AEGON USA INVESTMENT MANAGEMENT, LLC Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 56
New Positions 5
Increased Positions 22
Decreased Positions 20
Positions with Activity 42
Sold Out Positions 6
Total Mkt Value (in $ millions) 12,974

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 0.04%
Conglomerates
Consumer Cyclical 0.04%
Consumer/Non-Cyclical
Energy
Financial 98.3%
Healthcare
Services 0.03%
Technology 0.05%
Transportation
Utilities 0.05%

56 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
VANGUARD INDEX FDS GROWTH ETF 303,353 -94,152 (23.69) 2,922,198
VANGUARD INDEX FDS VALUE ETF 277,480 -21,466 (7.18) 3,367,481
ISHARES TR FLTG RATE BD ETF 194,267 -19,139 (8.97) 3,841,541
SPDR SERIES TRUST BRC HGH YLD BD 180,906 -17,120 (8.65) 4,636,233
ISHARES IBOXX HI YD ETF 58,241 -14,142 (19.54) 643,689
ISHARES TR IBOXX INV CP ETF 40,137 -8,838 (18.05) 326,632
VANGUARD SCOTTSDALE FDS SHTRM GVT BD ETF 108,337 -5,639 (4.95) 1,772,966
METLIFE INC COM EQTY UNIT -3,249 Sold Out 0
E M C CORP MASS COM -1,593 Sold Out 0
VANGUARD WORLD FDS TELCOMM ETF -1,190 Sold Out 0
ISHARES MSCI TAIWAN ETF -1,005 Sold Out 0
ISHARES MSCI ACWI ETF 10,173 -629 (5.83) 173,845
SELECT SECTOR SPDR TR SBI MATERIALS 637 -538 (45.77) 13,303
ISHARES MSCI CDA ETF -528 Sold Out 0
ISHARES MSCI AC ASIA ETF -461 Sold Out 0
SELECT SECTOR SPDR TR SBI CONS DISCR 1,265 -36 (2.78) 17,882
SELECT SECTOR SPDR TR SBI CONS STPLS 1,299 -33 (2.5) 26,570
SELECT SECTOR SPDR TR SBI INT-INDS 1,264 -25 (1.95) 22,784
SELECT SECTOR SPDR TR SBI INT-FINL 1,217 -23 (1.87) 52,048
SELECT SECTOR SPDR TR SBI HEALTHCARE 1,318 -22 (1.67) 18,728