CNO Financial Group, Inc. Diversified Active

Location: Carmel, IN

CIK: 0001224608 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 4, 2017

Total Value: $372M (97.8% shares, 2.2% debt)

Holdings (18)

AGG ISHARES TR 30.3%

Value $113M Shares 1,039,454 Est. Cost $108.31 Unrealized —

IVV ISHARES TR 24.1%

Value $89.65M Shares 377,837 Est. Cost $222.51 Unrealized —

LQD ISHARES TR 16.8%

Value $62.38M Shares 529,049 Est. Cost $118.70 Unrealized —

PFF ISHARES TR 9.5%

Value $35.53M Shares 918,000 Est. Cost $37.21 Unrealized —

— TCP CAP CORP 9.4%

Value $35.05M Shares 2,011,900 Est. Cost $15.28 Unrealized —

VCIT VANGUARD SCOTTSDALE FDS 5.2%

Value $19.34M Shares 223,874 Est. Cost $85.70 Unrealized —

— TPG SPECIALTY LENDING INC 1.2%

Value $4.486M Shares 220,000 Est. Cost $18.68 Unrealized —

— ANTHEM INC 0.9%

Value $3.425M Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 0.9%

Value $3.268M Shares 1,000,000 Est. Cost $2.49 Unrealized —

HST HOST HOTELS & RESORTS INC 0.4%

Value $1.498M Shares 80,305 Est. Cost $11.03 Unrealized +17.3%

— BRISTOL MYERS SQUIBB CO 0.4%

Value $1.368M Shares 1,000,000 Est. Cost $1.49 Unrealized —

F FORD MTR CO DEL 0.3%

Value $1.018M Shares 87,514 Est. Cost $8.16 Unrealized -4.6%

— INGERSOLL-RAND PLC 0.2%

Value $643K Shares 7,911 Est. Cost $63.33 Unrealized —

WELL WELLTOWER INC 0.1%

Value $549K Shares 7,747 Est. Cost $44.80 Unrealized +9.0%

— ASPEN INSURANCE HOLDINGS LTD 0.1%

Value $519K Shares 9,977 Est. Cost $43.80 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value $392K Shares 8,756 Est. Cost $23.42 Unrealized +42.4%

ALLE ALLEGION PUB LTD CO 0.1%

Value $200K Shares 2,637 Est. Cost $46.00 Unrealized +38.2%

— DELL TECHNOLOGIES INC 0.0%

Value $137K Shares 2,135 Est. Cost $47.78 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AGG	ISHARES TR	1,039,454	$113M	30.3%	$108.31	—	CORE US AGGBD ET	464287226
IVV	ISHARES TR	377,837	$89.65M	24.1%	$222.51	—	CORE S&P500 ETF	464287200
LQD	ISHARES TR	529,049	$62.38M	16.8%	$118.70	—	IBOXX INV CP ETF	464287242
PFF	ISHARES TR	918,000	$35.53M	9.5%	$37.21	—	U.S. PFD STK ETF	464288687
—	TCP CAP CORP	2,011,900	$35.05M	9.4%	$15.28	—	COM	87238Q103
VCIT	VANGUARD SCOTTSDALE FDS	223,874	$19.34M	5.2%	$85.70	—	INT-TERM CORP	92206C870
—	TPG SPECIALTY LENDING INC	220,000	$4.486M	1.2%	$18.68	—	COM	87265K102
—	ANTHEM INC	1,500,000	$3.425M	0.9%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	DANAHER CORP DEL	1,000,000	$3.268M	0.9%	$2.49	—	NOTE 1/2	235851AF9
HST	HOST HOTELS & RESORTS INC	80,305	$1.498M	0.4%	$11.03	+17.3%	COM	44107P104
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1.368M	0.4%	$1.49	—	DBCV 9/1	110122AN8
F	FORD MTR CO DEL	87,514	$1.018M	0.3%	$8.16	-4.6%	COM PAR $0.01	345370860
—	INGERSOLL-RAND PLC	7,911	$643K	0.2%	$63.33	—	SHS	G47791101
WELL	WELLTOWER INC	7,747	$549K	0.1%	$44.80	+9.0%	COM	95040Q104
—	ASPEN INSURANCE HOLDINGS LTD	9,977	$519K	0.1%	$43.80	—	SHS	G05384105
CMS	CMS ENERGY CORP	8,756	$392K	0.1%	$23.42	+42.4%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$200K	0.1%	$46.00	+38.2%	ORD SHS	G0176J109
—	DELL TECHNOLOGIES INC	2,135	$137K	0.0%	$47.78	—	COM CL V	24703L103