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) 10,190

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 0.09%
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
CLAYMORE EXCHANGE TRD FD TR GUG BLT2016 HY -206 Sold Out 0
ISHARES CNTRY MIN VL ETF -1,533 Sold Out 0
ISHARES TIPS BD ETF -217 Sold Out 0
VANGUARD BD INDEX FD INC INTERMED TERM 43,121 -432,185 (90.93) 508,381
SPDR SERIES TRUST S&P REGL BKG 383 -456 (54.36) 9,918
DYNEGY INC NEW DEL COM 16,325 -9,449 (36.66) 593,418
ISHARES MSCI UK ETF 438 -103 (19.01) 20,930
ISHARES MSCI AUST ETF 254 -46 (15.31) 9,357
ISHARES TR USA MIN VOL ETF 1,042 -126 (10.8) 27,736
SPDR SERIES TRUST BRC CNV SECS ETF 50,517 -5,330 (9.54) 1,003,113
ISHARES MSCI GERMANY ETF 235 -17 (6.89) 7,703
SELECT SECTOR SPDR TR SBI INT-INDS 887 -63 (6.63) 16,371
ISHARES IBOXX INV CP ETF 50,502 -3,444 (6.38) 422,716
SPDR SERIES TRUST BRC HGH YLD BD 216,007 -13,987 (6.08) 5,232,725
ISHARES IBOXX HI YD ETF 128,679 -8,132 (5.94) 1,368,485
SPDR SER TR SHT TRM HGH YLD 126,754 -6,443 (4.84) 4,138,230
SELECT SECTOR SPDR TR SBI INT-UTILS 303 -15 (4.61) 7,102
SPDR INDEX SHS FDS DJ INTL RL ETF 54,704 -2,589 (4.52) 1,215,638
SELECT SECTOR SPDR TR SBI MATERIALS 961 -43 (4.3) 19,190
VANGUARD INTL EQUITY INDEX FD FTSE PACIFIC ETF 442,634 -13,185 (2.89) 6,991,541