AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 6, 2015

Total Value ($000): $415,037 (4.3% shares, 95.7% debt)

Holdings (37)

VTI VANGUARD INDEX FDS 60.4%

Value ($000) $250,805 Shares 2,540,566 Est. Cost $95.99 Unrealized —

— WELLS FARGO & CO NEW 3.2%

Value ($000) $13,082 Shares 11,200 Est. Cost $1192.25 Unrealized —

— WELLPOINT INC 2.6%

Value ($000) $10,832 Shares 5,750,000 Est. Cost $2.07 Unrealized —

— GILEAD SCIENCES INC 2.6%

Value ($000) $10,717 Shares 2,500,000 Est. Cost $2.26 Unrealized —

— HSBC HLDGS PLC 2.6%

Value ($000) $10,588 Shares 11,000,000 Est. Cost $1.02 Unrealized —

— TEVA PHARMACEUTICAL 2.0%

Value ($000) $8,138 Shares 6,000,000 Est. Cost $1.05 Unrealized —

— BLACKROCK FLOAT RATE 1.9%

Value ($000) $7,898 Shares 610,374 Est. Cost $14.12 Unrealized —

— NOVELLUS SYS INC 1.9%

Value ($000) $7,833 Shares 4,000,000 Est. Cost $1.69 Unrealized —

— INTEL CORP 1.8%

Value ($000) $7,544 Shares 5,000,000 Est. Cost $1.27 Unrealized —

HYG ISHARES TR 1.6%

Value ($000) $6,599 Shares 79,225 Est. Cost $90.86 Unrealized —

— PROSPECT CAPITAL COR 1.5%

Value ($000) $6,289 Shares 6,250,000 Est. Cost $1.09 Unrealized —

— DANAHER CORP DEL 1.5%

Value ($000) $6,161 Shares 2,500,000 Est. Cost $1.84 Unrealized —

— INTEL CORP 1.3%

Value ($000) $5,465 Shares 4,500,000 Est. Cost $1.09 Unrealized —

— XILINX INC 1.3%

Value ($000) $5,215 Shares 3,500,000 Est. Cost $1.62 Unrealized —

— DOMINION RES INC VA 1.1%

Value ($000) $4,739 Shares 95,000 Est. Cost $49.61 Unrealized —

— PRICELINE GRP INC 1.1%

Value ($000) $4,404 Shares 3,750,000 Est. Cost $1.14 Unrealized —

— BANK AMER CORP 1.0%

Value ($000) $4,308 Shares 4,000 Est. Cost $1077.00 Unrealized —

— PRICELINE GRP INC 1.0%

Value ($000) $4,217 Shares 3,000,000 Est. Cost $1.33 Unrealized —

— BLACKROCK DEBT STRAT 1.0%

Value ($000) $4,022 Shares 1,204,204 Est. Cost $3.82 Unrealized —

— NEWMONT MINING CORP 0.8%

Value ($000) $3,483 Shares 3,500,000 Est. Cost $1.07 Unrealized —

— DOMINION RES INC VA 0.8%

Value ($000) $3,263 Shares 59,000 Est. Cost $50.69 Unrealized —

— SPDR SERIES TRUST 0.8%

Value ($000) $3,138 Shares 88,000 Est. Cost $39.49 Unrealized —

UIS UNISYS CORP 0.7%

Value ($000) $3,089 Shares 259,600 Est. Cost $19.99 Unrealized -23.1%

— HEALTH CARE REIT INC 0.7%

Value ($000) $3,037 Shares 50,000 Est. Cost $57.57 Unrealized —

— WELLS FARGO & CO NEW 0.7%

Value ($000) $2,903 Shares 160,460 Est. Cost $13.72 Unrealized —

— POWERSHARES ETF TRUS 0.6%

Value ($000) $2,631 Shares 114,200 Est. Cost $24.58 Unrealized —

SJNK SPDR SER TR 0.5%

Value ($000) $1,886 Shares 70,000 Est. Cost $26.94 Unrealized —

— FIDELITY NATIONAL FI 0.4%

Value ($000) $1,854 Shares 1,000,000 Est. Cost $1.31 Unrealized —

F FORD MTR CO DEL 0.4%

Value ($000) $1,627 Shares 119,900 Est. Cost $8.00 Unrealized +1.8%

SRLN SSGA ACTIVE ETF TR 0.4%

Value ($000) $1,528 Shares 32,000 Est. Cost $47.75 Unrealized —

— LABORATORY CORP AMER 0.4%

Value ($000) $1,504 Shares 1,036,000 Est. Cost $1.34 Unrealized —

AGN 5.5 03/01/18 A ALLERGAN PLC 0.3%

Value ($000) $1,397 Shares 1,500 Est. Cost $931.33 Unrealized —

VZ VERIZON COMMUNICATIO 0.3%

Value ($000) $1,238 Shares 28,450 Est. Cost $27.03 Unrealized -0.1%

— ILLUMINA INC 0.3%

Value ($000) $1,162 Shares 1,000,000 Est. Cost $1.16 Unrealized —

— STANLEY BLACK & DECK 0.3%

Value ($000) $1,115 Shares 10,000 Est. Cost $107.70 Unrealized —

— ANTHEM INC 0.2%

Value ($000) $971 Shares 20,000 Est. Cost $48.55 Unrealized —

— WEYERHAEUSER CO 0.1%

Value ($000) $355 Shares 7,450 Est. Cost $53.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	2,540,566	$250,805	60.4%	$95.99	—	TOTAL STK MKT	922908769
—	WELLS FARGO & CO NEW	11,200	$13,082	3.2%	$1192.25	—	PERP PFD CNV A	949746804
—	WELLPOINT INC	5,750,000	$10,832	2.6%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	GILEAD SCIENCES INC	2,500,000	$10,717	2.6%	$2.26	—	NOTE 1.625% 5/0	375558AP8
—	HSBC HLDGS PLC	11,000,000	$10,588	2.6%	$1.02	—	SDCV 5.625%12/2	404280AR0
—	TEVA PHARMACEUTICAL	6,000,000	$8,138	2.0%	$1.05	—	DBCV 0.250% 2/0	88163VAE9
—	BLACKROCK FLOAT RATE	610,374	$7,898	1.9%	$14.12	—	COM	09255X100
—	NOVELLUS SYS INC	4,000,000	$7,833	1.9%	$1.69	—	NOTE 2.625% 5/1	670008AD3
—	INTEL CORP	5,000,000	$7,544	1.8%	$1.27	—	SDCV 3.250% 8/0	458140AF7
HYG	ISHARES TR	79,225	$6,599	1.6%	$90.86	—	IBOXX HI YD ETF	464288513
—	PROSPECT CAPITAL COR	6,250,000	$6,289	1.5%	$1.09	—	NOTE 6.250%12/1	74348TAC6
—	DANAHER CORP DEL	2,500,000	$6,161	1.5%	$1.84	—	NOTE 1/2	235851AF9
—	INTEL CORP	4,500,000	$5,465	1.3%	$1.09	—	SDCV 12/1	458140AD2
—	XILINX INC	3,500,000	$5,215	1.3%	$1.62	—	NOTE 2.625% 6/1	983919AF8
—	DOMINION RES INC VA	95,000	$4,739	1.1%	$49.61	—	UNIT 99/99/9999	25746U869
—	PRICELINE GRP INC	3,750,000	$4,404	1.1%	$1.14	—	NOTE 0.350% 6/1	741503AS5
—	BANK AMER CORP	4,000	$4,308	1.0%	$1077.00	—	7.25%CNV PFD L	060505682
—	PRICELINE GRP INC	3,000,000	$4,217	1.0%	$1.33	—	NOTE 1.000% 3/1	741503AQ9
—	BLACKROCK DEBT STRAT	1,204,204	$4,022	1.0%	$3.82	—	COM	09255R103
—	NEWMONT MINING CORP	3,500,000	$3,483	0.8%	$1.07	—	NOTE 1.625% 7/1	651639AJ5
—	DOMINION RES INC VA	59,000	$3,263	0.8%	$50.69	—	UNIT 04/01/2013	25746U703
—	SPDR SERIES TRUST	88,000	$3,138	0.8%	$39.49	—	BRC HGH YLD BD	78464A417
UIS	UNISYS CORP	259,600	$3,089	0.7%	$19.99	-23.1%	COM NEW	909214306
—	HEALTH CARE REIT INC	50,000	$3,037	0.7%	$57.57	—	PFD PER CON I	42217K601
—	WELLS FARGO & CO NEW	160,460	$2,903	0.7%	$13.72	—	*W EXP 10/28/201	949746119
—	POWERSHARES ETF TRUS	114,200	$2,631	0.6%	$24.58	—	SENIOR LN PORT	73936Q769
SJNK	SPDR SER TR	70,000	$1,886	0.5%	$26.94	—	SHT TRM HGH YLD	78468R408
—	FIDELITY NATIONAL FI	1,000,000	$1,854	0.4%	$1.31	—	NOTE 4.250% 8/1	31620RAE5
F	FORD MTR CO DEL	119,900	$1,627	0.4%	$8.00	+1.8%	COM PAR $0.01	345370860
SRLN	SSGA ACTIVE ETF TR	32,000	$1,528	0.4%	$47.75	—	BLKSTN GSOSRLN	78467V608
—	LABORATORY CORP AMER	1,036,000	$1,504	0.4%	$1.34	—	NOTE 9/1	50540RAG7
AGN 5.5 03/01/18 A	ALLERGAN PLC	1,500	$1,397	0.3%	$931.33	—	PFD CONV SER A	G0177J116
VZ	VERIZON COMMUNICATIO	28,450	$1,238	0.3%	$27.03	-0.1%	COM	92343V104
—	ILLUMINA INC	1,000,000	$1,162	0.3%	$1.16	—	NOTE 0.500% 6/1	452327AH2
—	STANLEY BLACK & DECK	10,000	$1,115	0.3%	$107.70	—	UNIT 11/17/20166	854502804
—	ANTHEM INC	20,000	$971	0.2%	$48.55	—	UNIT 05/01/20188	036752202
—	WEYERHAEUSER CO	7,450	$355	0.1%	$53.18	—	PREF CONV SER A	962166872