CNO Financial Group, Inc. Diversified Active

CIK: 0001224608 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 10, 2017

Total Value ($000): $372,264 (98.0% shares, 2.0% debt)

Holdings (18)

AGG ISHARES TR 29.6%

Value ($000) $110,362 Shares 1,021,304 Est. Cost $108.30 Unrealized —

IVV ISHARES TR 22.5%

Value ($000) $83,660 Shares 371,837 Est. Cost $222.28 Unrealized —

LQD ISHARES TR 18.7%

Value ($000) $69,663 Shares 594,500 Est. Cost $118.70 Unrealized —

PFF ISHARES TR 9.2%

Value ($000) $34,159 Shares 918,000 Est. Cost $37.21 Unrealized —

— TCP CAP CORP 9.1%

Value ($000) $34,001 Shares 2,011,900 Est. Cost $15.28 Unrealized —

VCIT VANGUARD SCOTTSDALE FDS 6.4%

Value ($000) $23,996 Shares 280,000 Est. Cost $85.70 Unrealized —

— TPG SPECIALTY LENDING INC 1.1%

Value ($000) $4,110 Shares 220,000 Est. Cost $18.68 Unrealized —

— ANTHEM INC 0.8%

Value ($000) $2,985 Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 0.8%

Value ($000) $2,974 Shares 1,000,000 Est. Cost $2.49 Unrealized —

HST HOST HOTELS & RESORTS INC 0.4%

Value ($000) $1,513 Shares 80,305 Est. Cost $11.03 Unrealized +7.0%

— BRISTOL MYERS SQUIBB CO 0.4%

Value ($000) $1,469 Shares 1,000,000 Est. Cost $1.49 Unrealized —

F FORD MTR CO DEL 0.3%

Value ($000) $1,061 Shares 87,514 Est. Cost $8.16 Unrealized -8.4%

— INGERSOLL-RAND PLC 0.2%

Value ($000) $594 Shares 7,911 Est. Cost $63.33 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.1%

Value ($000) $549 Shares 9,977 Est. Cost $43.80 Unrealized —

WELL WELLTOWER INC 0.1%

Value ($000) $518 Shares 7,747 Est. Cost $44.80 Unrealized +5.5%

CMS CMS ENERGY CORP 0.1%

Value ($000) $364 Shares 8,756 Est. Cost $23.42 Unrealized +33.3%

ALLE ALLEGION PUB LTD CO 0.0%

Value ($000) $169 Shares 2,637 Est. Cost $46.00 Unrealized +29.3%

— DELL TECHNOLOGIES INC 0.0%

Value ($000) $117 Shares 2,135 Est. Cost $47.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGG	ISHARES TR	1,021,304	$110,362	29.6%	$108.30	—	CORE US AGGBD ET	464287226
IVV	ISHARES TR	371,837	$83,660	22.5%	$222.28	—	CORE S&P500 ETF	464287200
LQD	ISHARES TR	594,500	$69,663	18.7%	$118.70	—	IBOXX INV CP ETF	464287242
PFF	ISHARES TR	918,000	$34,159	9.2%	$37.21	—	U.S. PFD STK ETF	464288687
—	TCP CAP CORP	2,011,900	$34,001	9.1%	$15.28	—	COM	87238Q103
VCIT	VANGUARD SCOTTSDALE FDS	280,000	$23,996	6.4%	$85.70	—	INT-TERM CORP	92206C870
—	TPG SPECIALTY LENDING INC	220,000	$4,110	1.1%	$18.68	—	COM	87265K102
—	ANTHEM INC	1,500,000	$2,985	0.8%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	DANAHER CORP DEL	1,000,000	$2,974	0.8%	$2.49	—	NOTE 1/2	235851AF9
HST	HOST HOTELS & RESORTS INC	80,305	$1,513	0.4%	$11.03	+7.0%	COM	44107P104
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1,469	0.4%	$1.49	—	DBCV 9/1	110122AN8
F	FORD MTR CO DEL	87,514	$1,061	0.3%	$8.16	-8.4%	COM PAR $0.01	345370860
—	INGERSOLL-RAND PLC	7,911	$594	0.2%	$63.33	—	SHS	G47791101
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$549	0.1%	$43.80	—	SHS	G05384105
WELL	WELLTOWER INC	7,747	$518	0.1%	$44.80	+5.5%	COM	95040Q104
CMS	CMS ENERGY CORP	8,756	$364	0.1%	$23.42	+33.3%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$169	0.0%	$46.00	+29.3%	ORD SHS	G0176J109
—	DELL TECHNOLOGIES INC	2,135	$117	0.0%	$47.78	—	COM CL V	24703L103