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:	09-30-2016
 	
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	11-14-2016 	
[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:	15 	
Form 13F Information table Value Total:	138,390 	
 	(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 	 	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	
ALLEGION PUB LTD CO	ORD SHS	G0176J109	182	2,637	SH	-	DFND	1	0	2,637	0	
ASPEN INSURANCE HOLDINGS LTD	SHS	G05384105	465	9,977	SH	-	DFND	1	0	9,977	0	
BRISTOL MYERS SQUIBB CO	DBCV 9/1	110122AN8	1,356	1,000,000	PRN	-	DFND	1	0	1,000,000	0	
CMS ENERGY CORP	COM	125896100	368	8,756	SH	-	DFND	1	0	8,756	0	
DANAHER CORP DEL	NOTE 1/2	235851AF9	2,994	1,000,000	PRN	-	DFND	1	0	1,000,000	0	
E M C CORP MASS	COM	24703L103	102	2,135	SH	-	DFND	1	0	2,135	0	
FORD MTR CO DEL	COM PAR $0.01	345370860	1,056	87,514	SH	-	DFND	1	0	87,514	0	
HOST HOTELS & RESORTS INC	COM	44107P104	1,250	80,305	SH	-	DFND	1	0	80,305	0	
INGERSOLL-RAND PLC	SHS	G47791101	537	7,911	SH	-	DFND	1	0	7,911	0	
ISHARES TR	CORE S&P500 ETF	464287200	14,128	64,937	SH	-	DFND	1	0	64,937	0	
ISHARES TR	CORE US AGGBD ET	464287226	15,121	134,504	SH	-	DFND	1	0	134,504	0	
ISHARES TR	IBOXX INV CP ETF	464287242	64,670	525,000	SH	-	DFND	1	0	525,000	0	
TCP CAP CORP	COM	87238Q103	32,955	2,011,900	SH	-	DFND	1	0	2,011,900	0	
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	2,627	1,500,000	PRN	-	DFND	1	0	1,500,000	0	
WELLTOWER INC	COM	95040Q104	579	7,747	SH	-	DFND	1	0	7,747	0