-----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, D3D+aTTjEvA3FO0jlWpDnkqlfksmwS2khFxFnJt68eDnqSyVR09tTTm6l6JnAcqk RX9c0Th2gWKyNZKX4fYDJg== 0000950137-99-003064.txt : 19990817 0000950137-99-003064.hdr.sgml : 19990817 ACCESSION NUMBER: 0000950137-99-003064 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990816 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: SEC FILE NUMBER: 028-00346 FILM NUMBER: 99691605 BUSINESS ADDRESS: STREET 1: CNA PLZ CITY: CHICAGO STATE: IL ZIP: 60685 BUSINESS PHONE: 3128225000 MAIL ADDRESS: STREET 1: CNA PLAZA CITY: CHICAGO STATE: IL ZIP: 60685 13F-HR 1 FORM 13F HOLDING REPORT 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: JUNE 30, 1999 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: CNAF Address: CNA Plaza Chicago, IL 60685 Form 13F File Number: 28-217 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: Tim Scott Title: Counsel Phone: (312) 822 4979 Signature, Place, and Date of Signing: /s/ TIM SCOTT Chicago, IL August 6, 1999 - -------------------------------------------------------------------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 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: [If there are no entries in this list, omit this section.] I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 Form 13F File Number Name 28-_____________ _________________________________________ [Repeat as necessary.] 2 Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 251 Form 13F Information Table Value Total: $2,800,111 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-386 CONTINENTAL ASSURANCE COMPANY 2 28-387 CONTINENTAL CASUALTY COMPANY 3 28-217 LOEWS CORPORATION 4 28-172 THE CONTINENTAL CORP. 3 13F - Transmission Sheet FORM 13F 6/30/99 NAME OF REPORTING MANAGER: CNAF
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PRN CALL DSCRETN - ------------------------------------------------------------------------------------------------------------------------------------ ACNIELSEN CORP COM 004833109 454 15,000 SH DEFINED ACX TECHNOLOGIES COM 005123104 0 2 SH DEFINED ADVANTICA RESTAURANT GROUP COM 00758B109 13,326 3,877,287 SH DEFINED AFFIL COMPUTER SB NT CV 4%05 008190AD2 5,618 4,220,000 PRN DEFINED AGNICO-EAGLE MINES LTD COM 008474108 1,701 275,000 SH DEFINED AGRIUM INC COM 008916108 47 5,400 SH DEFINED ALLIANCE FOREST PRODUCTS COM 01859J108 18 1,500 SH DEFINED ALLIN COMMUNICATIONS CORP COM 019924109 1,020 340,000 SH DEFINED ALLTEL CORP COM 020039103 14,325 200,352 SH DEFINED ALPHARMA INC SB NT CV 5.75%05 020813AB7 5,542 4,060,000 PRN DEFINED ALTIVA FINANCIAL CORP COM NEW 021497300 144 32,000 SH DEFINED AMERADA HESS COM 023551104 1,488 25,000 SH DEFINED AMERICA ONLINE INC COM 02364J104 1,658 15,000 SH DEFINED AMERICA WEST HOLDINGS CL B 023657208 402 21,278 SH DEFINED AMERICAN BUSINESS FINL SVCS COM 02476B106 292 23,850 SH DEFINED AMERICAN CAPITAL STRATEGIES COM 024937104 2,966 162,500 SH DEFINED AMERICAN EXPRESS COM 025816109 3,904 30,000 SH DEFINED AMERICAN HOME PRODUCTS COM 026609107 3,105 54,000 SH DEFINED AMERICAN INTL GROUP INC COM 026874107 856 7,302 SH DEFINED AMR CORP COM 001765106 2,389 35,000 SH DEFINED ANHEUSER BUSCH CO COM 035229103 3,554 50,100 SH DEFINED ANTEC CORP SB NT CV 144A 03 03664PAA3 3,251 2,250,000 PRN DEFINED ANTEC CORP SUB NT CV 4.5%03 03664PAB1 7,405 5,000,000 PRN DEFINED APPLIED MATERIALS INC. COM 038222105 7,432 100,600 SH DEFINED ARCHER DANIELS COM 039483102 5,808 376,265 SH DEFINED ARGUSS HOLDINGS INC COM 040282105 6,153 324,912 SH DEFINED ASHANTI GOLDFIELDS-SPONS GDR GLOB DEP RCPT 043743202 1,984 286,000 SH DEFINED ASTORIA FINANCIAL CORP COM 046265104 395 9,000 SH DEFINED AT & T CORPORATION COM 001957109 19,991 358,177 SH DEFINED AUTOTOTE CORP-CLASS A CL A 053323101 1,585 667,503 SH DEFINED AVIRON SB NT CV 5.75%05 053762AC4 475 500,000 PRN DEFINED BAKER HUGHES INC SR LYON ZERO 08 057224AH0 2,553 3,404,000 PRN DEFINED BANGOR HYDRO-ELECTRIC CO COM 060077104 108 6,700 SH DEFINED BANK UNITED CORP-CL A CL A 065412108 2,813 70,000 SH DEFINED BARRICK GOLD CORP COM 067901108 1,952 101,500 SH DEFINED BAYCORP HOLDINGS LTD COM 072728108 4,007 667,842 SH DEFINED BCE INC. COM 05534B109 126 2,600 SH DEFINED BUCKHEAD AMERICA CORP COM 11835A105 121 21,579 SH DEFINED BUILDING ONE SERVICES CORP COM 120114103 759 54,718 SH DEFINED CALIFORNIA COASTAL COMM INC COM 129915104 3,256 449,158 SH DEFINED CANADIAN IMPERIAL BANK COMM COM 136069101 86 3,600 SH DEFINED CANADIAN NATL RAILWAY CO COM 136375102 8 112 SH DEFINED CANADIAN OCCIDENTAL PETE LTD COM 136420106 35 2,200 SH DEFINED CARDINAL HEALTH INC. COM 14149Y108 5,074 79,125 SH DEFINED CATELLUS DEVELOPMENT CORP COM 149111106 1,643 107,724 SH DEFINED CENTRAL GARDEN SUB NT CONV 6%03 153527AC0 2,941 3,770,000 PRN DEFINED CHECKPOINT SYS SDBCV144A5.25%05 162825AA1 2,835 3,730,000 PRN DEFINED CISCO SYSTEMS INC COM 17275R102 10,455 162,100 SH DEFINED OTHER VOTING AUTHORITY NAME OF ISSUER MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------- ACNIELSEN CORP 3 15,000 - - ACX TECHNOLOGIES 3,4 2 - - ADVANTICA RESTAURANT GROUP 2,3 3,877,287 - - AFFIL COMPUTER 1,3 - - - AGNICO-EAGLE MINES LTD 2,3 275,000 - - AGRIUM INC 3,4 5,400 - - ALLIANCE FOREST PRODUCTS 3,4 1,500 - - ALLIN COMMUNICATIONS CORP 2,3 340,000 - - ALLTEL CORP 2,3,4 200,352 - - ALPHARMA INC 1,3 - - - ALTIVA FINANCIAL CORP 2,3 32,000 - - AMERADA HESS 2,3 25,000 - - AMERICA ONLINE INC 1,3 15,000 - - AMERICA WEST HOLDINGS 1,3 21,278 - - AMERICAN BUSINESS FINL SVCS 2,3 23,850 - - AMERICAN CAPITAL STRATEGIES 2,3 162,500 - - AMERICAN EXPRESS 1,3 30,000 - - AMERICAN HOME PRODUCTS 1,3 54,000 - - AMERICAN INTL GROUP INC 2,3 7,302 - - AMR CORP 2,3 35,000 - - ANHEUSER BUSCH CO 1,2,3 50,100 - - ANTEC CORP 2,3 - - - ANTEC CORP 1,3 - - - APPLIED MATERIALS INC. 1,3,4 100,600 - - ARCHER DANIELS 3 376,265 - - ARGUSS HOLDINGS INC 2,3 324,912 - - ASHANTI GOLDFIELDS-SPONS GDR 2,3 286,000 - - ASTORIA FINANCIAL CORP 3 9,000 - - AT & T CORPORATION 1,2,3 358,177 - - AUTOTOTE CORP-CLASS A 2,3 667,503 - - AVIRON 3 - - - BAKER HUGHES INC 2,3 - - - BANGOR HYDRO-ELECTRIC CO 2,3 6,700 - - BANK UNITED CORP-CL A 1,3 70,000 - - BARRICK GOLD CORP 2,3,4 101,500 - - BAYCORP HOLDINGS LTD 1,2,3 667,842 - - BCE INC. 3,4 2,600 - - BUCKHEAD AMERICA CORP 2,3 21,579 - - BUILDING ONE SERVICES CORP 2,3 54,718 - - CALIFORNIA COASTAL COMM INC 2,3 449,158 - - CANADIAN IMPERIAL BANK COMM 3,4 3,600 - - CANADIAN NATL RAILWAY CO 1,3 112 - - CANADIAN OCCIDENTAL PETE LTD 3,4 2,200 - - CARDINAL HEALTH INC. 1,3 79,125 - - CATELLUS DEVELOPMENT CORP 2,3 107,724 - - CENTRAL GARDEN 1,3 - - - CHECKPOINT SYS 1,3 - - - CISCO SYSTEMS INC 1,3,4 162,100 - -
Page 1 4 13F - Transmission Sheet CITIGROUP INC COM 172967101 4,560 96,000 SH DEFINED CNA INCOME SHARES INC COM 126119106 1,174 115,906 SH DEFINED CNA SURETY CORPORATION COM 12612L108 414,913 27,096,347 SH DEFINED COCA COLA CO COM 191216100 422 6,800 SH DEFINED COLUMBIA HCA HEALTHCARE CORP COM 197677107 1,027 45,000 SH DEFINED COMCAST CORP CL A SPL CL A SPL 200300200 19,411 505,000 SH DEFINED COMMUNICATION INTELLIGENCE COM 20338K106 1,078 750,000 SH DEFINED COX COMMUNICATIONS INC-CL A CL A 224044107 810 22,000 SH DEFINED CRESCENT REAL ESTATE EQT CO COM 225756105 2,256 95,000 SH DEFINED CROWN RESOURCE CORP/COLO COM 228569109 815 501,400 SH DEFINED CYANOTECH CORP NEW COM NEW 232437202 488 433,486 SH DEFINED DELL COMPUTER CORP COM 247025109 1,606 43,400 SH DEFINED DELPHI INFORMATION SYSTEMS COM NEW 247171200 3,049 304,924 SH DEFINED DONALDSON LUFKIN & JENRETTE COM DLJ 257661108 904 15,000 SH DEFINED EAST-WEST BANCORP INC. COM 27579R104 20,124 2,000,000 SH DEFINED EASTERN UTILITIES ASSOC COM 277173100 2,977 102,200 SH DEFINED ECOLAB INC COM 278865100 52 1,200 SH DEFINED ELAN CORP PLC -SPONS ADR ADR 284131208 1,110 40,000 SH DEFINED EMC CORP SB NT CV 3.25%02 26865YAA2 9,888 2,000,000 PRN DEFINED EMC CORPORATION COM 268648102 5,500 100,000 SH DEFINED EMMIS COMMUNICATIONS CORPORATION CL A 291525103 988 20,000 SH DEFINED ENGEL GENERAL DEVELOPERS ORD M40515104 270 120,000 SH DEFINED ENRON CORP COM 293561106 7,317 89,500 SH DEFINED EQUITABLE RESOURCES INC COM 294549100 4,153 110,000 SH DEFINED EQUITY OFFICE PROPERTIES TRUST PFD CV B 5.25% 294741509 3,708 87,000 SH DEFINED ESTEE LAUDER COMPANIES CL A 518439104 50 1,000 SH DEFINED EXIGENT INTERNATIONAL INC COM 302056106 1 125 SH DEFINED EXIGENT INTERNATIONAL INC-WT WT EAP 013000 302056114 0.25 200 SH CALL DEFINED FIRST ALLIANCE CORP COM 317936102 902 262,500 SH DEFINED FIRST DATA CORP COM 319963104 3,670 75,000 SH DEFINED FRIEDMAN BILLINGS RAMSEY-A CL A 358433100 606 51,000 SH DEFINED GENERAL COMMUNICATION -CL A CL A 369385109 54 7,913 SH DEFINED GENERAL ELECTRIC CO COM 369604103 5,469 48,400 SH DEFINED GILLETTE CO. COM 375766102 3,928 95,800 SH DEFINED GLAMIS GOLD LTD SV COM 376775102 2,829 1,508,640 SH DEFINED GLENBOROUGH REALTY TRUST INC COM 37803P105 70 4,000 SH DEFINED GLOBAL CROSSING LTD COM G3921A100 1,553,372 36,442,735 SH DEFINED GOLD RESERVE INC COMMON STOCK CL A 38068N108 1,219 1,114,950 SH DEFINED GOLD STANDARD INC COM PAR $0.001 380724302 135 82,813 SH DEFINED GOLDCORP INC-CL A CL A SUB VTG 380956102 1,350 275,000 SH DEFINED GOLDEN STATE BANCORP COM 381197102 2,882 128,100 SH DEFINED GOLDMAN SACHS GROUP INC COM 38141G104 94 1,300 SH DEFINED GREENPOINT FINANCIAL CORP COM 395384100 1,680 51,200 SH DEFINED GREENSTONE RESOURCES COM 39573W104 128 821,500 SH DEFINED HAYES LEMMERZ INTL INC COM COM 420781106 8,357 284,500 SH DEFINED HEALTHSOUTH CORP SB DB CV 3.25%03 421924AF8 5,070 6,000,000 PRN DEFINED HEALTHSOUTH CORP. COM 421924101 1,488 100,000 SH DEFINED HEWLET-PACKARD SB LYON ZERO 17 428236AC7 30,929 47,400,000 PRN DEFINED HEWLETT-PACK FIN SBLYON144AZERO17 428236AA1 9,469 15,000,000 PRN DEFINED HOME DEPOT COM 437076102 2,178 33,800 SH DEFINED HOMESTAKE MINING CO COM 437614100 1,487 181,639 SH DEFINED HORIZON GROUP PROPERTIES INC COM 44041U102 2 630 SH DEFINED HUMANA INC. COM 444859102 1,941 150,000 SH DEFINED HYPERION TELECOMM INC-CL A CL A 44914K306 1,333 70,882 SH DEFINED CITIGROUP INC 1,3 96,000 - - CNA INCOME SHARES INC 2,3 115,906 - - CNA SURETY CORPORATION 2,3,4 27,096,347 - - COCA COLA CO 3,4 6,800 - - COLUMBIA HCA HEALTHCARE CORP 2,3 45,000 - - COMCAST CORP CL A SPL 1,2,3 505,000 - - COMMUNICATION INTELLIGENCE 2,3 750,000 - - COX COMMUNICATIONS INC-CL A 3,4 22,000 - - CRESCENT REAL ESTATE EQT CO 2,3 95,000 - - CROWN RESOURCE CORP/COLO 2,3 501,400 - - CYANOTECH CORP NEW 3,4 433,486 - - DELL COMPUTER CORP 3,4 43,400 - - DELPHI INFORMATION SYSTEMS 3,4 304,924 - - DONALDSON LUFKIN & JENRETTE 2,3 15,000 - - EAST-WEST BANCORP INC. 2,3 2,000,000 - - EASTERN UTILITIES ASSOC 2,3 102,200 - - ECOLAB INC 3 1,200 - - ELAN CORP PLC -SPONS ADR 1,3 40,000 - - EMC CORP 1,2,3 - - - EMC CORPORATION 1,3 100,000 - - EMMIS COMMUNICATIONS CORPORATION 1,3 20,000 - - ENGEL GENERAL DEVELOPERS 2,3 120,000 - - ENRON CORP 1,3,4 89,500 - - EQUITABLE RESOURCES INC 2,3 110,000 - - EQUITY OFFICE PROPERTIES TRUST 2,3 87,000 - - ESTEE LAUDER COMPANIES 2,3 1,000 - - EXIGENT INTERNATIONAL INC 1,3 125 - - EXIGENT INTERNATIONAL INC-WT 1,3 - - - FIRST ALLIANCE CORP 2,3 262,500 - - FIRST DATA CORP 1,3 75,000 - - FRIEDMAN BILLINGS RAMSEY-A 2,3 51,000 - - GENERAL COMMUNICATION -CL A 1,3 7,913 - - GENERAL ELECTRIC CO 1,3 48,400 - - GILLETTE CO. 1,3,4 95,800 - - GLAMIS GOLD LTD SV 2,3 1,508,640 - - GLENBOROUGH REALTY TRUST INC 2,3 4,000 - - GLOBAL CROSSING LTD 2,3 36,442,735 - - GOLD RESERVE INC COMMON STOCK 2,3 1,114,950 - - GOLD STANDARD INC 2,3 82,813 - - GOLDCORP INC-CL A 2,3 275,000 - - GOLDEN STATE BANCORP 2,3 128,100 - - GOLDMAN SACHS GROUP INC 3,4 1,300 - - GREENPOINT FINANCIAL CORP 2,3 51,200 - - GREENSTONE RESOURCES 2,3 821,500 - - HAYES LEMMERZ INTL INC COM 2,3 284,500 - - HEALTHSOUTH CORP 2,3 - - - HEALTHSOUTH CORP. 2,3 100,000 - - HEWLET-PACKARD 2,3 - - - HEWLETT-PACK FIN 2,3 - - - HOME DEPOT 3,4 33,800 - - HOMESTAKE MINING CO 2,3 181,639 - - HORIZON GROUP PROPERTIES INC 2,3 630 - - HUMANA INC. 2,3 150,000 - - HYPERION TELECOMM INC-CL A 2,3 70,882 - -
Page 2 5 13F - Transmission Sheet ILLINOIS TOOL WORKS INC COM 452308109 4,248 51,800 SH DEFINED IMPERIAL CREDIT COMMERCIAL COM 45272T102 1,622 150,000 SH DEFINED IMPERIAL OIL LTD-CO. PERTOLINE COM NEW 453038408 62 3,300 SH DEFINED INCO LTD COM 453258402 23 1,300 SH DEFINED INTEL CORP COM 458140100 4,379 73,600 SH DEFINED INTERMEDIA COMMUNICATIONS COM 458801107 2,650 88,324 SH DEFINED INTERNATIONAL BUSINESS MACHINE COM 459200101 12,124 93,800 SH DEFINED JPS INDUSTRIES INC COM 46624E405 1,520 419,243 SH DEFINED K N ENERGY INC COM 482620101 1,338 100,000 SH DEFINED KANSAS CITY SOUTHERN INDS COM 485170104 1,857 29,100 SH DEFINED KELLEY OIL & GAS PFD CONV EXCH 487906208 623 127,721 SH DEFINED KEMPER INTERMEDIATE GOVT TRUST SH BEN INT 488413105 1,058 149,800 SH DEFINED KEYSTONE FINANCIAL INC COM 493482103 30 1,013 SH DEFINED KROGER COMPANY COM 501044101 5,593 200,200 SH DEFINED L-3 COMMUNICATIONS CORP COM 502424104 2,594 53,700 SH DEFINED LAIDLAW INC COM 50730K503 22 3,000 SH DEFINED LASALLE RE HOLDINGS ORD G5383Q101 24,231 1,425,354 SH DEFINED LIBERTY MEDIA COM LIB GRP A 001957208 10,328 281,024 SH DEFINED LIBERTY PROPERTY TRUST SH BEN INT 531172104 774 31,100 SH DEFINED LILLY (ELI) & CO. COM 532457108 1,275 17,800 SH DEFINED LORAL SPACE & COMMUNICATIONS COM G56462107 2,907 161,500 SH DEFINED LOWES CO INC COM 548661107 2,834 50,000 SH DEFINED LSI LOGIC SUB NT CV 144A04 502161AB8 4,044 2,500,000 PRN DEFINED LUCENT TECHNOLOGIES COM 549463107 958 14,200 SH DEFINED MACK-CALI REALTY CORP COM 554489104 124 4,000 SH DEFINED MACMILLAN BLOEDEL LTD. COM 554783209 18 1,000 SH DEFINED MAGNA INT'L INC SUB DEB CV 5%02 559222AE4 391 360,000 PRN DEFINED MAXIM INTEGRATED PRODUCTS COM 57772K101 665 10,000 SH DEFINED MCI WORLDCOM INC. COM 55268B106 7,245 84,000 SH DEFINED MCKESSON HBOC INC COM 58155Q103 3,103 96,400 SH DEFINED MCLEODUSA INC-CL A COM 582266102 495 9,000 SH DEFINED MEDIAONE GROUP PFD CV SER D 58440J203 164 1,095 SH DEFINED MEDIAONE GROUP, INC COM 58440J104 21,007 282,449 SH DEFINED MEDTRONIC INC COM 585055106 4,673 60,000 SH DEFINED MELLON BANK CORP COM 585509102 473 13,000 SH DEFINED MERIDIAN GOLD INC COM 589975101 1,240 265,000 SH DEFINED MERRILL LYNCH & CO INC COM 590188108 763 9,600 SH DEFINED MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 1,125 144,037 SH DEFINED MICROSOFT CORP COM 594918104 4,185 46,400 SH DEFINED MIRAGE RESORTS INC COM 60462E104 1,052 62,800 SH DEFINED MOLEX - CLASS A NON-VOTING CL A 608554200 3,654 115,995 SH DEFINED MONSANTO CO COM 611662107 3,293 83,500 SH DEFINED MORRISON KNUDSEN CORP-WTS WT ESP 031103 61844A117 0.1225 35 SH CALL DEFINED MOTOROLA INC COM 620076109 4,169 44,000 SH DEFINED MSDW ASIA PACIFIC FUND COM 61744U106 1,828 189,900 SH DEFINED MSDW INDIA INVESTMENT FUND COM 61745C105 1,234 127,400 SH DEFINED NABORS INDUSTRIES CONV/CALL SUB NOTE SUB NT CONV 5%06 629568AA4 3,884 2,853,000 PRN DEFINED NACCO INDS INC CL A CL A 629579103 1,257 17,100 SH DEFINED NATL AUSTRALIABK CAP UTS EXCHBL 632525309 13,465 443,300 SH DEFINED NATL DATA CORP SUB NT CONV 5%03 635621AA3 4,982 4,750,000 PRN DEFINED NATL SEMICONDUCT SBNTCV144A6.5%02 637640AA1 1,629 1,715,000 PRN DEFINED NETOPIA INC COM 64114K104 363 15,957 SH DEFINED NETWORK ACCESS SOLUTIONS CRP COM 64120S109 1,065 80,000 SH DEFINED NEXTEL COMMNS, INC CL A CL A 65332V103 284 5,661 SH DEFINED ILLINOIS TOOL WORKS INC 1,3 51,800 - - IMPERIAL CREDIT COMMERCIAL 2,3 150,000 - - IMPERIAL OIL LTD-CO. PERTOLINE 3,4 3,300 - - INCO LTD 3,4 1,300 - - INTEL CORP 1,3,4 73,600 - - INTERMEDIA COMMUNICATIONS 1,2,3 88,324 - - INTERNATIONAL BUSINESS MACHINE 2,3 93,800 - - JPS INDUSTRIES INC 2,3 419,243 - - K N ENERGY INC 2,3 100,000 - - KANSAS CITY SOUTHERN INDS 3,4 29,100 - - KELLEY OIL & GAS 2,3 127,721 - - KEMPER INTERMEDIATE GOVT TRUST 2,3 149,800 - - KEYSTONE FINANCIAL INC 3,4 1,013 - - KROGER COMPANY 1,3 200,200 - - L-3 COMMUNICATIONS CORP 1,3 53,700 - - LAIDLAW INC 3,4 3,000 - - LASALLE RE HOLDINGS 2,3 1,425,354 - - LIBERTY MEDIA 1,3 281,024 - - LIBERTY PROPERTY TRUST 2,3 31,100 - - LILLY (ELI) & CO. 1,3 17,800 - - LORAL SPACE & COMMUNICATIONS 1,3 161,500 - - LOWES CO INC 1,3 50,000 - - LSI LOGIC 1,3 - - - LUCENT TECHNOLOGIES 3,4 14,200 - - MACK-CALI REALTY CORP 2,3 4,000 - - MACMILLAN BLOEDEL LTD. 3,4 1,000 - - MAGNA INT'L INC 1,3 - - - MAXIM INTEGRATED PRODUCTS 3,4 10,000 - - MCI WORLDCOM INC. 1,3 84,000 - - MCKESSON HBOC INC 2,3 96,400 - - MCLEODUSA INC-CL A 3 9,000 - - MEDIAONE GROUP 3,4 1,095 - - MEDIAONE GROUP, INC 2,3,4 282,449 - - MEDTRONIC INC 1,3 60,000 - - MELLON BANK CORP 3 13,000 - - MERIDIAN GOLD INC 2,3 265,000 - - MERRILL LYNCH & CO INC 3,4 9,600 - - MICROCELL TELECOMMUNICATIONS 2,3 - - - MICROSOFT CORP 1,3,4 46,400 - - MIRAGE RESORTS INC 3,4 62,800 - - MOLEX - CLASS A NON-VOTING 1,3 115,995 - - MONSANTO CO 1,3,4 83,500 - - MORRISON KNUDSEN CORP-WTS 3,4 - - - MOTOROLA INC 1,3 44,000 - - MSDW ASIA PACIFIC FUND 2,3 189,900 - - MSDW INDIA INVESTMENT FUND 2,3 127,400 - - NABORS INDUSTRIES CONV/CALL SUB NOTE 1,3 - - - NACCO INDS INC CL A 2,3 17,100 - - NATL AUSTRALIABK 1,2,3 443,300 - - NATL DATA CORP 1,3 - - - NATL SEMICONDUCT 2,3 - - - NETOPIA INC 3,4 15,957 - - NETWORK ACCESS SOLUTIONS CRP 2,3 80,000 - - NEXTEL COMMNS, INC CL A 1,3 5,661 - -
Page 3 6 13F - Transmission Sheet NIAGARA MOHAWK HOLDINGS INC COM 653520106 2,758 171,700 SH DEFINED NINE WEST GROUP SUB NT CV 144A03 65440DAA0 179 180,000 PRN DEFINED NINE WEST GROUP -TENDER SUB NT CV 5.5%03 65440DAC6 3,743 3,950,000 PRN DEFINED NORTH FORK BANCORPORATION COM 659424105 1,953 91,350 SH DEFINED NOVA CHEMICALS CORP COM 66977W109 17 718 SH DEFINED OAK INDS-CALLED SB NT CV 144A 08 671400AJ8 5,387 4,200,000 PRN DEFINED OAK INDUSTRIES SB NT CV4.875%08 671400AL3 2,193 1,700,000 PRN DEFINED OMNICARE INC SUB DEB CV 5%07 681904AD0 2,881 3,920,000 PRN DEFINED ON COMMAND CORPORATION COM 682160106 6,212 352,480 SH DEFINED ON COMMAND CORPORATION- CLASS B WTS WT B EX 100703 682160122 800 123,130 SH CALL DEFINED ORBITAL SCIENCES SB NT CV 5%02 685564AC0 1,347 1,250,000 PRN DEFINED OWENS-ILL INC PFD CONV $.01 690768502 4,343 98,700 SH DEFINED OWENS-ILLINOIS INC COM NEW 690768403 6,381 195,200 SH DEFINED PAYCHEX INC COM 704326107 732 22,950 SH DEFINED PEGASUS COMMUNICATIONS CORP CL A 705904100 411 10,424 SH DEFINED PEPSI BOTTLING GROUP INC COM 713409100 4,625 200,000 SH DEFINED PEPSICO INCORPORATED COM 713448108 4,024 104,000 SH DEFINED PFIZER INC COM 717081103 6,673 60,800 SH DEFINED PIER 1 IMPORTS SB NT CV 5.75%03 720279AF5 6,282 4,500,000 PRN DEFINED PLACER DOME INC COM 725906101 9,713 831,252 SH DEFINED PLATINUM TECH SB NT CV 6.75%01 72764TAA9 3,867 1,850,000 PRN DEFINED POLICY MANAGEMENT SYSTEMS COEP COM 731108106 45,571 1,519,024 SH DEFINED POTASH CORP OF SASKATCHEWAN COM 73755L107 3,074 59,400 SH DEFINED POTOMAC ELECTRIC POWER COM 737679100 3,706 125,900 SH DEFINED PREMIER PARKS COM NEW 740540208 401 10,900 SH DEFINED PRENTISS PROPERTIES TRUST SH BEN INT 740706106 95 4,000 SH DEFINED PRICE (T. ROWE) ASSOCIATES COM 741477103 898 23,400 SH DEFINED PRIME HOSPITALITY CORP COM 741917108 77 6,375 SH DEFINED PRIME RETAIL INC COM 741570105 109 12,600 SH DEFINED PRISON REALTY TRUST INC COM 74264N105 4,237 431,800 SH DEFINED PROCTER & GAMBLE CO COM 742718109 5,364 60,100 SH DEFINED PROGRESSIVE CORP COM 743315103 1,320 9,100 SH DEFINED PROLOGIS TRUST SH BEN INT 743410102 81 4,000 SH DEFINED PUBLIC SERVICE CO OF N MEX COM 744499104 1,022 51,400 SH DEFINED QUINTILES TRANS SB NT CV 4.25%00 748767AC4 5,749 5,100,000 PRN DEFINED QWEST COMMUNICATIONS INTL COM 749121109 165 5,000 SH DEFINED RAYTHEON CO. COM CL B 755111408 3,730 53,000 SH DEFINED REYNOLDS METALS CO COM 761763101 7,818 132,500 SH DEFINED ROBERT HALF INTL INC COM 770323103 733 28,400 SH DEFINED SAFEWAY INC COM NEW 786514208 4,633 93,600 SH DEFINED SANTA FE INTERNATIONAL CORP ORD G7805C108 2,645 115,000 SH DEFINED SCHERING PLOUGH COM 806605101 7,155 135,000 SH DEFINED SCHLUMBERGER LIMITED COM 806857108 4,369 68,600 SH DEFINED SCHWAB(CHARLES) CORP COM 808513105 1,395 12,800 SH DEFINED SEAGATE TECHNOLOGY INC. COM 811804103 2,563 100,000 SH DEFINED SEARS ROEBUCK & COMPANY INC COM 812387108 8,244 185,000 SH DEFINED SEPRACOR INC COM 817315104 406 5,000 SH DEFINED SEPRACOR INC SB DB CV144A7%05 817315AF1 5,031 5,200,000 PRN DEFINED SIEBEL SYSTEMS INC COM 826170102 1,790 27,000 SH DEFINED SODEXHO MARRIOTT SERVICES COM 833793102 146 7,600 SH DEFINED SOLECTRON CORP COM 834182107 3,034 45,500 SH DEFINED SPEEDWAY MOTORSP SB DB CV 5.75%03 847788AC0 3,134 2,201,000 PRN DEFINED SPRINT CORP COM FON GROUP 852061100 4,851 91,856 SH DEFINED SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 41 714 SH DEFINED NIAGARA MOHAWK HOLDINGS INC 2,3 171,700 - - NINE WEST GROUP 2,3 - - - NINE WEST GROUP -TENDER 1,2,3 - - - NORTH FORK BANCORPORATION 2,3 91,350 - - NOVA CHEMICALS CORP 3,4 718 - - OAK INDS-CALLED 1,3 - - - OAK INDUSTRIES 1,3 - - - OMNICARE INC 1,3 - - - ON COMMAND CORPORATION 2,3 352,480 - - ON COMMAND CORPORATION- CLASS B WTS 2,3 - - - ORBITAL SCIENCES 1,3 - - - OWENS-ILL INC 2,3 98,700 - - OWENS-ILLINOIS INC 2,3 195,200 - - PAYCHEX INC 3,4 22,950 - - PEGASUS COMMUNICATIONS CORP 2,3 10,424 - - PEPSI BOTTLING GROUP INC 2,3 200,000 - - PEPSICO INCORPORATED 1,3 104,000 - - PFIZER INC 1,3,4 60,800 - - PIER 1 IMPORTS 1,3 - - - PLACER DOME INC 2,3,4 831,252 - - PLATINUM TECH 1,3 - - - POLICY MANAGEMENT SYSTEMS COEP 2,3 1,519,024 - - POTASH CORP OF SASKATCHEWAN 2,3 59,400 - - POTOMAC ELECTRIC POWER 2,3 125,900 - - PREMIER PARKS 3 10,900 - - PRENTISS PROPERTIES TRUST 2,3 4,000 - - PRICE (T. ROWE) ASSOCIATES 3,4 23,400 - - PRIME HOSPITALITY CORP 2,3 6,375 - - PRIME RETAIL INC 2,3 12,600 - - PRISON REALTY TRUST INC 2,3 431,800 - - PROCTER & GAMBLE CO 1,3,4 60,100 - - PROGRESSIVE CORP 3,4 9,100 - - PROLOGIS TRUST 2,3 4,000 - - PUBLIC SERVICE CO OF N MEX 2,3 51,400 - - QUINTILES TRANS 1,3 - - - QWEST COMMUNICATIONS INTL 3 5,000 - - RAYTHEON CO. COM 1,3 53,000 - - REYNOLDS METALS CO 2,3 132,500 - - ROBERT HALF INTL INC 3,4 28,400 - - SAFEWAY INC 1,3,4 93,600 - - SANTA FE INTERNATIONAL CORP 1,3 115,000 - - SCHERING PLOUGH 1,3 135,000 - - SCHLUMBERGER LIMITED 1,3 68,600 - - SCHWAB(CHARLES) CORP 3,4 12,800 - - SEAGATE TECHNOLOGY INC. 2,3 100,000 - - SEARS ROEBUCK & COMPANY INC 2,3 185,000 - - SEPRACOR INC 3 5,000 - - SEPRACOR INC 1,3 - - - SIEBEL SYSTEMS INC 3,4 27,000 - - SODEXHO MARRIOTT SERVICES 3,4 7,600 - - SOLECTRON CORP 2,3 45,500 - - SPEEDWAY MOTORSP 1,3 - - - SPRINT CORP 1,3,4 91,856 - - SPRINT CORP (PCS GROUP) 3,4 714 - -
Page 4 7 13F - Transmission Sheet STAR GAS PARTNER-SEN SUB UTS SR SUB UN LTD 85512C204 369 42,434 SH DEFINED STILLWATER MINING COMPANY COM 86074Q102 88 2,700 SH DEFINED STORAGE TECHNOLOGY /NEW/COM COM PAR $0.10 862111200 63 2,754 SH DEFINED SUN MICROSYSTEMS INC COM 866810104 3,031 44,000 SH DEFINED SUNBEAM CORP SRSDCV ZRO144A18 867071AA0 16,490 97,000,000 PRN DEFINED SUNRISE ASSISTED SUB NT CV 5.5%02 86768KAC0 5,195 4,650,000 PRN DEFINED TANDY CORP COM 875382103 3,421 70,000 SH DEFINED TECNOMATIX TECHNOLOGIES LTD ORD M8743P105 18 1,000 SH DEFINED TEEKAY SHIPPING CORP COM V89564104 4,588 260,300 SH DEFINED TELLABS INC COM 879664100 4,797 71,000 SH DEFINED TENNECO INC COM 88037E101 1,194 50,000 SH DEFINED TEXACO INC COM 881694103 9,980 160,000 SH DEFINED TEXAS INSTRUMENTS INCORPORATED COM 882508104 5,438 37,500 SH DEFINED TEXAS MICRO INC. COM 88255T103 911 121,495 SH DEFINED THOUSAND TRAILS, INC COM 885502104 708 159,660 SH DEFINED TIME WARNER INC COM 887315109 1,590 21,900 SH DEFINED TORONTO DOMINION BK NEW CDN$ COM NEW 891160509 118 2,600 SH DEFINED TOWER AUTOMOTIVE SB NT CV 5%04 891707AE1 4,471 4,000,000 PRN DEFINED TRANSCANADA PIPELINES LTD. COM 893526103 50 3,592 SH DEFINED TRIBUNE CO NEW COM 896047107 7,580 87,000 SH DEFINED TYCO INTERNATIONAL LTD COM 902124106 4,359 46,000 SH DEFINED UGLY DUCKLING CORP COM 903512101 363 50,000 SH DEFINED UNIGENE LABORATORIES INC COM 904753100 1,874 2,000,000 SH DEFINED UNITED TECHNOLOGIES CORP. COM 913017109 3,326 46,400 SH DEFINED UNOCAL CORP COM 915289102 2,322 58,600 SH DEFINED US AIR GROUP INC COM 911905107 543 12,462 SH DEFINED US WEST INC COM 91273H101 17 293 SH DEFINED USEC INC COM 90333E108 744 50,000 SH DEFINED WAL MART STORES INC COM 931142103 483 10,000 SH DEFINED WARNER LAMBERT CO COM 934488107 892 12,900 SH DEFINED WASHINGTON REIT SH BEN INT 939653101 68 4,000 SH DEFINED WASTE MANAGEMENT SUB NT CONV 4%02 94106LAA7 5,940 4,500,000 PRN DEFINED WASTE MANAGEMENT INC COM 94106L109 10,750 200,000 SH DEFINED WATSON PHARMACEUTICALS INC COM 942683103 1,052 30,000 SH DEFINED WELLS FARGO COMPANY COM 949746101 3,848 90,000 SH DEFINED WESCO INTERNATIONAL INC COM 95082P105 472 23,000 SH DEFINED WILLIAMS COS INC COM 969457100 98 2,312 SH DEFINED WILLIAMS-SONOMA INC COM 969904101 174 5,000 SH DEFINED XEROX CORP COM 984121103 3,520 59,600 SH DEFINED XTRA CORP COM 984138107 739 16,089 SH DEFINED ZAMBA CORPORATION COM 988881108 62 32,000 SH DEFINED 2,800,111 STAR GAS PARTNER-SEN SUB UTS 2,3 42,434 - - STILLWATER MINING COMPANY 2,3 2,700 - - STORAGE TECHNOLOGY /NEW/COM 1,3 2,754 - - SUN MICROSYSTEMS INC 1,3 44,000 - - SUNBEAM CORP 2,3 - - - SUNRISE ASSISTED 1,3 - - - TANDY CORP 1,3 70,000 - - TECNOMATIX TECHNOLOGIES LTD 2,3 1,000 - - TEEKAY SHIPPING CORP 2,3 260,300 - - TELLABS INC 1,3 71,000 - - TENNECO INC 2,3 50,000 - - TEXACO INC 1,3 160,000 - - TEXAS INSTRUMENTS INCORPORATED 1,3 37,500 - - TEXAS MICRO INC. 3,4 121,495 - - THOUSAND TRAILS, INC 2,3 159,660 - - TIME WARNER INC 3,4 21,900 - - TORONTO DOMINION BK NEW CDN$ 3,4 2,600 - - TOWER AUTOMOTIVE 1,3 - - - TRANSCANADA PIPELINES LTD. 3,4 3,592 - - TRIBUNE CO NEW 1,2,3 87,000 - - TYCO INTERNATIONAL LTD 1,3 46,000 - - UGLY DUCKLING CORP 2,3 50,000 - - UNIGENE LABORATORIES INC 2,3 2,000,000 - - UNITED TECHNOLOGIES CORP. 1,3 46,400 - - UNOCAL CORP 2,3 58,600 - - US AIR GROUP INC 2,3 12,462 - - US WEST INC 3,4 293 - - USEC INC 2,3 50,000 - - WAL MART STORES INC 3 10,000 - - WARNER LAMBERT CO 3,4 12,900 - - WASHINGTON REIT 2,3 4,000 - - WASTE MANAGEMENT 1,3 - - - WASTE MANAGEMENT INC 2,3 200,000 - - WATSON PHARMACEUTICALS INC 1,3 30,000 - - WELLS FARGO COMPANY 1,3 90,000 - - WESCO INTERNATIONAL INC 3 23,000 - - WILLIAMS COS INC 3,4 2,312 - - WILLIAMS-SONOMA INC 1,3 5,000 - - XEROX CORP 2,3 59,600 - - XTRA CORP 1,3 16,089 - - ZAMBA CORPORATION 3,4 32,000 - -
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