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

 

811-21411

Eaton Vance Senior Floating-Rate Trust

(Exact Name of Registrant as Specified in Charter)

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

 

02109

(Address of Principal Executive Offices)

 

(Zip code)

Alan R. Dynner, Esq.
Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109

(Name and Address of Agent for Services)

Registrant’s Telephone Number, Including Area Code:

 

(617) 482-8260

Date of Fiscal Year End:

 

October 31

Date of Reporting Period:

 

July 31, 2006

 

 




Item 1. Schedule of Investments




Eaton Vance Senior Floating-Rate Trust                                                                                             as of July 31, 2006

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior, Floating Rate Interests — 138.1% (1)

Principal

 

 

 

 

 

Amount

 

Borrower/Tranche Description

 

Value

 

Aerospace and Defense — 3.3%

 

 

 

 

 

Alliant Techsystems, Inc.

 

 

 

$              564,375

 

Term Loan, 6.50%, Maturing March 31, 2009

 

$              565,433

 

 

 

Awas Capital, Inc.

 

 

 

2,523,639

 

Term Loan, 11.50%, Maturing March 22, 2013

 

2,542,566

 

 

 

Delta Air Lines, Inc.

 

 

 

2,075,000

 

Term Loan, 12.77%, Maturing March 27, 2008

 

2,144,512

 

 

 

Dresser Rand Group, Inc.

 

 

 

1,452,063

 

Term Loan, 7.27%, Maturing October 29, 2011

 

1,464,224

 

 

 

DRS Technologies, Inc.

 

 

 

1,022,438

 

Term Loan, 6.89%, Maturing January 31, 2013

 

1,026,431

 

 

 

Hexcel Corp.

 

 

 

1,731,394

 

Term Loan, 7.19%, Maturing March 1, 2012

 

1,735,723

 

 

 

IAP Worldwide Services, Inc.

 

 

 

970,125

 

Term Loan, 8.50%, Maturing December 30, 2012

 

974,168

 

 

 

K&F Industries, Inc.

 

 

 

1,556,018

 

Term Loan, 7.40%, Maturing November 18, 2012

 

1,558,693

 

 

 

Mid-Western Aircraft Systems, Inc.

 

 

 

1,910,700

 

Term Loan, 7.75%, Maturing December 31, 2011

 

1,920,970

 

 

 

Standard Aero Holdings, Inc.

 

 

 

1,435,821

 

Term Loan, 7.67%, Maturing August 24, 2012

 

1,436,719

 

 

 

Transdigm, Inc.

 

 

 

1,625,000

 

Term Loan, 7.45%, Maturing June 23, 2013

 

1,630,840

 

 

 

Vought Aircraft Industries, Inc.

 

 

 

2,154,153

 

Term Loan, 8.00%, Maturing December 17, 2011

 

2,173,002

 

 

 

Wam Aquisition, S.A.

 

 

 

695,118

 

Term Loan, 8.25%, Maturing April 8, 2013

 

702,395

 

695,118

 

Term Loan, 8.75%, Maturing April 8, 2014

 

705,436

 

 

 

Wyle Laboratories, Inc.

 

 

 

265,608

 

Term Loan, 7.88%, Maturing January 28, 2011

 

267,517

 

 

 

 

 

$        20,848,629

 

Air Transport — 0.3%

 

 

 

 

 

United Airlines, Inc.

 

 

 

1,400,000

 

Term Loan, 8.63%, Maturing February 1, 2012

 

1,417,646

 

200,000

 

Term Loan, 9.19%, Maturing February 1, 2012

 

202,521

 

 

 

 

 

$           1,620,167

 

Automotive — 7.7%

 

 

 

 

 

Accuride Corp.

 

 

 

2,556,073

 

Term Loan, 7.31%, Maturing January 31, 2012

 

2,563,102

 

 

 

AE Europe Group, LLC

 

 

 

811,786

 

Term Loan, 8.40%, Maturing October 11, 2011

 

815,845

 

 

1




 

 

 

 

 

Affina Group, Inc.

 

 

 

$           1,440,285

 

Term Loan, 8.50%, Maturing November 30, 2011

 

$           1,445,326

 

 

 

Axletech International Holding, Inc.

 

 

 

1,750,000

 

Term Loan, 12.01%, Maturing April 22, 2013

 

1,763,125

 

 

 

Collins & Aikman Products Co.

 

 

 

695,155

 

Term Loan, 11.75%, Maturing August 31, 2011

 

596,840

 

 

 

CSA Acquisition Corp.

 

 

 

497,500

 

Term Loan, 8.00%, Maturing December 23, 2011

 

500,998

 

605,560

 

Term Loan, 8.00%, Maturing December 23, 2011

 

608,588

 

974,159

 

Term Loan, 8.00%, Maturing December 23, 2011

 

979,030

 

 

 

Dana Corp.

 

 

 

1,050,000

 

DIP Loan, 7.65%, Maturing April 13, 2008

 

1,052,078

 

 

 

Dayco Products, LLC

 

 

 

2,025,000

 

Term Loan, 8.03%, Maturing June 21, 2011

 

2,042,298

 

 

 

Dura Operating Corp.

 

 

 

1,100,000

 

Term Loan, 9.11%, Maturing May 3, 2011

 

1,108,250

 

 

 

Exide Technologies, Inc.

 

 

 

600,067

 

Term Loan, 11.25%, Maturing May 5, 2010

 

630,071

 

607,421

 

Term Loan, 11.25%, Maturing May 5, 2010

 

637,792

 

 

 

Federal-Mogul Corp.

 

 

 

7,434,538

 

Revolving Loan, 6.89%, Maturing December 9, 2006 (2)

 

7,253,381

 

2,559,019

 

Term Loan, 7.65%, Maturing December 9, 2006

 

2,505,172

 

 

 

Goodyear Tire & Rubber Co.

 

 

 

880,000

 

Term Loan, 4.73%, Maturing April 30, 2010

 

881,808

 

2,950,000

 

Term Loan, 7.95%, Maturing April 30, 2010

 

2,966,901

 

1,000,000

 

Term Loan, 8.70%, Maturing March 1, 2011

 

1,009,625

 

 

 

HLI Operating Co., Inc.

 

 

 

1,807,182

 

Term Loan, 8.83%, Maturing June 3, 2009

 

1,832,031

 

 

 

Insurance Auto Auctions, Inc.

 

 

 

875,000

 

Term Loan, 6.77%, Maturing May 19, 2012 (2)

 

879,102

 

 

 

Key Automotive Group

 

 

 

1,341,590

 

Term Loan, 8.56%, Maturing June 20, 2009

 

1,352,490

 

 

 

Keystone Automotive Operations, Inc.

 

 

 

1,616,875

 

Term Loan, 7.99%, Maturing October 30, 2010

 

1,616,875

 

 

 

R.J. Tower Corp.

 

 

 

1,725,000

 

DIP Revolving Loan, 8.25%, Maturing February 2, 2007

 

1,747,102

 

 

 

Tenneco Automotive, Inc.

 

 

 

1,994,254

 

Term Loan, 7.19%, Maturing December 12, 2009

 

2,009,460

 

1,656,896

 

Term Loan, 7.11%, Maturing December 12, 2010

 

1,669,530

 

 

 

TI Automotive, Ltd.

 

 

 

1,194,561

 

Term Loan, 8.87%, Maturing June 30, 2011

 

1,181,122

 

 

 

TRW Automotive, Inc.

 

 

 

4,528,899

 

Term Loan, 7.19%, Maturing June 30, 2012

 

4,526,698

 

 

2




 

 

 

 

 

United Components, Inc.

 

 

 

$           1,767,824

 

Term Loan, 7.41%, Maturing June 30, 2010

 

$           1,776,663

 

 

 

 

 

$        47,951,303

 

Beverage and Tobacco — 1.7%

 

 

 

 

 

Alliance One International, Inc.

 

 

 

770,250

 

Term Loan, 8.49%, Maturing May 13, 2010

 

776,027

 

 

 

Culligan International Co.

 

 

 

1,021,157

 

Term Loan, 7.37%, Maturing September 30, 2011

 

1,021,477

 

 

 

National Dairy Holdings, L.P.

 

 

 

790,000

 

Term Loan, 7.40%, Maturing March 15, 2012

 

792,962

 

 

 

National Distribution Co.

 

 

 

690,800

 

Term Loan, 11.90%, Maturing June 22, 2010

 

692,527

 

 

 

Reynolds American, Inc.

 

 

 

2,950,000

 

Term Loan, 7.26%, Maturing May 31, 2012

 

2,967,747

 

 

 

Southern Wine & Spirits of America, Inc.

 

 

 

3,751,931

 

Term Loan, 7.00%, Maturing June 1, 2012

 

3,761,311

 

 

 

Sunny Delight Beverages Co.

 

 

 

386,884

 

Term Loan, 11.39%, Maturing August 20, 2010

 

383,257

 

 

 

 

 

$        10,395,308

 

Building and Development — 10.0%

 

 

 

 

 

AP-Newkirk Holdings, LLC

 

 

 

1,744,782

 

Term Loan, 7.90%, Maturing December 21, 2007

 

1,750,235

 

 

 

Biomed Realty, L.P.

 

 

 

3,055,000

 

Term Loan, 7.60%, Maturing May 31, 2010

 

3,062,637

 

 

 

Capital Automotive REIT

 

 

 

1,294,241

 

Term Loan, 7.10%, Maturing December 16, 2010 REIT

 

1,295,679

 

 

 

DMB / CH II, LLC

 

 

 

212,500

 

Term Loan, 7.84%, Maturing December 22, 2008

 

213,031

 

 

 

Epco / Fantome, LLC

 

 

 

1,525,000

 

Term Loan, 8.50%, Maturing November 23, 2010

 

1,528,812

 

 

 

Formica Corp.

 

 

 

1,022,438

 

Term Loan, 8.48%, Maturing March 15, 2013

 

1,025,633

 

 

 

FT-FIN Acquisition, LLC

 

 

 

859,230

 

Term Loan, 7.13%, Maturing November 17, 2007

 

861,378

 

 

 

Gables GP, Inc.

 

 

 

776,343

 

Term Loan, 7.10%, Maturing September 30, 2006

 

777,394

 

 

 

General Growth Properties, Inc.

 

 

 

2,000,000

 

Term Loan, 6.65%, Maturing February 24, 2011

 

1,977,386

 

 

 

Hovstone Holdings, LLC

 

 

 

1,230,000

 

Term Loan, 7.68%, Maturing February 28, 2009

 

1,233,075

 

 

 

Kyle Acquisition Group, LLC

 

 

 

730,712

 

Term Loan, 7.38%, Maturing July 20, 2010

 

730,712

 

 

 

Landsource Communities, LLC

 

 

 

6,011,000

 

Term Loan, 7.88%, Maturing March 31, 2010

 

6,022,271

 

 

3




 

 

 

 

 

Lanoga Corp.

 

 

 

$           1,250,000

 

Term Loan, 7.25%, Maturing June 29, 2013

 

$           1,250,391

 

 

 

LNR Property Corp.

 

 

 

2,800,000

 

Term Loan, 8.11%, Maturing July 3, 2011

 

2,816,918

 

 

 

MAAX Corp.

 

 

 

709,867

 

Term Loan, 8.40%, Maturing June 4, 2011

 

706,318

 

 

 

Mattamy Funding Partnership

 

 

 

500,000

 

Term Loan, 7.48%, Maturing April 11, 2013

 

501,250

 

 

 

Mueller Group, Inc.

 

 

 

2,690,378

 

Term Loan, 7.65%, Maturing October 3, 2012

 

2,707,193

 

 

 

NCI Building Systems, Inc.

 

 

 

737,280

 

Term Loan, 6.71%, Maturing June 18, 2010

 

738,662

 

 

 

Newkirk Master, L.P.

 

 

 

3,901,283

 

Term Loan, 7.10%, Maturing August 11, 2008

 

3,913,475

 

 

 

Nortek, Inc.

 

 

 

2,746,063

 

Term Loan, 7.40%, Maturing August 27, 2011

 

2,742,202

 

 

 

November 2005 Land Investors

 

 

 

997,500

 

Term Loan, 8.25%, Maturing May 31, 2011

 

999,994

 

 

 

Panolam Industries Holdings, Inc.

 

 

 

593,778

 

Term Loan, 8.25%, Maturing September 30, 2012

 

598,231

 

 

 

Ply Gem Industries, Inc.

 

 

 

104,426

 

Term Loan, 7.21%, Maturing August 15, 2011

 

104,295

 

1,566,387

 

Term Loan, 7.21%, Maturing August 15, 2011

 

1,564,429

 

 

 

South Edge, LLC

 

 

 

787,500

 

Term Loan, 7.44%, Maturing October 31, 2009

 

790,453

 

 

 

St. Mary’s Cement, Inc.

 

 

 

5,840,201

 

Term Loan, 7.50%, Maturing December 4, 2010

 

5,854,802

 

 

 

Stile Acquisition Corp.

 

 

 

2,132,424

 

Term Loan, 7.49%, Maturing April 6, 2013

 

2,094,535

 

 

 

Stile U.S. Acquisition Corp.

 

 

 

2,136,057

 

Term Loan, 7.49%, Maturing April 6, 2013

 

2,098,103

 

 

 

TE / Tousa Senior, LLC

 

 

 

1,575,000

 

Term Loan, 7.75%, Maturing August 1, 2008

 

1,569,094

 

 

 

The Woodlands Community Property Co.

 

 

 

1,013,668

 

Term Loan, 7.76%, Maturing November 30, 2007

 

1,021,271

 

1,269,538

 

Term Loan, 9.76%, Maturing November 30, 2007

 

1,288,581

 

 

 

Tousa / Kolter, LLC

 

 

 

2,070,000

 

Term Loan, 6.72%, Maturing January 7, 2008 (2)

 

2,080,350

 

 

 

TRU 2005 RE Holding Co.

 

 

 

4,100,000

 

Term Loan, 8.35%, Maturing December 9, 2008

 

4,082,062

 

 

 

Trustreet Properties, Inc.

 

 

 

1,465,000

 

Term Loan, 7.35%, Maturing April 8, 2010

 

1,473,241

 

 

 

United Subcontractors, Inc.

 

 

 

825,000

 

Term Loan, 12.86%, Maturing May 27, 2013

 

825,000

 

 

 

 

 

$        62,299,093

 

 

4




 

 

Business Equipment and Services — 7.2%

 

 

 

 

 

 

Acco Brands Corp.

 

 

 

 

$

1,406,750

 

Term Loan, 7.12%, Maturing August 17, 2012

 

$

1,407,629

 

 

 

 

Activant Solutions, Inc.

 

 

 

 

773,063

 

Term Loan, 7.19%, Maturing May 1, 2013

 

758,568

 

 

 

 

Affiliated Computer Services

 

 

 

 

820,875

 

Term Loan, 7.40%, Maturing March 20, 2013

 

822,561

 

 

 

 

Affinion Group, Inc.

 

 

 

 

2,139,535

 

Term Loan, 7.93%, Maturing October 17, 2012

 

2,152,239

 

 

 

 

Allied Security Holdings, LLC

 

 

 

 

1,300,000

 

Term Loan, 10.25%, Maturing June 30, 2010

 

1,308,125

 

 

 

 

Aspect Software, Inc.

 

 

 

 

2,025,000

 

Term Loan, 8.50%, Maturing July 11, 2011

 

2,026,899

 

 

1,800,000

 

Term Loan, 12.56%, Maturing July 11, 2013

 

1,802,250

 

 

 

 

Buhrmann US, Inc.

 

 

 

 

3,115,432

 

Term Loan, 7.01%, Maturing December 31, 2010

 

3,123,221

 

 

 

 

DynCorp International, LLC

 

 

 

 

1,214,625

 

Term Loan, 8.06%, Maturing February 11, 2011

 

1,220,192

 

 

 

 

Gate Gourmet Borrower, LLC

 

 

 

 

1,463,000

 

Term Loan, 8.25%, Maturing March 9, 2012

 

1,479,459

 

 

183,333

 

Term Loan, 8.25%, Maturing March 9, 2012

 

185,396

 

 

 

 

Info USA, Inc.

 

 

 

 

621,875

 

Term Loan, 7.25%, Maturing February 14, 2012

 

622,652

 

 

 

 

IPayment, Inc.

 

 

 

 

947,625

 

Term Loan, 7.72%, Maturing May 10, 2013

 

947,625

 

 

 

 

Iron Mountain, Inc.

 

 

 

 

2,292,205

 

Term Loan, 7.00%, Maturing April 2, 2011

 

2,297,936

 

 

 

 

Language Line, Inc.

 

 

 

 

2,392,382

 

Term Loan, 9.74%, Maturing June 11, 2011

 

2,411,820

 

 

 

 

Mitchell International, Inc.

 

 

 

 

711,209

 

Term Loan, 7.50%, Maturing August 15, 2011

 

714,098

 

 

 

N.E.W. Holdings I, LLC

 

 

 

818,185

 

Term Loan, 8.63%, Maturing July 1, 2011

 

819,207

 

 

 

Protection One, Inc.

 

 

 

916,641

 

Term Loan, 7.84%, Maturing April 18, 2011

 

918,933

 

 

 

Quintiles Transnational Corp.

 

 

 

1,700,000

 

Term Loan, 9.50%, Maturing March 31, 2014

 

1,724,437

 

 

 

RGIS Holdings, LLC

 

 

 

1,144,343

 

Term Loan, 8.00%, Maturing February 15, 2013

 

1,142,913

 

 

 

SGS International, Inc.

 

 

 

696,500

 

Term Loan, 8.02%, Maturing December 30, 2011

 

699,112

 

 

 

Sungard Data Systems, Inc.

 

 

 

12,969,000

 

Term Loan, 7.66%, Maturing February 11, 2013

 

13,041,951

 

 

 

Transaction Network Services, Inc.

 

 

 

783,819

 

Term Loan, 7.39%, Maturing May 4, 2012

 

783,819

 

5




 

 

 

 

 

US Investigations Services, Inc.

 

 

 

$

1,185,154

 

Term Loan, 7.92%, Maturing October 14, 2012

 

$

1,188,117

 

543,989

 

Term Loan, 7.92%, Maturing October 14, 2012

 

545,689

 

 

 

Williams Scotsman, Inc.

 

 

 

750,000

 

Term Loan, 7.00%, Maturing June 28, 2010

 

752,031

 

 

 

 

 

$

44,896,879

 

Cable and Satellite Television — 7.0%

 

 

 

 

 

Atlantic Broadband Finance, LLC

 

 

 

4,283,698

 

Term Loan, 7.99%, Maturing September 1, 2011

 

4,321,180

 

 

 

Bragg Communications, Inc.

 

 

 

1,031,625

 

Term Loan, 7.23%, Maturing August 31, 2011

 

1,034,204

 

 

 

Bresnan Broadband Holdings, LLC

 

 

 

1,200,000

 

Term Loan, 9.81%, Maturing March 29, 2014

 

1,228,500

 

 

 

Canadian Cable Acquisition Co., Inc.

 

 

 

1,470,000

 

Term Loan, 8.50%, Maturing July 31, 2011

 

1,477,350

 

 

 

Charter Communications Operating, LLC

 

 

 

12,118,808

 

Term Loan, 8.13%, Maturing April 28, 2013

 

12,151,335

 

 

 

CSC Holdings, Inc.

 

 

 

2,992,500

 

Term Loan, 7.03%, Maturing March 29, 2013

 

2,978,184

 

 

 

Insight Midwest Holdings, LLC

 

 

 

7,054,051

 

Term Loan, 7.44%, Maturing December 31, 2009

 

7,069,486

 

 

 

Mediacom Broadband Group

 

 

 

5,895,450

 

Term Loan, 7.10%, Maturing January 31, 2015

 

5,871,037

 

 

 

Mediacom Illinois, LLC

 

 

 

2,784,750

 

Term Loan, 7.09%, Maturing March 31, 2013

 

2,776,546

 

 

 

UGS Corp.

 

 

 

2,297,293

 

Term Loan, 7.48%, Maturing March 31, 2012

 

2,299,686

 

 

 

UPC Broadband Holding B.V.

 

 

 

1,195,000

 

Term Loan, 7.64%, Maturing March 31, 2013

 

1,193,890

 

1,195,000

 

Term Loan, 7.64%, Maturing December 31, 2013

 

1,193,890

 

 

 

 

 

$

43,595,288

 

Chemicals and Plastics — 8.7%

 

 

 

 

 

Basell Af S.A.R.L.

 

 

 

312,500

 

Term Loan, 7.73%, Maturing August 1, 2013

 

316,406

 

62,500

 

Term Loan, 7.73%, Maturing August 1, 2013

 

63,281

 

312,500

 

Term Loan, 8.23%, Maturing August 1, 2014

 

316,406

 

62,500

 

Term Loan, 8.23%, Maturing August 1, 2014

 

63,281

 

 

 

Brenntag Holding GmbH and Co. KG

 

 

 

373,091

 

Term Loan, 8.08%, Maturing January 18, 2014

 

377,755

 

1,526,909

 

Term Loan, 8.08%, Maturing January 18, 2014

 

1,536,071

 

1,000,000

 

Term Loan, 12.08%, Maturing December 23, 2015

 

1,021,875

 

 

 

Celanese Holdings, LLC

 

 

 

4,160,734

 

Term Loan, 7.50%, Maturing June 4, 2011

 

4,173,303

 

6




 

 

 

 

 

Gentek, Inc.

 

 

 

$

552,762

 

Term Loan, 7.56%, Maturing February 28, 2011

 

$

556,648

 

669,630

 

Term Loan, 9.76%, Maturing February 28, 2012

 

676,744

 

 

 

Hercules, Inc.

 

 

 

865,088

 

Term Loan, 7.01%, Maturing October 8, 2010

 

867,466

 

 

 

Hexion Specialty Chemicals, Inc.

 

 

 

807,538

 

Term Loan, 7.50%, Maturing May 5, 2013

 

800,724

 

3,717,462

 

Term Loan, 7.56%, Maturing May 5, 2013

 

3,686,094

 

 

 

Huntsman, LLC

 

 

 

5,638,682

 

Term Loan, 7.15%, Maturing August 16, 2012

 

5,619,296

 

 

 

Ineos Group

 

 

 

1,625,000

 

Term Loan, 7.34%, Maturing December 14, 2013

 

1,636,849

 

1,625,000

 

Term Loan, 7.84%, Maturing December 14, 2014

 

1,636,849

 

 

 

Innophos, Inc.

 

 

 

850,920

 

Term Loan, 7.70%, Maturing August 13, 2010

 

853,047

 

 

 

Invista B.V.

 

 

 

2,638,204

 

Term Loan, 7.00%, Maturing April 29, 2011

 

2,642,602

 

1,341,083

 

Term Loan, 7.00%, Maturing April 29, 2011

 

1,343,319

 

 

 

ISP Chemo, Inc.

 

 

 

2,194,500

 

Term Loan, 7.08%, Maturing February 16, 2013

 

2,196,850

 

 

 

Kranton Polymers, LLC

 

 

 

3,266,722

 

Term Loan, 7.44%, Maturing May 12, 2013

 

3,266,722

 

 

 

Mosaic Co.

 

 

 

1,422,000

 

Term Loan, 6.99%, Maturing February 21, 2012

 

1,422,445

 

 

 

Nalco Co.

 

 

 

6,533,675

 

Term Loan, 7.21%, Maturing November 4, 2010

 

6,535,720

 

 

 

PQ Corp.

 

 

 

1,260,920

 

Term Loan, 7.50%, Maturing February 11, 2012

 

1,263,546

 

 

 

Professional Paint, Inc.

 

 

 

725,000

 

Term Loan, 7.76%, Maturing May 31, 2012

 

728,625

 

350,000

 

Term Loan, 11.38%, Maturing May 31, 2013

 

353,500

 

 

 

Rockwood Specialties Group, Inc.

 

 

 

4,383,250

 

Term Loan, 7.49%, Maturing December 10, 2012

 

4,397,859

 

 

 

Solo Cup Co.

 

 

 

2,651,795

 

Term Loan, 7.84%, Maturing February 27, 2011

 

2,664,778

 

550,000

 

Term Loan, 9.66%, Maturing March 31, 2012

 

555,500

 

 

 

Solutia, Inc.

 

 

 

750,000

 

DIP Loan, 8.72%, Maturing March 31, 2007

 

755,156

 

 

 

Wellman, Inc.

 

 

 

2,250,000

 

Term Loan, 9.15%, Maturing February 10, 2009

 

2,258,788

 

 

 

 

 

$

54,587,505

 

Clothing/Textiles — 0.4%

 

 

 

 

 

Propex Fabrics, Inc.

 

 

 

943,822

 

Term Loan, 7.76%, Maturing July 31, 2012

 

945,002

 

 

 

St. John Knits International, Inc.

 

 

 

695,480

 

Term Loan, 7.75%, Maturing March 23, 2012

 

695,480

 

7




 

 

 

 

 

The William Carter Co.

 

 

 

$

728,703

 

Term Loan, 6.85%, Maturing July 14, 2012

 

$

727,792

 

 

 

 

 

$

2,368,274

 

Conglomerates — 3.0%

 

 

 

 

 

Amsted Industries, Inc.

 

 

 

1,738,827

 

Term Loan, 7.46%, Maturing October 15, 2010

 

1,749,153

 

 

 

Blount, Inc.

 

 

 

344,753

 

Term Loan, 7.18%, Maturing August 9, 2010

 

348,344

 

 

 

Education Management, LLC

 

 

 

1,550,000

 

Term Loan, 8.06%, Maturing June 1, 2013

 

1,559,929

 

 

 

Euramax International, Inc.

 

 

 

608,052

 

Term Loan, 8.06%, Maturing June 28, 2012

 

611,548

 

501,316

 

Term Loan, 12.49%, Maturing June 28, 2013

 

504,136

 

248,684

 

Term Loan, 12.49%, Maturing June 28, 2013

 

250,083

 

 

 

Goodman Global Holdings, Inc.

 

 

 

1,065,995

 

Term Loan, 6.94%, Maturing December 23, 2011

 

1,064,828

 

 

 

Jarden Corp.

 

 

 

1,507,357

 

Term Loan, 7.25%, Maturing January 24, 2012

 

1,502,803

 

2,675,111

 

Term Loan, 7.50%, Maturing January 24, 2012

 

2,676,783

 

 

 

Johnson Diversey, Inc.

 

 

 

1,718,335

 

Term Loan, 7.63%, Maturing November 3, 2009

 

1,731,490

 

 

 

Polymer Group, Inc.

 

 

 

2,562,125

 

Term Loan, 7.74%, Maturing November 22, 2012

 

2,569,599

 

 

 

PP Acquisition Corp.

 

 

 

2,484,409

 

Term Loan, 8.40%, Maturing November 12, 2011

 

2,509,253

 

 

 

Sensata Technologies Finance Co.

 

 

 

800,000

 

Term Loan, 7.24%, Maturing April 27, 2013

 

796,643

 

 

 

Terex Corp.

 

 

 

725,000

 

Term Loan, 7.11%, Maturing July 13, 2013

 

727,719

 

 

 

 

 

$

18,602,311

 

Containers and Glass Products — 5.1%

 

 

 

 

 

Berry Plastics Corp.

 

 

 

2,055,808

 

Term Loan, 7.15%, Maturing December 2, 2011

 

2,056,236

 

 

 

Bluegrass Container Company

 

 

 

380,000

 

Term Loan, 0.00%, Maturing June 30, 2013 (2)

 

382,018

 

1,270,000

 

Term Loan, 7.65%, Maturing June 30, 2013

 

1,276,745

 

284,848

 

Term Loan, 0.00%, Maturing December 30, 2013 (2)

 

288,765

 

890,152

 

Term Loan, 10.40%, Maturing December 30, 2013

 

902,391

 

 

 

Consolidated Container Holding, LLC

 

 

 

1,176,000

 

Term Loan, 8.38%, Maturing December 15, 2008

 

1,182,370

 

 

 

Crown Americas, Inc.

 

 

 

625,000

 

Term Loan, 6.95%, Maturing November 15, 2012

 

625,781

 

 

 

Graham Packaging Holdings Co.

 

 

 

4,334,000

 

Term Loan, 7.75%, Maturing October 7, 2011

 

4,351,154

 

374,051

 

Term Loan, 7.81%, Maturing October 7, 2011

 

375,531

 

8




 

 

 

$

1,428,571

 

Term Loan, 9.75%, Maturing April 7, 2012

 

$

1,450,000

 

 

 

Graphic Packaging International, Inc.

 

 

 

5,427,325

 

Term Loan, 7.92%, Maturing August 8, 2010

 

5,477,235

 

 

 

IPG (US), Inc.

 

 

 

2,146,763

 

Term Loan, 7.58%, Maturing July 28, 2011

 

2,161,968

 

 

 

JSG Acquisitions

 

 

 

1,845,000

 

Term Loan, 7.88%, Maturing December 1, 2013

 

1,874,981

 

1,845,000

 

Term Loan, 8.38%, Maturing December 1, 2013

 

1,874,981

 

 

 

Owens-Brockway Glass Container

 

 

 

1,625,000

 

Term Loan, 7.11%, Maturing June 14, 2013

 

1,627,369

 

 

 

Smurfit-Stone Container Corp.

 

 

 

589,195

 

Term Loan, 4.73%, Maturing November 1, 2010

 

592,591

 

3,050,595

 

Term Loan, 7.59%, Maturing November 1, 2010

 

3,068,178

 

1,474,236

 

Term Loan, 7.54%, Maturing November 1, 2011

 

1,482,733

 

669,938

 

Term Loan, 7.63%, Maturing November 1, 2011

 

673,799

 

 

 

 

 

$

31,724,826

 

Cosmetics/Toiletries — 0.4%

 

 

 

 

 

Prestige Brands, Inc.

 

 

 

1,759,500

 

Term Loan, 7.23%, Maturing April 7, 2011

 

1,765,364

 

 

 

Revlon Consumer Products Corp.

 

 

 

945,000

 

Term Loan, 11.49%, Maturing July 9, 2009

 

970,200

 

 

 

 

 

$

2,735,564

 

Drugs — 1.1%

 

 

 

 

 

Patheon, Inc.

 

 

 

1,792,434

 

Term Loan, 7.74%, Maturing December 14, 2011

 

1,792,434

 

 

 

Warner Chilcott Corp.

 

 

 

8,811

 

Term Loan, 7.63%, Maturing January 12, 2012

 

8,830

 

44,054

 

Term Loan, 7.80%, Maturing January 12, 2012

 

44,150

 

1,247,939

 

Term Loan, 7.61%, Maturing January 18, 2012

 

1,250,929

 

576,513

 

Term Loan, 7.61%, Maturing January 18, 2012

 

577,894

 

3,096,998

 

Term Loan, 7.62%, Maturing January 18, 2012

 

3,104,419

 

 

 

 

 

$

6,778,656

 

Ecological Services and Equipment — 2.2%

 

 

 

 

 

Alderwoods Group, Inc.

 

 

 

206,089

 

Term Loan, 7.39%, Maturing August 19, 2010

 

206,390

 

 

 

Allied Waste Industries, Inc.

 

 

 

1,310,943

 

Term Loan, 4.88%, Maturing January 15, 2012

 

1,306,164

 

3,376,347

 

Term Loan, 7.15%, Maturing January 15, 2012

 

3,364,388

 

 

 

Duratek, Inc.

 

 

 

596,226

 

Term Loan, 7.76%, Maturing June 7, 2013

 

601,443

 

 

 

Energysolutions, LLC

 

 

 

62,107

 

Term Loan, 7.62%, Maturing June 7, 2013

 

62,650

 

1,316,667

 

Term Loan, 7.76%, Maturing June 7, 2013

 

1,328,187

 

9




 

 

 

 

 

Environmental Systems, Inc.

 

 

 

$

967,230

 

Term Loan, 8.86%, Maturing December 12, 2008

 

$

974,484

 

2,500,000

 

Term Loan, 15.37%, Maturing December 12, 2010

 

2,537,500

 

 

 

IESI Corp.

 

 

 

970,588

 

Term Loan, 7.19%, Maturing January 20, 2012

 

972,408

 

 

 

Sensus Metering Systems, Inc.

 

 

 

315,326

 

Term Loan, 7.20%, Maturing December 17, 2010

 

316,114

 

2,373,913

 

Term Loan, 7.24%, Maturing December 17, 2010

 

2,379,848

 

 

 

 

 

$

14,049,576

 

Electronics/Electrical — 2.6%

 

 

 

 

 

 

AMI Semiconductor, Inc.

 

 

 

 

2,066,120

 

Term Loan, 6.90%, Maturing April 1, 2012

 

2,071,286

 

 

 

 

Communications & Power, Inc.

 

 

 

 

482,716

 

Term Loan, 7.61%, Maturing July 23, 2010

 

484,828

 

 

 

 

Enersys Capital, Inc.

 

 

 

 

1,078,000

 

Term Loan, 7.29%, Maturing March 17, 2011

 

1,080,695

 

 

 

 

Epicor Software Corp.

 

 

 

 

374,063

 

Term Loan, 7.77%, Maturing March 30, 2012

 

377,102

 

 

 

 

FCI International S.A.S.

 

 

 

 

216,536

 

Term Loan, 8.83%, Maturing October 31, 2008

 

217,957

 

 

208,464

 

Term Loan, 8.83%, Maturing October 31, 2008

 

211,330

 

 

208,464

 

Term Loan, 8.33%, Maturing November 1, 2013

 

211,330

 

 

216,536

 

Term Loan, 8.33%, Maturing November 1, 2013

 

216,874

 

 

 

 

Network Solutions, LLC

 

 

 

 

960,175

 

Term Loan, 10.50%, Maturing January 9, 2012

 

972,177

 

 

 

 

Open Solutions, Inc.

 

 

 

 

1,050,000

 

Term Loan, 11.78%, Maturing March 3, 2012

 

1,077,562

 

 

 

 

Rayovac Corp.

 

 

 

 

3,453,516

 

Term Loan, 8.33%, Maturing February 7, 2012

 

3,457,832

 

 

 

 

Security Co., Inc.

 

 

 

 

980,022

 

Term Loan, 8.75%, Maturing June 30, 2010

 

982,472

 

 

1,000,000

 

Term Loan, 12.63%, Maturing June 30, 2011

 

1,012,500

 

 

 

 

Serena Software, Inc.

 

 

 

 

562,500

 

Term Loan, 7.41%, Maturing March 10, 2013

 

562,500

 

 

 

 

Telcordia Technologies, Inc.

 

 

 

 

2,699,597

 

Term Loan, 7.73%, Maturing September 15, 2012

 

2,608,485

 

 

 

 

Vertafore, Inc.

 

 

 

 

850,000

 

Term Loan, 11.13%, Maturing January 31, 2013

 

863,458

 

 

 

 

 

 

$

16,408,388

 

 

Equipment Leasing — 2.0%

 

 

 

 

 

 

Ashtead Group, PLC

 

 

 

 

990,000

 

Term Loan, 6.94%, Maturing November 12, 2009

 

990,619

 

 

 

 

Maxim Crane Works, L.P.

 

 

 

 

1,040,905

 

Term Loan, 7.44%, Maturing January 28, 2010

 

1,044,158

 

 

10




 

 

 

 

 

The Hertz Corp.

 

 

 

$

400,000

 

Term Loan, 5.42%, Maturing December 21, 2012

 

$

402,442

 

3,186,021

 

Term Loan, 7.54%, Maturing December 21, 2012

 

3,205,475

 

 

 

United Rentals, Inc.

 

 

 

1,121,250

 

Term Loan, 6.00%, Maturing February 14, 2011

 

1,124,453

 

5,480,110

 

Term Loan, 7.40%, Maturing February 14, 2011

 

5,495,766

 

 

 

 

 

$

12,262,913

 

Farming/Agriculture — 0.3%

 

 

 

 

 

Central Garden & Pet Co.

 

 

 

2,069,813

 

Term Loan, 6.85%, Maturing February 28, 2014

 

2,071,106

 

 

 

 

 

$

2,071,106

 

Financial Intermediaries — 3.1%

 

 

 

 

 

AIMCO Properties, L.P.

 

 

 

3,300,000

 

Term Loan, 7.01%, Maturing November 2, 2009

 

3,308,250

 

 

 

Ameritrade Holding Corp.

 

 

 

4,214,438

 

Term Loan, 6.90%, Maturing December 31, 2012

 

4,209,169

 

 

 

Coinstar, Inc.

 

 

 

526,031

 

Term Loan, 7.51%, Maturing July 7, 2011

 

529,319

 

 

 

Fidelity National Information Solutions, Inc.

 

 

 

6,327,475

 

Term Loan, 7.10%, Maturing March 9, 2013

 

6,335,618

 

 

 

LPL Holdings, Inc.

 

 

 

3,606,875

 

Term Loan, 8.67%, Maturing June 30, 2013

 

3,649,707

 

 

 

The Macerich Partnership, L.P.

 

 

 

1,210,000

 

Term Loan, 6.88%, Maturing April 26, 2010

 

1,207,983

 

 

 

 

 

$

19,240,046

 

Food Products — 3.8%

 

 

 

 

 

Advantage Sales & Marketing, Inc.

 

 

 

847,875

 

Term Loan, 7.22%, Maturing March 29, 2013

 

840,456

 

 

 

BF Bolthouse HoldCo, LLC

 

 

 

1,150,000

 

Term Loan, 11.00%, Maturing December 16, 2013

 

1,172,042

 

 

 

Chiquita Brands, LLC

 

 

 

1,178,100

 

Term Loan, 7.65%, Maturing June 28, 2012

 

1,181,290

 

 

 

Constellation Brands, Inc.

 

 

 

5,761,111

 

Term Loan, 6.82%, Maturing June 5, 2013

 

5,785,867

 

 

 

Del Monte Corp.

 

 

 

1,517,397

 

Term Loan, 7.04%, Maturing February 8, 2012

 

1,524,193

 

 

 

Dole Food Company, Inc.

 

 

 

162,791

 

Term Loan, 5.37%, Maturing April 12, 2013

 

159,665

 

365,363

 

Term Loan, 7.19%, Maturing April 12, 2013

 

358,348

 

1,217,878

 

Term Loan, 7.20%, Maturing April 12, 2013

 

1,194,493

 

 

 

Michael Foods, Inc.

 

 

 

3,566,107

 

Term Loan, 7.51%, Maturing November 21, 2010

 

3,577,251

 

 

 

Nutro Products, Inc.

 

 

 

473,813

 

Term Loan, 7.27%, Maturing April 26, 2013

 

474,405

 

 

11




 

 

 

 

Pinnacle Foods Holdings Corp.

 

 

 

$

5,559,845

 

Term Loan, 7.48%, Maturing November 25, 2010

 

$

5,565,060

 

 

 

Reddy Ice Group, Inc.

 

 

 

1,970,000

 

Term Loan, 7.25%, Maturing August 9, 2012

 

1,968,769

 

 

 

 

 

$

23,801,839

 

Food Service — 3.5%

 

 

 

 

 

AFC Enterprises, Inc.

 

 

 

589,257

 

Term Loan, 7.75%, Maturing May 11, 2011

 

593,677

 

 

 

Buffets, Inc.

 

 

 

418,182

 

Term Loan, 4.88%, Maturing June 28, 2009

 

419,750

 

1,826,562

 

Term Loan, 9.00%, Maturing June 28, 2009

 

1,833,411

 

 

 

Burger King Corp.

 

 

 

1,707,770

 

Term Loan, 7.00%, Maturing June 30, 2012

 

1,703,633

 

 

 

Carrols Corp.

 

 

 

2,240,757

 

Term Loan, 8.00%, Maturing December 31, 2010

 

2,256,512

 

 

 

CBRL Group, Inc.

 

 

 

1,994,483

 

Term Loan, 6.63%, Maturing April 27, 2013

 

1,985,258

 

 

 

CKE Restaurants, Inc.

 

 

 

275,808

 

Term Loan, 7.38%, Maturing May 1, 2010

 

277,704

 

 

 

Denny’s, Inc.

 

 

 

955,463

 

Term Loan, 8.59%, Maturing September 21, 2009

 

959,842

 

 

 

Domino’s, Inc.

 

 

 

6,745,940

 

Term Loan, 6.98%, Maturing June 25, 2010

 

6,757,185

 

 

 

Jack in the Box, Inc.

 

 

 

2,924,999

 

Term Loan, 6.84%, Maturing January 8, 2011

 

2,939,016

 

 

 

NPC International, Inc.

 

 

 

435,417

 

Term Loan, 6.93%, Maturing May 3, 2013

 

432,832

 

 

 

QCE Finance, LLC

 

 

 

500,000

 

Term Loan, 7.75%, Maturing May 5, 2013

 

499,323

 

950,000

 

Term Loan, 11.25%, Maturing November 5, 2013

 

964,844

 

 

 

Sagittarius Restaurants, LLC

 

 

 

399,000

 

Term Loan, 7.75%, Maturing March 29, 2013

 

398,501

 

 

 

 

 

$

22,021,488

 

Food/Drug Retailers — 2.4%

 

 

 

 

 

Cumberland Farms, Inc.

 

 

 

818,389

 

Term Loan, 8.50%, Maturing September 8, 2008

 

822,481

 

 

 

General Nutrition Centers, Inc.

 

 

 

1,005,450

 

Term Loan, 8.06%, Maturing December 7, 2009

 

1,012,677

 

1,000,000

 

Revolving Loan, 0.00%, Maturing December 15, 2009 (2)

 

972,500

 

 

 

Giant Eagle, Inc.

 

 

 

1,840,750

 

Term Loan, 6.92%, Maturing November 7, 2012

 

1,845,352

 

 

 

Roundy’s Supermarkets, Inc.

 

 

 

3,407,875

 

Term Loan, 8.23%, Maturing November 3, 2011

 

3,443,375

 

 

 

Supervalu, Inc.

 

 

 

1,496,250

 

Term Loan, 7.06%, Maturing June 1, 2012

 

1,492,925

 

12




 

 

 

 

 

The Jean Coutu Group (PJC), Inc.

 

 

 

$

4,678,998

 

Term Loan, 8.00%, Maturing July 30, 2011

 

$

4,692,558

 

 

 

The Pantry, Inc.

 

 

 

796,000

 

Term Loan, 7.15%, Maturing January 2, 2012

 

797,742

 

 

 

 

 

$

15,079,610

 

Forest Products — 3.6%

 

 

 

 

 

Appleton Papers, Inc.

 

 

 

1,682,969

 

Term Loan, 7.56%, Maturing June 11, 2010

 

1,690,332

 

 

 

Boise Cascade Holdings, LLC

 

 

 

2,412,092

 

Term Loan, 7.20%, Maturing October 29, 2011

 

2,418,670

 

 

 

Buckeye Technologies, Inc.

 

 

 

2,620,322

 

Term Loan, 7.16%, Maturing April 15, 2010

 

2,620,322

 

 

 

Georgia-Pacific Corp.

 

 

 

8,805,750

 

Term Loan, 7.35%, Maturing December 20, 2012

 

8,806,076

 

2,675,000

 

Term Loan, 8.30%, Maturing December 23, 2013

 

2,701,392

 

 

 

NewPage Corp.

 

 

 

2,051,406

 

Term Loan, 8.50%, Maturing May 2, 2011

 

2,066,792

 

 

 

RLC Industries Co.

 

 

 

1,101,214

 

Term Loan, 7.00%, Maturing February 24, 2010

 

1,103,279

 

 

 

Xerium Technologies, Inc.

 

 

 

1,367,232

 

Term Loan, 7.75%, Maturing November 19, 2011

 

1,362,960

 

 

 

 

 

$

22,769,823

 

Healthcare — 9.7%

 

 

 

 

 

Accellent, Inc.

 

 

 

348,250

 

Term Loan, 7.23%, Maturing November 22, 2012

 

347,887

 

 

 

Alliance Imaging, Inc.

 

 

 

1,111,970

 

Term Loan, 7.95%, Maturing December 29, 2011

 

1,115,445

 

 

 

Ameripath, Inc.

 

 

 

867,825

 

Term Loan, 7.39%, Maturing October 31, 2012

 

867,717

 

 

 

AMN Healthcare, Inc.

 

 

 

468,311

 

Term Loan, 7.50%, Maturing November 2, 2011

 

470,360

 

 

 

AMR HoldCo, Inc.

 

 

 

1,154,382

 

Term Loan, 7.26%, Maturing February 10, 2012

 

1,156,187

 

 

 

Angiotech Pharmaceuticals, Inc.

 

 

 

478,777

 

Term Loan, 6.97%, Maturing March 23, 2013

 

473,092

 

 

 

Caremore Holdings, Inc.

 

 

 

897,750

 

Term Loan, 8.75%, Maturing February 28, 2013

 

902,520

 

 

 

Carl Zeiss Topco GMBH

 

 

 

368,333

 

Term Loan, 7.86%, Maturing February 28, 2013

 

371,710

 

736,667

 

Term Loan, 8.36%, Maturing February 28, 2014

 

747,103

 

375,000

 

Term Loan, 10.61%, Maturing August 31, 2014

 

380,578

 

 

 

Community Health Systems, Inc.

 

 

 

7,114,745

 

Term Loan, 6.97%, Maturing August 19, 2011

 

7,124,748

 

 

 

Concentra Operating Corp.

 

 

 

2,237,799

 

Term Loan, 7.62%, Maturing September 30, 2011

 

2,244,094

 

13




 

 

 

 

 

Conmed Corp.

 

 

 

$

1,097,250

 

Term Loan, 7.14%, Maturing April 13, 2013

 

$

1,101,365

 

 

 

CRC Health Corp.

 

 

 

498,750

 

Term Loan, 7.75%, Maturing February 6, 2013

 

498,127

 

 

 

Davita, Inc.

 

 

 

6,808,712

 

Term Loan, 7.44%, Maturing October 5, 2012

 

6,830,595

 

 

 

DJ Orthopedics, LLC

 

 

 

349,125

 

Term Loan, 7.04%, Maturing April 7, 2013

 

347,816

 

 

 

Encore Medical IHC, Inc.

 

 

 

1,407,722

 

Term Loan, 8.31%, Maturing October 4, 2010

 

1,413,001

 

 

 

FGX International, Inc.

 

 

 

600,000

 

Term Loan, 9.40%, Maturing December 12, 2012

 

601,500

 

333,000

 

Term Loan, 13.15%, Maturing December 9, 2013

 

328,837

 

 

 

FHC Health Systems, Inc.

 

 

 

928,571

 

Term Loan, 11.23%, Maturing December 18, 2009

 

961,071

 

650,000

 

Term Loan, 13.23%, Maturing December 18, 2009

 

672,750

 

500,000

 

Term Loan, 14.23%, Maturing February 7, 2011

 

517,500

 

 

 

Fresenius Medical Care Holdings

 

 

 

3,765,563

 

Term Loan, 6.85%, Maturing March 31, 2013

 

3,737,061

 

 

 

Gentiva Health Services, Inc.

 

 

 

791,554

 

Term Loan, 7.66%, Maturing February 28, 2014

 

792,915

 

 

 

Hanger Orthopedic Group, Inc.

 

 

 

725,000

 

Term Loan, 8.00%, Maturing May 30, 2013

 

728,172

 

 

 

Healthcare Partners, LLC

 

 

 

860,893

 

Term Loan, 7.86%, Maturing March 2, 2011

 

865,198

 

 

 

HealthSouth Corp.

 

 

 

2,125,000

 

Term Loan, 8.52%, Maturing March 10, 2013

 

2,123,818

 

 

 

Kinetic Concepts, Inc.

 

 

 

1,497,448

 

Term Loan, 7.25%, Maturing August 11, 2010

 

1,506,807

 

 

 

Leiner Health Products, Inc.

 

 

 

975,100

 

Term Loan, 8.61%, Maturing May 27, 2011

 

978,757

 

 

 

Lifecare Holdings, Inc.

 

 

 

868,438

 

Term Loan, 7.65%, Maturing August 11, 2012

 

829,358

 

 

 

Lifepoint Hospitals, Inc.

 

 

 

3,937,182

 

Term Loan, 7.13%, Maturing April 15, 2012

 

3,925,973

 

 

 

Magellan Health Services, Inc.

 

 

 

1,111,111

 

Term Loan, 5.21%, Maturing August 15, 2008

 

1,113,889

 

1,111,111

 

Term Loan, 7.16%, Maturing August 15, 2008

 

1,113,889

 

 

 

Matria Healthcare, Inc.

 

 

 

88,462

 

Term Loan, 7.44%, Maturing January 19, 2007

 

87,798

 

500,000

 

Term Loan, 11.94%, Maturing January 19, 2007

 

508,125

 

202,827

 

Term Loan, 7.63%, Maturing January 19, 2012

 

202,193

 

 

 

Multiplan Merger Corp.

 

 

 

998,320

 

Term Loan, 7.50%, Maturing April 12, 2013

 

994,576

 

 

 

National Mentor Holdings, Inc.

 

 

 

61,600

 

Term Loan, 7.84%, Maturing June 29, 2013

 

61,792

 

14




 

 

 

$

1,038,400

 

Term Loan, 7.90%, Maturing June 29, 2013

 

$

1,041,645

 

 

 

National Rental Institutes, Inc.

 

 

 

875,000

 

Term Loan, 7.50%, Maturing March 31, 2013

 

875,000

 

 

 

PER-SE Technologies, Inc.

 

 

 

885,057

 

Term Loan, 7.75%, Maturing January 6, 2013

 

887,270

 

 

 

Renal Advantage, Inc.

 

 

 

347,375

 

Term Loan, 7.84%, Maturing October 6, 2012

 

350,415

 

 

 

Select Medical Holding Corp.

 

 

 

2,171,284

 

Term Loan, 6.94%, Maturing February 24, 2012

 

2,144,415

 

 

 

Sunrise Medical Holdings, Inc.

 

 

 

968,577

 

Term Loan, 8.44%, Maturing May 13, 2010

 

969,788

 

 

 

Talecris Biotherapeutics, Inc.

 

 

 

997,375

 

Term Loan, 8.44%, Maturing March 31, 2010

 

1,002,362

 

468,750

 

Term Loan, 9.75%, Maturing May 31, 2010

 

468,750

 

 

 

Vanguard Health Holding Co., LLC

 

 

 

2,204,124

 

Term Loan, 7.87%, Maturing September 23, 2011

 

2,215,603

 

 

 

VWR International, Inc.

 

 

 

1,780,079

 

Term Loan, 7.77%, Maturing April 7, 2011

 

1,786,755

 

 

 

 

 

$

60,786,327

 

Home Furnishings — 1.5%

 

 

 

 

 

Interline Brands, Inc.

 

 

 

1,003,261

 

Term Loan, 7.26%, Maturing June 23, 2013

 

1,007,023

 

771,739

 

Term Loan, 7.26%, Maturing June 23, 2013

 

774,633

 

 

 

Knoll, Inc.

 

 

 

1,649,025

 

Term Loan, 7.25%, Maturing October 3, 2012

 

1,658,301

 

 

 

National Bedding Co., LLC

 

 

 

550,000

 

Term Loan, 10.49%, Maturing August 31, 2012

 

559,969

 

 

 

Sealy Mattress Co.

 

 

 

2,449,203

 

Term Loan, 7.10%, Maturing April 6, 2012

 

2,453,414

 

 

 

Simmons Co.

 

 

 

2,889,682

 

Term Loan, 7.49%, Maturing December 19, 2011

 

2,902,325

 

 

 

 

 

$

9,355,665

 

Industrial Equipment — 0.8%

 

 

 

 

 

Aearo Technologies, Inc.

 

 

 

400,000

 

Term Loan, 11.96%, Maturing September 24, 2013

 

407,250

 

 

 

Alliance Laundry Holdings, LLC

 

 

 

901,250

 

Term Loan, 7.60%, Maturing January 27, 2012

 

904,912

 

 

 

Douglas Dynamics Holdings, Inc.

 

 

 

863,795

 

Term Loan, 7.25%, Maturing December 16, 2010

 

865,955

 

 

 

Flowserve Corp.

 

 

 

2,012,991

 

Term Loan, 7.23%, Maturing August 10, 2012

 

2,017,396

 

 

 

Nacco Materials Handling Group, Inc.

 

 

 

625,000

 

Term Loan, 7.22%, Maturing March 22, 2013

 

623,437

 

 

 

 

 

$

4,818,950

 

15




 

 

 

Insurance — 1.0%

 

 

 

 

 

ARG Holding, Inc.

 

 

 

$

1,250,000

 

Term Loan, 12.75%, Maturing November 30, 2012

 

$

1,268,750

 

 

 

CCC Information Services Group

 

 

 

700,000

 

Term Loan, 8.00%, Maturing February 10, 2013

 

703,646

 

 

 

Conseco, Inc.

 

 

 

3,210,181

 

Term Loan, 7.12%, Maturing June 22, 2010

 

3,217,539

 

 

 

U.S.I. Holdings Corp.

 

 

 

1,175,333

 

Term Loan, 7.75%, Maturing March 24, 2011

 

1,184,148

 

 

 

 

 

$

6,374,083

 

Leisure Goods/Activities/Movies — 8.6%

 

 

 

 

 

24 Hour Fitness Worldwide, Inc.

 

 

 

1,670,813

 

Term Loan, 8.05%, Maturing June 8, 2012

 

1,681,255