AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 1, 2023

Total Value ($000): $174,338 (88.2% shares, 11.8% debt)

Holdings (41)

VTI VANGUARD INDEX FDS 49.0%

Value ($000) $85,418 Shares 387,771 Est. Cost $99.66 Unrealized —

— NEXTERA ENERGY INC 7.3%

Value ($000) $12,684 Shares 259,275 Est. Cost $48.31 Unrealized —

— BANK AMERICA CORP 5.4%

Value ($000) $9,385 Shares 7,950 Est. Cost $1445.41 Unrealized —

— WELLS FARGO CO NEW 5.3%

Value ($000) $9,218 Shares 8,000 Est. Cost $1493.00 Unrealized —

BND VANGUARD BD INDEX FDS 4.6%

Value ($000) $7,934 Shares 109,142 Est. Cost $79.21 Unrealized —

— NISOURCE INC 3.8%

Value ($000) $6,639 Shares 65,500 Est. Cost $104.20 Unrealized —

— AMERICAN ELEC PWR CO INC 3.4%

Value ($000) $5,989 Shares 120,911 Est. Cost $50.86 Unrealized —

— SOUTHWEST AIRLS CO 2.9%

Value ($000) $5,016 Shares 4,375,000 Est. Cost $1.22 Unrealized —

— KKR & CO INC 2.2%

Value ($000) $3,875 Shares 58,200 Est. Cost $81.38 Unrealized —

— WESTERN DIGITAL CORP. 2.0%

Value ($000) $3,437 Shares 3,545,000 Est. Cost $0.95 Unrealized —

— BOOKING HOLDINGS INC 1.9%

Value ($000) $3,320 Shares 2,215,000 Est. Cost $1.42 Unrealized —

— ILLUMINA INC 1.4%

Value ($000) $2,403 Shares 2,420,000 Est. Cost $1.04 Unrealized —

— EXPEDIA GROUP INC 1.3%

Value ($000) $2,272 Shares 2,600,000 Est. Cost $1.17 Unrealized —

— CSI COMPRESSCO LP 1.1%

Value ($000) $1,948 Shares 1,596,478 Est. Cost $1.36 Unrealized —

— EURONET WORLDWIDE INC 0.8%

Value ($000) $1,417 Shares 1,460,000 Est. Cost $0.92 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.7%

Value ($000) $1,232 Shares 29,417 Est. Cost $41.89 Unrealized —

— ARES CAPITAL CORP 0.6%

Value ($000) $1,067 Shares 1,070,000 Est. Cost $0.98 Unrealized —

CBL CBL & ASSOC PPTYS INC 0.6%

Value ($000) $1,055 Shares 47,878 Est. Cost $30.55 Unrealized —

— PROSPECT CAP CORP 0.6%

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

BKLN INVESCO EXCH TRADED FD TR II 0.5%

Value ($000) $896 Shares 42,589 Est. Cost $21.04 Unrealized —

— EATON VANCE FLTING RATE INC 0.5%

Value ($000) $886 Shares 75,894 Est. Cost $12.72 Unrealized —

— BLACKROCK CORPOR HI YLD FD I 0.4%

Value ($000) $770 Shares 86,320 Est. Cost $9.79 Unrealized —

— EATON VANCE SR FLTNG RTE TR 0.4%

Value ($000) $758 Shares 64,544 Est. Cost $12.93 Unrealized —

— NEW MTN FIN CORP 0.4%

Value ($000) $645 Shares 650,000 Est. Cost $0.99 Unrealized —

— INVESCO SR INCOME TR 0.3%

Value ($000) $561 Shares 145,792 Est. Cost $4.06 Unrealized —

VCSH VANGUARD SCOTTSDALE FDS 0.3%

Value ($000) $503 Shares 6,651 Est. Cost $82.22 Unrealized —

— SUMMIT MIDSTREAM PARTNERS LP 0.2%

Value ($000) $421 Shares 25,933 Est. Cost $16.70 Unrealized —

— RIVERNORTH OPPORTUNITIES FD 0.2%

Value ($000) $350 Shares 30,565 Est. Cost $11.38 Unrealized —

— BLACKROCK DEBT STRATEGIES FD 0.2%

Value ($000) $324 Shares 33,144 Est. Cost $9.94 Unrealized —

IHRT IHEARTMEDIA INC 0.2%

Value ($000) $298 Shares 81,931 Est. Cost $9.88 Unrealized -66.4%

SPSB SPDR SER TR 0.2%

Value ($000) $298 Shares 10,120 Est. Cost $31.15 Unrealized —

— FIRST TR SR FLTG RATE INCOME 0.2%

Value ($000) $297 Shares 30,017 Est. Cost $9.81 Unrealized —

XXHYBXX NEW AMER HIGH INCOME FD INC 0.2%

Value ($000) $290 Shares 43,538 Est. Cost $8.03 Unrealized —

BSV VANGUARD BD INDEX FDS 0.2%

Value ($000) $267 Shares 3,535 Est. Cost $81.77 Unrealized —

— PGIM HIGH YIELD BOND FUND IN 0.1%

Value ($000) $260 Shares 20,953 Est. Cost $14.37 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.1%

Value ($000) $239 Shares 174,230 Est. Cost $2.21 Unrealized -43.8%

— EATON VANCE TAX MNGED BUY WR 0.1%

Value ($000) $233 Shares 16,756 Est. Cost $13.15 Unrealized —

HYG ISHARES TR 0.1%

Value ($000) $221 Shares 2,942 Est. Cost $75.07 Unrealized —

— NEUBERGER BERMAN HIGH YIELD 0.1%

Value ($000) $215 Shares 28,732 Est. Cost $9.84 Unrealized —

XHNWX PIONEER DIVERSIFIED HIGH INC 0.1%

Value ($000) $195 Shares 19,260 Est. Cost $10.08 Unrealized —

XPHDX PIONEER FLOATING RATE FUND I 0.1%

Value ($000) $117 Shares 13,528 Est. Cost $8.87 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	387,771	$85,418	49.0%	$99.66	—	TOTAL STK MKT	922908769
—	NEXTERA ENERGY INC	259,275	$12,684	7.3%	$48.31	—	UNIT 09/01/2023	65339F739
—	BANK AMERICA CORP	7,950	$9,385	5.4%	$1445.41	—	7.25%CNV PFD L	060505682
—	WELLS FARGO CO NEW	8,000	$9,218	5.3%	$1493.00	—	PERP PFD CNV A	949746804
BND	VANGUARD BD INDEX FDS	109,142	$7,934	4.6%	$79.21	—	TOTAL BND MRKT	921937835
—	NISOURCE INC	65,500	$6,639	3.8%	$104.20	—	UNIT 12/01/2023	65473P121
—	AMERICAN ELEC PWR CO INC	120,911	$5,989	3.4%	$50.86	—	UNIT 08/15/2023	02557T307
—	SOUTHWEST AIRLS CO	4,375,000	$5,016	2.9%	$1.22	—	NOTE 1.250% 5/0	844741BG2
—	KKR & CO INC	58,200	$3,875	2.2%	$81.38	—	6% MCONV PFD C	48251W401
—	WESTERN DIGITAL CORP.	3,545,000	$3,437	2.0%	$0.95	—	NOTE 1.500% 2/0	958102AP0
—	BOOKING HOLDINGS INC	2,215,000	$3,320	1.9%	$1.42	—	NOTE 0.750% 5/0	09857LAN8
—	ILLUMINA INC	2,420,000	$2,403	1.4%	$1.04	—	NOTE 8/1	452327AK5
—	EXPEDIA GROUP INC	2,600,000	$2,272	1.3%	$1.17	—	NOTE 2/1	30212PBE4
—	CSI COMPRESSCO LP	1,596,478	$1,948	1.1%	$1.36	—	COM UNIT	12637A103
—	EURONET WORLDWIDE INC	1,460,000	$1,417	0.8%	$0.92	—	NOTE 0.750% 3/1	298736AL3
SRLN	SSGA ACTIVE ETF TR	29,417	$1,232	0.7%	$41.89	—	BLACKSTONE SENR	78467V608
—	ARES CAPITAL CORP	1,070,000	$1,067	0.6%	$0.98	—	NOTE 4.625% 3/0	04010LAW3
CBL	CBL & ASSOC PPTYS INC	47,878	$1,055	0.6%	$30.55	—	COMMON STOCK	124830878
—	PROSPECT CAP CORP	1,000,000	$985	0.6%	$0.85	—	NOTE 6.375% 3/0	74348TAT9
BKLN	INVESCO EXCH TRADED FD TR II	42,589	$896	0.5%	$21.04	—	SR LN ETF	46138G508
—	EATON VANCE FLTING RATE INC	75,894	$886	0.5%	$12.72	—	COM	278279104
—	BLACKROCK CORPOR HI YLD FD I	86,320	$770	0.4%	$9.79	—	COM	09255P107
—	EATON VANCE SR FLTNG RTE TR	64,544	$758	0.4%	$12.93	—	COM	27828Q105
—	NEW MTN FIN CORP	650,000	$645	0.4%	$0.99	—	NOTE 5.750% 8/1	647551AC4
—	INVESCO SR INCOME TR	145,792	$561	0.3%	$4.06	—	COM	46131H107
VCSH	VANGUARD SCOTTSDALE FDS	6,651	$503	0.3%	$82.22	—	SHRT TRM CORP BD	92206C409
—	SUMMIT MIDSTREAM PARTNERS LP	25,933	$421	0.2%	$16.70	—	COM UNIT LTD	866142409
—	RIVERNORTH OPPORTUNITIES FD	30,565	$350	0.2%	$11.38	—	COM	76881Y109
—	BLACKROCK DEBT STRATEGIES FD	33,144	$324	0.2%	$9.94	—	COM NEW	09255R202
IHRT	IHEARTMEDIA INC	81,931	$298	0.2%	$9.88	-66.4%	COM CL A	45174J509
SPSB	SPDR SER TR	10,120	$298	0.2%	$31.15	—	PORTFOLIO SHORT	78464A474
—	FIRST TR SR FLTG RATE INCOME	30,017	$297	0.2%	$9.81	—	COM	33733U108
XXHYBXX	NEW AMER HIGH INCOME FD INC	43,538	$290	0.2%	$8.03	—	COM NEW	641876800
BSV	VANGUARD BD INDEX FDS	3,535	$267	0.2%	$81.77	—	SHORT TRM BOND	921937827
—	PGIM HIGH YIELD BOND FUND IN	20,953	$260	0.1%	$14.37	—	COM	69346H100
CCO	CLEAR CHANNEL OUTDOOR HLDGS	174,230	$239	0.1%	$2.21	-43.8%	COM	18453H106
—	EATON VANCE TAX MNGED BUY WR	16,756	$233	0.1%	$13.15	—	COM	27828X100
HYG	ISHARES TR	2,942	$221	0.1%	$75.07	—	IBOXX HI YD ETF	464288513
—	NEUBERGER BERMAN HIGH YIELD	28,732	$215	0.1%	$9.84	—	COM	64128C106
XHNWX	PIONEER DIVERSIFIED HIGH INC	19,260	$195	0.1%	$10.08	—	COM	723653101
XPHDX	PIONEER FLOATING RATE FUND I	13,528	$117	0.1%	$8.87	—	COM	72369J102