CNO Financial Group, Inc. Diversified Active

Location: Carmel, IN

CIK: 0001224608 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 2, 2017

Total Value: $500M (96.2% shares, 3.8% debt)

Holdings (21)

AGG ISHARES TR 24.5%

Value $123M Shares 1,118,454 Est. Cost $108.39 Unrealized —

IVV ISHARES TR 20.6%

Value $103M Shares 407,837 Est. Cost $224.35 Unrealized —

LQD ISHARES TR 12.8%

Value $64.14M Shares 529,049 Est. Cost $118.70 Unrealized —

PFF ISHARES TR 11.1%

Value $55.55M Shares 1,431,300 Est. Cost $37.78 Unrealized —

— TCP CAP CORP 6.6%

Value $33.18M Shares 2,011,900 Est. Cost $15.28 Unrealized —

EMB ISHARES TR 5.1%

Value $25.26M Shares 217,000 Est. Cost $116.42 Unrealized —

HYG ISHARES TR 4.0%

Value $20.09M Shares 226,400 Est. Cost $88.76 Unrealized —

SJNK SPDR SER TR 4.0%

Value $20.08M Shares 717,950 Est. Cost $27.97 Unrealized —

VCIT VANGUARD SCOTTSDALE FDS 3.9%

Value $19.7M Shares 223,874 Est. Cost $85.70 Unrealized —

— TCP CAP CORP 2.1%

Value $10.43M Shares 10,000,000 Est. Cost $1.04 Unrealized —

— ALPS ETF TR 1.9%

Value $9.488M Shares 845,637 Est. Cost $11.22 Unrealized —

— TPG SPECIALTY LENDING INC 0.9%

Value $4.611M Shares 220,000 Est. Cost $18.68 Unrealized —

— ANTHEM INC 0.8%

Value $3.893M Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 0.7%

Value $3.277M Shares 1,000,000 Est. Cost $2.49 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.3%

Value $1.644M Shares 1,000,000 Est. Cost $1.49 Unrealized —

HST HOST HOTELS & RESORTS INC 0.3%

Value $1.485M Shares 80,305 Est. Cost $11.03 Unrealized +19.3%

WELL WELLTOWER INC 0.1%

Value $544K Shares 7,747 Est. Cost $44.80 Unrealized +20.4%

— INGERSOLL-RAND PLC 0.1%

Value $459K Shares 5,151 Est. Cost $63.33 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value $406K Shares 8,756 Est. Cost $23.42 Unrealized +57.4%

ALLE ALLEGION PUB LTD CO 0.0%

Value $228K Shares 2,637 Est. Cost $46.00 Unrealized +58.8%

— DELL TECHNOLOGIES INC 0.0%

Value $2,000 Shares 20 Est. Cost $100.00 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AGG	ISHARES TR	1,118,454	$123M	24.5%	$108.39	—	CORE US AGGBD ET	464287226
IVV	ISHARES TR	407,837	$103M	20.6%	$224.35	—	CORE S&P500 ETF	464287200
LQD	ISHARES TR	529,049	$64.14M	12.8%	$118.70	—	IBOXX INV CP ETF	464287242
PFF	ISHARES TR	1,431,300	$55.55M	11.1%	$37.78	—	U.S. PFD STK ETF	464288687
—	TCP CAP CORP	2,011,900	$33.18M	6.6%	$15.28	—	COM	87238Q103
EMB	ISHARES TR	217,000	$25.26M	5.1%	$116.42	—	JP MOR EM MK ETF	464288281
HYG	ISHARES TR	226,400	$20.09M	4.0%	$88.76	—	IBOXX HI YD ETF	464288513
SJNK	SPDR SER TR	717,950	$20.08M	4.0%	$27.97	—	BLOOMBERG SRT TR	78468R408
VCIT	VANGUARD SCOTTSDALE FDS	223,874	$19.7M	3.9%	$85.70	—	INT-TERM CORP	92206C870
—	TCP CAP CORP	10,000,000	$10.43M	2.1%	$1.04	—	NOTE 4.625% 3/0	87238QAD5
—	ALPS ETF TR	845,637	$9.488M	1.9%	$11.22	—	ALERIAN MLP	00162Q866
—	TPG SPECIALTY LENDING INC	220,000	$4.611M	0.9%	$18.68	—	COM	87265K102
—	ANTHEM INC	1,500,000	$3.893M	0.8%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	DANAHER CORP DEL	1,000,000	$3.277M	0.7%	$2.49	—	NOTE 1/2	235851AF9
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1.644M	0.3%	$1.49	—	DBCV 9/1	110122AN8
HST	HOST HOTELS & RESORTS INC	80,305	$1.485M	0.3%	$11.03	+19.3%	COM	44107P104
WELL	WELLTOWER INC	7,747	$544K	0.1%	$44.80	+20.4%	COM	95040Q104
—	INGERSOLL-RAND PLC	5,151	$459K	0.1%	$63.33	—	SHS	G47791101
CMS	CMS ENERGY CORP	8,756	$406K	0.1%	$23.42	+57.4%	COM	125896100
ALLE	ALLEGION PUB LTD CO	2,637	$228K	0.0%	$46.00	+58.8%	ORD SHS	G0176J109
—	DELL TECHNOLOGIES INC	20	$2,000	0.0%	$100.00	—	COM CL V	24703L103