有価証券報告書(内国投資信託受益証券)-第2期(平成26年4月29日-平成26年10月27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)13-10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)13-10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