AEGON USA INVESTMENT MANAGEMENT, LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 57
New Positions 7
Increased Positions 26
Decreased Positions 20
Positions with Activity 46
Sold Out Positions 7
Total Mkt Value (in $ millions) 13,693

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 0.03%
Conglomerates
Consumer Cyclical 0.02%
Consumer/Non-Cyclical
Energy
Financial 98.56%
Healthcare 0.01%
Services 0.02%
Technology 0.03%
Transportation
Utilities 0.06%

57 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) ▲ Shares Held
GENERAL MTRS CO COM -2,089 Sold Out 0
ISHARES TR CORE HIGH DV ETF -82,947 Sold Out 0
METLIFE INC COM -1,839 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-UTILS -1,195 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-FINL -1,312 Sold Out 0
SELECT SECTOR SPDR TR SBI MATERIALS -611 Sold Out 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP -4,132 Sold Out 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 693 -742 (51.71) 9,044
SELECT SECTOR SPDR TR SBI CONS STPLS 683 -653 (48.88) 13,582
SELECT SECTOR SPDR TR TECHNOLOGY 678 -647 (48.84) 15,926
SELECT SECTOR SPDR TR SBI INT-INDS 642 -593 (48.03) 11,842
BLACKROCK FLOAT RATE OME STRAT COM 6,243 -2,320 (27.09) 466,270
SPDR SERIES TRUST BRC HGH YLD BD 161,431 -14,607 (8.3) 4,251,539
SPDR SER TR SHT TRM HGH YLD 173,252 -15,381 (8.15) 6,096,124
ISHARES TR CHINA ETF 614 -33 (5.09) 12,278
VANGUARD BD INDEX FD INC TOTAL BND MRKT 5,060,382 -263,356 (4.95) 61,855,302
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 193,055 -5,044 (2.55) 3,629,476
ISHARES MSCI ACWI ETF 10,231 -189 (1.82) 170,687
SELECT SECTOR SPDR TR SBI CONS DISCR 1,409 -25 (1.76) 17,567
VANGUARD BD INDEX FD INC INTERMED TERM 113,028 -735 (0.65) 1,338,244