AlphaQuest LLC CNO — CNO FINL GROUP INC

Ownership history in AlphaQuest LLC  ·  9 quarters on record

AI Ownership Summary

AlphaQuest LLC reported CNO FINL GROUP INC (CNO) in 9 quarterly 13F filings from 2023 Q4 through 2026 Q1. Peak portfolio weight reached 0.22% in 2024 Q1. The latest visible filing shows CNO at 0.04% of the fund.

This page tracks quarterly shares, estimated market value, portfolio weight, filing dates, and disclosure-aligned stock prices directly from SEC EDGAR 13F filings.

What this CNO ownership page tells you

This page is designed to answer the real investor question behind a 13F filing: how meaningful was AlphaQuest LLC's position in CNO FINL GROUP INC, and how did that conviction change over time? You can read the holding window, peak weight, latest reported size, disclosure timing, and quarter-by-quarter changes without piecing the story together from raw SEC rows.

Freshest filing
Latest Reported Filing
2026 Q1

CNO was reported at 0.04% of portfolio in the most recent visible filing.

High-water mark
Peak Conviction
0.22% in 2024 Q1

Peak weight helps separate a token disclosure from a real conviction holding the fund genuinely cared about.

Time in book
Holding Window
2023 Q4 to 2026 Q1

Longer holding windows often tell a very different story from short-lived tactical trades or one-quarter experiments.

Decision context
Why It Matters
Position size beats headlines

Knowing that a fund owned a stock is useful. Knowing whether it was a 0.20% placeholder or a true high-conviction position is where the signal actually starts.

CNO stock page AlphaQuest LLC fund profile AlphaQuest LLC full holdings
How AlphaQuest LLC held CNO — position size vs. price
% of Fund (quarterly)    CNO price (quarter-end, indexed to 100)    SPY (indexed to 100)    QQQ (indexed to 100)
📋 Quarterly Holdings History 9 quarters  ▾
Quarter Action Sold % After 3M Timing Shares Change Chg % % of Fund Mkt Value Filed Price (Filed)
2026 Q1 UNCHANGED — — — 17,945 — 0% 0.04% $762K 2026-04-30 $44.45
2025 Q4 REDUCED 76.8% -2.9% ✅ 17,945 -59,359 -76.8% 0.04% $762K 2026-02-09 $42.53
2025 Q3 ADDED — — — 77,304 +64,909 +523.7% 0.20% $3.1M 2025-11-03 $39.26
2025 Q1 REDUCED 33.1% -7.0% ✅ 12,395 -6,125 -33.1% 0.06% $516K 2025-05-14 $37.79
2024 Q4 REDUCED 44.4% +12.4% ❌ 18,520 -14,805 -44.4% 0.09% $689K 2025-02-07 $40.22
2024 Q3 ADDED — — — 33,325 +2,158 +6.9% 0.10% $1.2M 2024-11-07 $37.55
2024 Q2 REDUCED 31.0% +27.3% ❌ 31,167 -14,023 -31.0% 0.12% $864K 2024-08-06 $30.34
2024 Q1 ADDED — — — 45,190 +19,340 +74.8% 0.22% $1.2M 2024-05-09 $27.19
2023 Q4 INITIATED — — — 25,850 — — 0.15% $721K 2024-02-09 $26.12

🏢 Other funds also holding CNO

As of 2026 Q1 — sorted by position size

PZENA INVESTMENT MANAGEMENT LLC 3Y 7Y 0.33% HENNESSY ADVISORS INC 3Y 7Y 0.26% R Squared Ltd 0.25% Uncommon Cents Investing LLC 3Y 7Y 0.2% PEREGRINE CAPITAL MANAGEMENT LLC 3Y 7Y 0.17% HARBOR CAPITAL ADVISORS, INC. 3Y 0.1% DGS Capital Management, LLC 3Y 0.09% Everhart Financial Group, Inc. 3Y 0.08% IBEX WEALTH ADVISORS 3Y 7Y 0.08% First Financial Bank - Trust Division 3Y 7Y 0.06%

FAQ About AlphaQuest LLC and CNO

These are the practical questions this page is built to answer before you even open the full history table.

How long has AlphaQuest LLC reported owning CNO?

AlphaQuest LLC reported CNO across 9 quarterly 13F filings, from 2023 Q4 through 2026 Q1.

What was the largest reported CNO position in AlphaQuest LLC's portfolio?

The largest reported portfolio weight for CNO was 0.22% in 2024 Q1.

What is the latest reported CNO position on this page?

The most recent filing on this page is 2026 Q1, when AlphaQuest LLC reported 17,945 shares, equal to 0.04% of portfolio, with an estimated market value of $762K.

What does the chart on this CNO ownership page compare?

The chart compares AlphaQuest LLC's quarterly CNO portfolio weight with the stock's indexed share price, so you can see whether the fund was building, trimming, or holding the position as price moved.

How well did AlphaQuest LLC time their CNO position?

Based on 13F filing dates vs. subsequent CNO price moves, AlphaQuest LLC correctly timed 5 out of 8 reported position changes (62%). The annualised alpha on CNO relative to SPY over the holding period was +6.7%.

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