AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: Apr 19, 2016

Total Value ($000): $379,630 (4.8% shares, 95.2% debt)

Holdings (41)

VTI VANGUARD INDEX FDS 55.9%

Value ($000) $212,392 Shares 2,026,256 Est. Cost $95.99 Unrealized —

— WELLS FARGO & CO NEW 3.3%

Value ($000) $12,671 Shares 10,515 Est. Cost $1192.25 Unrealized —

— WELLPOINT INC 2.9%

Value ($000) $11,008 Shares 5,750,000 Est. Cost $2.07 Unrealized —

— HSBC HLDGS PLC 2.8%

Value ($000) $10,567 Shares 11,000,000 Est. Cost $1.02 Unrealized —

— NOVELLUS SYS INC 2.6%

Value ($000) $9,745 Shares 4,000,000 Est. Cost $1.69 Unrealized —

— SPDR SERIES TRUST 2.6%

Value ($000) $9,710 Shares 283,499 Est. Cost $35.68 Unrealized —

— INTEL CORP 2.1%

Value ($000) $7,953 Shares 5,000,000 Est. Cost $1.27 Unrealized —

— TEVA PHARMACEUTICAL 2.1%

Value ($000) $7,808 Shares 6,000,000 Est. Cost $1.05 Unrealized —

— DANAHER CORP DEL 1.8%

Value ($000) $6,884 Shares 2,500,000 Est. Cost $1.84 Unrealized —

HYG ISHARES TR 1.6%

Value ($000) $5,936 Shares 72,663 Est. Cost $87.19 Unrealized —

— XILINX INC 1.5%

Value ($000) $5,753 Shares 3,500,000 Est. Cost $1.62 Unrealized —

— GILEAD SCIENCES INC 1.4%

Value ($000) $5,141 Shares 1,250,000 Est. Cost $2.26 Unrealized —

— DOMINION RES INC VA 1.3%

Value ($000) $4,814 Shares 95,000 Est. Cost $49.61 Unrealized —

— INTEL CORP 1.2%

Value ($000) $4,701 Shares 3,700,000 Est. Cost $1.09 Unrealized —

— BANK AMER CORP 1.2%

Value ($000) $4,552 Shares 4,000 Est. Cost $1077.00 Unrealized —

— PRICELINE GRP INC 1.2%

Value ($000) $4,500 Shares 3,750,000 Est. Cost $1.14 Unrealized —

— RED HAT INC 1.1%

Value ($000) $4,342 Shares 3,500,000 Est. Cost $1.30 Unrealized —

— PRICELINE GRP INC 1.1%

Value ($000) $4,299 Shares 3,000,000 Est. Cost $1.33 Unrealized —

— NEXTERA ENERGY INC 1.0%

Value ($000) $3,907 Shares 65,000 Est. Cost $55.27 Unrealized —

— NEWMONT MINING CORP 1.0%

Value ($000) $3,631 Shares 3,500,000 Est. Cost $1.07 Unrealized —

— PRICELINE GRP INC 0.9%

Value ($000) $3,522 Shares 3,500,000 Est. Cost $1.01 Unrealized —

— BLACKROCK FLOAT RATE 0.9%

Value ($000) $3,446 Shares 263,619 Est. Cost $14.12 Unrealized —

— BLACKROCK DEBT STRAT 0.9%

Value ($000) $3,228 Shares 930,350 Est. Cost $3.82 Unrealized —

— POWERSHARES ETF TRUS 0.8%

Value ($000) $3,191 Shares 140,500 Est. Cost $24.23 Unrealized —

— WELLTOWER INC 0.8%

Value ($000) $3,062 Shares 50,000 Est. Cost $60.72 Unrealized —

— PORTMARNOCK LEASING 0.6%

Value ($000) $2,238 Shares 2,246,790 Est. Cost $1.00 Unrealized —

— NXP SEMICONDUCTORS N 0.6%

Value ($000) $2,213 Shares 2,000,000 Est. Cost $1.10 Unrealized —

SJNK SPDR SER TR 0.6%

Value ($000) $2,169 Shares 84,000 Est. Cost $26.76 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.5%

Value ($000) $2,087 Shares 44,900 Est. Cost $47.39 Unrealized —

AGN 5.5 03/01/18 A ALLERGAN PLC 0.5%

Value ($000) $2,000 Shares 2,150 Est. Cost $931.00 Unrealized —

UIS UNISYS CORP 0.5%

Value ($000) $1,999 Shares 259,600 Est. Cost $19.99 Unrealized -52.4%

— FIDELITY NATIONAL FI 0.5%

Value ($000) $1,869 Shares 1,000,000 Est. Cost $1.31 Unrealized —

— LABORATORY CORP AMER 0.4%

Value ($000) $1,624 Shares 1,036,000 Est. Cost $1.34 Unrealized —

— HUNTINGTON BANCSHARE 0.4%

Value ($000) $1,375 Shares 1,000 Est. Cost $1375.00 Unrealized —

— STANLEY BLACK & DECK 0.3%

Value ($000) $1,131 Shares 10,000 Est. Cost $107.70 Unrealized —

— ILLUMINA INC 0.3%

Value ($000) $1,077 Shares 1,000,000 Est. Cost $1.16 Unrealized —

— ANTHEM INC 0.2%

Value ($000) $928 Shares 20,000 Est. Cost $48.55 Unrealized —

— CLEAR CHANNEL OUTDOO 0.2%

Value ($000) $679 Shares 144,533 Est. Cost $4.70 Unrealized —

— WELLS FARGO & CO NEW 0.2%

Value ($000) $586 Shares 37,460 Est. Cost $13.72 Unrealized —

VZ VERIZON COMMUNICATIO 0.1%

Value ($000) $511 Shares 9,450 Est. Cost $27.03 Unrealized +11.1%

— WEYERHAEUSER CO 0.1%

Value ($000) $381 Shares 7,450 Est. Cost $53.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	2,026,256	$212,392	55.9%	$95.99	—	TOTAL STK MKT	922908769
—	WELLS FARGO & CO NEW	10,515	$12,671	3.3%	$1192.25	—	PERP PFD CNV A	949746804
—	WELLPOINT INC	5,750,000	$11,008	2.9%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	HSBC HLDGS PLC	11,000,000	$10,567	2.8%	$1.02	—	SDCV 5.625%12/2	404280AR0
—	NOVELLUS SYS INC	4,000,000	$9,745	2.6%	$1.69	—	NOTE 2.625% 5/1	670008AD3
—	SPDR SERIES TRUST	283,499	$9,710	2.6%	$35.68	—	BRC HGH YLD BD	78464A417
—	INTEL CORP	5,000,000	$7,953	2.1%	$1.27	—	SDCV 3.250% 8/0	458140AF7
—	TEVA PHARMACEUTICAL	6,000,000	$7,808	2.1%	$1.05	—	DBCV 0.250% 2/0	88163VAE9
—	DANAHER CORP DEL	2,500,000	$6,884	1.8%	$1.84	—	NOTE 1/2	235851AF9
HYG	ISHARES TR	72,663	$5,936	1.6%	$87.19	—	IBOXX HI YD ETF	464288513
—	XILINX INC	3,500,000	$5,753	1.5%	$1.62	—	NOTE 2.625% 6/1	983919AF8
—	GILEAD SCIENCES INC	1,250,000	$5,141	1.4%	$2.26	—	NOTE 1.625% 5/0	375558AP8
—	DOMINION RES INC VA	95,000	$4,814	1.3%	$49.61	—	UNIT 99/99/9999	25746U869
—	INTEL CORP	3,700,000	$4,701	1.2%	$1.09	—	SDCV 12/1	458140AD2
—	BANK AMER CORP	4,000	$4,552	1.2%	$1077.00	—	7.25%CNV PFD L	060505682
—	PRICELINE GRP INC	3,750,000	$4,500	1.2%	$1.14	—	NOTE 0.350% 6/1	741503AS5
—	RED HAT INC	3,500,000	$4,342	1.1%	$1.30	—	NOTE 0.250%10/0	756577AD4
—	PRICELINE GRP INC	3,000,000	$4,299	1.1%	$1.33	—	NOTE 1.000% 3/1	741503AQ9
—	NEXTERA ENERGY INC	65,000	$3,907	1.0%	$55.27	—	UNIT 08/31/2018	65339F846
—	NEWMONT MINING CORP	3,500,000	$3,631	1.0%	$1.07	—	NOTE 1.625% 7/1	651639AJ5
—	PRICELINE GRP INC	3,500,000	$3,522	0.9%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	BLACKROCK FLOAT RATE	263,619	$3,446	0.9%	$14.12	—	COM	09255X100
—	BLACKROCK DEBT STRAT	930,350	$3,228	0.9%	$3.82	—	COM	09255R103
—	POWERSHARES ETF TRUS	140,500	$3,191	0.8%	$24.23	—	SENIOR LN PORT	73936Q769
—	WELLTOWER INC	50,000	$3,062	0.8%	$60.72	—	6.50% PFD PREPET	95040Q203
—	PORTMARNOCK LEASING	2,246,790	$2,238	0.6%	$1.00	—	NOTE 1.741%10/2	736879AA5
—	NXP SEMICONDUCTORS N	2,000,000	$2,213	0.6%	$1.10	—	DBCV 1.000%12/0	62952QAB6
SJNK	SPDR SER TR	84,000	$2,169	0.6%	$26.76	—	SHT TRM HGH YLD	78468R408
SRLN	SSGA ACTIVE ETF TR	44,900	$2,087	0.5%	$47.39	—	BLKSTN GSOSRLN	78467V608
AGN 5.5 03/01/18 A	ALLERGAN PLC	2,150	$2,000	0.5%	$931.00	—	PFD CONV SER A	G0177J116
UIS	UNISYS CORP	259,600	$1,999	0.5%	$19.99	-52.4%	COM NEW	909214306
—	FIDELITY NATIONAL FI	1,000,000	$1,869	0.5%	$1.31	—	NOTE 4.250% 8/1	31620RAE5
—	LABORATORY CORP AMER	1,036,000	$1,624	0.4%	$1.34	—	NOTE 9/1	50540RAG7
—	HUNTINGTON BANCSHARE	1,000	$1,375	0.4%	$1375.00	—	PFD CONV SER A	446150401
—	STANLEY BLACK & DECK	10,000	$1,131	0.3%	$107.70	—	UNIT 11/17/20166	854502804
—	ILLUMINA INC	1,000,000	$1,077	0.3%	$1.16	—	NOTE 0.500% 6/1	452327AH2
—	ANTHEM INC	20,000	$928	0.2%	$48.55	—	UNIT 05/01/20188	036752202
—	CLEAR CHANNEL OUTDOO	144,533	$679	0.2%	$4.70	—	CL A	18451C109
—	WELLS FARGO & CO NEW	37,460	$586	0.2%	$13.72	—	*W EXP 10/28/201	949746119
VZ	VERIZON COMMUNICATIO	9,450	$511	0.1%	$27.03	+11.1%	COM	92343V104
—	WEYERHAEUSER CO	7,450	$381	0.1%	$53.18	—	PREF CONV SER A	962166872