CNO Financial Group, Inc. 13F Filings & AI Analysis

CIK: 0001224608

Momentum followerQuality / disciplined sizingLong-term holder

Total reported value

$174.4M

Reporting period: 2026-03-31 · Number of holdings: 18

CNO Financial Group, Inc. disclosed 18 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $174.4M and a quarterly turnover rate of 6.4%.

Browse other institutions with $100M to $1B AUM Browse other institutions starting with "C"

Personality snowflake

Concentration: 62.13
Portfolio Stability: 6.39
Momentum/Contrarian: 100
Sector conviction: 0
Diversification: 16
Sizing Uniformity: 94.73

Sector classification currently covers about 0% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.

Recent moves

Add JNK
+24.5%　$4.6M
Trim BKLN
-7.6%　-$4.0M
Trim SRLN
0.0%　-$974.1K
Trim PSK
0.0%　-$595.0K
Trim FTSL
0.0%　-$272.2K
Trim SPHY
0.0%　-$447.7K

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

Showing top 8 holdings (of 18 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	BKLN	Invesco Senior Loan ETF	ETF-Other	20.40%	-2.05%	-7.58%
2	SRLN	Ss Blackstone Sr Loan ETF	ETF-Other	19.84%	-0.32%	—
3	SPHY	Ss Spdr P High Yield ETF	ETF-High Yield	17.10%	-0.05%	—
4	JNK	Ss Spdr Bb High Yield Bond	ETF-High Yield	14.22%	+2.75%	+24.50%
5	PSK	Ss Spdr Ice Pref Sec ETF	ETF-Other	12.38%	-0.19%	—
6	USHY	Ishares Broad Usd High Yield	ETF-High Yield	6.76%	-0.02%	—
7	FTSL	First Trust Senior Loan ETF	ETF-Other	6.47%	-0.08%	—
8	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	2.83%	—	—

Portfolio Performance

Performance for Q3 2026

+0.3%

Performance Last 4 Quarters

+3.4%

Based on 69% of reported portfolio value with available pricing

Stdev: +8.3%
Beta: +0.42
Alpha: -3.6%
Max Drawdown: -7.4%
Annualized Perf: +3.8%
Batting Avg vs S&P: +36.1%
Sortino: +0.81
Stutzer: +0.15
Treynor: +0.1
Sterling: +0.25
Calmar: +0.51
Information Ratio: -1.46
Tracking Error: +9.9%
Stdev Down: +5%
Winning Months %: +66.7%
Losing Months %: +33.3%
Best 12 Months: +21.5%
Worst 12 Months: -3.8%
Efficiency Ratio: +0.2
Sharpe: +0.49
Stdev Sectors: —
Skewness: +0.62
Kurtosis: +2.88
Upside Potential: +2.38

Reported value over time

Sector allocation

Not enough sector-mapped data yet

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2026-03-31	18	$174.4M	6	1BKLN 2SRLN 3SPHY Top holdings2026-03-31 1.BKLN 2.SRLN 3.SPHY 4.JNK 5.PSK 6.USHY 7.FTSL 8.HYG
2025-12-31	19	$176.5M	18	1BKLN 2SRLN 3SPHY Top holdings2025-12-31 1.BKLN 2.SRLN 3.SPHY 4.PSK 5.JNK 6.USHY 7.FTSL 8.HYG 9.SLQT 10.GOCOQ
2025-09-30	14	$150.6M	54	1BKLN 2SRLN 3SPHY Top holdings2025-09-30 1.BKLN 2.SRLN 3.SPHY 4.PSK 5.JNK 6.FTSL 7.SLQT 8.GOCOQ
2025-06-30	14	$161.8M	0	1BKLN 2SRLN 3SPHY Top holdings2025-06-30 1.BKLN 2.SRLN 3.SPHY 4.PSK 5.LQD 6.JNK 7.USIG 8.FTSL 9.SLQT 10.GOCOQ
2025-03-31	11	$119.6M	100	1BKLN 2PSK 3SRLN Top holdings2025-03-31 1.BKLN 2.PSK 3.SRLN 4.LQD 5.SPHY 6.USIG 7.FTSL 8.SLQT 9.GOCOQ
2023-09-30	4	$22.8M	0	1PSK 2SLQT 3VMWEUR Top holdings2023-09-30 1.PSK 2.SLQT 3.VMWEUR 4.GOCOQ
2023-06-30	5	$28.5M	0	1PSK 2RWT 4.75 08-15-23 3SLQT Top holdings2023-06-30 1.PSK 2.RWT 4.75 08-15-23 3.SLQT 4.VMWEUR 5.GOCOQ
2023-03-31	6	$36.0M	0	1PSK 2FLOT 3RWT 4.75 08-15-23 Top holdings2023-03-31 1.PSK 2.FLOT 3.RWT 4.75 08-15-23 4.SLQT 5.VMWEUR 6.GOCOQ
2022-12-31	6	$64.5M	0	1FLOT 2PSK 3RWT 4.75 08-15-23 Top holdings2022-12-31 1.FLOT 2.PSK 3.RWT 4.75 08-15-23 4.VMWEUR 5.SLQT 6.GOCOQ
2022-09-30	6	$65.9M	0	1FLOT 2PSK 3RWT 4.75 08-15-23 Top holdings2022-09-30 1.FLOT 2.PSK 3.RWT 4.75 08-15-23 4.SLQT 5.VMWEUR 6.38046W
2022-06-30	6	$66.3M	0	1FLOT 2PSK 3RWT 4.75 08-15-23 Top holdings2022-06-30 1.FLOT 2.PSK 3.RWT 4.75 08-15-23 4.SLQT 5.VMWEUR 6.38046W
2022-03-31	8	$89.5M	0	1FLOT 2PSK 3BAB Top holdings2022-03-31 1.FLOT 2.PSK 3.BAB 4.RWT 4.75 08-15-23 5.GSBD 4.5 04-01-22 6.SLQT 7.VMWEUR 8.38046W
2021-12-31	9	$108.0M	0	1PSK 2FLOT 3MINT Top holdings2021-12-31 1.PSK 2.FLOT 3.MINT 4.BAB 5.RWT 4.75 08-15-23 6.GSBD 4.5 04-01-22 7.SLQT 8.VMWEUR 9.38046W
2021-09-30	9	$108.7M	0	1PSK 2FLOT 3MINT Top holdings2021-09-30 1.PSK 2.FLOT 3.MINT 4.BAB 5.RWT 4.75 08-15-23 6.GSBD 4.5 04-01-22 7.SLQT 8.DELL 9.38046W
2021-06-30	8	$109.6M	100	1PSK 2FLOT 3MINT Top holdings2021-06-30 1.PSK 2.FLOT 3.MINT 4.BAB 5.RWT 4.75 08-15-23 6.GSBD 4.5 04-01-22 7.SLQT 8.38046W
2021-03-31	12	$125.0M	19	1PSK 2BAB 3USIG Top holdings2021-03-31 1.PSK 2.BAB 3.USIG 4.VCLT 5.HYG 6.TCPC 7.RWT 4.75 08-15-23 8.MAIN 9.GBDC 10.GSBD 4.5 04-01-22
2020-12-31	11	$111.5M	100	1PSK 2BAB 3VCLT Top holdings2020-12-31 1.PSK 2.BAB 3.VCLT 4.USIG 5.TCPC 6.RWT 4.75 08-15-23 7.MAIN 8.GBDC 9.GSBD 4.5 04-01-22 10.SLQT
2019-09-30	8	$32.9M	4	1TCPC 2GBDC 3GSBD Top holdings2019-09-30 1.TCPC 2.GBDC 3.GSBD 4.MAIN 5.TSLXUSD 6.ARCC 7.SLRC 8.GSBD 4.5 04-01-22
2019-06-30	8	$32.2M	9	1TCPC 2GBDC 3GSBD Top holdings2019-06-30 1.TCPC 2.GBDC 3.GSBD 4.MAIN 5.TSLXUSD 6.ARCC 7.SLRC 8.GSBD 4.5 04-01-22
2019-03-31	8	$34.1M	100	1TCPC 2GBDC 3GSBD Top holdings2019-03-31 1.TCPC 2.GBDC 3.GSBD 4.MAIN 5.TSLXUSD 6.ARCC 7.SLRC 8.GSBD 4.5 04-01-22
2018-12-31	14	$183.0M	22	1PGX 2PFF 3FLOT Top holdings2018-12-31 1.PGX 2.PFF 3.FLOT 4.PGF 5.MAIN 6.TCPC 7.AMLPUSD 8.ARCC 9.TSLXUSD 10.GBDC
2018-09-30	15	$228.3M	30	1PGX 2PFF 3TCPC Top holdings2018-09-30 1.PGX 2.PFF 3.TCPC 4.FLOT 5.PGF 6.MAIN 7.TCPC 4.625 03-01-22 8.AMLPUSD 9.GBDC 10.GSBD
2018-06-30	15	$238.3M	96	1PGX 2PFF387238Q Top holdings2018-06-30 1.PGX 2.PFF 3.87238Q 4.FLOT 5.PGF 6.ARCC 7.MAIN 8.TSLXUSD 9.GBDC 10.TCPC 4.625 03-01-22
2018-03-31	25	$359.4M	100	1PFF273936T3FPE Top holdings2018-03-31 1.PFF 2.73936T 3.FPE 4.HYG 5.87238Q 6.QNDX 7.FLOT 8.73935X 9.ARCC 10.TSLXUSD
2017-12-31	15	$312.6M	59	1IVV 2AGG387238Q Top holdings2017-12-31 1.IVV 2.AGG 3.87238Q 4.TCPC 4.625 03-01-22 5.AMLPUSD 6.ELV 2.75 10-15-42 7.TSLXUSD 8.DHR 0 01-22-21 9.GSBD 4.5 04-01-22 10.HST
2017-09-30	21	$500.2M	26	1AGG 2IVV 3LQD Top holdings2017-09-30 1.AGG 2.IVV 3.LQD 4.PFF 5.87238Q 6.EMB 7.HYG 8.SJNK 9.VCIT 10.TCPC 4.625 03-01-22
2017-06-30	16	$387.1M	5	1AGG 2IVV 3LQD Top holdings2017-06-30 1.AGG 2.IVV 3.LQD 4.PFF 5.87238Q 6.VCIT 7.TSLXUSD 8.ELV 2.75 10-15-42 9.DHR 0 01-22-21 10.HST
2017-03-31	18	$372.2M	7	1AGG 2IVV 3LQD Top holdings2017-03-31 1.AGG 2.IVV 3.LQD 4.PFF 5.87238Q 6.VCIT 7.TSLXUSD 8.ELV 2.75 10-15-42 9.DHR 0 01-22-21 10.HST
2016-12-31	18	$372.3M	92	1AGG 2IVV 3LQD Top holdings2016-12-31 1.AGG 2.IVV 3.LQD 4.PFF 5.87238Q 6.VCIT 7.TSLXUSD 8.ELV 2.75 10-15-42 9.DHR 0 01-22-21 10.HST
2016-09-30	15	$138.4M	91	1LQD287238Q3AGG Top holdings2016-09-30 1.LQD 2.87238Q 3.AGG 4.IVV 5.DHR 0 01-22-21 6.ELV 2.75 10-15-42 7.BMY F 09-15-23 8.HST 9.F 10.WELL
2016-06-30	19	$358.5M	44	1AGG 2SPY 3LQD Top holdings2016-06-30 1.AGG 2.SPY 3.LQD 4.87238Q 5.IVV 6.DHR 0 01-22-21 7.ELV 2.75 10-15-42 8.VYM 9.BMY F 09-15-23 10.HST
2016-03-31	19	$416.0M	52	1LQD 2SPY 3AGG Top holdings2016-03-31 1.LQD 2.SPY 3.AGG 4.IVV 5.ELV 2.75 10-15-42 6.DHR 0 01-22-21 7.GILD 1.625 05-01-16 D 8.VYM 9.BMY F 09-15-23 10.HST
2015-12-31	18	$269.3M	10	1SPY 2AGG 3LQD Top holdings2015-12-31 1.SPY 2.AGG 3.LQD 4.ELV 2.75 10-15-42 5.DHR 0 01-22-21 6.GILD 1.625 05-01-16 D 7.VYM 8.BMY F 09-15-23 9.VGK 10.F
2015-09-30	17	$246.0M	3	1SPY 2AGG 3LQD Top holdings2015-09-30 1.SPY 2.AGG 3.LQD 4.VYM 5.ELV 2.75 10-15-42 6.DHR 0 01-22-21 7.VGK 8.GILD 1.625 05-01-16 D 9.BMY F 09-15-23 10.F
2015-06-30	18	$245.2M	4	1SPY 2AGG 3LQD Top holdings2015-06-30 1.SPY 2.AGG 3.LQD 4.ELV 2.75 10-15-42 5.VYM 6.GILD 1.625 05-01-16 D 7.DHR 0 01-22-21 8.VGK 9.BMY F 09-15-23 10.WELL 3 12-01-29
2015-03-31	19	$237.2M	11	1SPY 2AGG 3LQD Top holdings2015-03-31 1.SPY 2.AGG 3.LQD 4.VYM 5.ELV 2.75 10-15-42 6.VGK 7.DHR 0 01-22-21 8.GILD 1.625 05-01-16 D 9.WELL 3 12-01-29 10.BMY F 09-15-23
2014-12-31	16	$228.9M	—	1SPY 2AGG 3VYM Top holdings2014-12-31 1.SPY 2.AGG 3.VYM 4.VGK 5.ELV 2.75 10-15-42 6.DHR 0 01-22-21 7.GILD 1.625 05-01-16 D 8.BMY F 09-15-23 9.F 10.QNDX

Holding changes this quarter

CNO Financial Group, Inc.'s most significant position changes for 2026-03-31: Sold out: Selectquote INC (SLQT); Sold out: Gohealth Inc-class A (GOCOQ); Add: Ss Spdr Bb High Yield Bond (JNK) — shares +24.50%; Trim: Invesco Senior Loan ETF (BKLN) — shares -7.58%.

Position changes disclosed by CNO Financial Group, Inc. for the quarter ending 2026-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	JNK	Ss Spdr Bb High Yield Bond	+2.8%	+24.50%	Add
2	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	—	Unchanged
3	USHY	Ishares Broad Usd High Yield	0%	—	Unchanged
4	SPHY	Ss Spdr P High Yield ETF	-0.1%	—	Unchanged
5	FTSL	First Trust Senior Loan ETF	-0.1%	—	Unchanged
6	PSK	Ss Spdr Ice Pref Sec ETF	-0.2%	—	Unchanged
7	SRLN	Ss Blackstone Sr Loan ETF	-0.3%	—	Unchanged
8	BKLN	Invesco Senior Loan ETF	-2.1%	-7.58%	Trim
9	SLQT	Selectquote INC	—	EXIT	Sold out
10	GOCOQ	Gohealth Inc-class A	—	EXIT	Sold out

Filing History

Period	Filed	Type	EDGAR
2026-03-31	2026-05-13	13F-HR	View on EDGAR
2025-12-31	2026-02-12	13F-HR	View on EDGAR
2025-09-30	2025-11-13	13F-HR	View on EDGAR
2025-06-30	2025-08-08	13F-HR	View on EDGAR
2025-03-31	2025-05-14	13F-HR	View on EDGAR
2023-09-30	2023-11-08	13F-HR	View on EDGAR
2023-06-30	2023-08-03	13F-HR	View on EDGAR
2023-03-31	2023-05-09	13F-HR	View on EDGAR
2022-12-31	2023-02-10	13F-HR	View on EDGAR
2022-09-30	2022-11-03	13F-HR	View on EDGAR
2022-06-30	2022-08-04	13F-HR	View on EDGAR
2022-03-31	2022-05-02	13F-HR	View on EDGAR
2021-12-31	2022-02-09	13F-HR	View on EDGAR
2021-09-30	2021-11-04	13F-HR	View on EDGAR
2021-06-30	2021-08-04	13F-HR	View on EDGAR
2021-03-31	2021-05-04	13F-HR	View on EDGAR
2020-12-31	2021-02-12	13F-HR	View on EDGAR
2019-09-30	2019-11-05	13F-HR	View on EDGAR
2019-06-30	2019-08-06	13F-HR	View on EDGAR
2019-03-31	2019-04-29	13F-HR	View on EDGAR
2018-12-31	2019-02-13	13F-HR	View on EDGAR
2018-09-30	2018-11-07	13F-HR	View on EDGAR
2018-06-30	2018-08-01	13F-HR	View on EDGAR
2018-03-31	2018-05-02	13F-HR	View on EDGAR
2017-12-31	2018-02-12	13F-HR	View on EDGAR
2017-09-30	2017-11-02	13F-HR	View on EDGAR
2017-06-30	2017-08-04	13F-HR	View on EDGAR
2017-03-31	2017-05-04	13F-HR	View on EDGAR
2016-12-31	2017-02-10	13F-HR	View on EDGAR
2016-09-30	2016-11-14	13F-HR	View on EDGAR
2016-06-30	2016-11-14	13F-HR	View on EDGAR
2016-03-31	2016-11-14	13F-HR	View on EDGAR
2015-12-31	2016-11-14	13F-HR	View on EDGAR
2015-09-30	2016-11-14	13F-HR	View on EDGAR
2015-06-30	2016-11-14	13F-HR	View on EDGAR
2015-03-31	2016-11-14	13F-HR	View on EDGAR
2014-12-31	2016-11-14	13F-HR	View on EDGAR

FAQ

What is CNO Financial Group, Inc. and what type of investor is it?

CNO Financial Group, Inc. is a investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-03-31), the firm manages a tracked equity portfolio valued at approximately $174.4M, spread across 18 disclosed positions.

What are CNO Financial Group, Inc.'s largest equity positions?

Based on the latest 13F filing, CNO Financial Group, Inc.'s top holdings by market value are: 1. Invesco Senior Loan ETF (BKLN) — $35.6M (20.4%) 2. Ss Blackstone Sr Loan ETF (SRLN) — $34.6M (19.8%) 3. Ss Spdr P High Yield ETF (SPHY) — $29.8M (17.1%) 4. Ss Spdr Bb High Yield Bond (JNK) — $24.8M (14.2%) 5. Ss Spdr Ice Pref Sec ETF (PSK) — $21.6M (12.4%)

What changes did CNO Financial Group, Inc. make in its most recent portfolio filing?

In the latest reported quarter, CNO Financial Group, Inc. made 4 notable position adjustments: 0 new positions were initiated, 1 existing holdings were added to, 1 positions were partially reduced, and 2 were completely exited. The largest of these moves: Sold out: Selectquote INC (SLQT); Sold out: Gohealth Inc-class A (GOCOQ); Add: Ss Spdr Bb High Yield Bond (JNK) — shares +24.50%; Trim: Invesco Senior Loan ETF (BKLN) — shares -7.58%

What sectors does CNO Financial Group, Inc. focus on?

Sector breakdown data is not yet available for CNO Financial Group, Inc.. Check back after the next 13F processing cycle.

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CNO Financial Group, Inc. 13F Filings & AI Analysis

CIK: 0001224608

Momentum followerQuality / disciplined sizingLong-term holder

Total reported value

$174.4M

Reporting period: 2026-03-31 · Number of holdings: 18

CNO Financial Group, Inc. disclosed 18 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $174.4M and a quarterly turnover rate of 6.4%.

Browse other institutions with $100M to $1B AUM Browse other institutions starting with "C"

Personality snowflake

Concentration: 62.13
Portfolio Stability: 6.39
Momentum/Contrarian: 100
Sector conviction: 0
Diversification: 16
Sizing Uniformity: 94.73

Recent moves

Add JNK
+24.5%　$4.6M
Trim BKLN
-7.6%　-$4.0M
Trim SRLN
0.0%　-$974.1K
Trim PSK
0.0%　-$595.0K
Trim FTSL
0.0%　-$272.2K
Trim SPHY
0.0%　-$447.7K

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

Showing top 8 holdings (of 18 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	BKLN	Invesco Senior Loan ETF	ETF-Other	20.40%	-2.05%	-7.58%
2	SRLN	Ss Blackstone Sr Loan ETF	ETF-Other	19.84%	-0.32%	—
3	SPHY	Ss Spdr P High Yield ETF	ETF-High Yield	17.10%	-0.05%	—
4	JNK	Ss Spdr Bb High Yield Bond	ETF-High Yield	14.22%	+2.75%	+24.50%
5	PSK	Ss Spdr Ice Pref Sec ETF	ETF-Other	12.38%	-0.19%	—
6	USHY	Ishares Broad Usd High Yield	ETF-High Yield	6.76%	-0.02%	—
7	FTSL	First Trust Senior Loan ETF	ETF-Other	6.47%	-0.08%	—
8	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	2.83%	—	—

Portfolio Performance

Performance for Q3 2026

+0.3%

Performance Last 4 Quarters

+3.4%

Based on 69% of reported portfolio value with available pricing

Stdev: +8.3%
Beta: +0.42
Alpha: -3.6%
Max Drawdown: -7.4%
Annualized Perf: +3.8%
Batting Avg vs S&P: +36.1%
Sortino: +0.81
Stutzer: +0.15
Treynor: +0.1
Sterling: +0.25
Calmar: +0.51
Information Ratio: -1.46
Tracking Error: +9.9%
Stdev Down: +5%
Winning Months %: +66.7%
Losing Months %: +33.3%
Best 12 Months: +21.5%
Worst 12 Months: -3.8%
Efficiency Ratio: +0.2
Sharpe: +0.49
Stdev Sectors: —
Skewness: +0.62
Kurtosis: +2.88
Upside Potential: +2.38

Reported value over time

Sector allocation

Not enough sector-mapped data yet

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2026-03-31	18	$174.4M	6	1BKLN 2SRLN 3SPHY Top holdings2026-03-31 1.BKLN 2.SRLN 3.SPHY 4.JNK 5.PSK 6.USHY 7.FTSL 8.HYG
2025-12-31	19	$176.5M	18	1BKLN 2SRLN 3SPHY Top holdings2025-12-31 1.BKLN 2.SRLN 3.SPHY 4.PSK 5.JNK 6.USHY 7.FTSL 8.HYG 9.SLQT 10.GOCOQ
2025-09-30	14	$150.6M	54	1BKLN 2SRLN 3SPHY Top holdings2025-09-30 1.BKLN 2.SRLN 3.SPHY 4.PSK 5.JNK 6.FTSL 7.SLQT 8.GOCOQ
2025-06-30	14	$161.8M	0	1BKLN 2SRLN 3SPHY Top holdings2025-06-30 1.BKLN 2.SRLN 3.SPHY 4.PSK 5.LQD 6.JNK 7.USIG 8.FTSL 9.SLQT 10.GOCOQ
2025-03-31	11	$119.6M	100	1BKLN 2PSK 3SRLN Top holdings2025-03-31 1.BKLN 2.PSK 3.SRLN 4.LQD 5.SPHY 6.USIG 7.FTSL 8.SLQT 9.GOCOQ
2023-09-30	4	$22.8M	0	1PSK 2SLQT 3VMWEUR Top holdings2023-09-30 1.PSK 2.SLQT 3.VMWEUR 4.GOCOQ
2023-06-30	5	$28.5M	0	1PSK 2RWT 4.75 08-15-23 3SLQT Top holdings2023-06-30 1.PSK 2.RWT 4.75 08-15-23 3.SLQT 4.VMWEUR 5.GOCOQ
2023-03-31	6	$36.0M	0	1PSK 2FLOT 3RWT 4.75 08-15-23 Top holdings2023-03-31 1.PSK 2.FLOT 3.RWT 4.75 08-15-23 4.SLQT 5.VMWEUR 6.GOCOQ
2022-12-31	6	$64.5M	0	1FLOT 2PSK 3RWT 4.75 08-15-23 Top holdings2022-12-31 1.FLOT 2.PSK 3.RWT 4.75 08-15-23 4.VMWEUR 5.SLQT 6.GOCOQ
2022-09-30	6	$65.9M	0	1FLOT 2PSK 3RWT 4.75 08-15-23 Top holdings2022-09-30 1.FLOT 2.PSK 3.RWT 4.75 08-15-23 4.SLQT 5.VMWEUR 6.38046W
2022-06-30	6	$66.3M	0	1FLOT 2PSK 3RWT 4.75 08-15-23 Top holdings2022-06-30 1.FLOT 2.PSK 3.RWT 4.75 08-15-23 4.SLQT 5.VMWEUR 6.38046W
2022-03-31	8	$89.5M	0	1FLOT 2PSK 3BAB Top holdings2022-03-31 1.FLOT 2.PSK 3.BAB 4.RWT 4.75 08-15-23 5.GSBD 4.5 04-01-22 6.SLQT 7.VMWEUR 8.38046W
2021-12-31	9	$108.0M	0	1PSK 2FLOT 3MINT Top holdings2021-12-31 1.PSK 2.FLOT 3.MINT 4.BAB 5.RWT 4.75 08-15-23 6.GSBD 4.5 04-01-22 7.SLQT 8.VMWEUR 9.38046W
2021-09-30	9	$108.7M	0	1PSK 2FLOT 3MINT Top holdings2021-09-30 1.PSK 2.FLOT 3.MINT 4.BAB 5.RWT 4.75 08-15-23 6.GSBD 4.5 04-01-22 7.SLQT 8.DELL 9.38046W
2021-06-30	8	$109.6M	100	1PSK 2FLOT 3MINT Top holdings2021-06-30 1.PSK 2.FLOT 3.MINT 4.BAB 5.RWT 4.75 08-15-23 6.GSBD 4.5 04-01-22 7.SLQT 8.38046W
2021-03-31	12	$125.0M	19	1PSK 2BAB 3USIG Top holdings2021-03-31 1.PSK 2.BAB 3.USIG 4.VCLT 5.HYG 6.TCPC 7.RWT 4.75 08-15-23 8.MAIN 9.GBDC 10.GSBD 4.5 04-01-22
2020-12-31	11	$111.5M	100	1PSK 2BAB 3VCLT Top holdings2020-12-31 1.PSK 2.BAB 3.VCLT 4.USIG 5.TCPC 6.RWT 4.75 08-15-23 7.MAIN 8.GBDC 9.GSBD 4.5 04-01-22 10.SLQT
2019-09-30	8	$32.9M	4	1TCPC 2GBDC 3GSBD Top holdings2019-09-30 1.TCPC 2.GBDC 3.GSBD 4.MAIN 5.TSLXUSD 6.ARCC 7.SLRC 8.GSBD 4.5 04-01-22
2019-06-30	8	$32.2M	9	1TCPC 2GBDC 3GSBD Top holdings2019-06-30 1.TCPC 2.GBDC 3.GSBD 4.MAIN 5.TSLXUSD 6.ARCC 7.SLRC 8.GSBD 4.5 04-01-22
2019-03-31	8	$34.1M	100	1TCPC 2GBDC 3GSBD Top holdings2019-03-31 1.TCPC 2.GBDC 3.GSBD 4.MAIN 5.TSLXUSD 6.ARCC 7.SLRC 8.GSBD 4.5 04-01-22
2018-12-31	14	$183.0M	22	1PGX 2PFF 3FLOT Top holdings2018-12-31 1.PGX 2.PFF 3.FLOT 4.PGF 5.MAIN 6.TCPC 7.AMLPUSD 8.ARCC 9.TSLXUSD 10.GBDC
2018-09-30	15	$228.3M	30	1PGX 2PFF 3TCPC Top holdings2018-09-30 1.PGX 2.PFF 3.TCPC 4.FLOT 5.PGF 6.MAIN 7.TCPC 4.625 03-01-22 8.AMLPUSD 9.GBDC 10.GSBD
2018-06-30	15	$238.3M	96	1PGX 2PFF387238Q Top holdings2018-06-30 1.PGX 2.PFF 3.87238Q 4.FLOT 5.PGF 6.ARCC 7.MAIN 8.TSLXUSD 9.GBDC 10.TCPC 4.625 03-01-22
2018-03-31	25	$359.4M	100	1PFF273936T3FPE Top holdings2018-03-31 1.PFF 2.73936T 3.FPE 4.HYG 5.87238Q 6.QNDX 7.FLOT 8.73935X 9.ARCC 10.TSLXUSD
2017-12-31	15	$312.6M	59	1IVV 2AGG387238Q Top holdings2017-12-31 1.IVV 2.AGG 3.87238Q 4.TCPC 4.625 03-01-22 5.AMLPUSD 6.ELV 2.75 10-15-42 7.TSLXUSD 8.DHR 0 01-22-21 9.GSBD 4.5 04-01-22 10.HST
2017-09-30	21	$500.2M	26	1AGG 2IVV 3LQD Top holdings2017-09-30 1.AGG 2.IVV 3.LQD 4.PFF 5.87238Q 6.EMB 7.HYG 8.SJNK 9.VCIT 10.TCPC 4.625 03-01-22
2017-06-30	16	$387.1M	5	1AGG 2IVV 3LQD Top holdings2017-06-30 1.AGG 2.IVV 3.LQD 4.PFF 5.87238Q 6.VCIT 7.TSLXUSD 8.ELV 2.75 10-15-42 9.DHR 0 01-22-21 10.HST
2017-03-31	18	$372.2M	7	1AGG 2IVV 3LQD Top holdings2017-03-31 1.AGG 2.IVV 3.LQD 4.PFF 5.87238Q 6.VCIT 7.TSLXUSD 8.ELV 2.75 10-15-42 9.DHR 0 01-22-21 10.HST
2016-12-31	18	$372.3M	92	1AGG 2IVV 3LQD Top holdings2016-12-31 1.AGG 2.IVV 3.LQD 4.PFF 5.87238Q 6.VCIT 7.TSLXUSD 8.ELV 2.75 10-15-42 9.DHR 0 01-22-21 10.HST
2016-09-30	15	$138.4M	91	1LQD287238Q3AGG Top holdings2016-09-30 1.LQD 2.87238Q 3.AGG 4.IVV 5.DHR 0 01-22-21 6.ELV 2.75 10-15-42 7.BMY F 09-15-23 8.HST 9.F 10.WELL
2016-06-30	19	$358.5M	44	1AGG 2SPY 3LQD Top holdings2016-06-30 1.AGG 2.SPY 3.LQD 4.87238Q 5.IVV 6.DHR 0 01-22-21 7.ELV 2.75 10-15-42 8.VYM 9.BMY F 09-15-23 10.HST
2016-03-31	19	$416.0M	52	1LQD 2SPY 3AGG Top holdings2016-03-31 1.LQD 2.SPY 3.AGG 4.IVV 5.ELV 2.75 10-15-42 6.DHR 0 01-22-21 7.GILD 1.625 05-01-16 D 8.VYM 9.BMY F 09-15-23 10.HST
2015-12-31	18	$269.3M	10	1SPY 2AGG 3LQD Top holdings2015-12-31 1.SPY 2.AGG 3.LQD 4.ELV 2.75 10-15-42 5.DHR 0 01-22-21 6.GILD 1.625 05-01-16 D 7.VYM 8.BMY F 09-15-23 9.VGK 10.F
2015-09-30	17	$246.0M	3	1SPY 2AGG 3LQD Top holdings2015-09-30 1.SPY 2.AGG 3.LQD 4.VYM 5.ELV 2.75 10-15-42 6.DHR 0 01-22-21 7.VGK 8.GILD 1.625 05-01-16 D 9.BMY F 09-15-23 10.F
2015-06-30	18	$245.2M	4	1SPY 2AGG 3LQD Top holdings2015-06-30 1.SPY 2.AGG 3.LQD 4.ELV 2.75 10-15-42 5.VYM 6.GILD 1.625 05-01-16 D 7.DHR 0 01-22-21 8.VGK 9.BMY F 09-15-23 10.WELL 3 12-01-29
2015-03-31	19	$237.2M	11	1SPY 2AGG 3LQD Top holdings2015-03-31 1.SPY 2.AGG 3.LQD 4.VYM 5.ELV 2.75 10-15-42 6.VGK 7.DHR 0 01-22-21 8.GILD 1.625 05-01-16 D 9.WELL 3 12-01-29 10.BMY F 09-15-23
2014-12-31	16	$228.9M	—	1SPY 2AGG 3VYM Top holdings2014-12-31 1.SPY 2.AGG 3.VYM 4.VGK 5.ELV 2.75 10-15-42 6.DHR 0 01-22-21 7.GILD 1.625 05-01-16 D 8.BMY F 09-15-23 9.F 10.QNDX

Holding changes this quarter

Position changes disclosed by CNO Financial Group, Inc. for the quarter ending 2026-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	JNK	Ss Spdr Bb High Yield Bond	+2.8%	+24.50%	Add
2	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	—	Unchanged
3	USHY	Ishares Broad Usd High Yield	0%	—	Unchanged
4	SPHY	Ss Spdr P High Yield ETF	-0.1%	—	Unchanged
5	FTSL	First Trust Senior Loan ETF	-0.1%	—	Unchanged
6	PSK	Ss Spdr Ice Pref Sec ETF	-0.2%	—	Unchanged
7	SRLN	Ss Blackstone Sr Loan ETF	-0.3%	—	Unchanged
8	BKLN	Invesco Senior Loan ETF	-2.1%	-7.58%	Trim
9	SLQT	Selectquote INC	—	EXIT	Sold out
10	GOCOQ	Gohealth Inc-class A	—	EXIT	Sold out

Filing History

Period	Filed	Type	EDGAR
2026-03-31	2026-05-13	13F-HR	View on EDGAR
2025-12-31	2026-02-12	13F-HR	View on EDGAR
2025-09-30	2025-11-13	13F-HR	View on EDGAR
2025-06-30	2025-08-08	13F-HR	View on EDGAR
2025-03-31	2025-05-14	13F-HR	View on EDGAR
2023-09-30	2023-11-08	13F-HR	View on EDGAR
2023-06-30	2023-08-03	13F-HR	View on EDGAR
2023-03-31	2023-05-09	13F-HR	View on EDGAR
2022-12-31	2023-02-10	13F-HR	View on EDGAR
2022-09-30	2022-11-03	13F-HR	View on EDGAR
2022-06-30	2022-08-04	13F-HR	View on EDGAR
2022-03-31	2022-05-02	13F-HR	View on EDGAR
2021-12-31	2022-02-09	13F-HR	View on EDGAR
2021-09-30	2021-11-04	13F-HR	View on EDGAR
2021-06-30	2021-08-04	13F-HR	View on EDGAR
2021-03-31	2021-05-04	13F-HR	View on EDGAR
2020-12-31	2021-02-12	13F-HR	View on EDGAR
2019-09-30	2019-11-05	13F-HR	View on EDGAR
2019-06-30	2019-08-06	13F-HR	View on EDGAR
2019-03-31	2019-04-29	13F-HR	View on EDGAR
2018-12-31	2019-02-13	13F-HR	View on EDGAR
2018-09-30	2018-11-07	13F-HR	View on EDGAR
2018-06-30	2018-08-01	13F-HR	View on EDGAR
2018-03-31	2018-05-02	13F-HR	View on EDGAR
2017-12-31	2018-02-12	13F-HR	View on EDGAR
2017-09-30	2017-11-02	13F-HR	View on EDGAR
2017-06-30	2017-08-04	13F-HR	View on EDGAR
2017-03-31	2017-05-04	13F-HR	View on EDGAR
2016-12-31	2017-02-10	13F-HR	View on EDGAR
2016-09-30	2016-11-14	13F-HR	View on EDGAR
2016-06-30	2016-11-14	13F-HR	View on EDGAR
2016-03-31	2016-11-14	13F-HR	View on EDGAR
2015-12-31	2016-11-14	13F-HR	View on EDGAR
2015-09-30	2016-11-14	13F-HR	View on EDGAR
2015-06-30	2016-11-14	13F-HR	View on EDGAR
2015-03-31	2016-11-14	13F-HR	View on EDGAR
2014-12-31	2016-11-14	13F-HR	View on EDGAR