X0306 4 2020-12-03 0001224608 CNO Financial Group, Inc. CNO 0001555051 Baude Bruce K. C/O CNO FINANCIAL GROUP, INC. 11825 NORTH PENNSYLVANIA STREET CARMEL IN 46032 0 1 0 0 EVP, Chief Ops & Tech Officer Common Stock 2020-12-03 4 M 0 40130 19.15 A 157191 D Common Stock 2020-12-03 4 S 0 40130 22.2968 D 117061 D Employee Stock Option (right to buy) 19.15 2020-12-03 4 M 0 40130 0 D 2021-03-20 Common Stock 40130 0 D Sales at prices ranging from $22.28 per share to $22.3601 per share. The reporting person will provide full information regarding the number of shares sold at each separate price upon request by the SEC staff, the issuer or any security holder of the issuer. One-half of these options vested on March 20, 2016 and one-half vested on March 20, 2017. Rachel J. Spehler, Attorney-in-Fact 2020-12-07