CNO Financial Group, Inc. Diversified Active

CIK: 0001224608 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $416,020 (97.8% shares, 2.2% debt)

Holdings (19)

LQD ISHARES TR 38.3%

Value ($000) $159,456 Shares 1,342,000 Est. Cost $118.91 Unrealized —

SPY SPDR S&P 500 ETF TR 27.7%

Value ($000) $115,394 Shares 561,475 Est. Cost $204.51 Unrealized —

AGG ISHARES TR 27.7%

Value ($000) $115,383 Shares 1,041,124 Est. Cost $109.86 Unrealized —

IVV ISHARES TR 1.8%

Value ($000) $7,633 Shares 36,937 Est. Cost $206.65 Unrealized —

— WELLPOINT INC 0.7%

Value ($000) $2,872 Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 0.7%

Value ($000) $2,754 Shares 1,000,000 Est. Cost $2.49 Unrealized —

— GILEAD SCIENCES INC 0.5%

Value ($000) $2,057 Shares 500,000 Est. Cost $4.14 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 0.5%

Value ($000) $1,919 Shares 27,800 Est. Cost $68.75 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.4%

Value ($000) $1,606 Shares 1,000,000 Est. Cost $1.49 Unrealized —

HST HOST HOTELS & RESORTS INC 0.3%

Value ($000) $1,341 Shares 80,305 Est. Cost $11.03 Unrealized -8.3%

F FORD MTR CO DEL 0.3%

Value ($000) $1,181 Shares 87,514 Est. Cost $8.16 Unrealized -8.7%

VGK VANGUARD INTL EQUITY INDEX F 0.3%

Value ($000) $1,043 Shares 21,500 Est. Cost $52.41 Unrealized —

— SPDR SERIES TRUST 0.2%

Value ($000) $822 Shares 24,000 Est. Cost $38.63 Unrealized —

WELL WELLTOWER INC 0.1%

Value ($000) $537 Shares 7,747 Est. Cost $44.80 Unrealized -0.9%

— E M C CORP MASS 0.1%

Value ($000) $515 Shares 19,329 Est. Cost $29.75 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value ($000) $491 Shares 7,911 Est. Cost $63.33 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.1%

Value ($000) $476 Shares 9,977 Est. Cost $43.80 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value ($000) $372 Shares 8,756 Est. Cost $23.42 Unrealized +25.0%

ALLE ALLEGION PUB LTD CO 0.0%

Value ($000) $168 Shares 2,637 Est. Cost $46.00 Unrealized +18.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	1,342,000	$159,456	38.3%	$118.91	—	IBOXX INV CP ETF	464287242
SPY	SPDR S&P 500 ETF TR	561,475	$115,394	27.7%	$204.51	—	TR UNIT	78462F103
AGG	ISHARES TR	1,041,124	$115,383	27.7%	$109.86	—	CORE US AGGBD ET	464287226
IVV	ISHARES TR	36,937	$7,633	1.8%	$206.65	—	CORE S&P500 ETF	464287200
—	WELLPOINT INC	1,500,000	$2,872	0.7%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	DANAHER CORP DEL	1,000,000	$2,754	0.7%	$2.49	—	NOTE 1/2	235851AF9
—	GILEAD SCIENCES INC	500,000	$2,057	0.5%	$4.14	—	NOTE 1.625% 5/0	375558AP8
VYM	VANGUARD WHITEHALL FDS INC	27,800	$1,919	0.5%	$68.75	—	HIGH DIV YLD	921946406
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1,606	0.4%	$1.49	—	DBCV 9/1	110122AN8
HST	HOST HOTELS & RESORTS INC	80,305	$1,341	0.3%	$11.03	-8.3%	COM	44107P104
F	FORD MTR CO DEL	87,514	$1,181	0.3%	$8.16	-8.7%	COM PAR $0.01	345370860
VGK	VANGUARD INTL EQUITY INDEX F	21,500	$1,043	0.3%	$52.41	—	FTSE EUROPE ETF	922042874
—	SPDR SERIES TRUST	24,000	$822	0.2%	$38.63	—	BRC HGH YLD BD	78464A417
WELL	WELLTOWER INC	7,747	$537	0.1%	$44.80	-0.9%	COM	95040Q104
—	E M C CORP MASS	19,329	$515	0.1%	$29.75	—	COM	268648102
—	INGERSOLL-RAND PLC	7,911	$491	0.1%	$63.33	—	SHS	G47791101
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$476	0.1%	$43.80	—	SHS	G05384105
CMS	CMS ENERGY CORP	8,756	$372	0.1%	$23.42	+25.0%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$168	0.0%	$46.00	+18.7%	ORD SHS	G0176J109