AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 30, 2017

Total Value ($000): $475,647 (3.1% shares, 96.9% debt)

Holdings (38)

VTI VANGUARD INDEX FDS 48.6%

Value ($000) $231,007 Shares 2,003,186 Est. Cost $95.99 Unrealized —

— LLOYDS BANKING GROUP 6.4%

Value ($000) $30,468 Shares 29,581,000 Est. Cost $0.98 Unrealized —

— BARCLAYS PLC 5.3%

Value ($000) $25,238 Shares 26,953,000 Est. Cost $0.91 Unrealized —

— BARCLAYS PLC 5.1%

Value ($000) $24,234 Shares 23,295,000 Est. Cost $0.98 Unrealized —

— TORONTO DOMINION BK 3.1%

Value ($000) $14,937 Shares 15,250,000 Est. Cost $1.01 Unrealized —

— ROYAL BK SCOTLAND GR 3.1%

Value ($000) $14,892 Shares 14,600,000 Est. Cost $0.98 Unrealized —

— NOVELLUS SYS INC 2.4%

Value ($000) $11,363 Shares 3,650,000 Est. Cost $2.79 Unrealized —

— ANTHEM INC 2.3%

Value ($000) $10,945 Shares 5,500,000 Est. Cost $2.07 Unrealized —

— HSBC HLDGS PLC 2.3%

Value ($000) $10,888 Shares 11,000,000 Est. Cost $1.02 Unrealized —

— INTEL CORP 1.9%

Value ($000) $8,816 Shares 5,000,000 Est. Cost $1.27 Unrealized —

— DANAHER CORP DEL 1.6%

Value ($000) $7,434 Shares 2,500,000 Est. Cost $1.84 Unrealized —

— XILINX INC 1.5%

Value ($000) $7,354 Shares 3,500,000 Est. Cost $1.62 Unrealized —

— TEVA PHARMACEUTICAL 1.4%

Value ($000) $6,570 Shares 6,000,000 Est. Cost $1.05 Unrealized —

— POWERSHARES ETF TRUS 1.1%

Value ($000) $5,356 Shares 229,300 Est. Cost $23.79 Unrealized —

— SPDR SERIES TRUST 1.1%

Value ($000) $5,303 Shares 145,500 Est. Cost $35.98 Unrealized —

SRLN SSGA ACTIVE ETF TR 1.1%

Value ($000) $5,224 Shares 110,000 Est. Cost $47.10 Unrealized —

— DOMINION RES INC VA 1.0%

Value ($000) $4,794 Shares 95,000 Est. Cost $49.61 Unrealized —

— PRICELINE GRP INC 1.0%

Value ($000) $4,774 Shares 3,750,000 Est. Cost $1.14 Unrealized —

— RED HAT INC 1.0%

Value ($000) $4,726 Shares 4,050,000 Est. Cost $1.29 Unrealized —

— PRICELINE GRP INC 1.0%

Value ($000) $4,723 Shares 3,000,000 Est. Cost $1.38 Unrealized —

— NEXTERA ENERGY INC 0.9%

Value ($000) $4,387 Shares 76,300 Est. Cost $56.48 Unrealized —

— NEWMONT MINING CORP 0.8%

Value ($000) $3,568 Shares 3,500,000 Est. Cost $1.07 Unrealized —

— WESTPAC BKG CORP 0.7%

Value ($000) $3,396 Shares 3,400,000 Est. Cost $1.00 Unrealized —

— WELLTOWER INC 0.6%

Value ($000) $3,017 Shares 50,000 Est. Cost $60.72 Unrealized —

— FIDELITY NATIONAL FI 0.6%

Value ($000) $2,720 Shares 1,400,000 Est. Cost $1.52 Unrealized —

— NXP SEMICONDUCTORS N 0.5%

Value ($000) $2,275 Shares 2,000,000 Est. Cost $1.10 Unrealized —

— INTEL CORP 0.5%

Value ($000) $2,161 Shares 1,600,000 Est. Cost $1.09 Unrealized —

HYG ISHARES TR 0.4%

Value ($000) $2,051 Shares 23,700 Est. Cost $87.26 Unrealized —

— PORTMARNOCK LEASING 0.4%

Value ($000) $2,021 Shares 2,066,999 Est. Cost $1.00 Unrealized —

SJNK SPDR SER TR 0.4%

Value ($000) $2,021 Shares 73,000 Est. Cost $26.76 Unrealized —

— SPIRIT RLTY CAP INC 0.4%

Value ($000) $1,944 Shares 1,850,000 Est. Cost $1.05 Unrealized —

— LABORATORY CORP AMER 0.4%

Value ($000) $1,781 Shares 1,036,000 Est. Cost $1.34 Unrealized —

— BLACKROCK DEBT STRAT 0.3%

Value ($000) $1,421 Shares 125,313 Est. Cost $11.34 Unrealized —

— PRICELINE GRP INC 0.3%

Value ($000) $1,320 Shares 1,250,000 Est. Cost $1.01 Unrealized —

— ILLUMINA INC 0.2%

Value ($000) $958 Shares 1,000,000 Est. Cost $1.16 Unrealized —

— CLEAR CHANNEL OUTDOO 0.1%

Value ($000) $543 Shares 107,615 Est. Cost $5.05 Unrealized —

— WELLS FARGO & CO NEW 0.1%

Value ($000) $538 Shares 25,210 Est. Cost $13.72 Unrealized —

— ROYAL BK OF SCOTLAND 0.1%

Value ($000) $479 Shares 500,000 Est. Cost $0.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	2,003,186	$231,007	48.6%	$95.99	—	TOTAL STK MKT	922908769
—	LLOYDS BANKING GROUP	29,581,000	$30,468	6.4%	$0.98	—	SDCV 7.500%12/3	539439AG4
—	BARCLAYS PLC	26,953,000	$25,238	5.3%	$0.91	—	NOTE 6.625%12/3	06738EAB1
—	BARCLAYS PLC	23,295,000	$24,234	5.1%	$0.98	—	NOTE 8.250%12/3	06738EAA3
—	TORONTO DOMINION BK	15,250,000	$14,937	3.1%	$1.01	—	NOTE 3.625% 9/1	891160MJ9
—	ROYAL BK SCOTLAND GR	14,600,000	$14,892	3.1%	$0.98	—	NOTE 8.625%12/3	780097BB6
—	NOVELLUS SYS INC	3,650,000	$11,363	2.4%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	ANTHEM INC	5,500,000	$10,945	2.3%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	HSBC HLDGS PLC	11,000,000	$10,888	2.3%	$1.02	—	SDCV 5.625%12/3	404280AR0
—	INTEL CORP	5,000,000	$8,816	1.9%	$1.27	—	SDCV 3.250% 8/0	458140AF7
—	DANAHER CORP DEL	2,500,000	$7,434	1.6%	$1.84	—	NOTE 1/2	235851AF9
—	XILINX INC	3,500,000	$7,354	1.5%	$1.62	—	NOTE 2.625% 6/1	983919AF8
—	TEVA PHARMACEUTICAL	6,000,000	$6,570	1.4%	$1.05	—	DBCV 0.250% 2/0	88163VAE9
—	POWERSHARES ETF TRUS	229,300	$5,356	1.1%	$23.79	—	SENIOR LN PORT	73936Q769
—	SPDR SERIES TRUST	145,500	$5,303	1.1%	$35.98	—	BLOOMBERG BRCLYS	78464A417
SRLN	SSGA ACTIVE ETF TR	110,000	$5,224	1.1%	$47.10	—	BLKSTN GSOSRLN	78467V608
—	DOMINION RES INC VA	95,000	$4,794	1.0%	$49.61	—	UNIT 99/99/9999	25746U869
—	PRICELINE GRP INC	3,750,000	$4,774	1.0%	$1.14	—	NOTE 0.350% 6/1	741503AS5
—	RED HAT INC	4,050,000	$4,726	1.0%	$1.29	—	NOTE 0.250%10/0	756577AD4
—	PRICELINE GRP INC	3,000,000	$4,723	1.0%	$1.38	—	NOTE 1.000% 3/1	741503AQ9
—	NEXTERA ENERGY INC	76,300	$4,387	0.9%	$56.48	—	UNIT 08/31/2018	65339F846
—	NEWMONT MINING CORP	3,500,000	$3,568	0.8%	$1.07	—	NOTE 1.625% 7/1	651639AJ5
—	WESTPAC BKG CORP	3,400,000	$3,396	0.7%	$1.00	—	NOTE 4.322%11/2	961214DF7
—	WELLTOWER INC	50,000	$3,017	0.6%	$60.72	—	6.50% PFD PREPET	95040Q203
—	FIDELITY NATIONAL FI	1,400,000	$2,720	0.6%	$1.52	—	NOTE 4.250% 8/1	31620RAE5
—	NXP SEMICONDUCTORS N	2,000,000	$2,275	0.5%	$1.10	—	DBCV 1.000%12/0	62952QAB6
—	INTEL CORP	1,600,000	$2,161	0.5%	$1.09	—	SDCV 12/1	458140AD2
HYG	ISHARES TR	23,700	$2,051	0.4%	$87.26	—	IBOXX HI YD ETF	464288513
—	PORTMARNOCK LEASING	2,066,999	$2,021	0.4%	$1.00	—	NOTE 1.741%10/2	736879AA5
SJNK	SPDR SER TR	73,000	$2,021	0.4%	$26.76	—	BLOOMBERG SRT TR	78468R408
—	SPIRIT RLTY CAP INC	1,850,000	$1,944	0.4%	$1.05	—	NOTE 3.750% 5/1	84860WAB8
—	LABORATORY CORP AMER	1,036,000	$1,781	0.4%	$1.34	—	NOTE 9/1	50540RAG7
—	BLACKROCK DEBT STRAT	125,313	$1,421	0.3%	$11.34	—	COM NEW	09255R202
—	PRICELINE GRP INC	1,250,000	$1,320	0.3%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	ILLUMINA INC	1,000,000	$958	0.2%	$1.16	—	NOTE 0.500% 6/1	452327AH2
—	CLEAR CHANNEL OUTDOO	107,615	$543	0.1%	$5.05	—	CL A	18451C109
—	WELLS FARGO & CO NEW	25,210	$538	0.1%	$13.72	—	*W EXP 10/28/201	949746119
—	ROYAL BK OF SCOTLAND	500,000	$479	0.1%	$0.93	—	NOTE 8.000%12/3	780099CK1