AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Jan 27, 2016

Total Value ($000): $398,209 (4.8% shares, 95.2% debt)

Holdings (40)

VTI VANGUARD INDEX FDS 55.3%

Value ($000) $220,118 Shares 2,110,436 Est. Cost $95.99 Unrealized —

— WELLS FARGO & CO NEW 3.3%

Value ($000) $13,003 Shares 11,200 Est. Cost $1192.25 Unrealized —

— GILEAD SCIENCES INC 2.8%

Value ($000) $11,170 Shares 2,500,000 Est. Cost $2.26 Unrealized —

— HSBC HLDGS PLC 2.8%

Value ($000) $11,014 Shares 11,000,000 Est. Cost $1.02 Unrealized —

— WELLPOINT INC 2.8%

Value ($000) $10,975 Shares 5,750,000 Est. Cost $2.07 Unrealized —

HYG ISHARES TR 2.5%

Value ($000) $9,929 Shares 123,218 Est. Cost $87.19 Unrealized —

— NOVELLUS SYS INC 2.4%

Value ($000) $9,413 Shares 4,000,000 Est. Cost $1.69 Unrealized —

— TEVA PHARMACEUTICAL 2.4%

Value ($000) $9,368 Shares 6,000,000 Est. Cost $1.05 Unrealized —

— SPDR SERIES TRUST 2.2%

Value ($000) $8,644 Shares 254,900 Est. Cost $35.84 Unrealized —

— INTEL CORP 2.1%

Value ($000) $8,316 Shares 5,000,000 Est. Cost $1.27 Unrealized —

— DANAHER CORP DEL 1.7%

Value ($000) $6,739 Shares 2,500,000 Est. Cost $1.84 Unrealized —

— BLACKROCK FLOAT RATE 1.7%

Value ($000) $6,693 Shares 518,806 Est. Cost $14.12 Unrealized —

— XILINX INC 1.4%

Value ($000) $5,681 Shares 3,500,000 Est. Cost $1.62 Unrealized —

— INTEL CORP 1.2%

Value ($000) $4,734 Shares 3,700,000 Est. Cost $1.09 Unrealized —

— DOMINION RES INC VA 1.1%

Value ($000) $4,573 Shares 95,000 Est. Cost $49.61 Unrealized —

— RED HAT INC 1.1%

Value ($000) $4,557 Shares 3,500,000 Est. Cost $1.30 Unrealized —

— PRICELINE GRP INC 1.1%

Value ($000) $4,460 Shares 3,750,000 Est. Cost $1.14 Unrealized —

— BANK AMER CORP 1.1%

Value ($000) $4,373 Shares 4,000 Est. Cost $1077.00 Unrealized —

— PRICELINE GRP INC 1.1%

Value ($000) $4,266 Shares 3,000,000 Est. Cost $1.33 Unrealized —

— BLACKROCK DEBT STRAT 1.0%

Value ($000) $4,058 Shares 1,204,204 Est. Cost $3.82 Unrealized —

— PRICELINE GRP INC 0.9%

Value ($000) $3,531 Shares 3,500,000 Est. Cost $1.01 Unrealized —

— NEWMONT MINING CORP 0.9%

Value ($000) $3,432 Shares 3,500,000 Est. Cost $1.07 Unrealized —

— DOMINION RES INC VA 0.8%

Value ($000) $3,123 Shares 59,000 Est. Cost $50.69 Unrealized —

— WELLTOWER INC 0.8%

Value ($000) $3,036 Shares 50,000 Est. Cost $60.72 Unrealized —

UIS UNISYS CORP 0.7%

Value ($000) $2,869 Shares 259,600 Est. Cost $19.99 Unrealized -36.7%

— POWERSHARES ETF TRUS 0.6%

Value ($000) $2,558 Shares 114,200 Est. Cost $24.58 Unrealized —

— NXP SEMICONDUCTORS N 0.6%

Value ($000) $2,199 Shares 2,000,000 Est. Cost $1.10 Unrealized —

— NEXTERA ENERGY INC 0.5%

Value ($000) $2,090 Shares 40,000 Est. Cost $52.25 Unrealized —

— FIDELITY NATIONAL FI 0.5%

Value ($000) $1,908 Shares 1,000,000 Est. Cost $1.31 Unrealized —

SJNK SPDR SER TR 0.5%

Value ($000) $1,798 Shares 70,000 Est. Cost $26.94 Unrealized —

— LABORATORY CORP AMER 0.4%

Value ($000) $1,716 Shares 1,036,000 Est. Cost $1.34 Unrealized —

AGN 5.5 03/01/18 A ALLERGAN PLC 0.4%

Value ($000) $1,544 Shares 1,500 Est. Cost $931.33 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.4%

Value ($000) $1,476 Shares 32,000 Est. Cost $47.75 Unrealized —

— STANLEY BLACK & DECK 0.3%

Value ($000) $1,174 Shares 10,000 Est. Cost $107.70 Unrealized —

— ILLUMINA INC 0.3%

Value ($000) $1,166 Shares 1,000,000 Est. Cost $1.16 Unrealized —

— ANTHEM INC 0.2%

Value ($000) $920 Shares 20,000 Est. Cost $48.55 Unrealized —

— WELLS FARGO & CO NEW 0.2%

Value ($000) $768 Shares 37,460 Est. Cost $13.72 Unrealized —

VZ VERIZON COMMUNICATIO 0.1%

Value ($000) $437 Shares 9,450 Est. Cost $27.03 Unrealized -0.4%

— WEYERHAEUSER CO 0.1%

Value ($000) $375 Shares 7,450 Est. Cost $53.18 Unrealized —

— GOODRICH PETE CORP 0.0%

Value ($000) $5 Shares 20,000 Est. Cost $0.25 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	2,110,436	$220,118	55.3%	$95.99	—	TOTAL STK MKT	922908769
—	WELLS FARGO & CO NEW	11,200	$13,003	3.3%	$1192.25	—	PERP PFD CNV A	949746804
—	GILEAD SCIENCES INC	2,500,000	$11,170	2.8%	$2.26	—	NOTE 1.625% 5/0	375558AP8
—	HSBC HLDGS PLC	11,000,000	$11,014	2.8%	$1.02	—	SDCV 5.625%12/2	404280AR0
—	WELLPOINT INC	5,750,000	$10,975	2.8%	$2.07	—	NOTE 2.750%10/1	94973VBG1
HYG	ISHARES TR	123,218	$9,929	2.5%	$87.19	—	IBOXX HI YD ETF	464288513
—	NOVELLUS SYS INC	4,000,000	$9,413	2.4%	$1.69	—	NOTE 2.625% 5/1	670008AD3
—	TEVA PHARMACEUTICAL	6,000,000	$9,368	2.4%	$1.05	—	DBCV 0.250% 2/0	88163VAE9
—	SPDR SERIES TRUST	254,900	$8,644	2.2%	$35.84	—	BRC HGH YLD BD	78464A417
—	INTEL CORP	5,000,000	$8,316	2.1%	$1.27	—	SDCV 3.250% 8/0	458140AF7
—	DANAHER CORP DEL	2,500,000	$6,739	1.7%	$1.84	—	NOTE 1/2	235851AF9
—	BLACKROCK FLOAT RATE	518,806	$6,693	1.7%	$14.12	—	COM	09255X100
—	XILINX INC	3,500,000	$5,681	1.4%	$1.62	—	NOTE 2.625% 6/1	983919AF8
—	INTEL CORP	3,700,000	$4,734	1.2%	$1.09	—	SDCV 12/1	458140AD2
—	DOMINION RES INC VA	95,000	$4,573	1.1%	$49.61	—	UNIT 99/99/9999	25746U869
—	RED HAT INC	3,500,000	$4,557	1.1%	$1.30	—	NOTE 0.250%10/0	756577AD4
—	PRICELINE GRP INC	3,750,000	$4,460	1.1%	$1.14	—	NOTE 0.350% 6/1	741503AS5
—	BANK AMER CORP	4,000	$4,373	1.1%	$1077.00	—	7.25%CNV PFD L	060505682
—	PRICELINE GRP INC	3,000,000	$4,266	1.1%	$1.33	—	NOTE 1.000% 3/1	741503AQ9
—	BLACKROCK DEBT STRAT	1,204,204	$4,058	1.0%	$3.82	—	COM	09255R103
—	PRICELINE GRP INC	3,500,000	$3,531	0.9%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	NEWMONT MINING CORP	3,500,000	$3,432	0.9%	$1.07	—	NOTE 1.625% 7/1	651639AJ5
—	DOMINION RES INC VA	59,000	$3,123	0.8%	$50.69	—	UNIT 04/01/2013	25746U703
—	WELLTOWER INC	50,000	$3,036	0.8%	$60.72	—	6.50% PFD PREPET	95040Q203
UIS	UNISYS CORP	259,600	$2,869	0.7%	$19.99	-36.7%	COM NEW	909214306
—	POWERSHARES ETF TRUS	114,200	$2,558	0.6%	$24.58	—	SENIOR LN PORT	73936Q769
—	NXP SEMICONDUCTORS N	2,000,000	$2,199	0.6%	$1.10	—	DBCV 1.000%12/0	62952QAB6
—	NEXTERA ENERGY INC	40,000	$2,090	0.5%	$52.25	—	UNIT 08/31/2018	65339F846
—	FIDELITY NATIONAL FI	1,000,000	$1,908	0.5%	$1.31	—	NOTE 4.250% 8/1	31620RAE5
SJNK	SPDR SER TR	70,000	$1,798	0.5%	$26.94	—	SHT TRM HGH YLD	78468R408
—	LABORATORY CORP AMER	1,036,000	$1,716	0.4%	$1.34	—	NOTE 9/1	50540RAG7
AGN 5.5 03/01/18 A	ALLERGAN PLC	1,500	$1,544	0.4%	$931.33	—	PFD CONV SER A	G0177J116
SRLN	SSGA ACTIVE ETF TR	32,000	$1,476	0.4%	$47.75	—	BLKSTN GSOSRLN	78467V608
—	STANLEY BLACK & DECK	10,000	$1,174	0.3%	$107.70	—	UNIT 11/17/20166	854502804
—	ILLUMINA INC	1,000,000	$1,166	0.3%	$1.16	—	NOTE 0.500% 6/1	452327AH2
—	ANTHEM INC	20,000	$920	0.2%	$48.55	—	UNIT 05/01/20188	036752202
—	WELLS FARGO & CO NEW	37,460	$768	0.2%	$13.72	—	*W EXP 10/28/201	949746119
VZ	VERIZON COMMUNICATIO	9,450	$437	0.1%	$27.03	-0.4%	COM	92343V104
—	WEYERHAEUSER CO	7,450	$375	0.1%	$53.18	—	PREF CONV SER A	962166872
—	GOODRICH PETE CORP	20,000	$5	0.0%	$0.25	—	DBCV 5.000%10/0	382410AK4