The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.	
 	UNITED STATES SECURITIES AND EXCHANGE COMMISSION	OMB APPROVAL	
 	Washington, D.C. 20549
FORM 13F	OMB Number:   3235-0006
Expires:          July 31, 2015
Estimated average burden
hours per response:       23.8	

FORM 13F COVER PAGE	

Report for the Calendar Year or Quarter Ended:	12-31-2020 	
Check here if Amendment:	    	Amendment Number:	 	
This Amendment (Check only one.):	    	is a restatement.	
 	    	adds new holdings entries.	
Institutional Investment Manager Filing this Report:

Name:	CNO Financial Group, Inc. 	
Address:	11825 NORTH PENNSYLVANIA STREET 	
 	CARMEL 	IN 	46032 	

Form 13F File Number:	 	028-17555 	

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:

Name:	John R. Kline 	
Title:	Senior Vice President and Chief Accounting Officer 	
Phone:	317-817-6144 	

Signature, Place, and Date of Signing:

/s/ John R. Kline 	Carmel,  INDIANA	02-12-2021 	
[Signature]	[City, State]	[Date]	

Do you wish to provide information pursuant to Special Instruction 5?	       Yes     X  No	

Report Type (Check only one.):
X  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
     13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
     13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

Form 13F Summary Page
Report Summary:

Number of Other Included Managers:	1 	
Form 13F Information table Entry Total:	11 	
Form 13F Information table Value Total:	111,466 	
 	(thousands)	

List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F number(s) of all institutional investement managers with respect to which this report is filed, other than the manager filing this report.

   No.	Form 13F File Number	Name	CIK	
1 	028-17556 	40/86 Advisors, Inc. 	 	

FORM 13F INFORMATION TABLE

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5	COLUMN 6	COLUMN 7	COLUMN 8	
NAME OF ISSUER	TITLE OF CLASS	CUSIP	VALUE
(x$1000)	SHRS OR
PRN AMT	SH /
PRN	PUT /
CALL	INVESTMENT
DISCRETION	OTHER
MANAGER	VOTING AUTHORITY	
									SOLE	SHARED	NONE	
BLACKROCK TCP CAP CORP	COM	09259E108	5,797	515,779	SH	-	DFND	1	0	515,779	0	
GOHEALTH INC	COM CL A	38046W105	137	10,000	SH	-	DFND	1	0	10,000	0	
GOLDMAN SACHS BDC INC	NOTE 4.500% 4/0	38147UAB3	2,053	2,000,000	PRN	-	DFND	1	0	2,000,000	0	
GOLUB CAP BDC INC	COM	38173M102	3,065	216,788	SH	-	DFND	1	0	216,788	0	
INVESCO EXCH TRADED FD TR II	TAXABLE MUN BD	46138G805	20,760	619,700	SH	-	DFND	1	0	619,700	0	
ISHARES TR	USD INV GRDE ETF	464288620	19,390	312,900	SH	-	DFND	1	0	312,900	0	
MAIN STREET CAPITAL CORP	COM	56035L104	3,255	100,884	SH	-	DFND	1	0	100,884	0	
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	4,715	5,000,000	PRN	-	DFND	1	0	5,000,000	0	
SELECTQUOTE INC	COM	816307300	1,048	50,500	SH	-	DFND	1	0	50,500	0	
SPDR SER TR	WELLS FG PFD ETF	78464A292	31,087	700,000	SH	-	DFND	1	0	700,000	0	
VANGUARD SCOTTSDALE FDS	LG-TERM COR BD	92206C813	20,159	181,500	SH	-	DFND	1	0	181,500	0