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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: September 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: 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 August 5, 1999
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[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: September 30, 1999
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ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
TITLE OF CUSIP MARKET INVESTMENT DISCRETION VOTING AUTHORITY
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NAME OF ISSUER CLASS NUMBER VALUE SHARES SOLE SHARED MANAGERS SOLE SHARED
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMCOL INTL CORP Common 02341W103 1,194,750.00 81,000 X 45,000 36,000
ADVANTA CORP Common 007942105 1,968,525.00 134,600 X 67,600 67,000
AMERICAN FREIGHTWAYS C Common 02629V108 818,437.50 45,000 X 25,000 20,000
AGRIBRANDS INTL INC Common 00849R105 1,364,687.50 27,500 X 15,000 12,500
ARGOSY GAMING CO Common 040228108 598,900.00 45,200 X 24,200 21,000
GALLAGHER ARTHUR J & C Common 363576109 2,177,925.00 40,900 X 23,700 17,200
ACCLAIM ENTMT INC Common 004325205 1,177,790.62 155,100 X 85,800 69,300
ALEXANDER & BALDWIN IN Common 014482103 1,310,737.50 54,900 X 29,900 25,000
ALASKA AIR GROUP INC Common 011659109 1,489,162.50 36,600 X 20,300 16,300
AFFILIATED MANAGERS GR Common 008252108 967,375.00 35,500 X 19,300 16,200
AMERON INTL INC Common 030710107 2,107,493.75 44,900 X 26,300 18,600
AMERICAN MGMT SYS INC Common 027352103 1,180,187.50 46,000 X 25,000 21,000
AMTRAN INC Common 03234G106 870,000.00 46,400 X 26,900 19,500
ANDOVER BANCORP INC DE Common 034258103 655,362.50 21,800 X 10,900 10,900
ANNTAYLOR STORES CORP Common 036115103 1,622,737.50 39,700 X 22,200 17,500
ANSWERTHINK CONSULTING Common 036916104 995,225.00 103,400 X 53,400 50,000
AMPHENOL CORP NEW Common 032095101 1,090,375.00 22,000 X 12,000 10,000
ARDENT SOFTWARE INC Common 039794102 1,346,875.00 50,000 X 25,000 25,000
ARVIN INDS INC Common 043339100 1,751,062.50 56,600 X 29,600 27,000
AVIS RENT A CAR INC Common 053790101 2,210,662.50 105,900 X 58,300 47,600
AVANT CORP Common 053487104 1,240,140.62 69,500 X 39,500 30,000
AMERICA WEST HLDG CORP Common 023657208 1,558,125.00 90,000 X 45,000 45,000
BANDAG INC Common 059815100 1,168,000.00 36,500 X 20,000 16,500
BRIGGS & STRATTON CORP Common 109043109 2,101,500.00 36,000 X 20,000 16,000
BROWN SHOE INC NEW Common 115736100 501,762.50 27,400 X 11,700 15,700
CANANDAIGUA BRANDS INC Common 137219200 1,613,250.00 27,000 X 15,000 12,000
PILGRIMS PRIDE CORP Common 721467108 655,906.25 75,500 X 42,000 33,500
PILGRIMS PRIDE CORP Common 721467207 193,468.75 37,750 X 21,000 16,750
CLAIRES STORES INC Common 179584107 1,341,562.50 81,000 X 45,000 36,000
CRESTLINE CAP CORP Common 226153104 1,852,681.25 90,100 X 45,100 45,000
COMMERCIAL METALS CO Common 201723103 396,750.00 13,800 X 7,000 6,800
COMMERCIAL NET LEASE R Common 202218103 960,500.00 90,400 X 44,700 45,700
COMMONWEALTH BANCORP I Common 20268X102 1,083,468.75 63,500 X 35,000 28,500
COOPER COS INC Common 216648402 1,685,775.00 54,600 X 24,600 30,000
CALPINE CORP Common 131347106 289,212.50 3,400 X 3,400 -
CSG SYS INTL INC Common 126349109 767,375.00 28,000 X 15,000 13,000
CTS CORP Common 126501105 3,128,000.00 54,400 X 30,000 24,400
CENTEX CORP Common 152312104 1,821,050.00 61,600 X 34,000 27,600
CENTEX CONSTRUCTION PR Common 15231R109 2,661,862.50 71,700 X 38,700 33,000
DIME CMNTY BANCSHARES Common 253922108 1,531,350.00 73,800 X 42,000 31,800
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEB SHOPS INC Common 242728103 988,650.00 50,700 X 25,600 25,100
D R HORTON INC Common 23331A109 2,135,981.25 165,100 X 93,300 71,800
DII GROUP INC Common 232949107 1,407,500.00 40,000 X 22,000 18,000
DORAL FINL CORP Common 25811P100 1,365,587.50 102,100 X 55,300 46,800
DAIN RAUSCHER CORP Common 233856103 1,166,200.00 23,800 X 12,400 11,400
DOLLAR THRIFTY AUTOMOT Common 256743105 2,045,993.75 98,900 X 53,900 45,000
DAL-TILE INTL INC Common 23426R108 793,750.00 100,000 X 50,000 50,000
ENERGEN CORP Common 29265N10 1,087,425.00 53,700 X 29,200 24,500
ESS TECHNOLOGY INC Common 269151106 895,700.00 67,600 X 36,300 31,300
ETHAN ALLEN INTERIORS Common 297602104 2,583,175.00 81,200 X 45,600 35,600
EAST WEST BANCORP INC Common 27579R104 783,750.00 66,000 X 37,100 28,900
FIRSTFED FINL CORP Common 337907109 634,187.50 36,500 X 20,000 16,500
FOREMOST CORP OF AMER Common 345469100 1,224,000.00 51,000 X 28,000 23,000
FOSSIL INC Common 349882100 1,883,550.00 69,600 X 36,000 33,600
FLORIDA ROCK INDS INC Common 341140101 1,160,650.00 33,400 X 18,400 15,000
FIRST FED CAP CORP Common 319960100 334,800.00 21,600 X 1,400 20,200
GENESCO INC Common 371532102 532,500.00 42,600 X 27,600 15,000
GUESS INC Common 401617105 846,562.50 63,000 X 35,000 28,000
GEON CO Common 37246W105 1,416,250.00 55,000 X 30,000 25,000
OSHKOSH B GOSH INC Common 688222207 1,079,487.50 67,600 X 37,600 30,000
HAMBRECHT & QUIST GROU Common 406545103 1,462,500.00 30,000 X 15,000 15,000
HAVERTY FURNITURE INC Common 419596101 904,800.00 62,400 X 34,400 28,000
INVESTMENT TECHNOLOGY Common 46145F105 1,816,977.00 78,999 X 44,000 34,999
MARK IV INDS INC Common 570387100 790,000.00 40,000 X 20,000 20,000
JACK IN THE BOX Common 466367109 1,189,518.75 47,700 X 26,100 21,600
JEFFERIES GROUP INC NE Common 472319102 1,421,587.50 68,100 X 37,300 30,800
JLG INDS INC Common 466210101 1,579,500.00 104,000 X 58,000 46,000
JOHN NUVEEN CO Common 478035108 1,366,468.75 36,500 X 20,000 16,500
KAUFMAN & BROAD HOME C Common 486168107 1,157,062.50 56,100 X 31,800 24,300
K-SWISS INC Common 482686102 1,451,875.00 46,000 X 25,000 21,000
LONE STAR INDS INC Common 542290408 1,885,275.00 37,800 X 20,600 17,200
LENNAR CORP Common 526057104 6.37 0 X - -
LNR PPTY CORP Common 501940100 815,000.00 40,000 X 20,000 20,000
LA Z BOY INC Common 505336107 1,469,718.75 77,100 X 39,000 38,100
M D C HLDGS INC Common 552676108 747,862.50 46,200 X 28,400 17,800
MERISTAR HOSPITALITY C Common 58984Y103 233,700.00 15,200 X 9,200 6,000
METHODE ELECTRS INC Common 591520200 943,750.00 50,000 X 25,000 25,000
MOHAWK INDUSTRIES INC Common 608190104 1,431,512.50 71,800 X 39,100 32,700
M/I SCHOTTENSTEIN HOME Common 55305B101 679,800.00 41,200 X 23,300 17,900
MIKASA INC Common 59862T109 646,250.00 55,000 X 27,500 27,500
MUSICLAND STORES CORP Common 62758B109 1,266,462.50 142,700 X 79,300 63,400
MONACO COACH CORP Common 60886R103 1,726,968.75 70,850 X 40,750 30,100
MANITOWOC INC Common 563571108 1,499,793.75 43,950 X 23,850 20,100
NEWPORT NEWS SHIPBUILD Common 652228107 1,428,212.50 44,200 X 24,900 19,300
NORTEK INC Common 656559101 1,023,750.00 30,000 X 17,800 12,200
NVIDIA CORP Common 67066G10 1,101,100.00 57,200 X 32,200 25,000
NATIONAL R V HLDGS INC Common 637277104 1,185,000.00 60,000 X 30,000 30,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NVR INC Common 62944T105 3,080,500.00 61,000 X 33,000 28,000
OCEANFIRST FINL CORP Common 675234108 982,500.00 60,000 X 30,000 30,000
PINNACLE SYS INC Common 723481107 1,906,875.00 45,000 X 25,000 20,000
PFF BANCORP INC Common 69331W104 1,299,375.00 63,000 X 35,000 28,000
PULTE CORP Common 745867101 1,283,250.00 59,000 X 32,500 26,500
PARK ELECTROCHEMICAL C Common 700416209 2,679,312.50 81,500 X 44,500 37,000
PUBLIC SVC CO N MEX Common 744499104 1,314,000.00 72,000 X 36,000 36,000
SCP POOL CORP Common 784028102 105,750.00 4,500 X 2,200 2,300
PROGRESS SOFTWARE CORP Common 743312100 2,033,100.00 64,800 X 33,900 30,900
PRIMEX TECHNOLOGIES IN Common 741597108 1,175,125.00 59,500 X 34,000 25,500
RITCHIE BROS AUCTIONEE Common 767744105 1,014,600.00 26,700 X 14,700 12,000
RICHMOND CNTY FINL COR Common 764556106 1,457,968.75 77,500 X 42,500 35,000
ROLLINS TRUCK LEASING Common 775741101 380,700.00 37,600 X 19,200 18,400
RLI CORP Common 749607107 1,881,000.00 57,000 X 31,000 26,000
AARON RENTS INC Common 002535201 776,250.00 45,000 X 25,000 20,000
RELIANCE STEEL & ALUMI Common 759509102 1,149,750.00 54,750 X 30,000 24,750
RYLAND GROUP INC Common 783764103 1,228,500.00 54,000 X 30,000 24,000
SPARTECH CORP Common 847220209 896,962.50 30,600 X 17,600 13,000
SEI INVESTMENTS CO Common 784117103 839,243.74 9,400 X 5,100 4,300
SMITHFIELD FOODS INC Common 832248108 2,008,925.00 75,100 X 40,400 34,700
SALTON INC Common 795757103 3,022,500.00 97,500 X 52,500 45,000
SHOPKO STORES INC Common 824911101 855,500.00 29,500 X 16,000 13,500
SLI INC Common 78442T108 767,250.00 36,000 X 20,000 16,000
SPRINGS INDS INC Common 851783100 678,750.00 20,000 X 10,000 10,000
STANDARD MTR PRODS INC Common 853666105 1,224,562.50 63,000 X 35,000 28,000
STANDARD PAC CORP NEW Common 85375C101 856,900.00 83,600 X 46,500 37,100
STONERIDGE INC Common 86183P102 1,737,500.00 100,000 X 50,000 50,000
SUNQUEST INFORMATION S Common 867654105 1,404,487.50 87,100 X 47,000 40,100
STANDEX INTL CORP Common 854231107 777,600.00 28,800 X 14,900 13,900
MEDALLION FINL CORP Common 583928106 621,675.00 30,700 X 15,600 15,100
TIMBERLAND CO Common 887100105 1,546,875.00 39,600 X 21,000 18,600
TECUMSEH PRODS CO Common 878895200 1,719,287.50 34,300 X 18,900 15,400
TEREX CORP NEW Common 880779103 1,471,050.00 46,700 X 25,700 21,000
TRIUMPH GROUP INC NEW Common 896818101 645,468.75 24,300 X 14,900 9,400
THOR INDS INC Common 885160101 873,375.00 34,250 X 19,200 15,050
THERMO OPTEK CORP Common 883582108 293,125.00 35,000 X 17,500 17,500
TORO CO Common 891092108 616,687.50 16,500 X 8,700 7,800
TUPPERWARE CORP Common 899896104 1,316,250.00 65,000 X 34,600 30,400
TRANS WORLD ENTMT CORP Common 89336Q100 1,573,250.00 124,000 X 65,000 59,000
TOWER AUTOMOTIVE INC Common 891707101 1,515,656.25 76,500 X 32,500 44,000
TEXAS INDS INC Common 882491103 888,000.00 24,000 X 13,000 11,000
UNIGRAPHICS SOLUTIONS Common 904928108 1,898,750.00 70,000 X 35,000 35,000
URS CORP NEW Common 903236107 2,592,100.00 105,800 X 58,300 47,500
USFREIGHTWAYS CORP Common 916906100 1,951,850.00 41,200 X 22,300 18,900
VALASSIS COMMUNICATION Common 918866104 1,482,890.62 33,750 X 18,750 15,000
WEBSTER FINL CORP Common 947890109 803,250.00 31,500 X 17,500 14,000
WFS FINL INC Common 92923B106 71,750.00 3,500 X 1,800 1,700
WINNEBAGO INDUSTRIES Common 974637100 2,458,381.25 102,700 X 55,100 47,600
XIRCOM INC Common 983922105 3,116,187.50 73,000 X 40,000 33,000
ZALE CORP NEW Common 988858106 1,704,906.25 44,500 X 24,900 19,600
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177,019,668 7,661,599 4,125,050 3,536,549
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