有価証券報告書(内国投資信託受益証券)-第10期(平成30年4月27日-平成30年10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
当該ファンドは、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(2017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	292,126,598
現金および現金同等物	25,152,772
投資有価証券売却による未収入金	8,714,623
発行済持分設定に係る未収入金	465,158
未収収益およびその他資産	1,823,712
資産合計	328,282,863
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	2,587,891
当座借越	1,928
持分解約に係る未払金	541,256
未払費用	375,097
投資有価証券購入による未払金	24,212,569
その他の未払金	174,955
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)	27,893,696
償還可能参加型持分の保有者に帰属する純資産	300,389,167

投資明細表(2017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

株数	内訳			公正価値	純資産 比率(%)
	普通株 0.18%(2016年12月31日付:0.00%)
	米ドル
27,504	Brock Holdings III Inc			550,072	0.18
	普通株合計			550,072	0.18
元本額	内訳	クーポン	満期日	公正価値	純資産 比率(%)
	資産担保証券 2.36%(2016年12月31日付:0.60%)
	米ドル
765,258	AIMCO CLO 2017-AX Class E	7.29%	20/07/2029	775,088	0.26
573,944	Annisa CLO Ltd 2016-2 Class E	8.61%	20/07/2028	590,561	0.20
637,715	Canyon Capital CLO Ltd 2017-1X Class E	7.51%	15/07/2030	644,130	0.21
382,629	Flatiron CLO Ltd 2017-1X Class E	7.45%	15/05/2030	387,499	0.13
510,172	Marble Point CLO X Ltd 2017-1X Class E	7.76%	15/10/2030	518,691	0.17
510,172	Milos CLO Ltd 2017-1X Class E	7.66%	20/10/2030	513,344	0.17
892,801	OCP CLO Ltd 2016-11 Class DR	7.87%	26/10/2030	901,404	0.30
892,801	OCP CLO Ltd 2017-13X Class D	7.93%	15/07/2030	920,198	0.31
1,020,344	Riserva CLO Ltd 2016-3A Class E	8.10%	18/10/2028	1,060,444	0.35
765,258	TIAA CLO Ltd 2017-1A Class E	7.21%	20/04/2029	769,543	0.26
	資産担保証券合計			7,080,902	2.36
	事業債6.94%(2016年12月31日付:3.09%)
	ユーロ
140,297	United Group BV	4.38%	01/07/2022	175,366	0.06
425,994	United Group BV	4.38%	01/07/2023	515,887	0.17
650,469	Wind Tre SpA	2.63%	20/01/2023	767,102	0.26
325,235	Wind Tre SpA	2.75%	20/01/2024	384,820	0.13
	ユーロ合計			1,843,175	0.62
	英ポンド
325,235	Stonegate Pub Co Financing Plc	4.88%	15/03/2022	440,484	0.15
718,067	Stonegate Pub Co Financing Plc	4.89%	15/03/2022	975,010	0.32
	英ポンド合計			1,415,494	0.47
	米ドル
536,956	1011778 B.C. ULC/New Red Finance Inc	5.00%	15/10/2025	543,668	0.18
451,502	Altice Financing SA	6.63%	15/02/2023	473,897	0.16
297,175	Altice US Finance I Corp	5.38%	15/07/2023	304,605	0.10
751,228	Ardagh Packaging Finance Plc/Ardagh Holdings USA Inc	4.25%	15/09/2022	766,253	0.25
836,682	Big River Steel LLC/BRS Finance Corp	7.25%	01/09/2025	886,883	0.30
318,023	Brock Holdings III Inc	15.00%	24/10/2022	318,023	0.11
766,533	BWAY Holding Co	5.50%	15/04/2024	799,111	0.27
366,048	Cheniere Corpus Christi Holdings LLC	5.13%	30/06/2027	379,556	0.13
323,959	Cheniere Corpus Christi Holdings LLC	5.88%	31/03/2025	351,698	0.12
316,817	Chesapeake Energy Corp	8.00%	15/12/2022	342,954	0.11
493,591	Dynegy Inc	7.63%	01/11/2024	531,845	0.18
432,371	Energy Transfer Equity LP	4.25%	15/03/2023	430,209	0.14
1,043,302	EP Energy LLC/Everest Acquisition Finance Inc	8.00%	15/02/2025	766,826	0.25
308,654	Harland Clarke Holdings Corp	8.38%	15/08/2022	322,081	0.11
284,421	Hertz Corp	7.63%	01/06/2022	298,642	0.10
343,091	International Game Technology Plc	5.63%	15/02/2020	358,959	0.12
497,418	MPT Operating Partnership LP/MPT Finance Corp	5.00%	15/10/2027	507,988	0.17
443,850	Navient Corp	5.50%	25/01/2023	444,404	0.15
332,887	NRG Energy Inc	6.25%	15/07/2022	347,867	0.12
316,307	PQ Corp	6.75%	15/11/2022	338,844	0.11
323,959	Precision Drilling Corp	7.75%	15/12/2023	341,777	0.11
633,889	Reynolds Group Issuer Inc/Reynolds Group Issuer LLC/Reynolds Group Issuer Lu	4.86%	15/07/2021	644,982	0.21
485,939	Sabine Pass Liquefaction LLC	5.63%	01/02/2021	521,254	0.17
369,875	Scientific Games International Inc	5.00%	15/10/2025	371,724	0.12
320,133	Scientific Games International Inc	7.00%	01/01/2022	338,140	0.11
447,676	SFR Group SA	6.00%	15/05/2022	453,831	0.15
327,786	Talen Energy Supply LLC	4.60%	15/12/2021	301,563	0.10
354,570	Targa Resources Partners LP/Targa Resources Partners Finance Corp	4.25%	15/11/2023	351,910	0.12
505,070	Tenet Healthcare Corp	4.63%	15/07/2024	494,338	0.16
330,336	Tenet Healthcare Corp	7.00%	01/08/2025	311,755	0.10
456,604	Univision Communications Inc	5.13%	15/02/2025	446,330	0.15
581,596	Valeant Pharmaceuticals International Inc	5.50%	01/11/2025	594,682	0.20
936,166	Valeant Pharmaceuticals International Inc	6.50%	15/03/2022	985,314	0.33
945,094	Valeant Pharmaceuticals International Inc	7.00%	15/03/2024	1,013,613	0.34
929,789	Wind Tre SpA	5.00%	20/01/2026	888,440	0.30
	米ドル合計			17,573,966	5.85
	事業債合計			20,832,635	6.94
	タームローン87.75%(2016年12月31日付:104.50%)
	ユーロ
376,978	Allnex (Luxembourg) & Cy SCA	3.25%	13/09/2023	454,513	0.15
930,882	Avast Holding BV	3.00%	30/09/2023	1,124,633	0.37
772,783	Befesa Medio Ambiente SA	0.00%	21/11/2022	935,502	0.31
403,572	Belron Finance US LLC	2.75%	07/11/2024	489,101	0.16
242,332	BMC Foreign Holding Co	0.00%	10/09/2022	291,917	0.10
1,391,238	BMC Foreign Holding Co Unlimited Co	0.00%	10/09/2022	1,675,911	0.56
177,673	Coherent Holding GmbH	3.00%	07/11/2023	215,578	0.07
939,159	Diamond (BC) BV	3.25%	06/09/2024	1,129,389	0.38
431,095	Dorna Sports SL	3.00%	12/04/2024	518,894	0.17
663,224	Eircom Finco Sarl	3.25%	19/04/2024	797,148	0.27
822,652	Elsan SAS	3.75%	31/10/2022	995,018	0.33
656,846	Euskaltel SA	2.75%	08/11/2024	789,305	0.26
630,253	Flamingo LUX II	3.25%	07/09/2023	760,345	0.25
322,301	Gardner Denver Inc	0.00%	30/07/2024	388,084	0.13
920,042	Gates Global LLC	3.25%	01/04/2024	1,110,542	0.37
625,192	Greeneden US Holdings I LLC	3.75%	01/12/2023	758,861	0.25
340,626	HomeVi	0.00%	31/10/2024	411,032	0.14
960,399	IGT Holding IV AB	0.00%	29/07/2024	1,159,492	0.39
855,049	Ineos US Finance LLC	0.00%	01/04/2024	1,026,230	0.34
394,675	Infor (US) Inc	3.25%	01/02/2022	476,038	0.16
235,955	Interoute Finco Plc	3.25%	14/11/2023	284,255	0.09
247,433	Intervias Finco Ltd	4.00%	30/01/2023	299,015	0.10
125,223	KIWI VFS Sub II Sarl	3.25%	29/07/2024	151,402	0.05
548,323	McAfee LLC	4.25%	30/09/2024	661,636	0.22
850,712	Nets Holding A/S	0.00%	29/11/2024	1,026,004	0.34
346,917	NewCo Sab BidCo	3.00%	22/04/2024	416,607	0.14
445,763	Nidda Healthcare Holding AG	0.00%	20/09/2024	536,947	0.18
89,918	Nidda Healthcare Holding AG	0.00%	27/09/2024	108,311	0.04
17,622	Nomad Foods Ltd B Term Loan	0.00%	15/05/2024	21,245	0.01
41,048	Nomad Foods Ltd Delayed Term Loan	0.00%	15/05/2024	49,486	0.02
326,601	Obol France 3 SAS	3.25%	11/04/2023	395,328	0.13
437,728	PI UK Holdco II Ltd	0.00%	02/12/2024	525,132	0.18
862,568	Quintiles IMS Inc	2.75%	07/03/2024	1,042,893	0.35
656,740	Rain Carbon GmbH	0.00%	11/12/2024	790,589	0.26
200,867	Refresco Holding BV	0.00%	26/09/2024	241,782	0.08
1,240,499	SFR Group SA	3.00%	31/07/2025	1,443,213	0.48
390,282	Shilton Bidco Ltd	3.25%	12/07/2024	469,236	0.16
478,315	SIG Combibloc Holdings SCA	3.25%	11/03/2022	577,562	0.19
244,940	Solenis International LP	4.50%	31/07/2021	295,227	0.10
255,086	Techem GmbH	3.00%	02/10/2024	307,009	0.10
382,629	Tennessee Acquisition BV	0.00%	27/01/2023	461,758	0.15
980,435	Verallia Packaging SAS	2.75%	31/10/2022	1,175,893	0.39
1,275,430	Ziggo Secured Finance BV	3.00%	15/04/2025	1,528,190	0.51
	ユーロ合計			28,316,253	9.43
	英ポンド
452,778	Intervias Finco Ltd	5.44%	30/01/2023	616,516	0.21
250,448	KIWI VFS Sub II Sarl	4.52%	29/07/2024	341,461	0.11
290,543	Nidda Healthcare Holding AG	0.00%	20/09/2024	394,425	0.13
1,167,018	Virgin Media SFA Finance Ltd	4.84%	15/01/2027	1,577,106	0.52
	英ポンド合計			2,929,508	0.97
	米ドル
739,178	1011778 B.C. Unlimited Liability Co	3.87%	16/02/2024	739,770	0.25
847,242	99c Only Stores	8.03%	13/01/2022	825,002	0.27
883,783	Acadia Healthcare Co Inc	4.14%	16/02/2023	889,969	0.30
1,605,235	Acosta Inc	4.82%	26/09/2021	1,417,960	0.47
1,462,137	Advanced Disposal Services Inc	3.74%	10/11/2023	1,467,620	0.49
561,189	Advantage Sales & Marketing Inc	7.88%	25/07/2022	527,518	0.18
162,439	Advantage Sales & Marketing Inc B-2 Term Loan	4.63%	23/07/2021	158,784	0.05
1,243,061	Advantage Sales & Marketing Inc Initial Term Loan	4.63%	23/07/2021	1,215,092	0.40
188,764	Air Medical Group Holdings Inc	0.00%	26/09/2024	189,511	0.06
547,285	Air Medical Group Holdings Inc	4.94%	28/04/2022	546,065	0.18
352,782	Air Medical Group Holdings Inc	5.67%	28/04/2022	353,267	0.12
540,747	Albertson's LLC	4.32%	25/08/2021	530,822	0.18
1,015,851	Albertson's LLC	4.46%	22/06/2023	996,662	0.33
1,095,240	Albertson's LLC	4.68%	21/12/2022	1,075,077	0.36
339,252	AlixPartners LLP	4.44%	04/04/2024	341,492	0.11
77,772	Allnex (Luxembourg) & Cy SCA Tranche B-2 Term Loan	4.71%	13/09/2023	78,332	0.03
58,593	Allnex (Luxembourg) & Cy SCA Tranche B-3 Term Loan	4.71%	13/09/2023	59,014	0.02
923,081	Altice US Finance I Corp	3.82%	28/07/2025	920,967	0.31
586,018	AMC Entertainment Holdings Inc	3.73%	15/12/2022	589,212	0.20
1,862,086	American Builders & Contractors Supply Co Inc	4.07%	31/10/2023	1,872,207	0.62
926,239	American Teleconferencing Services Ltd	7.90%	08/12/2021	914,082	0.30
303,461	Americold Realty Operating Partnership LP	5.32%	01/12/2022	307,256	0.10
1,066,138	Applied Systems Inc	4.94%	19/09/2024	1,078,799	0.36
560,534	Aristocrat Leisure Ltd	3.36%	20/10/2021	563,922	0.19
761,432	Ashland LLC	3.57%	17/05/2024	766,667	0.26
1,027,742	Avast Holding BV	4.44%	30/09/2023	1,036,236	0.35
517,761	Avis Budget Car Rental LLC	3.70%	15/03/2022	518,602	0.17
1,854,086	Avolon TLB Borrower 1 (US) LLC	3.75%	21/03/2022	1,843,221	0.61
1,932,535	Bass Pro Group LLC	6.57%	25/09/2024	1,930,119	0.64
920,063	BCP Raptor LLC	5.73%	24/06/2024	925,818	0.31
1,235,892	BCP Renaissance Parent LLC	5.38%	31/10/2024	1,252,267	0.42
484,663	Beacon Roofing Supply Inc	0.00%	02/01/2025	486,733	0.16
271,577	Belmond Interfin Ltd	4.32%	03/07/2024	272,256	0.09
1,575,135	Berlin Packaging LLC	4.77%	01/10/2021	1,587,823	0.53
783,114	Berlin Packaging LLC	8.12%	30/09/2022	792,417	0.26
969,244	Berry Global Inc	3.77%	01/10/2022	974,275	0.32
1,405,851	BJ's Wholesale Club Inc	4.95%	03/02/2024	1,385,206	0.46
417,767	BJ's Wholesale Club Inc	8.95%	03/02/2025	409,086	0.14
823,246	Boyd Gaming Corp	3.98%	15/09/2023	828,790	0.28
1,012,270	Brickman Group Ltd LLC	4.43%	18/12/2020	1,019,058	0.34
107,223	Brickman Group Ltd LLC	7.99%	17/12/2021	107,960	0.04
553,307	BWay Holding Co	4.60%	03/04/2024	556,320	0.19
999,937	Caesars Resort Collection LLC	4.34%	23/12/2024	1,005,652	0.33
709,644	Calpine Corp	4.20%	15/01/2023	709,988	0.24
657,452	Calpine Corp	4.20%	31/05/2023	657,863	0.22
99,739	Calpine Corp	4.20%	15/01/2024	99,715	0.03
1,409,258	Capital Automotive LP	4.07%	25/03/2024	1,414,895	0.47
897,569	Capital Automotive LP	7.57%	24/03/2025	924,496	0.31
546,792	Catalent Pharma Solutions Inc	3.82%	20/05/2024	549,698	0.18
2,104,460	CenturyLink Inc	4.32%	31/01/2025	2,033,434	0.68
795,868	CEOC LLC	4.07%	07/10/2024	797,735	0.27
754,143	CH Hold Corp	4.57%	01/02/2024	759,803	0.25
1,011,426	Change Healthcare Holdings Inc	4.32%	01/03/2024	1,014,399	0.34
1,058,352	Charter Communications Operating LLC	0.00%	30/04/2025	1,060,241	0.35
321,919	Chesapeake Energy Corp	8.95%	23/08/2021	343,568	0.11
1,309,867	CHS/Community Health Systems Inc	4.23%	31/12/2019	1,271,763	0.42
1,089,764	CHS/Community Health Systems Inc	4.48%	27/01/2021	1,041,928	0.35
353,549	Cidron Healthcare Ltd	3.94%	25/10/2023	355,450	0.12
1,446,557	Citco Funding LLC	4.57%	31/03/2022	1,461,478	0.49
936,876	CityCenter Holdings LLC	4.07%	18/04/2024	942,207	0.31
1,699,174	Clark Equipment Co	4.19%	18/05/2024	1,708,945	0.57
577,532	ClubCorp Holdings Inc	4.94%	18/09/2024	580,645	0.19
1,048,750	Communications Sales & Leasing Inc	4.57%	24/10/2022	1,015,652	0.34
713,220	Compass Power Generation LLC	0.00%	20/12/2024	719,162	0.24
1,141,948	Concentra Inc	4.49%	01/06/2022	1,150,033	0.38
1,552,203	Consolidated Communications Inc	4.57%	05/10/2023	1,529,114	0.51
553,425	Consolidated Container Co LLC	5.07%	22/05/2024	556,422	0.19
953,163	ConvergeOne Holdings Corp	6.45%	20/06/2024	956,337	0.32
1,900,391	Cowlitz Tribal Gaming Authority	12.07%	06/12/2021	2,133,189	0.71
1,323,279	CPI Acquisition Inc	5.96%	17/08/2022	965,994	0.32
1,533,626	Crosby US Acquisition Corp	4.45%	23/11/2020	1,498,966	0.50
653,020	Crosby US Acquisition Corp	7.45%	22/11/2021	601,432	0.20
1,126,531	CSC Holdings LLC	3.74%	17/07/2025	1,123,800	0.37
919,109	CSC SW Holdco Inc	5.15%	14/11/2022	927,151	0.31
1,638,934	Cumulus Media Holdings Inc	4.82%	23/12/2020	1,412,556	0.47
513,986	Cypress Intermediate Holdings III Inc	4.57%	29/04/2024	515,463	0.17
773,461	DaVita Inc	4.32%	24/06/2021	780,712	0.26
814,442	Del Monte Foods Inc	4.70%	18/02/2021	656,355	0.22
1,201,455	Dell International LLC	3.57%	07/09/2023	1,202,278	0.40
2,294,060	Delta 2 (Lux) Sarl	4.57%	01/02/2024	2,309,831	0.77
294,624	DigiCert Inc	6.13%	31/10/2024	298,767	0.10
2,073,906	DTZ US Borrower LLC	4.71%	04/11/2021	2,050,201	0.68
2,530,392	Dynegy Inc	0.00%	07/02/2024	2,545,511	0.85
2,087,623	Eastern Power LLC	5.32%	02/10/2023	2,109,052	0.70
898,695	EIG Investors Corp	5.46%	09/02/2023	905,719	0.30
381,241	Eldorado Resorts Inc	3.77%	17/04/2024	382,015	0.13
1,877,239	Emerald Expositions Holding Inc	4.42%	22/05/2024	1,892,200	0.63
2,683,420	Endo Luxembourg Finance Co I Sarl	5.88%	29/04/2024	2,704,391	0.90
1,138,959	Energy Future Intermediate Holding Co LLC	4.57%	30/06/2018	1,142,820	0.38
879,519	Energy Transfer Equity LP	3.50%	02/02/2024	877,320	0.29
1,501,743	Envision Healthcare Corp	4.57%	01/12/2023	1,507,682	0.50
1,318,544	ESH Hospitality Inc	3.82%	30/08/2023	1,323,832	0.44
531,470	Evergreen Skills Lux Sarl	6.32%	28/04/2021	513,153	0.17
400,277	Evergreen Skills Lux Sarl	9.82%	28/04/2022	357,081	0.12
547,159	Exgen Renewables IV LLC	4.47%	28/11/2024	553,999	0.18
1,244,111	Filtration Group Corp	4.38%	23/11/2020	1,256,359	0.42
491,041	FinCo I LLC	4.32%	27/12/2022	497,424	0.17
2,936,040	First Data Corp	3.80%	26/04/2024	2,940,503	0.98
471,909	Flying Fortress Holdings LLC	3.69%	30/10/2022	476,038	0.16
284,112	Fort Dearborn Holding Co Inc	5.34%	19/10/2023	284,734	0.09
389,871	Forterra Finance LLC	4.57%	25/10/2023	365,840	0.12
1,589,709	Four Seasons Holdings Inc	4.07%	30/11/2023	1,601,139	0.53
262,463	Frontier Communications Corp	4.32%	31/03/2021	253,278	0.08
1,953,072	Frontier Communications Corp	5.32%	15/06/2024	1,879,832	0.63
636,440	Gavilan Resources LLC	7.46%	01/03/2024	633,789	0.21
1,280,054	General Nutrition Centers Inc	4.07%	04/03/2019	1,062,445	0.35
1,263,881	Go Daddy Operating Co LLC	3.82%	15/02/2024	1,268,696	0.42
1,143,551	Golden Entertainment Inc	4.51%	21/10/2024	1,146,884	0.38
484,408	Golden Entertainment Inc	8.51%	20/10/2025	488,950	0.16
501,282	Gray Television Inc	3.61%	07/02/2024	504,774	0.17
80,966	Greeneden US Holdings I LLC	5.44%	01/12/2023	81,522	0.03
977,074	Grifols Worldwide Operations Ltd	3.74%	31/01/2025	979,957	0.33
1,508,609	Grosvenor Capital Management Holdings LLLP	4.57%	18/08/2023	1,514,900	0.50
421,734	GTT Communications Inc	4.88%	09/01/2024	425,249	0.14
388,502	Guggenheim Partners Investment Management Holdings LLC	4.32%	21/07/2023	388,664	0.13
1,086,672	GW Honos Security Corp	4.97%	24/05/2024	1,094,142	0.36
789,296	Harland Clarke Holdings Corp	6.44%	30/11/2020	793,736	0.26
506,346	Harsco Corp	0.00%	02/11/2023	513,518	0.17
1,004,562	HB Fuller Co	3.75%	20/10/2024	1,008,816	0.34
685,078	HCA Inc	3.57%	17/03/2023	688,884	0.23
171,757	HD Supply Inc	4.19%	17/10/2023	173,331	0.06
905,555	HD Supply Waterworks LTD	4.46%	01/08/2024	913,764	0.30
859,290	Helix Gen Funding LLC	5.44%	03/06/2024	863,092	0.29
572,671	Hertz Corp	4.32%	30/06/2023	572,313	0.19
650,859	Hilton Worldwide Finance LLC	3.55%	25/10/2023	654,804	0.22
1,478,094	Husky Injection Molding Systems Ltd	4.82%	30/06/2021	1,487,228	0.50
701,444	Hyland Software Inc	4.82%	01/07/2022	707,147	0.24
118,615	Hyland Software Inc	8.57%	07/07/2025	121,580	0.04
383,012	Hyster-Yale Group Inc	5.57%	30/05/2023	386,363	0.13
1,533,577	iHeartCommunications Inc	8.44%	30/01/2019	1,154,653	0.38
738,873	INC Research Holdings Inc	3.82%	01/08/2024	740,893	0.25
274,217	Ineos US Finance LLC	0.00%	01/04/2024	274,891	0.09
1,218,608	Infor (US) Inc	4.44%	01/02/2022	1,223,945	0.41
812,704	Intelsat Jackson Holdings SA	0.00%	02/01/2024	822,696	0.27
2,507,755	Intelsat Jackson Holdings SA	4.21%	30/06/2019	2,505,009	0.83
2,234,360	Jaguar Holding Co I LLC	4.38%	18/08/2022	2,240,326	0.75
150,506	Jo-Ann Stores LLC	6.55%	20/10/2023	145,614	0.05
70,528	Kenan Advantage Group Holdings Corp Initial Canadian Term Loan	4.57%	29/07/2022	70,851	0.02
231,395	Kenan Advantage Group Holdings Corp Initial US Term Loan	4.57%	29/07/2022	232,455	0.08
642,705	KFC Holding Co	3.49%	16/06/2023	647,327	0.22
919,612	Kronos Acquisition Intermediate Inc	6.17%	26/08/2022	926,969	0.31
1,063,193	Kronos Inc	4.90%	01/11/2023	1,071,502	0.36
265,289	Kronos Inc	9.63%	01/11/2024	275,967	0.09
976,979	Level 3 Financing Inc	3.70%	22/02/2024	978,376	0.33
290,814	Lions Gate Entertainment Corp	3.82%	08/12/2023	291,723	0.10
1,151,075	Mallinckrodt International Finance SA	4.44%	24/09/2024	1,150,868	0.38
689,743	Match Group Inc	3.85%	16/11/2022	695,778	0.23
66,157	McAfee LLC	6.07%	30/09/2024	66,038	0.02
310,827	McAfee LLC	10.07%	29/09/2025	312,383	0.10
684,020	Mediacom Illinois LLC	3.74%	15/02/2024	687,871	0.23
750,550	MGM Growth Properties Operating Partnership LP	3.82%	25/04/2023	754,434	0.25
826,749	Midas Intermediate Holdco II LLC	4.44%	18/08/2021	828,299	0.28
1,693,837	Milacron LLC	4.32%	28/09/2023	1,697,724	0.57
479,740	Minimax Viking GmbH	4.07%	14/08/2023	482,139	0.16
165,045	Mission Broadcasting Inc	3.86%	17/01/2024	165,708	0.06
65,199	Mitchell International Inc Delayed Draw Term Loan	0.00%	29/11/2024	65,310	0.02
808,470	Mitchell International Inc Initial Term Loan	0.00%	29/11/2024	809,845	0.27
310,128	MKS Instruments Inc	3.57%	01/05/2023	312,066	0.10
457,300	Mohegan Tribal Gaming Authority	5.37%	13/10/2021	460,729	0.15
1,344,750	Mohegan Tribal Gaming Authority	5.62%	13/10/2023	1,358,829	0.45
1,760,760	MPH Acquisition Holdings LLC	4.69%	07/06/2023	1,766,263	0.59
932,339	MRC Global (US) Inc	5.07%	20/09/2024	942,250	0.31
291,555	MTN Infrastructure TopCo Inc	0.00%	15/11/2024	292,041	0.10
297,693	MTN Infrastructure TopCo Inc	4.82%	15/11/2024	299,462	0.10
487,869	Mueller Water Products Inc	4.11%	25/11/2021	491,731	0.16
919,519	National Mentor Holdings Inc	4.69%	31/01/2021	929,004	0.31
1,283,064	Nautilus Power LLC	5.82%	16/05/2024	1,299,506	0.43
1,307,386	Nexstar Broadcasting Inc	3.86%	17/01/2024	1,312,635	0.44
284,421	Nomad Foods Ltd	3.73%	15/05/2024	285,061	0.09
992,792	NRG Energy Inc	3.94%	30/06/2023	994,560	0.33
448,951	Numericable US LLC	4.35%	31/01/2026	433,658	0.14
516,566	On Assignment Inc	3.57%	03/06/2022	520,117	0.17
777,891	ON Semiconductor Corp	3.57%	31/03/2023	782,387	0.26
895,384	Optiv Inc	4.63%	01/02/2024	838,303	0.28
367,324	Optiv Inc	8.63%	31/01/2025	331,051	0.11
235,365	Penn Engineering & Manufacturing Corp	4.32%	27/06/2024	236,541	0.08
503,814	Penn National Gaming Inc	4.07%	19/01/2024	506,522	0.17
947,297	PetSmart Inc	4.57%	11/03/2022	760,950	0.25
335,307	Ply Gem Industries Inc	4.69%	01/02/2021	338,170	0.11
837,575	Post Holdings Inc	3.82%	24/05/2024	841,616	0.28
532,688	PQ Corp	4.63%	04/11/2022	537,729	0.18
1,893,840	Presidio LLC	4.60%	02/02/2022	1,903,310	0.63
863,961	Prestige Brands Inc	4.32%	26/01/2024	870,579	0.29
1,777,793	Prime Security Services Borrower LLC	4.32%	02/05/2022	1,792,984	0.60
591,485	ProAmpac PG Borrower LLC	4.95%	20/11/2023	597,217	0.20
203,584	Project Ruby Ultimate Parent Corp	5.00%	09/02/2024	205,281	0.07
728,467	Quikrete Holdings Inc	4.32%	15/11/2023	730,827	0.24
2,209,583	Rackspace Hosting Inc	4.38%	03/11/2023	2,211,583	0.74
932,339	Radiate Holdco LLC	0.00%	01/02/2024	923,888	0.31
825,331	Radiate Holdco LLC	4.57%	01/02/2024	820,395	0.27
686,188	Realogy Group LLC	3.82%	20/07/2022	688,871	0.23
1,005,908	Reynolds Group Holdings Inc	4.32%	05/02/2023	1,011,792	0.34
917,286	Riverbed Technology Inc	4.82%	24/04/2022	904,930	0.30
427,825	RPI Finance Trust	3.69%	27/03/2023	430,180	0.14
335,872	Sally Holdings LLC	4.13%	05/07/2024	335,872	0.11
515,274	Sally Holdings LLC	4.50%	05/07/2024	515,382	0.17
2,167,145	Scientific Games International Inc	4.70%	14/08/2024	2,187,310	0.73
1,609,234	Seaworld Parks & Entertainment Inc	4.69%	01/04/2024	1,594,003	0.53
1,340,667	Sedgwick Claims Management Services Inc	4.32%	01/03/2021	1,343,181	0.45
331,663	Sedgwick Claims Management Services Inc	4.94%	01/03/2021	333,044	0.11
233,404	Sedgwick Claims Management Services Inc	7.23%	28/02/2022	235,738	0.08
186,213	Sedgwick Claims Management Services Inc	7.32%	28/02/2022	187,842	0.06
750,518	Servicemaster Co LLC	4.07%	08/11/2023	754,458	0.25
1,336,249	SIG Combibloc Holdings SCA	4.57%	11/03/2022	1,344,226	0.45
744,442	Signode Industrial Group Lux SA	4.38%	01/05/2021	747,237	0.25
1,349,405	Sinclair Television Group Inc	0.00%	12/12/2024	1,348,778	0.45
348,327	Solenis International LP	0.00%	31/07/2022	334,394	0.11
798,908	Solenis International LP	4.73%	31/07/2021	802,907	0.27
1,186,213	Solera LLC	4.82%	03/03/2023	1,195,359	0.40
1,807,151	Sophia LP	4.94%	30/09/2022	1,811,299	0.60
2,045,634	Sprint Communications Inc	4.13%	02/02/2024	2,047,423	0.68
1,613,929	Staples Inc	5.49%	12/09/2024	1,585,484	0.53
1,429,176	Station Casinos LLC	4.06%	08/06/2023	1,433,435	0.48
514,176	Surgery Center Holdings Inc	4.82%	02/09/2024	509,677	0.17
195,925	Switch Ltd	3.81%	27/06/2024	196,783	0.07
581,800	Syniverse Holdings Inc Initial Term Loan	4.57%	23/04/2019	573,134	0.19
434,630	Syniverse Holdings Inc Tranche B Term Loan	4.57%	23/04/2019	428,156	0.14
781,200	Talen Energy Supply LLC	5.57%	15/07/2023	787,629	0.26
1,371,277	Talen Energy Supply LLC	5.57%	15/04/2024	1,382,562	0.46
1,475,985	Team Health Holdings Inc	4.32%	06/02/2024	1,440,938	0.48
799,695	Telenet Financing USD LLC	0.00%	01/03/2026	803,273	0.27
1,054,558	Telesat Canada	4.70%	17/11/2023	1,060,654	0.35
823,615	Tempo Acquisition LLC	4.57%	01/05/2024	821,812	0.27
1,218,751	TMS International Corp	4.47%	14/08/2024	1,223,321	0.41
990,768	Trans Union LLC	3.57%	10/04/2023	995,787	0.33
1,649,429	Transdigm Inc	4.36%	09/06/2023	1,653,775	0.55
765,258	Traverse Midstream Partners LLC	5.85%	27/09/2024	776,450	0.26
62,032	Tricorbraun Holdings Inc	5.39%	30/11/2023	61,935	0.02
614,120	Tricorbraun Holdings Inc	5.44%	30/11/2023	613,162	0.20
528,028	Trident TPI Holdings Inc	4.67%	17/10/2024	531,658	0.18
2,163,908	Twin River Management Group Inc	5.19%	10/07/2020	2,195,469	0.73
796,965	United AirLines Inc	3.38%	01/04/2024	799,886	0.27
1,076,463	Unitymedia Hessen GmbH & Co KG	3.73%	30/09/2025	1,078,890	0.36
837,255	Univar USA Inc	4.07%	01/07/2024	841,140	0.28
1,656,372	Univision Communications Inc	4.32%	15/03/2024	1,653,382	0.55
899,178	UPC Financing Partnership	3.98%	15/01/2026	899,929	0.30
1,528,472	US Foods Inc	4.07%	27/06/2023	1,539,118	0.51
2,645,969	Valeant Pharmaceuticals International Inc	4.94%	01/04/2022	2,686,704	0.89
526,896	Vantiv LLC	3.48%	14/10/2023	530,445	0.18
758,211	VF Holding Corp	4.82%	30/06/2023	764,978	0.25
591,800	VICI Properties 1 LLC	0.00%	20/12/2024	592,826	0.20
534,747	Vistra Operations Co LLC	3.83%	04/08/2023	538,258	0.18
3,017,579	Vistra Operations Co LLC	4.02%	04/08/2023	3,037,389	1.01
226,019	Vistra Operations Co LLC	4.20%	14/12/2023	227,896	0.08
864,986	Wand Intermediate I LP	4.62%	17/09/2021	872,287	0.29
854,538	Wand Intermediate I LP	8.60%	19/09/2022	859,520	0.29
924,920	Welbilt Inc	4.32%	03/03/2023	933,402	0.31
1,302,214	West Corporation	5.35%	10/10/2024	1,307,364	0.44
139,947	Western Digital Corp	3.57%	29/04/2023	140,611	0.05
1,185,946	WEX Inc	4.32%	30/06/2023	1,193,251	0.40
1,167,213	WideOpenWest Finance LLC	4.75%	18/08/2023	1,158,458	0.39
873,159	WMG Acquisition Corp	3.64%	01/11/2023	875,002	0.29
451,502	Wrangler Buyer Corp	4.57%	27/09/2024	455,049	0.15
782,397	Zayo Group LLC	3.80%	19/01/2024	785,910	0.26
770,615	Ziggo Secured Finance Partnership	3.98%	15/04/2025	765,479	0.25
	米ドル合計			232,346,377	77.35
	タームローン合計			263,592,138	87.75
	投資合計			292,055,747	97.23

為替先渡契約 0.02%(2016年12月31日付:0.54%)
	未実現利益 米ドル	純資産比率(%)
為替先渡契約に係る未実現利益合計	70,851	0.02
	公正価値 米ドル	純資産比率(%)
損益を通じて公正価値評価される金融資産合計	292,126,598	97.25
為替先渡契約 (0.86%)(2016年12月31日付:(12.39%))
	未実現損失 米ドル	純資産比率(%)
為替先渡契約に係る未実現損失合計	(2,587,891)	(0.86)
	公正価値 米ドル	純資産比率(%)
損益を通じて公正価値評価される金融負債合計	(2,587,891)	(0.86)
損益を通じて公正価値評価される純金融資産	289,538,707	96.39
その他純資産	10,850,460	3.61
償還可能参加型持分の保有者に帰属する純資産	300,389,167	100.00