有価証券報告書(内国投資信託受益証券)-第6期(平成27年9月29日-平成28年3月28日)

(4)【附属明細表】

①有価証券明細表 (a)株式

該当事項はありません。

(b)株式以外の有価証券

(単位:円)

種類	銘 柄	券面総額	評価額	備考
投資証券	ニューバーガー・バーマン・グローバル・シニア・フローティング・レート・インカム・ファンドⅡ	639,128.68	5,846,231,470
投資証券合計		639,128.68	5,846,231,470
親投資信託受益証券	マネー・アカウント・マザーファンド	49,976	50,075
親投資信託受益証券合計		49,976	50,075
合計			5,846,281,545

②デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
該当事項はありません。

(参考)
日興・米国バンクローン・ファンド(為替ヘッジあり)13-03は、「ニューバーガー・バーマン・グローバル・シニア・フローティング・レート・インカム・ファンドⅡ」および「マネー・アカウント・マザーファンド」受益証券を主要投資対象としており、貸借対照表の資産の部に計上された「投資証券」はすべて該当ファンドであり、「親投資信託受益証券」はすべて該当マザーファンドの受益証券です。
なお、以下に記載した状況は、監査の対象外です。
ニューバーガー・バーマン・グローバル・シニア・フローティング・レート・インカム・ファンドⅡ
当該サブファンドは、アイルランド籍の外国投資信託で、現地での監査を受けております。
なお、以下の財務諸表は、入手しうる直近の現地監査済み財務諸表を委託会社において抜粋して翻訳したものです。
貸借対照表(2014年12月31日現在)

	(米ドル)
流動資産
損益を通じて公正価値評価する金融資産	679,551,079
現金および現金同等物	31,237,221
投資有価証券売却による未収入金	24,476,856
発行済持分設定に係る未収入金	15,422,852
未収収益およびその他資産	6,088,009
資産合計	756,776,017
1年以内返済負債
損益を通じて公正価値評価する金融負債	11,177,158
当座借越	46,951
持分解約に係る未払金	1,039,041
未払費用	922,865
投資有価証券購入による未払金	20,609,237
その他の未払金	38,305,752
負債(償還可能参加型持分の保有者に帰属する純資産を除く)	72,101,004
償還可能参加型持分の保有者に帰属する純資産	684,675,013

投資明細表(2014年12月31日現在)
損益を通じて公正価値評価する金融資産

元本額		内訳	クーポン	満期日	公正価値	純資産 比率(%)
		事業債4.51%
		ユーロ
1,134,303		Iglo Foods Bondco Plc	4.58%	15/06/2020	1,328,367	0.19
		ユーロ合計			1,328,367	0.19
		英ポンド
1,422,468		Stretford 79 Plc	4.81%	15/07/2020	1,763,070	0.26
		英ポンド合計			1,763,070	0.26
		米ドル
1,892,341		Beverage Packaging Holdings Luxembourg Ⅱ SA/Beverage Packaging Holdings Ⅱ Is	6.00%	15/06/2017	1,849,763	0.27
1,506,898		California Resources Corp	5.00%	15/01/2020	1,314,768	0.19
1,679,430		CSC Holdings LLC	7.88%	15/02/2018	1,891,458	0.28
1,879,493		Cumulus Media Holdings Inc	7.75%	01/05/2019	1,905,336	0.28
1,657,404		Denbury Resources Inc	4.63%	15/07/2023	1,446,085	0.21
1,872,151		Intelsat Luxembourg SA	6.75%	01/06/2018	1,918,954	0.28
1,886,835		Lennar Corp	4.75%	15/12/2017	1,943,440	0.28
1,712,468		MTR Gaming Group Inc	11.50%	01/08/2019	1,862,308	0.27
2,391,581		NRG Energy Inc	7.63%	15/01/2018	2,630,739	0.39
1,622,531		Post Holdings Inc	6.00%	15/12/2022	1,527,207	0.22
2,017,151		RJS Power Holdings LLC	5.13%	15/07/2019	2,002,023	0.29
1,850,126		Scientific Games International Inc	7.00%	01/01/2022	1,882,503	0.28
2,901,834		Tenet Healthcare Corp	5.00%	01/03/2019	2,912,716	0.43
1,851,961		Univision Communications Inc	6.88%	15/05/2019	1,932,984	0.28
715,822		Wind Acquisition Finance SA	6.50%	30/04/2020	734,613	0.11
		米ドル合計			27,754,897	4.06
		事業債合計			30,846,334	4.51
		タームローン94.30%
		ユーロ
346,936		Alliance Boots Ltd	4.74%	09/07/2018	420,274	0.06
483,132		BMC Foreign Holding Co	5.50%	10/09/2020	580,478	0.08
1,335,248		CD&R Millennium Holdco 6 Sarl	4.75%	31/07/2021	1,610,222	0.24
687,924		Iglo Foods Midco Ltd	4.27%	30/06/2020	814,623	0.12
3,329,604		Numericable Group SA	4.50%	21/05/2020	4,019,917	0.59
1,952,563		Oxea Finance & Cy SCA	4.50%	15/01/2020	2,290,684	0.34
1,794,655		Redtop Acquisitions Ltd	4.75%	03/12/2020	2,184,873	0.32
919,557		Spectrum Brands Inc	0.00%	10/12/2021	1,111,089	0.16
717,658		United Biscuits (Holdings) Ltd	0.00%	24/11/2021	869,000	0.13
3,053,601		Ypso France SAS	4.50%	21/05/2020	3,686,692	0.54
		ユーロ合計			17,587,852	2.58
		英ポンド
998,481		Alliance Boots Ltd	5.23%	09/07/2018	1,558,728	0.23
2,202,531		Gala Group Finance Ltd	5.50%	25/05/2018	3,430,627	0.50
825,949		Iglo Foods Midco Ltd	5.26%	30/06/2020	1,246,650	0.18
426,285		SAM Finance Lux Sarl	5.00%	17/12/2020	666,540	0.10
1,590,716		Ship Luxco 3 Sarl	5.75%	29/11/2019	2,480,292	0.36
1,071,898		Ship Luxco 3 Sarl	6.00%	29/11/2019	1,671,143	0.24
2,224,247		Trader Media Corp (2003) Ltd	4.75%	08/06/2017	3,460,118	0.50
629,557		United Biscuits (Holdings) Ltd	0.00%	25/11/2021	982,330	0.14
2,712,783		Virgin Media Investment Holdings Ltd	4.25%	30/06/2023	4,188,298	0.61
		英ポンド合計			19,684,726	2.86
		米ドル
5,479,145		99c Only Stores	4.50%	11/01/2019	5,443,201	0.79
958,101		Access CIG LLC	6.00%	18/10/2021	952,113	0.14
4,205,458		Accudyne Industries Borrower SCA/Accudyne Industries LLC	4.00%	13/12/2019	3,924,218	0.57
6,095,503		Acosta Holdco Inc	5.00%	26/09/2021	6,105,287	0.89
4,171,825		ADS Waste Holdings Inc	3.75%	09/10/2019	4,062,315	0.59
133,471		Advantage Sales & Marketing Inc	4.25%	23/07/2021	132,387	0.02
2,006,138		Advantage Sales & Marketing Inc	7.50%	25/07/2022	1,990,089	0.29
4,004,141		Advantage Sales & Marketing Inc First Lien	4.25%	23/07/2021	3,971,607	0.58
819,681		Aecom Technology Corp	3.75%	15/10/2021	820,926	0.12
1,095,731		Allison Transmission Inc	3.75%	23/08/2019	1,085,946	0.16
2,966,048		Alpha Natural Resources Inc	3.50%	22/05/2020	2,367,292	0.35
3,551,581		American Airlines Inc	4.25%	10/10/2021	3,559,181	0.52
922,727		American Builders & Contractors Supply Co Inc	0.00%	16/04/2020	896,198	0.13
740,357		AmSurg Corp	3.75%	16/07/2021	736,037	0.11
1,961,343		Arch Coal Inc	6.25%	16/05/2018	1,630,366	0.24
1,633,687		Ardagh Holdings USA Inc	4.00%	17/12/2019	1,607,140	0.24
4,085,694		Aristocrat Leisure Ltd	4.75%	20/10/2021	4,024,409	0.59
3,574,719		Avago Technologies Cayman Ltd	3.75%	06/05/2021	3,569,518	0.52
4,320,458		Axalta Coating Systems Dutch Holding B BV	3.75%	01/02/2020	4,219,878	0.62
5,944,997		B.C. Unlimited Liability Co	4.50%	12/12/2021	5,937,566	0.87
2,233,733		B/E Aerospace Inc	4.00%	16/12/2021	2,229,266	0.33
2,608,966		Berlin Packaging LLC	4.50%	01/10/2021	2,600,813	0.38
1,881,328		Berlin Packaging LLC	7.75%	30/09/2022	1,861,339	0.27
3,217,583		Berry Plastics Corp	3.75%	06/01/2021	3,140,024	0.46
3,782,674		Big Heart Pet Brands	3.50%	09/03/2020	3,640,824	0.53
4,847,297		BMC Software Finance Inc	5.00%	10/09/2020	4,730,671	0.69
3,369,568		Bombardier Recreational Products Inc	4.00%	30/01/2019	3,305,697	0.48
3,633,837		Boyd Gaming Corp	4.00%	14/08/2020	3,576,495	0.52
4,498,693		Brand Energy & Infrastructure Services Inc	4.75%	26/11/2020	4,352,508	0.64
1,794,395		Brickman Group Ltd LLC	4.00%	18/12/2020	1,747,849	0.26
1,994,391		Brickman Group Ltd LLC	7.50%	17/12/2021	1,960,746	0.29
2,224,686		Brock Holdings Ⅲ Inc	6.00%	16/03/2017	2,096,767	0.31
1,737,239		Brock Holdings Ⅲ Inc	10.00%	16/03/2018	1,398,477	0.20
1,603,828		Burlington Coat Factory Warehouse Corp	4.25%	13/08/2021	1,585,119	0.23
5,966,407		BWay Intermediate Co Inc	5.55%	14/08/2020	5,958,949	0.87
3,721,076		Calpine Corp	4.00%	01/04/2018	3,693,168	0.54
1,334,339		Calpine Corp	4.00%	09/10/2019	1,321,669	0.19
788,616		Calpine Corp	4.00%	31/10/2020	779,523	0.11
2,636,306		Capital Automotive LP	4.00%	10/04/2019	2,590,170	0.38
1,558,060		Capital Automotive LP	6.00%	30/04/2020	1,558,060	0.23
1,618,475		Carros Finance Luxembourg Sarl	4.50%	30/09/2021	1,598,244	0.23
4,565,815		CCC Information Services Inc	4.00%	20/12/2019	4,520,157	0.66
2,156,644		CD&R Millennium Holdco 6 Sarl	8.25%	29/07/2020	2,109,479	0.31
2,833,923		Centaur Acquisition LLC	8.75%	20/02/2020	2,830,380	0.41
4,499,824		Ceridian HCM Holding Inc	4.50%	15/09/2020	4,440,786	0.65
425,133		Charger OpCo BV	0.00%	23/07/2021	417,693	0.06
4,034,302		Charter Communications Operating LLC	4.25%	10/09/2021	4,065,204	0.59
1,200,526		Chrysler Group LLC	3.25%	31/12/2018	1,191,522	0.17
6,320,719		CHS/Community Health Systems Inc	4.25%	27/01/2021	6,316,105	0.92
3,889,865		Citco Ⅲ Ltd	4.25%	29/06/2018	3,872,846	0.57
6,298,439		CityCenter Holdings LLC	4.25%	16/10/2020	6,257,090	0.91
7,313,136		Clear Channel Communications Inc	6.92%	30/01/2019	6,912,193	1.01
2,949,816		Consolidated Communications Inc	4.25%	23/12/2020	2,934,137	0.43
5,102,363		Crosby US Acquisition Corp	3.75%	23/11/2020	4,796,221	0.70
1,899,683		Crosby US Acquisition Corp	7.00%	22/11/2021	1,804,698	0.26
4,162,561		CS Intermediate Holdco 2 LLC	4.00%	02/04/2021	4,108,802	0.60
3,438,879		Cumulus Media Holdings Inc	4.25%	23/12/2020	3,345,737	0.49
2,215,302		David's Bridal Inc	5.25%	11/10/2019	2,116,532	0.31
3,976,719		Del Monte Foods Inc	4.25%	18/02/2021	3,655,281	0.53
1,782,214		Del Monte Foods Inc	8.25%	18/08/2021	1,532,704	0.22
3,372,368		Dell International LLC	4.50%	29/04/2020	3,370,261	0.49
4,678,864		Delta 2 (Lux) Sarl	4.75%	30/07/2021	4,580,421	0.67
2,541,770		DJO Finance LLC	4.25%	15/09/2017	2,490,935	0.36
3,205,017		Doosan Infracore International Inc	4.50%	28/05/2021	3,188,991	0.47
749,715		DTZ US Borrower LLC	0.00%	28/10/2022	749,715	0.11
1,258,451		DTZ US Borrower LLC	5.50%	04/11/2021	1,258,450	0.18
998,481		DTZ US Borrower LLC	9.25%	04/11/2022	990,992	0.15
3,129,466		Dynegy Inc	4.00%	23/04/2020	3,094,259	0.45
288,164		Emdeon Inc	3.75%	02/11/2018	284,202	0.04
756,757		Emdeon Inc - B Term Loan	3.75%	02/11/2018	745,171	0.11
5,553,514		Emerald Expositions Inc	4.75%	17/06/2020	5,459,799	0.80
3,289,112		Energy Future Intermediate Holding Co LLC	4.25%	19/06/2016	3,294,260	0.48
2,360,669		Envision Healthcare Corp	4.00%	25/05/2018	2,348,865	0.34
2,261,862		Epicor Software Corp	4.00%	16/05/2018	2,237,830	0.33
2,260,653		EquiPower Resources Holdings LLC	4.25%	21/12/2018	2,251,237	0.33
2,581,381		EquiPower Resources Holdings LLC	4.25%	31/12/2019	2,570,630	0.38
2,587,973		ESH Hospitality Inc	5.00%	24/06/2019	2,589,604	0.38
3,781,863		Essential Power LLC	4.75%	08/08/2019	3,715,681	0.54
2,800,288		Evergreen Skills Lux Sarl	5.75%	28/04/2021	2,750,415	0.40
2,646,877		Evergreen Skills Lux Sarl	9.25%	28/04/2022	2,510,113	0.37
2,178,146		Fieldwood Energy LLC	3.88%	28/09/2018	2,069,238	0.30
406,367		Fieldwood Energy LLC	8.38%	30/09/2020	299,950	0.04
2,985,365		Filtration Group Corp	4.50%	20/11/2020	2,976,962	0.43
2,011,645		Filtration Group Corp	8.25%	22/11/2021	2,014,169	0.29
2,131,147		First Data Corp	3.67%	23/03/2018	2,093,192	0.31
1,675,759		First Data Corp	3.67%	24/09/2018	1,643,081	0.24
3,926,512		First Data Corp	4.17%	24/03/2021	3,879,355	0.57
885,601		FleetCor Technologies Operating Co LLC	3.75%	22/10/2021	885,968	0.13
6,757,591		FMG Resources (August 2006) Pty Ltd	3.75%	30/06/2019	6,160,389	0.90
1,708,797		Four Seasons Holdings Inc	6.25%	27/12/2020	1,708,797	0.25
605,997		Freescale Semiconductor Inc	0.00%	15/01/2021	606,300	0.09
4,441,217		Freescale Semiconductor Inc	4.25%	28/02/2020	4,348,240	0.64
157,010		Garda World Security Corp	4.00%	06/11/2020	153,673	0.02
613,765		Garda World Security Corp - B Term Loan	4.00%	06/11/2020	600,723	0.09
2,043,550		Gardner Denver Inc	4.25%	30/07/2020	1,918,066	0.28
1,838,177		Gates Global Inc	4.25%	05/07/2021	1,794,520	0.26
2,958,266		Go Daddy Operating Co LLC	4.75%	13/05/2021	2,942,246	0.43
2,107,981		Gray Television Inc	3.75%	13/06/2021	2,080,124	0.30
3,623,249		Greeneden US Holdings Ⅱ LLC	4.00%	08/02/2020	3,564,371	0.52
664,684		Greeneden US Holdings Ⅱ LLC	4.50%	13/11/2020	659,699	0.10
768,944		Grosvenor Capital Management Holdings LLLP	3.75%	04/01/2021	754,519	0.11
3,449,263		Guggenheim Partners Investment Management Holdings LLC	4.25%	22/07/2020	3,423,393	0.50
1,493,910		Hertz Corp	4.00%	11/03/2018	1,465,899	0.21
1,897,794		Hilton Worldwide Finance LLC	3.50%	26/10/2020	1,879,206	0.27
2,889,892		Home Loan Servicing Solutions Ltd	4.50%	26/06/2020	2,741,785	0.40
1,646,392		Hudson's Bay Co	4.75%	04/11/2020	1,648,795	0.24
2,942,214		Huntsman International LLC	3.75%	12/08/2021	2,900,287	0.42
1,976,771		Husky Injection Molding Systems Ltd	7.25%	30/06/2022	1,902,642	0.28
3,334,182		Husky Injection Molding Systems Ltd (CA)	4.25%	30/06/2021	3,277,217	0.48
4,278,841		Iasis Healthcare LLC	4.50%	03/05/2018	4,248,547	0.62
4,444,123		Immucor Inc	5.00%	19/08/2018	4,399,682	0.64
1,961,648		IMS Health Inc	3.50%	17/03/2021	1,922,003	0.28
1,839,187		Ineos US Finance LLC	3.75%	04/05/2018	1,788,196	0.26
2,501,087		Infor (US) Inc	3.75%	03/06/2020	2,431,807	0.36
2,638,554		Information Resources Inc	4.75%	30/09/2020	2,631,958	0.38
3,040,741		Integra Telecom Holdings Inc	5.25%	22/02/2019	2,966,638	0.43
3,288,262		Intelsat Jackson Holdings SA	3.75%	30/06/2019	3,247,981	0.47
3,001,503		Interactive Data Corp	4.75%	02/05/2021	2,987,246	0.44
2,835,719		J Crew Group Inc	4.00%	05/03/2021	2,679,755	0.39
4,249,049		Jeld-Wen Inc	5.25%	15/10/2021	4,222,492	0.62
2,741,945		Kindred Healthcare Inc	4.25%	09/04/2021	2,661,963	0.39
1,869,040		Knowledge Universe Education LLC	5.25%	18/03/2021	1,873,712	0.27
3,908,196		Kronos Inc	4.50%	30/10/2019	3,886,389	0.57
1,916,018		Kronos Inc	9.75%	30/04/2020	1,954,338	0.29
5,390,907		La Frontera Generation LLC	4.50%	30/09/2020	5,323,520	0.78
223,924		Level 3 Financing Inc	4.00%	01/08/2019	222,666	0.03
7,418,857		Level 3 Financing Inc	4.00%	15/01/2020	7,372,489	1.08
3,199,176		Level 3 Financing Inc	4.50%	31/01/2022	3,207,174	0.47
2,283,391		Macdermid Inc	4.00%	07/06/2020	2,242,724	0.33
1,123,291		Mattress Holding Corp	5.25%	20/10/2021	1,119,780	0.16
258,798		MCC Iowa LLC	0.00%	20/01/2020	254,055	0.04
2,545,103		McJunkin Red Man Corp	5.00%	08/11/2019	2,360,583	0.34
3,500,742		Media General Inc	0.00%	31/07/2020	3,469,008	0.51
2,055,695		MGM Resorts International	3.50%	20/12/2019	2,007,520	0.29
2,293,232		Michaels Stores Inc	3.75%	28/01/2020	2,253,571	0.33
2,405,009		Michaels Stores Inc	4.00%	28/01/2020	2,370,942	0.35
3,622,820		Mitchell International Inc	4.50%	13/10/2020	3,581,013	0.52
1,760,189		Mitchell International Inc	8.50%	11/10/2021	1,757,549	0.26
6,104,791		Mohegan Tribal Gaming Authority	5.50%	19/11/2019	5,890,055	0.86
1,133,248		Monitronics International Inc	0.00%	23/03/2018	1,122,856	0.16
741,491		MPG Holdco I Inc	4.25%	20/10/2021	741,032	0.11
5,548,619		MPH Acquisition Holdings LLC	3.75%	31/03/2021	5,411,290	0.79
4,470,331		MTL Publishing LLC	3.75%	29/06/2018	4,403,164	0.64
1,042,531		Mueller Water Products Inc	4.00%	25/11/2021	1,043,621	0.15
2,686,368		MX Mercury Beteilegungen GmbH	4.25%	14/08/2020	2,656,146	0.39
1,545,442		Navistar Inc	5.75%	17/08/2017	1,541,579	0.23
745,190		NCL Corp Ltd	4.00%	19/11/2021	747,671	0.11
1,514,097		Neiman Marcus Group Inc	4.25%	25/10/2020	1,483,974	0.22
732,786		Numericable US LLC B1	4.50%	21/05/2020	731,478	0.11
633,960		Numericable US LLC B2	4.50%	21/05/2020	632,828	0.09
6,069,280		Ocwen Loan Servicing	5.00%	15/02/2018	5,722,542	0.84
4,887,243		Par Pharmaceutical Cos Inc	4.00%	30/09/2019	4,765,062	0.70
4,490,437		Party City Holdings Inc	4.00%	27/07/2019	4,402,873	0.64
3,627,653		Peabody Energy Corp	4.25%	24/09/2020	3,298,897	0.48
2,374,894		Peninsula Gaming LLC	4.25%	20/11/2017	2,363,768	0.35
1,190,653		PetCo Animal Supplies Inc	4.00%	24/11/2017	1,179,735	0.17
4,016,621		Pharmaceutical Product Development Inc	4.00%	05/12/2018	3,994,871	0.58
759,873		Pilot Travel Centers LLC	4.25%	01/10/2021	762,723	0.11
1,365,290		Pinnacle Entertainment Inc	3.75%	13/08/2020	1,349,507	0.20
1,108,890		Pinnacle Foods Finance LLC	3.00%	29/04/2020	1,078,745	0.16
2,599,157		Ply Gem Industries Inc	4.00%	01/02/2021	2,538,077	0.37
4,488,900		PQ Corp	4.00%	07/08/2017	4,415,955	0.65
426,772		Prestige Brands Inc	4.13%	31/01/2019	426,416	0.06
1,585,682		Prestige Brands Inc	4.50%	03/09/2021	1,587,006	0.23
1,813,120		Quintiles Transnational Corp	3.75%	08/06/2018	1,796,502	0.26
4,207,042		Realogy Group LLC	3.75%	05/03/2020	4,133,419	0.60
5,770,102		Rexnord LLC/RBS Global Inc	4.00%	21/08/2020	5,664,798	0.83
3,791,992		Reynolds Group Holdings Inc	4.00%	01/12/2018	3,734,070	0.55
2,791,707		Rite Aid Corp	4.88%	21/06/2021	2,798,687	0.41
1,825,531		Rite Aid Corp	5.75%	21/08/2020	1,835,425	0.27
897,531		RPI Finance Trust	3.50%	09/11/2020	897,343	0.13
3,112,910		Sabine Oil & Gas LLC	8.75%	31/12/2018	2,412,505	0.35
1,196,708		Sage Products Holdings Ⅲ LLC	5.00%	13/12/2019	1,192,221	0.17
1,784,380		SAM Finance Lux Sarl	4.25%	17/12/2020	1,779,919	0.26
2,052,024		Samson Investment Co	5.00%	25/09/2018	1,620,237	0.24
3,812,032		Scientific Games International Inc	6.00%	18/10/2020	3,767,240	0.55
6,813,161		Scientific Games International Inc	6.00%	01/10/2021	6,732,255	0.98
3,390,433		Sears Roebuck Acceptance Corp	5.50%	30/06/2018	3,270,920	0.48
2,692,932		Sedgwick Claims Management Services Inc	3.75%	01/03/2021	2,625,609	0.38
1,248,101		Sedgwick Claims Management Services Inc	6.75%	28/02/2022	1,182,575	0.17
2,103,417		Sedgwick Claims Management Services Inc - Initial Term Loan	6.75%	28/02/2022	1,992,987	0.29
763,544		Select Medical Corp	3.75%	01/06/2018	753,045	0.11
5,833,237		Serta Simmons Holdings LLC	4.25%	01/10/2019	5,753,030	0.84
5,644,521		ServiceMaster Co LLC	4.25%	01/07/2021	5,552,798	0.81
3,969,344		Shingle Springs Tribal Gaming	6.25%	29/08/2019	3,989,191	0.58
726,835		Ship Luxco 3 Sarl	4.50%	29/11/2019	721,929	0.11
719,886		Signode Industrial Group Lux SA	3.75%	01/05/2021	690,644	0.10
666,431		Solenis International LP	4.25%	31/07/2021	651,436	0.10
4,771,999		Sophia LP	4.00%	19/07/2018	4,726,259	0.69
4,607,456		Spin Holdco Inc	4.25%	14/11/2019	4,544,126	0.66
4,406,053		Springer SBM Two GmbH	4.75%	14/08/2020	4,345,470	0.63
2,587,768		SRAM LLC	4.01%	10/04/2020	2,516,604	0.37
7,195,058		Station Casinos LLC	4.25%	02/03/2020	7,065,547	1.03
3,194,401		SunGard Data Systems Inc	4.00%	08/03/2020	3,170,443	0.46
2,029,834		Syniverse Holdings Inc	4.00%	23/04/2019	1,976,551	0.29
3,228,072		Syniverse Holdings Inc Tranche B Term Loan	4.00%	23/04/2019	3,147,370	0.46
1,890,505		TMS International Corp	4.50%	16/10/2020	1,895,232	0.28
3,123,922		TPF Ⅱ Power LLC	5.50%	02/10/2021	3,133,685	0.46
2,180,547		Trans Union LLC	4.00%	09/04/2021	2,156,015	0.32
3,757,781		TransDigm Inc	3.75%	04/06/2021	3,704,533	0.54
5,744,484		Tribune Co	4.00%	27/12/2020	5,674,487	0.83
5,448,177		Twin River Management Group Inc	5.25%	10/07/2020	5,434,556	0.79
2,580,134		United Air Lines Inc	3.50%	01/04/2019	2,545,199	0.37
2,083,227		United Air Lines Inc	3.75%	15/09/2021	2,070,207	0.30
497,988		United Surgical Partners International Inc	4.25%	19/04/2017	494,876	0.07
4,584,037		United Surgical Partners International Inc	4.75%	03/04/2019	4,564,005	0.67
9,806,422		Univision Communications Inc	4.00%	01/03/2020	9,610,293	1.40
312,025		US Airways Inc	3.50%	23/05/2019	306,342	0.05
679,989		Valeant Pharmaceuticals International Inc	3.50%	13/02/2019	675,229	0.10
1,762,624		Valeant Pharmaceuticals International Inc	3.50%	05/08/2020	1,749,405	0.26
2,618,864		Vantiv LLC	3.75%	13/06/2021	2,596,774	0.38
1,592,145		VAT Lux Ⅲ Sarl	4.75%	11/02/2021	1,582,194	0.23
723,772		VWR Funding Inc	0.00%	03/04/2017	719,552	0.11
6,129,122		Walter Investment Management Corp	4.75%	18/12/2020	5,546,856	0.81
1,229,746		Wand Intermediate I LP	0.00%	19/09/2022	1,232,821	0.18
1,057,215		Wand Intermediate I LP	4.75%	17/09/2021	1,049,946	0.15
2,630,836		WideOpenWest Finance LLC	4.75%	01/04/2019	2,619,339	0.38
3,943,771		WMG Acquisitions Corp	3.75%	01/07/2020	3,805,739	0.56
1,749,877		Zayo Group LLC	4.00%	02/07/2019	1,735,948	0.25
5,212,656		Zebra Technologies Corp	4.75%	27/10/2021	5,250,447	0.77
1,039,250		Ziggo BV	3.50%	15/01/2022	1,013,155	0.15
980,574		Ziggo BV B1	3.50%	15/01/2022	955,951	0.14
631,900		Ziggo BV B2	3.27%	15/01/2022	616,033	0.09
		米ドル合計			608,381,402	88.86
		タームローン合計			645,653,980	94.30
		投資合計			676,500,314	98.81