AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 13, 2019

Total Value ($000): $312,482 (83.1% shares, 16.9% debt)

Holdings (43)

VTI VANGUARD INDEX FDS 59.9%

Value ($000) $187,252 Shares 1,293,980 Est. Cost $95.99 Unrealized —

— WELLS FARGO CO NEW 4.1%

Value ($000) $12,823 Shares 9,898 Est. Cost $1311.05 Unrealized —

— ANTHEM INC 3.8%

Value ($000) $12,004 Shares 3,025,000 Est. Cost $3.27 Unrealized —

— BANK AMER CORP 3.5%

Value ($000) $10,915 Shares 8,360 Est. Cost $1282.23 Unrealized —

BND VANGUARD BD INDEX FD 3.5%

Value ($000) $10,892 Shares 134,165 Est. Cost $79.21 Unrealized —

— RED HAT INC 3.2%

Value ($000) $10,051 Shares 4,050,000 Est. Cost $1.29 Unrealized —

— NOVELLUS SYS INC 2.1%

Value ($000) $6,514 Shares 1,180,000 Est. Cost $2.79 Unrealized —

— BLACKROCK FLOAT RATE 1.8%

Value ($000) $5,483 Shares 438,641 Est. Cost $12.09 Unrealized —

— DANAHER CORPORATION 1.7%

Value ($000) $5,172 Shares 1,025,000 Est. Cost $1.84 Unrealized —

— PRICELINE GRP INC 1.6%

Value ($000) $5,069 Shares 3,750,000 Est. Cost $1.45 Unrealized —

— DOMINION ENERGY INC 1.4%

Value ($000) $4,501 Shares 90,000 Est. Cost $50.32 Unrealized —

— PRICELINE GRP INC 1.4%

Value ($000) $4,415 Shares 4,000,000 Est. Cost $1.22 Unrealized —

— BLACKROCK DEBT STRAT 1.2%

Value ($000) $3,677 Shares 343,013 Est. Cost $10.43 Unrealized —

— BLACKROCK CORPOR HI 1.2%

Value ($000) $3,594 Shares 350,264 Est. Cost $10.04 Unrealized —

— NXP SEMICONDUCTORS N 1.1%

Value ($000) $3,584 Shares 3,500,000 Est. Cost $1.07 Unrealized —

— BECTON DICKINSON & C 1.0%

Value ($000) $3,180 Shares 51,200 Est. Cost $55.51 Unrealized —

— NEXTERA ENERGY INC 1.0%

Value ($000) $3,105 Shares 50,000 Est. Cost $54.02 Unrealized —

— AVAYA HLDGS CORP 0.9%

Value ($000) $2,831 Shares 168,184 Est. Cost $21.48 Unrealized —

XXHYBXX NEW AMER HIGH INCOME 0.7%

Value ($000) $2,060 Shares 242,405 Est. Cost $8.43 Unrealized —

— DTE ENERGY CO 0.6%

Value ($000) $1,997 Shares 36,000 Est. Cost $54.17 Unrealized —

— STANLEY BLACK & DECK 0.5%

Value ($000) $1,662 Shares 17,000 Est. Cost $123.06 Unrealized —

— AMERICAN ELEC PWR CO 0.5%

Value ($000) $1,636 Shares 31,800 Est. Cost $51.45 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.5%

Value ($000) $1,566 Shares 34,000 Est. Cost $46.06 Unrealized —

— AMERICAN RLTY CAP PP 0.5%

Value ($000) $1,496 Shares 1,500,000 Est. Cost $1.01 Unrealized —

XHNWX PIONEER DIV HIGH INC 0.5%

Value ($000) $1,408 Shares 98,887 Est. Cost $14.09 Unrealized —

— LIVE NATION ENTERTAI 0.1%

Value ($000) $461 Shares 400,000 Est. Cost $1.15 Unrealized —

— KAMAN CORP 0.1%

Value ($000) $453 Shares 412,000 Est. Cost $1.13 Unrealized —

— TRANSOCEAN INC 0.1%

Value ($000) $447 Shares 400,000 Est. Cost $1.12 Unrealized —

— VERINT SYS INC 0.1%

Value ($000) $441 Shares 400,000 Est. Cost $0.97 Unrealized —

CYH COMMUNITY HEALTH SYS 0.1%

Value ($000) $423 Shares 113,347 Est. Cost $3.43 Unrealized +19.5%

— II VI INC 0.1%

Value ($000) $418 Shares 400,000 Est. Cost $0.97 Unrealized —

— LUMENTUM HLDGS INC 0.1%

Value ($000) $365 Shares 310,000 Est. Cost $1.00 Unrealized —

— CLEAR CHANNEL OUTDOO 0.1%

Value ($000) $333 Shares 62,169 Est. Cost $5.17 Unrealized —

— ASCENT CAP GROUP INC 0.1%

Value ($000) $286 Shares 379,689 Est. Cost $2.83 Unrealized —

— MARRIOTT VACTINS WOR 0.1%

Value ($000) $285 Shares 300,000 Est. Cost $0.89 Unrealized —

— TWITTER INC 0.1%

Value ($000) $282 Shares 300,000 Est. Cost $0.92 Unrealized —

— NUVASIVE INC 0.1%

Value ($000) $278 Shares 250,000 Est. Cost $1.08 Unrealized —

— ISIS PHARMACEUTICALS 0.1%

Value ($000) $270 Shares 200,000 Est. Cost $1.06 Unrealized —

— ON SEMICONDUCTOR COR 0.1%

Value ($000) $246 Shares 200,000 Est. Cost $1.12 Unrealized —

— JAZZ INVESTMENTS I L 0.1%

Value ($000) $203 Shares 200,000 Est. Cost $1.07 Unrealized —

— DYCOM INDS INC 0.1%

Value ($000) $184 Shares 200,000 Est. Cost $0.92 Unrealized —

— FERRELLGAS PARTNERS 0.0%

Value ($000) $134 Shares 102,340 Est. Cost $2.21 Unrealized —

— WHITING PETE CORP NE 0.0%

Value ($000) $86 Shares 89,000 Est. Cost $0.96 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	1,293,980	$187,252	59.9%	$95.99	—	TOTAL STK MKT	922908769
—	WELLS FARGO CO NEW	9,898	$12,823	4.1%	$1311.05	—	PERP PFD CNV A	949746804
—	ANTHEM INC	3,025,000	$12,004	3.8%	$3.27	—	NOTE 2.750%10/1	94973VBG1
—	BANK AMER CORP	8,360	$10,915	3.5%	$1282.23	—	7.25%CNV PFD L	060505682
BND	VANGUARD BD INDEX FD	134,165	$10,892	3.5%	$79.21	—	TOTAL BND MRKT	921937835
—	RED HAT INC	4,050,000	$10,051	3.2%	$1.29	—	NOTE 0.250%10/0	756577AD4
—	NOVELLUS SYS INC	1,180,000	$6,514	2.1%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	BLACKROCK FLOAT RATE	438,641	$5,483	1.8%	$12.09	—	COM	09255X100
—	DANAHER CORPORATION	1,025,000	$5,172	1.7%	$1.84	—	DBCV 1/2	235851AF9
—	PRICELINE GRP INC	3,750,000	$5,069	1.6%	$1.45	—	NOTE 0.350% 6/1	741503AS5
—	DOMINION ENERGY INC	90,000	$4,501	1.4%	$50.32	—	UNIT 08/15/2019	25746U836
—	PRICELINE GRP INC	4,000,000	$4,415	1.4%	$1.22	—	NOTE 0.900% 9/1	741503AX4
—	BLACKROCK DEBT STRAT	343,013	$3,677	1.2%	$10.43	—	COM NEW	09255R202
—	BLACKROCK CORPOR HI	350,264	$3,594	1.2%	$10.04	—	COM	09255P107
—	NXP SEMICONDUCTORS N	3,500,000	$3,584	1.1%	$1.07	—	NOTE 1.000%12/0	62952QAB6
—	BECTON DICKINSON & C	51,200	$3,180	1.0%	$55.51	—	PFD SHS CONV A	075887208
—	NEXTERA ENERGY INC	50,000	$3,105	1.0%	$54.02	—	UNIT 09/01/2019	65339F820
—	AVAYA HLDGS CORP	168,184	$2,831	0.9%	$21.48	—	COM	05351X101
XXHYBXX	NEW AMER HIGH INCOME	242,405	$2,060	0.7%	$8.43	—	COM NEW	641876800
—	DTE ENERGY CO	36,000	$1,997	0.6%	$54.17	—	UNIT 99/99/9999	233331883
—	STANLEY BLACK & DECK	17,000	$1,662	0.5%	$123.06	—	UNIT 05/15/2020	854502887
—	AMERICAN ELEC PWR CO	31,800	$1,636	0.5%	$51.45	—	UNIT 03/15/2022	025537127
SRLN	SSGA ACTIVE ETF TR	34,000	$1,566	0.5%	$46.06	—	BLKSTN GSOSRLN	78467V608
—	AMERICAN RLTY CAP PP	1,500,000	$1,496	0.5%	$1.01	—	NOTE 3.750%12/1	02917TAB0
XHNWX	PIONEER DIV HIGH INC	98,887	$1,408	0.5%	$14.09	—	COM	723653101
—	LIVE NATION ENTERTAI	400,000	$461	0.1%	$1.15	—	NOTE 2.500% 3/1	538034AQ2
—	KAMAN CORP	412,000	$453	0.1%	$1.13	—	NOTE 3.250% 5/0	483548AF0
—	TRANSOCEAN INC	400,000	$447	0.1%	$1.12	—	DEB 0.500% 1/3	893830BJ7
—	VERINT SYS INC	400,000	$441	0.1%	$0.97	—	NOTE 1.500% 6/0	92343XAA8
CYH	COMMUNITY HEALTH SYS	113,347	$423	0.1%	$3.43	+19.5%	COM	203668108
—	II VI INC	400,000	$418	0.1%	$0.97	—	NOTE 0.250% 9/0	902104AB4
—	LUMENTUM HLDGS INC	310,000	$365	0.1%	$1.00	—	NOTE 0.250% 3/1	55024UAB5
—	CLEAR CHANNEL OUTDOO	62,169	$333	0.1%	$5.17	—	CL A	18451C109
—	ASCENT CAP GROUP INC	379,689	$286	0.1%	$2.83	—	COM SER A	043632108
—	MARRIOTT VACTINS WOR	300,000	$285	0.1%	$0.89	—	NOTE 1.500% 9/1	57164YAB3
—	TWITTER INC	300,000	$282	0.1%	$0.92	—	NOTE 1.000% 9/1	90184LAD4
—	NUVASIVE INC	250,000	$278	0.1%	$1.08	—	NOTE 2.250% 3/1	670704AG0
—	ISIS PHARMACEUTICALS	200,000	$270	0.1%	$1.06	—	NOTE 1.000%11/1	464337AJ3
—	ON SEMICONDUCTOR COR	200,000	$246	0.1%	$1.12	—	NOTE 1.625%10/1	682189AP0
—	JAZZ INVESTMENTS I L	200,000	$203	0.1%	$1.07	—	NOTE 1.875% 8/1	472145AB7
—	DYCOM INDS INC	200,000	$184	0.1%	$0.92	—	NOTE 0.750% 9/1	267475AB7
—	FERRELLGAS PARTNERS	102,340	$134	0.0%	$2.21	—	UNIT LTD PART	315293100
—	WHITING PETE CORP NE	89,000	$86	0.0%	$0.96	—	NOTE 1.250% 4/0	966387AL6