AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 7, 2018

Total Value ($000): $359,127 (73.8% shares, 26.2% debt)

Holdings (36)

VTI VANGUARD INDEX FDS 59.3%

Value ($000) $213,024 Shares 1,552,085 Est. Cost $95.99 Unrealized —

— ANTHEM INC 4.1%

Value ($000) $14,840 Shares 4,825,000 Est. Cost $2.07 Unrealized —

— WELLS FARGO CO NEW 4.0%

Value ($000) $14,299 Shares 10,915 Est. Cost $1311.05 Unrealized —

— NOVELLUS SYS INC 3.6%

Value ($000) $13,096 Shares 2,380,000 Est. Cost $2.79 Unrealized —

— INTEL CORP 3.1%

Value ($000) $11,106 Shares 5,000,000 Est. Cost $1.27 Unrealized —

— POWERSHARES ETF TRUS 2.6%

Value ($000) $9,458 Shares 410,500 Est. Cost $23.50 Unrealized —

— RED HAT INC 1.9%

Value ($000) $6,662 Shares 4,050,000 Est. Cost $1.29 Unrealized —

— PRICELINE GRP INC 1.5%

Value ($000) $5,501 Shares 3,000,000 Est. Cost $1.49 Unrealized —

— DANAHER CORP DEL 1.5%

Value ($000) $5,318 Shares 1,500,000 Est. Cost $1.84 Unrealized —

— NEXTERA ENERGY INC 1.5%

Value ($000) $5,318 Shares 76,300 Est. Cost $56.48 Unrealized —

— PRICELINE GRP INC 1.4%

Value ($000) $5,170 Shares 3,750,000 Est. Cost $1.38 Unrealized —

SRLN SSGA ACTIVE ETF TR 1.3%

Value ($000) $4,718 Shares 100,000 Est. Cost $47.16 Unrealized —

— DOMINION ENERGY INC 1.3%

Value ($000) $4,649 Shares 90,000 Est. Cost $50.32 Unrealized —

— BECTON DICKINSON & C 1.3%

Value ($000) $4,527 Shares 75,000 Est. Cost $55.51 Unrealized —

— BANK AMER CORP 1.2%

Value ($000) $4,435 Shares 3,360 Est. Cost $1264.32 Unrealized —

— FIDELITY NATIONAL FI 1.2%

Value ($000) $4,281 Shares 1,400,000 Est. Cost $1.52 Unrealized —

— WELLTOWER INC 0.8%

Value ($000) $3,025 Shares 50,000 Est. Cost $60.72 Unrealized —

SJNK SPDR SER TR 0.8%

Value ($000) $2,952 Shares 107,100 Est. Cost $27.23 Unrealized —

— NEXTERA ENERGY INC 0.8%

Value ($000) $2,810 Shares 50,000 Est. Cost $54.02 Unrealized —

— NXP SEMICONDUCTORS N 0.7%

Value ($000) $2,466 Shares 2,000,000 Est. Cost $1.10 Unrealized —

— CLEAR CHANNEL OUTDOO 0.7%

Value ($000) $2,378 Shares 517,047 Est. Cost $5.17 Unrealized —

— STANLEY BLACK & DECK 0.6%

Value ($000) $2,092 Shares 17,000 Est. Cost $123.06 Unrealized —

— DTE ENERGY CO 0.5%

Value ($000) $1,964 Shares 36,000 Est. Cost $54.17 Unrealized —

— SPIRIT RLTY CAP INC 0.5%

Value ($000) $1,917 Shares 1,850,000 Est. Cost $1.05 Unrealized —

— AMERICAN RLTY CAP PP 0.4%

Value ($000) $1,540 Shares 1,500,000 Est. Cost $1.03 Unrealized —

— SPDR SERIES TRUST 0.4%

Value ($000) $1,501 Shares 40,870 Est. Cost $36.65 Unrealized —

HYG ISHARES TR 0.4%

Value ($000) $1,500 Shares 17,194 Est. Cost $88.01 Unrealized —

— PRICELINE GRP INC 0.4%

Value ($000) $1,462 Shares 1,250,000 Est. Cost $1.14 Unrealized —

— HUNTINGTON BANCSHARE 0.4%

Value ($000) $1,417 Shares 1,000 Est. Cost $1420.00 Unrealized —

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

Value ($000) $1,268 Shares 2,150 Est. Cost $867.91 Unrealized —

— ILLUMINA INC 0.3%

Value ($000) $1,182 Shares 1,000,000 Est. Cost $1.16 Unrealized —

— OCEAN RIG UDW INC 0.3%

Value ($000) $1,144 Shares 42,703 Est. Cost $26.79 Unrealized —

— TEVA PHARMACEUTICAL 0.2%

Value ($000) $702 Shares 800,000 Est. Cost $1.05 Unrealized —

— WELLS FARGO CO NEW 0.2%

Value ($000) $693 Shares 25,210 Est. Cost $13.72 Unrealized —

VZ VERIZON COMMUNICATIO 0.1%

Value ($000) $371 Shares 7,000 Est. Cost $29.53 Unrealized +8.2%

— REAL IND INC 0.1%

Value ($000) $341 Shares 1,175,000 Est. Cost $0.29 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	1,552,085	$213,024	59.3%	$95.99	—	TOTAL STK MKT	922908769
—	ANTHEM INC	4,825,000	$14,840	4.1%	$2.07	—	NOTE 2.750%10/1	94973VBG1
—	WELLS FARGO CO NEW	10,915	$14,299	4.0%	$1311.05	—	PERP PFD CNV A	949746804
—	NOVELLUS SYS INC	2,380,000	$13,096	3.6%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	INTEL CORP	5,000,000	$11,106	3.1%	$1.27	—	SDCV 3.250% 8/0	458140AF7
—	POWERSHARES ETF TRUS	410,500	$9,458	2.6%	$23.50	—	SENIOR LN PORT	73936Q769
—	RED HAT INC	4,050,000	$6,662	1.9%	$1.29	—	NOTE 0.250%10/0	756577AD4
—	PRICELINE GRP INC	3,000,000	$5,501	1.5%	$1.49	—	NOTE 1.000% 3/1	741503AX4
—	DANAHER CORP DEL	1,500,000	$5,318	1.5%	$1.84	—	DBCV 1/2	235851AF9
—	NEXTERA ENERGY INC	76,300	$5,318	1.5%	$56.48	—	UNIT 08/31/2018	65339F846
—	PRICELINE GRP INC	3,750,000	$5,170	1.4%	$1.38	—	NOTE 0.350% 6/1	741503AQ9
SRLN	SSGA ACTIVE ETF TR	100,000	$4,718	1.3%	$47.16	—	BLKSTN GSOSRLN	78467V608
—	DOMINION ENERGY INC	90,000	$4,649	1.3%	$50.32	—	UNIT 08/15/2019	25746U836
—	BECTON DICKINSON & C	75,000	$4,527	1.3%	$55.51	—	PFD SHS CONV A	075887208
—	BANK AMER CORP	3,360	$4,435	1.2%	$1264.32	—	7.25%CNV PFD L	060505682
—	FIDELITY NATIONAL FI	1,400,000	$4,281	1.2%	$1.52	—	NOTE 4.250% 8/1	31620RAE5
—	WELLTOWER INC	50,000	$3,025	0.8%	$60.72	—	6.50% PFD PREPET	95040Q203
SJNK	SPDR SER TR	107,100	$2,952	0.8%	$27.23	—	BLOOMBERG SRT TR	78468R408
—	NEXTERA ENERGY INC	50,000	$2,810	0.8%	$54.02	—	UNIT 09/01/2019	65339F820
—	NXP SEMICONDUCTORS N	2,000,000	$2,466	0.7%	$1.10	—	DBCV 1.000%12/0	62952QAB6
—	CLEAR CHANNEL OUTDOO	517,047	$2,378	0.7%	$5.17	—	CL A	18451C109
—	STANLEY BLACK & DECK	17,000	$2,092	0.6%	$123.06	—	UNIT 05/15/2020	854502887
—	DTE ENERGY CO	36,000	$1,964	0.5%	$54.17	—	UNIT 99/99/9999	233331883
—	SPIRIT RLTY CAP INC	1,850,000	$1,917	0.5%	$1.05	—	NOTE 3.750% 5/1	84860WAB8
—	AMERICAN RLTY CAP PP	1,500,000	$1,540	0.4%	$1.03	—	NOTE 3.750%12/1	02917TAB0
—	SPDR SERIES TRUST	40,870	$1,501	0.4%	$36.65	—	BLOOMBERG BRCLYS	78464A417
HYG	ISHARES TR	17,194	$1,500	0.4%	$88.01	—	IBOXX HI YD ETF	464288513
—	PRICELINE GRP INC	1,250,000	$1,462	0.4%	$1.14	—	NOTE 0.900% 9/1	741503AS5
—	HUNTINGTON BANCSHARE	1,000	$1,417	0.4%	$1420.00	—	PFD CONV SER A	446150401
AGN 5.5 03/01/18 A	ALLERGAN PLC	2,150	$1,268	0.4%	$867.91	—	5.5% CNV PFD A	G0177J116
—	ILLUMINA INC	1,000,000	$1,182	0.3%	$1.16	—	NOTE 0.500% 6/1	452327AH2
—	OCEAN RIG UDW INC	42,703	$1,144	0.3%	$26.79	—	COM CL A	G66964118
—	TEVA PHARMACEUTICAL	800,000	$702	0.2%	$1.05	—	DBCV 0.250% 2/0	88163VAE9
—	WELLS FARGO CO NEW	25,210	$693	0.2%	$13.72	—	*W EXP 10/28/201	949746119
VZ	VERIZON COMMUNICATIO	7,000	$371	0.1%	$29.53	+8.2%	COM	92343V104
—	REAL IND INC	1,175,000	$341	0.1%	$0.29	—	COM	75601W104