AEGON USA INVESTMENT MANAGEMENT, LLC Information

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

Report Date: 12/31/2013

Position Statistics

Total Positions 61
New Positions 6
Increased Positions 29
Decreased Positions 26
Positions with Activity 55
Sold Out Positions 1
Total Mkt Value (in $ millions) 9,171

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 0.06%
Conglomerates
Consumer Cyclical 0.05%
Consumer/Non-Cyclical
Energy
Financial 98.01%
Healthcare
Services 0.03%
Technology 0.08%
Transportation
Utilities 0.3%

61 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) ▲ Shares Held
VANGUARD SCOTTSDALE FDS INT-TERM CORP -322 Sold Out 0
VANGUARD BD INDEX FD INC LONG TERM BOND 27,946 -51,767 (64.94) 319,020
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 48,704 -70,933 (59.29) 941,327
METLIFE INC COM 3,193 -3,975 (55.45) 62,370
DYNEGY INC NEW DEL COM 24,069 -24,093 (50.03) 936,897
ISHARES TR 0-5 YR TIPS ETF 346 -153 (30.69) 3,406
ISHARES SHRT TRS BD ETF 691 -301 (30.36) 6,266
ISHARES TR FLTG RATE BD ETF 624 -135 (17.76) 12,312
CLAYMORE EXCHANGE TRD FD TR GUG BLT2016 HY 207 -23 (10.07) 7,579
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 119,030 -12,335 (9.39) 2,869,573
VANGUARD INDEX FDS TOTAL STK MKT 1,565,246 -144,704 (8.46) 16,181,596
VANGUARD INDEX FDS S&P 500 ETF SHS 1,013,142 -85,685 (7.8) 5,933,828
SPDR SERIES TRUST BRC CNV SECS ETF 53,085 -4,264 (7.44) 1,108,948
SPDR SERIES TRUST BRC HGH YLD BD 229,660 -14,770 (6.04) 5,571,563
ISHARES IBOXX HI YD ETF 136,941 -8,251 (5.68) 1,454,967
ISHARES CNTRY MIN VL ETF 1,468 -82 (5.28) 22,676
SPDR SER TR SHT TRM HGH YLD 134,328 -7,374 (5.2) 4,348,592
ISHARES IBOXX INV CP ETF 53,038 -2,703 (4.85) 451,543
VANGUARD INDEX FDS GROWTH ETF 184,842 -8,236 (4.27) 1,996,137
VANGUARD INDEX FDS VALUE ETF 190,485 -7,492 (3.78) 2,441,801