CNO Financial Group, Inc. Diversified Active

Location: Carmel, IN

CIK: 0001224608 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value: $246M (96.4% shares, 3.6% debt)

Holdings (17)

SPY SPDR S&P 500 ETF TR 47.5%

Value $117M Shares 609,675 Est. Cost $204.52 Unrealized —

AGG ISHARES TR 43.2%

Value $106M Shares 970,900 Est. Cost $110.13 Unrealized —

LQD ISHARES TR 1.9%

Value $4.644M Shares 40,000 Est. Cost $121.70 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 1.2%

Value $2.979M Shares 47,550 Est. Cost $68.75 Unrealized —

— WELLPOINT INC 1.1%

Value $2.826M Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 1.0%

Value $2.464M Shares 1,000,000 Est. Cost $2.49 Unrealized —

VGK VANGUARD INTL EQUITY INDEX F 0.9%

Value $2.238M Shares 45,500 Est. Cost $52.41 Unrealized —

— GILEAD SCIENCES INC 0.9%

Value $2.143M Shares 500,000 Est. Cost $4.14 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.6%

Value $1.485M Shares 1,000,000 Est. Cost $1.49 Unrealized —

F FORD MTR CO DEL 0.5%

Value $1.187M Shares 87,514 Est. Cost $8.16 Unrealized -0.1%

— SPDR SERIES TRUST 0.3%

Value $856K Shares 24,000 Est. Cost $38.63 Unrealized —

— E M C CORP MASS 0.2%

Value $467K Shares 19,329 Est. Cost $29.75 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.2%

Value $464K Shares 9,977 Est. Cost $43.80 Unrealized —

— INGERSOLL-RAND PLC 0.2%

Value $402K Shares 7,911 Est. Cost $63.33 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value $309K Shares 8,756 Est. Cost $23.42 Unrealized +5.8%

WELL WELLTOWER INC 0.1%

Value $204K Shares 7,747 Est. Cost $44.80 Unrealized 0.0%

ALLE ALLEGION PUB LTD CO 0.1%

Value $152K Shares 2,637 Est. Cost $46.00 Unrealized +18.1%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	609,675	$117M	47.5%	$204.52	—	TR UNIT	78462F103
AGG	ISHARES TR	970,900	$106M	43.2%	$110.13	—	CORE US AGGBD ET	464287226
LQD	ISHARES TR	40,000	$4.644M	1.9%	$121.70	—	IBOXX INV CP ETF	464287242
VYM	VANGUARD WHITEHALL FDS INC	47,550	$2.979M	1.2%	$68.75	—	HIGH DIV YLD	921946406
—	WELLPOINT INC	1,500,000	$2.826M	1.1%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	DANAHER CORP DEL	1,000,000	$2.464M	1.0%	$2.49	—	NOTE 1/2	235851AF9
VGK	VANGUARD INTL EQUITY INDEX F	45,500	$2.238M	0.9%	$52.41	—	FTSE EUROPE ETF	922042874
—	GILEAD SCIENCES INC	500,000	$2.143M	0.9%	$4.14	—	NOTE 1.625% 5/0	375558AP8
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1.485M	0.6%	$1.49	—	DBCV 9/1	110122AN8
F	FORD MTR CO DEL	87,514	$1.187M	0.5%	$8.16	-0.1%	COM PAR $0.01	345370860
—	SPDR SERIES TRUST	24,000	$856K	0.3%	$38.63	—	BRC HGH YLD BD	78464A417
—	E M C CORP MASS	19,329	$467K	0.2%	$29.75	—	COM	268648102
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$464K	0.2%	$43.80	—	SHS	G05384105
—	INGERSOLL-RAND PLC	7,911	$402K	0.2%	$63.33	—	SHS	G47791101
CMS	CMS ENERGY CORP	8,756	$309K	0.1%	$23.42	+5.8%	COM	125896100
WELL	WELLTOWER INC	7,747	$204K	0.1%	$44.80	0.0%	COM	95040Q104
ALLE	ALLEGION PUB LTD CO	2,637	$152K	0.1%	$46.00	+18.1%	ORD SHS	G0176J109