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 |
|
811-21563 |
|
Eaton Vance Short Duration |
||
|
(Exact Name of Registrant as Specified in Charter) |
||
|
The Eaton Vance Building, |
|
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: |
|
January 31, 2007 |
Item 1. Schedule of Investments
Eaton Vance Short Duration Diversified Income Fund as of January 31, 2007
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior, Floating Rate Interests — 71.7% (1)
|
Principal |
|
Borrower/Tranche Description |
|
Value |
|
||
|
Aerospace and Defense — 1.9% |
|
|
|
||||
|
|
|
Dresser Rand Group, Inc. |
|
|
|
||
|
976,902 |
EUR |
Term Loan, 5.88%, Maturing October 29, 2011 |
|
$ |
1,275,782 |
|
|
|
|
|
Evergreen International Aviation |
|
|
|
||
|
299,219 |
|
Term Loan, 8.86%, Maturing October 31, 2011 |
|
298,471 |
|
||
|
|
|
Hexcel Corp. |
|
|
|
||
|
719,104 |
|
Term Loan, 7.13%, Maturing March 1, 2012 |
|
720,902 |
|
||
|
|
|
K&F Industries, Inc. |
|
|
|
||
|
529,309 |
|
Term Loan, 7.32%, Maturing November 18, 2012 |
|
531,873 |
|
||
|
|
|
Spirit Aerosystems, Inc. |
|
|
|
||
|
1,569,576 |
|
Term Loan, 7.11%, Maturing December 31, 2011 |
|
1,577,423 |
|
||
|
|
|
Standard Aero Holdings, Inc. |
|
|
|
||
|
593,305 |
|
Term Loan, 7.61%, Maturing August 24, 2012 |
|
595,901 |
|
||
|
|
|
Transdigm, Inc. |
|
|
|
||
|
475,000 |
|
Term Loan, 7.37%, Maturing June 23, 2013 |
|
478,266 |
|
||
|
|
|
Vought Aircraft Industries, Inc. |
|
|
|
||
|
181,818 |
|
Term Loan, 7.33%, Maturing December 17, 2011 |
|
183,068 |
|
||
|
802,781 |
|
Term Loan, 7.88%, Maturing December 17, 2011 |
|
809,638 |
|
||
|
|
|
|
|
$ |
6,471,324 |
|
|
|
Air Transport — 0.4% |
|
|
|
||||
|
|
|
Delta Air Lines, Inc. |
|
|
|
||
|
$ |
425,000 |
|
Term Loan, 12.87%, Maturing March 16, 2008 |
|
$ |
434,050 |
|
|
|
|
Northwest Airlines, Inc. |
|
|
|
||
|
600,000 |
|
DIP Loan, 7.85%, Maturing August 21, 2008 |
|
604,688 |
|
||
|
|
|
United Airlines, Inc. |
|
|
|
||
|
435,313 |
|
Term Loan, 9.12%, Maturing February 1, 2012 |
|
437,178 |
|
||
|
62,188 |
|
Term Loan, 11.00%, Maturing February 1, 2012 |
|
62,454 |
|
||
|
|
|
|
|
$ |
1,538,370 |
|
|
|
Automotive — 4.8% |
|
|
|
||||
|
|
|
AA Acquisitions Co., Ltd. |
|
|
|
||
|
1,000,000 |
GBP |
Term Loan, 9.83%, Maturing June 25, 2014 |
|
$ |
2,001,442 |
|
|
|
|
|
Accuride Corp. |
|
|
|
||
|
608,409 |
|
Term Loan, 7.38%, Maturing January 31, 2012 |
|
610,881 |
|
||
|
|
|
Affina Group, Inc. |
|
|
|
||
|
845,732 |
|
Term Loan, 8.36%, Maturing November 30, 2011 |
|
851,679 |
|
||
|
|
|
Axletech International Holding, Inc. |
|
|
|
||
|
425,000 |
|
Term Loan, 11.86%, Maturing April 21, 2013 |
|
428,896 |
|
||
|
|
|
CSA Acquisition Corp. |
|
|
|
||
|
275,794 |
|
Term Loan, 7.88%, Maturing December 23, 2011 |
|
277,431 |
|
||
|
587,665 |
|
Term Loan, 7.88%, Maturing December 23, 2011 |
|
591,155 |
|
||
1
|
|
|
Dayco Europe S.R.I. |
|
|
|
||
|
784,082 |
EUR |
Term Loan, 6.14%, Maturing June 21, 2010 |
|
$ |
1,022,696 |
|
|
|
|
|
Dayco Products, LLC |
|
|
|
||
|
572,125 |
|
Term Loan, 7.87%, Maturing June 21, 2011 |
|
573,734 |
|
||
|
|
|
Exide Technologies |
|
|
|
||
|
949,088 |
EUR |
Term Loan, 9.87%, Maturing May 5, 2010 |
|
1,294,957 |
|
||
|
|
|
Federal-Mogul Corp. |
|
|
|
||
|
500,000 |
|
DIP Loan, 7.32%, Maturing July 1, 2007 |
|
501,500 |
|
||
|
361,345 |
|
Term Loan, 7.57%, Maturing July 1, 2007 |
|
359,426 |
|
||
|
420,728 |
|
Term Loan, 7.82%, Maturing July 1, 2007 |
|
418,887 |
|
||
|
|
|
Ford Motor Co. |
|
|
|
||
|
500,000 |
|
Term Loan, 8.36%, Maturing December 15, 2013 |
|
507,118 |
|
||
|
|
|
General Motors Corp. |
|
|
|
||
|
425,000 |
|
Term Loan, 7.75%, Maturing November 29, 2013 |
|
430,286 |
|
||
|
|
|
Goodyear Tire & Rubber Co. |
|
|
|
||
|
635,000 |
|
Term Loan, 8.14%, Maturing April 30, 2010 |
|
643,070 |
|
||
|
500,000 |
|
Term Loan, 8.89%, Maturing March 1, 2011 |
|
507,396 |
|
||
|
|
|
Insurance Auto Auctions, Inc. |
|
|
|
||
|
211,427 |
|
Term Loan, 7.87%, Maturing May 19, 2012 |
|
212,286 |
|
||
|
|
|
Keystone Automotive Operations, Inc. |
|
|
|
||
|
250,000 |
|
Term Loan, 8.82%, Maturing January 12, 2012 |
|
251,250 |
|
||
|
|
|
R.J. Tower Corp. |
|
|
|
||
|
370,000 |
|
DIP Revolving Loan, 9.88%, Maturing August 2, 2007 |
|
366,608 |
|
||
|
|
|
Tenneco Automotive, Inc. |
|
|
|
||
|
963,141 |
|
Term Loan, 7.36%, Maturing December 12, 2009 |
|
970,726 |
|
||
|
418,922 |
|
Term Loan, 7.31%, Maturing December 12, 2010 |
|
422,221 |
|
||
|
|
|
Teutates Vermogensverwaltung |
|
|
|
||
|
500,000 |
EUR |
Term Loan, 5.62%, Maturing March 11, 2014 |
|
654,750 |
|
||
|
500,000 |
EUR |
Term Loan, 5.87%, Maturing March 11, 2015 |
|
657,796 |
|
||
|
|
|
The Goodyear Dunlop Tires |
|
|
|
||
|
990,000 |
EUR |
Term Loan, 6.14%, Maturing April 30, 2010 |
|
1,293,088 |
|
||
|
|
|
Trimas Corp. |
|
|
|
||
|
70,313 |
|
Term Loan, 8.13%, Maturing August 2, 2011 |
|
71,279 |
|
||
|
303,926 |
|
Term Loan, 8.11%, Maturing August 2, 2013 |
|
308,105 |
|
||
|
|
|
United Components, Inc. |
|
|
|
||
|
408,333 |
|
Term Loan, 7.63%, Maturing June 30, 2010 |
|
410,375 |
|
||
|
|
|
|
|
$ |
16,639,038 |
|
|
|
Beverage and Tobacco — 0.6% |
|
|
|
||||
|
|
|
Alliance One International, Inc. |
|
|
|
||
|
$ |
181,670 |
|
Term Loan, 8.82%, Maturing May 13, 2010 |
|
$ |
183,941 |
|
|
|
|
Culligan International Co. |
|
|
|
||
|
397,916 |
|
Term Loan, 7.07%, Maturing September 30, 2011 |
|
399,036 |
|
||
|
|
|
Liberator Midco, Ltd. |
|
|
|
||
|
250,000 |
EUR |
Term Loan, 6.07%, Maturing October 27, 2013 |
|
329,776 |
|
||
|
250,000 |
EUR |
Term Loan, 6.45%, Maturing October 27, 2014 |
|
331,157 |
|
||
2
|
|
|
National Dairy Holdings, L.P. |
|
|
|
||
|
$ |
456,964 |
|
Term Loan, 7.32%, Maturing March 15, 2012 |
|
$ |
457,821 |
|
|
|
|
National Distribution Co. |
|
|
|
||
|
220,000 |
|
Term Loan, 11.82%, Maturing June 22, 2010 |
|
220,550 |
|
||
|
|
|
|
|
$ |
1,922,281 |
|
|
|
Building and Development — 3.3% |
|
|
|
||||
|
|
|
Biomed Realty, L.P. |
|
|
|
||
|
$ |
660,000 |
|
Term Loan, 7.58%, Maturing May 31, 2010 |
|
$ |
658,350 |
|
|
|
|
Capital Automotive REIT |
|
|
|
||
|
395,362 |
|
Term Loan, 7.08%, Maturing December 16, 2010 |
|
398,848 |
|
||
|
|
|
Epco / Fantome, LLC |
|
|
|
||
|
480,000 |
|
Term Loan, 7.99%, Maturing November 23, 2010 |
|
482,400 |
|
||
|
|
|
Gables GP, Inc. |
|
|
|
||
|
20,132 |
|
Term Loan, 7.07%, Maturing March 31, 2007 |
|
20,179 |
|
||
|
|
|
Hovstone Holdings, LLC |
|
|
|
||
|
225,250 |
|
Term Loan, 7.36%, Maturing February 28, 2009 |
|
221,871 |
|
||
|
|
|
Lanoga Corp. |
|
|
|
||
|
373,127 |
|
Term Loan, 7.11%, Maturing June 29, 2013 |
|
373,127 |
|
||
|
|
|
LNR Property Corp. |
|
|
|
||
|
800,000 |
|
Term Loan, 8.12%, Maturing July 3, 2011 |
|
805,571 |
|
||
|
|
|
Mueller Group, Inc. |
|
|
|
||
|
471,272 |
|
Term Loan, 7.36%, Maturing October 3, 2012 |
|
474,904 |
|
||
|
|
|
Newkirk Master, L.P. |
|
|
|
||
|
348,290 |
|
Term Loan, 7.08%, Maturing August 11, 2008 |
|
348,888 |
|
||
|
312,869 |
|
Term Loan, 7.08%, Maturing August 11, 2008 |
|
313,407 |
|
||
|
|
|
Nortek, Inc. |
|
|
|
||
|
982,412 |
|
Term Loan, 7.35%, Maturing August 27, 2011 |
|
985,237 |
|
||
|
|
|
Panolam Industries Holdings, Inc. |
|
|
|
||
|
174,336 |
|
Term Loan, 8.11%, Maturing September 30, 2012 |
|
174,881 |
|
||
|
|
|
Ply Gem Industries, Inc. |
|
|
|
||
|
32,566 |
|
Term Loan, 8.37%, Maturing August 15, 2011 |
|
32,963 |
|
||
|
488,496 |
|
Term Loan, 8.37%, Maturing August 15, 2011 |
|
494,450 |
|
||
|
|
|
Ristretto Investissements SAS |
|
|
|
||
|
308,150 |
EUR |
Term Loan, 6.06%, Maturing September 30, 2013 |
|
405,683 |
|
||
|
130,995 |
GBP |
Term Loan, 7.89%, Maturing September 30, 2013 |
|
259,401 |
|
||
|
308,150 |
EUR |
Term Loan, 6.44%, Maturing September 30, 2014 |
|
407,685 |
|
||
|
130,995 |
GBP |
Term Loan, 8.27%, Maturing September 30, 2014 |
|
260,470 |
|
||
|
|
|
Rubicon GSA II, LLC |
|
|
|
||
|
675,000 |
|
Term Loan, 8.10%, Maturing July 31, 2008 |
|
675,000 |
|
||
|
|
|
Stile Acquisition Corp. |
|
|
|
||
|
429,366 |
|
Term Loan, 7.38%, Maturing April 6, 2013 |
|
428,007 |
|
||
|
|
|
Stile U.S. Acquisition Corp. |
|
|
|
||
|
430,097 |
|
Term Loan, 7.38%, Maturing April 6, 2013 |
|
428,736 |
|
||
|
|
|
TRU 2005 RE Holding Co. |
|
|
|
||
|
1,325,000 |
|
Term Loan, 8.33%, Maturing December 9, 2008 |
|
1,338,457 |
|
||
3
|
|
|
Trustreet Properties, Inc. |
|
|
|
||||
|
$ |
385,000 |
|
Term Loan, 7.33%, Maturing April 8, 2010 |
|
$ |
385,963 |
|
||
|
|
|
United Subcontractors, Inc. |
|
|
|
||||
|
250,000 |
|
Term Loan, 12.62%, Maturing June 27, 2013 |
|
242,500 |
|
||||
|
|
|
Wintergames Acquisition ULC |
|
|
|
||||
|
900,000 |
|
Term Loan, 7.32%, Maturing October 26, 2007 |
|
900,563 |
|
||||
|
|
|
|
|
$ |
11,517,541 |
|
|||
|
Business Equipment and Services — 5.7% |
|
|
|
||||||
|
|
|
Acco Brands Corp. |
|
|
|
||||
|
$ |
1,187,970 |
|
Term Loan, 7.12%, Maturing August 17, 2012 |
|
$ |
1,195,952 |
|
||
|
|
|
Affiliated Computer Services |
|
|
|
||||
|
247,500 |
|
Term Loan, 7.35%, Maturing March 20, 2013 |
|
249,477 |
|
||||
|
621,875 |
|
Term Loan, 7.36%, Maturing March 20, 2013 |
|
627,005 |
|
||||
|
|
|
Affinion Group, Inc. |
|
|
|
||||
|
491,628 |
|
Term Loan, 7.87%, Maturing October 17, 2012 |
|
496,790 |
|
||||
|
|
|
Allied Security Holdings, LLC |
|
|
|
||||
|
371,591 |
|
Term Loan, 8.37%, Maturing June 30, 2010 |
|
375,771 |
|
||||
|
|
|
Audatex North America, Inc. |
|
|
|
||||
|
|
1,000,000 |
EUR |
Term Loan, 9.13%, Maturing January 13, 2013 |
|
1,330,719 |
|
|||
|
|
|
BSG Clearing Solutions GmbH |
|
|
|
||||
|
|
962,500 |
EUR |
Term Loan, 6.16%, Maturing May 5, 2012 |
|
1,256,974 |
|
|||
|
|
|
Buhrmann US, Inc. |
|
|
|
||||
|
|
1,974,684 |
EUR |
Term Loan, 5.43%, Maturing December 23, 2010 |
|
2,601,285 |
|
|||
|
|
|
DynCorp International, LLC |
|
|
|
||||
|
491,250 |
|
Term Loan, 7.66%, Maturing February 11, 2011 |
|
495,344 |
|
||||
|
|
|
Education Management, LLC |
|
|
|
||||
|
447,750 |
|
Term Loan, 7.88%, Maturing June 1, 2013 |
|
452,339 |
|
||||
|
|
|
Gate Gourmet Borrower, LLC |
|
|
|
||||
|
|
388,477 |
EUR |
Term Loan, 6.44%, Maturing March 9, 2013 |
|
511,958 |
|
|||
|
|
|
Info USA, Inc. |
|
|
|
||||
|
198,000 |
|
Term Loan, 7.12%, Maturing February 14, 2012 |
|
198,248 |
|
||||
|
|
|
N.E.W. Holdings I, LLC |
|
|
|
||||
|
200,000 |
|
Term Loan, 12.36%, Maturing February 8, 2014 |
|
201,813 |
|
||||
|
133,537 |
|
Term Loan, 8.11%, Maturing August 8, 2014 |
|
134,288 |
|
||||
|
|
|
Nielsen Finance, LLC |
|
|
|
||||
|
1,995,000 |
|
Term Loan, 7.63%, Maturing August 9, 2013 |
|
2,013,137 |
|
||||
|
|
|
Protection One, Inc. |
|
|
|
||||
|
194,446 |
|
Term Loan, 7.85%, Maturing March 31, 2012 |
|
195,540 |
|
||||
|
|
|
Quintiles Transnational Corp. |
|
|
|
||||
|
500,000 |
|
Term Loan, 9.36%, Maturing March 31, 2014 |
|
506,979 |
|
||||
|
|
|
SunGard Data Systems, Inc. |
|
|
|
||||
|
2,959,937 |
|
Term Loan, 7.88%, Maturing February 11, 2013 |
|
2,990,925 |
|
||||
4
|
|
|
TDS Investor Corp. |
|
|
|
|||||
|
|
997,500 |
EUR |
Term Loan, 6.47%, Maturing August 23, 2013 |
|
$ |
1,302,450 |
|
|||
|
|
|
US Investigations Services, Inc. |
|
|
|
|||||
|
665,954 |
|
Term Loan, 7.87%, Maturing October 14, 2012 |
|
670,116 |
|
|||||
|
|
|
West Corp. |
|
|
|
|||||
|
700,000 |
|
Term Loan, 8.09%, Maturing October 24, 2013 |
|
705,797 |
|
|||||
|
|
|
Williams Scotsman, Inc. |
|
|
|
|||||
|
930,000 |
|
Term Loan, 6.82%, Maturing June 27, 2010 |
|
930,000 |
|
|||||
|
|
|
Worldspan, L.P. |
|
|
|
|||||
|
400,000 |
|
Term Loan, 8.58%, Maturing December 7, 2013 |
|
402,500 |
|
|||||
|
|
|
|
|
$ |
19,845,407 |
|
||||
|
Cable and Satellite Television — 4.8% |
|
|
|
|||||||
|
|
|
Cablecom Luxembourg SCA |
|
|
|
|||||
|
|
990,000 |
EUR |
Term Loan, 6.39%, Maturing September 28, 2012 |
|
$ |
1,295,520 |
|
|||
|
|
|
Cequel Communications, LLC |
|
|
|
|||||
|
475,000 |
|
Term Loan, 9.87%, Maturing May 5, 2014 |
|
485,650 |
|
|||||
|
883,783 |
|
Term Loan, 11.37%, Maturing May 5, 2014 |
|
906,799 |
|
|||||
|
|
|
Charter Communications Operating, LLC |
|
|
|
|||||
|
2,991,833 |
|
Term Loan, 7.99%, Maturing April 28, 2013 |
|
3,021,844 |
|
|||||
|
|
|
CSC Holdings, Inc. |
|
|
|
|||||
|
893,250 |
|
Term Loan, 7.11%, Maturing March 29, 2013 |
|
896,618 |
|
|||||
|
|
|
Insight Midwest Holdings, LLC |
|
|
|
|||||
|
1,525,000 |
|
Term Loan, 7.61%, Maturing April 6, 2014 |
|
1,538,821 |
|
|||||
|
|
|
Kabel Deutschland GmbH |
|
|
|
|||||
|
|
1,000,000 |
EUR |
Term Loan, 5.84%, Maturing March 31, 2012 |
|
1,305,639 |
|
||||
|
|
|
NTL Investment Holdings, Ltd. |
|
|
|
|||||
|
|
538,924 |
GBP |
Term Loan, 7.45%, Maturing March 30, 2012 |
|
1,057,827 |
|
||||
|
|
461,076 |
GBP |
Term Loan, 7.45%, Maturing March 30, 2012 |
|
905,022 |
|
||||
|
|
|
Persona Communications Corp. |
|
|
|
|||||
|
250,000 |
|
Term Loan, 11.36%, Maturing April 12, 2014 |
|
252,344 |
|
|||||
|
|
|
PKS Media (Netherlands) B.V. |
|
|
|
|||||
|
|
482,500 |
EUR |
Term Loan, 5.84%, Maturing October 5, 2013 |
|
627,742 |
|
||||
|
|
500,000 |
EUR |
Term Loan, 6.34%, Maturing October 5, 2013 |
|
651,857 |
|
||||
|
|
500,000 |
EUR |
Term Loan, 6.84%, Maturing October 5, 2014 |
|
654,429 |
|
||||
|
|
|
UPC Broadband Holding B.V. |
|
|
|
|||||
|
|
662,500 |
EUR |
Term Loan, 6.10%, Maturing March 31, 2013 |
|
867,236 |
|
||||
|
|
750,000 |
EUR |
Term Loan, 6.10%, Maturing December 31, 2013 |
|
981,959 |
|
||||
|
|
|
Ypso Holding SA |
|
|
|
|||||
|
|
496,137 |
EUR |
Term Loan, 6.12%, Maturing July 28, 2014 |
|
646,906 |
|
||||
|
|
191,468 |
EUR |
Term Loan, 6.12%, Maturing July 28, 2014 |
|
249,652 |
|
||||
|
|
312,395 |
EUR |
Term Loan, 6.12%, Maturing July 28, 2014 |
|
407,327 |
|
||||
|
|
|
|
|
$ |
16,753,192 |
|
||||
5
|
Chemicals and Plastics — 6.0% |
|
|
|
|||||||
|
|
|
Basell Af S.A.R.L. |
|
|
|
|||||
|
$ |
208,333 |
|
Term Loan, 7.60%, Maturing August 1, 2013 |
|
$ |
210,775 |
|
|||
|
41,667 |
|
Term Loan, 7.60%, Maturing August 1, 2013 |
|
42,155 |
|
|||||
|
208,333 |
|
Term Loan, 8.35%, Maturing August 1, 2014 |
|
210,840 |
|
|||||
|
41,667 |
|
Term Loan, 8.35%, Maturing August 1, 2014 |
|
42,168 |
|
|||||
|
|
|
Brenntag Holding GmbH and Co. |
|
|
|
|||||
|
|
1,041,046 |
EUR |
Term Loan, 12.88%, Maturing December 23, 2013 |
|
1,396,753 |
|
||||
|
|
|
Celanese Holdings, LLC |
|
|
|
|||||
|
|
1,841,864 |
EUR |
Term Loan, 5.87%, Maturing April 6, 2011 |
|
2,407,371 |
|
||||
|
|
|
Gentek, Inc. |
|
|
|
|||||
|
699,106 |
|
Term Loan, 7.35%, Maturing February 25, 2011 |
|
701,181 |
|
|||||
|
|
|
Georgia Gulf Corp. |
|
|
|
|||||
|
344,449 |
|
Term Loan, 7.32%, Maturing October 3, 2013 |
|
347,156 |
|
|||||
|
|
|
Hexion Specialty Chemicals, Inc. |
|
|
|
|||||
|
1,062,660 |
|
Term Loan, 7.88%, Maturing May 5, 2013 |
|
1,068,372 |
|
|||||
|
230,840 |
|
Term Loan, 7.88%, Maturing May 5, 2013 |
|
232,081 |
|
|||||
|
|
|
Huntsman, LLC |
|
|
|
|||||
|
1,020,245 |
|
Term Loan, 7.07%, Maturing August 16, 2012 |
|
1,027,004 |
|
|||||
|
|
|
Ineos Group |
|
|
|
|||||
|
495,000 |
|
Term Loan, 7.61%, Maturing December 14, 2013 |
|
501,394 |
|
|||||
|
495,000 |
|
Term Loan, 8.11%, Maturing December 14, 2014 |
|
501,394 |
|
|||||
|
|
|
Innophos, Inc. |
|
|
|
|||||
|
508,984 |
|
Term Loan, 7.57%, Maturing August 10, 2010 |
|
511,741 |
|
|||||
|
|
|
ISP Chemo, Inc. |
|
|
|
|||||
|
694,750 |
|
Term Loan, 7.38%, Maturing February 16, 2013 |
|
700,775 |
|
|||||
|
|
|
Kraton Polymers, LLC |
|
|
|
|||||
|
736,837 |
|
Term Loan, 7.38%, Maturing May 12, 2013 |
|
743,284 |
|
|||||
|
|
|
Lucite International Group Holdings |
|
|
|
|||||
|
64,886 |
|
Term Loan, 0.00%, Maturing July 7, 2013 (2) |
|
65,595 |
|
|||||
|
184,189 |
|
Term Loan, 8.07%, Maturing July 7, 2013 |
|
186,204 |
|
|||||
|
|
|
Lyondell Chemical Co. |
|
|
|
|||||
|
1,097,250 |
|
Term Loan, 7.12%, Maturing August 16, 2013 |
|
1,106,393 |
|
|||||
|
|
|
Momentive Performance Material |
|
|
|
|||||
|
350,000 |
|
Term Loan, 7.63%, Maturing December 4, 2013 |
|
353,019 |
|
|||||
|
|
|
Nalco Co. |
|
|
|
|||||
|
1,685,460 |
|
Term Loan, 7.11%, Maturing November 4, 2010 |
|
1,698,263 |
|
|||||
|
|
|
PQ Corp. |
|
|
|
|||||
|
487,538 |
|
Term Loan, 7.37%, Maturing February 10, 2012 |
|
490,077 |
|
|||||
|
|
|
Professional Paint, Inc. |
|
|
|
|||||
|
199,000 |
|
Term Loan, 7.63%, Maturing May 31, 2012 |
|
199,373 |
|
|||||
|
|
|
Propex Fabrics, Inc. |
|
|
|
|||||
|
252,901 |
|
Term Loan, 8.32%, Maturing July 31, 2012 |
|
253,534 |
|
|||||
|
|
|
Rockwood Specialties Group |
|
|
|
|||||
|
|
1,470,000 |
EUR |
Term Loan, 6.53%, Maturing July 30, 2012 |
|
1,928,100 |
|
||||
6
|
|
|
Sigmakalon (BC) Holdco B.V. |
|
|
|
|||
|
|
8,871 |
EUR |
Term Loan, 6.22%, Maturing September 9, 2013 |
|
$ |
11,629 |
|
|
|
|
173,632 |
EUR |
Term Loan, 6.22%, Maturing September 9, 2013 |
|
227,620 |
|
||
|
|
317,498 |
EUR |
Term Loan, 6.22%, Maturing September 9, 2013 |
|
416,220 |
|
||
|
|
107,857 |
EUR |
Term Loan, 6.97%, Maturing September 9, 2014 |
|
141,965 |
|
||
|
|
26,409 |
EUR |
Term Loan, 6.97%, Maturing September 9, 2014 |
|
34,760 |
|
||
|
|
335,513 |
EUR |
Term Loan, 6.97%, Maturing September 9, 2014 |
|
441,615 |
|
||
|
|
1,000,000 |
EUR |
Term Loan, 9.22%, Maturing September 9, 2015 |
|
1,317,317 |
|
||
|
|
|
Solo Cup Co. |
|
|
|
|||
|
930,465 |
|
Term Loan, 8.82%, Maturing February 27, 2011 |
|
946,384 |
|
|||
|
200,000 |
|
Term Loan, 11.57%, Maturing March 31, 2012 |
|
204,875 |
|
|||
|
|
|
|
|
$ |
20,667,387 |
|
||
|
Clothing/Textiles — 0.3% |
|
|
|
|||||
|
|
|
Hanesbrands, Inc. |
|
|
|
|||
|
$ |
486,188 |
|
Term Loan, 7.61%, Maturing September 5, 2013 |
|
$ |
492,660 |
|
|
|
250,000 |
|
Term Loan, 9.11%, Maturing March 5, 2014 |
|
257,774 |
|
|||
|
|
|
St. John Knits International, Inc. |
|
|
|
|||
|
126,366 |
|
Term Loan, 9.38%, Maturing March 23, 2012 |
|
126,998 |
|
|||
|
|
|
|
|
$ |
877,432 |
|
||
|
Conglomerates — 1.5% |
|
|
|
|||||
|
|
|
Amsted Industries, Inc. |
|
|
|
|||
|
$ |
517,902 |
|
Term Loan, 7.36%, Maturing October 15, 2010 |
|
$ |
519,844 |
|
|
|
|
|
Bushnell Performance Optics |
|
|
|
|||
|
493,899 |
|
Term Loan, 8.36%, Maturing August 19, 2011 |
|
497,398 |
|
|||
|
|
|
Euramax International, Inc. |
|
|
|
|||
|
167,105 |
|
Term Loan, 12.36%, Maturing June 28, 2013 |
|
165,016 |
|
|||
|
82,895 |
|
Term Loan, 12.36%, Maturing June 28, 2013 |
|
81,859 |
|
|||
|
|
|
Goodman Global Holdings, Inc. |
|
|
|
|||
|
370,569 |
|
Term Loan, 7.13%, Maturing December 23, 2011 |
|
371,187 |
|
|||
|
|
|
Jarden Corp. |
|
|
|
|||
|
248,744 |
|
Term Loan, 7.11%, Maturing January 24, 2012 |
|
249,288 |
|
|||
|
441,933 |
|
Term Loan, 7.36%, Maturing January 24, 2012 |
|
443,521 |
|
|||
|
|
|
Johnson Diversey, Inc. |
|
|
|
|||
|
730,329 |
|
Term Loan, 7.87%, Maturing December 16, 2011 |
|
738,202 |
|
|||
|
|
|
Polymer Group, Inc. |
|
|
|
|||
|
1,336,500 |
|
Term Loan, 7.61%, Maturing November 22, 2012 |
|
1,339,006 |
|
|||
|
|
|
Rexnord Corp. |
|
|
|
|||
|
386,885 |
|
Term Loan, 7.88%, Maturing July 19, 2013 |
|
388,417 |
|
|||
|
|
|
RGIS Holdings, LLC |
|
|
|
|||
|
346,526 |
|
Term Loan, 7.86%, Maturing February 15, 2013 |
|
346,959 |
|
|||
|
|
|
|
|
$ |
5,140,697 |
|
||
|
Containers and Glass Products — 3.6% |
|
|
|
|||||
|
|
|
Bluegrass Container Co. |
|
|
|
|||
|
$ |
108,847 |
|
Term Loan, 7.60%, Maturing June 30, 2013 |
|
$ |
110,167 |
|
|
|
363,778 |
|
Term Loan, 7.60%, Maturing June 30, 2013 |
|
368,189 |
|
|||
7
|
$ |
84,848 |
|
Term Loan, 10.32%, Maturing December 30, 2013 |
|
$ |
86,344 |
|
||
|
265,152 |
|
Term Loan, 10.33%, Maturing December 30, 2013 |
|
269,825 |
|
||||
|
|
|
Crown Americas, Inc. |
|
|
|
||||
|
|
990,000 |
EUR |
Term Loan, 5.34%, Maturing November 15, 2012 |
|
1,286,456 |
|
|||
|
|
|
Graham Packaging Holdings Co. |
|
|
|
||||
|
1,225,000 |
|
Term Loan, 7.63%, Maturing October 7, 2011 |
|
1,236,704 |
|
||||
|
357,143 |
|
Term Loan, 9.63%, Maturing April 7, 2012 |
|
361,518 |
|
||||
|
|
|
Graphic Packaging International, Inc. |
|
|
|
||||
|
2,277,695 |
|
Term Loan, 7.86%, Maturing August 8, 2010 |
|
2,306,522 |
|
||||
|
|
|
JSG Acquisitions |
|
|
|
||||
|
|
1,250,000 |
EUR |
Term Loan, 6.24%, Maturing December 31, 2014 |
|
1,638,701 |
|
|||
|
|
1,250,000 |
EUR |
Term Loan, 6.75%, Maturing December 31, 2014 |
|
1,645,368 |
|
|||
|
|
|
Pregis Corp. |
|
|
|
||||
|
987,500 |
|
Term Loan, 7.61%, Maturing October 12, 2011 |
|
995,523 |
|
||||
|
|
|
Smurfit-Stone Container Corp. |
|
|
|
||||
|
428,496 |
|
Term Loan, 4.73%, Maturing November 1, 2011 |
|
432,903 |
|
||||
|
862,091 |
|
Term Loan, 7.63%, Maturing November 1, 2011 |
|
870,957 |
|
||||
|
818,689 |
|
Term Loan, 7.63%, Maturing November 1, 2011 |
|
826,830 |
|
||||
|
|
|
|
|
$ |
12,436,007 |
|
|||
|
Cosmetics/Toiletries — 0.3% |
|
|
|
||||||
|
|
|
American Safety Razor Co. |
|
|
|
||||
|
$ |
300,000 |
|
Term Loan, 11.72%, Maturing July 31, 2014 |
|
$ |
305,250 |
|
||
|
|
|
Prestige Brands, Inc. |
|
|
|
||||
|
701,018 |
|
Term Loan, 7.71%, Maturing April 7, 2011 |
|
707,006 |
|
||||
|
|
|
|
|
$ |
1,012,256 |
|
|||
|
Drugs — 0.5% |
|
|
|
||||||
|
|
|
Patheon, Inc. |
|
|
|
||||
|
$ |
586,293 |
|
Term Loan, 9.57%, Maturing December 14, 2011 |
|
$ |
580,797 |
|
||
|
|
|
Stiefel Laboratories, Inc. |
|
|
|
||||
|
162,520 |
|
Term Loan, 0.00%, Maturing December 28, 2013 (2) |
|
164,348 |
|
||||
|
212,480 |
|
Term Loan, 7.61%, Maturing December 28, 2013 |
|
214,870 |
|
||||
|
|
|
Warner Chilcott Corp. |
|
|
|
||||
|
187,050 |
|
Term Loan, 7.36%, Maturing January 18, 2012 |
|
188,153 |
|
||||
|
681,298 |
|
Term Loan, 7.37%, Maturing January 18, 2012 |
|
685,313 |
|
||||
|
|
|
|
|
$ |
1,833,481 |
|
|||
|
Ecological Services and Equipment — 0.7% |
|
|
|
||||||
|
|
|
Duratek, Inc. |
|
|
|
||||
|
$ |
171,594 |
|
Term Loan, 7.63%, Maturing June 7, 2013 |
|
$ |
173,149 |
|
||
|
|
|
Energysolutions, LLC |
|
|
|
||||
|
18,082 |
|
Term Loan, 7.57%, Maturing June 7, 2013 |
|
18,246 |
|
||||
|
378,936 |
|
Term Loan, 7.63%, Maturing June 7, 2013 |
|
382,370 |
|
||||
|
|
|
Environmental Systems, Inc. |
|
|
|
||||
|
478,520 |
|
Term Loan, 8.85%, Maturing December 12, 2008 |
|
480,912 |
|
||||
8
|
|
|
Sensus Metering Systems, Inc. |
|
|
|
||||
|
$ |
403,727 |
|
Term Loan, 7.39%, Maturing December 17, 2010 |
|
$ |
402,717 |
|
||
|
53,627 |
|
Term Loan, 7.41%, Maturing December 17, 2010 |
|
53,493 |
|
||||
|
|
|
Sulo GmbH |
|
|
|
||||
|
|
625,000 |
EUR |
Term Loan, 9.87%, Maturing January 19, 2016 |
|
827,384 |
|
|||
|
|
|
Synagro Technologies, Inc. |
|
|
|
||||
|
37,857 |
|
Term Loan, 7.63%, Maturing June 21, 2012 |
|
37,928 |
|
||||
|
227,143 |
|
Term Loan, 7.63%, Maturing June 21, 2012 |
|
227,569 |
|
||||
|
|
|
|
|
$ |
2,603,768 |
|
|||
|
Electronics/Electrical — 3.2% |
|
|
|
||||||
|
|
|
Advanced Micro Devices, Inc. |
|
|
|
||||
|
$ |
687,033 |
|
Term Loan, 7.62%, Maturing December 31, 2013 |
|
$ |
693,786 |
|
||
|
|
|
Aspect Software, Inc. |
|
|
|
||||
|
573,563 |
|
Term Loan, 8.38%, Maturing July 11, 2011 |
|
576,670 |
|
||||
|
500,000 |
|
Term Loan, 12.44%, Maturing July 11, 2013 |
|
502,084 |
|
||||
|
|
|
Freescale Semiconductor, Inc. |
|
|
|
||||
|
1,225,000 |
|
Term Loan, 7.37%, Maturing December 1, 2013 |
|
1,234,188 |
|
||||
|
|
|
Infor Enterprise Solutions Holdings |
|
|
|
||||
|
753,825 |
|
Term Loan, 9.12%, Maturing July 28, 2012 |
|
761,552 |
|
||||
|
393,300 |
|
Term Loan, 9.12%, Maturing July 28, 2012 |
|
396,545 |
|
||||
|
|
|
Invensys International Holding |
|
|
|
||||
|
|
650,000 |
EUR |
Term Loan, 5.69%, Maturing December 15, 2010 |
|
849,658 |
|
|||
|
|
|
Network Solutions, LLC |
|
|
|
||||
|
297,000 |
|
Term Loan, 10.36%, Maturing January 9, 2012 |
|
300,713 |
|
||||
|
|
|
Spectrum Brands, Inc. |
|
|
|
||||
|
|
1,860,755 |
EUR |
Term Loan, 7.01%, Maturing February 7, 2012 |
|
2,416,070 |
|
|||
|
|
|
SS&C Technologies, Inc. |
|
|
|
||||
|
26,578 |
|
Term Loan, 7.86%, Maturing November 23, 2012 |
|
26,783 |
|
||||
|
456,221 |
|
Term Loan, 7.86%, Maturing November 23, 2012 |
|
459,738 |
|
||||
|
|
|
Telcordia Technologies, Inc. |
|
|
|
||||
|
664,422 |
|
Term Loan, 8.12%, Maturing September 15, 2012 |
|
658,504 |
|
||||
|
|
|
UGS Corp. |
|
|
|
||||
|
1,629,021 |
|
Term Loan, 7.10%, Maturing March 31, 2012 |
|
1,633,093 |
|
||||
|
|
|
Vertafore, Inc. |
|
|
|
||||
|
275,000 |
|
Term Loan, 11.40%, Maturing January 31, 2013 |
|
279,354 |
|
||||
|
|
|
|
|
$ |
10,788,738 |
|
|||
|
Equipment Leasing — 0.5% |
|
|
|
||||||
|
|
|
Awas Capital, Inc. |
|
|
|
||||
|
$ |
686,037 |
|
Term Loan, 11.38%, Maturing March 22, 2013 |
|
$ |
696,328 |
|
||
|
|
|
Maxim Crane Works, L.P. |
|
|
|
||||
|
338,180 |
|
Term Loan, 7.32%, Maturing January 28, 2010 |
|
339,025 |
|
||||
|
|
|
Rental Service Corp. |
|
|
|
||||
|
325,000 |
|
Term Loan, 8.86%, Maturing November 30, 2013 |
|
331,246 |
|
||||
|
|
|
United Rentals, Inc. |
|
|
|
||||
|
84,034 |
|
Term Loan, 5.32%, Maturing February 14, 2011 |
|
84,962 |
|
||||
|
185,098 |
|
Term Loan, 7.32%, Maturing February 14, 2011 |
|
187,142 |
|
||||
|
|
|
|
|
$ |
1,638,703 |
|
|||
9
|
Farming/Agriculture — 0.1% |
|
|
|
|||||||
|
|
|
BF Bolthouse HoldCo, LLC |
|
|
|
|||||
|
$ |
375,000 |
|
Term Loan, 10.86%, Maturing December 16, 2013 |
|
$ |
379,610 |
|
|||
|
|
|
|
|
$ |
379,610 |
|
||||
|
Food Products — 2.7% |
|
|
|
|||||||
|
|
|
Acosta, Inc. |
|
|
|
|||||
|
$ |
621,875 |
|
Term Loan, 8.07%, Maturing July 28, 2013 |
|
$ |
628,612 |
|
|||
|
|
|
American Seafoods Group, LLC |
|
|
|
|||||
|
778,372 |
|
Term Loan, 7.11%, Maturing September 30, 2011 |
|
777,399 |
|
|||||
|
|
|
BL Marketing, Ltd. |
|
|
|
|||||
|
|
300,000 |
GBP |
Term Loan, 7.75%, Maturing December 20, 2013 |
|
596,262 |
|
||||
|
|
300,000 |
GBP |
Term Loan, 8.25%, Maturing December 20, 2014 |
|
598,808 |
|
||||
|
|
|
Black Lion Beverages III B.V. |
|
|
|
|||||
|
|
1,000,000 |
EUR |
Term Loan, 8.31%, Maturing January 24, 2016 |
|
1,327,114 |
|
||||
|
|
|
Charden International B.V. |
|
|
|
|||||
|
|
250,000 |
EUR |
Term Loan, 6.07%, Maturing March 14, 2014 |
|
325,715 |
|
||||
|
|
250,000 |
EUR |
Term Loan, 6.57%, Maturing March 14, 2015 |
|
327,015 |
|
||||
|
|
|
Chiquita Brands, LLC |
|
|
|
|||||
|
903,127 |
|
Term Loan, 8.38%, Maturing June 28, 2012 |
|
917,990 |
|
|||||
|
|
|
Michael Foods, Inc. |
|
|
|
|||||
|
220,972 |
|
Term Loan, 7.35%, Maturing November 21, 2010 |
|
222,031 |
|
|||||
|
|
|
Nash-Finch Co. |
|
|
|
|||||
|
428,571 |
|
Term Loan, 7.88%, Maturing November 12, 2010 |
|
428,839 |
|
|||||
|
|
|
Picard Surgeles S.A. |
|
|
|
|||||
|
|
500,000 |
EUR |
Term Loan, 6.08%, Maturing June 4, 2014 |
|
655,798 |
|
||||
|
|
|
Pinnacle Foods Holdings Corp. |
|
|
|
|||||
|
218,515 |
|
Term Loan, 7.36%, Maturing November 25, 2010 |
|
219,608 |
|
|||||
|
|
|
QCE Finance, LLC |
|
|
|
|||||
|
275,000 |
|
Term Loan, 11.11%, Maturing November 5, 2013 |
|
281,359 |
|
|||||
|
|
|
Reddy Ice Group, Inc. |
|
|
|
|||||
|
925,000 |
|
Term Loan, 7.11%, Maturing August 9, 2012 |
|
926,156 |
|
|||||
|
|
|
Ruby Acquisitions, Ltd. |
|
|
|
|||||
|
|
500,000 |
GBP |
Term Loan, 7.95%, Maturing January 5, 2015 |
|
983,594 |
|
||||
|
|
|
|
|
$ |
9,216,300 |
|
||||
|
Food Service — 0.3% |
|
|
|
|||||||
|
|
|
Buffets, Inc. |
|
|
|
|||||
|
$ |
52,500 |
|
Term Loan, 5.27%, Maturing May 1, 2013 |
|
$ |
52,795 |
|
|||
|
397,500 |
|
Term Loan, 8.36%, Maturing November 1, 2013 |
|
399,736 |
|
|||||
|
|
|
Carrols Corp. |
|
|
|
|||||
|
269,765 |
|
Term Loan, 7.88%, Maturing December 31, 2010 |
|
271,114 |
|
|||||
|
|
|
Denny’s, Inc. |
|
|
|
|||||
|
40,000 |
|
Term Loan, 7.52%, Maturing March 31, 2012 |
|
40,550 |
|
|||||
|
244,860 |
|
Term Loan, 7.61%, Maturing March 31, 2012 |
|
248,227 |
|
|||||
|
|
|
|
|
$ |
1,012,422 |
|
||||
10
|
Food/Drug Retailers — 0.6% |
|
|
|
||||
|
|
|
General Nutrition Centers, Inc. |
|
|
|
||
|
$ |
569,122 |
|
Term Loan, 8.07%, Maturing December 5, 2009 |
|
$ |
572,146 |
|
|
|
|
The Jean Coutu Group (PJC), Inc. |
|
|
|
||
|
1,348,711 |
|
Term Loan, 7.88%, Maturing July 30, 2011 |
|
1,352,407 |
|
||
|
|
|
|
|
$ |
1,924,553 |
|
|
|
Forest Products — 2.0% |
|
|
|
||||
|
|
|
Boise Cascade Holdings, LLC |
|
|
|
||
|
$ |
2,021,668 |
|
Term Loan, 7.11%, Maturing October 29, 2011 |
|
$ |
2,033,925 |
|
|
|
|
Buckeye Technologies, Inc. |
|
|
|
||
|
331,972 |
|
Term Loan, 7.42%, Maturing April 15, 2010 |
|
332,317 |
|
||
|
|
|
Georgia Pacific Corp. |
|
|
|
||
|
1,732,500 |
|
Term Loan, 7.35%, Maturing December 20, 2012 |
|
1,749,825 |
|
||
|
|
|
NewPage Corp. |
|
|
|
||
|
672,661 |
|
Term Loan, 7.63%, Maturing May 2, 2011 |
|
681,069 |
|
||
|
|
|
Xerium Technologies, Inc. |
|
|
|
||
|
1,566,626 |
EUR |
Term Loan, 5.97%, Maturing May 18, 2012 |
|
2,044,976 |
|
||
|
|
|
|
|
$ |
6,842,112 |
|
|
|
Healthcare — 4.7% |
|
|
|
||||
|
|
|
Accellent, Inc. |
|
|
|
||
|
$ |
594,000 |
|
Term Loan, 7.37%, Maturing November 22, 2012 |
|
$ |
594,743 |
|
|
|
|
Alliance Imaging, Inc. |
|
|
|
||
|
470,769 |
|
Term Loan, 7.88%, Maturing December 29, 2011 |
|
473,476 |
|
||
|
|
|
American Medical Systems |
|
|
|
||
|
479,298 |
|
Term Loan, 7.81%, Maturing July 20, 2012 |
|
479,897 |
|
||
|
|
|
AMR HoldCo, Inc. |
|
|
|
||
|
323,532 |
|
Term Loan, 7.38%, Maturing February 10, 2012 |
|
324,947 |
|
||
|
|
|
Community Health Systems, Inc. |
|
|
|
||
|
979,950 |
|
Term Loan, 7.12%, Maturing August 19, 2011 |
|
982,859 |
|
||
|
598,500 |
|
Term Loan, 7.11%, Maturing February 29, 2012 |
|
600,277 |
|
||
|
|
|
Concentra Operating Corp. |
|
|
|
||
|
952,087 |
|
Term Loan, 7.38%, Maturing September 30, 2011 |
|
955,956 |
|
||
|
|
|
Davita, Inc. |
|
|
|
||
|
1,482,708 |
|
Term Loan, 7.40%, Maturing October 5, 2012 |
|
1,495,682 |
|
||
|
|
|
Emdeon Business Services, LLC |
|
|
|
||
|
496,689 |
|
Term Loan, 7.87%, Maturing November 16, 2013 |
|
499,690 |
|
||
|
|
|
Encore Medical Finance, LLC |
|
|
|
||
|
299,250 |
|
Term Loan, 7.87%, Maturing November 3, 2013 |
|
300,232 |
|
||
|
|
|
FHC Health Systems, Inc. |
|
|
|
||
|
125,329 |
|
Term Loan, 12.12%, Maturing December 18, 2009 |
|
129,089 |
|
||
|
87,730 |
|
Term Loan, 14.12%, Maturing December 18, 2009 |
|
90,362 |
|
||
|
|
|
Graceway Pharmaceuticals, LLC |
|
|
|
||
|
400,000 |
|
Term Loan, 7.84%, Maturing December 29, 2011 |
|
402,750 |
|
||
|
|
|
HCA, Inc. |
|
|
|
||
|
1,950,000 |
|
Term Loan, 8.11%, Maturing November 18, 2013 |
|
1,969,972 |
|
||
11
|
|
|
Kinetic Concepts, Inc. |
|
|
|
||||
|
$ |
221,220 |
|
Term Loan, 7.12%, Maturing October 3, 2009 |
|
$ |
222,257 |
|
||
|
|
|
Lifecare Holdings, Inc. |
|
|
|
||||
|
222,188 |
|
Term Loan, 7.57%, Maturing August 11, 2012 |
|
215,476 |
|
||||
|
|
|
Moon Acquisition Co. AB |
|
|
|
||||
|
|
458,140 |
EUR |
Term Loan, 6.22%, Maturing November 4, 2013 |
|
599,456 |
|
|||
|
|
500,000 |
EUR |
Term Loan, 6.72%, Maturing November 4, 2014 |
|
656,422 |
|
|||
|
|
|
National Mentor Holdings, Inc. |
|
|
|
||||
|
16,800 |
|
Term Loan, 5.32%, Maturing June 29, 2013 |
|
16,900 |
|
||||
|
281,784 |
|
Term Loan, 7.87%, Maturing June 29, 2013 |
|
283,457 |
|
||||
|
|
|
Nyco Holdings |
|
|
|
||||
|
|
312,500 |
EUR |
Term Loan, 6.10%, Maturing December 29, 2014 |
|
407,195 |
|
|||
|
|
312,500 |
EUR |
Term Loan, 6.60%, Maturing December 29, 2015 |
|
409,022 |
|
|||
|
|
|
P&F Capital S.A.R.L. |
|
|
|
||||
|
|
209,223 |
EUR |
Term Loan, 6.30%, Maturing February 21, 2014 |
|
275,932 |
|
|||
|
|
65,049 |
EUR |
Term Loan, 6.30%, Maturing February 21, 2014 |
|
85,789 |
|
|||
|
|
125,235 |
EUR |
Term Loan, 6.30%, Maturing February 21, 2014 |
|
165,164 |
|
|||
|
|
100,494 |
EUR |
Term Loan, 6.30%, Maturing February 21, 2014 |
|
132,535 |
|
|||
|
|
94,595 |
EUR |
Term Loan, 6.80%, Maturing February 21, 2015 |
|
125,216 |
|
|||
|
|
35,135 |
EUR |
Term Loan, 6.80%, Maturing February 21, 2015 |
|
46,509 |
|
|||
|
|
72,973 |
EUR |
Term Loan, 6.80%, Maturing February 21, 2015 |
|
96,595 |
|
|||
|
|
297,297 |
EUR |
Term Loan, 6.80%, Maturing February 21, 2015 |
|
393,536 |
|
|||
|
|
|
Select Medical Holding Corp. |
|
|
|
||||
|
491,250 |
|
Term Loan, 7.11%, Maturing February 24, 2012 |
|
490,594 |
|
||||
|
|
|
Vanguard Health Holding Co., LLC |
|
|
|
||||
|
736,959 |
|
Term Loan, 7.61%, Maturing September 23, 2011 |
|
744,329 |
|
||||
|
|
|
VWR International, Inc. |
|
|
|
||||
|
|
1,274,423 |
EUR |
Term Loan, 5.87%, Maturing April 7, 2011 |
|
1,669,848 |
|
|||
|
|
|
|
|
$ |
16,336,164 |
|
|||
|
Home Furnishings — 0.5% |
|
|
|
||||||
|
|
|
Interline Brands, Inc. |
|
|
|
||||
|
$ |
281,196 |
|
Term Loan, 7.07%, Maturing June 23, 2013 |
|
$ |
281,723 |
|
||
|
194,565 |
|
Term Loan, 7.07%, Maturing June 23, 2013 |
|
194,930 |
|
||||
|
|
|
Oreck Corp. |
|
|
|
||||
|
452,963 |
|
Term Loan, 8.12%, Maturing February 2, 2012 |
|
443,904 |
|
||||
|
|
|
Simmons Co. |
|
|
|
||||
|
832,620 |
|
Term Loan, 7.41%, Maturing December 19, 2011 |
|
840,599 |
|
||||
|
|
|
|
|
$ |
1,761,156 |
|
|||
|
Industrial Equipment — 1.7% |
|
|
|
||||||
|
|
|
Alliance Laundry Holdings, LLC |
|
|
|
||||
|
$ |
299,918 |
|
Term Loan, 7.60%, Maturing January 27, 2012 |
|
$ |
302,543 |
|
||
|
|
|
Douglas Dynamics Holdings, Inc. |
|
|
|
||||
|
859,426 |
|
Term Loan, 7.11%, Maturing December 16, 2010 |
|
857,277 |
|
||||
|
|
|
Generac Acquisition Corp. |
|
|
|
||||
|
371,250 |
|
Term Loan, 7.86%, Maturing November 7, 2013 |
|
372,642 |
|
||||
12
|
|
|
Gleason Corp. |
|
|
|
||||
|
$ |
183,030 |
|
Term Loan, 7.88%, Maturing June 30, 2013 |
|
$ |
184,517 |
|
||
|
200,000 |
|
Term Loan, 10.88%, Maturing December 31, 2013 |
|
202,625 |
|
||||
|
|
|
John Maneely Co. |
|
|
|
||||
|
595,331 |
|
Term Loan, 8.62%, Maturing December 8, 2013 |
|
596,968 |
|
||||
|
|
|
MTD Products, Inc. |
|
|
|
||||
|
1,227,960 |
|
Term Loan, 6.88%, Maturing June 1, 2010 |
|
1,223,355 |
|
||||
|
|
|
PP Acquisition Corp. |
|
|
|
||||
|
1,050,195 |
|
Term Loan, 8.32%, Maturing November 12, 2011 |
|
1,058,071 |
|
||||
|
|
|
Prysmian S.R.L. |
|
|
|
||||
|
|
400,000 |
EUR |
Term Loan, 6.16%, Maturing August 22, 2014 |
|
522,705 |
|
|||
|
|
400,000 |
EUR |
Term Loan, 6.66%, Maturing August 22, 2015 |
|
525,125 |
|
|||
|
|
|
TFS Acquisition Corp. |
|
|
|
||||
|
224,438 |
|
Term Loan, 8.92%, Maturing August 11, 2013 |
|
226,121 |
|
||||
|
|
|
|
|
$ |
6,071,949 |
|
|||
|
Insurance — 0.5% |
|
|
|
||||||
|
|
|
ARG Holding, Inc. |
|
|
|
||||
|
$ |
400,000 |
|
Term Loan, 12.69%, Maturing November 30, 2012 |
|
$ |
404,500 |
|
||
|
|
|
CCC Information Services Group |
|
|
|
||||
|
222,917 |
|
Term Loan, 7.87%, Maturing February 10, 2013 |
|
224,031 |
|
||||
|
|
|
Conseco, Inc. |
|
|
|
||||
|
798,000 |
|
Term Loan, 7.32%, Maturing October 10, 2013 |
|
802,489 |
|
||||
|
|
|
Crawford & Company |
|
|
|
||||
|
379,952 |
|
Term Loan, 7.86%, Maturing October 31, 2013 |
|
381,971 |
|
||||
|
|
|
|
|
$ |
1,812,991 |
|
|||
|
Leisure Goods/Activities/Movies — 4.0% |
|
|
|
||||||
|
|
|
24 Hour Fitness Worldwide, Inc. |
|
|
|
||||
|
$ |
401,963 |
|
Term Loan, 7.86%, Maturing June 8, 2012 |
|
$ |
405,228 |
|
||
|
|
|
AMC Entertainment, Inc. |
|
|
|
||||
|
569,250 |
|
Term Loan, 7.45%, Maturing January 26, 2013 |
|
575,136 |
|
||||
|
|
|
Augustus 2, Ltd. |
|
|
|
||||
|
|
400,000 |
GBP |
Term Loan, 7.94%, Maturing June 22, 2014 |
|
783,939 |
|
|||
|
|
400,000 |
GBP |
Term Loan, 8.44%, Maturing June 22, 2015 |
|
787,854 |
|
|||
|
|
|
Bombardier Recreational Product |
|
|
|
||||
|
524,051 |
|
Term Loan, 7.89%, Maturing June 28, 2013 |
|
527,545 |
|
||||
|
|
|
Cedar Fair, L.P. |
|
|
|
||||
|
870,625 |
|
Term Loan, 7.82%, Maturing August 30, 2012 |
|
880,474 |
|
||||
|
|
|
Cinemark, Inc. |
|
|
|
||||
|
1,047,375 |
|
Term Loan, 7.38%, Maturing October 5, 2013 |
|
1,058,995 |
|
||||
|
|
|
Deluxe Entertainment Services |
|
|
|
||||
|
285,000 |
|
Term Loan, 8.36%, Maturing January 28, 2011 |
|
294,975 |
|
||||
|
|
|
Fender Musical Instruments Co. |
|
|
|
||||
|
250,000 |
|
Term Loan, 11.33%, Maturing October 1, 2012 |
|
252,344 |
|
||||
|
|
|
Metro-Goldwyn-Mayer Holdings, Inc. |
|
|
|
||||
|
2,148,763 |
|
Term Loan, 8.61%, Maturing April 8, 2012 |
|
2,155,896 |
|
||||
13
|
|
|
Red Football, Ltd. |
|
|
|
|||||
|
|
500,000 |
GBP |
Term Loan, 7.58%, Maturing August 16, 2014 |
|
$ |
981,147 |
|
|||
|
|
500,000 |
GBP |
Term Loan, 7.83%, Maturing August 16, 2015 |
|
985,225 |
|
||||
|
|
|
Revolution Studios |
|
|
|
|||||
|
525,000 |
|
Term Loan, 9.07%, Maturing December 21, 2014 |
|
528,938 |
|
|||||
|
225,000 |
|
Term Loan, 12.35%, Maturing June 21, 2015 |
|
224,438 |
|
|||||
|
|
|
Six Flags Theme Parks, Inc. |
|
|
|
|||||
|
1,471,083 |
|
Term Loan, 8.61%, Maturing June 30, 2009 |
|
1,489,472 |
|
|||||
|
|
|
Universal City Development Partners, Ltd. |
|
|
|
|||||
|
925,455 |
|
Term Loan, 7.37%, Maturing June 9, 2011 |
|
930,082 |
|
|||||
|
|
|
WMG Acquisition Corp. |
|
|
|
|||||
|
982,348 |
|
Term Loan, 7.37%, Maturing February 28, 2011 |
|
988,672 |
|
|||||
|
|
|
|
|
$ |
13,850,360 |
|
||||
|
Lodging and Casinos — 2.7% |
|
|
|
|||||||
|
|
|
Bally Technologies, Inc. |
|
|
|
|||||
|
$ |
986,067 |
|
Term Loan, 8.61%, Maturing September 5, 2009 |
|
$ |
989,765 |
|
|||
|
|
|
Fairmont Hotels and Resorts, Inc. |
|
|
|
|||||
|
150,065 |
|
Term Loan, 8.57%, Maturing May 12, 2011 |
|
151,378 |
|
|||||
|
|
|
Gala Electric Casinos, Ltd. |
|
|
|
|||||
|
|
875,000 |
GBP |
Term Loan, 7.94%, Maturing December 12, 2013 |
|
1,731,279 |
|
||||
|
|
875,000 |
GBP |
Term Loan, 8.44%, Maturing December 12, 2014 |
|
1,738,358 |
|
||||
|
|
|
Isle of Capri Casinos, Inc. |
|
|
|
|||||
|
962,545 |
|
Term Loan, 7.11%, Maturing February 4, 2012 |
|
967,357 |
|
|||||
|
|
|
Penn National Gaming, Inc. |
|
|
|
|||||
|
1,397,312 |
|
Term Loan, 7.12%, Maturing October 3, 2012 |
|
1,408,230 |
|
|||||
|
|
|
Pinnacle Entertainment, Inc. |
|
|
|
|||||
|
225,000 |
|
Term Loan, 0.00%, Maturing December 14, 2011 (2) |
|
224,953 |
|
|||||
|
200,000 |
|
Term Loan, 7.32%, Maturing December 14, 2011 |
|
201,450 |
|
|||||
|
|
|
Venetian Casino Resort, LLC |
|
|
|
|||||
|
1,243,590 |
|
Term Loan, 7.12%, Maturing June 15, 2011 |
|
1,253,754 |
|
|||||
|
256,410 |
|
Term Loan, 7.12%, Maturing June 15, 2011 |
|
258,506 |
|
|||||
|
|
|
VML US Finance, LLC |
|
|
|
|||||
|
133,333 |
|
Term Loan, 0.00%, Maturing May 25, 2012 (2) |
|
133,792 |
|
|||||
|
266,667 |
|
Term Loan, 8.12%, Maturing May 25, 2013 |
|
270,000 |
|
|||||
|
|
|
|
|
$ |
9,328,822 |
|
||||
|
Nonferrous Metals/Minerals — 0.8% |
|
|
|
|||||||
|
|
|
Almatis Holdings 5 BV |
|
|
|
|||||
|
|
250,000 |
EUR |
Term Loan, 6.34%, Maturing December 21, 2013 |
|
$ |
328,619 |
|
|||
|
|
250,000 |
EUR |
Term Loan, 6.34%, Maturing December 21, 2014 |
|
330,040 |
|
||||
|
|
|
Longyear Global Holdings, Inc. |
|
|
|
|||||
|
28,725 |
|
Term Loan, 8.61%, Maturing October 6, 2012 |
|
28,935 |
|
|||||
|
30,935 |
|
Term Loan, 8.61%, Maturing October 6, 2012 |
|
31,161 |
|
|||||
|
289,464 |
|
Term Loan, 8.61%, Maturing October 6, 2012 |
|
291,575 |
|
|||||
|
|
|
Murray Energy Corp. |
|
|
|
|||||
|
736,875 |
|
Term Loan, 8.37%, Maturing January 28, 2010 |
|
744,244 |
|
|||||
14
|
|
|
Novelis, Inc. |
|
|
|
||
|
$ |
298,491 |
|
Term Loan, 7.62%, Maturing January 6, 2012 |
|
$ |
299,770 |
|
|
518,432 |
|
Term Loan, 7.62%, Maturing January 6, 2012 |
|
520,654 |
|
||
|
|
|
Thompson Creek Metals Co. |
|
|
|
||
|
325,000 |
|
Term Loan, 10.13%, Maturing October 26, 2012 |
|
330,688 |
|
||
|
|
|
|
|
$ |
2,905,686 |
|
|
|
Oil and Gas — 1.4% |
|
|
|
||||
|
|
|
Concho Resources, Inc. |
|
|
|
||
|
$ |
621,875 |
|
Term Loan, 9.36%, Maturing July 6, 2011 (3) |
|
$ |
617,708 |
|
|
|
|
El Paso Corp. |
|
|
|
||
|
375,000 |
|
Term Loan, 5.23%, Maturing July 31, 2011 |
|
377,197 |
|
||
|
|
|
Epco Holdings, Inc. |
|
|
|
||
|
980,155 |
|
Term Loan, 7.36%, Maturing August 18, 2010 |
|
988,381 |
|
||
|
|
|
Key Energy Services, Inc. |
|
|
|
||
|
495,000 |
|
Term Loan, 7.84%, Maturing June 30, 2012 |
|
498,094 |
|
||
|
|
|
Niska Gas Storage |
|
|
|
||
|
72,727 |
|
Term Loan, 7.10%, Maturing May 13, 2011 |
|
72,909 |
|
||
|
50,782 |
|
Term Loan, 7.10%, Maturing May 13, 2011 |
|
50,909 |
|
||
|
75,791 |
|
Term Loan, 7.14%, Maturing May 13, 2011 |
|
75,921 |
|
||
|
397,136 |
|
Term Loan, 7.15%, Maturing May 12, 2013 |
|
397,819 |
|
||
|
|
|
Petroleum Geo-Services ASA |
|
|
|
||
|
222,129 |
|
Term Loan, 7.61%, Maturing December 16, 2012 |
|
223,850 |
|
||
|
|
|
Primary Natural Resources, Inc. |
|
|
|
||
|
496,250 |
|
Term Loan, 9.36%, Maturing July 28, 2010 (3) |
|
492,925 |
|
||
|
|
|
Targa Resources, Inc. |
|
|
|
||
|
390,000 |
|
Term Loan, 7.60%, Maturing October 31, 2007 |
|
390,518 |
|
||
|
540,258 |
|
Term Loan, 7.61%, Maturing October 31, 2012 |
|
544,394 |
|
||
|
87,903 |
|
Term Loan, 7.62%, Maturing October 31, 2012 |
|
88,576 |
|
||
|
|
|
|
|
$ |
4,819,201 |
|
|
|
Publishing — 3.9% |
|
|
|
||||
|
|
|
American Media Operations, Inc. |
|
|
|
||
|
$ |
1,000,000 |
|
Term Loan, 8.37%, Maturing January 31, 2013 |
|
$ |
1,007,083 |
|
|
|
|
CBD Media, LLC |
|
|
|
||
|
718,954 |
|
Term Loan, 7.70%, Maturing December 31, 2009 |
|
724,945 |
|
||
|
|
|
Gatehouse Media Operating, Inc. |
|
|
|
||
|
465,000 |
|
Term Loan, 7.57%, Maturing June 6, 2013 |
|
466,647 |
|
||
|
|
|
Hanley-Wood, LLC |
|
|
|
||
|
51,738 |
|
Term Loan, 7.61%, Maturing August 1, 2012 |
|
51,824 |
|
||
|
433,161 |
|
Term Loan, 7.62%, Maturing August 1, 2012 |
|
433,883 |
|
||
|
|
|
Idearc, Inc. |
|
|
|
||
|
1,850,000 |
|
||||||