FORM 3
        
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

INITIAL STATEMENT OF BENEFICIAL OWNERSHIP OF SECURITIES

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Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934 or Section 30(h) of the Investment Company Act of 1940
                      

1. Name and Address of Reporting Person *

Helding Erik M

2. Date of Event Requiring Statement (MM/DD/YYYY)
4/11/2016 

3. Issuer Name and Ticker or Trading Symbol

CNO Financial Group, Inc. [CNO]

(Last)        (First)        (Middle)

C/O CNO FINANCIAL GROUP, INC., 11825 N. PENNSYLVANIA STREET

4. Relationship of Reporting Person(s) to Issuer (Check all applicable)

_____ Director                            _____ 10% Owner
___ X ___ Officer (give title below)          _____ Other (specify below)
EVP and CFO /

(Street)

CARMEL, IN 46032       

(City)              (State)              (Zip)
5. If Amendment, Date Original Filed (MM/DD/YYYY)

 

6. Individual or Joint/Group Filing (Check Applicable Line)

_ X _ Form filed by One Reporting Person
___ Form filed by More than One Reporting Person


Table I - Non-Derivative Securities Beneficially Owned
1.Title of Security
(Instr. 4)
2. Amount of Securities Beneficially Owned
(Instr. 4)
3. Ownership Form: Direct (D) or Indirect (I)
(Instr. 5)
4. Nature of Indirect Beneficial Ownership
(Instr. 5)
Common Stock   12560   (1) D  
 

Table II - Derivative Securities Beneficially Owned ( e.g. , puts, calls, warrants, options, convertible securities)
1. Title of Derivate Security
(Instr. 4)
2. Date Exercisable and Expiration Date
(MM/DD/YYYY)
3. Title and Amount of Securities Underlying Derivative Security
(Instr. 4)
4. Conversion or Exercise Price of Derivative Security 5. Ownership Form of Derivative Security: Direct (D) or Indirect (I)
(Instr. 5)
6. Nature of Indirect Beneficial Ownership
(Instr. 5)
Date Exercisable Expiration Date Title Amount or Number of Shares
Stock Options   2/28/2015   2/28/2019   Common Stock   5750   $7.51   D  
 
Stock Options     (2) 2/27/2020   Common Stock   15200   $10.88   D  
 
Stock Options     (3) 3/20/2021   Common Stock   12710   $19.15   D  
 
Stock Options     (4) 2/25/2025   Common Stock   14530   $16.42   D  
 
Stock Options     (5) 2/23/2026   Common Stock   17300   $17.38   D  
 

Explanation of Responses:
( 1)  Includes 2,900 shares of restricted stock that vest in two equal annual installments commencing September 2, 2016 and 5,300 shares of restricted stock that vest in three equal annual installments commencing March 25, 2017.
( 2)  One-half of these options became exercisable on February 27, 2015 and the other one-half became exercisable on February 27, 2016.
( 3)  One-half of these options became exercisable on March 20, 2016 and the other one-half becomes exercisable on March 20, 2017.
( 4)  One-half of these options becomes exercisable on February 25, 2017 and the other one-half becomes exercisable on February 25, 2018.
( 5)  One-half of these options becomes exercisable on February 23, 2018 and the other one-half becomes exercisable on February 23, 2019.

Reporting Owners
Reporting Owner Name / Address
Relationships
Director 10% Owner Officer Other
Helding Erik M
C/O CNO FINANCIAL GROUP, INC.
11825 N. PENNSYLVANIA STREET
CARMEL, IN 46032


EVP and CFO

Signatures
Erik M. Helding 4/20/2016
** Signature of Reporting Person Date


Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
* If the form is filed by more than one reporting person, see Instruction 5(b)(v).
** Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
Note: File three copies of this Form, one of which must be manually signed. If space is insufficient, see Instruction 6 for procedure.
Persons who respond to the collection of information contained in this form are not required to respond unless the form displays a currently valid OMB control number.
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