CNO Financial Group, Inc. Diversified Active

CIK: 0001224608 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 2, 2018

Total Value ($000): $359,368 (93.9% shares, 6.1% debt)

Holdings (25)

PFF ISHARES TR 17.8%

Value ($000) $64,085 Shares 1,706,200 Est. Cost $37.56 Unrealized —

— POWERSHARES ETF TRUST II 14.4%

Value ($000) $51,865 Shares 3,552,423 Est. Cost $14.60 Unrealized —

FPE FIRST TR EXCHANGE-TRADED FD 10.8%

Value ($000) $38,920 Shares 2,000,000 Est. Cost $19.46 Unrealized —

HYG ISHARES TR 8.3%

Value ($000) $29,717 Shares 347,000 Est. Cost $85.64 Unrealized —

— TCP CAP CORP 8.0%

Value ($000) $28,609 Shares 2,011,900 Est. Cost $15.28 Unrealized —

— SPDR SERIEs TRUST 6.0%

Value ($000) $21,510 Shares 600,000 Est. Cost $35.85 Unrealized —

FLOT ISHARES TR 5.6%

Value ($000) $20,270 Shares 398,000 Est. Cost $50.93 Unrealized —

— POWERSHARES ETF TRUST 5.2%

Value ($000) $18,550 Shares 1,000,000 Est. Cost $18.55 Unrealized —

ARCC ARES CAP CORP 3.4%

Value ($000) $12,145 Shares 765,301 Est. Cost $7.48 Unrealized 0.0%

— TPG SPECIALTY LENDING INC 2.9%

Value ($000) $10,525 Shares 589,305 Est. Cost $18.17 Unrealized —

— TCP CAP CORP 2.8%

Value ($000) $10,071 Shares 10,000,000 Est. Cost $1.04 Unrealized —

GBDC GOLUB CAP BDC INC 2.8%

Value ($000) $9,949 Shares 556,139 Est. Cost $8.49 Unrealized 0.0%

— ALPS ETF TR 2.2%

Value ($000) $7,924 Shares 845,637 Est. Cost $11.22 Unrealized —

GSBD GOLDMAN SACHS MLP ENERGY REN 2.2%

Value ($000) $7,809 Shares 408,185 Est. Cost $20.76 Unrealized 0.0%

MAIN MAIN STREET CAPITAL CORP 1.4%

Value ($000) $5,166 Shares 140,000 Est. Cost $37.46 Unrealized 0.0%

SLRC SOLAR CAP LTD 1.4%

Value ($000) $4,976 Shares 245,000 Est. Cost $9.57 Unrealized 0.0%

— ANTHEM INC 1.3%

Value ($000) $4,518 Shares 1,500,000 Est. Cost $1.72 Unrealized —

— DANAHER CORP DEL 1.0%

Value ($000) $3,746 Shares 1,000,000 Est. Cost $2.49 Unrealized —

HTGC HERCULES CAPITAL INC 0.8%

Value ($000) $2,957 Shares 244,367 Est. Cost $12.54 Unrealized 0.0%

— GOLDMAN SACHS BDC INC 0.6%

Value ($000) $2,020 Shares 2,000,000 Est. Cost $1.03 Unrealized —

— BRISTOL MYERS SQUIBB CO 0.5%

Value ($000) $1,675 Shares 1,000,000 Est. Cost $1.49 Unrealized —

HST HOST HOTELS & RESORTS INC 0.4%

Value ($000) $1,497 Shares 80,305 Est. Cost $11.03 Unrealized +31.2%

— INGERSOLL-RAND PLC 0.1%

Value ($000) $440 Shares 5,151 Est. Cost $63.33 Unrealized —

WELL WELLTOWER INC 0.1%

Value ($000) $422 Shares 7,747 Est. Cost $44.80 Unrealized -4.1%

— 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
PFF	ISHARES TR	1,706,200	$64,085	17.8%	$37.56	—	S&P US PFD STK	464288687
—	POWERSHARES ETF TRUST II	3,552,423	$51,865	14.4%	$14.60	—	PFD PORTFOLIO	73936T565
FPE	FIRST TR EXCHANGE-TRADED FD	2,000,000	$38,920	10.8%	$19.46	—	PFD SECS INC ETF	33739E108
HYG	ISHARES TR	347,000	$29,717	8.3%	$85.64	—	IBOXX HI YD ETF	464288513
—	TCP CAP CORP	2,011,900	$28,609	8.0%	$15.28	—	COM	87238Q103
—	SPDR SERIEs TRUST	600,000	$21,510	6.0%	$35.85	—	BLOOMBERG BRCLYS	78464A417
FLOT	ISHARES TR	398,000	$20,270	5.6%	$50.93	—	FLTG RATE NT ETF	46429B655
—	POWERSHARES ETF TRUST	1,000,000	$18,550	5.2%	$18.55	—	FINL PFD PTFL	73935X229
ARCC	ARES CAP CORP	765,301	$12,145	3.4%	$7.48	0.0%	COM	04010L103
—	TPG SPECIALTY LENDING INC	589,305	$10,525	2.9%	$18.17	—	COM	87265K102
—	TCP CAP CORP	10,000,000	$10,071	2.8%	$1.04	—	NOTE 4.625% 3/0	87238QAD5
GBDC	GOLUB CAP BDC INC	556,139	$9,949	2.8%	$8.49	0.0%	COM	38173M102
—	ALPS ETF TR	845,637	$7,924	2.2%	$11.22	—	ALERIAN MLP	00162Q866
GSBD	GOLDMAN SACHS MLP ENERGY REN	408,185	$7,809	2.2%	$20.76	0.0%	SHS	38147U107
MAIN	MAIN STREET CAPITAL CORP	140,000	$5,166	1.4%	$37.46	0.0%	COM	56035L104
SLRC	SOLAR CAP LTD	245,000	$4,976	1.4%	$9.57	0.0%	COM	83413U100
—	ANTHEM INC	1,500,000	$4,518	1.3%	$1.72	—	NOTE 2.750%10/1	94973VBG1
—	DANAHER CORP DEL	1,000,000	$3,746	1.0%	$2.49	—	NOTE 1/2	235851AF9
HTGC	HERCULES CAPITAL INC	244,367	$2,957	0.8%	$12.54	0.0%	COM	427096508
—	GOLDMAN SACHS BDC INC	2,000,000	$2,020	0.6%	$1.03	—	NOTE 4.500% 4/0	38147UAB3
—	BRISTOL MYERS SQUIBB CO	1,000,000	$1,675	0.5%	$1.49	—	DBCV 9/1	110122AN8
HST	HOST HOTELS & RESORTS INC	80,305	$1,497	0.4%	$11.03	+31.2%	COM	44107P104
—	INGERSOLL-RAND PLC	5,151	$440	0.1%	$63.33	—	SHS	G47791101
WELL	WELLTOWER INC	7,747	$422	0.1%	$44.80	-4.1%	COM	95040Q104
—	DELL TECHNOLOGIES INC	20	$2	0.0%	$100.00	—	COM CL V	24703L103