AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: Apr 23, 2021

Total Value ($000): $312,000 (88.3% shares, 11.7% debt)

Holdings (36)

VTI VANGUARD INDEX FDS 63.2%

Value ($000) $197,201 Shares 954,090 Est. Cost $95.99 Unrealized —

CHRD OASIS PETROLEUM INC 9.7%

Value ($000) $30,404 Shares 511,936 Est. Cost $10.09 Unrealized +215.2%

— SOUTHWEST AIRLS CO 3.4%

Value ($000) $10,503 Shares 6,100,000 Est. Cost $1.21 Unrealized —

BND VANGUARD BD INDEX FD 3.2%

Value ($000) $10,003 Shares 118,068 Est. Cost $79.21 Unrealized —

— NEXTERA ENERGY INC 2.1%

Value ($000) $6,430 Shares 112,000 Est. Cost $51.06 Unrealized —

— NEXTERA ENERGY INC 1.5%

Value ($000) $4,780 Shares 96,500 Est. Cost $44.57 Unrealized —

— SOUTHERN CO 1.5%

Value ($000) $4,635 Shares 91,000 Est. Cost $53.77 Unrealized —

— DOMINION ENERGY INC 1.4%

Value ($000) $4,250 Shares 43,000 Est. Cost $103.75 Unrealized —

— FORTIVE CORP 1.3%

Value ($000) $4,126 Shares 4,050,000 Est. Cost $0.93 Unrealized —

— WESTERN DIGITAL CORP 1.0%

Value ($000) $3,233 Shares 3,150,000 Est. Cost $0.94 Unrealized —

— PRICELINE GRP INC 1.0%

Value ($000) $3,171 Shares 2,700,000 Est. Cost $1.18 Unrealized —

— MICRON TECHNOLOGY IN 1.0%

Value ($000) $3,002 Shares 340,000 Est. Cost $4.22 Unrealized —

— DTE ENERGY CO 1.0%

Value ($000) $2,981 Shares 60,000 Est. Cost $51.27 Unrealized —

— STANLEY BLACK & DECK 0.9%

Value ($000) $2,950 Shares 25,000 Est. Cost $108.96 Unrealized —

— AMERICAN ELEC PWR CO 0.9%

Value ($000) $2,666 Shares 55,250 Est. Cost $53.14 Unrealized —

— ILLUMINA INC 0.8%

Value ($000) $2,632 Shares 2,200,000 Est. Cost $1.05 Unrealized —

— ILLUMINA INC 0.7%

Value ($000) $2,112 Shares 1,400,000 Est. Cost $1.49 Unrealized —

— WELLPOINT INC 0.6%

Value ($000) $2,007 Shares 400,000 Est. Cost $3.27 Unrealized —

— EURONET WORLDWIDE IN 0.6%

Value ($000) $1,717 Shares 1,500,000 Est. Cost $0.91 Unrealized —

— AMERICAN ELEC PWR CO 0.5%

Value ($000) $1,690 Shares 34,580 Est. Cost $49.02 Unrealized —

— ARES CAPITAL CORP 0.5%

Value ($000) $1,650 Shares 1,600,000 Est. Cost $0.90 Unrealized —

— INVESCO SR INCOME TR 0.5%

Value ($000) $1,460 Shares 347,578 Est. Cost $4.06 Unrealized —

— BLACKROCK FLOATING R 0.4%

Value ($000) $1,160 Shares 89,209 Est. Cost $12.03 Unrealized —

— PROSPECT CAP CORP 0.3%

Value ($000) $1,081 Shares 1,000,000 Est. Cost $0.85 Unrealized —

BKLN INVESCO EXCH TRADED 0.3%

Value ($000) $839 Shares 37,900 Est. Cost $22.04 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.3%

Value ($000) $832 Shares 18,200 Est. Cost $44.91 Unrealized —

— ARES CAPITAL CORP 0.2%

Value ($000) $655 Shares 600,000 Est. Cost $0.86 Unrealized —

— CORNERSTONE BLDG BRA 0.2%

Value ($000) $614 Shares 43,739 Est. Cost $5.68 Unrealized —

CCO CLEAR CHANNEL OUTDOO 0.2%

Value ($000) $603 Shares 335,073 Est. Cost $2.41 Unrealized -21.3%

— TPG SPECIALTY LENDIN 0.2%

Value ($000) $528 Shares 486,000 Est. Cost $0.93 Unrealized —

— BLACKROCK DEBT STRAT 0.1%

Value ($000) $420 Shares 38,160 Est. Cost $9.99 Unrealized —

— CSI COMPRESSCO LP 0.1%

Value ($000) $407 Shares 223,735 Est. Cost $0.82 Unrealized —

— OYSTER ENTERPRISES A 0.1%

Value ($000) $379 Shares 38,333 Est. Cost $9.89 Unrealized —

— SUMMIT MIDSTREAM PAR 0.1%

Value ($000) $367 Shares 15,576 Est. Cost $12.51 Unrealized —

IHRT IHEARTMEDIA INC 0.1%

Value ($000) $321 Shares 17,706 Est. Cost $12.57 Unrealized +20.1%

— INVESCO HIGH INCOME 0.1%

Value ($000) $191 Shares 13,722 Est. Cost $10.72 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	954,090	$197,201	63.2%	$95.99	—	TOTAL STK MKT	922908769
CHRD	OASIS PETROLEUM INC	511,936	$30,404	9.7%	$10.09	+215.2%	COM NEW	674215207
—	SOUTHWEST AIRLS CO	6,100,000	$10,503	3.4%	$1.21	—	NOTE 1.250% 5/0	844741BG2
BND	VANGUARD BD INDEX FD	118,068	$10,003	3.2%	$79.21	—	TOTAL BND MRKT	921937835
—	NEXTERA ENERGY INC	112,000	$6,430	2.1%	$51.06	—	UNIT 09/01/2022S	65339F796
—	NEXTERA ENERGY INC	96,500	$4,780	1.5%	$44.57	—	UNIT 99/99/9999	65339F770
—	SOUTHERN CO	91,000	$4,635	1.5%	$53.77	—	UNIT 08/01/2022	842587602
—	DOMINION ENERGY INC	43,000	$4,250	1.4%	$103.75	—	UNIT 99/99/9999	25746U133
—	FORTIVE CORP	4,050,000	$4,126	1.3%	$0.93	—	NOTE 0.875% 2/1	34959JAK4
—	WESTERN DIGITAL CORP	3,150,000	$3,233	1.0%	$0.94	—	NOTE 1.500% 2/0	958102AP0
—	PRICELINE GRP INC	2,700,000	$3,171	1.0%	$1.18	—	NOTE 0.900% 9/1	741503AX4
—	MICRON TECHNOLOGY IN	340,000	$3,002	1.0%	$4.22	—	NOTE 3.125% 5/0	595112AX1
—	DTE ENERGY CO	60,000	$2,981	1.0%	$51.27	—	UNIT 11/01/2022S	233331842
—	STANLEY BLACK & DECK	25,000	$2,950	0.9%	$108.96	—	UNIT 11/15/2022	854502846
—	AMERICAN ELEC PWR CO	55,250	$2,666	0.9%	$53.14	—	UNIT 08/01/2021	025537127
—	ILLUMINA INC	2,200,000	$2,632	0.8%	$1.05	—	NOTE 8/1	452327AK5
—	ILLUMINA INC	1,400,000	$2,112	0.7%	$1.49	—	NOTE 0.500% 6/1	452327AH2
—	WELLPOINT INC	400,000	$2,007	0.6%	$3.27	—	NOTE 2.750%10/1	94973VBG1
—	EURONET WORLDWIDE IN	1,500,000	$1,717	0.6%	$0.91	—	NOTE 0.750% 3/1	298736AL3
—	AMERICAN ELEC PWR CO	34,580	$1,690	0.5%	$49.02	—	UNIT 08/15/2025	02557T307
—	ARES CAPITAL CORP	1,600,000	$1,650	0.5%	$0.90	—	NOTE 3.750% 2/0	04010LAT0
—	INVESCO SR INCOME TR	347,578	$1,460	0.5%	$4.06	—	COM	46131H107
—	BLACKROCK FLOATING R	89,209	$1,160	0.4%	$12.03	—	COM	09255X100
—	PROSPECT CAP CORP	1,000,000	$1,081	0.3%	$0.85	—	NOTE 6.375% 3/0	74348TAT9
BKLN	INVESCO EXCH TRADED	37,900	$839	0.3%	$22.04	—	SR LN ETF	46138G508
SRLN	SSGA ACTIVE ETF TR	18,200	$832	0.3%	$44.91	—	BLACKSTONE SENR	78467V608
—	ARES CAPITAL CORP	600,000	$655	0.2%	$0.86	—	NOTE 4.625% 3/0	04010LAW3
—	CORNERSTONE BLDG BRA	43,739	$614	0.2%	$5.68	—	COM	21925D109
CCO	CLEAR CHANNEL OUTDOO	335,073	$603	0.2%	$2.41	-21.3%	COM	18453H106
—	TPG SPECIALTY LENDIN	486,000	$528	0.2%	$0.93	—	NOTE 4.500% 8/0	87265KAD4
—	BLACKROCK DEBT STRAT	38,160	$420	0.1%	$9.99	—	COM NEW	09255R202
—	CSI COMPRESSCO LP	223,735	$407	0.1%	$0.82	—	COM UNIT	12637A103
—	OYSTER ENTERPRISES A	38,333	$379	0.1%	$9.89	—	UNIT 01/20/2026	69242M203
—	SUMMIT MIDSTREAM PAR	15,576	$367	0.1%	$12.51	—	COM UNIT LTD	866142409
IHRT	IHEARTMEDIA INC	17,706	$321	0.1%	$12.57	+20.1%	COM CL A	45174J509
—	INVESCO HIGH INCOME	13,722	$191	0.1%	$10.72	—	COM	46131F101