AQR Arbitrage’s CNO Financial Group CNO Stock Holding History

AQR Arbitrage’s Portfolio CNO Stock Details CNO Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2021 Q1	–	Sell	-9,880	Closed	-$220K	–	1060
2020 Q4	$220K	Buy	+9,880	New	+$201K	0.01%	936

Other funds holding CNO

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Dimensional Fund Advisors Austin, Texas $481B AUM 30.42% 1-Year Est. Return

Pzena Investment Management New York $30.8B AUM 11.29% 1-Year Est. Return

Fuller & Thaler Asset Management San Mateo, California $29.7B AUM 43.33% 1-Year Est. Return

Franklin Resources San Mateo, California $408B AUM 30.18% 1-Year Est. Return

LSV Asset Management Chicago, Illinois $46.4B AUM 27.74% 1-Year Est. Return

Wellington Management Group Boston, Massachusetts $535B AUM 26.23% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

PIM

Paradice Investment Management Denver, Colorado $532M AUM 29.6% 1-Year Est. Return

AQR Arbitrage's CNO Position: Q1 2021 in Review

AQR Arbitrage sold out of CNO Financial Group (CNO) in Q1 2021, closing a stake of 9,880 shares — an estimated $220K sold.

AQR Arbitrage first reported a position in CNO in Q4 2020 and held it in 1 quarter. The position peaked at $220K in Q4 2020. 240 funds tracked by Wall St. Rank hold CNO as of Q1 2021.

AQR Arbitrage reported no remaining CNO Financial Group position as of Q1 2021 after selling out during the quarter.
AQR Arbitrage sold 9,880 CNO Financial Group shares in Q1 2021, an estimated $220K.
AQR Arbitrage first reported a position in CNO Financial Group in Q4 2020 and held it in 1 quarter.
AQR Arbitrage's CNO Financial Group position peaked at $220K in Q4 2020.
240 funds tracked by Wall St. Rank held CNO Financial Group as of Q1 2021.

Based on AQR Arbitrage's 13F filing for Q1 2021, filed 17 May 2021.