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) 12,997

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 98.31%
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
BLACKROCK DEBT STRAT FD INC COM 4,428 New 1,200,000
BLACKROCK FLOAT RATE OME STRAT COM 8,525 708 9.05 639,550
DOMINION RES INC VA NEW CRP UNIT 2014 A 3,253 New 60,000
DOMINION RES INC VA NEW CRP UNIT 2013 A 3,657 New 59,000
E M C CORP MASS COM -1,732 Sold Out 0
FORD MTR CO DEL COM PAR $0.01 1,788 New 119,900
GENERAL MTRS CO COM 2,237 New 66,287
HEALTH CARE REIT INC PFD PER CON I 2,165 New 30,000
ISHARES MSCI CDA ETF -541 Sold Out 0
ISHARES MSCI ACWI ETF 10,215 -632 (5.83) 173,845
ISHARES MSCI TAIWAN ETF -1,014 Sold Out 0
ISHARES MSCI AC ASIA ETF -465 Sold Out 0
ISHARES IBOXX HI YD ETF 57,938 -14,069 (19.54) 643,689
ISHARES TR IBOXX INV CP ETF 39,941 -8,795 (18.05) 326,632
ISHARES TR CORE HIGH DV ETF 85,948 85,948 New 1,111,300
ISHARES TR FLTG RATE BD ETF 194,267 -19,139 (8.97) 3,841,541
ISHARES TR CHINA ETF 684 12 1.74 12,936
METLIFE INC COM 1,609 1,609 New 32,997
METLIFE INC COM EQTY UNIT -3,249 Sold Out 0
POWERSHARES ETF TRUST II SENIOR LN PORT 1,830 New 76,200