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Previous: CONTINENTAL ASSURANCE CO, 13F-HR, 1999-08-16 |
Next: CONTINENTAL INSURANCE CO, 13F-HR, 1999-08-16 |
<PAGE> 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: Continental Casualty Company
Address: CNA Plaza
Chicago, IL 60685
Form 13F File Number: 28-387
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.]
<PAGE> 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.
<PAGE> 3
13F - Transmission Sheet
FORM 13F 6/30/99 NAME OF REPORTING MANAGER: CNAF
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT
NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PRN CALL DSCRETN
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
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
<CAPTION>
OTHER VOTING AUTHORITY
NAME OF ISSUER MANAGERS SOLE SHARED NONE
- -----------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
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 - -
</TABLE>
Page 1
<PAGE> 4
13F - Transmission Sheet
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
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
<S> <C> <C> <C> <C>
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 - -
</TABLE>
Page 2
<PAGE> 5
13F - Transmission Sheet
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
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
<S> <C> <C> <C> <C>
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 - -
</TABLE>
Page 3
<PAGE> 6
13F - Transmission Sheet
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
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
<S> <C> <C> <C> <C>
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 - -
</TABLE>
Page 4
<PAGE> 7
13F - Transmission Sheet
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
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
<S> <C> <C> <C> <C>
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 - -
</TABLE>
Page 5
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