AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 5, 2024

Total Value ($000): $140,024 (79.3% shares, 20.7% debt)

Holdings (36)

VTI VANGUARD INDEX FDS 55.4%

Value ($000) $77,549 Shares 326,906 Est. Cost $99.66 Unrealized —

— WELLS FARGO CO NEW 6.9%

Value ($000) $9,658 Shares 8,000 Est. Cost $1493.00 Unrealized —

— BANK AMERICA CORP 6.9%

Value ($000) $9,648 Shares 7,950 Est. Cost $1445.41 Unrealized —

— FORD MTR CO DEL 3.2%

Value ($000) $4,478 Shares 4,500,000 Est. Cost $0.99 Unrealized —

— BOOKING HOLDINGS INC 3.0%

Value ($000) $4,173 Shares 2,215,000 Est. Cost $1.42 Unrealized —

— SOUTHWEST AIRLS CO 2.9%

Value ($000) $4,042 Shares 4,000,000 Est. Cost $1.22 Unrealized —

— APOLLO GLOBAL MGMT INC 2.8%

Value ($000) $3,971 Shares 70,293 Est. Cost $56.49 Unrealized —

— NEXTERA ENERGY INC 2.6%

Value ($000) $3,704 Shares 97,000 Est. Cost $37.81 Unrealized —

BND VANGUARD BD INDEX FDS 2.5%

Value ($000) $3,441 Shares 46,782 Est. Cost $79.21 Unrealized —

— EXPEDIA GROUP INC 1.8%

Value ($000) $2,458 Shares 2,600,000 Est. Cost $1.17 Unrealized —

— CSI COMPRESSCO LP 1.6%

Value ($000) $2,229 Shares 1,367,353 Est. Cost $1.36 Unrealized —

SRLN SSGA ACTIVE ETF TR 1.2%

Value ($000) $1,711 Shares 40,817 Est. Cost $41.92 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 1.0%

Value ($000) $1,344 Shares 63,440 Est. Cost $21.18 Unrealized —

CBL CBL & ASSOC PPTYS INC 0.9%

Value ($000) $1,212 Shares 49,630 Est. Cost $28.76 Unrealized —

— EURONET WORLDWIDE INC 0.9%

Value ($000) $1,192 Shares 1,275,000 Est. Cost $0.92 Unrealized —

— ARES CAPITAL CORP 0.8%

Value ($000) $1,101 Shares 1,070,000 Est. Cost $0.98 Unrealized —

— PROSPECT CAP CORP 0.7%

Value ($000) $997 Shares 1,000,000 Est. Cost $0.85 Unrealized —

— NEW MTN FIN CORP 0.7%

Value ($000) $955 Shares 940,000 Est. Cost $1.02 Unrealized —

— BLACKROCK CORPOR HI YLD FD I 0.6%

Value ($000) $814 Shares 86,320 Est. Cost $9.79 Unrealized —

VCSH VANGUARD SCOTTSDALE FDS 0.4%

Value ($000) $562 Shares 7,262 Est. Cost $81.81 Unrealized —

— RIVERNORTH OPPORTUNITIES FD 0.4%

Value ($000) $551 Shares 50,165 Est. Cost $11.19 Unrealized —

— EATON VANCE FLTING RATE INC 0.3%

Value ($000) $483 Shares 38,497 Est. Cost $12.72 Unrealized —

— SUMMIT MIDSTREAM PARTNERS LP 0.3%

Value ($000) $474 Shares 26,448 Est. Cost $16.65 Unrealized —

XXHYBXX NEW AMER HIGH INCOME FD INC 0.3%

Value ($000) $354 Shares 50,318 Est. Cost $7.82 Unrealized —

SPSB SPDR SER TR 0.2%

Value ($000) $329 Shares 11,050 Est. Cost $31.04 Unrealized —

— FIRST TR SR FLTG RATE INCOME 0.2%

Value ($000) $303 Shares 30,017 Est. Cost $9.81 Unrealized —

BSV VANGUARD BD INDEX FDS 0.2%

Value ($000) $297 Shares 3,859 Est. Cost $81.37 Unrealized —

— EATON VANCE TAX MNGED BUY WR 0.2%

Value ($000) $282 Shares 21,756 Est. Cost $13.11 Unrealized —

HYG ISHARES TR 0.2%

Value ($000) $259 Shares 3,341 Est. Cost $75.35 Unrealized —

— PGIM HIGH YIELD BOND FUND IN 0.2%

Value ($000) $258 Shares 20,953 Est. Cost $14.37 Unrealized —

IHRT IHEARTMEDIA INC 0.2%

Value ($000) $244 Shares 91,440 Est. Cost $7.71 Unrealized -67.2%

— NEUBERGER BERMAN HIGH YIELD 0.2%

Value ($000) $222 Shares 28,732 Est. Cost $9.84 Unrealized —

— EATON VANCE SR FLTNG RTE TR 0.2%

Value ($000) $216 Shares 17,070 Est. Cost $12.93 Unrealized —

XHNWX PIONEER DIVERSIFIED HIGH INC 0.1%

Value ($000) $207 Shares 19,260 Est. Cost $10.08 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.1%

Value ($000) $183 Shares 100,713 Est. Cost $2.21 Unrealized -37.5%

XPHDX PIONEER FLOATING RATE FUND I 0.1%

Value ($000) $124 Shares 13,528 Est. Cost $8.87 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	326,906	$77,549	55.4%	$99.66	—	TOTAL STK MKT	922908769
—	WELLS FARGO CO NEW	8,000	$9,658	6.9%	$1493.00	—	PERP PFD CNV A	949746804
—	BANK AMERICA CORP	7,950	$9,648	6.9%	$1445.41	—	7.25%CNV PFD L	060505682
—	FORD MTR CO DEL	4,500,000	$4,478	3.2%	$0.99	—	NOTE 3/1	345370CZ1
—	BOOKING HOLDINGS INC	2,215,000	$4,173	3.0%	$1.42	—	NOTE 0.750% 5/0	09857LAN8
—	SOUTHWEST AIRLS CO	4,000,000	$4,042	2.9%	$1.22	—	NOTE 1.250% 5/0	844741BG2
—	APOLLO GLOBAL MGMT INC	70,293	$3,971	2.8%	$56.49	—	SER A MAND CNV	03769M304
—	NEXTERA ENERGY INC	97,000	$3,704	2.6%	$37.81	—	UNIT 09/01/2025	65339F713
BND	VANGUARD BD INDEX FDS	46,782	$3,441	2.5%	$79.21	—	TOTAL BND MRKT	921937835
—	EXPEDIA GROUP INC	2,600,000	$2,458	1.8%	$1.17	—	NOTE 2/1	30212PBE4
—	CSI COMPRESSCO LP	1,367,353	$2,229	1.6%	$1.36	—	COM UNIT	12637A103
SRLN	SSGA ACTIVE ETF TR	40,817	$1,711	1.2%	$41.92	—	BLACKSTONE SENR	78467V608
BKLN	INVESCO EXCH TRADED FD TR II	63,440	$1,344	1.0%	$21.18	—	SR LN ETF	46138G508
CBL	CBL & ASSOC PPTYS INC	49,630	$1,212	0.9%	$28.76	—	COMMON STOCK	124830878
—	EURONET WORLDWIDE INC	1,275,000	$1,192	0.9%	$0.92	—	NOTE 0.750% 3/1	298736AL3
—	ARES CAPITAL CORP	1,070,000	$1,101	0.8%	$0.98	—	NOTE 4.625% 3/0	04010LAW3
—	PROSPECT CAP CORP	1,000,000	$997	0.7%	$0.85	—	NOTE 6.375% 3/0	74348TAT9
—	NEW MTN FIN CORP	940,000	$955	0.7%	$1.02	—	NOTE 7.500%10/1	647551AE0
—	BLACKROCK CORPOR HI YLD FD I	86,320	$814	0.6%	$9.79	—	COM	09255P107
VCSH	VANGUARD SCOTTSDALE FDS	7,262	$562	0.4%	$81.81	—	SHRT TRM CORP BD	92206C409
—	RIVERNORTH OPPORTUNITIES FD	50,165	$551	0.4%	$11.19	—	COM	76881Y109
—	EATON VANCE FLTING RATE INC	38,497	$483	0.3%	$12.72	—	COM	278279104
—	SUMMIT MIDSTREAM PARTNERS LP	26,448	$474	0.3%	$16.65	—	COM UNIT LTD	866142409
XXHYBXX	NEW AMER HIGH INCOME FD INC	50,318	$354	0.3%	$7.82	—	COM NEW	641876800
SPSB	SPDR SER TR	11,050	$329	0.2%	$31.04	—	PORTFOLIO SHORT	78464A474
—	FIRST TR SR FLTG RATE INCOME	30,017	$303	0.2%	$9.81	—	COM	33733U108
BSV	VANGUARD BD INDEX FDS	3,859	$297	0.2%	$81.37	—	SHORT TRM BOND	921937827
—	EATON VANCE TAX MNGED BUY WR	21,756	$282	0.2%	$13.11	—	COM	27828X100
HYG	ISHARES TR	3,341	$259	0.2%	$75.35	—	IBOXX HI YD ETF	464288513
—	PGIM HIGH YIELD BOND FUND IN	20,953	$258	0.2%	$14.37	—	COM	69346H100
IHRT	IHEARTMEDIA INC	91,440	$244	0.2%	$7.71	-67.2%	COM CL A	45174J509
—	NEUBERGER BERMAN HIGH YIELD	28,732	$222	0.2%	$9.84	—	COM	64128C106
—	EATON VANCE SR FLTNG RTE TR	17,070	$216	0.2%	$12.93	—	COM	27828Q105
XHNWX	PIONEER DIVERSIFIED HIGH INC	19,260	$207	0.1%	$10.08	—	COM	723653101
CCO	CLEAR CHANNEL OUTDOOR HLDGS	100,713	$183	0.1%	$2.21	-37.5%	COM	18453H106
XPHDX	PIONEER FLOATING RATE FUND I	13,528	$124	0.1%	$8.87	—	COM	72369J102