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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: March 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: Caterpillar Investment Management Ltd.
Address: 411 Hamilton, Suite 1200, Peoria, IL 61602-1104
13F File Number: 28- 6134
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: Richard P. Konrath
Title: Secretary
Phone: 309-675-5355
Signature, Place, and Date of Signing:
/s/ Richard P. Konrath Peoria, IL May 6, 1999
---------------------- ---------- -----------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
13F File Number Name
28-____________
______________________________________________________
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CATERPILLAR INVESTMENT MANAGEMENT LTD.
PERIOD END DATE: March 31, 1999
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<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5:
TITLE OF CUSIP MARKET
------- ----- ------
NAME OF ISSUER CLASS NUMBER VALUE SHARES
- -------------- ----- ------ ----- ------
<S> <C> <C> <C> <C>
ACCLAIM ENTMT INC Common 004325205 1,386,206.25 155,100.00
ADVO INC Common 007585102 2,286,600.00 118,400.00
AK STL HLDG CORP Common 001547108 2,199,843.75 97,500.00
ALASKA AIR GROUP INC Common 011659109 2,375,000.00 50,000.00
ALBEMARLE CORP Common 012653101 877,281.25 41,900.00
ALFA CORP Common 015385107 1,325,475.00 82,200.00
AMERICAN FREIGHTWAYS C Common 02629V108 579,375.00 45,000.00
AMERICAN MED SEC GROUP Common 02744P101 1,456,000.00 104,000.00
AMERON INTL INC Common 030710107 436,650.00 12,300.00
AMTRAN INC Common 03234G106 845,500.00 44,500.00
ANDOVER BANCORP INC DE Common 034258103 455,700.00 16,800.00
ARVIN INDS INC Common 043339100 2,870,175.00 85,200.00
AVANT CORP Common 003487104 1,544,250.00 87,000.00
AVID TECHNOLOGY INC Common 05367P100 347,006.25 19,900.00
AVIS RENT A CAR INC Common 053790101 3,089,925.00 111,600.00
BARNETT INC Common 068062108 472,500.00 54,000.00
BRIGGS & STRATTON CORP Common 109043109 2,662,875.00 54,000.00
BSB BANCORP Common 055652101 480,489.17 19,725.00
C&D TECHNOLOGIES INC Common 124661109 917,887.50 36,900.00
CALPINE CORP Common 131347106 1,093,125.00 30,000.00
CANANDAIGUA BRANDS IN Common 137219200 1,360,125.00 27,000.00
CELLSTAR CORP Common 150925105 1,219,062.50 117,500.00
CENTEX CONSTRUCTION PR Common 15231R109 2,771,075.00 79,600.00
CENTEX CORP Common 152312104 2,055,900.00 61,600.00
CHASE INDS INC Common 161568100 463,981.25 60,850.00
CHATTEM INC Common 162456107 984,375.00 31,500.00
CLAIRE'S STORES INC Common 179584107 2,440,125.00 81,000.00
COLUMBIA SPORTSWEAR CO Common 198516106 1,962,500.00 100,000.00
COMAIR HOLDINGS INC Common 199789108 1,266,300.00 53,600.00
CONSOLIDATED FREIGHTWA Common 209232107 865,975.00 73,700.00
CSG SYS INTL INC Common 126349109 1,104,250.00 28,000.00
CTS CORP Common 126501105 346,062.50 7,000.00
D R HORTON INC Common 23331A109 2,765,425.00 165,100.00
DELPHI FINL GROUP INC Common 247131105 819,775.00 24,200.00
DEPARTMENT 56 INC Common 249509100 1,941,912.50 63,800.00
DIME CMNTY BANCSHARES Common 253922108 750,056.25 32,700.00
DOLLAR THRIFTY AUTOMOT Common 256743105 1,638,750.00 95,000.00
DORAL FINL CORP Common 25811P100 1,876,087.50 102,100.00
DOWNEY FINL CORP Common 261018105 899,143.75 49,100.00
ETHAN ALLEN INTERIORS Common 297602104 1,571,062.50 37,800.00
</TABLE>
<TABLE>
<CAPTION>
ITEM 1: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCRETION VOTING AUTHORITY
---------------------- ----------------------
NAME OF ISSUER SOLE SHARED MANAGERS SOLE SHARED
- -------------- ---- ------ -------- ---- ------
<S> <C> <C> <C> <C> <C>
ACCLAIM ENTMT INC X 85,800 69,300
ADVO INC X 65,400 53,000
AK STL HLDG CORP X 55,000 42,500
ALASKA AIR GROUP INC X 27,700 22,300
ALBEMARLE CORP X 24,000 17,900
ALFA CORP X 44,200 38,000
AMERICAN FREIGHTWAYS C X 25,000 20,000
AMERICAN MED SEC GROUP X 57,700 46,300
AMERON INTL INC X 6,100 6,200
AMTRAN INC X 25,000 19,500
ANDOVER BANCORP INC DE X 8,500 8,300
ARVIN INDS INC X 47,200 38,000
AVANT CORP X 48,000 39,000
AVID TECHNOLOGY INC X 10,800 9,100
AVIS RENT A CAR INC X 62,200 49,400
BARNETT INC X 30,000 24,000
BRIGGS & STRATTON CORP X 30,000 24,000
BSB BANCORP X 11,350 8,375
C&D TECHNOLOGIES INC X 19,700 17,200
CALPINE CORP X 17,000 13,000
CANANDAIGUA BRANDS IN X 15,000 12,000
CELLSTAR CORP X 65,000 52,500
CENTEX CONSTRUCTION PR X 43,600 36,000
CENTEX CORP X 34,000 27,600
CHASE INDS INC X 32,250 28,600
CHATTEM INC X 17,500 14,000
CLAIRE'S STORES INC X 45,000 36,000
COLUMBIA SPORTSWEAR CO X 55,000 45,000
COMAIR HOLDINGS INC X 28,912 24,688
CONSOLIDATED FREIGHTWA X 40,300 33,400
CSG SYS INTL INC X 15,000 13,000
CTS CORP X 2,400 4,600
D R HORTON INC X 93,300 71,800
DELPHI FINL GROUP INC X 12,500 11,700
DEPARTMENT 56 INC X 34,500 29,300
DIME CMNTY BANCSHARES X 22,000 10,700
DOLLAR THRIFTY AUTOMOT X 50,000 45,000
DORAL FINL CORP X 55,300 46,800
DOWNEY FINL CORP X 27,300 21,800
ETHAN ALLEN INTERIORS X 20,900 16,900
</TABLE>
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<TABLE>
<CAPTION>
<S> <C> <C> <C> <C>
FBL FINL GROUP INC Common 30239F106 862,650.00 48,600.00
FIDELITY NATL FINL INC Common 316326107 1,305,450.00 87,030.00
FIRST AMERN FINL CORP Common 318522307 1,689,565.62 106,850.00
FLAGSTAR BANCORP INC Common 337930101 1,314,400.00 49,600.00
FLORIDA ROCK INDS INC Common 341140101 853,125.00 25,000.00
FOODMAKER INC NEW Common 344839204 1,216,350.00 47,700.00
FOSSIL INC Common 349882100 1,839,431.25 61,700.00
FRIEDMANS INC Common 358438109 711,000.00 79,000.00
FURNITURE BRANDS INTL Common 360921100 2,270,025.00 102,600.00
GALLAGHER ARTHUR J & C Common 363576109 1,881,400.00 40,900.00
HAVERTY FURNITURE INC Common 419596101 710,500.00 28,000.00
HOLLINGER INTL INC Common 435569108 2,419,550.00 178,400.00
HOOPER HOLMES INC Common 439104100 1,171,875.00 75,000.00
HUSSMANN INTL INC Common 448110106 660,937.50 45,000.00
HUTCHINSON TECHNOLOGY Common 448407106 1,323,350.00 53,200.00
INFORMIX CORP Common 456779107 892,375.00 121,000.00
INVESTMENT TECHNOLOGY Common 461450108 2,370,025.00 46,700.00
JACOBS ENGR GROUP INC Common 469814107 1,064,812.50 27,000.00
JEFFERIES GROUP INC Common 472318104 3,230,493.75 68,100.00
JLG INDUSTRIES INC Common 466210101 1,417,000.00 104,000.00
KAUFMAN & BROAD HOME C Common 486168107 1,265,756.25 56,100.00
KELLSTROM INDS INC Common 488035106 50,800.00 3,200.00
LA Z BOY INC Common 505336107 507,937.50 27,000.00
LANDAMERICA FINL GROUP Common 514936103 1,009,200.00 34,800.00
LENNAR CORP Common 526057104 1,902,353.82 85,021.00
LONE STAR INDS INC Common 542290408 2,210,300.00 71,300.00
M D C HLDGS INC Common 552676108 475,812.50 33,100.00
M/I SCHOTTENSTEIN HOME Common 55305B101 731,300.00 41,200.00
MANITOWOC INC Common 563571108 1,226,937.50 29,300.00
MEDIA ARTS GROUP INC Common 58439C102 871,200.00 96,800.00
MEDICIS PHARMACEUTICAL Common 584690309 600,000.00 20,000.00
MERRILL CORP Common 590175105 981,725.00 73,400.00
METRIS COS INC Common 591598107 1,816,875.00 45,000.00
METRO INFORMATION SERV Common 59162P104 691,125.00 38,000.00
MIDAS GROUP INC Common 595626102 1,101,375.00 33,000.00
MOHAWK INDS INC Common 608190104 2,154,000.00 71,800.00
MONACO COACH CORP Common 60886R103 1,266,131.25 54,900.00
MUSICLAND STORES CORP Common 62758B109 1,284,300.00 142,700.00
NACCO INDS INC Common 629579103 1,844,156.25 24,900.00
NEOMAGIC CORP Common 640497103 496,875.00 50,000.00
NVR INC Common 62944T105 2,759,187.50 65,500.00
OCULAR SCIENCES INC Common 675744106 1,807,312.50 63,000.00
OSHKOSH B GOSH INC Common 688222207 1,195,675.00 67,600.00
O'SULLIVAN INDS HLDGS Common 688609106 759,687.50 55,000.00
PARK ELECTROCHEMICAL C Common 700416209 1,057,500.00 45,000.00
PFF BANCORP INC Common 69331W104 1,102,500.00 63,000.00
PILGRIMS PRIDE CORP Common 721467108 1,241,031.25 75,500.00
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C>
FBL FINL GROUP INC X 26,500 22,100
FIDELITY NATL FINL INC X 48,210 38,820
FIRST AMERN FINL CORP X 59,200 47,650
FLAGSTAR BANCORP INC X 25,900 23,700
FLORIDA ROCK INDS INC X 10,000 15,000
FOODMAKER INC NEW X 26,100 21,600
FOSSIL INC X 34,300 27,400
FRIEDMANS INC X 43,700 35,300
FURNITURE BRANDS INTL X 57,400 45,200
GALLAGHER ARTHUR J & C X 23,700 17,200
HAVERTY FURNITURE INC X 14,000 14,000
HOLLINGER INTL INC X 99,600 78,800
HOOPER HOLMES INC X 41,800 33,200
HUSSMANN INTL INC X 25,000 20,000
HUTCHINSON TECHNOLOGY X 29,000 24,200
INFORMIX CORP X 65,000 56,000
INVESTMENT TECHNOLOGY X 26,200 20,500
JACOBS ENGR GROUP INC X 15,000 12,000
JEFFERIES GROUP INC X 37,300 30,800
JLG INDUSTRIES INC X 58,000 46,000
KAUFMAN & BROAD HOME C X 31,800 24,300
KELLSTROM INDS INC X 2,200 1,000
LA Z BOY INC X 0 27,000
LANDAMERICA FINL GROUP X 18,700 16,100
LENNAR CORP X 45,323 39,698
LONE STAR INDS INC X 38,600 32,700
M D C HLDGS INC X 15,300 17,800
M/I SCHOTTENSTEIN HOME X 23,300 17,900
MANITOWOC INC X 15,900 13,400
MEDIA ARTS GROUP INC X 54,300 42,500
MEDICIS PHARMACEUTICAL X 11,000 9,000
MERRILL CORP X 40,900 32,500
METRIS COS INC X 25,000 20,000
METRO INFORMATION SERV X 20,000 18,000
MIDAS GROUP INC X 18,000 15,000
MOHAWK INDS INC X 39,100 32,700
MONACO COACH CORP X 31,500 23,400
MUSICLAND STORES CORP X 79,300 63,400
NACCO INDS INC X 13,800 11,100
NEOMAGIC CORP X 29,200 20,800
NVR INC X 35,300 30,200
OCULAR SCIENCES INC X 35,000 28,000
OSHKOSH B GOSH INC X 37,600 30,000
O'SULLIVAN INDS HLDGS X 30,000 25,000
PARK ELECTROCHEMICAL C X 24,500 20,500
PFF BANCORP INC X 35,000 28,000
PILGRIMS PRIDE CORP X 42,000 33,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
PINNACLE SYS INC Common 723481107 1,023,750.00 22,500.00 X 12,500 10,000
PLANTRONICS INC NEW Common 727493108 1,557,806.25 24,900.00 X 13,700 11,200
PLEXUS CORP Common 729132100 543,562.50 19,500.00 X 10,400 9,100
POMEROY COMPUTER RES Common 731822102 657,800.00 50,600.00 X 27,000 23,600
PRE PAID LEGAL SVCS IN Common 740065107 1,274,000.00 52,000.00 X 28,100 23,900
PRESIDENTIAL LIFE COR Common 740884101 1,366,837.50 76,200.00 X 41,400 34,800
PRIMEX TECHNOLOGIES IN Common 741597108 2,278,350.00 109,800.00 X 59,000 50,800
PROGRESS SOFTWARE CORP Common 743312100 1,255,800.00 36,800.00 X 19,600 17,200
PROJECT SOFTWARE & DEV Common 74339P101 534,100.00 21,800.00 X 12,900 8,900
PULTE CORP Common 745867101 1,227,937.50 59,000.00 X 32,500 26,500
QUEST DIAGNOSTICS INC Common 74834L100 600,750.00 27,000.00 X 14,800 12,200
RESOURCE BANCSHARES MT Common 761197102 636,025.00 49,400.00 X 27,800 21,600
RLI CORP Common 749607107 2,246,400.00 76,800.00 X 42,350 34,450
ROSLYN BANCORP INC Common 778162107 1,797,187.50 106,500.00 X 58,900 47,600
ROSS STORES INC Common 778296103 1,161,031.25 26,500.00 X 13,300 13,200
RYANS FAMILY STEAK HOU Common 783519101 670,675.00 55,600.00 X 30,600 25,000
RYLAND GROUP INC Common 783764103 1,366,875.00 54,000.00 X 30,000 24,000
SAWTEK INC Common 805468105 1,562,625.00 46,300.00 X 25,000 21,300
SMITHFIELD FOODS INC Common 832248108 1,250,081.25 55,100.00 X 30,400 24,700
SOFTWARE AG SYS INC Common 834025108 683,437.50 81,000.00 X 45,000 36,000
SPARTECH CORP Common 847220209 1,210,687.50 58,700.00 X 32,600 26,100
STANDARD MTR PRODS INC Common 853666105 1,303,312.50 63,000.00 X 35,000 28,000
STANDARD PAC CORP NEW Common 85375C101 1,076,350.00 83,600.00 X 46,500 37,100
STEWART INFORMATION SV Common 860372101 1,748,606.25 52,100.00 X 29,300 22,800
STRUCTURAL DYNAMICS RE Common 863555108 642,406.25 33,700.00 X 17,900 15,800
SUPERIOR TELECOM INC Common 868365107 1,189,125.00 63,000.00 X 35,000 28,000
TECUMSEH PRODS CO Common 878895200 1,701,312.50 33,400.00 X 18,000 15,400
TEREX CORP NEW Common 880779103 1,126,637.50 46,700.00 X 25,700 21,000
THOR INDS INC Common 885160101 774,906.25 34,250.00 X 19,200 15,050
TIMBERLAND CO Common 887100105 258,556.25 4,100.00 X 2,000 2,100
TORO CO Common 891092108 517,687.50 16,500.00 X 8,700 7,800
TOWER AUTOMOTIVE INC Common 891707101 586,687.50 31,500.00 X 17,500 14,000
TRANS WORLD ENTMT CORP Common 89336Q100 594,000.00 54,000.00 X 30,000 24,000
TREDEGAR INDS INC Common 894650100 2,300,203.13 74,350.00 X 42,300 32,050
TRIUMPH GROUP INC NEW Common 896818101 571,050.00 24,300.00 X 14,900 9,400
UNITED ILLUM CO Common 910637107 1,740,406.25 41,500.00 X 23,000 18,500
URS CORP NEW Common 903236107 2,046,481.25 113,300.00 X 62,300 51,000
USFREIGHTWAYS CORP Common 916906100 1,354,450.00 41,200.00 X 22,300 18,900
VARLEN CORP Common 922248109 1,201,750.00 54,625.00 X 30,000 24,625
WEBSTER FINL CORP Common 947890109 909,562.50 31,500.00 X 17,500 14,000
WESLEY JESSEN VISIONCA Common 951018100 1,764,000.00 64,000.00 X 35,000 29,000
WESTINGHOUSE AIR BRAKE Common 960386100 751,500.00 36,000.00 X 20,000 16,000
WINNEBAGO INDUSTRIES Common 974637100 1,437,800.00 102,700.00 X 55,100 47,600
XTRA CORP Common 984138107 1,379,250.00 36,000.00 X 20,000 16,000
ZALE CORP NEW Common 988858106 1,521,343.75 44,500.00 X 24,900 19,600
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171,822,280.49 7,708,501 4,228,895 3,479,606
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