It's mentioned in the CEO's letter on anthemfacts.com:
Anthem’s own associates’ personal information – including my own – was accessed during this security breach.
That's very vicious PR to me. By acknowledging some guys thre were hacked too, they implicitely say that : "we're in the same boat, anthema and their customers, we'll fight together". Which, at least for me, is completely wrong. They fucekd up and they put the customers in the siht.