-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OeNlFEPdBm0MQdrT9zydUMSHR7XbM53cYZLJJG2i0pGcJI+58k8kYfG4UU7NtbMX W0luNHOTsXfWczPNF+rbJA== 0000002110-02-000031.txt : 20021030 0000002110-02-000031.hdr.sgml : 20021030 20021030142548 ACCESSION NUMBER: 0000002110-02-000031 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021030 EFFECTIVENESS DATE: 20021030 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LIBERTY WANGER ASSET MANAGEMENT LP CENTRAL INDEX KEY: 0000908733 IRS NUMBER: 363820584 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03639 FILM NUMBER: 02802869 BUSINESS ADDRESS: STREET 1: 227 W MONROE STREET STREET 2: SUITE 3000 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126349230 MAIL ADDRESS: STREET 1: 227 W MONROE ST STREET 2: STE 3000 CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: WANGER ASSET MANAGEMENT LP DATE OF NAME CHANGE: 19990108 13F-HR 1 wam13f-093002.txt 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE REPORT FOR THE QUARTER ENDED: 09/30/2002 CHECK HERE IF AMENDMENT [ ]; AMENDMENT NUMBER: THIS AMENDMENT (CHECK ONE ONLY): [ ] IS A RESTATEMENT [ ] ADDS NEW HOLDINGS ENTRIES. INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT: NAME: LIBERTY WANGER ASSET MANAGEMENT, LP ADRESS: 227 W MONROE SUITE 3000 CHICAGO, IL 60606 13F FILE NUMBER: 801-41391 THE INSTITUTIONAL INVESTMENT MANAGER FILING THIS REORT AND THE PERSON TO WHOM IT IS SIGNED HEREBY REPRESENT THAT THE PERSON SIGNING THE REPORT IS AUTHORIZED TO SUBMIT IT, THAT ALL INFORMATION CONTAINED HERIN 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: BRUCE H. LAUER TITLE: CHIEF ADMINISTRATIVE OFFICER PHONE: 312 634 9230 SIGNATURE, PLACE, AND DATE OF SIGNING BRUCE H. LAUER CHICAGO, ILLINOIS OCTOBER 30, 2002 REPORT TYPE (CHECK ONLY ONE): [ X ] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13 F COMBINATION REPORT LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: 2 FORM 13F INFORMATION TABLE ENTRY TOTAL: 316 FORM 13F INFORMATION TABLE VALUE TOTAL: $5,696,670 LIST OF OTHER INCLUDED MANAGERS: NO. 13F FILE NUMBER NAME 01 28-4798 LIBERTY ACORN INVESTMENT TRUST 02 28-5842 WANGER ADVISORS TRUST NAME OF ISSUER CLASS CUSIP SHARE TOTAL TICKER FAIR MARKET VALUE(IN 000'S) ANCHOR BANCORP WI CS 032839102 1346800 ABCW 27,205 AMERICREDIT CORP CS 03060R101 8271900 ACF 66,754 ACLARA BIOSCIENCES CS 00461P106 1320000 ACLA 1,980 AXCELIS TECH CS 054540109 1305000 ACLS 6,368 ACTEL CORP CS 004934105 261000 ACTL 2,714 ACTUATE CORP CS 00508B102 800000 ACTU 776 AMERICAN DENTAL CS 025353103 412500 ADPI 3,833 APPLIED FILMS CORP CS 038197109 265000 AFCO 2,899 ATHEROGENICS CS 047439104 389000 AGIX 2,435 ATCHISON CASTING CS 046613105 490000 AHNC 162 APPLIED INDUSTRIAL T CS 03820C105 842000 AIT 14,272 ALLIANCE GAMING CS 01859P609 1985000 ALLY 30,549 ALEXION PHARMAC. CS 015351109 304000 ALXN 3,523 AMB PROPERTY CORP CS 00163T109 540000 AMB 15,606 AMETEK INC CS 031100100 1010500 AME 29,426 AFFILIATED MANAGERS CS 008252108 1341000 AMG 59,822 AMLI RESIDENTIAL CS 001735109 73000 AML 1,612 AMERICAN MANAGEMENT CS 027352103 1334000 AMSY 16,982 ANALYSTS INTERNATION CS 032681108 2763200 ANLY 8,013 AIRNET SYSTEMS CS 009417106 600000 ANS 2,760 ANSWERTHINK INC CS 036916104 6690000 ANSR 9,701 ARENA PHARMA. CS 040047102 670000 ARNA 3,752 AEROPOSTALE INC. CS 007865108 656000 ARO 10,102 ASSOCIATED BANCORP CS 045487105 1970340 ASBC 62,519 ASPECT TELECOM CS 04523Q102 2347800 ASPT 3,451 GPO AEROPORTUARIO AD 40051E202 790000 ASR 8,690 ASE TEST FS Y02516105 2033500 ASTSF 7,178 ASYST TECH INC CS 04648X107 745200 ASYT 4,501 ATMOS ENERGY CS 049560105 1125500 ATO 24,198 ACTIVISION INC CS 004930202 900000 ATVI 21,537 AVOCENTCORP CS 053893103 542000 AVCT 7,252 AVID TECHNOLOGY CS 05367P100 1901000 AVID 19,580 AVNET INC CS 053807103 585000 AVT 6,312 BEVERLY ENTERPRISES CS 087851309 1241000 BEV 3,003 BALLY TOTAL FITNESS CS 05873K108 2478900 BFT 24,566 BORDERS GROUP INC CS 099709107 1727000 BGP 27,287 BIGFOOT INTL CS 409992948 2683 BIGFOOT 1 BIGFOOT IMS INC PC 089990949 263158 BIG-IMS 1 BKF CAPITAL GROUP CS 05548G102 352900 BKF 7,439 BRE PROPERTIES CS 05564E106 535000 BRE 16,451 BSQUARE CORP. CS 11776U102 3500000 BSQR 4,025 BOSTON SCIENTIFIC CS 101137107 264000 BSX 8,332 CHEESECAKE FACT CS 163072101 168000 CAKE 5,011 CLARK/BARDES INC CS 180668105 1905000 CBC 33,890 CHRISTOPHER & BANKS CS 171046105 2480500 CBK 62,310 CIBER INC. CS 17163B102 3730000 CBR 21,671 CROWN CASTLE CS 228227104 3095000 CCI 6,716 CARNIVAL CORP CS 143658102 1581000 CCL 39,683 CENTRAL EURO DIST FS 153435102 240100 CEDC 2,437 CONCORD EFS INC CS 206197105 1965000 CEFT 31,204 CHICOS FAS INC CS 168615102 2678000 CHS 42,661 CHITTENDEN CORP CS 170228100 955000 CHZ 28,268 CIPHERGEN BIOSYS CS 17252Y104 1080000 CIPH 3,240 CLICKSOFTWARE TECHS CS M25082104 1660000 CKSW 614 CLARCOR INC CS 179895107 1728600 CLC 53,068 CADIZ INC CS 127537108 2664000 CLCI 7,992 CUMULUS MEDIA CS 231082108 825000 CMLS 14,561 COMARCO INC CS 200080109 1273450 CMRO 6,889 COMMONWEALTH BANCORP CS 20268X102 794000 CMSB 36,524 COMVERSE TECH FS 205862402 70000 CMVT 489 COACH INC CS 189754104 2788000 COH 71,373 COLUMBIA SPORTS CS 198516106 413000 COLM 14,339 CHELSEA PROPERTY CS 163421100 587000 CPG 19,811 CHOICEPOINT INC CS 170388102 463000 CPS 16,501 CARBO CERAMICS CS 140781105 555700 CRR 19,916 COMMONWEALTH TELEPHO CS 203349105 1594000 CTCO 55,423 CONSOLIDATED TOMOKA CS 210226106 254000 CTO 4,534 CUBIC CORP CS 229669106 705000 CUB 11,985 CUNO INC. CS 126583103 1008000 CUNO 31,097 CORVAS INTERNATIONAL CS 221005101 1383000 CVAS 1,784 CITIZENS UTILS CO DE CS 17453B101 25160 CZN 171 DONALDSON COMP CS 257651109 790000 DCI 27,121 DIONEX CS 254546104 640800 DNEX 16,379 DREYFUS MUN BD FD CO MF 26201Q104 109016.778 DRTAX 1,267 DENDRITE INT. CS 248239105 1480000 DRTE 9,339 DOWNEY FINANCIAL CS 261018105 273000 DSL 9,350 DVI INC CS 233343102 1150000 DVI 5,520 DIVERSA CORP CS 255064107 423300 DVSA 3,611 DYNEGY INC CS 26816Q101 2050400 DYN 2,378 EURONET WORLDWIDE FS 298736109 300000 EEFT 1,509 ENZON INC. CS 293904108 889400 ENZN 17,112 EQUITY OFFICE PROP CS 294741103 165000 EOP 4,260 E.PIPHANY CS 26881V100 5410000 EPNY 19,476 EQUITY RESIDENTIAL P CS 29476L107 9000 EQR 215 EQUITABLE RESOURCES CS 294549100 1840100 EQT 63,575 ESCO TECHNOLOGIES CS 296315104 898000 ESE 29,005 ITT EDUCATIONAL CS 45068B109 4707000 ESI 88,350 ESSEX PROPERTY CS 297178105 200000 ESS 9,888 EATON VANCE CORP CS 278265103 554000 EV 15,313 EVERGREEN RESOURCES CS 299900308 804500 EVG 32,968 EDWARDS LIFESCIENCES CS 28176E108 1976000 EW 50,566 EXPEDITORS INTL WASH CS 302130109 3983000 EXPD 111,285 VISX INC CS 92844S105 1200200 EYE 11,078 FURNITURE BRANDS CS 360921100 1140500 FBN 26,174 FOREST CITY ENT CL A CS 345550107 150000 FCE.A 4,875 FOREST CITY ENT CL B CS 345550305 699000 FCE.B 23,591 FIRST HEALTH GROUP CS 320960107 6344500 FHCC 172,063 NAVIGANT INT'L CS 63935R108 725000 FLYR 7,613 FIDELITY NATIONAL CS 316326107 133100 FNF 3,825 FIRST INDUSTRIAL CS 32054K103 895000 FR 27,736 FLORIDA ROCK CS 341140101 310000 FRK 9,474 FEDERAL REALTY CS 313747206 380000 FRT 10,260 FIRST FEDERAL CAP. CS 319960100 300000 FTFC 5,829 FMC TECHNOLOGIES CS 30249U101 1331800 FTI 22,321 FORWARD AIR CS 349853101 880000 FWRD 15,928 GADZOOKS INC CS 362553109 1352000 GADZ 7,639 GAIAM CS 36268Q103 347000 GAIA 3,980 GLACIER BANCORP CS 37637Q105 883800 GBCI 20,133 GENESCO INC CS 371532102 383000 GCO 5,285 GETTY IMAGES INC CS 374276103 1743500 GETY 34,975 GENERAL GROWTH PROP CS 370021107 615000 GGP 31,673 G AND K SERVICES CS 361268105 300000 GKSRA 10,155 GUILFORD PHARM CS 401829106 361000 GLFD 1,747 GENE LOGIC INC CS 368689105 252000 GLGC 1,958 GLOBAL PAYMENTS CS 37940X102 2002080 GPN 51,253 GP STRATEGIES CORP CS 36225V104 870000 GPX 3,654 GLIMCHER REALTY CS 379302102 525000 GRT 9,839 GROUP 1 SOFTWARE CS 39943Y103 314900 GSOF 4,409 GENZYME MOLECULAR CS 372917500 325000 GZMO 322 HAEMONETICS CORP CS 405024100 350000 HAE 8,306 HANOVER COMPRESSOR CS 410768105 1035000 HC 8,591 HCC INSURANCE HLDGS CS 404132102 2224000 HCC 53,398 HDFC BANK AD 40415F101 25000 HDB 355 HARLEY DAVIDSON INC CS 412822108 2066000 HDI 95,966 HELEN OF TROY CS G4388N106 2700000 HELE 30,783 HARMONY GOLD AD 413216300 370000 HGMCY 5,791 HON INDUSTRIES INC CS 438092108 835000 HNI 21,251 HOT TOPIC INC CS 441339108 883500 HOTT 15,930 H & R BLOCK INC CS 093671105 270000 HRB 11,343 HAWTHORNE FINCL CS 420542102 65000 HTHR 1,716 HUBG GROUP CS 443320106 1503300 HUBG 9,516 HYPERION SOLUTIONS CS 44914M104 770000 HYSL 14,130 INSURANCE AUTO AUCTI CS 457875102 619000 IAAI 9,354 INSIGHT COMMS CS 45768V108 1600000 ICCI 14,768 INTEGRATED CIRCUIT CS 45811K208 1280300 ICST 20,101 INTERNATIONAL GAME T CS 459902102 3390900 IGT 234,447 IGATE CORP CS 45169U105 4825000 IGTE 13,365 INFORMATION HOLDINGS CS 456727106 1115300 IHI 24,146 INDUS INTERNATIONAL CS 45578L100 3253000 IINT 6,311 AQUILA-RESTRICTED CS 03840R10 73100 ILA-DIS2 186 AQUILA-RESTRICTED CS 03840J106 1654000 ILA-DISC 7,526 INTERMAGNETICS GEN CS 458771102 440800 IMGC 7,524 INCYTE PHARMACEUTICA CS 45337C102 320000 INCY 1,485 INHALE THERAPEUTIC S CS 457191104 3363000 INHL 16,909 INSITUFORM TECH CS 457667103 1075000 INSU 15,426 INVESTMENT CO. OF CH FS 045933009 300000 INVCHINA 624 INTL SPEEDWAY CORP CS 460335201 662600 ISCA 26,325 INFOUSA INC CS 456818301 3148000 IUSA 13,631 JACKSONVILLE POWER MB 469364DV2 150000 JACPWR 153 JABIL CIRCUIT CS 466313103 338000 JBL 4,996 JDA SOFTWARE GROUP CS 46612K108 3809000 JDAS 26,625 J D EDWARDS & CO CS 281667105 5307000 JDEC 49,090 JONES APPAREL CS 480074103 1729480 JNY 53,095 KHANTY MANSIYSK CB 64999Y9X4 1500000 KHANTY 1,350 FIRST YEARS INC CS 337610109 641000 KIDD 6,154 KHANTY MANSISYK ORD FS 649991916 8416 KMOC 3,366 KENSEY NASH CORP CS 490057106 550000 KNSY 8,273 KRONOS INC CS 501052104 2269650 KRON 55,901 KEYSTONE PROPERTY CS 493596100 700000 KTR 11,648 LIBERTY MEDIA CORP CS 530718105 4383848 L 31,476 LAKES ENTERTAINMENT CS 51206P109 113000 LACOE 629 LASALLE HOTEL PROP CS 517942108 1404000 LHO 17,550 LINCARE HOLDINGS INC CS 532791100 3755800 LNCR 116,580 LOCUS CS 54099C979 2500000 LOCUS 10,000 LA QUINTA CORP CS 50419U202 3027000 LQI 14,530 LABOR READY CS 505401208 3072000 LRW 19,415 LEUCADIA NATIONAL CO CS 527288104 1028000 LUK 34,952 LAWSON SOFTWARE CS 520780107 2721000 LWSN 9,632 MACERICH CO. CS 554382101 625000 MAC 19,363 MAPICS INC CS 564910107 2576000 MAPX 14,426 MARTEK BIOSCIENCES CS 572901106 225000 MATK 3,686 MAXYGEN CS 577776107 365000 MAXY 2,267 METABOLEX SERIES F P PS 591014998 363636 MBOLEX 182 MEDIACOM COMM CS 58446K105 3556000 MCCC 19,096 MILLENNIUM CELL CS 60038B105 820000 MCEL 1,894 MOODY'S CORP CS 615369105 103000 MCO 4,996 MONARCH CASINO AND R CS 609027107 852700 MCRI 11,358 MICROS SYSTEMS CS 594901100 2299000 MCRS 53,314 MEDQUIST INC. CS 584949101 510000 MEDQ 11,969 MEDAREX CS 583916101 355000 MEDX 1,189 MAGELLAN HEALTH SERV CS 559079108 837300 MGL 218 MANUFACTURED HOME CO CS 564682102 787300 MHC 25,099 MOHAWK INDUSTRIES CS 608190104 741000 MHK 36,791 MICRODOSE TECH CS 596999995 326000 MICRODOS 82 MAGNA ENTERTMNT CS 559211107 1750000 MIEC 9,517 MIH LTD FS G6116R101 876850 MIHL 4,603 MICHAELS STORES CS 594087108 1160000 MIK 53,012 MOBILE MINI INC CS 60740F105 955000 MINI 12,367 MARKEL CORP CS 570535104 283788 MKL 56,525 HERMAN MILLER CS 600544100 840000 MLHR 14,918 THE MILLS CORP CS 601148109 425000 MLS 12,606 MULTEX.COM INC. CS 625367107 4725000 MLTX 14,884 MONACO COACH CS 60886R103 1238000 MNC 24,797 MOSSIMO INC. CS 619696107 392000 MOSS 3,567 MERCANTILE BANK CS 587405101 83000 MRBK 3,168 MRO SOFTWARE CS 55347W105 2486300 MROI 21,631 MINE SAFETY APP. CS 602720104 226100 MSA 8,861 MICROSEMI CORP CS 595137100 615100 MSCC 3,451 METTLER TOLEDO INT'L CS 592688105 766000 MTD 19,916 VAIL RESORTS INC. CS 91879Q109 1169500 MTN 16,560 MYRIAD GENETICS CS 62855J104 250000 MYGN 3,960 NAUTICA CS 639089101 1050000 NAUT 10,920 NAVIGANT CONSULTING CS 63935N107 3801000 NCI 20,982 NDC HEALTH CORP CS 639480102 3273800 NDC 50,908 NEUBERGER BERMAN CS 641234109 1447900 NEU 39,021 NEW HORIZONS WW CS 645526104 561000 NEWH 4,353 NEXELL THERAPEUTICS CS 65332H203 147 NEXL 0 KNIGHT TRADING CS 499063105 1253000 NITE 4,699 NOVELL INC CS 670006105 11290000 NOVL 23,709 NOVOSTE CORP CS 67010C100 2259300 NOVT 10,483 NEOPLANET INC SERIES PS 640994935 250000 NPLANET 29 NEO PLANET PS 64099B921 53376 NPLANETB 11 NPS PHARM CS 62936P103 516000 NPSP 10,613 NEWPARK RESOURCE CS 651718504 5857000 NR 23,194 NuCo 2 Inc. CS 629428103 590000 NUCO 4,826 NUCO2 RESTRICTED CS 629428921 600000 NUCO-DIS 4,580 NORTHWEST PIPE CO. CS 667746101 395000 NWPX 7,067 ORTHOFIX INTL NV FS N6748L102 795700 OFIX 21,054 OWENS & MINOR CS 690732102 780000 OMI 11,146 PEOPLES BANK BRIDGEP CS 710198102 2189500 PBCT 49,110 PHARMACYCLICS INC. CS 716933106 528000 PCYC 1,584 PROTEIN DESIGN LABS CS 74369L103 486000 PDLI 4,034 PERLEGEN SCIENCES PS 714999992 1249999 PERLEGEN 3,600 PHILADELPHIA CONS CS 717528103 871000 PHLY 25,695 PIONEER STANDARD ELE CS 723877106 995600 PIOS 7,208 PIER ONE IMPORTS CS 720279108 630000 PIR 12,014 SIX FLAGS INC CS 83001P109 2505000 PKS 8,818 PROTECTIVE LIFE CS 743674103 995000 PL 30,616 PALL CORP CS 696429307 600000 PLL 9,474 POMEROY COMPUTER CS 731822102 750000 PMRY 7,388 PINNACLE ENTERTAIN CS 723456109 742000 PNK 5,417 SCP POOL CORP CS 784028102 750000 POOL 20,558 PROQUEST CO CS 74346P102 240000 PQE 7,284 PRIMEDIA INC CS 74157K101 1800000 PRM 2,502 RADIANT SYSTEMS CS 75025N102 200000 RADS 1,600 REPUBLIC BANCORP CS 760282103 1681090 RBNC 21,854 RCM TECHOLOGIES CS 749360400 2169000 RCMT 9,218 DR REDDY'S LAB AD 256135203 7000 RDY 118 PRINCETON REVIEW CS 742352107 1344000 REVU 8,064 RLI CORP CS 749607107 466000 RLI 25,001 RAINBOW TECH CS 750862104 200000 RNBO 568 REALNETWORKS INC CS 75605L104 800000 RNWK 2,888 GIBRALTAR STEEL CORP CS 37476F103 1173000 ROCK 26,111 RSA SECURITY INC CS 749719100 2671000 RSAS 8,975 ROUSE CO CS 779273101 1254000 RSE 40,065 IMS HEALTH INC CS 449934108 385000 RX 5,763 SALEM COMMUNICATIONS CS 794093104 1808000 SALM 40,535 SECURITY CAPITAL EUR CS 99HWQS906 500437 SCGLOBAL 7,507 SCOTTISH ANNUITY CS G7885T104 350000 SCT 5,968 SYSTEMS AND COMPUTER CS 871873105 2971000 SCTC 20,797 SIDERCA ADR FS 825863103 361000 SDT 5,614 SEACHANGE INTL CS 811699107 3419900 SEAC 23,495 SPARTECH CS 847220209 2070000 SEH 43,801 SEI INVESTMENTS CO CS 784117103 3114000 SEIC 74,362 SENSABLE SERIES C PF PS 817252984 301205 SENSABLE 1,000 SEROLOGICALS CORPORA CS 817523103 660000 SERO 8,837 STANCORP FINANCIAL CS 852891100 300000 SFG 15,870 SANGAMO BIO CS 800677106 660000 SGMO 1,300 SHUFFLE MASTER INC CS 825549108 1649000 SHFL 30,688 STEVEN MADDEN CS 556269108 1516600 SHOO 21,839 SMARTFORCE ADR CS 83170A206 6500000 SKILD 21,450 SKECHERS USA CS 830566105 1184500 SKX 11,300 SL GREEN REALTY CS 78440X101 1039900 SLG 31,967 SCOTTS CO CS 810186106 972200 SMG 40,531 SYMYX TECHNOLOGIES CS 87155S108 347000 SMMX 3,668 SUMMIT PROPERTIES CS 866239106 211000 SMT 4,093 SYNAPTIC PHARM CS 87156R109 832000 SNAP 4,143 SYNOPSYS INC CS 871607107 172000 SNPS 6,562 SOLA INTERNATIONAL CS 834092108 600000 SOL 6,030 SPSS INC CS 78462K102 680000 SPSS 7,868 STERIS CORP CS 859152100 3013700 STE 75,071 STATION CASINOS CS 857689103 1650000 STN 28,067 STEINER LEISURE CS P8744Y102 1414900 STNR 17,333 STRATEGIC HOTEL BOND CV 68599Q9A6 2500000 STRAT.B 2,250 STRATEGIC HOTEL CAP CS 862723103 208333 STRAT.C 1,250 SUPERIOR FINANCIAL CS 868161100 160319 SUFI 3,014 SOUTHWESTERN ENE CS 845467109 1135800 SWN 13,630 SYBASE CS 871130100 450000 SY 5,229 SYRRX INC SER C PFD PS 87299N981 769231 SYRRX 5,000 IXYS CORP CS 46600W106 774900 SYXI 3,898 TCF FINANCIAL CORP CS 872275102 1256000 TCB 53,166 TELEPHONE AND DATA S CS 879433100 513000 TDS 25,881 TECHNE CORPORATION CS 878377100 753500 TECH 24,707 TEKTRONIX CS 879131100 466000 TEK 7,656 THQ INQ CS 872443403 1948500 THQI 40,529 TIDEL TECHNOLOGIES 6 CV 8863689A9 3000000 TIDEL6% 450 TIPPERARY CORP CS 888002300 2271712 TPY 4,884 TEXAS REGIONAL BANKS CS 882673106 1352500 TRBS 45,295 SPEEDWAY MOTOR CS 847788106 310000 TRK 7,301 TRIMBLE NAVIGATION CS 896239100 555000 TRMB 5,495 TESORO PETROLEUM COR CS 881609101 1165000 TSO 3,262 TETRA TECH INC CS 88162G103 2353000 TTEK 18,800 UNITEDGLOBALCOM FS 913247508 312000 UCOMA 512 UNITED DOMINION CS 910197102 404000 UDR 6,428 UNIVERSAL ELECTRONIC CS 913483103 365000 UEIC 3,267 UMPQUA CORP CS 904214103 347000 UMPQ 5,701 UNISOURCE CS 909205106 1511400 UNS 23,049 ULTRA PETROLEUM CS 903914109 2176200 UPL 18,171 UTI WORLDWIDE CS G87210103 575000 UTIW 10,569 VARIAN INC. CS 922206107 271300 VARI 7,491 VIASYS HEALTHCARE CS 92553Q209 450400 VAS 6,936 VITALSTREAM (FROM B) CS 927993998 1692618 VSTH-B 643 VITALSTREAM (FROM C) CS 927994913 421621 VSTH-C 143 WATERS CORP CS 941848103 132000 WAT 3,201 WHOLE FOODS CS 966837106 590000 WFMI 25,276 WITNESS SYSTEMS CS 977424100 500000 WITS 2,910 WORLD ACCEPTANCE COR CS 981419104 3096200 WRLD 24,522 WATSCO INC CS 942622200 1100000 WSO 15,730 WEIGHT WATCHERS CS 948626106 100000 WTW 4,336 WESTERN WIRELESS CS 95988E204 3635000 WWCA 9,560 EXCEL TECH CS 30067T103 590000 XLTC 11,098 XTO ENERGY INC CS 98385X106 6046000 XTO 124,608 YOUNG BROADCASTING A CS 987434107 200000 YBTVA 1,734 ZEBRA TECH CS 989207105 458600 ZBRA 24,164 ZALE CORP CS 988858106 635000 ZLC 19,152 ZENITH NATIONAL INSU CS 989390109 2380 ZNT 63 TOTAL 5,696,670 -----END PRIVACY-ENHANCED MESSAGE-----