AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Jan 29, 2021

Total Value ($000): $329,322 (89.3% shares, 10.7% debt)

Holdings (40)

VTI VANGUARD INDEX FDS 58.3%

Value ($000) $192,156 Shares 987,240 Est. Cost $95.99 Unrealized —

CHRD OASIS PETROLEUM INC 8.0%

Value ($000) $26,416 Shares 712,798 Est. Cost $10.09 Unrealized 0.0%

— WELLS FARGO CO NEW 3.7%

Value ($000) $12,163 Shares 8,000 Est. Cost $1314.68 Unrealized —

— BK OF AMERICA CORP 3.7%

Value ($000) $12,073 Shares 7,950 Est. Cost $1288.94 Unrealized —

BND VANGUARD BD INDEX FD 3.2%

Value ($000) $10,545 Shares 119,568 Est. Cost $79.21 Unrealized —

— SOUTHWEST AIRLS CO 2.8%

Value ($000) $9,241 Shares 6,340,000 Est. Cost $1.21 Unrealized —

— NEXTERA ENERGY INC 2.0%

Value ($000) $6,630 Shares 112,000 Est. Cost $51.06 Unrealized —

— NEXTERA ENERGY INC 1.6%

Value ($000) $5,237 Shares 103,000 Est. Cost $44.57 Unrealized —

— SOUTHERN CO 1.5%

Value ($000) $4,827 Shares 93,000 Est. Cost $53.77 Unrealized —

— DOMINION ENERGY INC 1.3%

Value ($000) $4,415 Shares 44,000 Est. Cost $103.75 Unrealized —

— FORTIVE CORP 1.3%

Value ($000) $4,186 Shares 4,050,000 Est. Cost $0.93 Unrealized —

— PRICELINE GRP INC 1.1%

Value ($000) $3,485 Shares 3,000,000 Est. Cost $1.18 Unrealized —

— WESTERN DIGITAL CORP 1.0%

Value ($000) $3,147 Shares 3,150,000 Est. Cost $0.94 Unrealized —

— DTE ENERGY CO 0.9%

Value ($000) $2,888 Shares 60,000 Est. Cost $51.27 Unrealized —

— STANLEY BLACK & DECK 0.8%

Value ($000) $2,796 Shares 25,000 Est. Cost $108.96 Unrealized —

— AMERICAN ELEC PWR CO 0.8%

Value ($000) $2,768 Shares 55,250 Est. Cost $53.14 Unrealized —

— MICRON TECHNOLOGY IN 0.8%

Value ($000) $2,560 Shares 340,000 Est. Cost $4.22 Unrealized —

— ILLUMINA INC 0.8%

Value ($000) $2,502 Shares 2,200,000 Est. Cost $1.05 Unrealized —

— WELLPOINT INC 0.7%

Value ($000) $2,242 Shares 500,000 Est. Cost $3.27 Unrealized —

— ILLUMINA INC 0.7%

Value ($000) $2,200 Shares 1,500,000 Est. Cost $1.49 Unrealized —

— EURONET WORLDWIDE IN 0.6%

Value ($000) $1,987 Shares 1,750,000 Est. Cost $0.91 Unrealized —

— INVESCO SR INCOME TR 0.6%

Value ($000) $1,868 Shares 469,248 Est. Cost $4.06 Unrealized —

— BLACKROCK FLOATING R 0.6%

Value ($000) $1,819 Shares 150,230 Est. Cost $12.03 Unrealized —

— AMERICAN ELEC PWR CO 0.5%

Value ($000) $1,751 Shares 34,580 Est. Cost $49.02 Unrealized —

— ARES CAPITAL CORP 0.5%

Value ($000) $1,644 Shares 1,600,000 Est. Cost $0.90 Unrealized —

— PROSPECT CAP CORP 0.3%

Value ($000) $1,032 Shares 1,000,000 Est. Cost $0.85 Unrealized —

— BLACKROCK DEBT STRAT 0.3%

Value ($000) $851 Shares 81,476 Est. Cost $9.99 Unrealized —

BKLN INVESCO EXCH TRADED 0.2%

Value ($000) $693 Shares 31,100 Est. Cost $22.02 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.2%

Value ($000) $685 Shares 15,000 Est. Cost $44.73 Unrealized —

— ARES CAPITAL CORP 0.2%

Value ($000) $635 Shares 600,000 Est. Cost $0.86 Unrealized —

CCO CLEAR CHANNEL OUTDOO 0.2%

Value ($000) $545 Shares 330,597 Est. Cost $2.41 Unrealized -47.9%

— TPG SPECIALTY LENDIN 0.2%

Value ($000) $526 Shares 486,000 Est. Cost $0.93 Unrealized —

— NEUBERGER BERMAN HIG 0.2%

Value ($000) $516 Shares 44,119 Est. Cost $12.10 Unrealized —

— AVAYA HLDGS CORP 0.1%

Value ($000) $404 Shares 21,073 Est. Cost $20.89 Unrealized —

XXHYBXX NEW AMER HIGH INCOME 0.1%

Value ($000) $390 Shares 44,908 Est. Cost $7.37 Unrealized —

— CORNERSTONE BLDG BRA 0.1%

Value ($000) $387 Shares 41,705 Est. Cost $5.28 Unrealized —

IHRT IHEARTMEDIA INC 0.1%

Value ($000) $338 Shares 26,056 Est. Cost $12.57 Unrealized -18.1%

— SUMMIT MIDSTREAM PAR 0.1%

Value ($000) $286 Shares 22,859 Est. Cost $12.51 Unrealized —

— INVESCO HIGH INCOME 0.1%

Value ($000) $264 Shares 19,422 Est. Cost $10.72 Unrealized —

— CSI COMPRESSCO LP 0.1%

Value ($000) $224 Shares 210,990 Est. Cost $0.76 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	987,240	$192,156	58.3%	$95.99	—	TOTAL STK MKT	922908769
CHRD	OASIS PETROLEUM INC	712,798	$26,416	8.0%	$10.09	0.0%	COM NEW	674215207
—	WELLS FARGO CO NEW	8,000	$12,163	3.7%	$1314.68	—	PERP PFD CNV A	949746804
—	BK OF AMERICA CORP	7,950	$12,073	3.7%	$1288.94	—	7.25%CNV PFD L	060505682
BND	VANGUARD BD INDEX FD	119,568	$10,545	3.2%	$79.21	—	TOTAL BND MRKT	921937835
—	SOUTHWEST AIRLS CO	6,340,000	$9,241	2.8%	$1.21	—	NOTE 1.250% 5/0	844741BG2
—	NEXTERA ENERGY INC	112,000	$6,630	2.0%	$51.06	—	UNIT 09/01/2022S	65339F796
—	NEXTERA ENERGY INC	103,000	$5,237	1.6%	$44.57	—	UNIT 99/99/9999	65339F770
—	SOUTHERN CO	93,000	$4,827	1.5%	$53.77	—	UNIT 08/01/2022	842587602
—	DOMINION ENERGY INC	44,000	$4,415	1.3%	$103.75	—	UNIT 99/99/9999	25746U133
—	FORTIVE CORP	4,050,000	$4,186	1.3%	$0.93	—	NOTE 0.875% 2/1	34959JAK4
—	PRICELINE GRP INC	3,000,000	$3,485	1.1%	$1.18	—	NOTE 0.900% 9/1	741503AX4
—	WESTERN DIGITAL CORP	3,150,000	$3,147	1.0%	$0.94	—	NOTE 1.500% 2/0	958102AP0
—	DTE ENERGY CO	60,000	$2,888	0.9%	$51.27	—	UNIT 11/01/2022S	233331842
—	STANLEY BLACK & DECK	25,000	$2,796	0.8%	$108.96	—	UNIT 11/15/2022	854502846
—	AMERICAN ELEC PWR CO	55,250	$2,768	0.8%	$53.14	—	UNIT 08/01/2021	025537127
—	MICRON TECHNOLOGY IN	340,000	$2,560	0.8%	$4.22	—	NOTE 3.125% 5/0	595112AX1
—	ILLUMINA INC	2,200,000	$2,502	0.8%	$1.05	—	NOTE 8/1	452327AK5
—	WELLPOINT INC	500,000	$2,242	0.7%	$3.27	—	NOTE 2.750%10/1	94973VBG1
—	ILLUMINA INC	1,500,000	$2,200	0.7%	$1.49	—	NOTE 0.500% 6/1	452327AH2
—	EURONET WORLDWIDE IN	1,750,000	$1,987	0.6%	$0.91	—	NOTE 0.750% 3/1	298736AL3
—	INVESCO SR INCOME TR	469,248	$1,868	0.6%	$4.06	—	COM	46131H107
—	BLACKROCK FLOATING R	150,230	$1,819	0.6%	$12.03	—	COM	09255X100
—	AMERICAN ELEC PWR CO	34,580	$1,751	0.5%	$49.02	—	UNIT 08/15/2025	02557T307
—	ARES CAPITAL CORP	1,600,000	$1,644	0.5%	$0.90	—	NOTE 3.750% 2/0	04010LAT0
—	PROSPECT CAP CORP	1,000,000	$1,032	0.3%	$0.85	—	NOTE 6.375% 3/0	74348TAT9
—	BLACKROCK DEBT STRAT	81,476	$851	0.3%	$9.99	—	COM NEW	09255R202
BKLN	INVESCO EXCH TRADED	31,100	$693	0.2%	$22.02	—	SR LN ETF	46138G508
SRLN	SSGA ACTIVE ETF TR	15,000	$685	0.2%	$44.73	—	BLKSTN GSOSRLN	78467V608
—	ARES CAPITAL CORP	600,000	$635	0.2%	$0.86	—	NOTE 4.625% 3/0	04010LAW3
CCO	CLEAR CHANNEL OUTDOO	330,597	$545	0.2%	$2.41	-47.9%	COM	18453H106
—	TPG SPECIALTY LENDIN	486,000	$526	0.2%	$0.93	—	NOTE 4.500% 8/0	87265KAD4
—	NEUBERGER BERMAN HIG	44,119	$516	0.2%	$12.10	—	COM	64128C106
—	AVAYA HLDGS CORP	21,073	$404	0.1%	$20.89	—	COM	05351X101
XXHYBXX	NEW AMER HIGH INCOME	44,908	$390	0.1%	$7.37	—	COM NEW	641876800
—	CORNERSTONE BLDG BRA	41,705	$387	0.1%	$5.28	—	COM	21925D109
IHRT	IHEARTMEDIA INC	26,056	$338	0.1%	$12.57	-18.1%	COM CL A	45174J509
—	SUMMIT MIDSTREAM PAR	22,859	$286	0.1%	$12.51	—	COM UNIT LTD	866142409
—	INVESCO HIGH INCOME	19,422	$264	0.1%	$10.72	—	COM	46131F101
—	CSI COMPRESSCO LP	210,990	$224	0.1%	$0.76	—	COM UNIT	12637A103