AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 2, 2021

Total Value ($000): $330,976 (88.6% shares, 11.4% debt)

Holdings (42)

VTI VANGUARD INDEX FDS 65.0%

Value ($000) $215,072 Shares 968,531 Est. Cost $98.45 Unrealized —

CHRD OASIS PETROLEUM INC 4.8%

Value ($000) $15,828 Shares 159,203 Est. Cost $10.09 Unrealized +499.7%

BND VANGUARD BD INDEX FD 3.0%

Value ($000) $9,865 Shares 115,452 Est. Cost $79.21 Unrealized —

— SOUTHWEST AIRLS CO 2.8%

Value ($000) $9,172 Shares 6,125,000 Est. Cost $1.22 Unrealized —

— BONANZA CREEK ENERGY 2.5%

Value ($000) $8,310 Shares 173,487 Est. Cost $47.07 Unrealized —

— NEXTERA ENERGY INC 1.8%

Value ($000) $5,949 Shares 101,500 Est. Cost $51.06 Unrealized —

— PIONEER NAT RES CO 1.8%

Value ($000) $5,812 Shares 3,590,000 Est. Cost $1.60 Unrealized —

— NEXTERA ENERGY INC 1.6%

Value ($000) $5,334 Shares 104,666 Est. Cost $45.07 Unrealized —

— SOUTHERN CO 1.4%

Value ($000) $4,795 Shares 94,000 Est. Cost $53.60 Unrealized —

— DOMINION ENERGY INC 1.3%

Value ($000) $4,264 Shares 43,900 Est. Cost $103.28 Unrealized —

— FORTIVE CORP 1.2%

Value ($000) $4,080 Shares 4,050,000 Est. Cost $0.93 Unrealized —

— DTE ENERGY CO 1.1%

Value ($000) $3,543 Shares 70,500 Est. Cost $51.07 Unrealized —

— BOOKING HOLDINGS INC 1.0%

Value ($000) $3,389 Shares 2,300,000 Est. Cost $1.42 Unrealized —

— WESTERN DIGITAL CORP 0.9%

Value ($000) $3,004 Shares 2,965,000 Est. Cost $0.94 Unrealized —

— STANLEY BLACK & DECK 0.8%

Value ($000) $2,631 Shares 25,000 Est. Cost $108.96 Unrealized —

— AMERICAN ELEC PWR CO 0.8%

Value ($000) $2,538 Shares 53,250 Est. Cost $53.14 Unrealized —

— NISOURCE INC 0.7%

Value ($000) $2,462 Shares 23,800 Est. Cost $102.82 Unrealized —

— ILLUMINA INC 0.6%

Value ($000) $2,129 Shares 1,825,000 Est. Cost $1.05 Unrealized —

— ANTHEM INC 0.6%

Value ($000) $2,113 Shares 400,000 Est. Cost $3.27 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.6%

Value ($000) $2,043 Shares 44,402 Est. Cost $45.66 Unrealized —

— AVAYA HLDGS CORP 0.6%

Value ($000) $1,880 Shares 1,786,000 Est. Cost $1.05 Unrealized —

— AMERICAN ELEC PWR CO 0.6%

Value ($000) $1,849 Shares 37,180 Est. Cost $49.11 Unrealized —

BKLN INVESCO EXCH TRADED 0.5%

Value ($000) $1,789 Shares 80,900 Est. Cost $22.09 Unrealized —

— EURONET WORLDWIDE IN 0.5%

Value ($000) $1,619 Shares 1,460,000 Est. Cost $0.92 Unrealized —

— ARES CAPITAL CORP 0.5%

Value ($000) $1,609 Shares 1,500,000 Est. Cost $0.90 Unrealized —

— INVESCO SR INCOME TR 0.4%

Value ($000) $1,345 Shares 302,238 Est. Cost $4.06 Unrealized —

— PROSPECT CAP CORP 0.3%

Value ($000) $1,085 Shares 1,000,000 Est. Cost $0.85 Unrealized —

— HIGHLAND INCOME FD 0.2%

Value ($000) $803 Shares 74,565 Est. Cost $10.90 Unrealized —

— CSI COMPRESSCO LP 0.2%

Value ($000) $741 Shares 412,587 Est. Cost $1.28 Unrealized —

— STARWOOD WAYPOINT HO 0.2%

Value ($000) $708 Shares 420,000 Est. Cost $1.69 Unrealized —

— ARES CAPITAL CORP 0.2%

Value ($000) $666 Shares 600,000 Est. Cost $0.86 Unrealized —

— CORNERSTONE BLDG BRA 0.2%

Value ($000) $629 Shares 43,079 Est. Cost $7.01 Unrealized —

— BLACKROCK FLOATING R 0.2%

Value ($000) $613 Shares 45,900 Est. Cost $12.03 Unrealized —

— AVAYA HLDGS CORP 0.2%

Value ($000) $525 Shares 26,527 Est. Cost $22.94 Unrealized —

VCSH VANGUARD SCOTTSDALE 0.2%

Value ($000) $509 Shares 6,177 Est. Cost $82.73 Unrealized —

CCO CLEAR CHANNEL OUTDOO 0.1%

Value ($000) $479 Shares 176,595 Est. Cost $2.41 Unrealized +3.8%

— TPG SPECIALTY LENDIN 0.1%

Value ($000) $423 Shares 366,000 Est. Cost $0.93 Unrealized —

— SUMMIT MIDSTREAM PAR 0.1%

Value ($000) $334 Shares 9,388 Est. Cost $12.51 Unrealized —

SPSB SPDR SER TR 0.1%

Value ($000) $294 Shares 9,398 Est. Cost $31.28 Unrealized —

BSV VANGUARD BD INDEX FD 0.1%

Value ($000) $269 Shares 3,283 Est. Cost $82.24 Unrealized —

IHRT IHEARTMEDIA INC 0.1%

Value ($000) $258 Shares 10,296 Est. Cost $12.57 Unrealized +96.1%

HYG ISHARES TR 0.1%

Value ($000) $216 Shares 2,465 Est. Cost $88.03 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	968,531	$215,072	65.0%	$98.45	—	TOTAL STK MKT	922908769
CHRD	OASIS PETROLEUM INC	159,203	$15,828	4.8%	$10.09	+499.7%	COM NEW	674215207
BND	VANGUARD BD INDEX FD	115,452	$9,865	3.0%	$79.21	—	TOTAL BND MRKT	921937835
—	SOUTHWEST AIRLS CO	6,125,000	$9,172	2.8%	$1.22	—	NOTE 1.250% 5/0	844741BG2
—	BONANZA CREEK ENERGY	173,487	$8,310	2.5%	$47.07	—	COM NEW	097793400
—	NEXTERA ENERGY INC	101,500	$5,949	1.8%	$51.06	—	UNIT 09/01/2022S	65339F796
—	PIONEER NAT RES CO	3,590,000	$5,812	1.8%	$1.60	—	NOTE 0.250% 5/1	723787AP2
—	NEXTERA ENERGY INC	104,666	$5,334	1.6%	$45.07	—	UNIT 99/99/9999	65339F770
—	SOUTHERN CO	94,000	$4,795	1.4%	$53.60	—	UNIT 08/01/2022	842587602
—	DOMINION ENERGY INC	43,900	$4,264	1.3%	$103.28	—	UNIT 99/99/9999	25746U133
—	FORTIVE CORP	4,050,000	$4,080	1.2%	$0.93	—	NOTE 0.875% 2/1	34959JAK4
—	DTE ENERGY CO	70,500	$3,543	1.1%	$51.07	—	UNIT 11/01/2022S	233331842
—	BOOKING HOLDINGS INC	2,300,000	$3,389	1.0%	$1.42	—	NOTE 0.750% 5/0	09857LAN8
—	WESTERN DIGITAL CORP	2,965,000	$3,004	0.9%	$0.94	—	NOTE 1.500% 2/0	958102AP0
—	STANLEY BLACK & DECK	25,000	$2,631	0.8%	$108.96	—	UNIT 11/15/2022	854502846
—	AMERICAN ELEC PWR CO	53,250	$2,538	0.8%	$53.14	—	UNIT 08/01/2021	025537127
—	NISOURCE INC	23,800	$2,462	0.7%	$102.82	—	UNIT 12/01/2023	65473P121
—	ILLUMINA INC	1,825,000	$2,129	0.6%	$1.05	—	NOTE 8/1	452327AK5
—	ANTHEM INC	400,000	$2,113	0.6%	$3.27	—	NOTE 2.750%10/1	94973VBG1
SRLN	SSGA ACTIVE ETF TR	44,402	$2,043	0.6%	$45.66	—	BLACKSTONE SENR	78467V608
—	AVAYA HLDGS CORP	1,786,000	$1,880	0.6%	$1.05	—	NOTE 2.250% 6/1	05351XAB7
—	AMERICAN ELEC PWR CO	37,180	$1,849	0.6%	$49.11	—	UNIT 08/15/2025	02557T307
BKLN	INVESCO EXCH TRADED	80,900	$1,789	0.5%	$22.09	—	SR LN ETF	46138G508
—	EURONET WORLDWIDE IN	1,460,000	$1,619	0.5%	$0.92	—	NOTE 0.750% 3/1	298736AL3
—	ARES CAPITAL CORP	1,500,000	$1,609	0.5%	$0.90	—	NOTE 3.750% 2/0	04010LAT0
—	INVESCO SR INCOME TR	302,238	$1,345	0.4%	$4.06	—	COM	46131H107
—	PROSPECT CAP CORP	1,000,000	$1,085	0.3%	$0.85	—	NOTE 6.375% 3/0	74348TAT9
—	HIGHLAND INCOME FD	74,565	$803	0.2%	$10.90	—	HIGHLAND INCOME	43010E404
—	CSI COMPRESSCO LP	412,587	$741	0.2%	$1.28	—	COM UNIT	12637A103
—	STARWOOD WAYPOINT HO	420,000	$708	0.2%	$1.69	—	NOTE 3.500% 1/1	19625XAB8
—	ARES CAPITAL CORP	600,000	$666	0.2%	$0.86	—	NOTE 4.625% 3/0	04010LAW3
—	CORNERSTONE BLDG BRA	43,079	$629	0.2%	$7.01	—	COM	21925D109
—	BLACKROCK FLOATING R	45,900	$613	0.2%	$12.03	—	COM	09255X100
—	AVAYA HLDGS CORP	26,527	$525	0.2%	$22.94	—	COM	05351X101
VCSH	VANGUARD SCOTTSDALE	6,177	$509	0.2%	$82.73	—	SHRT TRM CORP BD	92206C409
CCO	CLEAR CHANNEL OUTDOO	176,595	$479	0.1%	$2.41	+3.8%	COM	18453H106
—	TPG SPECIALTY LENDIN	366,000	$423	0.1%	$0.93	—	NOTE 4.500% 8/0	87265KAD4
—	SUMMIT MIDSTREAM PAR	9,388	$334	0.1%	$12.51	—	COM UNIT LTD	866142409
SPSB	SPDR SER TR	9,398	$294	0.1%	$31.28	—	PORTFOLIO SHORT	78464A474
BSV	VANGUARD BD INDEX FD	3,283	$269	0.1%	$82.24	—	SHORT TRM BOND	921937827
IHRT	IHEARTMEDIA INC	10,296	$258	0.1%	$12.57	+96.1%	COM CL A	45174J509
HYG	ISHARES TR	2,465	$216	0.1%	$88.03	—	IBOXX HI YD ETF	464288513