有価証券報告書(内国投資信託受益証券)-第3期(平成26年7月29日-平成27年1月26日)
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
日興・米国バンクローン・ファンド(為替ヘッジあり)13-07の投資対象ファンドである「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」(以下「サブファンド」といいます。)は、平成26年 7月 1日付で「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」(以下「新サブファンド」といいます。)に変更されております。
当該投資対象ファンドの変更は、当該投資対象ファンドの運用会社であるニューバーガー・バーマン・グループが、当該サブファンドの保有する資産を分割し、日興・米国バンクローン・ファンド(為替ヘッジあり)13-07が投資対象とする新サブファンドおよび新シェアクラスを設定することとなったことによるもので、新サブファンドにおいても、運用の基本方針および運用体制等に変更はありません。
以下の記載情報は投資対象ファンド変更前のサブファンド情報です。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(2013年12月31日現在)
投資明細表(2013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
日興・米国バンクローン・ファンド(為替ヘッジあり)13-07の投資対象ファンドである「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」(以下「サブファンド」といいます。)は、平成26年 7月 1日付で「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」(以下「新サブファンド」といいます。)に変更されております。
当該投資対象ファンドの変更は、当該投資対象ファンドの運用会社であるニューバーガー・バーマン・グループが、当該サブファンドの保有する資産を分割し、日興・米国バンクローン・ファンド(為替ヘッジあり)13-07が投資対象とする新サブファンドおよび新シェアクラスを設定することとなったことによるもので、新サブファンドにおいても、運用の基本方針および運用体制等に変更はありません。
以下の記載情報は投資対象ファンド変更前のサブファンド情報です。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(2013年12月31日現在)
| (単位: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 | 1,576,773,913 |
| 現金および現金同等物 | 211,745,824 |
| 投資有価証券売却による未収入金 | 35,561,113 |
| 発行済株式未収入金 | 49,838,918 |
| 未収収益およびその他資産 | 4,344,294 |
| 資産合計 | 1,878,264,062 |
| 損益を通じて公正価値評価する金融負債 | |
| 1年以内返済負債 | 51,116,567 |
| 償還株式未払金 | 400,258 |
| 未払費用 | 2,230,448 |
| 投資有価証券購入による未払金 | 205,965,151 |
| その他の未払金 | 133,130 |
| 負債(償還可能参加型株式の保有者に帰属する純資産を除く) | 259,845,554 |
| 償還可能参加型株式の保有者に帰属する純資産 | 1,618,418,508 |
投資明細表(2013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5.86% | ||||||
| ユーロ | ||||||
| 5,200,000 | Telenet Finance V Luxembourg SCA | 6.25 | 15/08/2022 | 7,616,357 | 0.47 | |
| 3,600,000 | Trionista Holdco GmbH | 5.00 | 30/04/2020 | 5,092,762 | 0.32 | |
| 1,752,000 | Vougeot Bidco Plc | 5.25 | 15/07/2020 | 2,468,218 | 0.15 | |
| ユーロ合計 | 15,177,337 | 0.94 | ||||
| 英ポンド | ||||||
| 1,527,000 | Vougeot Bidco Plc | 7.88 | 15/07/2020 | 2,723,094 | 0.17 | |
| 英ポンド合計 | 2,723,094 | 0.17 | ||||
| 米ドル | ||||||
| 9,630,000 | APX Group Inc | 6.38 | 01/12/2019 | 9,822,600 | 0.61 | |
| 1,500,000 | Calpine Corp | 5.88 | 15/01/2024 | 1,473,750 | 0.09 | |
| 1,495,000 | Calpine Corp | 6.00 | 15/01/2022 | 1,539,850 | 0.10 | |
| 9,910,000 | First Data Corp | 6.75 | 01/11/2020 | 10,355,950 | 0.64 | |
| 3,392,000 | Freescale Semiconductor Inc | 5.00 | 15/05/2021 | 3,307,200 | 0.20 | |
| 1,000,000 | Freescale Semiconductor Inc | 6.00 | 15/01/2022 | 1,015,000 | 0.06 | |
| 4,445,000 | HCA Inc | 5.88 | 15/03/2022 | 4,600,575 | 0.28 | |
| 10,260,000 | Hexion US Finance Corp | 6.63 | 15/04/2020 | 10,567,800 | 0.65 | |
| 5,900,000 | Momentive Performance Materials Inc | 8.88 | 15/10/2020 | 6,239,250 | 0.39 | |
| 15,520,000 | Reynolds Group Holdings Inc | 5.75 | 15/10/2020 | 15,908,000 | 0.98 | |
| 1,660,000 | Tenet Healthcare Corp | 4.75 | 01/06/2020 | 1,630,950 | 0.10 | |
| 4,420,000 | Tenet Healthcare Corp | 6.00 | 01/10/2020 | 4,621,663 | 0.29 | |
| 1,500,000 | Univision Communications Inc | 6.88 | 15/05/2019 | 1,610,625 | 0.10 | |
| 3,000,000 | Virgin Media Secured Finance Plc | 5.38 | 15/04/2021 | 3,015,000 | 0.19 | |
| 1,144,000 | WMG Acquisition Corp | 6.00 | 15/01/2021 | 1,194,050 | 0.07 | |
| 米ドル合計 | 76,902,263 | 4.75 | ||||
| 事業債合計 | 94,802,694 | 5.86 | ||||
| タームローン91.28% | ||||||
| ユーロ | ||||||
| 2,600,000 | Birds Eye Iglo Group Ltd | 4.98 | 31/10/2017 | 3,616,598 | 0.22 | |
| 4,615,000 | BMC Software Finance Inc | 5.50 | 10/09/2020 | 6,432,560 | 0.40 | |
| 3,860,000 | Darling International Inc | 3.50 | 31/01/2021 | 5,338,252 | 0.33 | |
| 3,500,000 | DE Master Blenders 1753 NV | 4.50 | 25/06/2018 | 4,892,175 | 0.30 | |
| 301,811 | Financiere Spie (Clayax Acq) - Facility C1 | 4.73 | 30/08/2018 | 422,177 | 0.03 | |
| 1,198,189 | Financiere Spie (Clayax Acq) - Facility C2 | 4.73 | 30/08/2018 | 1,676,040 | 0.10 | |
| 2,812,950 | Gardner Denver Inc | 4.25 | 30/07/2020 | 3,904,169 | 0.24 | |
| 5,500,000 | Holding Bercy Investissement SCA | 4.75 | 29/03/2019 | 7,669,252 | 0.47 | |
| 6,210,172 | Ineos Finance Plc | 4.25 | 04/05/2018 | 8,672,314 | 0.54 | |
| 1,139,275 | Minimax Viking | 4.50 | 14/08/2020 | 1,579,504 | 0.10 | |
| 3,777,586 | Mivisa Envases SAU | 5.75 | 12/04/2018 | 5,234,035 | 0.32 | |
| 3,500,000 | Norrmalm 3 AB | 4.97 | 30/06/2019 | 4,897,721 | 0.30 | |
| 1,500,000 | OGF Holdings SAS | 4.50 | 30/07/2020 | 2,101,297 | 0.13 | |
| 4,000,000 | Oxea SARL | 4.50 | 15/01/2020 | 5,549,833 | 0.34 | |
| 2,110,000 | SAM Finance (Santander Asset Management) | 4.50 | 26/11/2020 | 2,912,623 | 0.18 | |
| 2,000,000 | Spectrum Brands Inc | 3.75 | 04/09/2019 | 2,771,169 | 0.17 | |
| 1,985,025 | Springer Science+Business Media SA | 5.25 | 14/08/2020 | 2,760,608 | 0.17 | |
| 2,000,000 | UPC Financing Partnership | 3.91 | 31/03/2021 | 2,777,535 | 0.17 | |
| 2,819,577 | YPSO Holding SA | 3.98 | 31/12/2018 | 3,885,687 | 0.24 | |
| 2,000,000 | YPSO Holding SA | 4.98 | 31/12/2017 | 2,781,613 | 0.17 | |
| 3,500,000 | YPSO Holding SA | 5.23 | 31/12/2018 | 4,867,822 | 0.30 | |
| ユーロ合計 | 84,742,984 | 5.22 | ||||
| 英ポンド | ||||||
| 6,850,000 | Alliance Boots | 3.97 | 09/07/2017 | 11,344,045 | 0.70 | |
| 8,000,000 | Gala Group Finance Ltd | 5.49 | 25/05/2018 | 13,393,037 | 0.83 | |
| 4,700,000 | KKR My Best Friend UK Bidco Ltd | 5.49 | 30/03/2019 | 7,849,538 | 0.49 | |
| 1,690,000 | SAM Finance (Santander Asset Management) | 5.00 | 26/11/2020 | 2,801,800 | 0.17 | |
| 4,333,333 | Ship Luxco 3 SARL | 5.75 | 30/11/2019 | 7,246,454 | 0.45 | |
| 4,163,264 | Trader Media Group Ltd | 3.99 | 08/06/2017 | 6,886,157 | 0.43 | |
| 3,590,149 | United Biscuits (Holdings) Ltd | 4.99 | 29/07/2020 | 6,029,012 | 0.37 | |
| 英ポンド合計 | 55,550,043 | 3.44 | ||||
| 米ドル | ||||||
| 8,714,417 | 99c Only Stores | 4.50 | 11/01/2019 | 8,793,936 | 0.54 | |
| 5,307,925 | Accudyne Industries Borrower SCA | 4.00 | 13/12/2019 | 5,325,070 | 0.33 | |
| 11,594,566 | Acosta Inc | 4.25 | 03/03/2018 | 11,690,221 | 0.72 | |
| 16,772,963 | Activision Blizzard Inc | 3.25 | 12/10/2020 | 16,911,256 | 1.04 | |
| 7,044,061 | ADS Waste Holdings Inc | 4.25 | 09/10/2019 | 7,092,488 | 0.44 | |
| 5,983,474 | Advantage Sales & Marketing Inc | 4.25 | 18/12/2017 | 6,019,375 | 0.37 | |
| 1,450,697 | Advantage Sales & Marketing Inc | 8.25 | 17/06/2018 | 1,473,821 | 0.09 | |
| 446,751 | Allison Transmission Inc | 3.17 | 07/08/2017 | 449,404 | 0.03 | |
| 3,828,507 | Allison Transmission Inc | 3.75 | 23/08/2019 | 3,856,034 | 0.24 | |
| 8,020,796 | Alpha Natural Resources Inc | 3.50 | 22/05/2020 | 7,903,292 | 0.49 | |
| 8,845,439 | Alpha Topco Ltd | 4.50 | 30/04/2019 | 8,951,097 | 0.55 | |
| 12,895,200 | American Airlines Inc | 3.75 | 27/06/2019 | 13,003,455 | 0.80 | |
| 2,638,388 | American Builders & Co Inc | 3.50 | 16/04/2020 | 2,647,543 | 0.16 | |
| 3,773,750 | American Capital Ltd | 4.00 | 22/08/2016 | 3,793,411 | 0.23 | |
| 4,750,000 | Aramark Corp | 4.00 | 09/09/2019 | 4,786,575 | 0.30 | |
| 13,107,216 | Arch Coal Inc | 6.25 | 16/05/2018 | 12,957,073 | 0.80 | |
| 4,000,000 | Ardagh Holdings USA Inc | 4.25 | 17/12/2019 | 4,030,000 | 0.25 | |
| 3,558,113 | Avis Budget Car Rental LLC | 3.00 | 15/03/2019 | 3,559,447 | 0.22 | |
| 2,751,329 | AWAS Finance Luxembourg 2012 SA | 3.50 | 16/07/2018 | 2,766,806 | 0.17 | |
| 5,321,785 | Axalta Coating Systems Dutch Holding B BV & Axalta Coating Systems US Holdings Inc | 4.75 | 01/02/2020 | 5,368,085 | 0.33 | |
| 7,122,150 | Bally Technologies Inc | 4.25 | 25/11/2020 | 7,182,225 | 0.44 | |
| 5,536,180 | Berlin Packaging LLC | 4.75 | 02/04/2019 | 5,588,109 | 0.35 | |
| 3,472,000 | Berlin Packaging LLC | 8.75 | 02/04/2020 | 3,563,140 | 0.22 | |
| 6,210,140 | Berry Plastics Co | 3.50 | 08/02/2020 | 6,202,377 | 0.38 | |
| 10,000,000 | Berry Plastics Co | 3.75 | 15/01/2021 | 10,006,250 | 0.62 | |
| 8,596,918 | Biomet Inc | 3.67 | 25/07/2017 | 8,662,298 | 0.54 | |
| 7,765,000 | BMC Software Finance Inc | 5.00 | 10/09/2020 | 7,819,627 | 0.48 | |
| 6,214,171 | Bombardier Recreational Products Inc | 4.00 | 30/01/2019 | 6,244,124 | 0.39 | |
| 4,354,088 | Boyd Gaming Corp | 4.00 | 14/08/2020 | 4,373,812 | 0.27 | |
| 10,100,000 | Brand Services Inc | 4.75 | 22/11/2020 | 10,174,993 | 0.63 | |
| 6,060,000 | Brickman Group Holdings Inc | 4.00 | 20/12/2020 | 6,096,784 | 0.38 | |
| 1,465,000 | Brickman Group Holdings Inc | 7.50 | 20/12/2021 | 1,501,171 | 0.09 | |
| 2,305,180 | Brock Holdings Ⅲ Inc | 6.00 | 16/03/2017 | 2,317,063 | 0.14 | |
| 789,931 | Brock Holdings Ⅲ Inc | 10.00 | 16/03/2018 | 804,742 | 0.05 | |
| 3,672,111 | Calpine Construction Finance Co LP | 4.00 | 09/10/2019 | 3,703,617 | 0.23 | |
| 3,975,025 | Calpine Corp | 3.00 | 03/05/2020 | 3,949,545 | 0.24 | |
| 5,229,159 | Calpine Corp | 4.00 | 01/04/2018 | 5,274,418 | 0.33 | |
| 2,170,000 | Calpine Corp | 4.00 | 31/10/2020 | 2,188,022 | 0.14 | |
| 1,338,672 | Cannery Casino Resorts LLC | 6.00 | 02/10/2018 | 1,331,477 | 0.08 | |
| 2,829,000 | Cannery Casino Resorts LLC | 10.00 | 02/10/2019 | 2,627,434 | 0.16 | |
| 2,989,000 | Capital Automotive LP | 4.00 | 10/04/2019 | 3,093,615 | 0.19 | |
| 5,365,165 | Capital Automotive LP | 6.00 | 30/04/2020 | 5,405,404 | 0.33 | |
| 7,425,370 | Centaur Acquisition LLC | 5.25 | 20/02/2019 | 7,530,550 | 0.47 | |
| 4,900,000 | Centaur Acquisition, LLC | 8.75 | 20/02/2020 | 5,047,000 | 0.31 | |
| 3,757,868 | Cequel Communications LLC | 3.50 | 14/02/2019 | 3,770,006 | 0.23 | |
| 19,280,000 | Ceridian Corp | 4.41 | 09/05/2017 | 19,388,450 | 1.20 | |
| 2,598,840 | Charter Communications Operating LLC | 3.00 | 01/07/2020 | 2,586,664 | 0.16 | |
| 3,353,150 | Charter Communications Operating LLC | 3.00 | 31/12/2020 | 3,333,769 | 0.21 | |
| 5,160,305 | Chrysler Group LLC | 4.25 | 24/05/2017 | 5,204,374 | 0.32 | |
| 7,717,656 | Citco Ⅲ Ltd | 4.25 | 29/06/2018 | 7,753,003 | 0.48 | |
| 14,270,000 | CityCenter Holdings LLC | 5.00 | 16/10/2020 | 14,507,381 | 0.90 | |
| 23,080,000 | Clear Channel Communications Inc | 6.92 | 30/01/2019 | 22,084,675 | 1.36 | |
| 8,750,000 | Consolidated Communications Inc | 4.25 | 31/12/2020 | 8,832,031 | 0.55 | |
| 5,751,100 | Cricket Communications Inc | 4.75 | 08/03/2020 | 5,782,846 | 0.36 | |
| 7,329,684 | Crosby Worldwide | 4.00 | 23/11/2020 | 7,354,861 | 0.45 | |
| 3,260,000 | Crosby Worldwide | 7.00 | 22/11/2021 | 3,321,125 | 0.21 | |
| 3,323,272 | Crown Castle Operating Corp | 3.25 | 31/01/2019 | 3,334,870 | 0.21 | |
| 5,000,000 | Crown Castle Operating Corp | 3.25 | 31/01/2021 | 5,020,725 | 0.31 | |
| 8,225,398 | Cumulus Media Holdings | 4.25 | 31/12/2020 | 8,287,088 | 0.51 | |
| 4,813,534 | David's Bridal Inc | 5.00 | 11/10/2019 | 4,840,634 | 0.30 | |
| 1,577,053 | DaVita HealthCare Partners Inc | 4.00 | 01/11/2019 | 1,591,837 | 0.10 | |
| 4,399,579 | Del Monte Foods Co | 4.00 | 08/03/2018 | 4,421,555 | 0.27 | |
| 2,940,000 | Del Monte Foods Inc | 4.25 | 26/11/2020 | 2,960,213 | 0.18 | |
| 1,890,000 | Del Monte Foods Inc | 8.25 | 11/04/2021 | 1,913,625 | 0.12 | |
| 4,304,035 | Delta Air Lines Inc | 4.25 | 20/04/2017 | 4,330,935 | 0.27 | |
| 4,766,622 | DJO Finance LLC | 4.75 | 15/09/2017 | 4,825,728 | 0.30 | |
| 8,611,649 | Dynegy Inc | 4.00 | 23/04/2020 | 8,669,519 | 0.54 | |
| 10,532,320 | Edwards Ltd | 4.50 | 26/03/2020 | 10,560,284 | 0.65 | |
| 7,612,192 | Emerald Expositions Inc | 5.50 | 17/06/2020 | 7,650,253 | 0.47 | |
| 2,421,364 | Emergency Medical Services Corp | 4.00 | 25/05/2018 | 2,433,132 | 0.15 | |
| 4,077,750 | EP Energy LLC | 4.50 | 30/04/2019 | 4,093,042 | 0.25 | |
| 5,497,581 | Epicor Software Corp (Eagle Parent) | 4.50 | 16/05/2018 | 5,532,628 | 0.34 | |
| 1,245,133 | EquiPower Resources Holdings LLC | 4.25 | 21/12/2018 | 1,252,137 | 0.08 | |
| 6,243,645 | EquiPower Resources Holdings LLC | 4.25 | 31/12/2019 | 6,277,985 | 0.39 | |
| 9,917,722 | Essential Power LLC | 4.25 | 08/08/2019 | 9,620,191 | 0.59 | |
| 8,244,809 | Exco Resources Inc | 5.00 | 19/08/2019 | 8,244,809 | 0.51 | |
| 4,538,625 | Fieldwood Energy LLC | 3.88 | 28/09/2018 | 4,576,749 | 0.28 | |
| 5,550,000 | Filtration Group Corp | 4.50 | 20/11/2020 | 5,615,934 | 0.35 | |
| 1,835,000 | Filtration Group Corp | 8.25 | 22/11/2021 | 1,880,875 | 0.12 | |
| 6,025,000 | First Data Corp | 4.16 | 24/03/2017 | 6,044,973 | 0.37 | |
| 16,465,000 | First Data Corp | 4.16 | 23/03/2018 | 16,518,676 | 1.02 | |
| 4,565,000 | First Data Corp | 4.16 | 24/09/2018 | 4,577,052 | 0.28 | |
| 4,773,564 | Flying Fortress Inc | 3.50 | 30/06/2017 | 4,789,985 | 0.30 | |
| 8,762,989 | FMG Resources August 2006 Pty Ltd | 4.25 | 30/06/2019 | 8,888,957 | 0.55 | |
| 2,174,550 | Four Seasons Holdings Inc | 4.25 | 27/06/2020 | 2,184,749 | 0.14 | |
| 965,000 | Four Seasons Holdings Inc | 6.25 | 27/12/2020 | 990,331 | 0.06 | |
| 5,101,450 | Freescale Semiconductor Inc | 5.00 | 01/03/2020 | 5,163,841 | 0.32 | |
| 4,329,150 | Freescale Semiconductor Inc | 5.00 | 15/01/2021 | 4,384,412 | 0.27 | |
| 5,363,195 | Generac Power Systems Inc | 3.50 | 31/05/2020 | 5,379,955 | 0.33 | |
| 5,000,000 | General Nutrition Centers | 3.25 | 04/03/2019 | 4,989,575 | 0.31 | |
| 14,042,030 | Go Daddy Operating Co LLC | 4.00 | 17/12/2018 | 14,090,335 | 0.87 | |
| 1,485,000 | Goodyear Tire & Rubber Co | 4.75 | 30/04/2019 | 1,503,191 | 0.09 | |
| 1,824,375 | Greeneden U.S. Holdings Ⅱ LLC | 0.50 | 21/10/2020 | 1,831,216 | 0.11 | |
| 9,970,696 | Greeneden U.S. Holdings Ⅱ LLC | 4.00 | 08/02/2020 | 9,933,306 | 0.61 | |
| 2,338,698 | Grifols Inc | 4.25 | 01/06/2017 | 2,357,080 | 0.15 | |
| 4,440,000 | Grosvenor Capital Management Holdings LLLP | 3.75 | 20/11/2020 | 4,445,550 | 0.27 | |
| 3,446,363 | Guggenheim Partners Investment Management Holdings LLC | 4.25 | 22/07/2020 | 3,484,272 | 0.22 | |
| 5,686,425 | H. J. Heinz Co | 3.50 | 05/06/2020 | 5,738,456 | 0.35 | |
| 2,371,288 | Health Management Associates Inc | 3.50 | 16/11/2018 | 2,374,679 | 0.15 | |
| 18,359,211 | Hilton Worldwide Finance LLC | 3.75 | 26/10/2020 | 18,546,107 | 1.15 | |
| 1,906,643 | Hologic Inc | 3.75 | 01/08/2019 | 1,921,143 | 0.12 | |
| 4,860,575 | Home Loan Servicing Solutions Ltd | 4.50 | 26/06/2020 | 4,903,105 | 0.30 | |
| 7,905,000 | Hudson's Bay Co | 4.75 | 07/10/2020 | 8,044,839 | 0.50 | |
| 10,540,000 | Huntsman International LLC | 3.75 | 15/10/2020 | 10,568,985 | 0.65 | |
| 4,440,000 | Husky Injection Molding System Ltd | 4.25 | 02/07/2018 | 4,479,893 | 0.28 | |
| 5,259,801 | Iasis Healthcare LLC | 4.50 | 03/05/2018 | 5,313,504 | 0.33 | |
| 11,189,679 | Immucor Inc | 5.00 | 19/08/2018 | 11,270,804 | 0.70 | |
| 2,389,102 | IMS Health Inc | 3.75 | 01/09/2017 | 2,402,170 | 0.15 | |
| 1,440,890 | Ineos US Finance LLC | 4.00 | 04/05/2018 | 1,448,397 | 0.09 | |
| 4,758,567 | Information Resources Inc | 4.75 | 30/09/2020 | 4,792,282 | 0.30 | |
| 7,753,246 | Integra Telecom Holdings Inc | 5.25 | 22/02/2019 | 7,869,545 | 0.49 | |
| 725,000 | Integra Telecom Holdings Inc | 9.75 | 21/02/2020 | 747,203 | 0.05 | |
| 14,362,685 | Intelsat Jackson Holdings SA | 3.75 | 30/06/2019 | 14,497,335 | 0.90 | |
| 5,000,000 | Kasima LLC | 3.25 | 17/05/2021 | 4,987,500 | 0.31 | |
| 4,203,503 | Kindred Healthcare Inc | 4.25 | 01/06/2018 | 4,212,057 | 0.26 | |
| 5,976,412 | Kronos Inc | 4.50 | 30/10/2019 | 6,039,942 | 0.37 | |
| 2,335,000 | Kronos Inc | 9.75 | 30/04/2020 | 2,421,103 | 0.15 | |
| 4,567,898 | La Frontera Generation LLC | 4.50 | 30/09/2020 | 4,623,581 | 0.29 | |
| 1,610,000 | Level 3 Financing Inc | 4.00 | 01/08/2019 | 1,621,906 | 0.10 | |
| 22,610,000 | Level 3 Financing Inc | 4.00 | 15/01/2020 | 22,817,334 | 1.41 | |
| 4,478,775 | Live Nation Entertainment Inc | 3.50 | 17/08/2020 | 4,503,050 | 0.28 | |
| 5,089,425 | Macdermid Inc | 4.00 | 07/06/2020 | 5,135,535 | 0.32 | |
| 2,501,426 | Mauser Industrieverpackungen GmbH | 4.54 | 14/12/2016 | 2,509,556 | 0.16 | |
| 2,498,574 | Mauser Industrieverpackungen GmbH | 4.79 | 14/06/2017 | 2,506,694 | 0.15 | |
| 4,618,425 | McJunkin Red Man Corp | 5.00 | 08/11/2019 | 4,692,043 | 0.29 | |
| 6,100,000 | Media General Inc | 4.25 | 31/07/2020 | 6,172,468 | 0.38 | |
| 5,657,143 | MGM Resorts International | 3.50 | 19/12/2019 | 5,676,603 | 0.35 | |
| 15,603,907 | Michaels Stores Inc | 3.75 | 28/01/2020 | 15,686,763 | 0.97 | |
| 2,925,300 | Minimax Viking | 4.50 | 14/08/2020 | 2,948,468 | 0.18 | |
| 5,000,000 | Mitchell International Inc | 4.50 | 12/10/2020 | 5,039,575 | 0.31 | |
| 2,855,000 | Mitchell International Inc | 8.50 | 11/10/2021 | 2,904,077 | 0.18 | |
| 10,554,000 | Mohegan Tribal Gaming Authority | 5.50 | 19/11/2019 | 10,740,911 | 0.66 | |
| 5,161,000 | MoneyGram International Inc | 4.25 | 27/03/2020 | 5,219,061 | 0.32 | |
| 10,477,734 | Monitronics International Inc | 4.25 | 23/03/2018 | 10,580,311 | 0.65 | |
| 10,832,566 | MTL Publishing LLC | 4.25 | 29/06/2018 | 10,898,049 | 0.67 | |
| 3,682,896 | NRG Energy Inc | 2.75 | 01/07/2018 | 3,679,361 | 0.23 | |
| 10,200,000 | Nuveen Investments Inc | 4.17 | 13/05/2017 | 10,174,500 | 0.63 | |
| 4,430,000 | Nuveen Investments Inc | 6.50 | 28/02/2019 | 4,394,560 | 0.27 | |
| 4,428,900 | NXP BV | 3.25 | 11/01/2020 | 4,446,062 | 0.27 | |
| 7,616,191 | Ocwen Loan Servicing | 5.00 | 15/02/2018 | 7,723,769 | 0.48 | |
| 10,000,000 | Open Text ULC | 3.25 | 31/12/2020 | 10,025,000 | 0.62 | |
| 10,926,829 | Par Pharmaceutical Cos Inc | 4.25 | 30/09/2019 | 11,008,780 | 0.68 | |
| 16,021,845 | Peabody Energy Corp | 4.25 | 24/09/2020 | 16,157,550 | 1.00 | |
| 4,286,392 | Peninsula Gaming LLC | 4.25 | 20/11/2017 | 4,321,219 | 0.27 | |
| 6,635,408 | Pharmaceutical Product Development Inc | 4.00 | 05/12/2018 | 6,689,984 | 0.41 | |
| 5,203,850 | Pinnacle Entertainment Inc | 3.75 | 13/08/2020 | 5,234,423 | 0.32 | |
| 13,715,452 | Pinnacle Foods Finance LLC | 3.25 | 29/04/2020 | 13,721,487 | 0.85 | |
| 11,587,647 | PQ Corp | 4.50 | 07/08/2017 | 11,687,591 | 0.72 | |
| 5,237,634 | Protection One Inc | 4.25 | 20/03/2019 | 5,253,347 | 0.32 | |
| 4,140,000 | Quintiles Transnational Corp | 3.75 | 08/06/2018 | 4,143,602 | 0.26 | |
| 16,178,402 | Realogy Corp | 4.50 | 05/03/2020 | 16,378,124 | 1.01 | |
| 10,877,738 | Rexnord Corp | 4.00 | 21/08/2020 | 10,924,185 | 0.68 | |
| 11,652,804 | Reynolds Group Holdings Inc | 4.00 | 01/12/2018 | 11,775,916 | 0.73 | |
| 6,725,769 | Rite Aid Corp | 4.00 | 21/02/2020 | 6,764,980 | 0.42 | |
| 6,220,000 | Rite Aid Corp | 4.88 | 21/06/2021 | 6,326,238 | 0.39 | |
| 4,973,000 | Rite Aid Corp | 5.75 | 21/08/2020 | 5,111,324 | 0.32 | |
| 5,935,000 | Sabine Oil & Gas LLC | 8.75 | 31/12/2018 | 6,009,187 | 0.37 | |
| 4,910,000 | SAM Finance (Santander Asset Management) | 4.25 | 24/11/2020 | 4,928,413 | 0.30 | |
| 7,108,000 | Samson Investment Co | 5.00 | 25/09/2018 | 7,143,540 | 0.44 | |
| 17,245,000 | Scientific Games International Inc | 4.25 | 18/10/2020 | 17,303,202 | 1.07 | |
| 1,800,201 | Sealed Air Corp | 3.00 | 03/10/2018 | 1,808,923 | 0.11 | |
| 9,125,000 | Sears Roebuck Acceptance Corp | 5.50 | 30/06/2018 | 9,200,236 | 0.57 | |
| 3,980,000 | Sedgwick Claims Management Services Inc | 4.25 | 12/06/2018 | 4,009,810 | 0.25 | |
| 3,130,000 | Sedgwick CMS Holdings Inc | 8.00 | 12/12/2018 | 3,188,688 | 0.20 | |
| 11,997,363 | Serta Simmons Holdings LLC | 4.25 | 01/10/2019 | 12,084,344 | 0.75 | |
| 6,229,585 | ServiceMaster Co | 4.25 | 31/01/2017 | 6,180,527 | 0.38 | |
| 460,989 | Sheridan Holdings Inc | 4.50 | 29/06/2018 | 460,989 | 0.03 | |
| 11,171,749 | Sheridan Holdings Inc | 4.50 | 29/06/2018 | 11,231,126 | 0.69 | |
| 815,000 | Sheridan Holdings Inc | 8.25 | 13/12/2021 | 822,645 | 0.05 | |
| 5,419,050 | Shingle Springs Tribal Gaming | 6.25 | 29/08/2019 | 5,452,919 | 0.34 | |
| 2,000,000 | Ship Luxco 3 SARL | 4.50 | 30/11/2019 | 2,016,500 | 0.12 | |
| 12,525,293 | Sophia LP | 4.50 | 19/07/2018 | 12,615,350 | 0.78 | |
| 2,344,842 | Spectrum Brands Inc | 3.50 | 04/09/2019 | 2,352,744 | 0.15 | |
| 4,987,500 | Spin Holdco Inc | 4.25 | 14/11/2019 | 5,021,814 | 0.31 | |
| 10,118,764 | Springer Science+Business Media SA | 5.00 | 14/08/2020 | 10,178,819 | 0.63 | |
| 6,960,000 | Springleaf Finacial Funding Co | 4.75 | 30/09/2019 | 7,049,610 | 0.44 | |
| 4,649,802 | SRAM LLC | 4.03 | 10/04/2020 | 4,657,543 | 0.29 | |
| 24,675,111 | Station Casinos LLC | 5.00 | 02/03/2020 | 24,983,549 | 1.54 | |
| 8,074,885 | SunGard Data Systems Inc | 4.00 | 08/03/2020 | 8,140,494 | 0.50 | |
| 4,400,614 | SunGard Data Systems Inc | 4.50 | 31/01/2020 | 4,431,793 | 0.27 | |
| 4,069,550 | Syniverse Holdings Inc | 4.00 | 23/04/2019 | 4,083,549 | 0.25 | |
| 6,243,718 | Syniverse Holdings Inc - B Term Loan | 4.00 | 23/04/2019 | 6,281,430 | 0.39 | |
| 2,818,700 | TI Group Automotive Systems LLC | 5.50 | 28/03/2019 | 2,858,303 | 0.18 | |
| 3,365,000 | TMS International Corp | 4.50 | 16/10/2020 | 3,397,237 | 0.21 | |
| 2,606,834 | TransDigm Inc | 3.75 | 28/02/2020 | 2,617,209 | 0.16 | |
| 11,050,000 | Tribune Co | 4.00 | 15/11/2020 | 11,006,850 | 0.68 | |
| 2,995,000 | TWCC Holding Corp | 7.00 | 26/06/2020 | 3,084,865 | 0.19 | |
| 2,690,778 | Twin River Management Group Inc | 5.25 | 10/11/2018 | 2,725,758 | 0.17 | |
| 7,082,161 | United Air Lines Inc | 4.00 | 01/04/2019 | 7,135,277 | 0.44 | |
| 1,370,538 | United Surgical Partners International Inc | 4.25 | 19/04/2017 | 1,382,530 | 0.09 | |
| 4,112,381 | United Surgical Partners International Inc | 4.75 | 03/04/2019 | 4,141,270 | 0.26 | |
| 301,984 | Univision Communications Inc | 4.50 | 01/03/2020 | 303,895 | 0.02 | |
| 12,306,723 | Univision Communications Inc - Converted Extended First-Lien Term Loan | 4.50 | 01/03/2020 | 12,384,624 | 0.77 | |
| 13,160,076 | Univision Communications Inc - Incremental Term Loan | 4.00 | 01/03/2020 | 13,239,562 | 0.82 | |
| 6,788,700 | Univision Communications Inc - New First-Lien Term Loan | 4.50 | 01/03/2020 | 6,839,615 | 0.42 | |
| 5,304,190 | UPC Financing Partnership | 3.25 | 30/06/2021 | 5,302,864 | 0.33 | |
| 5,000,000 | US Airways Inc | 4.00 | 23/05/2019 | 5,040,000 | 0.31 | |
| 18,193,169 | US Foods Inc | 4.50 | 31/03/2019 | 18,394,021 | 1.14 | |
| 2,144,987 | Valeant Pharmaceuticals International Inc | 3.75 | 13/02/2019 | 2,162,565 | 0.13 | |
| 5,985,484 | Valeant Pharmaceuticals International Inc | 4.50 | 05/08/2020 | 6,034,744 | 0.37 | |
| 10,000,000 | Venetian Casino Resort LLC | 3.25 | 16/12/2020 | 10,008,350 | 0.62 | |
| 3,777,477 | Verint Systems Inc | 4.00 | 06/09/2019 | 3,802,031 | 0.23 | |
| 13,809,631 | Veyance Technologies Inc | 5.25 | 08/09/2017 | 13,880,820 | 0.86 | |
| 3,400,000 | Virgin Media Investment Holdings Ltd | 3.50 | 08/06/2020 | 3,411,900 | 0.21 | |
| 7,270,154 | Walter Investment Management Corp | 4.75 | 13/12/2020 | 7,299,234 | 0.45 | |
| 5,889,739 | Warner Music Group | 3.75 | 01/07/2020 | 5,900,046 | 0.36 | |
| 1,655,943 | West Corp | 3.75 | 30/06/2018 | 1,665,821 | 0.10 | |
| 2,977,444 | Windstream Corp | 3.50 | 23/01/2020 | 2,987,686 | 0.18 | |
| 米ドル合計 | 1,336,919,432 | 82.62 | ||||
| タームローン合計 | 1,477,212,459 | 91.28 | ||||
| 投資合計 | 1,572,015,153 | 97.14 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
