-----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, OnqDEteXIx5QB+D97kdb0+9tpJpYgnOegQtgXjwYR+nsFjmWH8OC4xMbWpP5lXGK tGQFvSnWCnacdFQxCEbbLQ== 0000021175-02-000009.txt : 20020813 0000021175-02-000009.hdr.sgml : 20020813 20020813161538 ACCESSION NUMBER: 0000021175-02-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020813 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 SEC ACT: 1934 Act SEC FILE NUMBER: 028-00346 FILM NUMBER: 02729919 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 1 cnafjuntm.txt FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 311 Form 13F Information Table Value Total: 1,391,497.76 (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 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2002 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: 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: Senior Vice President and Deputy General Counsel Phone: (312) 822 4921 Signature, Place, and Date of Signing: August 9, 2002 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 TITLE VALUE OTH SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER OFCLASS CUSIP (x1000) MGRS PRN AMT PRN CALL DSCRETN SOLE SHRD NONE ACCENTURE LTD-CL A CL A G1150G111 2,490.90 2,3 131,100.00 SH DEFINED 131,100 ACME COMMUNICATIONS INC COM 004631107 485.62 2,3 66,071.00 SH DEFINED 66,071 ACUITY BRANDS INC COM 00508Y102 490.49 1,3 26,950.00 SH DEFINED 26,950 ACXIOM CORP COM 005125109 979.44 1,3 56,000.00 SH DEFINED 56,000 AETNA INC COM 00817Y108 1,385.13 1,3 28,875.00 SH DEFINED 28,875 AFFIL COMPUTER SUBNTCV3.5 008190AF7 3,057.60 1,3 2,400,000.00 PRN DEFINED 55,256 AFFILIATED COMPUTER-A CL A 008190100 2,013.15 1,3 42,400.00 SH DEFINED 42,400 AGCO CORP COM 001084102 138.94 1,3 7,125.00 SH DEFINED 7,125 AGERE SYSTEMS INC-A CL A 00845V100 909.86 2,3 649,900.00 SH DEFINED 649,900 AGILENT TECH INC COM 00846U101 4,235.72 1,2,3 179,100.00 SH DEFINED 179,100 ALCOA INC COM 013817101 4,906.20 1,2,3 148,000.00 SH DEFINED 148,000 ALLSTATE CORPORATION COM 020002101 761.79 1,3 20,600.00 SH DEFINED 20,600 ALLTEL CORP COM 020039103 8,836.00 1,2,3 188,000.00 SH DEFINED 188,000 AMBAC FINANCIAL GRP INC COM 023139108 7,392.00 1,2,3 110,000.00 SH DEFINED 110,000 AMER INTL GROUP DBCV 11/0 026874AP2 1,224.60 2,3 2,000,000.00 PRN DEFINED 12,125 AMERADA HESS COM 023551104 9,075.00 1,2,3 110,000.00 SH DEFINED 110,000 AMERICA ONLINE NOTE 02364JAC8 6,349.50 2,3 12,450,000.00 PRN DEFINED 72,631 AMERICAN EXPRESS COM 025816109 2,360.80 1,3 65,000.00 SH DEFINED 65,000 AMERICAN INTL GROUP INC COM 026874107 2,899.78 1,3 42,500.00 SH DEFINED 42,500 AMERICAN NATL INSURANCE COM 028591105 481.50 1,3 5,000.00 SH DEFINED 5,000 AMERICAN PHYSICIANS CAP COM 028884104 520.54 1,3 28,200.00 SH DEFINED 28,200 AMERISOURCEBERGEN CORP COM 03073E105 3,124.36 1,3 41,110.00 SH DEFINED 41,110 AMGEN INC COM 031162100 5,645.42 1,2,3 134,800.00 SH DEFINED 134,800 ANADARKO PETROLEUM CORP COM 032511107 5,780.43 2,3 117,250.00 SH DEFINED 117,250 ANIXTER INTL INC COM 035290105 328.41 1,3 13,975.00 SH DEFINED 13,975 ANNUITY & LIFE RE HLDGS ORD G03910109 217.98 1,3 12,050.00 SH DEFINED 12,050 ANTEC CORP NOTE 4.5% 5/1 03664PAB1 2,019.38 2,3 2,250,000.00 PRN DEFINED 93,750 AON CORP COM 037389103 11,644.60 1,2,3 395,000.00 SH DEFINED 395,000 APACHE CORP COM 037411105 2,327.94 1,3 40,500.00 SH DEFINED 40,500 APPLIED MATERIALS INC. COM 038222105 2,624.76 1,3 138,000.00 SH DEFINED 138,000 ARDEN REALTY GROUP INC COM 039793104 1,007.13 2,3 35,400.00 SH DEFINED 35,400 ARRIS GROUP COM 04269Q100 175.96 2,3 40,000.00 SH DEFINED 40,000 ARTESYN TECH INC COM 043127109 392.26 1,3 60,525.00 SH DEFINED 60,525 ARVINMERITOR INC COM 043353101 349.80 1,3 14,575.00 SH DEFINED 14,575 AT & T CORPORATION COM 001957109 4,315.31 2,3 403,300.00 SH DEFINED 403,300 AT&T WIRELESS SRVCS INC COM 00209A106 549.86 2,3 93,993.00 SH DEFINED 93,993 ATLAS AIR WORLDWIDE HLDGS COM 049164106 181.30 2,3,4 49,000.00 SH DEFINED 49,000 AVAYA INC COM 053499109 509.36 1,2,3 102,900.00 SH DEFINED 102,900 AVAYA INC LYN10/31/21 053499AA7 1,622.16 1,2,3 4,500,000.00 PRN DEFINED 168,497 BARNES & NOBLE INC COM 067774109 1,492.77 1,3 56,480.00 SH DEFINED 56,480 BARRICK GOLD CORP COM 067901108 1,875.37 2,3 150,000.00 SH DEFINED 150,000 BECTON DICKINSON & CO COM 075887109 2,308.15 2,3 67,000.00 SH DEFINED 67,000 BEDFORD PRPTY INVESTORS COMPR.02 076446301 154.47 2,3 5,700.00 SH DEFINED 5,700 BELLSOUTH CORP COM 079860102 2,520.00 2,3 80,000.00 SH DEFINED 80,000 BISYS GROUP SBCV4 055472AB0 3,118.52 1,3 2,650,000.00 PRN DEFINED 79,356 BISYS GROUP INC/THE COM 055472104 1,691.64 1,3 50,800.00 SH DEFINED 50,800 BJ SERVICES CO COM 055482103 1,524.60 1,2,3 45,000.00 SH DEFINED 45,000 BKF CAPITAL GROUP INC COM 05548G102 188.81 1,3 6,625.00 SH DEFINED 6,625 BOEING COMPANY COM 097023105 1,207.13 1,3 26,825.00 SH DEFINED 26,825 BORG WARNER AUTO INC COM 099724106 457.75 1,3 7,925.00 SH DEFINED 7,925 BOSTON PROPERTIES INC COM 101121101 1,198.50 2,3 30,000.00 SH DEFINED 30,000 BOWNE & CO INC COM 103043105 457.68 1,3 31,050.00 SH DEFINED 31,050 BRANDYWINE REALTY TRUST SHINTNW 105368203 510.23 2,3 19,700.00 SH DEFINED 19,700 BRISTOL-MYERS SQUIBB CO COM 110122108 4,518.06 2,3 175,800.00 SH DEFINED 175,800 BURLINGTON RESOURCES INC COM 122014103 2,116.60 2,3 55,700.00 SH DEFINED 55,700 BURR-BROWN CORP NOTE 4.25 2/1 122574AF3 1,011.61 2,3 1,000,000.00 PRN DEFINED 22,497 CABLEVISION SYSTEMS - CL A 12686C109 1,674.42 1,2,3 177,000.00 SH DEFINED 177,000 CARDINAL HEALTH INC. COM 14149Y108 3,957.08 1,3 64,437.00 SH DEFINED 64,437 CARNIVAL CORP COM 143658102 9,170.93 1,2,3 331,200.00 SH DEFINED 331,200 CATELLUS DEVELOPMENT CORP COM 149111106 2,199.72 2,3 107,724.00 SH DEFINED 107,724 CELESTICA INC SUBVTGSHS 15101Q108 2,250.56 1,2,3 99,100.00 SH DEFINED 99,100 CELESTICA INC LYONZR 15101QAA6 10,279.10 1,2,3 24,380,000.00 PRN DEFINED 138,352 CENDANT CORP DEBT 151313AF0 9,382.09 1,2,3 14,005,000.00 PRN DEFINED 467,767 CENDANT CORPORATION COM 151313103 4,217.73 1,2,3 265,600.00 SH DEFINED 265,600 CENTEX CORP COM 152312104 751.27 1,3 13,000.00 SH DEFINED 13,000 CEPHALON INC COM 156708109 1,310.80 1,3 29,000.00 SH DEFINED 29,000 CHARLES RIVER DBCV 3.5 2/0 159863AL3 1,611.31 1,3 1,450,000.00 PRN DEFINED 37,304 CHARLES RIVER LABS COM 159864107 949.86 1,3 27,100.00 SH DEFINED 27,100 CHARTER COMM INC SUBCV5.75 16117MAB3 2,994.60 2,3 5,600,000.00 PRN DEFINED 259,740 CHARTER COMMUNICATIONS- CLA 16117M107 1,978.80 1,2,3 485,000.00 SH DEFINED 485,000 CHIRON CORP COM 170040109 3,146.15 1,2,3 89,000.00 SH DEFINED 89,000 CHIRON CORP LYONZR31 170040AE9 29,897.88 1,2,3 54,500,000.00 PRN DEFINED 390,291 CISCO SYSTEMS INC COM 17275R102 3,417.75 1,3 245,000.00 SH DEFINED 245,000 CITIGROUP INC COM 172967101 7,478.75 1,2,3 193,000.00 SH DEFINED 193,000 CLEAR CHANNEL NOTE2.625 184502AB8 2,854.80 2,3 3,000,000.00 PRN DEFINED 48,426 CLEAR CHANNEL NOTE1.5 184502AE2 6,240.00 2,3 6,500,000.00 PRN DEFINED 61,425 CLEAR CHANNEL COM 184502102 1,761.10 1,2,3 55,000.00 SH DEFINED 55,000 CLEVELAND-CLIFFS INC COM 185896107 467.13 1,3 16,925.00 SH DEFINED 16,925 CNA SURETY CORPORATION COM 12612L108 399,035.89 2,3,4 27,425,147.00 SH DEFINED 27,425,147 CNF INC COM 12612W104 1,867.67 1,3 49,175.00 SH DEFINED 49,175 COCA COLA CO COM 191216100 1,960.00 1,3 35,000.00 SH DEFINED 35,000 COLT TELECOM GROUP- SPNSADR 196877104 14.98 2,3 5,760.00 SH DEFINED 5,760 COMCAST CORP CL A SPL CLASPL 200300200 2,145.60 1,3 90,000.00 SH DEFINED 90,000 COMMSCOPE INC COM 203372107 237.50 1,3 19,000.00 SH DEFINED 19,000 COMPUTER ASSOC INTL INC COM 204912109 1,280.34 1,3 80,575.00 SH DEFINED 80,575 CONOCO INC COM 208251504 1,876.50 2,3 67,500.00 SH DEFINED 67,500 CORRECTIONS CORP PFDCVB12 22025Y308 0.05 2,3 2.00 SH DEFINED 2 CSX CORP. COM 126408103 2,909.15 2,3 83,000.00 SH DEFINED 83,000 CYTEC INDUSTRIES INC COM 232820100 1,428.16 1,3 45,425.00 SH DEFINED 45,425 DARDEN RESTAURANTS INC COM 237194105 296.40 1,3 12,000.00 SH DEFINED 12,000 DEL MONTE FOODS CO COM 24522P103 429.23 1,3 36,375.00 SH DEFINED 36,375 DELL COMPUTER CORP COM 247025109 2,091.20 1,3 80,000.00 SH DEFINED 80,000 DELPHI FINANCIAL GROUP- CL A 247131105 5,531.46 1,2,3 127,600.00 SH DEFINED 127,600 DILLARDS INC-CL A CL A 254067101 406.18 1,3 15,450.00 SH DEFINED 15,450 DOMINION RESOURCES INC COM 25746U109 1,655.00 1,2,3 25,000.00 SH DEFINED 25,000 DR HORTON INC COM 23331A109 14,837.10 1,2,3 570,000.00 SH DEFINED 570,000 DTE ENERGY COMPANY COM 233331107 892.80 2,3 20,000.00 SH DEFINED 20,000 DU PONT DE NEMOURS E.I. COM 263534109 888.00 2,3 20,000.00 SH DEFINED 20,000 DYCOM INDUSTRIES INC COM 267475101 2,641.17 2,3 225,934.00 SH DEFINED 225,934 DYNEGY INC-CL A CL A 26816Q101 50.22 1,3 6,975.00 SH DEFINED 6,975 EATON VANCE CORP COMNOVTG 278265103 770.64 1,2,3 24,700.00 SH DEFINED 24,700 ECHOSTAR COMM SBCV4.875 278762AD1 453.59 1,3 590,000.00 PRN DEFINED 12,984 ECHOSTAR COMMUNICATIONS CL A 278762109 179.75 1,3 9,685.00 SH DEFINED 9,685 EDO CORP COM 281347104 333.45 1,3 11,700.00 SH DEFINED 11,700 EL PASO CORP COM 28336L109 3,011.12 2,3 146,100.00 SH DEFINED 146,100 ELDERTRUST COMSHINT 284560109 1,644.78 2,3 208,200.00 SH DEFINED 208,200 ELEC DATA SYSTEM SRCVZRO 285661AB0 15,636.81 1,2,3 21,000,000.00 PRN DEFINED 204,317 ELECTRONIC DATA SYSTEMS COM 285661104 1,355.98 1,2,3 36,500.00 SH DEFINED 36,500 ENCANA CORP COM 292505104 1,397.47 2,3 45,669.00 SH DEFINED 45,669 ENTERASYS NETWORKS INC COM 293637104 366.95 1,3 206,150.00 SH DEFINED 206,150 ESTERLINE TECH CORP COM 297425100 586.23 1,3 25,825.00 SH DEFINED 25,825 FIFTH THIRD BANCORP COM 316773100 333.25 1,3 5,000.00 SH DEFINED 5,000 FIRST CITIZENS BCSHS -CL A 31946M103 55.30 1,3 500.00 SH DEFINED 500 FIRST DATA CORP COM 319963104 4,464.00 1,3 120,000.00 SH DEFINED 120,000 FLEET BOSTON FINANCIAL COM 339030108 1,455.75 2,3 45,000.00 SH DEFINED 45,000 FLEMING COS INC COM 339130106 1,130.75 1,3 62,300.00 SH DEFINED 62,300 FMC CORP (NEW) COMNEW 302491303 1,325.22 1,3 43,925.00 SH DEFINED 43,925 FMC TECHNOLOGIES INC COM 30249U101 208.64 1,3 10,050.00 SH DEFINED 10,050 FOOT LOCKER INC COM 344849104 1,713.77 1,3 118,600.00 SH DEFINED 118,600 FOOTSTAR INC COM 344912100 216.56 1,3 8,850.00 SH DEFINED 8,850 FORD CAP TRST II PFD TR CV6.5% 345395206 25,875.00 1,2,3 460,000.00 SH DEFINED 460,000 FORD MOTOR COMPANY COM.01 345370860 15,520.00 1,2,3 970,000.00 SH DEFINED 970,000 FPL GROUP COM 302571104 5,465.09 1,2,3 91,100.00 SH DEFINED 91,100 FRANKLIN RES INC NOTE 5/1 354613AC5 23,672.80 2,3 40,000,000.00 PRN DEFINED 374,416 FREDDIE MAC COM 313400301 13,708.80 1,2,3 224,000.00 SH DEFINED 224,000 FREEPORT MCMORAN COP&GLD CLB 35671D857 1,260.66 1,3 70,625.00 SH DEFINED 70,625 FRONTLINE LTD. ORD G3682E127 2,383.05 1,2,3 250,000.00 SH DEFINED 250,000 GABLES RESIDENTIAL TRUST SHINT 362418105 441.43 1,3 13,825.00 SH DEFINED 13,825 GENENTECH INC COMNEW 368710406 1,306.50 1,3 39,000.00 SH DEFINED 39,000 GENERAL CABLE CORP COM 369300108 254.52 1,3 40,400.00 SH DEFINED 40,400 GENERAL ELECTRIC CO COM 369604103 3,979.85 1,3 137,000.00 SH DEFINED 137,000 GENERAL MOTORS CORP COM 370442105 21,914.50 1,2,3 410,000.00 SH DEFINED 410,000 GENERAL MOTORS-HUGHES ELCT CLH 370442832 816.40 2,3 78,500.00 SH DEFINED 78,500 GENUITY INC-A CLA 37248E202 38.00 2,3 10,000.00 SH DEFINED 10,000 GEORGIA-PACIFIC CORP COMGAPAC 373298108 939.57 1,3 38,225.00 SH DEFINED 38,225 GLIMCHER REALTY TRUST SHINT 379302102 793.65 1,3 42,900.00 SH DEFINED 42,900 GREAT LAKES REIT INC COM 390752103 1,233.70 2,3 65,000.00 SH DEFINED 65,000 HARRIS CORP COM 413875105 362.40 1,3 10,000.00 SH DEFINED 10,000 HCA INC COM 404119109 3,800.00 1,3 80,000.00 SH DEFINED 80,000 HEALTH CARE PPTYS INVEST INC COM 421915109 1,415.70 2,3 33,000.00 SH DEFINED 33,000 HEALTH NET INC COM 42222G108 1,531.91 1,3 57,225.00 SH DEFINED 57,225 HEALTHCARE REALTY TRUST INC COM 421946104 7,292.80 1,2,3 227,900.00 SH DEFINED 227,900 HEALTHSOUTH CORP SBCV3.35 421924AF8 3,920.00 2,3 4,000,000.00 PRN DEFINED 109,200 HEALTHSOUTH CORP. COM 421924101 7,993.75 2,3 625,000.00 SH DEFINED 625,000 HEARST-ARGYLE TELEVISION INC COM 422317107 3,720.75 1,2,3 165,000.00 SH DEFINED 165,000 HERCULES INC COM 427056106 911.76 2,3 78,600.00 SH DEFINED 78,600 HEWLETT-PACKARED CO COM 428236103 935.14 1,3 61,200.00 SH DEFINED 61,200 HOME DEPOT COM 437076102 2,313.99 1,3 63,000.00 SH DEFINED 63,000 HOUSEHOLD INTL INC COM 441815107 7,952.00 1,2,3 160,000.00 SH DEFINED 160,000 IDEC PHARMACEUTICALS CORP COM 449370105 1,208.85 1,2,3 34,100.00 SH DEFINED 34,100 IMC GLOBAL INC COM 449669100 833.75 2,3 66,700.00 SH DEFINED 66,700 INGERSOLL RAND CO CL A G4776G101 1,369.80 2,3 30,000.00 SH DEFINED 30,000 INSITUFORM TECHNOLOGIES-CL A 457667103 148.26 2,3 7,000.00 SH DEFINED 7,000 INSWEB CORPORATION COM 45809K202 252.04 2,3 112,019.50 SH DEFINED 112,020 INTEL CORP COM 458140100 1,446.98 1,3 79,200.00 SH DEFINED 79,200 INTERNATIONAL BUS MACHINE COM 459200101 16,416.00 1,2,3 228,000.00 SH DEFINED 228,000 INTERNATIONAL PAPER CO. COM 460146103 4,358.00 2,3 100,000.00 SH DEFINED 100,000 INTERSTATE BAKERIES COM 46072H108 232.48 1,3 8,050.00 SH DEFINED 8,050 INTL RECTIFIER CORP COM 460254105 376.04 1,3 12,900.00 SH DEFINED 12,900 IONICS INC COM 462218108 1,697.50 2,3 70,000.00 SH DEFINED 70,000 IPC HOLDINGS LTD ORD G4933P101 1,060.50 1,3 34,725.00 SH DEFINED 34,725 IVAX CORP COM 465823102 653.67 1,3 60,525.00 SH DEFINED 60,525 IVAX CORP SRSBNTCV 465823AD4 1,953.00 1,3 2,400,000.00 PRN DEFINED 80,754 JOHNSON & JOHNSON COM 478160104 2,108.17 1,2,3 40,340.00 SH DEFINED 40,340 KELLWOOD CO COM 488044108 364.81 1,3 11,225.00 SH DEFINED 11,225 KENNAMETAL INC COM 489170100 366.00 1,3 10,000.00 SH DEFINED 10,000 KERR MC GEE CORP COM 492386107 7,497.00 1,2,3 140,000.00 SH DEFINED 140,000 KEY3MEDIA GROUP COM 49326R104 17.92 1,3 38,950.00 SH DEFINED 38,950 KEYSPAN CORP COM 49337W100 564.75 2,3 15,000.00 SH DEFINED 15,000 KINDRED HEALTHCARE INC COM 494580103 13.96 2,3 314.00 SH DEFINED 314 KULICKE & SOFFA SUBCV5.75 501242AE1 2,898.00 1,3 3,450,000.00 PRN DEFINED 150,657 KULICKE & SOFFA COM 501242101 1,305.91 1,3 105,400.00 SH DEFINED 105,400 L-3 COMMUNICATIONS CORP COM 502424104 4,845.96 1,3 89,740.00 SH DEFINED 89,740 LABORATORY CRP AMER HLDGS COMNEW 50540R409 8,783.06 1,2,3 192,400.00 SH DEFINED 192,400 LAMAR ADVERTISIN NTCV5.25 512815AF8 2,844.52 1,3 2,800,000.00 PRN DEFINED 60,540 LAMAR ADVERTISING CO CL A 512815101 1,453.05 1,3 39,050.00 SH DEFINED 39,050 LATTICE SEMICOND SUBCV4.75 518415AC8 2,084.71 1,3 2,450,000.00 PRN DEFINED 118,243 LATTICE SEMICONDUCTOR COM 518415104 776.11 1,3 88,800.00 SH DEFINED 88,800 LEAR CORP COM 521865105 1,233.72 1,3 26,675.00 SH DEFINED 26,675 LEHMAN BROS HLDG FRNT 4/0 524908EC0 2,537.50 2,3 2,500,000.00 PRN DEFINED 26,016 LIBERTY MEDIA COMA 530718105 13,480.48 1,2,3 1,348,048.00 SH DEFINED 1,348,048 LINCOLN NATIONAL CORP IN COM 534187109 3,780.00 1,2,3 90,000.00 SH DEFINED 90,000 LOCKHEED MARTIN CORP COM 539830109 3,266.50 1,3 47,000.00 SH DEFINED 47,000 LONGVIEW FIBRE CO COM 543213102 538.82 2,3 57,200.00 SH DEFINED 57,200 LOWES COMPANIES NOTE.861 548661CG0 19,466.80 1,2,3 20,000,000.00 PRN DEFINED 344,240 LOWE'S COS INC COM 548661107 7,431.07 1,2,3 163,680.00 SH DEFINED 163,680 LUBRIZOL CORP COM 549271104 1,330.79 1,3 39,725.00 SH DEFINED 39,725 LUCENT TECHNOLOGIES COM 549463107 4,579.11 1,2,3 2,758,500.00 SH DEFINED 2,758,500 MARATHON OIL CORP COM 565849106 5,535.87 1,2,3 204,125.00 SH DEFINED 204,125 MAXTOR CORP COM 577729205 204.98 1,3 45,350.00 SH DEFINED 45,350 MBIA INC COM 55262C100 1,413.25 2,3 25,000.00 SH DEFINED 25,000 MEDTRONIC INC COM 585055106 6,127.55 1,3 143,000.00 SH DEFINED 143,000 MERRILL LYNCH NOTE 5/2 590188A65 14,187.60 1,2,3 28,000,000.00 PRN DEFINED 159,004 MERRILL LYNCH FRNT 3/1 590188A73 35,268.13 1,2,3 36,500,000.00 PRN DEFINED 504,477 MERRILL LYNCH & CO COM 590188108 4,803.30 1,2,3 118,600.00 SH DEFINED 118,600 METLIFE INC COM 59156R108 5,702.40 1,2,3 198,000.00 SH DEFINED 198,000 MICRON TECHNOLOGY INC COM 595112103 1,516.50 1,3 75,000.00 SH DEFINED 75,000 MICROSOFT CORP COM 594918104 3,008.50 1,3 55,000.00 SH DEFINED 55,000 MILACRON INC COM 598709103 433.15 1,3 42,675.00 SH DEFINED 42,675 MONSANTO CO COM 61166W101 563.82 1,3 31,675.00 SH DEFINED 31,675 MORGAN STANLEY INDIA INVEST COM 61745C105 530.06 2,3 57,366.00 SH DEFINED 57,366 MSDW ASIA PACIFIC FUND COM 61744U106 2,175.71 2,3 252,990.00 SH DEFINED 252,990 NABORS INDS INC DBCV 629568AF3 7,068.00 2,3 12,000,000.00 PRN DEFINED 84,894 NABORS INDUSTRIES INC COM 629568106 317.70 1,3 9,000.00 SH DEFINED 9,000 NACCO INDUSTRIES-CL A CL A 629579103 527.26 1,3 9,075.00 SH DEFINED 9,075 NATIONWIDE FINANCIAL SERV-A CL A 638612101 1,975.00 2,3 50,000.00 SH DEFINED 50,000 NEWHALL LAND & FARMING CO-LP DEPREC 651426108 3,536.00 2,3 110,500.00 SH DEFINED 110,500 NEWMONT MINING CORP HLDG CO COM 651639106 1,711.45 2,3 65,000.00 SH DEFINED 65,000 NEWS AMER INC NOTE 652482AZ3 33,115.52 1,2,3 70,300,000.00 PRN DEFINED 854,025 NEWS CORP LTD -SPONS ADRNEW 652487703 458.60 2,3 20,000.00 SH DEFINED 20,000 NIKE INC CL B CL B 654106103 1,877.75 1,3 35,000.00 SH DEFINED 35,000 NORFOLK SOUTHERN CORP. COM 655844108 13,209.70 2,3 565,000.00 SH DEFINED 565,000 NORTH FORK BANCORP COM 659424105 3,981.00 2,3 100,000.00 SH DEFINED 100,000 NVIDIA CORP COM 67066G104 625.35 1,3 36,400.00 SH DEFINED 36,400 NVIDIA CORP SBNTCV4.75 67066GAA2 1,849.73 1,3 2,250,000.00 PRN DEFINED 48,538 OGDEN CORP SDCV 6.0% 6/0 676346AC3 687.50 2,3 2,500,000.00 PRN DEFINED 63,976 OLD REPUBLIC INTL CORP COM 680223104 8,089.20 1,2,3 256,800.00 SH DEFINED 256,800 OMNICOM GROUP COM 681919106 2,322.06 1,2,3 50,700.00 SH DEFINED 50,700 OMNICOM GROUP NOTE 681919AK2 8,340.12 2,3 9,000,000.00 PRN DEFINED 81,810 ON COMMAND COR- WTBEX 682160122 5.66 2,3 113,266.00 SH CALL DEFINED 113,266 PACIFICARE HEALTH SYSTEMS COM 695112102 377.40 1,3 13,875.00 SH DEFINED 13,875 PALL CORP COM 696429307 2,282.50 2,3 110,000.00 SH DEFINED 110,000 PATHMARK STORES INC COM 70322A101 13,814.67 2,3 734,432.00 SH DEFINED 734,432 PAYCHEX INC COM 704326107 17.52 2,3 560.00 SH DEFINED 560 PAYLESS SHOESOURCE INC COM 704379106 1,634.38 1,3 28,350.00 SH DEFINED 28,350 PEABODY ENERGY CORP COM 704549104 1,981.00 1,3 70,000.00 SH DEFINED 70,000 PEPSI BOTTLING GRP INC COM 713409100 6,160.00 2,3 200,000.00 SH DEFINED 200,000 PEPSICO INCORPORATED COM 713448108 3,952.40 1,3 82,000.00 SH DEFINED 82,000 PERFORMANCE FOOD SUBNTCV5.5 713755AA4 3,263.00 1,3 2,600,000.00 PRN DEFINED 78,907 PERFORMANCE FOOD GRP CO COM 713755106 2,202.59 1,3 65,050.00 SH DEFINED 65,050 PFIZER INC COM 717081103 5,705.00 1,3 163,000.00 SH DEFINED 163,000 PHARMACIA CORPORATION COM 71713U102 2,628.99 2,3 70,200.00 SH DEFINED 70,200 PHILLIPS PETROLEUM CO COM 718507106 674.18 1,3 11,450.00 SH DEFINED 11,450 PHOENIX COMPANIES INC COM 71902E109 2,128.60 2,3 116,000.00 SH DEFINED 116,000 PIONEER STANDARD ELECTR COM 723877106 513.01 1,3 49,375.00 SH DEFINED 49,375 PLUM CREEK TIMBER CO COM 729251108 1,535.00 2,3 50,000.00 SH DEFINED 50,000 PPL CORPORATION COM 69351T106 992.40 2,3 30,000.00 SH DEFINED 30,000 PRECISION DRILLING CORP COM 74022D100 1,153.37 1,3 33,200.00 SH DEFINED 33,200 PREMCOR INC. COM 74045Q104 72.02 2,3 2,800.00 SH DEFINED 2,800 PRESIDENTIAL LIFE CORP COM 740884101 166.72 1,3 8,225.00 SH DEFINED 8,225 PRIME HOSPITALITY CORP COM 741917108 82.81 2,3 6,375.00 SH DEFINED 6,375 PROSPECT STREET INCOME SH COM 743590101 1,016.08 2,3 161,282.86 SH DEFINED 161,283 PROVINCE HEALTHC SBNTCV4.5 743977AC4 1,947.13 1,3 1,850,000.00 PRN DEFINED 69,957 PROVINCE HEALTHCARE CO COM 743977100 1,086.70 1,3 48,600.00 SH DEFINED 48,600 PRUDENTIAL FINANCIAL COM 744320102 2,401.92 2,3 72,000.00 SH DEFINED 72,000 PUBLIC SVC CO N MEX COM 69349H107 446.49 1,3 18,450.00 SH DEFINED 18,450 PULTE CORP COM 745867101 11,266.08 1,2,3 196,000.00 SH DEFINED 196,000 QUALCOMM INC COM 747525103 1,786.85 1,3 65,000.00 SH DEFINED 65,000 QUANTUM CORP DLT & STORAGE COM DSSG 747906204 497.70 1,3 118,500.00 SH DEFINED 118,500 QWEST COMMUNICATIONS INTL COM 749121109 980.00 2,3 350,000.00 SH DEFINED 350,000 R.H. DONNELLEY CORP COMNEW 74955W307 478.29 1,3 17,100.00 SH DEFINED 17,100 RADIAN GROUP INC COM 750236101 671.69 1,3 13,750.00 SH DEFINED 13,750 RAYTHEON COMPANY COMNEW 755111507 1,525.68 1,2,3 37,440.00 SH DEFINED 37,440 REGENERON PHARM NOTE 5.5 75886FAB3 2,054.00 2,3 2,600,000.00 PRN DEFINED 85,947 REPUBLIC BANCORP COM 760282103 447.53 1,3 29,955.00 SH DEFINED 29,955 RESMED INC COM 761152107 423.36 1,3 14,400.00 SH DEFINED 14,400 RESMED INC NOTE 4.0% 6/2 761152AB3 1,199.88 1,3 1,450,000.00 PRN DEFINED 23,927 SARA LEE CORP COM 803111103 1,066.06 1,3 51,650.00 SH DEFINED 51,650 SCANA CORP COM 80589M102 1,994.85 2,3 64,621.00 SH DEFINED 64,621 SCHLUMBERGER LIMITED COM 806857108 2,724.90 1,3 58,600.00 SH DEFINED 58,600 SEMTECH CORP COM 816850101 1,150.77 1,3 43,100.00 SH DEFINED 43,100 SEMTECH CORP SBNTCV4.5 816850AD3 2,273.28 1,3 2,400,000.00 PRN DEFINED 56,832 SENIOR HOUSING PROP TRUST SHINT 81721M109 471.00 2,3 30,000.00 SH DEFINED 30,000 SERVICEMASTER COMPANY COM 81760N109 1,032.43 1,3 75,250.00 SH DEFINED 75,250 SHERWIN WILLIAMS CO COM 824348106 686.89 1,3 22,950.00 SH DEFINED 22,950 SIRIUS SATELLITE RADIO COM 82966U103 6,102.66 2,3 1,619,172.00 SH DEFINED 1,619,172 SIZELER PROP INV SDCV 9.0% 7/1 830137AC9 4,000.00 2,3 4,000,000.00 PRN DEFINED 363,636 SOUTHTRUST CORP COM 844730101 400.29 1,3 15,325.00 SH DEFINED 15,325 SOUTHWEST AIR CO COM 844741108 323.20 1,3 20,000.00 SH DEFINED 20,000 SPANISH BROADCASTING SYS CLA 846425882 2,448.00 2,3 244,800.00 SH DEFINED 244,800 SPRINT CORP-FON GROUP COMFON 852061100 212.20 2,3 20,000.00 SH DEFINED 20,000 SPRINT CORP-PCS GROUP PCSCOM1 852061506 6,283.16 1,2,3,4 1,405,628.00 SH DEFINED 1,405,628 STAR GAS PARTNER SRSBUN 85512C204 302.52 2,3 29,229.00 SH DEFINED 29,229 STARBUCKS CORP COM 855244109 1,739.50 1,3 70,000.00 SH DEFINED 70,000 STEIN MART INC COM 858375108 148.08 1,3 12,475.00 SH DEFINED 12,475 SUNOCO INC COM 86764P109 3,206.70 2,3 90,000.00 SH DEFINED 90,000 TECH DATA CORP COM 878237106 4,053.74 1,2,3 107,100.00 SH DEFINED 107,100 TEEKAY SHIPPING CORP COM Y8564W103 7,400.46 1,2,3 200,500.00 SH DEFINED 200,500 TEJON RANCH COM 879080109 1,215.98 2,3 37,300.00 SH DEFINED 37,300 TELLABS INC COM 879664100 632.56 1,3 102,025.00 SH DEFINED 102,025 TENET HEALTHCARE CORP COM 88033G100 500.85 1,3 7,000.00 SH DEFINED 7,000 TJX COS INC NOTE 872540AL3 9,017.32 1,2,3 11,800,000.00 PRN DEFINED 385,471 TJX COS. INC. NEW COM 872540109 4,435.78 1,2,3 226,200.00 SH DEFINED 226,200 TRANSOCEAN SEDCO DBCV 893830AA7 3,037.50 2,3 5,000,000.00 PRN DEFINED 40,783 TRAVELERS PPTY CASUALT- CL A 89420G109 708.00 1,2,3 40,000.00 SH DEFINED 40,000 TRENWICK GROUP LTD COM G9032C109 27,805.50 2,3 3,707,400.00 SH DEFINED 3,707,400 TRIBUNE CO NEW COM 896047107 3,915.00 1,3 90,000.00 SH DEFINED 90,000 TRINITY INDUSTRIES COM 896522109 306.14 1,3 14,775.00 SH DEFINED 14,775 TRIZEC PROPERTIES INC COM 89687P107 1,018.77 1,3 60,425.00 SH DEFINED 60,425 TYCO INTERNATIONAL LTD COM 902124106 226.29 1,3 16,750.00 SH DEFINED 16,750 UNION PACIFIC COM 907818108 1,227.63 1,3 19,400.00 SH DEFINED 19,400 UNITED PARCEL SERVICE CL B 911312106 2,747.88 1,3 44,500.00 SH DEFINED 44,500 UNIVERSAL CORP-VA COM 913456109 458.75 1,3 12,500.00 SH DEFINED 12,500 UNOCAL CORP COM 915289102 923.50 2,3 25,000.00 SH DEFINED 25,000 US BANCORP COM 902973304 2,101.50 1,2,3 90,000.00 SH DEFINED 90,000 USFREIGHTWAYS CORP COM 916906100 481.90 1,3 12,725.00 SH DEFINED 12,725 VALERO ENERGY CORP COM 91913Y100 7,858.20 1,2,3 210,000.00 SH DEFINED 210,000 VEECO INSTRUMENTS INC. COM 922417100 500.33 1,3 21,650.00 SH DEFINED 21,650 VENATOR GROUP NOTE5.5 922944AB9 2,825.00 1,3 2,500,000.00 PRN DEFINED 158,168 VENTAS INC COM 92276F100 2,585.06 1,2,3 202,750.00 SH DEFINED 202,750 VIAD CORP COM 92552R109 954.20 1,3 36,700.00 SH DEFINED 36,700 VISHAY INTERTECHNOLOGY COM 928298108 494.19 1,3 22,463.00 SH DEFINED 22,463 WAL MART STORES INC COM 931142103 3,548.15 1,3 64,500.00 SH DEFINED 64,500 WASHINGTON MUTUAL INC COM 939322103 1,186.59 1,3 31,975.00 SH DEFINED 31,975 WELLS FARGO & COMPANY COM 949746101 5,006.00 1,3 100,000.00 SH DEFINED 100,000 WEYERHAEUSER COMPANY COM 962166104 319.25 1,3 5,000.00 SH DEFINED 5,000 WILLIAMS COS INC COM 969457100 13.85 3,4 2,312.00 SH DEFINED 2,312 WILSONS THE LEATHER EXPERTS COM 972463103 232.05 1,3 16,575.00 SH DEFINED 16,575 WORLDCOM INC-WORLDCOM GRP COM 98157D106 128.36 1,3 154,650.00 SH DEFINED 154,650 XL CAPITAL LTD-CLASS A CL A G98255105 550.55 1,3 6,500.00 SH DEFINED 6,500 YOUNG BROADCASTING INC- CL A 987434107 1,180.59 1,2,3 66,400.00 SH DEFINED 66,400
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