|
||
994,850 |
|
Term Loan, 7.96%, Maturing July 30, 2011 |
|
1,007,286 |
|
||
|
|
Cebridge Connections, Inc. |
|
|
|
||
749,700 |
|
Term Loan, 7.98%, Maturing February 23, 2009 |
|
753,448 |
|
||
784,000 |
|
Term Loan, 10.44%, Maturing February 23, 2010 |
|
815,360 |
|
||
|
|
Charter Communications Operating, LLC |
|
|
|
||
7,109,362 |
|
Term Loan, 7.92%, Maturing April 27, 2011 |
|
7,181,237 |
|
||
|
|
Insight Midwest Holdings, LLC |
|
|
|
||
3,421,250 |
|
Term Loan, 7.00%, Maturing December 31, 2009 |
|
3,474,317 |
|
||
|
|
Liberty Cablevision of Puerto Rico Ltd. |
|
|
|
||
225,000 |
|
Term Loan, 7.09%, Maturing March 1, 2013 |
|
227,250 |
|
||
|
|
MCC Iowa, LLC |
|
|
|
||
835,189 |
|
Term Loan, 6.72%, Maturing February 3, 2014 |
|
847,129 |
|
||
|
|
Mediacom Illinois, LLC |
|
|
|
||
1,975,000 |
|
Term Loan, 6.97%, Maturing March 31, 2013 |
|
2,005,397 |
|
||
|
|
UGS Corp. |
|
|
|
||
1,369,129 |
|
Term Loan, 6.83%, Maturing March 31, 2012 |
|
1,387,670 |
|
||
|
|
UPC Broadband Holdings B.V. |
|
|
|
||
1,780,000 |
|
Term Loan, 7.28%, Maturing September 30, 2012 |
|
1,793,535 |
|
||
|
|
|
|
$ |
23,388,152 |
|
|
Chemicals and Plastics 8.9% |
|
|
|
||||
|
|
Basell Af S.A.R.L. |
|
|
|
||
208,333 |
|
Term Loan, 7.31%, Maturing August 1, 2013 |
|
212,305 |
|
||
41,667 |
|
Term Loan, 7.31%, Maturing August 1, 2013 |
|
42,461 |
|
||
208,333 |
|
Term Loan, 7.67%, Maturing August 1, 2014 |
|
212,305 |
|
||
41,667 |
|
Term Loan, 7.67%, Maturing August 1, 2014 |
|
42,461 |
|
||
5
|
|
Brenntag Holding GmbH and Co. KG |
|
|
|
||
$ |
196,364 |
|
Term Loan, 7.44%, Maturing December 23, 2013 |
|
$ |
200,045 |
|
803,636 |
|
Term Loan, 7.44%, Maturing December 23, 2013 |
|
816,495 |
|
||
600,000 |
|
Term Loan, 11.43%, Maturing December 23, 2015 |
|
618,000 |
|
||
|
|
Celanese Holdings, LLC |
|
|
|
||
2,611,439 |
|
Term Loan, 6.98%, Maturing April 6, 2011 |
|
2,652,243 |
|
||
|
|
Gentek, Inc. |
|
|
|
||
295,866 |
|
Term Loan, 7.52%, Maturing February 25, 2011 |
|
297,669 |
|
||
430,000 |
|
Term Loan, 10.35%, Maturing February 25, 2012 |
|
433,494 |
|
||
|
|
Hercules, Inc. |
|
|
|
||
490,000 |
|
Term Loan, 6.08%, Maturing October 8, 2010 |
|
494,900 |
|
||
|
|
Hexion Specialty Chemicals, Inc. |
|
|
|
||
248,280 |
|
Term Loan, 4.73%, Maturing May 31, 2012 |
|
252,625 |
|
||
654,269 |
|
Term Loan, 7.50%, Maturing May 31, 2012 |
|
665,719 |
|
||
903,514 |
|
Term Loan, 7.50%, Maturing May 31, 2012 |
|
919,326 |
|
||
|
|
Huntsman, LLC |
|
|
|
||
3,120,873 |
|
Term Loan, 6.53%, Maturing August 16, 2012 |
|
3,144,767 |
|
||
|
|
Ineos Group |
|
|
|
||
1,375,000 |
|
Term Loan, 7.34%, Maturing December 14, 2013 |
|
1,396,484 |
|
||
1,375,000 |
|
Term Loan, 7.84%, Maturing December 14, 2014 |
|
1,396,484 |
|
||
|
|
Innophos, Inc. |
|
|
|
||
439,064 |
|
Term Loan, 7.15%, Maturing August 13, 2010 |
|
445,558 |
|
||
|
|
Invista B.V. |
|
|
|
||
1,482,253 |
|
Term Loan, 6.75%, Maturing April 29, 2011 |
|
1,502,016 |
|
||
753,471 |
|
Term Loan, 6.75%, Maturing April 29, 2011 |
|
763,517 |
|
||
|
|
ISP Chemo, Inc. |
|
|
|
||
1,175,000 |
|
Term Loan, 6.50%, Maturing February 16, 2013 |
|
1,188,743 |
|
||
|
|
Kraton Polymer, LLC |
|
|
|
||
1,460,361 |
|
Term Loan, 7.49%, Maturing December 23, 2010 |
|
1,483,179 |
|
||
|
|
Mosaic Co. |
|
|
|
||
762,300 |
|
Term Loan, 6.19%, Maturing February 21, 2012 |
|
770,304 |
|
||
|
|
Nalco Co. |
|
|
|
||
3,298,625 |
|
Term Loan, 6.52%, Maturing November 4, 2010 |
|
3,338,255 |
|
||
|
|
PQ Corp. |
|
|
|
||
262,350 |
|
Term Loan, 7.00%, Maturing February 11, 2012 |
|
266,340 |
|
||
|
|
Rockwood Specialties Group, Inc. |
|
|
|
||
2,311,650 |
|
Term Loan, 6.67%, Maturing December 10, 2012 |
|
2,345,060 |
|
||
|
|
Solo Cup Co. |
|
|
|
||
1,343,154 |
|
Term Loan, 7.53%, Maturing February 27, 2011 |
|
1,359,104 |
|
||
|
|
Solutia, Inc. |
|
|
|
||
400,000 |
|
DIP Loan, 8.33%, Maturing March 31, 2007 |
|
403,750 |
|
||
|
|
Wellman, Inc. |
|
|
|
||
900,000 |
|
Term Loan, 8.68%, Maturing February 10, 2009 |
|
913,500 |
|
||
|
|
|
|
$ |
28,577,109 |
|
|
Clothing / Textiles 0.7% |
|
|
|
||||
|
|
Propex Fabrics, Inc. |
|
|
|
||
525,000 |
|
Term Loan, 7.00%, Maturing July 31, 2012 |
|
530,250 |
|
||
6
|
|
St. John Knits International, Inc. |
|
|
|
||
$ |
810,542 |
|
Term Loan, 7.25%, Maturing March 23, 2012 |
|
$ |
821,687 |
|
|
|
The William Carter Co. |
|
|
|
||
904,031 |
|
Term Loan, 6.49%, Maturing July 14, 2012 |
|
915,709 |
|
||
|
|
|
|
$ |
2,267,646 |
|
|
Conglomerates 4.6% |
|
|
|
||||
|
|
Aearo Technologies, Inc. |
|
|
|
||
400,000 |
|
Term Loan, 11.45%, Maturing September 24, 2013 |
|
400,000 |
|
||
|
|
Amsted Industries, Inc. |
|
|
|
||
1,118,282 |
|
Term Loan, 7.15%, Maturing October 15, 2010 |
|
1,135,988 |
|
||
|
|
Blount, Inc. |
|
|
|
||
346,485 |
|
Term Loan, 7.03%, Maturing August 9, 2010 |
|
349,950 |
|
||
|
|
Bushnell Performance Optics |
|
|
|
||
497,561 |
|
Term Loan, 7.83%, Maturing August 19, 2011 |
|
502,744 |
|
||
|
|
Euramax International, Inc. |
|
|
|
||
327,412 |
|
Term Loan, 7.69%, Maturing June 28, 2012 |
|
329,704 |
|
||
334,211 |
|
Term Loan, 11.54%, Maturing June 28, 2013 |
|
332,539 |
|
||
165,789 |
|
Term Loan, 11.54%, Maturing June 28, 2013 |
|
164,961 |
|
||
|
|
Goodman Global Holdings, Inc. |
|
|
|
||
572,207 |
|
Term Loan, 6.63%, Maturing December 23, 2011 |
|
577,572 |
|
||
|
|
Jarden Corp. |
|
|
|
||
1,047,297 |
|
Term Loan, 6.78%, Maturing January 24, 2012 |
|
1,055,282 |
|
||
1,487,096 |
|
Term Loan, 7.03%, Maturing January 24, 2012 |
|
1,504,357 |
|
||
|
|
Johnson Diversey, Inc. |
|
|
|
||
1,969,127 |
|
Term Loan, 7.21%, Maturing December 16, 2011 |
|
2,000,304 |
|
||
|
|
Polymer Group, Inc. |
|
|
|
||
1,396,500 |
|
Term Loan, 7.21%, Maturing November 22, 2012 |
|
1,415,920 |
|
||
|
|
PP Acquisition Corp. |
|
|
|
||
1,582,889 |
|
Term Loan, 7.98%, Maturing November 12, 2011 |
|
1,600,036 |
|
||
|
|
Rexnord Corp. |
|
|
|
||
1,870,618 |
|
Term Loan, 6.92%, Maturing December 31, 2011 |
|
1,893,612 |
|
||
|
|
US Investigations Services, Inc. |
|
|
|
||
1,111,778 |
|
Term Loan, 7.43%, Maturing October 14, 2012 |
|
1,124,980 |
|
||
296,721 |
|
Term Loan, 7.43%, Maturing October 14, 2013 |
|
300,987 |
|
||
|
|
|
|
$ |
14,688,936 |
|
|
Containers and Glass Products 6.7% |
|
|
|
||||
|
|
Berry Plastics Corp. |
|
|
|
||
2,123,272 |
|
Term Loan, 6.84%, Maturing December 2, 2011 |
|
2,156,227 |
|
||
|
|
BWAY Corp. |
|
|
|
||
275,500 |
|
Term Loan, 6.81%, Maturing June 30, 2011 |
|
279,417 |
|
||
|
|
Consolidated Container Holding, LLC |
|
|
|
||
638,625 |
|
Term Loan, 8.37%, Maturing December 15, 2008 |
|
642,217 |
|
||
|
|
Crown America, Inc. |
|
|
|
||
350,000 |
|
Term Loan, 6.44%, Maturing November 15, 2012 |
|
352,844 |
|
||
|
|
Dr. Pepper/Seven Up Bottling Group, Inc. |
|
|
|
||
1,243,295 |
|
Term Loan, 6.79%, Maturing December 19, 2010 |
|
1,261,633 |
|
||
7
|
|
Graham Packaging Holdings Co. |
|
|
|
||
$ |
2,271,251 |
|
Term Loan, 6.97%, Maturing October 7, 2011 |
|
$ |
2,303,900 |
|
1,000,000 |
|
Term Loan, 9.25%, Maturing April 7, 2012 |
|
1,025,208 |
|
||
|
|
Graphic Packaging International, Inc. |
|
|
|
||
4,848,647 |
|
Term Loan, 6.98%, Maturing August 8, 2010 |
|
4,931,224 |
|
||
|
|
IPG (US), Inc. |
|
|
|
||
364,450 |
|
Term Loan, 7.10%, Maturing July 28, 2011 |
|
369,765 |
|
||
|
|
JSG Acquisitions |
|
|
|
||
990,000 |
|
Term Loan, 7.05%, Maturing December 31, 2013 |
|
1,006,087 |
|
||
990,000 |
|
Term Loan, 7.55%, Maturing December 13, 2014 |
|
1,006,087 |
|
||
|
|
Kranson Industries, Inc. |
|
|
|
||
466,018 |
|
Term Loan, 7.73%, Maturing July 30, 2011 |
|
471,843 |
|
||
|
|
Owens-Illinois, Inc. |
|
|
|
||
1,486,733 |
|
Term Loan, 6.42%, Maturing April 1, 2007 |
|
1,491,379 |
|
||
394,214 |
|
Term Loan, 6.56%, Maturing April 1, 2008 |
|
395,877 |
|
||
|
|
Smurfit-Stone Container Corp. |
|
|
|
||
315,687 |
|
Term Loan, 4.45%, Maturing November 1, 2010 |
|
320,343 |
|
||
349,125 |
|
Term Loan, 6.94%, Maturing November 1, 2011 |
|
354,275 |
|
||
793,897 |
|
Term Loan, 7.06%, Maturing November 1, 2011 |
|
805,607 |
|
||
2,265,384 |
|
Term Loan, 7.10%, Maturing November 1, 2011 |
|
2,298,798 |
|
||
|
|
|
|
$ |
21,472,731 |
|
|
Cosmetics / Toiletries 0.8% |
|
|
|
||||
|
|
American Safety Razor Co. |
|
|
|
||
928,056 |
|
Term Loan, 7.56%, Maturing February 28, 2012 |
|
941,976 |
|
||
|
|
Prestige Brands, Inc. |
|
|
|
||
882,000 |
|
Term Loan, 7.23%, Maturing April 6, 2011 |
|
894,311 |
|
||
|
|
Revlon Consumer Products Corp. |
|
|
|
||
721,875 |
|
Term Loan, 10.72%, Maturing July 9, 2010 |
|
743,757 |
|
||
|
|
|
|
$ |
2,580,044 |
|
|
Drugs 1.3% |
|
|
|
||||
|
|
Patheon, Inc. |
|
|
|
||
975,000 |
|
Term Loan, 6.91%, Maturing December 14, 2011 |
|
981,094 |
|
||
|
|
Warner Chilcott Corp. |
|
|
|
||
4,416 |
|
Term Loan, 7.44%, Maturing June 30, 2006 |
|
4,459 |
|
||
22,082 |
|
Term Loan, 7.65%, Maturing January 12, 2012 |
|
22,297 |
|
||
1,965,152 |
|
Term Loan, 7.64%, Maturing January 18, 2012 |
|
1,984,804 |
|
||
365,817 |
|
Term Loan, 7.86%, Maturing January 18, 2012 |
|
369,475 |
|
||
791,860 |
|
Term Loan, 7.86%, Maturing January 18, 2012 |
|
799,779 |
|
||
|
|
|
|
$ |
4,161,908 |
|
|
Ecological Services and Equipment 2.1% |
|
|
|
||||
|
|
Alderwoods Group, Inc. |
|
|
|
||
269,802 |
|
Term Loan, 6.61%, Maturing September 29, 2009 |
|
272,837 |
|
||
|
|
Allied Waste Industries, Inc. |
|
|
|
||
846,665 |
|
Term Loan, 4.54%, Maturing January 15, 2012 |
|
851,216 |
|
||
2,180,748 |
|
Term Loan, 6.80%, Maturing January 15, 2012 |
|
2,193,015 |
|
||
8
|
|
Envirocare of Utah, LLC |
|
|
|
||
$ |
1,209,543 |
|
Term Loan, 7.38%, Maturing April 15, 2010 |
|
$ |
1,223,906 |
|
|
|
Environmental Systems, Inc. |
|
|
|
||
976,103 |
|
Term Loan, 8.27%, Maturing December 12, 2008 |
|
982,204 |
|
||
|
|
IESI Corp. |
|
|
|
||
441,176 |
|
Term Loan, 6.38%, Maturing January 20, 2012 |
|
447,242 |
|
||
|
|
Sensus Metering Systems, Inc. |
|
|
|
||
718,634 |
|
Term Loan, 7.30%, Maturing December 17, 2010 |
|
726,494 |
|
||
95,456 |
|
Term Loan, 7.35%, Maturing December 17, 2010 |
|
96,500 |
|
||
|
|
|
|
$ |
6,793,414 |
|
|
Electronics / Electrical 4.5% |
|
|
|
||||
|
|
AMI Semiconductor, Inc. |
|
|
|
||
951,213 |
|
Term Loan, 6.33%, Maturing April 1, 2012 |
|
957,950 |
|
||
|
|
Aspect Software, Inc. |
|
|
|
||
1,350,000 |
|
Term Loan, 7.44%, Maturing September 22, 2010 |
|
1,365,610 |
|
||
|
|
Avago Technologies Finance PTE |
|
|
|
||
66,796 |
|
Term Loan, 7.13%, Maturing December 1, 2012 |
|
67,047 |
|
||
|
|
Communications & Power, Inc. |
|
|
|
||
444,444 |
|
Term Loan, 7.01%, Maturing July 23, 2010 |
|
449,074 |
|
||
|
|
Enersys Capital, Inc. |
|
|
|
||
982,500 |
|
Term Loan, 6.82%, Maturing March 17, 2011 |
|
994,781 |
|
||
|
|
Fairchild Semiconductor Corp. |
|
|
|
||
2,115,719 |
|
Term Loan, 6.63%, Maturing December 31, 2010 |
|
2,131,587 |
|
||
|
|
FCI International S.A.S. |
|
|
|
||
110,363 |
|
Term Loan, 7.73%, Maturing November 1, 2013 |
|
111,881 |
|
||
114,637 |
|
Term Loan, 7.73%, Maturing November 1, 2013 |
|
115,926 |
|
||
114,637 |
|
Term Loan, 8.23%, Maturing November 1, 2013 |
|
116,070 |
|
||
110,363 |
|
Term Loan, 8.23%, Maturing November 1, 2013 |
|
111,881 |
|
||
|
|
Invensys International Holdings Ltd. |
|
|
|
||
823,806 |
|
Term Loan, 7.79%, Maturing September 4, 2009 |
|
833,074 |
|
||
|
|
Network Solutions, LLC |
|
|
|
||
498,750 |
|
Term Loan, 9.96%, Maturing January 9, 2012 |
|
501,244 |
|
||
|
|
Open Solutions, Inc. |
|
|
|
||
550,000 |
|
Term Loan, 11.33%, Maturing March 3, 2012 |
|
564,437 |
|
||
|
|
Rayovac Corp. |
|
|
|
||
2,705,562 |
|
Term Loan, 7.20%, Maturing February 7, 2012 |
|
2,742,763 |
|
||
|
|
Security Co., Inc. |
|
|
|
||
491,258 |
|
Term Loan, 8.25%, Maturing June 30, 2010 |
|
495,557 |
|
||
500,000 |
|
Term Loan, 12.63%, Maturing June 30, 2011 |
|
506,875 |
|
||
|
|
Serena Software, Inc. |
|
|
|
||
325,000 |
|
Term Loan, 6.95%, Maturing March 10, 2013 |
|
329,835 |
|
||
|
|
SSA Global Technologies, Inc. |
|
|
|
||
248,750 |
|
Term Loan, 6.97%, Maturing September 22, 2011 |
|
251,237 |
|
||
|
|
Telcordia Technologies, Inc. |
|
|
|
||
1,548,300 |
|
Term Loan, 7.31%, Maturing September 15, 2012 |
|
1,537,172 |
|
||
9
|
|
Vertafore, Inc. |
|
|
|
||
$ |
450,000 |
|
Term Loan, 10.87%, Maturing January 31, 2013 |
|
$ |
456,375 |
|
|
|
|
|
$ |
14,640,376 |
|
|
Equipment Leasing 1.4% |
|
|
|
||||
|
|
Ashtead Group, PLC |
|
|
|
||
990,000 |
|
Term Loan, 6.50%, Maturing November 12, 2009 |
|
1,001,756 |
|
||
|
|
Maxim Crane Works, L.P. |
|
|
|
||
633,404 |
|
Term Loan, 6.94%, Maturing January 28, 2010 |
|
643,895 |
|
||
|
|
The Hertz Corp. |
|
|
|
||
253,933 |
|
Term Loan, 0.00%, Maturing December 21, 2012 (2) |
|
257,194 |
|
||
216,667 |
|
Term Loan, 4.93%, Maturing December 21, 2012 |
|
219,875 |
|
||
1,475,702 |
|
Term Loan, 6.98%, Maturing December 21, 2012 |
|
1,497,554 |
|
||
|
|
United Rentals, Inc. |
|
|
|
||
166,667 |
|
Term Loan, 4.83%, Maturing February 14, 2011 |
|
168,819 |
|
||
816,667 |
|
Term Loan, 7.07%, Maturing February 14, 2011 |
|
827,216 |
|
||
|
|
|
|
$ |
4,616,309 |
|
|
Farming / Agriculture 0.4% |
|
|
|
||||
|
|
Central Garden & Pet Co. |
|
|
|
||
1,125,000 |
|
Term Loan, 6.18%, Maturing February 28, 2014 |
|
1,134,141 |
|
||
|
|
|
|
$ |
1,134,141 |
|
|
Financial Intermediaries 3.8% |
|
|
|
||||
|
|
AIMCO Properties, L.P. |
|
|
|
||
3,050,000 |
|
Term Loan, 6.36%, Maturing November 2, 2009 |
|
3,074,781 |
|
||
|
|
Ameritrade Holding Corp. |
|
|
|
||
3,025,000 |
|
Term Loan, 6.32%, Maturing December 31, 2012 |
|
3,046,081 |
|
||
|
|
Coinstar, Inc. |
|
|
|
||
282,520 |
|
Term Loan, 6.55%, Maturing July 7, 2011 |
|
285,521 |
|
||
|
|
Fidelity National Information Solutions, Inc. |
|
|
|
||
3,202,875 |
|
Term Loan, 6.47%, Maturing March 9, 2013 |
|
3,232,402 |
|
||
|
|
LPL Holdings, Inc. |
|
|
|
||
1,945,125 |
|
Term Loan, 8.20%, Maturing June 30, 2013 |
|
1,970,655 |
|
||
|
|
The Macerich Partnership, L.P. |
|
|
|
||
650,000 |
|
Term Loan, 6.19%, Maturing April 25, 2010 |
|
655,416 |
|
||
|
|
|
|
$ |
12,264,856 |
|
|
Food Products 3.0% |
|
|
|
||||
|
|
Acosta, Inc. |
|
|
|
||
1,022,438 |
|
Term Loan, 7.00%, Maturing December 6, 2012 |
|
1,037,135 |
|
||
|
|
Chiquita Brands, LLC |
|
|
|
||
367,225 |
|
Term Loan, 6.83%, Maturing June 28, 2012 |
|
371,356 |
|
||
|
|
Del Monte Corp. |
|
|
|
||
446,625 |
|
Term Loan, 6.14%, Maturing February 8, 2012 |
|
449,696 |
|
||
|
|
Doane Pet Care Co. |
|
|
|
||
298,500 |
|
Term Loan, 6.81%, Maturing October 21, 2012 |
|
303,164 |
|
||
|
|
Dole Food Company, Inc. |
|
|
|
||
581,687 |
|
Term Loan, 6.34%, Maturing April 18, 2012 |
|
584,232 |
|
||
10
|
|
Herbalife International, Inc. |
|
|
|
||
$ |
121,654 |
|
Term Loan, 6.46%, Maturing December 21, 2010 |
|
$ |
122,871 |
|
|
|
Michael Foods, Inc. |
|
|
|
||
1,212,752 |
|
Term Loan, 6.70%, Maturing November 21, 2010 |
|
1,230,185 |
|
||
|
|
Pinnacle Foods Holdings Corp. |
|
|
|
||
3,360,649 |
|
Term Loan, 7.82%, Maturing November 25, 2010 |
|
3,417,780 |
|
||
|
|
Reddy Ice Group, Inc. |
|
|
|
||
1,055,000 |
|
Term Loan, 6.32%, Maturing August 9, 2012 |
|
1,066,540 |
|
||
|
|
The Meow Mix Company |
|
|
|
||
988,024 |
|
Term Loan, 8.03%, Maturing July 13, 2011 |
|
992,656 |
|
||
|
|
|
|
$ |
9,575,615 |
|
|
Food Service 4.0% |
|
|
|
||||
|
|
AFC Enterprises, Inc. |
|
|
|
||
792,849 |
|
Term Loan, 7.25%, Maturing May 11, 2011 |
|
799,291 |
|
||
|
|
Buffets, Inc. |
|
|
|
||
209,091 |
|
Term Loan, 4.98%, Maturing June 28, 2009 |
|
211,182 |
|
||
935,606 |
|
Term Loan, 8.19%, Maturing June 28, 2009 |
|
944,963 |
|
||
|
|
Burger King Corp. |
|
|
|
||
1,536,162 |
|
Term Loan, 6.50%, Maturing June 30, 2012 |
|
1,547,204 |
|
||
|
|
Carrols Corp. |
|
|
|
||
732,665 |
|
Term Loan, 7.38%, Maturing December 31, 2010 |
|
744,342 |
|
||
|
|
CKE Restaurants, Inc. |
|
|
|
||
193,204 |
|
Term Loan, 6.81%, Maturing May 1, 2010 |
|
195,498 |
|
||
|
|
Dennys, Inc. |
|
|
|
||
1,234,389 |
|
Term Loan, 8.07%, Maturing September 30, 2009 |
|
1,258,048 |
|
||
|
|
Dominos, Inc. |
|
|
|
||
3,404,813 |
|
Term Loan, 6.49%, Maturing June 25, 2010 |
|
3,436,025 |
|
||
|
|
Dunkin Brands, Inc. |
|
|
|
||
775,000 |
|
Term Loan, 7.06%, Maturing March 1, 2013 |
|
777,180 |
|
||
|
|
Gate Gourmet Borrower, LLC |
|
|
|
||
100,000 |
|
Term Loan, 7.00%, Maturing March 9, 2012 |
|
100,000 |
|
||
800,000 |
|
Term Loan, 7.64%, Maturing March 9, 2012 |
|
800,000 |
|
||
|
|
Jack in the Box, Inc. |
|
|
|
||
735,000 |
|
Term Loan, 6.28%, Maturing January 8, 2011 |
|
742,809 |
|
||
|
|
Maine Beverage Co., LLC |
|
|
|
||
426,339 |
|
Term Loan, 6.73%, Maturing June 30, 2010 |
|
425,273 |
|
||
|
|
Weight Watchers International, Inc. |
|
|
|
||
492,500 |
|
Term Loan, 6.10%, Maturing March 31, 2010 |
|
498,246 |
|
||
|
|
Weightwatchers.com, Inc. |
|
|
|
||
500,000 |
|
Term Loan, 9.49%, Maturing June 16, 2011 |
|
507,188 |
|
||
|
|
|
|
$ |
12,987,249 |
|
|
Food / Drug Retailers 2.7% |
|
|
|
||||
|
|
Cumberland Farms, Inc. |
|
|
|
||
2,179,817 |
|
Term Loan, 7.00%, Maturing September 8, 2008 |
|
2,192,078 |
|
||
|
|
General Nutrition Centers, Inc. |
|
|
|
||
831,527 |
|
Term Loan, 7.82%, Maturing December 7, 2009 |
|
845,040 |
|
||
11
|
|
Giant Eagle, Inc. |
|
|
|
||
$ |
997,500 |
|
Term Loan, 6.07%, Maturing November 7, 2012 |
|
$ |
1,003,890 |
|
|
|
Roundys Supermarkets, Inc. |
|
|
|
||
1,845,375 |
|
Term Loan, 7.79%, Maturing November 3, 2011 |
|
1,872,672 |
|
||
|
|
The Jean Coutu Group (PJC), Inc. |
|
|
|
||
2,348,661 |
|
Term Loan, 7.19%, Maturing July 30, 2011 |
|
2,374,921 |
|
||
|
|
The Pantry, Inc. |
|
|
|
||
448,875 |
|
Term Loan, 6.58%, Maturing January 2, 2012 |
|
454,766 |
|
||
|
|
|
|
$ |
8,743,367 |
|
|
Forest Products 3.4% |
|
|
|
||||
|
|
Boise Cascade Holdings, LLC |
|
|
|
||
1,439,847 |
|
Term Loan, 6.74%, Maturing October 29, 2011 |
|
1,460,381 |
|
||
|
|
Buckeye Technologies, Inc. |
|
|
|
||
191,262 |
|
Term Loan, 6.70%, Maturing March 15, 2008 |
|
191,859 |
|
||
|
|
Georgia-Pacific Corp. |
|
|
|
||
4,738,125 |
|
Term Loan, 6.88%, Maturing December 20, 2012 |
|
4,777,177 |
|
||
1,450,000 |
|
Term Loan, 7.83%, Maturing December 23, 2013 |
|
1,483,322 |
|
||
|
|
NewPage Corp. |
|
|
|
||
986,961 |
|
Term Loan, 7.96%, Maturing May 2, 2011 |
|
1,002,999 |
|
||
|
|
RLC Industries Co. |
|
|
|
||
552,536 |
|
Term Loan, 6.48%, Maturing February 24, 2010 |
|
555,298 |
|
||
|
|
Xerium Technologies, Inc. |
|
|
|
||
1,455,195 |
|
Term Loan, 7.23%, Maturing November 19, 2011 |
|
1,457,014 |
|
||
|
|
|
|
$ |
10,928,050 |
|
|
Healthcare 10.0% |
|
|
|
||||
|
|
Accellent, Inc. |
|
|
|
||
937,650 |
|
Term Loan, 6.80%, Maturing November 22, 2012 |
|
946,440 |
|
||
|
|
Alliance Imaging, Inc. |
|
|
|
||
1,188,534 |
|
Term Loan, 7.22%, Maturing December 29, 2011 |
|
1,192,546 |
|
||
|
|
Ameripath, Inc. |
|
|
|
||
1,000,000 |
|
Term Loan, 6.64%, Maturing October 31, 2012 |
|
1,013,281 |
|
||
|
|
AMN Healthcare, Inc. |
|
|
|
||
300,000 |
|
Term Loan, 6.73%, Maturing November 2, 2011 |
|
303,656 |
|
||
|
|
AMR HoldCo, Inc. |
|
|
|
||
633,212 |
|
Term Loan, 6.84%, Maturing February 10, 2012 |
|
641,721 |
|
||
|
|
Angiotech Pharmaceuticals, Inc. |
|
|
|
||
300,000 |
|
Term Loan, 6.30%, Maturing March 23, 2013 |
|
300,000 |
|
||
|
|
Caremore Holdings, Inc. |
|
|
|
||
475,000 |
|
Term Loan, 8.23%, Maturing February 28, 2013 |
|
478,266 |
|
||
|
|
Carl Zeiss Topco GMBH |
|
|
|
||
196,667 |
|
Term Loan, 7.86%, Maturing February 28, 2013 |
|
198,855 |
|
||
393,333 |
|
Term Loan, 8.36%, Maturing February 28, 2014 |
|
399,675 |
|
||
375,000 |
|
Term Loan, 10.61%, Maturing August 31, 2014 |
|
382,734 |
|
||
|
|
Community Health Systems, Inc. |
|
|
|
||
3,387,169 |
|
Term Loan, 6.56%, Maturing August 19, 2011 |
|
3,434,447 |
|
||
12
|
|
Concentra Operating Corp. |
|
|
|
||
$ |
1,268,625 |
|
Term Loan, 6.69%, Maturing September 30, 2011 |
|
$ |
1,285,540 |
|
|
|
Conmed Corp. |
|
|
|
||
934,606 |
|
Term Loan, 6.95%, Maturing December 31, 2007 |
|
940,448 |
|
||
|
|
CRC Health Corp. |
|
|
|
||
250,000 |
|
Term Loan, 7.23%, Maturing February 6, 2013 |
|
253,125 |
|
||
|
|
Davita, Inc. |
|
|
|
||
3,821,801 |
|
Term Loan, 6.68%, Maturing October 5, 2012 |
|
3,876,342 |
|
||
|
|
Encore Medical IHC, Inc. |
|
|
|
||
757,958 |
|
Term Loan, 7.59%, Maturing October 4, 2010 |
|
766,486 |
|
||
|
|
FGX International, Inc. |
|
|
|
||
295,038 |
|
Term Loan, 8.93%, Maturing December 12, 2012 |
|
289,138 |
|
||
|
|
FHC Health Systems, Inc. |
|
|
|
||
348,214 |
|
Term Loan, 10.82%, Maturing December 18, 2009 |
|
355,179 |
|
||
243,750 |
|
Term Loan, 12.82%, Maturing December 18, 2009 |
|
248,625 |
|
||
750,000 |
|
Term Loan, 13.82%, Maturing February 7, 2011 |
|
763,125 |
|
||
|
|
Gentiva Health Services, Inc. |
|
|
|
||
450,000 |
|
Term Loan, 6.89%, Maturing February 28, 2014 |
|
455,625 |
|
||
|
|
Hanger Orthopedic Group, Inc. |
|
|
|
||
979,898 |
|
Term Loan, 8.73%, Maturing September 30, 2009 |
|
994,597 |
|
||
|
|
Healthcare Partners, LLC |
|
|
|
||
194,750 |
|
Term Loan, 6.89%, Maturing March 2, 2011 |
|
196,819 |
|
||
|
|
Healthsouth Corp. |
|
|
|
||
1,150,000 |
|
Term Loan, 8.15%, Maturing March 10, 2013 |
|
1,160,063 |
|
||
|
|
Kinetic Concepts, Inc. |
|
|
|
||
218,652 |
|
Term Loan, 6.73%, Maturing August 11, 2010 |
|
221,431 |
|
||
|
|
Leiner Health Products, Inc. |
|
|
|
||
525,638 |
|
Term Loan, 8.61%, Maturing May 27, 2011 |
|
533,194 |
|
||
|
|
Lifecare Holdings, Inc. |
|
|
|
||
447,750 |
|
Term Loan, 7.07%, Maturing August 11, 2012 |
|
425,474 |
|
||
|
|
Lifepoint Hospitals, Inc. |
|
|
|
||
2,114,263 |
|
Term Loan, 6.19%, Maturing April 15, 2012 |
|
2,129,975 |
|
||
|
|
Magellan Health Services, Inc. |
|
|
|
||
457,958 |
|
Term Loan, 4.54%, Maturing August 15, 2008 |
|
463,110 |
|
||
515,203 |
|
Term Loan, 7.16%, Maturing August 15, 2008 |
|
520,999 |
|
||
|
|
Matria Healthcare, Inc. |
|
|
|
||
64,103 |
|
Term Loan, 7.02%, Maturing January 19, 2007 |
|
64,303 |
|
||
300,000 |
|
Term Loan, 9.00%, Maturing January 19, 2007 |
|
306,750 |
|
||
135,558 |
|
Term Loan, 7.15%, Maturing January 19, 2012 |
|
136,956 |
|
||
|
|
Medcath Holdings Corp. |
|
|
|
||
100,625 |
|
Term Loan, 7.10%, Maturing July 2, 2011 |
|
101,254 |
|
||
|
|
National Mentor, Inc. |
|
|
|
||
873,671 |
|
Term Loan, 7.21%, Maturing September 30, 2011 |
|
878,040 |
|
||
|
|
PER-SE Technologies, Inc. |
|
|
|
||
544,828 |
|
Term Loan, 7.22%, Maturing January 6, 2013 |
|
552,319 |
|
||
|
|
Renal Advantage, Inc. |
|
|
|
||
199,000 |
|
Term Loan, 7.42%, Maturing October 5, 2012 |
|
201,425 |
|
||
13
|
|
Select Medical Holding Corp. |
|
|
|
||
$ |
1,264,737 |
|
Term Loan, 6.52%, Maturing February 24, 2012 |
|
$ |
1,254,549 |
|
|
|
Sunrise Medical Holdings, Inc. |
|
|
|
||
491,505 |
|
Term Loan, 8.05%, Maturing May 13, 2010 |
|
492,119 |
|
||
|
|
Talecris Biotherapeutics, Inc. |
|
|
|
||
534,600 |
|
Term Loan, 8.02%, Maturing March 31, 2010 |
|
533,264 |
|
||
|
|
Vanguard Health Holding Co., LLC |
|
|
|
||
1,641,785 |
|
Term Loan, 6.95%, Maturing September 23, 2011 |
|
1,663,848 |
|
||
|
|
VWR International, Inc. |
|
|
|
||
940,707 |
|
Term Loan, 7.12%, Maturing April 7, 2011 |
|
955,112 |
|
||
|
|
|
|
$ |
32,310,855 |
|
|
Home Furnishings 2.2% |
|
|
|
||||
|
|
Interline Brands, Inc. |
|
|
|
||
1,517,354 |
|
Term Loan, 7.23%, Maturing December 31, 2010 |
|
1,532,528 |
|
||
|
|
Knoll, Inc. |
|
|
|
||
971,250 |
|
Term Loan, 6.73%, Maturing October 3, 2012 |
|
986,274 |
|
||
|
|
National Bedding Co., LLC |
|
|
|
||
350,000 |
|
Term Loan, 9.72%, Maturing August 31, 2012 |
|
356,781 |
|
||
|
|
Oreck Corp. |
|
|
|
||
746,222 |
|
Term Loan, 7.73%, Maturing February 2, 2012 |
|
756,949 |
|
||
|
|
Sealy Mattress Co. |
|
|
|
||
1,597,479 |
|
Term Loan, 6.52%, Maturing April 6, 2012 |
|
1,619,945 |
|
||
|
|
Simmons Co. |
|
|
|
||
1,737,547 |
|
Term Loan, 7.35%, Maturing December 19, 2011 |
|
1,766,597 |
|
||
|
|
|
|
$ |
7,019,074 |
|
|
Industrial Equipment 1.1% |
|
|
|
||||
|
|
Alliance Laundry Holdings, LLC |
|
|
|
||
247,800 |
|
Term Loan, 6.92%, Maturing January 27, 2012 |
|
251,440 |
|
||
|
|
Colfax Corp. |
|
|
|
||
594,981 |
|
Term Loan, 7.00%, Maturing December 19, 2011 |
|
602,791 |
|
||
|
|
Flowserve Corp. |
|
|
|
||
1,097,445 |
|
Term Loan, 6.66%, Maturing August 10, 2012 |
|
1,113,392 |
|
||
|
|
Gleason Corp. |
|
|
|
||
210,726 |
|
Term Loan, 7.27%, Maturing July 27, 2011 |
|
213,360 |
|
||
746,250 |
|
Term Loan, 10.32%, Maturing January 31, 2012 |
|
759,309 |
|
||
|
|
Mainline, L.P. |
|
|
|
||
764,444 |
|
Term Loan, 7.31%, Maturing December 17, 2011 |
|
770,178 |
|
||
|
|
|
|
$ |
3,710,470 |
|
|
Insurance 2.4% |
|
|
|
||||
|
|
ARG Holdings, Inc. |
|
|
|
||
650,000 |
|
Term Loan, 12.13%, Maturing November 30, 2012 |
|
661,375 |
|
||
|
|
CCC Information Services Group, Inc. |
|
|
|
||
375,000 |
|
Term Loan, 7.26%, Maturing February 10, 2013 |
|
380,703 |
|
||
|
|
Conseco, Inc. |
|
|
|
||
1,680,822 |
|
Term Loan, 6.50%, Maturing June 22, 2010 |
|
1,697,630 |
|
||
14
|
|
Hilb, Rogal & Hobbs Co. |
|
|
|
||||||
$ |
3,285,585 |
|
Term Loan, 7.13%, Maturing June 30, 2007 |
|
$ |
3,312,281 |
|
||||
|
|
U.S.I. Holdings Corp. |
|
|
|
||||||
1,557,587 |
|
Term Loan, 7.07%, Maturing March 24, 2011 |
|
1,562,454 |
|
||||||
|
|
|
|
$ |
7,614,443 |
|
|||||
Leisure Goods / Activities / Movies 8.0% |
|
|
|
||||||||
|
|
24 Hour Fitness Worldwide, Inc. |
|
|
|
||||||
900,000 |
|
Term Loan, 7.62%, Maturing June 8, 2012 |
|
913,500 |
|
||||||
|
|
Alliance Atlantis Communications, Inc. |
|
|
|
||||||
335,610 |
|
Term Loan, 6.48%, Maturing December 20, 2011 |
|
338,966 |
|
||||||
|
|
AMC Entertainment, Inc. |
|
|
|
||||||
997,500 |
|
Term Loan, 6.94%, Maturing January 26, 2013 |
|
1,009,891 |
|
||||||
|
|
AMF Bowling Worldwide, Inc. |
|
|
|
||||||
345,829 |
|
Term Loan, 7.66%, Maturing August 27, 2009 |
|
349,179 |
|
||||||
|
|
Cinemark, Inc. |
|
|
|
||||||
1,960,000 |
|
Term Loan, 6.28%, Maturing March 31, 2011 |
|
1,989,645 |
|
||||||
|
|
Deluxe Entertainment Services |
|
|
|
||||||
500,000 |
|
Term Loan, 8.73%, Maturing January 28, 2011 |
|
508,334 |
|
||||||
|
|
Fender Musical Instruments Co. |
|
|
|
||||||
551,740 |
|
Term Loan, 6.47%, Maturing March 30, 2012 |
|
561,395 |
|
||||||
375,000 |
|
Term Loan, 8.72%, Maturing March 30, 2012 |
|
382,500 |
|
||||||
|
|
HEI Acquisition, LLC |
|
|
|
||||||
325,000 |
|
Term Loan, 7.08%, Maturing December 31, 2011 |
|
329,469 |
|
||||||
|
|
Mega Blocks, Inc. |
|
|
|
||||||
845,750 |
|
Term Loan, 6.44%, Maturing July 26, 2012 |
|
856,322 |
|
||||||
|
|
Metro-Goldwyn-Mayer Holdings, Inc. |
|
|
|
||||||
5,390,000 |
|
Term Loan, 7.23%, Maturing April 8, 2012 |
|
5,463,105 |
|
||||||
|
|
Regal Cinemas Corp. |
|
|
|
||||||
4,418,563 |
|
Term Loan, 6.73%, Maturing November 10, 2010 |
|
4,467,446 |
|
||||||
|
|
Six Flags Theme Parks, Inc. |
|
|
|
||||||
750,000 |
|
Revolving Loan, 7.13%, Maturing June 30, 2008 (2) |
|
740,312 |
|
||||||
2,223,994 |
|
Term Loan, 7.11%, Maturing June 30, 2009 |
|
2,253,531 |
|
||||||
|
|
Southwest Sports Group, LLC |
|
|
|
||||||
600,000 |
|
Term Loan, 7.44%, Maturing December 22, 2010 |
|
607,500 |
|
||||||
|
|
Universal City Development Partners, Ltd. |
|
|
|
||||||
997,375 |
|
Term Loan, 6.67%, Maturing June 9, 2011 |
|
1,010,881 |
|
||||||
|
|
WMG Acquisition Corp. |
|
|
|
||||||
450,000 |
|
Revolving Loan, 0.00%, Maturing February 28, 2010 (2) |
|
438,244 |
|
||||||
3,588,375 |
|
Term Loan, 6.67%, Maturing February 28, 2011 |
|
3,637,995 |
|
||||||
|
|
|
|
$ |
25,858,215 |
|
|||||
Lodging and Casinos 5.1% |
|
|
|
||||||||
|
|
Alliance Gaming Corp. |
|
|
|
||||||
1,693,024 |
|
Term Loan, 8.18%, Maturing September 4, 2009 |
|
1,713,658 |
|
||||||
|
|
Ameristar Casinos, Inc. |
|
|
|
||||||
598,500 |
|
Term Loan, 6.33%, Maturing November 10, 2012 |
|
604,766 |
|
||||||
15
|
|
CCM Merger, Inc. |
|
|
|
||
$ |
1,022,277 |
|
Term Loan, 6.92%, Maturing July 13, 2012 |
|
$ |
1,032,116 |
|
|
|
Columbia Entertainment |
|
|
|
||
533,036 |
|
Term Loan, 7.48%, Maturing October 24, 2011 |
|
538,200 |
|
||
|
|
Globalcash Access, LLC |
|
|
|
||
223,934 |
|
Term Loan, 7.08%, Maturing March 10, 2010 |
|
227,014 |
|
||
|
|
Isle of Capri Casinos, Inc. |
|
|
|
||
1,199,812 |
|
Term Loan, 6.42%, Maturing February 4, 2011 |
|
1,216,460 |
|
||
|
|
MGM Mirage |
|
|
|
||
1,571,429 |
|
Revolving Loan, 4.15%, Maturing April 25, 2010 (2) |
|
1,533,125 |
|
||
428,571 |
|
Term Loan, 6.28%, Maturing April 25, 2010 |
|
430,446 |
|
||
|
|
Penn National Gaming, Inc. |
|
|
|
||
3,497,425 |
|
Term Loan, 6.39%, Maturing October 3, 2012 |
|
3,549,341 |
|
||
|
|
Pinnacle Entertainment, Inc. |
|
|
|
||
400,000 |
|
Term Loan, 0.00%, Maturing December 14, 2011 (2) |
|
401,125 |
|
||
350,000 |
|
Term Loan, 6.78%, Maturing December 14, 2011 |
|
353,063 |
|
||
|
|
Resorts International Holdings, LLC |
|
|
|
||
1,057,325 |
|
Term Loan, 7.98%, Maturing April 26, 2012 |
|
1,069,220 |
|
||
466,626 |
|
Term Loan, 12.48%, Maturing April 26, 2013 |
|
469,192 |
|
||
|
|
Venetian Casino Resort, LLC |
|
|
|
||
2,031,035 |
|
Term Loan, 6.73%, Maturing June 15, 2011 |
|
2,054,678 |
|
||
418,770 |
|
Term Loan, 6.73%, Maturing June 15, 2011 |
|
423,645 |
|
||
|
|
Wynn Las Vegas, LLC |
|
|
|
||
665,000 |
|
Term Loan, 6.98%, Maturing December 14, 2011 |
|
673,035 |
|
||
|
|
|
|
$ |
16,289,084 |
|
|
Nonferrous Metals / Minerals 2.5% |
|
|
|
||||
|
|
Almatis Holdings 5 BV |
|
|
|
||
175,000 |
|
Term Loan, 7.40%, Maturing December 21, 2013 |
|
177,116 |
|
||
175,000 |
|
Term Loan, 7.90%, Maturing December 21, 2014 |
|
177,897 |
|
||
|
|
Alpha Natural Resources, LLC |
|
|
|
||
473,812 |
|
Term Loan, 6.32%, Maturing October 26, 2012 |
|
477,811 |
|
||
|
|
Carmeuse Lime, Inc. |
|
|
|
||
310,229 |
|
Term Loan, 6.45%, Maturing May 2, 2011 |
|
311,780 |
|
||
|
|
Foundation Coal Corp. |
|
|
|
||
677,128 |
|
Term Loan, 6.52%, Maturing July 30, 2011 |
|
688,512 |
|
||
|
|
ICG, LLC |
|
|
|
||
44,174 |
|
Term Loan, 7.41%, Maturing November 5, 2010 |
|
44,160 |
|
||
|
|
International Mill Service, Inc. |
|
|
|
||
246,884 |
|
Term Loan, 7.73%, Maturing December 31, 2010 |
|
250,896 |
|
||
1,000,000 |
|
Term Loan, 10.98%, Maturing October 26, 2011 |
|
1,005,000 |
|
||
|
|
Magnequench International, Inc. |
|
|
|
||
1,022,875 |
|
Term Loan, 8.50%, Maturing August 31, 2009 |
|
1,025,432 |
|
||
|
|
Magnum Coal Co. |
|
|
|
||
1,000,000 |
|
Term Loan, 8.30%, Maturing March 15, 2013 |
|
1,003,750 |
|
||
100,000 |
|
Term Loan, 8.33%, Maturing March 15, 2013 |
|
100,375 |
|
||
16
|
|
Murray Energy Corp. |
|
|
|
||
$ |
742,500 |
|
Term Loan, 7.83%, Maturing January 28, 2010 |
|
$ |
744,356 |
|
|
|
Novelis, Inc. |
|
|
|
||
457,096 |
|
Term Loan, 6.44%, Maturing January 6, 2012 |
|
462,739 |
|
||
792,519 |
|
Term Loan, 6.44%, Maturing January 6, 2012 |
|
802,302 |
|
||
|
|
Stillwater Mining Co. |
|
|
|
||
715,191 |
|
Term Loan, 7.13%, Maturing June 30, 2007 |
|
724,578 |
|
||
|
|
|
|
$ |
7,996,704 |
|
|
Oil and Gas 4.6% |
|
|
|
||||
|
|
Coffeyville Resources, LLC |
|
|
|
||
450,000 |
|
Term Loan, 11.75%, Maturing June 24, 2013 |
|
465,047 |
|
||
|
|
Dresser, Inc. |
|
|
|
||
83,841 |
|
Term Loan, 7.33%, Maturing March 31, 2007 |
|
85,309 |
|
||
|
|
El Paso Corp. |
|
|
|
||
1,071,750 |
|
Term Loan, 4.51%, Maturing November 23, 2009 |
|
1,085,073 |
|
||
2,233,340 |
|
Term Loan, 7.75%, Maturing November 23, 2009 |
|
2,264,048 |
|
||
|
|
Epco Holdings, Inc. |
|
|
|
||
613,800 |
|
Term Loan, 6.59%, Maturing August 18, 2010 |
|
622,240 |
|
||
|
|
Key Energy Services, Inc. |
|
|
|
||
638,400 |
|
Term Loan, 7.68%, Maturing June 30, 2012 |
|
648,375 |
|
||
|
|
LB Pacific, L.P. |
|
|
|
||
539,550 |
|
Term Loan, 7.72%, Maturing March 3, 2012 |
|
547,643 |
|
||
|
|
Lyondell-Citgo Refining, L.P. |
|
|
|
||
933,375 |
|
Term Loan, 6.98%, Maturing May 21, 2007 |
|
942,709 |
|
||
|
|
Petroleum Geo-Services ASA |
|
|
|
||
1,271,813 |
|
Term Loan, 7.48%, Maturing December 16, 2012 |
|
1,288,505 |
|
||
|
|
Targa Resources, Inc. |
|
|
|
||
895,000 |
|
Term Loan, 6.83%, Maturing October 31, 2007 |
|
899,475 |
|
||
2,026,125 |
|
Term Loan, 7.09%, Maturing October 31, 2012 |
|
2,057,783 |
|
||
395,714 |
|
Term Loan, 7.23%, Maturing October 31, 2012 |
|
401,897 |
|
||
|
|
Universal Compression, Inc. |
|
|
|
||
549,452 |
|
Term Loan, 6.48%, Maturing February 15, 2012 |
|
555,908 |
|
||
|
|
Williams Production RMT Co. |
|
|
|
||
2,922,737 |
|
Term Loan, 7.01%, Maturing May 30, 2008 |
|
2,962,925 |
|
||
|
|
|
|
$ |
14,826,937 |
|
|
Publishing 5.3% |
|
|
|
||||
|
|
American Media Operations, Inc. |
|
|
|
||
2,000,000 |
|
Term Loan, 7.63%, Maturing January 31, 2013 |
|
2,027,750 |
|
||
|
|
CBD Media, LLC |
|
|
|
||
424,837 |
|
Term Loan, 7.24%, Maturing December 31, 2009 |
|
431,475 |
|
||
|
|
Dex Media East, LLC |
|
|
|
||
1,517,458 |
|
Term Loan, 6.48%, Maturing May 8, 2009 |
|
1,532,374 |
|
||
|
|
Dex Media West, LLC |
|
|
|
||
1,854,150 |
|
Term Loan, 6.53%, Maturing March 9, 2010 |
|
1,873,077 |
|
||
17
|
|
Hanley-Wood, LLC |
|
|
|
|||
$ |
31,788 |
|
Term Loan, 0.00%, Maturing August 1, 2012 (2) |
|
$ |
31,987 |
|
|
268,212 |
|
Term Loan, 6.98%, Maturing August 1, 2012 |
|
269,888 |
|
|||
|
|
Herald Media, Inc. |
|
|
|
|||
147,290 |
|
Term Loan, 7.67%, Maturing July 22, 2011 |
|
147,935 |
|
|||
500,000 |
|
Term Loan, 10.67%, Maturing January 22, 2012 |
|
506,250 |
|
|||
|
|
Liberty Group Operating, Inc. |
|
|
|
|||
708,776 |
|
Term Loan, 7.13%, Maturing February 28, 2012 |
|
716,085 |
|
|||
|
|
Merrill Communications, LLC |
|
|
|
|||
691,413 |
|
Term Loan, 7.14%, Maturing May 5, 2011 |
|
698,867 |
|
|||
|
|
Nebraska Book Co., Inc. |
|
|
|
|||
475,300 |
|
Term Loan, 7.61%, Maturing March 4, 2011 |
|
480,647 |
|
|||
|
|
R.H. Donnelley Corp. |
|
|
|
|||
71,499 |
|
Term Loan, 6.68%, Maturing December 31, 2009 |
|
71,836 |
|
|||
2,772,046 |
|
Term Loan, 6.62%, Maturing June 30, 2011 |
|
2,796,833 |
|
|||
|
|
Source Media, Inc. |
|
|
|
|||
647,862 |
|
Term Loan, 7.21%, Maturing November 8, 2011 |
|
656,365 |
|
|||
|
|
SP Newsprint Co. |
|
|
|
|||
969,921 |
|
Term Loan, 4.83%, Maturing January 9, 2010 |
|
983,258 |
|
|||
361,630 |
|
Term Loan, 7.07%, Maturing January 9, 2010 |
|
366,603 |
|
|||
|
|
Sun Media Corp. |
|
|
|
|||
2,368,587 |
|
Term Loan, 6.67%, Maturing February 7, 2009 |
|
2,402,635 |
|
|||
|
|
Xsys US, Inc. |
|
|
|
|||
605,124 |
|
Term Loan, 7.48%, Maturing December 31, 2012 |
|
610,797 |
|
|||
618,087 |
|
Term Loan, 7.98%, Maturing December 31, 2013 |
|
626,972 |
|
|||
|
|
|
|
$ |
17,231,634 |
|
||
Radio and Television 7.0% |
|
|
|
|
||||
|
|
Adams Outdoor Advertising, L.P. |
|
|
|
|
||
929,917 |
|
Term Loan, 6.62%, Maturing November 18, 2012 |
|
943,865 |
|
|
||
|
|
ALM Media Holdings, Inc. |
|
|
|
|
||
826,650 |
|
Term Loan, 7.49%, Maturing March 5, 2010 |
|
831,472 |
|
|
||
|
|
Block Communications, Inc. |
|
|
|
|
||
448,875 |
|
Term Loan, 6.98%, Maturing December 22, 2011 |
|
455,328 |
|
|
||
|
|
DirecTV Holdings, LLC |
|
|
|
|
||
2,086,667 |
|
Term Loan, 6.28%, Maturing April 13, 2013 |
|
2,112,750 |
|
|
||
|
|
Entravision Communications Corp. |
|
|
|
|
||
723,188 |
|
Term Loan, 6.03%, Maturing September 29, 2013 |
|
729,365 |
|
|
||
|
|
Gray Television, Inc. |
|
|
|
|
||
698,250 |
|
Term Loan, 6.03%, Maturing November 22, 2015 |
|
703,836 |
|
|
||
|
|
HIT Entertainment, Inc. |
|
|
|
|
||
796,000 |
|
Term Loan, 7.17%, Maturing March 20, 2012 |
|
802,766 |
|
|
||
|
|
Montecito Broadcast Group, LLC |
|
|
|
|
||
349,125 |
|
Term Loan, 7.14%, Maturing January 27, 2013 |
|
355,016 |
|
|
||
|
|
NEP Supershooters, L.P. |
|
|
|
|
||
805,642 |
|
Term Loan, 12.98%, Maturing August 3, 2011 |
|
801,614 |
|
|
||
18
|
|
Nexstar Broadcasting, Inc. |
|
|
|
||
$ |
975,354 |
|
Term Loan, 6.73%, Maturing October 1, 2012 |
|
$ |
980,840 |
|
970,157 |
|
Term Loan, 6.73%, Maturing October 1, 2012 |
|
975,614 |
|
||
|
|
NextMedia Operating, Inc. |
|
|
|
||
68,885 |
|
Term Loan, 6.66%, Maturing November 15, 2012 |
|
69,670 |
|
||
154,992 |
|
Term Loan, 6.75%, Maturing November 15, 2012 |
|
156,760 |
|
||
|
|
PanAmSat Corp. |
|
|
|
||
2,705,656 |
|
Term Loan, 6.90%, Maturing August 20, 2011 |
|
2,745,078 |
|
||
|
|
Patriot Media and Communications CNJ, LLC |
|
|
|
||
300,000 |
|
Term Loan, 9.69%, Maturing October 6, 2013 |
|
306,984 |
|
||
|
|
Paxson Communcations Corp. |
|
|
|
||
1,350,000 |
|
Term Loan, 7.78%, Maturing January 15, 2012 |
|
1,355,906 |
|
||
|
|
Rainbow National Services, LLC |
|
|
|
||
1,473,793 |
|
Term Loan, 7.56%, Maturing March 31, 2012 |
|
1,493,137 |
|
||
|
|
Raycom TV Broadcasting, LLC |
|
|
|
||
1,521,041 |
|
Term Loan, 6.50%, Maturing August 28, 2013 |
|
1,528,646 |
|
||
|
|
SFX Entertainment |
|
|
|
||
748,125 |
|
Term Loan, 7.23%, Maturing June 21, 2013 |
|
751,710 |
|
||
|
|
Spanish Broadcasting System, Inc. |
|
|
|
||
997,481 |
|
Term Loan, 6.98%, Maturing June 10, 2012 |
|
1,010,781 |
|
||
|
|
Susquehana Media Co. |
|
|
|
||
2,623,500 |
|
Term Loan, 6.33%, Maturing March 9, 2012 |
|
2,628,419 |
|
||
|
|
Young Broadcasting, Inc. |
|
|
|
||
884,569 |
|
Term Loan, 6.95%, Maturing November 3, 2012 |
|
888,301 |
|
||
|
|
|
|
$ |
22,627,858 |
|
|
Rail Industries 0.5% |
|
|
|
||||
|
|
Kansas City Southern Industries, Inc. |
|
|
|
||
365,375 |
|
Term Loan, 6.31%, Maturing March 30, 2008 |
|
367,240 |
|
||
|
|
Railamerica, Inc. |
|
|
|
||
1,287,361 |
|
Term Loan, 7.06%, Maturing September 29, 2011 |
|
1,307,744 |
|
||
75,210 |
|
Term Loan, 7.06%, Maturing September 29, 2011 |
|
76,401 |
|
||
|
|
|
|
$ |
1,751,385 |
|
|
Retailers (Except Food and Drug) 5.3% |
|
|
|
||||
|
|
American Achievement Corp. |
|
|
|
||
241,122 |
|
Term Loan, 9.25%, Maturing March 25, 2011 |
|
245,342 |
|
||
|
|
Amscan Holdings, Inc. |
|
|
|
||
775,000 |
|
Term Loan, 7.77%, Maturing December 23, 2012 |
|
774,031 |
|
||
|
|
Coinmach Laundry Corp. |
|
|
|
||
2,996,974 |
|
Term Loan, 7.31%, Maturing December 15, 2012 |
|
3,045,051 |
|
||
|
|
FTD, Inc. |
|
|
|
||
340,397 |
|
Term Loan, 6.92%, Maturing February 28, 2011 |
|
344,545 |
|
||
|
|
Harbor Freight Tools USA, Inc. |
|
|
|
||
852,272 |
|
Term Loan, 7.00%, Maturing July 15, 2010 |
|
861,434 |
|
||
|
|
Home Interiors & Gifts, Inc. |
|
|
|
||
648,971 |
|
Term Loan, 9.81%, Maturing March 31, 2011 |
|
614,359 |
|
||
19
|
|
Jostens Corp. |
|
|
|
||
$ |
2,271,184 |
|
Term Loan, 7.32%, Maturing October 4, 2010 |
|
$ |
2,305,015 |
|
|
|
Mapco Express, Inc. |
|
|
|
||
324,548 |
|
Term Loan, 7.70%, Maturing April 28, 2011 |
|
330,227 |
|
||
|
|
Mauser Werke GMBH & Co. KG |
|
|
|
||
625,000 |
|
Term Loan, 7.52%, Maturing December 3, 2011 |
|
628,906 |
|
||
|
|
Movie Gallery, Inc. |
|
|
|
||
526,921 |
|
Term Loan, 8.73%, Maturing April 27, 2011 |
|
476,823 |
|
||
|
|
Musicland Group, Inc. |
|
|
|
||
1,000,000 |
|
Revolving Loan, 0.00%, Maturing August 11, 2008 (2) |
|
1,002,500 |
|
||
|
|
Neiman Marcus Group, Inc. |
|
|
|
||
498,418 |
|
Term Loan, 7.34%, Maturing April 5, 2013 |
|
506,272 |
|
||
|
|
Oriental Trading Co., Inc. |
|
|
|
||
1,705,886 |
|
Term Loan, 7.25%, Maturing August 4, 2010 |
|
1,722,945 |
|
||
|
|
Rent-A-Center, Inc. |
|
|
|
||
1,273,741 |
|
Term Loan, 6.47%, Maturing June 30, 2010 |
|
1,288,549 |
|
||
|
|
Savers, Inc. |
|
|
|
||
311,362 |
|
Term Loan, 7.60%, Maturing August 4, 2009 |
|
314,865 |
|
||
500,000 |
|
Term Loan, 12.22%, Maturing August 4, 2010 |
|
510,625 |
|
||
|
|
Sears Canada, Inc. |
|
|
|
||
500,000 |
|
Term Loan, 6.71%, Maturing December 22, 2012 |
|
506,875 |
|
||
|
|
Travelcenters of America, Inc. |
|
|
|
||
1,655,850 |
|
Term Loan, 6.62%, Maturing November 30, 2008 |
|
1,674,893 |
|
||
|
|
|
|
$ |
17,153,257 |
|
|
Steel 0.1% |
|
|
|
||||
|
|
Gibraltar Industries, Inc. |
|
|
|
||
448,875 |
|
Term Loan, 6.69%, Maturing December 8, 2010 |
|
452,242 |
|
||
|
|
|
|
$ |
452,242 |
|
|
Surface Transport 0.3% |
|
|
|
||||
|
|
Horizon Lines, LLC |
|
|
|
||
245,625 |
|
Term Loan, 7.17%, Maturing July 7, 2011 |
|
249,105 |
|
||
|
|
Sirva Worldwide, Inc. |
|
|
|
||
862,898 |
|
Term Loan, 9.08%, Maturing December 1, 2010 |
|
859,123 |
|
||
|
|
|
|
$ |
1,108,228 |
|
|
Telecommunications 5.8% |
|
|
|
||||
|
|
AAT Communications Corp. |
|
|
|
||
660,000 |
|
Term Loan, 7.56%, Maturing July 29, 2013 |
|
663,437 |
|
||
|
|
Alaska Communications Systems Holdings, Inc. |
|
|
|
||
530,000 |
|
Term Loan, 6.73%, Maturing February 11, 2012 |
|
535,433 |
|
||
|
|
Cellular South, Inc. |
|
|
|
||
343,875 |
|
Term Loan, 6.47%, Maturing May 4, 2011 |
|
348,603 |
|
||
|
|
Centennial Cellular Operating Co., LLC |
|
|
|
||
1,833,333 |
|
Term Loan, 7.21%, Maturing February 9, 2011 |
|
1,861,598 |
|
||
|
|
Cincinnati Bell, Inc. |
|
|
|
||
348,250 |
|
Term Loan, 6.18%, Maturing August 31, 2012 |
|
351,134 |
|
||
20
|
|
Consolidated Communications, Inc. |
|
|
|
||
$ |
2,244,965 |
|
Term Loan, 6.68%, Maturing April 14, 2011 |
|
$ |
2,272,091 |
|
|
|
D&E Communications, Inc. |
|
|
|
||
464,212 |
|
Term Loan, 6.81%, Maturing December 31, 2011 |
|
467,984 |
|
||
|
|
Fairpoint Communications, Inc. |
|
|
|
||
1,130,000 |
|
Term Loan, 6.75%, Maturing February 8, 2012 |
|
1,140,029 |
|
||
|
|
Hawaiian Telcom Communications, Inc. |
|
|
|
||
400,000 |
|
Term Loan, 7.23%, Maturing October 31, 2012 |
|
404,464 |
|
||
|
|
Intelsat, Ltd. |
|
|
|
||
1,492,443 |
|
Term Loan, 6.75%, Maturing July 28, 2011 |
|
1,508,301 |
|
||
|
|
Iowa Telecommunications Services |
|
|
|
||
334,000 |
|
Term Loan, 6.69%, Maturing November 23, 2011 |
|
338,280 |
|
||
|
|
IPC Acquisition Corp. |
|
|
|
||
239,718 |
|
Term Loan, 7.57%, Maturing August 5, 2011 |
|
243,463 |
|
||
|
|
Madison River Capital, LLC |
|
|
|
||
290,000 |
|
Term Loan, 6.80%, Maturing July 31, 2012 |
|
293,806 |
|
||
|
|
NTelos, Inc. |
|
|
|
||
1,135,625 |
|
Term Loan, 7.33%, Maturing February 18, 2011 |
|
1,153,795 |
|
||
|
|
Qwest Corp. |
|
|
|
||
2,000,000 |
|
Term Loan, 9.50%, Maturing June 4, 2007 |
|
2,054,376 |
|
||
|
|
Stratos Global Corp. |
|
|
|
||
575,000 |
|
Term Loan, 7.73%, Maturing February 13, 2012 |
|
582,906 |
|
||
|
|
Triton PCS, Inc. |
|
|
|
||
1,565,847 |
|
Term Loan, 8.08%, Maturing November 18, 2009 |
|
1,578,325 |
|
||
|
|
Valor Telecom Enterprise, LLC |
|
|
|
||
1,703,500 |
|
Term Loan, 6.68%, Maturing February 14, 2012 |
|
1,709,357 |
|
||
|
|
Westcom Corp. |
|
|
|
||
405,649 |
|
Term Loan, 7.54%, Maturing December 17, 2010 |
|
406,410 |
|
||
600,000 |
|
Term Loan, 11.79%, Maturing May 17, 2011 |
|
610,500 |
|
||
|
|
Winstar Communications, Inc. |
|
|
|
||
169,348 |
|
DIP Loan, 0.00%, Maturing December 31, 2006 (3) |
|
233,982 |
|
||
|
|
|
|
$ |
18,758,274 |
|
|
Utilities 4.3% |
|
|
|
||||
|
|
Allegheny Energy Supply Co., LLC |
|
|
|
||
1,579,603 |
|
Term Loan, 6.33%, Maturing July 21, 2011 |
|
1,590,134 |
|
||
|
|
Astoria Generating Co. |
|
|
|
||
625,000 |
|
Term Loan, 8.69%, Maturing August 23, 2013 |
|
638,477 |
|
||
|
|
Cellnet Technology, Inc. |
|
|
|
||
312,638 |
|
Term Loan, 7.89%, Maturing April 26, 2012 |
|
317,718 |
|
||
|
|
Cogentrix Delaware Holdings, Inc. |
|
|
|
||
429,308 |
|
Term Loan, 6.75%, Maturing April 14, 2012 |
|
434,406 |
|
||
|
|
Covanta Energy Corp. |
|
|
|
||
528,130 |
|
Term Loan, 4.96%, Maturing June 24, 2012 |
|
537,372 |
|
||
378,459 |
|
Term Loan, 7.94%, Maturing June 24, 2012 |
|
385,082 |
|
||
350,000 |
|
Term Loan, 10.39%, Maturing June 24, 2013 |
|
356,563 |
|
||
21
|
|
KGen, LLC |
|
|
|
||
$ |
475,200 |
|
Term Loan, 7.60%, Maturing August 5, 2011 |
|
$ |
479,952 |
|
|
|
La Paloma Generating Co., LLC |
|
|
|
||
29,508 |
|
Term Loan, 6.58%, Maturing August 16, 2012 |
|
29,844 |
|
||
173,782 |
|
Term Loan, 6.73%, Maturing August 16, 2012 |
|
175,759 |
|
||
13,841 |
|
Term Loan, 6.73%, Maturing August 16, 2012 |
|
13,998 |
|
||
|
|
Mirant North America, LLC |
|
|
|
||
1,250,000 |
|
Term Loan, 6.44%, Maturing January 3, 2013 |
|
1,261,943 |
|
||
|
|
NRG Energy, Inc. |
|
|
|
||
4,250,000 |
|
Term Loan, 6.82%, Maturing February 1, 2013 |
|
4,307,256 |
|
||
975,000 |
|
Term Loan, 6.98%, Maturing February 1, 2013 |
|
987,035 |
|
||
|
|
Pike Electric, Inc. |
|
|
|
||
166,324 |
|
Term Loan, 6.19%, Maturing July 1, 2012 |
|
168,403 |
|
||
284,029 |
|
Term Loan, 6.25%, Maturing July 1, 2012 |
|
287,580 |
|
||
|
|
Plains Resources, Inc. |
|
|
|
||
1,306,764 |
|
Term Loan, 6.25%, Maturing August 12, 2011 |
|
1,316,564 |
|
||
|
|
Reliant Energy, Inc. |
|
|
|
||
138,572 |
|
Term Loan, 7.18%, Maturing December 22, 2010 |
|
138,572 |
|
||
|
|
Wolf Hollow I L.P. |
|
|
|
||
225,000 |
|
Term Loan, 7.06%, Maturing June 22, 2012 |
|
227,602 |
|
||
222,229 |
|
Term Loan, 7.19%, Maturing June 22, 2012 |
|
224,798 |
|
||
|
|
|
|
$ |
13,879,058 |
|
|
Total Senior Floating Rate
Interests |
|
$ |
477,224,618 |
|
|||
Corporate Bonds & Notes 15.4%
Principal |
|
|
|
|
|
||
Amount |
|
|
|
|
|
||
(000s omitted) |
|
Security |
|
Value |
|
||
Aerospace and Defense 0.2% |
|
|
|
||||
|
|
Argo Tech Corp., Sr. Notes |
|
|
|
||
$ |
300 |
|
9.25%, 6/1/11 |
|
$ |
318,000 |
|
|
|
Delta Air Lines, Inc. |
|
|
|
||
49 |
|
9.50%, 11/18/08 (3)(4) |
|
47,897 |
|
||
|
|
DRS Technologies, Inc. |
|
|
|
||
40 |
|
7.625%, 2/1/18 |
|
41,400 |
|
||
|
|
Sequa Corp. |
|
|
|
||
300 |
|
8.875%, 4/1/08 |
|
314,250 |
|
||
|
|
|
|
$ |
721,547 |
|
|
Air Transport 0.4% |
|
|
|
||||
|
|
American Airlines |
|
|
|
||
895 |
|
7.80%, 10/1/06 |
|
898,231 |
|
||
20 |
|
7.858%, 10/1/11 |
|
21,297 |
|
||
|
|
Continental Airlines |
|
|
|
||
197 |
|
7.033%, 6/15/11 |
|
187,871 |
|
||
|
|
|
|
$ |
1,107,399 |
|
|
22
Automotive 0.9% |
|
|
|
||||
|
|
Altra Industrial Motion, Inc. |
|
|
|
||
$ |
35 |
|
9.00%, 12/1/11 (4) |
|
$ |
35,175 |
|
|
|
Commercial Vehicle Group, Inc., Sr. Notes |
|
|
|
||
55 |
|
8.00%, 7/1/13 (4) |
|
55,275 |
|
||
|
|
Ford Motor Credit Co. |
|
|
|
||
110 |
|
6.50%, 1/25/07 |
|
109,600 |
|
||
385 |
|
7.375%, 10/28/09 |
|
362,227 |
|
||
185 |
|
7.875%, 6/15/10 |
|
173,582 |
|
||
|
|
Ford Motor Credit Co., Variable Rate |
|
|
|
||
535 |
|
7.68%, 11/2/07 |
|
527,355 |
|
||
|
|
General Motors Acceptance Corp. |
|
|
|
||
130 |
|
6.125%, 9/15/06 |
|
129,414 |
|
||
105 |
|
5.125%, 5/9/08 |
|
98,865 |
|
||
55 |
|
5.85%, 1/14/09 |
|
51,469 |
|
||
20 |
|
7.00%, 2/1/12 |
|
18,644 |
|
||
160 |
|
8.00%, 11/1/31 |
|
151,612 |
|
||
|
|
Keystone Automotive Operations, Inc., Sr. Sub. Notes |
|
|
|
||
470 |
|
9.75%, 11/1/13 |
|
413,600 |
|
||
|
|
Metaldyne Corp. |
|
|
|
||
35 |
|
10.00%, 11/1/13 |
|
32,900 |
|
||
|
|
Tenneco Automotive, Inc. |
|
|
|
||
140 |
|
8.625%, 11/15/14 |
|
140,700 |
|
||
|
|
Tenneco Automotive, Inc., Series B |
|
|
|
||
230 |
|
10.25%, 7/15/13 |
|
256,450 |
|
||
|
|
TRW Automotive, Inc., Sr. Sub. Notes |
|
|
|
||
65 |
|
11.00%, 2/15/13 |
|
72,962 |
|
||
|
|
United Components, Inc., Sr. Sub. Notes |
|
|
|
||
65 |
|
9.375%, 6/15/13 |
|
63,050 |
|
||
|
|
Visteon Corp., Sr. Notes |
|
|
|
||
95 |
|
8.25%, 8/1/10 |
|
78,850 |
|
||
|
|
|
|
$ |
2,771,730 |
|
|
Brokers / Dealers / Investment Houses 0.0% |
|
|
|
||||
|
|
E*Trade Financial Corp., Sr. Notes |
|
|
|
||
40 |
|
8.00%, 6/15/11 |
|
41,750 |
|
||
|
|
|
|
$ |
41,750 |
|
|
Building and Development 0.5% |
|
|
|
||||
|
|
Coleman Cable, Inc., Sr. Notes |
|
|
|
||
75 |
|
9.875%, 10/1/12 |
|
67,875 |
|
||
|
|
General Cable Corp., Sr. Notes |
|
|
|
||
105 |
|
9.50%, 11/15/10 |
|
113,925 |
|
||
|
|
Interface, Inc., Sr. Sub. Notes |
|
|
|
||
20 |
|
9.50%, 2/1/14 |
|
20,600 |
|
||
|
|
MAAX Corp., Sr. Sub. Notes |
|
|
|
||
50 |
|
9.75%, 6/15/12 |
|
43,000 |
|
||
23
|
|
Mueller Group, Inc., Sr. Sub. Notes |
|
|
|
||
$ |
185 |
|
10.00%, 5/1/12 |
|
$ |
203,500 |
|
|
|
Mueller Holdings, Inc., Disc. Notes |
|
|
|
||
160 |
|
14.75%, 4/15/14 |
|
131,200 |
|
||
|
|
Nortek, Inc., Sr. Sub Notes |
|
|
|
||
245 |
|
8.50%, 9/1/14 |
|
250,512 |
|
||
|
|
NTK Holdings, Inc., Sr. Disc. Notes |
|
|
|
||
115 |
|
10.75%, 3/1/14 |
|
84,525 |
|
||
|
|
Panolam Industries International, Sr. Sub. Notes |
|
|
|
||
150 |
|
10.75%, 10/1/13 (4) |
|
146,250 |
|
||
|
|
RMCC Acquisition Co., Sr. Sub. Notes |
|
|
|
||
405 |
|
9.50%, 11/1/12 (4) |
|
417,150 |
|
||
|
|
Stanley-Martin Co. |
|
|
|
||
40 |
|
9.75%, 8/15/15 (4) |
|
36,800 |
|
||
|
|
|
|
$ |
1,515,337 |
|
|
Business Equipment and Services 0.3% |
|
|
|
||||
|
|
Hydrochem Industrial Services, Inc., Sr. Sub. Notes |
|
|
|
||
40 |
|
9.25%, 2/15/13 (4) |
|
39,900 |
|
||
|
|
Muzak, LLC / Muzak Finance, Sr. Notes |
|
|
|
||
20 |
|
10.00%, 2/15/09 |
|
17,500 |
|
||
|
|
Norcross Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B |
|
|
|
||
170 |
|
9.875%, 8/15/11 |
|
177,225 |
|
||
|
|
Safety Products Holdings, Inc. |
|
|
|
||
74 |
|
11.75%, 1/1/12 |
|
74,242 |
|
||
|
|
Sungard Data Systems, Inc., Sr. Notes |
|
|
|
||
215 |
|
9.125%, 8/15/13 (4) |
|
228,437 |
|
||
|
|
Sungard Data Systems, Inc., Sr. Notes, Variable Rate |
|
|
|
||
55 |
|
9.431%, 8/15/13 (4) |
|
58,300 |
|
||
|
|
Sungard Data Systems, Inc., Sr. Sub. Notes |
|
|
|
||
285 |
|
10.25%, 8/15/15 (4) |
|
301,387 |
|
||
|
|
Xerox Corp. |
|
|
|
||
105 |
|
9.75%, 1/15/09 |
|
115,369 |
|
||
|
|
|
|
$ |
1,012,360 |
|
|
Cable and Satellite Television 0.6% |
|
|
|
||||
|
|
Adelphia Communications, Sr. Notes, Series B |
|
|
|
||
270 |
|
9.25%, 10/1/32 (3) |
|
157,950 |
|
||
|
|
CCO Holdings, LLC / CCO Capital Corp., Sr. Notes |
|
|
|
||
395 |
|
8.75%, 11/15/13 (4) |
|
386,112 |
|
||
|
|
CSC Holdings, Inc., Sr. Notes, Series B |
|
|
|
||
55 |
|
7.625%, 4/1/11 |
|
55,550 |
|
||
|
|
CSC Holdings, Inc., Sr. Sub. Notes |
|
|
|
||
85 |
|
10.50%, 5/15/16 |
|
89,887 |
|
||
|
|
Insight Communications, Sr. Disc. Notes |
|
|
|
||
525 |
|
12.25%, 2/15/11 |
|
559,125 |
|
||
24
|
|
Kabel Deutschland GMBH |
|
|
|
||
$ |
135 |
|
10.625%, 7/1/14 (4) |
|
$ |
144,787 |
|
|
|
UGS Corp. |
|
|
|
||
575 |
|
10.00%, 6/1/12 |
|
635,375 |
|
||
|
|
|
|
$ |
2,028,786 |
|
|
Chemicals and Plastics 0.9% |
|
|
|
||||
|
|
Aventine Renewable Energy, Variable Rate |
|
|
|
||
55 |
|
10.91%, 12/15/11 (4) |
|
58,025 |
|
||
|
|
BCP Crystal Holdings Corp., Sr. Sub. Notes |
|
|
|
||
172 |
|
9.625%, 6/15/14 |
|
191,350 |
|
||
|
|
Crystal US Holdings / US Holdings 3, LLC, Sr. Disc. Notes, Series B |
|
|
|
||
179 |
|
10.50%, 10/1/14 |
|
139,620 |
|
||
|
|
Equistar Chemical, Sr. Notes |
|
|
|
||
110 |
|
10.625%, 5/1/11 |
|
119,625 |
|
||
|
|
Hexion Specialty Chemicals, Inc. |
|
|
|
||
95 |
|
9.00%, 7/15/14 |
|
98,325 |
|
||
|
|
Huntsman International, LLC, Sr. Notes |
|
|
|
||
80 |
|
9.875%, 3/1/09 |
|
84,000 |
|
||
|
|
Huntsman, LLC |
|
|
|
||
91 |
|
11.625%, 10/15/10 |
|
103,512 |
|
||
|
|
Ineos Group |
|
|
|
||
320 |
|
8.50%, 2/15/16 (4) |
|
305,600 |
|
||
|
|
Key Plastics, LLC, Jr. Sub. Notes |
|
|
|
||
74 |
|
4.00%, 4/26/07 (5) |
|
74,913 |
|
||
|
|
Key Plastics, LLC, Sr. Sub. Notes |
|
|
|
||
118 |
|
7.00%, 4/26/07 (5) |
|
118,512 |
|
||
|
|
Lyondell Chemical Co., Sr. Notes |
|
|
|
||
192 |
|
10.50%, 6/1/13 |
|
213,600 |
|
||
|
|
Nalco Co., Sr. Notes |
|
|
|
||
100 |
|
7.75%, 11/15/11 |
|
101,750 |
|
||
|
|
Nova Chemicals Corp., Sr. Notes, Variable Rate |
|
|
|
||
160 |
|
7.561%, 11/15/13 (4) |
|
161,600 |
|
||
|
|
OM Group, Inc. |
|
|
|
||
460 |
|
9.25%, 12/15/11 |
|
478,400 |
|
||
|
|
Polyone Corp., Sr. Notes |
|
|
|
||
210 |
|
10.625%, 5/15/10 |
|
228,375 |
|
||
30 |
|
8.875%, 5/1/12 |
|
30,900 |
|
||
|
|
Rhodia SA, Sr. Notes |
|
|
|
||
59 |
|
10.25%, 6/1/10 |
|
66,449 |
|
||
|
|
Solo Cup Co., Sr. Sub. Notes |
|
|
|
||
215 |
|
8.50%, 2/15/14 |
|
203,175 |
|
||
|
|
|
|
$ |
2,777,731 |
|
|
25
Clothing / Textiles 0.5% |
|
|
|
||||
|
|
Levi Strauss & Co., Sr. Notes |
|
|
|
||
$ |
395 |
|
12.25%, 12/15/12 |
|
$ |
450,794 |
|
170 |
|
9.75%, 1/15/15 |
|
179,775 |
|
||
|
|
Levi Strauss & Co., Sr. Notes, Variable Rate |
|
|
|
||
205 |
|
9.28%, 4/1/12 |
|
213,200 |
|
||
|
|
Oxford Industries, Inc., Sr. Notes |
|
|
|
||
305 |
|
8.875%, 6/1/11 |
|
315,675 |
|
||
|
|
Perry Ellis International, Inc., Sr. Sub. Notes |
|
|
|
||
160 |
|
8.875%, 9/15/13 |
|
160,800 |
|
||
|
|
Phillips Van-Heusen, Sr. Notes |
|
|
|
||
40 |
|
7.25%, 2/15/11 |
|
41,000 |
|
||
100 |
|
8.125%, 5/1/13 |
|
106,500 |
|
||
|
|
Quiksilver, Inc. |
|
|
|
||
75 |
|
6.875%, 4/15/15 |
|
73,312 |
|
||
|
|
Russell Corp. |
|
|
|
||
55 |
|
9.25%, 5/1/10 |
|
57,337 |
|
||
|
|
|
|
$ |
1,598,393 |
|
|
Conglomerates 0.2% |
|
|
|
||||
|
|
Amsted Industries, Inc., Sr. Notes |
|
|
|
||
500 |
|
10.25%, 10/15/11 (4) |
|
553,750 |
|
||
|
|
Goodman Global Holdings, Inc., Sr. Notes, Variable Rate |
|
|
|
||
80 |
|
7.491%, 6/15/12 |
|
81,800 |
|
||
|
|
Rexnord Corp. |
|
|
|
||
45 |
|
10.125%, 12/15/12 |
|
49,612 |
|
||
|
|
|
|
$ |
685,162 |
|
|
Containers and Glass Products 0.1% |
|
|
|
||||
|
|
Intertape Polymer US, Inc., Sr. Sub. Notes |
|
|
|
||
180 |
|
8.50%, 8/1/14 |
|
178,200 |
|
||
|
|
Pliant Corp. (PIK) |
|
|
|
||
86 |
|
11.625%, 6/15/09 (5) |
|
93,307 |
|
||
|
|
|
|
$ |
271,507 |
|
|
Cosmetics / Toiletries 0.0% |
|
|
|
||||
|
|
Samsonite Corp., Sr. Sub. Notes |
|
|
|
||
125 |
|
8.875%, 6/1/11 |
|
132,812 |
|
||
|
|
|
|
$ |
132,812 |
|
|
Ecological Services and Equipment 0.2% |
|
|
|
||||
|
|
Aleris International, Inc. |
|
|
|
||
130 |
|
10.375%, 10/15/10 |
|
143,975 |
|
||
117 |
|
9.00%, 11/15/14 |
|
123,142 |
|
||
|
|
Waste Services, Inc., Sr. Sub Notes |
|
|
|
||
220 |
|
9.50%, 4/15/14 |
|
227,975 |
|
||
|
|
|
|
$ |
495,092 |
|
|
26
Electronics / Electrical 0.1% |
|
|
|
||||
|
|
Advanced Micro Devices, Inc., Sr. Notes |
|
|
|
||
$ |
179 |
|
7.75%, 11/1/12 |
|
$ |
188,174 |
|
|
|
Amkor Technologies, Inc., Sr. Notes |
|
|
|
||
30 |
|
7.75%, 5/15/13 |
|
27,750 |
|
||
|
|
CPI Holdco, Inc., Sr. Notes, Variable Rate |
|
|
|
||
50 |
|
10.561%, 2/1/15 |
|
52,250 |
|
||
|
|
Solectron Global Finance, Ltd., Sr. Sub. Notes |
|
|
|
||
30 |
|
8.00%, 3/15/16 (4) |
|
30,225 |
|
||
|
|
|
|
$ |
298,399 |
|
|
Equipment Leasing 0.3% |
|
|
|
||||
|
|
The Hertz Corp., Sr. Notes |
|
|
|
||
420 |
|
8.875%, 1/1/14 (4) |
|
437,850 |
|
||
250 |
|
10.50%, 1/1/16 (4) |
|
272,500 |
|
||
|
|
United Rentals North America, Inc. |
|
|
|
||
15 |
|
6.50%, 2/15/12 |
|
14,775 |
|
||
|
|
United Rentals North America, Inc., Sr. Sub. Notes |
|
|
|
||
370 |
|
7.00%, 2/15/14 |
|
357,975 |
|
||
|
|
|
|
$ |
1,083,100 |
|
|
Financial Intermediaries 1.6% |
|
|
|
||||
|
|
Alzette, Variable Rate |
|
|
|
||
500 |
|
8.691%, 12/15/20 |
|
511,562 |
|
||
|
|
Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate |
|
|
|
||
380 |
|
6.73%, 2/24/19 (4) |
|
380,999 |
|
||
|
|
Babson Ltd., Series 2005-1A, Class C1, Variable Rate |
|
|
|
||
500 |
|
6.55%, 4/15/19 (4) |
|
502,919 |
|
||
|
|
Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate |
|
|
|
||
500 |
|
6.65%, 1/15/19 (4) |
|
504,645 |
|
||
|
|
Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate |
|
|
|
||
500 |
|
7.19%, 8/11/16 (4) |
|
500,000 |
|
||
|
|
Centurion CDO 8 Ltd., Series 2005 8A, Class D, Variable Rate |
|
|
|
||
500 |
|
10.36%, 3/8/17 |
|
509,375 |
|
||
|
|
Centurion CDO 9 Ltd., Series 2005-9A |
|
|
|
||
500 |
|
8.30%, 7/17/19 |
|
500,000 |
|
||
|
|
Madison Park Funding Ltd., Series 2006-2A, Class D, Variable Rate |
|
|
|
||
1,000 |
|
9.727%, 3/25/20 (4) |
|
1,000,000 |
|
||
|
|
Residential Capital Corp., Sr. Notes |
|
|
|
||
85 |
|
6.875%, 6/30/15 |
|
88,765 |
|
||
|
|
Stanfield Vantage Ltd., Series 2005-1A, Class D, Variable Rate |
|
|
|
||
500 |
|
6.98%, 3/21/17 (4) |
|
502,305 |
|
||
|
|
|
|
$ |
5,000,570 |
|
|
27
Food Products 0.7% |
|
|
|
||||
|
|
American Seafoods Holdings, LLC |
|
|
|
||
$ |
415 |
|
10.125%, 4/15/10 |
|
$ |
436,011 |
|
|
|
ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes |
|
|
|
||
220 |
|
11.50%, 11/1/11 |
|
181,500 |
|
||
|
|
Pierre Foods, Inc., Sr. Sub. Notes |
|
|
|
||
175 |
|
9.875%, 7/15/12 |
|
180,687 |
|
||
|
|
Pinnacle Foods Holdings Corp., Sr. Sub. Notes |
|
|
|
||
1,125 |
|
8.25%, 12/1/13 |
|
1,119,375 |
|
||
|
|
UAP Holding Corp., Sr. Disc. Notes |
|
|
|
||
265 |
|
10.75%, 7/15/12 |
|
238,500 |
|
||
|
|
United Agricultural Products, Sr. Notes |
|
|
|
||
50 |
|
8.25%, 12/15/11 |
|
52,250 |
|
||
|
|
WH Holdings Ltd./WH Capital Corp., Sr. Notes |
|
|
|
||
42 |
|
9.50%, 4/1/11 |
|
45,570 |
|
||
|
|
|
|
$ |
2,253,893 |
|
|
Food Service 0.0% |
|
|
|
||||
|
|
EPL Finance Corp., Sr. Notes |
|
|
|
||
110 |
|
11.75%, 11/15/13 (4) |
|
113,300 |
|
||
|
|
|
|
$ |
113,300 |
|
|
Food / Drug Retailers 0.2% |
|
|
|
||||
|
|
General Nutrition Centers, Inc. |
|
|
|
||
50 |
|
8.625%, 1/15/11 |
|
50,875 |
|
||
|
|
Rite Aid Corp. |
|
|
|
||
185 |
|
7.125%, 1/15/07 |
|
187,081 |
|
||
240 |
|
6.125%, 12/15/08 (4) |
|
234,600 |
|
||
100 |
|
8.125%, 5/1/10 |
|
102,625 |
|
||
|
|
|
|
$ |
575,181 |
|
|
Forest Products 0.6% |
|
|
|
||||
|
|
Abitibi-Consolidated, Inc. |
|
|
|
||
95 |
|
6.95%, 4/1/08 |
|
94,762 |
|
||
|
|
Caraustar Industries, Inc., Sr. Sub. Notes |
|
|
|
||
110 |
|
9.875%, 4/1/11 |
|
116,187 |
|
||
|
|
Georgia-Pacific Corp. |
|
|
|
||
145 |
|
9.50%, 12/1/11 |
|
159,500 |
|
||
|
|
JSG Funding PLC, Sr. Notes |
|
|
|
||
355 |
|
9.625%, 10/1/12 |
|
377,187 |
|
||
|
|
NewPage Corp. |
|
|
|
||
280 |
|
10.00%, 5/1/12 |
|
295,400 |
|
||
165 |
|
10.93%, 5/1/12 |
|
176,137 |
|
||
|
|
Stone Container Corp. |
|
|
|
||
255 |
|
7.375%, 7/15/14 |
|
238,425 |
|
||
|
|
Stone Container Corp., Sr. Notes |
|
|
|
||
438 |
|
9.25%, 2/1/08 |
|
458,258 |
|
||
|
|
|
|
$ |
1,915,856 |
|
|
28
Healthcare 0.7% |
|
|
|
||||
|
|
Accellent, Inc. |
|
|
|
||
$ |
230 |
|
10.50%, 12/1/13 (4) |
|
$ |
246,675 |
|
|
|
AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes |
|
|
|
||
155 |
|
10.00%, 2/15/15 (4) |
|
166,238 |
|
||
|
|
CDRV Investors, Inc., Sr. Disc. Notes |
|
|
|
||
20 |
|
9.625%, 1/1/15 |
|
13,700 |
|
||
|
|
Encore Medical IHC, Inc. |
|
|
|
||
95 |
|
9.75%, 10/1/12 |
|
96,425 |
|
||
|
|
Inverness Medical Innovations, Inc., Sr. Sub. Notes |
|
|
|
||
120 |
|
8.75%, 2/15/12 |
|
118,800 |
|
||
|
|
National Mentor, Inc., Sr. Sub Notes |
|
|
|
||
125 |
|
9.625%, 12/1/12 |
|
141,875 |
|
||
|
|
Res-Care, Inc., Sr. Notes |
|
|
|
||
105 |
|
7.75%, 10/15/13 (4) |
|
106,050 |
|
||
|
|
Service Corp. International, Sr. Notes |
|
|
|
||
210 |
|
7.00%, 6/15/17 (4) |
|
214,725 |
|
||
|
|
Tenet Healthcare Corp., Sr. Notes |
|
|
|
||
145 |
|
6.50%, 6/1/12 |
|
131,225 |
|
||
20 |
|
9.25%, 2/1/15 (4) |
|
20,100 |
|
||
|
|
US Oncology, Inc. |
|
|
|
||
120 |
|
9.00%, 8/15/12 |
|
124,800 |
|
||
240 |
|
10.75%, 8/15/14 |
|
263,400 |
|
||
|
|
Vanguard Health Holding Co. II, LLC, Sr. Sub. Notes |
|
|
|
||
165 |
|
9.00%, 10/1/14 |
|
169,538 |
|
||
|
|
Ventas Realty L.P. / Capital Corp., Sr. Notes |
|
|
|
||
75 |
|
7.125%, 6/1/15 |
|
77,438 |
|
||
|
|
VWR International, Inc., Sr. Sub. Notes |
|
|
|
||
225 |
|
8.00%, 4/15/14 |
|
225,563 |
|
||
|
|
|
|
$ |
2,116,552 |
|
|
Home Furnishings 0.1% |
|
|
|
||||
|
|
Fedders North America, Inc. |
|
|
|
||
95 |
|
9.875%, 3/1/14 |
|
58,900 |
|
||
|
|
Interline Brands, Inc., Sr. Sub. Notes |
|
|
|
||
32 |
|
11.50%, 5/15/11 |
|
35,480 |
|
||
|
|
Steinway Musical Instruments, Sr. Notes |
|
|
|
||
85 |
|
7.00%, 3/1/14 (4) |
|
85,425 |
|
||
|
|
|
|
$ |
179,805 |
|
|
Industrial Equipment 0.3% |
|
|
|
||||
|
|
Case New Holland, Inc., Sr. Notes |
|
|
|
||
190 |
|
9.25%, 8/1/11 |
|
203,775 |
|
||
315 |
|
7.125%, 3/1/14 (4) |
|
312,638 |
|
||
|
|
Chart Industries, Inc., Sr. Sub. Notes |
|
|
|
||
105 |
|
9.125%, 10/15/15 (4) |
|
108,938 |
|
||
29
|
|
Manitowoc Co., Inc. (The) |
|
|
|
||
$ |
29 |
|
10.50%, 8/1/12 |
|
$ |
32,263 |
|
|
|
Milacron Escrow Corp. |
|
|
|
||
195 |
|
11.50%, 5/15/11 |
|
179,400 |
|
||
|
|
Thermadyne Holdings Corp., Sr. Sub. Notes |
|
|
|
||
165 |
|
9.25%, 2/1/14 |
|
149,325 |
|
||
|
|
|
|
$ |
986,339 |
|
|
Leisure Goods / Activities / Movies 0.5% |
|
|
|
||||
|
|
AMC Entertainment, Inc., Sr. Sub. Notes |
|
|
|
||
225 |
|
9.875%, 2/1/12 |
|
222,750 |
|
||
|
|
AMC Entertainment, Inc., Variable Rate |
|
|
|
||
30 |
|
8.999%, 8/15/10 |
|
31,125 |
|
||
|
|
HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp. |
|
|
|
||
105 |
|
12.50%, 4/1/13 (4)(5) |
|
106,575 |
|
||
|
|
HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate |
|
|
|
||
165 |
|
9.818%, 4/1/12 (4) |
|
166,856 |
|
||
|
|
Marquee Holdings, Inc., Sr. Disc. Notes |
|
|
|
||
325 |
|
12.00%, 8/15/14 |
|
212,875 |
|
||
|
|
Six Flags Theme Parks, Inc., Sr. Notes |
|
|
|
||
185 |
|
8.875%, 2/1/10 |
|
185,231 |
|
||
195 |
|
9.625%, 6/1/14 |
|
197,438 |
|
||
|
|
Universal City Development Partners, Sr. Notes |
|
|
|
||
150 |
|
11.75%, 4/1/10 |
|
166,125 |
|
||
|
|
Universal City Florida Holding, Sr. Notes, Variable Rate |
|
|
|
||
230 |
|
9.43%, 5/1/10 |
|
234,600 |
|
||
|
|
|
|
$ |
1,523,575 |
|
|
Lodging and Casinos 1.0% |
|
|
|
||||
|
|
CCM Merger, Inc. |
|
|
|
||
65 |
|
8.00%, 8/1/13 (4) |
|
65,000 |
|
||
|
|
Chukchansi EDA, Sr. Notes, Variable Rate |
|
|
|
||
150 |
|
8.06%, 11/15/12 (4) |
|
154,125 |
|
||
|
|
Eldorado Casino Shreveport |
|
|
|
||
56 |
|
10.00%, 8/1/12 |
|
45,054 |
|
||
|
|
Greektown Holdings, LLC, Sr. Notes |
|
|
|
||
110 |
|
10.75%, 12/1/13 (4) |
|
113,850 |
|
||
|
|
Host Marriot L.P., Series O |
|
|
|
||
15 |
|
6.375%, 3/15/15 |
|
14,831 |
|
||
|
|
Inn of the Mountain Gods, Sr. Notes |
|
|
|
||
285 |
|
12.00%, 11/15/10 |
|
309,225 |
|
||
|
|
Kerzner International, Sr. Sub. Notes |
|
|
|
||
595 |
|
6.75%, 10/1/15 (4) |
|
629,213 |
|
||
|
|
Majestic Star Casino, LLC |
|
|
|
||
100 |
|
9.50%, 10/15/10 |
|
106,500 |
|
||
130 |
|
9.75%, 1/15/11 (4) |
|
131,950 |
|
||
30
|
|
Meristar Hospitality Corp. |
|
|
|
||
$ |
90 |
|
9.00%, 1/15/08 |
|
$ |
95,850 |
|
65 |
|
9.125%, 1/15/11 |
|
75,563 |
|
||
|
|
Mohegan Tribal Gaming Authority, Sr. Sub. Notes |
|
|
|
||
60 |
|
8.00%, 4/1/12 |
|
63,150 |
|
||
|
|
OED Corp. / Diamond Jo |
|
|
|
||
150 |
|
8.75%, 4/15/12 |
|
150,750 |
|
||
|
|
San Pasqual Casino |
|
|
|
||
160 |
|
8.00%, 9/15/13 (4) |
|
162,400 |
|
||
|
|
Trump Entertainment Resorts, Inc. |
|
|
|
||
425 |
|
8.50%, 6/1/15 |
|
415,438 |
|
||
|
|
Tunica-Biloxi Gaming Authority, Sr. Notes |
|
|
|
||
130 |
|
9.00%, 11/15/15 (4) |
|
135,850 |
|
||
|
|
Waterford Gaming, LLC, Sr. Notes |
|
|
|
||
384 |
|
8.625%, 9/15/12 (4) |
|
408,480 |
|
||
|
|
Wynn Las Vegas, LLC |
|
|
|
||
60 |
|
6.625%, 12/1/14 |
|
58,575 |
|
||
|
|
|
|
$ |
3,135,804 |
|
|
Nonferrous Metals / Minerals 0.0% |
|
|
|
||||
|
|
Alpha Natural Resources, Sr. Notes |
|
|
|
||
75 |
|
10.25%, 6/1/12 |
|
82,875 |
|
||
|
|
Novelis, Inc., Sr. Notes |
|
|
|
||
50 |
|
7.50%, 2/15/15 (4) |
|
48,250 |
|
||
|
|
|
|
$ |
131,125 |
|
|
Oil and Gas 0.8% |
|
|
|
||||
|
|
Allis-Chalmers Energy, Inc., Sr. Notes |
|
|
|
||
150 |
|
9.00%, 1/15/14 (4) |
|
148,500 |
|
||
|
|
Clayton Williams Energy, Inc., Sr. Notes |
|
|
|
||
60 |
|
7.75%, 8/1/13 (4) |
|
56,700 |
|
||
|
|
Copano Energy, LLC, Sr. Notes |
|
|
|
||
35 |
|
8.125%, 3/1/16 (4) |
|
36,400 |
|
||
|
|
Dresser, Inc. |
|
|
|
||
110 |
|
9.375%, 4/15/11 |
|
115,500 |
|
||
|
|
El Paso Corp. |
|
|
|
||
130 |
|
9.625%, 5/15/12 (4) |
|
145,275 |
|
||
|
|
El Paso Production Holding Co. |
|
|
|
||
30 |
|
7.75%, 6/1/13 |
|
31,238 |
|
||
|
|
Encore Acquisition Co., Sr. Sub Notes |
|
|
|
||
125 |
|
7.25%, 12/1/17 |
|
125,938 |
|
||
|
|
Giant Industries |
|
|
|
||
130 |
|
8.00%, 5/15/14 |
|
134,875 |
|
||
|
|
Northwest Pipeline Corp. |
|
|
|
||
70 |
|
8.125%, 3/1/10 |
|
74,200 |
|
||
|
|
Ocean Rig Norway AS, Sr. Notes |
|
|
|
||
50 |
|
8.375%, 7/1/13 (4) |
|
53,500 |
|
||
31
|
|
Parker Drilling Co., Sr. Notes |
|
|
|
||
$ |
85 |
|
9.625%, 10/1/13 |
|
$ |
94,775 |
|
|
|
Petrobras International Finance Co. |
|
|
|
||
30 |
|
7.75%, 9/15/14 |
|
32,625 |
|
||
|
|
Plains E&P Co., Sr. Sub. Notes |
|
|
|
||
115 |
|
8.75%, 7/1/12 |
|
123,338 |
|
||
|
|
Premcor Refining Group, Sr. Notes |
|
|
|
||
210 |
|
9.50%, 2/1/13 |
|
232,847 |
|
||
|
|
Semgroup L.P., Sr. Notes |
|
|
|
||
140 |
|
8.75%, 11/15/15 (4) |
|
143,500 |
|
||
|
|
SESI, LLC |
|
|
|
||
95 |
|
8.875%, 5/15/11 |
|
99,750 |
|
||
|
|
Southern Natural Gas |
|
|
|
||
50 |
|
8.875%, 3/15/10 |
|
53,438 |
|
||
150 |
|
8.00%, 3/1/32 |
|
165,261 |
|
||
|
|
Transmontaigne, Inc., Sr. Sub. Notes |
|
|
|
||
320 |
|
9.125%, 6/1/10 |
|
341,600 |
|
||
|
|
United Refining Co., Sr. Notes |
|
|
|
||
225 |
|
10.50%, 8/15/12 |
|
239,063 |
|
||
|
|
Verasun Energy Corp. |
|
|
|
||
160 |
|
9.875%, 12/15/12 (4) |
|
170,400 |
|
||
|
|
Williams Cos., Inc. (The) |
|
|
|
||
45 |
|
8.75%, 3/15/32 |
|
52,875 |
|
||
|
|
|
|
$ |
2,671,598 |
|
|
Publishing 0.6% |
|
|
|
||||
|
|
Advanstar Communications, Inc. |
|
|
|
||
340 |
|
10.75%, 8/15/10 |
|
371,450 |
|
||
|
|
American Media Operations, Inc., Series B |
|
|
|
||
400 |
|
10.25%, 5/1/09 |
|
364,000 |
|
||
|
|
CBD Media, Inc., Sr. Sub. Notes |
|
|
|
||
70 |
|
8.625%, 6/1/11 |
|
71,313 |
|
||
|
|
Dex Media West, LLC, Sr. Sub. Notes |
|
|
|
||
182 |
|
9.875%, 8/15/13 |
|
202,248 |
|
||
|
|
Houghton Mifflin Co., Sr. Sub. Notes |
|
|
|
||
240 |
|
9.875%, 2/1/13 |
|
259,200 |
|
||
|
|
R.H. Donnelley Corp., Sr. Disc. Notes |
|
|
|
||
110 |
|
6.875%, 1/15/13 (4) |
|
103,400 |
|
||
205 |
|
6.875%, 1/15/13 (4) |
|
192,700 |
|
||
|
|
R.H. Donnelley Corp., Sr. Notes |
|
|
|
||
320 |
|
8.875%, 1/15/16 (4) |
|
334,400 |
|
||
|
|
|
|
$ |
1,898,711 |
|
|
Radio and Television 0.4% |
|
|
|
||||
|
|
CanWest Media, Inc. |
|
|
|
||
217 |
|
8.00%, 9/15/12 |
|
223,829 |
|
||
32
|
|
LBI Media, Inc. |
|
|
|
||
$ |
90 |
|
10.125%, 7/15/12 |
|
$ |
96,750 |
|
|
|
LBI Media, Inc., Sr. Disc. Notes |
|
|
|
||
80 |
|
11.00%, 10/15/13 |
|
60,000 |
|
||
|
|
Nexstar Finance Holdings, LLC, Inc., Sr. Disc. Notes |
|
|
|
||
200 |
|
11.375%, 4/1/13 |
|
165,000 |
|
||
|
|
Rainbow National Services, LLC, Sr. Notes |
|
|
|
||
100 |
|
8.75%, 9/1/12 (4) |
|
107,000 |
|
||
|
|
Rainbow National Services, LLC, Sr. Sub. Debs. |
|
|
|
||
355 |
|
10.375%, 9/1/14 (4) |
|
399,375 |
|
||
|
|
Sirius Satellite Radio, Sr. Notes |
|
|
|
||
370 |
|
9.625%, 8/1/13 (4) |
|
362,600 |
|
||
|
|
|
|
$ |
1,414,554 |
|
|
Rail Industries 0.0% |
|
|
|
||||
|
|
TFM SA de C.V., Sr. Notes |
|
|
|
||
45 |
|
12.50%, 6/15/12 |
|
50,625 |
|
||
|
|
|
|
$ |
50,625 |
|
|
Retailers (Except Food and Drug) 0.4% |
|
|
|
||||
|
|
Affinity Group, Inc., Sr. Sub. Notes |
|
|
|
||
220 |
|
9.00%, 2/15/12 |
|
222,200 |
|
||
|
|
GSC Holdings Corp. |
|
|
|
||
555 |
|
8.00%, 10/1/12 (4) |
|
553,613 |
|
||
|
|
GSC Holdings Corp., Variable Rate |
|
|
|
||
200 |
|
8.405%, 10/1/11 (4) |
|
205,500 |
|
||
|
|
Neiman Marcus Group, Inc., Sr. Notes |
|
|
|
||
150 |
|
9.00%, 10/15/15 (4) |
|
159,375 |
|
||
|
|
Neiman Marcus Group, Inc., Sr. Sub. Notes |
|
|
|
||
210 |
|
10.375%, 10/15/15 (4) |
|
224,175 |
|
||
|
|
|
|
$ |
1,364,863 |
|
|
Steel 0.1% |
|
|
|
||||
|
|
Ispat Inland ULC, Sr. Notes |
|
|
|
||
127 |
|
9.75%, 4/1/14 |
|
143,872 |
|
||
|
|
RathGibson, Inc., Sr. Notes |
|
|
|
||
125 |
|
11.25%, 2/15/14 (4) |
|
131,250 |
|
||
|
|
|
|
$ |
275,122 |
|
|
Surface Transport 0.0% |
|
|
|
||||
|
|
Horizon Lines, LLC |
|
|
|
||
118 |
|
9.00%, 11/1/12 |
|
125,375 |
|
||
|
|
|
|
$ |
125,375 |
|
|
Telecommunications 1.9% |
|
|
|
||||
|
|
AirGate PCS, Inc., Variable Rate |
|
|
|
||
60 |
|
8.35%, 10/15/11 |
|
62,325 |
|
||
|
|
Alamosa Delaware, Inc., Sr. Notes |
|
|
|
||
280 |
|
11.00%, 7/31/10 |
|
312,900 |
|
||
33
|
|
Centennial Cellular Operating Co. / Centennial Communication Corp., Sr. Notes |
|
|
|
||
$ |
130 |
|
10.125%, 6/15/13 |
|
$ |
142,675 |
|
|
|
Digicel Ltd., Sr. Notes |
|
|
|
||
200 |
|
9.25%, 9/1/12 (4) |
|
212,500 |
|
||
|
|
Inmarsat Finance PLC |
|
|
|
||
153 |
|
7.625%, 6/30/12 |
|
157,590 |
|
||
|
|
Intelsat, Ltd. |
|
|
|
||
50 |
|
9.614%, 1/15/12 |
|
51,063 |
|
||
|
|
Intelsat, Ltd., Sr. Notes |
|
|
|
||
585 |
|
5.25%, 11/1/08 |
|
555,750 |
|
||
|
|
IWO Holdings, Inc. |
|
|
|
||
110 |
|
10.75%, 1/15/15 |
|
82,775 |
|
||
|
|
LCI International, Inc., Sr. Notes |
|
|
|
||
65 |
|
7.25%, 6/15/07 |
|
65,975 |
|
||
|
|
New Skies Satellites NV, Sr. Notes, Variable Rate |
|
|
|
||
110 |
|
9.573%, 11/1/11 |
|
113,850 |
|
||
|
|
New Skies Satellites NV, Sr. Sub. Notes |
|
|
|
||
260 |
|
9.125%, 11/1/12 |
|
280,150 |
|
||
|
|
Nextel Communications, Inc., Sr. Notes |
|
|
|
||
10 |
|
7.375%, 8/1/15 |
|
10,495 |
|
||
|
|
Qwest Communications International, Inc. |
|
|
|
||
60 |
|
7.25%, 2/15/11 |
|
61,800 |
|
||
|
|
Qwest Communications International, Inc., Sr. Notes |
|
|
|
||
5 |
|
7.50%, 11/1/08 |
|
5,013 |
|
||
620 |
|
7.50%, 2/15/14 (4) |
|
641,700 |
|
||
|
|
Qwest Corp., Sr. Notes |
|
|
|
||
145 |
|
7.625%, 6/15/15 (4) |
|
155,875 |
|
||
|
|
Qwest Corp., Sr. Notes, Variable Rate |
|
|
|
||
505 |
|
8.16%, 6/15/13 (4) |
|
558,025 |
|
||
|
|
Rogers Wireless, Inc., Sr. Sub. Notes |
|
|
|
||
90 |
|
8.00%, 12/15/12 |
|
95,963 |
|
||
|
|
Rogers Wireless, Inc., Variable Rate |
|
|
|
||
790 |
|
8.035%, 12/15/10 |
|
819,625 |
|
||
|
|
Rural Cellular Corp., Variable Rate |
|
|
|
||
1,500 |
|
9.41%, 3/15/10 |
|
1,545,000 |
|
||
|
|
UbiquiTel Operating Co., Sr. Notes |
|
|
|
||
215 |
|
9.875%, 3/1/11 |
|
235,963 |
|
||
|
|
|
|
$ |
6,167,012 |
|
|
Utilities 0.3% |
|
|
|
||||
|
|
AES Corp., Sr. Notes |
|
|
|
||
15 |
|
8.75%, 5/15/13 (4) |
|
16,275 |
|
||
15 |
|
9.00%, 5/15/15 (4) |
|
16,350 |
|
||
|
|
Dynegy Holdings, Inc. |
|
|
|
||
105 |
|
8.375%, 5/1/16 (4) |
|
105,263 |
|
||
34
|
|
Dynegy Holdings, Inc., Debs. |
|
|
|
||
$ |
205 |
|
7.625%, 10/15/26 |
|
$ |
188,600 |
|
|
|
Mirant North America, LLC, Sr. Notes |
|
|
|
||
45 |
|
7.375%, 12/31/13 (4) |
|
46,125 |
|
||
|
|
Mission Energy Holding Co. |
|
|
|
||
115 |
|
13.50%, 7/15/08 |
|
132,538 |
|
||
|
|
NRG Energy, Inc., Sr. Notes |
|
|
|
||
145 |
|
7.375%, 2/1/16 |
|
148,444 |
|
||
|
|
Orion Power Holdings, Inc., Sr. Notes |
|
|
|
||
380 |
|
12.00%, 5/1/10 |
|
430,350 |
|
||
|
|
|
|
$ |
1,083,945 |
|
|
Total Corporate
Bonds & Notes |
|
$ |
49,524,910 |
|
|||
Convertible Bonds 0.1%
Principal |
|
Security |
|
Value |
|
||
$ |
35,000 |
|
Amkor Technologies, Inc. |
|
$ |
35,087 |
|
170,000 |
|
L-3 Communications Corp. (4) |
|
175,525 |
|
||
245,000 |
|
Nortel Networks Ltd. |
|
232,444 |
|
||
35,000 |
|
Sinclair Broadcast Group, Inc. |
|
30,931 |
|
||
Total Convertible Bonds |
|
$ |
473,987 |
|
|||
Common Stocks 0.5%
Shares |
|
Security |
|
Value |
|
|
1,152 |
|
Crown Castle International Corp. (6) |
|
$ |
32,654 |
|
2,992 |
|
Environmental Systems Products (5)(6)(7) |
|
96,552 |
|
|
10,443 |
|
Hayes Lemmerz International (6) |
|
28,509 |
|
|
24,880 |
|
Maxim Crane Works, L.P. (6) |
|
1,013,860 |
|
|
358 |
|
Shreveport Gaming Holdings, Inc. (5)(6) |
|
6,390 |
|
|
18,432 |
|
Trump Entertainment Resorts, Inc. (6) |
|
341,176 |
|
|
Total Common Stocks |
|
$ |
1,519,141 |
|
Preferred Stocks 0.0%
Shares |
|
Security |
|
Value |
|
|
35 |
|
Hayes Lemmerz International, Series A (5)(6)(7) |
|
$ |
413 |
|
15 |
|
Key Plastics, LLC, Series A (5)(6)(7) |
|
14,385 |
|
|
Total Preferred Stocks |
|
$ |
14,798 |
|
35
Convertible Preferred Stocks 0.1%
Shares |
|
Security |
|
Value |
|
|
542 |
|
Chesapeake Energy Corp. |
|
$ |
51,423 |
|
3,583 |
|
Crown Castle International Corp., (PIK) |
|
192,586 |
|
|
Total Convertible Preferred
Stocks |
|
$ |
244,009 |
|
Warrants 0.0%
Shares/Rights |
|
Security |
|
Value |
|
|
210 |
|
American Tower Corp., Exp. 8/1/08 (4)(6) |
|
$ |
89,793 |
|
Total
Warrants |
|
$ |
89,793 |
|
Closed-End Investment Companies 3.7%
Shares |
|
Security |
|
Value |
|
|
200,000 |
|
First Trust / Four Corners Senior Floating Rate Income Fund II |
|
$ |
3,568,000 |
|
290,000 |
|
ING Prime Rate Trust |
|
2,032,900 |
|
|
25,560 |
|
Pioneer Floating Rate Trust |
|
469,282 |
|
|
725,000 |
|
Van Kampen Senior Income Trust |
|
5,916,000 |
|
|
Total
Closed-End Investment Companies |
|
$ |
11,986,182 |
|
Miscellaneous 0.0%
Shares |
|
Security |
|
Value |
|
|
295,000 |
|
Trump Atlantic City (5)(6) |
|
$ |
11,357 |
|
Total
Miscellaneous |
|
$ |
11,357 |
|
36
Short-Term Investments 2.0%
Principal |
|
Maturity |
|
Borrower |
|
Rate |
|
Amount |
|
||
$ |
2,000,000 |
|
04/03/06 |
|
Investors Bank and Trust Company Time Deposit |
|
4.86% |
|
$ |
2,000,000 |
|
4,291,000 |
|
04/03/06 |
|
Royal Bank of Canada Time Deposit |
|
4.85% |
|
4,291,000 |
|
||
Total Short-Term Investments |
|
$ |
6,291,000 |
|
|||||||
Total Investments 169.8% |
|
$ |
547,379,795 |
|
|||||||
Less Unfunded Loan |
|
$ |
(3,101,579 |
) |
|||||||
Net Investments 168.8% |
|
$ |
544,278,216 |
|
|||||||
Other Assets, Less Liabilities (34.7)% |
|
$ |
(111,905,649 |
) |
|||||||
Auction Preferred Shares Plus Cumulative Unpaid Dividends (34.1)% |
|
$ |
(110,028,415 |
) |
|||||||
Net Assets Applicable to Common Shares 100.0% |
|
$ |
322,344,152 |
|
|||||||
PIK |
|
Payment In Kind. |
(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. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London-Interbank Offered Rate (LIBOR), and secondarily the prime rate offered by one or more major United States banks (the Prime Rate) and the certificate of deposit (CD) rate or other base lending rates used by commercial lenders. |
(2) |
|
Unfunded loan commitments. The Trust may enter into certain credit agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the Borrowers discretion. |
(3) |
|
Defaulted security. Currently the issuer is in default with respect to interest payments. |
(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 March 31, 2006, the aggregate value of the securities is $16,384,220 or 5.1% of the Trusts net assets. |
37
(5) |
|
Security valued at fair value using methods determined in good faith by or at the direction of the Trustees of the Trust. |
(6) |
|
Non-income producing security. |
(7) |
|
Restricted security. |
A summary of financial instruments at March 31, 2006 is as follows:
The Trust had the following swap agreements outstanding at March 31, 2006:
Credit Default Swaps
Notional |
|
Expiration |
|
Description |
|
Net Unrealized |
|
||||
$ |
1,000,000 |
|
9/20/2008 |
|
Agreement with Credit Suisse/First Boston dated 2/6/2004 whereby the Trust will receive 2.45% per year times the notional amount. The Trust makes a payment only upon a default event on underlying loan assets (47 in total, each representing 2.128% of the notional value of the swap). |
|
|
$ |
3,916 |
|
|
$ |
1,500,000 |
|
3/20/2010 |
|
Agreement with Lehman Brothers dated 3/15/2005 whereby the Trust will receive 2.20% per year times the notional amount. The Trust makes a payment of the notional amount only upon a default event on the reference entity, a Revolving Credit Agreement issued by Inergy, L.P. |
|
|
(9,544 |
) |
|
At March 31, 2006, the Trust had sufficient cash and/or securities to cover potential obligations arising from open swap contracts.
The cost and unrealized appreciation (depreciation) in value of the investment securities at March 31, 2006, as computed on a federal income tax basis, were as follows:
Aggregate cost |
|
$ |
537,542,698 |
|
Gross unrealized appreciation |
|
$ |
7,658,436 |
|
Gross unrealized depreciation |
|
(922,918 |
) |
|
Net unrealized appreciation |
|
$ |
6,735,518 |
|
Unrealized depreciation on swap contracts was $5,628.
38
Restricted Securities
At March 31, 2006, the Trust owned the following securities (representing less than 0.1% of net assets) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The fair value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.
Description |
|
Date of |
|
Shares/Face |
|
Cost |
|
Fair Value |
|
||||||
Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
||
Environmental Systems Products |
|
|
10/24/00 |
|
|
|
2,992 |
|
|
$ |
0 |
|
$ |
96,552 |
|
|
|
|
|
|
|
|
|
|
|
$ |
0 |
|
$ |
96,552 |
|
Preferred Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
||
Hayes Lemmerz International, Series A |
|
|
6/04/03 |
|
|
|
35 |
|
|
$ |
1,750 |
|
$ |
413 |
|
Key Plastics, LLC, Series A |
|
|
4/26/01 |
|
|
|
15 |
|
|
15,000 |
|
14,385 |
|
||
|
|
|
|
|
|
|
|
|
|
$ |
16,750 |
|
$ |
14,798 |
|
|
|
|
|
|
|
|
|
|
|
$ |
16,750 |
|
$ |
111,350 |
|
39
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
By: |
|
/s/ James B. Hawkes |
|
|
James B. Hawkes |
|
|
President and Principal Executive Officer |
Date: |
|
May 23, 2006 |
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 |
Date: |
|
May 23, 2006 |
By: |
|
/s/ Barbara E. Campbell |
|
|
Barbara E. Campbell |
|
|
Treasurer and Principal Financial Officer |
Date: |
|
May 23, 2006 |