AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 13, 2023

Total Value ($000): $138,635 (88.0% shares, 12.0% debt)

Holdings (36)

VTI VANGUARD INDEX FDS 59.1%

Value ($000) $81,885 Shares 385,505 Est. Cost $99.66 Unrealized —

— WELLS FARGO CO NEW 6.5%

Value ($000) $8,956 Shares 8,000 Est. Cost $1493.00 Unrealized —

— BANK AMERICA CORP 6.4%

Value ($000) $8,836 Shares 7,950 Est. Cost $1445.41 Unrealized —

BND VANGUARD BD INDEX FDS 5.5%

Value ($000) $7,574 Shares 108,538 Est. Cost $79.21 Unrealized —

— SOUTHWEST AIRLS CO 2.9%

Value ($000) $3,970 Shares 4,000,000 Est. Cost $1.22 Unrealized —

— BOOKING HOLDINGS INC 2.7%

Value ($000) $3,699 Shares 2,215,000 Est. Cost $1.42 Unrealized —

— NEXTERA ENERGY INC 2.5%

Value ($000) $3,400 Shares 90,000 Est. Cost $37.78 Unrealized —

— WESTERN DIGITAL CORP. 2.2%

Value ($000) $3,092 Shares 3,145,000 Est. Cost $0.95 Unrealized —

— CSI COMPRESSCO LP 1.7%

Value ($000) $2,296 Shares 1,663,872 Est. Cost $1.36 Unrealized —

— EXPEDIA GROUP INC 1.6%

Value ($000) $2,259 Shares 2,600,000 Est. Cost $1.17 Unrealized —

— EURONET WORLDWIDE INC 1.1%

Value ($000) $1,525 Shares 1,660,000 Est. Cost $0.92 Unrealized —

CBL CBL & ASSOC PPTYS INC 0.9%

Value ($000) $1,235 Shares 58,867 Est. Cost $28.76 Unrealized —

— ARES CAPITAL CORP 0.8%

Value ($000) $1,085 Shares 1,070,000 Est. Cost $0.98 Unrealized —

— PROSPECT CAP CORP 0.7%

Value ($000) $992 Shares 1,000,000 Est. Cost $0.85 Unrealized —

— EATON VANCE FLTING RATE INC 0.7%

Value ($000) $934 Shares 75,894 Est. Cost $12.72 Unrealized —

— EATON VANCE SR FLTNG RTE TR 0.6%

Value ($000) $782 Shares 64,544 Est. Cost $12.93 Unrealized —

— BLACKROCK CORPOR HI YLD FD I 0.5%

Value ($000) $745 Shares 86,320 Est. Cost $9.79 Unrealized —

— INVESCO SR INCOME TR 0.4%

Value ($000) $572 Shares 145,792 Est. Cost $4.06 Unrealized —

VCSH VANGUARD SCOTTSDALE FDS 0.4%

Value ($000) $500 Shares 6,651 Est. Cost $82.22 Unrealized —

— RIVERNORTH OPPORTUNITIES FD 0.3%

Value ($000) $367 Shares 34,936 Est. Cost $11.27 Unrealized —

— SUMMIT MIDSTREAM PARTNERS LP 0.3%

Value ($000) $366 Shares 26,448 Est. Cost $16.65 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.2%

Value ($000) $328 Shares 7,832 Est. Cost $41.89 Unrealized —

XXHYBXX NEW AMER HIGH INCOME FD INC 0.2%

Value ($000) $326 Shares 50,318 Est. Cost $7.82 Unrealized —

— FIRST TR SR FLTG RATE INCOME 0.2%

Value ($000) $300 Shares 30,017 Est. Cost $9.81 Unrealized —

SPSB SPDR SER TR 0.2%

Value ($000) $297 Shares 10,120 Est. Cost $31.15 Unrealized —

— BLACKROCK DEBT STRATEGIES FD 0.2%

Value ($000) $288 Shares 28,000 Est. Cost $9.94 Unrealized —

BSV VANGUARD BD INDEX FDS 0.2%

Value ($000) $266 Shares 3,535 Est. Cost $81.77 Unrealized —

— PGIM HIGH YIELD BOND FUND IN 0.2%

Value ($000) $247 Shares 20,953 Est. Cost $14.37 Unrealized —

HYG ISHARES TR 0.2%

Value ($000) $217 Shares 2,942 Est. Cost $75.07 Unrealized —

— NEUBERGER BERMAN HIGH YIELD 0.2%

Value ($000) $216 Shares 28,732 Est. Cost $9.84 Unrealized —

— EATON VANCE TAX MNGED BUY WR 0.2%

Value ($000) $211 Shares 16,756 Est. Cost $13.15 Unrealized —

IHRT IHEARTMEDIA INC 0.1%

Value ($000) $204 Shares 64,463 Est. Cost $9.88 Unrealized -61.8%

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.1%

Value ($000) $201 Shares 127,119 Est. Cost $2.21 Unrealized -31.5%

XHNWX PIONEER DIVERSIFIED HIGH INC 0.1%

Value ($000) $197 Shares 19,260 Est. Cost $10.08 Unrealized —

— HIGHLAND OPPORTUNITIES 0.1%

Value ($000) $146 Shares 18,172 Est. Cost $8.04 Unrealized —

XPHDX PIONEER FLOATING RATE FUND I 0.1%

Value ($000) $122 Shares 13,528 Est. Cost $8.87 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	385,505	$81,885	59.1%	$99.66	—	TOTAL STK MKT	922908769
—	WELLS FARGO CO NEW	8,000	$8,956	6.5%	$1493.00	—	PERP PFD CNV A	949746804
—	BANK AMERICA CORP	7,950	$8,836	6.4%	$1445.41	—	7.25%CNV PFD L	060505682
BND	VANGUARD BD INDEX FDS	108,538	$7,574	5.5%	$79.21	—	TOTAL BND MRKT	921937835
—	SOUTHWEST AIRLS CO	4,000,000	$3,970	2.9%	$1.22	—	NOTE 1.250% 5/0	844741BG2
—	BOOKING HOLDINGS INC	2,215,000	$3,699	2.7%	$1.42	—	NOTE 0.750% 5/0	09857LAN8
—	NEXTERA ENERGY INC	90,000	$3,400	2.5%	$37.78	—	UNIT 09/01/2025	65339F713
—	WESTERN DIGITAL CORP.	3,145,000	$3,092	2.2%	$0.95	—	NOTE 1.500% 2/0	958102AP0
—	CSI COMPRESSCO LP	1,663,872	$2,296	1.7%	$1.36	—	COM UNIT	12637A103
—	EXPEDIA GROUP INC	2,600,000	$2,259	1.6%	$1.17	—	NOTE 2/1	30212PBE4
—	EURONET WORLDWIDE INC	1,660,000	$1,525	1.1%	$0.92	—	NOTE 0.750% 3/1	298736AL3
CBL	CBL & ASSOC PPTYS INC	58,867	$1,235	0.9%	$28.76	—	COMMON STOCK	124830878
—	ARES CAPITAL CORP	1,070,000	$1,085	0.8%	$0.98	—	NOTE 4.625% 3/0	04010LAW3
—	PROSPECT CAP CORP	1,000,000	$992	0.7%	$0.85	—	NOTE 6.375% 3/0	74348TAT9
—	EATON VANCE FLTING RATE INC	75,894	$934	0.7%	$12.72	—	COM	278279104
—	EATON VANCE SR FLTNG RTE TR	64,544	$782	0.6%	$12.93	—	COM	27828Q105
—	BLACKROCK CORPOR HI YLD FD I	86,320	$745	0.5%	$9.79	—	COM	09255P107
—	INVESCO SR INCOME TR	145,792	$572	0.4%	$4.06	—	COM	46131H107
VCSH	VANGUARD SCOTTSDALE FDS	6,651	$500	0.4%	$82.22	—	SHRT TRM CORP BD	92206C409
—	RIVERNORTH OPPORTUNITIES FD	34,936	$367	0.3%	$11.27	—	COM	76881Y109
—	SUMMIT MIDSTREAM PARTNERS LP	26,448	$366	0.3%	$16.65	—	COM UNIT LTD	866142409
SRLN	SSGA ACTIVE ETF TR	7,832	$328	0.2%	$41.89	—	BLACKSTONE SENR	78467V608
XXHYBXX	NEW AMER HIGH INCOME FD INC	50,318	$326	0.2%	$7.82	—	COM NEW	641876800
—	FIRST TR SR FLTG RATE INCOME	30,017	$300	0.2%	$9.81	—	COM	33733U108
SPSB	SPDR SER TR	10,120	$297	0.2%	$31.15	—	PORTFOLIO SHORT	78464A474
—	BLACKROCK DEBT STRATEGIES FD	28,000	$288	0.2%	$9.94	—	COM NEW	09255R202
BSV	VANGUARD BD INDEX FDS	3,535	$266	0.2%	$81.77	—	SHORT TRM BOND	921937827
—	PGIM HIGH YIELD BOND FUND IN	20,953	$247	0.2%	$14.37	—	COM	69346H100
HYG	ISHARES TR	2,942	$217	0.2%	$75.07	—	IBOXX HI YD ETF	464288513
—	NEUBERGER BERMAN HIGH YIELD	28,732	$216	0.2%	$9.84	—	COM	64128C106
—	EATON VANCE TAX MNGED BUY WR	16,756	$211	0.2%	$13.15	—	COM	27828X100
IHRT	IHEARTMEDIA INC	64,463	$204	0.1%	$9.88	-61.8%	COM CL A	45174J509
CCO	CLEAR CHANNEL OUTDOOR HLDGS	127,119	$201	0.1%	$2.21	-31.5%	COM	18453H106
XHNWX	PIONEER DIVERSIFIED HIGH INC	19,260	$197	0.1%	$10.08	—	COM	723653101
—	HIGHLAND OPPORTUNITIES	18,172	$146	0.1%	$8.04	—	HIGHLAND INCOME	43010E404
XPHDX	PIONEER FLOATING RATE FUND I	13,528	$122	0.1%	$8.87	—	COM	72369J102