CNO Financial Group, Inc. Diversified Active

Location: Carmel, IN

CIK: 0001224608 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 12, 2021

Total Value: $111M (93.9% shares, 6.1% debt)

Holdings (11)

PSK SPDR SER TR 27.9%

Value $31.09M Shares 700,000 Est. Cost $44.41 Unrealized —

BAB INVESCO EXCH TRADED FD TR II 18.6%

Value $20.76M Shares 619,700 Est. Cost $33.50 Unrealized —

VCLT VANGUARD SCOTTSDALE FDS 18.1%

Value $20.16M Shares 181,500 Est. Cost $111.07 Unrealized —

USIG ISHARES TR 17.4%

Value $19.39M Shares 312,900 Est. Cost $61.97 Unrealized —

TCPC BLACKROCK TCP CAP CORP 5.2%

Value $5.797M Shares 515,779 Est. Cost $14.63 Unrealized -25.9%

— REDWOOD TR INC 4.2%

Value $4.715M Shares 5,000,000 Est. Cost $0.94 Unrealized —

MAIN MAIN STREET CAPITAL CORP 2.9%

Value $3.255M Shares 100,884 Est. Cost $37.78 Unrealized -18.7%

GBDC GOLUB CAP BDC INC 2.7%

Value $3.065M Shares 216,788 Est. Cost $8.49 Unrealized -3.8%

— GOLDMAN SACHS BDC INC 1.8%

Value $2.053M Shares 2,000,000 Est. Cost $1.03 Unrealized —

SLQT SELECTQUOTE INC 0.9%

Value $1.048M Shares 50,500 Est. Cost $20.53 Unrealized 0.0%

— GOHEALTH INC 0.1%

Value $137K Shares 10,000 Est. Cost $13.70 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
PSK	SPDR SER TR	700,000	$31.09M	27.9%	$44.41	—	WELLS FG PFD ETF	78464A292
BAB	INVESCO EXCH TRADED FD TR II	619,700	$20.76M	18.6%	$33.50	—	TAXABLE MUN BD	46138G805
VCLT	VANGUARD SCOTTSDALE FDS	181,500	$20.16M	18.1%	$111.07	—	LG-TERM COR BD	92206C813
USIG	ISHARES TR	312,900	$19.39M	17.4%	$61.97	—	USD INV GRDE ETF	464288620
TCPC	BLACKROCK TCP CAP CORP	515,779	$5.797M	5.2%	$14.63	-25.9%	COM	09259E108
—	REDWOOD TR INC	5,000,000	$4.715M	4.2%	$0.94	—	NOTE 4.750% 8/1	758075AC9
MAIN	MAIN STREET CAPITAL CORP	100,884	$3.255M	2.9%	$37.78	-18.7%	COM	56035L104
GBDC	GOLUB CAP BDC INC	216,788	$3.065M	2.7%	$8.49	-3.8%	COM	38173M102
—	GOLDMAN SACHS BDC INC	2,000,000	$2.053M	1.8%	$1.03	—	NOTE 4.500% 4/0	38147UAB3
SLQT	SELECTQUOTE INC	50,500	$1.048M	0.9%	$20.53	0.0%	COM	816307300
—	GOHEALTH INC	10,000	$137K	0.1%	$13.70	—	COM CL A	38046W105