CNO Financial Group, Inc. Diversified Active

CIK: 0001224608 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 12, 2018

Total Value ($000): $312,608 (92.9% shares, 7.1% debt)

Holdings (15)

IVV ISHARES TR 40.5%

Value ($000) $126,746 Shares 471,437 Est. Cost $230.36 Unrealized —

AGG ISHARES TR 37.4%

Value ($000) $116,814 Shares 1,068,454 Est. Cost $108.39 Unrealized —

— TCP CAP CORP 9.8%

Value ($000) $30,742 Shares 2,011,900 Est. Cost $15.28 Unrealized —

— TCP CAP CORP 3.3%

Value ($000) $10,250 Shares 10,000,000 Est. Cost $1.04 Unrealized —

— ALPS ETF TR 2.9%

Value ($000) $9,124 Shares 845,637 Est. Cost $11.22 Unrealized —

— ANTHEM INC 1.5%

Value ($000) $4,613 Shares 1,500,000 Est. Cost $1.72 Unrealized —

— TPG SPECIALTY LENDING INC 1.4%

Value ($000) $4,356 Shares 220,000 Est. Cost $18.68 Unrealized —

— DANAHER CORP DEL 1.1%

Value ($000) $3,546 Shares 1,000,000 Est. Cost $2.49 Unrealized —

— GOLDMAN SACHS BDC INC 0.7%

Value ($000) $2,066 Shares 2,000,000 Est. Cost $1.03 Unrealized —

HST HOST HOTELS & RESORTS INC 0.5%

Value ($000) $1,594 Shares 80,305 Est. Cost $11.03 Unrealized +30.0%

— BRISTOL MYERS SQUIBB CO 0.5%

Value ($000) $1,592 Shares 1,000,000 Est. Cost $1.49 Unrealized —

WELL WELLTOWER INC 0.2%

Value ($000) $494 Shares 7,747 Est. Cost $44.80 Unrealized +12.5%

— INGERSOLL-RAND PLC 0.1%

Value ($000) $459 Shares 5,151 Est. Cost $63.33 Unrealized —

ALLE ALLEGION PUB LTD CO 0.1%

Value ($000) $210 Shares 2,637 Est. Cost $46.00 Unrealized +64.9%

— DELL TECHNOLOGIES INC 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES TR	471,437	$126,746	40.5%	$230.36	—	CORE S&P500 ETF	464287200
AGG	ISHARES TR	1,068,454	$116,814	37.4%	$108.39	—	CORE US AGGBD ET	464287226
—	TCP CAP CORP	2,011,900	$30,742	9.8%	$15.28	—	COM	87238Q103
—	TCP CAP CORP	10,000,000	$10,250	3.3%	$1.04	—	NOTE 4.625% 3/0	87238QAD5
—	ALPS ETF TR	845,637	$9,124	2.9%	$11.22	—	ALERIAN MLP	00162Q866
—	ANTHEM INC	1,500,000	$4,613	1.5%	$1.72	—	NOTE 2.750% 10/1	94973VBG1
—	TPG SPECIALTY LENDING INC	220,000	$4,356	1.4%	$18.68	—	COM	87265K102
—	DANAHER CORP DEL	1,000,000	$3,546	1.1%	$2.49	—	NOTE 1/2	235851AF9
—	GOLDMAN SACHS BDC INC	2,000,000	$2,066	0.7%	$1.03	—	NOTE 4.500% 4/0	38147UAB3
HST	HOST HOTELS & RESORTS INC	80,305	$1,594	0.5%	$11.03	+30.0%	COM	44107P104
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1,592	0.5%	$1.49	—	DBCV 9/1	110122AN8
WELL	WELLTOWER INC	7,747	$494	0.2%	$44.80	+12.5%	COM	95040Q104
—	INGERSOLL-RAND PLC	5,151	$459	0.1%	$63.33	—	SHS	G47791101
ALLE	ALLEGION PUB LTD CO	2,637	$210	0.1%	$46.00	+64.9%	ORD SHS	G0176J109
—	DELL TECHNOLOGIES INC	20	$2	0.0%	$100.00	—	COM CL V	24703L103