半期報告書(内国投資信託受益証券)-第3期(平成29年9月26日-平成30年9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$シェアーズ」は、「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ」の個別クラスとなっております。
「イートン・バンス・インターナショナル(ケイマン・アイランズ)フローティング・レート・インカム・ポートフォリオ」は、ケイマンの法律に基づき設立された米ドル建外国投資法人であります。同ファンドの平成29年10月31日現在の財務書類は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。
同ファンドの「投資有価証券明細表」及び「資産・負債計算書」は、同ファンドの投資顧問会社兼管理事務代行会社であるイートン・バンス・マネジメントから入手した財務書類の原文の一部を翻訳・抜粋したものでありますが、あくまで参考和訳であり、正確性を保証するものではありません。
投資有価証券明細表
2017年10月31日現在(米ドル表示)
シニア変動利付有価証券-96.4%(1)
普通株式-0.8%
転換優先株式-0.0%
社債-0.0%(8)
短期投資証券-3.4%
投資有価証券明細表のそれぞれの投資カテゴリーに表示されているパーセンテージは純資産を基にしています。
(1)シニア変動利付商品(シニアローン)は、余剰のキャッシュフローから繰上返済が要求されることや、債務者に自身の選択で返済を認めることがあります。債務者が返済する程度は、契約上の要求もしくは債務者の選択によるものであれ、正確に予測することはできません。結果として、実際の残存期間は記載された規定の満期より短くなることがあります。ただし、シニアローンの予想平均残存期間は概ね2年から4年程度となっています。一般的にシニアローンの利率は、定期的に、基礎となる貸出利率にスプレッドを加算することにより再算定されます。これらの基礎となる貸出金利は、第一にロンドン・インターバンク・オファード・レート(「LIBOR」)であり、第二に、単一もしくは複数の主要な米国銀行によって提示されるプライム・レート(「Prime Rate」)です。基準貸出金利は、フロアまたは最低金利が設定されることがあります。
(2)一時借入の、または部分的に一時借入のローン契約です。規定の利率は、長期ローン部分の参照金利およびスプレッドの加重平均利率、ならびに、一時借入ローン部分に係る契約費用を表します。
(3)開示を目的とした公正価値測定では、当該証券はレベル3に分類されます。レベル3とは米国会計基準における3段階の公正価値評価法による価格で、市場での価格は観察不可能だが、市場関係者による最善の情報を仮定とした価格に相当します。
(4)規定の利率は、2017年10月31日時点のシニアローンファシリティの契約の加重平均利率を表します。各契約の利率は、主として、週次、月次あるいは四半期毎に、基礎となる貸出利率、スプレッドおよび更改期間により再算定されます。
(5)当該シニアローンは、2017年10月31日以降に、受渡しされ利率が決定される予定です。
(6)固定金利ローンです。
(7)発行体は利息および/または元本の支払に関してデフォルト状態にあります。変動金利証券については、利息計上停止の状況を反映するために利率が調整されています。
(8)該当する場合、合計は0.05%未満または(0.05)%未満です。
(9)当該証券は、シニアローンの再構築に関連して取得されており、転売時に制限を受けることがあります。
(10)無利息証券です。
(11)イートン・バンスのポートフォリオが利用可能な関連投資会社であり、高格付けの米ドル建てマネー・マーケット投資証券に投資を行うファンドです。表示の利回りは、2017年10月31日時点の7日間の年率換算利回りです。
略語:
LIBOR-ロンドン・インターバンク・オファード・レート(London Interbank Offered Rate)
PIK-ペイメント・イン・カインド(Payment In Kind)債のことであり、利払いが現金ではなく、既存の債務に対して発生する追加的債務の形式で行われる債務のことです。※
USD-米ドル
※はアセットマネジメントOneにて追記
資産・負債計算書
(米ドル表示)
クラスI3$シェアーズ
| (重要な会計方針に係る事項に関する注記) |
| 区分 | 第3期中間計算期間 自 平成29年 9月26日 至 平成30年 3月25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2期計算期間末 平成29年 9月25日現在 | 第3期中間計算期間末 平成30年 3月25日現在 | ||||||
| 1. | 計算期間末日における受益権の総数 | 1. | 中間計算期間末日における受益権の総数 | ||||
| 1,078,076,891口 | 1,006,088,628口 | ||||||
| 2. | 計算期間末日における1単位当たりの純資産の額 | 2. | 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 | 1.0528円 | 1口当たり純資産額 | 1.0622円 | ||||
| (1万口当たり純資産額) | (10,528円) | (1万口当たり純資産額) | (10,622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2期計算期間末 平成29年 9月25日現在 | 第3期中間計算期間末 平成30年 3月25日現在 |
| 1.貸借対照表計上額、時価及び差額 | 1.中間貸借対照表計上額、時価及び差額 |
| 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、貸借対照表計上額と時価との差額はありません。 | 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 | 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。 | 同左 |
| 3.金融商品の時価等に関する事項についての補足説明 | 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。 | 同左 |
| (その他の注記) |
| 1 元本の移動 |
| 区分 | 第2期計算期間末 平成29年 9月25日現在 | 第3期中間計算期間末 平成30年 3月25日現在 |
| 設定年月日 | 平成27年 9月29日 | 平成27年 9月29日 |
| 設定元本額 | 1,419,592,766円 | 1,419,592,766円 |
| 期首元本額 | 1,363,601,532円 | 1,078,076,891円 |
| 元本残存率 | 75.9% | 70.8% |
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2期計算期間末 平成29年 9月25日現在 | 第3期中間計算期間末 平成30年 3月25日現在 | ||||||
| 契約額等(円) | 時価(円) | 評価損益(円) | 契約額等(円) | 時価(円) | 評価損益(円) | |||
| うち1年超 | うち1年超 | |||||||
| 市場取引以外の取引 | ||||||||
| 為替予約取引 | ||||||||
| 売建 | 1,080,451,261 | - | 1,104,723,520 | △24,272,259 | 1,026,736,236 | - | 1,017,295,200 | 9,441,036 |
| 米ドル | 1,080,451,261 | - | 1,104,723,520 | △24,272,259 | 1,026,736,236 | - | 1,017,295,200 | 9,441,036 |
| 合計 | 1,080,451,261 | - | 1,104,723,520 | △24,272,259 | 1,026,736,236 | - | 1,017,295,200 | 9,441,036 |
| 時価の算定方法 |
| 為替予約取引 |
| 1)計算期間末日又は中間計算期間末日(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29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」及び「資産・負債計算書」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が、あくまで参考和訳であり、正確性を保証するものではありません。
投資有価証券明細表
2017年10月31日現在(米ドル表示)
シニア変動利付有価証券-96.4%(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% | ||
| Accudyne Industries, LLC | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing August 2, 2024 | 500 | 504,179 |
| IAP Worldwide Services, Inc. | ||
| Revolving Loan, 1.38%, (3 mo. USD LIBOR + 5.50%), Maturing July 18, 2018(2) | 133 | 132,076 |
| Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 6.50%, Floor 1.50%), Maturing July 18, 2019(3) | 177 | 143,189 |
| TransDigm, Inc. | ||
| Term Loan, 4.27%, (USD LIBOR + 3.00%), Maturing June 9, 2023(4) | 3,348 | 3,365,973 |
| Term Loan, 4.26%, (USD LIBOR + 3.00%), Maturing August 22, 2024(4) | 3,373 | 3,394,255 |
| Wesco Aircraft Hardware Corp. | ||
| Term Loan, 4.25%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2021 | 1,069 | 1,052,051 |
| 8,591,723 | ||
| 自動車-1.8% | ||
| American Axle and Manufacturing, Inc. | ||
| Term Loan, 3.56%, (USD LIBOR + 2.25%), Maturing April 6, 2024(4) | 2,098 | 2,102,154 |
| Apro, LLC | ||
| Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing August 8, 2024 | 200 | 203,000 |
| CS Intermediate Holdco 2, LLC | ||
| Term Loan, 3.58%, (3 mo. USD LIBOR + 2.25%), Maturing November 2, 2023 | 1,031 | 1,038,275 |
| Dayco Products, LLC | ||
| Term Loan, 6.32%, (3 mo. USD LIBOR + 5.00%), Maturing May 19, 2023 | 748 | 755,606 |
| Federal-Mogul Holdings Corporation | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing April 15, 2021 | 2,680 | 2,700,740 |
| Goodyear Tire & Rubber Company (The) | ||
| Term Loan - Second Lien, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2019 | 742 | 745,529 |
| Horizon Global Corporation | ||
| Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing June 30, 2021 | 226 | 227,978 |
| Sage Automotive Interiors, Inc. | ||
| Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing October 27, 2022 | 471 | 473,205 |
| TI Group Automotive Systems, LLC | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2022 | 638 | 641,265 |
| Tower Automotive Holdings USA, LLC | ||
| Term Loan, 4.00%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024 | 1,199 | 1,206,817 |
| Visteon Corporation | ||
| Term Loan, 3.58%, (3 mo. USD LIBOR + 2.25%), Maturing March 24, 2024 | 569 | 572,423 |
| 10,666,992 | ||
| 飲料およびタバコ-0.1% | ||
| Flavors Holdings, Inc. | ||
| Term Loan, 7.08%, (3 mo. USD LIBOR + 5.75%), Maturing April 3, 2020 | 510 | 479,400 |
| Refresco Group B.V. | ||
| Term Loan, Maturing September 26, 2024(5) | 250 | 251,875 |
| 731,275 | ||
| ブローカー/ディーラー/投資会社-0.3% | ||
| Aretec Group, Inc. | ||
| Term Loan, 5.49%, (1 mo. USD LIBOR + 4.25%), Maturing November 23, 2020 | 519 | 519,292 |
| Term Loan - Second Lien, 6.74%, (1 mo. USD LIBOR + 5.50% (2.00% Cash, 4.74% PIK)), Maturing May 23, 2021 | 1,123 | 1,117,998 |
| Salient Partners L.P. | ||
| Term Loan, 9.85%, (3 mo. USD LIBOR + 8.50%), Maturing May 19, 2021 | 465 | 451,323 |
| 2,088,613 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 建設およびデベロッパー-3.4% | ||
| American Builders & Contractors Supply Co., Inc. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing October 31, 2023 | 1,667 | 1,678,430 |
| Beacon Roofing Supply, Inc. | ||
| Term Loan, Maturing August 23, 2024(5) | 400 | 402,833 |
| Capital Automotive L.P. | ||
| Term Loan, 4.25%, (1 mo. USD LIBOR + 3.00%), Maturing March 24, 2024 | 968 | 973,884 |
| Core & Main L.P. | ||
| Term Loan, 4.46%, (6 mo. USD LIBOR + 3.00%), Maturing August 1, 2024 | 550 | 555,386 |
| CPG International, Inc. | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing May 3, 2024 | 1,452 | 1,465,653 |
| DTZ U.S. Borrower, LLC | ||
| Term Loan, 4.59%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2021 | 2,454 | 2,469,697 |
| Hanjin International Corp. | ||
| Term Loan, 3.85%, (3 mo. USD LIBOR + 2.50%), Maturing September 20, 2020 | 350 | 351,750 |
| Henry Company, LLC | ||
| Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing October 5, 2023 | 769 | 777,520 |
| Ply Gem Industries, Inc. | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing February 1, 2021 | 593 | 597,539 |
| Quikrete Holdings, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023 | 1,712 | 1,716,343 |
| RE/MAX International, Inc. | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 | 2,831 | 2,843,773 |
| Realogy Corporation | ||
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing October 23, 2020 | 1,896 | 1,904,399 |
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 20, 2022 | 3,063 | 3,084,105 |
| Summit Materials Companies I, LLC | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing July 17, 2022 | 415 | 419,246 |
| VICI Properties 1, LLC | ||
| Term Loan, 4.75%, (1 mo. USD LIBOR + 3.50%), Maturing October 14, 2022 | 410 | 410,603 |
| Werner FinCo L.P. | ||
| Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024 | 400 | 399,500 |
| WireCo WorldGroup, Inc. | ||
| Term Loan, 6.82%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2023 | 371 | 373,477 |
| 20,424,138 | ||
| ビジネス機器およびサービス-9.4% | ||
| Acosta Holdco, Inc. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021 | 1,659 | 1,461,330 |
| AlixPartners, LLP | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing April 4, 2024 | 1,343 | 1,352,066 |
| Altisource Solutions S.a.r.l. | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing December 9, 2020 | 250 | 239,788 |
| Avatar Purchaser, Inc. | ||
| Term Loan, Maturing September 6, 2024(5) | 900 | 902,250 |
| Belron S.A. | ||
| Term Loan, Maturing October 26, 2024(5) | 375 | 378,281 |
| Brand Energy & Infrastructure Services, Inc. | ||
| Term Loan, 5.61%, (3 mo. USD LIBOR + 4.25%), Maturing June 21, 2024 | 374 | 376,592 |
| Camelot UK Holdco Limited | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing October 3, 2023 | 1,240 | 1,249,512 |
| Cast and Crew Payroll, LLC | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing September 26, 2024 | 1,271 | 1,281,050 |
| Change Healthcare Holdings, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024 | 5,398 | 5,433,112 |
| 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(続き) | ||
| Charah, LLC | ||
| Term Loan, 7.49%, (1 mo. USD LIBOR + 6.25%), Maturing October 25, 2024 | 450 | 452,250 |
| Corporate Capital Trust, Inc. | ||
| Term Loan, 4.63%, (3 mo. USD LIBOR + 3.25%), Maturing May 20, 2019 | 796 | 798,593 |
| CPM Holdings, Inc. | ||
| Term Loan, 5.49%, (1 mo. USD LIBOR + 4.25%), Maturing April 11, 2022 | 171 | 173,725 |
| Crossmark Holdings, Inc. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019 | 1,293 | 864,713 |
| Cypress Intermediate Holdings III, Inc. | ||
| Term Loan, 4.25%, (1 mo. USD LIBOR + 3.00%), Maturing April 27, 2024 | 898 | 901,598 |
| DigiCert, Inc. | ||
| Term Loan, Maturing October 31, 2024(5) | 675 | 684,450 |
| Education Management, LLC | ||
| Term Loan, 5.85%, (3 mo. USD LIBOR + 4.50%), Maturing July 2, 2020(3) | 351 | 166,606 |
| Term Loan, 8.85%, (3 mo. USD LIBOR + 7.50%), Maturing July 2, 2020(3) | 790 | 0 |
| EIG Investors Corp. | ||
| Term Loan, 5.32%, (3 mo. USD LIBOR + 4.00%), Maturing February 9, 2023 | 3,494 | 3,533,980 |
| Element Materials Technology Group US Holdings, Inc. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing June 28, 2024 | 275 | 278,323 |
| Extreme Reach, Inc. | ||
| Term Loan, 7.59%, (3 mo. USD LIBOR + 6.25%), Maturing February 7, 2020 | 861 | 861,598 |
| First Data Corporation | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 | 2,084 | 2,092,940 |
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing April 26, 2024 | 1,846 | 1,857,210 |
| Garda World Security Corporation | ||
| Term Loan, 5.31%, (3 mo. USD LIBOR + 4.00%), Maturing May 24, 2024 | 1,385 | 1,398,642 |
| GreenSky Holdings, LLC | ||
| Term Loan, 5.25%, (1 mo. USD LIBOR + 4.00%), Maturing August 26, 2024 | 1,150 | 1,155,750 |
| IG Investment Holdings, LLC | ||
| Term Loan, 5.33%, (3 mo. USD LIBOR + 4.00%), Maturing October 31, 2021 | 1,927 | 1,953,923 |
| Information Resources, Inc. | ||
| Term Loan, 5.62%, (3 mo. USD LIBOR + 4.25%), Maturing January 18, 2024 | 1,567 | 1,583,972 |
| ION Trading Finance Limited | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing August 11, 2023 | 1,050 | 1,051,022 |
| J.D. Power and Associates | ||
| Term Loan, 5.58%, (3 mo. USD LIBOR + 4.25%), Maturing September 7, 2023 | 670 | 677,281 |
| KAR Auction Services, Inc. | ||
| Term Loan, 3.63%, (3 mo. USD LIBOR + 2.25%), Maturing March 11, 2021 | 783 | 788,607 |
| Kronos Incorporated | ||
| Term Loan, 4.81%, (3 mo. USD LIBOR + 3.50%), Maturing November 1, 2023 | 3,747 | 3,776,465 |
| Monitronics International, Inc. | ||
| Term Loan, 6.83%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 | 1,578 | 1,567,219 |
| PGX Holdings, Inc. | ||
| Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020 | 391 | 390,810 |
| Prime Security Services Borrower, LLC | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022 | 1,142 | 1,153,753 |
| Red Ventures, LLC | ||
| Term Loan, Maturing October 11, 2022(5) | 850 | 845,219 |
| ServiceMaster Company | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing November 8, 2023 | 3,449 | 3,469,400 |
| Spin Holdco, Inc. | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing November 14, 2022 | 2,577 | 2,594,392 |
| Tempo Acquisition, LLC | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 | 623 | 626,230 |
| 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(続き) | ||
| Trans Union, LLC | ||
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing April 10, 2023 | 2,962 | 2,973,778 |
| Travelport Finance (Luxembourg) S.a.r.l. | ||
| Term Loan, 4.06%, (3 mo. USD LIBOR + 2.75%), Maturing September 2, 2021 | 2,417 | 2,423,727 |
| Vantiv, LLC | ||
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing October 14, 2023 | 393 | 396,630 |
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing August 7, 2024 | 700 | 704,521 |
| Term Loan, Maturing September 18, 2024(5) | 200 | 200,667 |
| Vestcom Parent Holdings, Inc. | ||
| Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023 | 347 | 349,980 |
| WASH Multifamily Laundry Systems, LLC | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 | 1,007 | 1,009,207 |
| West Corporation | ||
| Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024 | 775 | 775,775 |
| 57,206,937 | ||
| ケーブルおよび衛星放送-3.8% | ||
| Charter Communications Operating, LLC | ||
| Term Loan, 3.25%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2022 | 3,970 | 3,992,377 |
| Term Loan, 3.50%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2024 | 1,354 | 1,365,473 |
| CSC Holdings, LLC | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025 | 3,235 | 3,231,393 |
| MCC Iowa, LLC | ||
| Term Loan, 3.71%, (1 week USD LIBOR + 2.50%), Maturing January 29, 2021 | 575 | 577,548 |
| Numericable Group S.A. | ||
| Term Loan, 4.13%, (3 mo. USD LIBOR + 2.75%), Maturing July 31, 2025 | 1,294 | 1,294,107 |
| Radiate Holdco, LLC | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024 | 473 | 468,527 |
| Telenet Financing USD, LLC | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2025 | 2,125 | 2,135,920 |
| UPC Financing Partnership | ||
| Term Loan, 3.73%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 | 1,600 | 1,607,200 |
| Virgin Media Bristol, LLC | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025 | 4,500 | 4,522,149 |
| Ziggo Secured Finance Partnership | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025 | 4,125 | 4,138,749 |
| 23,333,443 | ||
| 化学およびプラスティック-5.3% | ||
| Alpha 3 B.V. | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024 | 374 | 376,868 |
| Aruba Investments, Inc. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing February 2, 2022 | 1,200 | 1,204,768 |
| Ashland, Inc. | ||
| Term Loan, 3.29%, (USD LIBOR + 2.00%), Maturing May 17, 2024(4) | 399 | 401,826 |
| Avantor, Inc. | ||
| Term Loan, Maturing September 7, 2024(5) | 875 | 878,145 |
| Axalta Coating Systems US Holdings, Inc. | ||
| Term Loan, 3.33%, (3 mo. USD LIBOR + 2.00%), Maturing June 1, 2024 | 3,392 | 3,414,111 |
| Emerald Performance Materials, LLC | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 | 408 | 411,261 |
| Ferro Corporation | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing February 14, 2024 | 274 | 275,378 |
| Flint Group GmbH | ||
| Term Loan, 4.36%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 | 127 | 123,784 |
| 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(続き) | ||
| Flint Group US, LLC | ||
| Term Loan, 4.36%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 | 770 | 748,792 |
| Gemini HDPE, LLC | ||
| Term Loan, 4.38%, (3 mo. USD LIBOR + 3.00%), Maturing August 7, 2021 | 363 | 365,318 |
| H.B. Fuller Company | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing October 12, 2024 | 1,425 | 1,434,924 |
| Huntsman International, LLC | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing April 1, 2023 | 464 | 467,773 |
| Ineos US Finance, LLC | ||
| Term Loan, 3.94%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2022 | 414 | 416,007 |
| Term Loan, Maturing March 31, 2024(5) | 2,300 | 2,300,000 |
| Term Loan, 3.94%, (1 mo. USD LIBOR + 2.75%), Maturing April 1, 2024 | 447 | 448,579 |
| Kraton Polymers, LLC | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing January 6, 2022 | 880 | 894,422 |
| MacDermid, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 | 3,752 | 3,777,469 |
| Minerals Technologies, Inc. | ||
| Term Loan, 3.52%, (USD LIBOR + 2.25%), Maturing February 14, 2024(4) | 2,336 | 2,354,999 |
| Orion Engineered Carbons GmbH | ||
| Term Loan, 3.83%, (3 mo. USD LIBOR + 2.50%), Maturing July 25, 2021 | 364 | 366,789 |
| PolyOne Corporation | ||
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing November 11, 2022 | 344 | 346,456 |
| PQ Corporation | ||
| Term Loan, 4.63%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2022 | 815 | 824,964 |
| Solenis International L.P. | ||
| Term Loan, 4.57%, (3 mo. USD LIBOR + 3.25%), Maturing July 31, 2021 | 242 | 242,434 |
| Sonneborn Refined Products B.V. | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 | 48 | 48,699 |
| Sonneborn, LLC | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 | 273 | 275,962 |
| Tata Chemicals North America, Inc. | ||
| Term Loan, 4.13%, (3 mo. USD LIBOR + 2.75%), Maturing August 7, 2020 | 644 | 645,709 |
| Trinseo Materials Operating S.C.A. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing August 16, 2024 | 3,626 | 3,660,748 |
| Tronox Blocked Borrower, LLC | ||
| Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 | 726 | 730,457 |
| Tronox Finance, LLC | ||
| Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 | 1,674 | 1,685,669 |
| Unifrax Corporation | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing April 4, 2024 | 374 | 377,803 |
| Univar, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing July 1, 2022 | 2,132 | 2,143,362 |
| Venator Materials Corporation | ||
| Term Loan, 4.38%, (3 mo. USD LIBOR + 3.00%), Maturing August 8, 2024 | 275 | 278,266 |
| Versum Materials, Inc. | ||
| Term Loan, 3.83%, (3 mo. USD LIBOR + 2.50%), Maturing September 29, 2023 | 396 | 398,537 |
| 32,320,279 | ||
| 複合-0.2% | ||
| Penn Engineering & Manufacturing Corp. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024 | 175 | 175,654 |
| Spectrum Brands, Inc. | ||
| Term Loan, 3.29%, (USD LIBOR + 2.00%), Maturing June 23, 2022(4) | 1,269 | 1,279,124 |
| 1,454,778 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 容器およびガラス製品-2.8% | ||
| Berry Plastics Group, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing October 1, 2022 | 577 | 579,084 |
| BWAY Holding Company | ||
| Term Loan, 4.60%, (USD LIBOR + 3.25%), Maturing April 3, 2024(4) | 1,471 | 1,477,486 |
| Consolidated Container Company, LLC | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing May 22, 2024 | 1,075 | 1,083,902 |
| Flex Acquisition Company, Inc. | ||
| Term Loan, 4.34%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023 | 2,264 | 2,280,838 |
| Libbey Glass, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021 | 2,098 | 1,993,223 |
| Multi Color Corporation | ||
| Term Loan, Maturing September 20, 2024(5) | 225 | 226,898 |
| Pelican Products, Inc. | ||
| Term Loan, 5.58%, (3 mo. USD LIBOR + 4.25%), Maturing April 11, 2020 | 585 | 588,735 |
| Reynolds Group Holdings, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023 | 6,164 | 6,205,367 |
| Ring Container Technologies Group, LLC | ||
| Term Loan, Maturing October 31, 2024(5) | 350 | 350,766 |
| SIG Combibloc US Acquisition, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing March 13, 2022 | 2,246 | 2,261,342 |
| Tekni-Plex, Inc. | ||
| Term Loan, 4.53%, (3 mo. USD LIBOR + 3.25%), Maturing October 17, 2024 | 200 | 201,667 |
| 17,249,308 | ||
| 化粧品/トイレタリー-0.8% | ||
| Coty, Inc. | ||
| Term Loan, 3.73%, (1 mo. USD LIBOR + 2.50%), Maturing October 27, 2022 | 591 | 590,653 |
| Galleria Co. | ||
| Term Loan, 4.25%, (1 mo. USD LIBOR + 3.00%), Maturing September 29, 2023 | 1,200 | 1,201,500 |
| KIK Custom Products, Inc. | ||
| Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing August 26, 2022 | 972 | 983,726 |
| Prestige Brands, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing January 26, 2024 | 1,774 | 1,787,331 |
| 4,563,210 | ||
| ドラッグ-3.6% | ||
| Alkermes, Inc. | ||
| Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing September 25, 2021 | 2,071 | 2,085,024 |
| Amneal Pharmaceuticals, LLC | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing November 1, 2019 | 1,695 | 1,709,465 |
| Arbor Pharmaceuticals, Inc. | ||
| Term Loan, 6.33%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023 | 1,048 | 1,050,745 |
| Endo Luxembourg Finance Company I S.a.r.l. | ||
| Term Loan, 5.50%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024 | 3,317 | 3,363,950 |
| Horizon Pharma, Inc. | ||
| Term Loan, 5.00%, (1 mo. USD LIBOR + 3.75%), Maturing March 29, 2024 | 570 | 573,033 |
| Jaguar Holding Company II | ||
| Term Loan, 4.04%, (USD LIBOR + 2.75%), Maturing August 18, 2022(4) | 5,158 | 5,193,345 |
| Mallinckrodt International Finance S.A. | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024 | 1,814 | 1,819,928 |
| Valeant Pharmaceuticals International, Inc. | ||
| Term Loan, 5.99%, (1 mo. USD LIBOR + 4.75%), Maturing April 1, 2022 | 6,170 | 6,296,231 |
| 22,091,721 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 環境サービスおよび機器-0.8% | ||
| Advanced Disposal Services, Inc. | ||
| Term Loan, 3.95%, (1 week USD LIBOR + 2.75%), Maturing November 10, 2023 | 2,853 | 2,880,810 |
| Clean Harbors, Inc. | ||
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing June 27, 2024 | 200 | 200,498 |
| EnergySolutions, LLC | ||
| Term Loan, 6.09%, (3 mo. USD LIBOR + 4.75%), Maturing May 29, 2020 | 1,152 | 1,173,451 |
| GFL Environmental, Inc. | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing September 29, 2023 | 520 | 522,674 |
| Wrangler Buyer Corp. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing September 27, 2024 | 375 | 378,549 |
| 5,155,982 | ||
| 電子機器/電器-9.4% | ||
| Almonde, Inc. | ||
| Term Loan, 4.82%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024 | 1,900 | 1,897,150 |
| Answers Finance, LLC | ||
| Term Loan - Second Lien, 9.00%, (3 mo. USD Prime + 7.90%, Cap 1.10%), Maturing September 15, 2021 | 117 | 112,777 |
| Applied Systems, Inc. | ||
| Term Loan, 4.57%, (3 mo. USD LIBOR + 3.25%), Maturing September 19, 2024 | 1,600 | 1,621,778 |
| Aptean, Inc. | ||
| Term Loan, 5.59%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022 | 920 | 930,039 |
| Avast Software B.V. | ||
| Term Loan, 4.58%, (3 mo. USD LIBOR + 3.25%), Maturing September 29, 2023 | 1,252 | 1,260,597 |
| Campaign Monitor Finance Pty. Limited | ||
| Term Loan, 6.58%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021 | 613 | 598,585 |
| CommScope, Inc. | ||
| Term Loan, 3.37%, (USD LIBOR + 2.00%), Maturing December 29, 2022(4) | 466 | 468,312 |
| CPI International, Inc. | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024 | 475 | 476,855 |
| Cypress Semiconductor Corporation | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing July 5, 2021 | 703 | 709,058 |
| Electrical Components International, Inc. | ||
| Term Loan, 6.09%, (3 mo. USD LIBOR + 4.75%), Maturing May 28, 2021 | 1,579 | 1,592,454 |
| Electro Rent Corporation | ||
| Term Loan, 6.27%, (2 mo. USD LIBOR + 5.00%), Maturing January 19, 2024 | 819 | 831,095 |
| Entegris, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021 | 147 | 147,711 |
| Exact Merger Sub, LLC | ||
| Term Loan, 5.58%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024 | 450 | 454,500 |
| Excelitas Technologies Corp. | ||
| Term Loan, 6.34%, (3 mo. USD LIBOR + 5.00%), Maturing October 31, 2020 | 1,537 | 1,543,030 |
| Eze Castle Software, Inc. | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing April 6, 2020 | 291 | 293,035 |
| Go Daddy Operating Company, LLC | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing February 15, 2024 | 4,708 | 4,734,306 |
| GTCR Valor Companies, Inc. | ||
| Term Loan, 5.58%, (3 mo. USD LIBOR + 4.25%), Maturing June 16, 2023 | 525 | 533,326 |
| Hyland Software, Inc. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2022 | 1,761 | 1,779,845 |
| Infoblox, Inc. | ||
| Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing November 7, 2023 | 572 | 573,794 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 電子機器/電器(続き) | ||
| Infor (US), Inc. | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022 | 6,167 | 6,186,647 |
| Informatica Corporation | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing August 5, 2022 | 3,146 | 3,156,466 |
| Lattice Semiconductor Corporation | ||
| Term Loan, 5.49%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021 | 1,187 | 1,198,582 |
| M/A-COM Technology Solutions Holdings, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024 | 958 | 960,905 |
| MA FinanceCo., LLC | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing November 19, 2021 | 1,436 | 1,438,320 |
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024 | 348 | 348,956 |
| MaxLinear, Inc. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing May 12, 2024 | 1,324 | 1,331,801 |
| Microsemi Corporation | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2023 | 338 | 339,918 |
| MTS Systems Corporation | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023 | 866 | 873,830 |
| Renaissance Learning, Inc. | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing April 9, 2021 | 606 | 610,494 |
| Rocket Software, Inc. | ||
| Term Loan, 5.58%, (3 mo. USD LIBOR + 4.25%), Maturing October 14, 2023 | 767 | 777,400 |
| Seattle Spinco, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024 | 2,352 | 2,356,589 |
| SGS Cayman L.P. | ||
| Term Loan, 6.71%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 | 151 | 145,251 |
| SkillSoft Corporation | ||
| Term Loan, 5.99%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021 | 2,611 | 2,507,798 |
| SS&C Technologies, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 | 50 | 50,057 |
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 | 1,033 | 1,039,440 |
| SurveyMonkey, Inc. | ||
| Term Loan, 5.84%, (3 mo. USD LIBOR + 4.50%), Maturing April 13, 2024 | 1,147 | 1,160,030 |
| Sutherland Global Services, Inc. | ||
| Term Loan, 6.71%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 | 649 | 623,990 |
| Switch Ltd. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024 | 175 | 176,544 |
| Synchronoss Technologies, Inc. | ||
| Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing January 19, 2024 | 522 | 522,620 |
| Syncsort Incorporated | ||
| Term Loan, 6.31%, (3 mo. USD LIBOR + 5.00%), Maturing August 9, 2024 | 1,075 | 1,061,294 |
| Tibco Software, Inc. | ||
| Term Loan, 4.75%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020 | 399 | 401,667 |
| Uber Technologies | ||
| Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing July 13, 2023 | 4,115 | 4,148,141 |
| Veritas Bermuda Ltd. | ||
| Term Loan, 5.83%, (3 mo. USD LIBOR + 4.50%), Maturing January 27, 2023 | 1,340 | 1,348,400 |
| VF Holding Corp. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2023 | 2,030 | 2,044,017 |
| Wall Street Systems Delaware, Inc. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing August 26, 2023 | 395 | 397,239 |
| Western Digital Corporation | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2023 | 1,521 | 1,531,739 |
| 57,296,382 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 設備リース-0.5% | ||
| Avolon TLB Borrower 1 (Luxembourg) S.a.r.l. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing September 20, 2020 | 175 | 175,738 |
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing April 3, 2022 | 2,743 | 2,765,561 |
| 2,941,299 | ||
| 金融仲介-3.4% | ||
| Americold Realty Operating Partnership L.P. | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing December 1, 2022 | 289 | 291,793 |
| Armor Holding II, LLC | ||
| Term Loan, 5.84%, (3 mo. USD LIBOR + 4.50%), Maturing June 26, 2020 | 2,274 | 2,299,927 |
| Citco Funding, LLC | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing March 31, 2022 | 1,986 | 2,004,838 |
| Clipper Acquisitions Corp. | ||
| Term Loan, 3.57%, (3 mo. USD LIBOR + 2.25%), Maturing February 6, 2020 | 1,143 | 1,150,955 |
| Donnelley Financial Solutions, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing September 29, 2023 | 200 | 201,250 |
| FinCo I, LLC | ||
| Term Loan, 2.75%, Maturing June 14, 2022(6) | 850 | 862,307 |
| Focus Financial Partners, LLC | ||
| Term Loan, 4.57%, (3 mo. USD LIBOR + 3.25%), Maturing July 3, 2024 | 800 | 808,200 |
| Freedom Mortgage Corporation | ||
| Term Loan, 6.96%, (6 mo. USD LIBOR + 5.50%), Maturing February 23, 2022 | 793 | 808,651 |
| Greenhill & Co., Inc. | ||
| Term Loan, 5.05%, (USD LIBOR + 3.75%), Maturing October 12, 2022(4) | 725 | 729,078 |
| Guggenheim Partners, LLC | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023 | 2,987 | 3,010,160 |
| Harbourvest Partners, LLC | ||
| Term Loan, 3.86%, (3 mo. USD LIBOR + 2.50%), Maturing February 4, 2021 | 362 | 362,735 |
| LPL Holdings, Inc. | ||
| Term Loan, 3.65%, (USD LIBOR + 2.25%), Maturing September 23, 2024(4) | 948 | 951,326 |
| MIP Delaware, LLC | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing March 9, 2020 | 491 | 492,677 |
| NXT Capital, Inc. | ||
| Term Loan, 5.75%, (1 mo. USD LIBOR + 4.50%), Maturing November 22, 2022 | 1,688 | 1,713,190 |
| Ocwen Financial Corporation | ||
| Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020 | 265 | 264,853 |
| Quality Care Properties, Inc. | ||
| Term Loan, 6.49%, (1 mo. USD LIBOR + 5.25%), Maturing October 31, 2022 | 1,687 | 1,690,063 |
| Sesac Holdco II, LLC | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing February 23, 2024 | 373 | 373,125 |
| Virtus Investment Partners, Inc. | ||
| Term Loan, 5.07%, (3 mo. USD LIBOR + 3.75%), Maturing June 1, 2024 | 349 | 353,489 |
| Walter Investment Management Corp. | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing December 18, 2020 | 2,586 | 2,448,750 |
| 20,817,367 | ||
| 食料品-3.3% | ||
| Alphabet Holding Company, Inc. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing September 26, 2024 | 1,700 | 1,665,735 |
| American Seafoods Group, LLC | ||
| Term Loan, 4.57%, (USD LIBOR + 3.25%), Maturing August 21, 2023(4) | 250 | 253,125 |
| B&G Foods, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing November 2, 2022 | 1,920 | 1,936,103 |
| Blue Buffalo Company Ltd. | ||
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing May 27, 2024 | 723 | 729,967 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 食料品(続き) | ||
| Del Monte Foods, Inc. | ||
| Term Loan, 4.57%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021 | 1,083 | 931,219 |
| Dole Food Company, Inc. | ||
| Term Loan, 4.01%, (USD LIBOR + 2.75%), Maturing April 6, 2024(4) | 1,193 | 1,199,290 |
| High Liner Foods Incorporated | ||
| Term Loan, 4.58%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021 | 714 | 718,042 |
| HLF Financing S.a.r.l. | ||
| Term Loan, 6.74%, (1 mo. USD LIBOR + 5.50%), Maturing February 15, 2023 | 1,011 | 1,023,732 |
| Jacobs Douwe Egberts International B.V. | ||
| Term Loan, 3.56%, (3 mo. USD LIBOR + 2.25%), Maturing July 2, 2022 | 1,461 | 1,471,473 |
| JBS USA, LLC | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing October 30, 2022 | 4,726 | 4,658,310 |
| Nomad Foods Europe Midco Limited | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2024 | 1,925 | 1,940,640 |
| Pinnacle Foods Finance, LLC | ||
| Term Loan, 3.23%, (1 mo. USD LIBOR + 2.00%), Maturing February 2, 2024 | 2,506 | 2,521,257 |
| Post Holdings, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing May 24, 2024 | 1,172 | 1,178,583 |
| 20,227,476 | ||
| 食料サービス-2.0% | ||
| 1011778 B.C. Unlimited Liability Company | ||
| Term Loan, 3.53%, (USD LIBOR + 2.25%), Maturing February 16, 2024(4) | 4,257 | 4,263,518 |
| Centerplate, Inc. | ||
| Term Loan, 5.05%, (USD LIBOR + 3.75%), Maturing November 26, 2019(4) | 1,167 | 1,167,572 |
| NPC International, Inc. | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing April 19, 2024 | 1,347 | 1,356,725 |
| Pizza Hut Holdings, LLC | ||
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing June 16, 2023 | 644 | 647,883 |
| Seminole Hard Rock Entertainment, Inc. | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing May 14, 2020 | 168 | 168,575 |
| TKC Holdings, Inc. | ||
| Term Loan, 5.52%, (2 mo. USD LIBOR + 4.25%), Maturing February 1, 2023 | 697 | 703,792 |
| US Foods, Inc. | ||
| Term Loan, 4.00%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2023 | 992 | 1,001,459 |
| Weight Watchers International, Inc. | ||
| Term Loan, 4.55%, (USD LIBOR + 3.25%), Maturing April 2, 2020(4) | 2,335 | 2,317,878 |
| Welbilt, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 | 606 | 611,328 |
| 12,238,730 | ||
| 食料/ドラッグ小売-1.3% | ||
| Albertsons, LLC | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022 | 1,493 | 1,448,800 |
| Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023 | 3,523 | 3,420,023 |
| General Nutrition Centers, Inc. | ||
| Term Loan, 3.75%, (1 mo. USD LIBOR + 2.50%), Maturing March 4, 2019 | 1,225 | 1,170,320 |
| Rite Aid Corporation | ||
| Term Loan - Second Lien, 6.00%, (1 mo. USD LIBOR + 4.75%), Maturing August 21, 2020 | 200 | 202,500 |
| Term Loan - Second Lien, 5.13%, (1 mo. USD LIBOR + 3.88%), Maturing June 21, 2021 | 1,272 | 1,279,644 |
| Supervalu, Inc. | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 | 168 | 163,121 |
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 | 280 | 271,868 |
| 7,956,276 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 林産品-0.1% | ||
| Expera Specialty Solutions, LLC | ||
| Term Loan, 5.49%, (1 mo. USD LIBOR + 4.25%), Maturing November 3, 2023 | 668 | 673,262 |
| 673,262 | ||
| ヘルスケア-9.7% | ||
| Acadia Healthcare Company, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing February 11, 2022 | 170 | 171,570 |
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing February 16, 2023 | 1,489 | 1,500,111 |
| ADMI Corp. | ||
| Term Loan, 5.11%, (3 mo. USD LIBOR + 3.75%), Maturing April 30, 2022 | 1,237 | 1,250,017 |
| Akorn, Inc. | ||
| Term Loan, 5.50%, (1 mo. USD LIBOR + 4.25%, Floor 1.25%), Maturing April 16, 2021 | 736 | 743,299 |
| Alliance Healthcare Services, Inc. | ||
| Term Loan, Maturing October 24, 2023(5) | 575 | 577,156 |
| Ardent Legacy Acquisitions, Inc. | ||
| Term Loan, 6.83%, (3 mo. USD LIBOR + 5.50%), Maturing August 4, 2021 | 340 | 341,198 |
| Auris Luxembourg III S.a.r.l. | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022 | 2,533 | 2,563,075 |
| BioClinica, Inc. | ||
| Term Loan, 5.63%, (3 mo. USD LIBOR + 4.25%), Maturing October 20, 2023 | 447 | 439,554 |
| CareCore National, LLC | ||
| Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing March 5, 2021 | 1,274 | 1,277,435 |
| Carestream Dental Equipment, Inc. | ||
| Term Loan, 4.58%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024 | 275 | 275,816 |
| CeramTec Acquisition Corporation | ||
| Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020 | 91 | 91,303 |
| CHG Healthcare Services, Inc. | ||
| Term Loan, 4.63%, (USD LIBOR + 3.25%), Maturing June 7, 2023(4) | 1,454 | 1,470,071 |
| Community Health Systems, Inc. | ||
| Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing December 31, 2019 | 548 | 539,554 |
| Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing January 27, 2021 | 2,275 | 2,206,516 |
| Concentra, Inc. | ||
| Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing June 1, 2022 | 1,271 | 1,272,626 |
| Convatec, Inc. | ||
| Term Loan, 3.58%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023 | 373 | 374,991 |
| CPI Holdco, LLC | ||
| Term Loan, 5.34%, (3 mo. USD LIBOR + 4.00%), Maturing March 21, 2024 | 473 | 478,533 |
| DJO Finance, LLC | ||
| Term Loan, 4.54%, (USD LIBOR + 3.25%), Maturing June 8, 2020(4) | 1,320 | 1,322,429 |
| Envision Healthcare Corporation | ||
| Term Loan, 4.25%, (1 mo. USD LIBOR + 3.00%), Maturing December 1, 2023 | 4,766 | 4,793,665 |
| Equian, LLC | ||
| Term Loan, 5.07%, (3 mo. USD LIBOR + 3.75%), Maturing May 20, 2024 | 229 | 231,556 |
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing May 20, 2024 | 70 | 71,248 |
| Faenza Acquisition GmbH | ||
| Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020 | 223 | 222,925 |
| Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020 | 734 | 735,045 |
| Genoa, a QoL Healthcare Company, LLC | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing October 28, 2023 | 1,139 | 1,148,661 |
| GHX Ultimate Parent Corporation | ||
| Term Loan, 4.58%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024 | 1,471 | 1,486,026 |
| Greatbatch Ltd. | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing October 27, 2022 | 1,531 | 1,535,504 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| ヘルスケア(続き) | ||
| Grifols Worldwide Operations USA, Inc. | ||
| Term Loan, 3.45%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025 | 2,264 | 2,274,171 |
| INC Research, LLC | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2024 | 320 | 321,955 |
| Indivior Finance S.a.r.l. | ||
| Term Loan, 7.39%, (3 mo. USD LIBOR + 6.00%), Maturing December 19, 2019 | 496 | 502,000 |
| Kindred Healthcare, Inc. | ||
| Term Loan, 4.88%, (3 mo. USD LIBOR + 3.50%), Maturing April 9, 2021 | 1,363 | 1,369,170 |
| Kinetic Concepts, Inc. | ||
| Term Loan, 4.58%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024 | 1,820 | 1,820,816 |
| KUEHG Corp. | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing August 13, 2022 | 1,157 | 1,162,402 |
| Medical Depot Holdings, Inc. | ||
| Term Loan, 6.83%, (3 mo. USD LIBOR + 5.50%), Maturing January 3, 2023 | 466 | 426,755 |
| MMM Holdings, Inc. | ||
| Term Loan, 10.25%, (3 mo. USD LIBOR + 8.75%, Floor 1.50%), Maturing June 30, 2019 | 311 | 304,598 |
| MPH Acquisition Holdings, LLC | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 | 4,451 | 4,490,483 |
| MSO of Puerto Rico, Inc. | ||
| Term Loan, 10.25%, (3 mo. USD LIBOR + 8.75%, Floor 1.50%), Maturing June 30, 2019 | 226 | 221,441 |
| National Mentor Holdings, Inc. | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021 | 458 | 463,030 |
| Navicure, Inc. | ||
| Term Loan, Maturing October 3, 2024(5) | 450 | 451,125 |
| New Millennium Holdco, Inc. | ||
| Term Loan, 7.74%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020 | 159 | 79,421 |
| Opal Acquisition, Inc. | ||
| Term Loan, 5.33%, (3 mo. USD LIBOR + 4.00%), Maturing November 27, 2020 | 1,463 | 1,413,193 |
| Ortho-Clinical Diagnostics S.A. | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2021 | 2,492 | 2,504,816 |
| Parexel International Corporation | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing September 27, 2024 | 1,900 | 1,920,900 |
| PharMerica Corporation | ||
| Term Loan, Maturing September 26, 2024(5) | 575 | 578,953 |
| Press Ganey Holdings, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing October 23, 2023 | 1,491 | 1,502,422 |
| Quintiles IMS Incorporated | ||
| Term Loan, 3.33%, (3 mo. USD LIBOR + 2.00%), Maturing March 7, 2024 | 1,647 | 1,660,869 |
| Term Loan, 3.32%, (3 mo. USD LIBOR + 2.00%), Maturing January 31, 2025 | 850 | 856,198 |
| RadNet, Inc. | ||
| Term Loan, 5.14%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023 | 1,026 | 1,033,571 |
| Select Medical Corporation | ||
| Term Loan, 4.85%, (USD LIBOR + 3.50%), Maturing March 1, 2021(4) | 1,144 | 1,158,010 |
| Sterigenics-Nordion Holdings, LLC | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022 | 417 | 418,094 |
| Surgery Center Holdings, Inc. | ||
| Term Loan, 4.50%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024 | 2,225 | 2,213,319 |
| Team Health Holdings, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024 | 1,368 | 1,356,724 |
| Tecomet, Inc. | ||
| Term Loan, 5.06%, (3 mo. USD LIBOR + 3.75%), Maturing May 2, 2024 | 549 | 550,682 |
| U.S. Anesthesia Partners, Inc. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing June 23, 2024 | 698 | 700,868 |
| 58,875,870 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 家具-0.6% | ||
| Bright Bidco B.V. | ||
| Term Loan, 5.82%, (USD LIBOR + 4.50%), Maturing June 30, 2024(4) | 973 | 984,720 |
| Serta Simmons Bedding, LLC | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing November 8, 2023 | 2,853 | 2,822,526 |
| 3,807,246 | ||
| 工業機器-4.4% | ||
| Apex Tool Group, LLC | ||
| Term Loan, 4.50%, (1 mo. USD LIBOR + 3.25%, Floor 1.25%), Maturing January 31, 2020 | 2,614 | 2,595,111 |
| Clark Equipment Company | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing May 18, 2024 | 1,592 | 1,605,599 |
| Delachaux S.A. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021 | 322 | 325,136 |
| Dragon Merger Sub, LLC | ||
| Term Loan, 5.36%, (3 mo. USD LIBOR + 4.00%), Maturing July 24, 2024 | 600 | 607,125 |
| DXP Enterprises, Inc. | ||
| Term Loan, 6.74%, (1 mo. USD LIBOR + 5.50%), Maturing August 14, 2023 | 350 | 352,625 |
| Engineered Machinery Holdings, Inc. | ||
| Term Loan, 4.28%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024(2) | 23 | 23,052 |
| Term Loan, 4.56%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024 | 177 | 177,323 |
| EWT Holdings III Corp. | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing January 15, 2021 | 2,803 | 2,831,001 |
| Filtration Group Corporation | ||
| Term Loan, 4.38%, (3 mo. USD LIBOR + 3.00%), Maturing November 21, 2020 | 634 | 639,306 |
| Gardner Denver, Inc. | ||
| Term Loan, 4.08%, (3 mo. USD LIBOR + 2.75%), Maturing July 30, 2024 | 925 | 929,434 |
| Gates Global, LLC | ||
| Term Loan, 4.58%, (3 mo. USD LIBOR + 3.25%), Maturing April 1, 2024 | 2,252 | 2,268,349 |
| Hayward Industries, Inc. | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024 | 325 | 328,386 |
| Husky Injection Molding Systems Ltd. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2021 | 2,167 | 2,186,436 |
| Milacron, LLC | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing September 28, 2023 | 1,886 | 1,898,322 |
| Paladin Brands Holding, Inc. | ||
| Term Loan, 6.83%, (3 mo. USD LIBOR + 5.50%), Maturing August 15, 2022 | 700 | 705,250 |
| Rexnord, LLC | ||
| Term Loan, 4.09%, (USD LIBOR + 2.75%), Maturing August 21, 2023(4) | 3,684 | 3,710,381 |
| Robertshaw US Holding Corp. | ||
| Term Loan, 5.75%, (1 mo. USD LIBOR + 4.50%), Maturing August 10, 2024 | 325 | 328,758 |
| Signode Industrial Group US, Inc. | ||
| Term Loan, 4.04%, (USD LIBOR + 2.75%), Maturing May 4, 2021(4) | 2,230 | 2,251,961 |
| STS Operating, Inc. | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing February 12, 2021 | 1,205 | 1,216,039 |
| Tank Holding Corp. | ||
| Term Loan, 5.54%, (USD LIBOR + 4.25%), Maturing March 16, 2022(4) | 1,333 | 1,338,693 |
| Thermon Industries, Inc. | ||
| Term Loan, Maturing October 24, 2024(5) | 250 | 251,250 |
| 26,569,537 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 保険-2.7% | ||
| Alliant Holdings I, Inc. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing August 12, 2022 | 1,592 | 1,604,872 |
| AmWINS Group, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024 | 1,464 | 1,470,647 |
| Asurion, LLC | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing August 4, 2022 | 2,975 | 2,999,885 |
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023 | 1,358 | 1,370,121 |
| Term Loan - Second Lien, 7.24%, (1 mo. USD LIBOR + 6.00%), Maturing August 4, 2025 | 1,150 | 1,188,273 |
| Cunningham Lindsey U.S., Inc. | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing December 10, 2019 | 873 | 861,193 |
| Hub International Limited | ||
| Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing October 2, 2020 | 3,222 | 3,251,850 |
| NFP Corp. | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing January 8, 2024 | 1,565 | 1,581,169 |
| USI Holdings Corporation | ||
| Term Loan, Maturing July 26, 2024(5) | 425 | 424,734 |
| USI, Inc. | ||
| Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024 | 1,575 | 1,578,741 |
| 16,331,485 | ||
| レジャー用品/活動/映画-3.1% | ||
| AMC Entertainment, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2022 | 1,470 | 1,472,887 |
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023 | 347 | 346,977 |
| Ancestry.com Operations, Inc. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023 | 1,486 | 1,501,092 |
| Bombardier Recreational Products, Inc. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2023 | 2,945 | 2,963,658 |
| Bright Horizons Family Solutions, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing November 7, 2023 | 348 | 351,007 |
| CDS U.S. Intermediate Holdings, Inc. | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing July 8, 2022 | 270 | 271,589 |
| ClubCorp Club Operations, Inc. | ||
| Term Loan, 4.59%, (3 mo. USD LIBOR + 3.25%), Maturing August 15, 2024 | 1,275 | 1,279,183 |
| Delta 2 (LUX) S.a.r.l. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024 | 1,550 | 1,562,271 |
| Emerald Expositions Holding, Inc. | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing May 22, 2024 | 823 | 830,396 |
| Live Nation Entertainment, Inc. | ||
| Term Loan, 3.50%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2023 | 2,295 | 2,307,928 |
| Match Group, Inc. | ||
| Term Loan, 3.81%, (3 mo. USD LIBOR + 2.50%), Maturing November 16, 2022 | 350 | 353,500 |
| Sabre GLBL, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing February 22, 2024 | 452 | 454,498 |
| SeaWorld Parks & Entertainment, Inc. | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing March 31, 2024 | 1,318 | 1,300,177 |
| SRAM, LLC | ||
| Term Loan, 4.53%, (USD LIBOR + 3.25%), Maturing March 15, 2024(4) | 1,345 | 1,350,588 |
| UFC Holdings, LLC | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023 | 1,312 | 1,324,150 |
| WMG Acquisition Corp. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing November 1, 2023 | 1,130 | 1,136,166 |
| 18,806,067 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 宿泊およびカジノ-4.0% | ||
| Amaya Holdings B.V. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 | 3,664 | 3,692,596 |
| Aristocrat Leisure Limited | ||
| Term Loan, 3.36%, (3 mo. USD LIBOR + 2.00%), Maturing September 19, 2024 | 375 | 376,875 |
| Boyd Gaming Corporation | ||
| Term Loan, 3.70%, (1 week USD LIBOR + 2.50%), Maturing September 15, 2023 | 3,129 | 3,146,999 |
| CityCenter Holdings, LLC | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing April 18, 2024 | 2,394 | 2,406,906 |
| Cyan Blue Holdco 3 Limited | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing July 26, 2024 | 200 | 201,495 |
| Eldorado Resorts, LLC | ||
| Term Loan, 3.50%, (USD LIBOR + 2.25%), Maturing April 17, 2024(4) | 576 | 577,307 |
| ESH Hospitality, Inc. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing August 30, 2023 | 842 | 847,944 |
| Four Seasons Hotels Limited | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing November 30, 2023 | 620 | 625,256 |
| Gateway Casinos & Entertainment Limited | ||
| Term Loan, 5.08%, (3 mo. USD LIBOR + 3.75%), Maturing February 22, 2023 | 274 | 278,027 |
| Golden Nugget, Inc. | ||
| Term Loan, 4.53%, (USD LIBOR + 3.25%), Maturing October 4, 2023(4) | 3,787 | 3,828,587 |
| Hilton Worldwide Finance, LLC | ||
| Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing October 25, 2023 | 4,006 | 4,034,351 |
| MGM Growth Properties Operating Partnership L.P. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing April 25, 2023 | 1,305 | 1,313,282 |
| Playa Resorts Holding B.V. | ||
| Term Loan, 4.37%, (USD LIBOR + 3.00%), Maturing April 5, 2024(4) | 2,219 | 2,225,912 |
| RHP Hotel Properties L.P. | ||
| Term Loan, 3.56%, (3 mo. USD LIBOR + 2.25%), Maturing May 11, 2024 | 597 | 602,000 |
| Tropicana Entertainment, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing November 27, 2020 | 177 | 178,018 |
| 24,335,555 | ||
| 非鉄金属/鉱物-1.0% | ||
| Dynacast International, LLC | ||
| Term Loan, 4.58%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022 | 1,349 | 1,365,935 |
| Fairmount Santrol, Inc. | ||
| Term Loan, 6.75%, (3 mo. USD Prime + 2.50%), Maturing September 5, 2019 | 1,399 | 1,397,773 |
| Term Loan, Maturing October 12, 2024(5) | 1,225 | 1,228,446 |
| Global Brass & Copper, Inc. | ||
| Term Loan, 4.50%, (1 mo. USD LIBOR + 3.25%), Maturing July 18, 2023 | 545 | 551,987 |
| Murray Energy Corporation | ||
| Term Loan, 8.58%, (3 mo. USD LIBOR + 7.25%), Maturing April 16, 2020 | 1,167 | 1,047,419 |
| Oxbow Carbon, LLC | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing January 19, 2020 | 488 | 494,203 |
| 6,085,763 | ||
| 石油およびガス-2.4% | ||
| Ameriforge Group, Inc. | ||
| Term Loan, 14.33%, (9.33%, (3 mo. USD LIBOR + 8.00%) Cash, 5.00% PIK), Maturing June 8, 2022 | 764 | 810,195 |
| Aquilex Holdings, LLC | ||
| Term Loan, 5.49%, (1 mo. USD LIBOR + 4.25%), Maturing October 3, 2024 | 500 | 504,375 |
| BCP Raptor, LLC | ||
| Term Loan, 5.52%, (2 mo. USD LIBOR + 4.25%), Maturing June 24, 2024 | 499 | 505,140 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 石油およびガス(続き) | ||
| Bronco Midstream Funding, LLC | ||
| Term Loan, 5.32%, (3 mo. USD LIBOR + 4.00%), Maturing August 15, 2020 | 1,031 | 1,042,282 |
| CITGO Holding, Inc. | ||
| Term Loan, 9.84%, (3 mo. USD LIBOR + 8.50%), Maturing May 12, 2018 | 445 | 451,286 |
| CITGO Petroleum Corporation | ||
| Term Loan, 4.84%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021 | 776 | 780,526 |
| Crestwood Holdings, LLC | ||
| Term Loan, 9.24%, (1 mo. USD LIBOR + 8.00%), Maturing June 19, 2019 | 330 | 331,838 |
| Fieldwood Energy, LLC | ||
| Term Loan, 4.21%, (3 mo. USD LIBOR + 2.88%), Maturing September 28, 2018 | 807 | 775,668 |
| Term Loan, 8.33%, (3 mo. USD LIBOR + 7.00%), Maturing August 31, 2020 | 325 | 294,396 |
| Term Loan, 8.46%, (3 mo. USD LIBOR + 7.13%), Maturing September 30, 2020 | 430 | 305,506 |
| Term Loan - Second Lien, 8.46%, (3 mo. USD LIBOR + 7.13%), Maturing September 30, 2020 | 595 | 227,270 |
| Green Plains Renewable Energy, Inc. | ||
| Term Loan, 6.74%, (1 mo. USD LIBOR + 5.50%), Maturing August 18, 2023 | 700 | 705,250 |
| MEG Energy Corp. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 31, 2023 | 3,590 | 3,606,968 |
| Paragon Offshore Finance Company | ||
| Term Loan, 0.00%, Maturing July 18, 2021(3)(7) | 6 | 0 |
| Term Loan, 7.35%, (3 mo. USD LIBOR + 6.00% (1.00% Cash, 6.35% PIK)), Maturing July 18, 2022 | 42 | 34,570 |
| Seadrill Partners Finco, LLC | ||
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing February 21, 2021 | 1,767 | 1,350,854 |
| Sheridan Investment Partners II L.P. | ||
| Term Loan, 4.82%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 | 29 | 24,946 |
| Term Loan, 4.82%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 | 79 | 66,890 |
| Term Loan, 4.82%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 | 566 | 480,851 |
| Sheridan Production Partners I, LLC | ||
| Term Loan, 4.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 | 84 | 70,718 |
| Term Loan, 4.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 | 137 | 115,778 |
| Term Loan, 4.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 | 1,032 | 873,744 |
| Southcross Holdings Borrower L.P. | ||
| Term Loan, 9.00%, (3.50% Cash, 5.50% PIK), Maturing April 13, 2023(6) | 46 | 40,050 |
| Ultra Resources, Inc. | ||
| Term Loan, 4.31%, (USD LIBOR + 3.00%), Maturing April 12, 2024(4) | 1,025 | 1,027,990 |
| 14,427,091 | ||
| 出版-1.0% | ||
| Ascend Learning, LLC | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing July 12, 2024 | 800 | 806,083 |
| Getty Images, Inc. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing October 18, 2019 | 3,372 | 2,959,033 |
| Harland Clarke Holdings Corp. | ||
| Term Loan, 6.83%, (3 mo. USD LIBOR + 5.50%), Maturing February 9, 2022 | 296 | 297,179 |
| LSC Communications, Inc. | ||
| Term Loan, 7.20%, (1 week USD LIBOR + 6.00%), Maturing September 30, 2022 | 667 | 673,333 |
| Merrill Communications, LLC | ||
| Term Loan, 6.63%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022 | 350 | 352,406 |
| ProQuest, LLC | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2021 | 1,126 | 1,137,764 |
| 6,225,798 |
| 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-2.9% | ||
| ALM Media Holdings, Inc. | ||
| Term Loan, 5.83%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020 | 324 | 294,613 |
| AP NMT Acquisition B.V. | ||
| Term Loan, 7.09%, (3 mo. USD LIBOR + 5.75%), Maturing August 13, 2021 | 340 | 328,284 |
| CBS Radio, Inc. | ||
| Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing October 17, 2023 | 786 | 793,013 |
| Term Loan, Maturing October 17, 2023(5) | 325 | 327,681 |
| Cumulus Media Holdings, Inc. | ||
| Term Loan, 4.50%, (1 mo. USD LIBOR + 3.25%), Maturing December 23, 2020 | 3,844 | 3,358,796 |
| E.W. Scripps Company (The) | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing August 16, 2024 | 250 | 252,031 |
| Entercom Radio, LLC | ||
| Term Loan, 4.73%, (1 mo. USD LIBOR + 3.50%), Maturing November 1, 2023 | 620 | 622,922 |
| Gray Television, Inc. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing February 7, 2024 | 174 | 175,238 |
| Hubbard Radio, LLC | ||
| Term Loan, 4.50%, (1 mo. USD LIBOR + 3.25%), Maturing May 27, 2022 | 702 | 703,586 |
| iHeartCommunications, Inc. | ||
| Term Loan, 8.83%, (3 mo. USD LIBOR + 7.50%), Maturing July 30, 2019 | 1,500 | 1,133,437 |
| Mission Broadcasting, Inc. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 | 197 | 198,548 |
| Nexstar Broadcasting, Inc. | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 | 1,571 | 1,581,369 |
| Raycom TV Broadcasting, LLC | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing August 23, 2024 | 750 | 755,625 |
| Sinclair Television Group, Inc. | ||
| Term Loan, 3.50%, (1 mo. USD LIBOR + 2.25%), Maturing January 3, 2024 | 1,216 | 1,220,372 |
| Univision Communications, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024 | 5,809 | 5,788,688 |
| 17,534,203 | ||
| 小売(食料およびドラッグを除く)-3.3% | ||
| Ascena Retail Group, Inc. | ||
| Term Loan, 5.75%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022 | 1,252 | 1,091,969 |
| Bass Pro Group, LLC | ||
| Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024 | 850 | 828,219 |
| BJ’s Wholesale Club, Inc. | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing February 3, 2024 | 647 | 632,051 |
| CDW, LLC | ||
| Term Loan, 3.34%, (3 mo. USD LIBOR + 2.00%), Maturing August 17, 2023 | 932 | 938,603 |
| Coinamatic Canada, Inc. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 | 159 | 159,317 |
| David’s Bridal, Inc. | ||
| Term Loan, 5.34%, (3 mo. USD LIBOR + 4.00%), Maturing October 11, 2019 | 1,063 | 879,995 |
| Evergreen Acqco 1 L.P. | ||
| Term Loan, 5.11%, (3 mo. USD LIBOR + 3.75%), Maturing July 9, 2019 | 1,937 | 1,782,338 |
| Global Appliance, Inc. | ||
| Term Loan, 5.34%, (3 mo. USD LIBOR + 4.00%), Maturing September 29, 2024 | 675 | 676,477 |
| 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)(続き) | ||
| Harbor Freight Tools USA, Inc. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023 | 751 | 755,561 |
| J. Crew Group, Inc. | ||
| Term Loan, 4.29%, (USD LIBOR + 3.00%), Maturing March 5, 2021(3)(4) | 1,049 | 557,560 |
| LSF9 Atlantis Holdings, LLC | ||
| Term Loan, 7.24%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023 | 1,217 | 1,226,221 |
| Men’s Wearhouse, Inc. (The) | ||
| Term Loan, 4.77%, (USD LIBOR + 3.50%), Maturing June 18, 2021(4) | 753 | 748,725 |
| Michaels Stores, Inc. | ||
| Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing January 30, 2023 | 1,327 | 1,328,653 |
| Neiman Marcus Group Ltd., LLC | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing October 25, 2020 | 1,402 | 1,110,564 |
| Party City Holdings, Inc. | ||
| Term Loan, 4.43%, (3 mo. USD LIBOR + 3.00%), Maturing August 19, 2022 | 1,631 | 1,637,221 |
| PetSmart, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing March 11, 2022 | 2,748 | 2,368,111 |
| PFS Holding Corporation | ||
| Term Loan, 4.75%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021 | 675 | 609,639 |
| Pier 1 Imports (U.S.), Inc. | ||
| Term Loan, 4.83%, (3 mo. USD LIBOR + 3.50%), Maturing April 30, 2021 | 460 | 443,478 |
| Rent-A-Center, Inc. | ||
| Term Loan, 4.25%, (1 mo. USD LIBOR + 3.00%), Maturing March 19, 2021 | 98 | 97,818 |
| Toys‘R’Us Property Company I, LLC | ||
| Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing August 21, 2019 | 1,416 | 1,304,786 |
| Vivid Seats Ltd. | ||
| Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2024 | 748 | 750,930 |
| 19,928,236 | ||
| 鉄鋼-0.6% | ||
| Neenah Foundry Company | ||
| Term Loan, 7.79%, (2 mo. USD LIBOR + 6.50%), Maturing April 26, 2019 | 1,276 | 1,266,367 |
| Zekelman Industries, Inc. | ||
| Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing June 14, 2021 | 2,270 | 2,284,946 |
| 3,551,313 | ||
| 陸上輸送-0.6% | ||
| Hertz Corporation (The) | ||
| Term Loan, 4.00%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023 | 691 | 690,224 |
| Kenan Advantage Group, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022 | 389 | 389,649 |
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022 | 1,279 | 1,281,313 |
| PODS, LLC | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022 | 248 | 249,714 |
| Stena International S.a.r.l. | ||
| Term Loan, 4.34%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021 | 1,351 | 1,257,555 |
| 3,868,455 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 電気通信-4.7% | ||
| CenturyLink, Inc. | ||
| Term Loan, 2.75%, Maturing January 31, 2025(6) | 3,675 | 3,630,977 |
| Ciena Corporation | ||
| Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing January 28, 2022 | 1,602 | 1,610,099 |
| Colorado Buyer, Inc. | ||
| Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 | 1,571 | 1,585,202 |
| Consolidated Communications, Inc. | ||
| Term Loan, 4.25%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2023 | 722 | 711,668 |
| Digicel International Finance Limited | ||
| Term Loan, 5.07%, (3 mo. USD LIBOR + 3.75%), Maturing May 28, 2024 | 550 | 554,469 |
| Frontier Communications Corp. | ||
| Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024 | 1,372 | 1,308,342 |
| Global Eagle Entertainment, Inc. | ||
| Term Loan, 8.71%, (USD LIBOR + 7.50%), Maturing January 6, 2023(4) | 790 | 775,517 |
| Intelsat Jackson Holdings S.A. | ||
| Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing June 30, 2019 | 3,300 | 3,296,218 |
| IPC Corp. | ||
| Term Loan, 5.89%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021 | 1,073 | 1,048,369 |
| Level 3 Financing, Inc. | ||
| Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing February 22, 2024 | 1,900 | 1,907,465 |
| Mitel Networks Corporation | ||
| Term Loan, Maturing July 27, 2023(5) | 325 | 328,555 |
| Onvoy, LLC | ||
| Term Loan, 5.83%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024 | 498 | 497,345 |
| Sprint Communications, Inc. | ||
| Term Loan, 3.75%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024 | 4,826 | 4,845,569 |
| Syniverse Holdings, Inc. | ||
| Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing April 23, 2019 | 609 | 595,040 |
| Term Loan, 4.33%, (3 mo. USD LIBOR + 3.00%), Maturing April 23, 2019 | 2,413 | 2,357,968 |
| Telesat Canada | ||
| Term Loan, 4.32%, (2 mo. USD LIBOR + 3.00%), Maturing November 17, 2023 | 3,193 | 3,224,167 |
| Unitymedia Finance, LLC | ||
| Term Loan, Maturing October 16, 2024(5) | 675 | 674,086 |
| 28,951,056 | ||
| 公益-1.7% | ||
| Calpine Construction Finance Company L.P. | ||
| Term Loan, 3.50%, (1 mo. USD LIBOR + 2.25%), Maturing May 3, 2020 | 646 | 648,433 |
| Term Loan, 3.75%, (1 mo. USD LIBOR + 2.50%), Maturing January 31, 2022 | 745 | 745,954 |
| Calpine Corporation | ||
| Term Loan, 3.00%, (3 mo. USD LIBOR + 1.75%), Maturing November 30, 2017 | 78 | 78,556 |
| Term Loan, 3.00%, (1 mo. USD LIBOR + 1.75%), Maturing December 31, 2019 | 323 | 324,241 |
| Term Loan, 4.09%, (3 mo. USD LIBOR + 2.75%), Maturing January 15, 2024 | 2,639 | 2,651,903 |
| Dayton Power & Light Company (The) | ||
| Term Loan, 4.50%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2022 | 372 | 377,887 |
| Dynegy, Inc. | ||
| Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing February 7, 2024 | 1,815 | 1,827,875 |
| Invenergy Thermal Operating I, LLC | ||
| Term Loan, 6.83%, (3 mo. USD LIBOR + 5.50%), Maturing October 19, 2022 | 115 | 108,424 |
| 債務者/細目 | 額面 (千米ドル) | 時価 (米ドル) |
| 公益(続き) | ||
| Lightstone Generation, LLC | ||
| Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing January 30, 2024 | 91 | 91,509 |
| Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing January 30, 2024 | 1,460 | 1,468,612 |
| Lonestar Generation, LLC | ||
| Term Loan, 5.57%, (3 mo. USD LIBOR + 4.25%), Maturing February 22, 2021 | 901 | 891,251 |
| Longview Power, LLC | ||
| Term Loan, 7.39%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021 | 1,149 | 740,823 |
| Talen Energy Supply, LLC | ||
| Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing April 15, 2024 | 522 | 521,279 |
| 10,476,747 | ||
| シニア変動利付有価証券合計(認識された原価:592,336,994米ドル) | 587,803,613 | |
普通株式-0.8%
| 銘柄名 | 数量 | 時価 (米ドル) |
| 航空および軍需-0.0%(8) | ||
| IAP Global Services, LLC(3)(9)(10) | 24 | 243,747 |
| 243,747 | ||
| 自動車-0.0%(8) | ||
| Dayco Products, LLC(9)(10) | 9,586 | 299,562 |
| 299,562 | ||
| ビジネス機器およびサービス-0.1% | ||
| Education Management Corp.(3)(9)(10) | 4,977,534 | 0 |
| RCS Capital Corp.(9)(10) | 13,890 | 409,755 |
| 409,755 | ||
| 電子機器/電器-0.1% | ||
| Answers Corp.(9)(10) | 22,610 | 357,991 |
| 357,991 | ||
| ヘルスケア-0.0%(8) | ||
| New Millennium Holdco, Inc.(9)(10) | 19,009 | 6,178 |
| 6,178 | ||
| 宿泊およびカジノ-0.0%(8) | ||
| Caesars Entertainment Corp.(9)(10) | 8,330 | 107,874 |
| 107,874 | ||
| 石油およびガス-0.5% | ||
| AFG Holdings, Inc.(9)(10) | 49,027 | 1,666,918 |
| Paragon Offshore Finance Company, Class A(9)(10) | 1,213 | 1,354 |
| Paragon Offshore Finance Company, Class B(9)(10) | 606 | 11,741 |
| Paragon Offshore, Ltd.(9)(10) | 1,213 | 20,773 |
| Samson Resources II, LLC, Class A(9)(10) | 54,233 | 1,319,668 |
| Southcross Holdings Group, LLC(3)(9)(10) | 48 | 0 |
| Southcross Holdings L.P., Class A(9)(10) | 48 | 26,880 |
| 3,047,334 | ||
| 出版-0.1% | ||
| MediaNews Group, Inc.(9)(10) | 33,396 | 534,330 |
| 534,330 | ||
| 普通株式合計(認識された原価:4,028,136米ドル) | 5,006,771 |
転換優先株式-0.0%
| 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% | ||
| Education Management Corp., Series A-1, 7.50%(3)(9)(10) | 5,538 | 0 |
| 転換優先株式合計(認識された原価:390,854米ドル) | 0 |
社債-0.0%(8)
| 銘柄名 | 額面 (千米ドル) | 時価 (米ドル) |
| 建設およびデベロッパー-0.0%(8) | ||
| VICI Properties 1, LLC/VICI FC, Inc. 8.00%, 10/15/23(9) | 31 | 35,029 |
| 社債合計(認識された原価:34,604米ドル) | 35,029 |
短期投資証券-3.4%
| 細目 | 数量 | 時価 (米ドル) |
| Eaton Vance Cash Reserves Fund, LLC, 1.35%(11) | 20,968,492 | 20,970,588 |
| 短期投資証券合計(認識された原価:20,971,640米ドル) | 20,970,588 | |
| 投資合計-100.6% | ||
| (認識された原価:617,762,228米ドル) | 613,816,001 | |
| 一時借入ローン契約控除-(0.0)%(8) | (124,596) | |
| 純投資-100.6% | ||
| (認識された原価:617,637,632米ドル) | 613,691,405 | |
| 負債控除後その他の資産-(0.6)% | (3,626,230) | |
| 純資産-100.0% | 610,065,175 |
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。一般的にシニアローンの利率は、定期的に、基礎となる貸出利率にスプレッド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、単一もしくは複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」)です。基準貸出金利は、フロアまたは最低金利が設定されることがあります。
(2)一時借入の、または部分的に一時借入のローン契約です。規定の利率は、長期ローン部分の参照金利およびスプレッドの加重平均利率、ならびに、一時借入ローン部分に係る契約費用を表します。
(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)規定の利率は、2017年10月31日時点のシニアローンファシリティの契約の加重平均利率を表します。各契約の利率は、主として、週次、月次あるいは四半期毎に、基礎となる貸出利率、スプレッドおよび更改期間により再算定されます。
(5)当該シニアローンは、2017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。
(6)固定金利ローンです。
(7)発行体は利息および/または元本の支払に関してデフォルト状態にあります。変動金利証券については、利息計上停止の状況を反映するために利率が調整されています。
(8)該当する場合、合計は0.05%未満または(0.05)%未満です。
(9)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。
(10)無利息証券です。
(11)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、2017年10月31日時点の7日間の年率換算利回りです。
略語:
LIBOR-ロンドン・インターバンク・オファード・レート(London Interbank Offered Rate)
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。※
USD-米ドル
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資産・負債計算書
(米ドル表示)
| 資産 | 2017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:596,665,992米ドル) | 592,720,817 |
| 関連当事者に係る投資-評価額(認識された原価:20,971,640米ドル) | 20,970,588 |
| 現金 | 2,348,479 |
| 未収利息 | 1,491,722 |
| 関連当事者に係る未収配当 | 28,552 |
| 売却済投資に係る未収金 | 4,239,597 |
| 売却済ファンド参加型投資証券に係る未収金 | 2,398,621 |
| 前払費用 | 52,175 |
| 資産合計 | 624,250,551 |
| 負債 | |
| 購入済投資に係る未払金 | 12,373,781 |
| 償還済ファンド参加型投資証券に係る未払金 | 115,513 |
| 未払分配金 | 1,138,453 |
| 関連当事者に係る未払金: | |
| 投資顧問会社報酬 | 264,498 |
| 未払費用 | 293,131 |
| 負債合計 | 14,185,376 |
| 純資産 | 610,065,175 |
| 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 | 61,729,964 |
| 追加の払込資本 | 562,396,726 |
| 累積実現損失純額 | (10,699,379) |
| 累積未分配投資収益純額 | 584,091 |
| 未実現損失純額 | (3,946,227) |
| 合計 | 610,065,175 |
クラスI3$シェアーズ
| 純資産 | 184,132,611 |
| 参加型投資証券発行済口数 | 18,550,976 |
| 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) | 9.93 |
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。
