-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, IGCiDpS7s8mlT9xSFldDlpgkdhFsO93Q99nzax9QaJeTKRg3diU+gPvq0FV4BH5O iZRN1G6H5gossuqqfFYQkg== 0000021175-01-500004.txt : 20020410 0000021175-01-500004.hdr.sgml : 20020410 ACCESSION NUMBER: 0000021175-01-500004 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CNA FINANCIAL CORP CENTRAL INDEX KEY: 0000021175 STANDARD INDUSTRIAL CLASSIFICATION: FIRE, MARINE & CASUALTY INSURANCE [6331] IRS NUMBER: 366169860 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00346 FILM NUMBER: 1782775 BUSINESS ADDRESS: STREET 1: CNA PLZ STREET 2: 235 CITY: CHICAGO STATE: IL ZIP: 60685 BUSINESS PHONE: 3128225000 MAIL ADDRESS: STREET 1: CNA PLAZA STREET 2: 235 CITY: CHICAGO STATE: IL ZIP: 60685 13F-HR/A 1 cnaf.txt FORM 13F COVER PAGE "Report for the Calendar Year or Quarter Ended: September 30, 2001" Check here if Amendment [ x ]; Amendment Number: This Amendment (Check only one.): [ x ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CNA Financial Corporation Address: CNA Plaza "Chicago, Il 60685" 13F File Number: 28-346 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: Lynne Gugenheim Title: Group Vice President and Deputy General Counsel Phone: (312) 822 4921 "Signature, Place, and Date of Signing:" "November 5, 2001" "Chicago, Illinois, " Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 Loews Corporation also has investment discretion over the securities reported on herein by "CNA Financial Corportion, Continental Assurance Company, Continental Casualty Company," and The Continental Corporation. Loews Corporation will report separately on securities over which it has investment discretion which are not part of such holdings. FORM 13F INFORMATION TABLE VALUE OTHER SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) MANAGERS PRN AMT PRN CALL DSCRETN SOLE SHARED NONE ACCENTURE LTD-CL A CL A G1150G111 " 6,279.4 " "2,3" " 492,500 " SH DEFINED " 492,500 " 0 0 ACME COMMUNICATIONS INC COM 004631107 " 3,028.2 " "1,2,3" " 432,595 " SH DEFINED " 432,595 " 0 0 ADELPHIA COMMUNICATIONS-CL A CL A 006848105 " 8,880.0 " "2,3" " 400,000 " SH DEFINED " 400,000 " 0 0 AETNA INC COM 00817Y108 " 10,279.1 " "2,3" " 355,800 " SH DEFINED " 355,800 " 0 0 AFFIL COMPUTER SUB NT CV 3.5%06 008190AF7 " 2,784.0 " "1,3" " 2,400,000 " PRN DEFINED AFFILIATED COMPUTER SVCS-A CL A 008190100 " 1,465.4 " "1,3" " 18,000 " SH DEFINED " 18,000 " 0 0 AGCO CORP COM 001084102 " 4,039.0 " "2,3" " 446,300 " SH DEFINED " 446,300 " 0 0 AGERE SYSTEMS INC-A CL A 00845V100 517.5 "2,3" " 125,000 " SH DEFINED " 125,000 " 0 0 AIR PRODUCTS & CHEMICAL COM 009158106 964.5 "2,3" " 25,000 " SH DEFINED " 25,000 " 0 0 AK STEEL HOLDING CORP COM 001547108 " 2,524.9 " "2,3" " 298,800 " SH DEFINED " 298,800 " 0 0 AKAMAI TECHNOLOGIES COM 00971T101 87.3 "2,3" " 30,000 " SH DEFINED " 30,000 " 0 0 ALCAN INC COM 013716105 600.0 3 " 20,000 " SH DEFINED " 20,000 " 0 0 ALCOA INC COM 013817101 " 7,628.5 " "1,2,3" " 246,000 " SH DEFINED " 246,000 " 0 0 ALLEGHENY ENERGY INC COM 017361106 " 1,148.7 " "2,3" " 31,300 " SH DEFINED " 31,300 " 0 0 ALLMERICA FINANCIAL CORP COM 019754100 672.8 "2,3" " 15,000 " SH DEFINED " 15,000 " 0 0 ALLTEL CORP COM 020039103 " 9,011.2 " "2,3" " 155,500 " SH DEFINED " 155,500 " 0 0 ALPHARMA INC SR SB NT CV 3%06 020813AD3 " 1,385.1 " "1,3" " 1,250,000 " PRN DEFINED ALPHARMA INC-CL A CL A 020813101 853.6 "1,3" " 29,640 " SH DEFINED " 29,640 " 0 0 AMBAC FINANCIAL GROUP INC COM 023139108 " 4,923.9 " "2,3" " 90,000 " SH DEFINED " 90,000 " 0 0 AMERADA HESS COM 023551104 " 6,985.0 " "2,3" " 110,000 " SH DEFINED " 110,000 " 0 0 AMERICA WEST HOLDINGS CL B 023657208 20.0 3 " 10,825 " SH DEFINED " 10,825 " 0 0 AMERICAN EXPRESS COM 025816109 " 9,113.2 " "1,2,3" " 313,600 " SH DEFINED " 313,600 " 0 0 AMERICAN INTL GROUP INC COM 026874107 " 3,797.8 " "1,2,3" " 48,690 " SH DEFINED " 48,690 " 0 0 AMERICAN NATIONAL INSURANCE COM 028591105 109.4 3 " 1,350 " SH DEFINED " 1,350 " 0 0 AMERICAN PHYSICIANS CAP INC COM 028884104 157.3 3 " 7,575 " SH DEFINED " 7,575 " 0 0 AMERISOURCEBERGEN CORP COM 03073E105 " 2,916.8 " "1,3" " 41,110 " SH DEFINED " 41,110 " 0 0 AMKOR TECHNOLOGY INC COM 031652100 946.8 "2,3" " 90,000 " SH DEFINED " 90,000 " 0 0 ANADARKO PETROLEUM CORP COM 032511107 " 7,801.0 " "2,3" " 162,250 " SH DEFINED " 162,250 " 0 0 ANHEUSER BUSCH CO COM 035229103 " 2,094.0 " "1,3" " 50,000 " SH DEFINED " 50,000 " 0 0 ANIXTER INTERNATIONAL INC COM 035290105 101.0 3 " 4,075 " SH DEFINED " 4,075 " 0 0 ANNTAYLOR STORES CORP COM 036115103 69.0 3 " 3,150 " SH DEFINED " 3,150 " 0 0 AOL TIME WARNER COM 00184A105 " 2,118.4 " "1,3" " 64,000 " SH DEFINED " 64,000 " 0 0 AON CORP COM 037389103 " 22,890.0 " "2,3" " 545,000 " SH DEFINED " 545,000 " 0 0 APACHE CORP COM 037411105 " 1,075.0 " "1,2,3" " 25,000 " SH DEFINED " 25,000 " 0 0 APPLIED MATERIALS INC. COM 038222105 " 2,417.4 " "1,3" " 85,000 " SH DEFINED " 85,000 " 0 0 ARGUSS COMMUNICATIONS INC COM 040282105 " 1,593.0 " "1,2,3" " 677,874 " SH DEFINED " 677,874 " 0 0 ARRIS GROUP COM 04269Q100 143.2 "1,2,3" " 40,000 " SH DEFINED " 40,000 " 0 0 ARVINMERITOR INC COM 043353101 106.8 3 " 7,475 " SH DEFINED " 7,475 " 0 0 AT & T CORPORATION COM 001957109 " 14,185.5 " "2,3" " 735,000 " SH DEFINED " 735,000 " 0 0 AT HOME CORP "SB DB CV0,525%18" 045919AC1 315.0 "2,3" " 3,000,000 " PRN DEFINED AT HOME CORP SUB NT CV4.75%06 045919AF4 " 5,525.0 " "1,2,3" " 32,500,000 " PRN DEFINED AT&T WIRELESS SERVICES INC COM 00209A106 " 8,202.0 " "2,3" " 548,993 " SH DEFINED " 548,993 " 0 0 ATLAS AIR WORLDWIDE HLDGS COM 049164106 " 1,088.4 " "2,3,4" " 110,500 " SH DEFINED " 110,500 " 0 0 BANK OF NEW YORK COM 064057102 " 1,750.0 " "2,3" " 50,000 " SH DEFINED " 50,000 " 0 0 BANK ONE CORP COM 06423A103 " 9,441.0 " "2,3" " 300,000 " SH DEFINED " 300,000 " 0 0 BARNES & NOBLE SUB NT CV 144A09 067774AC3 " 3,247.5 " "1,3" " 2,450,000 " PRN DEFINED BARNES & NOBLE INC COM 067774109 " 2,233.9 " "1,3" " 61,880 " SH DEFINED " 61,880 " 0 0 BAYCORP HOLDINGS LTD COM 072728108 " 3,307.9 " "1,3" " 386,442 " SH DEFINED " 386,442 " 0 0 BEA SYSTEMS INC COM 073325102 " 1,466.3 " "1,3" " 152,900 " SH DEFINED " 152,900 " 0 0 BEA SYSTEMS INC SB NT CV 4%06 073325AD4 " 1,703.8 " "1,3" " 2,350,000 " PRN DEFINED BEAR STEARNS COMPANIES INC COM 073902108 " 2,000.4 " "2,3" " 40,000 " SH DEFINED " 40,000 " 0 0 BED BATH & BEYOND INC COM 075896100 381.9 "1,3" " 15,000 " SH DEFINED " 15,000 " 0 0 BELLSOUTH CORP COM 079860102 " 2,908.5 " "2,3" " 70,000 " SH DEFINED " 70,000 " 0 0 BETHLEHEM STEEL CORP COM 087509105 711.8 "2,3" " 556,100 " SH DEFINED " 556,100 " 0 0 BOEING COMPANY COM 097023105 " 6,480.6 " "2,3" " 193,450 " SH DEFINED " 193,450 " 0 0 BORG WARNER AUTOMOTIVE INC COM 099724106 85.6 3 " 2,125 " SH DEFINED " 2,125 " 0 0 BOWATER INC COM 102183100 " 2,280.2 " "2,3" " 51,800 " SH DEFINED " 51,800 " 0 0 BOWNE & CO INC COM 103043105 108.6 3 " 10,700 " SH DEFINED " 10,700 " 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 " 5,000.4 " "2,3" " 90,000 " SH DEFINED " 90,000 " 0 0 BROADWING INC PFD CV DEP1/20 111620407 399.9 "1,3" " 10,000 " SH DEFINED " 10,000 " 0 0 BUCKHEAD AMERICA CORP COM 11835A105 19.4 "2,3" " 21,579 " SH DEFINED " 21,579 " 0 0 BURLINGTON RESOURCES INC COM 122014103 " 4,789.4 " "2,3" " 140,000 " SH DEFINED " 140,000 " 0 0 CABLEVISION SYSTEMS -CL A CL A NY CABLVS 12686C109 601.8 "2,3" " 14,700 " SH DEFINED " 14,700 " 0 0 CABOT OIL & GAS CORP -CL A CL A 127097103 997.5 "2,3" " 50,000 " SH DEFINED " 50,000 " 0 0 CALPINE CORPORATION COM 131347106 " 6,888.6 " "1,2,3" " 302,000 " SH DEFINED " 302,000 " 0 0 CANADIAN PACIFIC LTD COM 135923100 " 1,604.5 " "1,3" " 50,000 " SH DEFINED " 50,000 " 0 0 CARDINAL HEALTH INC. COM 14149Y108 " 4,765.1 " "1,3" " 64,437 " SH DEFINED " 64,437 " 0 0 CATELLUS DEVELOPMENT CORP COM 149111106 " 1,883.0 " "2,3" " 107,724 " SH DEFINED " 107,724 " 0 0 CATERPILLAR INC COM 149123101 896.0 "2,3" " 20,000 " SH DEFINED " 20,000 " 0 0 CBRL GROUP INC COM 12489V106 901.3 3 " 41,025 " SH DEFINED " 41,025 " 0 0 CELESTICA INC SUB VTG SHS 15101Q108 " 3,191.0 " "1,2,3" " 117,100 " SH DEFINED " 117,100 " 0 0 CELESTICA INC LYON ZERO 15101QAA6 " 12,613.3 " "1,2,3" " 34,380,000 " PRN DEFINED CENDANT CORPORATION COM 151313103 " 2,351.4 " "1,2,3" " 183,700 " SH DEFINED " 183,700 " 0 0 CENTEX CORP COM 152312104 438.5 3 " 13,000 " SH DEFINED " 13,000 " 0 0 CHIRON CORP COM 170040109 " 6,970.5 " "1,2,3" " 157,100 " SH DEFINED " 157,100 " 0 0 CHIRON CORP LYON ZRO 144A31 170040AD1 " 30,111.3 " "1,2,3" " 54,500,000 " PRN DEFINED CHUBB CORP COM 171232101 " 1,335.4 " 3 " 18,700 " SH DEFINED " 18,700 " 0 0 CISCO SYSTEMS INC COM 17275R102 " 2,436.0 " "1,3" " 200,000 " SH DEFINED " 200,000 " 0 0 CITIGROUP INC COM 172967101 " 8,707.5 " "1,2,3" " 215,000 " SH DEFINED " 215,000 " 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 " 1,987.5 " "1,3" " 50,000 " SH DEFINED " 50,000 " 0 0 CLEVELAND-CLIFFS INC COM 185896107 215.3 "2,3" " 14,950 " SH DEFINED " 14,950 " 0 0 CMS ENERGY ADJ CV TR8.75% 125896308 305.0 "1,3" " 10,000 " SH DEFINED " 10,000 " 0 0 CNA SURETY CORPORATION COM 12612L108 " 371,610.7 " "2,3,4" " 27,425,147 " SH DEFINED " 27,425,147 " 0 0 CNF INC COM 12612W104 798.5 3 " 34,975 " SH DEFINED " 34,975 " 0 0 COLT TELECOM GROUP-SPONS ADR SPONSORED ADR 196877104 13.7 "2,3" " 3,000 " SH DEFINED " 3,000 " 0 0 COMCAST CORP CL A SPL CL A SPL 200300200 " 4,304.4 " "1,3" " 120,000 " SH DEFINED " 120,000 " 0 0 COMMUNICATION INTELLIGENCE COM 20338K106 462.0 "1,3" " 660,000 " SH DEFINED " 660,000 " 0 0 COMPAQ COMPUTER CORP COM 204493100 " 3,781.1 " "2,3" " 455,000 " SH DEFINED " 455,000 " 0 0 COMPUTER ASSOCIATES INTL INC COM 204912109 909.9 3 " 35,350 " SH DEFINED " 35,350 " 0 0 CONOCO INC-CL A CL A 208251306 " 2,288.7 " "2,3" " 90,000 " SH DEFINED " 90,000 " 0 0 CONSTELLATION ENERGY GROUP COM 210371100 " 3,146.0 " "2,3" " 130,000 " SH DEFINED " 130,000 " 0 0 COOPER INDUSTRIES INCORPORATED COM 216669101 930.0 3 " 22,425 " SH DEFINED " 22,425 " 0 0 CORN PRODUCTS INTL INC COM 219023108 " 3,815.3 " "2,3" " 132,800 " SH DEFINED " 132,800 " 0 0 CORNING INC. COM 219350105 79.4 "2,3" " 9,000 " SH DEFINED " 9,000 " 0 0 CORRECTIONS CORP PFD CV B 12% 22025Y308 1.5 "2,3" 101 SH DEFINED 101 0 0 COX COMMUNICATIONS INC-CL A CL A 224044107 " 2,592.7 " "1,2,3" " 62,100 " SH DEFINED " 62,100 " 0 0 CROWN CORK & SEAL CO INC. COM 228255105 " 1,336.4 " "2,3" " 583,600 " SH DEFINED " 583,600 " 0 0 CVS CORP COM 126650100 " 1,992.0 " "1,3" " 60,000 " SH DEFINED " 60,000 " 0 0 CYTEC INDUSTRIES INC COM 232820100 364.0 3 " 15,725 " SH DEFINED " 15,725 " 0 0 D.R. HORTON INC COM 23331A109 " 6,883.8 " "2,3" " 330,000 " SH DEFINED " 330,000 " 0 0 DEERE & CO COM 244199105 " 1,692.5 " "2,3" " 45,000 " SH DEFINED " 45,000 " 0 0 DEL MONTE FOODS CO COM 24522P103 " 1,951.6 " "2,3" " 253,450 " SH DEFINED " 253,450 " 0 0 DELL COMPUTER CORP COM 247025109 741.2 "1,3" " 40,000 " SH DEFINED " 40,000 " 0 0 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 " 1,494.6 " "2,3" " 127,200 " SH DEFINED " 127,200 " 0 0 DELPHI FINANCIAL GROUP-CL A CL A 247131105 " 3,718.0 " "2,3" " 110,000 " SH DEFINED " 110,000 " 0 0 DILLARDS INC-CL A CL A 254067101 101.4 3 " 7,700 " SH DEFINED " 7,700 " 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 " 1,144.3 " 3 " 115,000 " SH DEFINED " 115,000 " 0 0 DOW CHEMICAL CORP COM 260543103 " 2,948.4 " "2,3" " 90,000 " SH DEFINED " 90,000 " 0 0 DU PONT DE NEMOURS E.I. COM 263534109 " 1,313.2 " "2,3" " 35,000 " SH DEFINED " 35,000 " 0 0 EAST-WEST BANCORP INC. COM 27579R104 " 22,628.0 " "2,3" " 967,420 " SH DEFINED " 967,420 " 0 0 EATON VANCE CORP COM NON VTG 278265103 921.7 "1,2,3" " 29,400 " SH DEFINED ECHOSTAR COMM SUB NT CV 144A07 278762AB5 470.6 "1,3" " 590,000 " PRN DEFINED ECHOSTAR COMMUNICATIONS - A CL A 278762109 248.6 "1,3" " 10,685 " SH DEFINED " 10,685 " 0 0 EL PASO CORP COM 28336L109 " 4,578.8 " "2,3" " 110,200 " SH DEFINED " 110,200 " 0 0 ELDERTRUST COM SH BEN INT 284560109 " 1,486.5 " "2,3" " 208,200 " SH DEFINED " 208,200 " 0 0 ELECTRONIC _DATA SYSTEMS_CORP COM 285661104 " 18,488.9 " "2,3" " 321,100 " SH DEFINED " 321,100 " 0 0 ENCOMPASS SERVICES CORP COM 29255U104 150.4 "2,3" " 39,800 " SH DEFINED " 39,800 " 0 0 ENERGY EAST CORPORATION COM 29266M109 " 2,722.9 " "2,3" " 135,400 " SH DEFINED " 135,400 " 0 0 ENGEL GENERAL DEVELOPERS ORD M40515104 465.6 "2,3" " 120,000 " SH DEFINED " 120,000 " 0 0 ENRON CORP COM 293561106 " 2,110.3 " "1,3" " 77,500 " SH DEFINED " 77,500 " 0 0 EQUITY OFFICE PROPERTIES TR COM 294741103 320.0 "1,3" " 10,000 " SH DEFINED " 10,000 " 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 68.9 3 " 4,350 " SH DEFINED " 4,350 " 0 0 EXCITE@HOME SB NT CV 144A 06 045919AD9 " 3,485.0 " "1,2,3" " 20,500,000 " PRN DEFINED EXELON CORP COM 30161N101 " 1,561.0 " "2,3" " 35,000 " SH DEFINED " 35,000 " 0 0 FEDERATED DEPART STORES INC COM 31410H101 " 4,512.0 " "2,3" " 160,000 " SH DEFINED " 160,000 " 0 0 FIRST CENTRAL FINANCIAL SUB DEB CV 9%00 318908AA8 161.2 "1,3,4" " 1,612,000 " PRN DEFINED FIRST CITIZENS BCSHS -CL A CL A 31946M103 41.6 3 500 SH DEFINED 500 0 0 FIRST DATA CORP COM 319963104 " 3,786.9 " "1,3" " 65,000 " SH DEFINED " 65,000 " 0 0 FIRSTENERGY CORP COM 337932107 " 3,595.0 " "2,3" " 100,000 " SH DEFINED " 100,000 " 0 0 FLEMING COS INC COM 339130106 " 1,837.9 " "1,3" " 62,300 " SH DEFINED " 62,300 " 0 0 FMC CORP (NEW) COM NEW 302491303 " 6,633.2 " "2,3" " 135,400 " SH DEFINED " 135,400 " 0 0 FMC TECHNOLOGIES INC COM 30249U101 196.4 3 " 17,000 " SH DEFINED " 17,000 " 0 0 FORTUNE BRANDS INC COM 349631101 862.6 3 " 25,750 " SH DEFINED " 25,750 " 0 0 FREDDIE MAC COM 313400301 " 2,990.0 " "1,3" " 46,000 " SH DEFINED " 46,000 " 0 0 FREEPORT MCMORAN COPPER&GOLD CL B 35671D857 630.3 3 " 57,350 " SH DEFINED " 57,350 " 0 0 FRONTLINE LTD. ORD G3682E127 " 2,266.8 " "2,3" " 250,000 " SH DEFINED " 250,000 " 0 0 GABLES RESIDENTIAL TRUST SH BEN INT 362418105 161.0 3 " 5,250 " SH DEFINED " 5,250 " 0 0 GEN SEMICONDUCTR SUB NT CV5.75%06 370787AB9 982.5 "1,3" " 1,000,000 " PRN DEFINED GENENTECH INC COM NEW 368710406 " 1,716.0 " "1,3" " 39,000 " SH DEFINED " 39,000 " 0 0 GENERAL ELECTRIC CO COM 369604103 " 8,518.8 " "1,2,3" " 229,000 " SH DEFINED " 229,000 " 0 0 GENERAL MOTORS CORP CLASS H CL H NEW 370442832 " 2,599.4 " "2,3" " 195,000 " SH DEFINED " 195,000 " 0 0 GENERAL SEMICONDUCTOR INC COM 370787103 411.8 "1,3" " 42,900 " SH DEFINED " 42,900 " 0 0 GENUITY INC-A CL A 37248E103 39.3 "2,3" " 25,000 " SH DEFINED " 25,000 " 0 0 GEORGIA-PACIFIC (TIMBER GRP) COM-TIMBER GRP 373298702 " 1,267.7 " "2,3" " 35,000 " SH DEFINED " 35,000 " 0 0 GEORGIA-PACIFIC CORPORATION COM GA PAC GRP 373298108 575.1 3 " 19,975 " SH DEFINED " 19,975 " 0 0 GLIMCHER REALTY TRUST SH BEN INT 379302102 138.7 3 " 8,575 " SH DEFINED " 8,575 " 0 0 GOLD STANDARD INC COM PAR $0.001 380724302 99.4 "2,3" " 82,813 " SH DEFINED " 82,813 " 0 0 HANOVER COMPRESS SR NT CV 4.75%08 410768AC9 " 2,025.0 " "1,3" " 2,400,000 " PRN DEFINED HANOVER COMPRESSOR CO COM 410768105 839.6 "1,3" " 38,800 " SH DEFINED " 38,800 " 0 0 HAYES LEMMERZ INTL INC COM COM 420781106 273.8 "1,3" " 273,800 " SH DEFINED " 273,800 " 0 0 HCA INC COM 404119109 " 3,544.8 " "1,3" " 80,000 " SH DEFINED " 80,000 " 0 0 HEALTH CARE PPTYS INVEST INC COM 421915109 " 2,460.8 " "2,3" " 64,000 " SH DEFINED " 64,000 " 0 0 HEALTH NET INC COM 42222G108 " 1,099.9 " 3 " 57,225 " SH DEFINED " 57,225 " 0 0 HEALTHCARE REALTY TRUST INC COM 421946104 " 6,143.6 " "2,3" " 240,925 " SH DEFINED " 240,925 " 0 0 HEALTHSOUTH CORP SB DBCV 3.25%03 421924AF8 " 3,800.4 " "2,3" " 4,000,000 " PRN DEFINED HEALTHSOUTH CORP. COM 421924101 " 9,764.1 " "2,3" " 600,500 " SH DEFINED " 600,500 " 0 0 HEARST-ARGYLE TELEVISION INC COM 422317107 " 4,198.3 " "2,3" " 239,900 " SH DEFINED " 239,900 " 0 0 HERBALIFE INTERNATIONAL-CL B CL B 426908307 85.2 3 " 8,925 " SH DEFINED " 8,925 " 0 0 HERCULES INC COM 427056106 " 3,168.4 " "2,3" " 384,050 " SH DEFINED " 384,050 " 0 0 HEWLETT-PACKARD CO. COM 428236103 " 6,867.4 " "2,3" " 427,875 " SH DEFINED " 427,875 " 0 0 HILTON HOTELS CORP COM 432848109 " 4,749.3 " "2,3" " 605,000 " SH DEFINED " 605,000 " 0 0 HOME DEPOT COM 437076102 " 1,726.7 " "1,3" " 45,000 " SH DEFINED " 45,000 " 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 " 2,508.0 " "1,2,3" " 95,000 " SH DEFINED " 95,000 " 0 0 HOUSEHOLD INTL INC COM 441815107 " 2,819.0 " "2,3" " 50,000 " SH DEFINED " 50,000 " 0 0 IBP INC COM 449223106 23.5 3 994 SH DEFINED 994 0 0 IMC GLOBAL INC COM 449669100 954.9 "2,3" " 106,100 " SH DEFINED " 106,100 " 0 0 INGERSOLL RAND CO COM 456866102 " 1,352.0 " "2,3" " 40,000 " SH DEFINED " 40,000 " 0 0 INSWEB CORPORATION COM 45809K103 528.6 "2,3" " 1,149,117 " SH DEFINED " 1,149,117 " 0 0 INTEL CORP COM 458140100 " 1,411.0 " "1,3" " 69,200 " SH DEFINED " 69,200 " 0 0 INTERNATIONAL BUSINESS MACHINE COM 459200101 " 19,419.9 " "1,2,3" " 210,400 " SH DEFINED " 210,400 " 0 0 INTERNATIONAL PAPER CO. COM 460146103 " 3,484.0 " "2,3" " 100,000 " SH DEFINED " 100,000 " 0 0 INTERSTATE BAKERIES COM 46072H108 168.3 3 " 6,600 " SH DEFINED " 6,600 " 0 0 INTL RECTIFIER SUB NT CV 144A07 460254AD7 " 1,125.0 " "1,3" " 1,465,000 " PRN DEFINED INTL RECTIFIER CORP COM 460254105 413.9 "1,3" " 15,200 " SH DEFINED " 15,200 " 0 0 ISPAT INTL NV-NY REG SHS NY REG SH CL A 464899103 550.0 "2,3" " 275,000 " SH DEFINED " 275,000 " 0 0 IVAX CORP COM 465823102 " 1,477.1 " "1,3" " 66,625 " SH DEFINED " 66,625 " 0 0 IVAX CORP SR SB CV 144A07 465823AB8 " 2,493.0 " "1,3" " 2,400,000 " PRN DEFINED J.P. MORGAN CHASE & CO. 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DONNELLEY CORP COM NEW 74955W307 109.7 3 " 4,200 " SH DEFINED " 4,200 " 0 0 RADIAN GROUP INC COM 750236101 964.4 3 " 25,050 " SH DEFINED " 25,050 " 0 0 RADIO UNICA COMMUNICATIONS COM 75040Q106 8.1 "2,3" " 5,000 " SH DEFINED " 5,000 " 0 0 RATIONAL SOFTWAR SUB BT CV 144A07 75409PAA1 " 1,471.0 " "1,3" " 2,015,000 " PRN DEFINED RAYTHEON COMPANY COM NEW 755111507 " 6,950.0 " "2,3" " 200,000 " SH DEFINED " 200,000 " 0 0 REPUBLIC BANCORP COM 760282103 104.5 3 " 7,300 " SH DEFINED " 7,300 " 0 0 RUSSELL CORP COM 782352108 " 1,416.9 " "2,3" " 103,200 " SH DEFINED " 103,200 " 0 0 SANMINA CORP COM 800907107 " 1,050.3 " "1,3" " 77,345 " SH DEFINED " 77,345 " 0 0 SANMINA CORP SUB NTCV 4.25%04 800907AB3 " 2,330.6 " "1,3" " 2,450,000 " PRN DEFINED SCANA CORP COM 80589M102 " 14,339.7 " "2,3" " 565,000 " SH DEFINED " 565,000 " 0 0 SCHLUMBERGER LIMITED COM 806857108 " 2,678.0 " "1,3" " 58,600 " SH DEFINED " 58,600 " 0 0 SCHULMAN (A.) 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COM 364760108 " 1,756.1 " "2,3" " 146,950 " SH DEFINED " 146,950 " 0 0 "THOUSAND TRAILS, INC" COM 885502104 918.0 "2,3" " 159,660 " SH DEFINED " 159,660 " 0 0 TJX COS. INC. NEW COM 872540109 " 2,750.4 " "1,2,3" " 83,600 " SH DEFINED " 83,600 " 0 0 TORCH OFFSHORE INC COM 891019101 740.0 "2,3" " 125,000 " SH DEFINED " 125,000 " 0 0 TRANSOCEON SEDCO FOREX INC ORD G90078109 " 1,468.0 " "1,3" " 55,606 " SH DEFINED " 55,606 " 0 0 TRENWICK GROUP LTD COM G9032C109 " 30,104.1 " "2,3" " 3,707,400 " SH DEFINED " 3,707,400 " 0 0 TRIBUNE CO NEW COM 896047107 " 4,396.0 " "1,2,3" " 140,000 " SH DEFINED " 140,000 " 0 0 TRINITY INDUSTRIES COM 896522109 118.5 3 " 5,475 " SH DEFINED " 5,475 " 0 0 TRIZEC HAHN CORPORATION SUB VTG 896938107 " 5,840.6 " "2,3" " 324,300 " SH DEFINED " 324,300 " 0 0 TVX GOLD INC COM NEW 87308K200 240.1 "2,3" " 490,080 " SH DEFINED " 490,080 " 0 0 TYCO INTERNATIONAL LTD COM 902124106 " 4,777.5 " "1,3" " 105,000 " SH DEFINED " 105,000 " 0 0 TYCO INTL LTD LYON ZERO 20 902124AC0 " 43,275.0 " "2,3" " 57,700,000 " PRN DEFINED UAL CORP COM PAR $0.01 902549500 328.7 "2,3" " 18,000 " SH DEFINED " 18,000 " 0 0 UCAR INTERNATIONAL INC COM 90262K109 46.9 3 " 5,275 " SH DEFINED " 5,275 " 0 0 UGLY DUCKLING CORP COM 903512101 66.5 "2,3" " 24,000 " SH DEFINED " 24,000 " 0 0 UNIFI INC COM 904677101 " 1,936.0 " "2,3" " 236,100 " SH DEFINED " 236,100 " 0 0 UNION PACIFIC COM 907818108 " 1,150.2 " 3 " 24,525 " SH DEFINED " 24,525 " 0 0 UNISYS CORP COM 909214108 433.0 "2,3" " 50,000 " SH DEFINED " 50,000 " 0 0 UNITED PARCEL SERVICE -CL B CL B 911312106 311.9 "1,3" " 6,000 " SH DEFINED " 6,000 " 0 0 UNIVERSAL CORP-VA COM 913456109 83.4 3 " 2,500 " SH DEFINED " 2,500 " 0 0 UNOCAL CORP COM 915289102 " 1,183.0 " "2,3" " 36,400 " SH DEFINED " 36,400 " 0 0 US BANCORP COM NEW 902973304 " 2,994.3 " "2,3" " 135,000 " SH DEFINED " 135,000 " 0 0 USFREIGHTWAYS CORPORATION COM 916906100 173.9 3 " 5,550 " SH DEFINED " 5,550 " 0 0 USX - MARATHON GROUP INC COM NEW 902905827 " 5,872.3 " "2,3" " 219,525 " SH DEFINED " 219,525 " 0 0 USX - U S STEEL GROUP COM 90337T101 " 3,215.4 " "2,3" " 230,000 " SH DEFINED " 230,000 " 0 0 VALERO ENERGY CORP COM 91913Y100 " 9,828.0 " "2,3" " 280,000 " SH DEFINED " 280,000 " 0 0 VENTAS INC COM 92276F100 116.6 3 " 10,750 " SH DEFINED " 10,750 " 0 0 VERIZON COMMUNICATIONS INC. COM 92343V104 " 2,435.0 " "1,3" " 45,000 " SH DEFINED " 45,000 " 0 0 VISTEON CORP -W/I COM 92839U107 " 2,550.0 " "2,3" " 200,000 " SH DEFINED " 200,000 " 0 0 VODAFONE AIRTOUCH PLC-SP ADR SPONSORED ADR 92857W100 " 3,843.0 " "2,3" " 175,000 " SH DEFINED " 175,000 " 0 0 W.P. 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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 362 "Form 13F Information Table Value Total: 1,593,388.7(in thousands) " List of Other Included Managers: No. 13F File Number Name 1 28-386 Continental Assurance Company 2 28-387 Continental Casualty Company 3 28-346 CNA Financial Corporation 4 28-172 The Continental Corporation -----END PRIVACY-ENHANCED MESSAGE-----