[X] |
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
|
[ ] |
TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
|
A. |
Full title of the plan and the address of the plan, if different from that of the issuer named below:
|
B. |
Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
|
CIGNA 401(k) PLAN
Financial Statements and
Supplemental Schedule
December 31, 2017 and 2016
|
CIGNA 401(k) PLAN
TABLE OF CONTENTS
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|
Page
|
|
Report of Independent Registered Public Accounting Firm
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3
|
Financial Statements
|
|
Statements of Net Assets Available for Benefits as of December 31, 2017 and 2016
|
5
|
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2017
|
6
|
Notes to the Financial Statements
|
7
|
Supplemental Schedule*
|
|
Form 5500 Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2017
|
18
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*Other supplemental schedules required by Section 2520.103‑10 of the Department of Labor's Rules and Regulations for Reporting and Disclosure under ERISA have been omitted because they are not applicable
|
|
CIGNA 401(k) PLAN
|
|||||||
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
|
|||||||
As of
|
|||||||
December 31,
|
|||||||
2017
|
2016
|
||||||
(In thousands)
|
|||||||
Assets
|
|||||||
Investments, at fair value (See Note 3)
|
$
|
3,955,826
|
$
|
3,024,898
|
|||
Investments, at contract value (See Note 4)
|
2,013,750
|
1,932,851
|
|||||
Notes receivable
|
91,783
|
88,482
|
|||||
Employer contributions receivable
|
6,380
|
6,366
|
|||||
Net assets available for benefits
|
$
|
6,067,739
|
$
|
5,052,597
|
|||
The accompanying Notes to the Financial Statements are an integral part of these statements.
|
CIGNA 401(k) PLAN
|
|||
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
|
|||
For the Year Ended
|
|||
December 31,
|
|||
2017
|
|||
(In thousands)
|
|||
Investment Income
|
|||
Net appreciation in fair value of investments
|
$
|
890,207
|
|
Interest
|
56,428
|
||
Dividends
|
210
|
||
Net investment income
|
946,845
|
||
Interest income on notes receivable from participants
|
2,810
|
||
Contributions
|
|||
Employee contributions
|
226,393
|
||
Employer contributions
|
118,766
|
||
Rollover contributions
|
27,395
|
||
Total contributions
|
372,554
|
||
Deductions
|
|||
Benefits paid to participants
|
(305,184)
|
||
Plan expenses
|
(1,883)
|
||
Total deductions
|
(307,067)
|
||
Net increase
|
1,015,142
|
||
Net assets available for benefits
|
|||
Beginning of year
|
5,052,597
|
||
End of year
|
$
|
6,067,739
|
|
The accompanying Notes to the Financial Statements are an integral part of these statements.
|
2017
|
Quoted Prices
|
Significant
|
||||||||||
in Active
|
Other
|
|||||||||||
Markets for
|
Observable
|
|||||||||||
Identical Assets
|
Inputs
|
|||||||||||
(In thousands)
|
(Level 1)
|
(Level 2)
|
Total
|
|||||||||
Assets at fair value:
|
||||||||||||
Common stock
|
$
|
1,001,178
|
$ | - |
$
|
1,001,178
|
||||||
Pooled separate accounts:
|
||||||||||||
Fixed maturities
|
- |
134,011
|
134,011
|
|||||||||
Equity securities
|
- |
2,820,637
|
2,820,637
|
|||||||||
Total assets at fair value
|
$
|
1,001,178
|
$
|
2,954,648
|
$
|
3,955,826
|
||||||
2016
|
Quoted Prices
|
Significant
|
||||||||||
in Active
|
Other
|
|||||||||||
Markets for
|
Observable
|
|||||||||||
Identical Assets
|
Inputs
|
|||||||||||
(In thousands)
|
(Level 1)
|
(Level 2)
|
Total
|
|||||||||
Assets at fair value:
|
||||||||||||
Common stock
|
$
|
711,170
|
$
|
-
|
$
|
711,170
|
||||||
Pooled separate accounts:
|
||||||||||||
Fixed maturities
|
-
|
107,223
|
107,223
|
|||||||||
Equity securities
|
-
|
2,206,505
|
2,206,505
|
|||||||||
Total assets at fair value
|
$
|
711,170
|
$
|
2,313,728
|
$
|
3,024,898
|
As of December 31,
|
||||||||
(In thousands)
|
2017
|
2016
|
||||||
Financial assets at contract value:
|
||||||||
Traditional investment contract
|
$
|
1,012,788
|
$
|
1,455,689
|
||||
Synthetic investment contracts
|
1,000,962
|
477,162
|
||||||
Total
|
$
|
2,013,750
|
$
|
1,932,851
|
1.
|
The Plan's failure to qualify under Section 401(a) of the Internal Revenue Code or the failure of the trust to be tax-exempt under Section 501(a) of the Internal Revenue Code;
|
2.
|
Premature termination of the contracts;
|
3.
|
Plan termination or merger;
|
4.
|
Changes to the Plan's prohibition on competing investment options;
|
5.
|
Bankruptcy of the plan sponsor or other plan sponsor events (for example, divestitures or spinoffs of a subsidiary) that significantly affect the Plan's normal operations;
|
6.
|
Bankruptcy of PRIAC, the contract issuer to the traditional investment contract.
|
Net Assets available for benefits per the Statements of Net Assets Available
|
||||
for Benefits
|
$
|
6,067,739
|
||
Difference between contract value and current value on fully benefit-
|
||||
responsive contracts (a)
|
(8,775)
|
|||
Net Assets available for benefits per the Form 5500
|
$
|
6,058,964
|
||
(a) Fully benefit-responsive contracts are required to be carried at contract value in the Statements of Net Assets Available for Benefits.
|
CIGNA 401(k) PLAN
|
||||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
||||||||
(HELD AT END OF YEAR)
|
||||||||
As of December 31, 2017
|
||||||||
(In thousands)
|
||||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par or maturity value
|
Current Value
|
||||||
* |
Cigna
|
CIGNA COMMON STOCK
|
COMMON STOCK
|
$
|
1,001,178
|
|||
* |
PRIAC
|
DRYDEN S&P 500 INDEX
|
POOLED SEPARATE ACCOUNT
|
$
|
507,386
|
|||
* |
PRIAC
|
LARGE CAP BLEND FUND
|
POOLED SEPARATE ACCOUNT
|
$
|
782,566
|
|||
* |
PRIAC
|
MID CAP BLEND FUND
|
POOLED SEPARATE ACCOUNT
|
$
|
401,464
|
|||
* |
PRIAC
|
SMALL CAP BLEND FUND
|
POOLED SEPARATE ACCOUNT
|
$
|
398,434
|
|||
* |
PRIAC
|
INTERNATIONAL STOCK FUND
|
POOLED SEPARATE ACCOUNT
|
$
|
411,913
|
|||
* |
PRIAC
|
BLACKROCK EXTENDED EQUITY MARKET INDEX FUND
|
POOLED SEPARATE ACCOUNT
|
$
|
195,526
|
|||
* |
PRIAC
|
FOREIGN STOCK INDEX FUND
|
POOLED SEPARATE ACCOUNT
|
$
|
123,348
|
|||
* |
PRIAC
|
PRUDENTIAL INVESTMENT MANAGEMENT, INC. HIGH YIELD BOND FUND
|
POOLED SEPARATE ACCOUNT
|
$
|
134,011
|
|||
* |
PRIAC
|
GUARANTEED LONG TERM FUND (CONTRACT INTEREST RATE: 3.35%)
|
GENERAL ACCOUNT CONTRACT
|
$
|
1,012,788
|
|||
VOYA
|
CIGNA STABLE VALUE FUND (CONTRACT INTEREST RATE: 1.63%)
|
SYNTHETIC CONTRACT
|
$
|
438,366
|
||||
* |
PICA
|
PRUDENTIAL STABLE VALUE FUND (CONTRACT INTEREST RATE: 2.03%):
|
SYNTHETIC CONTRACT
|
|||||
COMMERCIAL MORTGAGE SEPARATE ACCOUNT
|
SEPARATE ACCOUNT
|
$
|
40,468
|
|||||
PRIVEST SEPARATE ACCOUNT
|
SEPARATE ACCOUNT
|
$
|
40,889
|
|||||
ALLY MASTER OWNER TRUST
|
ASSET-BACKED SECURITY
|
1.88%
|
DUE
|
02/15/2021
|
401
|
|||
AMERICAN EXPRESS CREDIT ACCOUN
|
ASSET-BACKED SECURITY
|
1.86%
|
DUE
|
02/18/2025
|
201
|
|||
AMERICREDIT AUTOMOBILE RECEIVA
|
ASSET-BACKED SECURITY
|
2.41%
|
DUE
|
07/08/2022
|
99
|
|||
AMERICREDIT AUTOMOBILE RECEIVA
|
ASSET-BACKED SECURITY
|
2.60%
|
DUE
|
09/18/2023
|
399
|
|||
AVIS BUDGET RENTAL CAR FUNDING
|
ASSET-BACKED SECURITY
|
2.10%
|
DUE
|
03/20/2019
|
300
|
|||
AVIS BUDGET RENTAL CAR FUNDING
|
ASSET-BACKED SECURITY
|
2.10%
|
DUE
|
03/20/2019
|
500
|
|||
AVIS BUDGET RENTAL CAR FUNDING
|
ASSET-BACKED SECURITY
|
1.92%
|
DUE
|
09/20/2019
|
1,298
|
|||
AVIS BUDGET RENTAL CAR FUNDING
|
ASSET-BACKED SECURITY
|
2.63%
|
DUE
|
12/20/2021
|
299
|
|||
CHASE ISSUANCE TRUST
|
ASSET-BACKED SECURITY
|
1.88%
|
DUE
|
03/15/2024
|
201
|
|||
CITIBANK CREDIT CARD ISSUANCE
|
ASSET-BACKED SECURITY
|
2.19%
|
DUE
|
11/20/2023
|
595
|
|||
CITIBANK CREDIT CARD ISSUANCE
|
ASSET-BACKED SECURITY
|
1.89%
|
DUE
|
12/07/2023
|
505
|
|||
CITIBANK CREDIT CARD ISSUANCE
|
ASSET-BACKED SECURITY
|
2.15%
|
DUE
|
04/22/2026
|
202
|
|||
CITIBANK CREDIT CARD ISSUANCE
|
ASSET-BACKED SECURITY
|
2.15%
|
DUE
|
04/22/2026
|
101
|
|||
CITIBANK CREDIT CARD ISSUANCE
|
ASSET-BACKED SECURITY
|
1.78%
|
DUE
|
08/08/2024
|
402
|
|||
DISCOVER CARD MASTER TRUST
|
ASSET-BACKED SECURITY
|
1.97%
|
DUE
|
07/15/2024
|
302
|
|||
DISCOVER CARD MASTER TRUST
|
ASSET-BACKED SECURITY
|
2.53%
|
DUE
|
10/15/2026
|
299
|
|||
ENTERPRISE FLEET FINANCING LLC
|
ASSET-BACKED SECURITY
|
2.13%
|
DUE
|
07/20/2022
|
294
|
|||
ENTERPRISE FLEET FINANCING LLC
|
ASSET-BACKED SECURITY
|
2.13%
|
DUE
|
07/20/2022
|
196
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
ENTERPRISE FLEET FINANCING LLC
|
ASSET-BACKED SECURITY
|
1.97%
|
DUE
|
01/20/2023
|
200
|
||
EXETER AUTOMOBLIE RECEIVABLES
|
ASSET-BACKED SECURITY
|
2.05%
|
DUE
|
12/15/2021
|
343
|
||
FORD CREDIT FLOORPLAN MASTER
|
ASSET-BACKED SECURITY
|
1.94%
|
DUE
|
11/15/2021
|
503
|
||
FORD CREDIT FLOORPLAN MASTER
|
ASSET-BACKED SECURITY
|
2.48%
|
DUE
|
09/15/2024
|
796
|
||
FORD CREDIT AUTO LEASE TRUST
|
ASSET-BACKED SECURITY
|
2.36%
|
DUE
|
03/15/2029
|
1,090
|
||
FORD CREDIT AUTO OWNER TRUST/F
|
ASSET-BACKED SECURITY
|
2.31%
|
DUE
|
08/15/2027
|
598
|
||
FORD CREDIT AUTO OWNER TRUST/F
|
ASSET-BACKED SECURITY
|
2.03%
|
DUE
|
12/15/2027
|
296
|
||
FORD CREDIT AUTO OWNER TRUST F
|
ASSET-BACKED SECURITY
|
2.62%
|
DUE
|
08/15/2028
|
600
|
||
GMF FLOORPLAN OWNER REVOLVING
|
ASSET-BACKED SECURITY
|
2.05%
|
DUE
|
01/18/2022
|
604
|
||
HUNTINGTON AUTO TRUST
|
ASSET-BACKED SECURITY
|
1.59%
|
DUE
|
11/16/2020
|
598
|
||
DRB PRIME STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.81%
|
DUE
|
11/25/2042
|
298
|
||
MMAF EQUIPMENT FINANCE LLC
|
ASSET-BACKED SECURITY
|
2.41%
|
DUE
|
08/16/2024
|
298
|
||
MMAF EQUIPMENT FINANCE LLC
|
ASSET-BACKED SECURITY
|
2.41%
|
DUE
|
11/15/2024
|
298
|
||
MMAF EQUIPMENT FINANCE LLC
|
ASSET-BACKED SECURITY
|
2.72%
|
DUE
|
06/15/2040
|
497
|
||
NAVIENT STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.94%
|
DUE
|
07/26/2066
|
174
|
||
NISSAN MASTER OWNER TRUST REC
|
ASSET-BACKED SECURITY
|
2.13%
|
DUE
|
06/15/2021
|
503
|
||
NORTH CAROLINA STATE EDUCATION
|
ASSET-BACKED SECURITY
|
2.17%
|
DUE
|
07/25/2036
|
501
|
||
ONEMAIN DIRECT AUTO RECEIVABLE
|
ASSET-BACKED SECURITY
|
2.55%
|
DUE
|
11/14/2023
|
999
|
||
ONEMAIN DIRECT AUTO RECEIVABLE
|
ASSET-BACKED SECURITY
|
2.82%
|
DUE
|
07/15/2024
|
299
|
||
ONEMAIN FINANCIAL ISSUANCE TRU
|
ASSET-BACKED SECURITY
|
2.27%
|
DUE
|
09/14/2032
|
503
|
||
ONEMAIN DIRECT AUTO RECEIVABLE
|
ASSET-BACKED SECURITY
|
2.16%
|
DUE
|
10/15/2020
|
698
|
||
SOCIAL PROFESSIONAL LOAN PROGR
|
ASSET-BACKED SECURITY
|
2.84%
|
DUE
|
01/25/2041
|
1,001
|
||
SPRINGLEAF FUNDING TRUST
|
ASSET-BACKED SECURITY
|
3.16%
|
DUE
|
11/15/2024
|
602
|
||
SPRINGLEAF FUNDING TRUST
|
ASSET-BACKED SECURITY
|
3.16%
|
DUE
|
11/15/2024
|
657
|
||
SPRINGFIELD FUNDING TRUST
|
ASSET-BACKED SECURITY
|
2.90%
|
DUE
|
11/15/2029
|
401
|
||
SPRINGFIELD FUNDING TRUST
|
ASSET-BACKED SECURITY
|
2.68%
|
DUE
|
07/15/2030
|
198
|
||
COMM 2014 UBS2
|
CMO-CMBS
|
3.96%
|
DUE
|
03/10/2047
|
991
|
||
COMM 2014 UBS2
|
CMO-CMBS
|
3.96%
|
DUE
|
03/10/2047
|
1,466
|
||
BBCCRE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.97%
|
DUE
|
08/10/2033
|
1,017
|
||
BARCLAYS COMMERCIAL MORTGAGE S
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.94%
|
DUE
|
08/14/2036
|
881
|
||
BANK
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.29%
|
DUE
|
07/15/2060
|
142
|
||
BANK
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.77%
|
DUE
|
11/15/2054
|
699
|
||
BANK
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.09%
|
DUE
|
09/15/2060
|
1,207
|
||
CD 16 CD1
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.46%
|
DUE
|
08/10/2049
|
1,149
|
||
CFCRE COMMERCIAL MORTGAGE TRUS
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.59%
|
DUE
|
12/10/2054
|
615
|
||
COMM MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
4.05%
|
DUE
|
10/10/2046
|
266
|
||
COMM MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
4.05%
|
DUE
|
10/10/2046
|
478
|
||
COMM MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.83%
|
DUE
|
10/10/2049
|
1,077
|
||
COMM
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.35%
|
DUE
|
02/10/2048
|
1,221
|
||
CITIGROUP COMMERCIAL MORTGAGE
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.58%
|
DUE
|
08/10/2049
|
1,155
|
||
CITIGROUP COMMERCIAL MORTGAGE
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.58%
|
DUE
|
08/10/2049
|
1,155
|
||
CITIGROUP COMMERCIAL MORTGAGE
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.46%
|
DUE
|
12/10/2049
|
618
|
||
CGCMT
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.11%
|
DUE
|
09/15/2050
|
1,206
|
||
CITYLINE COMMERCIAL MORTGAGE T
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.78%
|
DUE
|
11/10/2031
|
396
|
||
CITYLINE COMMERCIAL MORTGAGE T
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.78%
|
DUE
|
11/10/2031
|
692
|
||
CBSLT 17 BGS
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.68%
|
DUE
|
09/25/2042
|
687
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
|
FNMA
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.94%
|
DUE
|
11/25/2025
|
1,165
|
|
FNMA
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.37%
|
DUE
|
07/25/2026
|
578
|
||
FNMA
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.25%
|
DUE
|
07/25/2026
|
950
|
||
FNMA
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.42%
|
DUE
|
10/25/2026
|
193
|
||
FANNIEMAE ACES
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.36%
|
DUE
|
09/25/2026
|
963
|
||
FANNIEMAE ACES
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.36%
|
DUE
|
09/25/2026
|
1,059
|
||
FNMA
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.48%
|
DUE
|
09/25/2026
|
1,070
|
||
GS MORTGAGE SECURITIES TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.52%
|
DUE
|
06/10/2047
|
1,852
|
||
GSMS 17 GS7
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.20%
|
DUE
|
08/10/2050
|
1,013
|
||
JPMBB COMMERCIAL MORTGAGE SECU
|
COLLATERIZED MORTGAGE OBLIGATION
|
4.00%
|
DUE
|
04/15/2047
|
2,645
|
||
LADDER CAPITAL COMMERCIAL MORT
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.13%
|
DUE
|
07/12/2050
|
611
|
||
MILL CITY MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.75%
|
DUE
|
02/25/2058
|
668
|
||
MORGAN STANLEY BAML TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.46%
|
DUE
|
12/15/2049
|
617
|
||
MORGAN STANLEY BAML TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.73%
|
DUE
|
11/15/2049
|
592
|
||
MORGAN STANLEY CAPITAL I TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.53%
|
DUE
|
08/15/2049
|
575
|
||
TOWD POINT MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.15%
|
DUE
|
02/25/2057
|
1,052
|
||
UBS BARCLAYS COMMERCIAL MORTGA
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.73%
|
DUE
|
08/10/2049
|
336
|
||
WELLS FARGO COMMERCIAL MORTGAG
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.67%
|
DUE
|
07/15/2048
|
1,263
|
||
WELLS FARGO COMMERCIAL MORTGAG
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.40%
|
DUE
|
08/15/2049
|
1,142
|
||
WELLS FARGO COMMERCIAL MORTGAG
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.68%
|
DUE
|
10/15/2049
|
1,168
|
||
WELLS FARGO COMMERCIAL MORTGAG
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.81%
|
DUE
|
11/15/2059
|
588
|
||
WELLS FARGO COMMERCIAL MORTGAG
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.52%
|
DUE
|
12/15/2049
|
619
|
||
WELLS FARGO COMMERCIAL MORTGAG
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.39%
|
DUE
|
11/15/2050
|
1,229
|
||
AEP TRANSMISSION CO LLC
|
CORPORATE BOND
|
3.10%
|
DUE
|
12/01/2026
|
55
|
||
AT&T INC
|
CORPORATE BOND
|
4.12%
|
DUE
|
02/17/2026
|
742
|
||
ABBOTT LABORATORIES
|
CORPORATE BOND
|
2.90%
|
DUE
|
11/30/2021
|
298
|
||
ABBVIE INC
|
CORPORATE BOND
|
3.60%
|
DUE
|
05/14/2025
|
565
|
||
ACTAVIS FUNDING SCS
|
CORPORATE BOND
|
3.80%
|
DUE
|
03/15/2025
|
713
|
||
ACTAVIS FUNDING SCS
|
CORPORATE BOND
|
3.80%
|
DUE
|
03/15/2025
|
356
|
||
AMERICAN INTERNATIONAL GROUP
|
CORPORATE BOND
|
4.12%
|
DUE
|
02/15/2024
|
951
|
||
AMGEN INC
|
CORPORATE BOND
|
2.60%
|
DUE
|
08/19/2026
|
598
|
||
APACHE CORP
|
CORPORATE BOND
|
2.62%
|
DUE
|
01/15/2023
|
539
|
||
APACHE CORP
|
CORPORATE BOND
|
2.62%
|
DUE
|
01/15/2023
|
539
|
||
APPLE INC
|
CORPORATE BOND
|
2.85%
|
DUE
|
02/23/2023
|
608
|
||
ARCH CAPITAL FINANCE LLC
|
CORPORATE BOND
|
4.01%
|
DUE
|
12/15/2026
|
52
|
||
ARCH CAPITAL FINANCE LLC
|
CORPORATE BOND
|
4.01%
|
DUE
|
12/15/2026
|
1,041
|
||
BAT CAPITAL CORP
|
CORPORATE BOND
|
2.76%
|
DUE
|
08/15/2022
|
985
|
||
BMW US CAPITAL LLC
|
CORPORATE BOND
|
2.25%
|
DUE
|
09/15/2023
|
529
|
||
BNP PARIBAS
|
CORPORATE BOND
|
4.62%
|
DUE
|
03/13/2027
|
320
|
||
BAIDU.COM ADR
|
CORPORATE BOND
|
3.25%
|
DUE
|
08/06/2018
|
201
|
||
BAKER HUGHES A GE CO LLC
|
CORPORATE BOND
|
3.34%
|
DUE
|
12/15/2027
|
240
|
||
BANCO DE CREDITO DEL PER
|
CORPORATE BOND
|
2.25%
|
DUE
|
10/25/2019
|
200
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
BANK OF AMERICA CORP
|
CORPORATE BOND
|
4.12%
|
DUE
|
01/22/2024
|
1,249
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
4.20%
|
DUE
|
08/26/2024
|
395
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
4.45%
|
DUE
|
03/03/2026
|
587
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
3.50%
|
DUE
|
04/19/2026
|
639
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
3.59%
|
DUE
|
07/21/2028
|
71
|
||
BANK OF NY MELLON CORP
|
CORPORATE BOND
|
2.20%
|
DUE
|
08/16/2023
|
824
|
||
BARCLAYS PLC
|
CORPORATE BOND
|
3.65%
|
DUE
|
03/16/2025
|
424
|
||
BARCLAYS PLC
|
CORPORATE BOND
|
3.68%
|
DUE
|
01/10/2023
|
335
|
||
BARCLAYS PLC
|
CORPORATE BOND
|
4.34%
|
DUE
|
01/10/2028
|
217
|
||
BAXTER INTERNATIONAL
|
CORPORATE BOND
|
2.60%
|
DUE
|
08/15/2026
|
153
|
||
BNP PARIBAS
|
CORPORATE BOND
|
2.95%
|
DUE
|
05/23/2022
|
200
|
||
BROADCOM CRP CAYMN FI
|
CORPORATE BOND
|
3.62%
|
DUE
|
01/15/2024
|
283
|
||
CVS CAREMARK CORP
|
CORPORATE BOND
|
4.00%
|
DUE
|
12/05/2023
|
520
|
||
CAPITAL ONE NA
|
CORPORATE BOND
|
2.25%
|
DUE
|
09/13/2021
|
432
|
||
CATERPILLAR FIN SERVICE CORP
|
CORPORATE BOND
|
1.70%
|
DUE
|
08/09/2021
|
429
|
||
CELGENE CORP
|
CORPORATE BOND
|
2.25%
|
DUE
|
08/15/2021
|
946
|
||
CENTERPOINT ENERGY HOUSTON
|
CORPORATE BOND
|
2.40%
|
DUE
|
09/01/2026
|
162
|
||
CENTERPOINT ENERGY HOUSTON
|
CORPORATE BOND
|
3.00%
|
DUE
|
02/01/2027
|
926
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
4.91%
|
DUE
|
07/23/2025
|
532
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
4.20%
|
DUE
|
03/15/2028
|
407
|
||
CITIGROUP INC
|
CORPORATE BOND
|
3.88%
|
DUE
|
03/26/2025
|
358
|
||
CITIGROUP INC
|
CORPORATE BOND
|
4.45%
|
DUE
|
09/29/2027
|
371
|
||
CITIGROUP INC
|
CORPORATE BOND
|
3.40%
|
DUE
|
05/01/2026
|
377
|
||
CITIGROUP INC
|
CORPORATE BOND
|
3.40%
|
DUE
|
05/01/2026
|
1,308
|
||
COCA-COLA FEMSA SAB CV
|
CORPORATE BOND
|
2.38%
|
DUE
|
11/26/2018
|
301
|
||
COLORADO INTERSTATE GAS CO LLC
|
CORPORATE BOND
|
4.15%
|
DUE
|
08/15/2026
|
170
|
||
COMCAST CORP
|
CORPORATE BOND
|
3.15%
|
DUE
|
02/15/2028
|
1,264
|
||
COMMONWEALTH EDISON
|
CORPORATE BOND
|
2.95%
|
DUE
|
08/15/2027
|
386
|
||
CONCHO RESOURCES INC
|
CORPORATE BOND
|
3.75%
|
DUE
|
10/01/2027
|
187
|
||
CREDIT SUISSE GROUP-SPON ADR
|
CORPORATE BOND
|
3.00%
|
DUE
|
12/14/2023
|
968
|
||
CROWN CASTLE INTERNATIONAL
|
CORPORATE BOND
|
4.88%
|
DUE
|
04/15/2022
|
322
|
||
DDR CORP
|
CORPORATE BOND
|
3.90%
|
DUE
|
08/15/2024
|
841
|
||
DELTA AIR LINES
|
CORPORATE BOND
|
2.88%
|
DUE
|
03/13/2020
|
126
|
||
DEVON ENERGY CORP
|
CORPORATE BOND
|
3.25%
|
DUE
|
05/15/2022
|
458
|
||
DEXIA CREDIT LOCAL
|
CORPORATE BOND
|
2.25%
|
DUE
|
02/18/2020
|
499
|
||
DEXIA CREDIT LOCAL SA NY
|
CORPORATE BOND
|
1.88%
|
DUE
|
01/29/2020
|
496
|
||
DIGITAL REALTY TRUST LP
|
CORPORATE BOND
|
3.70%
|
DUE
|
08/15/2027
|
801
|
||
DISCOVER BANK
|
CORPORATE BOND
|
3.45%
|
DUE
|
07/27/2026
|
321
|
||
DISCOVERY COMMUNICATIONS
|
CORPORATE BOND
|
3.95%
|
DUE
|
03/20/2028
|
274
|
||
DOMINION ENERGY INC
|
CORPORATE BOND
|
2.85%
|
DUE
|
08/15/2026
|
43
|
||
DUKE ENERGY CORP
|
CORPORATE BOND
|
2.65%
|
DUE
|
09/01/2026
|
129
|
||
DUKE ENERGY CORP
|
CORPORATE BOND
|
3.15%
|
DUE
|
08/15/2027
|
1,028
|
||
ERAC USA FINANCE COMPANY
|
CORPORATE BOND
|
3.30%
|
DUE
|
12/01/2026
|
521
|
||
ERAC USA FINANCE COMPANY
|
CORPORATE BOND
|
3.30%
|
DUE
|
12/01/2026
|
248
|
||
EDISON INTERNATIONAL
|
CORPORATE BOND
|
2.40%
|
DUE
|
09/15/2022
|
225
|
||
ELECTRONIC ARTS
|
CORPORATE BOND
|
3.70%
|
DUE
|
03/01/2021
|
206
|
||
EMERA US FINANCE LP
|
CORPORATE BOND
|
2.70%
|
DUE
|
06/15/2021
|
329
|
||
EMERA US FINANCE LP
|
CORPORATE BOND
|
3.55%
|
DUE
|
06/15/2026
|
501
|
||
ENEL FINANCE INTL NV
|
CORPORATE BOND
|
3.50%
|
DUE
|
04/06/2028
|
284
|
||
ENTERGY CORP
|
CORPORATE BOND
|
2.95%
|
DUE
|
09/01/2026
|
418
|
||
EXPRESS SCRIPTS HOLDING CO
|
CORPORATE BOND
|
4.50%
|
DUE
|
02/25/2026
|
488
|
||
EXPRESS SCRIPTS HOLDING CO
|
CORPORATE BOND
|
4.50%
|
DUE
|
02/25/2026
|
159
|
||
EXPRESS SCRIPTS HOLDING CO
|
CORPORATE BOND
|
3.40%
|
DUE
|
03/01/2027
|
118
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
FIDELITY NATIONAL INFORMATION
|
CORPORATE BOND
|
2.25%
|
DUE
|
08/15/2021
|
295
|
||
FIDELITY NATIONAL INFORMATION
|
CORPORATE BOND
|
2.25%
|
DUE
|
08/15/2021
|
202
|
||
FORD MOTOR CREDIT CO
|
CORPORATE BOND
|
4.39%
|
DUE
|
01/08/2026
|
682
|
||
FORD MOTOR CREDIT CO
|
CORPORATE BOND
|
2.98%
|
DUE
|
08/03/2022
|
598
|
||
FORTIS INC
|
CORPORATE BOND
|
3.06%
|
DUE
|
10/04/2026
|
628
|
||
GENERAL MOTORS FINL CO
|
CORPORATE BOND
|
5.25%
|
DUE
|
03/01/2026
|
715
|
||
GENERAL MOTORS FINL CO
|
CORPORATE BOND
|
3.15%
|
DUE
|
06/30/2022
|
500
|
||
GILEAD SCIENCES
|
CORPORATE BOND
|
2.50%
|
DUE
|
09/01/2023
|
123
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
3.85%
|
DUE
|
07/08/2024
|
1,504
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
4.25%
|
DUE
|
10/21/2025
|
549
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
4.25%
|
DUE
|
10/21/2025
|
157
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
3.85%
|
DUE
|
01/26/2027
|
10
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
3.85%
|
DUE
|
01/26/2027
|
26
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
3.75%
|
DUE
|
02/25/2026
|
641
|
||
HUNTINGTON NATIONAL BANK
|
CORPORATE BOND
|
2.50%
|
DUE
|
08/07/2022
|
690
|
||
HUSKY ENERGY INC
|
CORPORATE BOND
|
4.00%
|
DUE
|
04/15/2024
|
366
|
||
HUTCHINSON WHAMPOA INT
|
CORPORATE BOND
|
5.75%
|
DUE
|
09/11/2019
|
263
|
||
INTERNATIONAL PAPER COMPANY
|
CORPORATE BOND
|
3.00%
|
DUE
|
02/15/2027
|
388
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
3.88%
|
DUE
|
09/10/2024
|
704
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
3.88%
|
DUE
|
09/10/2024
|
365
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
3.90%
|
DUE
|
07/15/2025
|
1,153
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
2.95%
|
DUE
|
10/01/2026
|
712
|
||
JEFFERIES GROUP INC
|
CORPORATE BOND
|
6.45%
|
DUE
|
06/08/2027
|
116
|
||
KINDER MORGAN ENERGY PART
|
CORPORATE BOND
|
5.95%
|
DUE
|
02/15/2018
|
251
|
||
LYB INTL FINANCE BV
|
CORPORATE BOND
|
4.00%
|
DUE
|
07/15/2023
|
785
|
||
LYONDELLBASELL IND NV
|
CORPORATE BOND
|
5.75%
|
DUE
|
04/15/2024
|
399
|
||
MPLX LP
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/01/2027
|
56
|
||
MAGNA INTERNATIONAL INC
|
CORPORATE BOND
|
3.62%
|
DUE
|
06/15/2024
|
1,034
|
||
MAGNA INTERNATIONAL INC
|
CORPORATE BOND
|
4.15%
|
DUE
|
10/01/2025
|
266
|
||
MCCORMICK & CO
|
CORPORATE BOND
|
3.40%
|
DUE
|
08/15/2027
|
709
|
||
MICROSOFT CORP
|
CORPORATE BOND
|
2.00%
|
DUE
|
08/08/2023
|
826
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
4.35%
|
DUE
|
09/08/2026
|
524
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
4.35%
|
DUE
|
09/08/2026
|
262
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
3.97%
|
DUE
|
07/22/2038
|
41
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
3.88%
|
DUE
|
04/29/2024
|
1,279
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
3.12%
|
DUE
|
07/27/2026
|
616
|
||
MYLAN NV
|
CORPORATE BOND
|
3.15%
|
DUE
|
06/15/2021
|
453
|
||
MYLAN NV
|
CORPORATE BOND
|
3.95%
|
DUE
|
06/15/2026
|
328
|
||
NOBLE ENERGY INC
|
CORPORATE BOND
|
3.90%
|
DUE
|
11/15/2024
|
360
|
||
ONEOK INC
|
CORPORATE BOND
|
4.00%
|
DUE
|
07/13/2027
|
66
|
||
ONEOK INC
|
CORPORATE BOND
|
4.00%
|
DUE
|
07/13/2027
|
405
|
||
ONEOK PARTNERS
|
CORPORATE BOND
|
3.80%
|
DUE
|
03/15/2020
|
439
|
||
ORACLE CORP
|
CORPORATE BOND
|
2.65%
|
DUE
|
07/15/2026
|
634
|
||
OWENS CORNING INC
|
CORPORATE BOND
|
4.20%
|
DUE
|
12/15/2022
|
524
|
||
OWENS CORNING INC
|
CORPORATE BOND
|
3.40%
|
DUE
|
08/15/2026
|
344
|
||
PROV ST JOSEPH HLTH OBL
|
CORPORATE BOND
|
2.75%
|
DUE
|
10/01/2026
|
208
|
||
PUBLIC SVC ELECTRIC & GAS
|
CORPORATE BOND
|
2.25%
|
DUE
|
09/15/2026
|
456
|
||
REGIONS FINANCIAL CORP
|
CORPORATE BOND
|
2.75%
|
DUE
|
08/14/2022
|
618
|
||
ROYAL BANK OF SCOTLAND GROUP
|
CORPORATE BOND
|
3.88%
|
DUE
|
09/12/2023
|
203
|
||
RYDER SYSTEM INC
|
CORPORATE BOND
|
2.50%
|
DUE
|
09/01/2022
|
373
|
||
SP POWERASSETS LTD
|
CORPORATE BOND
|
3.00%
|
DUE
|
09/26/2027
|
321
|
||
SCRIPPS NETWORKS
|
CORPORATE BOND
|
3.50%
|
DUE
|
06/15/2022
|
505
|
||
SHIRE ACQ INV IRELAND DA
|
CORPORATE BOND
|
2.88%
|
DUE
|
09/23/2023
|
1,253
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
SPECTRA ENERGY PARTNERS
|
CORPORATE BOND
|
3.38%
|
DUE
|
10/15/2026
|
94
|
||
SUNTRUST BANK
|
CORPORATE BOND
|
2.70%
|
DUE
|
01/27/2022
|
195
|
||
SVENSKA HANDELSBANKEN AB
|
CORPORATE BOND
|
1.88%
|
DUE
|
09/07/2021
|
405
|
||
TENCENT HOLDINGS LTD
|
CORPORATE BOND
|
3.38%
|
DUE
|
05/02/2019
|
253
|
||
TEXTRON INC
|
CORPORATE BOND
|
5.95%
|
DUE
|
09/21/2021
|
221
|
||
TIME WARNER INC
|
CORPORATE BOND
|
3.80%
|
DUE
|
02/15/2027
|
120
|
||
TYCO ELECTRONICS
|
CORPORATE BOND
|
3.12%
|
DUE
|
08/15/2027
|
369
|
||
UBS GROUP FUNDING SWITZE
|
CORPORATE BOND
|
2.86%
|
DUE
|
08/15/2023
|
578
|
||
UNION PACIFIC CORP
|
CORPORATE BOND
|
2.75%
|
DUE
|
03/01/2026
|
326
|
||
UNITED HEALTH GROUP INC
|
CORPORATE BOND
|
3.45%
|
DUE
|
01/15/2027
|
191
|
||
WELLPOINT INC
|
CORPORATE BOND
|
3.12%
|
DUE
|
05/15/2022
|
368
|
||
WILLIAMS PARTNERS LP
|
CORPORATE BOND
|
4.30%
|
DUE
|
03/04/2024
|
262
|
||
WILLIAMS PARTNERS LP
|
CORPORATE BOND
|
4.30%
|
DUE
|
03/04/2024
|
157
|
||
WILLIAMS PARTNERS LP
|
CORPORATE BOND
|
4.30%
|
DUE
|
03/04/2024
|
1,414
|
||
SINGTEL GROUP TREASURY P
|
CORPORATE BOND
|
4.50%
|
DUE
|
09/08/2021
|
212
|
||
SNCF RESEAU
|
CORPORATE BOND
|
2.00%
|
DUE
|
10/13/2020
|
991
|
||
DEXIA CREDIT LOCAL
|
CORPORATE BOND
|
2.25%
|
DUE
|
02/18/2020
|
499
|
||
AGENCE FRANCAISE DE DEV
|
CORPORATE BOND
|
1.88%
|
DUE
|
09/14/2020
|
592
|
||
INDONESIA REPUBLIC OF
|
CORPORATE BOND
|
3.75%
|
DUE
|
04/25/2022
|
206
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
02/01/2026
|
1,018
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
02/01/2026
|
763
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
01/15/2043
|
500
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/15/2041
|
1,282
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/15/2041
|
513
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/10/2041
|
1,537
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
4.00%
|
DUE
|
04/01/2040
|
523
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
4.50%
|
DUE
|
12/01/2040
|
1,063
|
||
FHLMC
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/13/2041
|
513
|
||
FHLMC GOLD
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
4.00%
|
DUE
|
04/01/2040
|
784
|
||
FHLMC GOLD
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
4.00%
|
DUE
|
04/01/2040
|
523
|
||
GNMA II
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
12/15/2043
|
505
|
||
GNMA II
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/23/2042
|
517
|
||
FREDDIE MAC
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
6.75%
|
DUE
|
03/15/2031
|
715
|
||
FANNIE MAE
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
6.25%
|
DUE
|
05/15/2029
|
668
|
||
FANNIE MAE
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
7.12%
|
DUE
|
01/15/2030
|
1,440
|
||
FANNIE MAE
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
6.62%
|
DUE
|
11/15/2030
|
84
|
||
FANNIE MAE
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.00%
|
DUE
|
10/05/2022
|
494
|
||
FHLMC
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.38%
|
DUE
|
08/15/2019
|
144
|
||
FHLMC
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.62%
|
DUE
|
09/29/2020
|
35
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.88%
|
DUE
|
05/15/2043
|
62
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.62%
|
DUE
|
08/15/2043
|
6
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
11
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
11
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
11
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
11
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
16
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
16
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
16
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
16
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.00%
|
DUE
|
05/15/2045
|
11
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.88%
|
DUE
|
08/15/2045
|
10
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.75%
|
DUE
|
08/15/2047
|
250
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.25%
|
DUE
|
11/15/2027
|
49
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.00%
|
DUE
|
11/30/2022
|
505
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.12%
|
DUE
|
12/31/2022
|
667
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.75%
|
DUE
|
01/31/2023
|
440
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
0.75%
|
DUE
|
02/28/2018
|
5,395
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
0.12%
|
DUE
|
04/15/2022
|
282
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
0.12%
|
DUE
|
04/15/2022
|
277
|
||
WI TREASURY SEC
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.88%
|
DUE
|
04/30/2022
|
282
|
||
WI TREASURY SEC
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.88%
|
DUE
|
04/30/2022
|
294
|
||
WI TREASURY SEC
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.88%
|
DUE
|
04/30/2022
|
2,371
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.00%
|
DUE
|
06/30/2024
|
373
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.00%
|
DUE
|
06/30/2024
|
8,450
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.00%
|
DUE
|
06/30/2024
|
2,746
|
||
US TREASURY STRIP
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
0.00%
|
DUE
|
05/15/2037
|
1,180
|
||
SWEDISH EXPORT CREDIT
|
FOREIGN GOVERNMENT BOND
|
1.75%
|
DUE
|
08/28/2020
|
1,976
|
||
PROVINCE OF ALBERTA
|
FOREIGN GOVERNMENT BOND
|
1.75%
|
DUE
|
08/26/2020
|
1,478
|
||
CORP ANDINA DE FOMENTO
|
FOREIGN GOVERNMENT BOND
|
2.12%
|
DUE
|
09/27/2021
|
587
|
||
CORP ANDINA DE FOMENTO
|
FOREIGN GOVERNMENT BOND
|
2.75%
|
DUE
|
01/06/2023
|
89
|
||
CORP ANDINA DE FOMENTO
|
FOREIGN GOVERNMENT BOND
|
2.75%
|
DUE
|
01/06/2023
|
208
|
||
CPPIB CAPITAL INC
|
FOREIGN GOVERNMENT BOND
|
2.75%
|
DUE
|
11/02/2027
|
249
|
||
CPPIB CAPITAL INC
|
FOREIGN GOVERNMENT BOND
|
2.75%
|
DUE
|
11/02/2027
|
997
|
||
CPPIB CAPITAL INC
|
FOREIGN GOVERNMENT BOND
|
2.75%
|
DUE
|
11/02/2027
|
249
|
||
ABU DHABI GOVT INT'L
|
FOREIGN GOVERNMENT BOND
|
3.12%
|
DUE
|
10/11/2027
|
763
|
||
INTL FINANCE CORP
|
FOREIGN GOVERNMENT BOND
|
1.75%
|
DUE
|
09/04/2018
|
500
|
||
JPN BANK FOR INT'L COOP
|
FOREIGN GOVERNMENT BOND
|
2.00%
|
DUE
|
11/04/2021
|
1,176
|
||
JPN BANK FOR INT'L COOP
|
FOREIGN GOVERNMENT BOND
|
2.12%
|
DUE
|
07/21/2020
|
198
|
||
JAPAN FIN ORG MUNICIPAL
|
FOREIGN GOVERNMENT BOND
|
2.12%
|
DUE
|
03/06/2019
|
994
|
||
JAPAN FIN ORG MUNICIPAL
|
FOREIGN GOVERNMENT BOND
|
2.12%
|
DUE
|
04/13/2021
|
197
|
||
JAPAN FIN ORG MUNICIPAL
|
FOREIGN GOVERNMENT BOND
|
2.12%
|
DUE
|
10/25/2023
|
192
|
||
JAPAN FIN ORG MUNICIPAL
|
FOREIGN GOVERNMENT BOND
|
2.62%
|
DUE
|
04/20/2022
|
199
|
||
KUWAIT INTL BOND
|
FOREIGN GOVERNMENT BOND
|
2.75%
|
DUE
|
03/20/2022
|
199
|
||
MANITOBA PROVINCE OF
|
FOREIGN GOVERNMENT BOND
|
2.12%
|
DUE
|
05/04/2022
|
1,475
|
||
NA DEVELOPMENT BANK
|
FOREIGN GOVERNMENT BOND
|
4.38%
|
DUE
|
02/11/2020
|
1,042
|
||
PROVINCE OF ONTARIO
|
FOREIGN GOVERNMENT BOND
|
2.25%
|
DUE
|
05/18/2022
|
69
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
ONTARIO PROVINCE
|
FOREIGN GOVERNMENT BOND
|
2.40%
|
DUE
|
02/08/2022
|
1,494
|
||
ONTARIO TEACHERS FINANC
|
FOREIGN GOVERNMENT BOND
|
2.12%
|
DUE
|
09/19/2022
|
1,474
|
||
PETROLEOS MEXICANOS
|
FOREIGN GOVERNMENT BOND
|
5.38%
|
DUE
|
03/13/2022
|
64
|
||
PROVINCE OF QUEBEC
|
FOREIGN GOVERNMENT BOND
|
2.75%
|
DUE
|
04/12/2027
|
992
|
||
PROVINCE OF QUEBEC
|
FOREIGN GOVERNMENT BOND
|
2.75%
|
DUE
|
04/12/2027
|
198
|
||
SAUDI INTERNATIONAL BOND
|
FOREIGN GOVERNMENT BOND
|
2.38%
|
DUE
|
10/26/2021
|
200
|
||
TOKYO METROPOLITAN GOVT
|
FOREIGN GOVERNMENT BOND
|
2.50%
|
DUE
|
06/08/2022
|
198
|
||
DEVELOPMENT BK OF JAPAN
|
FOREIGN GOVERNMENT BOND
|
1.00%
|
DUE
|
01/22/2018
|
1,000
|
||
TOKYO METROPOLITAN GOVT
|
FOREIGN GOVERNMENT BOND
|
1.62%
|
DUE
|
06/06/2018
|
998
|
||
DEVELOPMENT BK OF JAPAN
|
FOREIGN GOVERNMENT BOND
|
1.62%
|
DUE
|
09/01/2021
|
287
|
||
CAISSE D AMORT DETTE SOC
|
FOREIGN GOVERNMENT BOND
|
1.75%
|
DUE
|
09/24/2019
|
1,490
|
||
SFIL SA
|
FOREIGN GOVERNMENT BOND
|
2.00%
|
DUE
|
06/30/2020
|
994
|
||
AGENCE FRANCAISE DEVELOP
|
FOREIGN GOVERNMENT BOND
|
2.00%
|
DUE
|
03/18/2019
|
998
|
||
NEDER WATERSCHAPSBANK
|
FOREIGN GOVERNMENT BOND
|
1.75%
|
DUE
|
09/05/2019
|
1,987
|
||
EUROFIMA
|
FOREIGN GOVERNMENT BOND
|
1.75%
|
DUE
|
05/29/2020
|
1,483
|
||
KOMMUNALBANKEN AS
|
FOREIGN GOVERNMENT BOND
|
2.25%
|
DUE
|
01/25/2022
|
1,988
|
||
FINNVERA PLC
|
FOREIGN GOVERNMENT BOND
|
1.88%
|
DUE
|
10/05/2020
|
991
|
||
TOKYO METROPOLITAN GOVERNMENT
|
FOREIGN GOVERNMENT BOND
|
2.00%
|
DUE
|
05/17/2021
|
292
|
||
90 DAY EURO FX FUTURE
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
12/17/2018
|
30
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(66)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(19)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(14)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(11)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(19)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(3)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(13)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(4)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(2)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(1)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(2)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(2)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(1)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(1)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
2
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(13)
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(4)
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(20)
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(8)
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(26)
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(2)
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(1)
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(1)
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
29
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
28
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
4
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
18
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
2
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
1
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
2
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
2
|
||
10 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(1)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(1)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(5)
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
|
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(3)
|
|
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(1)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(2)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(6)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(1)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(1)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
10
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(3)
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(7)
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(3)
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(2)
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
6
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
3
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
1
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
12
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
1
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
1
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
3
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
4
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
4
|
||
US 10YR ULTRA FUT JUN16
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(5)
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
06/01/2039
|
257
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
09/01/2044
|
352
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
2.00%
|
DUE
|
01/01/2032
|
433
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
10/01/2045
|
1,634
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
10/01/2046
|
469
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
01/01/2047
|
3,444
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
2.50%
|
DUE
|
01/01/2029
|
1,106
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
01/01/2037
|
709
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
02/01/2043
|
1,248
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
02/01/2042
|
1,466
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
12/01/2042
|
1,014
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
04/01/2042
|
396
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
10/01/2042
|
608
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
06/01/2043
|
329
|
||
FHLMC
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
09/01/2030
|
1,068
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
02/01/2041
|
1,076
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
01/01/2041
|
1,310
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
02/01/2041
|
271
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
08/01/2042
|
986
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
01/01/2042
|
1,537
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
12/01/2042
|
859
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
2.50%
|
DUE
|
01/01/2028
|
439
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
6.00%
|
DUE
|
07/01/2041
|
715
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
03/01/2043
|
1,430
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
03/01/2043
|
537
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
04/01/2030
|
349
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
06/01/2045
|
2,967
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
2.50%
|
DUE
|
09/01/2046
|
462
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
2.50%
|
DUE
|
09/01/2046
|
229
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
2.50%
|
DUE
|
10/01/2031
|
480
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
11/01/2036
|
456
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
12/01/2046
|
494
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
04/01/2043
|
342
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
06/01/2043
|
1,191
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
10/01/2045
|
1,260
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
6.00%
|
DUE
|
10/01/2036
|
165
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
5.50%
|
DUE
|
01/01/2037
|
204
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
08/01/2040
|
423
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
05/01/2042
|
2,049
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
03/01/2043
|
977
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
10/01/2039
|
331
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
11/01/2040
|
195
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
2.50%
|
DUE
|
09/01/2027
|
590
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
01/01/2046
|
501
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
08/01/2031
|
441
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
09/01/2046
|
507
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
5.00%
|
DUE
|
06/01/2040
|
157
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
5.00%
|
DUE
|
06/01/2040
|
187
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
06/01/2040
|
348
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
5.00%
|
DUE
|
06/01/2040
|
553
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
02/01/2041
|
313
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
5.00%
|
DUE
|
02/01/2041
|
262
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
10/01/2040
|
924
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
11/01/2040
|
549
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
03/20/2043
|
218
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
03/20/2043
|
405
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
09/20/2042
|
466
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
10/20/2042
|
995
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
12/20/2042
|
449
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
12/20/2042
|
508
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
09/20/2043
|
324
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
10/20/2043
|
564
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
10/20/2043
|
753
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
10/20/2043
|
190
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
12/20/2043
|
405
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
01/20/2044
|
100
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
01/20/2044
|
204
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
03/20/2045
|
323
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
03/20/2045
|
210
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
06/20/2044
|
513
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
12/20/2044
|
496
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
5.00%
|
DUE
|
04/20/2045
|
109
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
04/20/2045
|
365
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
05/20/2045
|
471
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
05/20/2045
|
155
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
11/20/2045
|
265
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
12/20/2045
|
473
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
01/20/2046
|
468
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
05/20/2046
|
798
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
07/20/2046
|
1,325
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
07/20/2046
|
893
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.00%
|
DUE
|
08/20/2046
|
1,778
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
09/20/2046
|
221
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
10/20/2046
|
233
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
10/20/2046
|
262
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
11/20/2046
|
370
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
11/20/2046
|
447
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
2.50%
|
DUE
|
12/20/2046
|
229
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
02/20/2047
|
476
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
03/20/2047
|
1,151
|
||
GNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
04/15/2040
|
219
|
||
GNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
01/15/2041
|
345
|
||
ALABAMA ECON SETTLEMENT AUTH B
|
MUNICIPALS
|
3.16%
|
DUE
|
09/15/2025
|
61
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.48%
|
DUE
|
05/31/2023
|
493
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
2.01%
|
DUE
|
08/31/2021
|
(4)
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
02/15/2024
|
3
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
2.34%
|
DUE
|
02/15/2036
|
(7)
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
2.34%
|
DUE
|
02/15/2036
|
(7)
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
2.34%
|
DUE
|
02/15/2036
|
(7)
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.76%
|
DUE
|
11/30/2021
|
(39)
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.66%
|
DUE
|
02/15/2027
|
3
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.66%
|
DUE
|
02/15/2027
|
8
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.66%
|
DUE
|
02/15/2027
|
3
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.16%
|
DUE
|
06/30/2019
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.33%
|
DUE
|
06/30/2019
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
06/30/2019
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
06/30/2019
|
13
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
06/30/2019
|
11
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
06/30/2019
|
8
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.66%
|
DUE
|
02/15/2027
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.16%
|
DUE
|
02/15/2027
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.16%
|
DUE
|
02/15/2027
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.16%
|
DUE
|
02/15/2027
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
08/15/2024
|
12
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
08/15/2024
|
20
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
08/15/2024
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
08/15/2024
|
11
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
08/15/2024
|
10
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
08/15/2024
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
1.42%
|
DUE
|
08/15/2024
|
3
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.55%
|
DUE
|
09/30/2019
|
3
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.55%
|
DUE
|
09/30/2019
|
2
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.55%
|
DUE
|
09/30/2019
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.82%
|
DUE
|
12/31/2019
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.82%
|
DUE
|
12/31/2019
|
1
|
||
CLEARNET
|
NOTIONAL PAR CONTRACTS
|
0.82%
|
DUE
|
12/31/2019
|
2
|
||
STATE STREET STIF
|
SWEEP INVESTMENT
|
5,851
|
|||||
LIABILITIES IN EXCESS OF OTHER ASSETS
|
(9,911)
|
||||||
SUBTOTAL
|
249,961
|
||||||
TOTAL PRUDENTIAL STABLE VALUE FUND
|
$
|
331,318
|
|||||
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
MASSMUTUAL
|
MASSMUTUAL STABLE VALUE FUND (CONTRACT INTEREST RATE: 1.94%):
|
SYNTHETIC CONTRACT
|
|||||
ACCESS GROUP INC
|
ASSET-BACKED SECURITY
|
2.64%
|
DUE
|
07/01/2039
|
$
|
245
|
|
ACCESS GROUP INC
|
ASSET-BACKED SECURITY
|
2.64%
|
DUE
|
07/01/2039
|
196
|
||
AVIS BUDGET RENTAL CAR FUNDING
|
ASSET-BACKED SECURITY
|
2.97%
|
DUE
|
03/20/2024
|
200
|
||
CAPITAL AUTOMOTIVE REIT
|
ASSET-BACKED SECURITY
|
4.18%
|
DUE
|
04/15/2047
|
121
|
||
CAPITAL AUTOMOTIVE REIT
|
ASSET-BACKED SECURITY
|
4.18%
|
DUE
|
04/15/2047
|
253
|
||
CAPITAL AUTOMOTIVE REIT
|
ASSET-BACKED SECURITY
|
4.18%
|
DUE
|
04/15/2047
|
101
|
||
CITIGROUP MORTGAGE LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.23%
|
DUE
|
05/25/2035
|
91
|
||
COLLEGE AVE STUDENT LOANS
|
ASSET-BACKED SECURITY
|
3.20%
|
DUE
|
11/26/2046
|
100
|
||
COLLEGIATE FUNDING SERVICES ED
|
ASSET-BACKED SECURITY
|
1.99%
|
DUE
|
12/28/2037
|
197
|
||
CREDIT SUISSE ABS REPACKAGING
|
ASSET-BACKED SECURITY
|
2.50%
|
DUE
|
01/25/2030
|
52
|
||
CREDIT SUISSE ABS REPACKAGING
|
ASSET-BACKED SECURITY
|
2.50%
|
DUE
|
01/25/2030
|
96
|
||
DRB PRIME STUDENT LOAN TRUST 2
|
ASSET-BACKED SECURITY
|
3.07%
|
DUE
|
10/25/2044
|
450
|
||
DRB PRIME STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.40%
|
DUE
|
05/27/2042
|
683
|
||
DIAMOND RESORTS OWNER TRUST 20
|
ASSET-BACKED SECURITY
|
3.37%
|
DUE
|
11/20/2028
|
139
|
||
ECMC GROUP STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.90%
|
DUE
|
07/26/2066
|
298
|
||
ECMC GROUP STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.75%
|
DUE
|
12/27/2066
|
183
|
||
EARNEST STUDENT LOAN PROGRAM L
|
ASSET-BACKED SECURITY
|
3.59%
|
DUE
|
01/25/2041
|
119
|
||
EDLINC STUDENT LOAN FUNDING TR
|
ASSET-BACKED SECURITY
|
3.10%
|
DUE
|
12/01/2047
|
894
|
||
EDUCATION LOAN ASSET-BACKED TR
|
ASSET-BACKED SECURITY
|
2.82%
|
DUE
|
08/01/2043
|
48
|
||
EDUCATION LOAN ASSET-BACKED TR
|
ASSET-BACKED SECURITY
|
2.82%
|
DUE
|
08/01/2043
|
145
|
||
ELARA HGV TIMESHARE ISSUER
|
ASSET-BACKED SECURITY
|
2.69%
|
DUE
|
03/25/2030
|
335
|
||
ELEMENT RAIL LEASING I LLC
|
ASSET-BACKED SECURITY
|
5.05%
|
DUE
|
03/19/2046
|
266
|
||
FIRST FRANKLIN MTG LOAN
|
ASSET-BACKED SECURITY
|
3.28%
|
DUE
|
01/25/2035
|
231
|
||
GLOBAL SC FINANACE SRL
|
ASSET-BACKED SECURITY
|
3.85%
|
DUE
|
04/15/2037
|
239
|
||
GOAL CAPITAL FUNDING TRUST
|
ASSET-BACKED SECURITY
|
3.00%
|
DUE
|
08/25/2051
|
909
|
||
GOAL CAPITAL FUNDING TRUST
|
ASSET-BACKED SECURITY
|
3.00%
|
DUE
|
02/25/2048
|
958
|
||
GOODGREEN TRUST
|
ASSET-BACKED SECURITY
|
3.23%
|
DUE
|
10/15/2052
|
241
|
||
GOODGREEN TRUST
|
ASSET-BACKED SECURITY
|
0.00%
|
DUE
|
10/15/2052
|
295
|
||
GOODGREEN TRUST
|
ASSET-BACKED SECURITY
|
3.26%
|
DUE
|
10/15/2053
|
789
|
||
HERO FUNDING TRUST
|
ASSET-BACKED SECURITY
|
3.19%
|
DUE
|
09/20/2048
|
456
|
||
HIGHER EDUCATION FUNDING
|
ASSET-BACKED SECURITY
|
2.87%
|
DUE
|
01/01/2044
|
548
|
||
HIGHER EDUCATION FUNDING
|
ASSET-BACKED SECURITY
|
1.30%
|
DUE
|
01/01/2044
|
508
|
||
321 HENDERSON RECEIVABLES I LL
|
ASSET-BACKED SECURITY
|
3.96%
|
DUE
|
03/15/2063
|
331
|
||
JP MORGAN STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.73%
|
DUE
|
06/28/2039
|
318
|
||
KDAC AIRCRAFT FINANCE LIMITED
|
ASSET-BACKED SECURITY
|
4.37%
|
DUE
|
12/15/2042
|
480
|
||
LABRADOR AVIATION FINANCE LTD
|
ASSET-BACKED SECURITY
|
4.30%
|
DUE
|
01/15/2042
|
402
|
||
MOSAIC SOLAR LOANS LLC
|
ASSET-BACKED SECURITY
|
4.45%
|
DUE
|
06/20/2042
|
75
|
||
NRZ ADVANCE RECEIVABLES TRUST
|
ASSET-BACKED SECURITY
|
2.83%
|
DUE
|
10/16/2051
|
884
|
||
NEW RESIDENTIAL ADVANCE RECEIV
|
ASSET-BACKED SECURITY
|
3.11%
|
DUE
|
12/15/2050
|
249
|
||
NAVISTAR FINANCIAL DEALER NOTE
|
ASSET-BACKED SECURITY
|
2.90%
|
DUE
|
09/27/2021
|
282
|
||
NAVIENT STUDENT LOAN TRUST 201
|
ASSET-BACKED SECURITY
|
3.05%
|
DUE
|
07/25/2052
|
398
|
||
NAVIENT STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.12%
|
DUE
|
11/26/2040
|
499
|
||
NAVIENT STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.55%
|
DUE
|
09/27/2066
|
252
|
||
NAVIENT STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.13%
|
DUE
|
07/26/2066
|
935
|
||
NAVIENT STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.85%
|
DUE
|
03/25/2066
|
1,193
|
||
NAVIENT STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.70%
|
DUE
|
07/26/2066
|
307
|
||
NELNET STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.49%
|
DUE
|
04/25/2031
|
160
|
||
NELNET STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.72%
|
DUE
|
10/25/2040
|
261
|
||
NELNET STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.83%
|
DUE
|
03/23/2037
|
236
|
||
NELNET STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
2.20%
|
DUE
|
11/25/2052
|
474
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
NELNET PRIVATE EDUCATION LOAN
|
ASSET-BACKED SECURITY
|
3.31%
|
DUE
|
12/26/2040
|
86
|
||
NELNET PRIVATE EDUCATION LOAN
|
ASSET-BACKED SECURITY
|
3.60%
|
DUE
|
12/26/2040
|
105
|
||
NEXTGEAR FLOORPLAN MASTER OWNE
|
ASSET-BACKED SECURITY
|
2.19%
|
DUE
|
09/15/2021
|
239
|
||
NORTHSTAR EDUCATION FINANCE
|
ASSET-BACKED SECURITY
|
2.13%
|
DUE
|
10/30/2045
|
89
|
||
NORTHSTAR EDUCATION FINANCE
|
ASSET-BACKED SECURITY
|
2.82%
|
DUE
|
05/27/2036
|
149
|
||
NOVASTAR HOME EQUITY LOAN
|
ASSET-BACKED SECURITY
|
3.28%
|
DUE
|
03/25/2035
|
359
|
||
OSCAR US FUNDING TRUST
|
ASSET-BACKED SECURITY
|
2.73%
|
DUE
|
12/15/2020
|
409
|
||
PENNSYLVANIA HIGHER EDUCATION
|
ASSET-BACKED SECURITY
|
2.50%
|
DUE
|
11/25/2065
|
273
|
||
PANHANDLE PLAINS STUDENT FINAN
|
ASSET-BACKED SECURITY
|
3.05%
|
DUE
|
12/01/2031
|
197
|
||
PANHANDLE PLAINS STUDENT FINAN
|
ASSET-BACKED SECURITY
|
3.05%
|
DUE
|
12/01/2031
|
295
|
||
SLC STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.62%
|
DUE
|
02/15/2045
|
158
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
4.89%
|
DUE
|
12/15/2039
|
100
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.92%
|
DUE
|
10/25/2064
|
248
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.92%
|
DUE
|
10/25/2064
|
894
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.62%
|
DUE
|
10/25/2040
|
191
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.67%
|
DUE
|
01/25/2041
|
239
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.57%
|
DUE
|
01/25/2070
|
231
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
1.60%
|
DUE
|
01/25/2041
|
363
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
3.35%
|
DUE
|
11/25/2070
|
201
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
3.35%
|
DUE
|
11/25/2070
|
532
|
||
SLM STUDENT LOAN TRUST
|
ASSET-BACKED SECURITY
|
3.05%
|
DUE
|
12/28/2070
|
238
|
||
SMB PRIVATE EDUCATION LOAN TRU
|
ASSET-BACKED SECURITY
|
3.23%
|
DUE
|
05/17/2032
|
261
|
||
SMB PRIVATE EDUCATION LOAN TRU
|
ASSET-BACKED SECURITY
|
3.43%
|
DUE
|
08/16/2032
|
314
|
||
SMB PRIVATE EDUCATION LOAN TRU
|
ASSET-BACKED SECURITY
|
2.58%
|
DUE
|
09/15/2034
|
153
|
||
SMB PRIVATE EDUCATION LOAN TRU
|
ASSET-BACKED SECURITY
|
2.58%
|
DUE
|
09/15/2034
|
610
|
||
SOCIAL PROFESSIONAL LOAN PROGR
|
ASSET-BACKED SECURITY
|
2.76%
|
DUE
|
12/26/2036
|
743
|
||
SPS SERVICER ADVANCE RECEIVABL
|
ASSET-BACKED SECURITY
|
2.75%
|
DUE
|
11/15/2049
|
380
|
||
SOCIAL PROFESSIONAL LOAN PROGR
|
ASSET-BACKED SECURITY
|
2.49%
|
DUE
|
01/25/2036
|
139
|
||
SMB PRIVATE EDUCATION LOAN TRU
|
ASSET-BACKED SECURITY
|
2.23%
|
DUE
|
10/15/2035
|
291
|
||
SOUTH CAROLINA STUDENT LOAN CO
|
ASSET-BACKED SECURITY
|
2.37%
|
DUE
|
07/25/2025
|
616
|
||
SUTTONPARK STRUCTURED SETTLEME
|
ASSET-BACKED SECURITY
|
4.19%
|
DUE
|
01/15/2071
|
248
|
||
TAL ADVANTAGE LLC
|
ASSET-BACKED SECURITY
|
4.50%
|
DUE
|
04/20/2042
|
222
|
||
TRINITY RAIL LEASING L P
|
ASSET-BACKED SECURITY
|
5.19%
|
DUE
|
10/16/2040
|
825
|
||
TRINITY RAIL LEASING L P
|
ASSET-BACKED SECURITY
|
5.19%
|
DUE
|
10/16/2040
|
180
|
||
TRITON CONTAINER FINANCE LLC
|
ASSET-BACKED SECURITY
|
3.52%
|
DUE
|
06/20/2042
|
95
|
||
TRITON CONTAINER FINANCE LLC
|
ASSET-BACKED SECURITY
|
3.62%
|
DUE
|
08/20/2042
|
243
|
||
CFCRE COMMERCIAL MORTGAGE TRUS
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.22%
|
DUE
|
11/10/2049
|
400
|
||
COMM 2014 UBS2
|
COLLATERIZED MORTGAGE OBLIGATION
|
4.70%
|
DUE
|
03/10/2047
|
525
|
||
FNMA CONNECTICUT AVENUE SECURI
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.85%
|
DUE
|
04/25/2029
|
245
|
||
JP MORGAN CHASE
|
COLLATERIZED MORTGAGE OBLIGATION
|
4.57%
|
DUE
|
08/15/2046
|
575
|
||
JPMBB COMMERCIAL MORTGAGE SECU
|
COLLATERIZED MORTGAGE OBLIGATION
|
4.75%
|
DUE
|
03/15/2049
|
354
|
||
JP MORGAN MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.50%
|
DUE
|
01/25/2047
|
280
|
||
JP MORGAN MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.00%
|
DUE
|
11/25/2047
|
318
|
||
JP MORGAN MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.50%
|
DUE
|
01/25/2048
|
598
|
||
STATION PLACE SECURITIZATION T
|
COLLATERIZED MORTGAGE OBLIGATION
|
2.35%
|
DUE
|
11/25/2050
|
200
|
||
SOFI MORTGAGE TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.00%
|
DUE
|
11/25/2046
|
466
|
||
SHELLPOINT CO ORIGINATOR TRUST
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.00%
|
DUE
|
10/25/2031
|
349
|
||
VELOCITY COMMERCIAL CAPITAL LO
|
COLLATERIZED MORTGAGE OBLIGATION
|
3.00%
|
DUE
|
10/25/2046
|
141
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
ANHEUSER BUSCH INBEV WORLDWIDE
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/10/2018
|
1,499
|
||
BELL CANADA
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
02/12/2018
|
1,497
|
||
CARNIVAL CORP
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/11/2018
|
1,999
|
||
CENTERPOINT ENGY INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/02/2018
|
1,500
|
||
ENTERGY CORPORATION
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/29/2018
|
999
|
||
EXPERIAN FINANCE PLC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/08/2018
|
1,749
|
||
FMC TECHNOLOGIES INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/17/2018
|
1,998
|
||
FEDEX CORPORATION
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/08/2018
|
750
|
||
HP INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/05/2018
|
1,500
|
||
HP INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/08/2018
|
500
|
||
LAM RESEARCH CORP
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/04/2018
|
2,000
|
||
MARRIOTT INTERNATION
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/16/2018
|
1,999
|
||
MOLEX ELECTRONIC TECHNOLOGIES
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/16/2018
|
1,998
|
||
NASDAQ INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/08/2018
|
1,000
|
||
NASDAQ INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/19/2018
|
999
|
||
POTASH CORP OF SASKATCHEWAN IN
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/26/2018
|
1,998
|
||
PUBLIC SEVC ENT GR
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/22/2018
|
1,798
|
||
RECKITT BENCKISER TSY
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/16/2018
|
1,499
|
||
ROGERS COMMUNICATIONS
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/04/2018
|
2,000
|
||
SPECTRA ENERGY PARTNERS
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/22/2018
|
1,998
|
||
SUNCOR ENERGY INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/19/2018
|
1,576
|
||
TELUS CORP
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/19/2018
|
1,498
|
||
THOMSON REUTERS CORP
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
02/13/2018
|
1,996
|
||
TIME WARNER INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/04/2018
|
1,000
|
||
WALGREENS BOOTS
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/16/2018
|
1,998
|
||
WESTROCK CO
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
01/18/2018
|
1,998
|
||
XCEL ENERGY INC
|
COMMERCIAL PAPER
|
0.00%
|
DUE
|
04/23/2018
|
746
|
||
ADT CORP
|
CORPORATE BOND
|
6.25%
|
DUE
|
10/15/2021
|
73
|
||
ADT CORP
|
CORPORATE BOND
|
6.25%
|
DUE
|
10/15/2021
|
44
|
||
ADT CORP
|
CORPORATE BOND
|
6.25%
|
DUE
|
10/15/2021
|
102
|
||
ADT CORP
|
CORPORATE BOND
|
6.25%
|
DUE
|
10/15/2021
|
44
|
||
AT&T INC
|
CORPORATE BOND
|
4.75%
|
DUE
|
05/15/2046
|
220
|
||
AT&T INC
|
CORPORATE BOND
|
4.75%
|
DUE
|
05/15/2046
|
293
|
||
AT&T INC
|
CORPORATE BOND
|
5.25%
|
DUE
|
03/01/2037
|
317
|
||
AT&T INC
|
CORPORATE BOND
|
3.40%
|
DUE
|
08/14/2024
|
171
|
||
AT&T INC
|
CORPORATE BOND
|
3.90%
|
DUE
|
08/14/2027
|
156
|
||
ABBOTT LABORATORIES
|
CORPORATE BOND
|
3.75%
|
DUE
|
11/30/2026
|
72
|
||
ABBOTT LABORATORIES
|
CORPORATE BOND
|
3.75%
|
DUE
|
11/30/2026
|
205
|
||
ABBOTT LABORATORIES
|
CORPORATE BOND
|
4.90%
|
DUE
|
11/30/2046
|
75
|
||
ABBOTT LABORATORIES
|
CORPORATE BOND
|
4.90%
|
DUE
|
11/30/2046
|
86
|
||
ABBVIE INC
|
CORPORATE BOND
|
2.90%
|
DUE
|
11/06/2022
|
251
|
||
ABBVIE INC
|
CORPORATE BOND
|
4.70%
|
DUE
|
05/14/2045
|
224
|
||
ACE INA HOLDINGS INC
|
CORPORATE BOND
|
4.35%
|
DUE
|
11/03/2045
|
181
|
||
ACTAVIS FUNDING SCS
|
CORPORATE BOND
|
4.55%
|
DUE
|
03/15/2035
|
111
|
||
AERCAP IRELAND CAP LTD
|
CORPORATE BOND
|
4.50%
|
DUE
|
05/15/2021
|
368
|
||
AERCAP IRELAND CAP LTD
|
CORPORATE BOND
|
4.50%
|
DUE
|
05/15/2021
|
709
|
||
AERCAP IRELAND CAP GLOBA
|
CORPORATE BOND
|
3.65%
|
DUE
|
07/21/2027
|
247
|
||
AFFILIATED MANAGERS GROUP INC
|
CORPORATE BOND
|
4.25%
|
DUE
|
02/15/2024
|
158
|
||
AIR LEASE CORP
|
CORPORATE BOND
|
3.62%
|
DUE
|
04/01/2027
|
105
|
||
AIRCASTLE LTD
|
CORPORATE BOND
|
5.00%
|
DUE
|
04/01/2023
|
527
|
||
AIRCASTLE LTD
|
CORPORATE BOND
|
5.00%
|
DUE
|
04/01/2023
|
91
|
||
AIRCASTLE LTD
|
CORPORATE BOND
|
5.00%
|
DUE
|
04/01/2023
|
56
|
||
AIRCASTLE LTD
|
CORPORATE BOND
|
5.00%
|
DUE
|
04/01/2023
|
115
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
AIRCASTLE LTD
|
CORPORATE BOND
|
5.00%
|
DUE
|
04/01/2023
|
55
|
||
ALLSTATE CORP
|
CORPORATE BOND
|
5.75%
|
DUE
|
08/15/2053
|
327
|
||
ALLSTATE CORP
|
CORPORATE BOND
|
5.75%
|
DUE
|
08/15/2053
|
518
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
4.75%
|
DUE
|
09/10/2018
|
253
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
4.75%
|
DUE
|
09/10/2018
|
253
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
5.12%
|
DUE
|
09/30/2024
|
541
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/30/2020
|
306
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/30/2020
|
230
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
3.25%
|
DUE
|
11/05/2018
|
83
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
3.25%
|
DUE
|
11/05/2018
|
33
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
3.25%
|
DUE
|
11/05/2018
|
66
|
||
ALLY FINANCIAL INC
|
CORPORATE BOND
|
3.25%
|
DUE
|
11/05/2018
|
78
|
||
AMAZON.COM INC
|
CORPORATE BOND
|
4.05%
|
DUE
|
08/22/2047
|
339
|
||
AMCOR FINANCE USA INC
|
CORPORATE BOND
|
3.62%
|
DUE
|
04/28/2026
|
246
|
||
AMCOR FINANCE USA INC
|
CORPORATE BOND
|
3.62%
|
DUE
|
04/28/2026
|
238
|
||
AMERICAN AIRLINES GROUP INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
10/01/2019
|
85
|
||
AMERICAN AIRLINES GROUP INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
10/01/2019
|
172
|
||
AMERICAN AIRLINES GROUP INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
10/01/2019
|
206
|
||
AMERICAN AIRLINES GROUP INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
10/01/2019
|
591
|
||
AMERICAN INTERNATIONAL GROUP
|
CORPORATE BOND
|
4.50%
|
DUE
|
07/16/2044
|
102
|
||
AMERICAN INTERNATIONAL GROUP
|
CORPORATE BOND
|
4.50%
|
DUE
|
07/16/2044
|
108
|
||
AMERICAN INTERNATIONAL GROUP
|
CORPORATE BOND
|
4.50%
|
DUE
|
07/16/2044
|
215
|
||
AMERICAN TOWER CORP
|
CORPORATE BOND
|
3.50%
|
DUE
|
01/31/2023
|
511
|
||
AMGEN INC
|
CORPORATE BOND
|
5.65%
|
DUE
|
06/15/2042
|
125
|
||
ANADARKO PETROLEUM CORP
|
CORPORATE BOND
|
6.45%
|
DUE
|
09/15/2036
|
122
|
||
ANADARKO PETROLEUM CORP
|
CORPORATE BOND
|
6.45%
|
DUE
|
09/15/2036
|
429
|
||
ANADARKO PETROLEUM CORP
|
CORPORATE BOND
|
5.55%
|
DUE
|
03/15/2026
|
309
|
||
ANADARKO PETROLEUM CORP
|
CORPORATE BOND
|
5.55%
|
DUE
|
03/15/2026
|
224
|
||
ANDEAVOR
|
CORPORATE BOND
|
3.80%
|
DUE
|
04/01/2028
|
140
|
||
ANDEAVOR
|
CORPORATE BOND
|
4.50%
|
DUE
|
04/01/2048
|
91
|
||
ANDEAVOR LOGISTICS LP
|
CORPORATE BOND
|
6.88%
|
DUE
|
01/30/3100
|
274
|
||
ANDEAVOR LOGIS LP CORP
|
CORPORATE BOND
|
3.50%
|
DUE
|
12/01/2022
|
80
|
||
ANHEUSER-BUSCH INBEV WORLD
|
CORPORATE BOND
|
8.20%
|
DUE
|
01/15/2039
|
135
|
||
ANHEUSER-BUSCH INBEV WORLD
|
CORPORATE BOND
|
8.20%
|
DUE
|
01/15/2039
|
105
|
||
ANHEUSER-BUSCH INBEV WORLD
|
CORPORATE BOND
|
8.20%
|
DUE
|
01/15/2039
|
412
|
||
ANTERO RESOURCES FINANCE CORP
|
CORPORATE BOND
|
5.38%
|
DUE
|
11/01/2021
|
231
|
||
APPLE INC
|
CORPORATE BOND
|
3.85%
|
DUE
|
05/04/2043
|
114
|
||
ARCH CAPITAL GRP US INC
|
CORPORATE BOND
|
5.14%
|
DUE
|
11/01/2043
|
233
|
||
ARCELORMITTAL
|
CORPORATE BOND
|
5.75%
|
DUE
|
08/05/2020
|
264
|
||
ARCELORMITTAL
|
CORPORATE BOND
|
5.75%
|
DUE
|
08/05/2020
|
72
|
||
ARCELORMITTAL
|
CORPORATE BOND
|
5.75%
|
DUE
|
08/05/2020
|
17
|
||
ARCELORMITTAL
|
CORPORATE BOND
|
5.75%
|
DUE
|
08/05/2020
|
686
|
||
ARCH CAPITAL FINANCE LLC
|
CORPORATE BOND
|
5.03%
|
DUE
|
12/15/2046
|
93
|
||
ARES CAPITAL CORP
|
CORPORATE BOND
|
3.88%
|
DUE
|
01/15/2020
|
356
|
||
ARES CAPITAL CORP
|
CORPORATE BOND
|
3.88%
|
DUE
|
01/15/2020
|
280
|
||
ARES CAPITAL CORP
|
CORPORATE BOND
|
3.50%
|
DUE
|
02/10/2023
|
1,054
|
||
ARROW ELECTRONICS INC
|
CORPORATE BOND
|
3.00%
|
DUE
|
03/01/2018
|
526
|
||
ARROW ELECTRONICS INC
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/01/2023
|
289
|
||
ARROW ELECTRONICS INC
|
CORPORATE BOND
|
3.50%
|
DUE
|
04/01/2022
|
253
|
||
ASSOC BANC CORP
|
CORPORATE BOND
|
2.75%
|
DUE
|
11/15/2019
|
95
|
||
ASSOCIATED BANC CORP
|
CORPORATE BOND
|
4.25%
|
DUE
|
01/15/2025
|
257
|
||
ATHENE GLOBAL FUNDING
|
CORPORATE BOND
|
4.00%
|
DUE
|
01/25/2022
|
537
|
||
ATHENE GLOBAL FUNDING
|
CORPORATE BOND
|
4.00%
|
DUE
|
01/25/2022
|
542
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
ATHENE GLOBAL FUNDING
|
CORPORATE BOND
|
3.00%
|
DUE
|
07/01/2022
|
391
|
||
AVNET INC
|
CORPORATE BOND
|
3.75%
|
DUE
|
12/01/2021
|
36
|
||
AVNET INC
|
CORPORATE BOND
|
3.75%
|
DUE
|
12/01/2021
|
684
|
||
AXIS SPECIALTY FINAN PLC
|
CORPORATE BOND
|
4.00%
|
DUE
|
12/06/2027
|
286
|
||
BPCE SA
|
CORPORATE BOND
|
3.50%
|
DUE
|
10/23/2027
|
443
|
||
BANCO SANTANDER SA
|
CORPORATE BOND
|
4.25%
|
DUE
|
04/11/2027
|
207
|
||
BANCO SANTANDER SA
|
CORPORATE BOND
|
3.12%
|
DUE
|
02/23/2023
|
398
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
5.00%
|
DUE
|
01/21/2044
|
115
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
5.00%
|
DUE
|
01/21/2044
|
290
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
4.00%
|
DUE
|
01/22/2025
|
260
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
4.18%
|
DUE
|
11/25/2027
|
266
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
4.18%
|
DUE
|
11/25/2027
|
287
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
3.12%
|
DUE
|
01/20/2023
|
259
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
3.12%
|
DUE
|
01/20/2023
|
188
|
||
BANK OF AMERICA CORP
|
CORPORATE BOND
|
4.24%
|
DUE
|
04/24/2038
|
146
|
||
BANK OF MONTREAL
|
CORPORATE BOND
|
3.80%
|
DUE
|
12/15/2032
|
262
|
||
BANK OF NOVA SCOTIA
|
CORPORATE BOND
|
4.50%
|
DUE
|
12/16/2025
|
116
|
||
BANK OF NOVA SCOTIA
|
CORPORATE BOND
|
4.50%
|
DUE
|
12/16/2025
|
421
|
||
BANK OF NOVA SCOTIA
|
CORPORATE BOND
|
4.50%
|
DUE
|
12/16/2025
|
526
|
||
BANK OF NOVA SCOTIA
|
CORPORATE BOND
|
4.65%
|
DUE
|
01/30/3100
|
204
|
||
BARCLAYS PLC
|
CORPORATE BOND
|
4.34%
|
DUE
|
01/10/2028
|
207
|
||
BARCLAYS PLC
|
CORPORATE BOND
|
4.34%
|
DUE
|
01/10/2028
|
310
|
||
BAXALTA INC
|
CORPORATE BOND
|
4.00%
|
DUE
|
06/23/2025
|
258
|
||
BAXALTA INC
|
CORPORATE BOND
|
5.25%
|
DUE
|
06/23/2045
|
204
|
||
BECTON DICKINSON & CO
|
CORPORATE BOND
|
4.68%
|
DUE
|
12/15/2044
|
77
|
||
BECTON DICKINSON & CO
|
CORPORATE BOND
|
3.36%
|
DUE
|
06/06/2024
|
140
|
||
BECTON DICKINSON & CO
|
CORPORATE BOND
|
3.70%
|
DUE
|
06/06/2027
|
146
|
||
BRAMBLES USA INC
|
CORPORATE BOND
|
4.12%
|
DUE
|
10/23/2025
|
259
|
||
BROOKFIELD FINANCE LLC
|
CORPORATE BOND
|
4.00%
|
DUE
|
04/01/2024
|
264
|
||
BROOKFIELD FINANCE LLC
|
CORPORATE BOND
|
4.00%
|
DUE
|
04/01/2024
|
259
|
||
BROWN & BROWN INC
|
CORPORATE BOND
|
4.20%
|
DUE
|
09/15/2024
|
262
|
||
BROWN & BROWN INC
|
CORPORATE BOND
|
4.20%
|
DUE
|
09/15/2024
|
273
|
||
BUILDING MATERIALS CORP
|
CORPORATE BOND
|
5.38%
|
DUE
|
11/15/2024
|
118
|
||
BUILDING MATERIALS CORP
|
CORPORATE BOND
|
5.38%
|
DUE
|
11/15/2024
|
28
|
||
BUNGE LTD FINANCE CORP
|
CORPORATE BOND
|
8.50%
|
DUE
|
06/15/2019
|
487
|
||
BUNGE LTD FINANCE CORP
|
CORPORATE BOND
|
3.25%
|
DUE
|
08/15/2026
|
86
|
||
BUNGE LTD FINANCE CORP
|
CORPORATE BOND
|
3.25%
|
DUE
|
08/15/2026
|
263
|
||
BUNGE LTD FINANCE CORP
|
CORPORATE BOND
|
3.25%
|
DUE
|
08/15/2026
|
191
|
||
BURLINGTON NORTH SANTA FE
|
CORPORATE BOND
|
4.90%
|
DUE
|
04/01/2044
|
156
|
||
CIT GROUP INC
|
CORPORATE BOND
|
5.38%
|
DUE
|
05/15/2020
|
18
|
||
CNH INDUSTRIAL CAPITAL L
|
CORPORATE BOND
|
3.38%
|
DUE
|
07/15/2019
|
529
|
||
CNH INDUSTRIAL CAP LLC
|
CORPORATE BOND
|
3.88%
|
DUE
|
10/15/2021
|
611
|
||
CNA FINANCIAL CORP
|
CORPORATE BOND
|
7.25%
|
DUE
|
11/15/2023
|
435
|
||
CNA FINANCIAL CORP
|
CORPORATE BOND
|
3.45%
|
DUE
|
08/15/2027
|
192
|
||
CNO FINANCIAL GROUP INC
|
CORPORATE BOND
|
5.25%
|
DUE
|
05/30/2025
|
264
|
||
CNO FINANCIAL GROUP INC
|
CORPORATE BOND
|
5.25%
|
DUE
|
05/30/2025
|
11
|
||
CSX CORP
|
CORPORATE BOND
|
5.50%
|
DUE
|
04/15/2041
|
216
|
||
CVS CAREMARK CORP
|
CORPORATE BOND
|
4.88%
|
DUE
|
07/20/2035
|
116
|
||
CATERPILLAR INC
|
CORPORATE BOND
|
3.80%
|
DUE
|
08/15/2042
|
80
|
||
CELGENE CORP
|
CORPORATE BOND
|
4.62%
|
DUE
|
05/15/2044
|
213
|
||
CELGENE CORP
|
CORPORATE BOND
|
3.45%
|
DUE
|
11/15/2027
|
405
|
||
CENOVUS ENERGY INC
|
CORPORATE BOND
|
3.00%
|
DUE
|
08/15/2022
|
224
|
||
CENOVUS ENERGY INC
|
CORPORATE BOND
|
4.25%
|
DUE
|
04/15/2027
|
138
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
CENOVUS ENERGY INC
|
CORPORATE BOND
|
4.25%
|
DUE
|
04/15/2027
|
187
|
||
CENTERPOINT ENERGY RESOURCES
|
CORPORATE BOND
|
5.85%
|
DUE
|
01/15/2041
|
223
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
3.58%
|
DUE
|
07/23/2020
|
535
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
6.48%
|
DUE
|
10/23/2045
|
117
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
4.46%
|
DUE
|
07/23/2022
|
86
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
4.46%
|
DUE
|
07/23/2022
|
15
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
4.46%
|
DUE
|
07/23/2022
|
4
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
4.46%
|
DUE
|
07/23/2022
|
71
|
||
CHARTER COMM OPT LLC CAP
|
CORPORATE BOND
|
4.46%
|
DUE
|
07/23/2022
|
107
|
||
CHURCH & DWIGHT INC
|
CORPORATE BOND
|
3.15%
|
DUE
|
08/01/2027
|
44
|
||
CHURCH & DWIGHT INC
|
CORPORATE BOND
|
3.15%
|
DUE
|
08/01/2027
|
493
|
||
CITIGROUP INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
09/13/2025
|
535
|
||
CITIGROUP INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
09/13/2025
|
563
|
||
CITIGROUP INC
|
CORPORATE BOND
|
4.45%
|
DUE
|
09/29/2027
|
191
|
||
CLEVELAND ELECTRIC ILLUM
|
CORPORATE BOND
|
3.50%
|
DUE
|
04/01/2028
|
165
|
||
COLUMBIA REPUBLIC OF
|
CORPORATE BOND
|
6.12%
|
DUE
|
01/18/2041
|
272
|
||
COLUMBIA REPUBLIC OF
|
CORPORATE BOND
|
6.12%
|
DUE
|
01/18/2041
|
302
|
||
COMCAST CORP
|
CORPORATE BOND
|
6.95%
|
DUE
|
08/15/2037
|
107
|
||
COMMONWEALTH EDISON
|
CORPORATE BOND
|
5.90%
|
DUE
|
03/15/2036
|
190
|
||
CONOCO PHILLIPS
|
CORPORATE BOND
|
6.50%
|
DUE
|
02/01/2039
|
154
|
||
CONTINENTAL RESOURCES INC
|
CORPORATE BOND
|
4.38%
|
DUE
|
01/15/2028
|
133
|
||
CREDIT AGRICOLE LONDON
|
CORPORATE BOND
|
3.25%
|
DUE
|
10/04/2024
|
993
|
||
CREDIT SUISSE GROUP-SPON ADR
|
CORPORATE BOND
|
4.28%
|
DUE
|
01/09/2028
|
261
|
||
CREDIT SUISSE GROUP-SPON ADR
|
CORPORATE BOND
|
4.28%
|
DUE
|
01/09/2028
|
287
|
||
CRED SUIS GP FUN LTD
|
CORPORATE BOND
|
3.80%
|
DUE
|
09/15/2022
|
542
|
||
CROWN CASTLE INTERNATIONAL
|
CORPORATE BOND
|
5.25%
|
DUE
|
01/15/2023
|
246
|
||
CROWN CASTLE INTL CORP
|
CORPORATE BOND
|
4.00%
|
DUE
|
03/01/2027
|
383
|
||
CROWN CASTLE INTL CORP
|
CORPORATE BOND
|
3.20%
|
DUE
|
09/01/2024
|
139
|
||
DTE ENERGY COMPANY
|
CORPORATE BOND
|
3.85%
|
DUE
|
12/01/2023
|
312
|
||
DXC TECHNOLOGY CO
|
CORPORATE BOND
|
4.75%
|
DUE
|
04/15/2027
|
160
|
||
DAE FUNDING LLC
|
CORPORATE BOND
|
4.00%
|
DUE
|
08/01/2020
|
90
|
||
DAE FUNDING LLC
|
CORPORATE BOND
|
4.00%
|
DUE
|
08/01/2020
|
455
|
||
DELTA AIR LINES
|
CORPORATE BOND
|
3.62%
|
DUE
|
03/15/2022
|
534
|
||
DELL INT LLC EMC CORP
|
CORPORATE BOND
|
3.48%
|
DUE
|
06/01/2019
|
532
|
||
DISCOVER BANK
|
CORPORATE BOND
|
3.45%
|
DUE
|
07/27/2026
|
271
|
||
DISCOVER BANK
|
CORPORATE BOND
|
3.45%
|
DUE
|
07/27/2026
|
262
|
||
DISCOVER FINANCIAL SERVICES
|
CORPORATE BOND
|
4.10%
|
DUE
|
02/09/2027
|
149
|
||
DISCOVER FINANCIAL SERVICES
|
CORPORATE BOND
|
4.10%
|
DUE
|
02/09/2027
|
389
|
||
DISCOVERY COMMUNICATIONS
|
CORPORATE BOND
|
4.88%
|
DUE
|
04/01/2043
|
223
|
||
DOLLAR TREE INC
|
CORPORATE BOND
|
5.75%
|
DUE
|
03/01/2023
|
262
|
||
DOMINION RESOURCES INC
|
CORPORATE BOND
|
5.25%
|
DUE
|
08/01/2033
|
234
|
||
DOW CHEMICAL COMPANY
|
CORPORATE BOND
|
4.38%
|
DUE
|
11/15/2042
|
79
|
||
DUKE ENERGY CORP
|
CORPORATE BOND
|
2.65%
|
DUE
|
09/01/2026
|
532
|
||
EDP FINANCE BV
|
CORPORATE BOND
|
3.62%
|
DUE
|
07/15/2024
|
227
|
||
EDP FINANCE BV
|
CORPORATE BOND
|
3.62%
|
DUE
|
07/15/2024
|
302
|
||
EQT CORP
|
CORPORATE BOND
|
3.90%
|
DUE
|
10/01/2027
|
249
|
||
EL PUERTO DE LIVERPOL
|
CORPORATE BOND
|
3.95%
|
DUE
|
10/02/2024
|
276
|
||
EL PUERTO DE LIVERPOL
|
CORPORATE BOND
|
3.95%
|
DUE
|
10/02/2024
|
251
|
||
ENCANA CORP
|
CORPORATE BOND
|
6.50%
|
DUE
|
02/01/2038
|
221
|
||
ENCANA CORP
|
CORPORATE BOND
|
6.50%
|
DUE
|
05/15/2019
|
15
|
||
ENCANA CORP
|
CORPORATE BOND
|
6.50%
|
DUE
|
05/15/2019
|
58
|
||
ENCANA CORP
|
CORPORATE BOND
|
6.50%
|
DUE
|
05/15/2019
|
354
|
||
ENCANA CORP
|
CORPORATE BOND
|
6.50%
|
DUE
|
05/15/2019
|
119
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
ENCANA CORP
|
CORPORATE BOND
|
3.90%
|
DUE
|
11/15/2021
|
84
|
||
ENCANA CORP
|
CORPORATE BOND
|
3.90%
|
DUE
|
11/15/2021
|
976
|
||
ENERGY TRANSFER PARTNERS
|
CORPORATE BOND
|
6.70%
|
DUE
|
07/01/2018
|
511
|
||
ENERGY TRANSFER PARTNERS
|
CORPORATE BOND
|
6.50%
|
DUE
|
02/01/2042
|
119
|
||
ENERGY TRANSFER PARTNERS
|
CORPORATE BOND
|
4.20%
|
DUE
|
04/15/2027
|
90
|
||
ENERGY TRANSFER PARTNERS
|
CORPORATE BOND
|
4.20%
|
DUE
|
04/15/2027
|
348
|
||
ENERGY TRANSFER PARTNERS
|
CORPORATE BOND
|
6.25%
|
DUE
|
01/30/3100
|
403
|
||
ENLINK MIDSTREAM PARTNER
|
CORPORATE BOND
|
4.15%
|
DUE
|
06/01/2025
|
50
|
||
ENLINK MIDSTREAM PARTNER
|
CORPORATE BOND
|
4.15%
|
DUE
|
06/01/2025
|
55
|
||
ENLINK MIDSTREAM PARTNER
|
CORPORATE BOND
|
4.85%
|
DUE
|
07/15/2026
|
47
|
||
ENLINK MIDSTREAM PARTNER
|
CORPORATE BOND
|
4.85%
|
DUE
|
07/15/2026
|
12
|
||
ENSTAR GROUP LTD
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/10/2022
|
81
|
||
ENSTAR GROUP LTD
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/10/2022
|
433
|
||
ENTERPRISE PRODUCTS
|
CORPORATE BOND
|
4.85%
|
DUE
|
03/15/2044
|
120
|
||
ERICSSON LM
|
CORPORATE BOND
|
4.12%
|
DUE
|
05/15/2022
|
50
|
||
ERICSSON LM
|
CORPORATE BOND
|
4.12%
|
DUE
|
05/15/2022
|
478
|
||
ERICSSON LM
|
CORPORATE BOND
|
4.12%
|
DUE
|
05/15/2022
|
59
|
||
ERICSSON LM
|
CORPORATE BOND
|
4.12%
|
DUE
|
05/15/2022
|
158
|
||
ERICSSON LM
|
CORPORATE BOND
|
4.12%
|
DUE
|
05/15/2022
|
52
|
||
ERICSSON LM
|
CORPORATE BOND
|
4.12%
|
DUE
|
05/15/2022
|
158
|
||
EXPEDIA INC
|
CORPORATE BOND
|
7.46%
|
DUE
|
08/15/2018
|
147
|
||
EXPEDIA INC
|
CORPORATE BOND
|
4.50%
|
DUE
|
08/15/2024
|
367
|
||
EXPRESS SCRIPTS HOLDING CO
|
CORPORATE BOND
|
4.50%
|
DUE
|
02/25/2026
|
531
|
||
EXPRESS SCRIPTS HOLDING CO
|
CORPORATE BOND
|
4.80%
|
DUE
|
07/15/2046
|
213
|
||
FS INVESTMENT CORP
|
CORPORATE BOND
|
4.00%
|
DUE
|
07/15/2019
|
531
|
||
FIRST HORIZON NATIONAL
|
CORPORATE BOND
|
3.50%
|
DUE
|
12/15/2020
|
255
|
||
FIRST HORIZON NATIONAL
|
CORPORATE BOND
|
3.50%
|
DUE
|
12/15/2020
|
383
|
||
FIRST REPUBLIC BANK
|
CORPORATE BOND
|
4.38%
|
DUE
|
08/01/2046
|
537
|
||
FIVE CORNERS FUNDING TRS
|
CORPORATE BOND
|
4.42%
|
DUE
|
11/15/2023
|
268
|
||
FIVE CORNERS FUNDING TRS
|
CORPORATE BOND
|
4.42%
|
DUE
|
11/15/2023
|
268
|
||
FLORIDA POWER AND LIGHT
|
CORPORATE BOND
|
4.12%
|
DUE
|
02/01/2042
|
182
|
||
FLORIDA POWER CORP
|
CORPORATE BOND
|
6.40%
|
DUE
|
06/15/2038
|
190
|
||
FORD MOTOR COMPANY
|
CORPORATE BOND
|
5.29%
|
DUE
|
12/08/2046
|
49
|
||
FORD MOTOR CREDIT CO
|
CORPORATE BOND
|
5.88%
|
DUE
|
08/02/2021
|
247
|
||
FORD MOTOR CREDIT CO
|
CORPORATE BOND
|
5.88%
|
DUE
|
08/02/2021
|
275
|
||
FORD MOTOR CREDIT CO
|
CORPORATE BOND
|
4.38%
|
DUE
|
08/06/2023
|
211
|
||
FULTON FINANCIAL CORP
|
CORPORATE BOND
|
3.60%
|
DUE
|
03/16/2022
|
131
|
||
GMAC LLC
|
CORPORATE BOND
|
8.00%
|
DUE
|
11/01/2031
|
228
|
||
GENERAL ELECTRIC COMPANY
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/11/2044
|
72
|
||
GENERAL MOTORS CO
|
CORPORATE BOND
|
4.20%
|
DUE
|
10/01/2027
|
233
|
||
GENERAL MOTORS CO
|
CORPORATE BOND
|
5.15%
|
DUE
|
04/01/2038
|
149
|
||
GENERAL MOTORS FINL CO
|
CORPORATE BOND
|
3.20%
|
DUE
|
07/13/2020
|
532
|
||
GENERAL MOTORS FINL CO
|
CORPORATE BOND
|
3.50%
|
DUE
|
11/07/2024
|
334
|
||
GENPACT LUXEMBOURG SARL
|
CORPORATE BOND
|
3.70%
|
DUE
|
04/01/2022
|
199
|
||
GENPACT LUXEMBOURG SARL
|
CORPORATE BOND
|
3.70%
|
DUE
|
04/01/2022
|
323
|
||
GLENCORE FUNDING LLC
|
CORPORATE BOND
|
4.62%
|
DUE
|
04/29/2024
|
106
|
||
GLENCORE FUNDING LLC
|
CORPORATE BOND
|
4.62%
|
DUE
|
04/29/2024
|
84
|
||
GLENCORE FUNDING LLC
|
CORPORATE BOND
|
4.62%
|
DUE
|
04/29/2024
|
21
|
||
GLENCORE FUNDING LLC
|
CORPORATE BOND
|
4.62%
|
DUE
|
04/29/2024
|
211
|
||
GLENCORE FUNDING LLC
|
CORPORATE BOND
|
4.62%
|
DUE
|
04/29/2024
|
633
|
||
GLENCORE FUNDING LLC
|
CORPORATE BOND
|
3.00%
|
DUE
|
10/27/2022
|
144
|
||
GLENCORE FUNDING LLC
|
CORPORATE BOND
|
3.88%
|
DUE
|
10/27/2027
|
168
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
5.95%
|
DUE
|
01/15/2027
|
279
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
6.75%
|
DUE
|
10/01/2037
|
134
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
6.75%
|
DUE
|
10/01/2037
|
301
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
5.75%
|
DUE
|
01/24/2022
|
249
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
5.75%
|
DUE
|
01/24/2022
|
499
|
||
GOLDMAN SACHS GROUP INC
|
CORPORATE BOND
|
3.27%
|
DUE
|
09/29/2025
|
498
|
||
HSBC HOLDINGS PLC
|
CORPORATE BOND
|
6.50%
|
DUE
|
09/15/2037
|
164
|
||
HSBC HOLDINGS PLC
|
CORPORATE BOND
|
4.00%
|
DUE
|
03/30/2022
|
261
|
||
HSBC HOLDINGS PLC
|
CORPORATE BOND
|
4.25%
|
DUE
|
03/14/2024
|
522
|
||
HARTFORD FINANCIAL SERVICES
|
CORPORATE BOND
|
8.12%
|
DUE
|
06/15/2038
|
487
|
||
HEALTHCARE TRUST OF AMER
|
CORPORATE BOND
|
3.50%
|
DUE
|
08/01/2026
|
246
|
||
HEALTHCARE TRUST OF AMER
|
CORPORATE BOND
|
3.50%
|
DUE
|
08/01/2026
|
246
|
||
HELMERICH & PAYNE INTL
|
CORPORATE BOND
|
4.65%
|
DUE
|
03/15/2025
|
84
|
||
HELMERICH & PAYNE INTL
|
CORPORATE BOND
|
4.65%
|
DUE
|
03/15/2025
|
447
|
||
HERCULES CAPITAL INC
|
CORPORATE BOND
|
4.62%
|
DUE
|
10/23/2022
|
517
|
||
HOME DEPOT INC
|
CORPORATE BOND
|
5.88%
|
DUE
|
12/16/2036
|
142
|
||
HOST HOTELS & RESORTS LP
|
CORPORATE BOND
|
3.75%
|
DUE
|
10/15/2023
|
76
|
||
HOST HOTELS & RESORTS LP
|
CORPORATE BOND
|
3.88%
|
DUE
|
04/01/2024
|
142
|
||
HOST HOTELS & RESORTS LP
|
CORPORATE BOND
|
3.88%
|
DUE
|
04/01/2024
|
254
|
||
HUGHES SATELLITE SYSTEMS
|
CORPORATE BOND
|
6.50%
|
DUE
|
06/15/2019
|
52
|
||
HUGHES SATELLITE SYSTEMS
|
CORPORATE BOND
|
6.50%
|
DUE
|
06/15/2019
|
52
|
||
HUMANA INC
|
CORPORATE BOND
|
3.95%
|
DUE
|
03/15/2027
|
145
|
||
HUMANA INC
|
CORPORATE BOND
|
3.95%
|
DUE
|
03/15/2027
|
207
|
||
HUMANA INC
|
CORPORATE BOND
|
4.80%
|
DUE
|
03/15/2047
|
79
|
||
HUMANA INC
|
CORPORATE BOND
|
4.80%
|
DUE
|
03/15/2047
|
226
|
||
ICAHN ENTERPRISES
|
CORPORATE BOND
|
6.00%
|
DUE
|
08/01/2020
|
360
|
||
ICICI BANK LTD/DUBAI
|
CORPORATE BOND
|
4.70%
|
DUE
|
02/21/2018
|
527
|
||
INCITEC PIVOT FIN LLC
|
CORPORATE BOND
|
6.00%
|
DUE
|
12/10/2019
|
212
|
||
INTL LEASE FINANCE CORP
|
CORPORATE BOND
|
6.25%
|
DUE
|
05/15/2019
|
498
|
||
IPALCO ENTERPRISES INC
|
CORPORATE BOND
|
3.45%
|
DUE
|
07/15/2020
|
253
|
||
IPALCO ENTERPRISES INC
|
CORPORATE BOND
|
3.70%
|
DUE
|
09/01/2024
|
185
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
6.40%
|
DUE
|
05/15/2038
|
158
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
5.60%
|
DUE
|
07/15/2041
|
161
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
4.50%
|
DUE
|
01/24/2022
|
241
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
3.38%
|
DUE
|
05/01/2023
|
178
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
3.88%
|
DUE
|
09/10/2024
|
522
|
||
JP MORGAN CHASE & CO
|
CORPORATE BOND
|
3.78%
|
DUE
|
02/01/2028
|
518
|
||
JABIL INC
|
CORPORATE BOND
|
8.25%
|
DUE
|
03/15/2018
|
481
|
||
KENNAMETAL INC
|
CORPORATE BOND
|
3.88%
|
DUE
|
02/15/2022
|
76
|
||
KIMCO REALTY
|
CORPORATE BOND
|
3.30%
|
DUE
|
02/01/2025
|
164
|
||
KINDER MORGAN ENERGY PART
|
CORPORATE BOND
|
5.95%
|
DUE
|
02/15/2018
|
502
|
||
KINDER MORGAN ENERGY PART
|
CORPORATE BOND
|
3.95%
|
DUE
|
09/01/2022
|
258
|
||
KINDER MORGAN ENERGY PART
|
CORPORATE BOND
|
3.95%
|
DUE
|
09/01/2022
|
284
|
||
KINDER MORGAN INC
|
CORPORATE BOND
|
5.55%
|
DUE
|
06/01/2045
|
71
|
||
KINDER MORGAN INC
|
CORPORATE BOND
|
5.55%
|
DUE
|
06/01/2045
|
82
|
||
KINROSS GOLD CORP
|
CORPORATE BOND
|
5.12%
|
DUE
|
09/01/2021
|
391
|
||
KINROSS GOLD CORP
|
CORPORATE BOND
|
4.50%
|
DUE
|
07/15/2027
|
54
|
||
KINROSS GOLD CORP
|
CORPORATE BOND
|
4.50%
|
DUE
|
07/15/2027
|
40
|
||
KINROSS GOLD CORP
|
CORPORATE BOND
|
4.50%
|
DUE
|
07/15/2027
|
54
|
||
KRAFT HEINZ FOODS CO
|
CORPORATE BOND
|
3.00%
|
DUE
|
06/01/2026
|
241
|
||
KRAFT HEINZ FOODS CO
|
CORPORATE BOND
|
3.00%
|
DUE
|
06/01/2026
|
241
|
||
LAZARD GROUP
|
CORPORATE BOND
|
4.25%
|
DUE
|
11/14/2020
|
260
|
||
LAZARD GROUP
|
CORPORATE BOND
|
4.25%
|
DUE
|
11/14/2020
|
833
|
||
LAZARD GROUP
|
CORPORATE BOND
|
3.62%
|
DUE
|
03/01/2027
|
106
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
LEGG MASON INC
|
CORPORATE BOND
|
5.62%
|
DUE
|
01/15/2044
|
117
|
||
LEGG MASON INC
|
CORPORATE BOND
|
5.62%
|
DUE
|
01/15/2044
|
223
|
||
LEGG MASON INC
|
CORPORATE BOND
|
4.75%
|
DUE
|
03/15/2026
|
536
|
||
LENNAR CORP
|
CORPORATE BOND
|
4.50%
|
DUE
|
11/15/2019
|
513
|
||
MPLX LP
|
CORPORATE BOND
|
4.88%
|
DUE
|
06/01/2025
|
31
|
||
MPLX LP
|
CORPORATE BOND
|
4.88%
|
DUE
|
06/01/2025
|
31
|
||
MPLX LP
|
CORPORATE BOND
|
4.88%
|
DUE
|
06/01/2025
|
31
|
||
MPLX LP
|
CORPORATE BOND
|
4.88%
|
DUE
|
06/01/2025
|
8
|
||
MPLX LP
|
CORPORATE BOND
|
4.88%
|
DUE
|
06/01/2025
|
107
|
||
MPLX LP
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/01/2027
|
118
|
||
MPLX LP
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/01/2027
|
138
|
||
MPLX LP
|
CORPORATE BOND
|
5.20%
|
DUE
|
03/01/2047
|
22
|
||
MPLX LP
|
CORPORATE BOND
|
5.20%
|
DUE
|
03/01/2047
|
88
|
||
MAJAPAHIT HOLDINGS 144A
|
CORPORATE BOND
|
7.75%
|
DUE
|
01/20/2020
|
520
|
||
MARATHON PETROLEUM CORP
|
CORPORATE BOND
|
6.50%
|
DUE
|
03/01/2041
|
113
|
||
MARATHON PETROLEUM CORP
|
CORPORATE BOND
|
6.50%
|
DUE
|
03/01/2041
|
219
|
||
MASCO CORP
|
CORPORATE BOND
|
3.50%
|
DUE
|
04/01/2021
|
254
|
||
MATTEL INC
|
CORPORATE BOND
|
1.70%
|
DUE
|
03/15/2018
|
314
|
||
MCCORMICK & CO
|
CORPORATE BOND
|
3.40%
|
DUE
|
08/15/2027
|
481
|
||
MCCORMICK & CO
|
CORPORATE BOND
|
4.20%
|
DUE
|
08/15/2047
|
47
|
||
MCCORMICK & CO
|
CORPORATE BOND
|
4.20%
|
DUE
|
08/15/2047
|
211
|
||
MCKESSON CORP
|
CORPORATE BOND
|
6.00%
|
DUE
|
03/01/2041
|
214
|
||
MEDTRONIC INC
|
CORPORATE BOND
|
4.62%
|
DUE
|
03/15/2045
|
151
|
||
MERRILL LYNCH & CO
|
CORPORATE BOND
|
7.75%
|
DUE
|
05/14/2038
|
225
|
||
MICROSOFT CORP
|
CORPORATE BOND
|
3.50%
|
DUE
|
02/12/2035
|
146
|
||
MID AMERICA APT LP
|
CORPORATE BOND
|
3.60%
|
DUE
|
06/01/2027
|
95
|
||
MIDAMERICAN ENERGY HOLDINGS
|
CORPORATE BOND
|
6.12%
|
DUE
|
04/01/2036
|
187
|
||
MIDAMERICAN ENERGY HOLDINGS
|
CORPORATE BOND
|
6.12%
|
DUE
|
04/01/2036
|
267
|
||
MONSANTO COMPANY
|
CORPORATE BOND
|
4.40%
|
DUE
|
07/15/2044
|
46
|
||
MONSANTO COMPANY
|
CORPORATE BOND
|
4.40%
|
DUE
|
07/15/2044
|
13
|
||
MONSANTO COMPANY
|
CORPORATE BOND
|
4.40%
|
DUE
|
07/15/2044
|
266
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
3.62%
|
DUE
|
01/20/2027
|
450
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
4.88%
|
DUE
|
11/01/2022
|
215
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
4.88%
|
DUE
|
11/01/2022
|
2
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
4.88%
|
DUE
|
11/01/2022
|
9
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
4.88%
|
DUE
|
11/01/2022
|
296
|
||
MORGAN STANLEY
|
CORPORATE BOND
|
4.88%
|
DUE
|
11/01/2022
|
538
|
||
MOSAIC COMPANY
|
CORPORATE BOND
|
3.25%
|
DUE
|
11/15/2022
|
198
|
||
MOSAIC COMPANY
|
CORPORATE BOND
|
4.05%
|
DUE
|
11/15/2027
|
206
|
||
NABORS INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
01/15/2023
|
34
|
||
NABORS INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
01/15/2023
|
82
|
||
NABORS INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
01/15/2023
|
253
|
||
NABORS INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
01/15/2023
|
183
|
||
NATIONAL OILWELL INC
|
CORPORATE BOND
|
3.95%
|
DUE
|
12/01/2042
|
25
|
||
NATIONAL OILWELL INC
|
CORPORATE BOND
|
3.95%
|
DUE
|
12/01/2042
|
14
|
||
NATIONAL OILWELL INC
|
CORPORATE BOND
|
3.95%
|
DUE
|
12/01/2042
|
45
|
||
NATIONAL OILWELL INC
|
CORPORATE BOND
|
3.95%
|
DUE
|
12/01/2042
|
11
|
||
NATIONAL OILWELL INC
|
CORPORATE BOND
|
3.95%
|
DUE
|
12/01/2042
|
15
|
||
NATIONAL OILWELL INC
|
CORPORATE BOND
|
3.95%
|
DUE
|
12/01/2042
|
221
|
||
NEUBERGER BERMAN GROUP /FIN
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/15/2027
|
100
|
||
NEUBERGER BERMAN GROUP /FIN
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/15/2027
|
263
|
||
NEWFIELD EXPLORATION
|
CORPORATE BOND
|
5.75%
|
DUE
|
01/30/2022
|
79
|
||
NEWFIELD EXPLORATION
|
CORPORATE BOND
|
5.75%
|
DUE
|
01/30/2022
|
28
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
NISOURCE FINANCE CORP
|
CORPORATE BOND
|
5.45%
|
DUE
|
09/15/2020
|
296
|
||
NISOURCE FINANCE CORP
|
CORPORATE BOND
|
5.80%
|
DUE
|
02/01/2042
|
99
|
||
NISOURCE FINANCE CORP
|
CORPORATE BOND
|
3.95%
|
DUE
|
03/30/2048
|
425
|
||
O'REILLY AUTOMOTIVE INC
|
CORPORATE BOND
|
3.60%
|
DUE
|
09/01/2027
|
863
|
||
OHIO EDISON
|
CORPORATE BOND
|
8.25%
|
DUE
|
10/15/2038
|
153
|
||
ORACLE CORP
|
CORPORATE BOND
|
4.12%
|
DUE
|
05/15/2045
|
113
|
||
PBF HOLDING CO LLC
|
CORPORATE BOND
|
7.00%
|
DUE
|
11/15/2023
|
104
|
||
PACIFIC GAS & ELECTRIC CORP
|
CORPORATE BOND
|
6.05%
|
DUE
|
03/01/2034
|
183
|
||
PARK AEROSPACE HOLDINGS
|
CORPORATE BOND
|
5.25%
|
DUE
|
08/15/2022
|
127
|
||
PARK AEROSPACE HOLDINGS
|
CORPORATE BOND
|
5.25%
|
DUE
|
08/15/2022
|
121
|
||
PARK AEROSPACE HOLDINGS
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/15/2023
|
52
|
||
PARK AEROSPACE HOLDINGS
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/15/2023
|
52
|
||
PARK AEROSPACE HOLDINGS
|
CORPORATE BOND
|
4.50%
|
DUE
|
03/15/2023
|
159
|
||
PENNSYLVANIA ELECTRIC CO
|
CORPORATE BOND
|
4.15%
|
DUE
|
04/15/2025
|
314
|
||
PEPSICO INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
01/15/2040
|
109
|
||
PETROLEOS MEXICANOS
|
CORPORATE BOND
|
5.50%
|
DUE
|
01/21/2021
|
531
|
||
PETROLEOS MEXICANOS
|
CORPORATE BOND
|
6.38%
|
DUE
|
01/23/2045
|
251
|
||
PHILLIPS 66 PARTNERS LP
|
CORPORATE BOND
|
2.65%
|
DUE
|
02/15/2020
|
325
|
||
PHILLIPS 66 PARTNERS LP
|
CORPORATE BOND
|
3.75%
|
DUE
|
03/01/2028
|
145
|
||
PITNEY BOWES
|
CORPORATE BOND
|
3.38%
|
DUE
|
10/01/2021
|
367
|
||
PLAINS ALL AMER PIPELINE
|
CORPORATE BOND
|
4.70%
|
DUE
|
06/15/2044
|
117
|
||
PLAINS ALL AMER PIPELINE
|
CORPORATE BOND
|
4.50%
|
DUE
|
12/15/2026
|
117
|
||
PRICELINE GROUP INC THE
|
CORPORATE BOND
|
2.75%
|
DUE
|
03/15/2023
|
1,196
|
||
PUGET ENERGY INC
|
CORPORATE BOND
|
6.50%
|
DUE
|
12/15/2020
|
249
|
||
PUGET ENERGY INC
|
CORPORATE BOND
|
5.76%
|
DUE
|
10/01/2039
|
230
|
||
QVC INC
|
CORPORATE BOND
|
5.12%
|
DUE
|
07/02/2022
|
529
|
||
QVC INC
|
CORPORATE BOND
|
3.12%
|
DUE
|
04/01/2019
|
502
|
||
QVC INC
|
CORPORATE BOND
|
4.45%
|
DUE
|
02/15/2025
|
281
|
||
QUALCOMM INC
|
CORPORATE BOND
|
4.30%
|
DUE
|
05/20/2047
|
121
|
||
RPM INTERNATIONAL INC
|
CORPORATE BOND
|
3.75%
|
DUE
|
03/15/2027
|
61
|
||
REGIONS BANK
|
CORPORATE BOND
|
7.50%
|
DUE
|
05/15/2018
|
453
|
||
REINSURANCE GROUP
|
CORPORATE BOND
|
4.70%
|
DUE
|
09/15/2023
|
504
|
||
REINSURANCE GROUP
|
CORPORATE BOND
|
3.95%
|
DUE
|
09/15/2026
|
537
|
||
RELIANCE STEEL AND ALUMINUM
|
CORPORATE BOND
|
4.50%
|
DUE
|
04/15/2023
|
527
|
||
REYNOLDS AMERICAN INC
|
CORPORATE BOND
|
5.85%
|
DUE
|
08/15/2045
|
106
|
||
ROYAL BANK OF SCOTLAND GROUP
|
CORPORATE BOND
|
3.50%
|
DUE
|
05/15/2023
|
526
|
||
LEIDOS HOLDINGS INC
|
CORPORATE BOND
|
4.45%
|
DUE
|
12/01/2020
|
541
|
||
SVB FINANCIAL GROUP
|
CORPORATE BOND
|
3.50%
|
DUE
|
01/29/2025
|
276
|
||
SABINE PASS LIQUEFACTION
|
CORPORATE BOND
|
4.20%
|
DUE
|
03/15/2028
|
531
|
||
SHERWIN WILLIAMS
|
CORPORATE BOND
|
4.50%
|
DUE
|
06/01/2047
|
66
|
||
SHIRE ACQ INV IRELAND DA
|
CORPORATE BOND
|
2.88%
|
DUE
|
09/23/2023
|
246
|
||
SOUTHERN COPPER CORP
|
CORPORATE BOND
|
6.75%
|
DUE
|
04/16/2040
|
98
|
||
SPRINT NEXTEL CORP
|
CORPORATE BOND
|
9.25%
|
DUE
|
04/15/2022
|
256
|
||
STANDARD INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
02/15/2023
|
25
|
||
STANDARD INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
02/15/2023
|
6
|
||
STANDARD INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
02/15/2023
|
5
|
||
STANDARD INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
02/15/2023
|
11
|
||
STANDARD INDUSTRIES INC
|
CORPORATE BOND
|
5.50%
|
DUE
|
02/15/2023
|
62
|
||
SUNOCO LOGISTICS PARTNER
|
CORPORATE BOND
|
4.00%
|
DUE
|
10/01/2027
|
103
|
||
SYNCHRONY FINANCIAL
|
CORPORATE BOND
|
3.95%
|
DUE
|
12/01/2027
|
548
|
||
SYNCHRONY BANK
|
CORPORATE BOND
|
3.00%
|
DUE
|
06/15/2022
|
523
|
||
SYNCHRONY BANK
|
CORPORATE BOND
|
3.00%
|
DUE
|
06/15/2022
|
548
|
||
TCP CAPITAL CORP
|
CORPORATE BOND
|
4.12%
|
DUE
|
08/11/2022
|
310
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
TCP CAPITAL CORP
|
CORPORATE BOND
|
4.12%
|
DUE
|
08/11/2022
|
187
|
||
TANGER PROPERTIES LP
|
CORPORATE BOND
|
3.12%
|
DUE
|
09/01/2026
|
238
|
||
TESORO LOGISTICS LP/CORP
|
CORPORATE BOND
|
6.25%
|
DUE
|
10/15/2022
|
197
|
||
TEVA PHARMACEUTICALS NE
|
CORPORATE BOND
|
1.70%
|
DUE
|
07/19/2019
|
170
|
||
TEVA PHARMACEUTICALS NE
|
CORPORATE BOND
|
2.20%
|
DUE
|
07/21/2021
|
47
|
||
TEVA PHARMACEUTICALS NE
|
CORPORATE BOND
|
2.20%
|
DUE
|
07/21/2021
|
78
|
||
TEVA PHARMACEUTICALS NE
|
CORPORATE BOND
|
2.20%
|
DUE
|
07/21/2021
|
77
|
||
TEVA PHARMACEUTICALS NE
|
CORPORATE BOND
|
2.20%
|
DUE
|
07/21/2021
|
206
|
||
TEXTRON INC
|
CORPORATE BOND
|
3.65%
|
DUE
|
03/15/2027
|
61
|
||
TIME WARNER CABLE INC
|
CORPORATE BOND
|
6.75%
|
DUE
|
06/15/2039
|
210
|
||
TIME WARNER CABLE INC
|
CORPORATE BOND
|
5.88%
|
DUE
|
11/15/2040
|
108
|
||
TRINITY ACQUISITION PLC
|
CORPORATE BOND
|
4.40%
|
DUE
|
03/15/2026
|
529
|
||
TURKIYE GARANTI BANKASI
|
CORPORATE BOND
|
4.75%
|
DUE
|
10/17/2019
|
259
|
||
TURKIYE GARANTI BANKASI
|
CORPORATE BOND
|
4.75%
|
DUE
|
10/17/2019
|
254
|
||
UDR INC
|
CORPORATE BOND
|
3.50%
|
DUE
|
07/01/2027
|
125
|
||
UBS GROUP FUNDING SWITZE
|
CORPORATE BOND
|
2.86%
|
DUE
|
08/15/2023
|
1,087
|
||
UNITED MEXICAN STATES
|
CORPORATE BOND
|
6.75%
|
DUE
|
09/27/2034
|
423
|
||
UNITED MEXICAN STATES
|
CORPORATE BOND
|
4.75%
|
DUE
|
03/08/2044
|
479
|
||
UNITED TECHNOLOGIES CORP
|
CORPORATE BOND
|
4.50%
|
DUE
|
06/01/2042
|
105
|
||
UNITED HEALTH GROUP INC
|
CORPORATE BOND
|
6.88%
|
DUE
|
02/15/2038
|
152
|
||
UNUM GROUP
|
CORPORATE BOND
|
3.88%
|
DUE
|
11/05/2025
|
51
|
||
UNUM GROUP
|
CORPORATE BOND
|
3.88%
|
DUE
|
11/05/2025
|
205
|
||
UNUM GROUP
|
CORPORATE BOND
|
3.88%
|
DUE
|
11/05/2025
|
282
|
||
VALE OVERSEAS LTD
|
CORPORATE BOND
|
6.88%
|
DUE
|
11/21/2036
|
98
|
||
VALE OVERSEAS LTD
|
CORPORATE BOND
|
5.88%
|
DUE
|
06/10/2021
|
545
|
||
VALLEY NATIONAL BANCORP
|
CORPORATE BOND
|
5.12%
|
DUE
|
09/27/2023
|
107
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
6.55%
|
DUE
|
09/15/2043
|
244
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
6.55%
|
DUE
|
09/15/2043
|
261
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
4.86%
|
DUE
|
08/21/2046
|
45
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
4.86%
|
DUE
|
08/21/2046
|
59
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/16/2027
|
31
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/16/2027
|
36
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/16/2027
|
33
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/16/2027
|
8
|
||
VERIZON COMMUNICATIONS
|
CORPORATE BOND
|
4.12%
|
DUE
|
03/16/2027
|
104
|
||
VIACOM INC
|
CORPORATE BOND
|
4.25%
|
DUE
|
09/01/2023
|
35
|
||
VIACOM INC
|
CORPORATE BOND
|
4.25%
|
DUE
|
09/01/2023
|
53
|
||
VIACOM INC
|
CORPORATE BOND
|
4.25%
|
DUE
|
09/01/2023
|
53
|
||
VIRGINIA ELECTRIC POWER
|
CORPORATE BOND
|
8.88%
|
DUE
|
11/15/2038
|
190
|
||
WEINGARTEN REALTY INVESTORS
|
CORPORATE BOND
|
3.25%
|
DUE
|
08/15/2026
|
43
|
||
WELLPOINT INC
|
CORPORATE BOND
|
4.65%
|
DUE
|
01/15/2043
|
99
|
||
WELLS FARGO FINANCIAL
|
CORPORATE BOND
|
3.07%
|
DUE
|
01/24/2023
|
312
|
||
WESTERN GAS PARTNERS
|
CORPORATE BOND
|
4.00%
|
DUE
|
07/01/2022
|
179
|
||
WESTERN GAS PARTNERS
|
CORPORATE BOND
|
4.00%
|
DUE
|
07/01/2022
|
689
|
||
WILLIS GROUP HOLDINGS LTD
|
CORPORATE BOND
|
5.75%
|
DUE
|
03/15/2021
|
272
|
||
WILLIS GROUP HOLDINGS LTD
|
CORPORATE BOND
|
5.75%
|
DUE
|
03/15/2021
|
234
|
||
WYETH
|
CORPORATE BOND
|
5.95%
|
DUE
|
04/01/2037
|
141
|
||
XL CAPITAL LTD
|
CORPORATE BOND
|
6.38%
|
DUE
|
11/15/2024
|
536
|
||
XLIT LTD
|
CORPORATE BOND
|
4.45%
|
DUE
|
03/31/2025
|
109
|
||
XLIT LTD
|
CORPORATE BOND
|
4.45%
|
DUE
|
03/31/2025
|
95
|
||
XLIT LTD
|
CORPORATE BOND
|
4.45%
|
DUE
|
03/31/2025
|
256
|
||
XLIT LTD
|
CORPORATE BOND
|
4.45%
|
DUE
|
03/31/2025
|
77
|
||
XLIT LTD
|
CORPORATE BOND
|
5.50%
|
DUE
|
03/31/2045
|
212
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
ZIMMER BIOMET HOLDINGS INC
|
CORPORATE BOND
|
4.45%
|
DUE
|
08/15/2045
|
217
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/15/2041
|
15,734
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/15/2041
|
2,053
|
||
FNMA
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
4.00%
|
DUE
|
04/01/2040
|
868
|
||
FHLMC
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/13/2041
|
642
|
||
GNMA II
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/23/2042
|
5,841
|
||
GNMA II
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
01/23/2042
|
1,447
|
||
GNMA II
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
4.00%
|
DUE
|
01/20/2041
|
3,492
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/15/2039
|
137
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/15/2039
|
69
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/15/2039
|
69
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/15/2039
|
46
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/15/2039
|
46
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/15/2039
|
263
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/15/2039
|
217
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
3.50%
|
DUE
|
02/15/2039
|
2,764
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
133
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
57
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
48
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
48
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
57
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
67
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
95
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
57
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
152
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
2,264
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
266
|
||
WI TREASURY SEC.
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
2.50%
|
DUE
|
05/15/2046
|
209
|
||
US TREASURY N/B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.62%
|
DUE
|
08/31/2022
|
1,395
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.62%
|
DUE
|
11/30/2020
|
3,019
|
||
US TREASURY N\B
|
FEDERAL GOVERNMENT AND AGENCY BOND
|
1.62%
|
DUE
|
11/30/2020
|
2,475
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(2)
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
1
|
||
5 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
4
|
||
2 YR US TR NOTES
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
04/04/2018
|
(41)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
8
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(7)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(3)
|
||
20 YR US TR BONDS
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
(5)
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
28
|
CIGNA 401(k) PLAN
|
|||||||
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|||||||
(HELD AT END OF YEAR)
|
|||||||
As of December 31, 2017
|
|||||||
(In thousands)
|
|||||||
Identity of issue, borrower, lessor or similar party
|
Description of investment including maturity date, rate of interest, collateral, par
or maturity value
|
Current Value
|
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
11
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
20
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
1
|
||
US ULTRA T-BOND
|
FUTURES CONTRACT
|
0.00%
|
DUE
|
03/29/2018
|
4
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
12/01/2047
|
2,079
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
12/01/2047
|
2,466
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
12/01/2047
|
1,620
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
12/01/2047
|
3,164
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
04/01/2046
|
3,092
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
04/01/2047
|
102
|
||
FHLMC GOLD
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
04/01/2047
|
101
|
||
FHLMC
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
06/01/2047
|
4,146
|
||
FHLMC
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
11/01/2047
|
256
|
||
FHLMC
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
12/01/2047
|
293
|
||
FHLMC
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
12/01/2047
|
1,054
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
05/01/2056
|
649
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
06/01/2056
|
305
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.50%
|
DUE
|
08/01/2047
|
210
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
08/01/2047
|
2,129
|
||
FNMA
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
10/01/2047
|
7,330
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
4.00%
|
DUE
|
10/20/2047
|
157
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
10/20/2047
|
180
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
10/20/2047
|
1,261
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
09/20/2047
|
258
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
11/20/2047
|
362
|
||
GNMA II
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
12/20/2047
|
466
|
||
GNMA I
|
MORTGAGE-BACKED SECURITY
|
3.50%
|
DUE
|
12/15/2047
|
363
|
||
BCM SWAPTION
|
OPTIONS
|
2.94%
|
DUE
|
12/13/2032
|
515
|
||
BCM SWAPTION
|
OPTIONS
|
2.44%
|
DUE
|
12/13/2032
|
260
|
||
STATE STREET STIF
|
SWEEP INVESTMENT
|
22
|
|||||
LIABILITIES IN EXCESS OF OTHER ASSETS
|
(37,663)
|
||||||
TOTAL MASSMUTUAL STABLE VALUE FUND
|
$
|
222,503
|
|||||
*NOTES RECEIVABLE FROM PARTICIPANTS
|
PARTICIPANT LOANS 2.36% to 11.50%
|
2018-2025
|
$
|
91,783
|
|||
*Indicates party-in-interest to the Plan
|
|||||||
All investments are participant directed; therefore, cost value has been omitted.
|
Cigna 401(k) PLAN
|
||
Date: June 26, 2018
|
By:
|
/s/ Jill Vaslow
|
Jill Vaslow
|
||
Plan Administrator
|
Number
|
Description
|
Method of Filing
|
23
|
Consent of Independent Registered Public Accounting Firm
|
Filed herewith.
|