CNO Financial Group, Inc. Diversified Active

CIK: 0001224608 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $358,469 (97.9% shares, 2.1% debt)

Holdings (19)

AGG ISHARES TR 33.1%

Value ($000) $118,766 Shares 1,054,624 Est. Cost $109.90 Unrealized —

SPY SPDR S&P 500 ETF TR 26.6%

Value ($000) $95,390 Shares 455,375 Est. Cost $204.51 Unrealized —

LQD ISHARES TR 19.2%

Value ($000) $68,732 Shares 560,000 Est. Cost $118.91 Unrealized —

— TCP CAP CORP 8.6%

Value ($000) $30,742 Shares 2,011,900 Est. Cost $15.28 Unrealized —

IVV ISHARES TR 7.9%

Value ($000) $28,404 Shares 134,937 Est. Cost $209.44 Unrealized —

— DANAHER CORP DEL 0.8%

Value ($000) $2,932 Shares 1,000,000 Est. Cost $2.49 Unrealized —

— WELLPOINT INC 0.8%

Value ($000) $2,731 Shares 1,500,000 Est. Cost $1.72 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 0.6%

Value ($000) $1,987 Shares 27,800 Est. Cost $68.75 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.5%

Value ($000) $1,857 Shares 1,000,000 Est. Cost $1.49 Unrealized —

HST HOST HOTELS & RESORTS INC 0.4%

Value ($000) $1,302 Shares 80,305 Est. Cost $11.03 Unrealized -3.0%

F FORD MTR CO DEL 0.3%

Value ($000) $1,100 Shares 87,514 Est. Cost $8.16 Unrealized -2.7%

VGK VANGUARD INTL EQUITY INDEX F 0.3%

Value ($000) $1,003 Shares 21,500 Est. Cost $52.41 Unrealized —

— SPDR SERIES TRUST 0.2%

Value ($000) $857 Shares 24,000 Est. Cost $38.63 Unrealized —

WELL WELLTOWER INC 0.2%

Value ($000) $590 Shares 7,747 Est. Cost $44.80 Unrealized +10.5%

— E M C CORP MASS 0.1%

Value ($000) $525 Shares 19,329 Est. Cost $29.75 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value ($000) $504 Shares 7,911 Est. Cost $63.33 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.1%

Value ($000) $463 Shares 9,977 Est. Cost $43.80 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value ($000) $401 Shares 8,756 Est. Cost $23.42 Unrealized +35.0%

ALLE ALLEGION PUB LTD CO 0.1%

Value ($000) $183 Shares 2,637 Est. Cost $46.00 Unrealized +29.3%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGG	ISHARES TR	1,054,624	$118,766	33.1%	$109.90	—	CORE US AGGBD ET	464287226
SPY	SPDR S&P 500 ETF TR	455,375	$95,390	26.6%	$204.51	—	TR UNIT	78462F103
LQD	ISHARES TR	560,000	$68,732	19.2%	$118.91	—	IBOXX INV CP ETF	464287242
—	TCP CAP CORP	2,011,900	$30,742	8.6%	$15.28	—	COM	87238Q103
IVV	ISHARES TR	134,937	$28,404	7.9%	$209.44	—	CORE S&P500 ETF	464287200
—	DANAHER CORP DEL	1,000,000	$2,932	0.8%	$2.49	—	NOTE 1/2	235851AF9
—	WELLPOINT INC	1,500,000	$2,731	0.8%	$1.72	—	NOTE 2.750%10/1	94973VBG1
VYM	VANGUARD WHITEHALL FDS INC	27,800	$1,987	0.6%	$68.75	—	HIGH DIV YLD	921946406
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1,857	0.5%	$1.49	—	DBCV 9/1	110122AN8
HST	HOST HOTELS & RESORTS INC	80,305	$1,302	0.4%	$11.03	-3.0%	COM	44107P104
F	FORD MTR CO DEL	87,514	$1,100	0.3%	$8.16	-2.7%	COM PAR $0.01	345370860
VGK	VANGUARD INTL EQUITY INDEX F	21,500	$1,003	0.3%	$52.41	—	FTSE EUROPE ETF	922042874
—	SPDR SERIES TRUST	24,000	$857	0.2%	$38.63	—	BRC HGH YLD BD	78464A417
WELL	WELLTOWER INC	7,747	$590	0.2%	$44.80	+10.5%	COM	95040Q104
—	E M C CORP MASS	19,329	$525	0.1%	$29.75	—	COM	268648102
—	INGERSOLL-RAND PLC	7,911	$504	0.1%	$63.33	—	SHS	G47791101
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$463	0.1%	$43.80	—	SHS	G05384105
CMS	CMS ENERGY CORP	8,756	$401	0.1%	$23.42	+35.0%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$183	0.1%	$46.00	+29.3%	ORD SHS	G0176J109