SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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: Royce & Associates, Inc.
Address: 1414 Avenue of the Americas
New York, NY 10019
13F File Number: 28-3780
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: John E. Denneen
Title: Associate General Counsel
Phone: (212) 508-4578
Signature, Place, and Date of Signing:
/s/ John E. Denneen
John E. Denneen New York, New York January 12,2000
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT
OF 1934#
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 896
Form 13F Information Table Value Total: 2743448
List of Other Included Managers:
No. 13F File Number Name
<PAGE>
<TABLE>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INV OTHR VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCR MGRS SOLE SHRD NONE
- - - - - ------------------------------ -------------------------- --------- -------- -------- --- ---- ---- ---- -------- ---- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP. COM 000361105 2556 142500 SH SOLE 142500 0 0
ADE Corp. COM 00089C107 825 50000 SH SOLE 50000 0 0
ABM Industries Inc. COM 000957100 5438 266900 SH SOLE 266900 0 0
ACT Manufacturing, Inc. COM 000973107 45 1200 SH SOLE 1200 0 0
AMC Entertainment Inc. COM 001669100 2768 320900 SH SOLE 320900 0 0
AVT Corporation COM 002420107 705 15000 SH SOLE 15000 0 0
Abercrombie & Fitch Co. Cl. A COM 002896207 53 2000 SH SOLE 2000 0 0
Aceto Corp. COM 004446100 3063 278431 SH SOLE 278431 0 0
Action Performance Cos., Inc. COM 004933107 253 22000 SH SOLE 22000 0 0
ACX Technologies, Inc. COM 005123104 2306 215800 SH SOLE 215800 0 0
adam.com, Inc. COM 00547M101 47 3700 SH SOLE 3700 0 0
Adaptive Broadband Corporation COM 00650M104 89 1200 SH SOLE 1200 0 0
Advance Paradigm, Inc. COM 007491103 13 600 SH SOLE 600 0 0
Advanced Communication Systems COM 00750X109 96 5000 SH SOLE 5000 0 0
Advanced Marketing Services COM 00753T105 26 900 SH SOLE 900 0 0
Advanta Corp. Cl. A COM 007942105 60 3300 SH SOLE 3300 0 0
Advanced Energy Industries,Inc COM 007973100 719 14600 SH SOLE 14600 0 0
Aerovox Inc. COM 00808M105 701 224200 SH SOLE 224200 0 0
Aetrium Inc. COM 00817R103 66 10000 SH SOLE 10000 0 0
Affiliated Managers Group Inc. COM 008252108 7323 181100 SH SOLE 181100 0 0
Affymetrix, Inc. COM 00826T108 2545 15000 SH SOLE 15000 0 0
Agribrands International Inc. COM 00849R105 18 400 SH SOLE 400 0 0
Air Express International Corp COM 009104100 26868 831498 SH SOLE 831498 0 0
Airborne Freight Corporation COM 009266107 1155 52500 SH SOLE 52500 0 0
AirNet Systems Inc. COM 009417106 6359 892500 SH SOLE 892500 0 0
Aladdin Knowledge Systems Ltd. COM M0392N101 464 27300 SH SOLE 27300 0 0
Albany International Corp. COM 012348108 3453 222750 SH SOLE 222750 0 0
Alberta Energy Compamy Ltd. COM 012873105 313 10000 SH SOLE 10000 0 0
Aldila Inc. COM 014384101 479 348500 SH SOLE 348500 0 0
Alexander & Baldwin, Inc. COM 014482103 2160 94700 SH SOLE 94700 0 0
Alico, Inc. COM 016230104 871 52000 SH SOLE 52000 0 0
Align-Rite International, Inc. COM 016251100 1097 50000 SH SOLE 50000 0 0
Alleghany Corporation COM 017175100 1003 5409 SH SOLE 5409 0 0
Allen Organ Co. Cl. B COM 017753104 1372 36100 SH SOLE 36100 0 0
Allen Telecom Inc. COM 018091108 4062 351300 SH SOLE 351300 0 0
Alliance Capital Mgmt. Holding COM 01855A101 4317 144200 SH SOLE 144200 0 0
Allied Healthcare Products,Inc COM 019222108 399 168200 SH SOLE 168200 0 0
AlphaNet Solutions, Inc. COM 020787107 1289 317200 SH SOLE 317200 0 0
Alternative Resources Corp. COM 02145R102 138 25000 SH SOLE 25000 0 0
AMCOL International Corp. COM 02341W103 58 3600 SH SOLE 3600 0 0
America West Hldg Corporation Cl. B COM 023657208 46 2200 SH SOLE 2200 0 0
America First Mtg. Inv., Inc. COM 023934102 91 20000 SH SOLE 20000 0 0
American Management Systems COM 027352103 6968 222100 SH SOLE 222100 0 0
American Power Conversion Corp. COM 029066107 264 10000 SH SOLE 10000 0 0
Ameron International Corp. COM 030710107 2496 63100 SH SOLE 63100 0 0
Ampco-Pittsburgh Corp. COM 032037103 1702 168100 SH SOLE 168100 0 0
Analysts International Corp. COM 032681108 1344 107500 SH SOLE 107500 0 0
Analytical Surveys, Inc. COM 032683302 57 5000 SH SOLE 5000 0 0
Anchor Gaming COM 033037102 43 1000 SH SOLE 1000 0 0
Andersons, Inc. (The) COM 034164103 8 1000 SH SOLE 1000 0 0
Angelica Corp. COM 034663104 845 86700 SH SOLE 86700 0 0
Anglogold Ltd COM 035128206 13429 522800 SH SOLE 522800 0 0
Anixter International Inc. COM 035290105 17 800 SH SOLE 800 0 0
ANSYS, Inc. COM 03662Q105 1984 180400 SH SOLE 180400 0 0
Answerthink Consulting Group COM 036916104 147 4300 SH SOLE 4300 0 0
Aon Corporation COM 037389103 1800 45000 SH SOLE 45000 0 0
Applied Analytical Industries, COM 037939105 2189 239900 SH SOLE 239900 0 0
Applied Extrusion Technologies COM 038196101 2932 478700 SH SOLE 478700 0 0
Applix, Inc. COM 038316105 361 20000 SH SOLE 20000 0 0
Aramex International Ltd. COM G04450105 670 72900 SH SOLE 72900 0 0
Arcadia Financial Ltd. COM 039101100 20 4400 SH SOLE 4400 0 0
Arch Chemicals, Inc. COM 03937R102 7715 368500 SH SOLE 368500 0 0
Argonaut Group, Inc. COM 040157109 3552 178700 SH SOLE 178700 0 0
Arkansas Best Corporation COM 040790107 1880 156700 SH SOLE 156700 0 0
Arnold Industries, Inc. COM 042595108 15362 1092396 SH SOLE 1092396 0 0
Arrow Electronics, Inc. COM 042735100 8544 336700 SH SOLE 336700 0 0
Arrow International, Inc. COM 042764100 13331 459700 SH SOLE 459700 0 0
Artesyn Technologies, Inc. COM 043127109 48 2300 SH SOLE 2300 0 0
Ash Grove Cement Company COM 043693100 7063 70628 SH SOLE 70628 0 0
Ash Grove Cement Company Cl. B COM 043693308 8252 82518 SH SOLE 82518 0 0
Ocean Group plc COM 044868909 243 13000 SH SOLE 13000 0 0
Aspect Development, Inc. COM 045234101 2398 35000 SH SOLE 35000 0 0
Aspen Technology, Inc. COM 045327103 1766 66800 SH SOLE 66800 0 0
Associated Materials Inc. COM 045709102 15 900 SH SOLE 900 0 0
Astec Industries, Inc. COM 046224101 94 5000 SH SOLE 5000 0 0
Atchison Casting Corp. COM 046613105 3345 366600 SH SOLE 366600 0 0
Audiovox Corp. Cl. A COM 050757103 45 1500 SH SOLE 1500 0 0
Aurora Biosciences Corporation COM 051920106 3843 145000 SH SOLE 145000 0 0
Auspex Systems, Inc. COM 052116100 3056 298100 SH SOLE 298100 0 0
Autodesk, Inc. COM 052769106 3615 107100 SH SOLE 107100 0 0
Avant! Corp. COM 053487104 690 46000 SH SOLE 46000 0 0
Avnet, Inc. COM 053807103 36655 605869 SH SOLE 605869 0 0
Aztar Corporation COM 054802103 61 5600 SH SOLE 5600 0 0
Aztec Manufacturing Co. COM 054825104 2564 209300 SH SOLE 209300 0 0
BHA Group Holdings Inc. COM 055446108 6789 862036 SH SOLE 862036 0 0
BOK Financial Corp. COM 05561Q201 839 41509 SH SOLE 41509 0 0
Bairnco Corporation COM 057097107 5 900 SH SOLE 900 0 0
Baker Boyer Bancorp COM 057124109 1690 31300 SH SOLE 31300 0 0
Baker, Fentress & Co. 057213209 638 45000 SH SOLE 45000 0 0
Balanced Care Corporation COM 057630105 555 422800 SH SOLE 422800 0 0
Balchem Corporation COM 057665200 80 10000 SH SOLE 10000 0 0
Baldor Electric Co. COM 057741100 2302 127000 SH SOLE 127000 0 0
Baldwin & Lyons, Inc. Cl. B COM 057755209 5960 269378 SH SOLE 269378 0 0
Baldwin Technology Co., Inc. COM 058264102 1380 649200 SH SOLE 649200 0 0
Bank of the Ozarks, Inc. COM 063904106 341 17500 SH SOLE 17500 0 0
Barbeques Galore Limited ADR COM 067091108 155 20000 SH SOLE 20000 0 0
BARRA, Inc. COM 068313105 6193 195050 SH SOLE 195050 0 0
Barrett Resources Corporation COM 068480201 10197 346400 SH SOLE 346400 0 0
Bassett Furniture Industries COM 070203104 9590 599362 SH SOLE 599362 0 0
Bay Bancshares, Inc. COM 07203N109 358 20000 SH SOLE 20000 0 0
Bay View Capital Corporation COM 07262L101 917 64600 SH SOLE 64600 0 0
BE Semiconductor Industries NV COM 073320103 1586 117500 SH SOLE 117500 0 0
Bell Industries, Inc. COM 078107109 2523 339200 SH SOLE 339200 0 0
Bell Microproducts Inc. COM 078137106 5045 458600 SH SOLE 458600 0 0
Benchmark Electronics, Inc. COM 08160H101 3700 161300 SH SOLE 161300 0 0
Berkley (W.R.) Corp. COM 084423102 4993 239200 SH SOLE 239200 0 0
Berkshire Hathaway Inc. Cl. A COM 084670108 2805 50 SH SOLE 50 0 0
Biogen, Inc. COM 090597105 338 4000 SH SOLE 4000 0 0
Biomet, Inc. COM 090613100 200 5000 SH SOLE 5000 0 0
Biopure Corporation COM 09065H105 166 10000 SH SOLE 10000 0 0
BioReliance Corporation COM 090951104 2353 411500 SH SOLE 411500 0 0
Black Hills Corp. COM 092113109 13 600 SH SOLE 600 0 0
BlackRock, Inc. COM 09247X101 945 55000 SH SOLE 55000 0 0
Blanch (E.W.) Holdings, Inc. COM 093210102 18161 296500 SH SOLE 296500 0 0
Blonder Tongue Labs, Inc. COM 093698108 4 800 SH SOLE 800 0 0
Boca Research, Inc. COM 096888102 2095 316300 SH SOLE 316300 0 0
Bombay Co., Inc. (The) COM 097924104 2450 544500 SH SOLE 544500 0 0
Bonavista Petroleum Ltd. COM 097933105 1186 105000 SH SOLE 105000 0 0
Boston Acoustics, Inc. COM 100534106 606 43500 SH SOLE 43500 0 0
Boston Private Finl Hlds, Inc. COM 101119105 85 10000 SH SOLE 10000 0 0
Bowne & Co., Inc. COM 103043105 13383 991300 SH SOLE 991300 0 0
Bradlees, Inc. COM 104499207 31 3600 SH SOLE 3600 0 0
Brady (W.H.) Co. Cl. A COM 104674106 9058 266900 SH SOLE 266900 0 0
Braun's Fashions Corporation COM 105658108 16 750 SH SOLE 750 0 0
Brookstone, Inc. COM 114537103 228 13000 SH SOLE 13000 0 0
Tom Brown Inc. COM 115660201 21551 1611310 SH SOLE 1611310 0 0
Brown Group, Inc. COM 115736100 2069 146500 SH SOLE 146500 0 0
Brush Wellman Inc. COM 117421107 3154 187600 SH SOLE 187600 0 0
BSQUARE Corporation COM 11776U102 8 200 SH SOLE 200 0 0
Buffets, Inc. COM 119882108 9015 901535 SH SOLE 901535 0 0
Burlington Coat Factory COM 121579106 2392 172400 SH SOLE 172400 0 0
Burlington Industries, Inc. COM 121693105 2150 537400 SH SOLE 537400 0 0
Burnham Corporation Cl. A COM 122295108 3353 94442 SH SOLE 94442 0 0
Burnham Corporation Cl. B COM 122295306 797 22442 SH SOLE 22442 0 0
Burr-Brown Corp. COM 122574106 813 22500 SH SOLE 22500 0 0
Bush Industries, Inc. Cl. A COM 123164105 688 40000 SH SOLE 40000 0 0
Business Objects S.A. ADR COM 12328X107 1604 12000 SH SOLE 12000 0 0
Business Resource Group COM 12329K104 2634 495900 SH SOLE 495900 0 0
Butler Manufacturing Co. COM 123655102 18 800 SH SOLE 800 0 0
CCC Information Services Group COM 12487Q109 1545 90200 SH SOLE 90200 0 0
CDI Corp. COM 125071100 4152 172100 SH SOLE 172100 0 0
CEM Corp. COM 125165100 2165 201400 SH SOLE 201400 0 0
CFC International, Inc. COM 125252106 3101 472600 SH SOLE 472600 0 0
CFI ProServices, Inc. COM 12525N100 169 20600 SH SOLE 20600 0 0
C. H. Robinson Worldwide Inc. COM 12541W100 3907 98300 SH SOLE 98300 0 0
CMI Corp. Cl. A COM 125761304 3213 454900 SH SOLE 454900 0 0
CNA Surety Corporation COM 12612L108 260 20000 SH SOLE 20000 0 0
CSP Inc. COM 126389105 1541 202104 SH SOLE 202104 0 0
Cable Design Technology Corp. COM 126924109 4349 189100 SH SOLE 189100 0 0
CACI International Inc. COM 127190304 113 5000 SH SOLE 5000 0 0
Cadiz Inc. COM 127537108 2354 247800 SH SOLE 247800 0 0
Cagle's, Inc. Cl. A COM 127703106 7 600 SH SOLE 600 0 0
Calgon Carbon Corporation COM 129603106 2196 369900 SH SOLE 369900 0 0
California Micro Devices Corp. COM 130439102 3816 324800 SH SOLE 324800 0 0
Cambridge Tech. Partners, Inc. COM 132524109 1181 45000 SH SOLE 45000 0 0
Capital Senior Living Corp. COM 140475104 3 500 SH SOLE 500 0 0
Capitol Transamerica Corp. COM 140640103 5692 565660 SH SOLE 565660 0 0
Carbo Ceramics Inc. COM 140781105 13029 595600 SH SOLE 595600 0 0
CareerBuilders, Inc. COM 141684100 3 500 SH SOLE 500 0 0
Carpenter Technology Corp. COM 144285103 3238 118000 SH SOLE 118000 0 0
Carreker-Antinori, Inc. COM 144433109 2928 323100 SH SOLE 323100 0 0
Catalina Marketing Corp. COM 148867104 579 5000 SH SOLE 5000 0 0
Cato Corp. Cl. A COM 149205106 2304 182500 SH SOLE 182500 0 0
Celestial Seasonings, Inc. COM 151016102 744 40000 SH SOLE 40000 0 0
Celgene Corporation COM 151020104 840 12000 SH SOLE 12000 0 0
Central Financial Accep Corp. COM 153470109 7 900 SH SOLE 900 0 0
Central Fund of Canada Ltd. Cl. A 153501101 586 140000 SH SOLE 140000 0 0
Central Garden & Pet Company COM 153527106 624 60100 SH SOLE 60100 0 0
Central Steel & Wire Co. COM 155411101 5318 7597 SH SOLE 7597 0 0
Central Vermont Pub Svce Corp. COM 155771108 14 1300 SH SOLE 1300 0 0
Century Aluminum Co. COM 156431108 1337 89100 SH SOLE 89100 0 0
Cephalon Inc. COM 156708109 1383 40000 SH SOLE 40000 0 0
Cerus Corporation COM 157085101 843 31800 SH SOLE 31800 0 0
Channell Commercial Corp. COM 159186105 663 58000 SH SOLE 58000 0 0
Chart House Enterprises, Inc. COM 160902102 335 75500 SH SOLE 75500 0 0
Charming Shoppes, Inc. COM 161133103 28804 4347700 SH SOLE 4347700 0 0
Charming Shoppes, Inc. Cv. 7.50% Due 7/15/06 161133AA1 9123 8944000 PRN SOLE 8944000 0 0
Chart Industries, Inc. COM 16115Q100 2206 551400 SH SOLE 551400 0 0
Chattem, Inc. COM 162456107 95 5000 SH SOLE 5000 0 0
Cheap Tickets, Inc. COM 162672109 274 20000 SH SOLE 20000 0 0
Chelsea GCA Realty, Inc. COM 163262108 2930 98500 SH SOLE 98500 0 0
ChemFirst Inc. COM 16361A106 35 1600 SH SOLE 1600 0 0
Chemfab Corp. COM 16361L102 5560 355819 SH SOLE 355819 0 0
Chicago Bridge & Iron Co. N.V. COM N19808109 7 500 SH SOLE 500 0 0
Chicago Title Corporation COM 168228104 5847 126424 SH SOLE 126424 0 0
ChiRex Inc. COM 170038103 2337 159800 SH SOLE 159800 0 0
Chiron Corp. COM 170040109 3449 81400 SH SOLE 81400 0 0
Chromcraft Revington, Inc. COM 171117104 1428 136000 SH SOLE 136000 0 0
Chyron Corp. COM 171605207 1376 917200 SH SOLE 917200 0 0
CIBER, Inc. COM 17163B102 12788 465000 SH SOLE 465000 0 0
CIDCO Incorporated COM 171768104 18 3300 SH SOLE 3300 0 0
Ciprico Inc. COM 172529109 1044 90300 SH SOLE 90300 0 0
Circle International Group Inc COM 172574105 28567 1283899 SH SOLE 1283899 0 0
Cirrus Logic, Inc. COM 172755100 2367 177800 SH SOLE 177800 0 0
Claire's Stores, Inc. COM 179584107 4786 213900 SH SOLE 213900 0 0
CLARCOR Inc. COM 179895107 1129 62725 SH SOLE 62725 0 0
Clark/Bardes Holdings Inc. COM 180668105 3899 271200 SH SOLE 271200 0 0
Cleveland-Cliffs Inc COM 185896107 1942 62400 SH SOLE 62400 0 0
Coeur d'Alene Mines Corp. COM 192108108 1684 490000 SH SOLE 490000 0 0
Cognex Corp. COM 192422103 7601 194900 SH SOLE 194900 0 0
Cognicase Inc. COM 192423101 21 1500 SH SOLE 1500 0 0
Cognitronics Corporation COM 192432102 10 600 SH SOLE 600 0 0
Coherent, Inc. COM 192479103 8605 321700 SH SOLE 321700 0 0
Cohesion Technologies, Inc. COM 19248N101 58 6400 SH SOLE 6400 0 0
Comdisco, Inc. COM 200336105 33968 911900 SH SOLE 911900 0 0
Commerce Group Inc/ MA COM 200641108 20047 767360 SH SOLE 767360 0 0
Commercial Intertech Corp. COM 201709102 3669 287800 SH SOLE 287800 0 0
Community Banks, Inc. (Pa.) COM 203628102 1502 65677 SH SOLE 65677 0 0
Communications Systems, Inc. COM 203900105 1157 89000 SH SOLE 89000 0 0
Complete Business Solutions COM 20452F107 628 25000 SH SOLE 25000 0 0
Computer Task Group, Inc. COM 205477102 1600 108000 SH SOLE 108000 0 0
CompX International Inc. COM 20563P101 180 9800 SH SOLE 9800 0 0
Comtech Telecommunications COM 205826209 1299 88050 SH SOLE 88050 0 0
Computer Horizons Corp. COM 205908106 3799 234700 SH SOLE 234700 0 0
ConBraCo Industries, Inc. COM 206002107 4610 9040 SH SOLE 9040 0 0
Concord Communications Inc. COM 206186108 133 3000 SH SOLE 3000 0 0
Cone Mills Corp. COM 206814105 947 210400 SH SOLE 210400 0 0
Conning Corporation COM 208215103 41 5000 SH SOLE 5000 0 0
Conso International Corp. COM 20854R105 5743 665875 SH SOLE 665875 0 0
Consolidated Stores Corp. COM 210149100 163 10000 SH SOLE 10000 0 0
Consolidated-Tomoka Land Co. COM 210226106 680 53365 SH SOLE 53365 0 0
Cooker Restaurant Corp. COM 216284208 1026 356794 SH SOLE 356794 0 0
Cornell Corrections, Inc COM 219141108 3280 391600 SH SOLE 391600 0 0
CorVel Corp. COM 221006109 719 30600 SH SOLE 30600 0 0
Jenny Craig, Inc. COM 224206102 155 41400 SH SOLE 41400 0 0
Crawford & Co. Cl. B COM 224633107 1026 75300 SH SOLE 75300 0 0
Crawford & Co. Cl. A COM 224633206 11539 1014425 SH SOLE 1014425 0 0
Credence Systems Corp. COM 225302108 2656 30700 SH SOLE 30700 0 0
Credence Systems Corp. Cv. 5.25% Due 9/15/02 225302AC2 1362 1000000 PRN SOLE 1000000 0 0
A.T. Cross Company Cl. A COM 227478104 1908 424000 SH SOLE 424000 0 0
Cubic Corp. COM 229669106 5169 236300 SH SOLE 236300 0 0
Curtiss-Wright Corp. COM 231561101 31510 854500 SH SOLE 854500 0 0
Cymer, Inc COM 232572107 1334 29000 SH SOLE 29000 0 0
Cymer, Inc Cv. 3.5% Due 8/6/04 232572AC1 1107 1000000 PRN SOLE 1000000 0 0
D&K Healthcare Resources Inc. COM 232861104 7 500 SH SOLE 500 0 0
DRS Technologies, Inc. COM 23330X100 2961 303700 SH SOLE 303700 0 0
DT Industries, Inc. COM 23333J108 3689 468500 SH SOLE 468500 0 0
Dain Rauscher Corporation COM 233856103 14 300 SH SOLE 300 0 0
Daisytek International Corp. COM 234053106 1522 65300 SH SOLE 65300 0 0
Dallas Semiconductor Corp. COM 235204104 11972 185800 SH SOLE 185800 0 0
Danaher Corporation COM 235851102 1470 30469 SH SOLE 30469 0 0
Data Research Associates, Inc. COM 237853106 4 500 SH SOLE 500 0 0
Dataram Corporation COM 238108203 84 3750 SH SOLE 3750 0 0
Davel Communications Group Inc COM 238341101 309 65000 SH SOLE 65000 0 0
Deb Shops, Inc. COM 242728103 583 31500 SH SOLE 31500 0 0
Decker Manufacturing Corp. COM 243498102 319 6022 SH SOLE 6022 0 0
Del Global Technologies Corp. COM 245073101 2010 259400 SH SOLE 259400 0 0
Delta Woodside Industries,Inc. COM 247909104 755 402700 SH SOLE 402700 0 0
Denbury Resources Inc. COM 247916208 14894 3453572 SH SOLE 3453572 0 0
Deluxe Corp. COM 248019101 220 8000 SH SOLE 8000 0 0
Denison International PLC ADS COM 248335101 1597 155800 SH SOLE 155800 0 0
Department 56, Inc. COM 249509100 2432 107500 SH SOLE 107500 0 0
Deswell Industries, Inc. COM 250639101 1592 102700 SH SOLE 102700 0 0
Detroit Diesel Corp. COM 250837101 12 600 SH SOLE 600 0 0
DeVlieg-Bullard, Inc. COM 251782108 80 570000 SH SOLE 570000 0 0
Devon Energy Corp. COM 25179M103 17466 531300 SH SOLE 531300 0 0
Diedrich Coffee, Inc. COM 253675102 906 223000 SH SOLE 223000 0 0
DIMON Inc. COM 254394109 3009 925800 SH SOLE 925800 0 0
Dionex Corp. COM 254546104 19357 469976 SH SOLE 469976 0 0
Dixie Group Inc. Cv. 7% due 5/15/12 255519AA8 521 728000 PRN SOLE 728000 0 0
Documentum, Inc. COM 256159104 299 5000 SH SOLE 5000 0 0
Donaldson Company, Inc. COM 257651109 1131 47000 SH SOLE 47000 0 0
Donna Karan International Inc. COM 257826107 3391 516700 SH SOLE 516700 0 0
Dot Hill Systems Corp. COM 25848T109 2609 528500 SH SOLE 528500 0 0
Dril-Quip, Inc COM 262037104 1886 62100 SH SOLE 62100 0 0
Drug Emporium, Inc. COM 262175102 6 1300 SH SOLE 1300 0 0
Ducommun Incorporated COM 264147109 508 46700 SH SOLE 46700 0 0
DUFF & PHELPS CREDIT RATING CO. COM 26432F109 19984 224699 SH SOLE 224699 0 0
DuPont Photomasks, Inc. COM 26613X101 1689 35000 SH SOLE 35000 0 0
Dura Pharmaceuticals, Inc. COM 26632S109 365 26200 SH SOLE 26200 0 0
EOG Resources, Inc. COM 26875P101 176 10000 SH SOLE 10000 0 0
ESCO Electronics Corp. COM 269030201 3100 266700 SH SOLE 266700 0 0
ESS Technology, Inc. COM 269151106 5400 243400 SH SOLE 243400 0 0
Eagle USA Airfreight, Inc. COM 270018104 979 22700 SH SOLE 22700 0 0
East West Bancorp, Inc. COM 27579R104 3825 334400 SH SOLE 334400 0 0
Eastern Co. COM 276317104 234 15000 SH SOLE 15000 0 0
Eaton Vance Corp. COM 278265103 3690 97100 SH SOLE 97100 0 0
Echelon Corporation COM 27874N105 98 5000 SH SOLE 5000 0 0
J. D. Edwards & Company COM 281667105 598 20000 SH SOLE 20000 0 0
800 JR Cigar Inc COM 282491109 5459 628400 SH SOLE 628400 0 0
Elamex, S.A. de C.V. COM P36209107 530 86600 SH SOLE 86600 0 0
The Elder-Beerman Stores Corp. COM 284470101 1668 325400 SH SOLE 325400 0 0
Electroglas, Inc. COM 285324109 12183 480100 SH SOLE 480100 0 0
Elscint Ltd. Ord COM M40168102 6 1000 SH SOLE 1000 0 0
EMCOR Group, Inc. COM 29084Q100 11 600 SH SOLE 600 0 0
Energysouth Inc. COM 292970100 723 34850 SH SOLE 34850 0 0
Enesco Group Inc. COM 292973104 9255 836600 SH SOLE 836600 0 0
Ennis Business Forms, Inc. COM 293389102 10071 1299500 SH SOLE 1299500 0 0
Epicor Software Corporation COM 29426L108 2430 480000 SH SOLE 480000 0 0
Equinox Systems Inc. COM 294436100 5 600 SH SOLE 600 0 0
Erie Indemnity Company COM 29530P102 12940 399700 SH SOLE 399700 0 0
Escalade, Incorporated COM 296056104 4 300 SH SOLE 300 0 0
Etec Systems, Inc. COM 26922C103 224 5000 SH SOLE 5000 0 0
Evans & Sutherland Computer COM 299096107 2376 207700 SH SOLE 207700 0 0
Everest Reinsurance Hldgs, Inc. COM 299808105 3860 173000 SH SOLE 173000 0 0
Evergreen Resources, Inc. COM 299900308 395 20000 SH SOLE 20000 0 0
Exabyte Corp. COM 300615101 2963 395000 SH SOLE 395000 0 0
Exar Corp. COM 300645108 10668 181200 SH SOLE 181200 0 0
Expeditors Int'l of Washington COM 302130109 5328 121600 SH SOLE 121600 0 0
Exponent Inc. COM 30214U102 419 63200 SH SOLE 63200 0 0
Ezenia! Inc. COM 302311105 3072 387000 SH SOLE 387000 0 0
F & M Bancorporation, Inc. COM 302370101 814 13800 SH SOLE 13800 0 0
FEI Company COM 30241L109 186 12000 SH SOLE 12000 0 0
FLIR Systems, Inc. COM 302445101 2364 145500 SH SOLE 145500 0 0
FRP Properties, Inc. COM 30262E109 5877 250100 SH SOLE 250100 0 0
FSI International, Inc. COM 302633102 2867 249300 SH SOLE 249300 0 0
Fab Industries, Inc. COM 302747100 5743 531132 SH SOLE 531132 0 0
Fair, Isaac and Co., Inc. COM 303250104 21041 397000 SH SOLE 397000 0 0
Falcon Products, Inc. COM 306075102 8478 982900 SH SOLE 982900 0 0
Family Dollar Stores, Inc. COM 307000109 77 4700 SH SOLE 4700 0 0
Fansteel Inc. COM 307260109 1284 331400 SH SOLE 331400 0 0
Farmer Bros. Co. COM 307675108 10180 64025 SH SOLE 64025 0 0
Farmers & Merchants Bk of L.B. COM 308243104 5293 2028 SH SOLE 2028 0 0
Farr Co. COM 311648109 1048 107500 SH SOLE 107500 0 0
Federal Realty Investment Trust COM 313747206 263 14000 SH SOLE 14000 0 0
Federal Signal Corp. COM 313855108 1846 114900 SH SOLE 114900 0 0
Federated Investors, Inc. Cl. B COM 314211103 401 20000 SH SOLE 20000 0 0
FileNet Corp. COM 316869106 255 10000 SH SOLE 10000 0 0
Finish Line, Inc. (The) Cl. A COM 317923100 450 82700 SH SOLE 82700 0 0
First Albany Cos. Inc. COM 318465101 11 735 SH SOLE 735 0 0
First Midwest Financial Inc. COM 320878101 124 11000 SH SOLE 11000 0 0
The First Nat'l Bk Anchorage COM 322387101 2018 2100 SH SOLE 2100 0 0
Fisher Companies Inc. COM 337756209 994 16096 SH SOLE 16096 0 0
Fleetwood Capital Trust* Cv. Pfd. 6% Due 2/15/28 339072407 1625 50000 SH SOLE 50000 0 0
Fleetwood Enterprises, Inc. COM 339099103 1382 67000 SH SOLE 67000 0 0
Flexsteel Industries, Inc. COM 339382103 3457 258500 SH SOLE 258500 0 0
Florida Rock Industries, Inc. COM 341140101 38477 1117300 SH SOLE 1117300 0 0
Flowserve Corporation COM 34354P105 4051 238300 SH SOLE 238300 0 0
Forest Oil Corp. COM 346091606 3317 251500 SH SOLE 251500 0 0
Forward Air Corporation COM 349853101 2819 65000 SH SOLE 65000 0 0
Foster (L.B.) Co. Cl. A COM 350060109 1952 400500 SH SOLE 400500 0 0
Franklin Electric Co., Inc. COM 353514102 1607 22900 SH SOLE 22900 0 0
Fred's, Inc. COM 356108100 3793 238000 SH SOLE 238000 0 0
Freedom Securities Corporation COM 35644K103 9 800 SH SOLE 800 0 0
Fremont General Corp. COM 357288109 538 73000 SH SOLE 73000 0 0
Friedmans Industries,Inc. COM 358435105 110 32500 SH SOLE 32500 0 0
Frisch's Restaurants, Inc. COM 358748101 947 107500 SH SOLE 107500 0 0
Fritz Companies, Inc. COM 358846103 4962 472600 SH SOLE 472600 0 0
Frontier Airlines, Inc. COM 359065109 22 1900 SH SOLE 1900 0 0
Frontier Financing Trust Cv Pfd 6.25% due 10/15/26 35907U301 850 50000 SH SOLE 50000 0 0
Frontier Insurance Group, Inc. COM 359081106 959 279000 SH SOLE 279000 0 0
Frozen Food Express Industries COM 359360104 4768 1230492 SH SOLE 1230492 0 0
Fulton Financial Corporation COM 360271100 309 17146 SH SOLE 17146 0 0
Funco, Inc. COM 360762108 537 48000 SH SOLE 48000 0 0
GSI Lumonics Inc. COM 36229U102 3293 376300 SH SOLE 376300 0 0
GTS Duratek, Inc. COM 36237J107 999 126900 SH SOLE 126900 0 0
Gallagher (Arthur J.) & Co. COM 363576109 42449 655580 SH SOLE 655580 0 0
Garan, Inc. COM 364802108 10225 357200 SH SOLE 357200 0 0
Gardner Denver, Inc. COM 365558105 30 1800 SH SOLE 1800 0 0
Gartner Group, Inc. COM 366651107 686 45000 SH SOLE 45000 0 0
Gehl Company COM 368483103 14 800 SH SOLE 800 0 0
General DataComm Industries, COM 369487103 2103 317400 SH SOLE 317400 0 0
Genesee & Wyoming Inc. Cl. A COM 371559105 386 30000 SH SOLE 30000 0 0
Genzyme Corporation
General Division COM 372917104 1800 40000 SH SOLE 40000 0 0
Genzyme Corporation
Tissue Repair COM 372917401 44 15300 SH SOLE 15300 0 0
Genzyme Corporation
Molecular Oncology COM 372917500 30 4322 SH SOLE 4322 0 0
Genzyme Corporation
Surgical Products COM 372917609 42 7160 SH SOLE 7160 0 0
Geron Corp. COM 374163103 126 10000 SH SOLE 10000 0 0
Gibson Greetings, Inc. COM 374827103 3875 432100 SH SOLE 432100 0 0
GLENBOROUGH REALTY TRUST INC. COM 37803P105 602 45000 SH SOLE 45000 0 0
Global Industries, Ltd. COM 379336100 2997 347500 SH SOLE 347500 0 0
Globecomm Systems Inc. COM 37956X103 1136 45000 SH SOLE 45000 0 0
Good Guys, Inc. (The) COM 382091106 4064 436400 SH SOLE 436400 0 0
Gorman-Rupp Company COM 383082104 1024 58500 SH SOLE 58500 0 0
Grey Advertising Inc. COM 397838103 5139 12848 SH SOLE 12848 0 0
Griffon Corp. COM 398433102 3151 403300 SH SOLE 403300 0 0
Gulf Island Fabrication, Inc. COM 402307102 13 1400 SH SOLE 1400 0 0
Gulfmark Offshore Inc. COM 402629109 725 49600 SH SOLE 49600 0 0
Gundle/SLT Environmental, Inc. COM 402809107 1600 457100 SH SOLE 457100 0 0
The Gymboree Corporation COM 403777105 225 40000 SH SOLE 40000 0 0
HMT Technology Corp. COM 403917107 1516 378900 SH SOLE 378900 0 0
HMT Technology Corp. Cv. 5.75% Due 1/15/2004 403917AD9 1086 2750000 PRN SOLE 2750000 0 0
HCC Insurance Holdings, Inc. COM 404132102 1714 130000 SH SOLE 130000 0 0
HNC Software Inc. COM 40425P107 1058 10000 SH SOLE 10000 0 0
Haemonetics Corp. COM 405024100 30494 1280600 SH SOLE 1280600 0 0
Hagler Bailly, Inc. COM 405183104 100 20000 SH SOLE 20000 0 0
Hall, Kinion, & Assoc., Inc. COM 406069104 108 5000 SH SOLE 5000 0 0
Handleman Co. COM 410252100 49 3700 SH SOLE 3700 0 0
Hanmi Bank COM 410493100 745 51848 SH SOLE 51848 0 0
Harbinger Corp. COM 41145C103 2475 77800 SH SOLE 77800 0 0
Hardinge Inc. COM 412324303 1782 136400 SH SOLE 136400 0 0
Hartmarx Corporation COM 417119104 1821 448300 SH SOLE 448300 0 0
Hauser, Inc. COM 419141403 463 148075 SH SOLE 148075 0 0
Hawker Pacific Aerospace Inc. COM 420123101 2685 370300 SH SOLE 370300 0 0
Hawkins Chemical, Inc. COM 420200107 4408 507452 SH SOLE 507452 0 0
Healthcare Services Group, Inc COM 421906108 18 2600 SH SOLE 2600 0 0
Healthworld Corporation COM 42222E103 1141 55000 SH SOLE 55000 0 0
Helen of Troy Corporation COM G4388N106 1646 227000 SH SOLE 227000 0 0
Helix Technology Corp. COM 423319102 4849 108200 SH SOLE 108200 0 0
Helmerich & Payne, Inc. COM 423452101 8891 407600 SH SOLE 407600 0 0
Herbalife International, Inc. Cl. A COM 426908208 1166 81100 SH SOLE 81100 0 0
Herley Industries, Inc. COM 427398102 1148 75600 SH SOLE 75600 0 0
Hershey Creamery Company COM 427848106 1489 709 SH SOLE 709 0 0
Hexcal Corporation COM 428291108 584 105000 SH SOLE 105000 0 0
Highlands Insurance Group,Inc COM 431032101 4958 521900 SH SOLE 521900 0 0
Hilb, Rogal & Hamilton Co. COM 431294107 7107 251575 SH SOLE 251575 0 0
HomeFed Corporation COM 43739D208 532 608521 SH SOLE 608521 0 0
Homestake Mining Company COM 437614100 977 125000 SH SOLE 125000 0 0
Hot Topic, Inc. COM 441339108 51 2200 SH SOLE 2200 0 0
Houghton Mifflin Co. COM 441560109 4004 94900 SH SOLE 94900 0 0
Hub Group, Inc. Cl. A COM 443320106 2150 107500 SH SOLE 107500 0 0
Hudson City Bancorp, Inc. COM 443683107 1866 138900 SH SOLE 138900 0 0
Hurco Companies, Inc. COM 447324104 1041 297300 SH SOLE 297300 0 0
Hussmann International, Inc. COM 448110106 1347 89400 SH SOLE 89400 0 0
Huttig Building Products, Inc. COM 448451104 440 89100 SH SOLE 89100 0 0
IDEC Pharmaceuticals Corp. COM 449370105 2948 30000 SH SOLE 30000 0 0
IFR Systems, Inc. COM 449507102 92 9133 SH SOLE 9133 0 0
I-Flow Corporation COM 449520303 7 1700 SH SOLE 1700 0 0
IHOP Corp. COM 449623107 501 30000 SH SOLE 30000 0 0
IMS Health Incorporated COM 449934108 272 10000 SH SOLE 10000 0 0
IRI Iternational Corporation COM 45004F107 280 70000 SH SOLE 70000 0 0
ICON plc ADR COM 45103T107 173 10200 SH SOLE 10200 0 0
IDEXX Laboratories, Inc. COM 45168D104 887 55000 SH SOLE 55000 0 0
Imation Corporation COM 45245A107 1678 50000 SH SOLE 50000 0 0
In Focus Systems, Inc. COM 452919103 32 1400 SH SOLE 1400 0 0
IMRglobal Corporation COM 45321W106 2487 198000 SH SOLE 198000 0 0
INAMED Corp. COM 453235103 35 800 SH SOLE 800 0 0
Incyte Pharmaceuticals, Inc. COM 45337C102 780 13000 SH SOLE 13000 0 0
Independence Holding Co. COM 453440307 1167 101464 SH SOLE 101464 0 0
Indigo N.V. COM N44495104 32 10000 SH SOLE 10000 0 0
Infinium Software, Inc. COM 45662Y109 10 1400 SH SOLE 1400 0 0
Informix Corporation COM 456779107 1830 160000 SH SOLE 160000 0 0
Innovex, Inc. COM 457647105 2090 222900 SH SOLE 222900 0 0
InnerDyne, Inc. COM 45764D102 9 2600 SH SOLE 2600 0 0
Input/Output, Inc. COM 457652105 8695 1717600 SH SOLE 1717600 0 0
Integral Systems, Inc. COM 45810H107 6636 150400 SH SOLE 150400 0 0
Integral Vision, Inc. COM 45811H106 516 242900 SH SOLE 242900 0 0
Integrated Systems, Inc. COM 45812M104 168 5000 SH SOLE 5000 0 0
Intelligroup, Inc. COM 45816A106 124 5000 SH SOLE 5000 0 0
Inter Parfums, Inc. COM 458334109 8 900 SH SOLE 900 0 0
Interdigital Commun Corp. COM 45866A105 150 2000 SH SOLE 2000 0 0
Interim Services Inc. COM 45868P100 33860 1368100 SH SOLE 1368100 0 0
International Aluminum Corp. COM 458884103 5485 233400 SH SOLE 233400 0 0
International Rectifier Corp. COM 460254105 104 4000 SH SOLE 4000 0 0
Interpool, Inc. COM 46062R108 318 42800 SH SOLE 42800 0 0
Interpore International, Inc. COM 46062W107 65 8200 SH SOLE 8200 0 0
internet.com Corporation COM 460967102 52 1000 SH SOLE 1000 0 0
InterVoice-Brite, Inc. COM 461142101 1163 50000 SH SOLE 50000 0 0
Intevac, Inc. COM 461148108 1110 317200 SH SOLE 317200 0 0
Invacare Corp. COM 461203101 943 47000 SH SOLE 47000 0 0
Investors Financial Services COM 461915100 3938 85608 SH SOLE 85608 0 0
Ionics, Inc. COM 462218108 141 5000 SH SOLE 5000 0 0
Iron and Glass Bancorp Inc. COM 462735101 197 8580 SH SOLE 8580 0 0
i2 Technologies, Inc. COM 465754109 1950 10000 SH SOLE 10000 0 0
J & J Snack Foods Corp. COM 466032109 103 5000 SH SOLE 5000 0 0
JB Oxford Holdings, Inc. COM 466107109 12 1600 SH SOLE 1600 0 0
JDA Software Group, Inc. COM 46612K108 10295 628700 SH SOLE 628700 0 0
Jaco Electronics, Inc. COM 469783104 528 101800 SH SOLE 101800 0 0
John Nuveen Company Cl. A COM 478035108 14926 413900 SH SOLE 413900 0 0
Johnson Worldwide Associates, Cl. A COM 479254104 3909 551020 SH SOLE 551020 0 0
Jostens, Inc. COM 481088102 851 35000 SH SOLE 35000 0 0
Juno Lighting, Inc. COM 482047206 197 19008 SH SOLE 19008 0 0
JWGenesis Financial Corp. COM 482227105 21 700 SH SOLE 700 0 0
K-Swiss Inc. Cl. A COM 482686102 3266 175800 SH SOLE 175800 0 0
Kaman Corporation Cl. A COM 483548103 1940 150700 SH SOLE 150700 0 0
Kaydon Corporation COM 486587108 11513 429400 SH SOLE 429400 0 0
Keane, Inc. COM 486665102 6191 195000 SH SOLE 195000 0 0
Keithley Instruments, Inc. COM 487584104 4362 214100 SH SOLE 214100 0 0
Kelly Services, Inc. COM 488152208 126 5000 SH SOLE 5000 0 0
Kenan Transport Co. COM 488539107 6649 209830 SH SOLE 209830 0 0
Kent Electronics Corp. COM 490553104 1404 61700 SH SOLE 61700 0 0
Kimball International, Inc. Cl. B COM 494274103 7372 446780 SH SOLE 446780 0 0
Kleinert's Inc. COM 498552108 142 14200 SH SOLE 14200 0 0
Knight Transportation, Inc. COM 499064103 471 27500 SH SOLE 27500 0 0
Koala Corporation COM 499866101 1691 120800 SH SOLE 120800 0 0
KORN/FERRY INTERNATIONAL COM 500643200 1953 53700 SH SOLE 53700 0 0
Kronos Inc. COM 501052104 9780 163000 SH SOLE 163000 0 0
Kulicke and Soffa Indust.,Inc COM 501242101 2979 70000 SH SOLE 70000 0 0
LSI Industries Inc. COM 50216C108 560 25900 SH SOLE 25900 0 0
La-Z-Boy Inc. COM 505336107 474 28200 SH SOLE 28200 0 0
Lam Research Corp. COM 512807108 1450 13000 SH SOLE 13000 0 0
Lamson & Sessions Company COM 513696104 1351 277100 SH SOLE 277100 0 0
Landauer, Inc. COM 51476K103 4261 194800 SH SOLE 194800 0 0
LandAmerica Financial Group COM 514936103 1389 75600 SH SOLE 75600 0 0
Landstar System, Inc. COM 515098101 13 300 SH SOLE 300 0 0
LaSalle Re Holdings Ltd. COM G5383Q101 4237 256800 SH SOLE 256800 0 0
Lawson Products, Inc. COM 520776105 4526 195700 SH SOLE 195700 0 0
Lazare Kaplan International COM 521078105 6973 858200 SH SOLE 858200 0 0
LeCroy Corp. COM 52324W109 1096 89500 SH SOLE 89500 0 0
Legg Mason, Inc. COM 524901105 350 9666 SH SOLE 9666 0 0
Leucadia National Corp. COM 527288104 809 35000 SH SOLE 35000 0 0
Level 3 Communications Inc. COM 52729N100 180 2200 SH SOLE 2200 0 0
Lexington Global Asset Mgr.Inc COM 528932106 51 21100 SH SOLE 21100 0 0
Liberte Investors Inc. COM 530154103 355 103300 SH SOLE 103300 0 0
Liberty Financial Comp., Inc. COM 530512102 454 19800 SH SOLE 19800 0 0
Liberty Homes, Inc. Cl. A COM 530582204 764 93350 SH SOLE 93350 0 0
Liberty Homes, Inc. Cl. B COM 530582303 174 21950 SH SOLE 21950 0 0
Lifetime Hoan Corp. COM 531926103 5764 1097978 SH SOLE 1097978 0 0
Lilly Industries, Inc. Cl. A COM 532491107 12860 956994 SH SOLE 956994 0 0
Lincoln Electric Hlds, Inc. COM 533900106 36866 1787450 SH SOLE 1787450 0 0
Linea Aerea Nacional
Chile SA ADR COM 501723100 76 10000 SH SOLE 10000 0 0
Liposome Co., Inc. (The) COM 536310105 366 30000 SH SOLE 30000 0 0
Liqui-Box Corp. COM 536314107 7033 142078 SH SOLE 142078 0 0
Little Switzerland, Inc. COM 537528101 146 259500 SH SOLE 259500 0 0
Logitech Intl S.A. ADR COM 541419107 28 1000 SH SOLE 1000 0 0
Lone Star Steakhouse
& Saloon, Inc. COM 542307103 37 4100 SH SOLE 4100 0 0
Longview Fibre Co. COM 543213102 3242 227500 SH SOLE 227500 0 0
Lufkin Industries, Inc. COM 549764108 1391 92700 SH SOLE 92700 0 0
Lund International Holdings COM 550368104 3537 602050 SH SOLE 602050 0 0
Lydall, Inc. COM 550819106 2474 373500 SH SOLE 373500 0 0
M.D.C. Holdings, Inc. COM 552676108 11 700 SH SOLE 700 0 0
MEMC Electronics Materials Inc. COM 552715104 368 30000 SH SOLE 30000 0 0
MFC Bancorp Ltd. COM 55271X103 12 1400 SH SOLE 1400 0 0
MK Gold Co. COM 55305P100 1551 1654600 SH SOLE 1654600 0 0
MPW Indust. Services Group,Inc COM 553444100 229 28800 SH SOLE 28800 0 0
MSC.Software Corporation COM 553531104 9563 944500 SH SOLE 944500 0 0
MSC.Software Corporation Cv. 7.875% Due 8/18/04 553531AA2 3032 3465000 PRN SOLE 3465000 0 0
MTR Gaming Group, Inc. COM 553769100 7 2300 SH SOLE 2300 0 0
MTS Systems Corporation COM 553777103 2297 296400 SH SOLE 296400 0 0
MacDermid, Inc. COM 554273102 8153 198562 SH SOLE 198562 0 0
MacKenzie Financial Corp. COM 554531103 1255 101400 SH SOLE 101400 0 0
Macromedia, Inc. COM 556100105 219 3000 SH SOLE 3000 0 0
Manpower Inc. COM 56418H100 2028 53900 SH SOLE 53900 0 0
Manugistics Group, Inc. COM 565011103 646 20000 SH SOLE 20000 0 0
Markel Corp. COM 570535104 341 2200 SH SOLE 2200 0 0
Market America, Inc. COM 570556100 11 2300 SH SOLE 2300 0 0
Marketing Specialists Corp. COM 57060R107 769 205000 SH SOLE 205000 0 0
MarkWest Hydrocarbon, Inc. COM 570762104 212 32600 SH SOLE 32600 0 0
Marvel Enterprises Inc. COM 57383M108 7164 1302600 SH SOLE 1302600 0 0
Mastech Corporation COM 57632N105 4363 176300 SH SOLE 176300 0 0
Matthews International Corp. Cl. A COM 577128101 9306 338400 SH SOLE 338400 0 0
Maxtor Corporation COM 577729205 752 103700 SH SOLE 103700 0 0
Maxwell Technologies, Inc. COM 577767106 983 98300 SH SOLE 98300 0 0
MAXIMUS, Inc. COM 577933104 170 5000 SH SOLE 5000 0 0
McDermott International, Inc. COM 580037109 326 36000 SH SOLE 36000 0 0
MCK Communications, Inc. COM 581243102 113 5000 SH SOLE 5000 0 0
McLeodUSA Inc. COM 582266102 236 4000 SH SOLE 4000 0 0
McWhorter Technologies, Inc. COM 582803102 614 38400 SH SOLE 38400 0 0
The Mechanics Bank COM 583614102 2600 200 SH SOLE 200 0 0
Media 100 Inc. COM 58440W105 145 5500 SH SOLE 5500 0 0
Medical Assurance Inc. COM 58449U100 20751 979386 SH SOLE 979386 0 0
MedImmune, Inc. COM 584699102 249 1500 SH SOLE 1500 0 0
Mentor Graphics Corp. COM 587200106 2424 183800 SH SOLE 183800 0 0
Merix Corp. COM 590049102 3047 277000 SH SOLE 277000 0 0
Mesa Air Group, Inc. COM 590479101 2288 481700 SH SOLE 481700 0 0
Mestek, Inc. COM 590829107 243 12000 SH SOLE 12000 0 0
Met-Pro Corp. COM 590876306 645 64500 SH SOLE 64500 0 0
Metro-Goldwyn-Mayer Inc. COM 591610100 283 12000 SH SOLE 12000 0 0
Metro Information Svcs, Inc. COM 59162P104 240 10000 SH SOLE 10000 0 0
Michaels Stores, Inc. COM 594087108 143 5000 SH SOLE 5000 0 0
Micrel, Inc. COM 594793101 1708 30000 SH SOLE 30000 0 0
Micro Linear Corporation COM 594850109 52 6100 SH SOLE 6100 0 0
MicroStrategy Incorporated Cl. A COM 594972101 2100 10000 SH SOLE 10000 0 0
Microsemi Corp. COM 595137100 3286 370200 SH SOLE 370200 0 0
MicroTouch Systems, Inc. COM 595145103 10 800 SH SOLE 800 0 0
Midas Inc. COM 595626102 28 1300 SH SOLE 1300 0 0
Midwest Grain Products, Inc. COM 59832G104 7147 969022 SH SOLE 969022 0 0
Mikasa, Inc. COM 59862T109 5565 553000 SH SOLE 553000 0 0
The MIIX Group, Incorporated COM 59862V104 951 65000 SH SOLE 65000 0 0
Millennium Pharmaceuticals,Inc COM 599902103 610 5000 SH SOLE 5000 0 0
Minuteman International, Inc. COM 604540104 1305 143000 SH SOLE 143000 0 0
Mity-Lite, Inc. COM 606850105 331 21300 SH SOLE 21300 0 0
MOCON, Inc. COM 607494101 1835 305875 SH SOLE 305875 0 0
Modis Professional Svc., Inc. COM 607830106 8650 607000 SH SOLE 607000 0 0
Modtech Holdings,Inc. COM 60783C100 2566 427654 SH SOLE 427654 0 0
Monarch Cement Co. COM 609031109 1085 52910 SH SOLE 52910 0 0
Morrison Knudsen Corp. (New) COM 61844A109 22193 2840700 SH SOLE 2840700 0 0
Motor Cargo Industries, Inc. COM 619907108 4 800 SH SOLE 800 0 0
Mueller (Paul) Co. COM 624752101 3735 129350 SH SOLE 129350 0 0
Multiple Zones Intl Inc. COM 624906103 13 1800 SH SOLE 1800 0 0
Mutual Risk Management Ltd. COM 628351108 10185 605800 SH SOLE 605800 0 0
Myers Industries, Inc. COM 628464109 4266 270836 SH SOLE 270836 0 0
Myriad Genetics, Inc. COM 62855J104 552 12000 SH SOLE 12000 0 0
NCH Corp. COM 628850109 1328 29800 SH SOLE 29800 0 0
NL Industries, Inc. COM 629156407 1149 76250 SH SOLE 76250 0 0
NMT Medical, Inc. COM 629294109 798 277500 SH SOLE 277500 0 0
NN Ball & Roller, Inc. COM 629305103 6627 914000 SH SOLE 914000 0 0
NVR, Inc. COM 62944T105 24 500 SH SOLE 500 0 0
NYMAGIC, INC. COM 629484106 4010 304100 SH SOLE 304100 0 0
Nabors Industries, Inc. COM 629568106 12174 393500 SH SOLE 393500 0 0
National Bancorp of Alaska Inc COM 632587101 2073 73880 SH SOLE 73880 0 0
National Computer Systems, Inc COM 635519101 31395 834406 SH SOLE 834406 0 0
National Instruments Corp. COM 636518102 19332 505400 SH SOLE 505400 0 0
National Presto Industries,Inc COM 637215104 1949 54900 SH SOLE 54900 0 0
National R.V. Holdings, Inc. COM 637277104 23 1200 SH SOLE 1200 0 0
National Semiconductor Corp. COM 637640103 557 13000 SH SOLE 13000 0 0
Nationwide Financial Svc Inc. COM 638612101 1257 45000 SH SOLE 45000 0 0
Navigators Group, Inc. COM 638904102 850 85000 SH SOLE 85000 0 0
NaviSite, Inc. COM 63935M109 250 2500 SH SOLE 2500 0 0
NeoPharm, Inc. COM 640919106 22 1000 SH SOLE 1000 0 0
Network Equipment Technologies COM 641208103 3081 260800 SH SOLE 260800 0 0
Neutral Posture Ergonomics,Inc COM 64125E105 167 127200 SH SOLE 127200 0 0
New Brunswick Scientific Co. COM 642876106 179 35000 SH SOLE 35000 0 0
New Century Financial Corp. COM 64352D101 27 1700 SH SOLE 1700 0 0
New England Business Service COM 643872104 17756 726600 SH SOLE 726600 0 0
New Horizons Worldwide, Inc. COM 645526104 2227 187500 SH SOLE 187500 0 0
Newport Corp. COM 651824104 7919 173100 SH SOLE 173100 0 0
Nobel Insurance Ltd. COM 654885102 87 347450 SH SOLE 347450 0 0
Noodle Kidoodle, Inc. COM 655370104 1975 415800 SH SOLE 415800 0 0
Nordson Corp. COM 655663102 18924 392200 SH SOLE 392200 0 0
North County Bancorp COM 658810106 13 600 SH SOLE 600 0 0
North Face, Inc. (The) COM 659317101 5620 1383400 SH SOLE 1383400 0 0
Northwest Pipe Co. COM 667746101 1343 95900 SH SOLE 95900 0 0
Northwestern Corporation COM 668074107 11 500 SH SOLE 500 0 0
Novamerican Steel Inc. COM 669959108 11 1200 SH SOLE 1200 0 0
Novellus Systems, Inc. COM 670008101 490 4000 SH SOLE 4000 0 0
Nu Skin Enterprises, Inc. Cl. A COM 67018T105 3079 339700 SH SOLE 339700 0 0
Nuevo Energy Co. COM 670509108 731 39000 SH SOLE 39000 0 0
NUI Corp. COM 629430109 923 35000 SH SOLE 35000 0 0
Nvest L.P. COM 67065F107 4558 287100 SH SOLE 287100 0 0
Oakley, Inc. COM 673662102 14441 2596200 SH SOLE 2596200 0 0
Ogden Corporation COM 676346109 3192 267400 SH SOLE 267400 0 0
Old Republic International Corp COM 680223104 3556 261000 SH SOLE 261000 0 0
Olin Corporation COM 680665205 535 27000 SH SOLE 27000 0 0
OMI Corporation COM Y6476W104 1186 575000 SH SOLE 575000 0 0
Olsten Corp. COM 681385100 1364 120600 SH SOLE 120600 0 0
1-800 Contacts, Inc. COM 681977104 41 1500 SH SOLE 1500 0 0
On Assignment, Inc. COM 682159108 299 10000 SH SOLE 10000 0 0
Online Resources & Comm. Corp. COM 68273G101 1604 96500 SH SOLE 96500 0 0
Open Plan Systems, Inc. COM 683709109 709 354300 SH SOLE 354300 0 0
Oregon Steel Mills, Inc. COM 686079104 2166 272900 SH SOLE 272900 0 0
Oriental Financial Group Inc.
(Humacao, Puerto Rico) COM 68618W100 3151 142833 SH SOLE 142833 0 0
Orthofix International N.V. COM N6748L102 172 12000 SH SOLE 12000 0 0
Oshkosh B'Gosh, Inc. Cl. A COM 688222207 7989 379300 SH SOLE 379300 0 0
Oshkosh Truck Corp. COM 688239201 2040 69600 SH SOLE 69600 0 0
Osmonics, Inc. COM 688350107 2971 323360 SH SOLE 323360 0 0
Overseas Shipholding Grp.,Inc COM 690368105 667 45000 SH SOLE 45000 0 0
Oxford Industries, Inc. COM 691497309 442 22300 SH SOLE 22300 0 0
PCD, Inc. COM 69318P106 2761 409100 SH SOLE 409100 0 0
PFF Bancorp, Inc. COM 69331W104 41 2100 SH SOLE 2100 0 0
PE Corporation
PE Biosytems Group COM 69332S102 241 2000 SH SOLE 2000 0 0
PE Corporation
Celera Genomics Group COM 69332S201 75 500 SH SOLE 500 0 0
PICO Holdings, Inc. COM 693366205 220 17900 SH SOLE 17900 0 0
PIMCO Advisors Holdings L.P. COM 69338P102 1611 42740 SH SOLE 42740 0 0
PMA Capital Corporation Cl. A COM 693419202 13977 703221 SH SOLE 703221 0 0
PRI Automation, Inc. COM 69357H106 671 10000 SH SOLE 10000 0 0
PSC Inc. COM 69361E107 3040 412200 SH SOLE 412200 0 0
PairGain Technologies, Inc. COM 695934109 497 35000 SH SOLE 35000 0 0
PalEx, Inc. COM 696368109 5671 810100 SH SOLE 810100 0 0
Pameco Corporation COM 697934107 1873 461000 SH SOLE 461000 0 0
Panera Bread Company COM 69840W108 11 1400 SH SOLE 1400 0 0
Papa John's International,Inc COM 698813102 130 5000 SH SOLE 5000 0 0
PAREXEL International Corp. COM 699462107 10675 903700 SH SOLE 903700 0 0
Park Electrochemical Corp. COM 700416209 13 500 SH SOLE 500 0 0
Patina Oil & Gas Corp. COM 703224105 2674 310000 SH SOLE 310000 0 0
PAXAR Corp. COM 704227107 338 40000 SH SOLE 40000 0 0
Peak International Limited COM G69586108 4494 438400 SH SOLE 438400 0 0
Peak TRENDS Trust COM 70468N107 1107 128400 SH SOLE 128400 0 0
Peerless Mfg. Co. COM 705514107 1312 100900 SH SOLE 100900 0 0
Pegasystems Inc. COM 705573103 506 45000 SH SOLE 45000 0 0
Penn Engineering & Mfg. Corp. non-voting COM 707389300 13532 585150 SH SOLE 585150 0 0
Penn Engineering & Mfg. Corp. Cl. A COM 707389102 4072 192750 SH SOLE 192750 0 0
Perceptron, Inc. COM 71361F100 2828 706900 SH SOLE 706900 0 0
Performance Food Group Co. COM 713755106 12 500 SH SOLE 500 0 0
Performance Technologies, Inc. COM 71376K102 1920 110500 SH SOLE 110500 0 0
PerkinElmer, Inc. COM 714046109 42 1000 SH SOLE 1000 0 0
PetroCorp, Inc. COM 71645N101 3726 641100 SH SOLE 641100 0 0
Phar-Mor, Inc. COM 717113203 1469 534200 SH SOLE 534200 0 0
Pharmaceutical Resources, Inc. COM 717125108 8 1600 SH SOLE 1600 0 0
Phila. Consolidated Holding Co COM 717528103 496 34200 SH SOLE 34200 0 0
Phoenix Investment Partners Ltd.COM 719085102 6763 832400 SH SOLE 832400 0 0
Phoenix Technologies Ltd. COM 719153108 3933 248700 SH SOLE 248700 0 0
Piccadilly Cafeterias, Inc. COM 719567109 1260 315000 SH SOLE 315000 0 0
Pier 1 Imports, Inc. COM 720279108 335 52500 SH SOLE 52500 0 0
Piercing Pagoda, Inc. COM 720773100 45 3000 SH SOLE 3000 0 0
Pilot Network Services, Inc. COM 721596104 84 3500 SH SOLE 3500 0 0
Pioneer Group, Inc. (The) COM 723684106 15731 998800 SH SOLE 998800 0 0
Pioneer Metals, Inc. COM 723750105 597 1570 SH SOLE 1570 0 0
Pioneer-Standard Electronics COM 723877106 5741 397625 SH SOLE 397625 0 0
Pioneer-Standard
Electronics, Inc. Cv. Pfd. 6.75 723879300 4160 80000 SH SOLE 80000 0 0
Pitt-Des Moines, Inc. COM 724508106 22 900 SH SOLE 900 0 0
Pittson Brink's Group COM 725701106 6164 280200 SH SOLE 280200 0 0
Pittson Brink's Group
BAX Group COM 725701882 10000 941200 SH SOLE 941200 0 0
Pizza Inn, Inc. COM 725848105 1333 323100 SH SOLE 323100 0 0
Plains Resources Inc. COM 726540503 9 700 SH SOLE 700 0 0
Planar Systems, Inc. COM 726900103 2684 405200 SH SOLE 405200 0 0
Plantronics, Inc. COM 727493108 14169 198000 SH SOLE 198000 0 0
Powell Industries, Inc. COM 739128106 519 75500 SH SOLE 75500 0 0
Precision Castparts Corp. COM 740189105 3281 125000 SH SOLE 125000 0 0
Preformed Line Products Co. COM 740444104 6171 373982 SH SOLE 373982 0 0
PriceSmart, Inc. COM 741511109 47 1200 SH SOLE 1200 0 0
Prime Medical Svcs, Inc. COM 74156D108 18 2000 SH SOLE 2000 0 0
Prima Energy Corporation COM 741901201 17 700 SH SOLE 700 0 0
Pride International, Inc. COM 741932107 366 25000 SH SOLE 25000 0 0
Printronix, Inc. COM 742578107 519 22800 SH SOLE 22800 0 0
Programmer's Paradise, Inc. COM 743205106 9 1200 SH SOLE 1200 0 0
Progess Software Corporation COM 743312100 284 5000 SH SOLE 5000 0 0
Project Software & Delelopment COM 74339P101 555 10000 SH SOLE 10000 0 0
Prosperity Bancshares, Inc. COM 743606105 10 600 SH SOLE 600 0 0
Puerto Rican Cement Co.,Inc COM 745075101 12842 377700 SH SOLE 377700 0 0
Pulaski Furniture Corporation COM 745553107 891 57500 SH SOLE 57500 0 0
QRS Corporation COM 74726X105 788 7500 SH SOLE 7500 0 0
QuadraMed Corporation COM 74730W101 2668 306000 SH SOLE 306000 0 0
Quaker Chemical Corp. COM 747316107 1853 130000 SH SOLE 130000 0 0
Quanta Services Inc. COM 74762E102 141 5000 SH SOLE 5000 0 0
Queen City Investments, Inc. COM 74823W109 403 948 SH SOLE 948 0 0
QuickLogic Corporation COM 74837P108 41 2500 SH SOLE 2500 0 0
Quidel Corp. COM 74838J101 21 3000 SH SOLE 3000 0 0
Quintiles Transnational Corp. COM 748767100 2198 117600 SH SOLE 117600 0 0
RCM Technologies, Inc. COM 749360400 3210 186100 SH SOLE 186100 0 0
RLI Corp. COM 749607107 3497 102843 SH SOLE 102843 0 0
Radiant Systems, Inc. COM 75025N102 603 15000 SH SOLE 15000 0 0
Ragen Mackenzie Group Inc. COM 750642100 65 3600 SH SOLE 3600 0 0
Rainbow Technologies, Inc. COM 750862104 4765 204950 SH SOLE 204950 0 0
Raymond James Financial, Inc. COM 754730109 140 7500 SH SOLE 7500 0 0
Read-Rite Corp. COM 755246105 24 5000 SH SOLE 5000 0 0
The Reader's Digest Assoc.,Inc Cl. A COM 755267101 146 5000 SH SOLE 5000 0 0
Redwood Trust, Inc. COM 758075402 63 5000 SH SOLE 5000 0 0
Regal-Beloit Corp. COM 758750103 619 30000 SH SOLE 30000 0 0
Regis Corporation COM 758932107 94 5000 SH SOLE 5000 0 0
RehabCare Group, Inc. COM 759148109 17 800 SH SOLE 800 0 0
Reliance Bancorp, Inc. COM 759451107 38 1100 SH SOLE 1100 0 0
REMEC, Inc. COM 759543101 7706 302200 SH SOLE 302200 0 0
Remedy Corp. COM 759548100 502 10600 SH SOLE 10600 0 0
RemedyTemp, Inc. Cl. A COM 759549108 1887 99300 SH SOLE 99300 0 0
Renaissance Energy Ltd. COM 759666100 11850 1179700 SH SOLE 1179700 0 0
RenaissanceRe Holdings Ltd. COM G7496G103 8772 214600 SH SOLE 214600 0 0
Renaissance Worldwide, Inc. COM 75968A109 369 50000 SH SOLE 50000 0 0
Restoration Hardware Inc/ DE COM 760981100 715 105000 SH SOLE 105000 0 0
Richardson Electronics, Ltd. COM 763165107 13489 1798478 SH SOLE 1798478 0 0
Richardson Electronics, Ltd. Cv. 7 1/4% due 12/15/06 763165AB3 992 1323000 PRN SOLE 1323000 0 0
Richardson Electronics, Ltd. Cv. 8.25% due 6/15/06 763165AC1 2980 3725000 PRN SOLE 3725000 0 0
Ritchie Bros. Auctioneers Inc COM 767744105 2303 83000 SH SOLE 83000 0 0
Roanoke Electric Steel Corp. COM 769841107 21 1300 SH SOLE 1300 0 0
Robotic Vision Systems, Inc. COM 771074101 5045 545400 SH SOLE 545400 0 0
Robroy Industries, Inc. Cl. A COM 771078102 284 40523 SH SOLE 40523 0 0
Rock Of Ages Corporation Cl. A COM 772632105 381 83500 SH SOLE 83500 0 0
RockShox, Inc. COM 774066104 1903 1087500 SH SOLE 1087500 0 0
Rogers Corporation COM 775133101 3638 95100 SH SOLE 95100 0 0
Roper Industries, Inc. COM 776696106 10588 280000 SH SOLE 280000 0 0
Rush Enterprises, Inc. COM 781846100 12 800 SH SOLE 800 0 0
Ryanair Holdings PLC ADR COM 783513104 1488 27000 SH SOLE 27000 0 0
SBS Technologies, Inc. COM 78387P103 4712 129100 SH SOLE 129100 0 0
SCB Computer Technology, Inc. COM 78388N107 1686 539600 SH SOLE 539600 0 0
SEI Investments Co. COM 784117103 952 8000 SH SOLE 8000 0 0
SJW Corp. COM 784305104 60 500 SH SOLE 500 0 0
SPSS Inc. COM 78462K102 2209 87500 SH SOLE 87500 0 0
S3 Incorporated COM 784849101 1400 121100 SH SOLE 121100 0 0
SAES Getters S.p.A. ADR COM 786362103 30 5000 SH SOLE 5000 0 0
The Santa Cruz Operation, Inc. COM 801833104 100 3300 SH SOLE 3300 0 0
Sante Fe Snyder Corporation COM 80218K105 965 120635 SH SOLE 120635 0 0
Savoir Technology Group Inc. COM 80533W107 20 2800 SH SOLE 2800 0 0
ScanSource, Inc. COM 806037107 24 600 SH SOLE 600 0 0
Schawk, Inc. COM 806373106 224 26300 SH SOLE 26300 0 0
Schein (Henry), Inc. COM 806407102 7922 595100 SH SOLE 595100 0 0
Scholastic Corp. COM 807066105 75 1200 SH SOLE 1200 0 0
Schulman (A.), Inc. COM 808194104 163 10000 SH SOLE 10000 0 0
Scientific Technologies Inc. COM 808799209 58 10700 SH SOLE 10700 0 0
Scitex Corp. Ltd. ORD COM 809090103 6515 447400 SH SOLE 447400 0 0
Scotia Holdings PLC COM 078947900 168 80000 SH SOLE 80000 0 0
Scott Technologies, Inc. COM 810022301 19 1000 SH SOLE 1000 0 0
Sea Containers Ltd. Cl. A COM 811371707 2577 96800 SH SOLE 96800 0 0
Seaboard Corp. COM 811543107 728 3750 SH SOLE 3750 0 0
SEATTLE FILMWORKS, Inc. COM 812572105 660 237287 SH SOLE 237287 0 0
Seneca Foods Corp. Cl. B COM 817070105 301 26200 SH SOLE 26200 0 0
Seneca Foods Corp. Cl. A COM 817070501 17 1500 SH SOLE 1500 0 0
Seneca Foods Corp. Pfd. 817070600 596 51250 SH SOLE 51250 0 0
Sevenson Environmental Svc.Inc COM 818063109 10874 1129720 SH SOLE 1129720 0 0
Shared Medical Systems Corp. COM 819486101 9164 179900 SH SOLE 179900 0 0
The Shaw Group Inc. COM 820280105 2595 102500 SH SOLE 102500 0 0
Sheldahl, Inc. COM 822440103 1746 404900 SH SOLE 404900 0 0
Schire Pharmaceuticals, Inc.* COM 82481R106 607 20853 SH SOLE 20853 0 0
Shorewood Packaging Corp. COM 825229107 2554 134850 SH SOLE 134850 0 0
Siebel Systems, Inc. COM 826170102 336 4000 SH SOLE 4000 0 0
Sigma Designs, Inc. COM 826565103 1949 177200 SH SOLE 177200 0 0
Silicon Valley Bancshares Inc. Cv. Pfd 8.25% due 6/15/28 784868200 369 20000 SH SOLE 20000 0 0
Silicon Valley Group, Inc. COM 827066101 3958 223000 SH SOLE 223000 0 0
Simpson Manufacturing Co.,Inc COM 829073105 34436 787100 SH SOLE 787100 0 0
SIPEX Corporation COM 829909100 840 34200 SH SOLE 34200 0 0
Skyline Corp. COM 830830105 8300 353200 SH SOLE 353200 0 0
A.O. Smith Corporation COM 831865209 2231 102000 SH SOLE 102000 0 0
The Smithfield Companies, Inc. COM 832245104 1113 148400 SH SOLE 148400 0 0
Software Spectrum, Inc. COM 833960107 7 400 SH SOLE 400 0 0
Sonic Solutions COM 835460106 433 110000 SH SOLE 110000 0 0
Spacelabs Medical, Inc. COM 846247104 1897 102200 SH SOLE 102200 0 0
Special Metals Corporation COM 84741Y103 2689 843700 SH SOLE 843700 0 0
Spectra-Physics Lasers Inc. COM 847568102 910 32500 SH SOLE 32500 0 0
Spectrian Corp. COM 847608106 1492 52800 SH SOLE 52800 0 0
Spiegel, Inc. Cl. A COM 848457107 2237 318200 SH SOLE 318200 0 0
STAAR Surgical Company COM 852312305 17 1700 SH SOLE 1700 0 0
Staff Leasing, Inc. COM 852381102 24 2500 SH SOLE 2500 0 0
StaffMark, Inc. COM 852389105 416 55000 SH SOLE 55000 0 0
Standard Commercial Corp. COM 853258101 2593 727929 SH SOLE 727929 0 0
Standard Commercial Corp. Cv. 7.25% due 3/31/07 853258AA9 241 500000 PRN SOLE 500000 0 0
Standard Microsystems Corp. COM 853626109 19 1800 SH SOLE 1800 0 0
The Standard Register Company COM 853887107 6169 318410 SH SOLE 318410 0 0
Starrett (L. S.) Company COM 855668109 3330 148400 SH SOLE 148400 0 0
Steelcase Inc. Cl. A COM 858155203 660 55000 SH SOLE 55000 0 0
Stein Mart, Inc. COM 858375108 960 168800 SH SOLE 168800 0 0
Steinway Musical Instr., Inc. COM 858495104 608 30000 SH SOLE 30000 0 0
STERIS Corporation COM 859152100 206 20000 SH SOLE 20000 0 0
Sterling Commerce, Inc. COM 859205106 1703 50000 SH SOLE 50000 0 0
Stewart & Stevenson Svc., Inc COM 860342104 2344 197900 SH SOLE 197900 0 0
Stewart Information Services COM 860372101 11 800 SH SOLE 800 0 0
Stone & Webster, Inc. COM 861572105 11656 693300 SH SOLE 693300 0 0
Structural Dynamics Research COM 863555108 3443 270000 SH SOLE 270000 0 0
Sturm, Ruger & Co., Inc. COM 864159108 8051 907100 SH SOLE 907100 0 0
Sun Hydraulics Corporation COM 866942105 3836 590200 SH SOLE 590200 0 0
SunGard Data Systems Inc. COM 867363103 1188 50000 SH SOLE 50000 0 0
Sunglass Hut International,Inc COM 86736F106 5500 488900 SH SOLE 488900 0 0
Sunglass Hut International,Inc Cv. 5.25% due 6/15/03 86736FAC0 1837 2250000 PRN SOLE 2250000 0 0
Sunrise Assisted Living, Inc. COM 86768K106 179 13000 SH SOLE 13000 0 0
Superior Uniform Group, Inc. COM 868358102 3044 338200 SH SOLE 338200 0 0
Suzy Shier Ltd. COM 86958K106 1764 463100 SH SOLE 463100 0 0
Sybron Chemicals Inc. COM 870903101 207 17600 SH SOLE 17600 0 0
Sybase, Inc. COM 871130100 85 5000 SH SOLE 5000 0 0
SymmetriCom, Inc. COM 871543104 2890 290790 SH SOLE 290790 0 0
Synalloy Corp. COM 871565107 3614 481850 SH SOLE 481850 0 0
Syntel, Inc. COM 87162H103 2266 140000 SH SOLE 140000 0 0
Systems Software Assoc., Inc COM 871839205 449 224675 SH SOLE 224675 0 0
Systems Software Assoc., Inc Cv. 7.00% due 9/15/02 871839AA4 805 2649000 PRN SOLE 2649000 0 0
TBC Corp. COM 872180104 1355 216800 SH SOLE 216800 0 0
TSI Inc. COM 872876107 353 30000 SH SOLE 30000 0 0
Tanning Technology Corporation COM 87588P101 12 200 SH SOLE 200 0 0
Taro Pharmaceutical
Industries, Ltd. COM M8737E108 17 1200 SH SOLE 1200 0 0
Tech/Ops Sevcon, Inc. COM 878293109 757 75700 SH SOLE 75700 0 0
Technical Communications Corp. COM 878409101 627 106700 SH SOLE 106700 0 0
Technitrol, Inc. COM 878555101 1335 30000 SH SOLE 30000 0 0
Tecnomatix Technologies Ltd. COM M8743P105 288 10000 SH SOLE 10000 0 0
Tecumseh Products Co. Cl. A COM 878895200 156 3300 SH SOLE 3300 0 0
Tennant Co. COM 880345103 983 30000 SH SOLE 30000 0 0
Terra Industries Inc. COM 880915103 607 373700 SH SOLE 373700 0 0
Texas Regional Bancshares,Inc. Cl. A COM 882673106 580 20000 SH SOLE 20000 0 0
Thomaston Mills, Inc. Cl. A COM 884569203 492 327800 SH SOLE 327800 0 0
Thor Industries, Inc. COM 885160101 17074 560950 SH SOLE 560950 0 0
Thornburg Mortgage Asset Corp. COM 885218107 949 115000 SH SOLE 115000 0 0
Tidewater Inc. COM 886423102 3204 89000 SH SOLE 89000 0 0
The Timberland Company Cl. A COM 887100105 48 900 SH SOLE 900 0 0
Titan Exploration Inc. COM 888289105 13369 2458700 SH SOLE 2458700 0 0
Todd Shipyards Corp. COM 889039103 912 115850 SH SOLE 115850 0 0
Tootsie Roll Industries, Inc. COM 890516107 627 19030 SH SOLE 19030 0 0
Topps Company., Inc. (The) COM 890786106 841 81100 SH SOLE 81100 0 0
Tops Appliance City, Inc. Cv. 6.50% due 11/30/03 890910AB8 380 1000000 PRN SOLE 1000000 0 0
Toreador Royalty Corp. COM 891041105 425 97100 SH SOLE 97100 0 0
Total-Tel USA Communications COM 89151T106 6 400 SH SOLE 400 0 0
Transact Technologies, Inc. COM 892918103 769 101700 SH SOLE 101700 0 0
Transportation Technologies COM 89388T101 14 800 SH SOLE 800 0 0
Trenwick Group Inc. COM 895290104 14006 826910 SH SOLE 826910 0 0
True North Communications Inc. COM 897844106 11561 258700 SH SOLE 258700 0 0
Tuscarora Inc. COM 900902107 394 32500 SH SOLE 32500 0 0
Tyler Technologies, Inc. COM 902252105 2001 363800 SH SOLE 363800 0 0
U.S. Global Investors, Inc. Cl. A COM 902952100 579 386205 SH SOLE 386205 0 0
Urs Corp. COM 903236107 11 500 SH SOLE 500 0 0
Ugly Duckling Corporation COM 903512101 32 4600 SH SOLE 4600 0 0
Ultrak, Inc. COM 903898401 2442 315100 SH SOLE 315100 0 0
Unifi, Inc. COM 904677101 19116 1552600 SH SOLE 1552600 0 0
Unitil Corporation COM 913259107 18 500 SH SOLE 500 0 0
Universal Corp. COM 913456109 1939 85000 SH SOLE 85000 0 0
Universal Forest Products,Inc COM 913543104 10 700 SH SOLE 700 0 0
Uno Restaurant Corporation COM 914900105 44 3960 SH SOLE 3960 0 0
UNOVA, Inc. COM 91529B106 2869 220700 SH SOLE 220700 0 0
Urban Outfitters, Inc. COM 917047102 5461 187500 SH SOLE 187500 0 0
Valley National Gases Inc. COM 919792101 96 30100 SH SOLE 30100 0 0
Valspar Corp. COM 920355104 419 10000 SH SOLE 10000 0 0
Value Line, Inc. COM 920437100 1782 49500 SH SOLE 49500 0 0
Varian, Inc. COM 922206107 1238 55000 SH SOLE 55000 0 0
Varian Semiconductor Equip. COM 922207105 1870 55000 SH SOLE 55000 0 0
Varian Medical Systems, Inc. COM 92220P105 5190 174100 SH SOLE 174100 0 0
Veeco Instruments Inc. COM 922417100 936 20000 SH SOLE 20000 0 0
Velcro Industries N.V. COM 922571104 20805 1724800 SH SOLE 1724800 0 0
Vertex Communications Corp. COM 925320103 615 30000 SH SOLE 30000 0 0
Vicor Corp. COM 925815102 203 5000 SH SOLE 5000 0 0
VICORP Restaurants, Inc. COM 925817108 7 439 SH SOLE 439 0 0
Virco Mfg. Corp. COM 927651109 260 20000 SH SOLE 20000 0 0
ViroPharma Corp. COM 928241108 1036 28000 SH SOLE 28000 0 0
Visible Genetics Inc. COM 92829S104 300 10000 SH SOLE 10000 0 0
Visual Networks Inc. COM 928444108 79 1000 SH SOLE 1000 0 0
Volt Information Sciences,Inc COM 928703107 2913 122000 SH SOLE 122000 0 0
Vornado Realty Trust COM 929042109 650 20000 SH SOLE 20000 0 0
Vornado Realty Trust Series A Cv. Pfd. 929042208 699 15000 SH SOLE 15000 0 0
WD-40 Co. COM 929236107 600 27100 SH SOLE 27100 0 0
WLR Foods, Inc. COM 929286102 10 1700 SH SOLE 1700 0 0
The Warnaco Group, Inc. COM 934390105 2093 170000 SH SOLE 170000 0 0
Watkins-Johnson Co. COM 942486101 408 10200 SH SOLE 10200 0 0
Weider Nutrition International COM 948603105 2236 606500 SH SOLE 606500 0 0
Wellington Underwriting PLC COM 094740909 749 444712 SH SOLE 444712 0 0
Wellman, Inc. COM 949702104 279 15000 SH SOLE 15000 0 0
Wesco Financial Corporation COM 950817106 17199 70200 SH SOLE 70200 0 0
West TeleServices Corporation COM 956188106 1395 57100 SH SOLE 57100 0 0
Westell Technologies, Inc. COM 957541105 2043 190000 SH SOLE 190000 0 0
Weston (Roy F.), Inc. Cl. A COM 961137106 712 345200 SH SOLE 345200 0 0
Weyco Group, Inc. COM 962149100 11013 428714 SH SOLE 428714 0 0
White Elec Designs Corporation COM 963801105 2419 509200 SH SOLE 509200 0 0
Whitehall Jewellers, Inc. COM 965063100 59 1600 SH SOLE 1600 0 0
Whittman-Hart, Inc. COM 966834103 107 2000 SH SOLE 2000 0 0
Willbros Group, Inc. COM 969199108 6287 1359250 SH SOLE 1359250 0 0
Clayton Williams Energy, Inc. COM 969490101 693 58700 SH SOLE 58700 0 0
Wilmar Industries, Inc. COM 971426101 1522 87600 SH SOLE 87600 0 0
Wilsons Leather Experts Inc. COM 972463103 22 1200 SH SOLE 1200 0 0
Wind River Systems, Inc. COM 973149107 275 7500 SH SOLE 7500 0 0
Winnebago Industries, Inc. COM 974637100 50 2500 SH SOLE 2500 0 0
Wit Capital Group, Inc. COM 97737K309 3 200 SH SOLE 200 0 0
Wolverine World Wide, Inc. COM 978097103 6795 621300 SH SOLE 621300 0 0
Woodhead Industries, Inc. COM 979438108 7586 652600 SH SOLE 652600 0 0
Woodward Governor Co. COM 980745103 22165 805996 SH SOLE 805996 0 0
Xicor, Inc. COM 984903104 411 30000 SH SOLE 30000 0 0
Young Innovations Inc. COM 987520103 5496 374200 SH SOLE 374200 0 0
Zebra Technologies Corporation Cl. A COM 989207105 1463 25000 SH SOLE 25000 0 0
Zenith National Insurance Corp COM 989390109 29549 1432700 SH SOLE 1432700 0 0
Zoll Medical Corporation COM 989922109 42 1100 SH SOLE 1100 0 0
Amdocs Ltd. COM G02602103 173 5000 SH SOLE 5000 0 0
PXRE Group Ltd. COM G73018106 9843 757160 SH SOLE 757160 0 0
Triton Energy Limited COM G90751101 56 2700 SH SOLE 2700 0 0
White Mountain Ins Grp, Inc. COM G9618E107 16569 137500 SH SOLE 137500 0 0
Sapiens Intl Corporation N.V. COM N7716A102 164 10000 SH SOLE 10000 0 0
Carlisle Holdings Limited COM P21277101 12968 1080700 SH SOLE 1080700 0 0
</TABLE>
