AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: Apr 27, 2017

Total Value ($000): $454,246 (3.1% shares, 96.9% debt)

Holdings (37)

VTI VANGUARD INDEX FDS 42.1%

Value ($000) $191,285 Shares 1,576,696 Est. Cost $95.99 Unrealized —

— LLOYDS BANKING GROUP 6.9%

Value ($000) $31,496 Shares 29,781,000 Est. Cost $0.98 Unrealized —

— BARCLAYS PLC 5.5%

Value ($000) $24,885 Shares 24,953,000 Est. Cost $0.91 Unrealized —

— BARCLAYS PLC 5.4%

Value ($000) $24,478 Shares 23,295,000 Est. Cost $0.98 Unrealized —

— ROYAL BK SCOTLAND GR 3.4%

Value ($000) $15,221 Shares 14,600,000 Est. Cost $0.98 Unrealized —

— TORONTO DOMINION BK 3.3%

Value ($000) $14,923 Shares 15,250,000 Est. Cost $1.01 Unrealized —

— NOVELLUS SYS INC 3.0%

Value ($000) $13,843 Shares 3,650,000 Est. Cost $2.79 Unrealized —

— ANTHEM INC 2.8%

Value ($000) $12,557 Shares 5,500,000 Est. Cost $2.07 Unrealized —

— HSBC HLDGS PLC 2.4%

Value ($000) $11,002 Shares 11,000,000 Est. Cost $1.02 Unrealized —

— POWERSHARES ETF TRUS 2.3%

Value ($000) $10,441 Shares 448,900 Est. Cost $23.53 Unrealized —

— INTEL CORP 1.9%

Value ($000) $8,734 Shares 5,000,000 Est. Cost $1.27 Unrealized —

— DANAHER CORP DEL 1.8%

Value ($000) $8,169 Shares 2,500,000 Est. Cost $1.84 Unrealized —

HYG ISHARES TR 1.7%

Value ($000) $7,699 Shares 87,705 Est. Cost $87.64 Unrealized —

— SPDR SERIES TRUST 1.7%

Value ($000) $7,638 Shares 206,827 Est. Cost $36.26 Unrealized —

— XILINX INC 1.5%

Value ($000) $7,039 Shares 3,500,000 Est. Cost $1.62 Unrealized —

— PRICELINE GRP INC 1.2%

Value ($000) $5,648 Shares 3,000,000 Est. Cost $1.38 Unrealized —

— PRICELINE GRP INC 1.2%

Value ($000) $5,339 Shares 3,750,000 Est. Cost $1.14 Unrealized —

— RED HAT INC 1.2%

Value ($000) $5,255 Shares 4,050,000 Est. Cost $1.29 Unrealized —

— DOMINION RES INC VA 1.1%

Value ($000) $4,770 Shares 95,000 Est. Cost $49.61 Unrealized —

— NEXTERA ENERGY INC 1.0%

Value ($000) $4,539 Shares 76,300 Est. Cost $56.48 Unrealized —

— TEVA PHARMACEUTICAL 0.9%

Value ($000) $4,295 Shares 4,000,000 Est. Cost $1.05 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.8%

Value ($000) $3,756 Shares 79,000 Est. Cost $47.10 Unrealized —

— NEWMONT MINING CORP 0.8%

Value ($000) $3,507 Shares 3,500,000 Est. Cost $1.07 Unrealized —

— WESTPAC BKG CORP 0.8%

Value ($000) $3,437 Shares 3,400,000 Est. Cost $1.00 Unrealized —

SJNK SPDR SER TR 0.7%

Value ($000) $3,361 Shares 120,200 Est. Cost $27.23 Unrealized —

— WELLTOWER INC 0.7%

Value ($000) $3,101 Shares 50,000 Est. Cost $60.72 Unrealized —

— FIDELITY NATIONAL FI 0.7%

Value ($000) $3,085 Shares 1,400,000 Est. Cost $1.52 Unrealized —

— NXP SEMICONDUCTORS N 0.5%

Value ($000) $2,315 Shares 2,000,000 Est. Cost $1.10 Unrealized —

— INTEL CORP 0.5%

Value ($000) $2,178 Shares 1,600,000 Est. Cost $1.09 Unrealized —

— PORTMARNOCK LEASING 0.4%

Value ($000) $1,958 Shares 2,006,558 Est. Cost $1.00 Unrealized —

— SPIRIT RLTY CAP INC 0.4%

Value ($000) $1,896 Shares 1,850,000 Est. Cost $1.05 Unrealized —

— BLACKROCK DEBT STRAT 0.3%

Value ($000) $1,458 Shares 126,533 Est. Cost $11.34 Unrealized —

— CLEAR CHANNEL OUTDOO 0.3%

Value ($000) $1,441 Shares 238,136 Est. Cost $5.60 Unrealized —

— PRICELINE GRP INC 0.3%

Value ($000) $1,405 Shares 1,250,000 Est. Cost $1.01 Unrealized —

— ILLUMINA INC 0.2%

Value ($000) $1,036 Shares 1,000,000 Est. Cost $1.16 Unrealized —

— WELLS FARGO & CO NEW 0.1%

Value ($000) $559 Shares 25,210 Est. Cost $13.72 Unrealized —

— ROYAL BK OF SCOTLAND 0.1%

Value ($000) $497 Shares 500,000 Est. Cost $0.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	1,576,696	$191,285	42.1%	$95.99	—	TOTAL STK MKT	922908769
—	LLOYDS BANKING GROUP	29,781,000	$31,496	6.9%	$0.98	—	SDCV 7.500%12/3	539439AG4
—	BARCLAYS PLC	24,953,000	$24,885	5.5%	$0.91	—	NOTE 6.625%12/3	06738EAB1
—	BARCLAYS PLC	23,295,000	$24,478	5.4%	$0.98	—	NOTE 8.250%12/3	06738EAA3
—	ROYAL BK SCOTLAND GR	14,600,000	$15,221	3.4%	$0.98	—	NOTE 8.625%12/3	780097BB6
—	TORONTO DOMINION BK	15,250,000	$14,923	3.3%	$1.01	—	NOTE 3.625% 9/1	891160MJ9
—	NOVELLUS SYS INC	3,650,000	$13,843	3.0%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	ANTHEM INC	5,500,000	$12,557	2.8%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	HSBC HLDGS PLC	11,000,000	$11,002	2.4%	$1.02	—	SDCV 5.625%12/3	404280AR0
—	POWERSHARES ETF TRUS	448,900	$10,441	2.3%	$23.53	—	SENIOR LN PORT	73936Q769
—	INTEL CORP	5,000,000	$8,734	1.9%	$1.27	—	SDCV 3.250% 8/0	458140AF7
—	DANAHER CORP DEL	2,500,000	$8,169	1.8%	$1.84	—	NOTE 1/2	235851AF9
HYG	ISHARES TR	87,705	$7,699	1.7%	$87.64	—	IBOXX HI YD ETF	464288513
—	SPDR SERIES TRUST	206,827	$7,638	1.7%	$36.26	—	BLOOMBERG BRCLYS	78464A417
—	XILINX INC	3,500,000	$7,039	1.5%	$1.62	—	NOTE 2.625% 6/1	983919AF8
—	PRICELINE GRP INC	3,000,000	$5,648	1.2%	$1.38	—	NOTE 1.000% 3/1	741503AQ9
—	PRICELINE GRP INC	3,750,000	$5,339	1.2%	$1.14	—	NOTE 0.350% 6/1	741503AS5
—	RED HAT INC	4,050,000	$5,255	1.2%	$1.29	—	NOTE 0.250%10/0	756577AD4
—	DOMINION RES INC VA	95,000	$4,770	1.1%	$49.61	—	UNIT 99/99/9999	25746U869
—	NEXTERA ENERGY INC	76,300	$4,539	1.0%	$56.48	—	UNIT 08/31/2018	65339F846
—	TEVA PHARMACEUTICAL	4,000,000	$4,295	0.9%	$1.05	—	DBCV 0.250% 2/0	88163VAE9
SRLN	SSGA ACTIVE ETF TR	79,000	$3,756	0.8%	$47.10	—	BLKSTN GSOSRLN	78467V608
—	NEWMONT MINING CORP	3,500,000	$3,507	0.8%	$1.07	—	NOTE 1.625% 7/1	651639AJ5
—	WESTPAC BKG CORP	3,400,000	$3,437	0.8%	$1.00	—	NOTE 4.322%11/2	961214DF7
SJNK	SPDR SER TR	120,200	$3,361	0.7%	$27.23	—	BLOOMBERG SRT TR	78468R408
—	WELLTOWER INC	50,000	$3,101	0.7%	$60.72	—	6.50% PFD PREPET	95040Q203
—	FIDELITY NATIONAL FI	1,400,000	$3,085	0.7%	$1.52	—	NOTE 4.250% 8/1	31620RAE5
—	NXP SEMICONDUCTORS N	2,000,000	$2,315	0.5%	$1.10	—	DBCV 1.000%12/0	62952QAB6
—	INTEL CORP	1,600,000	$2,178	0.5%	$1.09	—	SDCV 12/1	458140AD2
—	PORTMARNOCK LEASING	2,006,558	$1,958	0.4%	$1.00	—	NOTE 1.741%10/2	736879AA5
—	SPIRIT RLTY CAP INC	1,850,000	$1,896	0.4%	$1.05	—	NOTE 3.750% 5/1	84860WAB8
—	BLACKROCK DEBT STRAT	126,533	$1,458	0.3%	$11.34	—	COM NEW	09255R202
—	CLEAR CHANNEL OUTDOO	238,136	$1,441	0.3%	$5.60	—	CL A	18451C109
—	PRICELINE GRP INC	1,250,000	$1,405	0.3%	$1.01	—	NOTE 0.900% 9/1	741503AX4
—	ILLUMINA INC	1,000,000	$1,036	0.2%	$1.16	—	NOTE 0.500% 6/1	452327AH2
—	WELLS FARGO & CO NEW	25,210	$559	0.1%	$13.72	—	*W EXP 10/28/201	949746119
—	ROYAL BK OF SCOTLAND	500,000	$497	0.1%	$0.93	—	NOTE 8.000%12/3	780099CK1