CNO Financial Group, Inc. Diversified Active

Location: Carmel, IN

CIK: 0001224608 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value: $245M (95.3% shares, 4.7% debt)

Holdings (18)

SPY SPDR S&P 500 ETF TR 47.5%

Value $116M Shares 565,825 Est. Cost $205.52 Unrealized —

AGG ISHARES TR 41.8%

Value $103M Shares 942,500 Est. Cost $110.14 Unrealized —

LQD ISHARES TR 1.9%

Value $4.629M Shares 40,000 Est. Cost $121.70 Unrealized —

— WELLPOINT INC 1.3%

Value $3.292M Shares 1,500,000 Est. Cost $1.72 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 1.3%

Value $3.201M Shares 47,550 Est. Cost $68.75 Unrealized —

— GILEAD SCIENCES INC 1.1%

Value $2.578M Shares 500,000 Est. Cost $4.14 Unrealized —

— DANAHER CORP DEL 1.0%

Value $2.484M Shares 1,000,000 Est. Cost $2.49 Unrealized —

VGK VANGUARD INTL EQUITY INDEX F 1.0%

Value $2.456M Shares 45,500 Est. Cost $52.41 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.7%

Value $1.667M Shares 1,000,000 Est. Cost $1.49 Unrealized —

— HEALTH CARE REIT INC 0.7%

Value $1.609M Shares 1,250,000 Est. Cost $1.49 Unrealized —

F FORD MTR CO DEL 0.5%

Value $1.314M Shares 87,514 Est. Cost $8.16 Unrealized +7.3%

— SPDR SERIES TRUST 0.4%

Value $922K Shares 24,000 Est. Cost $38.63 Unrealized —

— INGERSOLL-RAND PLC 0.2%

Value $533K Shares 7,911 Est. Cost $63.33 Unrealized —

— E M C CORP MASS 0.2%

Value $510K Shares 19,329 Est. Cost $29.75 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.2%

Value $478K Shares 9,977 Est. Cost $43.80 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value $279K Shares 8,756 Est. Cost $23.42 Unrealized +4.5%

ALLE ALLEGION PUB LTD CO 0.1%

Value $159K Shares 2,637 Est. Cost $46.00 Unrealized +18.5%

— HEALTH CARE REIT INC 0.1%

Value $125K Shares 1,910 Est. Cost $77.49 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	565,825	$116M	47.5%	$205.52	—	TR UNIT	78462F103
AGG	ISHARES TR	942,500	$103M	41.8%	$110.14	—	CORE US AGGBD ET	464287226
LQD	ISHARES TR	40,000	$4.629M	1.9%	$121.70	—	IBOXX INV CP ETF	464287242
—	WELLPOINT INC	1,500,000	$3.292M	1.3%	$1.72	—	NOTE 2.750%10/1	94973VBG1
VYM	VANGUARD WHITEHALL FDS INC	47,550	$3.201M	1.3%	$68.75	—	HIGH DIV YLD	921946406
—	GILEAD SCIENCES INC	500,000	$2.578M	1.1%	$4.14	—	NOTE 1.625% 5/0	375558AP8
—	DANAHER CORP DEL	1,000,000	$2.484M	1.0%	$2.49	—	NOTE 1/2	235851AF9
VGK	VANGUARD INTL EQUITY INDEX F	45,500	$2.456M	1.0%	$52.41	—	FTSE EUROPE ETF	922042874
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1.667M	0.7%	$1.49	—	DBCV 9/1	110122AN8
—	HEALTH CARE REIT INC	1,250,000	$1.609M	0.7%	$1.49	—	NOTE 3.000%12/0	42217KAR7
F	FORD MTR CO DEL	87,514	$1.314M	0.5%	$8.16	+7.3%	COM PAR $0.01	345370860
—	SPDR SERIES TRUST	24,000	$922K	0.4%	$38.63	—	BRC HGH YLD BD	78464A417
—	INGERSOLL-RAND PLC	7,911	$533K	0.2%	$63.33	—	SHS	G47791101
—	E M C CORP MASS	19,329	$510K	0.2%	$29.75	—	COM	268648102
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$478K	0.2%	$43.80	—	SHS	G05384105
CMS	CMS ENERGY CORP	8,756	$279K	0.1%	$23.42	+4.5%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$159K	0.1%	$46.00	+18.5%	ORD SHS	G0176J109
—	HEALTH CARE REIT INC	1,910	$125K	0.1%	$77.49	—	COM	42217K106