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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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: Jacobs Levy Equity Management, Inc.
Address: 3 ADP Boulevard
Roseland, NJ 07068
13F File Number: 28-3059
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: Kenneth N. Levy
Title: Vice President
Phone: 973-716-0066
Signature, Place, and Date of Signing:
Kenneth N. Levy Roseland, New Jersey June 30, 1999
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: 821
Form 13F Information Table Value Total: $5457586
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
99 CENTS ONLY STORES COM 65440K106 778 15575 SH SOLE 11675 3900
AARON RENTS COM 002535201 799 35900 SH SOLE 26200 9700
ABBOTT LABS COM 002824100 47067 1037300 SH SOLE 561500 475800
ABERCROMBIE & FITCH CO COM 002896207 336 7000 SH SOLE 3400 3600
ACCLAIM ENTMT NEW COM 004325205 488 76500 SH SOLE 76500
ACT NETWORKS INC COM 000975102 172 10100 SH SOLE 10100
ACX TECHNOLOGIES COM 005123104 1722 106000 SH SOLE 84900 21100
ADVANCED MICRO DEV COM 007903107 296 16400 SH SOLE 16400
ADVANTA CORP COM 007942105 2242 124100 SH SOLE 97100 27000
ADVENT SOFTWARE COM 007974108 677 10100 SH SOLE 10100
AEROFLEX INC COM 007768104 1612 81600 SH SOLE 81600
AETNA INC. COM 008117103 27538 307900 SH SOLE 190600 117300
AGCO CORP COM 001084102 3928 347200 SH SOLE 299100 48100
AGL RES INC COM 001204106 4537 246100 SH SOLE 204800 41300
AGRIBRANDS INTL INC. COM 00849R105 1306 33000 SH SOLE 24300 8700
AIRBORNE FREIGHT COM 009266107 7797 281600 SH SOLE 150100 131500
AK STL HLDG CORP COM 001547108 7886 350500 SH SOLE 245800 104700
ALASKA AIR COM 011659109 9728 233000 SH SOLE 166900 66100
ALBANY INT'L COM 012348108 2199 104700 SH SOLE 72784 31916
ALBEMARLE CORP COM 012653101 1889 81700 SH SOLE 62400 19300
ALBERTSON S INC COM 013104104 253 4900 SH SOLE 4900
ALCAN ALUMINUM COM 013716105 11092 347300 SH SOLE 124300 223000
ALEXANDER & BALDWIN COM 014482103 374 16800 SH SOLE 11200 5600
ALLEGHANY CORP NEW COM 017175100 370 2000 SH SOLE 1200 800
ALLIANT CORP COM 018802108 2403 84700 SH SOLE 42300 42400
ALLIED SIGNAL COM 019512102 2205 35000 SH SOLE 35000
ALLMERICA FINL CO COM 019754100 5747 94500 SH SOLE 75800 18700
ALLSTATE CORP COM 020002101 32707 911700 SH SOLE 440000 471700
ALPHARMA INC COM 020813101 935 26300 SH SOLE 26300
ALTERA CORP COM 021441100 4966 134900 SH SOLE 115500 19400
AMBAC FINL GROUP COM 023139108 337 5900 SH SOLE 5900
AMCOL INTL CORP COM 02341W103 966 67200 SH SOLE 55200 12000
AMER FINL GROUP COM 025932104 2514 73800 SH SOLE 49000 24800
AMERICA ONLINE INC COM 02364J104 80069 727900 SH SOLE 438100 289800
AMERICA WEST HOLDING CORP COM 023657208 6317 334700 SH SOLE 246700 88000
AMERICAN EAGLE OUTFITTERS COM 02553E106 3949 86800 SH SOLE 79000 7800
AMERICAN FREIGHTWAYS COM 02629V108 2036 104100 SH SOLE 85900 18200
AMERICAN GENERAL CP COM 026351106 4673 62000 SH SOLE 6500 55500
AMERICAN GREETINGS COM 026375105 8435 280000 SH SOLE 185800 94200
AMERICAN INTL GROUP COM 026874107 14070 120000 SH SOLE 55050 64950
AMERICAN MED SEC GROUP COM 02744P101 173 20100 SH SOLE 20100
AMERICAN MGMT SYS COM 027352103 5736 178900 SH SOLE 167300 11600
AMERICAN NAT INS CO COM 028591105 264 3700 SH SOLE 1100 2600
AMERICAN TEL & TEL COM 001957109 79817 1430100 SH SOLE 644400 785700
AMERICAN WATER WORKS COM 030411102 1384 45000 SH SOLE 25800 19200
AMERISOURCE HEALTH CORP COM 03071P102 2476 97100 SH SOLE 97100
AMERITECH CORP COM 030954101 7541 102600 SH SOLE 80300 22300
AMERON INC DEL COM 030710107 591 13400 SH SOLE 9500 3900
AMGEN INC COM 031162100 37755 620200 SH SOLE 361700 258500
AMR CORP COM 001765106 4580 67100 SH SOLE 29200 37900
AMSOUTH BANCORP COM 032165102 10699 461400 SH SOLE 163500 297900
AMTRAN INC COM 03234G106 218 8862 SH SOLE 8862
ANDOVER BANCORP INC COM 034258103 204 6500 SH SOLE 5300 1200
ANDRX CORP COM 034551101 5453 70700 SH SOLE 64900 5800
ANIXTER INTL INC COM 035290105 2659 145700 SH SOLE 103900 41800
ANN TAYLOR STORES COM 036115103 8419 187100 SH SOLE 132400 54700
APPLE COMPUTER INC COM 037833100 4474 96600 SH SOLE 62100 34500
APPLIED MATERIALS COM 038222105 26115 353500 SH SOLE 250200 103300
APPLIED SCIENCE & TE COM 038236105 738 32800 SH SOLE 32800
APRIA HEALTHCARE COM 037933108 394 23200 SH SOLE 23200
APTARGROUP INC COM 038336103 2409 80300 SH SOLE 52300 28000
ARGOSY GAMING CORP COM 040228108 2649 300600 SH SOLE 287800 12800
ARKANSAS BEST COM 040790107 1177 118400 SH SOLE 113200 5200
ARM FINL GROUP COM 001944107 1259 148100 SH SOLE 116700 31400
ARMSTRONG WORLD INDS COM 042476101 260 4500 SH SOLE 4500
ARROW ELECTRS INC COM 042735100 13418 706200 SH SOLE 445400 260800
ARVIN INDS INC COM 043339100 5340 141000 SH SOLE 105600 35400
ASHLAND INC COM 044204105 20464 510000 SH SOLE 251000 259000
ASSOCIATES FIRST CAPITAL COM 046008108 19230 435800 SH SOLE 217400 218400
ASTEC INDS INC COM 046224101 5888 144500 SH SOLE 121800 22700
ASTORIA FINL CORP COM 046265104 12338 280800 SH SOLE 106500 174300
AT&T CORP LIBERTY MEDIA COM 001957208 3241 88200 SH SOLE 88200
AUTHENTIC FITNESS CP COM 052661105 807 46100 SH SOLE 36000 10100
AVIS RENT A CAR INC COM 053790101 12075 414600 SH SOLE 346300 68300
AVNET INC COM 053807103 13922 299400 SH SOLE 187600 111800
AVON PRODUCTS COM 054303102 2814 50700 SH SOLE 23100 27600
AVT CORP COM 002420107 1723 45500 SH SOLE 42100 3400
AZTAR CORP COM 054802103 3269 355800 SH SOLE 303300 52500
BAKER J INC COM 057232100 113 13100 SH SOLE 13100
BALL CORP COM 058498106 12329 291800 SH SOLE 158100 133700
BANC ONE CORP COM 06423A103 36554 613708 SH SOLE 229294 384414
BANDAG INC COM 059815100 2355 67900 SH SOLE 49800 18100
BANK AMER CORP COM 060505104 62669 854815 SH SOLE 352166 502649
BANK UTD CORP COM 065412108 2431 60500 SH SOLE 44000 16500
BANTA CORP COM 066821109 1506 71700 SH SOLE 46000 25700
BARRICK GOLD CORP COM 067901108 4766 246000 SH SOLE 79600 166400
BASIN EXPL INC COM 070107107 367 18300 SH SOLE 18300
BAY VIEW CAP CORP COM 07262L101 4754 231900 SH SOLE 179400 52500
BEAR STEARNS COS INC COM 073902108 11625 248660 SH SOLE 153980 94680
BELL ATLANTIC CORP COM 077853109 56696 867240 SH SOLE 376370 490870
BELL INDUSTRIES INC COM 078107109 81 18200 SH SOLE 18200
BELLSOUTH CORP COM 079860102 45322 982600 SH SOLE 426200 556400
BENTON O&G CO COM 083288100 189 94500 SH SOLE 94500
BERGEN BRUNSWIG A COM 083739102 1095 63500 SH SOLE 36000 27500
BESTFOODS COM 08658U101 668 13500 SH SOLE 9100 4400
BETHLEHEM STL CORP COM 087509105 1956 254400 SH SOLE 254400
BEVERLY ENTERPRISES COM 087851309 2607 323400 SH SOLE 266900 56500
BINDLEY WESTERN IND COM 090324104 7435 322396 SH SOLE 270044 52352
BIOGEN COM 090597105 21776 338600 SH SOLE 255600 83000
BIOMET INC COM 090613100 1972 49600 SH SOLE 29000 20600
BISYS COM 055472104 1100 18800 SH SOLE 18800
BJS WHOLESALE CLUB COM 05548J106 19342 643400 SH SOLE 379800 263600
BLACK HILLS CORP COM 092113109 976 42200 SH SOLE 31500 10700
BLANCH E W HLDGS INC COM 093210102 7753 113700 SH SOLE 89500 24200
BOB EVANS FARMS COM 096761101 710 35700 SH SOLE 17700 18000
BOISE CASCADE CORP COM 097383103 19855 463100 SH SOLE 216100 247000
BORG-WARNER AUTO COM 099724106 2200 40000 SH SOLE 26000 14000
BOWATER INC COM 102183100 265 5600 SH SOLE 5600
BOWNE & CO INC COM 103043105 4748 355000 SH SOLE 280600 74400
BOYD GAMING COM 103304101 192 27500 SH SOLE 27500
BRADY WH CO COM 104674106 2857 87900 SH SOLE 74100 13800
BRIGGS & STRATTON COM 109043109 24682 427400 SH SOLE 271400 156000
BRISTOL MYERS SQUIBB COM 110122108 80744 1146320 SH SOLE 550036 596284
BROOKLINE BANCORP INC COM 113739106 225 19500 SH SOLE 9200 10300
BROWN SHOE INC NEW COM 115736100 2345 107800 SH SOLE 92700 15100
BROWN TOM INC COM 115660201 679 43600 SH SOLE 40500 3100
BRUNSWICK CORP COM 117043109 3604 129300 SH SOLE 99000 30300
BRUSH WELLMAN COM 117421107 333 18400 SH SOLE 15500 2900
BUILDING MATERIALS COM 120113105 471 41000 SH SOLE 39300 1700
BURLINGTON NORTHN SF COM 12189T104 11671 376500 SH SOLE 209400 167100
C H ROBINSON WORLDWIDE COM 12541W100 930 25300 SH SOLE 20400 4900
C I G N A CORP COM 125509109 9300 104500 SH SOLE 34400 70100
CALPINE CORP COM 131347106 4282 79300 SH SOLE 59300 20000
CAMBREX CORP COM 132011107 906 34500 SH SOLE 16200 18300
CANADIAN NATL RY CO COM 136375102 610 9100 SH SOLE 9100
CANADIAN PAC LTD COM 135923100 1026 43100 SH SOLE 43100
CANANDAIGUA BRANDS INC COM 137219200 3807 72600 SH SOLE 52700 19900
CAPSTEAD MTG CORP COM 14067E100 2107 387500 SH SOLE 325900 61600
CASCADE NAT GAS CORP COM 147339105 469 24700 SH SOLE 24700
CATALINA MARKETING COM 148867104 4324 47000 SH SOLE 42900 4100
CATO CORP CLASS A COM 149205106 1745 150100 SH SOLE 127100 23000
CBS CORP COM 12490K107 405 9300 SH SOLE 9300
CDI CORP COM 125071100 518 15200 SH SOLE 7500 7700
CENTEX CONSTRUCTION COM 15231R109 4023 117900 SH SOLE 94900 23000
CENTEX CORP COM 152312104 11862 315800 SH SOLE 127300 188500
CENTRAL HUDSON G&E COM 153609102 1352 32200 SH SOLE 24100 8100
CENTURA BKS INC COM 15640T100 1263 22400 SH SOLE 11700 10700
CENTURY ALUM CO COM 156431108 152 24600 SH SOLE 24600
CENTURY TEL INC COM 156700106 6298 158450 SH SOLE 99500 58950
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 1287 43000 SH SOLE 29700 13300
CHARTER ONE FIN INC COM 160903100 298 10700 SH SOLE 10700
CHASE MANHATTAN NEW COM 16161A108 1719 19868 SH SOLE 14568 5300
CHESAPEAKE CORP COM 165159104 1947 52000 SH SOLE 45100 6900
CHEVRON CORPORATION COM 166751107 903 9500 SH SOLE 9500
CHICAGO TITLE CORP COM 168228104 3376 94600 SH SOLE 70400 24200
CHICOS FAS INC COM 168615102 367 15600 SH SOLE 15600
CHILDRENS PL RETAIL STORES COM 168905107 1397 34500 SH SOLE 29800 4700
CHIREX INC COM 170038103 2072 64500 SH SOLE 61600 2900
CHRIS CRAFT INDS INC COM 170520100 1524 32342 SH SOLE 15347 16995
CHURCH & DWIGHT INC COM 171340102 3828 88000 SH SOLE 65600 22400
CINTAS CORP COM 172908105 12483 185800 SH SOLE 123600 62200
CIRCUIT CITY STORES COM 172737108 344 3700 SH SOLE 3700
CISCO SYSTEMS COM 17275R102 78159 1212950 SH SOLE 611350 601600
CITIGROUP INC COM 172967101 63227 1331100 SH SOLE 562225 768875
CITIZENS UTLS CL B COM 177342201 573 51500 SH SOLE 51500
CITRIX SYSTEMS COM 177376100 893 15800 SH SOLE 15800
CLAIRE'S STORE INC COM 179584107 4856 188600 SH SOLE 150800 37800
CLARIFY INC COM 180492100 742 18000 SH SOLE 18000
CLECO CORPORATION NEW COM 12561W105 963 31700 SH SOLE 19500 12200
CLEVELAND CLIFFS INC COM 185896107 1110 34300 SH SOLE 22600 11700
CMS ENERGY CORP COM 125896100 4623 110400 SH SOLE 29000 81400
CNA SURETY CORP COM 12612L108 202 13200 SH SOLE 5000 8200
COASTAL CORP COM 190441105 13834 343700 SH SOLE 150200 193500
COASTCAST CORP COM 19057T108 154 12100 SH SOLE 12100
COCA COLA CO COM 191216100 19945 321700 SH SOLE 175200 146500
COGNEX CORP COM 192422103 1430 45300 SH SOLE 45300
COHERENT INC COM 192479103 1229 66000 SH SOLE 66000
COLE KENNETH PRODTNS COM 193294105 859 30800 SH SOLE 30800
COLONIAL BANCGROUP COM 195493309 176 12600 SH SOLE 12600
COLORADO MEDTECH INC COM 19652U104 1922 87600 SH SOLE 87600
COLUMBIA/HCA HEALTH COM 197677107 7143 313100 SH SOLE 100100 213000
COMERICA INC COM 200340107 1652 27800 SH SOLE 13500 14300
COMMERCE BANCORP NJ COM 200519106 559 13072 SH SOLE 6457 6615
COMMERCE BANCSHARES COM 200525103 833 20700 SH SOLE 9400 11300
COMMERCIAL FED COM 201647104 220 9500 SH SOLE 9500
COMMERCIAL METALS COM 201723103 2103 73800 SH SOLE 64200 9600
COMMONWEALTH BANCORP COM 20268X102 260 14500 SH SOLE 7600 6900
COMMONWEALTH INDS INC DEL COM 203004106 295 23600 SH SOLE 23600
COMMSCOPE COM 203372107 13604 442400 SH SOLE 425700 16700
COMPUCOM SYS INC COM 204780100 267 64700 SH SOLE 64700
COMPUTER SCIENCES CP COM 205363104 1439 20800 SH SOLE 20800
COMSTOCK RES COM 205768203 277 83500 SH SOLE 83500
COMVERSE TECHNOLOGY COM 205862402 14217 188300 SH SOLE 137850 50450
CONAGRA INC COM 205887102 11630 436800 SH SOLE 295100 141700
CONCORD COMMUNICATIONS INC COM 206186108 1372 30500 SH SOLE 30500
CONCORD E F S INC COM 206197105 4811 113700 SH SOLE 95000 18700
CONE MILLS CORP COM 206814105 194 32400 SH SOLE 32400
CONECTIV INC COM 206829103 2754 112700 SH SOLE 49400 63300
CONSECO INC COM 208464107 1382 45400 SH SOLE 45400
CONSOLIDATED EDISON COM 209115104 4683 103500 SH SOLE 49000 54500
CONSOLIDATED FREIGHT COM 209232107 3289 256100 SH SOLE 219500 36600
CONSTELLATION ENERGY CORP COM 210371100 11456 386700 SH SOLE 177000 209700
CONTINENTAL AIRLS INC COM 210795308 12864 341900 SH SOLE 216000 125900
COORS ADOLPH CO COM 217016104 5316 107400 SH SOLE 63400 44000
CORN PRODUCTS INTL COM 219023108 6021 197800 SH SOLE 160700 37100
CORNING INC COM 219350105 5575 79500 SH SOLE 79500
COST PLUS INC CALIF COM 221485105 7846 172450 SH SOLE 141450 31000
COSTCO COMPANIES INC COM 22160Q102 19663 245600 SH SOLE 143400 102200
COUNTRYWIDE CR INDS COM 222372104 11102 259700 SH SOLE 110200 149500
COVANCE INC COM 222816100 3320 138700 SH SOLE 126800 11900
COVENTRY CORP COM 222862104 1535 140300 SH SOLE 131600 8700
CRANE CO COM 224399105 1234 39250 SH SOLE 37550 1700
CREDENCE SYS CORP COM 225302108 1017 27400 SH SOLE 27400
CREDIT ACCEP CORP MI COM 225310101 224 37400 SH SOLE 37400
CROWN CORK & SEAL COM 228255105 2639 92600 SH SOLE 92600
CSG SYS INTL INC COM 126349109 3598 137400 SH SOLE 125800 11600
CTS CORP COM 126501105 6503 92900 SH SOLE 88500 4400
CULLEN FROST BANKERS COM 229899109 4090 148400 SH SOLE 93000 55400
CUMMINS ENGINE INC COM 231021106 13030 228100 SH SOLE 131200 96900
CVS CORP COM 126650100 447 8800 SH SOLE 4000 4800
CYBERCASH INC COM 232462101 438 34200 SH SOLE 34200
CYPRUS AMAX MINERALS COM 232809103 6661 436800 SH SOLE 294300 142500
D R HORTON INC COM 23331A109 10854 652900 SH SOLE 544900 108000
DANAHER CORP COM 235851102 12596 216700 SH SOLE 131000 85700
DAYTON HUDSON COM 239753106 11758 180900 SH SOLE 101400 79500
DEL WEBB CORP COM 947423109 4293 179800 SH SOLE 147800 32000
DELL COMPUTER COM 247025109 1968 53200 SH SOLE 53200
DELPHI AUTOMOTIVE COM 247126105 5544 299693 SH SOLE 130693 169000
DELPHI FINL GROUP COM 247131105 1129 31472 SH SOLE 17321 14151
DELTA AIR LINES INC COM 247361108 473 8200 SH SOLE 8200
DENDRITE INTL INC COM 248239105 1246 34500 SH SOLE 34500
DETROIT DIESEL CORP COM 250837101 1463 59400 SH SOLE 49600 9800
DEVRY INC DEL COM 251893103 3887 173700 SH SOLE 164100 9600
DII GROUP INC COM 232949107 981 26300 SH SOLE 11600 14700
DILLARDS INC COM 254067101 6702 190800 SH SOLE 82500 108300
DIME BANCORP INC NEW COM 25429Q102 5550 275800 SH SOLE 152000 123800
DIME CMNTY BANCSHARES COM 253922108 1251 53800 SH SOLE 41600 12200
DIONEX COM 254546104 980 24200 SH SOLE 22500 1700
DIXIE YARNS COM 255519100 88 10400 SH SOLE 10400
DOLLAR THRIFTY AUTOMOTIVE COM 256743105 6924 297800 SH SOLE 243900 53900
DOMINION RES INC VA COM 257470104 11222 259100 SH SOLE 128700 130400
DONALDSON CO COM 257651109 4133 168700 SH SOLE 141900 26800
DONALDSON LUFKIN INC COM 257661108 615 10200 SH SOLE 10200
DONNELLEY RR & SONS COM 257867101 474 12800 SH SOLE 12800
DOWNEY FINANCIAL COM 261018105 1125 51300 SH SOLE 25990 25310
DSET CORP COM 262504103 481 34500 SH SOLE 34500
DST SYSTEMS INC COM 233326107 2836 45100 SH SOLE 33500 11600
DTE ENERGY COM 233331107 11011 270200 SH SOLE 140800 129400
DUFF & PHELPS CR RAT COM 26432F109 829 12400 SH SOLE 11600 800
DUKE POWER CO COM 264399106 12036 221100 SH SOLE 95600 125500
DYCOM INDS INC COM 267475101 10080 180000 SH SOLE 172150 7850
E TOWN COM 269242103 631 13800 SH SOLE 9600 4200
EARTHGRAINS CO. COM 270319106 9468 366800 SH SOLE 285400 81400
EARTHSHELL CORP COM 27032B100 458 65400 SH SOLE 65400
EASTERN ENTER COM 27637F100 453 11400 SH SOLE 11400
EASTMAN KODAK COM 277461109 7398 109200 SH SOLE 31900 77300
EDUCATION MGMT CORP COM 28139T101 2222 107100 SH SOLE 107100
EDWARDS AG INC COM 281760108 510 15800 SH SOLE 15800
EG&G INC COM 268457108 321 9000 SH SOLE 9000
EL PASO ENERGY CORP DEL COM 283905107 8487 241200 SH SOLE 108300 132900
ELECTRO SCIENTIFIC COM 285229100 660 15800 SH SOLE 15800
ELECTROGLAS INC COM 285324109 760 38000 SH SOLE 38000
ELECTRONIC DATA SYS COM 285661104 1744 30800 SH SOLE 30800
ELI LILLY & CO COM 532457108 602 8400 SH SOLE 8400
EMC CORPORATION COM 268648102 51518 936700 SH SOLE 571600 365100
ENERGEN CORP COM 29265N108 2026 108800 SH SOLE 87300 21500
ENHANCE FINL SVCS COM 293310108 1756 88900 SH SOLE 57600 31300
ENRON CORP COM 293561106 4643 56800 SH SOLE 18000 38800
ENRON OIL & GAS COM 293562104 472 23300 SH SOLE 23300
ENTERGY CORP NEW COM 29364G103 8362 267600 SH SOLE 137900 129700
EQUITABLE RESOURCES COM 294549100 1450 38400 SH SOLE 12300 26100
ESTEE LAUDER COS COM 518439104 3083 61500 SH SOLE 45900 15600
ETHYL CORP COM 297659104 2517 419500 SH SOLE 357500 62000
EVEREST REINS HLDGS COM 299808105 6241 191300 SH SOLE 132200 59100
EXPEDITORS INTL WASH COM 302130109 1987 72900 SH SOLE 63200 9700
EXTENDED STAY AMER COM 30224P101 4296 358000 SH SOLE 307100 50900
EXXON CORP COM 302290101 83388 1081200 SH SOLE 455300 625900
FAIRCHILD CORP COM 303698104 983 77100 SH SOLE 65900 11200
FBL FINL GROUP COM 30239F106 887 45500 SH SOLE 28600 16900
FEDERAL HOME LN MTG COM 313400301 43889 756700 SH SOLE 444300 312400
FEDERAL NATL MORTGAGE COM 313586109 40288 590300 SH SOLE 303800 286500
FEDERATED DEPT STRS COM 31410H101 7173 135500 SH SOLE 47900 87600
FERRO CORP COM 315405100 498 18100 SH SOLE 18100
FIFTH THIRD BANCORP COM 316773100 2869 43100 SH SOLE 28100 15000
FINANCIAL SEC ASSURN COM 31769P100 3323 63900 SH SOLE 37500 26400
FIRST FED FINANCIAL COM 337907109 1742 90500 SH SOLE 58900 31600
FIRST REPUBLIC BANK COM 336158100 2112 73000 SH SOLE 59400 13600
FIRST UNION CORP COM 337358105 36809 781100 SH SOLE 342900 438200
FIRSTAR CORP COM 33763V109 26312 939700 SH SOLE 538600 401100
FLAGSTAR BANCORP INC COM 337930101 1692 67000 SH SOLE 57200 9800
FLEET FINCL GRP COM 338915101 20315 457800 SH SOLE 203100 254700
FLEETWOOD ENTERPR COM 339099103 9972 377200 SH SOLE 225700 151500
FLORIDA PROGRESS CP COM 341109106 2855 69100 SH SOLE 50700 18400
FLORIDA ROCK INDS COM 341140101 1406 30900 SH SOLE 17200 13700
FLOWERS INDS INC COM 343496105 8298 382600 SH SOLE 271800 110800
FLUOR CORP COM 343861100 8959 221200 SH SOLE 174900 46300
FOODMAKER INC COM 344839204 9750 343600 SH SOLE 330900 12700
FOOTSTAR INC COM 344912100 7278 195700 SH SOLE 157900 37800
FORD MTR CO DEL COM 345370100 38236 677500 SH SOLE 308900 368600
FOREST OIL COM 346091606 666 53000 SH SOLE 53000
FOSSIL INC COM 349882100 3490 72150 SH SOLE 67450 4700
FPIC INS GROUP INC COM 302563101 218 4500 SH SOLE 4500
FPL GROUP INC COM 302571104 1153 21100 SH SOLE 4800 16300
FRANKLIN COVEY CO COM 353469109 578 78400 SH SOLE 62000 16400
FREMONT GENERAL CP COM 357288109 8112 429800 SH SOLE 271900 157900
FRIEDMANS INC COM 358438109 507 58400 SH SOLE 44800 13600
FRONTIER AIRLINES INC NEW COM 359065109 1543 95700 SH SOLE 93400 2300
FULLER H B & CO COM 359694106 2338 34200 SH SOLE 26400 7800
GALILEO INTERNATIONAL COM 363547100 4152 77700 SH SOLE 69000 8700
GALLAGHER ARTHUR J COM 363576109 1777 35900 SH SOLE 34500 1400
GANNETT CO INC COM 364730101 1949 27300 SH SOLE 1700 25600
GAP INC COM 364760108 55633 1104375 SH SOLE 688050 416325
GENCORP INC COM 368682100 1293 51200 SH SOLE 25600 25600
GENERAL CIGAR HLDGS COM 36933P100 80 10200 SH SOLE 10200
GENERAL COMMUNICATION INC COM 369385109 170 25100 SH SOLE 25100
GENERAL ELECTRIC COM 369604103 89631 793196 SH SOLE 399096 394100
GENERAL MLS INC COM 370334104 12418 154500 SH SOLE 64200 90300
GENERAL MTRS CORP COM 370442105 29865 452500 SH SOLE 201400 251100
GENESCO INC COM 371532102 2417 166000 SH SOLE 158900 7100
GENESIS HEALTH VENT COM 371912106 58 19300 SH SOLE 19300
GEON COMPANY COM 37246W105 4509 139800 SH SOLE 98400 41400
GIBSON GREETINGS COM 374827103 787 124000 SH SOLE 93400 30600
GLEASON CORP COM 377339106 180 10700 SH SOLE 10700
GOLDEN ST BANCORP INC COM 381197102 1960 87100 SH SOLE 36500 50600
GOLDEN WEST FIN DEL COM 381317106 1627 16600 SH SOLE 16600
GPU INC. COM 36225X100 1645 39000 SH SOLE 18400 20600
GRANITE COM 387328107 3350 114289 SH SOLE 80989 33300
GREAT LAKES CHEM CP COM 390568103 1635 35500 SH SOLE 19900 15600
GREENBRIER COS INC COM 393657101 270 25700 SH SOLE 25700
GREENPOINT FINL COM 395384100 2415 73600 SH SOLE 38800 34800
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</TABLE>
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