AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 8, 2016

Total Value ($000): $423,284 (4.1% shares, 95.9% debt)

Holdings (42)

VTI VANGUARD INDEX FDS 51.1%

Value ($000) $216,312 Shares 2,018,591 Est. Cost $95.99 Unrealized —

— LLOYDS BANKING GROUP 5.7%

Value ($000) $24,153 Shares 24,875,000 Est. Cost $0.97 Unrealized —

— BARCLAYS PLC 5.1%

Value ($000) $21,376 Shares 21,795,000 Est. Cost $0.98 Unrealized —

— BARCLAYS PLC 3.8%

Value ($000) $16,032 Shares 18,003,000 Est. Cost $0.89 Unrealized —

— WELLS FARGO & CO NEW 3.0%

Value ($000) $12,752 Shares 9,815 Est. Cost $1192.25 Unrealized —

— HSBC HLDGS PLC 2.5%

Value ($000) $10,560 Shares 11,000,000 Est. Cost $1.02 Unrealized —

— WELLPOINT INC 2.5%

Value ($000) $10,469 Shares 5,750,000 Est. Cost $2.07 Unrealized —

— INTEL CORP 1.9%

Value ($000) $8,128 Shares 5,000,000 Est. Cost $1.27 Unrealized —

— TEVA PHARMACEUTICAL 1.8%

Value ($000) $7,519 Shares 6,000,000 Est. Cost $1.05 Unrealized —

— DANAHER CORP DEL 1.7%

Value ($000) $7,331 Shares 2,500,000 Est. Cost $1.84 Unrealized —

— XILINX INC 1.3%

Value ($000) $5,633 Shares 3,500,000 Est. Cost $1.62 Unrealized —

— DOMINION RES INC VA 1.2%

Value ($000) $4,912 Shares 95,000 Est. Cost $49.61 Unrealized —

— RED HAT INC 1.2%

Value ($000) $4,911 Shares 4,050,000 Est. Cost $1.29 Unrealized —

— NEXTERA ENERGY INC 1.1%

Value ($000) $4,841 Shares 76,300 Est. Cost $56.48 Unrealized —

— BANK AMER CORP 1.1%

Value ($000) $4,780 Shares 4,000 Est. Cost $1077.00 Unrealized —

— INTEL CORP 1.1%

Value ($000) $4,461 Shares 3,450,000 Est. Cost $1.09 Unrealized —

— PRICELINE GRP INC 1.0%

Value ($000) $4,397 Shares 3,750,000 Est. Cost $1.14 Unrealized —

SRLN SSGA ACTIVE ETF TR 1.0%

Value ($000) $4,253 Shares 91,000 Est. Cost $47.06 Unrealized —

— POWERSHARES ETF TRUS 1.0%

Value ($000) $4,215 Shares 183,500 Est. Cost $23.94 Unrealized —

— PRICELINE GRP INC 1.0%

Value ($000) $4,164 Shares 3,000,000 Est. Cost $1.33 Unrealized —

— SPDR SERIES TRUST 1.0%

Value ($000) $4,098 Shares 114,823 Est. Cost $35.68 Unrealized —

— NEWMONT MINING CORP 0.9%

Value ($000) $3,916 Shares 3,500,000 Est. Cost $1.07 Unrealized —

— PRICELINE GRP INC 0.8%

Value ($000) $3,544 Shares 3,500,000 Est. Cost $1.01 Unrealized —

— BLACKROCK FLOAT RATE 0.8%

Value ($000) $3,467 Shares 263,619 Est. Cost $14.12 Unrealized —

— WELLTOWER INC 0.8%

Value ($000) $3,382 Shares 50,000 Est. Cost $60.72 Unrealized —

— FIDELITY NATIONAL FI 0.7%

Value ($000) $2,860 Shares 1,400,000 Est. Cost $1.52 Unrealized —

SJNK SPDR SER TR 0.5%

Value ($000) $2,267 Shares 84,000 Est. Cost $26.76 Unrealized —

— PORTMARNOCK LEASING 0.5%

Value ($000) $2,200 Shares 2,187,113 Est. Cost $1.00 Unrealized —

— NXP SEMICONDUCTORS N 0.5%

Value ($000) $2,170 Shares 2,000,000 Est. Cost $1.10 Unrealized —

UIS UNISYS CORP 0.4%

Value ($000) $1,890 Shares 259,600 Est. Cost $19.99 Unrealized -61.7%

— LABORATORY CORP AMER 0.4%

Value ($000) $1,807 Shares 1,036,000 Est. Cost $1.34 Unrealized —

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

Value ($000) $1,781 Shares 2,150 Est. Cost $931.00 Unrealized —

— HUNTINGTON BANCSHARE 0.3%

Value ($000) $1,420 Shares 1,000 Est. Cost $1375.00 Unrealized —

— BLACKROCK DEBT STRAT 0.3%

Value ($000) $1,308 Shares 370,490 Est. Cost $3.82 Unrealized —

— STANLEY BLACK & DECK 0.3%

Value ($000) $1,162 Shares 10,000 Est. Cost $107.70 Unrealized —

— ILLUMINA INC 0.2%

Value ($000) $999 Shares 1,000,000 Est. Cost $1.16 Unrealized —

HYG ISHARES TR 0.2%

Value ($000) $952 Shares 11,244 Est. Cost $87.19 Unrealized —

— ANTHEM INC 0.2%

Value ($000) $892 Shares 20,000 Est. Cost $48.55 Unrealized —

VZ VERIZON COMMUNICATIO 0.1%

Value ($000) $528 Shares 9,450 Est. Cost $27.03 Unrealized +16.4%

— WELLS FARGO & CO NEW 0.1%

Value ($000) $510 Shares 37,460 Est. Cost $13.72 Unrealized —

— CLEAR CHANNEL OUTDOO 0.1%

Value ($000) $466 Shares 74,932 Est. Cost $4.70 Unrealized —

— ROYAL BK OF SCOTLAND 0.1%

Value ($000) $466 Shares 500,000 Est. Cost $0.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	2,018,591	$216,312	51.1%	$95.99	—	TOTAL STK MKT	922908769
—	LLOYDS BANKING GROUP	24,875,000	$24,153	5.7%	$0.97	—	SDCV 7.500%12/3	539439AG4
—	BARCLAYS PLC	21,795,000	$21,376	5.1%	$0.98	—	NOTE 8.250%12/2	06738EAA3
—	BARCLAYS PLC	18,003,000	$16,032	3.8%	$0.89	—	NOTE 6.625%12/2	06738EAB1
—	WELLS FARGO & CO NEW	9,815	$12,752	3.0%	$1192.25	—	PERP PFD CNV A	949746804
—	HSBC HLDGS PLC	11,000,000	$10,560	2.5%	$1.02	—	SDCV 5.625%12/2	404280AR0
—	WELLPOINT INC	5,750,000	$10,469	2.5%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	INTEL CORP	5,000,000	$8,128	1.9%	$1.27	—	SDCV 3.250% 8/0	458140AF7
—	TEVA PHARMACEUTICAL	6,000,000	$7,519	1.8%	$1.05	—	DBCV 0.250% 2/0	88163VAE9
—	DANAHER CORP DEL	2,500,000	$7,331	1.7%	$1.84	—	NOTE 1/2	235851AF9
—	XILINX INC	3,500,000	$5,633	1.3%	$1.62	—	NOTE 2.625% 6/1	983919AF8
—	DOMINION RES INC VA	95,000	$4,912	1.2%	$49.61	—	UNIT 99/99/9999	25746U869
—	RED HAT INC	4,050,000	$4,911	1.2%	$1.29	—	NOTE 0.250%10/0	756577AD4
—	NEXTERA ENERGY INC	76,300	$4,841	1.1%	$56.48	—	UNIT 08/31/2018	65339F846
—	BANK AMER CORP	4,000	$4,780	1.1%	$1077.00	—	7.25%CNV PFD L	060505682
—	INTEL CORP	3,450,000	$4,461	1.1%	$1.09	—	SDCV 12/1	458140AD2
—	PRICELINE GRP INC	3,750,000	$4,397	1.0%	$1.14	—	NOTE 0.350% 6/1	741503AS5
SRLN	SSGA ACTIVE ETF TR	91,000	$4,253	1.0%	$47.06	—	BLKSTN GSOSRLN	78467V608
—	POWERSHARES ETF TRUS	183,500	$4,215	1.0%	$23.94	—	SENIOR LN PORT	73936Q769
—	PRICELINE GRP INC	3,000,000	$4,164	1.0%	$1.33	—	NOTE 1.000% 3/1	741503AQ9
—	SPDR SERIES TRUST	114,823	$4,098	1.0%	$35.68	—	BRC HGH YLD BD	78464A417
—	NEWMONT MINING CORP	3,500,000	$3,916	0.9%	$1.07	—	NOTE 1.625% 7/1	651639AJ5
—	PRICELINE GRP INC	3,500,000	$3,544	0.8%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	BLACKROCK FLOAT RATE	263,619	$3,467	0.8%	$14.12	—	COM	09255X100
—	WELLTOWER INC	50,000	$3,382	0.8%	$60.72	—	6.50% PFD PREPET	95040Q203
—	FIDELITY NATIONAL FI	1,400,000	$2,860	0.7%	$1.52	—	NOTE 4.250% 8/1	31620RAE5
SJNK	SPDR SER TR	84,000	$2,267	0.5%	$26.76	—	SHT TRM HGH YLD	78468R408
—	PORTMARNOCK LEASING	2,187,113	$2,200	0.5%	$1.00	—	NOTE 1.741%10/2	736879AA5
—	NXP SEMICONDUCTORS N	2,000,000	$2,170	0.5%	$1.10	—	DBCV 1.000%12/0	62952QAB6
UIS	UNISYS CORP	259,600	$1,890	0.4%	$19.99	-61.7%	COM NEW	909214306
—	LABORATORY CORP AMER	1,036,000	$1,807	0.4%	$1.34	—	NOTE 9/1	50540RAG7
AGN 5.5 03/01/18 A	ALLERGAN PLC	2,150	$1,781	0.4%	$931.00	—	PFD CONV SER A	G0177J116
—	HUNTINGTON BANCSHARE	1,000	$1,420	0.3%	$1375.00	—	PFD CONV SER A	446150401
—	BLACKROCK DEBT STRAT	370,490	$1,308	0.3%	$3.82	—	COM	09255R103
—	STANLEY BLACK & DECK	10,000	$1,162	0.3%	$107.70	—	UNIT 11/17/20166	854502804
—	ILLUMINA INC	1,000,000	$999	0.2%	$1.16	—	NOTE 0.500% 6/1	452327AH2
HYG	ISHARES TR	11,244	$952	0.2%	$87.19	—	IBOXX HI YD ETF	464288513
—	ANTHEM INC	20,000	$892	0.2%	$48.55	—	UNIT 05/01/20188	036752202
VZ	VERIZON COMMUNICATIO	9,450	$528	0.1%	$27.03	+16.4%	COM	92343V104
—	WELLS FARGO & CO NEW	37,460	$510	0.1%	$13.72	—	*W EXP 10/28/201	949746119
—	CLEAR CHANNEL OUTDOO	74,932	$466	0.1%	$4.70	—	CL A	18451C109
—	ROYAL BK OF SCOTLAND	500,000	$466	0.1%	$0.93	—	NOTE 8.000%12/3	780099CK1