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<PAGE> PAGE 2
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<PAGE> PAGE 3
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<PAGE> PAGE 4
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<PAGE> PAGE 5
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<PAGE> PAGE 6
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<PAGE> PAGE 7
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<PAGE> PAGE 8
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<PAGE> PAGE 10
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<PAGE> PAGE 11
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<PAGE> PAGE 12
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<PAGE> PAGE 13
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<PAGE> PAGE 14
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<PAGE> PAGE 15
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SIGNATURE ALFRED A. BINGHAM III
TITLE VP AND TREASURER
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
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<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM THE
SEMI-ANNUAL REPORT FOR THE SIX MONTHS ENDED JUNE 30, 1999 AND IS QUALIFIED IN
ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
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<SERIES>
<NUMBER> 1
<NAME> CIGNA MONEY MARKET FUND - INSTITUTIONAL CLASS
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<S> <C>
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<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM THE
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<SERIES>
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<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM THE
SEMI-ANNUAL REPORT FOR THE SIX MONTHS ENDED JUNE 30, 1999 AND IS QUALIFIED IN
ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 4
<NAME> CIGNA INCOME FUND
<MULTIPLIER> 1,000
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1998
<PERIOD-END> JUN-30-1999
<INVESTMENTS-AT-COST> 1,261
<INVESTMENTS-AT-VALUE> 1,235
<RECEIVABLES> 21
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 64
<TOTAL-ASSETS> 1,320
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 27
<TOTAL-LIABILITIES> 27
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,282
<SHARES-COMMON-STOCK> 1,322
<SHARES-COMMON-PRIOR> 1,322
<ACCUMULATED-NII-CURRENT> 34
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (26)
<NET-ASSETS> 1,293
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 39
<OTHER-INCOME> 0
<EXPENSES-NET> 6
<NET-INVESTMENT-INCOME> 33
<REALIZED-GAINS-CURRENT> 5
<APPREC-INCREASE-CURRENT> (76)
<NET-CHANGE-FROM-OPS> (38)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (38)
<ACCUMULATED-NII-PRIOR> 2
<ACCUMULATED-GAINS-PRIOR> (2)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 25
<AVERAGE-NET-ASSETS> 1,311
<PER-SHARE-NAV-BEGIN> 1.01
<PER-SHARE-NII> 0.03
<PER-SHARE-GAIN-APPREC> (0.06)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 0.98
<EXPENSE-RATIO> 1.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM THE
SEMI-ANNUAL REPORT FOR THE SIX MONTHS ENDED JUNE 30, 1999 AND IS QUALIFIED IN
ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 8
<NAME> CIGNA S&P 500 INDEX FUND
<MULTIPLIER> 1,000
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1998
<PERIOD-END> JUN-30-1999
<INVESTMENTS-AT-COST> 249,785
<INVESTMENTS-AT-VALUE> 325,658
<RECEIVABLES> 1,996
<ASSETS-OTHER> 252
<OTHER-ITEMS-ASSETS> 4
<TOTAL-ASSETS> 327,910
<PAYABLE-FOR-SECURITIES> 515
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 184
<TOTAL-LIABILITIES> 699
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 245,046
<SHARES-COMMON-STOCK> 21,072
<SHARES-COMMON-PRIOR> 21,047
<ACCUMULATED-NII-CURRENT> 1,774
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,906
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 76,485
<NET-ASSETS> 327,211
<DIVIDEND-INCOME> 1,954
<INTEREST-INCOME> 353
<OTHER-INCOME> 0
<EXPENSES-NET> 531
<NET-INVESTMENT-INCOME> 1,776
<REALIZED-GAINS-CURRENT> 3,022
<APPREC-INCREASE-CURRENT> 30,785
<NET-CHANGE-FROM-OPS> 35,583
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 363
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 35,946
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 884
<OVERDISTRIB-NII-PRIOR> 2
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 378
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 536
<AVERAGE-NET-ASSETS> 307,491
<PER-SHARE-NAV-BEGIN> 13.84
<PER-SHARE-NII> 0.08
<PER-SHARE-GAIN-APPREC> 1.61
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 15.53
<EXPENSE-RATIO> 0.35
</TABLE>
