<SEC-DOCUMENT>0001224608-21-000016.txt : 20210504
<SEC-HEADER>0001224608-21-000016.hdr.sgml : 20210504
<ACCEPTANCE-DATETIME>20210504135131
ACCESSION NUMBER:		0001224608-21-000016
CONFORMED SUBMISSION TYPE:	13F-HR
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20210331
FILED AS OF DATE:		20210504
DATE AS OF CHANGE:		20210504
EFFECTIVENESS DATE:		20210504

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CNO Financial Group, Inc.
		CENTRAL INDEX KEY:			0001224608
		STANDARD INDUSTRIAL CLASSIFICATION:	ACCIDENT & HEALTH INSURANCE [6321]
		IRS NUMBER:				753108137
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		13F-HR
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	028-17555
		FILM NUMBER:		21887537

	BUSINESS ADDRESS:	
		STREET 1:		11825 N PENNSYLVANIA ST
		CITY:			CARMEL
		STATE:			IN
		ZIP:			46032
		BUSINESS PHONE:		3178176100

	MAIL ADDRESS:	
		STREET 1:		11825 NORTH PENNSYLVANIA STREET
		CITY:			CARMEL
		STATE:			IN
		ZIP:			46032

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CONSECO INC
		DATE OF NAME CHANGE:	20030326
</SEC-HEADER>
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<TYPE>13F-HR
<SEQUENCE>1
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      <filer>
        <credentials>
          <cik>0001224608</cik>
          <ccc>XXXXXXXX</ccc>
        </credentials>
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      <periodOfReport>03-31-2021</periodOfReport>
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    <coverPage>
      <reportCalendarOrQuarter>03-31-2021</reportCalendarOrQuarter>
      <filingManager>
        <name>CNO Financial Group, Inc.</name>
        <address>
          <com:street1>11825 NORTH PENNSYLVANIA STREET</com:street1>
          <com:city>CARMEL</com:city>
          <com:stateOrCountry>IN</com:stateOrCountry>
          <com:zipCode>46032</com:zipCode>
        </address>
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      <reportType>13F HOLDINGS REPORT</reportType>
      <form13FFileNumber>028-17555</form13FFileNumber>
      <provideInfoForInstruction5>N</provideInfoForInstruction5>
    </coverPage>
    <signatureBlock>
      <name>John R. Kline</name>
      <title>Senior Vice President and Chief Accounting Officer</title>
      <phone>317-817-6144</phone>
      <signature>/s/ John R. Kline</signature>
      <city>Carmel</city>
      <stateOrCountry>IN</stateOrCountry>
      <signatureDate>05-04-2021</signatureDate>
    </signatureBlock>
    <summaryPage>
      <otherIncludedManagersCount>1</otherIncludedManagersCount>
      <tableEntryTotal>12</tableEntryTotal>
      <tableValueTotal>124982</tableValueTotal>
      <isConfidentialOmitted>false</isConfidentialOmitted>
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        <otherManager2>
          <sequenceNumber>1</sequenceNumber>
          <otherManager>
            <form13FFileNumber>028-17556</form13FFileNumber>
            <name>40/86 Advisors, Inc.</name>
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    <nameOfIssuer>BLACKROCK TCP CAP CORP</nameOfIssuer>
    <titleOfClass>COM</titleOfClass>
    <cusip>09259E108</cusip>
    <value>7133</value>
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    <nameOfIssuer>GOHEALTH INC</nameOfIssuer>
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    <nameOfIssuer>GOLDMAN SACHS BDC INC</nameOfIssuer>
    <titleOfClass>NOTE 4.500% 4/0</titleOfClass>
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    <titleOfClass>TAXABLE MUN BD</titleOfClass>
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    <otherManager>1</otherManager>
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  <infoTable>
    <nameOfIssuer>ISHARES TR</nameOfIssuer>
    <titleOfClass>USD INV GRDE ETF</titleOfClass>
    <cusip>464288620</cusip>
    <value>18474</value>
    <shrsOrPrnAmt>
      <sshPrnamt>312900</sshPrnamt>
      <sshPrnamtType>SH</sshPrnamtType>
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    <investmentDiscretion>DFND</investmentDiscretion>
    <otherManager>1</otherManager>
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      <Shared>312900</Shared>
      <None>0</None>
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    <nameOfIssuer>MAIN STREET CAPITAL CORP</nameOfIssuer>
    <titleOfClass>COM</titleOfClass>
    <cusip>56035L104</cusip>
    <value>3950</value>
    <shrsOrPrnAmt>
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    <cusip>758075AC9</cusip>
    <value>4987</value>
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