CIGNA INVESTMENTS INC /NEW
13F-NT, 2000-11-13
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                                  UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             WASHINGTON, D.C. 20549

                                    FORM 13F

                               FORM 13F COVER PAGE
                               -------------------

Report for the Calendar Year or Quarter Ended:    September 30, 2000

Check here if Amendment [  ];     Amendment Number:
This Amendment (Check only one):       [  ]  is a restatement.
                                       [  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:       CIGNA Investments, Inc.
            (Formerly known as CIGNA Investment Advisory Company, Inc.)
Address:    900 Cottage Grove Road
            Bloomfield, CT  06002


Form 13F File Number:      28-318

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:        Kathryn Pietrowiak
Title:       Assistant Secretary
Phone:       860-726-8908

Signature, Place, and Date of Signing:

/s/ Kathryn Pietrowiak
--------------------------------------------------------------------------------
[Signature]

Bloomfield, CT
--------------------------------------------------------------------------------
[City, State]

November 13, 2000
--------------------------------------------------------------------------------
[Date]

Report Type (Check only one):

[ ]  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
     are reported in this report.)
[X]  13F NOTICE. (Check here if no holdings reported are in this report, and all
     holdings are reported by other reporting manager(s).)
[ ]  13F COMBINATION REPORT. (Check here if a portion of the holdings for this
     reporting manager are reported in this report and a portion are reported by
     other reporting manager(s).)

List of Other Managers Reporting for this Manager:


Form 13F File Number 28-1157

Name:         CIGNA Corporation






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