- 有報資料
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有価証券報告書(内国投資信託受益証券)-第1期(平成27年5月29日-平成28年5月25日)
(4)【附属明細表】
該当事項はありません。
該当事項はありません。
第3 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
(参考)
当ファンドは、「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ-クラスI3$シェアーズ」投資証券及び「日本短期公社債マザーファンド」受益証券を主要投資対象としており、貸借対照表の資産の部に計上された「投資証券」は、すべて「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ-クラスI3$シェアーズ」の投資証券であり、「親投資信託受益証券」は、すべて「日本短期公社債マザーファンド」の受益証券であります。
各ファンドの状況は次の通りであります。
なお、以下に記載した情報は監査の対象外であります。
「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ-クラスI3$シェアーズ」は、「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ」の個別クラスとなっております。
「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ」は、ケイマンの法律に基づき設立された米ドル建外国投資法人であります。同ファンドの平成27年10月31日現在の財務書類は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。
同ファンドの投資有価証券明細表、資産・負債計算書、損益計算書及び純資産変動計算書は、同ファンドの投資顧問会社兼管理事務代行会社であるイートン・バンス・マネジメントから入手した財務書類の原文の一部を翻訳・抜粋したものであります。
(1)投資有価証券明細表
2015年10月31日現在(米ドル表示)
シニア変動利付有価証券-93.8%(1)
普通株式-0.2%
転換優先株式-0.0%(6)
短期投資証券-7.3%
投資有価証券明細表のそれぞれの投資カテゴリーに表示されているパーセンテージは純資産を基にしています。
(1)シニア変動利付商品(シニアローン)は、余剰のキャッシュフローから繰上返済が要求されることや、債務者に自身の選択で返済を認めることがあります。債務者が返済する程度は、契約上の要求もしくは債務者の選択によるものであれ、正確に予測することはできません。結果として、実際の残存期間は記載された規定の満期より短くなることがあります。ただし、シニアローンの予想平均残存期間は概ね2年から4年程度となっています。規定の利率は、シニアローンファシリティの契約全ての加重平均利率を表し、存在する場合は、一時借入ローン契約に係る契約費用を含みます。一般的にシニアローンの利率は、日次、月次、四半期毎、あるいは半期毎に、基礎となる貸出利率にプレミアムを加算することにより再算定されます。これらの基礎となる貸出金利は、第一にロンドン・インターバンク・オファード・レート(LIBOR)であり、第二に、単一もしくは多数の主要な米国銀行によって提示されるプライム・レート(Prime Rate)や譲渡性預金証書(CD)のレート、もしくは営利を目的とした貸し手により使用されるその他の基礎となる貸出利率です。
(2)当該シニアローンは、2015年10月31日以降に、受渡しされ利率が決定される予定です。
(3)開示を目的とした公正価値測定では、当該証券はレベル3に分類されます。レベル3とは米国会計基準における3段階の公正価値評価法による価格で、市場での価格は観察不可能だが、市場関係者による最善の情報を仮定とした価格に相当します。
(4)現在、発行体は利息支払に関してデフォルトであります。
(5)一時借入の、または部分的に一時借入のローン契約です。
(6)合計は、0.05%未満です。
(7)当該証券は、シニアローンの再構築に関連して取得されており、転売時に制限を受けることがあります。
(8)無利息証券です。
(9)イートン・バンスのポートフォリオが利用可能な関連投資会社であり、高格付けの米ドル建てマネー・マーケット投資証券に投資を行うファンドです。表示の利回りは、2015年10月31日時点の7日間の年率換算利回りです。
略語:
DIP-占有債務継続者(Debtor In Possession)のことであり、一般的にDIPローンとは破産法を申請した企業が一時的な運転資金融資として発行するローンのことです。※
PIK-ペイメント・イン・カインド(Payment In Kind)債のことであり、利払いが現金ではなく、既存の債務に対して発生する追加的債務の形式で行われる債務のことです。※
※は新光投信にて追記
(2)資産・負債計算書
(米ドル表示)
クラスI3$シェアーズ
(3)損益計算書
(米ドル表示)
(4)純資産変動計算書
(米ドル表示)
| 第1 有価証券明細表 (1)株式 |
該当事項はありません。
| (2)株式以外の有価証券 |
| 通貨 | 種 類 | 銘 柄 | 券面総額 | 評価額 | 備考 |
| 日本円 | 親投資信託受益証券 | 日本短期公社債マザーファンド | 2,982,108 | 3,000,000 | |
| 日本円建小計 | 2,982,108 | 3,000,000 | |||
| 米ドル | 投資証券 | イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ - クラスⅠ3$シェアーズ | 2,031,303.144 | 19,480,197.15 | |
| 米ドル建小計 | 2,031,303.144 | 19,480,197.15 | |||
| (2,145,938,518) | |||||
| 合計 | 2,148,938,518 | ||||
| (2,145,938,518) | |||||
| (注)親投資信託受益証券及び投資証券における券面総額欄の数値は、口数及び証券数を表示しております。 |
| 有価証券明細表注記 |
| 1.小計欄の( )内は、邦貨換算額であります。 |
| 2.合計欄の記載は、邦貨金額であります。( )内は、外貨建有価証券に係るもので、内書であります。 |
| 3.外貨建有価証券の内訳 |
| 通貨 | 銘柄数 | 組入投資証券 時価比率 | 有価証券の 合計金額に 対する比率 | |
| 米ドル | 投資証券 | 1銘柄 | 98.5% | 99.9% |
| (注1)組入投資証券時価比率は、純資産総額に対する各通貨毎の評価額小計の割合であります。 |
| (注2)有価証券の合計額に対する比率は、邦貨建有価証券評価額及び外貨建有価証券の邦貨換算評価額の合計に対する各通貨毎の評価額小計の割合であります。 |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 「注記表(デリバティブ取引等関係)」に記載しております。 |
(参考)
当ファンドは、「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ-クラスI3$シェアーズ」投資証券及び「日本短期公社債マザーファンド」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「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ-クラスI3$シェアーズ」の投資証券であり、「親投資信託受益証券」は、すべて「日本短期公社債マザーファンド」の受益証券であります。
各ファンドの状況は次の通りであります。
なお、以下に記載した情報は監査の対象外であります。
「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ-クラスI3$シェアーズ」は、「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ」の個別クラスとなっております。
「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ」は、ケイマンの法律に基づき設立された米ドル建外国投資法人であります。同ファンドの平成27年10月31日現在の財務書類は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。
同ファンドの投資有価証券明細表、資産・負債計算書、損益計算書及び純資産変動計算書は、同ファンドの投資顧問会社兼管理事務代行会社であるイートン・バンス・マネジメントから入手した財務書類の原文の一部を翻訳・抜粋したものであります。
(1)投資有価証券明細表
2015年10月31日現在(米ドル表示)
シニア変動利付有価証券-93.8%(1)
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 航空および軍需-1.4% | ||||
| IAP Worldwide Services, Inc. | Revolving Loan, Maturing July 18, 2018(2) | 133 | 122,162 | |
| IAP Worldwide Services, Inc. | Term Loan - Second Lien, 8.00%, Maturing July 18, 2019(3) | 181 | 144,882 | |
| Silver II US Holdings, LLC | Term Loan, 4.00%, Maturing December 13, 2019 | 2,916 | 2,687,726 | |
| TransDigm, Inc | Term Loan, 3.75%, Maturing February 28, 2020 | 5,469 | 5,409,585 | |
| 8,364,355 | ||||
| 空運-0.2% | ||||
| Virgin America, Inc. | Term Loan, 4.50%, Maturing April 4, 2019 | 1,725 | 1,472,460 | |
| 1,472,460 | ||||
| 自動車-2.9% | ||||
| Affinia Group Intermediate Holdings, Inc. | Term Loan, 4.94%, Maturing April 27, 2020 | 881 | 882,844 | |
| Chrysler Group, LLC | Term Loan, 3.50%, Maturing May 24, 2017 | 3,654 | 3,651,772 | |
| CS Intermediate Holdco 2, LLC | Term Loan, 4.00%, Maturing April 4, 2021 | 1,990 | 1,975,414 | |
| Dayco Products, LLC | Term Loan, 5.25%, Maturing December 12, 2019 | 862 | 861,336 | |
| Federal-Mogul Holdings Corporation | Term Loan, 4.75%, Maturing April 15, 2021 | 3,456 | 3,168,949 | |
| Goodyear Tire & Rubber Company (The) | Term Loan - Second Lien, 3.75%, Maturing April 30, 2019 | 1,854 | 1,860,703 | |
| Horizon Global Corporation | Term Loan, 7.00%, Maturing June 30, 2021 | 296 | 288,844 | |
| MPG Holdco I Inc. | Term Loan, 3.75%, Maturing October 20, 2021 | 1,595 | 1,589,551 | |
| Schaeffler AG | Term Loan, 4.25%, Maturing May 15, 2020 | 352 | 353,434 | |
| TI Group Automotive Systems, LLC | Term Loan, 4.50%, Maturing June 30, 2022 | 800 | 795,000 | |
| Tower Automotive Holdings USA, LLC | Term Loan, 4.00%, Maturing April 23, 2020 | 1,394 | 1,385,025 | |
| Visteon Corporation | Term Loan, 3.50%, Maturing April 9, 2021 | 569 | 567,560 | |
| 17,380,432 | ||||
| 飲料およびタバコ-0.1% | ||||
| Flavors Holdings, Inc. | Term Loan, 6.75%, Maturing April 3, 2020 | 570 | 540,075 | |
| 540,075 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ブローカー、ディーラーおよび投資会社-0.1% | ||||
| Astro AB Borrower, Inc. | Term Loan, 5.50%, Maturing April 30, 2022 | 200 | 199,624 | |
| Salient Partners L.P. | Term Loan, 7.50%, Maturing May 19, 2021 | 518 | 508,069 | |
| 707,693 | ||||
| 建設およびデベロッパー-2.5% | ||||
| Auction.com, LLC | Term Loan, 6.00%, Maturing May 8, 2022 | 622 | 617,211 | |
| CPG International, Inc. | Term Loan, 4.75%, Maturing September 30, 2020 | 466 | 462,300 | |
| DTZ U.S. Borrower, LLC | Term Loan, 4.25%, Maturing November 4, 2021 | 1,771 | 1,757,007 | |
| Gates Global, Inc. | Term Loan, 4.25%, Maturing July 5, 2021 | 3,203 | 3,021,212 | |
| Headwaters, Inc. | Term Loan, 4.50%, Maturing March 24, 2022 | 125 | 125,389 | |
| Ply Gem Industries, Inc. | Term Loan, 4.00%, Maturing February 1, 2021 | 985 | 973,919 | |
| Quikrete Holdings, Inc. | Term Loan, 4.00%, Maturing September 28, 2020 | 1,678 | 1,675,884 | |
| RE/MAX International, Inc. | Term Loan, 4.25%, Maturing July 31, 2020 | 2,760 | 2,743,832 | |
| Realogy Corporation | Term Loan, 3.75%, Maturing March 5, 2020 | 3,216 | 3,217,150 | |
| Summit Materials Companies I, LLC | Term Loan, 4.25%, Maturing July 17, 2022 | 424 | 423,805 | |
| WireCo WorldGroup, Inc. | Term Loan, 6.00%, Maturing February 15, 2017 | 206 | 206,101 | |
| 15,223,810 | ||||
| ビジネス機器およびサービス-7.4% | ||||
| Acosta Holdco, Inc. | Term Loan, 4.25%, Maturing September 26, 2021 | 2,698 | 2,631,498 | |
| AlixPartners, LLP | Term Loan, 4.50%, Maturing July 28, 2022 | 400 | 400,050 | |
| Altisource Solutions S.a.r.l. | Term Loan, 4.50%, Maturing December 9, 2020 | 1,053 | 945,280 | |
| Brock Holdings III, Inc. | Term Loan, 6.00%, Maturing March 16, 2017 | 541 | 525,554 | |
| CCC Information Services, Inc. | Term Loan, 4.00%, Maturing December 20, 2019 | 876 | 869,898 | |
| Ceridian LLC | Term Loan, 4.50%, Maturing September 15, 2020 | 466 | 430,149 | |
| Corporate Capital Trust, Inc. | Term Loan, 4.00%, Maturing May 15, 2019 | 813 | 811,081 | |
| CPM Holdings, Inc. | Term Loan, 6.00%, Maturing April 11, 2022 | 175 | 174,890 | |
| Crossmark Holdings, Inc. | Term Loan, 4.50%, Maturing December 20, 2019 | 1,320 | 1,150,327 | |
| Education Management, LLC | Term Loan, 5.50%, Maturing July 2, 2020(3) | 415 | 190,994 | |
| Education Management, LLC | Term Loan, 8.50%, (6.50% Cash, 2.00% PIK),Maturing July 2, 2020(3) | 727 | 179,632 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ビジネス機器およびサービス-7.4%(続き) | ||||
| EIG Investors Corp. | Term Loan, 5.00%, Maturing November 9, 2019 | 4,499 | 4,501,790 | |
| Emdeon Business Services, LLC | Term Loan, 3.75%, Maturing November 2, 2018 | 4,039 | 4,020,106 | |
| Extreme Reach, Inc. | Term Loan, 6.75%, Maturing February 7, 2020 | 1,059 | 1,056,670 | |
| Garda World Security Corporation | Term Loan, 4.00%, Maturing November 6, 2020 | 346 | 337,652 | |
| Garda World Security Corporation | Term Loan, 4.00%, Maturing November 6, 2020 | 2,701 | 2,636,984 | |
| IG Investment Holdings, LLC | Term Loan, 6.00%, Maturing October 29, 2021 | 811 | 810,411 | |
| IMS Health Incorporated | Term Loan, 3.50%, Maturing March 17, 2021 | 2,889 | 2,879,773 | |
| Information Resources, Inc. | Term Loan, 4.75%, Maturing September 30, 2020 | 956 | 958,383 | |
| ION Trading Finance Ltd. | Term Loan, 4.25%, Maturing June 10, 2021 | 1,296 | 1,289,110 | |
| KAR Auction Services, Inc. | Term Loan, 3.50%, Maturing March 11, 2021 | 1,206 | 1,207,430 | |
| Kronos Incorporated | Term Loan, 4.50%, Maturing October 30, 2019 | 4,013 | 4,011,765 | |
| MCS AMS Sub-Holdings, LLC | Term Loan, 7.50%, Maturing October 15, 2019 | 413 | 332,704 | |
| Monitronics International, Inc. | Term Loan, 4.25%, Maturing March 23, 2018 | 426 | 423,767 | |
| Monitronics International, Inc. | Term Loan, 4.50%, Maturing April 2, 2022 | 547 | 545,061 | |
| National CineMedia, LLC | Term Loan, 2.94%, Maturing November 26, 2019 | 175 | 174,125 | |
| PGX Holdings, Inc. | Term Loan, 5.75%, Maturing September 29, 2020 | 431 | 430,580 | |
| Quintiles Transnational Corp. | Term Loan, 3.25%, Maturing May 12, 2022 | 1,372 | 1,372,134 | |
| RCS Capital Corporation | Term Loan, 7.50%, Maturing April 29, 2019 | 844 | 801,859 | |
| ServiceMaster Company | Term Loan, 4.25%, Maturing July 1, 2021 | 1,931 | 1,933,396 | |
| SunGard Data Systems, Inc. | Term Loan, 4.00%, Maturing March 8, 2020 | 4,380 | 4,382,436 | |
| TNS, Inc. | Term Loan, 5.00%, Maturing February 14, 2020 | 410 | 408,763 | |
| TransUnion, LLC | Term Loan, 3.50%, Maturing April 9, 2021 | 995 | 984,254 | |
| Travelport Finance (Luxembourg) S.a.r.l. | Term Loan, 5.75%, Maturing September 2, 2021 | 968 | 962,446 | |
| WASH Multifamily Laundry Systems, LLC | Term Loan, 4.25%, Maturing May 14, 2022 | 26 | 26,015 | |
| WASH Multifamily Laundry Systems, LLC | Term Loan, 4.25%, Maturing May 14, 2022 | 149 | 148,547 | |
| 44,945,514 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ケーブルおよび衛星放送-1.1% | ||||
| Charter Communications Operating, LLC | Term Loan, 3.50%, Maturing January 24, 2023 | 1,375 | 1,375,430 | |
| MCC Iowa, LLC | Term Loan, 3.25%, Maturing January 29, 2021 | 587 | 580,452 | |
| MCC Iowa, LLC | Term Loan, 3.75%, Maturing June 30, 2021 | 716 | 712,895 | |
| Neptune Finco Corp. | Term Loan, 5.00%, Maturing October 9, 2022 | 2,675 | 2,687,372 | |
| Numericable Group SA | Term Loan, 4.00%, Maturing July 31, 2022 | 250 | 246,693 | |
| Virgin Media Investment Holdings Limited | Term Loan, 3.50%, Maturing June 30, 2023 | 1,010 | 1,004,143 | |
| 6,606,985 | ||||
| 化学およびプラスティック-6.5% | ||||
| Allnex (Luxembourg) & Cy S.C.A. | Term Loan, 4.50%, Maturing October 3, 2019 | 483 | 483,567 | |
| Allnex USA, Inc. | Term Loan, 4.50%, Maturing October 3, 2019 | 250 | 250,900 | |
| Aruba Investments, Inc. | Term Loan, 4.50%, Maturing February 2, 2022 | 209 | 208,022 | |
| Axalta Coating Systems US Holdings, Inc. | Term Loan, 3.75%, Maturing February 1, 2020 | 4,495 | 4,489,239 | |
| AZ Chem US, Inc. | Term Loan, 4.50%, Maturing June 12, 2021 | 502 | 501,997 | |
| Chemours Company (The) | Term Loan, 3.75%, Maturing May 12, 2022 | 2,437 | 2,226,101 | |
| ECO Services Operations, LLC | Term Loan, 4.75%, Maturing December 4, 2021 | 1,094 | 1,084,170 | |
| Emerald Performance Materials, LLC | Term Loan, 4.50%, Maturing August 1, 2021 | 421 | 419,216 | |
| Flint Group GmbH | Term Loan, 4.50%, Maturing September 7, 2021 | 130 | 128,813 | |
| Flint Group US, LLC | Term Loan, 4.50%, Maturing September 7, 2021 | 786 | 781,748 | |
| Gemini HDPE, LLC | Term Loan, 4.75%, Maturing August 7, 2021 | 370 | 370,162 | |
| Huntsman International, LLC | Term Loan, 3.75%, Maturing October 1, 2021 | 1,588 | 1,569,473 | |
| Ineos US Finance, LLC | Term Loan, 3.75%, Maturing May 4, 2018 | 3,797 | 3,762,983 | |
| Ineos US Finance, LLC | Term Loan, 4.25%, Maturing March 31, 2022 | 423 | 418,117 | |
| Kronos Worldwide, Inc. | Term Loan, 4.00%, Maturing February 18, 2020 | 271 | 247,309 | |
| MacDermid, Inc. | Term Loan, 4.50%, Maturing June 7, 2020 | 4,595 | 4,456,955 | |
| MacDermid, Inc. | Term Loan, 4.75%, Maturing June 7, 2020 | 397 | 383,477 | |
| Minerals Technologies, Inc. | Term Loan, 3.75%, Maturing May 9, 2021 | 3,342 | 3,339,571 | |
| Omnova Solutions, Inc. | Term Loan, 4.25%, Maturing May 31, 2018 | 714 | 709,017 | |
| Orion Engineered Carbons GmbH | Term Loan, 5.00%, Maturing July 25, 2021 | 446 | 446,614 | |
| OXEA Finance, LLC | Term Loan, 4.25%, Maturing January 15, 2020 | 417 | 400,881 | |
| Solenis International L.P. | Term Loan, 4.25%, Maturing July 31, 2021 | 248 | 243,981 | |
| Sonneborn Refined Products B.V. | Term Loan, 4.75%, Maturing December 10, 2020 | 52 | 52,139 | |
| Sonneborn, LLC | Term Loan, 4.75%, Maturing December 10, 2020 | 295 | 295,453 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 化学およびプラスティック-6.5%(続き) | ||||
| Tata Chemicals North America, Inc. | Term Loan, 3.75%, Maturing August 7, 2020 | 798 | 793,083 | |
| Trinseo Materials Operating S.C.A. | Term Loan, 4.25%, Maturing November 5, 2021 | 3,691 | 3,673,451 | |
| Tronox Pigments (Netherlands) B.V. | Term Loan, 4.25%, Maturing March 19, 2020 | 4,386 | 4,045,320 | |
| Univar, Inc. | Term Loan, 4.25%, Maturing July 1, 2022 | 2,175 | 2,143,928 | |
| Zep, Inc. | Term Loan, 5.75%, Maturing June 27, 2022 | 1,446 | 1,440,951 | |
| 39,366,638 | ||||
| 衣類/繊維-0.2% | ||||
| Ascena Retail Group, Inc. | Term Loan, 5.25%, Maturing August 21, 2022 | 1,100 | 1,058,063 | |
| 1,058,063 | ||||
| 複合-0.4% | ||||
| RGIS Services, LLC | Term Loan, 5.50%, Maturing October 18, 2017 | 1,506 | 1,167,491 | |
| Spectrum Brands, Inc. | Term Loan, 3.75%, Maturing June 23, 2022 | 1,227 | 1,233,539 | |
| 2,401,030 | ||||
| コンテナおよびガラス製品-1.8% | ||||
| Berry Plastics Holding Corporation | Term Loan, 3.50%, Maturing February 8, 2020 | 2,831 | 2,810,281 | |
| Berry Plastics Holding Corporation | Term Loan, 3.75%, Maturing January 6, 2021 | 750 | 750,293 | |
| Berry Plastics Holding Corporation | Term Loan, 4.00%, Maturing October 1, 2022 | 775 | 777,369 | |
| Hilex Poly Co., LLC | Term Loan, 6.00%, Maturing December 5, 2021 | 1,117 | 1,118,888 | |
| Libbey Glass Inc. | Term Loan, 3.75%, Maturing April 9, 2021 | 370 | 368,847 | |
| Onex Wizard US Acquisition, Inc. | Term Loan, 4.25%, Maturing March 13, 2022 | 1,318 | 1,319,932 | |
| Pelican Products, Inc. | Term Loan, 5.25%, Maturing April 10, 2020 | 605 | 601,968 | |
| Reynolds Group Holdings, Inc. | Term Loan, 4.50%, Maturing December 1, 2018 | 2,295 | 2,301,367 | |
| TricorBraun, Inc. | Term Loan, 4.00%, Maturing May 3, 2018 | 792 | 788,603 | |
| 10,837,548 | ||||
| 化粧品/トイレタリー-1.3% | ||||
| Coty, Inc. | Term Loan, 5.25%, Maturing October 27, 2022 | 600 | 602,813 | |
| Galleria Co. | Term Loan, Maturing September 22, 2022(2) | 1,200 | 1,204,126 | |
| KIK Custom Products,Inc. | Term Loan, 6.00%, Maturing August 26, 2022 | 1,050 | 1,028,672 | |
| Prestige Brands, Inc. | Term Loan, 3.50%, Maturing September 3, 2021 | 947 | 948,274 | |
| Revlon Consumer Products Corporation | Term Loan, 4.00%, Maturing October 8, 2019 | 1,857 | 1,858,753 | |
| Sun Products Corporation (The) | Term Loan, 5.50%, Maturing March 23, 2020 | 2,208 | 2,140,172 | |
| 7,782,810 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ドラッグ-2.2% | ||||
| Alkermes, Inc. | Term Loan, 3.50%, Maturing September 18, 2019 | 2,115 | 2,115,919 | |
| AMAG Pharmaceuticals, Inc. | Term Loan, 4.75%, Maturing August 13, 2021 | 750 | 735,000 | |
| DPx Holdings B.V. | Term Loan, 4.25%, Maturing March 11, 2021 | 2,740 | 2,690,302 | |
| Endo Luxembourg Finance Company I S.a.r.l. | Term Loan, 3.75%, Maturing September 26, 2022 | 1,750 | 1,725,281 | |
| Mallinckrodt International Finance S.A. | Term Loan, 3.50%, Maturing March 19, 2021 | 916 | 879,120 | |
| Valeant Pharmaceuticals International, Inc. | Term Loan, 3.75%, Maturing December 11, 2019 | 2,135 | 2,002,808 | |
| Valeant Pharmaceuticals International, Inc. | Term Loan, 4.00%, Maturing April 1, 2022 | 3,264 | 3,041,000 | |
| 13,189,430 | ||||
| 環境サービスおよび機器-0.6% | ||||
| ADS Waste Holdings, Inc. | Term Loan, 3.75%, Maturing October 9, 2019 | 2,258 | 2,233,212 | |
| EnergySolutions, LLC | Term Loan, 6.75%, Maturing May 29, 2020 | 1,657 | 1,623,370 | |
| 3,856,582 | ||||
| 電子機器/電器-8.9% | ||||
| Answers Corporation | Term Loan, 6.25%, Maturing October 3, 2021 | 868 | 633,960 | |
| Avago Technologies Cayman Ltd. | Term Loan, 3.75%, Maturing May 6, 2021 | 7,401 | 7,407,216 | |
| Campaign Monitor Finance Pty. Limited | Term Loan, 6.25%, Maturing March 18, 2021 | 636 | 632,651 | |
| Carros Finance Luxembourg S.a.r.l. | Term Loan, 4.50%, Maturing September 30, 2021 | 1,267 | 1,265,641 | |
| CommScope, Inc. | Term Loan, 3.75%, Maturing December 29, 2022 | 600 | 600,188 | |
| CompuCom Systems, Inc. | Term Loan, 4.25%, Maturing May 11, 2020 | 1,853 | 1,466,984 | |
| Dell International, LLC | Term Loan, 4.00%, Maturing April 29, 2020 | 3,806 | 3,810,377 | |
| Deltek, Inc. | Term Loan, 5.00%, Maturing June 25, 2022 | 1,200 | 1,200,000 | |
| Entegris, Inc. | Term Loan, 3.50%, Maturing April 30, 2021 | 285 | 284,637 | |
| Excelitas Technologies Corp. | Term Loan, 6.00%, Maturing October 31, 2020 | 1,571 | 1,515,785 | |
| Eze Castle Software, Inc. | Term Loan, 4.00%, Maturing April 6, 2020 | 293 | 291,407 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 電子機器/電器-8.90%(続き) | ||||
| Freescale Semiconductor, Inc. | Term Loan, 4.25%, Maturing February 28, 2020 | 873 | 873,007 | |
| Go Daddy Operating Company, LLC | Term Loan, 4.25%, Maturing May 13, 2021 | 2,942 | 2,950,485 | |
| Hyland Software, Inc. | Term Loan, 4.75%, Maturing July 1, 2022 | 1,082 | 1,076,523 | |
| Infor (US), Inc. | Term Loan, 3.75%, Maturing June 3, 2020 | 4,214 | 4,109,148 | |
| Informatica Corporation | Term Loan, 4.50%, Maturing August 5, 2022 | 2,200 | 2,179,146 | |
| Lattice Semiconductor Corporation | Term Loan, 5.25%, Maturing March 10, 2021 | 1,343 | 1,242,506 | |
| M/A-COM Technology Solutions Holdings, Inc. | Term Loan, 4.50%, Maturing May 7, 2021 | 444 | 446,042 | |
| MA FinanceCo., LLC | Term Loan, 4.50%, Maturing November 20, 2019 | 808 | 807,248 | |
| MA FinanceCo., LLC | Term Loan, 5.25%, Maturing November 19, 2021 | 746 | 746,016 | |
| Magic Newco, LLC | Term Loan, 5.00%, Maturing December 12, 2018 | 2,686 | 2,688,703 | |
| MH Sub I, LLC | Term Loan, 4.75%, Maturing July 8, 2021 | 940 | 932,942 | |
| Microsemi Corporation | Term Loan, 3.25%, Maturing February 19, 2020 | 476 | 474,914 | |
| Orbotech, Inc. | Term Loan, 5.00%, Maturing August 6, 2020 | 338 | 336,410 | |
| Renaissance Learning, Inc. | Term Loan, 4.50%, Maturing April 9, 2021 | 616 | 597,669 | |
| Rocket Software, Inc. | Term Loan, 5.75%, Maturing February 8, 2018 | 722 | 723,846 | |
| RP Crown Parent, LLC | Term Loan, 6.00%, Maturing December 21, 2018 | 3,595 | 3,293,539 | |
| SGS Cayman L.P. | Term Loan, 6.00%, Maturing April 23, 2021 | 154 | 154,607 | |
| SkillSoft Corporation | Term Loan, 5.75%, Maturing April 28, 2021 | 2,175 | 1,818,625 | |
| Smart Technologies ULC | Term Loan, 10.50%, Maturing January 31, 2018 | 404 | 403,750 | |
| SS&C Technologies, Inc. | Term Loan, 4.00%, Maturing July 8, 2022 | 206 | 206,710 | |
| SS&C Technologies, Inc. | Term Loan, 4.00%, Maturing July 8, 2022 | 1,330 | 1,335,961 | |
| SunEdison Semiconductor B.V. | Term Loan, 6.50%, Maturing May 27, 2019 | 691 | 692,978 | |
| SurveyMonkey, Inc. | Term Loan, 6.25%, Maturing February 5, 2019 | 239 | 234,302 | |
| Sutherland Global Services, Inc. | Term Loan, 6.00%, Maturing April 23, 2021 | 663 | 664,185 | |
| Sybil Software, LLC | Term Loan, 4.25%, Maturing March 20, 2020 | 606 | 604,792 | |
| Vantiv, LLC | Term Loan, 3.75%, Maturing June 13, 2021 | 612 | 614,387 | |
| Vertafore, Inc. | Term Loan, 4.25%, Maturing October 3, 2019 | 4,115 | 4,119,528 | |
| Wall Street Systems Delaware, Inc. | Term Loan, 4.50%, Maturing April 30, 2021 | 796 | 795,244 | |
| 54,232,059 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 金融仲介-3.9% | ||||
| Armor Holding II, LLC | Term Loan, 5.75%, Maturing June 26, 2020 | 2,323 | 2,302,367 | |
| Citco Funding, LLC | Term Loan, 4.25%, Maturing June 29, 2018 | 1,567 | 1,571,175 | |
| Clipper Acquisitions Corp. | Term Loan, 3.00%, Maturing February 6, 2020 | 1,167 | 1,158,806 | |
| First Data Corporation | Term Loan, 3.70%, Maturing March 24, 2017 | 1,000 | 999,996 | |
| First Data Corporation | Term Loan, 3.70%, Maturing March 24, 2018 | 2,879 | 2,862,829 | |
| First Data Corporation | Term Loan, 3.70%, Maturing September 24, 2018 | 1,775 | 1,765,571 | |
| First Data Corporation | Term Loan, 3.95%, Maturing July 8, 2022 | 500 | 501,875 | |
| Grosvenor Capital Management Holdings, LLP | Term Loan, 3.75%, Maturing January 4, 2021 | 1,488 | 1,482,776 | |
| Guggenheim Partners, LLC | Term Loan, 4.25%, Maturing July 22, 2020 | 3,482 | 3,486,315 | |
| Hamilton Lane Advisors, LLC | Term Loan, 4.25%, Maturing July 9, 2022 | 350 | 350,328 | |
| Harbourvest Partners, LLC | Term Loan, 3.25%, Maturing February 4, 2021 | 480 | 477,122 | |
| Medley, LLC | Term Loan, 6.50%, Maturing June 15, 2019 | 410 | 410,227 | |
| MIP Delaware, LLC | Term Loan, 4.00%, Maturing March 9, 2020 | 1,085 | 1,080,524 | |
| NXT Capital, Inc. | Term Loan, 6.25%, Maturing September 4, 2018 | 98 | 98,739 | |
| NXT Capital, Inc. | Term Loan, 6.25%, Maturing September 4, 2018 | 423 | 423,900 | |
| NXT Capital, Inc. | Term Loan, 6.25%, Maturing September 4, 2018 | 564 | 564,909 | |
| Ocwen Financial Corporation | Term Loan, 5.50%, Maturing February 15, 2018 | 863 | 865,651 | |
| Starwood Property Trust, Inc. | Term Loan, 3.50%, Maturing April 17, 2020 | 783 | 777,311 | |
| Walter Investment Management Corp. | Term Loan, 4.75%, Maturing December 19, 2020 | 2,979 | 2,745,279 | |
| 23,925,700 | ||||
| 食料品-3.1% | ||||
| AdvancePierre Foods, Inc. | Term Loan, 5.75%, Maturing July 10, 2017 | 2,964 | 2,969,831 | |
| B&G Foods, Inc. | Term Loan, Maturing October 21, 2022(2) | 2,250 | 2,254,500 | |
| Blue Buffalo Company Ltd. | Term Loan, 3.75%, Maturing August 8, 2019 | 3,587 | 3,589,186 | |
| Charger OpCo B.V. | Term Loan, 4.25%, Maturing July 2, 2022 | 1,702 | 1,698,156 | |
| Del Monte Foods, Inc. | Term Loan, 4.25%, Maturing February 18, 2021 | 1,105 | 1,082,515 | |
| Diamond Foods, Inc. | Term Loan, 4.25%, Maturing August 20, 2018 | 1,609 | 1,609,014 | |
| Dole Food Company, Inc. | Term Loan, 4.50%, Maturing November 1, 2018 | 2,934 | 2,938,578 | |
| High Liner Foods, Inc. | Term Loan, 4.25%, Maturing April 24, 2021 | 788 | 785,374 | |
| JBS USA, LLC | Term Loan, 3.75%, Maturing September 18, 2020 | 1,201 | 1,200,950 | |
| JBS USA, Inc. | Term Loan, 4.00%, Maturing October 30, 2022 | 450 | 450,560 | |
| Post Holdings, Inc. | Term Loan, 3.75%, Maturing June 2, 2021 | 557 | 559,165 | |
| 19,137,829 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 食料サービス-2.9% | ||||
| 1011778 B.C. Unlimited Liability Company | Term Loan, 3.75%, Maturing December 12, 2021 | 5,233 | 5,241,293 | |
| ARG IH Corporation | Term Loan, 4.76%, Maturing November 15, 2020 | 217 | 218,304 | |
| Centerplate, Inc. | Term Loan, 4.75%, Maturing November 26, 2019 | 1,267 | 1,261,088 | |
| Landry's, Inc. | Term Loan, 4.00%, Maturing April 24, 2018 | 1,402 | 1,405,180 | |
| NPC International, Inc. | Term Loan, 4.00%, Maturing December 28, 2018 | 1,031 | 1,020,773 | |
| P.F. Chang's China Bistro, Inc. | Term Loan, 4.25%, Maturing July 2, 2019 | 561 | 547,993 | |
| Seminole Hard Rock Entertainment, Inc. | Term Loan, 3.50%, Maturing May 14, 2020 | 171 | 168,497 | |
| US Foods, Inc. | Term Loan, 4.50%, Maturing March 31, 2019 | 4,791 | 4,797,941 | |
| Weight Watchers International, Inc. | Term Loan, 4.00%, Maturing April 2, 2020 | 3,608 | 2,816,855 | |
| 17,477,924 | ||||
| 食料/ドラッグ-小売-2.4% | ||||
| Albertsons, LLC | Term Loan, 5.00%, Maturing August 25, 2019 | 1,779 | 1,780,487 | |
| Albertsons, LLC | Term Loan, 5.38%, Maturing March 21, 2019 | 3,127 | 3,127,518 | |
| General Nutrition Centers, Inc. | Term Loan, 3.25%, Maturing March 4, 2019 | 2,316 | 2,252,335 | |
| New Albertsons, Inc. | Term Loan, 4.75%, Maturing June 27, 2021 | 1,836 | 1,829,818 | |
| Rite Aid Corporation | Term Loan - Second Lien, Maturing June 21, 2021(2) | 1,272 | 1,276,796 | |
| Rite Aid Corporation | Term Loan - Second Lien, 5.75%, Maturing August 21, 2020 | 200 | 202,000 | |
| Supervalu, Inc. | Term Loan, 4.50%, Maturing March 21, 2019 | 4,339 | 4,339,196 | |
| 14,808,150 | ||||
| ヘルスケア-9.6% | ||||
| Acadia Healthcare Company, Inc. | Term Loan, 4.25%, Maturing February 11, 2022 | 174 | 174,534 | |
| ADMI Corp. | Term Loan, 5.50%, Maturing April 30, 2022 | 200 | 199,999 | |
| Akorn, Inc. | Term Loan, 5.50%, Maturing April 16, 2021 | 916 | 906,592 | |
| Albany Molecular Research, Inc. | Term Loan, 5.75%, Maturing July 16, 2021 | 1,275 | 1,276,594 | |
| Alere, Inc. | Term Loan, 4.25%, Maturing June 18, 2022 | 1,122 | 1,124,288 | |
| Alliance Healthcare Services, Inc. | Term Loan, 4.25%, Maturing June 3, 2019 | 2,680 | 2,668,737 | |
| Amneal Pharmaceuticals, LLC | Term Loan, 4.50%, Maturing November 1, 2019 | 589 | 588,260 | |
| Ardent Legacy Acquisitions, Inc. | Term Loan, 6.50%, Maturing July 21, 2021 | 350 | 350,438 | |
| ATI Holdings, Inc. | Term Loan, 5.25%, Maturing December 20, 2019 | 1,151 | 1,146,723 | |
| Auris Luxembourg III S.a.r.l. | Term Loan, 4.25%, Maturing January 15, 2022 | 1,070 | 1,068,963 | |
| BioScrip, Inc. | Term Loan, 6.50%, Maturing July 31, 2020 | 376 | 346,195 | |
| BioScrip, Inc. | Term Loan, 6.50%, Maturing July 31, 2020 | 627 | 576,992 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ヘルスケア-9.6%(続き) | ||||
| CareCore National, LLC | Term Loan, 5.50%, Maturing March 5, 2021 | 1,344 | 1,209,556 | |
| CeramTec Acquisition Corporation | Term Loan, 4.25%, Maturing August 30, 2020 | 93 | 93,258 | |
| CHG Healthcare Services, Inc. | Term Loan, 4.25%, Maturing November 19, 2019 | 2,399 | 2,394,889 | |
| Community Health Systems, Inc. | Term Loan, 3.75%, Maturing December 31, 2019 | 744 | 742,268 | |
| Community Health Systems, Inc. | Term Loan, 4.00%, Maturing January 27, 2021 | 3,070 | 3,065,772 | |
| Concentra, Inc. | Term Loan, 4.00%, Maturing June 1, 2022 | 200 | 199,665 | |
| Convatec, Inc. | Term Loan, 4.25%, Maturing June 15, 2020 | 134 | 134,206 | |
| CPI Buyer, LLC | Term Loan, 5.50%, Maturing August 18, 2021 | 817 | 808,584 | |
| DJO Finance, LLC | Term Loan, 4.25%, Maturing June 8, 2020 | 1,347 | 1,338,209 | |
| Envision Healthcare Corporation | Term Loan, 4.00%, Maturing May 25, 2018 | 3,402 | 3,400,458 | |
| Faenza Acquisition GmbH | Term Loan, 4.25%, Maturing August 30, 2020 | 274 | 274,574 | |
| Faenza Acquisition GmbH | Term Loan, 4.25%, Maturing August 30, 2020 | 906 | 907,201 | |
| Global Healthcare Exchange, LLC | Term Loan, 5.50%, Maturing August 15, 2022 | 750 | 748,829 | |
| Greatbatch Ltd. | Term Loan, 5.25%, Maturing October 27, 2022 | 675 | 677,953 | |
| HC Group Holdings III, Inc. | Term Loan, 6.00%, Maturing April 7, 2022 | 1,000 | 1,004,167 | |
| Horizon Pharma, Inc. | Term Loan, 4.50%, Maturing May 7, 2021 | 150 | 139,899 | |
| Iasis Healthcare, LLC | Term Loan, 4.50%, Maturing May 3, 2018 | 973 | 975,640 | |
| Indivior Finance S.a.r.l. | Term Loan, 7.00%, Maturing December 19, 2019 | 626 | 581,831 | |
| inVentiv Health, Inc. | Term Loan, 7.75%, Maturing May 15, 2018 | 1,056 | 1,055,386 | |
| inVentiv Health, Inc. | Term Loan, 7.75%, Maturing May 15, 2018 | 1,350 | 1,347,282 | |
| Jaguar Holding Company II | Term Loan, 4.25%, Maturing August 18, 2022 | 2,993 | 2,957,586 | |
| Kindred Healthcare, Inc. | Term Loan, 4.25%, Maturing April 9, 2021 | 1,391 | 1,389,041 | |
| Kinetic Concepts, Inc. | Term Loan, 4.50%, Maturing May 4, 2018 | 2,277 | 2,280,341 | |
| Knowledge Universe Education, LLC | Term Loan, 6.00%, Maturing July 28, 2022 | 775 | 767,250 | |
| MedAssets, Inc. | Term Loan, 4.00%, Maturing December 13, 2019 | 129 | 128,789 | |
| Millennium Health, LLC | Term Loan, 5.25%, Maturing April 16, 2021 | 1,901 | 679,585 | |
| MMM Holdings, Inc. | Term Loan, 9.75%, Maturing December 12, 2017 | 397 | 294,056 | |
| MSO of Puerto Rico, Inc. | Term Loan, 9.75%, Maturing December 12, 2017 | 289 | 213,777 | |
| National Mentor Holdings, Inc. | Term Loan, 4.25%, Maturing January 31, 2021 | 468 | 460,857 | |
| Onex Carestream Finance L.P. | Term Loan, 5.00%, Maturing June 7, 2019 | 3,347 | 3,196,626 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ヘルスケア-9.6%(続き) | ||||
| Opal Acquisition, Inc. | Term Loan, 5.00%, Maturing November 27, 2020 | 2,298 | 2,228,751 | |
| Ortho-Clinical Diagnostics, Inc. | Term Loan, 4.75%, Maturing June 30, 2021 | 1,207 | 1,192,575 | |
| Physio-Control International, Inc. | Term Loan, 5.50%, Maturing June 6, 2022 | 275 | 271,219 | |
| PRA Holdings, Inc. | Term Loan, 4.50%, Maturing September 23, 2020 | 1,739 | 1,743,056 | |
| Radnet Management, Inc. | Term Loan, 4.28%, Maturing October 10, 2018 | 788 | 787,791 | |
| RCHP, Inc. | Term Loan, 5.25%, Maturing April 23, 2019 | 1,217 | 1,205,133 | |
| Sage Products Holdings III, LLC | Term Loan, 4.25%, Maturing December 13, 2019 | 1,818 | 1,819,592 | |
| Select Medical Corporation | Term Loan, 3.75%, Maturing June 1, 2018 | 700 | 699,142 | |
| Sterigenics-Nordion Holdings, LLC | Term Loan, 4.25%, Maturing May 15, 2022 | 425 | 422,875 | |
| Steward Health Care System, LLC | Term Loan, 6.75%, Maturing April 12, 2020 | 684 | 678,896 | |
| Tecomet, Inc. | Term Loan, 5.75%, Maturing December 5, 2021 | 844 | 801,444 | |
| Truven Health Analytics, Inc. | Term Loan, 4.50%, Maturing June 6, 2019 | 1,034 | 1,016,767 | |
| U.S.Renal Care, Inc. | Term Loan, 4.25%, Maturing July 3, 2019 | 1,520 | 1,520,397 | |
| 58,283,488 | ||||
| 工業機器-3.9% | ||||
| Apex Tool Group, LLC | Term Loan, 4.50%, Maturing January 31, 2020 | 2,699 | 2,640,617 | |
| Delachaux S.A. | Term Loan, 4.50%, Maturing October 28, 2021 | 339 | 338,424 | |
| Doosan Infracore International, Inc. | Term Loan, 4.50%, Maturing May 28, 2021 | 3,038 | 3,047,938 | |
| Filtration Group Corporation | Term Loan, 4.25%, Maturing November 21, 2020 | 242 | 242,098 | |
| Gardner Denver, Inc. | Term Loan, 4.25%, Maturing July 30, 2020 | 3,386 | 3,183,638 | |
| Husky Injection Molding Systems Ltd. | Term Loan, 4.25%, Maturing June 30, 2021 | 1,226 | 1,203,980 | |
| Milacron, LLC | Term Loan, 4.50%, Maturing September 28, 2020 | 1,700 | 1,707,644 | |
| Paladin Brands Holding, Inc. | Term Loan, 7.25%, Maturing August 16, 2019 | 493 | 481,989 | |
| Rexnord, LLC | Term Loan, 4.00%, Maturing August 21, 2020 | 4,415 | 4,371,268 | |
| Signode Industrial Group US, Inc. | Term Loan, 3.75%, Maturing May 1, 2021 | 962 | 948,225 | |
| STS Operating, Inc. | Term Loan, 4.75%, Maturing February 21, 2021 | 1,271 | 1,245,458 | |
| Tank Holding Corp. | Term Loan, 5.25%, Maturing March 16, 2022 | 1,518 | 1,508,137 | |
| Unifrax Corporation | Term Loan, 4.25%, Maturing November 28, 2018 | 1,070 | 1,061,832 | |
| VAT Lux III S.a.r.l. | Term Loan, 4.25%, Maturing February 11, 2021 | 1,605 | 1,603,818 | |
| 23,585,066 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 保険-3.2% | ||||
| Alliant Holdings I, Inc. | Term Loan, 4.50%, Maturing August 12, 2022 | 1,272 | 1,260,287 | |
| AmWINS Group, LLC | Term Loan, 5.25%, Maturing September 6, 2019 | 3,934 | 3,953,021 | |
| AssuredPartners, Inc. | Term Loan, 5.75%, Maturing October 21, 2022 | 525 | 526,641 | |
| Asurion, LLC | Term Loan, 5.00%, Maturing May 24, 2019 | 2,446 | 2,341,013 | |
| Asurion, LLC | Term Loan, 5.00%, Maturing August 4, 2022 | 3,117 | 2,955,094 | |
| Asurion, LLC | Term Loan - Second Lien, 8.50%, Maturing March 3, 2021 | 1,775 | 1,605,487 | |
| CGSC of Delaware Holding Corporation | Term Loan, 5.00%, Maturing April 16, 2020 | 1,493 | 1,356,266 | |
| Cunningham Lindsey U.S., Inc. | Term Loan, 5.00%, Maturing December 10, 2019 | 892 | 704,616 | |
| Hub International Limited | Term Loan, 4.00%, Maturing October 2, 2020 | 2,501 | 2,446,208 | |
| USI, Inc. | Term Loan, 4.25%, Maturing December 27, 2019 | 2,534 | 2,511,621 | |
| 19,660,254 | ||||
| レジャー用品/活動/映画-3.8% | ||||
| AMC Entertainment, Inc. | Term Loan, 3.50%, Maturing April 30, 2020 | 4,422 | 4,423,009 | |
| Ancestry.com, Inc. | Term Loan, 5.00%, Maturing August 17, 2022 | 2,025 | 2,028,376 | |
| Bombardier Recreational Products, Inc. | Term Loan, 3.75%, Maturing January 30, 2019 | 3,008 | 3,009,880 | |
| CDS U.S. Intermediate Holdings, Inc. | Term Loan, 5.00%, Maturing July 8, 2022 | 275 | 276,409 | |
| Emerald Expositions Holding, Inc. | Term Loan, 4.75%, Maturing June 17, 2020 | 679 | 678,807 | |
| Fender Musical Instruments Corporation | Term Loan, 5.75%, Maturing April 3, 2019 | 165 | 164,534 | |
| Kasima, LLC | Term Loan, 3.25%, Maturing May 17, 2021 | 428 | 427,674 | |
| Live Nation Entertainment, Inc. | Term Loan, 3.50%, Maturing August 16, 2020 | 2,342 | 2,342,528 | |
| LTF Merger Sub, Inc. | Term Loan, 4.25%, Maturing June 10, 2022 | 873 | 869,130 | |
| Nord Anglia Education Finance, LLC | Term Loan, 5.00%, Maturing March 31, 2021 | 1,915 | 1,872,091 | |
| Sabre, Inc. | Term Loan, 4.00%, Maturing February 19, 2019 | 553 | 553,655 | |
| SeaWorld Parks & Entertainment, Inc. | Term Loan, 3.00%, Maturing May 14, 2020 | 1,342 | 1,265,038 | |
| Sonifi Solutions, Inc. | Term Loan, 6.75%, (1.00% Cash, 5.75% PIK), Maturing March 28, 2018(3) | 648 | 113,456 | |
| SRAM, LLC | Term Loan, 4.02%, Maturing April 10, 2020 | 1,559 | 1,473,161 | |
| Town Sports International, Inc. | Term Loan, 4.50%, Maturing November 15, 2020 | 965 | 607,896 | |
| WMG Acquisition Corp. | Term Loan, 3.75%, Maturing July 1, 2020 | 1,482 | 1,445,043 | |
| Zuffa LLC | Term Loan, 3.75%, Maturing February 25, 2020 | 1,404 | 1,387,078 | |
| 22,937,765 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 宿泊およびカジノ-2.8% | ||||
| Amaya Holdings B.V. | Term Loan, 5.00%, Maturing August 1, 2021 | 2,726 | 2,670,813 | |
| Boyd Gaming Corporation | Term Loan, 4.00%, Maturing August 14, 2020 | 1,118 | 1,120,468 | |
| Caesars Entertainment Operating Company | Term Loan, 0.00%, Maturing March 1, 2017(4) | 1,132 | 1,038,229 | |
| Four Seasons Holdings, Inc. | Term Loan, 3.50%, Maturing June 27, 2020 | 538 | 534,092 | |
| Golden Nugget, Inc. | Term Loan, 5.50%, Maturing November 21, 2019 | 400 | 402,250 | |
| Golden Nugget, Inc. | Term Loan, 5.50%, Maturing November 21, 2019 | 933 | 938,584 | |
| Hilton Worldwide Finance, LLC | Term Loan, 3.50%, Maturing October 26, 2020 | 4,137 | 4,150,193 | |
| MGM Resorts International | Term Loan, 3.50%, Maturing December 20, 2019 | 2,631 | 2,629,309 | |
| RHP Hotel Properties L.P. | Term Loan, 3.50%, Maturing January 15, 2021 | 518 | 519,474 | |
| Scientific Games International, Inc. | Term Loan, 6.00%, Maturing October 18, 2020 | 2,186 | 2,141,659 | |
| Scientific Games International, Inc. | Term Loan, 6.00%, Maturing October 1, 2021 | 695 | 680,312 | |
| Tropicana Entertainment, Inc. | Term Loan, 4.00%, Maturing November 27, 2020 | 319 | 317,704 | |
| 17,143,087 | ||||
| 非鉄金属/鉱物-1.4% | ||||
| Alpha Natural Resources, LLC | DIP Loan, 10.00%, Maturing January 31, 2017 | 375 | 358,125 | |
| Alpha Natural Resources, LLC | Term Loan, 3.50%, Maturing May 22, 2020 | 2,444 | 1,081,359 | |
| Arch Coal, Inc. | Term Loan, 6.25%, Maturing May 16, 2018 | 3,401 | 1,785,763 | |
| Dynacast International, LLC | Term Loan, 4.50%, Maturing January 28, 2022 | 896 | 887,094 | |
| Fairmount Minerals Ltd. | Term Loan, 4.50%, Maturing September 5, 2019 | 1,519 | 920,260 | |
| Murray Energy Corporation | Term Loan, 7.00%, Maturing April 16, 2017 | 175 | 115,648 | |
| Murray Energy Corporation | Term Loan, 7.50%, Maturing April 16, 2020 | 1,147 | 759,015 | |
| Novelis, Inc. | Term Loan, 4.00%, Maturing June 2, 2022 | 1,671 | 1,638,832 | |
| Oxbow Carbon, LLC | Term Loan, 4.25%, Maturing July 19, 2019 | 833 | 795,336 | |
| 8,341,432 | ||||
| 石油およびガス-3.2% | ||||
| Ameriforge Group, Inc. | Term Loan, 5.00%, Maturing December 19, 2019 | 3,175 | 2,206,295 | |
| Bronco Midstream Funding, LLC | Term Loan, 5.00%, Maturing August 15, 2020 | 2,773 | 2,620,727 | |
| CITGO Holding, Inc. | Term Loan, 9.50%, Maturing May 12, 2018 | 915 | 900,533 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 石油およびガス-3.2%(続き) | ||||
| CITGO Petroleum Corporation | Term Loan, 4.50%, Maturing July 29, 2021 | 792 | 781,110 | |
| Crestwood Holdings, LLC | Term Loan, 7.00%, Maturing June 19, 2019 | 352 | 286,523 | |
| Drillships Ocean Ventures, Inc. | Term Loan, 5.50%, Maturing July 25, 2021 | 839 | 546,293 | |
| Energy Transfer Equity L.P. | Term Loan, 3.25%, Maturing December 2, 2019 | 1,450 | 1,388,375 | |
| Energy Transfer Equity L.P. | Term Loan, 4.00%, Maturing December 2, 2019 | 256 | 248,613 | |
| Fieldwood Energy, LLC | Term Loan, 3.88%, Maturing September 28, 2018 | 809 | 717,987 | |
| Fieldwood Energy, LLC | Term Loan - Second Lien, 8.38%, Maturing September 30, 2020 | 1,025 | 387,962 | |
| Floatel International Ltd. | Term Loan, 6.00%, Maturing June 27, 2020 | 862 | 523,589 | |
| MEG Energy Corp. | Term Loan, 3.75%, Maturing March 31, 2020 | 3,505 | 3,303,629 | |
| Obsidian Holdings, LLC | Term Loan, 6.75%, Maturing November 2, 2015 | 15 | 15,063 | |
| Paragon Offshore Finance Company | Term Loan, 3.75%, Maturing July 18, 2021 | 668 | 263,959 | |
| Samson Investment Company | Term Loan - Second Lien, 0.00%, Maturing September 25, 2018(4) | 2,275 | 130,812 | |
| Seadrill Partners Finco, LLC | Term Loan, 4.00%, Maturing February 21, 2021 | 3,269 | 1,921,935 | |
| Seventy Seven Operating, LLC | Term Loan, 3.75%, Maturing June 25, 2021 | 420 | 351,139 | |
| Sheridan Investment Partners II L.P. | Term Loan, 4.25%, Maturing December 16, 2020 | 30 | 19,199 | |
| Sheridan Investment Partners II L.P. | Term Loan, 4.25%, Maturing December 16, 2020 | 80 | 51,480 | |
| Sheridan Investment Partners II L.P. | Term Loan, 4.25%, Maturing December 16, 2020 | 576 | 370,076 | |
| Sheridan Production Partners I, LLC | Term Loan, 4.25%, Maturing October 1, 2019(3) | 150 | 99,961 | |
| Sheridan Production Partners I, LLC | Term Loan, 4.25%, Maturing October 1, 2019(3) | 246 | 163,655 | |
| Sheridan Production Partners I, LLC | Term Loan, 4.25%, Maturing October 1, 2019(3) | 1,857 | 1,235,056 | |
| Southcross Holdings Borrower L.P. | Term Loan, 6.00%, Maturing August 4, 2021 | 321 | 242,308 | |
| Targa Resources Corp. | Term Loan, 5.75%, Maturing February 25, 2022 | 167 | 167,233 | |
| Tervita Corporation | Term Loan, 6.25%, Maturing May 15, 2018 | 932 | 728,574 | |
| 19,672,086 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | ||
| 出版-1.8% | |||||
| Ascend Learning, LLC | Term Loan, 5.50%, Maturing July 31, 2019 | 1,130 | 1,131,287 | ||
| Getty Images, Inc. | Term Loan, 4.75%, Maturing October 18, 2019 | 3,443 | 2,312,497 | ||
| Interactive Data Corporation | Term Loan, 4.75%, Maturing May 2, 2021 | 1,407 | 1,408,648 | ||
| Laureate Education, Inc. | Term Loan, 5.00%, Maturing June 15, 2018 | 2,456 | 2,121,059 | ||
| McGraw-Hill Global Education Holdings, LLC | Term Loan, 4.75%, Maturing March 22, 2019 | 396 | 397,493 | ||
| Merrill Communications, LLC | Term Loan, 6.25%, Maturing June 1, 2022 | 373 | 366,234 | ||
| Multi Packaging Solutions, Inc. | Term Loan, 4.25%, Maturing September 30, 2020 | 220 | 218,711 | ||
| Penton Media, Inc. | Term Loan, 5.50%, Maturing October 3, 2019 | 482 | 479,648 | ||
| ProQuest, LLC | Term Loan, 5.25%, Maturing October 24, 2021 | 546 | 543,139 | ||
| Springer Science+Business Media Deutschland GmbH | Term Loan, 4.75%, Maturing August 14, 2020 | 2,015 | 1,997,070 | ||
| 10,975,786 | |||||
| ラジオおよびテレビ-2.5% | |||||
| ALM Media Holdings, Inc. | Term Loan, 5.50%, Maturing July 31, 2020 | 341 | 317,192 | ||
| AP NMT Acquisition B.V. | Term Loan, 6.75%, Maturing August 13, 2021 | 347 | 334,084 | ||
| Block Communications, Inc. | Term Loan, 5.50%, Maturing November 7, 2021 | 173 | 173,900 | ||
| Cumulus Media Holdings, Inc. | Term Loan, 4.25%, Maturing December 23, 2020 | 4,026 | 3,434,420 | ||
| Entercom Radio, LLC | Term Loan, 4.00%, Maturing November 23, 2018 | 1,267 | 1,267,355 | ||
| Gray Television, Inc. | Term Loan, 3.75%, Maturing June 10, 2021 | 200 | 200,171 | ||
| Hubbard Radio, LLC | Term Loan, 4.25%, Maturing May 27, 2022 | 938 | 921,680 | ||
| iHeartCommunications, Inc. | Term Loan, 7.69%, Maturing July 30, 2019 | 1,500 | 1,275,000 | ||
| Media General, Inc. | Term Loan, 4.00%, Maturing July 31, 2020 | 1,015 | 1,014,219 | ||
| Mission Broadcasting, Inc. | Term Loan, 3.75%, Maturing October 1, 2020 | 368 | 366,688 | ||
| Nexstar Broadcasting, Inc. | Term Loan, 3.75%, Maturing October 1, 2020 | 417 | 415,831 | ||
| Raycom TV Broadcasting, LLC | Term Loan, Maturing August 4, 2021(2) | 2,000 | 1,990,000 | ||
| TWCC Holding Corp. | Term Loan, 5.75%, Maturing February 11, 2020 | 1,764 | 1,766,295 | ||
| TWCC Holding Corp. | Term Loan - Second Lien, 7.00%, Maturing June 26, 2020 | 500 | 500,625 | ||
| Univision Communications, Inc. | Term Loan, 4.00%, Maturing March 1, 2020 | 1,425 | 1,416,377 | ||
| 15,393,837 | |||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 小売(食料およびドラッグを除く)-4.8% | ||||
| 99 Cents Only Stores | Term Loan, 4.50%, Maturing January 11, 2019 | 2,588 | 2,071,838 | |
| Bass Pro Group, LLC | Term Loan, 4.00%, Maturing June 5, 2020 | 1,420 | 1,412,521 | |
| CDW, LLC | Term Loan, 3.25%, Maturing April 29, 2020 | 951 | 949,280 | |
| David's Bridal, Inc. | Term Loan, 5.25%, Maturing October 11, 2019 | 1,075 | 915,437 | |
| Dollar Tree, Inc. | Term Loan, 3.50%, Maturing July 6, 2022 | 1,912 | 1,917,296 | |
| Evergreen Acqco 1 L.P. | Term Loan, 5.00%, Maturing July 9, 2019 | 728 | 625,719 | |
| Harbor Freight Tools USA, Inc. | Term Loan, 4.75%, Maturing July 26, 2019 | 795 | 798,641 | |
| J. Crew Group, Inc. | Term Loan, 4.00%, Maturing March 5, 2021 | 997 | 744,361 | |
| Jo-Ann Stores, Inc. | Term Loan, 4.00%, Maturing March 16, 2018 | 2,251 | 2,194,683 | |
| Men's Wearhouse, Inc. (The) | Term Loan, 4.50%, Maturing June 18, 2021 | 817 | 818,671 | |
| Michaels Stores, Inc. | Term Loan, 3.75%, Maturing January 28, 2020 | 1,525 | 1,526,857 | |
| Michaels Stores, Inc. | Term Loan, 4.00%, Maturing January 28, 2020 | 790 | 792,957 | |
| Neiman Marcus Group, Inc. (The) | Term Loan, 4.25%, Maturing October 25, 2020 | 2,935 | 2,868,483 | |
| Party City Holdings, Inc. | Term Loan, 4.25%, Maturing August 19, 2022 | 1,800 | 1,799,626 | |
| Petco Animal Supplies, Inc. | Term Loan, 4.00%, Maturing November 24, 2017 | 873 | 872,148 | |
| PetSmart, Inc. | Term Loan, 4.25%, Maturing March 11, 2022 | 3,060 | 3,062,755 | |
| PFS Holding Corporation | Term Loan, 4.50%, Maturing January 31, 2021 | 690 | 642,959 | |
| Pier 1 Imports (U.S.), Inc. | Term Loan, 4.50%, Maturing April 30, 2021 | 469 | 454,991 | |
| Rent-A-Center, Inc. | Term Loan, 3.75%, Maturing March 19, 2021 | 443 | 438,817 | |
| Spin Holdco, Inc. | Term Loan, 4.25%, Maturing November 14, 2019 | 2,623 | 2,592,442 | |
| Toys‘R’Us Property Company I, LLC | Term Loan, 6.00%, Maturing August 21, 2019 | 1,533 | 1,429,348 | |
| Wilton Brands, LLC | Term Loan, 8.50%, Maturing August 30, 2018 | 515 | 501,697 | |
| 29,431,527 | ||||
| 鉄鋼-1.4% | ||||
| FMG Resources (August 2006) Pty. Ltd. | Term Loan, 4.25%, Maturing June 30, 2019 | 5,664 | 4,813,058 | |
| JMC Steel Group, Inc. | Term Loan, 4.75%, Maturing April 1, 2017 | 2,256 | 2,200,053 | |
| Neenah Foundry Company | Term Loan, 6.76%, Maturing April 26, 2017 | 1,472 | 1,456,986 | |
| 8,470,097 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 陸上輸送-0.5% | ||||
| Kenan Advantage Group, Inc. | Term Loan, 1.50%, Maturing January 23, 2017(5) | 170 | 169,890 | |
| Kenan Advantage Group, Inc. | Term Loan, 4.00%, Maturing July 31, 2022 | 389 | 388,021 | |
| Kenan Advantage Group, Inc. | Term Loan, 4.00%, Maturing July 31, 2022 | 1,219 | 1,216,496 | |
| Stena International S.a.r.l. | Term Loan, 4.00%, Maturing March 3, 2021 | 1,379 | 1,179,045 | |
| 2,953,452 | ||||
| 通信-2.5% | ||||
| Intelsat Jackson Holdings S.A. | Term Loan, 3.75%, Maturing June 30, 2019 | 6,600 | 6,409,220 | |
| IPC Corp. | Term Loan, 5.50%, Maturing August 6, 2021 | 1,095 | 1,082,187 | |
| Mitel US Holdings, Inc. | Term Loan, 5.50%, Maturing April 29, 2022 | 474 | 468,631 | |
| Syniverse Holdings, Inc. | Term Loan, 4.00%, Maturing April 23, 2019 | 624 | 571,247 | |
| Syniverse Holdings, Inc. | Term Loan, 4.00%, Maturing April 23, 2019 | 2,472 | 2,263,681 | |
| Telesat Canada | Term Loan, 3.50%, Maturing March 28, 2019 | 2,327 | 2,315,676 | |
| Ziggo Financing Partnership | Term Loan, 3.50%, Maturing January 15, 2022 | 477 | 469,558 | |
| Ziggo Financing Partnership | Term Loan, 3.50%, Maturing January 15, 2022 | 740 | 728,654 | |
| Ziggo Financing Partnership | Term Loan, 3.50%, Maturing January 15, 2022 | 784 | 772,256 | |
| 15,081,110 | ||||
| 公益-2.5% | ||||
| Calpine Construction Finance Company L.P. | Term Loan, 3.00%, Maturing May 3, 2020 | 660 | 644,142 | |
| Calpine Construction Finance Company L.P. | Term Loan, 3.25%, Maturing January 31, 2022 | 760 | 744,027 | |
| Calpine Corporation | Term Loan, 4.00%, Maturing October 30, 2020 | 295 | 295,354 | |
| Calpine Corporation | Term Loan, 3.50%, Maturing May 27, 2022 | 2,693 | 2,667,441 | |
| Dynegy Holdings, Inc. | Term Loan, 4.00%, Maturing April 23, 2020 | 2,832 | 2,824,037 | |
| EFS Cogen Holdings I, LLC | Term Loan, 3.75%, Maturing December 17, 2020 | 408 | 407,453 | |
| Electrical Components International, Inc. | Term Loan, 5.75%, Maturing May 28, 2021 | 1,019 | 1,021,724 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 公益-2.5%(続き) | ||||
| Energy Future Intermediate Holding Co., LLC | DIP Loan, 4.25%, Maturing June 19, 2016 | 1,375 | 1,375,859 | |
| Invenergy Thermal Operating I, LLC | Term Loan, 6.50%, Maturing October 7, 2022 | 125 | 124,375 | |
| La Frontera Generation, LLC | Term Loan, 4.50%, Maturing September 30, 2020 | 1,350 | 1,100,385 | |
| Lonestar Generation, LLC | Term Loan, 5.25%, Maturing February 20, 2021 | 919 | 740,173 | |
| Longview Power, LLC | Term Loan, 7.00%, Maturing April 13, 2021 | 1,172 | 1,154,482 | |
| TPF II Power, LLC | Term Loan, 5.50%, Maturing October 2, 2021 | 1,035 | 1,036,197 | |
| WTG Holdings III Corp. | Term Loan, 4.75%, Maturing January 15, 2021 | 841 | 837,662 | |
| 14,973,311 | ||||
| シニア変動利付有価証券合計(認識された原価:598,818,045米ドル) | 570,217,385 | |||
普通株式-0.2%
| 銘柄名 | 数量 | 時価(米ドル) |
| 航空および軍需-0.0%(6) | ||
| IAP Worldwide Services, LLC(3)(7)(8) | 24 | 19,387 |
| 19,387 | ||
| 自動車-0.1% | ||
| Dayco Products, LLC(3)(7)(8) | 9,586 | 354,682 |
| 354,682 | ||
| ビジネス機器およびサービス-0.0%(6) | ||
| Education Management Corp.(3)(7)(8) | 4,977,534 | 5 |
| 5 | ||
| 出版-0.1% | ||
| MediaNews Group, Inc.(7)(8) | 33,396 | 1,043,614 |
| 1,043,614 | ||
| 普通株式合計(認識された原価:899,515米ドル) | 1,417,688 |
転換優先株式-0.0%(6)
| 銘柄名 | 数量 | 時価(米ドル) |
| ビジネス機器およびサービス-0.0%(6) | ||
| Education Management Corp., Series A-1, 7.50%(3)(7)(8) | 5,538 | 74,375 |
| 転換優先株式合計(認識された原価:390,853米ドル) | 74,375 |
短期投資証券-7.3%
| 細目 | 数量(千米ドル) | 時価(米ドル) |
| Eaton Vance Cash Reserves Fund, LLC, 0.20%(9) | 44,225 | 44,224,540 |
| 短期投資証券合計(認識された原価:44,224,540米ドル) | 44,224,540 | |
| 投資合計-101.3% | ||
| (認識された原価:644,332,953米ドル) | 615,933,988 | |
| 一時借入ローン契約控除-(0.0)%(6) | (33,511) | |
| 純投資-101.3% | ||
| (認識された原価:644,299,442米ドル) | 615,900,477 | |
| 負債控除後その他の資産-(1.3)% | (7,899,503) | |
| 純資産-100.0% | 608,000,974 |
投資有価証券明細表のそれぞれの投資カテゴリーに表示されているパーセンテージは純資産を基にしています。
(1)シニア変動利付商品(シニアローン)は、余剰のキャッシュフローから繰上返済が要求されることや、債務者に自身の選択で返済を認めることがあります。債務者が返済する程度は、契約上の要求もしくは債務者の選択によるものであれ、正確に予測することはできません。結果として、実際の残存期間は記載された規定の満期より短くなることがあります。ただし、シニアローンの予想平均残存期間は概ね2年から4年程度となっています。規定の利率は、シニアローンファシリティの契約全ての加重平均利率を表し、存在する場合は、一時借入ローン契約に係る契約費用を含みます。一般的にシニアローンの利率は、日次、月次、四半期毎、あるいは半期毎に、基礎となる貸出利率にプレミアムを加算することにより再算定されます。これらの基礎となる貸出金利は、第一にロンドン・インターバンク・オファード・レート(LIBOR)であり、第二に、単一もしくは多数の主要な米国銀行によって提示されるプライム・レート(Prime Rate)や譲渡性預金証書(CD)のレート、もしくは営利を目的とした貸し手により使用されるその他の基礎となる貸出利率です。
(2)当該シニアローンは、2015年10月31日以降に、受渡しされ利率が決定される予定です。
(3)開示を目的とした公正価値測定では、当該証券はレベル3に分類されます。レベル3とは米国会計基準における3段階の公正価値評価法による価格で、市場での価格は観察不可能だが、市場関係者による最善の情報を仮定とした価格に相当します。
(4)現在、発行体は利息支払に関してデフォルトであります。
(5)一時借入の、または部分的に一時借入のローン契約です。
(6)合計は、0.05%未満です。
(7)当該証券は、シニアローンの再構築に関連して取得されており、転売時に制限を受けることがあります。
(8)無利息証券です。
(9)イートン・バンスのポートフォリオが利用可能な関連投資会社であり、高格付けの米ドル建てマネー・マーケット投資証券に投資を行うファンドです。表示の利回りは、2015年10月31日時点の7日間の年率換算利回りです。
略語:
DIP-占有債務継続者(Debtor In Possession)のことであり、一般的にDIPローンとは破産法を申請した企業が一時的な運転資金融資として発行するローンのことです。※
PIK-ペイメント・イン・カインド(Payment In Kind)債のことであり、利払いが現金ではなく、既存の債務に対して発生する追加的債務の形式で行われる債務のことです。※
※は新光投信にて追記
(2)資産・負債計算書
(米ドル表示)
| 資産 | 2015年10月31日現在 |
| 関連当事者以外に係る投資-評価額(認識された原価:600,074,902米ドル) | 571,675,937 |
| 関連当事者に係る投資-評価額(認識された原価:44,224,540米ドル) | 44,224,540 |
| 現金 | 5,331,160 |
| 未収利息 | 2,180,273 |
| 関連当事者に係る投資における未収利息 | 9,679 |
| 売却済投資に係る未収金 | 1,898,128 |
| 売却済ファンド投資証券に係る未収金 | 1,417,793 |
| 前払費用 | 43,323 |
| 資産合計 | 626,780,833 |
| 負債 | |
| 購入済投資に係る未払金 | 15,888,218 |
| 償還済ファンド投資証券に係る未払金 | 1,390,777 |
| 未払分配金 | 1,021,011 |
| 関連当事者に係る未払金: | |
| 投資顧問会社報酬 | 263,433 |
| 未払費用 | 216,420 |
| 負債合計 | 18,779,859 |
| 純資産 | 608,000,974 |
| 純資産の源泉 | |
| 資本 | |
| 参加型投資証券-発行済投資証券1口当たり額面1米ドル | 63,541,992 |
| 追加の払込資本 | 575,327,887 |
| 累積実現損失純額 | (3,010,916) |
| 累積未分配投資収益純額 | 540,976 |
| 未実現損失純額 | (28,398,965) |
| 合計 | 608,000,974 |
クラスI3$シェアーズ
| 純資産 | 194,872,516 |
| 参加型投資証券発行済口数 | 20,287,295 |
| 1口当たり純資産価額、発行価格および償還価格 | |
| (純資産÷参加型投資証券発行済口数) | 9.61 |
(3)損益計算書
(米ドル表示)
| 投資収益 | 2015年10月31日終了年度 |
| 利息およびその他の収益 | 26,754,879 |
| 関連当事者に係る投資から割り当てられる収益 | 60,655 |
| 関連当事者に係る投資から割り当てられる費用 | (4,104) |
| 投資収益合計 | 26,811,430 |
| 費用 | |
| 投資顧問会社報酬 | 3,057,453 |
| 保管銀行報酬 | 207,070 |
| 名義書換および分配支払代理人報酬 | 175,092 |
| 法的および会計サービス | 147,609 |
| 印刷費用および送料 | 8,785 |
| 雑費 | 155,409 |
| 費用合計 | 3,751,418 |
| 控除- | |
| 保管銀行報酬の減額 | 51 |
| 費用減額合計 | 51 |
| 純費用 | 3,751,367 |
| 純投資収益 | 23,060,063 |
| 実現および未実現利益(損失) | |
| 実現純利益(損失)- | |
| 投資取引 | (4,723,555) |
| 関連当事者に係る投資から割り当てられる投資取引 | 41 |
| 実現純損失 | (4,723,514) |
| 未実現利益(損失)変動額- | |
| 投資 | (17,148,028) |
| 未実現利益(損失)純変動額 | (17,148,028) |
| 実現および未実現損失純額 | (21,871,542) |
| 営業による純資産の純増加額 | 1,188,521 |
(4)純資産変動計算書
(米ドル表示)
| 純資産の増加(減少) | 2015年10月31日終了年度 |
| 営業によるもの- | |
| 純投資収益 | 23,060,063 |
| 投資取引による実現純損失 | (4,723,514) |
| 投資による未実現利益(損失)純変動額 | (17,148,028) |
| 営業による純資産の純増加額 | 1,188,521 |
| 投資証券保有者への分配額合計 | (22,990,444) |
| 参加型投資証券取引による純資産の純減少額 | (63,326,399) |
| 純資産の純減少額 | (85,128,322) |
| 純資産額 | |
| 期首時点 | 693,129,296 |
| 期末時点 | 608,000,974 |
| 純資産に含まれる累積未分配投資収益純額 | |
| 期末時点 | 540,976 |
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。
