SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
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 October 20,2000
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: 990
Form 13F Information Table Value Total: 3400338
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 Corporation COM 000361105 5723 500400 SH SOLE 500400 0 0
ABM Industries Inc. COM 000957100 9845 362100 SH SOLE 362100 0 0
AGCO Corporation COM 001084102 13 1100 SH SOLE 1100 0 0
AMC Entertainment Inc. COM 001669100 1168 667600 SH SOLE 667600 0 0
AVT Corporation COM 002420107 167 30000 SH SOLE 30000 0 0
AZZ incorporated COM 002474104 4723 251900 SH SOLE 251900 0 0
Abercrombie & Fitch Co. Cl. A COM 002896207 477 25000 SH SOLE 25000 0 0
Abgenix Inc. COM 00339B107 647 8000 SH SOLE 8000 0 0
Aceto Corp. COM 004446100 1174 120431 SH SOLE 120431 0 0
Action Performance Cos., Inc. COM 004933107 144 42000 SH SOLE 42000 0 0
ADAC Laboratories COM 005313200 10 500 SH SOLE 500 0 0
Adaptec, Inc. COM 00651F108 300 15000 SH SOLE 15000 0 0
Advance Paradigm, Inc. COM 007491103 240 5700 SH SOLE 5700 0 0
Adv Neuromodulation Sys, Inc. COM 00757T101 78 4000 SH SOLE 4000 0 0
Aetrium Inc. COM 00817R103 56 10000 SH SOLE 10000 0 0
Affiliated Managers Group Inc. COM 008252108 6041 106100 SH SOLE 106100 0 0
Affymetrix, Inc. COM 00826T108 1995 40000 SH SOLE 40000 0 0
Airborne Freight Corporation COM 009266107 1833 179900 SH SOLE 179900 0 0
AirNet Systems Inc. COM 009417106 6598 1446100 SH SOLE 1446100 0 0
Aladdin Knowledge Systems Ltd. COM M0392N101 220 30300 SH SOLE 30300 0 0
Albany International Corp. Cl. A COM 012348108 6368 530683 SH SOLE 530683 0 0
Alberta Energy Co. Ltd. COM 012873105 833 20000 SH SOLE 20000 0 0
Aldila Inc. COM 014384101 554 239500 SH SOLE 239500 0 0
Alexander & Baldwin, Inc. COM 014482103 4706 181000 SH SOLE 181000 0 0
Alico, Inc. COM 016230104 852 52000 SH SOLE 52000 0 0
Allen Organ Co. Cl. B COM 017753104 749 11300 SH SOLE 11300 0 0
Allen Telecom Inc. COM 018091108 4905 289600 SH SOLE 289600 0 0
Allied Healthcare Products,Inc COM 019222108 505 168200 SH SOLE 168200 0 0
Allied Waste Industries, Inc. COM 019589308 1147 124800 SH SOLE 124800 0 0
AlphaNet Solutions, Inc. COM 020787107 1254 436000 SH SOLE 436000 0 0
Ambassadors International, Inc. COM 023178106 11 600 SH SOLE 600 0 0
America First Mtg. Inv., Inc. COM 023934102 95 17800 SH SOLE 17800 0 0
American Greetings Corporation Cl. A COM 026375105 1120 64000 SH SOLE 64000 0 0
American Management Systems COM 027352103 12855 747900 SH SOLE 747900 0 0
Ameron Intl Corp. COM 030710107 1231 33500 SH SOLE 33500 0 0
AmeriPath, Inc. COM 03071D109 30 2100 SH SOLE 2100 0 0
Ampco-Pittsburgh Corporation COM 032037103 1712 167000 SH SOLE 167000 0 0
Analogic Corporation COM 032657207 6000 156100 SH SOLE 156100 0 0
Analysts Intl Corp. COM 032681108 1780 246600 SH SOLE 246600 0 0
Anchor Gaming COM 033037102 80 1000 SH SOLE 1000 0 0
Angelica Corp. COM 034663104 1508 155700 SH SOLE 155700 0 0
Anglogold Ltd ADR COM 035128206 20492 1115200 SH SOLE 1115200 0 0
Annuity and Life Re (Holdings) COM G03910109 5363 222300 SH SOLE 222300 0 0
ANSYS, Inc. COM 03662Q105 4541 378400 SH SOLE 378400 0 0
answerthink, inc. COM 036916104 1788 110000 SH SOLE 110000 0 0
Aon Corporation COM 037389103 31439 801000 SH SOLE 801000 0 0
Applied Innovation Inc. COM 037916103 126 8100 SH SOLE 8100 0 0
Applied Analytical Industries, COM 037939105 2769 357300 SH SOLE 357300 0 0
Applied Extrusion Technologies COM 038196101 1969 617700 SH SOLE 617700 0 0
Applied Science and Technology COM 038236105 295 20000 SH SOLE 20000 0 0
Applied Signal Technology, Inc COM 038237103 20 2800 SH SOLE 2800 0 0
Applix, Inc. COM 038316105 61 20000 SH SOLE 20000 0 0
Aramex International Ltd. COM G04450105 1068 92900 SH SOLE 92900 0 0
Arch Capital Group Ltd. COM 03937L105 709 45000 SH SOLE 45000 0 0
Arch Chemicals Inc. COM 03937R102 7417 406400 SH SOLE 406400 0 0
Arctic Cat Inc. COM 039670104 32 2500 SH SOLE 2500 0 0
Argonaut Group, Inc. COM 040157109 9728 555900 SH SOLE 555900 0 0
Arkansas Best Corporation COM 040790107 6627 431000 SH SOLE 431000 0 0
Arnold Industries, Inc. COM 042595108 20319 1204096 SH SOLE 1204096 0 0
Arrow Electronics, Inc. COM 042735100 14773 433700 SH SOLE 433700 0 0
Arrow International, Inc. COM 042764100 20235 556300 SH SOLE 556300 0 0
Ash Grove Cement Company COM 043693100 10153 97628 SH SOLE 97628 0 0
Ash Grove Cement Company Cl. B COM 043693308 5254 50518 SH SOLE 50518 0 0
Aspen Technology, Inc. COM 045327103 1778 39400 SH SOLE 39400 0 0
Associated Materials Inc. COM 045709102 69 4800 SH SOLE 4800 0 0
Associates First Capital Corp* COM 046008207 0 4400 SH SOLE 4400 0 0
Astec Industries, Inc. COM 046224101 383 35000 SH SOLE 35000 0 0
AstroPower, Inc. COM 04644A101 1189 30000 SH SOLE 30000 0 0
Atchison Casting Corporation COM 046613105 2183 554300 SH SOLE 554300 0 0
Aurora Biosciences Corporation COM 051920106 326 4800 SH SOLE 4800 0 0
Auspex Systems, Inc. COM 052116100 7170 579400 SH SOLE 579400 0 0
Autodesk, Inc. COM 052769106 2337 92100 SH SOLE 92100 0 0
Avant! Corp. COM 053487104 931 51000 SH SOLE 51000 0 0
AVANT Immunotherapeutics Inc. COM 053491106 83 7700 SH SOLE 7700 0 0
Avid Technology, Inc. COM 05367P100 560 40000 SH SOLE 40000 0 0
Avista Corporation COM 05379B107 14 600 SH SOLE 600 0 0
Avnet, Inc. COM 053807103 28408 1001162 SH SOLE 1001162 0 0
Axsys Technologies, Inc. COM 054615109 14 400 SH SOLE 400 0 0
Aztar Corporation COM 054802103 71 4600 SH SOLE 4600 0 0
BHA Group Holdings Inc. COM 055446108 12655 888036 SH SOLE 888036 0 0
BKF Capital Group, Inc. COM 05548G102 7079 363000 SH SOLE 363000 0 0
BMC Industries, Inc. COM 055607105 3761 547000 SH SOLE 547000 0 0
BOK Financial Corp. COM 05561Q201 2185 118109 SH SOLE 118109 0 0
Baker Boyer Bancorp COM 057124109 1815 31300 SH SOLE 31300 0 0
Balanced Care Corporation COM 057630105 567 533600 SH SOLE 533600 0 0
Balchem Corporation COM 057665200 120 10000 SH SOLE 10000 0 0
Baldor Electric Co. COM 057741100 5505 271000 SH SOLE 271000 0 0
Baldwin & Lyons, Inc. Cl. B COM 057755209 4683 241678 SH SOLE 241678 0 0
Baldwin Technology Co., Inc. COM 058264102 1832 1011000 SH SOLE 1011000 0 0
Bank of the Ozarks, Inc. COM 063904106 208 17500 SH SOLE 17500 0 0
BankNorth Group, Inc.* COM 06646R107 1375 76900 SH SOLE 76900 0 0
Banta Corporation COM 066821109 7876 323100 SH SOLE 323100 0 0
Barnett Inc. COM 068062108 21 1600 SH SOLE 1600 0 0
BARRA, Inc. COM 068313105 7767 125150 SH SOLE 125150 0 0
Barrett Resources Corporation COM 068480201 14558 385000 SH SOLE 385000 0 0
Bassett Furniture Industries COM 070203104 10659 751262 SH SOLE 751262 0 0
Bay Bancshares, Inc. COM 07203N109 375 20000 SH SOLE 20000 0 0
BayCorp Holdings, Ltd. COM 072728108 33 3800 SH SOLE 3800 0 0
BE Aerospace, Inc. COM 073302101 5321 330000 SH SOLE 330000 0 0
BE Semiconductor Industries NV COM 073320103 588 59500 SH SOLE 59500 0 0
Beazer Homes USA, Inc. COM 07556Q105 11 400 SH SOLE 400 0 0
Bell Industries, Inc. COM 078107109 1356 586200 SH SOLE 586200 0 0
Bell Microproducts Inc. COM 078137106 639 20450 SH SOLE 20450 0 0
Benchmark Electronics, Inc. COM 08160H101 1087 20900 SH SOLE 20900 0 0
Berkley (W. R.) Corp. COM 084423102 14222 411500 SH SOLE 411500 0 0
Berkley Petroleum Corp. COM 08449G106 113 20000 SH SOLE 20000 0 0
Berkshire Hathaway Inc. Cl. B COM 084670207 311 150 SH SOLE 150 0 0
Biogen, Inc. COM 090597105 244 4000 SH SOLE 4000 0 0
Biomet, Inc. COM 090613100 263 7500 SH SOLE 7500 0 0
Biopure Corporation COM 09065H105 181 10000 SH SOLE 10000 0 0
BioSource International, Inc. COM 09066H104 2192 70700 SH SOLE 70700 0 0
BioReliance Corporation COM 090951104 7454 496900 SH SOLE 496900 0 0
BlackRock, Inc. Cl. A COM 09247X101 1760 55000 SH SOLE 55000 0 0
Blanch (E.W.) Holdings, Inc. COM 093210102 25913 1248800 SH SOLE 1248800 0 0
Bogen Communications Intl, Inc COM 097189104 24 3700 SH SOLE 3700 0 0
Bombay Co., Inc. (The) COM 097924104 2088 856700 SH SOLE 856700 0 0
Bonavista Petroleum Ltd. COM 097933105 1985 105000 SH SOLE 105000 0 0
Boron, LePore & Assoc., Inc. COM 10001P102 12 1200 SH SOLE 1200 0 0
Boston Acoustics, Inc. COM 100534106 1679 121000 SH SOLE 121000 0 0
The Boston Beer Company, Inc. Cl. A COM 100557107 414 46000 SH SOLE 46000 0 0
Boston Private Finl Hlds, Inc. COM 101119105 165 10000 SH SOLE 10000 0 0
Bowne & Co., Inc. COM 103043105 13172 1351000 SH SOLE 1351000 0 0
The Boyds Collection, Ltd. COM 103354106 1630 221000 SH SOLE 221000 0 0
Brady (W.H.) Co. Cl. A COM 104674106 10010 330900 SH SOLE 330900 0 0
Braun Consulting, Inc. COM 105651103 198 10000 SH SOLE 10000 0 0
Bridgford Foods Corp. COM 108763103 453 36600 SH SOLE 36600 0 0
Brightpoint, Inc. COM 109473108 9 1700 SH SOLE 1700 0 0
Brookstone, Inc. COM 114537103 322 23000 SH SOLE 23000 0 0
Brown & Brown, Inc. COM 115236101 318 10000 SH SOLE 10000 0 0
Tom Brown Inc. COM 115660201 21670 884510 SH SOLE 884510 0 0
Brown Shoe Company, Inc. COM 115736100 5289 575700 SH SOLE 575700 0 0
Brush Engineered Materials Inc COM 117421107 5348 247300 SH SOLE 247300 0 0
BSQUARE Corporation COM 11776U102 3 200 SH SOLE 200 0 0
Buckle, Inc. (The) COM 118440106 1700 146200 SH SOLE 146200 0 0
Buffets, Inc. COM 119882108 13507 982335 SH SOLE 982335 0 0
Burlington Coat Factory COM 121579106 6488 453300 SH SOLE 453300 0 0
Burlington Industries, Inc. COM 121693105 1654 1323300 SH SOLE 1323300 0 0
Burnham Corporation Cl. A COM 122295108 3767 98482 SH SOLE 98482 0 0
Burnham Corporation Cl. B COM 122295306 689 18000 SH SOLE 18000 0 0
Business Objects S.A. ADR COM 12328X107 1922 17000 SH SOLE 17000 0 0
Butler International, Inc. COM 123649105 112 21000 SH SOLE 21000 0 0
CCC Information Services Group COM 12487Q109 535 66300 SH SOLE 66300 0 0
CDI Corp. COM 125071100 5638 352400 SH SOLE 352400 0 0
CFC International, Inc. COM 125252106 2743 466900 SH SOLE 466900 0 0
C. H. Robinson Worldwide Inc. COM 12541W100 6386 113300 SH SOLE 113300 0 0
CMI Corp. Cl. A COM 125761304 451 288600 SH SOLE 288600 0 0
CNA Surety Corporation COM 12612L108 173 15000 SH SOLE 15000 0 0
CNF Transporation Inc. COM 12612W104 3449 155000 SH SOLE 155000 0 0
CSP Inc. COM 126389105 1576 274104 SH SOLE 274104 0 0
Cabot Oil & Gas Corporation COM 127097103 469 23000 SH SOLE 23000 0 0
CACI International Inc. COM 127190304 107 5000 SH SOLE 5000 0 0
Cadiz Inc. COM 127537108 3497 349700 SH SOLE 349700 0 0
Calgon Carbon Corporation COM 129603106 6967 1022700 SH SOLE 1022700 0 0
Cambridge Technology
Partners, Inc. COM 132524109 446 101900 SH SOLE 101900 0 0
Cannondale Corporation COM 137798104 2536 471900 SH SOLE 471900 0 0
Capital Senior Living Corp. COM 140475104 1 500 SH SOLE 500 0 0
Capitol Transamerica Corp. COM 140640103 8778 739180 SH SOLE 739180 0 0
Carbo Ceramics Inc. COM 140781105 14384 541500 SH SOLE 541500 0 0
Carlisle Holdings Limited COM P21277101 10092 1271400 SH SOLE 1271400 0 0
Carpenter Technology Corp. COM 144285103 8170 280500 SH SOLE 280500 0 0
Carreker Corporation COM 144433109 4838 248100 SH SOLE 248100 0 0
Catalina Marketing Corp. COM 148867104 1129 30000 SH SOLE 30000 0 0
Cato Corp. Cl. A COM 149205106 10796 863700 SH SOLE 863700 0 0
Cendant Corp. COM 151313103 5 500 SH SOLE 500 0 0
Central Fund of Canada Ltd. Cl. A 153501101 455 140000 SH SOLE 140000 0 0
Central Garden & Pet Co. COM 153527106 4237 610800 SH SOLE 610800 0 0
Central Steel & Wire Co. COM 155411101 3874 7597 SH SOLE 7597 0 0
Century Aluminum Co. COM 156431108 3483 278600 SH SOLE 278600 0 0
Cephalon Inc. COM 156708109 1067 22000 SH SOLE 22000 0 0
Cerus Corporation COM 157085101 1487 26800 SH SOLE 26800 0 0
Channell Commercial Corp. COM 159186105 5081 385300 SH SOLE 385300 0 0
Chart House Enterprises, Inc. COM 160902102 2681 466300 SH SOLE 466300 0 0
Charming Shoppes, Inc. COM 161133103 23413 4486300 SH SOLE 4486300 0 0
Charming Shoppes, Inc. 7.50% Cv. due 7/15/06 161133AA1 8536 8944000 PRN SOLE 8944000 0 0
Chart Industries, Inc. COM 16115Q100 5230 1020500 SH SOLE 1020500 0 0
Chase Industries Inc. COM 161568100 806 93500 SH SOLE 93500 0 0
Chateau Communities, Inc. COM 161726104 536 20000 SH SOLE 20000 0 0
Chattem, Inc. COM 162456107 1314 137400 SH SOLE 137400 0 0
Cheap Tickets, Inc. COM 162672109 2529 243800 SH SOLE 243800 0 0
Chelsea GCA Realty, Inc. COM 163262108 6516 185500 SH SOLE 185500 0 0
Chiles Offshore Inc.* COM 16888M104 3244 150000 SH SOLE 150000 0 0
Chiron Corp. COM 170040109 1278 28400 SH SOLE 28400 0 0
Chromcraft Revington, Inc. COM 171117104 1271 156400 SH SOLE 156400 0 0
Chyron Corp. COM 171605207 2451 1032100 SH SOLE 1032100 0 0
CIBER, Inc. COM 17163B102 2899 351400 SH SOLE 351400 0 0
Circle Intl Group Inc COM 172574105 17757 586999 SH SOLE 586999 0 0
Circor International Inc* COM 17273K109 777 75300 SH SOLE 75300 0 0
Civic BanCorp COM 178788105 8 500 SH SOLE 500 0 0
Claire's Stores, Inc. COM 179584107 14452 802900 SH SOLE 802900 0 0
CLARCOR Inc. COM 179895107 833 42725 SH SOLE 42725 0 0
Clark/Bardes Holdings Inc. COM 180668105 3447 338400 SH SOLE 338400 0 0
Clayton Homes, Inc. COM 184190106 100 10000 SH SOLE 10000 0 0
Cleveland-Cliffs Inc. COM 185896107 3777 165100 SH SOLE 165100 0 0
Coachmen Industries, Inc. COM 189873102 5246 502600 SH SOLE 502600 0 0
Coastcast Corporation COM 19057T108 45 2900 SH SOLE 2900 0 0
Coeur d'Alene Mines Corp. COM 192108108 1022 817500 SH SOLE 817500 0 0
Cognex Corp. COM 192422103 2149 54500 SH SOLE 54500 0 0
Cognicase Inc. COM 192423101 16 1200 SH SOLE 1200 0 0
Cognitronics Corporation COM 192432102 19 1700 SH SOLE 1700 0 0
Cognizant Tech Solutions Corp. COM 192446102 780 20000 SH SOLE 20000 0 0
Coherent, Inc. COM 192479103 2604 38300 SH SOLE 38300 0 0
Colorado MEDtech, Inc. COM 19652U104 3988 469200 SH SOLE 469200 0 0
Columbia Laboratories, Inc. COM 197779101 2395 412000 SH SOLE 412000 0 0
COMARCO, Inc. COM 200080109 49 1400 SH SOLE 1400 0 0
Comdial Corporation COM 200332302 2 900 SH SOLE 900 0 0
Comdisco, Inc. COM 200336105 5618 294700 SH SOLE 294700 0 0
Commerce Group Inc/ MA COM 200641108 12850 444060 SH SOLE 444060 0 0
Commercial Bank of New York COM 201462108 26 1900 SH SOLE 1900 0 0
Community Banks, Inc. (Pa.) COM 203628102 1457 68960 SH SOLE 68960 0 0
Communications Systems, Inc. COM 203900105 1190 89000 SH SOLE 89000 0 0
Complete Business Solutions COM 20452F107 2020 149600 SH SOLE 149600 0 0
Computer Task Group, Inc. COM 205477102 2979 953300 SH SOLE 953300 0 0
CompX International Inc. Cl. A COM 20563P101 1470 70000 SH SOLE 70000 0 0
Comtech Telecommunications COM 205826209 3513 238150 SH SOLE 238150 0 0
Computer Horizons Corp. COM 205908106 3369 494600 SH SOLE 494600 0 0
ConBraCo Industries, Inc. COM 206002107 4578 7630 SH SOLE 7630 0 0
Concord Communications Inc. COM 206186108 133 5000 SH SOLE 5000 0 0
Cone Mills Corp. COM 206814105 2435 541100 SH SOLE 541100 0 0
Congoleum Corporation Cl. A COM 207195108 1657 363100 SH SOLE 363100 0 0
CONMED Corp. COM 207410101 684 50000 SH SOLE 50000 0 0
Consolidated Stores Corp. COM 210149100 16466 1219700 SH SOLE 1219700 0 0
Consolidated-Tomoka Land Co. COM 210226106 170 13565 SH SOLE 13565 0 0
Convergent Group Corporation COM 21247V100 950 200000 SH SOLE 200000 0 0
CoorsTek, Inc. COM 217020106 5720 149550 SH SOLE 149550 0 0
Cordiant Communications
Group ADR COM 218514206 132 7000 SH SOLE 7000 0 0
Corn Products Intl, Inc, COM 219023108 341 15000 SH SOLE 15000 0 0
Cornell Companies, Inc. COM 219141108 5613 655500 SH SOLE 655500 0 0
Corrpro Companies Inc. COM 220317101 494 123400 SH SOLE 123400 0 0
Corsair Communications Inc. COM 220406102 23 3000 SH SOLE 3000 0 0
CorVel Corp. COM 221006109 1621 58300 SH SOLE 58300 0 0
Covance Inc COM 222816100 5094 622200 SH SOLE 622200 0 0
Crawford & Co. Cl. B COM 224633107 918 75300 SH SOLE 75300 0 0
Crawford & Co. Cl. A COM 224633206 9706 924425 SH SOLE 924425 0 0
Credence Systems Corp. COM 225302108 618 20600 SH SOLE 20600 0 0
A.T. Cross Company Cl. A COM 227478104 3088 574500 SH SOLE 574500 0 0
Cubic Corporation COM 229669106 7587 317800 SH SOLE 317800 0 0
Cummins Engine Company, Inc. COM 231021106 1048 35000 SH SOLE 35000 0 0
Curative Health Services, Inc. COM 231264102 20 3700 SH SOLE 3700 0 0
Curtiss-Wright Corp. COM 231561101 45876 972200 SH SOLE 972200 0 0
CyberSource Corporation COM 23251J106 113 10000 SH SOLE 10000 0 0
Cyberonics, Inc. COM 23251P102 107 5000 SH SOLE 5000 0 0
Cymer, Inc COM 232572107 445 14500 SH SOLE 14500 0 0
Cyrk, Inc. COM 232817106 5 1500 SH SOLE 1500 0 0
DRS Technologies, Inc. COM 23330X100 7282 448100 SH SOLE 448100 0 0
DT Industries, Inc. COM 23333J108 3336 533800 SH SOLE 533800 0 0
Daisytek Intl Corp. COM 234053106 412 65300 SH SOLE 65300 0 0
Dallas Semiconductor Corp. COM 235204104 9692 294800 SH SOLE 294800 0 0
DAMARK International COM 235691102 25 2000 SH SOLE 2000 0 0
Davox Corporation COM 239208101 21 2100 SH SOLE 2100 0 0
Deb Shops, Inc. COM 242728103 881 74200 SH SOLE 74200 0 0
Decker Manufacturing Corp. COM 243498102 301 6022 SH SOLE 6022 0 0
Del Global Technologies Corp. COM 245073101 3264 330500 SH SOLE 330500 0 0
Delta Apparel Inc.* COM 247368103 2179 187440 SH SOLE 187440 0 0
Deltek Systems Inc. COM 24785A108 536 70000 SH SOLE 70000 0 0
Denbury Resources Inc. COM 247916208 23951 3421572 SH SOLE 3421572 0 0
Denison International PLC ADR COM 248335101 4306 322700 SH SOLE 322700 0 0
Department 56, Inc. COM 249509100 302 22900 SH SOLE 22900 0 0
Deswell Industries, Inc. COM 250639101 4345 259400 SH SOLE 259400 0 0
Detroit Diesel Corp. COM 250837101 11 500 SH SOLE 500 0 0
Devon Energy Corp. COM 25179M103 2152 35779 SH SOLE 35779 0 0
Diagnostic Products Corporation COM 252450101 16 300 SH SOLE 300 0 0
DIANON Systems, Inc. COM 252826102 1743 43700 SH SOLE 43700 0 0
Diedrich Coffee, Inc COM 253675102 369 223000 SH SOLE 223000 0 0
Dimensional Pharmaceutical* COM 88554W104 360 10000 SH SOLE 10000 0 0
DIMON Inc. COM 254394109 2924 899800 SH SOLE 899800 0 0
Dionex Corp. COM 254546104 13679 495176 SH SOLE 495176 0 0
Dixie Group Inc. 7% Cv. due 5/15/12 255519AA8 404 681000 PRN SOLE 681000 0 0
Documentum, Inc. COM 256159104 406 5000 SH SOLE 5000 0 0
Donaldson Company, Inc. COM 257651109 3300 150000 SH SOLE 150000 0 0
Donna Karan International Inc. COM 257826107 5430 877600 SH SOLE 877600 0 0
Dot Hill Systems Corporation COM 25848T109 4633 712700 SH SOLE 712700 0 0
DoubleClick Inc. COM 258609304 160 5000 SH SOLE 5000 0 0
Dress Barn, Inc. (The) COM 261570105 473 22500 SH SOLE 22500 0 0
Dril-Quip, Inc COM 262037104 1479 37100 SH SOLE 37100 0 0
Ducommun Incorporated COM 264147109 8823 627400 SH SOLE 627400 0 0
DuPont Photomasks, Inc. COM 26613X101 2056 35000 SH SOLE 35000 0 0
Dura Pharmaceuticals, Inc. COM 26632S109 6601 186600 SH SOLE 186600 0 0
EGL, Inc. COM 268484102 560 18500 SH SOLE 18500 0 0
EMS Technologies, Inc. COM 26873N108 9 600 SH SOLE 600 0 0
EOG Resources Inc. COM 26875P101 389 10000 SH SOLE 10000 0 0
ESS Technology, Inc. COM 269151106 6242 436100 SH SOLE 436100 0 0
East West Bancorp Inc. COM 27579R104 7696 393400 SH SOLE 393400 0 0
Eastern Co. COM 276317104 233 20000 SH SOLE 20000 0 0
Eaton Vance Corp. COM 278265103 3320 65100 SH SOLE 65100 0 0
Echelon Corporation COM 27874N105 147 5000 SH SOLE 5000 0 0
Edelbrock Corporation COM 279434104 69 6200 SH SOLE 6200 0 0
Edgewater Technology, Inc. COM 280358102 289 55000 SH SOLE 55000 0 0
EDO Corporation COM 281347104 5141 583400 SH SOLE 583400 0 0
J. D. Edwards & Company COM 281667105 518 20000 SH SOLE 20000 0 0
800 JR Cigar Inc COM 282491109 9052 703100 SH SOLE 703100 0 0
Elamex, S.A. de C.V. COM P36209107 208 70200 SH SOLE 70200 0 0
Elan Corp. PLC* (ADR) COM 284131208 55 1000 SH SOLE 1000 0 0
Elcom Intl, Inc. COM 284434107 8 1800 SH SOLE 1800 0 0
Electroglas, Inc. COM 285324109 4168 244300 SH SOLE 244300 0 0
EMCOR Group, Inc. COM 29084Q100 8 300 SH SOLE 300 0 0
Emisphere Technologies, Inc. COM 291345106 733 24500 SH SOLE 24500 0 0
Encompass Services Corporation COM 29255U104 8634 1062700 SH SOLE 1062700 0 0
Energysouth Inc. COM 292970100 1069 53450 SH SOLE 53450 0 0
Enesco Group Inc. COM 292973104 5590 951500 SH SOLE 951500 0 0
Enhance Financial Services
Group Inc. COM 293310108 6956 535100 SH SOLE 535100 0 0
Ennis Business Forms, Inc. COM 293389102 10713 1416600 SH SOLE 1416600 0 0
Epicor Software Corporation COM 29426L108 3623 1035000 SH SOLE 1035000 0 0
Erie Indemnity Company COM 29530P102 15586 530600 SH SOLE 530600 0 0
ESCO Technologies Inc. COM 296315104 4815 277100 SH SOLE 277100 0 0
Esterline Technologies Corp. COM 297425100 6997 355400 SH SOLE 355400 0 0
Ethan Allen Interiors Inc. COM 297602104 566 20000 SH SOLE 20000 0 0
Evans & Sutherland Computer COM 299096107 2895 532400 SH SOLE 532400 0 0
Everest RE Group Ltd. COM G3223R108 10049 203000 SH SOLE 203000 0 0
Evergreen Resources, Inc. COM 299900308 695 20000 SH SOLE 20000 0 0
Exabyte Corp. COM 300615101 4743 421600 SH SOLE 421600 0 0
Exar Corp. COM 300645108 8537 70550 SH SOLE 70550 0 0
Exel plc COM 044868909 208 13000 SH SOLE 13000 0 0
Exelixis Inc. COM 30161Q104 314 10000 SH SOLE 10000 0 0
Expeditors Intl of Washington COM 302130109 5480 121600 SH SOLE 121600 0 0
Exponent Inc. COM 30214U102 563 65800 SH SOLE 65800 0 0
F & M Bancorporation, Inc. COM 302370101 766 13800 SH SOLE 13800 0 0
FLIR Systems, Inc. COM 302445101 2798 466400 SH SOLE 466400 0 0
FSI International, Inc. COM 302633102 4978 349300 SH SOLE 349300 0 0
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Ziff-Davis Inc. ZDNet COM 989511209 316 22500 SH SOLE 22500 0 0
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</TABLE>
