FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amentment [ x ]; Amendment Number:1
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: Senior Vice President and Deputy General Counsel
Phone: (312) 822 4921
Signature, Place, and Date of Signing:
November 12, 2002
Chicago, Illinois, 60685
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
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 SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 2,102,893 (in thousands)
Form 13F Information Table Value Total: 241
List of Other Included Managers:
No. 13F File Number Name
1 28-172 The Continental Corporation
2 28-217 Loews Corporation
3 28-386 Continental Assurance Company
4 28-387 Continental Casualty Company
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PRN CALL DSCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
ACNIELSEN CORP COM 004833109 340 15,000 SH DEFINED 2 15,000 - -
ACX TECHNOLOGIES COM 005123104 0 2 SH DEFINED 1,2 2 - -
ADVANTICA RESTAURANT COM 00758B109 11,752 3,877,287 SH DEFINED 2,4 3,877,287 - -
AES CORP JR SBDB CV4.5%06 00130HAN5 6,816 5,330,000 PRN DEFINED 2,3 - - -
AFFIL COMPUTER SB NT CV 4% 05 008190AD2 5,351 4,720,000 PRN DEFINED 2,3 - - -
AGNICO-EAGLE MINES LTD COM 008474108 2,131 275,000 SH DEFINED 2,4 275,000 - -
AGRIUM INC COM 008916108 53 5,400 SH DEFINED 1.2 5,400 - -
ALEXANDRIA REAL EST COM 015271109 118 4,000 SH DEFINED 2,4 4,000 - -
ALLIANCE FOREST PRODUCTS COM 01859J108 17 1,500 SH DEFINED 1.2 1,500 - -
ALLIN COMMUNICATIONS CORP COM 019924109 1,445 340,000 SH DEFINED 2,4 340,000 - -
ALLTEL CORP COM 020039103 14,100 200,352 SH DEFINED 1,2,4 200,352 - -
ALPHARMA INC SB NT CV 5,75% 05 020813AB7 6,659 4,960,000 PRN DEFINED 2,3 - - -
ALTIVA FINANCIAL CORP COM NEW 021497300 144 32,000 SH DEFINED 2,4 32,000 - -
AMERADA HESS COM 023551104 1,531 25,000 SH DEFINED 2,4 25,000 - -
AMERICA ONLINE INC COM 02364J104 2,080 20,000 SH DEFINED 2,3 20,000 - -
AMERICA WEST HOLDINGS CL B 023657208 368 21,278 SH DEFINED 2,3 21,278 - -
AMERICAN BUSINESSFINL SVCS COM 02476B106 301 25,043 SH DEFINED 2,4 25,043 - -
AMERICAN CAPITAL STRAT COM 024937104 3,006 162,500 SH DEFINED 2,4 162,500 - -
AMERICAN EXPRESS COM 025816109 3,366 25,000 SH DEFINED 2,3 25,000 - -
AMERICAN INTL GROUP INC COM 026874107 1,278 14,703 SH DEFINED 1,2,4 14,703 - -
AMR CORP COM 001765106 1,908 35,000 SH DEFINED 2,4 35,000 - -
ANHEUSER BUSCH CO COM 035229103 3,510 50,100 SH DEFINED 2,3,4 50,100 - -
ANTEC CORP SB NT CV 144A 03 03664PAA3 5,265 2,250,000 PRN DEFINED 2,4 - - -
APPLIED MATERIALS INC. COM 038222105 6,588 84,800 SH DEFINED 1,2,3 84,800 - -
ARCHER DANIELS COM 039483102 4,790 395,078 SH DEFINED 2 395,078 - -
ARGUSS HOLDINGS INC COM 040282105 5,382 364,912 SH DEFINED 2,4 364,912 - -
ASHANTI GOLDFIELDS GDR GLOB DEP RCPT 043743202 2,252 286,000 SH DEFINED 2,4 286,000 - -
AT & T CORPORATION COM 001957109 11,963 275,000 SH DEFINED 2,4 275,000 - -
AUTOTOTE CORP-CLASS A CL A 053323101 1,752 667,503 SH DEFINED 2,4 667,503 - -
BAKER HUGHES INC SR LYON ZERO 08 057224AH0 2,468 3,404,000 PRN DEFINED 2,4 - - -
BANGOR HYDRO-ELECTRIC CO COM 060077104 111 6,700 SH DEFINED 2,4 6,700 - -
BANK UNITED CORP-CL A CL A 065412108 2,266 70,000 SH DEFINED 2,3 70,000 - -
BARRICK GOLD CORP COM 067901108 906 41,500 SH DEFINED 1,2,4 41,500 - -
BAYCORP HOLDINGS LTD COM 072728108 4,675 667,842 SH DEFINED 2,3,4 667,842 - -
BCE INC. COM 05534B109 129 2,600 SH DEFINED 1,2 2,600 - -
BEVERLY ENTERPRISES INC COM NEW 087851309 1,059 249,100 SH DEFINED 2,4 249,100 - -
BUCKHEAD AMERICA CORP COM 11835A105 127 21,579 SH DEFINED 2,4 21,579 - -
BUILDING ONE SERVICESCORP COM 120114103 667 54,718 SH DEFINED 2,4 54,718 - -
CABOT INDUSTRIAL TRUST COM 127072106 270 14,000 SH DEFINED 2,4 14,000 - -
CANADIAN IMPERIAL BANK COM 136069101 70 3,600 SH DEFINED 1,2 3,600 - -
CANADIAN NATL RAILWAY CO COM 136375102 7 224 SH DEFINED 2,3 224 - -
CANADIAN OCCIDENTAL PETE COM 136420106 40 2,200 SH DEFINED 1,2 2,200 - -
CARDINAL HEALTH INC. COM 14149Y108 3,495 64,125 SH DEFINED 2,3 64,125 - -
CATELLUS DEVELOPMENT CORP COM 149111106 1,266 107,724 SH DEFINED 2,4 107,724 - -
CENTOCOR INC SB DB CV 4.75%05 152342AE1 1,572 1,200,000 PRN DEFINED 2,3 - - -
CENTRAL GARDEN SUB NT CONV 6%03 153527AC0 627 885,000 PRN DEFINED 2,3 - - -
CHECKPOINT SYS SDBCV144A5.25%05 162825AA1 2,723 3,730,000 PRN DEFINED 2,3 - - -
CISCO SYSTEMS INC COM 17275R102 9,331 136,100 SH DEFINED 1,2,3 136,100 - -
CITIGROUP INC COM 172967101 3,564 81,000 SH DEFINED 2,3 81,000 - -
CNA INCOME SHARES INC COM 126119106 1,056 118,933 SH DEFINED 2,4 118,933 - -
CNA SURETY CORPORATION COM 12612L108 355,640 27,096,347 SH DEFINED 1,2,4 27,096,347 - -
COCA COLA CO COM 191216100 328 6,800 SH DEFINED 1.2 6,800 - -
COLUMBIA HCA HEALTHCARE COM 197677107 2,119 100,000 SH DEFINED 2,4 100,000 - -
COMCAST CORP CL A SPL CL A SPL 200300200 16,149 405,000 SH DEFINED 2,3,4 405,000 - -
COMMUNICATION INTELLIGENCE COM 20338K106 984 750,000 SH DEFINED 2,4 750,000 - -
COX COMMUNICATIONS CL A CL A 224044107 1,850 44,300 SH DEFINED 2,3,4 44,300 - -
CRESCENT REAL ESTATE EQT CO COM 225756105 855 47,500 SH DEFINED 2,4 47,500 - -
CROWN RESOURCE CORP/COLO COM 228569109 1,504 501,400 SH DEFINED 2,4 501,400 - -
CYANOTECH CORP NEW COM NEW 232437202 162 225,000 SH DEFINED 1,2 225,000 - -
CYPRESS SEMICON SUB NT CONV 6% 02 232806AD1 3,450 3,000,000 PRN DEFINED 2,3 - - -
DATA GEN CORP SUB NT CONV 6% 04 237688AG1 2,070 2,000,000 PRN DEFINED 2,4 - - -
DELL COMPUTER CORP COM 247025109 1,681 40,200 SH DEFINED 1,2 40,200 - -
DELPHI INFORMATION SYSTEMS COM NEW 247171200 2,058 304,924 SH DEFINED 1,2 304,924 - -
DONALDSON LUFKIN,JENRETTE COM DLJ 257661108 593 15,000 SH DEFINED 2,4 15,000 - -
EAST-WEST BANCORP INC. COM 27579R104 23,750 2,000,000 SH DEFINED 2,4 2,000,000 - -
EASTERN UTILITIES ASSOC COM 277173100 3,053 102,200 SH DEFINED 2,4 102,200 - -
ECOLAB INC COM 278865100 41 1,200 SH DEFINED 2 1,200 - -
EMC CORP SB NT CV 3.25%02 26865YAA2 12,610 2,000,000 PRN DEFINED 2,3,4 - - -
EMC CORPORATION COM 268648102 5,358 75,000 SH DEFINED 2,3 75,000 - -
ENGEL GENERAL DEVELOPERS ORD M40515104 210 120,000 SH DEFINED 2,4 120,000 - -
ENRON CORP COM 293561106 6,501 157,600 SH DEFINED 1,2,3 157,600 - -
EQUANT NV-NY REGISTERED SHR NY REG SHS 294409107 2,441 30,000 SH DEFINED 2,3 30,000 - -
EQUITABLE RESOURCES INC COM 294549100 4,159 110,000 SH DEFINED 2,4 110,000 - -
EQUITY OFFICE PROPERTIES PFD CV B 5.25% 294741509 7,200 187,000 SH DEFINED 2,4 187,000 - -
ESTEE LAUDER COMPANIES CL A 518439104 39 1,000 SH DEFINED 2,4 1,000 - -
EXIGENT INTERNATIONAL INC COM 302056106 0 125 SH DEFINED 2,3 125 - -
EXIGENT INTERNATIONAL WT WT EXP 013000 302056114 0 200 SH CALL DEFINED 2,3 - - -
FIRST ALLIANCE CORP COM 317936102 558 262,500 SH DEFINED 2,4 262,500 - -
FIRST DATA CORP COM 319963104 3,291 75,000 SH DEFINED 2,3 75,000 - -
FRIEDMAN BILLINGS RAMSEY-A CL A 358433100 354 51,000 SH DEFINED 2,4 51,000 - -
GENENTECH INC SUB DEB CV 5%02 368710AA7 5,822 6,065,000 PRN DEFINED 2,4 - - -
GENERAL COMMUNICATION -CL A CL A 369385109 41 7,913 SH DEFINED 2,3 7,913 - -
GENERAL ELECTRIC CO COM 369604103 5,738 48,400 SH DEFINED 2,3 48,400 - -
GILLETTE CO. COM 375766102 3,251 95,800 SH DEFINED 1,2,3 95,800 - -
GLAMIS GOLD LTD SV COM 376775102 3,772 1,508,640 SH DEFINED 2,4 1,508,640 - -
GLENBOROUGH REALTY TRUST INCCOM 37803P105 413 25,000 SH DEFINED 2,4 25,000 - -
GLOBAL CROSSING LTD COM G3921A100 965,732 36,442,735 SH DEFINED 2,4 36,442,735 - -
GOLD RESERVE INC COM CL A 38068N108 1,341 1,114,950 SH DEFINED 2,4 1,114,950 - -
GOLD STANDARD INC COM PAR $0.001 380724302 186 82,813 SH DEFINED 2,4 82,813 - -
GOLDCORP INC-CL A CL A SUB VTG 380956102 1,811 275,000 SH DEFINED 2,4 275,000 - -
GOLDEN STATE BANCORP COM 381197102 2,298 128,100 SH DEFINED 2,4 128,100 - -
GOLDMAN SACHS GROUP INC COM 38141G104 61 1,000 SH DEFINED 1,2 1,000 - -
GREENPOINT FINANCIAL CORP COM 395384100 1,360 51,200 SH DEFINED 2,4 51,200 - -
HAYES LEMMERZ INTL INC COM COM 420781106 6,615 284,500 SH DEFINED 2,4 284,500 - -
HEALTHCARE REALTY TRUST COM 421946104 3,413 182,000 SH DEFINED 2,4 182,000 - -
HEWLET-PACKARD SB LYON ZERO 17 428236AC7 31,330 52,000,000 PRN DEFINED 2,4 - - -
HEWLETT-PACK FIN SBLYON144AZERO 17 428236AA1 9,975 15,000,000 PRN DEFINED 2,4 - - -
HOME DEPOT COM 437076102 1,894 27,600 SH DEFINED 1,2 27,600 - -
HOMESTAKE MINING CO COM 437614100 1,669 181,639 SH DEFINED 2,4 181,639 - -
HORIZON GROUP PROPERTIES COM 44041U102 2 630 SH DEFINED 2,4 630 - -
HUMANA INC. COM 444859102 1,203 175,000 SH DEFINED 2,4 175,000 - -
HYPERION TELECOMM INC-CL A CL A 44914K306 1,027 41,382 SH DEFINED 2,4 41,382 - -
ILLINOIS TOOL WORKS INC COM 452308109 3,862 51,800 SH DEFINED 2,4 51,800 - -
IMPERIAL CREDIT COMMERCIAL COM 45272T102 1,650 150,000 SH DEFINED 2,4 150,000 - -
IMPERIAL OIL LTD PERTOLINE COM NEW 453038408 69 3,300 SH DEFINED 1,2 3,300 - -
INCO LTD COM 453258402 28 1,300 SH DEFINED 1,2 1,300 - -
INTEL CORP COM 458140100 5,053 68,000 SH DEFINED 1,2,3 68,000 - -
INTERMEDIA COMMUNICATIONS COM 458801107 2,460 113,113 SH DEFINED 2,3,4 113,113 - -
INTERNATIONAL BUSNESS MACH COM 459200101 7,513 61,900 SH DEFINED 2,3,4 61,900 - -
JPS INDUSTRIES INC COM 46624E405 1,101 419,243 SH DEFINED 2,4 419,243 - -
KANSAS CITY SOUTHERN INDS COM 485170104 1,209 26,000 SH DEFINED 1,2 26,000 - -
KEMPER INTERMED GOVT TRST SH BEN INT 488413105 946 149,800 SH DEFINED 2,4 149,800 - -
KEYSPAN CORPORATION COM 49337W100 11,217 391,860 SH DEFINED 2,4 391,860 - -
KEYSTONE FINANCIAL INC COM 493482103 24 1,013 SH DEFINED 1.2 1,013 - -
KROGER COMPANY COM 501044101 4,417 200,200 SH DEFINED 2,3 200,200 - -
L-3 COMMUNICATIONS CORP COM 502424104 2,027 53,700 SH DEFINED 2,3 53,700 - -
LAIDLAW INC COM 50730K503 21 3,000 SH DEFINED 1,2 3,000 - -
LASALLE RE HOLDINGS ORD G5383Q101 19,777 1,425,354 SH DEFINED 2,4 1,425,354 - -
LIBERTY MEDIA COM LIB GRP A 001957208 10,433 281,024 SH DEFINED 2,3 281,024 - -
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,059 46,700 SH DEFINED 2,4 46,700 - -
LILLY (ELI) & CO. COM 532457108 2,419 37,800 SH DEFINED 2,3 37,800 - -
LORAL SPACE & COMM COM G56462107 2,776 161,500 SH DEFINED 2,3 161,500 - -
LOWES CO INC COM 548661107 975 20,000 SH DEFINED 2,3 20,000 - -
LUCENT TECHNOLOGIES COM 549463107 720 11,100 SH DEFINED 1,2 11,100 - -
MACK-CALI REALTY CORP COM 554489104 268 10,000 SH DEFINED 2,4 10,000 - -
MACMILLAN BLOEDEL LTD. COM 554783209 16 1,000 SH DEFINED 1,2 1,000 - -
MAGNA INT'L INC SUB DEB CV 5% 02 559222AE4 361 360,000 PRN DEFINED 2,3 - - -
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,274 20,200 SH DEFINED 1,2 20,200 - -
MCI WORLDCOM INC. COM 55268B106 6,038 84,000 SH DEFINED 2,3 84,000 - -
MCKESSON HBOC INC COM 58155Q103 4,640 160,000 SH DEFINED 2,4 160,000 - -
MCLEODUSA INC-CL A COM 582266102 638 15,000 SH DEFINED 2 15,000 - -
MEDIAONE GROUP, INC COM 58440J104 22,369 327,449 SH DEFINED 1,2,4 327,449 - -
MEDIAONE GROUP-CALL11/99 PFD CV SER D 58440J203 148 1,095 SH DEFINED 1,2 1,095 - -
MEDTRONIC INC COM 585055106 4,260 120,000 SH DEFINED 2,3 120,000 - -
MERIDIAN GOLD INC COM 589975101 1,814 265,000 SH DEFINED 2,4 265,000 - -
MICROCELL TELECOMM CL B NON VTG 59501T304 1,294 99,537 SH DEFINED 2,4 - - -
MICROSOFT CORP COM 594918104 4,818 53,200 SH DEFINED 1,2,3 53,200 - -
MIRAGE RESORTS INC COM 60462E104 780 55,700 SH DEFINED 1,2 55,700 - -
MOLEX - CLASS A NON-VOT CL A 608554200 3,483 107,595 SH DEFINED 2,3 107,595 - -
MONSANTO CO ADJ CONVR RATE 611662305 180 5,000 SH DEFINED 2 5,000 - -
MONSANTO CO COM 611662107 2,855 80,000 SH DEFINED 2,3 80,000 - -
MORRISON KNUDSEN CORP-WTS WT EXP 031103 61844A117 0 35 SH CALL DEFINED 1,2 - - -
MOTOROLA INC COM 620076109 5,632 64,000 SH DEFINED 2,3 64,000 - -
MSDW ASIA PACIFIC FUND COM 61744U106 1,875 189,900 SH DEFINED 2,4 189,900 - -
MSDW INDIA INVESTMENT FUND COM 61745C105 1,688 127,400 SH DEFINED 2,4 127,400 - -
NACCO INDS INC CL A CL A 629579103 1,195 17,100 SH DEFINED 2,4 17,100 - -
NATL DATA CORP SUB NT CONV 5%03 635621AA3 4,043 4,750,000 SH DEFINED 2,3 4,750,000 - -
NATL SEMICONDUCT-CALL99 SBNTCV144A6.5%02 637640AA1 1,698 1,715,000 SH DEFINED 2,4 1,715,000 - -
NETOPIA INC COM 64114K104 636 15,957 SH DEFINED 1,2 15,957 - -
NEXTEL COMMNS, INC CL A CL A 65332V103 384 5,661 SH DEFINED 2,3 5,661 - -
NIAGARA MOHAWK HOLD INC COM 653520106 2,828 181,700 SH DEFINED 2,4 181,700 - -
NORTH FORK BANCORP COM 659424105 2,286 117,250 SH DEFINED 2,4 117,250 - -
NOVA CHEMICALS CORP COM 66977W109 15 718 SH DEFINED 1,2 718 - -
OAK INDS-CALLED SB NT CV 144A 08 671400AJ8 4,394 4,200,000 PRN DEFINED 2,3 - - -
OAK INDUSTRIES SB NT CV4.875%08 671400AL3 1,779 1,700,000 PRN DEFINED 2,3 - - -
OMNICARE INC SUB DEB CV 5%0 7 681904AD0 2,548 3,920,000 PRN DEFINED 2,3 - - -
ON COMMAND CORPORATION COM 682160106 6,697 352,480 SH DEFINED 2,4 352,480 - -
ON COMMAND CORP- CLASS B WTSB EX 100703 682160122 785 123,130 SH CALL DEFINED 2,4 - - -
ORBITAL SCIENCES SB NT CV 5% 02 685564AC0 1,094 1,250,000 PRN DEFINED 2,3 - - -
OWENS-ILL INC PFD CONV .02 690768502 3,232 98,700 SH DEFINED 2,4 98,700 - -
OWENS-ILLINOIS INC COM NEW 690768403 5,944 300,000 SH DEFINED 2,4 300,000 - -
PAYCHEX INC COM 704326107 783 22,950 SH DEFINED 1,2 22,950 - -
PEGASUS COMM CORP CL A 705904100 290 6,424 SH DEFINED 2,4 6,424 - -
PEPSI BOTTLING GROUP INC COM 713409100 6,398 375,000 SH DEFINED 2,4 375,000 - -
PEPSICO INCORPORATED COM 713448108 3,146 104,000 SH DEFINED 2,3 104,000 - -
PFIZER INC COM 717081103 6,480 180,300 SH DEFINED 1,2,3 180,300 - -
PIER 1 IMPORTS SB NT CV 5.75% 03 720279AF5 1,295 1,270,000 PRN DEFINED 2,3 - - -
PITNEY-BOWES INC COM 724479100 2,498 41,000 SH DEFINED 2,3 41,000 - -
PLACER DOME INC COM 725906101 7,169 481,952 SH DEFINED 1,2,3 481,952 - -
POLICY MANAGEMENT SYS CORP COM 731108106 48,039 1,519,024 SH DEFINED 2,4 1,519,024 - -
POTASH CORP OF SASKATCHEWAN COM 73755L107 3,480 67,400 SH DEFINED 2,4 67,400 - -
POTOMAC ELECTRIC POWER COM 737679100 13,354 525,000 SH DEFINED 2,4 525,000 - -
PREMIER PARKS COM NEW 740540208 316 10,900 SH DEFINED 2 10,900 - -
PRENTISS PROPERTIES TRUST SH BEN INT 740706106 89 4,000 SH DEFINED 2,4 4,000 - -
PRICE (T. ROWE) ASSOCIATES COM 741477103 541 19,700 SH DEFINED 1,2 19,700 - -
PRIME HOSPITALITY CORP COM 741917108 51 6,375 SH DEFINED 2,4 6,375 - -
PRIME RETAIL INC COM 741570105 93 12,600 SH DEFINED 2,4 12,600 - -
PRISON REALTY TRUST INC COM 74264N105 7,001 651,300 SH DEFINED 2,4 651,300 - -
PROCTER & GAMBLE CO COM 742718109 5,569 59,400 SH DEFINED 1,2,3 59,400 - -
PROGRESSIVE CORP COM 743315103 841 10,300 SH DEFINED 1,2 10,300 - -
PROVIDIAN FINANCIAL CORP COM 74406A102 578 7,300 SH DEFINED 1,2 7,300 - -
PUBLIC SERVICE CO OF N MEX COM 744499104 1,606 88,000 SH DEFINED 2,4 88,000 - -
RADISYS CORP COM 750459109 961 24,476 SH DEFINED 1,2 24,476 - -
RAYTHEON CO. COM CL B 755111408 2,630 53,000 SH DEFINED 2,3 53,000 - -
REYNOLDS METALS CO COM 761763101 5,802 96,100 SH DEFINED 2,4 96,100 - -
ROBERT HALF INTL INC COM 770323103 530 22,300 SH DEFINED 1,2 22,300 - -
SAFEWAY INC COM NEW 786514208 3,582 94,100 SH DEFINED 1,2,3 94,100 - -
SANMINA CORP COM 800907AA5 1,264 1,130,000 SH DEFINED 2,3 1,130,000 - -
SANTA FE INTERN CORP ORD G7805C108 2,048 95,000 SH DEFINED 2,3 95,000 - -
SCHERING PLOUGH COM 806605101 5,453 125,000 SH DEFINED 2,3 125,000 - -
SCHLUMBERGER LIMITED COM 806857108 4,649 74,600 SH DEFINED 2,3 74,600 - -
SCHWAB(CHARLES) CORP COM 808513105 856 25,600 SH DEFINED 1,2 25,600 - -
SEAGATE TECHNOLOGY INC. COM 811804103 1,020 33,300 SH DEFINED 2,4 33,300 - -
SEARS ROEBUCK & CO INC COM 812387108 4,647 148,100 SH DEFINED 2,4 148,100 - -
SEPRACOR INC SB DB CV144A% 05 817315AF1 4,810 5,200,000 PRN DEFINED 2,3 - - -
SFX ENTERTAINMENT INC CL A 784178105 565 17,000 SH DEFINED 2,3,4 17,000 - -
SIEBEL SYSTEMS INC COM 826170102 1,419 21,300 SH DEFINED 1,2 21,300 - -
SMITH CHARLES E RES COM 832197107 256 7,500 SH DEFINED 2,4 7,500 - -
SOLUTIA INC COM 834376105 268 15,000 SH DEFINED 2 15,000 - -
SPEEDWAY MOTORSP SB DB CV 5.75%03 847788AC0 7,154 4,781,000 PRN DEFINED 2,3 - - -
SPLITROCK SERVICES INC COM 848636304 1,385 92,364 SH DEFINED 2,4 92,364 - -
SPRINT CORP COM FON GROUP 852061100 4,549 83,856 SH DEFINED 1,2,3 83,856 - -
SPRINT CORP (PCS GROUP) PCS COM SER 2 852061506 53 714 SH DEFINED 1,2 714 - -
ST. LAURENT PAPERBOARD COM 790907109 24 1,900 SH DEFINED 1,2 1,900 - -
STAR GAS PTNR-SEN SUB UTS SR SUB UN LTD 85512C204 371 42,434 SH DEFINED 2,4 42,434 - -
STILLWATER MINING CO COM 86074Q102 73 2,700 SH DEFINED 2,4 2,700 - -
STORAGE TECH /NEW/COM COM PAR $0.10 862111200 53 2,754 SH DEFINED 2,3 2,754 - -
SUN MICROSYSTEMS INC COM 866810104 4,092 44,000 SH DEFINED 2,3 44,000 - -
SUNBEAM CORP SRSDCV ZRO144A18 867071AA0 16,369 97,000,000 PRN DEFINED 2,4 - - -
SUNRISE ASSISTED SUB NT CV 5.5% 03 86768KAC0 4,493 4,650,000 PRN DEFINED 2,3 - - -
TANDY CORP COM 875382103 3,928 76,000 SH DEFINED 2,3 76,000 - -
TECNOMATIX TECH LTD ORD M8743P105 18 1,000 SH DEFINED 2,4 1,000 - -
TEEKAY SHIPPING CORP COM V89564104 4,067 260,300 SH DEFINED 2,4 260,300 - -
TELLABS INC COM 879664100 4,327 76,000 SH DEFINED 2,3 76,000 - -
TENNECO INC COM 88037E101 1,700 100,000 SH DEFINED 2,4 100,000 - -
TEXAS INSTRUMENTS INC COM 882508104 5,182 63,000 SH DEFINED 2,3 63,000 - -
THOUSAND TRAILS, INC COM 885502104 738 159,660 SH DEFINED 2,4 159,660 - -
TIME WARNER INC COM 887315109 6,895 113,500 SH DEFINED 1,2,4 113,500 - -
TORONTO DOMIN BK NEW CDN$ COM NEW 891160509 101 5,200 SH DEFINED 1,2 5,200 - -
TOWER AUTOMOTIVE SB NT CV 5% 04 891707AE1 5,306 5,600,000 PRN DEFINED 2,3 - - -
TRANSCANADA PIPELINE LTD. COM 893526103 47 3,592 SH DEFINED 1,2 3,592 - -
TRIBUNE CO NEW COM 896047107 8,657 174,000 SH DEFINED 2,3,4 174,000 - -
TYCO INTERNATIONAL LTD COM 902124106 4,750 46,000 SH DEFINED 2,3 46,000 - -
UGLY DUCKLING CORP COM 903512101 356 50,000 SH DEFINED 2,4 50,000 - -
UNIGENE LABORATORIES INC COM 904753100 1,500 2,000,000 SH DEFINED 2,4 2,000,000 - -
UNITED TECHNOLOGIES CORP. COM 913017109 2,752 46,400 SH DEFINED 2,3 46,400 - -
UNOCAL CORP COM 915289102 2,172 58,600 SH DEFINED 2,4 58,600 - -
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