Overzicht Corporate Governance 3e kwartaal 2017 · pagina 3 van 16 bank of america corp frn...
Transcript of Overzicht Corporate Governance 3e kwartaal 2017 · pagina 3 van 16 bank of america corp frn...
Pagina 1 van 16
Overzicht Corporate Governance 3e
kwartaal 2017
In deze lijst wordt aangegeven van welke landen we staatsobligaties bezitten die direct op
naam staan van het Pensioenfonds TNO. Vervolgens worden daarnaast de
beleggingsfondsen genoemd waar we op 30 september 2017 in beleggen. Tot slot staat in dit
overzicht een lange lijst van instellingen en bedrijven waarvan de obligaties direct op naam
van het Pensioenfonds TNO staan. Het overzicht is vanaf het vierde kwartaal van 2016 ook
aangevuld met de namen van de bedrijven bij waarvan de aandelen direct op naam staan van
het pensioenfonds TNO.
(Quasi) staatsobligaties
direct op naam van Pensioenfonds
TNO (30 september 2017)
Duitsland
Frankrijk
Ierland
Ijsland
Italië
Mexico
Nederland
Polen
Roemenie
Slovenie
Verenigde-Staten
Fixed Income Beleggingsfondsen (30
september 2017)
BlackRock Emerging Market debt (hard
currency)
Neuberger Berman Emerging Market debt
(local currency)
Robeco European High Yield fund
State Street Emerging Market debt CTF (local
currency)
Aandelenbeleggingsfondsen (30
september 2017) BlackRock Japan Equity index ESG
screened fund
BlackRock Pacific ex Japan Equity index
ESG screened fund
Robeco smart beta Fund
Vanguard Institutional US-equity Index
Fund
Vanguard SRI European Stock Index Fund
Vanguard Emerging Markets Equity Fund
Obligaties direct op naam van
Pensioenfonds TNO (30 september
2017)
21ST CENTURY ONCOLOGY B TL 04/30/2022 3M CO 0.375 15/2/2022 AALLN 4.125% 09/27/22 ABCSUP 5.750% 12/15/23 ABG 6.000% 12/15/24 ABN AMRO BANK NV 1.000 13/4/2031 ABN AMRO BANK NV FRN 30/6/2025 ACACN 7.750% 04/15/21 ACHC 6.500% 03/01/24 ACHMEA HYPOTHEEKBANK NV 2.750 18/2/2021
ACOSTA 7.750% 10/01/22 ACOSTA T/L B 09/26/2021 ADT 5.250% 03/15/20
ADVANTAGE SALES 1L TL 07/23/2021 ADVANTAGE SALES DDTL 07/23/2021 AER 4.625% 10/30/20 AGENCE FRANCAISE DE DEVELOPPEMENT 1.375 5/7/2032 AGENCE FRANCE LOCALE SA 0.250 20/3/2023 AHEREN 7.375% 05/15/23 AHTLN 5.625% 10/01/24 AIA GROUP LTD 1.750 13/3/2018 AIG 5.875% 04/01/19 AIR METHODS CORP Initial TL 04/22/2024
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AIRBUS GROUP FINANCE BV 0.875 13/5/2026 AIRM 8.000% 05/15/25 AIRXCL 8.500% 02/15/22 AKS 7.625% 10/01/21 ALBLLC 5.750% 03/15/25 ALBLLC 6.625% 06/15/24 ALGT 5.500% 07/15/19 ALLE 5.875% 09/15/23 ALLERGAN FUNDING SCS 0.500 1/6/2021 ALLIANDER NV 0.875 22/4/2026 ALLIANZ SE FRN 6/7/2047 ALLIANZ SE FRN 7/7/2045
ALLY 3.250% 11/05/18 ALLY 3.500% 01/27/19 ALLY 3.750% 11/18/19 ALLY 5.125% 09/30/24 ALLY 7.500% 09/15/20 ALLY 8% 11/01/31 (OLD) ALLY 8.000% 12/31/18 ALLY PFD 8.125% 02/15/40 ALSN 4.750% 10/01/27 ALTHBD 6.250% 02/01/25 ALTMES 7.875% 12/15/24 AMADEUS CAPITAL MARKETS SA 1.625 17/11/2021
AMC 5.750% 06/15/25 AMC 5.875% 02/15/22 AMC 6.125% 05/15/27 AMD 7.000% 07/01/24
AMD 7.500% 08/15/22 AMENUT 10.000% 04/01/22 AMGEN INC 1.250 25/2/2022 AMGFIN 6.000% 06/01/20 AMGFIN 6.900% 12/15/17 AMID 8.500% 12/15/21 AMSG 5.625% 07/15/22 AMSG 6.250% 12/01/24
ANCESTRY TL 2nd Lien 10/19/2024 ANHEUSER-BUSCH INBEV NV 1.750 7/3/2025 ANHEUSER-BUSCH INBEV NV 2.750 17/3/2036 ANTMID 5.375% 09/15/24 AON PLC 2.875 14/5/2026 APPPAP 9.000% 06/01/20 APU 5.500% 05/20/25 APU 5.625% 05/20/24 APU 5.750% 05/20/27 AR 5.125% 12/01/22
ARGENTA SPAARBANK NV FRN 24/5/2026 ARGID 4.250% 09/15/22 ARGID 6.000% 02/15/25 ARGID 7.125% 09/15/23 ARGID 7.250% 05/15/24 ARKEMA SA 1.500 20/4/2027 ARNC 5.950% 02/01/37 ARS 7.875% 11/01/20 ARS 9.500% 04/01/21 ASCLER 6.875% 08/01/25 ASH 5.500% 07/15/24 ASHWOO 6.750% 08/01/25
ASHWOO 6.875% 02/15/21 ASML HOLDING NV 1.375 7/7/2026 ASSICURAZIONI GENERALI SPA 2.875 14/1/2020 ASSICURAZIONI GENERALI SPA 4.125 4/5/2026 ASSICURAZIONI GENERALI SPA FRN 12/12/2042 ASSICURAZIONI GENERALI SPA FRN 27/10/2047 ASSPAR 7.000% 08/15/25 ASURION (LONESTAR INTERMEDIATE SUPER H AT&T INC 3.150 4/9/2036 ATCNA 7.750% 05/15/22 ATLAS COPCO AB 0.625 30/8/2026 AUCKLAND COUNCIL 1.000 19/1/2027
AUTOROUTES DU SUD DE LA FRANCE 1.000 13/5/2026 AUTOROUTES DU SUD DE LA FRANCE 1.125 20/4/2026 AVHI 6.625% 05/15/22 AVOL 3.625% 03/15/21
AVOL 4.500% 03/15/23 AVOL 5.250% 08/15/22 AVOLON Initial Term B-2 Loan 03/21/2022 AVYA 7% 04/01/2019 AVYA 9.000% 04/01/19 AXA BANK EUROPE SCF 0.125 14/3/2022 AXA SA FRN 6/7/2047 AXE 5.125% 10/01/21
AXL 6.250% 03/15/21 AYR 4.625% 12/15/18 AYR 5.125% 03/15/21 BACR 7.625% 11/21/22 BANCA MONTE DEI PASCHI DI SIENA SP 2.125 26/11/2025 BANCO COMERCIAL PORTUGUES SA 0.750 31/5/2022 BANCO DE SABADELL SA 1.000 26/4/2027 BANCO SANTANDER TOTTA SA 1.250 26/9/2027 BANK OF AMERICA CORP FRN 4/5/2027 BANK OF AMERICA CORP FRN 7/2/2022
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BANK OF AMERICA CORP FRN 7/2/2025 BANK OF NOVA SCOTIA 0.125 13/1/2022 BANKIA SA 1.000 14/3/2023 BANKIA SA 1.125 5/8/2022 BANKIA SAU 4.000 3/2/2025 BANQUE FEDERATIVE DU CREDIT MUTUEL 1.250 26/5/2027 BANQUE FEDERATIVE DU CREDIT MUTUEL 2.625 24/2/2021 BARCLAYS BANK PLC 6.000 14/1/2021 BARCLAYS PLC 6.625 30/3/2022 BARCLAYS PLC FRN 7/2/2028 BARXPL 9.625% 06/01/22 BAT CAPITAL CORP 1.125 16/11/2023
BAT INTERNATIONAL FINANCE PLC 0.875 13/10/2023 BAT INTERNATIONAL FINANCE PLC 2.250 16/1/2030 BAT INTERNATIONAL FINANCE PLC 2.750 25/3/2025 BBDBCN 4.750% 04/15/19 BBDBCN 6.000% 10/15/22 BBDBCN 6.125% 01/15/23 BBDBCN 7.500% 03/15/25 BBDBCN 7.75% 03/15/2020 BBDBCN 8.750% 12/01/21 BBG 7.000% 10/15/22 BCBCN 5.375% 07/01/22 BCEI CS
BCP RENAISSANCE Initial Term Loans 10/3 BCULC 5.000% 10/15/25 BECN 6.375% 10/01/23 BECTON DICKINSON AND COMPANY 1.900 15/12/2026
BELFIUS BANK SA/NV 0.750 10/2/2025 BELFIUS BANQUE SA 0.750 12/9/2022 BELGACOM SA 2.375 4/4/2024 BERRY PLASTICS HOLDINGS Term Loan N 01/ BERTELSMANN SE & CO KGAA FRN 23/4/2075 BERY 6.000% 10/15/22 BFTH_10 BIG RIVER STEEL CDTL 08/23/2023
BIGBRS 7.250% 09/01/25 BIGTEX 9.625% 09/15/23 BLDR 10.750% 08/15/23 BLOCKC 6.875% 02/15/25 BLULNE 9.250% 03/15/24 BLURAC 6.125% 11/15/22 BMC 8.125% 07/15/21 BMC 9.000% 10/15/19 BMCAUS 5.375% 11/15/24 BMCAUS 5.500% 02/15/23
BMCH 5.500% 10/01/24 BNP PARIBAS FORTIS SA/NV 0.000 24/10/2023 BNP PARIBAS SA 0.750 11/11/2022 BNP PARIBAS SA 1.125 16/8/2022 BNP PARIBAS SA 1.625 23/2/2026 BPCE SA 0.375 5/10/2023 BPCE SFH 0.375 10/2/2023 BPCE SFH 0.375 21/2/2024 BPCE SFH 1.000 8/6/2029 BPCE SFH 2.125 17/9/2020 BRANDI 8.500% 07/15/25 BRENNTAG FINANCE B.V. 5.500 19/7/2018
BRITISH TELECOMMUNICATIONS PLC 1.500 23/6/2027 BRITISH TELECOMMUNICATIONS PLC 1.750 10/3/2026 BRP 6.375% 05/15/25 BRP 6.500% 12/15/20 BTU 10.000% 03/15/22 ESCROW BTU 6.000% 03/31/22 BTU 6.250% 11/15/21 ESCROW BTU 6.375% 03/31/25 BUFLO 11% 12/15/22 BUND LAENDER ANLEIHE 1.500 15/7/2020 Burger King Corporation Term B-3 Loan 0 BWY 7.250% 04/15/25
BYD 6.875% 05/15/23 BZH 5.750% 06/15/19 BZH 6.750% 03/15/25 BZH 7.250% 02/01/23
BZH 8.750% 03/15/22 CAA 5.000% 06/15/27 CAA 6.250% 12/15/21 CAESARS ENTERTAINMENT OP TB 04/03/2024 CAISSE CENTRALE CREDIT IMMOBILIER 0.375 31/7/2020 CAISSE FRANCAISE DE FINANCEMENT LO 0.375 11/5/2024 CAISSE FRANCAISE DE FINANCEMENT LO 0.375 23/6/2025 CAISSE FRANCAISE DE FINANCEMENT LO 1.125 1/12/2031
CAISSE FRANCAISE DE FINANCEMENT LO 1.250 11/5/2032 CAISSE FRANCAISE DE FINANCEMENT LO 1.750 16/7/2020 CAIXABANK SA 1.125 17/5/2024 CAJA RURAL DE NAVARRA S COOP DE CR 0.625 1/12/2023 CALIFORNIA RESOURCES Loans 12/31/2021 Calpine Corporation TL 12/31/2019 CAMFIN 7.875% 10/15/24 CAP GEMINI SA 1.750 1/7/2020 CARLTV 6.750% 12/15/23 CARLTV 9.500% 12/15/24
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CARREFOUR SA 4.000 9/4/2020 CASCN 5.500% 07/15/22 CASCN 5.750% 07/15/23 CBS 7.250% 11/01/24 CBSOAM 5.625% 02/15/24 CCMO 10.000% 01/15/18 CCMO 9.000% 12/15/19 CCO 6.500% 11/15/22 CCO 7.625% 03/15/20 CCO 8.750% 12/15/20 CCOI 5.375% 03/01/22 CCOI 5.625% 04/15/21
CCS 5.875% 07/15/25 CDE 5.875% 06/01/24 CDWC 5.000% 09/01/25 CEMEX 5.700% 01/11/25 CEMMZ 6.875% 05/15/22 CENT 6.125% 11/15/23 CENTRICA PLC FRN 10/4/2076 CEQUEL 6.375% 09/15/20 CF 5.375% 03/15/44 CF 7.125% 05/01/20 CFWCN 7.500% 12/01/20 CHANGE 5.750% 03/01/25
CHANNEL LINK ENTERPRISES FINANCE P FRN 30/6/2050 Chassix, Inc. ITL 07/29/2019 CHCOCH 5.125% 06/30/27 CHESAPEAKE ENERGY CORP Class A 08/23/20
CHK 5.375% 06/15/21 CHK 5.500% 09/15/26 CHK 6.625% 08/15/20 CHK 6.875% 11/15/20 CHK 8.000% 01/15/25 CHORUS LTD 1.125 18/10/2023 CHTR 5.000% 02/01/28 CHTR 5.125% 02/15/23
CHTR 5.125% 05/01/23 CHTR 5.125% 05/01/27 CHTR 5.375% 05/01/25 CHTR 5.500% 05/01/26 CHTR 5.750% 02/15/26 CHTR 5.750% 09/01/23 CHTR 5.875% 04/01/24 CIT 3.875% 02/19/19 CIT 5.000% 08/01/23 CIT 5.375% 05/15/20
CITGO PETROLEUM TL 05/12/2018 CITHOL 10.750% 02/15/20 CITIGROUP INC 0.750 26/10/2023 CITIGROUP INC 1.500 26/10/2028 CITPET 6.250% 08/15/22 CITYCENTER HLDGS/FINANCE TB 04/18/2024 CKEC 6.000% 06/15/23 CLD 12.000% 11/01/21 CLD 6.375% 03/15/24 CLDCRN 10.125% 08/01/24 CLE 8.875% 03/15/19 CLF 5.750% 03/01/25
CLTDEF CLASS B UNITS CMLP 5.750% 04/01/25 CMLP 6.250% 04/01/23 CMP 4.875% 07/15/24 CNGHLD 9.375% 05/15/20 CNGO 9.500% 06/15/24 CNH INDUSTRIAL FINANCE EUROPE SA 1.750 12/9/2025 CNK 5.125% 12/15/22 CNP ASSURANCES FRN 10/6/2047 COCA-COLA COMPANY (THE) 0.750 9/3/2023 COCA-COLA COMPANY (THE) 1.125 9/3/2027 COENTREPRISE DE TRANSPORT DELECTRI 2.125 29/7/2032
COLUMBUS MCKINNON Initial Term Loan 01/ COMM 6.000% 06/15/25 COMMERZBANK AG 0.125 15/12/2026 COMMERZBANK AG 0.125 23/2/2023
COMMERZBANK AG 1.125 24/5/2024 COMMONWEALTH BANK OF AUSTRALIA 0.500 27/7/2026 COMPAGNIE DE FINANCEMENT FONCIER 0.625 12/11/2021 COMPAGNIE DE FINANCEMENT FONCIER S 0.200 16/9/2022 COMPAGNIE DE FINANCEMENT FONCIER S 0.250 16/3/2022 COMPAGNIE DE FINANCEMENT FONCIER S 0.375 11/12/2024 COMPAGNIE DE SAINT GOBAIN SA 0.000 27/3/2020 COMPASS GROUP INTERNATIONAL BV 0.625 3/7/2024
COMPASS GROUP PLC 1.875 27/1/2023 COMPOL 8.000% 10/01/21 CONSEN 6.750% 10/15/19 CONSOLIDATED CONTAINER Initial TL 05/22 COOPERATIEVE RABOBANK UA 1.250 23/3/2026 CORTNP 12.000% 02/15/22 CORTNP 9.250% 10/15/24 COVPAR 7.500% 05/15/25 COWN PFD 8.250% 10/15/21 CPE 6.125% 10/01/24
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CPI INTERNATIONAL INC Initial TL 07/26/ CPN 5.375% 01/15/23 CPN 5.500% 02/01/24 CPN 5.750% 01/15/25 CPN 6.000% 01/15/22 CPPIB CAPITAL INC 0.375 20/6/2024 CPS 5.625% 11/15/26 CQP 5.250% 10/01/25 CRC 8.000% 12/15/22 CREDIT AGRICOLE HOME LOAN SFH 0.375 30/9/2024 CREDIT AGRICOLE HOME LOAN SFH 0.500 3/4/2025 CREDIT AGRICOLE HOME LOAN SFH 0.625 11/9/2023
CREDIT AGRICOLE HOME LOAN SFH 1.375 3/2/2032 CREDIT AGRICOLE SA (LONDON BRANCH) 0.750 1/12/2022 CREDIT AGRICOLE SA (LONDON BRANCH) 1.375 3/5/2027 CREDIT AGRICOLE SA 2.625 17/3/2027 CREDIT MUTUEL-CIC HOME LOAN SFH 0.375 12/9/2022 CREDIT SUISSE AG (LONDON BRANCH) 1.125 15/9/2020 CREDIT SUISSE AG FRN 18/9/2025 CREDIT SUISSE GROUP AG FRN 17/7/2025 CRERES 8.875% 10/15/21 CRH FINANCE (UK) PLC 4.125 2/12/2029 CRH FINANCE GERMANY GMBH 1.750 16/7/2021 CRNRCH 6.750% 08/15/24
CRZO 6.250% 04/15/23 CRZO 7.500% 09/15/20 CSTM 6.625% 03/01/25 CSVCAC 7.750% 06/15/25
CTL 5.625% 04/01/20 CTL 6.750% 12/01/21 CTL 6.750% 12/01/23 CTL 7.600% 09/15/39 CTL 7.995% 6/1/2036 CTV 5.000% 06/15/21 CVC 5.875% 09/15/22 CVC 7.750% 04/15/18
CVC 7.875% 2/15/2018 CWCLN 6.875% 08/01/22 CXRCN 7.000% 04/15/23 CXRCN 9.500% 10/21/22 CYH 6.250% 03/31/23 CYH 6.875% 02/01/22 CYH 7.125% 07/15/20 CYH 8.000% 11/15/19 CZR 5.250% 10/15/25 DAEAVI 10.000% 07/15/23
DAN 6.000% 09/15/23 DANONE SA 0.167 3/11/2020 DANSKE BANK A/S 0.750 2/6/2023 DBD 8.500% 04/15/24 DE VOLKSBANK NV 0.750 18/5/2027 DE VOLKSBANK NV 0.750 24/10/2031 DELJER 5.000% 10/01/25 DELL 5.450% 06/15/23 DELL 5.650% 04/15/18 DELL 5.875% 06/15/19 DELL 5.875% 06/15/21 DELPHI AUTOMOTIVE PLC 1.600 15/9/2028
DEMETER INVESTMENTS BV FRN 31/12/2049 DENBURY RESOURCES CS UNRESTRICTED DEUTSCHE BANK AG (FRANKFURT AM MAI FRN 16/5/2022 DEUTSCHE BANK AG 1.500 20/1/2022 DEUTSCHE TELEKOM INTERNATIONAL FIN 8.875 27/11/2028 DEXIA CREDIT LOCAL SA 0.200 16/3/2021 DEXIA CREDIT LOCAL SA 0.625 21/1/2022 DEXIA CREDIT LOCAL SA 0.750 25/1/2023 DISH 4.250% 04/01/18 DISH 5.000% 03/15/23 DISH 5.125% 05/01/20 DISH 5.875% 11/15/24
DISH 6.750% 06/01/21 DISH 7.875% 09/01/19 DKL 6.750% 05/15/25 DLLTD 6.000% 04/15/21
DLLTD 8.250% 09/30/20 DNB BOLIGKREDITT AS 1.875 21/11/2022 DNR 5.500% 05/01/22 DNR 6.375% 08/15/21 DNR 9.000% 05/15/21 DO 7.875% 08/15/25 DONFIN 8.250% 10/15/24 DONNELLEY FINANCIAL SOLUTIONS Term B 09
DOOR 5.625% 03/15/23 DRVTIM 8.000% 06/01/21 DTZ 2015-1 Additional Term Loan (First DTZ 2nd Lien TL 11/04/2022 DUBAEE 4.000% 08/01/20 DUBAEE 4.500% 08/01/22 DUBAEE 5.000% 08/01/24 DYN 7.375% 11/01/22 DYN 7.625% 11/01/24 DYN 8.125% 01/30/26
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ECR 8.875% 07/15/23 ECSERV 8.500% 11/01/22 EGL 8.875% 09/01/24 EIKA BOLIGKREDITT AS 0.375 20/4/2023 ELECTRICITE DE FRANCE SA 1.875 13/10/2036 ELIA SYSTEM OPERATOR NV 1.375 7/4/2027 EMIMUS 7.625 06/15/24 EMR 9.750% 10/15/20 ENAGAS FINANCIACIONES SAU 1.000 25/3/2023 ENDP 5.375% 01/15/23 ENDP 5.750% 01/15/22 ENDP 6.000% 07/15/23
ENEL FINANCE INTERNATIONAL NV 1.375 1/6/2026 ENEXIS HOLDING NV 0.875 28/4/2026 ENEXIS HOLDING NV 1.500 20/10/2023 ENEXIS HOLDING NV 1.875 13/11/2020 ENGIE SA 0.875 27/3/2024 ENGIE SA 2.000 28/9/2037 ENMC 8.125% 06/15/21 EPENEG 6.375% 06/15/23 EPENEG 8.000% 02/15/25 EPENEG 9.375% 05/01/20 EQIX 5.375% 05/15/27 ERI 6.000% 04/01/25
ERI 7.000% 08/01/23 ERSTE GROUP BANK AG 0.625 19/1/2023 ESB FINANCE LTD 2.125 8/6/2027 ESTON_06-1
ESV 5.750% 10/01/44 ETE 7.500% 10/15/20 EUROGRID GMBH 1.625 3/11/2023 EUROGRID GMBH 3.875 22/10/2020 EUROPEAN FINANCIAL STABILITY FACIL 0.100 19/1/2021 EUROPEAN FINANCIAL STABILITY FACIL 0.200 28/4/2025 EUROPEAN FINANCIAL STABILITY FACIL 0.400 31/5/2026 EUROPEAN FINANCIAL STABILITY FACIL 0.750 3/5/2027
EUROPEAN FINANCIAL STABILITY FACIL 0.875 26/7/2027 EUROPEAN FINANCIAL STABILITY FACIL 1.250 24/5/2033 EUROPEAN FINANCIAL STABILITY FACIL 1.800 10/7/2048 EUROPEAN FINANCIAL STABILITY FACIL 3.375 5/7/2021 EUROPEAN FINANCIAL STABILITY FACIL FRN 7/6/2021 EUROPEAN INVESTMENT BANK 0.250 14/10/2024 EUROPEAN INVESTMENT BANK 0.500 15/11/2023 EUROPEAN INVESTMENT BANK 0.875 13/9/2024 EUROPEAN INVESTMENT BANK 1.500 15/11/2047 EUROPEAN INVESTMENT BANK 2.750 13/9/2030
EUROPEAN STABILITY MECHANISM 0.000 18/10/2022 EUROPEAN STABILITY MECHANISM 0.100 3/11/2020 EUROPEAN STABILITY MECHANISM 0.125 22/4/2024 EUROPEAN STABILITY MECHANISM 1.000 23/9/2025 EUROPEAN STABILITY MECHANISM 1.800 2/11/2046 EUROPEAN UNION 1.375 4/10/2029 EUTELSAT SA 2.625 13/1/2020 EUTELSAT SA 5.000 14/1/2019 EVERI PAYMENTS Term B Loan 05/09/2024 EXLINT 10.000% 07/15/23 EXPERIAN FINANCE PLC 1.375 25/6/2026 EXTNRG 8.125% 05/01/25
EXTOIL 7.375% 05/15/24 F VAN LANSCHOT BANKIERS NV 0.875 15/2/2027 FCE BANK PLC 1.528 9/11/2020 FCFS 5.375% 06/01/24 FCH 6.000% 06/01/25 FDC 7.000% 12/01/23 FEDEX CORP 1.000 11/1/2023 FGP 6.750% 01/15/22 FGP 6.750% 06/15/23 FGP 8.625% 06/15/20 FIG 12.000% 07/01/19 FINGRID OYJ 3.500 3/4/2024
FIRSTQ 5.000% 07/01/25 FLEX ACQUISITION T/L 12/29/2023 FLOW 5.625% 08/15/24 FLOW 5.875% 08/15/26
FLUXYS BELGIUM NV 1.750 5/10/2027 FLVC 7.875% 08/15/18 FLXACQ 6.875% 01/15/25 FMCN 7.250% 04/01/23 FMGAU 5.125% 05/15/24 FMGAU 6.875% 02/01/18 FMGAU 9.750% 03/01/22 FONDO DE AMORTIZACION DEL DEFICIT 0.031 17/6/2020
Forterra Finance, LLC Senior Lien Term FOUBUI 8.250% 08/15/21 FRANCE TELECOM SA 1.875 2/10/2019 FRESENIUS FINANCE IRELAND PLC 1.500 30/1/2024 FTR 10.500% 09/15/22 FTR 11.000% 09/15/25 FTR 8.500% 04/15/20 FTS INTERNATIONAL INC ITL 04/16/2021 FTSINT 6.250% 05/01/22 FUN 5.375% 06/01/24
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GAS NATURAL FENOSA FINANCE BV 1.375 21/1/2025 GAS NETWORKS IRELAND 1.375 5/12/2026 GATEWAY CASINOS AND ENTERTAINMENT Initi GCA 10.000% 01/15/22 GCI 4.875% 09/15/21 GCI 6.375% 10/15/23 GDF SUEZ FRN 31/12/2049 GE CAPITAL EUROPEAN FUNDING 2.250 20/7/2020 GECINA SA 1.375 30/6/2027 GEF 7.750% 08/01/19 GEICN 6.750% 07/15/21 GEL 6.500% 10/01/25
GELF BOND ISSUER I SA 1.750 22/11/2021 GEN 7.875% 6/15/2017 GEN 9.500% 10/15/18 GENERAL ELECTRIC CO 1.250 26/5/2023 GENERAL ELECTRIC CO 2.125 17/5/2037 GEO 6.000% 04/15/26 GFF 5.250% 03/01/22 GFN PFD 8.125% 07/31/21 GLBL 9.750% 08/15/22 GLDD 8.000% 05/15/22 GLP 6.250% 07/15/22 GLPI 4.875% 11/01/20
GOLDEN NUGGET TB 10/04/2023 GOLDMAN SACHS GROUP INC/THE 2.625 19/8/2020 GOLDMAN SACHS GROUP INC/THE FRN 26/9/2023 GOLDMAN SACHS GROUP INC/THE FRN 27/7/2021
GPI 5.000% 06/01/22 GPI 5.250% 12/15/23 GPOR 6.000% 10/15/24 GPOR 6.375% 05/15/25 GRA 5.125% 10/01/21 GRSTAR 8.250% 12/01/22 GSJK 7.250% 08/15/22 GTN 5.125% 10/15/24
GTN 5.875% 07/15/26
GWCN 7.250% 11/15/21
HARCLA 8.375% 08/15/22
HARDWD 7.500% 08/01/21
HAYWARD Initial TL 08/05/2024
HBGCN 7.875% 10/01/21
HBGCN 8.125% 07/15/19
HBMCN 7.250% 01/15/23
HBMCN 7.625% 01/15/25
HCA 5.375% 02/01/25
HCA 5.875% 03/15/22
HCA 6.500% 02/15/20
HCA 7.500% 02/15/22
HCA 7.580% 09/15/25
HCA 7.690% 06/15/25
HD SUPPLY WATERWORKS Initial Term Loan
HDSUPP 5.750% 04/15/24
HDSUWA 6.125% 08/15/25
HEES 5.625% 09/01/25
HEIDELBERGCEMENT FINANCE LUXEMBOUR 1.625 7/4/2026
HEINEKEN N.V. 3.500 19/3/2024
HEINEKEN NV 2.875 4/8/2025
HEP 6.000% 08/01/24
HERCULES OFFSHORE Loan 05/06/2020
HERO UQ ETY
HERREN 7.500% 06/01/22
HERREN 7.750% 06/01/24
HESSE (STATE OF) 0.750 4/8/2036
HILCOS 6.375% 07/15/22
HILTON Series B-1 Term Loan 10/26/2020
HL 6.875% 05/01/21
HLS 5.750% 11/01/24
HNDLIN 5.875% 09/30/26
HNDLIN 6.250% 08/15/24
HOLCIM FINANCE (LUXEMBOURG) SA 1.750 29/8/2029
Houston Fuel Oil Terminal TL B 08/19/20
HOV 10.000% 07/15/22
HOV 8.000% 11/01/19
HRC 5.750% 09/01/23
HRG 7.750% 01/15/22
HRG 7.875% 07/15/19
HUNTCO 9.625% 03/01/21
HXN 10.375% 02/01/22
HXN 13.750% 02/01/22
HXN 9.000% 11/15/20
IBERCAJA BANCO SA 0.250 18/10/2023
IBERDROLA FINANZAS SAU 1.000 7/3/2024
IBERDROLA INTERNATIONAL BV 1.125 21/4/2026
IEP 6.000% 08/01/20
IEP 6.250% 02/01/22
IEP 6.750% 02/01/24
IHEARTCOMMUNICATIONS INC 14% 02/01/2021
IMERYS S.A. 2.500 26/11/2020
Pagina 8 van 16
IMGCN 7.000% 04/15/25
IMKTA 5.750% 06/15/23
IMPERIAL BRANDS FINANCE PLC 1.375 27/1/2025
INEGRP 5.625% 08/01/24
INFA 7.125% 07/15/23
ING BANK NV 1.875 22/5/2023
ING BELGIUM SA/NV 0.500 1/10/2021
ING GROEP NV FRN 29/3/2022
INNMTN 8.750% 11/30/20
INTAVI 6.875% 02/15/19
INTEL 12.500% 04/01/22
INTEL 6.750% 06/01/18
INTEL 7.250% 10/15/20
INTEL 7.500% 04/01/21
INTEL 7.750% 06/01/21
INTEL 8.000% 02/15/24
INTEL 9.750% 07/15/25
INTERNATIONAL BUSINESS MACHINES CO 0.500 7/9/2021
INTERNATIONAL BUSINESS MACHINES CO 0.950 23/5/2025
INTESA SANPAOLO SPA 0.625 23/3/2023
INTESA SANPAOLO SPA 0.875 27/6/2022
INTESA SANPAOLO SPA 3.000 28/1/2019
IPAYMENT INC Initial TL 04/11/2023
ISATLN 6.500% 10/01/24
IVGRHD 7.500% 10/01/24
JACENT 7.875% 02/01/24
JCOM 6.000% 07/15/25
JEFFIN 7.375% 04/01/20
JONAHE 7.250% 10/15/25
JONE 9.250% 03/15/23
JPMORGAN CHASE & CO FRN 18/5/2028
JPMORGAN CHASE & CO FRN 24/7/2038
JPWIND 9.000% 10/01/24
KBC GROEP NV 0.750 1/3/2022
KBC GROEP NV 0.750 18/10/2023
KBC GROEP NV FRN 18/9/2029
KBC GROEP NV FRN 24/11/2022
KBC GROEP NV FRN 25/11/2024
KBH 7.000% 12/15/21
KCN 4.500% 07/15/27
KCN 5.125% 09/01/21
KERING SA 1.250 10/5/2026
KFW 0.125 4/10/2024
KFW 0.375 23/4/2030
KFW 0.375 9/3/2026
KFW 0.500 15/9/2027
KFW 0.625 22/2/2027
KIKCN 9.000% 08/15/23
KIRSMD 8.625% 07/15/23
KISNHD 8.375% 12/01/22
KND 6.375% 04/15/22
KND 8.000% 01/15/20
KND 8.750% 01/15/23
KOMMUNEKREDIT 0.875 3/11/2036
KONINKLIJKE AHOLD DELHAIZE NV 0.875 19/9/2024
KOP 6.000% 02/15/25
KWK 9.125% 08/15/19 ESCROW
LABL 6.125% 12/01/22
LAD 5.250% 08/01/25
LADCAP 5.250% 03/15/22
LADCAP 5.875% 08/01/21
LAFARGEHOLCIM STERLING FINANCE (NE 3.000 12/5/2032
LANDESBANK BADEN-WUERTTEMBERG 0.050 11/11/2021
LANDESBANK BADEN-WUERTTEMBERG 0.200 10/1/2024
LANDESBANK HESSEN THUERINGEN GIROZ 0.000 12/1/2022
LBCTNK 6.875% 05/15/23
LEA 5.375% 03/15/24
LEASEPLAN CORPORATION NV 1.000 8/4/2020
LEN 4.875% 12/15/23
LGF 5.875% 11/01/24
LINN ENERGY COMMON STOCK DUMMY
LINN ENERGY COMMON STOCK UNSECURED
LIONS GATE ENTERTAINMENT CORPORATION Te
LLOYDS BANK PLC 0.625 14/9/2022
LLOYDS TSB BANK PLC 5.125 7/3/2025
LNY 6.750% 10/15/24
LOAN ACCRUED INTEREST-USD
LOUIS DREYFUS COMMODITIES BV 3.875 30/7/2018
LPI 5.625% 01/15/22
LPI 7.375% 05/01/22
LTF MERGER (LIFE TIME FTITNESS) CDTL 06
LTM 8.500% 06/15/23
LUNAR FUNDING V PLC 1.875 8/9/2021
LVLT 5.375% 08/15/22
LVLT 5.625% 02/01/23
LVMH MOET HENNESSY LOUIS VUITTON S 0.375 26/5/2022
LVMH MOET HENNESSY LOUIS VUITTON S 0.750 26/5/2024
LW 4.625% 11/01/24
Pagina 9 van 16
LWSN 6.500% 05/15/22
LWSN 7.125% 05/01/21
LYV 5.375% 06/15/22
MADRID (AUTONOMOUS COMMUNITY OF) 2.875 6/4/2019
MADRID (AUTONOMOUS COMMUNITY OF) 4.125 21/5/2024
MADRID COMUNIDAD AUTONOMA DE 0.747 30/4/2022
MATHOM 6.500% 10/01/25
MBI VAR 01/15/33
MCDONALDS CORPORATION 1.000 15/11/2023
MCGRND 7.375% 12/15/23
MEDIOBANCA BANCA DI CREDITO FINANZ 0.625 27/9/2022
MEDIOBANCA SPA 2.250 18/3/2019
MEGCN 6.375% 01/30/23
MEGCN 6.500% 01/15/25
MERC 6.500% 02/01/24
MFS 9.500% 02/15/24
MFW 6.875% 03/01/20
MFW 9.250% 03/01/21
MGM 6.625% 12/15/21
MGM 6.750% 10/01/20
MGM 8.625% 02/01/19
MICRON TECHNOLOGY INC TL 04/26/2022
MIDCON 6.875% 08/15/23
MISYS Dollar TL 06/13/2025
MLTPLN 7.125% 06/01/24
MMLP 7.250% 02/15/21
MNK 5.625% 10/15/23
MNK 5.750% 08/01/22
MOHEGAN TRIBAL GAMING T/L B 10/13/2023
MOHEGN 7.875% 10/15/24
MORGAN STANLEY 1.000 2/12/2022
MORGAN STANLEY 1.750 11/3/2024
MORGAN STANLEY 1.875 27/4/2027
MOTABILITY OPERATIONS GROUP PLC 0.875 14/3/2025
MOTABILITY OPERATIONS GROUP PLC 1.625 9/6/2023
MOTOR 6.000% 03/15/22
MPLX 5.500% 02/15/23
MPO 10.750% 10/01/20 ESC
MPO 9.250% 06/01/21 ESC
MPW 6.375% 03/01/24
MSCI 4.750% 08/01/26
MTCH 6.375% 06/01/24
MTDR 6.875% 04/15/23
MTG 5.750% 08/15/23
MTH 6.000% 06/01/25
MTNA 6.250% 02/25/22
MU 5.250% 01/15/24
MU 5.250% 08/01/23
MULTIPLAN Initial TL 06/07/2023
MUR 5.750% 08/15/25
MUR 6.875% 08/15/24
MURREN 11.250% 04/15/21
MW INDUSTRIES TL 2L 09/28/2025
MYCC 8.500% 09/15/25
NATCIN 5.750% 08/15/26
NATH 10.000% 03/15/20
NATIONAL AUSTRALIA BANK LIMITED 0.250 28/3/2022
NATIONAL GRID NORTH AMERICA INC 1.000 12/7/2024
NATIONWIDE BUILDING SOCIETY 0.750 26/10/2022
NATIONWIDE BUILDING SOCIETY 1.250 3/3/2025
NATIONWIDE BUILDING SOCIETY 1.375 29/6/2032
NATIONWIDE BUILDING SOCIETY FRN 25/7/2029
NAV 8.250% 11/01/21
NAVI 6.500% 06/15/22
NAVI 6.625% 07/26/21
NAVI 6.750% 06/25/25
NAVI 7.250% 09/25/23
NBR 4.625% 09/15/21
NBR 5.000% 09/15/20
NBR 5.500% 01/15/23
NCLH 4.625% 11/15/20
NCR 5.875% 12/15/21
NCR 6.375% 12/15/23
NCS 8.250% 01/15/23
NE 7.750% 01/15/24
NEDERLANDSE FINANCIERINGS-MAATSCHA 0.125 20/4/2022
NEIMAN MARCUS GROUP INC Other Term Loan
NEP 4.250% 09/15/24
NEP 4.500% 09/15/27
NESTLE HOLDINGS INC. 0.875 18/7/2025
NEWGAM 8.250% 03/01/24
NFP 6.875% 07/15/25
NGLS 5.125% 02/01/25
NGPLCO 4.375% 08/15/22
NIEDERSACHSEN LAND OF 0.000 1/3/2021
NN GROUP NV 0.875 13/1/2023
NN GROUP NV 1.000 18/3/2022
NN GROUP NV 1.625 1/6/2027
Pagina 10 van 16
NOG 8.000% 06/01/20
NOKIA 3.375% 06/12/22
NOR 11.000% 06/01/19
NORDDEUTSCHE LANDESBANK GIROZENTRA 0.625 18/1/2027
NORDEA BANK AB FRN 10/11/2025
NORDEA KREDIT REALKREDITAKTIESELSK 1.000 1/4/2022
NORDEA KREDIT REALKREDITAKTIESELSK 2.000 1/10/2019
NORDEA KREDIT REALKREDITAKTIESELSK 2.000 1/10/2047
NORDEA MORTGAGE BANK PLC 0.250 21/11/2023
NORDRHEIN-WESTFALEN LAND OF 0.500 16/2/2027
NORDRHEIN-WESTFALEN LAND OF 1.550 16/6/2048
NORTEGAS ENERGIA DISTRIBUCION SAU 2.065 28/9/2027
NOVARTIS FINANCE SA 0.750 9/11/2021
NRG 6.250% 07/15/22
NRG 6.625% 03/15/23
NRG 7.250% 05/15/26
NSM 6.500% 06/01/22
NSM 9.625% 05/01/19
NUGGET 8.750% 10/01/25
NUMFP 6.000% 05/15/22
NUMFP 7.375% 05/01/26
NXPI 3.750% 06/01/18
NXPI 4.125% 06/01/21
NXST 6.125% 02/15/22
NYKREDIT REALKREDIT A/S 1.000 1/1/2021
NYKREDIT REALKREDIT A/S 1.000 1/1/2022
NYKREDIT REALKREDIT A/S 1.000 1/10/2020
NYKREDIT REALKREDIT A/S 1.500 1/10/2047
NYKREDIT REALKREDIT A/S 2.000 1/10/2047
NYLD 5.000% 09/15/26
OAS 6.500% 11/01/21
OAS 6.875% 03/15/22
OI 5.375% 01/15/25
OI 6.375% 08/15/25
ONTARIO (PROVINCE OF) 0.375 14/6/2024
Opal Acquisition Inc TL 11/27/2020
OP-ASUNTOLUOTTOPANKKI OYJ 0.250 11/5/2023
ORACLE CORP 2.250 10/1/2021
ORANGE SA 1.000 12/5/2025
ORANGE SA FRN 31/12/2049
ORTCLI 6.625% 05/15/22
OTCCN 5.875% 06/01/26
PACCAR FINANCIAL EUROPE BV 0.125 24/5/2019
PAG 3.750% 08/15/20
PAG 5.750% 10/01/22
PAREXEL INTERNATIONAL Initial Term Loan
PARSLY 6.250% 06/01/24
PBFX 6.875% 05/15/23
PBH 5.375% 12/15/21
PBH 6.375% 03/01/24
PDCN 5.250% 11/15/24
PDCN 7.750% 12/15/23
PDLLN 7.250% 05/01/22
PEABODY ENERGY CORP Term Loan (2017) 03
PEGI 5.875% 02/01/24
PF 5.875% 01/15/24
POLYMER GROUP INC TL 12/19/2019
POST 5.750% 03/01/27
POST 6.000% 12/15/22
POUCN 6.875% 06/30/23
PPDI 7.625% 05/15/22
PRESTIGE BRANDS INC Term B-4 Loan 01/26
PRIMBP 9.000% 05/15/23
PRISO ACQUISITION CORP Initial Term Loa
PRISO ACQUISITION CORP Term B Loan 05/0
PRSESE 9.250% 05/15/23
PRXL 6.375% 09/01/25
PZU FINANCE AB 1.375 3/7/2019
QBRCN 5.750% 01/15/23
QRVO 6.750% 12/01/23
QRVO 7.000% 12/01/25
QUEBEC (PROVINCE OF) 0.875 15/1/2025
QUEBEC (PROVINCE OF) 0.875 4/5/2027
RABOBANK NEDERLAND NV 4.125 14/1/2020
RAD 6.125% 04/01/23
RAD 6.750% 06/15/21
RAD 6.875% 12/15/28
RAD 7.7% 02/15/27
RADIAT 6.625% 02/15/25
RADIATE HOLDCO CDTL 02/01/2024
RAIFFEISENBANK AS 0.750 5/11/2019
RATE 6.125% 08/15/18
RAX 8.625% 11/15/24
RBACN 5.375% 01/15/25
RBS 7.640% 2017
RCI BANQUE SA 0.750 12/1/2022
RCI BANQUE SA 1.375 8/3/2024
RCI BANQUE SA 3.000 9/5/2019
Pagina 11 van 16
RCI BANQUE SA FRN 14/3/2022
RDC 7.375% 06/15/25
RDN 4.500% 10/01/24
RDN 5.25% 06/15/20
RDN 7.000% 03/15/21
REALKREDIT DANMARK A/S 1.000 1/1/2021
REALKREDIT DANMARK A/S 1.000 1/4/2022
REALKREDIT DANMARK A/S 2.000 1/1/2020
REALKREDIT DANMARK A/S 2.000 1/10/2047
REDPRA 7.375% 10/15/24
RELX FINANCE BV 1.000 22/3/2024
REV 5.750% 02/15/21
REV 6.250% 08/01/24
REVLON CONSUMER PRODUCTS CORP USD TL 09
REYNOL 5.125% 07/15/23
REYNOL 5.750% 10/15/20
RGC 5.750% 06/15/23
RHP 5.000% 04/15/23
RHP HOTEL PROPERTIES T/L B 05/11/2024
RICE 7.250% 05/01/23
RIG 3.800% 10/15/22
RIG 7.000% 06/01/28
RIG 7.350% 12/15/41
RIG 9.000% 07/15/23
RLGY 4.500% 04/15/19
RLGY 4.875% 06/01/23
ROCFIN 10.250% 11/15/22
ROCK 6.250% 02/01/21
ROYAL BANK OF CANADA 0.500 16/12/2020
RP CROWN PARENT Initial Term Loan 10/12
RRC 5.750% 06/01/21
RRC 5.875% 07/01/22
RRMS 5.625% 07/15/22
RSIHPI 6.500% 03/15/23
RSPP 6.625% 10/01/22
RTE RESEAU DE TRANSPORT D ELECTRIC 1.000 19/10/2026
RUE 9.000% 10/15/21
RYL 5.375% 10/01/22
S 6.875% 11/15/2028
S 7.875% 09/15/23
S 8.750% 03/15/32
S 9.000% 11/15/18
S 9.250% 04/15/22
SAH 5.000% 05/15/23
SAH 6.125% 03/15/27
SALM 6.750% 06/01/24
SANJEL 7.500% 06/19/19
SANTANDER CONSUMER FINANCE SA 0.500 4/10/2021
SANTANDER CONSUMER FINANCE SA 1.500 12/11/2020
SANTANDER UK PLC 0.875 13/1/2020
SANTANDER UK PLC 1.625 26/11/2020
SATS 6.625% 08/01/26
SBAC 4.000% 10/01/22
SBGI 5.125% 02/15/27
SBGI 5.875% 03/15/26
SBGI 6.125% 10/01/22
SBRA 5.500% 02/01/21
SCHAEFFLER FINANCE BV 3.250 15/5/2025
SCIENTIFIC GAMES CORP Initial Term B-4
SELP FINANCE SARL 1.250 25/10/2023
SEMG 7.250% 03/15/26
SEMINOLE TRIBE OF FLORIDA TB 07/08/2024
SEQUA Initial TL 11/28/2021
SERTA SIMMONS Initial Term Loan (Second
SES SA 4.625 9/3/2020
SGMS 10.000% 12/01/22
SGMS 6.250% 09/01/20
SGMS 6.625% 05/15/21
SGMS 7.000% 01/01/22
SGSINT 8.375% 10/15/20
SHAEFF 4.125% 09/15/21
SHEAHM 5.875% 04/01/23
SHEAHM 6.125% 04/01/25
SHLM 6.875% 06/01/23
SILSEA 7.250% 02/01/25
SILVA_5
SIRI 3.875% 08/01/22
SIRI 5.000% 08/01/27
SKANDINAVISKA ENSKILDA BANKEN AB 0.150 11/2/2021
SKANDINAVISKA ENSKILDA BANKEN AB FRN 28/5/2026
SKANDINAVISKA ENSKILDA BANKEN AB FRN 31/10/2028
SKY PLC 2.250 17/11/2025
SLH 10.500% 03/01/24
SLMA 5.500% 01/15/19
SLMA 6.125% 03/25/24
SLMA 8.000% 03/25/20
SM 6.125% 11/15/22
SM 6.50% 01/01/23
Pagina 12 van 16
SM 6.500% 11/15/21
SM 6.750% 09/15/26
SMG 6.000% 10/15/23
SN 6.125% 01/15/23
SN 7.750% 06/15/21
SNAM SPA 0.000 25/10/2020
SNAM SPA 1.500 21/4/2023
SNCF RESEAU 1.125 19/5/2027
SNCF RESEAU 1.875 30/3/2034
SNCF RESEAU 2.250 20/12/2047
SODEXO SA 0.750 14/4/2027
SOFTBK 4.500% 04/15/20
SOUTHCROSS GP UNITS
SOUTHCROSS HOLDINGS T/L B 04/13/2023
SOUTHCROSS LP UNITS (CLASS A-II)
SPB 6.125% 12/15/24
SPB 6.625% 11/15/22
SPF 8.375% 01/15/21
SPN 7.125% 12/15/21
SPN 7.750% 09/15/24
SSE 6.500% 07/15/22
SSE PLC 2.000 17/6/2020
SSNC 5.875% 07/15/23
SSTAR 5.125% 07/15/22
STACAS 5.000% 10/01/25
STADSHYPOTEK AB 0.050 20/6/2022
STADSHYPOTEK AB 0.625 10/11/2021
STAR 4.625% 09/15/20
STAR 5.250% 09/15/22
SUMMAT 5.125% 06/01/25
SUMMAT 8.500% 04/15/22
SUMMPL 5.500% 08/15/22
SUMMPL 5.750% 04/15/25
SUN 5.500% 08/01/20
SUN 6.375% 04/01/23
Surgery Partners Initial Term Loans 06/
SVKING 7.875% 10/01/22
SWEDBANK HYPOTEK AB 0.375 11/3/2022
SWEDBANK HYPOTEK AB 1.000 16/12/2020
SWN 4.100% 03/15/22
SWN 4.950% 01/23/25
SWN 7.500% 04/01/26
SYMRISE AG 1.750 10/7/2019
TAST 8.000% 05/01/22
TCKBCN 3.750% 02/01/23
TCKBCN 4.500% 01/15/21
TCKBCN 4.75% 01/15/2022
TCKBCN 6.000% 08/15/40
TCKBCN 6.125% 10/01/2035
TDAC-2
TDAI_1
TDG 5.500% 10/15/20
TDG 6.000% 07/15/22
TDG 6.375% 06/15/26
TDG 6.500% 05/15/25
TDGCN 6.625% 02/15/25
TEAM HEALTH Initial TL 02/06/2024
TELEPERFORMANCE 1.500 3/4/2024
TELIA CO AB 3.625 14/2/2024
TELSTRA CORP LTD 3.750 16/5/2022
TEMPO ACQUISITION Initial TL 05/01/2024
TEN 5.000% 07/15/26
TENNET HOLDING BV FRN 31/12/2049
TEP 5.500% 09/15/24
TEREX CORP T/L 01/31/2024
TERP 6.125% 06/15/25
TEX 5.625% 02/01/25
TEXAS COMPETITIVE 11.500% ESCROW
TEXAS COMPETITIVE TRA RIGHTS
TGI 7.750% 08/15/25
THC 4.625% 07/15/24
THC 5.500% 03/01/19
THC 6.000% 10/01/20
THC 6.750% 02/01/20
THC 6.750% 06/15/23
THC 7.000% 08/01/25
THC 7.500% 01/01/22
THC 8.125% 04/01/22
THERMO FISHER SCIENTIFIC INC 1.400 23/1/2026
THERMO FISHER SCIENTIFIC INC 1.950 24/7/2029
THS 6.000% 02/15/24
TKOCN 8.750% 06/15/22
TLLP 5.250% 01/15/25
TLLP 6.125% 10/15/21
TLWLN 6.000% 11/01/20
TLWLN 6.250% 04/15/22
TMH 6.3750% 01/01/25
TMS 7.250% 08/15/25
Pagina 13 van 16
TMUS 6.000% 03/01/23
TMUS 6.125% 01/15/22
TMUS 6.625% 04/01/23
TMUS 6.836% 04/28/23
TOL 4.875% 03/15/27
TORONTO-DOMINION BANK/THE 0.375 12/1/2021
TORONTO-DOMINION BANK/THE 0.375 27/4/2023
TOTAL SA FRN 31/12/2049
TPCG 8.750% 12/15/20
TPH 4.375% 06/15/19
TPH 5.250% 06/01/27
TPH 5.875% 06/15/24
TPX 5.625% 10/15/23
TRAVELPORT T/L D 09/02/2021
TRAVELPORT TC 09/02/2021
TRAVELPORT Term B Loan 09/02/2021
TRAVELPORT TL 09/02/2021
TRINSE 5.375% 09/01/25
TRK 5.125% 02/01/23
TROX 5.750% 10/01/25
TSQ 6.500% 04/01/23
TTMI 5.625% 10/01/25
TXU 11.750% 03/01/22
UAL 4.250% 10/01/22
UAL 6.000% 12/01/20
UAN 9.250% 06/15/23
UBS AG FRN 12/2/2026
UBS GROUP FUNDING SWITZERLAND AG 1.500 30/11/2024
UC HOLDINGS INC COMMON STOCK
UFC Term Loan (First Lien) 08/18/2023
UFC TL 08/18/2024
UHOS 7.625% 08/15/20
UNEDIC 2.375 25/5/2024
UNIBAIL-RODAMCO SE 1.500 22/2/2028
UNICREDIT BANK CZECH REPUBLIC AND 0.625 30/4/2020
UNIFRAX Initial Dollar Term Loan 04/04/
UNIONE DI BANCHE ITALIANE SPA 1.125 4/10/2027
UNITED SITE SERVICES Initial Term Loan
UNITED TECHNOLOGIES CORPORATION 1.250 22/5/2023
UNITY 5.500% 01/15/23
UNITY 6.125% 01/15/25
UPCB 5.375% 01/15/25
URI 4.875% 01/15/28
URI 5.875% 09/15/26
US BANCORP 0.850 7/6/2024
USCR 6.375% 06/01/24
USFOOD 5.875% 06/15/24
USG 4.875% 06/01/27
USI HOLDINGS Initial TL 05/16/2024
UVN 6.750% 09/15/22
VENATOR Initial TL 08/08/2024
VEOLIA ENVIRONNEMENT SA 0.314 4/10/2023
VERITS 7.500% 02/01/23
VERIZON COMMUNICATIONS INC 0.875 2/4/2025
VERMAT 5.500% 09/30/24
VERSE_2
VERSE_4-SNR
VETCN 5.625% 03/15/25
VGR 6.1250% 02/01/25
VIICN 5.375% 09/30/25
VIKCRU 5.875% 09/15/27
VIKCRU 6.250% 05/15/25
VIRT 6.750% 06/15/22
VISTRA ENERGY COMMON STOCK DUMMY
VISTRA ENERGY CORP Initial Term C Loan
VISTRA ENERGY CORP Initial Term Loan 08
VMED 6.000% 10/15/24
VNTR 5.750% 07/15/25
VOLVO TREASURY AB FRN 24/8/2018
VSAT 5.625% 09/15/25
VWR 9.000% 10/01/25
WALGREENS BOOTS ALLIANCE INC 2.125 20/11/2026
WAMU 0.000% 05/01/09 ESCROW
WARREN RESOURCES COMMON STOCK
WAVHOL 8.125% 09/01/20
WAVHOL 8.250% 07/15/19
WDC 10.500% 04/01/24
WEEKHM 6.000% 02/01/23
WEEKHM 6.625% 08/15/25
WERNER INTERNATIONAL HOLDING Initial Te
WESTERN DIGITAL U.S. Term B-2 Loan 04/2
WESTPAC BANKING CORP 0.500 17/5/2024
WESTPAC BANKING CORP 0.625 14/1/2022
WESTPAC BANKING CORP 0.750 22/7/2021
WESTPAC SECURITIES NZ LTD (LONDON 0.250 6/4/2022
WFT 6.500% 08/01/36
WFT 6.800% 06/15/37
WFT 8.250% 06/15/23
Pagina 14 van 16
WFT 9.875% 02/15/24
WILLIAMS 7.50% 1/15/31
WIN 7.750% 10/15/20
WINDIM 7.375% 04/23/21
WL BANK WESTFAELISCHE LANDSCHAFT B 0.100 31/8/2026
WL BANK WESTFAELISCHE LANDSCHAFT B 0.125 1/3/2024
WL BANK WESTFALISCHE LANDSCHAFT BO 2.500 29/3/2022
WLH 5.875% 01/31/25
WLL 5.000% 03/15/19
WLL 5.750% 03/15/21
WLL 6.250% 04/01/23
WMB 3.700% 01/15/23
WMB 4.550% 06/24/24
WMB 7.875% 9/1/2021
WMG 5.000% 08/01/23
WNC 5.500% 10/01/25
WNRFCO 8.750% 07/15/25
WNRL 7.500% 02/15/23
WPP FINANCE DEUTSCHLAND GMBH 1.625 23/3/2030
WPX 6.000% 01/15/22
WPX 7.500% 08/01/20
WRD 6.875% 02/01/25
WRNGLR 6.000% 10/01/25
WYNMAC 4.875% 10/01/24
WYNMAC 5.500% 10/01/27
WYNNLV 5.250% 05/15/27
X 6.875% 08/15/25
XPO 6.125% 09/01/23
XPO 6.500% 06/15/22
YORKSHIRE BUILDING SOCIETY 0.375 11/4/2023
YORKSHIRE BUILDING SOCIETY 0.750 10/11/2022
YUM 5.000% 06/01/24
YUM 6.250% 03/15/18
ZAYO TDC 01/19/2024
ZAYOGR 5.750% 01/15/27
ZAYOGR 6.000% 04/01/23
ZBRA 7.25% 10/15/22
ZEKIND 9.875% 06/15/23
ZIGGO 5.875% 01/15/25
ZUERCHER KANTONALBANK FRN 15/6/2027
Individuele aandelen (30 september 2017)
3I GROUP PLC
A2 MILK CO LTD
ABACUS PROPERTY GROUP
AG MORTGAGE INVESTMENT TRUST
AKER ASA-A SHARES
ALLERGAN PLC
ALLSTATE CORP
ALLY FINANCIAL INC
AMERISOURCEBERGEN CORP
AMGEN INC
AMPHENOL CORP-CL A
ANNALY CAPITAL MANAGEMENT IN
ANTHEM INC
AOZORA BANK LTD
ARCHER-DANIELS-MIDLAND CO
ASPEN INSURANCE HOLDINGS LTD
ASSURANT INC
Astellas Pharma Inc
AT&T INC
AVANGRID INC
AXIS CAPITAL HOLDINGS LTD
BANK OF MONTREAL
BANK OF NEW YORK MELLON CORP
BANK OF NOVA SCOTIA
BAXTER INTERNATIONAL INC
BAYER AG-REG
BCE INC
BENCHMARK ELECTRONICS INC
BROTHER INDUSTRIES LTD
BUNGE LTD
BUWOG AG
CAMPBELL SOUP CO
CAN IMPERIAL BK OF COMMERCE
CANON INC
CEMBRA MONEY BANK AG
CENTURYLINK INC
CERNER CORP
CHARTER HALL RETAIL REIT
CHUBU ELECTRIC POWER CO INC
CI:Z HOLDINGS CO LTD
COCA-COLA HBC AG-DI
COCHLEAR LTD
COLGATE-PALMOLIVE CO
CONAGRA BRANDS INC
CONVIVIALITY PLC
CORNING INC
COSTA GROUP HOLDINGS LTD
CROMWELL PROPERTY GROUP
Pagina 15 van 16
CSL LTD
CVS HEALTH CORP
Direct Line Insurance Group
EAGLE PHARMACEUTICALS INC
ENERGIZER HOLDINGS INC
ENTERGY CORP
ESSENT GROUP LTD
EVEREST RE GROUP LTD
EVERSOURCE ENERGY
EXELON CORP
EXPRESS SCRIPTS HOLDING CO
F5 NETWORKS INC
FORTUM OYJ
FRESH DEL MONTE PRODUCE INC
GENWORTH MI CANADA INC
GENWORTH MORTGAGE INSURANCE
GILEAD SCIENCES INC
GLAXOSMITHKLINE PLC
HCA HEALTHCARE INC
HEMFOSA FASTIGHETER AB
HOULIHAN LOKEY INC
HOYA CORP
HP INC
INDIVIOR PLC
INGREDION INC
INTEL CORP
INTUIT INC
JEAN COUTU GROUP INC-CLASS A
KDDI CORP
KROGER CO
LAM RESEARCH CORP
LEROY SEAFOOD GROUP ASA
LOGITECH INTERNATIONAL-REG
MASTERCARD INC - A
MAXIM INTEGRATED PRODUCTS
MCKESSON CORP
MDU RESOURCES GROUP INC
MERCK & CO. INC.
METCASH LTD
METRO INC
MFA FINANCIAL INC
MIRVAC GROUP
MITSUI SUGAR CO LTD
NATIONAL BANK OF CANADA
NEW JERSEY RESOURCES CORP
NIPPON TELEGRAPH & TELEPHONE
NN GROUP NV
NORTH WEST CO INC/THE
NOVO NORDISK A/S-B
NTT DOCOMO INC
NU SKIN ENTERPRISES INC - A
NVIDIA CORP
ONE GAS INC
ORION OYJ-CLASS B
P G & E CORP
PARAMOUNT BED HOLDINGS CO LT
PARTNERS GROUP HOLDING AG
PFIZER INC
PINNACLE WEST CAPITAL
PLUS500 LTD
POLA ORBIS HOLDINGS INC
PUBLIC SERVICE ENTERPRISE GP
RENAISSANCERE HOLDINGS LTD
ROGERS COMMUNICATIONS INC-B
ROYAL BANK OF CANADA
SANDERSON FARMS INC
SANOFI
SAPUTO INC
SERVICENOW INC
SHIONOGI & CO LTD
SPARK ENERGY INC-CLASS A
SPARK NEW ZEALAND LTD
SPOK HOLDINGS INC
SPROUTS FARMERS MARKET INC
STRAUMANN HOLDING AG-REG
SUNDRUG CO LTD
SYSCO CORP
T ROWE PRICE GROUP INC
TECAN GROUP AG-REG
TELECOM ITALIA SPA
TELECOM ITALIA-RSP
TELEFONICA SA
TELUS CORP
TEXAS INSTRUMENTS INC
TRAVELERS COS INC/THE
TYSON FOODS INC-CL A
UCB SA
UGI CORP
UNITED NATURAL FOODS INC
UNITED THERAPEUTICS CORP
UNIVERSAL HEALTH SERVICES-B
USANA HEALTH SCIENCES INC
Pagina 16 van 16
VALIDUS HOLDINGS LTD
VARIAN MEDICAL SYSTEMS INC
VMWARE INC-CLASS A
WH GROUP LTD
XILINX INC