AEGON USA Investment Management, LLC Diversified Active

CIK: 0001454937 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 1, 2024

Total Value ($000): $148,191 (77.0% shares, 23.0% debt)

Holdings (36)

VTI VANGUARD INDEX FDS 56.4%

Value ($000) $83,628 Shares 321,769 Est. Cost $99.66 Unrealized —

— WELLS FARGO CO NEW 6.5%

Value ($000) $9,672 Shares 8,000 Est. Cost $1493.00 Unrealized —

— BANK AMERICA CORP 6.4%

Value ($000) $9,483 Shares 7,950 Est. Cost $1445.41 Unrealized —

— FORD MTR CO DEL 3.1%

Value ($000) $4,651 Shares 4,500,000 Est. Cost $0.99 Unrealized —

— SOUTHERN CO 2.9%

Value ($000) $4,229 Shares 4,250,000 Est. Cost $0.99 Unrealized —

— SOUTHWEST AIRLS CO 2.7%

Value ($000) $4,048 Shares 4,000,000 Est. Cost $1.22 Unrealized —

— APOLLO GLOBAL MGMT INC 2.7%

Value ($000) $3,967 Shares 62,000 Est. Cost $56.49 Unrealized —

— NEXTERA ENERGY INC 2.6%

Value ($000) $3,837 Shares 97,000 Est. Cost $37.81 Unrealized —

— BOOKING HOLDINGS INC 2.5%

Value ($000) $3,696 Shares 1,915,000 Est. Cost $1.42 Unrealized —

BND VANGUARD BD INDEX FDS 2.2%

Value ($000) $3,329 Shares 45,834 Est. Cost $79.21 Unrealized —

— PPL CAP FDG INC 1.6%

Value ($000) $2,345 Shares 2,450,000 Est. Cost $0.96 Unrealized —

— EXPEDIA GROUP INC 1.5%

Value ($000) $2,209 Shares 2,400,000 Est. Cost $1.17 Unrealized —

SRLN SSGA ACTIVE ETF TR 1.2%

Value ($000) $1,777 Shares 42,190 Est. Cost $41.93 Unrealized —

— ALLIANT ENERGY CORP 0.9%

Value ($000) $1,401 Shares 1,425,000 Est. Cost $0.98 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 0.9%

Value ($000) $1,342 Shares 63,440 Est. Cost $21.18 Unrealized —

— EURONET WORLDWIDE INC 0.8%

Value ($000) $1,225 Shares 1,275,000 Est. Cost $0.92 Unrealized —

CBL CBL & ASSOC PPTYS INC 0.8%

Value ($000) $1,114 Shares 48,641 Est. Cost $28.76 Unrealized —

VGSH VANGUARD SCOTTSDALE FDS 0.4%

Value ($000) $663 Shares 11,419 Est. Cost $58.07 Unrealized —

— RIVERNORTH OPPORTUNITIES FD 0.4%

Value ($000) $604 Shares 50,165 Est. Cost $11.19 Unrealized —

— HIGHLAND OPPORTUNITIES 0.4%

Value ($000) $527 Shares 74,933 Est. Cost $7.03 Unrealized —

VCSH VANGUARD SCOTTSDALE FDS 0.3%

Value ($000) $425 Shares 5,502 Est. Cost $81.81 Unrealized —

XXHYBXX NEW AMER HIGH INCOME FD INC 0.2%

Value ($000) $366 Shares 50,318 Est. Cost $7.82 Unrealized —

— PROSPECT CAP CORP 0.2%

Value ($000) $347 Shares 350,000 Est. Cost $0.85 Unrealized —

— SUMMIT MIDSTREAM PARTNERS LP 0.2%

Value ($000) $346 Shares 12,319 Est. Cost $16.65 Unrealized —

— FIRST TR SR FLTG RATE INCOME 0.2%

Value ($000) $311 Shares 30,017 Est. Cost $9.81 Unrealized —

— EATON VANCE TAX MNGED BUY WR 0.2%

Value ($000) $297 Shares 21,756 Est. Cost $13.11 Unrealized —

HYG ISHARES TR 0.2%

Value ($000) $291 Shares 3,743 Est. Cost $75.60 Unrealized —

— PGIM HIGH YIELD BOND FUND IN 0.2%

Value ($000) $272 Shares 20,953 Est. Cost $14.37 Unrealized —

— WESTERN ASSET HIGH INCOM FD 0.2%

Value ($000) $271 Shares 60,614 Est. Cost $4.47 Unrealized —

— NEW MTN FIN CORP 0.2%

Value ($000) $253 Shares 250,000 Est. Cost $1.02 Unrealized —

SPSB SPDR SER TR 0.2%

Value ($000) $249 Shares 8,376 Est. Cost $31.04 Unrealized —

XHNWX PIONEER DIVERSIFIED HIGH INC 0.2%

Value ($000) $229 Shares 19,260 Est. Cost $10.08 Unrealized —

BSV VANGUARD BD INDEX FDS 0.2%

Value ($000) $224 Shares 2,924 Est. Cost $81.37 Unrealized —

— BLACKROCK CORPOR HI YLD FD I 0.1%

Value ($000) $205 Shares 20,945 Est. Cost $9.79 Unrealized —

IHRT IHEARTMEDIA INC 0.1%

Value ($000) $191 Shares 91,440 Est. Cost $7.71 Unrealized -69.5%

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.1%

Value ($000) $166 Shares 100,713 Est. Cost $2.21 Unrealized -22.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	321,769	$83,628	56.4%	$99.66	—	TOTAL STK MKT	922908769
—	WELLS FARGO CO NEW	8,000	$9,672	6.5%	$1493.00	—	PERP PFD CNV A	949746804
—	BANK AMERICA CORP	7,950	$9,483	6.4%	$1445.41	—	7.25%CNV PFD L	060505682
—	FORD MTR CO DEL	4,500,000	$4,651	3.1%	$0.99	—	NOTE 3/1	345370CZ1
—	SOUTHERN CO	4,250,000	$4,229	2.9%	$0.99	—	NOTE 3.875%12/1	842587DP9
—	SOUTHWEST AIRLS CO	4,000,000	$4,048	2.7%	$1.22	—	NOTE 1.250% 5/0	844741BG2
—	APOLLO GLOBAL MGMT INC	62,000	$3,967	2.7%	$56.49	—	SER A MAND CNV	03769M304
—	NEXTERA ENERGY INC	97,000	$3,837	2.6%	$37.81	—	UNIT 09/01/2025	65339F713
—	BOOKING HOLDINGS INC	1,915,000	$3,696	2.5%	$1.42	—	NOTE 0.750% 5/0	09857LAN8
BND	VANGUARD BD INDEX FDS	45,834	$3,329	2.2%	$79.21	—	TOTAL BND MRKT	921937835
—	PPL CAP FDG INC	2,450,000	$2,345	1.6%	$0.96	—	NOTE 2.875% 3/1	69352PAS2
—	EXPEDIA GROUP INC	2,400,000	$2,209	1.5%	$1.17	—	NOTE 2/1	30212PBE4
SRLN	SSGA ACTIVE ETF TR	42,190	$1,777	1.2%	$41.93	—	BLACKSTONE SENR	78467V608
—	ALLIANT ENERGY CORP	1,425,000	$1,401	0.9%	$0.98	—	NOTE 3.875% 3/1	018802AC2
BKLN	INVESCO EXCH TRADED FD TR II	63,440	$1,342	0.9%	$21.18	—	SR LN ETF	46138G508
—	EURONET WORLDWIDE INC	1,275,000	$1,225	0.8%	$0.92	—	NOTE 0.750% 3/1	298736AL3
CBL	CBL & ASSOC PPTYS INC	48,641	$1,114	0.8%	$28.76	—	COMMON STOCK	124830878
VGSH	VANGUARD SCOTTSDALE FDS	11,419	$663	0.4%	$58.07	—	SHORT TERM TREAS	92206C102
—	RIVERNORTH OPPORTUNITIES FD	50,165	$604	0.4%	$11.19	—	COM	76881Y109
—	HIGHLAND OPPORTUNITIES	74,933	$527	0.4%	$7.03	—	HIGHLAND INCOME	43010E404
VCSH	VANGUARD SCOTTSDALE FDS	5,502	$425	0.3%	$81.81	—	SHRT TRM CORP BD	92206C409
XXHYBXX	NEW AMER HIGH INCOME FD INC	50,318	$366	0.2%	$7.82	—	COM NEW	641876800
—	PROSPECT CAP CORP	350,000	$347	0.2%	$0.85	—	NOTE 6.375% 3/0	74348TAT9
—	SUMMIT MIDSTREAM PARTNERS LP	12,319	$346	0.2%	$16.65	—	COM UNIT LTD	866142409
—	FIRST TR SR FLTG RATE INCOME	30,017	$311	0.2%	$9.81	—	COM	33733U108
—	EATON VANCE TAX MNGED BUY WR	21,756	$297	0.2%	$13.11	—	COM	27828X100
HYG	ISHARES TR	3,743	$291	0.2%	$75.60	—	IBOXX HI YD ETF	464288513
—	PGIM HIGH YIELD BOND FUND IN	20,953	$272	0.2%	$14.37	—	COM	69346H100
—	WESTERN ASSET HIGH INCOM FD	60,614	$271	0.2%	$4.47	—	COM	95766J102
—	NEW MTN FIN CORP	250,000	$253	0.2%	$1.02	—	NOTE 7.500%10/1	647551AE0
SPSB	SPDR SER TR	8,376	$249	0.2%	$31.04	—	PORTFOLIO SHORT	78464A474
XHNWX	PIONEER DIVERSIFIED HIGH INC	19,260	$229	0.2%	$10.08	—	COM	723653101
BSV	VANGUARD BD INDEX FDS	2,924	$224	0.2%	$81.37	—	SHORT TRM BOND	921937827
—	BLACKROCK CORPOR HI YLD FD I	20,945	$205	0.1%	$9.79	—	COM	09255P107
IHRT	IHEARTMEDIA INC	91,440	$191	0.1%	$7.71	-69.5%	COM CL A	45174J509
CCO	CLEAR CHANNEL OUTDOOR HLDGS	100,713	$166	0.1%	$2.21	-22.8%	COM	18453H106