CNO Financial Group, Inc. Diversified Active

Location: Carmel, IN

CIK: 0001224608 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value: $237M (95.3% shares, 4.7% debt)

Holdings (19)

SPY SPDR S&P 500 ETF TR 46.9%

Value $111M Shares 539,325 Est. Cost $205.50 Unrealized —

AGG ISHARES TR 41.9%

Value $99.34M Shares 891,500 Est. Cost $110.22 Unrealized —

LQD ISHARES TR 2.1%

Value $4.868M Shares 40,000 Est. Cost $121.70 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 1.4%

Value $3.248M Shares 47,550 Est. Cost $68.75 Unrealized —

— WELLPOINT INC 1.3%

Value $3.098M Shares 1,500,000 Est. Cost $1.72 Unrealized —

VGK VANGUARD INTL EQUITY INDEX F 1.0%

Value $2.467M Shares 45,500 Est. Cost $52.41 Unrealized —

— DANAHER CORP DEL 1.0%

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

— GILEAD SCIENCES INC 0.9%

Value $2.154M Shares 500,000 Est. Cost $4.14 Unrealized —

— HEALTH CARE REIT INC 0.8%

Value $1.863M Shares 1,250,000 Est. Cost $1.49 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.7%

Value $1.625M Shares 1,000,000 Est. Cost $1.49 Unrealized —

F FORD MTR CO DEL 0.6%

Value $1.412M Shares 87,514 Est. Cost $8.16 Unrealized +8.2%

— SPDR SERIES TRUST 0.4%

Value $941K Shares 24,000 Est. Cost $38.63 Unrealized —

— INGERSOLL-RAND PLC 0.2%

Value $539K Shares 7,911 Est. Cost $63.33 Unrealized —

— E M C CORP MASS 0.2%

Value $494K Shares 19,329 Est. Cost $29.75 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.2%

Value $471K Shares 9,977 Est. Cost $43.80 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value $306K Shares 8,756 Est. Cost $23.42 Unrealized +9.5%

MLCO MELCO CROWN ENTMT LTD 0.1%

Value $239K Shares 11,125 Est. Cost $25.44 Unrealized —

ALLE ALLEGION PUB LTD CO 0.1%

Value $161K Shares 2,637 Est. Cost $46.00 Unrealized +10.3%

— HEALTH CARE REIT INC 0.1%

Value $148K Shares 1,910 Est. Cost $77.49 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	539,325	$111M	46.9%	$205.50	—	TR UNIT	78462F103
AGG	ISHARES TR	891,500	$99.34M	41.9%	$110.22	—	CORE US AGGBD ET	464287226
LQD	ISHARES TR	40,000	$4.868M	2.1%	$121.70	—	IBOXX INV CP ETF	464287242
VYM	VANGUARD WHITEHALL FDS INC	47,550	$3.248M	1.4%	$68.75	—	HIGH DIV YLD	921946406
—	WELLPOINT INC	1,500,000	$3.098M	1.3%	$1.72	—	NOTE 2.750%10/1	94973VBG1
VGK	VANGUARD INTL EQUITY INDEX F	45,500	$2.467M	1.0%	$52.41	—	FTSE EUROPE ETF	922042874
—	DANAHER CORP DEL	1,000,000	$2.464M	1.0%	$2.49	—	NOTE 1/2	235851AF9
—	GILEAD SCIENCES INC	500,000	$2.154M	0.9%	$4.14	—	NOTE 1.625% 5/0	375558AP8
—	HEALTH CARE REIT INC	1,250,000	$1.863M	0.8%	$1.49	—	NOTE 3.000%12/0	42217KAR7
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1.625M	0.7%	$1.49	—	DBCV 9/1	110122AN8
F	FORD MTR CO DEL	87,514	$1.412M	0.6%	$8.16	+8.2%	COM PAR $0.01	345370860
—	SPDR SERIES TRUST	24,000	$941K	0.4%	$38.63	—	BRC HGH YLD BD	78464A417
—	INGERSOLL-RAND PLC	7,911	$539K	0.2%	$63.33	—	SHS	G47791101
—	E M C CORP MASS	19,329	$494K	0.2%	$29.75	—	COM	268648102
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$471K	0.2%	$43.80	—	SHS	G05384105
CMS	CMS ENERGY CORP	8,756	$306K	0.1%	$23.42	+9.5%	COM	125896100
MLCO	MELCO CROWN ENTMT LTD	11,125	$239K	0.1%	$25.44	—	ADR	585464100
ALLE	ALLEGION PUB LTD CO	2,637	$161K	0.1%	$46.00	+10.3%	ORD SHS	G0176J109
—	HEALTH CARE REIT INC	1,910	$148K	0.1%	$77.49	—	COM	42217K106