SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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 July 26, 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: 966
Form 13F Information Table Value Total: 3087336
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 3750 312500 SH SOLE 312500 0 0
ADC Telecommunications, Inc. COM 000886101 721 8600 SH SOLE 8600 0 0
ABM Industries Inc. COM 000957100 6357 276400 SH SOLE 276400 0 0
ACT Manufacturing, Inc. COM 000973107 9 200 SH SOLE 200 0 0
AMC Entertainment Inc. COM 001669100 4315 885200 SH SOLE 885200 0 0
AVT Corporation COM 002420107 221 30000 SH SOLE 30000 0 0
Abercrombie & Fitch Co. Cl. A COM 002896207 305 25000 SH SOLE 25000 0 0
Abgenix Inc. COM 00339B107 479 4000 SH SOLE 4000 0 0
Aceto Corp. COM 004446100 1303 118431 SH SOLE 118431 0 0
Action Performance Cos., Inc. COM 004933107 160 22000 SH SOLE 22000 0 0
Acuson Corporation COM 005113105 4562 337900 SH SOLE 337900 0 0
Adac Laboratories * COM 005313200 12 500 SH SOLE 500 0 0
Adaptec, Inc. COM 00651F108 341 15000 SH SOLE 15000 0 0
Administaff, Inc. COM 007094105 13 200 SH SOLE 200 0 0
Advance Paradigm, Inc. COM 007491103 117 5700 SH SOLE 5700 0 0
Adv Neuromodulation Sys, Inc. COM 00757T101 67 4000 SH SOLE 4000 0 0
Aetrium Inc. COM 00817R103 58 10000 SH SOLE 10000 0 0
Affiliated Managers Group Inc. COM 008252108 5510 121100 SH SOLE 121100 0 0
Affymetrix, Inc. COM 00826T108 3303 20000 SH SOLE 20000 0 0
Agribrands Intl Inc. COM 00849R105 8 200 SH SOLE 200 0 0
Airborne Freight Corporation COM 009266107 3551 187500 SH SOLE 187500 0 0
AirNet Systems Inc. COM 009417106 6285 1377500 SH SOLE 1377500 0 0
Aladdin Knowledge Systems Ltd. COM M0392N101 637 40300 SH SOLE 40300 0 0
Albany International Corp. Cl. A COM 012348108 6354 438183 SH SOLE 438183 0 0
Alberta Energy Co. Ltd. COM 012873105 810 20000 SH SOLE 20000 0 0
Aldila Inc. COM 014384101 382 239500 SH SOLE 239500 0 0
Alexander & Baldwin, Inc. COM 014482103 3034 137500 SH SOLE 137500 0 0
Alico, Inc. COM 016230104 826 52000 SH SOLE 52000 0 0
Alleghany Corporation COM 017175100 591 3517 SH SOLE 3517 0 0
Allen Organ Co. Cl. B COM 017753104 1080 18500 SH SOLE 18500 0 0
Allen Telecom Inc. COM 018091108 6806 384800 SH SOLE 384800 0 0
Allied Healthcare Products,Inc COM 019222108 568 168200 SH SOLE 168200 0 0
Allied Waste Industries, Inc. COM 019589308 1248 124800 SH SOLE 124800 0 0
AlphaNet Solutions, Inc. COM 020787107 1788 427000 SH SOLE 427000 0 0
Alternative Resources Corp. COM 02145R102 47 25000 SH SOLE 25000 0 0
America First Mtg. Inv., Inc. COM 023934102 89 17800 SH SOLE 17800 0 0
American Financial Holdings * COM 026075101 198 12500 SH SOLE 12500 0 0
American Greetings Corporation Cl. A COM 026375105 855 45000 SH SOLE 45000 0 0
American Management Systems COM 027352103 13594 414100 SH SOLE 414100 0 0
Ameron Intl Corp. COM 030710107 1198 33500 SH SOLE 33500 0 0
AmeriPath, Inc. COM 03071D109 19 2100 SH SOLE 2100 0 0
Ampco-Pittsburgh Corporation COM 032037103 1858 167000 SH SOLE 167000 0 0
Analogic Corporation COM 032657207 5196 129900 SH SOLE 129900 0 0
Analysts Intl Corp. COM 032681108 1211 130000 SH SOLE 130000 0 0
Analytical Surveys, Inc. COM 032683302 15 5000 SH SOLE 5000 0 0
Anchor Gaming COM 033037102 48 1000 SH SOLE 1000 0 0
Angelica Corp. COM 034663104 1246 155700 SH SOLE 155700 0 0
Anglogold Ltd ADR COM 035128206 17217 837300 SH SOLE 837300 0 0
Annuity and Life Re (Holdings) COM G03910109 4804 196100 SH SOLE 196100 0 0
ANSYS, Inc. COM 03662Q105 4138 363800 SH SOLE 363800 0 0
answerthink, inc. COM 036916104 831 50000 SH SOLE 50000 0 0
Aon Corporation COM 037389103 22241 716000 SH SOLE 716000 0 0
Applied Innovation Inc * COM 037916103 63 5900 SH SOLE 5900 0 0
Applied Analytical Industries, COM 037939105 3070 320000 SH SOLE 320000 0 0
Applied Extrusion Technologies COM 038196101 3272 623200 SH SOLE 623200 0 0
Applied Signal Technology, Inc COM 038237103 9 800 SH SOLE 800 0 0
Applix, Inc. COM 038316105 155 20000 SH SOLE 20000 0 0
Aramex International Ltd. COM G04450105 929 92900 SH SOLE 92900 0 0
Arch Capital Group Ltd. COM 03937L105 672 45000 SH SOLE 45000 0 0
Arch Chemicals Inc. COM 03937R102 9710 443900 SH SOLE 443900 0 0
Arctic Cat Inc. COM 039670104 30 2500 SH SOLE 2500 0 0
Argonaut Group, Inc. COM 040157109 8621 503400 SH SOLE 503400 0 0
Arkansas Best Corporation COM 040790107 3379 340000 SH SOLE 340000 0 0
Arnold Industries, Inc. COM 042595108 13444 1114496 SH SOLE 1114496 0 0
Arrow Electronics, Inc. COM 042735100 12608 406700 SH SOLE 406700 0 0
Arrow International, Inc. COM 042764100 17571 524500 SH SOLE 524500 0 0
Ash Grove Cement Company COM 043693100 9860 97628 SH SOLE 97628 0 0
Ash Grove Cement Company Cl. B COM 043693308 5102 50518 SH SOLE 50518 0 0
Aspen Technology, Inc. COM 045327103 1517 39400 SH SOLE 39400 0 0
Associated Materials Inc. COM 045709102 9 600 SH SOLE 600 0 0
Associates First Capital Corp*
(Resudual Value Obligation) COM 046008207 0 4400 SH SOLE 4400 0 0
Astec Industries, Inc. COM 046224101 127 5000 SH SOLE 5000 0 0
AstroPower, Inc. COM 04644A101 543 20000 SH SOLE 20000 0 0
Atchison Casting Corporation COM 046613105 2974 517300 SH SOLE 517300 0 0
Audiovox Corp. Cl. A COM 050757103 11 500 SH SOLE 500 0 0
Aurora Biosciences Corporation COM 051920106 614 9000 SH SOLE 9000 0 0
Auspex Systems, Inc. COM 052116100 2231 451900 SH SOLE 451900 0 0
Autodesk, Inc. COM 052769106 2501 72100 SH SOLE 72100 0 0
Avant! Corp. COM 053487104 955 51000 SH SOLE 51000 0 0
Avant Immunotherapeutics Inc * COM 053491106 81 7700 SH SOLE 7700 0 0
Avid Technology, Inc. COM 05367P100 600 50000 SH SOLE 50000 0 0
Avnet, Inc. COM 053807103 29659 500581 SH SOLE 500581 0 0
Axsys Technologies, Inc. COM 054615109 7 400 SH SOLE 400 0 0
Aztar Corporation COM 054802103 71 4600 SH SOLE 4600 0 0
Aztec Manufacturing Co. COM 054825104 3037 186900 SH SOLE 186900 0 0
Bei Technologies Inc * COM 05538P104 13 500 SH SOLE 500 0 0
BHA Group Holdings Inc. COM 055446108 8493 871036 SH SOLE 871036 0 0
BKF Capital Group, Inc. COM 05548G102 278 17500 SH SOLE 17500 0 0
BMC Industries, Inc. COM 055607105 691 170000 SH SOLE 170000 0 0
BOK Financial Corp. COM 05561Q201 1723 98109 SH SOLE 98109 0 0
Badger Meter, Ic. COM 056525108 245 9700 SH SOLE 9700 0 0
Baker Boyer Bancorp COM 057124109 1753 31300 SH SOLE 31300 0 0
Balanced Care Corporation COM 057630105 978 558600 SH SOLE 558600 0 0
Balchem Corporation COM 057665200 113 10000 SH SOLE 10000 0 0
Baldor Electric Co. COM 057741100 5196 279000 SH SOLE 279000 0 0
Baldwin & Lyons, Inc. Cl. B COM 057755209 4124 241678 SH SOLE 241678 0 0
Baldwin Technology Co., Inc. COM 058264102 1927 907000 SH SOLE 907000 0 0
Bank of the Ozarks, Inc. COM 063904106 287 17500 SH SOLE 17500 0 0
Bank United Corp. COM 065412108 2611 74200 SH SOLE 74200 0 0
BankNorth Group, Inc.* COM 06646R107 3040 198500 SH SOLE 198500 0 0
Banta Corporation COM 066821109 5804 306500 SH SOLE 306500 0 0
Barnett Inc. COM 068062108 16 1600 SH SOLE 1600 0 0
BARRA, Inc. COM 068313105 9335 188350 SH SOLE 188350 0 0
Barrett Resources Corporation COM 068480201 12053 396000 SH SOLE 396000 0 0
Bassett Furniture Industries COM 070203104 8958 709562 SH SOLE 709562 0 0
Bay Bancshares, Inc. COM 07203N109 310 20000 SH SOLE 20000 0 0
Baycorp Holdings Corp * COM 072728108 31 3800 SH SOLE 3800 0 0
BE Semiconductor Industries NV COM 073320103 893 59500 SH SOLE 59500 0 0
Bell Industries, Inc. COM 078107109 1558 593600 SH SOLE 593600 0 0
Bell Microproducts Inc. COM 078137106 7405 403000 SH SOLE 403000 0 0
Benchmark Electronics, Inc. COM 08160H101 764 20900 SH SOLE 20900 0 0
Berkley (W. R.) Corp. COM 084423102 7695 410400 SH SOLE 410400 0 0
Berkley Petroleum Corp. COM 08449G106 126 20000 SH SOLE 20000 0 0
Biogen, Inc. COM 090597105 258 4000 SH SOLE 4000 0 0
Biomet, Inc. COM 090613100 192 5000 SH SOLE 5000 0 0
Biopure Corporation COM 09065H105 188 10000 SH SOLE 10000 0 0
BioSource International, Inc. COM 09066H104 1573 70700 SH SOLE 70700 0 0
BioReliance Corporation COM 090951104 2456 503800 SH SOLE 503800 0 0
BlackRock, Inc. COM 09247X101 1595 55000 SH SOLE 55000 0 0
Blanch (E.W.) Holdings, Inc. COM 093210102 26148 1287300 SH SOLE 1287300 0 0
Bob Evans Farms, Inc. COM 096761101 898 60100 SH SOLE 60100 0 0
Boca Research, Inc. COM 096888102 2183 415800 SH SOLE 415800 0 0
Bogen Communications Intl, Inc COM 097189104 5 700 SH SOLE 700 0 0
Bombay Co., Inc. (The) COM 097924104 2264 770700 SH SOLE 770700 0 0
Bonavista Petroleum Ltd. COM 097933105 1845 105000 SH SOLE 105000 0 0
Boron Lepore & Assocs * COM 10001P102 11 1200 SH SOLE 1200 0 0
Boston Acoustics, Inc. COM 100534106 985 89500 SH SOLE 89500 0 0
The Boston Beer Company, Inc. COM 100557107 360 42000 SH SOLE 42000 0 0
Boston Private Finl Hlds, Inc. COM 101119105 101 10000 SH SOLE 10000 0 0
Bowne & Co., Inc. COM 103043105 12339 1226200 SH SOLE 1226200 0 0
The Boyds Collection, Ltd. COM 103354106 1188 139800 SH SOLE 139800 0 0
Brady (W.H.) Co. Cl. A COM 104674106 9900 304600 SH SOLE 304600 0 0
Braun Consulting Inc.* COM 105651103 211 10000 SH SOLE 10000 0 0
Bridgford Foods Corp. COM 108763103 413 34400 SH SOLE 34400 0 0
Brightpoint Inc * COM 109473108 7 800 SH SOLE 800 0 0
Brookstone, Inc. COM 114537103 130 13600 SH SOLE 13600 0 0
Brown & Brown, Inc. COM 115236101 260 5000 SH SOLE 5000 0 0
Tom Brown Inc. COM 115660201 23051 999510 SH SOLE 999510 0 0
Brown Group, Inc. COM 115736100 5723 440200 SH SOLE 440200 0 0
Brush Engineered Materials Inc* COM 117421107 4058 259700 SH SOLE 259700 0 0
BSQUARE Corporation COM 11776U102 4 200 SH SOLE 200 0 0
Buckle, Inc. (The) COM 118440106 1600 136200 SH SOLE 136200 0 0
Buffets, Inc. COM 119882108 13034 1027335 SH SOLE 1027335 0 0
Burlington Coat Factory COM 121579106 4177 386300 SH SOLE 386300 0 0
Burlington Industries, Inc. COM 121693105 1781 1055300 SH SOLE 1055300 0 0
Burnham Corporation Cl. A COM 122295108 3644 98482 SH SOLE 98482 0 0
Burnham Corporation Cl. B COM 122295306 666 18000 SH SOLE 18000 0 0
Business Objects S.A. ADR COM 12328X107 1498 17000 SH SOLE 17000 0 0
Business Resource Group COM 12329K104 3002 470900 SH SOLE 470900 0 0
Butler International, Inc. COM 123649105 94 11000 SH SOLE 11000 0 0
CCC Information Services Group COM 12487Q109 702 66100 SH SOLE 66100 0 0
CDI Corp. COM 125071100 7380 362200 SH SOLE 362200 0 0
CFC International, Inc. COM 125252106 3649 470900 SH SOLE 470900 0 0
C. H. Robinson Worldwide Inc. COM 12541W100 6351 128300 SH SOLE 128300 0 0
CMI Corp. Cl. A COM 125761304 1897 542100 SH SOLE 542100 0 0
CNA Surety Corporation COM 12612L108 179 15000 SH SOLE 15000 0 0
CNF Transporation Inc. COM 12612W104 1934 85000 SH SOLE 85000 0 0
CSP Inc. COM 126389105 1569 196104 SH SOLE 196104 0 0
Cable Design Technologies Corp COM 126924109 5028 150100 SH SOLE 150100 0 0
Cabot Oil & Gas Corporation COM 127097103 424 20000 SH SOLE 20000 0 0
CACI International Inc. COM 127190304 98 5000 SH SOLE 5000 0 0
Cadiz Inc. COM 127537108 2642 330300 SH SOLE 330300 0 0
Calgon Carbon Corporation COM 129603106 6892 889300 SH SOLE 889300 0 0
Cambridge Technology Partners,
Inc. COM 132524109 453 51900 SH SOLE 51900 0 0
Cannondale Corporation COM 137798104 2752 423400 SH SOLE 423400 0 0
Capital Senior Living Corp. COM 140475104 1 500 SH SOLE 500 0 0
Capitol Transamerica Corp. COM 140640103 8137 688880 SH SOLE 688880 0 0
Carbo Ceramics Inc. COM 140781105 20576 585800 SH SOLE 585800 0 0
Carlisle Holdings Limited COM P21277101 8948 1218400 SH SOLE 1218400 0 0
Carmike Cinemas, Inc. COM 143436103 2197 567000 SH SOLE 567000 0 0
Carpenter Technology Corp. COM 144285103 6323 299300 SH SOLE 299300 0 0
Carreker Corporation COM 144433109 2651 294600 SH SOLE 294600 0 0
Catalina Marketing Corp. COM 148867104 1020 10000 SH SOLE 10000 0 0
Cato Corp. Cl. A COM 149205106 7045 606000 SH SOLE 606000 0 0
Cell Genesys Inc * COM 150921104 14 500 SH SOLE 500 0 0
Cendant Corp. COM 151313103 7 500 SH SOLE 500 0 0
Centigram Communications Corp. COM 152317103 84 3300 SH SOLE 3300 0 0
Central Fund of Canada Ltd. Cl. A COM 153501101 499 140000 SH SOLE 140000 0 0
Central Garden & Pet Co. COM 153527106 3796 423300 SH SOLE 423300 0 0
Central Steel & Wire Co. COM 155411101 3814 7597 SH SOLE 7597 0 0
Century Aluminum Co. COM 156431108 1974 181500 SH SOLE 181500 0 0
Cephalon Inc. COM 156708109 1916 32000 SH SOLE 32000 0 0
Cerus Corporation COM 157085101 1372 26800 SH SOLE 26800 0 0
Channell Commercial Corp. COM 159186105 3055 254600 SH SOLE 254600 0 0
Chart House Enterprises, Inc. COM 160902102 1235 224500 SH SOLE 224500 0 0
Charming Shoppes, Inc. COM 161133103 22259 4369800 SH SOLE 4369800 0 0
Charming Shoppes, Inc. 7.50% Cv. due 7/15/06 161133AA1 7692 8944000 PRN SOLE 8944000 0 0
Chart Industries, Inc. COM 16115Q100 4270 875900 SH SOLE 875900 0 0
Chase Industries Inc. COM 161568100 442 47500 SH SOLE 47500 0 0
Chateau Communities Inc.* COM 161726104 565 20000 SH SOLE 20000 0 0
Chattem, Inc. COM 162456107 1128 82400 SH SOLE 82400 0 0
Cheap Tickets, Inc. COM 162672109 300 25000 SH SOLE 25000 0 0
Chelsea GCA Realty, Inc. COM 163262108 6411 185500 SH SOLE 185500 0 0
Chemfab Corp. COM 16361L102 6945 584819 SH SOLE 584819 0 0
ChiRex Inc. COM 170038103 3184 159200 SH SOLE 159200 0 0
Chiron Corp. COM 170040109 3629 76400 SH SOLE 76400 0 0
Chromcraft Revington, Inc. COM 171117104 1765 151800 SH SOLE 151800 0 0
Chyron Corp. COM 171605207 2453 853100 SH SOLE 853100 0 0
CIBER, Inc. COM 17163B102 3861 291400 SH SOLE 291400 0 0
Ciprico Inc. COM 172529109 420 45400 SH SOLE 45400 0 0
Circle Intl Group Inc COM 172574105 31461 1252199 SH SOLE 1252199 0 0
Cirrus Logic, Inc. COM 172755100 259 16200 SH SOLE 16200 0 0
Civic Bancorp * COM 178788105 7 500 SH SOLE 500 0 0
Claire's Stores, Inc. COM 179584107 13627 707900 SH SOLE 707900 0 0
CLARCOR Inc. COM 179895107 849 42725 SH SOLE 42725 0 0
Clark/Bardes Holdings Inc. COM 180668105 4759 288400 SH SOLE 288400 0 0
Cleveland-Cliffs Inc. COM 185896107 3539 137100 SH SOLE 137100 0 0
Coachmen Industries, Inc. COM 189873102 5450 473900 SH SOLE 473900 0 0
Coastcast Corp * COM 19057T108 51 2900 SH SOLE 2900 0 0
Coeur d'Alene Mines Corp. COM 192108108 1615 662500 SH SOLE 662500 0 0
Cognex Corp. COM 192422103 3617 69900 SH SOLE 69900 0 0
Cognicase Inc. COM 192423101 22 1200 SH SOLE 1200 0 0
Cognizant Tech Solutions Crp.* COM 192446102 664 20000 SH SOLE 20000 0 0
Coherent, Inc. COM 192479103 3212 38300 SH SOLE 38300 0 0
Colorado MEDtech, Inc. COM 19652U104 1146 181500 SH SOLE 181500 0 0
Columbia Laboratories, Inc. COM 197779101 1300 226000 SH SOLE 226000 0 0
COMARCO, Inc. COM 200080109 46 1400 SH SOLE 1400 0 0
Comdial Corporation COM 200332302 4 900 SH SOLE 900 0 0
Comdisco, Inc. COM 200336105 5375 240900 SH SOLE 240900 0 0
Commerce Group Inc/ MA COM 200641108 13530 458660 SH SOLE 458660 0 0
Commercial Metals Company COM 201723103 11 400 SH SOLE 400 0 0
Community Banks, Inc. (Pa.) COM 203628102 1422 68960 SH SOLE 68960 0 0
Communications Systems, Inc. COM 203900105 1357 89000 SH SOLE 89000 0 0
Complete Business Solutions COM 20452F107 869 49500 SH SOLE 49500 0 0
Computer Task Group, Inc. COM 205477102 3854 761300 SH SOLE 761300 0 0
CompX International Inc. COM 20563P101 1523 75000 SH SOLE 75000 0 0
Comtech Telecommunications COM 205826209 2671 161850 SH SOLE 161850 0 0
Computer Horizons Corp. COM 205908106 3213 239100 SH SOLE 239100 0 0
ConBraCo Industries, Inc. COM 206002107 3891 7630 SH SOLE 7630 0 0
Concord Communications Inc. COM 206186108 199 5000 SH SOLE 5000 0 0
Cone Mills Corp. COM 206814105 456 73700 SH SOLE 73700 0 0
Congoleum Corporation Cl. A COM 207195108 1012 253100 SH SOLE 253100 0 0
CONMED Corp. COM 207410101 1294 50000 SH SOLE 50000 0 0
Consolidated Stores Corp. COM 210149100 11180 931700 SH SOLE 931700 0 0
Consolidated-Tomoka Land Co. COM 210226106 647 53364 SH SOLE 53364 0 0
Cooker Restaurant Corp. COM 216284208 1129 392794 SH SOLE 392794 0 0
CoorsTek, Inc. COM 217020106 7625 165750 SH SOLE 165750 0 0
Cordiant Communications Group
ADR COM 218514206 194 7000 SH SOLE 7000 0 0
Cornell Companies, Inc. COM 219141108 4526 565700 SH SOLE 565700 0 0
Corsair Communications Inc * COM 220406102 86 3000 SH SOLE 3000 0 0
CorVel Corp. COM 221006109 1158 46900 SH SOLE 46900 0 0
Covance Inc COM 222816100 5307 602200 SH SOLE 602200 0 0
Crawford & Co. Cl. B COM 224633107 828 75300 SH SOLE 75300 0 0
Crawford & Co. Cl. A COM 224633206 10103 934425 SH SOLE 934425 0 0
Credence Systems Corp. COM 225302108 1137 20600 SH SOLE 20600 0 0
A.T. Cross Company Cl. A COM 227478104 2536 513700 SH SOLE 513700 0 0
Cubic Corporation COM 229669106 5336 284600 SH SOLE 284600 0 0
Curtiss-Wright Corp. COM 231561101 35793 962500 SH SOLE 962500 0 0
CyberSource Corporation COM 23251J106 138 10000 SH SOLE 10000 0 0
Cymer, Inc COM 232572107 692 14500 SH SOLE 14500 0 0
Cyrk, Inc. COM 232817106 15 3000 SH SOLE 3000 0 0
DRS Technologies, Inc. COM 23330X100 4809 413700 SH SOLE 413700 0 0
DT Industries, Inc. COM 23333J108 4855 517900 SH SOLE 517900 0 0
Dain Rauscher Corporation COM 233856103 13 200 SH SOLE 200 0 0
Daisytek Intl Corp. COM 234053106 616 65300 SH SOLE 65300 0 0
Dallas Semiconductor Corp. COM 235204104 10660 261600 SH SOLE 261600 0 0
DAMARK International COM 235691102 43 2000 SH SOLE 2000 0 0
Davox Corp * COM 239208101 27 2100 SH SOLE 2100 0 0
Deb Shops, Inc. COM 242728103 876 70100 SH SOLE 70100 0 0
Decker Manufacturing Corp. COM 243498102 283 6022 SH SOLE 6022 0 0
Del Global Technologies Corp. COM 245073101 3088 317700 SH SOLE 317700 0 0
Delta Apparel Inc.* COM 247368103 124 14200 SH SOLE 14200 0 0
Deltek Systems Inc.* COM 24785A108 295 50000 SH SOLE 50000 0 0
Delta Woodside Industries,Inc. COM 247909104 274 125400 SH SOLE 125400 0 0
Denbury Resources Inc. COM 247916208 20016 3858572 SH SOLE 3858572 0 0
Denison International PLC ADR COM 248335101 3822 302700 SH SOLE 302700 0 0
Department 56, Inc. COM 249509100 750 68200 SH SOLE 68200 0 0
Deswell Industries, Inc. COM 250639101 2915 224200 SH SOLE 224200 0 0
Devon Energy Corp. COM 25179M103 9142 162700 SH SOLE 162700 0 0
DIANON Systems, Inc. COM 252826102 1452 57500 SH SOLE 57500 0 0
Diedrich Coffee, Inc COM 253675102 460 223000 SH SOLE 223000 0 0
DIMON Inc. COM 254394109 1912 899800 SH SOLE 899800 0 0
Dionex Corp. COM 254546104 12976 485076 SH SOLE 485076 0 0
Dixie Group Inc. 7% Cv. due 5/15/12 255519AA8 436 681000 PRN SOLE 681000 0 0
Documentum, Inc. COM 256159104 447 5000 SH SOLE 5000 0 0
Donaldson Company, Inc. COM 257651109 2864 145000 SH SOLE 145000 0 0
Donna Karan International Inc. COM 257826107 4981 781300 SH SOLE 781300 0 0
Dot Hill Systems Corporation COM 25848T109 4967 451500 SH SOLE 451500 0 0
Dress Barn, Inc. (The) COM 261570105 498 22500 SH SOLE 22500 0 0
Dril-Quip, Inc COM 262037104 1968 42100 SH SOLE 42100 0 0
Ducommun Incorporated COM 264147109 5232 438300 SH SOLE 438300 0 0
DuPont Photomasks, Inc. COM 26613X101 2398 35000 SH SOLE 35000 0 0
Dura Pharmaceuticals, Inc. COM 26632S109 4482 311800 SH SOLE 311800 0 0
EGL, Inc. COM 268484102 569 18500 SH SOLE 18500 0 0
EOG Resources Inc. COM 26875P101 335 10000 SH SOLE 10000 0 0
ESS Technology, Inc. COM 269151106 6132 422900 SH SOLE 422900 0 0
East West Bancorp Inc. COM 27579R104 6935 482400 SH SOLE 482400 0 0
Eastern Co. COM 276317104 260 20000 SH SOLE 20000 0 0
Eaton Vance Corp. COM 278265103 3011 65100 SH SOLE 65100 0 0
Echelon Corporation COM 27874N105 290 5000 SH SOLE 5000 0 0
Eclipse Surgical Technologies COM 278849104 266 60800 SH SOLE 60800 0 0
Edgewater Technology Inc.* COM 280358102 368 55000 SH SOLE 55000 0 0
EDO Corporation COM 281347104 2928 463900 SH SOLE 463900 0 0
J. D. Edwards & Company COM 281667105 301 20000 SH SOLE 20000 0 0
800 JR Cigar Inc COM 282491109 7251 734300 SH SOLE 734300 0 0
Elamex, S.A. de C.V. COM P36209107 211 70200 SH SOLE 70200 0 0
Elan Corp. PLC* (ADR) COM 284131208 48 1000 SH SOLE 1000 0 0
The Elder-Beerman Stores Corp. COM 284470101 1010 244900 SH SOLE 244900 0 0
Electroglas, Inc. COM 285324109 4822 224300 SH SOLE 224300 0 0
EMCOR Group, Inc. COM 29084Q100 7 300 SH SOLE 300 0 0
Emisphere Technologies, Inc. COM 291345106 1044 24500 SH SOLE 24500 0 0
Encompass Services Corp.* COM 29255U104 4756 827200 SH SOLE 827200 0 0
Energysouth Inc. COM 292970100 1009 53450 SH SOLE 53450 0 0
Enesco Group Inc. COM 292973104 2453 516500 SH SOLE 516500 0 0
Enhance Financial Services
Group Inc. COM 293310108 5996 417100 SH SOLE 417100 0 0
Ennis Business Forms, Inc. COM 293389102 10778 1347200 SH SOLE 1347200 0 0
Epicor Software Corporation COM 29426L108 1974 789500 SH SOLE 789500 0 0
Erie Indemnity Company COM 29530P102 13554 430300 SH SOLE 430300 0 0
ESCO Technologies Inc.* COM 296315104 5083 299000 SH SOLE 299000 0 0
Esterline Technologies Corp. COM 297425100 3911 262900 SH SOLE 262900 0 0
Ethan Allen Interiors Inc. COM 297602104 480 20000 SH SOLE 20000 0 0
Evans & Sutherland Computer COM 299096107 1622 254400 SH SOLE 254400 0 0
Evergreen Resources, Inc. COM 299900308 593 20000 SH SOLE 20000 0 0
Exabyte Corp. COM 300615101 2259 501900 SH SOLE 501900 0 0
Exar Corp. COM 300645108 7023 80550 SH SOLE 80550 0 0
Exelixis Inc.* COM 30161Q104 334 10000 SH SOLE 10000 0 0
Expeditors Intl of Washington COM 302130109 5776 121600 SH SOLE 121600 0 0
Exponent Inc. COM 30214U102 529 63200 SH SOLE 63200 0 0
Everest RE Group Ltd.* COM G3223R108 7002 213000 SH SOLE 213000 0 0
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</TABLE>
