CNO Financial Group, Inc. Diversified Active

CIK: 0001224608 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $138,390 (95.0% shares, 5.0% debt)

Holdings (15)

LQD ISHARES TR 46.7%

Value ($000) $64,670 Shares 525,000 Est. Cost $118.91 Unrealized —

— TCP CAP CORP 23.8%

Value ($000) $32,955 Shares 2,011,900 Est. Cost $15.28 Unrealized —

AGG ISHARES TR 10.9%

Value ($000) $15,121 Shares 134,504 Est. Cost $109.90 Unrealized —

IVV ISHARES TR 10.2%

Value ($000) $14,128 Shares 64,937 Est. Cost $209.44 Unrealized —

— DANAHER CORP DEL 2.2%

Value ($000) $2,994 Shares 1,000,000 Est. Cost $2.49 Unrealized —

— WELLPOINT INC 1.9%

Value ($000) $2,627 Shares 1,500,000 Est. Cost $1.72 Unrealized —

— BRISTOL MYERS SQUIBB CO 1.0%

Value ($000) $1,356 Shares 1,000,000 Est. Cost $1.49 Unrealized —

HST HOST HOTELS & RESORTS INC 0.9%

Value ($000) $1,250 Shares 80,305 Est. Cost $11.03 Unrealized +7.2%

F FORD MTR CO DEL 0.8%

Value ($000) $1,056 Shares 87,514 Est. Cost $8.16 Unrealized -5.8%

WELL WELLTOWER INC 0.4%

Value ($000) $579 Shares 7,747 Est. Cost $44.80 Unrealized +20.5%

— INGERSOLL-RAND PLC 0.4%

Value ($000) $537 Shares 7,911 Est. Cost $63.33 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.3%

Value ($000) $465 Shares 9,977 Est. Cost $43.80 Unrealized —

CMS CMS ENERGY CORP 0.3%

Value ($000) $368 Shares 8,756 Est. Cost $23.42 Unrealized +41.3%

ALLE ALLEGION PUB LTD CO 0.1%

Value ($000) $182 Shares 2,637 Est. Cost $46.00 Unrealized +37.3%

— E M C CORP MASS 0.1%

Value ($000) $102 Shares 2,135 Est. Cost $47.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	525,000	$64,670	46.7%	$118.91	—	IBOXX INV CP ETF	464287242
—	TCP CAP CORP	2,011,900	$32,955	23.8%	$15.28	—	COM	87238Q103
AGG	ISHARES TR	134,504	$15,121	10.9%	$109.90	—	CORE US AGGBD ET	464287226
IVV	ISHARES TR	64,937	$14,128	10.2%	$209.44	—	CORE S&P500 ETF	464287200
—	DANAHER CORP DEL	1,000,000	$2,994	2.2%	$2.49	—	NOTE 1/2	235851AF9
—	WELLPOINT INC	1,500,000	$2,627	1.9%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1,356	1.0%	$1.49	—	DBCV 9/1	110122AN8
HST	HOST HOTELS & RESORTS INC	80,305	$1,250	0.9%	$11.03	+7.2%	COM	44107P104
F	FORD MTR CO DEL	87,514	$1,056	0.8%	$8.16	-5.8%	COM PAR $0.01	345370860
WELL	WELLTOWER INC	7,747	$579	0.4%	$44.80	+20.5%	COM	95040Q104
—	INGERSOLL-RAND PLC	7,911	$537	0.4%	$63.33	—	SHS	G47791101
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$465	0.3%	$43.80	—	SHS	G05384105
CMS	CMS ENERGY CORP	8,756	$368	0.3%	$23.42	+41.3%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$182	0.1%	$46.00	+37.3%	ORD SHS	G0176J109
—	E M C CORP MASS	2,135	$102	0.1%	$47.78	—	COM	24703L103