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Previous: ANGEION CORP/MN, DEFA14A, 2000-01-05 |
Next: SOUTHWESTERN WATER EXPLORATION CO, 10QSB, 2000-01-05 |
THORNBURG FUNDS 13-F 3rd QUARTER (Z8-7812)
<TABLE>
<CAPTION>
VALUE
NAME OF ISSUER TITLE OF CLASS CUSIP (X SHARES/PRN SH/PRN PUT/CALL INVSTMNT OTHER SOLE SHARED
$1000) DSCRETN MANAGERS
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVENT SOFTWARE COM 007974108 14,557 233842 SH SOLE 233842
INC
ALCOA INC COM COM 013817101 47 750 SH SOLE 750
ALSO COM 401813902 438 747 SH SOLE 747
HOLDING
AMERICAN GEN FIN COMMERCIAL PAPER 02635K005 499 500000 PRN SOLE 500000
CORP
AMERICAN TEL + TELEG COMMERCIAL PAPER 03018A002 1,199 1200000 PRN SOLE 1200000
CO
ANNUITY AND LIFE RE COM G03910109 642 25800 SH SOLE 25800
HLDGS
APCOA PARKING COM 432439909 603 8100 SH SOLE 8100
AG
APPLIED MATERIALS COM 038222105 11,302 145125 SH SOLE 145125
INC
ASM LITHOGRAPHY HLDG N COM N07059111 469 7000 SH SOLE 7000
V
ATLANTIC RICHFIELD COM 048825103 18,529 209070 SH SOLE 209070
CO
AUST + NZ BANK COM 606558005 535 80000 SH SOLE 80000
GRP
AVIS RENT A CAR COM 053790101 10,755 515205 SH SOLE 515205
INC
BANK AUSTRIA AKTIENG - SP SPONSORED ADR 060593100 187 18815 SH SOLE 18815
ADR
BANKGESELL COM 510785900 488 27570 SH SOLE 27570
BERLIN
BELL ATLANTIC COM 077853109 25,503 378870 SH SOLE 378870
CORP
BELLSOUTH TELECOMM COM 079996005 548 550000 SH SOLE 550000
INC
BESTFOODS COM COM 08658U101 27 560 SH SOLE 560
BILLITON COM 005665906 584 139000 SH SOLE 139000
BIPOP COM 407208008 595 13900 SH SOLE 13900
BK AUSTRIA COM 499962009 9,991 200839 SH SOLE 200839
AG
BOEING COM 097023105 12,593 295445 SH SOLE 295445
CO
BP AMOCO P L C SPONSORED ADR SPONSORED ADR 055622104 36 327 SH SOLE 327
BRE COM 414305904 390 15000 SH SOLE 15000
BANK
BROOKS AUTOMATION COM 11434A100 5,237 298200 SH SOLE 298200
INC
CENTRAL EUROPEAN EQUITY FD COM 153436100 292 23700 SH SOLE 23700
INC
CHEVRON CORPORATION COM COM 166751107 22 245 SH SOLE 245
CITICORP YRS COMMERCIAL PAPER 1730E0006 5,880 5900000 PRN SOLE 5900000
1+2
CITIGROUP COMMERCIAL PAPER 17305U000 4,990 5000000 PRN SOLE 5000000
INC
CVS COM 126650100 14,557 356669 SH SOLE 356669
CORP
DALLAS SEMICONDUCTOR COM 235204104 7,130 133420 SH SOLE 133420
CORP
DIEBOLD COM 253651103 11,678 504995 SH SOLE 504995
INC
DOW CHEM COM 260543103 13,004 114451 SH SOLE 114451
CO
DSM COM 577398902 1,189 30000 SH SOLE 30000
NV
DYCKERHOFF COM 576157903 13,130 426970 SH SOLE 426970
AG
EDINBURGH FD MGRS COM 030453005 372 52000 SH SOLE 52000
GP
EL PASO ENERGY CORP COM 283905107 19,730 495490 SH SOLE 495490
DEL
EMRAER EMP AER COM 242856904 450 160000 SH SOLE 160000
BR
FLUGHAFEN WIEN COM 435969001 478 12000 SH SOLE 12000
AG
FORD MTR CR COMMERCIAL PAPER 345397004 5,383 5400000 PRN SOLE 5400000
CO
FOUNDRY NETWORKS COM 35063R100 50 400 SH SOLE 400
INC
FOX ENTMT GROUP COM 35138T107 11,647 551400 SH SOLE 551400
INC
GENZYME COM 372917104 14,250 316230 SH SOLE 316230
CORP
GOLDMAN SACHS GROUP COM 38141G104 763 12500 SH SOLE 12500
INC
HEALTH MGMT COM 421933102 11,228 1521320 SH SOLE 1521320
ASSOC
HENKEL COM 507670909 5,688 90600 SH SOLE 90600
KGAA
HENKEL KGAA - SPONS ADR SPONSORED ADR 42550U109 163 2935 SH SOLE 2935
HERCULES COM 427056106 11,674 407835 SH SOLE 407835
INC
HUDSON CITY BANCORP COM 443683107 6,531 475000 SH SOLE 475000
INC
ING GROEP N V SPONSORED ADR SPONSORED ADR 456837103 220 4017 SH SOLE 4017
ING GROEP COM 505887901 10,264 189148 SH SOLE 189148
NV
INTEL COM 458140100 17,388 233990 SH SOLE 233990
CORP
INVESTMENT TECHNOLOGY COM 46145F105 8,652 376184 SH SOLE 376184
GROUP
JDN RLTY COM 465917102 9,683 472320 SH SOLE 472320
CORP
JULIUS BAER COM 411695000 11,204 3783 SH SOLE 3783
HLDG
KOREA FD COM 500634100 477 38000 SH SOLE 38000
INC
LAM RESH COM 512807108 17,899 293430 SH SOLE 293430
CORP
LILLY ELI + COM 532457108 17,934 280199 SH SOLE 280199
CO
MACROMEDIA COM 556100105 6,330 154855 SH SOLE 154855
INC
MERCK COM 474184900 731 20200 SH SOLE 20200
KGAA
MERRILL LYNCH + CO COM 590188009 553 555000 SH SOLE 555000
INC
MOBIL CORP COM COM 607059102 34 339 SH SOLE 339
NEWBRIDGE NETWORKS COM 650901101 13,950 535240 SH SOLE 535240
CORP
NORTEL NETWORKS COM 656569100 24,196 474425 SH SOLE 474425
CORP
NOVELLUS SYS INC COM COM 670008101 186 2760 SH SOLE 2760
OCCIDENTAL PETE COM 674599105 6,753 292000 SH SOLE 292000
CORP
OTE (HELLENIC COM 505160903 490 21000 SH SOLE 21000
TLCM)
PEPSICO COM 713448108 13,081 432370 SH SOLE 432370
INC
PHARMACIA + UPJOHN COM 716941109 933 18800 SH SOLE 18800
INC
PIMCO ADVISORS HLDGS P UNIT LTD PARTN 69338P102 11,820 375240 SH SOLE 375240
L
ROLLS COM 074776006 562 162500 SH SOLE 162500
ROYCE
ROYAL DUTCH PETE CO NY REG SPONSORED ADR 780257804 6 110 SH SOLE 110
GLD1.25
SABRE HLDGS COM 785905100 4,768 110890 SH SOLE 110890
CORP
SAMSUNG ELECTRS COM 796050888 397 5000 SH SOLE 5000
LTD
SBA COMMUNCATIONS COM 78388J106 6,755 621195 SH SOLE 621195
CORP
SCHWAB CHARLES COM 808513105 8,898 264175 SH SOLE 264175
CORP
SEAGATE COM 811804103 7,218 234285 SH SOLE 234285
TECHNOLOGY
SOFTBANK COM 677062903 1,100 2900 SH SOLE 2900
CORPORATION
SOGECABLE ORD COM 573066909 218 8000 SH SOLE 8000
SHS
SONY COM 682150008 8,225 55200 SH SOLE 55200
CORP
SONY CORP ADR NEW SPONSORED ADR 835699307 9,327 62155 SH SOLE 62155
SUN CMNTYS COM 866674104 8,791 265880 SH SOLE 265880
INC
SUN MICROSYSTEMS COM 866810104 9,544 102625 SH SOLE 102625
INC
SWEDISH COM 504856907 482 130000 SH SOLE 130000
MATCH
TAIWAN COM 688910900 526 125000 SH SOLE 125000
SEMICONDUCT
TELECOM CORP OF NEW COM 879278208 3,498 109300 SH SOLE 109300
ZEALAND
TELECOM COM 87927M108 516 30000 SH SOLE 30000
EIREANN
TELESP CELULAR COM 224693903 270 7500000 SH SOLE 7500000
SA
TESCO COM 088470000 904 289000 SH SOLE 289000
TEXAS UTILS CO COM COM 882848104 18 473 SH SOLE 473
TOYOTA CREDIT DE PR YRS COMMERCIAL PAPER 89232J002 11,763 11795000 PRN SOLE 11795000
1+2
TOYOTA MTR CR COMMERCIAL PAPER 89233H005 389 390000 PRN SOLE 390000
CO
U S WEST INC COM 91273H101 17,374 304480 SH SOLE 304480
NEW
UNION CARBIDE CORP COM COM 905581104 9 165 SH SOLE 165
UNION PAC COM 907818108 9,862 205195 SH SOLE 205195
CORP
UNIONBANCAL COM 908906100 11,063 305195 SH SOLE 305195
CORP
UNITEDGLOBALCOM COM 913247508 408 5700 SH SOLE 5700
UPM KYMMENE COM 505125906 817 24000 SH SOLE 24000
OY
VARTA COM 492700000 500 3880 SH SOLE 3880
AG
WEBS INDEX FD COM 92923H889 209 15000 SH SOLE 15000
INC
WILLIAMS COS INC DEL COM COM 969457100 34 905 SH SOLE 905
</TABLE>
<TABLE>
<CAPTION>
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SH/PRN PUT/CALL INVSTMNT OTHER MANAGERS
$1000) DSCRETN
<S> <C> <C> <C> <C> <C> <C> <C>
ADVENT SOFTWARE INC COM 007974108 14240 228750 SH SOLE
ADVENT SOFTWARE INC COM COM 317 5092 SH SOLE
Total 14557 233842
ALCOA INC COM COM 47 750 SH SOLE
ALSO HOLDING COM 401813902 438 747 SH SOLE
AMERICAN GEN FIN CORP COMMERCIAL PAPER 02635K005 499 500000 PRN SOLE
AMERICAN TEL + TELEG CO COMMERCIAL PAPER 03018A002 1199 1200000 PRN SOLE
ANNUITY AND LIFE RE HLDGS COM G03910109 642 25800 SH SOLE
APCOA PARKING AG COM 432439909 603 8100 SH SOLE
APPLIED MATERIALS INC COM 038222105 11292 145000 SH SOLE
APPLIED MATLS INC COM COM 10 125 SH SOLE
Total 11302 145125
ASM LITHOGRAPHY HLDG N V COM N07059111 469 7000 SH SOLE
ATLANTIC RICHFIELD CO COM 048825103 18168 205000 SH SOLE
ATLANTIC RICHFIELD CO COM COM 361 4070 SH SOLE
Total 18529 209070
AUST + NZ BANK GRP COM 606558005 535 80000 SH SOLE
AVIS RENT A CAR INC COM 053790101 10625 509000 SH SOLE
AVIS RENT A CAR INC COM COM 130 6205 SH SOLE
Total 10755 515205
BANK AUSTRIA AKTIENG - SP ADR SPONSORED ADR 187 18815 SH SOLE
BANKGESELL BERLIN COM 510785900 488 27570 SH SOLE
BELL ATLANTIC CORP COM 077853109 25161 373800 SH SOLE
BELL ATLANTIC CORP COM COM 341 5070 SH SOLE
Total 25503 378870
BELLSOUTH TELECOMM INC COM 079996005 548 550000 SH SOLE
BESTFOODS COM COM 27 560 SH SOLE
BILLITON COM 005665906 584 139000 SH SOLE
BIPOP COM 407208008 595 13900 SH SOLE
BK AUSTRIA AG COM 499962009 9493 190839 SH SOLE
BK AUSTRIA AG COM 499962009 497 10000 SH SOLE
Total 9991 200839
BOEING CO COM 097023105 12361 290000 SH SOLE
BOEING CO COM COM 232 5445 SH SOLE
Total 12593 295445
BP AMOCO P L C SPONSORED ADR SPONSORED ADR 36 327 SH SOLE
BRE BANK COM 414305904 390 15000 SH SOLE
BROOKS AUTOMATION INC COM 11434A100 5237 298200 SH SOLE
CENTRAL EUROPEAN EQUITY FD INC COM 153436100 292 23700 SH SOLE
CHEVRON CORPORATION COM COM 22 245 SH SOLE
CITICORP YRS 1+2 COMMERCIAL PAPER 1730E0006 5880 5900000 PRN SOLE
CITIGROUP INC COMMERCIAL PAPER 17305U000 4990 5000000 PRN SOLE
CVS CORP COM 126650100 14284 350000 SH SOLE
CVS PHARMACY COM 272 6669 SH SOLE
Total 14557 356669
DALLAS SEMICONDUCTOR COM COM 183 3420 SH SOLE
DALLAS SEMICONDUCTOR CORP COM 235204104 6947 130000 SH SOLE
Total 7130 133420
DIEBOLD INC COM 253651103 11486 496700 SH SOLE
DIEBOLD INC COM COM 192 8295 SH SOLE
Total 11678 504995
DOW CHEM CO COM 260543103 12783 112500 SH SOLE
DOW CHEM CO COM COM 222 1951 SH SOLE
Total 13004 114451
DSM NV COM 577398902 1189 30000 SH SOLE
DYCKERHOFF AG COM 576157903 12393 403000 SH SOLE
DYCKERHOFF AG COM 576157903 737 23970 SH SOLE
Total 13130 426970
EDINBURGH FD MGRS GP COM 030453005 372 52000 SH SOLE
EL PASO ENERGY CORP DEL COM 283905107 19436 488200 SH SOLE
EL PASO ENERGY CP DEL COM COM 293 7290 SH SOLE
Total 19730 495490
EMRAER EMP AER BR COM 242856904 450 160000 SH SOLE
FLUGHAFEN WIEN AG COM 435969001 478 12000 SH SOLE
FORD MTR CR CO COMMERCIAL PAPER 345397004 2397 2400000 SH SOLE
FORD MTR CR CO COMMERCIAL PAPER 345397004 2986 3000000 SH SOLE
Total 5383 5400000
FOUNDRY NETWORKS INC COM 35063R100 50 400 SH SOLE
FOX ENTMT GROUP INC COM 35138T107 11357 537600 SH SOLE
FOX ENTMT GROUP INC CL A COM 291 13800 SH SOLE
Total 11647 551400
GENZYME CORP COM 372917104 14014 311000 SH SOLE
GENZYME CORP COM GENL DIV COM 236 5230 SH SOLE
Total 14250 316230
GOLDMAN SACHS GROUP INC COM 38141G104 763 12500 SH SOLE
HEALTH MGMT ASSOC COM 421933102 11063 1500000 SH SOLE
HEALTH MGMT ASSOC INC CL A COM 165 21320 SH SOLE
Total 11228 1521320
HENKEL KGAA COM 507670909 5186 82600 SH SOLE
HENKEL KGAA COM 507670909 502 8000 SH SOLE
Total 5688 90600
HENKEL KGAA - SPONS ADR SPONSORED ADR 163 2935 SH SOLE
HERCULES INC COM 427056106 11510 402100 SH SOLE
HERCULES INC COM COM 164 5735 SH SOLE
Total 11674 407835
HUDSON CITY BANCORP INC COM 443683107 6531 475000 SH SOLE
ING GROEP N V SPONSORED ADR SPONSORED ADR 220 4017 SH SOLE
ING GROEP NV COM 505887901 9661 178022 SH SOLE
ING GROEP NV COM 505887901 604 11126 SH SOLE
Total 10264 189148
INTEL CORP COM 458140100 17092 230000 SH SOLE
INTEL CORP COM COM 297 3990 SH SOLE
Total 17388 233990
INVESTMENT TEC GRP NEW COM COM 118 5115 SH SOLE
INVESTMENT TECHNOLOGY GROUP COM 46145F105 8185 355869 SH SOLE
INVESTMENT TECHNOLOGY GROUP COM 46145F105 350 15200 SH SOLE
Total 8535 371069
JDN RLTY CORP COM 465917102 9471 462000 SH SOLE
JDN RLTY CORP COM COM 212 10320 SH SOLE
Total 9683 472320
JULIUS BAER HLDG COM 411695000 10079 3403 SH SOLE
JULIUS BAER HLDG COM 411695000 1125 380 SH SOLE
Total 11204 3783
KOREA FD INC COM 500634100 477 38000 SH SOLE
LAM RESH CORP COM 512807108 17690 290000 SH SOLE
LAM RESH CORP COM COM 209 3430 SH SOLE
Total 17899 293430
LILLY ELI & CO COM COM 334 5199 SH SOLE
LILLY ELI + CO COM 532457108 17600 275000 SH SOLE
Total 17934 280199
MACROMEDIA INC COM 556100105 6131 150000 SH SOLE
MACROMEDIA INC COM COM 198 4855 SH SOLE
Total 6330 154855
MERCK KGAA COM 474184900 731 20200 SH SOLE
MERRILL LYNCH + CO INC COM 590188009 553 555000 SH SOLE
MOBIL CORP COM COM 34 339 SH SOLE
NEWBRIDGE NETWORKS CORP COM 650901101 13162 505000 SH SOLE
NEWBRIDGE NETWORKS CORP COM 650901101 573 22000 SH SOLE
NEWBRIDGE NETWORKS CP COM COM 215 8240 SH SOLE
Total 13950 535240
NORTEL NETWORKS COM 297 5825 SH SOLE
NORTEL NETWORKS CORP COM 656569100 22950 450000 SH SOLE
NORTEL NETWORKS CORP COM 656569100 949 18600 SH SOLE
Total 24196 474425
NOVELLUS SYS INC COM COM 186 2760 SH SOLE
OCCIDENTAL PETE CORP COM 674599105 6706 290000 SH SOLE
OCCIDENTAL PETE CP DEL COM COM 46 2000 SH SOLE
OTE (HELLENIC TLCM) COM 505160903 490 21000 SH SOLE
PEPSICO INC COM 713448108 12856 425000 SH SOLE
PEPSICO INC COM COM 225 7370 SH SOLE
Total 13081 432370
PHARMACIA & UPJOHN INC COM COM 40 800 SH SOLE
PHARMACIA + UPJOHN INC COM 716941109 893 18000 SH SOLE
Total 933 18800
PIMCO ADVISORS HLDG LP UT LTD UNIT LTD PARTN 323 10240 SH SOLE
PART INT
PIMCO ADVISORS HLDGS P L UNIT LTD PARTN 69338P102 11498 365000 SH SOLE
Total 11820 375240
ROLLS ROYCE COM 074776006 562 162500 SH SOLE
ROYAL DUTCH PETE CO NY REG GLD1.25 SPONSORED ADR 6 110 SH SOLE
SABRE GROUP HLDGS INC CL A COM 129 2990 SH SOLE
SABRE HLDGS CORP COM 785905100 4640 107900 SH SOLE
Total 4768 110890
SAMSUNG ELECTRS LTD COM 796050888 397 5000 SH SOLE
SBA COMMUNCATIONS CORP COM 78388J106 6525 600000 SH SOLE
SBA COMMUNICATIONS CRP COM COM 230 21195 SH SOLE
Total 6755 621195
SCHWAB CHARLES CORP COM 808513105 8759 260000 SH SOLE
SCHWAB CHARLES CP NEW COM 140 4175 SH SOLE
Total 8898 264175
SEAGATE TECHNOLOGY COM 811804103 7087 230000 SH SOLE
SEAGATE TECHNOLOGY COM COM 131 4285 SH SOLE
Total 7218 234285
SOFTBANK CORPORATION COM 677062903 1100 2900 SH SOLE
SOGECABLE ORD SHS COM 573066909 218 8000 SH SOLE
SONY CORP COM 682150008 7867 52800 SH SOLE
SONY CORP COM 682150008 358 2400
Total 8225 55200
SONY CORP COM 835699307 8253 55000 SH SOLE
SONY CORP COM 835699307 750 5000 SH SOLE
SONY CORP ADR NEW SPONSORED ADR 323 2155 SH SOLE
Total 9327 62155
SUN CMNTYS INC COM 866674104 8580 259500 SH SOLE
SUN COMMUNITIES INC COM COM 211 6380 SH SOLE
Total 8791 265880
SUN MICROSYSTEMS INC COM 866810104 9300 100000 SH SOLE
SUN MICROSYSTEMS INC COM COM 244 2625 SH SOLE
Total 9544 102625
SWEDISH MATCH COM 504856907 482 130000 SH SOLE
TAIWAN SEMICONDUCT COM 688910900 526 125000 SH SOLE
TELECOM CORP OF NEW ZEALAND COM 879278208 3498 109300 SH SOLE
TELECOM EIREANN COM 87927M108 516 30000 SH SOLE
TELESP CELULAR SA COM 224693903 270 7500000 SH SOLE
TESCO COM 088470000 904 289000 SH SOLE
TEXAS UTILS CO COM COM 18 473 SH SOLE
TOYOTA CREDIT DE PR YRS 1+2 COMMERCIAL PAPER 89232J002 6077 6095000 PRN SOLE
TOYOTA CREDIT DE PR YRS 1+2 COMMERCIAL PAPER 89232J002 1693 1700000 PRN SOLE
TOYOTA CREDIT DE PR YRS 1+2 COMMERCIAL PAPER 89232J002 3993 4000000 PRN SOLE
Total 11763 11795000
TOYOTA MTR CR CO COMMERCIAL PAPER 89233H005 389 390000 PRN SOLE
U S WEST INC COM-COMMUNCTNS COM 256 4480 SH SOLE
U S WEST INC NEW COM 91273H101 17119 300000 SH SOLE
Total 17374 304480
UNION CARBIDE CORP COM COM 9 165 SH SOLE
UNION PAC CORP COM 907818108 9689 201600 SH SOLE
UNION PAC CORP COM COM 173 3595 SH SOLE
Total 9862 205195
UNIONBANCAL CORP COM 908906100 10803 298000 SH SOLE
UNIONBANCAL CORP COM COM 261 7195 SH SOLE
Total 11063 305195
UNITEDGLOBALCOM COM 913247508 408 5700 SH SOLE
UPM KYMMENE OY COM 505125906 817 24000 SH SOLE
VARTA AG COM 492700000 500 3880 SH SOLE
WEBS INDEX FD INC COM 92923H889 209 15000 SH SOLE
WILLIAMS COS INC DEL COM COM 34 905 SH SOLE
</TABLE>
<TABLE>
VALUE 9-30-99
<CAPTION>
BASE MARKET
ASSET ID SECURITY NAME PAR VALUE/SHARES VALUE
<S> <C> <C> <C> <C> <C>
007974108 ADVENT SOFTWARE 228750 14239687.5 14239.68
INC
401813902 ALSO 747 437510.8 437.5108
HOLDING
02635K005 AMERICAN GEN FIN 500000 498687.5 498.6875
CORP
03018A002 AMERICAN TEL + 1200000 1198756.3 1198.756
TELEG CO
G03910109 ANNUITY AND LIFE 25800 641775 641.775
RE HLDGS
432439909 APCOA PARKING 8100 603316 603.316
AG
038222105 APPLIED 145000 11291875 11291.87
MATERIALS
INC
N07059111 ASM LITHOGRAPHY 7000 469437.5 469.4375
HLDG N V
048825103 ATLANTIC 205000 18168125 18168.12
RICHFIELD
CO
606558005 AUST + NZ BANK 80000 535255.0 535.2550
GRP
053790101 AVIS RENT A CAR 509000 10625375 10625.37
INC
510785900 BANKGESELL 27570 488441.7 488.4417
BERLIN
077853109 BELL ATLANTIC 373800 25161412.5 25161.41
CORP
079996005 BELLSOUTH 550000 547513.5 547.5135
TELECOMM
INC
005665906 BILLITON 139000 583530.7 583.5307
407208008 BIPOP 13900 594569.5 594.5695
499962009 BK AUSTRIA 190839 9493154.1 9493.154
AG
499962009 BK AUSTRIA 10000 497443.0 497.4430
AG
097023105 BOEING 290000 12361250 12361.25
CO
414305904 BRE 15000 389615.1 389.6151
BANK
11434A100 BROOKS 298200 5237137.5 5237.137
AUTOMATION
INC
153436100 CENTRAL EUROPEAN 23700 291806.2 291.8062
EQUITY FD INC
1730E0006 CITICORP YRS 5900000 5880135.0 5880.135
1+2
17305U000 CITIGROUP 5000000 4989733.3 4989.733
INC
126650100 CVS 350000 14284375 14284.37
CORP
235204104 DALLAS 130000 6946875 6946.875
SEMICONDUCTOR
CORP
253651103 DIEBOLD 496700 11486187.5 11486.18
INC
260543103 DOW CHEM 112500 12782812.5 12782.81
CO
577398902 DSM 30000 1189075.1 1189.075
NV
576157903 DYCKERHOFF 403000 12392664.0 12392.66
AG
576157903 DYCKERHOFF 23970 737102.1 737.1021
AG
030453005 EDINBURGH FD 52000 372392.8 372.3928
MGRS GP
283905107 EL PASO ENERGY 488200 19436462.5 19436.46
CORP DEL
242856904 EMRAER EMP AER 160000 450000 450
BR
EUR EURO 6687588.7 7115924.7 7115.924
CURRENCY
EUR EURO 364461.0 387804.5 387.8045
CURRENCY
435969001 FLUGHAFEN WIEN 12000 478439.1 478.4391
AG
345397004 FORD MTR CR 2400000 2397189.3 2397.189
CO
345397004 FORD MTR CR 3000000 2985893.3 2985.893
CO
35063R100 FOUNDRY NETWORKS 400 50400 50.4
INC
35138T107 FOX ENTMT GROUP 537600 11356800 11356.8
INC
372917104 GENZYME 311000 14014437.5 14014.43
CORP
38141G104 GOLDMAN SACHS 12500 762500 762.5
GROUP INC
421933102 HEALTH MGMT 1500000 11062500 11062.5
ASSOC
507670909 HENKEL 82600 5185538.2 5185.538
KGAA
507670909 HENKEL 8000 502231.3 502.2313
KGAA
427056106 HERCULES 402100 11510112.5 11510.11
INC
HKD HONG KONG 1 0.13 0.00013
DOLLAR
443683107 HUDSON CITY 475000 6531250 6531.25
BANCORP
INC
505887901 ING GROEP 178022 9660634.2 9660.634
NV
505887901 ING GROEP 11126 603769.2 603.7692
NV
458140100 INTEL 230000 17091875 17091.87
CORP
46145F105 INVESTMENT 355869 8184987 8184.987
TECHNOLOGY
GROUP
46145F105 INVESTMENT 15200 349600 349.6
TECHNOLOGY
GROUP
465917102 JDN RLTY 462000 9471000 9471
CORP
411695000 JULIUS BAER 3403 10078768.7 10078.76
HLDG
411695000 JULIUS BAER 380 1125457.5 1125.457
HLDG
500634100 KOREA FD 38000 477375 477.375
INC
512807108 LAM RESH 290000 17690000 17690
CORP
532457108 LILLY ELI + 275000 17600000 17600
CO
556100105 MACROMEDIA 150000 6131250 6131.25
INC
474184900 MERCK 20200 730789.1 730.7891
KGAA
590188009 MERRILL LYNCH + 555000 552802.2 552.8022
CO INC
TWD NEW TAIWAN 73363 2310.65 2.31065
DOLLAR
650901101 NEWBRIDGE 505000 13161562.5 13161.56
NETWORKS
CORP
650901101 NEWBRIDGE 22000 573375 573.375
NETWORKS
CORP
656569100 NORTEL NETWORKS 450000 22950000 22950
CORP
656569100 NORTEL NETWORKS 18600 948600 948.6
CORP
674599105 OCCIDENTAL PETE 290000 6706250 6706.25
CORP
505160903 OTE (HELLENIC 21000 489573.8 489.5738
TLCM)
713448108 PEPSICO 425000 12856250 12856.25
INC
716941109 PHARMACIA + 18000 893250 893.25
UPJOHN
INC
69338P102 PIMCO ADVISORS 365000 11497500 11497.5
HLDGS P L
PLN POLISH 78.6 19.17 0.01917
ZOLTY
074776006 ROLLS 162500 562468.4 562.4684
ROYCE
785905100 SABRE HLDGS 107900 4639700 4639.7
CORP
796050888 SAMSUNG ELECTRS 5000 397000 397
LTD
78388J106 SBA 600000 6525000 6525
COMMUNCATIONS
CORP
808513105 SCHWAB CHARLES 260000 8758750 8758.75
CORP
811804103 SEAGATE 230000 7086875 7086.875
TECHNOLOGY
ASSET ID SECURITY NAME PAR VALUE/SHARES VALUE #VALUE!
677062903 SOFTBANK 2900 1099925.0 1099.925
CORPORATION
573066909 SOGECABLE ORD 8000 218172.6 218.1726
SHS
682150008 SONY 52800 7867091.2 7867.091
CORP
835699307 SONY 55000 8253437.5 8253.437
CORP
682150008 SONY 2400 357595.0 357.5950
CORP
835699307 SONY 5000 750312.5 750.3125
CORP
866674104 SUN CMNTYS 259500 8579718.7 8579.718
INC
866810104 SUN MICROSYSTEMS 100000 9300000 9300
INC
504856907 SWEDISH 130000 482362.9 482.3629
MATCH
CHF SWISS 4570037.3 3041622.1 3041.622
FRANC
688910900 TAIWAN 125000 525590.5 525.5905
SEMICONDUCT
879278208 TELECOM CORP OF 109300 3497600 3497.6
NEW ZEALAND
87927M108 TELECOM 30000 515625 515.625
EIREANN
224693903 TELESP CELULAR 7500000 269531.2 269.5312
SA
088470000 TESCO 289000 903982.8 903.9828
89232J002 TOYOTA CREDIT DE 6095000 6077053.6 6077.053
PR YRS 1+2
89232J002 TOYOTA CREDIT DE 1700000 1692700.8 1692.700
PR YRS 1+2
89232J002 TOYOTA CREDIT DE 4000000 3992853.3 3992.853
PR YRS 1+2
89233H005 TOYOTA MTR CR 390000 388741.6 388.7416
CO
91273H101 U S WEST INC 300000 17118750 17118.75
NEW
907818108 UNION PAC 201600 9689400 9689.4
CORP
908906100 UNIONBANCAL 298000 10802500 10802.5
CORP
913247508 UNITEDGLOBALCOM 5700 408262.5 408.2625
505125906 UPM KYMMENE 24000 817189.9 817.1899
OY
492700000 VARTA 3880 499549.9 499.5499
AG
92923H889 WEBS INDEX FD 15000 209062.5 209.0625
INC
</TABLE>
<TABLE>
Thornburg Institutional Group
STOCK PORTFOLIO
<CAPTION>
September 30, 1999
Unit Total Market Pct.
Quantity Security Cost Cost Price Value Assets Yield
----------- ---------------------------- ------------ -------- ------------ ----- -----
COMMON STOCKS -
UNITED STATES
- ------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5092 ADVENT SOFTWARE 34.25 174401.1 62.25 316977 3.5 0 316.977
INC COM
750 ALCOA INC COM 36.56 27420 62.06 46546.87 0.5 2.2 46.54687
125 APPLIED MATLS 77.75 9718.75 77.69 9710.94 0.1 0 9.71094
INC COM
4070 ATLANTIC 79.58 323908.5 88.62 360703.7 4 3.8 360.7037
RICHFIELD CO COM
6205 AVIS RENT A CAR 26.44 164079.4 20.87 129529.3 1.4 0 129.5293
INC COM
18815 BANK AUSTRIA 11.61 218389.5 9.96 187359.7 2.1 1.2 187.3597
AKTIENG - SP ADR
5070 BELL ATLANTIC 55.79 282830.1 67.31 341274.3 3.8 5.4 341.2743
CORP COM
560 BESTFOODS COM 53.5 29960 48.56 27195 0.3 1.8 27.195
5445 BOEING CO COM 41.83 227788.1 42.62 232093.1 2.6 1.3 232.0931
327 BP AMOCO P L C 83.13 27183.51 110.81 36235.69 0.4 3 36.23569
SPONSORED ADR
245 CHEVRON 80.13 19631.85 88.75 21743.75 0.2 3 21.74375
CORPORATION COM
6669 CVS PHARMACY 41.45 276441.3 40.81 272178.5 3 0.6 272.1785
3420 DALLAS 40.93 139968.3 53.44 182756.2 2 0.4 182.7562
SEMICONDUCTOR COM
8295 DIEBOLD INC COM 26.33 218372.0 23.12 191821.8 2.1 2.3 191.8218
1951 DOW CHEM CO COM 132.76 259023.9 113.62 221682.3 2.5 2.6 221.6823
7290 EL PASO ENERGY 34.8 253722.9 40.25 293422.5 3.3 2.2 293.4225
CP DEL COM
13800 FOX ENTMT GROUP 25.5 351843.4 21.06 290662.5 3.2 0 290.6625
INC CL A
5230 GENZYME CORP COM 45.74 239220.2 45.06 235676.8 2.6 0 235.6768
GENL DIV
21320 HEALTH MGMT 8.01 170752.9 7.75 165230 1.8 0 165.23
ASSOC INC CL A
2935 HENKEL KGAA - 68.97 202427.7 55.49 162851.4 1.8 0.9 162.8514
SPONS ADR
5735 HERCULES INC COM 35.09 201228.6 28.62 164164.3 1.8 3.1 164.1643
4017 ING GROEP N V 55.29 222094.4 54.75 219912.6 2.4 1.9 219.9126
SPONSORED ADR
3990 INTEL CORP COM 61.86 246815.7 74.31 296506.8 3.3 0.2 296.5068
5115 INVESTMENT TEC 30.7 157045.1 23 117645 1.3 0.7 117.645
GRP NEW COM
10320 JDN RLTY CORP COM 20.73 213908.8 20.5 211560 2.3 9.6 211.56
3430 LAM RESH CORP COM 34.83 119472.3 61 209230 2.3 0 209.23
5199 LILLY ELI & CO 71.73 372925.5 64.19 333710.8 3.7 1.3 333.7108
COM
4855 MACROMEDIA INC 46.22 224385.6 40.87 198448.1 2.2 0 198.4481
COM
339 MOBIL CORP COM 73.63 24960.57 100.75 34154.25 0.4 3.1 34.15425
8240 NEWBRIDGE 29.5 243073.2 26.06 214755 2.4 0 214.755
NETWORKS CP COM
5825 NORTEL NETWORKS 34.13 198825.5 51 297075 3.3 0.9 297.075
2760 NOVELLUS SYS INC 66.12 182502.5 67.44 186127.5 2.1 0 186.1275
COM
2000 OCCIDENTAL PETE 21.81 43625 23.12 46250 0.5 4.6 46.25
CP DEL COM
7370 PEPSICO INC COM 37.08 273244.6 30.5 224785 2.5 1.4 224.785
800 PHARMACIA & 48.14 38513.44 49.62 39700 0.4 2.2 39.7
UPJOHN INC COM
10240 PIMCO ADVISORS 30.17 308950.0 31.5 322560 3.6 6.6 322.56
HLDG LP UT LTD
PART INT
110 ROYAL DUTCH PETE 48.1 5290.63 59.06 6496.87 0.1 2.7 6.49687
CO NY REG GLD1.25
2990 SABRE GROUP 64.01 191404.5 43 128570 1.4 0 128.57
HLDGS INC CL A
21195 SBA 10.45 221583.7 10.87 230495.6 2.6 0 230.4956
COMMUNICATIONS
CRP COM
4175 SCHWAB CHARLES 36.93 154190.8 33.44 139601.5 1.5 0.4 139.6015
CP NEW COM
4285 SEAGATE 31.05 133047.0 30.62 131228.1 1.5 0 131.2281
TECHNOLOGY COM
2155 SONY CORP ADR NEW 93.46 201404.6 150.06 323384.6 3.6 0.4 323.3846
6380 SUN COMMUNITIES 33.27 212234.8 33.06 210938.7 2.3 6 210.9387
INC COM
2625 SUN MICROSYSTEMS 57.73 151540.9 93 244125 2.7 0 244.125
INC COM
473 TEXAS UTILS CO 45.25 21403.25 37.31 17648.81 0.2 5.1 17.64881
COM
4480 U S WEST INC 57.95 259613.1 57.06 255640 2.8 3.5 255.64
COM-COMMUNCTNS
165 UNION CARBIDE 57.75 9528.75 56.81 9374.06 0.1 1.6 9.37406
CORP COM
3595 UNION PAC CORP 49.22 176930.9 48.06 172784.6 1.9 1.6 172.7846
COM
7195 UNIONBANCAL CORP 34.44 247793.5 36.25 260818.7 2.9 2.2 260.8187
COM
905 WILLIAMS COS INC 33.56 30371.8 37.62 34050.62 0.4 1.8 34.05062
DEL COM
8704994.1 9007394.1 100 1.8
TOTAL PORTFOLIO 8704994.1 9007394.1 100 1.8
</TABLE>
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