AEGON USA INVESTMENT MANAGEMENT, LLC Information

4333 EDGEWOOD RD. N.E., CEDAR RAPIDS, Iowa, 52499-5110, (319) 355-8432

Report Date: 03/31/2014

Position Statistics

Total Positions 65
New Positions 5
Increased Positions 31
Decreased Positions 23
Positions with Activity 54
Sold Out Positions 3
Total Mkt Value (in $ millions) 10,187

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 0%
Capital Goods 0.05%
Conglomerates
Consumer Cyclical 0.05%
Consumer/Non-Cyclical
Energy 0.02%
Financial 98.31%
Healthcare
Services 0.03%
Technology 0.1%
Transportation
Utilities 0.19%

65 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
VANGUARD BD INDEX FD INC INTERMED TERM 42,989 -430,860 (90.93) 508,381
SPDR SERIES TRUST BRC HGH YLD BD 216,059 -13,991 (6.08) 5,232,725
VANGUARD INTL EQUITY INDEX FD FTSE PACIFIC ETF 441,236 -13,144 (2.89) 6,991,541
DYNEGY INC NEW DEL COM 16,277 -9,422 (36.66) 593,418
ISHARES IBOXX HI YD ETF 128,911 -8,147 (5.94) 1,368,485
SPDR SER TR SHT TRM HGH YLD 126,795 -6,445 (4.84) 4,138,230
SPDR SERIES TRUST BRC CNV SECS ETF 50,547 -5,333 (9.54) 1,003,113
ISHARES TR IBOXX INV CP ETF 50,303 -3,430 (6.38) 422,716
SPDR INDEX SHS FDS DJ INTL RL ETF 54,606 -2,584 (4.52) 1,215,638
ISHARES CNTRY MIN VL ETF -1,533 Sold Out 0
VANGUARD SCOTTSDALE FDS SHTRM GVT BD ETF 76,522 -1,519 (1.95) 1,256,514
SPDR SERIES TRUST S&P REGL BKG 388 -462 (54.36) 9,918
ISHARES TR TIPS BD ETF -216 Sold Out 0
CLAYMORE EXCHANGE TRD FD TR GUG BLT2016 HY -205 Sold Out 0
UNISYS CORP COM NEW 5,600 -153 (2.66) 259,600
ISHARES TR USA MIN VOL ETF 1,043 -126 (10.8) 27,736
ISHARES MSCI UK ETF 437 -103 (19.01) 20,930
SELECT SECTOR SPDR TR SBI INT-INDS 883 -63 (6.63) 16,371
ISHARES MSCI AUST ETF 253 -46 (15.31) 9,357
SELECT SECTOR SPDR TR SBI MATERIALS 960 -43 (4.3) 19,190