Loading...
Docoh

AEGON USA Investment Management

Filed: 28 Jan 22, 3:06pm

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
AMERICAN ELEC PWR COUNIT 08/01/20210255371272,66953,250SH DFND153,25000
AMERICAN ELEC PWR COUNIT 08/15/202502557T3071,95637,180SH DFND137,18000
ANTHEM INCNOTE 2.750%10/194973VBG11,907290,000PRN DFND1290,00000
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT01,6461,500,000PRN DFND11,500,00000
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW3689600,000PRN DFND1600,00000
AVAYA HLDGS CORPCOM05351X10156328,449SH DFND128,44900
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB71,8901,786,000PRN DFND11,786,00000
BK OF AMERICA CORP7.25%CNV PFD L06050568211,4917,950SH DFND17,95000
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN83,3892,300,000PRN DFND12,300,00000
CBL & ASSOC PPTYS INCOMMON STOCK1248308782,30573,891SH DFND173,89100
CIVITAS RESOURCES INCOM NEW17888H1034,51092,104SH DFND192,10400
CLEAR CHANNEL OUTDOOCOM18453H106470141,908SH DFND1141,90800
CORNERSTONE BLDG BRACOM21925D10968939,511SH DFND139,51100
CSI COMPRESSCO LPCOM UNIT12637A103554465,670SH DFND1465,67000
DOMINION ENERGY INCUNIT 99/99/999925746U1334,41843,900SH DFND143,90000
DTE ENERGY COUNIT 11/01/2022S2333318423,61970,500SH DFND170,50000
EATON VANCE FLOATINGCOM27831H10018520,000SH DFND120,00000
EURONET WORLDWIDE INNOTE 0.750% 3/1298736AL31,5911,460,000PRN DFND11,460,00000
EXTERRAN CORPCOM30227H106405135,811SH DFND1135,81100
FORTIVE CORPNOTE 0.875% 2/134959JAK42,9402,925,000PRN DFND12,925,00000
HIGHLAND INCOME FDHIGHLAND INCOME43010E40481974,565SH DFND174,56500
IHEARTMEDIA INCCOM CL A45174J50945621,658SH DFND121,65800
ILLUMINA INCNOTE 8/1452327AK52,2231,940,000PRN DFND11,940,00000
INVESCO EXCH TRADEDSR LN ETF46138G5082,237101,200SH DFND1101,20000
INVESCO SR INCOME TRCOM46131H1071,199276,964SH DFND1276,96400
ISHARES TRIBOXX HI YD ETF4642885132142,465SH DFND12,46500
KKR & CO INC6% MCONV PFD C48251W4015,36357,500SH DFND157,50000
NATIONAL CINEMEDIA ICOM63530910723383,063SH DFND183,06300
NEXTERA ENERGY INCUNIT 99/99/999965339F7705,869102,000SH DFND1102,00000
NEXTERA ENERGY INCUNIT 09/01/2022S65339F7966,53796,000SH DFND196,00000
NISOURCE INCUNIT 12/01/202365473P1212,66523,800SH DFND123,80000
PIONEER NAT RES CONOTE 0.250% 5/1723787AP26,0403,380,000PRN DFND13,380,00000
PROSPECT CAP CORPNOTE 6.375% 3/074348TAT91,1011,000,000PRN DFND11,000,00000
RIVERNORTH OPPORTUNICOM76881Y10976247,765SH DFND147,76500
SIXTH STREET SPECIALNOTE 4.500% 8/087265KAD4457366,000PRN DFND1366,00000
SOUTHERN COUNIT 08/01/20228425876024,68787,200SH DFND187,20000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG27,8535,875,000PRN DFND15,875,00000
SPDR SER TRPORTFOLIO SHORT78464A4742919,398SH DFND19,39800
SSGA ACTIVE ETF TRBLACKSTONE SENR78467V6082,55756,042SH DFND156,04200
STANLEY BLACK & DECKUNIT 11/15/20228545028462,20620,200SH DFND120,20000
SUMMIT MIDSTREAM PARCOM UNIT LTD86614240942819,288SH DFND119,28800
VANGUARD BD INDEX FDSHORT TRM BOND9219378272653,283SH DFND13,28300
VANGUARD BD INDEX FDTOTAL BND MRKT9219378359,672114,118SH DFND1114,11800
VANGUARD INDEX FDSTOTAL STK MKT922908769232,341962,312SH DFND1962,31200
VANGUARD SCOTTSDALESHRT TRM CORP BD92206C4095026,177SH DFND16,17700
WELLS FARGO CO NEWPERP PFD CNV A94974680411,9448,000SH DFND18,00000
WESTERN DIGITAL CORPNOTE 1.500% 2/0958102AP03,0082,965,000PRN DFND12,965,00000