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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT
TO SECTION 13(f) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED
June 30, 2001
- --------------------------------------------------------------------------------
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM.)
- --------------------------------------------------------------------------------
IF AMENDED REPORT CHECK HERE: |_|
Allstate Life Insurance Company
- --------------------------------------------------------------------------------
NAME OF INSTITUTIONAL INVESTMENT MANAGER
3075 Sanders Road, Suite G4A Northbrook Illinois 60062-7127
- --------------------------------------------------------------------------------
BUSINESS ADDRESS (STREET) (CITY) (STATE) (ZIP)
Doug Welch Assistant Vice President, Unvestment Operations (847) 402-7581
- --------------------------------------------------------------------------------
NAME, PHONE NO., AND TITLE OF PERSON DULY AUTHORIZED TO SUBMIT THIS REPORT.
- ------------------------------------ATTENTION-----------------------------------
INTENTIONAL MISSTATEMENTS OR OMISSIONS OF FACTS CONSTITUTE
FEDERAL CRIMINAL VIOLATIONS.
SEE 18 U.S.C. 1001 AND 15 U.S.C. 78FF(A).
- --------------------------------------------------------------------------------
THE INSTITUTIONAL INVESTMENT MANAGER SUBMITTING THIS FORM AND ITS
ATTACHMENTS AND THE PERSON BY WHOM IT IS SIGNED REPRESENT HEREBY THAT ALL
INFORMATION CONTAINED THEREIN IS TRUE, CORRECT AND COMPLETE. IT IS UNDERSTOOD
THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE CONSIDERED INTEGRAL PARTS
OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT ALL
UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND COMPLETE AS
PREVIOUSLY SUBMITTED.
PURSUANT TO THE REQUIREMENTS OF SECURITIES EXCHANGE ACT OF 1934, THE
UNDERSIGNED INSTITUTIONAL INVESTMENT MANAGER HAS CAUSED THIS REPORT TO BE SIGNED
ON ITS BEHALF IN ON THE 11 DAY OF FEBRUARY, 2000.
ALLSTATE LIFE INSURANCE COMPANY
------------------------------------------
(NAME OF INSTITUTIONAL INVESTMENT MANAGER)
------------------------------------------
(MANUAL SIGNATURE OF PERSON DULY
AUTHORIZED TO SUBMIT THIS REPORT)
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
NAME AND 13F FILE NUMBERS OF ALL INSTITUTIONAL INVESTMENT MANAGERS WITH RESPECT
TO WHICH THIS SCHEDULE IS FILED (OTHER THAN THE ONE FILING THIS REPORT): (LIST
IN ALPHABETICAL ORDER).
13F FILE NUMBERS WILL BE ASSIGNED TO INSTITUTIONAL INVESTMENT MANAGERS AFTER
THEY FILE THEIR FIRST REPORT.
NAME: 13F FILE NO.:
- -------------------------------------------------------------- ---------------
1. ALLSTATE LIFE INSURANCE COMPANY 28-35
- -------------------------------------------------------------- ---------------
2.
- -------------------------------------------------------------- ---------------
3.
- -------------------------------------------------------------- ---------------
4.
- -------------------------------------------------------------- ---------------
5.
- -------------------------------------------------------------- ---------------
FORM 13F REPORT
NAME OF REPORTING MANAGER: ALLSTATE LIFE INSURANCE COMPANY
- -----------------------------------------------------------------------------------------------------------------------------------
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVESTMENT DISCRETION VOTING AUTHORITY
FAIR SHARES OR SHARED (SHARES)
NAME OF ISSUER TITLE CUSIP MARKET PRINCIPAL SOLE SHARED OTHER MANA- SOLE SHARED NONE
CLASS NUMBER VALUE AMOUNT (A) (B) (C) GERS (A) (B) (C)
- -----------------------------------------------------------------------------------------------------------------------------------
3 COM COMMON STOCK 885535104 47,975 10,100 X 1 X
ABBOTT LABS COMMON STOCK 002824100 1,449,902 30,200 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 323,275 6,700 X 1 X
ALLTEL COMMON STOCK 020039103 379,812 6,200 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 645,057 16,372 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 310,400 8,000 X 1 X
AMERICAN GENERAL COMMON STOCK 026351106 874,003 18,816 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 1,133,736 19,400 X 1 X
AMERICAN INTL COMMON STOCK 026874107 2,877,732 33,462 X 1 X
AMERICAN STANDARD COMPANIES COMMON STOCK 029712106 408,680 6,800 X 1 X
AMGEN COMMON STOCK 031162100 1,802,196 29,700 X 1 X
ANADARKO PETROLEUM COMMON STOCK 032511107 275,553 5,100 X 1 X
AOL TIME WARNER INC COMMON STOCK 00184A105 3,166,750 59,750 X 1 X
APPLIED MATERIALS COMMON STOCK 038222105 623,570 12,700 X 1 X
AT & T COMMON STOCK 001957109 1,569,920 71,360 X 1 X
AT&T CORP -
LIBERTY MEDIA -A COMMON STOCK 001957208 346,302 19,800 X 1 X
ATMEL CORP COMMON STOCK 049513104 165,927 12,300 X 1 X
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 646,100 13,000 X 1 X
AVON PRODUCTS COMMON STOCK 054303102 546,104 11,800 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 1,826,953 30,434 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 211,200 4,400 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 247,020 6,900 X 1 X
BAXTER INTL COMMON STOCK 071813109 842,800 17,200 X 1 X
BECKMAN COULTER INC COMMON STOCK 075811109 481,440 11,800 X 1 X
BELLSOUTH COMMON STOCK 079860102 1,143,668 28,400 X 1 X
BEST BUY COMMON STOCK 086516101 323,952 5,100 X 1 X
BIOVAIL CORP NON-REDEEM P/S 09067J208 502,400 6,400 X 1 X
BJ SERVICES COMMON STOCK 055482103 323,532 11,400 X 1 X
BMC SOFTWARE COMMON STOCK 055921100 498,179 22,102 X 1 X
BOEING COMMON STOCK 097023105 628,280 11,300 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 2,515,630 48,100 X 1 X
C I G N A COMMON STOCK 125509109 565,338 5,900 X 1 X
CADENCE DESIGNS SYS INC COMMON STOCK 127387108 353,970 19,000 X 1 X
CARDINAL HEALTH COMMON STOCK 14149Y108 469,200 6,800 X 1 X
CENDANT COPORATION COMMON STOCK 151313103 1,146,600 58,800 X 1 X
CHEVRON COMMON STOCK 166751107 968,350 10,700 X 1 X
CINCINNATI FINL CORP COMMON STOCK 172062101 1,422,000 36,000 X 1 X
CINERGY COMMON STOCK 172474108 415,905 11,900 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 1,921,920 105,600 X 1 X
CITIGROUP INC COMMON STOCK 172967101 4,331,083 81,966 X 1 X
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 457,710 7,300 X 1 X
COCA-COLA COMMON STOCK 191216100 1,165,500 25,900 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 200,566 3,400 X 1 X
COMCAST CLASS A SPECIAL COMMON STOCK 200300200 781,200 18,000 X 1 X
COMPAQ COMPUTER COMMON STOCK 204493100 157,998 10,200 X 1 X
COMPUTER SCIENCES COMMON STOCK 205363104 318,320 9,200 X 1 X
COMVERSE TECHNOLOGY COMMON STOCK 205862402 399,700 7,000 X 1 X
CONCORD EFS INC COMMON STOCK 206197105 494,095 9,500 X 1 X
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 319,500 7,500 X 1 X
CVS CORP COMMON STOCK 126650100 339,680 8,800 X 1 X
DELL COMPUTER COMMON STOCK 247025109 1,048,615 40,100 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 728,028 25,200 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 874,475 26,300 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 299,136 6,201 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 514,932 13,200 X 1 X
DYNEGY INC COMMON STOCK 26816Q101 223,200 4,800 X 1 X
E M C COMMON STOCK 268648102 380,555 13,100 X 1 X
EASTMAN CHEMICAL COMMON STOCK 277432100 409,618 8,600 X 1 X
EL PASO ENERGY
CAPITAL TRUST I, 4.75%, NON-REDEEM P/S 283678209 1,985,650 30,200 X 1 X
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 981,250 15,700 X 1 X
ENRON COMMON STOCK 293561106 980,000 20,000 X 1 X
EQUITY RESIDENTIAL
PROPERTIES SERIES G NON-REDEEM P/S 29476L859 2,524,000 100,000 X 1 X
EXELON CORP COMMON STOCK 30161N101 403,956 6,300 X 1 X
EXXON COMMON STOCK 30231G102 5,915,779 67,725 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 510,900 6,000 X 1 X
FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 382,500 9,000 X 1 X
FEDEX CORP COMMON STOCK 31428X106 337,680 8,400 X 1 X
FIRST DATA COMMON STOCK 319963104 636,075 9,900 X 1 X
FIRST UNION COMMON STOCK 337358105 206,146 5,900 X 1 X
FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 1,624,709 41,184 X 1 X
FORD MOTOR COMPANY COMMON STOCK 345370860 754,863 30,748 X 1 X
FREDDIE MAC COMMON STOCK 313400301 2,002,000 28,600 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 7,044,375 144,500 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 218,790 3,400 X 1 X
GENERAL MOTORS CL H COMMON STOCK 370442832 990,225 48,900 X 1 X
GENZYME CORP. COMMON STOCK 372917104 317,200 5,200 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 583,676 17,243 X 1 X
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 331,820 9,400 X 1 X
HCA INC COMMON STOCK 404119109 1,724,089 38,152 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 697,840 24,400 X 1 X
HOME DEPOT COMMON STOCK 437076102 1,505,893 32,350 X 1 X
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 563,339 16,100 X 1 X
HOUSEHOLD INTL COMMON STOCK 441815107 913,790 13,700 X 1 X
IDEC PHARMECEUTICALS CORP COMMON STOCK 449370105 270,760 4,000 X 1 X
INTEL COMMON STOCK 458140100 2,772,900 94,800 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 2,892,800 25,600 X 1 X
IVAX CORP COMMON STOCK 465823102 219,375 5,625 X 1 X
JDS UNIPHASE CORP COMMON STOCK 46612J101 261,250 20,900 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 2,985,000 59,700 X 1 X
JP MORGAN CHASE & COMPANY COMMON STOCK 46625H100 2,073,900 46,500 X 1 X
LILLY (ELI) COMMON STOCK 532457108 1,206,200 16,300 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 864,225 16,700 X 1 X
LINENS 'N THINGS INC COMMON STOCK 535679104 265,004 9,700 X 1 X
LOWE'S COMMON STOCK 548661107 478,830 6,600 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 123,721 19,955 X 1 X
MCDONALD'S COMMON STOCK 580135101 665,676 24,600 X 1 X
MEDTRONICS COMMON STOCK 585055106 331,272 7,200 X 1 X
MERCK COMMON STOCK 589331107 2,543,618 39,800 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 551,025 9,300 X 1 X
MICROSOFT COMMON STOCK 594918104 7,285,400 99,800 X 1 X
MILLENNIUM PHARMA-
CEUTICALS INC COMMON STOCK 599902103 209,922 5,900 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 273,840 2,400 X 1 X
MORGAN STANLEY
DEAN WITTER & CO COMMON STOCK 617446448 745,068 11,600 X 1 X
MOTOROLA COMMON STOCK 620076109 783,288 47,300 X 1 X
NATIONWIDE FINANCIAL COMMON STOCK 638612101 846,810 19,400 X 1 X
NORTEL NETWORKS CORP COMMON STOCK
FOREIGN 656568102 168,165 18,500 X 1 X
OCCIDENTAL PETROLEUM COMMON STOCK 674599105 829,608 31,200 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 1,375,600 72,400 X 1 X
P P G INDUSTRIES COMMON STOCK 693506107 488,901 9,300 X 1 X
PAYCHEX COMMON STOCK 704326107 447,000 11,175 X 1 X
PEPSICO COMMON STOCK 713448108 654,160 14,800 X 1 X
PFIZER COMMON STOCK 717081103 4,437,540 110,800 X 1 X
PHARMACIA CORPORATION COMMON STOCK 71713U102 353,310 7,689 X 1 X
PHILLIPS PETROLEUM COMMON STOCK 718507106 222,300 3,900 X 1 X
PRIDE INTL COMMON STOCK 741932107 288,800 15,200 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 1,435,500 22,500 X 1 X
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 1,041,920 17,600 X 1 X
QUALCOM COMMON STOCK 747525103 602,344 10,300 X 1 X
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 1,255,296 39,388 X 1 X
ROWAN COMMON STOCK 779382100 318,240 14,400 X 1 X
ROYAL BK SCOTLND REDEEMABLE P/S 780097804 843,150 33,000 X 1 X
ROYAL DUTCH PETROLEUM COMMON STOCK
FOREIGN 780257804 745,856 12,800 X 1 X
RYDER COMMON STOCK 783549108 319,480 16,300 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 2,314,587 57,778 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 456,624 12,600 X 1 X
SEALED AIR CORP.,
$2.00, CONVERTIBLE NON-REDEEM P/S 81211K209 679,150 17,000 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 309,540 6,600 X 1 X
SIMON PROPERTY
GROUP 6.5% PFD B NON-REDEEM P/S 828806406 4,025,000 50,000 X 1 X
SOVEREIGN BANCORP COMMON STOCK 845905108 565,500 43,500 X 1 X
SOVEREIGN BANCORP NON-REDEEM P/S 845905306 504,000 7,000 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 309,120 12,800 X 1 X
STARWOOD HOTELS &
RESORTS TRUST COMMON STOCK 85590A203 369,072 9,900 X 1 X
SUIZA FOODS CORP COMMON STOCK 865077101 430,110 8,100 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 749,655 47,688 X 1 X
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 222,074 7,400 X 1 X
SYBASE INC COMMON STOCK 871130100 416,185 25,300 X 1 X
TCF FINANCIAL COMMON STOCK 872275102 690,019 14,900 X 1 X
TENET HEALTHCARE COMMON STOCK 88033G100 918,302 17,800 X 1 X
TEXACO COMMON STOCK 881694103 472,860 7,100 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 689,850 21,900 X 1 X
TIDEWATER COMMON STOCK 886423102 410,930 10,900 X 1 X
TOYS R US COMMON STOCK 892335100 284,625 11,500 X 1 X
TRANSOCEAN SEDCO FOREX INC COMMON STOCK G90078109 476,355 11,548 X 1 X
TXU CORPORATION (HLDG) COMMON STOCK 873168108 689,117 14,300 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 2,193,625 40,250 X 1 X
U.S. BANCORP COMMON STOCK 902973304 1,105,315 48,500 X 1 X
UNILEVER N.V. COMMON STOCK
FOREIGN 904784709 201,049 3,375 X 1 X
UNITED TECH COMMON STOCK 913017109 564,102 7,700 X 1 X
UNIVISION COMMUNICATION INC COMMON STOCK 914906102 329,406 7,700 X 1 X
US CELLULAR CORP COMMON STOCK 911684108 1,493,135 25,900 X 1 X
USA EDUCATION INC. COMMON STOCK 90390U102 1,168,000 16,000 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 339,303 5,100 X 1 X
VERIZON COMMUNICATIONS COMMON STOCK 92343V104 2,428,900 45,400 X 1 X
VIACOM -CL B COMMON STOCK 925524308 1,313,363 25,379 X 1 X
WALGREEN COMMON STOCK 931422109 208,315 6,100 X 1 X
WAL-MART STORES COMMON STOCK 931142103 2,859,680 58,600 X 1 X
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 511,612 8,300 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 475,200 9,900 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 1,235,038 26,600 X 1 X
WORLDCOM GROUP(WORLDCOM INC) COMMON STOCK 98157D106 606,880 42,738 X 1 X
XTO ENERGY INC COMMON STOCK 98385X106 163,949 11,425 X 1 X
ZALE CORP. COMMON STOCK 988858106 232,530 6,900 X 1 X
ADELPHIA COMM. DEBT 006848BG9 2,598,750 2,700,000 X 1 X
ADELPHIA COMM. DEBT 006848BH7 825,000 750,000 X 1 X
ADT OPERATIONS INC CONV DEBT 000945AC9 3,872,588 1,305,000 X 1 X
AFFILIATED COMPUTER DEBT 008190AE0 6,375,413 5,910,000 X 1 X
AFFYMETRIX INC DEBT 00826TAB4 1,347,656 1,875,000 X 1 X
ALLERGAN INC DEBT 018490AB8 2,851,875 4,500,000 X 1 X
ALZA CORP DEBT 02261WAA7 16,565,625 23,250,000 X 1 X
ALZA CORP. DEBT 022615AC2 16,968,000 13,440,000 X 1 X
AMERICA ONLINE DEBT 02364JAC8 35,039,625 65,190,000 X 1 X
AMERICAN INTERNATIONAL GROUP DEBT 026874AN7 6,707,250 6,600,000 X 1 X
AMERICAN TOWER DEBT 029912AD4 1,083,375 1,350,000 X 1 X
AMERICAN TOWER DEBT 029912AF9 1,074,938 1,365,000 X 1 X
AMKOR TECH. DEBT 031652AL4 1,638,000 1,800,000 X 1 X
ANADARKO PETROLEUM CORP DEBT 032511AP2 8,295,000 12,000,000 X 1 X
ANALOG DEVICES DEBT 032654AC9 31,798,500 34,800,000 X 1 X
ANALOG DEVICES DEBT 032654AD7 685,313 750,000 X 1 X
ANNTAYLOR STORES DEBT 036115AC7 658,125 1,125,000 X 1 X
ASYST TECH. DEBT 04648XAA5 645,000 600,000 X 1 X
AUTOMATIC DATA
PROCESSING INC CONV DEBT 053015AC7 2,706,375 2,100,000 X 1 X
BARNES & NOBLE DEBT 067774AC3 626,063 450,000 X 1 X
BAXTER INTL. DEBT 071813AQ2 14,550,000 15,000,000 X 1 X
BEA SYSTEMS DEBT 073325AD4 1,605,975 1,380,000 X 1 X
BROOKS AUTOMATION DEBT 11434AAA8 551,250 600,000 X 1 X
BURR-BROWN CORP DEBT 122574AF3 18,228,356 16,185,000 X 1 X
CALPINE CORP. DEBT 131347AX4 1,696,500 1,800,000 X 1 X
CARNIVAL CORP DEBT 143658AM4 9,461,250 9,000,000 X 1 X
CELESTICA INC DEBT 15101QAA6 2,224,875 5,100,000 X 1 X
CELL THERAPEUTICS DEBT 150934AA5 1,236,000 1,200,000 X 1 X
CENDANT DEBT 151313AG8 12,120,000 12,000,000 X 1 X
CENDANT CORP. DEBT 151313AE3 25,930,500 35,400,000 X 1 X
CHARTER COMM DEBT 16117MAC1 1,270,500 1,200,000 X 1 X
CHARTER COMM. DEBT 16117MAB3 550,688 450,000 X 1 X
CHECKFREE HLDGS DEBT 162816AC6 247,125 300,000 X 1 X
CIENA CORP DEBT 171779AA9 907,500 1,200,000 X 1 X
CLEAR CHANNEL COMM.,
INC., CONVERTIBLE DEBT 184502AB8 6,532,500 6,000,000 X 1 X
CLEAR CHANNEL
COMMUNICATIONS DEBT 184502AE2 15,296,063 15,975,000 X 1 X
COMCAST DEBT 200300BH3 33,415,313 40,875,000 X 1 X
COMMSCOPE INC DEBT 203372AB3 3,927,300 4,560,000 X 1 X
COMVERSE TECH. DEBT 205862AH8 2,113,313 2,550,000 X 1 X
COR THERAPEUTICS DEBT 217753AD4 217,088 210,000 X 1 X
COR THERAPEUTICS DEBT 217753AE2 1,331,438 1,350,000 X 1 X
CORNING INC. DEBT 219350AJ4 24,976,125 44,700,000 X 1 X
COSTCO DEBT 22160QAC6 11,561,063 12,090,000 X 1 X
COX COMMUNICATION DEBT 224044AX5 7,757,813 18,750,000 X 1 X
COX COMMUNICATIONS DEBT 224044AW7 6,024,375 10,500,000 X 1 X
COX COMMUNICATIONS DEBT 224044BA4 11,202,188 15,750,000 X 1 X
COX ENTERPRISES DEBT 224050AM6 14,499,375 14,250,000 X 1 X
CUC INTL INC DEBT 126545AD4 4,421,250 4,500,000 X 1 X
CYMER DEBT 232572AC1 802,313 825,000 X 1 X
CYPRESS SEMICONDUCTOR DEBT 232806AE9 2,091,900 2,280,000 X 1 X
DANAHER CORP. DEBT 235851AD4 7,788,000 13,200,000 X 1 X
DEUTSCHE BANK FINANCIAL DEBT 25153EBE0 20,238,488 17,115,000 X 1 X
DEVON ENERGY DEBT 25179MAC7 13,744,500 29,400,000 X 1 X
DEVON ENERGY CORP DEBT 25179MAA1 4,696,500 4,650,000 X 1 X
DEVON ENERGY CORP. DEBT 25179MAB9 13,773,458 13,722,000 X 1 X
DEVON ENERGY CORP. DEBT 25179MAD5 771,375 1,650,000 X 1 X
DIAMOND OFFSHORE DEBT 25271CAB8 5,529,563 11,550,000 X 1 X
DIAMOND OFFSHORE DEBT 25271CAD4 8,848,125 9,750,000 X 1 X
ECHOSTAR COMM. DEBT 278762AE9 4,566,000 4,800,000 X 1 X
EL PASO CORP DEBT 28336LAA7 7,301,250 17,700,000 X 1 X
ELAN FINANCE DEBT 284129AC7 27,286,875 31,500,000 X 1 X
ENRON CORP. DEBT 293561CC8 3,666,938 6,150,000 X 1 X
ENZON DEBT 293904AA6 1,221,000 1,200,000 X 1 X
FIRST DATA DEBT 319963AD6 16,712,063 16,050,000 X 1 X
GENZYME CORP DEBT 372917AJ3 776,250 750,000 X 1 X
GLOBAL MARINE DEBT 379352AN7 13,225,275 27,990,000 X 1 X
GOLDMAN SACHS / WELLS FARGO DEBT 38141GAB0 2,943,750 3,000,000 X 1 X
HANOVER COMPRESSOR DEBT 410768AC9 914,869 885,000 X 1 X
HEALTH MANAGEMENT DEBT 421933AB8 11,895,975 16,380,000 X 1 X
HEWLETT PACKARD CO CONV DEBT 428236AC7 10,914,750 19,800,000 X 1 X
HILTON HOTELS CORP CONV DEBT 432848AL3 1,211,625 1,350,000 X 1 X
HOME DEPOT EXHANGEABLE TRUST DEBT 40414EAA3 5,362,500 6,000,000 X 1 X
HUMAN GENOME SCIENCES DEBT 444903AH1 1,953,000 2,400,000 X 1 X
IDEC PHARMACEUT DEBT 449370AC9 1,112,231 405,000 X 1 X
IMCLONE SYSTEMS DEBT 45245WAD1 1,197,000 1,050,000 X 1 X
INHALE DEBT 457191AH7 300,938 450,000 X 1 X
INHALE THERAPEUTICS DEBT 457191AG9 401,250 600,000 X 1 X
INTERNATIONAL PAPER DEBT 460146BL6 15,554,250 33,450,000 X 1 X
INTERNATIONAL RECTIFIER CORP DEBT 460254AD7 699,750 900,000 X 1 X
INTERPUBLIC GROUP DEBT 460690AG5 7,188,750 9,000,000 X 1 X
INTERPUBLIC GROUP DEBT 460690AJ9 3,714,188 4,650,000 X 1 X
INTL RECTIFIER DEBT 460254AE5 583,125 750,000 X 1 X
INVITROGEN CORP DEBT 46185RAB6 910,594 825,000 X 1 X
IVAX DEBT 465823AE2 2,094,750 1,800,000 X 1 X
JABIL CIRCUIT DEBT 466313AA1 934,875 900,000 X 1 X
JACOR COMM INC DEBT 469858AB0 12,958,500 24,450,000 X 1 X
JMH FINANCE LIMITED DEBT 46621WAA9 8,757,000 8,400,000 X 1 X
JONES APPAREL DEBT 480081AB4 7,242,375 13,350,000 X 1 X
JUNIPER NETWORKS DEBT 48203RAA2 2,411,100 3,384,000 X 1 X
KERR-MCGEE DEBT 492386AP2 16,337,063 13,350,000 X 1 X
KERR-MCGEE CORP DEBT 492386AL1 8,571,375 8,550,000 X 1 X
L-3 COMM. DEBT 502424AA2 964,219 825,000 X 1 X
LAM RESEARCH DEBT 512807AD0 1,171,500 1,200,000 X 1 X
LAMAR ADVERTISING CO DEBT 512815AF8 526,200 480,000 X 1 X
LATTICE SEMICOND DEBT 518415AC8 1,864,931 1,365,000 X 1 X
LEGG MASON DEBT 524901AE5 7,101,563 15,150,000 X 1 X
LIBERTY MEDIA DEBT 530715AK7 6,871,125 10,950,000 X 1 X
LIBERTY MEDIA DEBT 530715AL5 1,506,000 2,400,000 X 1 X
LIBERTY MEDIA DEBT 530715AM3 12,278,250 15,300,000 X 1 X
LIBERTY MEDIA DEBT 530715AP6 18,144,000 16,200,000 X 1 X
LIBERTY MEDIA / AT&T CORP DEBT 530715AG6 5,737,500 7,500,000 X 1 X
LIBERTY MEDIA GROUP DEBT 530715AF8 8,491,500 11,100,000 X 1 X
LIEBERT CONV DEBT 531735AA6 2,695,500 600,000 X 1 X
LOWES COMPANIES DEBT 548661CD7 11,717,419 15,915,000 X 1 X
LSI LOGIC DEBT 502161AD4 764,513 555,000 X 1 X
MAGNA INTL INC DEBT 559222AG9 8,656,500 8,700,000 X 1 X
MAGNA INTL INC CONV DEBT 559222AE4 8,671,875 7,500,000 X 1 X
MARRIOTT INTERNATIONAL DEBT 571903AA1 6,543,750 7,500,000 X 1 X
MEDAREX DEBT 583916AA9 1,195,500 1,200,000 X 1 X
MEDIACOM COMM. DEBT 58446KAA3 946,125 900,000 X 1 X
MERCURY INTERACTIVE DEBT 589405AB5 844,594 975,000 X 1 X
MERRILL LYNCH DEBT 590188A65 26,426,250 52,200,000 X 1 X
MILLENNIUM PHARMACEUTICALS DEBT 599902AB9 679,613 630,000 X 1 X
MIRANT DEBT 604675AA6 5,580,000 6,000,000 X 1 X
NABORS DEBT 629568AE6 8,407,125 15,900,000 X 1 X
NABORS DEBT 629568AF3 11,579,625 21,900,000 X 1 X
NETWORK ASSOCIATES DEBT 640938AB2 1,222,500 3,000,000 X 1 X
NEWS AMERICA DEBT 652482AY6 8,179,313 16,650,000 X 1 X
NEXTEL DEBT 65332VBB8 3,543,750 3,750,000 X 1 X
NTL COMM. DEBT 62941AAA7 457,500 750,000 X 1 X
OAK INDS. DEBT 671400AL3 3,532,500 3,000,000 X 1 X
OBBLIGAZIONI OLIVETTI
FINANCE NV DEBT T92376AA9 3,346 3,306 X 1 X
OFFSHORE LOGISTICS INC DEBT 676255AF9 463,200 480,000 X 1 X
OMNICOM GROUP DEBT 681919AH9 6,994,875 6,900,000 X 1 X
OMNICOM GROUP INC DEBT 681919AG1 7,993,125 4,500,000 X 1 X
ONI SYSTEMS DEBT 68273FAA1 225,750 300,000 X 1 X
ORION POWER DEBT 686286AD7 1,105,500 1,200,000 X 1 X
PEREGRINE SYS DEBT 71366QAA9 1,125,900 810,000 X 1 X
PERKINELMER INC DEBT 714046AA7 15,728,456 30,615,000 X 1 X
PROTEIN DESIGN DEBT 74369LAB9 741,150 540,000 X 1 X
PROVIDIAN FINANCIAL CORP DEBT 74406AAA0 1,489,125 1,425,000 X 1 X
RATIONAL SOFTWARE DEBT 75409PAC7 1,185,469 1,125,000 X 1 X
REDBACK NETWORKS DEBT 757209AB7 759,150 1,260,000 X 1 X
REEBOK DEBT 758110AD2 7,615,875 6,900,000 X 1 X
RESMED INC DEBT 761152AA5 897,750 900,000 X 1 X
RF MICRO DEVICES DEBT 749941AB6 533,250 600,000 X 1 X
ROBBINS & MYERS INC CONV DEBT 770196AA1 822,188 750,000 X 1 X
ROCHE HLDGS INC.,
CONVERTIBLE DEBT 771196AC6 2,203,500 3,900,000 X 1 X
ROCHE HLDGS/GENENTECH DEBT 771196AG7 30,255,938 41,025,000 X 1 X
ROYAL CARIBBEAN DEBT 780153AM4 13,432,763 33,270,000 X 1 X
SANMINA DEBT 800907AD9 1,432,125 4,020,000 X 1 X
SANMINA CORP DEBT 800907AB3 375,375 300,000 X 1 X
SCI SYSTEMS INC DEBT 783890AF3 7,297,125 9,150,000 X 1 X
SEPRACOR INC DEBT 817315AL8 741,863 1,095,000 X 1 X
SHAW GROUP DEBT 820280AA3 5,006,250 9,000,000 X 1 X
SOLECTRON DEBT 834182AL1 15,421,875 37,500,000 X 1 X
SOLECTRON CORP DEBT 834182AK3 36,124,875 73,350,000 X 1 X
SPDR EXCHANGE TRUST DEBT 78463LAA7 46,157,000 150,000,000 X 1 X
SPX CORP. DEBT 784635AC8 2,021,250 3,000,000 X 1 X
STILWELL FINANCIAL DEBT 860831AA4 3,105,375 3,900,000 X 1 X
TEVA PHARMACEUTICAL DEBT 88163VAA7 9,986,625 9,900,000 X 1 X
THERMO ELECTRON CORP CONV DEBT 883556AF9 16,754,063 17,250,000 X 1 X
THERMO INSTR SYS INC CONV DEBT 883559AC0 4,145,625 4,500,000 X 1 X
THERMO INSTR SYS INC.,
CONVERTIBLE DEBT 883556AH5 9,725,625 10,500,000 X 1 X
TIMES MIRROR CO. DEBT 887364AE7 7,239,375 11,700,000 X 1 X
TOWER AUTOMOTIVE DEBT 891707AE1 1,239,375 1,500,000 X 1 X
TRANSOCEAN SEDCO FOREX DEBT 893830AD1 22,869,000 25,200,000 X 1 X
TRANSWITCH CORP. DEBT 894065AA9 668,250 900,000 X 1 X
TRANSWITCH CORP. DEBT 894065AB7 946,688 1,275,000 X 1 X
TYCO DEBT 902124AA4 42,053,719 55,425,000 X 1 X
TYCO INT'L DEBT 902124AC0 23,103,938 30,450,000 X 1 X
UNITED PARCEL DEBT 911312AB2 10,212,750 10,200,000 X 1 X
UNIV HEALTH SVCS DEBT 913903AL4 4,371,900 7,410,000 X 1 X
VERITAS SOFTWARE DEBT 92343RAA1 2,197,969 1,125,000 X 1 X
VERIZON GLOBAL DEBT 92343VAA2 35,600,719 65,775,000 X 1 X
VITESSE SEMICOND DEBT 928497AB2 960,000 1,200,000 X 1 X
WEATHERFORD INTERNATIONAL DEBT 947074AA8 15,586,875 25,500,000 X 1 X
WEATHERFORD INT'L DEBT 947074AB6 3,575,813 5,850,000 X 1 X
WELLPOINT DEBT 94973HAA6 8,060,063 10,350,000 X 1 X
WIND RIV SYS INC.,
CONVERTIBLE DEBT 973149AC1 424,800 480,000 X 1 X
