CNO Financial Group, Inc. Diversified Active

CIK: 0001224608 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $269,349 (96.5% shares, 3.5% debt)

Holdings (18)

SPY SPDR S&P 500 ETF TR 46.9%

Value ($000) $126,333 Shares 619,675 Est. Cost $204.51 Unrealized —

AGG ISHARES TR 44.4%

Value ($000) $119,708 Shares 1,108,300 Est. Cost $109.86 Unrealized —

LQD ISHARES TR 1.7%

Value ($000) $4,560 Shares 40,000 Est. Cost $121.70 Unrealized —

— WELLPOINT INC 1.1%

Value ($000) $2,863 Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 1.0%

Value ($000) $2,696 Shares 1,000,000 Est. Cost $2.49 Unrealized —

— GILEAD SCIENCES INC 0.8%

Value ($000) $2,234 Shares 500,000 Est. Cost $4.14 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 0.8%

Value ($000) $2,189 Shares 32,800 Est. Cost $68.75 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.6%

Value ($000) $1,733 Shares 1,000,000 Est. Cost $1.49 Unrealized —

VGK VANGUARD INTL EQUITY INDEX F 0.5%

Value ($000) $1,322 Shares 26,500 Est. Cost $52.41 Unrealized —

F FORD MTR CO DEL 0.5%

Value ($000) $1,233 Shares 87,514 Est. Cost $8.16 Unrealized +2.2%

HST HOST HOTELS & RESORTS INC 0.5%

Value ($000) $1,232 Shares 80,305 Est. Cost $11.03 Unrealized 0.0%

— SPDR SERIES TRUST 0.3%

Value ($000) $814 Shares 24,000 Est. Cost $38.63 Unrealized —

WELL WELLTOWER INC 0.2%

Value ($000) $527 Shares 7,747 Est. Cost $44.80 Unrealized -1.1%

— E M C CORP MASS 0.2%

Value ($000) $496 Shares 19,329 Est. Cost $29.75 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.2%

Value ($000) $482 Shares 9,977 Est. Cost $43.80 Unrealized —

— INGERSOLL-RAND PLC 0.2%

Value ($000) $437 Shares 7,911 Est. Cost $63.33 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value ($000) $316 Shares 8,756 Est. Cost $23.42 Unrealized +12.8%

ALLE ALLEGION PUB LTD CO 0.1%

Value ($000) $174 Shares 2,637 Est. Cost $46.00 Unrealized +24.3%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	619,675	$126,333	46.9%	$204.51	—	TR UNIT	78462F103
AGG	ISHARES TR	1,108,300	$119,708	44.4%	$109.86	—	CORE US AGGBD ET	464287226
LQD	ISHARES TR	40,000	$4,560	1.7%	$121.70	—	IBOXX INV CP ETF	464287242
—	WELLPOINT INC	1,500,000	$2,863	1.1%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	DANAHER CORP DEL	1,000,000	$2,696	1.0%	$2.49	—	NOTE 1/2	235851AF9
—	GILEAD SCIENCES INC	500,000	$2,234	0.8%	$4.14	—	NOTE 1.625% 5/0	375558AP8
VYM	VANGUARD WHITEHALL FDS INC	32,800	$2,189	0.8%	$68.75	—	HIGH DIV YLD	921946406
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1,733	0.6%	$1.49	—	DBCV 9/1	110122AN8
VGK	VANGUARD INTL EQUITY INDEX F	26,500	$1,322	0.5%	$52.41	—	FTSE EUROPE ETF	922042874
F	FORD MTR CO DEL	87,514	$1,233	0.5%	$8.16	+2.2%	COM PAR $0.01	345370860
HST	HOST HOTELS & RESORTS INC	80,305	$1,232	0.5%	$11.03	0.0%	COM	44107P104
—	SPDR SERIES TRUST	24,000	$814	0.3%	$38.63	—	BRC HGH YLD BD	78464A417
WELL	WELLTOWER INC	7,747	$527	0.2%	$44.80	-1.1%	COM	95040Q104
—	E M C CORP MASS	19,329	$496	0.2%	$29.75	—	COM	268648102
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$482	0.2%	$43.80	—	SHS	G05384105
—	INGERSOLL-RAND PLC	7,911	$437	0.2%	$63.33	—	SHS	G47791101
CMS	CMS ENERGY CORP	8,756	$316	0.1%	$23.42	+12.8%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$174	0.1%	$46.00	+24.3%	ORD SHS	G0176J109