半期報告書(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)
(3)【中間注記表】
該当事項はありません。
2 デリバティブ取引等関係
取引の時価等に関する事項
(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$シェアーズ」投資証券及び「日本短期公社債マザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資証券」は、すべて「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ-クラスI3$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$シェアーズ」は、「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ」の個別クラスとなっております。
「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ」は、ケイマンの法律に基づき設立された米ドル建外国投資法人であります。同ファンドの平成27年4月30日現在の財務書類は、米国で一般的に認められている監査規則に準拠して作成されておりますが、独立監査人の監査を受けておりません。
同ファンドの投資有価証券明細表、資産・負債計算書、損益計算書及び純資産変動計算書は、同ファンドの投資顧問会社兼管理事務代行会社であるイートン・バンス・マネジメントから入手した財務書類の原文の一部を翻訳・抜粋したものであります。
(1)投資有価証券明細表(無監査)
2015年4月30日現在(米ドル表示)
シニア変動利付有価証券-94.3%(1)
普通株式-0.3%
転換優先株式-0.1%
短期投資証券-4.0%
投資有価証券明細表のそれぞれの投資カテゴリーに表示されているパーセンテージは純資産を基にしています。
DIP-占有債務継続者(Debtor In Possession)のことであり、一般的にDIPローンとは破産法を申請した企業が一時的な運転資金融資として発行するローンのことです。※
PIK-ペイメント・イン・カインド(Payment In Kind)債のことであり、利払いが現金ではなく、既存の債務に対して発生する追加的債務の形式で行われる債務のことです。※
※は新光投信にて追記
(1)シニア変動利付商品(シニアローン)は、余剰のキャッシュフローから繰上返済が要求されることや、債務者に自身の選択で返済を認めることがあります。債務者が返済する程度は、契約上の要求もしくは債務者の選択によるものであれ、正確に予測することはできません。結果として、実際の残存期間は記載された規定の満期より短くなることがあります。ただし、シニアローンの予想平均残存期間は概ね2年から4年程度となっています。規定の利率は、シニアローンファシリティの契約全ての加重平均利率を表し、存在する場合は、一時借入ローン契約に係る契約費用を含みます。一般的にシニアローンの利率は、日次、月次、四半期毎、あるいは半期毎に、基礎となる貸出利率にプレミアムを加算することにより再算定されます。これらの基礎となる貸出金利は、第一にロンドン・インターバンク・オファード・レート(LIBOR)であり、第二に、単一もしくは多数の主要な米国銀行によって提示されるプライム・レート(Prime Rate)や譲渡性預金証書(CD)のレート、もしくは営利を目的とした貸し手により使用されるその他の基礎となる貸出利率です。
(2)当該シニアローンは、2015年4月30日以降に、受渡しされ利率が決定される予定です。
(3)開示を目的とした公正価値測定では、当該証券はレベル3に分類されます。レベル3とは米国会計基準における3段階の公正価値評価法による価格で、市場での価格は観察不可能だが、市場関係者による最善の情報を仮定とした価格に相当します。
(4)合計は、0.05%未満です。
(5)現在、発行体は利息支払いに関してデフォルト状態にあります。
(6)無利息証券です。
(7)当該証券は、シニアローンの再構築に関連して取得されており、転売時に制限を受けることがあります。
(8)イートン・バンスのポートフォリオが利用可能な関連投資会社であり、高格付けの米ドル建てマネー・マーケット投資証券に投資を行うファンドです。表示の利回りは、2015年4月30日時点の7日間の年率換算利回りです。
(2)資産・負債計算書(無監査)
(米ドル表示)
クラスI3$シェアーズ
(3)損益計算書(無監査)
(米ドル表示)
(4)純資産変動計算書
(米ドル表示)
| (重要な会計方針に係る事項に関する注記) |
| 区分 | 第1期中間計算期間 自 平成27年 5月29日 至 平成27年11月28日 |
| 1.有価証券の評価基準及び評価方法 | 投資証券 |
| 移動平均法に基づき、時価で評価しております。 時価評価にあたっては、投資証券の基準価額に基づいて評価しております。 | |
| 親投資信託受益証券 | |
| 移動平均法に基づき、時価で評価しております。 時価評価にあたっては、親投資信託受益証券の基準価額に基づいて評価しております。 | |
| 2.デリバティブ等の評価基準及び評価方法 | 為替予約取引 |
| 原則として計算日の対顧客先物売買相場の仲値で評価しております。 | |
| 3.収益及び費用の計上基準 | 受取配当金 |
| 原則として、投資証券の配当落ち日において、確定配当金額又は予想配当金額を計上しております。 | |
| 4.その他中間財務諸表作成のための基本となる重要な事項 | 外貨建取引等の処理基準 当ファンドの外貨建取引等の処理基準については、投資信託財産計算規則第60条及び第61条によっております。 |
| (中間貸借対照表に関する注記) |
| 第1期中間計算期間末 平成27年11月28日現在 | |||
| 1. | 中間計算期間末日における受益権の総数 | ||
| 2,255,719,396口 | |||
| 2. | 投資信託財産計算規則第55条の6第1項第10号に規定する額 | ||
| 元本の欠損 71,799,832円 | |||
| 3. | 中間計算期間末日における1単位当たりの純資産の額 | ||
| 1口当たり純資産額 | 0.9682円 | ||
| (1万口当たり純資産額) | (9,682円) | ||
| (中間損益及び剰余金計算書に関する注記) |
該当事項はありません。
| (金融商品に関する注記) |
| 金融商品の時価等に関する事項 |
| 第1期中間計算期間末 平成27年11月28日現在 |
| 1.中間貸借対照表計上額、時価及び差額 |
| 中間貸借対照表上の金融商品は、原則としてすべて時価評価されているため、中間貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 |
| 投資証券 「(重要な会計方針に係る事項に関する注記)」に記載しております。 親投資信託受益証券 「(重要な会計方針に係る事項に関する注記)」に記載しております。 派生商品評価勘定 「(重要な会計方針に係る事項に関する注記)」に記載しております。 コール・ローン等の金銭債権及び金銭債務 これらの科目は短期間で決済されるため、帳簿価額は時価に近似していることから、当該帳簿価額を時価としております。 |
| 3.金融商品の時価等に関する事項についての補足説明 |
| 市場価額がない、又は市場価格を時価と見なせない場合には、経営者により合理的に算定された価額で評価する場合があります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額又は計算上の想定元本であり、当該金額自体がデリバティブ取引のリスクの大きさを示すものではありません。 |
| (その他の注記) |
| 1 元本の移動 |
| 区分 | 第1期中間計算期間末 平成27年11月28日現在 |
| 設定年月日 | 平成27年 5月29日 |
| 設定元本額 | 2,261,690,428円 |
| 期首元本額 | 2,261,690,428円 |
| 元本残存率 | 99.7% |
2 デリバティブ取引等関係
取引の時価等に関する事項
| (通貨関連) |
| 種類 | 第1期中間計算期間末 平成27年11月28日現在 | |||
| 契約額等(円) | 時価(円) | 評価損益(円) | ||
| うち1年超 | ||||
| 市場取引以外の取引 | ||||
| 為替予約取引 | ||||
| 売建 | 2,072,840,275 | - | 2,060,919,780 | 11,920,495 |
| 米ドル | 2,072,840,275 | - | 2,060,919,780 | 11,920,495 |
| 合計 | 2,072,840,275 | - | 2,060,919,780 | 11,920,495 |
| 時価の算定方法 |
| 為替予約取引 |
| 1)中間計算期間末日(以下「期末日」という。)に対顧客先物売買相場の仲値が発表されている外貨については、以下のように評価しております。 |
| ①期末日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該仲値で評価しております。 |
| ②期末日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、以下の方法によっております。 |
| ・期末日に為替予約の受渡日を超える対顧客先物売買相場が発表されている場合には、発表されている先物売買相場のうち受渡日に最も近い前後二つの先物売買相場の仲値をもとに計算したレートを用いております。 |
| ・期末日に為替予約の受渡日を超える対顧客先物売買相場が発表されていない場合には、発表されているもので為替予約の受渡日に最も近い先物売買相場の仲値で評価しております。 |
| 2)期末日に対顧客先物売買相場の仲値が発表されていない外貨については、期末日の対顧客電信売買相場の仲値で評価しております。 |
| ※上記取引で、ヘッジ会計が適用されているものはありません。 |
(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$シェアーズ」投資証券及び「日本短期公社債マザーファンド」受益証券を主要投資対象としており、中間貸借対照表の資産の部に計上された「投資証券」は、すべて「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ-クラスI3$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4月30日現在の財務書類は、米国で一般的に認められている監査規則に準拠して作成されておりますが、独立監査人の監査を受けておりません。
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(無監査)
2015年4月30日現在(米ドル表示)
シニア変動利付有価証券-94.3%(1)
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 航空および軍需-2.1% | ||||
| DAE Aviation Holdings, Inc. | Term Loan, 5.00%, Maturing November 2, 2018 | 1,452 | 1,460,606 | |
| Ducommun Incorporated | Term Loan, 4.75%, Maturing June 28, 2017 | 126 | 126,789 | |
| IAP Worldwide Services, Inc. | Revolving Loan, Maturing July 18, 2018(2) | 133 | 132,540 | |
| IAP Worldwide Services, Inc. | Term Loan - Second Lien, 8.00%, Maturing July 18, 2019(3) | 182 | 145,615 | |
| Silver II US Holdings, LLC | Term Loan, 4.00%, Maturing December 13, 2019 | 2,916 | 2,845,682 | |
| Standard Aero Limited | Term Loan, 5.00%, Maturing November 2, 2018 | 657 | 661,011 | |
| Transdigm, Inc. | Term Loan, 3.75%, Maturing February 28, 2020 | 6,165 | 6,187,979 | |
| 11,560,222 | ||||
| 航空輸送-0.3% | ||||
| Virgin America, Inc. | Term Loan, 4.50%, Maturing April 4, 2019 | 1,725 | 1,577,512 | |
| 1,577,512 | ||||
| 自動車-2.9% | ||||
| Affinia Group Intermediate Holdings, Inc. | Term Loan, 4.75%, Maturing April 27, 2020 | 1,037 | 1,039,122 | |
| Chrysler Group, LLC | Term Loan, 3.50%, Maturing May 24, 2017 | 3,673 | 3,684,225 | |
| Dayco Products, LLC | Term Loan, 5.25%, Maturing December 12, 2019 | 866 | 870,581 | |
| Federal-Mogul Holdings Corporation | Term Loan, 4.75%, Maturing April 15, 2021 | 3,474 | 3,473,316 | |
| Goodyear Tire & Rubber Company (The) | Term Loan - Second Lien, 4.75%, Maturing April 30, 2019 | 1,854 | 1,877,344 | |
| INA Beteiligungsgesell schaft GmbH | Term Loan, 4.25%, Maturing May 15, 2020 | 775 | 782,586 | |
| MPG Holdco I, Inc. | Term Loan, 4.25%, Maturing October 20, 2021 | 1,990 | 2,000,064 | |
| TI Group Automotive Systems, LLC | Term Loan, 4.25%, Maturing July 2, 2021 | 695 | 696,921 | |
| Tower Automotive Holdings USA, LLC | Term Loan, 4.00%, Maturing April 23, 2020 | 902 | 905,788 | |
| Visteon Corporation | Term Loan, 3.50%, Maturing April 9, 2021 | 968 | 968,746 | |
| 16,298,693 | ||||
| 飲料およびタバコ-0.1% | ||||
| Flavors Holdings, Inc. | Term Loan, 6.75%, Maturing April 3, 2020 | 585 | 567,450 | |
| 567,450 | ||||
| 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-0.0%(4) | ||||
| Astro AB Borrower, Inc. | Term Loan, Maturing April 30, 2022(2) | 200 | 202,750 | |
| 202,750 | ||||
| 建設およびデベロッパー-1.7% | ||||
| CPG International, Inc. | Term Loan, 4.75%, Maturing September 30, 2020 | 468 | 465,828 | |
| Gates Global, Inc. | Term Loan, 4.25%, Maturing July 5, 2021 | 1,219 | 1,221,596 | |
| Headwaters, Incorporated | Term Loan, 4.50%, Maturing March 24, 2022 | 125 | 125,937 | |
| Ply Gem Industries, Inc. | Term Loan, 4.00%, Maturing February 1, 2021 | 990 | 990,000 | |
| Quikrete Holdings, Inc. | Term Loan, 4.00%, Maturing September 28, 2020 | 1,678 | 1,684,980 | |
| RE/MAX International, Inc. | Term Loan, 4.25%, Maturing July 31, 2020 | 1,443 | 1,439,970 | |
| Realogy Corporation | Term Loan, 3.75%, Maturing March 5, 2020 | 3,232 | 3,247,682 | |
| WireCo WorldGroup, Inc. | Term Loan, 6.00%, Maturing February 15, 2017 | 207 | 207,941 | |
| 9,383,934 | ||||
| ビジネス機器およびサービス-9.0% | ||||
| Acosta Holdco, Inc. | Term Loan, 4.25%, Maturing September 26, 2021 | 2,711 | 2,745,267 | |
| Altisource Solutions S.a.r.l. | Term Loan, 4.50%, Maturing December 9, 2020 | 1,059 | 915,839 | |
| AVSC Holding Corp. | Term Loan, 4.50%, Maturing January 24, 2021 | 371 | 373,106 | |
| Brock Holdings III, Inc. | Term Loan, 6.00%, Maturing March 16, 2017 | 544 | 535,719 | |
| CCC Information Services, Inc. | Term Loan, 4.00%, Maturing December 20, 2019 | 880 | 883,451 | |
| Ceridian, LLC | Term Loan, 4.50%, Maturing September 15, 2020 | 469 | 468,733 | |
| ClientLogic Corporation | Term Loan, 7.53%, Maturing January 30, 2017 | 1,210 | 1,204,286 | |
| Corporate Capital Trust, Inc. | Term Loan, 4.00%, Maturing May 15, 2019 | 817 | 817,240 | |
| Crossmark Holdings, Inc. | Term Loan, 4.50%, Maturing December 20, 2019 | 1,326 | 1,233,618 | |
| Education Management, LLC | Term Loan, 5.50%, Maturing July 2, 2020 | 415 | 374,538 | |
| Education Management, LLC | Term Loan, 8.50%, (2.00% Cash, 6.50% PIK) Maturing July 2, 2020 | 704 | 565,391 | |
| EIG Investors Corp. | Term Loan, 5.00%, Maturing November 9, 2019 | 4,522 | 4,482,365 | |
| Emdeon Business Services, LLC | Term Loan, 3.75%, Maturing November 2, 2018 | 4,059 | 4,079,622 | |
| 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-9.0%(続き) | ||||
| Expert Global Solutions, Inc. | Term Loan, 8.50%, Maturing April 3, 2018 | 398 | 399,184 | |
| Extreme Reach, Inc. | Term Loan, 6.75%, Maturing February 7, 2020 | 629 | 635,541 | |
| Garda World Security Corporation | Term Loan, 4.00%, Maturing November 6, 2020 | 347 | 346,891 | |
| Garda World Security Corporation | Term Loan, 4.00%, Maturing November 6, 2020 | 1,355 | 1,356,030 | |
| IG Investment Holdings, LLC | Term Loan, 6.00%, Maturing October 29, 2021 | 815 | 816,869 | |
| IMS Health Incorporated | Term Loan, 3.50%, Maturing March 17, 2021 | 2,904 | 2,910,054 | |
| Information Resources, Inc. | Term Loan, 4.75%, Maturing September 30, 2020 | 960 | 966,073 | |
| ION Trading Technologies S.a.r.l. | Term Loan, 4.25%, Maturing June 10, 2021 | 971 | 970,588 | |
| KAR Auction Services, Inc. | Term Loan, 3.50%, Maturing March 11, 2021 | 1,213 | 1,217,534 | |
| Kronos Incorporated | Term Loan, 4.50%, Maturing October 30, 2019 | 2,014 | 2,031,381 | |
| MCS AMS Sub-Holdings, LLC | Term Loan, 7.00%, Maturing October 15, 2019 | 430 | 420,396 | |
| Monitronics International, Inc. | Term Loan, 4.25%, Maturing March 23, 2018 | 426 | 427,119 | |
| Monitronics International, Inc. | Term Loan, 4.50%, Maturing April 2, 2022 | 550 | 553,438 | |
| National CineMedia, LLC | Term Loan, 2.94%, Maturing November 26, 2019 | 175 | 173,469 | |
| PGX Holdings, Inc. | Term Loan, 6.25%, Maturing September 29, 2020 | 444 | 448,541 | |
| Quintiles Transnational Corp. | Term Loan, 3.75%, Maturing June 8, 2018 | 4,329 | 4,345,194 | |
| RCS Capital Corporation | Term Loan, 6.50%, Maturing April 29, 2019 | 890 | 880,297 | |
| ServiceMaster Company | Term Loan, 4.25%, Maturing July 1, 2021 | 1,940 | 1,948,124 | |
| SunGard Data Systems, Inc. | Term Loan, 4.00%, Maturing March 8, 2020 | 4,380 | 4,413,781 | |
| TNS, Inc. | Term Loan, 5.00%, Maturing February 14, 2020 | 425 | 427,893 | |
| TransUnion, LLC | Term Loan, 4.00%, Maturing April 9, 2021 | 3,663 | 3,683,604 | |
| Travelport Finance (Luxembourg) S.a.r.l. | Term Loan, 5.75%, Maturing September 2, 2021 | 973 | 983,884 | |
| WASH Multifamily Laundry Systems, LLC | Term Loan, 4.50%, Maturing February 21, 2019 | 985 | 986,771 | |
| 50,021,831 | ||||
| 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-0.8% | ||||
| Bragg Communications Incorporated | Term Loan, 3.50%, Maturing February 28, 2018 | 536 | 536,383 | |
| Crown Media Holdings, Inc. | Term Loan, 4.00%, Maturing July 14, 2018 | 678 | 675,081 | |
| MCC Iowa, LLC | Term Loan, 3.25%, Maturing January 29, 2021 | 590 | 588,026 | |
| MCC Iowa, LLC | Term Loan, 3.75%, Maturing June 30, 2021 | 720 | 722,486 | |
| Sterling Entertainment Enterprises, LLC | Term Loan, 2.94%, Maturing December 28, 2017 | 456 | 441,180 | |
| Virgin Media Bristol, LLC | Term Loan, 3.50%, Maturing June 7, 2020 | 1,282 | 1,284,779 | |
| 4,247,935 | ||||
| 化学およびプラスティック-4.7% | ||||
| Allnex (Luxembourg) & Cy S.C.A. | Term Loan, 4.50%, Maturing October 3, 2019 | 485 | 487,766 | |
| Allnex USA, Inc. | Term Loan, 4.50%, Maturing October 3, 2019 | 252 | 253,078 | |
| Aruba Investments, Inc. | Term Loan, 5.25%, Maturing February 2, 2022 | 200 | 202,120 | |
| Axalta Coating Systems US Holdings, Inc. | Term Loan, 3.75%, Maturing February 1, 2020 | 2,740 | 2,750,794 | |
| AZ Chem US, Inc. | Term Loan, 4.50%, Maturing June 12, 2021 | 529 | 532,913 | |
| ColourOz Investment 1, GmbH | Term Loan, 4.75%, Maturing September 7, 2021 | 131 | 131,789 | |
| ColourOz Investment 1, GmbH | Term Loan, 4.75%, Maturing September 7, 2021 | 790 | 797,215 | |
| ECO Services Operations, LLC | Term Loan, 4.75%, Maturing December 4, 2021 | 299 | 302,243 | |
| Emerald Performance Materials, LLC | Term Loan, 4.50%, Maturing August 1, 2021 | 423 | 425,870 | |
| Gemini HDPE, LLC | Term Loan, 4.75%, Maturing August 7, 2021 | 372 | 374,982 | |
| Huntsman International, LLC | Term Loan, 3.75%, Maturing August 12, 2021 | 1,596 | 1,605,975 | |
| Ineos US Finance, LLC | Term Loan, 3.75%, Maturing May 4, 2018 | 4,599 | 4,613,138 | |
| Ineos US Finance, LLC | Term Loan, 4.25%, Maturing March 31, 2022 | 425 | 428,036 | |
| Kronos Worldwide, Inc. | Term Loan, 4.75%, Maturing February 18, 2020 | 272 | 274,675 | |
| MacDermid, Inc. | Term Loan, 4.50%, Maturing June 7, 2020 | 1,889 | 1,910,067 | |
| MacDermid, Inc. | Term Loan, 4.75%, Maturing June 7, 2020 | 399 | 403,560 | |
| Minerals Technologies, Inc. | Term Loan, 4.00%, Maturing May 7, 2021 | 1,648 | 1,657,535 | |
| Omnova Solutions, Inc. | Term Loan, 4.25%, Maturing May 31, 2018 | 718 | 719,247 | |
| Orion Engineered Carbons GmbH | Term Loan, 5.00%, Maturing July 25, 2021 | 448 | 452,787 | |
| OXEA Finance, LLC | Term Loan, 4.25%, Maturing January 15, 2020 | 419 | 411,037 | |
| 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-4.7%(続き) | ||||
| Solenis International L.P. | Term Loan, 4.25%, Maturing July 31, 2021 | 249 | 249,644 | |
| Sonneborn Refined Products B.V. | Term Loan, 5.50%, Maturing December 10, 2020 | 52 | 52,827 | |
| Sonneborn, LLC | Term Loan, 5.50%, Maturing December 10, 2020 | 297 | 299,353 | |
| Tata Chemicals North America, Inc. | Term Loan, 3.75%, Maturing August 7, 2020 | 884 | 884,803 | |
| Trinseo Materials Operating S.C.A. | Term Loan, Maturing October 13, 2021(2) | 200 | 201,125 | |
| Tronox Pigments (Netherlands) B.V. | Term Loan, 4.25%, Maturing March 19, 2020 | 3,408 | 3,423,794 | |
| Univar, Inc. | Term Loan, 5.00%, Maturing June 30, 2017 | 2,012 | 2,022,776 | |
| 25,869,149 | ||||
| 複合-0.2% | ||||
| RGIS Services, LLC | Term Loan, 5.50%, Maturing October 18, 2017 | 1,514 | 1,427,176 | |
| 1,427,176 | ||||
| コンテナおよびガラス製品-1.5% | ||||
| Berry Plastics Holding Corporation | Term Loan, 3.50%, Maturing February 8, 2020 | 2,845 | 2,850,576 | |
| Hilex Poly Co., LLC | Term Loan, 6.00%, Maturing December 5, 2021 | 1,122 | 1,137,618 | |
| Libbey Glass, Inc. | Term Loan, 3.75%, Maturing April 9, 2021 | 372 | 373,467 | |
| Pelican Products, Inc. | Term Loan, 5.25%, Maturing April 10, 2020 | 608 | 608,442 | |
| Reynolds Group Holdings, Inc. | Term Loan, 4.50%, Maturing December 1, 2018 | 2,295 | 2,319,599 | |
| TricorBraun, Inc. | Term Loan, 4.00%, Maturing May 3, 2018 | 792 | 791,901 | |
| 8,081,603 | ||||
| 化粧品/トイレタリー-0.9% | ||||
| Prestige Brands, Inc. | Term Loan, 4.13%, Maturing January 31, 2019 | 501 | 503,681 | |
| Prestige Brands, Inc. | Term Loan, 4.50%, Maturing September 3, 2021 | 474 | 477,167 | |
| Revlon Consumer Products Corporation | Term Loan, 4.00%, Maturing October 8, 2019 | 1,867 | 1,876,379 | |
| Sun Products Corporation (The) | Term Loan, 5.50%, Maturing March 23, 2020 | 2,208 | 2,133,731 | |
| 4,990,958 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ドラッグ-2.9% | ||||
| Alkermes, Inc. | Term Loan, 3.50%, Maturing September 18, 2019 | 2,126 | 2,133,470 | |
| AMAG Pharmaceuticals, Inc. | Term Loan, 7.25%, Maturing November 12, 2020 | 439 | 443,137 | |
| Concordia Healthcare Corp. | Term Loan, 4.75%, Maturing March 30, 2022 | 150 | 151,375 | |
| DPx Holdings B.V. | Term Loan, 4.25%, Maturing March 11, 2021 | 2,754 | 2,761,646 | |
| Endo Luxembourg Finance Company I S.a.r.l. | Term Loan, 3.25%, Maturing March 1, 2021 | 347 | 347,222 | |
| Horizon Pharma Holdings USA, Inc. | Term Loan, Maturing April 22, 2021(2) | 150 | 151,266 | |
| Mallinckrodt International Finance S.A. | Term Loan, 3.50%, Maturing March 19, 2021 | 920 | 923,333 | |
| Par Pharmaceutical Companies, Inc. | Term Loan, 4.00%, Maturing September 30, 2019 | 2,118 | 2,122,784 | |
| Valeant Pharmaceuticals International, Inc. | Term Loan, 3.50%, Maturing February 13, 2019 | 2,654 | 2,666,607 | |
| Valeant Pharmaceuticals International, Inc. | Term Loan, 3.50%, Maturing December 11, 2019 | 2,135 | 2,144,234 | |
| Valeant Pharmaceuticals International, Inc. | Term Loan, 4.00%, Maturing April 1, 2022 | 2,275 | 2,293,628 | |
| 16,138,702 | ||||
| 環境サービスおよび機器-0.5% | ||||
| ADS Waste Holdings, Inc. | Term Loan, 3.75%, Maturing October 9, 2019 | 2,337 | 2,335,602 | |
| EnergySolutions, LLC | Term Loan, 6.75%, Maturing May 29, 2020 | 657 | 660,056 | |
| 2,995,658 | ||||
| 電子機器/電器-10.4% | ||||
| Answers Corporation | Term Loan, 6.25%, Maturing October 3, 2021 | 873 | 838,991 | |
| Applied Systems, Inc. | Term Loan, 4.27%, Maturing January 25, 2021 | 720 | 723,781 | |
| Avago Technologies Cayman Ltd. | Term Loan, 3.75%, Maturing May 6, 2021 | 4,944 | 4,973,409 | |
| Blue Coat Systems, Inc. | Term Loan, 4.00%, Maturing May 31, 2019 | 1,474 | 1,476,335 | |
| Blue Coat Systems, Inc. | Term Loan - Second Lien, 9.50%, Maturing June 28, 2020 | 1,375 | 1,405,937 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 電子機器/電器-10.4%(続き) | ||||
| Campaign Monitor Finance Pty Limited | Term Loan, 6.25%, Maturing March 18, 2021 | 644 | 642,696 | |
| Carros Finance Luxembourg S.a.r.l. | Term Loan, 4.50%, Maturing September 30, 2021 | 274 | 277,387 | |
| Cinedigm Digital Funding I, LLC | Term Loan, 3.75%, Maturing February 28, 2018 | 203 | 204,131 | |
| CompuCom Systems, Inc. | Term Loan, 4.25%, Maturing May 11, 2020 | 1,853 | 1,740,306 | |
| Dell, Inc. | Term Loan, 4.50%, Maturing April 29, 2020 | 5,946 | 5,976,672 | |
| Eagle Parent, Inc. | Term Loan, 4.00%, Maturing May 16, 2018 | 3,202 | 3,220,434 | |
| Entegris, Inc. | Term Loan, 3.50%, Maturing April 30, 2021 | 355 | 355,863 | |
| Excelitas Technologies Corp. | Term Loan, 6.00%, Maturing October 31, 2020 | 1,579 | 1,590,617 | |
| Eze Castle Software, Inc. | Term Loan, 4.00%, Maturing April 6, 2020 | 293 | 294,093 | |
| Freescale Semiconductor, Inc. | Term Loan, 4.25%, Maturing February 28, 2020 | 877 | 881,529 | |
| Go Daddy Operating Company, LLC | Term Loan, 4.50%, Maturing May 13, 2021 | 2,257 | 2,275,586 | |
| Hyland Software, Inc. | Term Loan, 4.75%, Maturing February 19, 2021 | 887 | 893,098 | |
| Infor (US), Inc. | Term Loan, 3.75%, Maturing June 3, 2020 | 4,236 | 4,232,110 | |
| Lattice Semiconductor Corporation | Term Loan, 5.25%, Maturing March 10, 2021 | 350 | 353,063 | |
| M/A-COM Technology Solutions Holdings, Inc. | Term Loan, 4.50%, Maturing May 7, 2021 | 447 | 451,091 | |
| MA FinanceCo., LLC | Term Loan, 4.50%, Maturing November 20, 2019 | 850 | 852,833 | |
| MA FinanceCo., LLC | Term Loan, 5.25%, Maturing November 19, 2021 | 750 | 754,486 | |
| Magic Newco, LLC | Term Loan, 5.00%, Maturing December 12, 2018 | 2,700 | 2,717,729 | |
| MH Sub I, LLC | Term Loan, 5.00%, Maturing July 8, 2021 | 695 | 699,499 | |
| Microsemi Corporation | Term Loan, 3.25%, Maturing February 19, 2020 | 537 | 539,706 | |
| Orbotech, Inc. | Term Loan, 5.00%, Maturing August 6, 2020 | 373 | 373,349 | |
| Renaissance Learning, Inc. | Term Loan, 4.50%, Maturing April 9, 2021 | 619 | 614,109 | |
| Rocket Software, Inc. | Term Loan, 5.75%, Maturing February 8, 2018 | 726 | 730,248 | |
| RP Crown Parent, LLC | Term Loan, 6.00%, Maturing December 21, 2018 | 3,613 | 3,524,815 | |
| SGS Cayman L.P. | Term Loan, 6.00%, Maturing April 23, 2021 | 155 | 156,454 | |
| Shield Finance Co. S.a.r.l. | Term Loan, 5.00%, Maturing January 29, 2021 | 594 | 598,950 | |
| Sirius Computer Solutions, Inc. | Term Loan, 7.00%, Maturing December 7, 2018 | 547 | 553,825 | |
| SkillSoft Corporation | Term Loan, 5.75%, Maturing April 28, 2021 | 1,886 | 1,880,868 | |
| Smart Technologies ULC | Term Loan, 10.50%, Maturing January 31, 2018 | 422 | 423,670 | |
| Sophia L.P. | Term Loan, 4.00%, Maturing July 19, 2018 | 1,684 | 1,692,196 | |
| SunEdison Semiconductor B.V. | Term Loan, 6.50%, Maturing May 27, 2019 | 695 | 696,487 | |
| SurveyMonkey.com, LLC | Term Loan, 5.50%, Maturing February 5, 2019 | 240 | 242,563 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 電子機器/電器-10.4%(続き) | ||||
| Sutherland Global Services, Inc. | Term Loan, 6.00%, Maturing April 23, 2021 | 666 | 672,117 | |
| Sybil Software, LLC | Term Loan, 4.75%, Maturing March 20, 2020 | 784 | 791,098 | |
| Vantiv, LLC | Term Loan, 3.75%, Maturing June 13, 2021 | 616 | 619,836 | |
| Vertafore, Inc. | Term Loan, 4.25%, Maturing October 3, 2019 | 4,115 | 4,134,358 | |
| Wall Street Systems Delaware, Inc. | Term Loan, 4.50%, Maturing April 30, 2021 | 817 | 818,799 | |
| Websense, Inc. | Term Loan, 4.50%, Maturing June 25, 2020 | 614 | 615,513 | |
| 57,510,637 | ||||
| 金融仲介-4.2% | ||||
| Armor Holding II, LLC | Term Loan, 5.75%, Maturing June 26, 2020 | 433 | 431,964 | |
| Citco Funding, LLC | Term Loan, 4.25%, Maturing June 29, 2018 | 1,575 | 1,584,119 | |
| Clipper Acquisitions Corp. | Term Loan, 3.00%, Maturing February 6, 2020 | 1,173 | 1,168,751 | |
| First Data Corporation | Term Loan, 3.68%, Maturing March 24, 2017 | 1,000 | 1,003,125 | |
| First Data Corporation | Term Loan, 3.68%, Maturing March 24, 2018 | 2,879 | 2,889,095 | |
| First Data Corporation | Term Loan, 3.68%, Maturing September 24, 2018 | 1,775 | 1,780,362 | |
| Grosvenor Capital Management Holdings, LLP | Term Loan, 3.75%, Maturing January 4, 2021 | 1,528 | 1,526,241 | |
| Guggenheim Partners, LLC | Term Loan, 4.25%, Maturing July 22, 2020 | 3,500 | 3,523,788 | |
| Hamilton Lane Advisors, LLC | Term Loan, 4.00%, Maturing February 28, 2018 | 190 | 190,902 | |
| Harbourvest Partners, LLC | Term Loan, 3.25%, Maturing February 4, 2021 | 491 | 490,645 | |
| 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 | 1,091,369 | |
| Moneygram International, Inc. | Term Loan, 4.25%, Maturing March 27, 2020 | 718 | 677,033 | |
| NXT Capital, Inc. | Term Loan, 6.25%, Maturing September 4, 2018 | 99 | 99,490 | |
| NXT Capital, Inc. | Term Loan, 6.25%, Maturing September 4, 2018 | 566 | 569,207 | |
| Ocwen Financial Corporation | Term Loan, 5.00%, Maturing February 15, 2018 | 2,143 | 2,126,050 | |
| Starwood Property Trust, Inc. | Term Loan, 3.50%, Maturing April 17, 2020 | 787 | 786,217 | |
| Walter Investment Management Corp. | Term Loan, 4.75%, Maturing December 19, 2020 | 3,099 | 2,977,361 | |
| 23,325,946 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 食料品-3.0% | ||||
| AdvancePierre Foods, Inc. | Term Loan, 5.75%, Maturing July 10, 2017 | 2,979 | 3,006,231 | |
| American Seafoods Group, LLC | Term Loan, 6.50%, Maturing March 18, 2018 | 816 | 784,185 | |
| Blue Buffalo Company Ltd. | Term Loan, 3.75%, Maturing August 8, 2019 | 1,905 | 1,910,008 | |
| Charger OpCo B.V. | Term Loan, 3.50%, Maturing July 23, 2021 | 1,750 | 1,750,000 | |
| Del Monte Foods, Inc. | Term Loan, 4.25%, Maturing February 18, 2021 | 1,111 | 1,068,352 | |
| Diamond Foods, Inc. | Term Loan, 4.25%, Maturing August 20, 2018 | 1,654 | 1,660,265 | |
| Dole Food Company, Inc. | Term Loan, 4.50%, Maturing November 1, 2018 | 3,029 | 3,054,094 | |
| High Liner Foods Incorporated | Term Loan, 4.25%, Maturing April 24, 2021 | 792 | 793,980 | |
| JBS USA Holdings, Inc. | Term Loan, 3.75%, Maturing September 18, 2020 | 1,207 | 1,214,920 | |
| Onex Wizard US Acquisition, Inc. | Term Loan, 5.25%, Maturing March 13, 2022 | 825 | 834,926 | |
| Post Holdings, Inc. | Term Loan, Maturing June 2, 2021(2) | 350 | 351,781 | |
| 16,428,742 | ||||
| 食料サービス-3.0% | ||||
| 1011778 B.C. Unlimited Liability Company | Term Loan, 4.50%, Maturing December 12, 2021 | 5,129 | 5,197,547 | |
| ARG IH Corporation | Term Loan, 4.75%, Maturing November 15, 2020 | 217 | 218,945 | |
| Centerplate, Inc. | Term Loan, 4.75%, Maturing November 26, 2019 | 1,274 | 1,267,506 | |
| Landry's, Inc. | Term Loan, 4.00%, Maturing April 24, 2018 | 1,463 | 1,471,394 | |
| NPC International, Inc. | Term Loan, 4.00%, Maturing December 28, 2018 | 1,036 | 1,034,268 | |
| P.F. Chang's China Bistro, Inc. | Term Loan, 4.25%, Maturing July 2, 2019 | 564 | 554,523 | |
| Seminole Hard Rock Entertainment, Inc. | Term Loan, 3.50%, Maturing May 14, 2020 | 172 | 171,973 | |
| US Foods, Inc. | Term Loan, 4.50%, Maturing March 31, 2019 | 4,815 | 4,838,557 | |
| Weight Watchers International, Inc. | Term Loan, 4.00%, Maturing April 2, 2020 | 3,626 | 1,939,910 | |
| 16,694,623 | ||||
| 食料/ドラッグ小売-2.0% | ||||
| Albertson's Holdings, LLC | Term Loan, 5.00%, Maturing August 25, 2019 | 1,825 | 1,841,783 | |
| Albertson's, LLC | Term Loan, 5.38%, Maturing March 21, 2019 | 3,150 | 3,178,841 | |
| General Nutrition Centers, Inc. | Term Loan, 3.25%, Maturing March 4, 2019 | 2,644 | 2,638,090 | |
| New Albertson's, Inc. | Term Loan, 4.75%, Maturing June 27, 2021 | 846 | 850,639 | |
| Rite Aid Corporation | Term Loan - Second Lien, 5.75%, Maturing August 21, 2020 | 200 | 201,958 | |
| Supervalu, Inc. | Term Loan, 4.50%, Maturing March 21, 2019 | 2,356 | 2,369,194 | |
| 11,080,505 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ヘルスケア-8.2% | ||||
| Acadia Healthcare Company, Inc. | Term Loan, 4.25%, Maturing February 11, 2022 | 175 | 176,799 | |
| Akorn, Inc. | Term Loan, 4.50%, Maturing April 16, 2021 | 920 | 923,826 | |
| Alere, Inc. | Term Loan, 4.25%, Maturing June 30, 2017 | 1,007 | 1,014,771 | |
| Alliance Healthcare Services, Inc. | Term Loan, 4.25%, Maturing June 3, 2019 | 2,693 | 2,687,562 | |
| Amneal Pharmaceuticals, LLC | Term Loan, 4.51%, Maturing November 1, 2019 | 150 | 150,938 | |
| Amneal Pharmaceuticals, LLC | Term Loan, 5.00%, Maturing November 1, 2019 | 442 | 445,455 | |
| Ardent Medical Services, Inc. | Term Loan, 6.75%, Maturing July 2, 2018 | 3,261 | 3,276,211 | |
| Aspen Dental Management, Inc. | Term Loan, Maturing April 10, 2022(2) | 200 | 201,375 | |
| ATI Holdings, Inc. | Term Loan, 5.25%, Maturing December 20, 2019 | 1,157 | 1,165,584 | |
| Auris Luxembourg III S.a.r.l. | Term Loan, 5.50%, Maturing January 17, 2022 | 75 | 75,891 | |
| BioScrip, Inc. | Term Loan, 6.50%, Maturing July 31, 2020 | 376 | 374,653 | |
| BioScrip, Inc. | Term Loan, 6.50%, Maturing July 31, 2020 | 627 | 624,422 | |
| CareCore National, LLC | Term Loan, 5.50%, Maturing March 5, 2021 | 348 | 352,159 | |
| CeramTec Acquisition Corporation | Term Loan, 4.25%, Maturing August 30, 2020 | 94 | 94,172 | |
| CHG Healthcare Services, Inc. | Term Loan, 4.25%, Maturing November 19, 2019 | 1,712 | 1,723,145 | |
| Community Health Systems, Inc. | Term Loan, 4.25%, Maturing January 27, 2021 | 2,120 | 2,134,835 | |
| Convatec, Inc. | Term Loan, 4.00%, Maturing December 22, 2016 | 139 | 139,926 | |
| CPI Buyer, LLC | Term Loan, 5.50%, Maturing August 18, 2021 | 821 | 822,928 | |
| DJO Finance, LLC | Term Loan, 4.25%, Maturing September 15, 2017 | 1,293 | 1,298,636 | |
| Envision Healthcare Corporation | Term Loan, 4.00%, Maturing May 25, 2018 | 3,420 | 3,443,164 | |
| Faenza Acquisition GmbH | Term Loan, 4.25%, Maturing August 30, 2020 | 277 | 278,734 | |
| Faenza Acquisition GmbH | Term Loan, 4.25%, Maturing August 30, 2020 | 934 | 940,196 | |
| Iasis Healthcare, LLC | Term Loan, 4.50%, Maturing May 3, 2018 | 978 | 982,876 | |
| Impax Laboratories, Inc. | Term Loan, 5.50%, Maturing December 2, 2020 | 600 | 607,500 | |
| Indivior Finance S.a.r.l. | Term Loan, 7.00%, Maturing December 19, 2019 | 642 | 612,991 | |
| inVentiv Health, Inc. | Term Loan, 7.75%, Maturing May 15, 2018 | 1,056 | 1,061,765 | |
| inVentiv Health, Inc. | Term Loan, 7.75%, Maturing May 15, 2018 | 1,350 | 1,350,655 | |
| Kinetic Concepts, Inc. | Term Loan, 4.50%, Maturing May 4, 2018 | 2,289 | 2,308,159 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ヘルスケア-8.2%(続き) | ||||
| MedAssets, Inc. | Term Loan, 4.00%, Maturing December 13, 2019 | 131 | 131,248 | |
| Millennium Laboratories, Inc. | Term Loan, 5.25%, Maturing April 16, 2021 | 1,911 | 1,580,990 | |
| MMM Holdings, Inc. | Term Loan, 9.75%, Maturing December 12, 2017 | 410 | 344,547 | |
| MSO of Puerto Rico, Inc. | Term Loan, 9.75%, Maturing December 12, 2017 | 298 | 250,487 | |
| National Mentor Holdings, Inc. | Term Loan, 4.25%, Maturing January 31, 2021 | 470 | 472,748 | |
| Onex Carestream Finance L.P. | Term Loan, 5.00%, Maturing June 7, 2019 | 1,742 | 1,760,771 | |
| Opal Acquisition, Inc. | Term Loan, 5.00%, Maturing November 27, 2020 | 1,407 | 1,410,957 | |
| Ortho-Clinical Diagnostics, Inc. | Term Loan, 4.75%, Maturing June 30, 2021 | 1,213 | 1,212,350 | |
| Pharmaceutical Product Development, LLC | Term Loan, 4.00%, Maturing December 5, 2018 | 1,089 | 1,095,916 | |
| PRA Holdings, Inc. | Term Loan, 4.50%, Maturing September 23, 2020 | 802 | 808,765 | |
| Radnet Management, Inc. | Term Loan, Maturing October 10, 2018(2) | 809 | 812,961 | |
| RegionalCare Hospital Partners, Inc. | Term Loan, 6.00%, Maturing April 19, 2019 | 671 | 673,407 | |
| Sage Products Holdings III, LLC | Term Loan, 5.00%, Maturing December 13, 2019 | 1,541 | 1,563,313 | |
| Select Medical Corporation | Term Loan, 3.75%, Maturing June 1, 2018 | 700 | 702,196 | |
| Steward Health Care System, LLC | Term Loan, 6.75%, Maturing April 12, 2020 | 688 | 686,460 | |
| Tecomet, Inc. | Term Loan, 5.75%, Maturing December 5, 2021 | 848 | 841,516 | |
| Truven Health Analytics, Inc. | Term Loan, 4.50%, Maturing June 6, 2019 | 536 | 538,303 | |
| U.S.Renal Care, Inc. | Term Loan, 4.25%, Maturing July 3, 2019 | 1,528 | 1,538,178 | |
| 45,694,441 | ||||
| 家財-0.3% | ||||
| Interline Brands, Inc. | Term Loan, 4.00%, Maturing March 17, 2021 | 1,683 | 1,686,682 | |
| 1,686,682 | ||||
| 工業機器-3.4% | ||||
| Alliance Laundry Systems, LLC | Term Loan, 4.25%, Maturing December 10, 2018 | 543 | 546,291 | |
| Apex Tool Group, LLC | Term Loan, 4.50%, Maturing January 31, 2020 | 2,713 | 2,716,332 | |
| CPM Holdings, Inc. | Term Loan, Maturing April 11, 2022(2) | 175 | 177,187 | |
| Delachaux S.A. | Term Loan, 5.25%, Maturing October 28, 2021 | 450 | 453,094 | |
| Doosan Infracore International, Inc. | Term Loan, 4.50%, Maturing May 28, 2021 | 893 | 903,846 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 工業機器-3.4%(続き) | ||||
| Filtration Group Corporation | Term Loan, 4.25%, Maturing November 21, 2020 | 247 | 248,932 | |
| Gardner Denver, Inc. | Term Loan, 4.25%, Maturing July 30, 2020 | 1,404 | 1,372,658 | |
| Husky Injection Molding Systems Ltd. | Term Loan, 4.25%, Maturing June 30, 2021 | 1,226 | 1,234,465 | |
| Milacron, LLC | Term Loan, 4.00%, Maturing March 28, 2020 | 2,831 | 2,831,363 | |
| NN, Inc. | Term Loan, 6.00%, Maturing August 27, 2021 | 535 | 539,276 | |
| Paladin Brands Holding, Inc. | Term Loan, 6.76%, Maturing August 16, 2019 | 509 | 511,514 | |
| Rexnord, LLC | Term Loan, 4.00%, Maturing August 21, 2020 | 1,938 | 1,947,460 | |
| Signode Industrial Group US, Inc. | Term Loan, 3.75%, Maturing May 1, 2021 | 1,075 | 1,077,241 | |
| STS Operating, Inc. | Term Loan, 4.75%, Maturing February 12, 2021 | 272 | 271,910 | |
| Tank Holding Corp. | Term Loan, 5.25%, Maturing March 16, 2022 | 2,579 | 2,604,182 | |
| Unifrax Corporation | Term Loan, 4.25%, Maturing November 28, 2018 | 1,309 | 1,309,161 | |
| Virtuoso US, LLC | Term Loan, 4.75%, Maturing February 11, 2021 | 371 | 373,415 | |
| 19,118,327 | ||||
| 保険-3.0% | ||||
| Alliant Holdings I, Inc. | Term Loan, 5.00%, Maturing December 20, 2019 | 701 | 704,149 | |
| AmWINS Group, LLC | Term Loan, 5.25%, Maturing September 6, 2019 | 954 | 963,920 | |
| Asurion, LLC | Term Loan, 5.00%, Maturing May 24, 2019 | 4,985 | 5,023,977 | |
| Asurion, LLC | Term Loan - Second Lien, 8.50%, Maturing March 3, 2021 | 925 | 938,875 | |
| CGSC of Delaware Holding Corporation | Term Loan, 5.00%, Maturing April 16, 2020 | 1,501 | 1,427,612 | |
| CNO Financial Group, Inc. | Term Loan, 3.75%, Maturing September 28, 2018 | 1,412 | 1,414,436 | |
| Cunningham Lindsey U.S., Inc. | Term Loan, 5.00%, Maturing December 10, 2019 | 915 | 903,507 | |
| Hub International Limited | Term Loan, 4.00%, Maturing October 2, 2020 | 2,514 | 2,509,420 | |
| USI, Inc. | Term Loan, 4.25%, Maturing December 27, 2019 | 2,547 | 2,554,677 | |
| 16,440,573 | ||||
| レジャー用品/活動/映画-3.4% | ||||
| AMC Entertainment, Inc. | Term Loan, 3.50%, Maturing April 30, 2020 | 4,444 | 4,464,833 | |
| Bombardier Recreational Products, Inc. | Term Loan, 4.00%, Maturing January 30, 2019 | 2,508 | 2,525,242 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| レジャー用品/活動/映画-3.4%(続き) | ||||
| Dave & Buster's, Inc. | Term Loan, 4.25%, Maturing July 25, 2020 | 122 | 122,636 | |
| Emerald Expositions Holding, Inc. | Term Loan, 4.75%, Maturing June 17, 2020 | 707 | 715,241 | |
| Fender Musical Instruments Corporation | Term Loan, 5.75%, Maturing April 3, 2019 | 187 | 187,583 | |
| Kasima, LLC | Term Loan, 3.25%, Maturing May 17, 2021 | 503 | 502,941 | |
| Live Nation Entertainment, Inc. | Term Loan, 3.50%, Maturing August 17, 2020 | 2,354 | 2,364,289 | |
| Nord Anglia Education Finance, LLC | Term Loan, 4.50%, Maturing March 31, 2021 | 744 | 746,236 | |
| Sabre, Inc. | Term Loan, 4.00%, Maturing February 19, 2019 | 556 | 559,582 | |
| SeaWorld Parks & Entertainment, Inc. | Term Loan, 3.00%, Maturing May 14, 2020 | 1,349 | 1,325,799 | |
| Sonifi Solutions, Inc. | Term Loan, 6.75%,(1.00% Cash, 5.75% PIK), Maturing March 28, 2018(3) | 633 | 40,518 | |
| SRAM, LLC | Term Loan, 4.02%, Maturing April 10, 2020 | 1,568 | 1,570,679 | |
| Town Sports International, Inc. | Term Loan, 4.50%, Maturing November 15, 2020 | 970 | 835,262 | |
| WMG Acquisition Corp. | Term Loan, 3.75%, Maturing July 1, 2020 | 1,490 | 1,483,698 | |
| Zuffa, LLC | Term Loan, 3.75%, Maturing February 25, 2020 | 1,411 | 1,397,248 | |
| 18,841,787 | ||||
| 宿泊およびカジノ-3.2% | ||||
| Amaya Holdings B.V. | Term Loan, 5.00%, Maturing August 1, 2021 | 2,214 | 2,224,254 | |
| Boyd Gaming Corporation | Term Loan, 4.00%, Maturing August 14, 2020 | 1,272 | 1,281,822 | |
| Caesars Entertainment Operating Company | Term Loan, 0.00%, Maturing March 1, 2017(5) | 1,132 | 1,046,311 | |
| Four Seasons Holdings, Inc. | Term Loan, 3.50%, Maturing June 27, 2020 | 539 | 541,209 | |
| Golden Nugget, Inc. | Term Loan, 5.50%, Maturing November 21, 2019 | 411 | 414,527 | |
| Golden Nugget, Inc. | Term Loan, 5.50%, Maturing November 21, 2019 | 958 | 967,231 | |
| Hilton Worldwide Finance, LLC | Term Loan, 3.50%, Maturing October 26, 2020 | 4,651 | 4,673,650 | |
| MGM Resorts International | Term Loan, 3.50%, Maturing December 20, 2019 | 2,644 | 2,649,120 | |
| RHP Hotel Properties L.P. | Term Loan, 3.75%, Maturing January 15, 2021 | 521 | 525,134 | |
| Scientific Games International, Inc. | Term Loan, 6.00%, Maturing October 18, 2020 | 2,197 | 2,221,906 | |
| Scientific Games International, Inc. | Term Loan, 6.00%, Maturing October 1, 2021 | 698 | 706,154 | |
| Tropicana Entertainment, Inc. | Term Loan, 4.00%, Maturing November 27, 2020 | 320 | 321,325 | |
| 17,572,643 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 非鉄金属/鉱物-1.6% | ||||
| Alpha Natural Resources, LLC | Term Loan, 3.50%, Maturing May 22, 2020 | 2,450 | 1,715,000 | |
| Arch Coal, Inc. | Term Loan, 6.25%, Maturing May 16, 2018 | 3,419 | 2,561,396 | |
| Dynacast International, LLC | Term Loan, 5.25%, Maturing January 28, 2022 | 400 | 405,875 | |
| Fairmount Minerals Ltd. | Term Loan, 4.50%, Maturing September 5, 2019 | 1,527 | 1,460,336 | |
| Murray Energy Corporation | Term Loan, 7.00%, Maturing April 7, 2017 | 175 | 176,604 | |
| Murray Energy Corporation | Term Loan, 7.50%, Maturing March 19, 2021 | 1,150 | 1,141,375 | |
| Oxbow Carbon, LLC | Term Loan, 4.25%, Maturing July 19, 2019 | 342 | 339,336 | |
| Walter Energy, Inc. | Term Loan, 7.25%, Maturing April 2, 2018 | 1,735 | 1,106,366 | |
| 8,906,288 | ||||
| 石油およびガス-4.5% | ||||
| Ameriforge Group, Inc. | Term Loan, 5.00%, Maturing December 19, 2019 | 3,191 | 2,804,438 | |
| Bronco Midstream Funding, LLC | Term Loan, 5.00%, Maturing August 15, 2020 | 2,875 | 2,803,219 | |
| CITGO Holding, Inc. | Term Loan, 9.50%, Maturing May 12, 2018 | 1,297 | 1,310,123 | |
| CITGO Petroleum Corporation | Term Loan, 4.50%, Maturing July 29, 2021 | 796 | 799,732 | |
| Crestwood Holdings, LLC | Term Loan, 7.00%, Maturing June 19, 2019 | 361 | 352,338 | |
| Drillships Ocean Ventures, Inc. | Term Loan, 5.50%, Maturing July 25, 2021 | 844 | 735,360 | |
| Energy Transfer Equity L.P. | Term Loan, 3.25%, Maturing December 2, 2019 | 1,450 | 1,446,504 | |
| Energy Transfer Equity L.P. | Term Loan, 4.00%, Maturing December 2, 2019 | 275 | 276,719 | |
| Fieldwood Energy, LLC | Term Loan, 3.88%, Maturing September 28, 2018 | 813 | 794,829 | |
| Fieldwood Energy, LLC | Term Loan - Second Lien, 8.38%, Maturing September 30, 2020 | 525 | 410,812 | |
| Floatel International Ltd. | Term Loan, 6.00%, Maturing June 27, 2020 | 866 | 654,019 | |
| MEG Energy Corp. | Term Loan, 3.75%, Maturing March 31, 2020 | 3,523 | 3,487,810 | |
| Obsidian Holdings, LLC | Term Loan, 6.75%, Maturing November 2, 2015 | 107 | 106,650 | |
| Paragon Offshore Finance Company | Term Loan, 3.75%, Maturing July 18, 2021 | 672 | 509,176 | |
| Samson Investment Company | Term Loan - Second Lien, 5.00%, Maturing September 25, 2018 | 2,275 | 1,103,375 | |
| Seadrill Partners Finco, LLC | Term Loan, 4.00%, Maturing February 21, 2021 | 3,285 | 2,697,484 | |
| Seventy Seven Operating, LLC | Term Loan, 3.75%, Maturing June 25, 2021 | 422 | 399,667 | |
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 石油およびガス-4.5%(続き) | ||||
| Sheridan Investment Partners II L.P. | Term Loan, 4.25%, Maturing December 16, 2020 | 30 | 27,305 | |
| Sheridan Investment Partners II L.P. | Term Loan, 4.25%, Maturing December 16, 2020 | 80 | 73,214 | |
| Sheridan Investment Partners II L.P. | Term Loan, 4.25%, Maturing December 16, 2020 | 576 | 526,314 | |
| Sheridan Production Partners I, LLC | Term Loan, 4.25%, Maturing October 1, 2019 | 150 | 145,057 | |
| Sheridan Production Partners I, LLC | Term Loan, 4.25%, Maturing October 1, 2019 | 246 | 237,484 | |
| Sheridan Production Partners I, LLC | Term Loan, 4.25%, Maturing October 1, 2019 | 1,857 | 1,792,224 | |
| Southcross Holdings Borrower L.P. | Term Loan, 6.00%, Maturing August 4, 2021 | 323 | 317,724 | |
| Tallgrass Operations, LLC | Term Loan, 4.25%, Maturing November 13, 2018 | 62 | 61,371 | |
| Tervita Corporation | Term Loan, 6.25%, Maturing May 15, 2018 | 943 | 899,236 | |
| 24,772,184 | ||||
| 出版-2.2% | ||||
| Ascend Learning, LLC | Term Loan, 6.00%, Maturing July 31, 2019 | 1,136 | 1,145,562 | |
| Getty Images, Inc. | Term Loan, 4.75%, Maturing October 18, 2019 | 3,461 | 3,013,338 | |
| Interactive Data Corporation | Term Loan, 4.75%, Maturing May 2, 2021 | 1,414 | 1,425,583 | |
| Laureate Education, Inc. | Term Loan, 5.00%, Maturing June 15, 2018 | 2,468 | 2,400,505 | |
| McGraw-Hill Global Education Holdings, LLC | Term Loan, 5.75%, Maturing March 22, 2019 | 398 | 401,557 | |
| Merrill Communications, LLC | Term Loan, 5.75%, Maturing March 8, 2018 | 346 | 349,210 | |
| Multi Packaging Solutions, Inc. | Term Loan, 4.25%, Maturing September 30, 2020 | 272 | 271,966 | |
| Penton Media, Inc. | Term Loan, 5.50%, Maturing October 3, 2019 | 447 | 451,255 | |
| ProQuest, LLC | Term Loan, 5.25%, Maturing October 24, 2021 | 549 | 552,740 | |
| Springer Science+Business Media Deutschland GmbH | Term Loan, 4.75%, Maturing August 14, 2020 | 1,825 | 1,834,708 | |
| Springer Science+Business Media Deutschland GmbH | Term Loan, Maturing August 14, 2020(2) | 200 | 201,188 | |
| Targa Resources Corp. | Term Loan, 5.75%, Maturing February 25, 2022 | 253 | 256,263 | |
| 12,303,875 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| ラジオおよびテレビ-2.3% | ||||
| ALM Media Holdings, Inc. | Term Loan, 5.50%, Maturing July 31, 2020 | 346 | 337,641 | |
| AP NMT Acquisition B.V. | Term Loan, 6.75%, Maturing August 13, 2021 | 348 | 347,706 | |
| Block Communications, Inc. | Term Loan, 4.25%, Maturing November 7, 2021 | 174 | 175,812 | |
| Clear Channel Communications, Inc. | Term Loan, 7.68%, Maturing July 30, 2019 | 1,500 | 1,459,453 | |
| Cumulus Media Holdings, Inc. | Term Loan, 4.25%, Maturing December 23, 2020 | 3,026 | 2,988,630 | |
| Entercom Radio, LLC | Term Loan, 4.00%, Maturing November 23, 2018 | 1,355 | 1,361,198 | |
| Gray Television, Inc. | Term Loan, 3.75%, Maturing June 10, 2021 | 200 | 201,298 | |
| Media General, Inc. | Term Loan, 4.25%, Maturing July 31, 2020 | 1,098 | 1,107,472 | |
| Mission Broadcasting, Inc. | Term Loan, 3.75%, Maturing October 1, 2020 | 369 | 370,237 | |
| Nexstar Broadcasting, Inc. | Term Loan, 3.75%, Maturing October 1, 2020 | 419 | 419,855 | |
| TWCC Holding Corp. | Term Loan, 3.50%, Maturing February 13, 2017 | 1,901 | 1,887,347 | |
| TWCC Holding Corp. | Term Loan - Second Lien, 7.00%, Maturing June 26, 2020 | 500 | 473,750 | |
| Univision Communications, Inc. | Term Loan, 4.00%, Maturing March 1, 2020 | 1,433 | 1,434,788 | |
| 12,565,187 | ||||
| 小売(食料およびドラッグを除く)-5.6% | ||||
| 99 Cents Only Stores | Term Loan, 4.50%, Maturing January 11, 2019 | 4,005 | 4,015,806 | |
| Bass Pro Group, LLC | Term Loan, 3.75%, Maturing November 20, 2019 | 1,127 | 1,135,101 | |
| CDW, LLC | Term Loan, 3.25%, Maturing April 29, 2020 | 956 | 955,988 | |
| David's Bridal, Inc. | Term Loan, 5.25%, Maturing October 11, 2019 | 1,075 | 1,036,584 | |
| Dollar Tree, Inc. | Term Loan, 4.25%, Maturing March 9, 2022 | 1,875 | 1,901,801 | |
| Evergreen Acqco 1 L.P. | Term Loan, 5.00%, Maturing July 9, 2019 | 732 | 721,456 | |
| Harbor Freight Tools USA, Inc. | Term Loan, 4.75%, Maturing July 26, 2019 | 810 | 816,912 | |
| Jo-Ann Stores, Inc. | Term Loan, 4.00%, Maturing March 16, 2018 | 2,263 | 2,262,941 | |
| Men's Wearhouse, Inc. (The) | Term Loan, 4.50%, Maturing June 18, 2021 | 821 | 830,776 | |
| Michaels Stores, Inc. | Term Loan, 3.75%, Maturing January 28, 2020 | 1,533 | 1,540,276 | |
| Michaels Stores, Inc. | Term Loan, 4.00%, Maturing January 28, 2020 | 794 | 799,459 | |
| Neiman Marcus Group, Inc. (The) | Term Loan, 4.25%, Maturing October 25, 2020 | 2,958 | 2,969,528 | |
| Party City Holdings, Inc. | Term Loan, 4.00%, Maturing July 27, 2019 | 1,908 | 1,915,259 | |
| Petco Animal Supplies, Inc. | Term Loan, 4.00%, Maturing November 24, 2017 | 877 | 881,613 | |
| PetSmart, Inc. | Term Loan, 5.00%, Maturing March 11, 2022 | 3,075 | 3,116,897 | |
| 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)-5.6%(続き) | ||||
| PFS Holding Corporation | Term Loan, 4.50%, Maturing January 31, 2021 | 693 | 623,700 | |
| Pier 1 Imports (U.S.), Inc. | Term Loan, 4.50%, Maturing April 30, 2021 | 471 | 470,259 | |
| Rent-A-Center, Inc. | Term Loan, 3.75%, Maturing March 19, 2021 | 446 | 441,045 | |
| Spin Holdco, Inc. | Term Loan, 4.25%, Maturing November 14, 2019 | 2,636 | 2,644,498 | |
| Toys‘R’Us Property Company I, LLC | Term Loan, 6.00%, Maturing August 21, 2019 | 1,601 | 1,514,591 | |
| Wilton Brands, LLC | Term Loan, 7.50%, Maturing August 30, 2018 | 531 | 510,166 | |
| 31,104,656 | ||||
| 鉄鋼-1.6% | ||||
| FMG Resources (August 2006) Pty. Ltd. | Term Loan, 3.75%, Maturing June 30, 2019 | 5,693 | 5,156,502 | |
| JMC Steel Group, Inc. | Term Loan, 4.75%, Maturing April 1, 2017 | 2,268 | 2,267,296 | |
| Neenah Foundry Company | Term Loan, 6.75%, Maturing April 26, 2017 | 1,492 | 1,477,507 | |
| Patriot Coal Corporation | Term Loan, 9.00%, Maturing December 15, 2018(3) | 420 | 230,450 | |
| 9,131,755 | ||||
| 陸上輸送-0.4% | ||||
| Stena International S.a.r.l. | Term Loan, 4.00%, Maturing March 3, 2021 | 1,386 | 1,270,356 | |
| Swift Transportation Co., LLC | Term Loan, 3.75%, Maturing June 9, 2021 | 941 | 946,085 | |
| 2,216,441 | ||||
| 通信-2.9% | ||||
| CWC Cayman Finance Limited | Term Loan, 5.50%, Maturing April 28, 2017 | 300 | 300,938 | |
| Intelsat Jackson Holdings S.A. | Term Loan, 3.75%, Maturing June 30, 2019 | 6,600 | 6,606,600 | |
| IPC Systems, Inc. | Term Loan, 5.50%, Maturing August 6, 2021 | 1,100 | 1,102,407 | |
| Mitel US Holdings, Inc. | Term Loan, 5.00%, Maturing March 31, 2022 | 475 | 479,354 | |
| Syniverse Holdings, Inc. | Term Loan, 4.00%, Maturing April 23, 2019 | 624 | 606,340 | |
| Syniverse Holdings, Inc. | Term Loan, 4.00%, Maturing April 23, 2019 | 2,472 | 2,402,747 | |
| Telesat Canada | Term Loan, 3.50%, Maturing March 28, 2019 | 2,339 | 2,346,071 | |
| Ziggo Financing Partnership | Term Loan, 3.50%, Maturing January 15, 2022 | 477 | 477,655 | |
| Ziggo Financing Partnership | Term Loan, 3.50%, Maturing January 15, 2022 | 740 | 741,218 | |
| Ziggo Financing Partnership | Term Loan, 3.50%, Maturing January 15, 2022 | 784 | 785,571 | |
| 15,848,901 | ||||
| 債務者 | 細目 | 額面(千米ドル) | 時価(米ドル) | |
| 公益-1.5% | ||||
| Calpine Construction Finance Company L.P. | Term Loan, 3.00%, Maturing May 3, 2020 | 663 | 660,783 | |
| Calpine Construction Finance Company L.P. | Term Loan, 3.25%, Maturing January 31, 2022 | 764 | 762,745 | |
| Calpine Corporation | Term Loan, 4.00%, Maturing April 1, 2018 | 505 | 508,826 | |
| Calpine Corporation | Term Loan, 4.00%, Maturing October 30, 2020 | 296 | 297,986 | |
| Dynegy Holdings, Inc. | Term Loan, 4.00%, Maturing April 23, 2020 | 1,347 | 1,354,551 | |
| EFS Cogen Holdings I, LLC | Term Loan, 3.75%, Maturing December 17, 2020 | 447 | 449,454 | |
| Electrical Components International, Inc. | Term Loan, 5.75%, Maturing May 28, 2021 | 323 | 325,114 | |
| Energy Future Intermediate Holding Co., LLC | DIP Loan, 4.25%, Maturing June 19, 2016 | 1,375 | 1,384,739 | |
| La Frontera Generation, LLC | Term Loan, 4.50%, Maturing September 30, 2020 | 362 | 363,825 | |
| Lonestar Generation, LLC | Term Loan, 5.25%, Maturing February 20, 2021 | 423 | 421,545 | |
| Longview Power, LLC | Term Loan, 7.00%, Maturing April 13, 2021 | 175 | 177,406 | |
| PowerTeam Services, LLC | Term Loan, 4.25%, Maturing May 6, 2020 | 9 | 9,350 | |
| PowerTeam Services, LLC | Term Loan, 4.25%, Maturing May 6, 2020 | 175 | 174,594 | |
| TPF II Power, LLC | Term Loan, 5.50%, Maturing October 2, 2021 | 1,047 | 1,066,687 | |
| WTG Holdings III Corp. | Term Loan, 4.75%, Maturing January 15, 2021 | 346 | 348,433 | |
| 8,306,038 | ||||
| シニア変動利付有価証券合計 | ||||
| (認識された原価:531,849,073米ドル) | 522,913,804 | |||
普通株式-0.3%
| 銘柄名 | 数量 | 時価(米ドル) |
| 航空および軍需-0.0%(4) | ||
| IAP Worldwide Services, LLC(3)(6)(7) | 24 | 25,861 |
| 25,861 | ||
| 自動車-0.1% | ||
| Dayco Products, LLC(7) | 9,586 | 357,078 |
| 357,078 | ||
| ビジネス機器およびサービス-0.0%(4) | ||
| Education Management Corp.(3)(6)(7) | 4,977,534 | 134,393 |
| 134,393 |
| 銘柄名 | 数量 | 時価(米ドル) |
| 食料サービス-0.0%(4) | ||
| Buffets Restaurants Holdings, Inc.(3)(6)(7) | 18,253 | 7,484 |
| 7,484 | ||
| 出版-0.2% | ||
| MediaNews Group, Inc.(3)(6)(7) | 33,396 | 1,285,732 |
| 1,285,732 | ||
| 普通株式合計 | ||
| (認識された原価:1,065,435米ドル) | 1,810,548 |
転換優先株式-0.1%
| 銘柄名 | 数量 | 時価(米ドル) |
| ビジネス機器およびサービス-0.1% | ||
| Education Management Corp., Series A-1, 7.50%(6)(7) | 5,538 | 363,662 |
| 転換優先株式合計 | ||
| (認識された原価:390,853米ドル) | 363,662 |
短期投資証券-4.0%
| 細目 | 数量(千米ドル) | 時価(米ドル) |
| Eaton Vance Cash Reserves Fund, LLC, 0.17%(8) | 22,099 | 22,098,762 |
| 短期投資証券合計 | ||
| (認識された原価:22,098,762米ドル) | 22,098,762 | |
| 投資合計-98.7% | ||
| (認識された原価:555,404,123米ドル) | 547,186,776 | |
| 純投資-98.7% | ||
| (認識された原価:555,404,123米ドル) | 547,186,776 | |
| 負債控除後その他の資産-1.3% | 7,148,997 | |
| 純資産-100.0% | 554,335,773 |
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。
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
(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4月30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)合計は、0.05%未満です。
(5)現在、発行体は利息支払いに関してデフォルト状態にあります。
(6)無利息証券です。
(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)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4月30日時点の7日間の年率換算利回りです。
(2)資産・負債計算書(無監査)
(米ドル表示)
| 資産 | 2015年4月30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:533,305,361米ドル) | 525,088,014 |
| 関連当事者に係る投資-評価額(認識された原価:22,098,762米ドル) | 22,098,762 |
| 現金 | 2,549,680 |
| 未収利息 | 1,845,247 |
| 関連当事者に係る投資における未収利息 | 2,836 |
| 売却済投資に係る未収金 | 3,513,675 |
| 売却済ファンド投資証券に係る未収金 | 2,427,605 |
| 前払費用 | 75,256 |
| 資産合計 | 557,601,075 |
| 負債 | |
| 購入済投資に係る未払金 | 1,775,790 |
| 償還済ファンド投資証券に係る未払金 | 83,674 |
| 未払分配金 | 1,018,015 |
| 関連当事者に係る未払金: | |
| 投資顧問会社報酬 | 233,405 |
| 未払費用 | 154,418 |
| 負債合計 | 3,265,302 |
| 純資産 | 554,335,773 |
| 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 | 55,888,810 |
| 追加の払込資本 | 507,830,260 |
| 累積実現損失純額 | (1,569,609) |
| 累積未分配投資収益純額 | 403,659 |
| 未実現損失純額 | (8,217,347) |
| 合計 | 554,335,773 |
クラスI3$シェアーズ
| 純資産 | 150,548,989 |
| 参加型投資証券発行済口数 | 15,124,533 |
| 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) | 9.95 |
(3)損益計算書(無監査)
(米ドル表示)
| 投資収益 | 2015年4月30日に終了する6ヵ月間 |
| 利息およびその他の収益 | 13,643,855 |
| 関連当事者に係る投資から割り当てられる収益 | 11,001 |
| 関連当事者に係る投資から割り当てられる費用 | (1,179) |
| 投資収益合計 | 13,653,677 |
| 費用 | |
| 投資顧問会社報酬 | 1,536,107 |
| 保管銀行報酬 | 111,157 |
| 名義書換および分配支払代理人報酬 | 108,262 |
| 法的および会計サービス | 61,757 |
| 印刷費用および送料 | 8,785 |
| 雑費 | 85,852 |
| 費用合計 | 1,911,920 |
| 控除- | |
| 保管銀行報酬の減額 | 39 |
| 費用減額合計 | 39 |
| 純費用 | 1,911,881 |
| 純投資収益 | 11,741,796 |
| 実現および未実現利益(損失) | |
| 実現純利益(損失)- | |
| 投資取引 | (3,282,225) |
| 関連当事者に係る投資から割り当てられる投資取引 | 18 |
| 実現純損失 | (3,282,207) |
| 未実現利益(損失)変動額- | |
| 投資 | 3,033,590 |
| 未実現利益(損失)純変動額 | 3,033,590 |
| 実現および未実現損失純額 | (248,617) |
| 営業による純資産の純増加額 | 11,493,179 |
(4)純資産変動計算書
(米ドル表示)
| 純資産の増加(減少) | 2015年4月30日に終了する6ヵ月間 (無監査) |
| 営業によるもの- | |
| 純投資収益 | 11,741,796 |
| 投資取引による実現純損失 | (3,282,207) |
| 投資による未実現利益(損失)純変動額 | 3,033,590 |
| 営業による純資産の純増加額 | 11,493,179 |
| 投資証券保有者への分配額合計 | (11,809,494) |
| 参加型投資証券取引による純資産の純減少額 | (138,477,208) |
| 純資産の純減少額 | (138,793,523) |
| 純資産額 | |
| 期首時点 | 693,129,296 |
| 期末時点 | 554,335,773 |
| 純資産に含まれる累積未分配投資収益純額 | |
| 期末時点 | 403,659 |
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。
