AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 15, 2020

Total Value ($000): $269,285 (85.9% shares, 14.1% debt)

Holdings (41)

VTI VANGUARD INDEX FDS 58.1%

Value ($000) $156,460 Shares 999,550 Est. Cost $95.99 Unrealized —

BND VANGUARD BD INDEX FD 4.0%

Value ($000) $10,854 Shares 122,870 Est. Cost $79.21 Unrealized —

— BK OF AMERICA CORP 3.9%

Value ($000) $10,550 Shares 7,860 Est. Cost $1282.23 Unrealized —

— WELLS FARGO CO NEW 3.8%

Value ($000) $10,120 Shares 7,800 Est. Cost $1311.05 Unrealized —

— SOUTHWEST AIRLS CO 3.1%

Value ($000) $8,382 Shares 6,950,000 Est. Cost $1.21 Unrealized —

— DOMINION ENERGY INC 2.1%

Value ($000) $5,746 Shares 56,700 Est. Cost $103.75 Unrealized —

— NEXTERA ENERGY INC 2.0%

Value ($000) $5,436 Shares 112,000 Est. Cost $51.06 Unrealized —

— SOUTHERN CO 1.8%

Value ($000) $4,935 Shares 112,000 Est. Cost $53.77 Unrealized —

— FORTIVE CORP 1.6%

Value ($000) $4,442 Shares 4,500,000 Est. Cost $0.93 Unrealized —

— NEXTERA ENERGY INC 1.3%

Value ($000) $3,566 Shares 84,000 Est. Cost $44.10 Unrealized —

— WESTERN DIGITAL CORP 1.2%

Value ($000) $3,355 Shares 3,550,000 Est. Cost $0.94 Unrealized —

— PRICELINE GRP INC 1.2%

Value ($000) $3,195 Shares 3,000,000 Est. Cost $1.18 Unrealized —

— AMERICAN ELEC PWR CO 1.1%

Value ($000) $3,062 Shares 63,250 Est. Cost $53.14 Unrealized —

— NOVELLUS SYS INC 1.1%

Value ($000) $3,052 Shares 300,000 Est. Cost $2.79 Unrealized —

BKLN INVESCO EXCHANGE-TRA 1.1%

Value ($000) $2,897 Shares 135,700 Est. Cost $22.02 Unrealized —

— WELLPOINT INC 1.0%

Value ($000) $2,820 Shares 770,000 Est. Cost $3.27 Unrealized —

— DTE ENERGY CO 0.9%

Value ($000) $2,539 Shares 60,000 Est. Cost $51.27 Unrealized —

— INVESCO SR INCOME TR 0.9%

Value ($000) $2,497 Shares 721,550 Est. Cost $4.06 Unrealized —

— BLACKROCK FLOATING R 0.9%

Value ($000) $2,494 Shares 223,061 Est. Cost $12.03 Unrealized —

— ILLUMINA INC 0.9%

Value ($000) $2,411 Shares 2,200,000 Est. Cost $1.05 Unrealized —

— MICRON TECHNOLOGY IN 0.8%

Value ($000) $2,251 Shares 440,000 Est. Cost $4.22 Unrealized —

— ILLUMINA INC 0.8%

Value ($000) $2,239 Shares 1,500,000 Est. Cost $1.49 Unrealized —

— STANLEY BLACK & DECK 0.8%

Value ($000) $2,237 Shares 25,000 Est. Cost $108.96 Unrealized —

— NEUBERGER BERMAN HIG 0.7%

Value ($000) $1,852 Shares 178,984 Est. Cost $12.10 Unrealized —

— EURONET WORLDWIDE IN 0.6%

Value ($000) $1,701 Shares 1,750,000 Est. Cost $0.91 Unrealized —

— ARES CAPITAL CORP 0.6%

Value ($000) $1,578 Shares 1,600,000 Est. Cost $0.90 Unrealized —

HYG ISHARES TR 0.5%

Value ($000) $1,273 Shares 15,594 Est. Cost $81.63 Unrealized —

— BLACKROCK DEBT STRAT 0.4%

Value ($000) $1,061 Shares 113,762 Est. Cost $9.99 Unrealized —

— PROSPECT CAP CORP 0.4%

Value ($000) $985 Shares 1,000,000 Est. Cost $0.85 Unrealized —

— ARES CAPITAL CORP 0.2%

Value ($000) $587 Shares 600,000 Est. Cost $0.86 Unrealized —

IHRT IHEARTMEDIA INC 0.2%

Value ($000) $534 Shares 63,903 Est. Cost $12.57 Unrealized -38.0%

CCO CLEAR CHANNEL OUTDOO 0.2%

Value ($000) $530 Shares 509,372 Est. Cost $2.47 Unrealized -61.9%

— AMERICAN RLTY CAP PP 0.2%

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

— TPG SPECIALTY LENDIN 0.2%

Value ($000) $490 Shares 486,000 Est. Cost $0.93 Unrealized —

— CORNERSTONE BLDG BRA 0.2%

Value ($000) $479 Shares 79,042 Est. Cost $5.28 Unrealized —

— INVESCO HIGH INCOME 0.2%

Value ($000) $459 Shares 38,411 Est. Cost $10.72 Unrealized —

XXHYBXX NEW AMER HIGH INCOME 0.2%

Value ($000) $440 Shares 56,472 Est. Cost $7.36 Unrealized —

CYH COMMUNITY HEALTH SYS 0.2%

Value ($000) $408 Shares 135,385 Est. Cost $3.29 Unrealized -2.5%

— AVAYA HLDGS CORP 0.1%

Value ($000) $398 Shares 32,200 Est. Cost $20.89 Unrealized —

— SUMMIT MIDSTREAM PAR 0.1%

Value ($000) $310 Shares 313,050 Est. Cost $0.99 Unrealized —

— CSI COMPRESSCO LP 0.1%

Value ($000) $160 Shares 210,481 Est. Cost $0.76 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	999,550	$156,460	58.1%	$95.99	—	TOTAL STK MKT	922908769
BND	VANGUARD BD INDEX FD	122,870	$10,854	4.0%	$79.21	—	TOTAL BND MRKT	921937835
—	BK OF AMERICA CORP	7,860	$10,550	3.9%	$1282.23	—	7.25%CNV PFD L	060505682
—	WELLS FARGO CO NEW	7,800	$10,120	3.8%	$1311.05	—	PERP PFD CNV A	949746804
—	SOUTHWEST AIRLS CO	6,950,000	$8,382	3.1%	$1.21	—	NOTE 1.250% 5/0	844741BG2
—	DOMINION ENERGY INC	56,700	$5,746	2.1%	$103.75	—	UNIT 99/99/9999	25746U133
—	NEXTERA ENERGY INC	112,000	$5,436	2.0%	$51.06	—	UNIT 09/01/2022S	65339F796
—	SOUTHERN CO	112,000	$4,935	1.8%	$53.77	—	UNIT 08/01/2022	842587602
—	FORTIVE CORP	4,500,000	$4,442	1.6%	$0.93	—	NOTE 0.875% 2/1	34959JAK4
—	NEXTERA ENERGY INC	84,000	$3,566	1.3%	$44.10	—	UNIT 99/99/9999	65339F770
—	WESTERN DIGITAL CORP	3,550,000	$3,355	1.2%	$0.94	—	NOTE 1.500% 2/0	958102AP0
—	PRICELINE GRP INC	3,000,000	$3,195	1.2%	$1.18	—	NOTE 0.900% 9/1	741503AX4
—	AMERICAN ELEC PWR CO	63,250	$3,062	1.1%	$53.14	—	UNIT 03/15/2022	025537127
—	NOVELLUS SYS INC	300,000	$3,052	1.1%	$2.79	—	NOTE 2.625% 5/1	670008AD3
BKLN	INVESCO EXCHANGE-TRA	135,700	$2,897	1.1%	$22.02	—	SR LN ETF	46138G508
—	WELLPOINT INC	770,000	$2,820	1.0%	$3.27	—	NOTE 2.750%10/1	94973VBG1
—	DTE ENERGY CO	60,000	$2,539	0.9%	$51.27	—	UNIT 11/01/2022S	233331842
—	INVESCO SR INCOME TR	721,550	$2,497	0.9%	$4.06	—	COM	46131H107
—	BLACKROCK FLOATING R	223,061	$2,494	0.9%	$12.03	—	COM	09255X100
—	ILLUMINA INC	2,200,000	$2,411	0.9%	$1.05	—	NOTE 8/1	452327AK5
—	MICRON TECHNOLOGY IN	440,000	$2,251	0.8%	$4.22	—	NOTE 3.125% 5/0	595112AX1
—	ILLUMINA INC	1,500,000	$2,239	0.8%	$1.49	—	NOTE 0.500% 6/1	452327AH2
—	STANLEY BLACK & DECK	25,000	$2,237	0.8%	$108.96	—	UNIT 11/15/2022	854502846
—	NEUBERGER BERMAN HIG	178,984	$1,852	0.7%	$12.10	—	COM	64128C106
—	EURONET WORLDWIDE IN	1,750,000	$1,701	0.6%	$0.91	—	NOTE 0.750% 3/1	298736AL3
—	ARES CAPITAL CORP	1,600,000	$1,578	0.6%	$0.90	—	NOTE 3.750% 2/0	04010LAT0
HYG	ISHARES TR	15,594	$1,273	0.5%	$81.63	—	IBOXX HI YD ETF	464288513
—	BLACKROCK DEBT STRAT	113,762	$1,061	0.4%	$9.99	—	COM NEW	09255R202
—	PROSPECT CAP CORP	1,000,000	$985	0.4%	$0.85	—	NOTE 6.375% 3/0	74348TAT9
—	ARES CAPITAL CORP	600,000	$587	0.2%	$0.86	—	NOTE 4.625% 3/0	04010LAW3
IHRT	IHEARTMEDIA INC	63,903	$534	0.2%	$12.57	-38.0%	COM CL A	45174J509
CCO	CLEAR CHANNEL OUTDOO	509,372	$530	0.2%	$2.47	-61.9%	COM	18453H106
—	AMERICAN RLTY CAP PP	500,000	$500	0.2%	$1.01	—	NOTE 3.750%12/1	02917TAB0
—	TPG SPECIALTY LENDIN	486,000	$490	0.2%	$0.93	—	NOTE 4.500% 8/0	87265KAD4
—	CORNERSTONE BLDG BRA	79,042	$479	0.2%	$5.28	—	COM	21925D109
—	INVESCO HIGH INCOME	38,411	$459	0.2%	$10.72	—	COM	46131F101
XXHYBXX	NEW AMER HIGH INCOME	56,472	$440	0.2%	$7.36	—	COM NEW	641876800
CYH	COMMUNITY HEALTH SYS	135,385	$408	0.2%	$3.29	-2.5%	COM	203668108
—	AVAYA HLDGS CORP	32,200	$398	0.1%	$20.89	—	COM	05351X101
—	SUMMIT MIDSTREAM PAR	313,050	$310	0.1%	$0.99	—	COM UNIT LTD	866142102
—	CSI COMPRESSCO LP	210,481	$160	0.1%	$0.76	—	COM UNIT	12637A103