CNO Financial Group, Inc. Diversified Active

Location: Carmel, IN

CIK: 0001224608 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 4, 2017

Total Value: $387M (97.8% shares, 2.2% debt)

Holdings (16)

AGG ISHARES TR 31.2%

Value $121M Shares 1,103,454 Est. Cost $108.38 Unrealized —

IVV ISHARES TR 24.8%

Value $96.11M Shares 394,837 Est. Cost $223.41 Unrealized —

LQD ISHARES TR 16.5%

Value $63.76M Shares 529,049 Est. Cost $118.70 Unrealized —

PFF ISHARES TR 9.3%

Value $35.96M Shares 918,000 Est. Cost $37.21 Unrealized —

— TCP CAP CORP 8.8%

Value $34M Shares 2,011,900 Est. Cost $15.28 Unrealized —

VCIT VANGUARD SCOTTSDALE FDS 5.1%

Value $19.6M Shares 223,874 Est. Cost $85.70 Unrealized —

— TPG SPECIALTY LENDING INC 1.2%

Value $4.499M Shares 220,000 Est. Cost $18.68 Unrealized —

— ANTHEM INC 1.0%

Value $3.863M Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 0.8%

Value $3.224M Shares 1,000,000 Est. Cost $2.49 Unrealized —

HST HOST HOTELS & RESORTS INC 0.4%

Value $1.467M Shares 80,305 Est. Cost $11.03 Unrealized +19.1%

— BRISTOL MYERS SQUIBB CO 0.4%

Value $1.429M Shares 1,000,000 Est. Cost $1.49 Unrealized —

F FORD MTR CO DEL 0.2%

Value $725K Shares 64,787 Est. Cost $8.16 Unrealized -13.1%

WELL WELLTOWER INC 0.1%

Value $580K Shares 7,747 Est. Cost $44.80 Unrealized +19.6%

— INGERSOLL-RAND PLC 0.1%

Value $471K Shares 5,151 Est. Cost $63.33 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value $405K Shares 8,756 Est. Cost $23.42 Unrealized +53.1%

ALLE ALLEGION PUB LTD CO 0.1%

Value $214K Shares 2,637 Est. Cost $46.00 Unrealized +53.5%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AGG	ISHARES TR	1,103,454	$121M	31.2%	$108.38	—	CORE US AGGBD ET	464287226
IVV	ISHARES TR	394,837	$96.11M	24.8%	$223.41	—	CORE S&P500 ETF	464287200
LQD	ISHARES TR	529,049	$63.76M	16.5%	$118.70	—	IBOXX INV CP ETF	464287242
PFF	ISHARES TR	918,000	$35.96M	9.3%	$37.21	—	U.S. PFD STK ETF	464288687
—	TCP CAP CORP	2,011,900	$34M	8.8%	$15.28	—	COM	87238Q103
VCIT	VANGUARD SCOTTSDALE FDS	223,874	$19.6M	5.1%	$85.70	—	INT-TERM CORP	92206C870
—	TPG SPECIALTY LENDING INC	220,000	$4.499M	1.2%	$18.68	—	COM	87265K102
—	ANTHEM INC	1,500,000	$3.863M	1.0%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	DANAHER CORP DEL	1,000,000	$3.224M	0.8%	$2.49	—	NOTE 1/2	235851AF9
HST	HOST HOTELS & RESORTS INC	80,305	$1.467M	0.4%	$11.03	+19.1%	COM	44107P104
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1.429M	0.4%	$1.49	—	DBCV 9/1	110122AN8
F	FORD MTR CO DEL	64,787	$725K	0.2%	$8.16	-13.1%	COM PAR $0.01	345370860
WELL	WELLTOWER INC	7,747	$580K	0.1%	$44.80	+19.6%	COM	95040Q104
—	INGERSOLL-RAND PLC	5,151	$471K	0.1%	$63.33	—	SHS	G47791101
CMS	CMS ENERGY CORP	8,756	$405K	0.1%	$23.42	+53.1%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$214K	0.1%	$46.00	+53.5%	ORD SHS	G0176J109