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Previous: PEOPLES BENEFIT LIFE INSURANCE CO SEPARATE ACCOUNT V, NSAR-U, 2000-02-25 |
Next: LATIN AMERICAN DISCOVERY FUND INC, NT-NSAR, 2000-02-25 |
UNITED STATES
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: 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 February 25, 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: 811
Form 13F Information Table Value Total: $7252202
<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
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AARON RENTS COM 002535201 602 33900 SH SOLE 24200 9700
ABOUT COM IN COM 003736105 359 4000 SH SOLE 4000
ACCREDO HEALTH INCV COM 00437V104 372 12100 SH SOLE 5100 7000
ACTIVISION INC NEW COM 004930202 983 64200 SH SOLE 56200 8000
ADAPTEC INC COM 00651F108 7626 152900 SH SOLE 93500 59400
ADELPHIA BUSINESS SOLUTIONS COM 006847107 931 19400 SH SOLE 19400
ADOBE SYS INC COM 00724F101 27091 402840 SH SOLE 276080 126760
ADVANCED DIGITAL INF COM 007525108 3413 70200 SH SOLE 63500 6700
ADVANCED MICRO DEV COM 007903107 8145 281460 SH SOLE 254000 27460
ADVANTA CORP COM 007942105 774 42400 SH SOLE 42400
ADVENT SOFTWARE COM 007974108 3012 46750 SH SOLE 43450 3300
AETNA INC. COM 008117103 25140 450430 SH SOLE 235360 215070
AGRIBRANDS INTL INC. COM 00849R105 1182 25700 SH SOLE 17000 8700
AIRTRAN HOLDINGS COM 00949P108 66 14500 SH SOLE 9500 5000
AK STEEL HLDG CORP COM 001547108 7582 401700 SH SOLE 215400 186300
ALASKA AIR COM 011659109 8075 229900 SH SOLE 139500 90400
ALCAN ALUMINUM COM 013716105 9587 231700 SH SOLE 58100 173600
ALEXANDER & BALDWIN COM 014482103 846 37100 SH SOLE 22200 14900
ALLERGAN INC COM COM 018490102 21880 439800 SH SOLE 270360 169440
ALLIANCE SEMICONDUCT COM 01877H100 212 12700 SH SOLE 12700
ALLIANT CORP COM 018802108 2329 84700 SH SOLE 42300 42400
ALLMERICA FINL CO COM 019754100 5529 99400 SH SOLE 80700 18700
ALLSTATE CORP COM 020002101 22077 917500 SH SOLE 256300 661200
ALLTEL CORP COM 020039103 5817 70355 SH SOLE 38015 32340
AMBAC FINL GROUP COM 023139108 447 8570 SH SOLE 8570
AMCOL INTL CORP COM 02341W103 640 39700 SH SOLE 27700 12000
AMER FINL GROUP COM 025932104 2558 96990 SH SOLE 61750 35240
AMERADA HESS CORP COM 023551104 2593 45690 SH SOLE 28040 17650
AMERICA ONLINE INC COM 02364J104 47164 621600 SH SOLE 420200 201400
AMERICA WEST HOLDING CORP COM 023657208 10039 483830 SH SOLE 369390 114440
AMERICAN EAGLE OUTFITTERS COM 02553E106 9360 208000 SH SOLE 158000 50000
AMERICAN FREIGHTWAYS COM 02629V108 3191 197100 SH SOLE 173400 23700
AMERICAN GENERAL CP COM 026351106 903 11900 SH SOLE 8800 3100
AMERICAN GREETINGS COM 026375105 3799 160800 SH SOLE 102400 58400
AMERICAN INTL GROUP COM 026874107 23034 213032 SH SOLE 116034 96998
AMERICAN MGMT SYS COM 027352103 1151 36700 SH SOLE 36700
AMERICAN NAT INS CO COM 028591105 312 4900 SH SOLE 2300 2600
AMERICAN TEL & TEL COM 001957109 60562 1191870 SH SOLE 608990 582880
AMERICAN WATER WORKS COM 030411102 644 30300 SH SOLE 11100 19200
AMERON INC DEL COM 030710107 293 7400 SH SOLE 6500 900
AMERUS LIFE HLDGS COM 030732101 301 13100 SH SOLE 6100 7000
AMES DEPT STORES INC COM 030789507 4570 158600 SH SOLE 135600 23000
AMPHENOL CORP NEW COM 032095101 1092 16400 SH SOLE 10000 6400
AMSOUTH BANCORP COM 032165102 805 41700 SH SOLE 41700
AMTRAN INC COM 03234G106 201 10362 SH SOLE 10362
ANALOG DEVICES INC COM 032654105 33536 360600 SH SOLE 245500 115100
ANALYTICAL SURVEYS INC COM 032683302 126 11000 SH SOLE 11000
ANCHOR GAMING COM 033037102 1320 30400 SH SOLE 19100 11300
ANDRX CORP COM 034551101 550 13000 SH SOLE 13000
ANIXTER INTL INC COM 035290105 3547 172000 SH SOLE 138800 33200
APACHE CORP COM 037411105 11543 312500 SH SOLE 198200 114300
APPLEBEES INTL INC COM 037899101 9117 309040 SH SOLE 252540 56500
APPLIED IND'L TECH COM 03820C105 663 39900 SH SOLE 36100 3800
APPLIED MATERIALS COM 038222105 48635 383900 SH SOLE 237700 146200
APPLIED MICRO CIRCUITS COM 03822W109 29458 231500 SH SOLE 171400 60100
APPLIED SCIENCE & TE COM 038236105 405 12200 SH SOLE 12200
APRIA HEALTHCARE COM 037933108 307 17100 SH SOLE 17100
APTARGROUP INC COM 038336103 1317 52400 SH SOLE 24400 28000
ARCTIC CAT INC COM 039670104 126 12600 SH SOLE 12600
ARGOSY GAMING CORP COM 040228108 3671 235900 SH SOLE 226300 9600
ARKANSAS BEST COM 040790107 1237 103100 SH SOLE 97900 5200
ARROW ELECTRS INC COM 042735100 4402 173480 SH SOLE 70300 103180
ARVIN INDS INC COM 043339100 6041 212890 SH SOLE 159470 53420
ASHLAND INC COM 044204105 16306 495060 SH SOLE 194010 301050
ASSOCIATES FIRST CAPITAL COM 046008108 18421 671390 SH SOLE 355300 316090
ASTORIA FINL CORP COM 046265104 14362 471840 SH SOLE 236890 234950
ATMEL CORP COM 049513104 609 20600 SH SOLE 20600
AVERY DENNISON CORP COM 053611109 248 3400 SH SOLE 3400
AVIS RENT A CAR INC COM 053790101 6610 258600 SH SOLE 188400 70200
AVT CORP COM 002420107 2514 53500 SH SOLE 50500 3000
AZTAR CORP COM 054802103 3910 359500 SH SOLE 307000 52500
BAKER J INC COM 057232100 102 17000 SH SOLE 17000
BALL CORP COM 058498106 3839 97500 SH SOLE 55400 42100
BANC ONE CORP COM 06423A103 21131 660336 SH SOLE 242122 418214
BANCWEST CORP NEW COM 059790105 874 44800 SH SOLE 24600 20200
BANK AMER CORP COM 060505104 72010 1434821 SH SOLE 710321 724500
BANK UTD CORP COM 065412108 2978 109300 SH SOLE 75900 33400
BANTA CORP COM 066821109 1347 59700 SH SOLE 45200 14500
BARRICK GOLD CORP COM 067901108 4997 282500 SH SOLE 63400 219100
BAXTER INTL COM 071813109 7146 113770 SH SOLE 62460 51310
BAY VIEW CAP CORP COM 07262L101 2135 150500 SH SOLE 103000 47500
BEA SYS INC COM 073325102 6679 95500 SH SOLE 80300 15200
BEAR STEARNS COS INC COM 073902108 13486 315465 SH SOLE 174681 140784
BELL ATLANTIC CORP COM 077853109 70117 1138956 SH SOLE 561686 577270
BELLSOUTH CORP COM 079860102 18486 394890 SH SOLE 359690 35200
BERRY PET CO CL A COM 085789105 337 22300 SH SOLE 22300
BESTFOODS COM 08658U101 5459 103860 SH SOLE 45460 58400
BINDLEY WESTERN IND COM 090324104 4332 287597 SH SOLE 239245 48352
BIOGEN COM 090597105 32642 386300 SH SOLE 234980 151320
BIOMET INC COM 090613100 2084 52100 SH SOLE 24700 27400
BIRMINGHAM STL CORP COM 091250100 785 147800 SH SOLE 143400 4400
BJS WHOLESALE CLUB COM 05548J106 3606 98800 SH SOLE 47900 50900
BLACK HILLS CORP COM 092113109 610 27500 SH SOLE 16800 10700
BLANCH E W HLDGS INC COM 093210102 10917 178230 SH SOLE 139150 39080
BOEING CO COM 097023105 5619 135600 SH SOLE 135600
BOISE CASCADE CORP COM 097383103 17354 428500 SH SOLE 185400 243100
BOOKS-A-MILLION INC COM 098570104 1358 163400 SH SOLE 157100 6300
BORG-WARNER AUTO COM 099724106 1665 41100 SH SOLE 18700 22400
BORON LEPORE & ASSOC INC COM 10001P102 165 25400 SH SOLE 25400
BOSTON COMM GP COM 100582105 233 44400 SH SOLE 44400
BOWNE & CO INC COM 103043105 698 51700 SH SOLE 20900 30800
BOYD GAMING COM 103304101 298 51300 SH SOLE 45600 5700
BRADY WH CO COM 104674106 2678 78900 SH SOLE 65100 13800
BRIGGS & STRATTON COM 109043109 9647 179900 SH SOLE 111200 68700
BRISTOL MYERS SQUIBB COM 110122108 97315 1516110 SH SOLE 784466 731644
BROADCOM CORP COM 111320107 245 900 SH SOLE 900
BROADVISION INC COM 111412102 6922 40700 SH SOLE 40700
BROOKLINE BANCORP INC COM 113739106 180 18500 SH SOLE 8200 10300
BROWN SHOE INC NEW COM 115736100 1388 98300 SH SOLE 83200 15100
BROWN TOM INC COM 115660201 411 30700 SH SOLE 27600 3100
BRUNSWICK CORP COM 117043109 3714 166900 SH SOLE 91800 75100
BUILDING MATERIALS COM 120113105 420 41000 SH SOLE 39300 1700
BURLINGTON NORTHN SF COM 12189T104 7889 325300 SH SOLE 158200 167100
BURLINGTON RESOURCES COM 122014103 1693 51210 SH SOLE 19090 32120
C H ROBINSON WORLDWIDE COM 12541W100 2504 63000 SH SOLE 39400 23600
C I G N A CORP COM 125509109 42861 532020 SH SOLE 265070 266950
CABLE DESIGN TECH CO COM 126924109 3208 139500 SH SOLE 117900 21600
CACI INTL INC COM 127190304 543 24000 SH SOLE 22500 1500
CALPINE CORP COM 131347106 32581 509080 SH SOLE 357340 151740
CAMBREX CORP COM 132011107 689 20000 SH SOLE 6600 13400
CAMPBELL SOUP COM 134429109 1517 39200 SH SOLE 39200
CANANDAIGUA WINES INC COM 137219200 3075 60300 SH SOLE 39400 20900
CAPITAL ONE FINL CP COM 14040H105 22012 456800 SH SOLE 287700 169100
CAPITOL FED FINL COM 14057C106 415 42600 SH SOLE 21600 21000
CAPSTEAD MTG CORP COM 14067E100 1364 325700 SH SOLE 264100 61600
CARIBINER INTL INC COM 141888107 98 26900 SH SOLE 26900
CARLISLE CO INC COM 142339100 288 8000 SH SOLE 8000
CARPENTER TECHNOLOGY COM 144285103 1498 54600 SH SOLE 31800 22800
CASCADE NAT GAS CORP COM 147339105 585 36300 SH SOLE 29800 6500
CATALINA MARKETING COM 148867104 22623 195450 SH SOLE 131840 63610
CATERPILLAR INC COM 149123101 296 6300 SH SOLE 6300
CATO CORP CLASS A COM 149205106 1486 117700 SH SOLE 107900 9800
CEC ENTERTAINMENT INC COM 125137109 4223 149500 SH SOLE 117300 32200
CENTEX CONSTRUCTION COM 15231R109 2515 64500 SH SOLE 58500 6000
CENTEX CORP COM 152312104 11262 456200 SH SOLE 232100 224100
CENTRAL NEWSPAPER COM 154647101 9752 247660 SH SOLE 156520 91140
CENTURA BKS INC COM 15640T100 675 15300 SH SOLE 4600 10700
CENTURY TEL INC COM 156700106 6452 136200 SH SOLE 47850 88350
CH ENERGY GROUP INC COM 12541M102 663 20100 SH SOLE 12000 8100
CHARMING SHOPPES COM 161133103 2027 306000 SH SOLE 248100 57900
CHARTER ONE FIN INC COM 160903100 1411 73753 SH SOLE 38788 34965
CHASE MANHATTAN NEW COM 16161A108 43507 560023 SH SOLE 266623 293400
CHEMED CORPORATION COM 163596109 604 21100 SH SOLE 14000 7100
CHESAPEAKE ENERGY CP COM 165167107 1201 505800 SH SOLE 411400 94400
CHEVRON CORPORATION COM 166751107 1230 14200 SH SOLE 14200
CHICOS FAS INC COM 168615102 1144 30400 SH SOLE 27800 2600
CHIREX INC COM 170038103 165 11300 SH SOLE 8400 2900
CHOICE HOTELS INTL INC (NEW) COM 169905106 675 39400 SH SOLE 29300 10100
CHURCH & DWIGHT INC COM 171340102 8609 322600 SH SOLE 289800 32800
CINCINNATI FINL CORP COM 172062101 1014 32500 SH SOLE 22550 9950
CIRCUIT CITY STORES COM 172737108 13996 310580 SH SOLE 175180 135400
CISCO SYSTEMS COM 17275R102 206181 1924680 SH SOLE 1087070 837610
CIT GROUP INC COM 125577106 1595 75500 SH SOLE 23400 52100
CITIGROUP INC COM 172967101 61588 1105960 SH SOLE 359725 746235
CITIZENS UTLS CL B COM 177342201 155 10900 SH SOLE 10900
CLAYTON HOMES COM 184190106 3643 396550 SH SOLE 270700 125850
CLEAR CHANNEL COMMUN COM 184502102 41421 464100 SH SOLE 277900 186200
CLECO CORPORATION NEW COM 12561W105 1077 33600 SH SOLE 21400 12200
CLEVELAND CLIFFS INC COM 185896107 644 20700 SH SOLE 6900 13800
CMG INFORMATION SVCS COM 125750109 221 800 SH SOLE 800
CMS ENERGY CORP COM 125896100 5115 164010 SH SOLE 53960 110050
CNA FINL CORP COM 126117100 2369 60840 SH SOLE 35340 25500
CNA SURETY CORP COM 12612L108 203 15600 SH SOLE 7400 8200
CNF TRANSN INC COM 12612W104 1239 35900 SH SOLE 29100 6800
COACHMAN IND INC COM 189873102 420 27800 SH SOLE 16300 11500
COASTAL CORP COM 190441105 13495 380800 SH SOLE 150440 230360
COCA COLA CO COM 191216100 21129 362735 SH SOLE 217905 144830
COEUR DALENE COM 192108108 377 109800 SH SOLE 109800
COGNEX CORP COM 192422103 2921 74900 SH SOLE 68700 6200
COHERENT INC COM 192479103 1490 55700 SH SOLE 55700
COLE KENNETH PRODTNS COM 193294105 2933 64100 SH SOLE 61700 2400
COLGATE PALMOLIVE CO COM 194162103 44999 692300 SH SOLE 396700 295600
COLONIAL BANCGROUP COM 195493309 131 12600 SH SOLE 12600
COLORADO MEDTECH INC COM 19652U104 130 16200 SH SOLE 16200
COLUMBIA/HCA HEALTH COM 197677107 15053 513530 SH SOLE 189410 324120
COMCAST CP CL A SPL COM 200300200 8262 163400 SH SOLE 119800 43600
COMERICA INC COM 200340107 1359 29100 SH SOLE 14800 14300
COMMERCE BANCORP NJ COM 200519106 977 24172 SH SOLE 17557 6615
COMMERCE BANCSHARES COM 200525103 736 21735 SH SOLE 9870 11865
COMMERCE GROUP INC COM 200641108 468 17900 SH SOLE 12200 5700
COMMERCIAL METALS COM 201723103 2474 72900 SH SOLE 63300 9600
COMMONWEALTH BANCORP COM 20268X102 259 15600 SH SOLE 8700 6900
COMMSCOPE COM 203372107 33088 820800 SH SOLE 683500 137300
COMPUCOM SYS INC COM 204780100 267 64700 SH SOLE 64700
COMPUTER ASSOCIATES COM 204912109 24863 355500 SH SOLE 193300 162200
COMPUTER SCIENCES CP COM 205363104 3369 35600 SH SOLE 35600
COMSTOCK RES COM 205768203 277 96200 SH SOLE 96200
COMVERSE TECHNOLOGY COM 205862402 30094 207900 SH SOLE 135300 72600
CONAGRA INC COM 205887102 5831 257000 SH SOLE 115300 141700
CONECTIV INC COM 206829103 1910 113600 SH SOLE 50300 63300
CONEXANT SYSTEMS INC COM 207142100 15007 226100 SH SOLE 177600 48500
CONMED CORP COM 207410101 492 19000 SH SOLE 16800 2200
CONSECO INC COM 208464107 6453 362280 SH SOLE 104400 257880
CONSOLIDATED EDISON COM 209115104 3329 96500 SH SOLE 42000 54500
CONSTELLATION ENERGY CORP COM 210371100 8178 282000 SH SOLE 72300 209700
COOPER TIRE & RUBBER COM 216831107 301 19100 SH SOLE 19100
CORN PRODUCTS INTL COM 219023108 6625 202300 SH SOLE 146700 55600
CORNING INC COM 219350105 516 4000 SH SOLE 4000
COST PLUS INC CALIF COM 221485105 11559 324475 SH SOLE 289650 34825
COSTCO WHSL CORP NEW COM 22160K105 38109 417630 SH SOLE 238500 179130
COUNTRYWIDE CR INDS COM 222372104 10155 402180 SH SOLE 177700 224480
COVENTRY CORP COM 222862104 1177 174400 SH SOLE 144300 30100
COX RADIO INC COM 224051102 239 2400 SH SOLE 800 1600
CREDENCE SYS CORP COM 225302108 2102 24300 SH SOLE 18600 5700
CREDIT ACCEP CORP MI COM 225310101 138 37400 SH SOLE 37400
CREDITRUST CORP COM 225429109 423 55000 SH SOLE 43800 11200
CRESTLINE CAP CORP COM 226153104 1869 90600 SH SOLE 75600 15000
CTS CORP COM 126501105 32369 429440 SH SOLE 367560 61880
CULLEN FROST BANKERS COM 229899109 3257 126500 SH SOLE 71100 55400
CUMMINS ENGINE INC COM 231021106 21749 450170 SH SOLE 245310 204860
CUMULUS MEDIA INC COM 231082108 807 15900 SH SOLE 15900
CURATIVE TECH INC COM 231264102 79 10200 SH SOLE 10200
CYBERIAN OUTPOST INC COM 231914102 1580 159000 SH SOLE 141700 17300
CYPRESS SEMICOND COM 232806109 2548 78700 SH SOLE 78700
CYTEC INDS INC COM 232820100 1716 74600 SH SOLE 37900 36700
D R HORTON INC COM 23331A109 12725 921300 SH SOLE 748100 173200
DAL-TILE INTL INC COM 23426R108 286 28200 SH SOLE 11600 16600
DANA CORP COM 235811106 2476 82700 SH SOLE 47220 35480
DEL WEBB CORP COM 947423109 4139 166400 SH SOLE 134400 32000
DELHAIZE AMER INC COM 246688105 481 23700 SH SOLE 23700
DELL COMPUTER COM 247025109 8089 158600 SH SOLE 117600 41000
DELPHI FINL GROUP COM 247131105 1458 48614 SH SOLE 34314 14300
DELTA AIR LINES INC COM 247361108 4005 80400 SH SOLE 40100 40300
DELUXE CORP COM 248019101 5290 192800 SH SOLE 104400 88400
DENDRITE INTL INC COM 248239105 4260 125750 SH SOLE 115050 10700
DETROIT DIESEL CORP COM 250837101 1140 59400 SH SOLE 49600 9800
DIAMOND TECHNOLOGY PARTNERS COM 252762109 4211 49000 SH SOLE 45700 3300
DIEBOLD INC COM 253651103 5485 233400 SH SOLE 148600 84800
DIGI INTL INC COM 253798102 683 65400 SH SOLE 64400 1000
DILLARDS INC COM 254067101 807 40000 SH SOLE 26300 13700
DIME CMNTY BANCSHARES COM 253922108 1042 56300 SH SOLE 44100 12200
DIRECT FOCUS INC COM 254931108 413 14900 SH SOLE 12900 2000
DIXIE YARNS COM 255519100 77 10400 SH SOLE 10400
DOLLAR THRIFTY AUTOMOTIVE COM 256743105 5711 238600 SH SOLE 184700 53900
DOMINION RES INC VA COM 25746U109 7614 194000 SH SOLE 68600 125400
DONALDSON CO COM 257651109 2139 88900 SH SOLE 67300 21600
DONALDSON LUFKIN INC COM 257661108 798 16500 SH SOLE 16500
DONNA KARAN INTL INC COM 257826107 119 18100 SH SOLE 18100
DONNELLEY RR & SONS COM 257867101 4923 198400 SH SOLE 62600 135800
DORAL FINL CORP COM 25811P100 515 41800 SH SOLE 15100 26700
DOW JONES & CO INC COM 260561105 44608 656000 SH SOLE 386400 269600
DOWNEY FINANCIAL COM 261018105 1304 64600 SH SOLE 39290 25310
DST SYSTEMS INC COM 233326107 946 12400 SH SOLE 6800 5600
DTE ENERGY COM 233331107 7119 225100 SH SOLE 95700 129400
DUKE ENERGY CORP COM 264399106 16295 325080 SH SOLE 142250 182830
DYCOM INDS INC COM 267475101 1344 30500 SH SOLE 24500 6000
DYNEGY INC NEW COM 26816Q101 4875 140300 SH SOLE 71000 69300
E I DU PONT DE NEMOU COM 263534109 889 13500 SH SOLE 13500
EARTHGRAINS CO. COM 270319106 6142 380900 SH SOLE 294740 86160
EAST WEST BANCORP INC COM 27579R104 202 17700 SH SOLE 8800 8900
EASTMAN KODAK COM 277461109 397 6000 SH SOLE 6000
EATON CORP COM 278058102 1271 17500 SH SOLE 8700 8800
EEX CORP COM 26842V207 657 223500 SH SOLE 195000 28500
EG&G INC COM 714046109 3527 84600 SH SOLE 41000 43600
EL PASO ENERGY CORP DEL COM 283905107 4795 123550 SH SOLE 70030 53520
ELECTROGLAS INC COM 285324109 1842 72600 SH SOLE 68900 3700
ELECTRONIC DATA SYS COM 285661104 34346 513100 SH SOLE 270880 242220
EMC CORPORATION COM 268648102 119124 1090380 SH SOLE 624520 465860
EMERSON ELEC CO COM 291011104 1274 22200 SH SOLE 22200
EMULEX CORP COM 292475209 9135 81200 SH SOLE 69600 11600
ENERGEN CORP COM 29265N108 1290 71400 SH SOLE 49900 21500
ENHANCE FINL SVCS COM 293310108 1306 80400 SH SOLE 49100 31300
ENSCO INTL INC COM 26874Q100 606 26500 SH SOLE 26500
ENTERGY CORP NEW COM 29364G103 9732 377950 SH SOLE 183620 194330
EQUITABLE RESOURCES COM 294549100 854 25600 SH SOLE 14700 10900
ETHYL CORP COM 297659104 1287 367600 SH SOLE 308600 59000
EVEREST RE GROUP LTD COM G3223R108 3887 174200 SH SOLE 93680 80520
EXODUS COMMUNICATIONS INC COM 302088109 222 2500 SH SOLE 2500
EXPEDITORS INTL WASH COM 302130109 15790 360400 SH SOLE 268300 92100
EXTENDED STAY AMER COM 30224P101 1885 249200 SH SOLE 201300 47900
EXTREME NETWORKS INC COM 30226D106 1252 15000 SH SOLE 15000
EXXON MOBIL CORP COM 30231G102 69956 868350 SH SOLE 449140 419210
FBL FINL GROUP COM 30239F106 726 36300 SH SOLE 19400 16900
FEDERAL MOGUL CORP COM 313549107 1109 55100 SH SOLE 14300 40800
FEDERAL NATL MORTGAGE COM 313586109 3422 54800 SH SOLE 52800 2000
FEDERATED DEPT STRS COM 31410H101 9569 189250 SH SOLE 84890 104360
FINANCIAL SEC ASSURN COM 31769P100 3228 61930 SH SOLE 32970 28960
FINOVA GROUP COM 317928109 2552 71880 SH SOLE 56800 15080
FIRST COMWLTH FINL PA COM 319829107 396 33000 SH SOLE 20500 12500
FIRST DATA CORP COM 319963104 10504 213000 SH SOLE 160300 52700
FIRST FED FINANCIAL COM 337907109 1280 91000 SH SOLE 59400 31600
FIRST REPUBLIC BANK COM 336158100 902 38400 SH SOLE 24800 13600
FIRST UNION CORP COM 337358105 28695 871200 SH SOLE 448900 422300
FIRSTAR CORP COM 33763V109 12605 596700 SH SOLE 355600 241100
FIRSTENERGY CORP COM 337932107 912 40200 SH SOLE 40200
FLEET BOSTON FINL CORP COM 339030108 27575 792100 SH SOLE 397800 394300
FLEETWOOD ENTERPR COM 339099103 2667 129300 SH SOLE 88200 41100
FLEMING COMPANIES COM 339130106 614 59900 SH SOLE 58500 1400
FLORIDA ROCK INDS COM 341140101 1288 37400 SH SOLE 24900 12500
FLUOR CORP COM 343861100 8877 193500 SH SOLE 110600 82900
FORD MTR CO DEL COM 345370100 229 4300 SH SOLE 4300
FOSSIL INC COM 349882100 2811 121575 SH SOLE 114525 7050
FOSTER WHEELER CORP COM 350244109 2154 242700 SH SOLE 192800 49900
FOUNDATION HEALTH SY COM 350404109 5865 590150 SH SOLE 435290 154860
FPL GROUP INC COM 302571104 968 22600 SH SOLE 6300 16300
FRANKLIN COVEY CO COM 353469109 420 58000 SH SOLE 41600 16400
FREEPORT MCMORAN C&G CL B COM 35671D857 2780 131600 SH SOLE 111800 19800
FREMONT GENERAL CP COM 357288109 3133 424800 SH SOLE 349900 74900
FULLER H B & CO COM 359694106 2488 44470 SH SOLE 28010 16460
FYI INC COM 302712104 428 12600 SH SOLE 10800 1800
GADZOOKS INC COM 362553109 798 81300 SH SOLE 81300
GALLAGHER ARTHUR J COM 363576109 2435 37600 SH SOLE 29800 7800
GANNETT CO INC COM 364730101 2479 30400 SH SOLE 4800 25600
GAP INC COM 364760108 42741 929155 SH SOLE 532945 396210
GENERAL CIGAR HLDGS COM 36933P100 111 13300 SH SOLE 13300
GENERAL COMMUNICATION INC COM 369385109 110 25100 SH SOLE 25100
GENERAL ELECTRIC COM 369604103 190593 1231616 SH SOLE 737846 493770
GENERAL MLS INC COM 370334104 12964 362640 SH SOLE 141200 221440
GENESCO INC COM 371532102 3084 237200 SH SOLE 227100 10100
GEON COMPANY COM 37246W105 4621 142200 SH SOLE 99300 42900
GEORGIA GULF CORP COM 373200203 10629 349200 SH SOLE 257800 91400
GEORGIA PAC CORP COM 373298108 17041 335780 SH SOLE 122070 213710
GLOBAL MARINE COM 379352404 1533 92200 SH SOLE 92200
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TIFFANY & CO COM 886547108 54866 614740 SH SOLE 405000 209740
TIMES MIRROR CO COM 887364107 3564 53200 SH SOLE 42300 10900
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USEC INC COM 90333E108 2194 313400 SH SOLE 230800 82600
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UTILICORP UNITED COM 918005109 11928 613650 SH SOLE 308350 305300
VALASSIS COMMUN INC COM 918866104 12791 302750 SH SOLE 198300 104450
VALUE CITY DEPT STOR COM 920387107 1343 88800 SH SOLE 74200 14600
VARCO INTL COM 922126107 6900 677300 SH SOLE 523800 153500
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</TABLE>
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