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) 13,258

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 98.33%
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
E M C CORP MASS COM -1,605 Sold Out 0
ISHARES MSCI CDA ETF -582 Sold Out 0
ISHARES MSCI AC ASIA ETF -506 Sold Out 0
ISHARES MSCI TAIWAN ETF -1,063 Sold Out 0
METLIFE INC COM EQTY UNIT -3,249 Sold Out 0
VANGUARD WORLD FDS TELCOMM ETF -1,282 Sold Out 0
SELECT SECTOR SPDR TR SBI MATERIALS 663 -560 (45.77) 13,303
VANGUARD INDEX FDS GROWTH ETF 321,559 -99,802 (23.69) 2,922,198
ISHARES IBOXX HI YD ETF 58,685 -14,250 (19.54) 643,689
ISHARES TR IBOXX INV CP ETF 39,660 -8,733 (18.05) 326,632
ISHARES TR FLTG RATE BD ETF 194,459 -19,158 (8.97) 3,841,541
SPDR SERIES TRUST BRC HGH YLD BD 183,270 -17,344 (8.65) 4,636,233
VANGUARD INDEX FDS VALUE ETF 287,381 -22,231 (7.18) 3,367,481
ISHARES MSCI ACWI ETF 10,853 -671 (5.83) 173,845
VANGUARD SCOTTSDALE FDS SHTRM GVT BD ETF 108,378 -5,641 (4.95) 1,772,966
SELECT SECTOR SPDR TR SBI CONS DISCR 1,370 -39 (2.78) 17,882
SELECT SECTOR SPDR TR SBI CONS STPLS 1,307 -33 (2.5) 26,570
SELECT SECTOR SPDR TR SBI INT-INDS 1,289 -26 (1.95) 22,784
SELECT SECTOR SPDR TR SBI INT-FINL 1,266 -24 (1.87) 52,048
SELECT SECTOR SPDR TR SBI HEALTHCARE 1,398 -24 (1.67) 18,728