CNO Financial Group, Inc. Diversified Active

CIK: 0001224608 · Show all filings

Period: Q4 2014 (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $228,870 (96.2% shares, 3.8% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TR 50.3%

Value ($000) $115,065 Shares 559,925 Est. Cost $205.50 Unrealized —

AGG ISHARES TR 39.6%

Value ($000) $90,684 Shares 823,500 Est. Cost $110.12 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 2.4%

Value ($000) $5,538 Shares 80,550 Est. Cost $68.75 Unrealized —

VGK VANGUARD INTL EQUITY INDEX F 1.9%

Value ($000) $4,429 Shares 84,500 Est. Cost $52.41 Unrealized —

— WELLTOWER INC 1.1%

Value ($000) $2,582 Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 1.1%

Value ($000) $2,487 Shares 1,000,000 Est. Cost $2.49 Unrealized —

— GILEAD SCIENCES INC 0.9%

Value ($000) $2,069 Shares 500,000 Est. Cost $4.14 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.6%

Value ($000) $1,487 Shares 1,000,000 Est. Cost $1.49 Unrealized —

F FORD MTR CO DEL 0.6%

Value ($000) $1,356 Shares 87,514 Est. Cost $8.16 Unrealized 0.0%

— SPDR SERIES TRUST 0.4%

Value ($000) $927 Shares 24,000 Est. Cost $38.63 Unrealized —

— E M C CORP MASS 0.3%

Value ($000) $575 Shares 19,329 Est. Cost $29.75 Unrealized —

— INGERSOLL-RAND PLC 0.2%

Value ($000) $501 Shares 7,911 Est. Cost $63.33 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.2%

Value ($000) $437 Shares 9,977 Est. Cost $43.80 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value ($000) $304 Shares 8,756 Est. Cost $23.42 Unrealized 0.0%

MLCO MELCO CROWN ENTMT LTD 0.1%

Value ($000) $283 Shares 11,125 Est. Cost $25.44 Unrealized —

ALLE ALLEGION PUB LTD CO 0.1%

Value ($000) $146 Shares 2,637 Est. Cost $46.00 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	559,925	$115,065	50.3%	$205.50	—	TR UNIT	78462F103
AGG	ISHARES TR	823,500	$90,684	39.6%	$110.12	—	CORE US AGGBD ET	464287226
VYM	VANGUARD WHITEHALL FDS INC	80,550	$5,538	2.4%	$68.75	—	HIGH DIV YLD	921946406
VGK	VANGUARD INTL EQUITY INDEX F	84,500	$4,429	1.9%	$52.41	—	FTSE EUROPE ETF	922042874
—	WELLTOWER INC	1,500,000	$2,582	1.1%	$1.72	—	COM	94973VBG1
—	DANAHER CORP DEL	1,000,000	$2,487	1.1%	$2.49	—	NOTE 1/2	235851AF9
—	GILEAD SCIENCES INC	500,000	$2,069	0.9%	$4.14	—	NOTE 1.625% 5/0	375558AP8
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1,487	0.6%	$1.49	—	DBCV 9/1	110122AN8
F	FORD MTR CO DEL	87,514	$1,356	0.6%	$8.16	0.0%	COM PAR $0.01	345370860
—	SPDR SERIES TRUST	24,000	$927	0.4%	$38.63	—	BRC HGH YLD BD	78464A417
—	E M C CORP MASS	19,329	$575	0.3%	$29.75	—	COM	268648102
—	INGERSOLL-RAND PLC	7,911	$501	0.2%	$63.33	—	SHS	G47791101
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$437	0.2%	$43.80	—	SHS	G05384105
CMS	CMS ENERGY CORP	8,756	$304	0.1%	$23.42	0.0%	COM	125896100
MLCO	MELCO CROWN ENTMT LTD	11,125	$283	0.1%	$25.44	—	ADR	585464100
ALLE	ALLEGION PUB LTD CO	2,637	$146	0.1%	$46.00	0.0%	ORD SHS	G0176J109