<PAGE>
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 a 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
- ---------------------- ---------- --------------
[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: June 30, 1999
<TABLE>
<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>
AMCOL INTL CORP Common 02341W103 1,164,375.00 81,000.00
ADVO INC Common 007585102 2,456,800.00 118,400.00
ADVANTA CORP Common 007942105 2,431,212.50 134,600.00
AMERICAN FREIGHTWAYS C Common 02629V108 880,312.50 45,000.00
AGRIBRANDS INTL INC Common 00849R105 1,087,968.75 27,500.00
GALLAGHER ARTHUR J & C Common 363576109 2,024,550.00 40,900.00
ACCLAIM ENTMT INC Common 004325205 988,762.50 155,100.00
ALBEMARLE CORP Common 012653101 968,937.50 41,900.00
ALASKA AIR GROUP INC Common 011659109 1,586,500.00 38,000.00
AMERON INTL INC Common 030710107 1,981,212.50 44,900.00
AMERICAN MGMT SYS INC Common 027352103 1,474,875.00 46,000.00
AMTRAN INC Common 03234G106 1,142,600.00 46,400.00
ANDOVER BANCORP INC DE Common 034258103 527,100.00 16,800.00
ARVIN INDS INC Common 043339100 2,598,225.00 68,600.00
AVIS RENT A CAR INC Common 053790101 3,250,350.00 111,600.00
AMERICA WEST HLDG CORP Common 023657208 1,698,750.00 90,000.00
BRIGGS & STRATTON CORP Common 109043109 2,079,000.00 36,000.00
BOWNE & CO INC Common 103043105 849,312.50 63,500.00
CANANDAIGUA BRANDS IN Common 137219200 1,415,812.50 27,000.00
CONSOLIDATED FREIGHTWA Common 209232107 1,416,665.62 110,300.00
CHATTEM INC Common 162456107 1,002,093.75 31,500.00
PILGRIMS PRIDE CORP Common 721467108 2,265,000.00 75,500.00
CLAIRE'S STORES INC Common 179584107 2,085,750.00 81,000.00
CRESTLINE CAP CORP Common 226153104 1,514,806.25 90,100.00
CELLSTAR CORP Common 150925105 925,312.50 117,500.00
COMMONWEALTH BANCORP I Common 20268X102 1,139,031.25 63,500.00
CALPINE CORP Common 131347106 1,620,000.00 30,000.00
CPI CORP Common 125902106 768,900.00 23,300.00
CSG SYS INTL INC Common 126349109 733,250.00 28,000.00
CTS CORP Common 126501105 1,904,000.00 27,200.00
CENTEX CORP Common 152312104 2,313,850.00 61,600.00
CENTEX CONSTRUCTION PR Common 15231R109 2,716,350.00 79,600.00
DIME CMNTY BANCSHARES Common 253922108 1,715,850.00 73,800.00
DEB SHOPS INC Common 242728103 256,387.50 12,900.00
D R HORTON INC Common 23331A109 2,744,787.50 165,100.00
DII GROUP INC Common 232949107 1,492,500.00 40,000.00
DORAL FINL CORP Common 25811P100 1,761,225.00 102,100.00
</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>
AMCOL INTL CORP X 45,000 36,000
ADVO INC X 65,400 53,000
ADVANTA CORP X 67,600 67,000
AMERICAN FREIGHTWAYS C X 25,000 20,000
AGRIBRANDS INTL INC X 15,000 12,500
GALLAGHER ARTHUR J & C X 23,700 17,200
ACCLAIM ENTMT INC X 85,800 69,300
ALBEMARLE CORP X 24,000 17,900
ALASKA AIR GROUP INC X 21,000 17,000
AMERON INTL INC X 26,300 18,600
AMERICAN MGMT SYS INC X 25,000 21,000
AMTRAN INC X 26,900 19,500
ANDOVER BANCORP INC DE X 8,500 8,300
ARVIN INDS INC X 37,600 31,000
AVIS RENT A CAR INC X 62,200 49,400
AMERICA WEST HLDG CORP X 45,000 45,000
BRIGGS & STRATTON CORP X 20,000 16,000
BOWNE & CO INC X 35,000 28,500
CANANDAIGUA BRANDS IN X 15,000 12,000
CONSOLIDATED FREIGHTWA X 60,300 50,000
CHATTEM INC X 17,500 14,000
PILGRIMS PRIDE CORP X 42,000 33,500
CLAIRE'S STORES INC X 45,000 36,000
CRESTLINE CAP CORP X 45,100 45,000
CELLSTAR CORP X 65,000 52,500
COMMONWEALTH BANCORP I X 35,000 28,500
CALPINE CORP X 17,000 13,000
CPI CORP X 20,000 3,300
CSG SYS INTL INC X 15,000 13,000
CTS CORP X 15,000 12,200
CENTEX CORP X 34,000 27,600
CENTEX CONSTRUCTION PR X 43,600 36,000
DIME CMNTY BANCSHARES X 42,000 31,800
DEB SHOPS INC X 6,600 6,300
D R HORTON INC X 93,300 71,800
DII GROUP INC X 22,000 18,000
DORAL FINL CORP X 55,300 46,800
</TABLE>
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<TABLE>
<CAPTION>
<S> <C> <C> <C> <C>
DOLLAR THRIFTY AUTOMOT Common 256743105 2,299,425.00 98,900.00
DAL-TILE INTL INC Common 23426R108 796,250.00 70,000.00
ETHAN ALLEN INTERIORS Common 297602104 2,310,300.00 61,200.00
FIRSTFED FINL CORP Common 337907109 702,625.00 36,500.00
FBL FINL GROUP INC Common 30239F106 1,259,700.00 64,600.00
FLAGSTAR BANCORP INC Common 337930101 1,333,200.00 52,800.00
FOODMAKER INC NEW Common 344839204 1,353,487.50 47,700.00
FOSSIL INC Common 349882100 2,984,737.50 61,700.00
FRIEDMAN'S INC Common 358438109 686,312.50 79,000.00
FLORIDA ROCK INDS INC Common 341140101 1,519,700.00 33,400.00
GUESS INC Common 401617105 870,187.50 63,000.00
OSHKOSH B GOSH INC Common 688222207 1,428,050.00 67,600.00
HAMBRECHT & QUIST GROU Common 406545103 921,875.00 25,000.00
HAVERTY FURNITURE INC Common 419596101 1,099,800.00 31,200.00
INVESTMENT TECHNOLOGY Common 46145F105 2,537,842.87 78,999.00
JACOBS ENGR GROUP INC Common 469814107 1,026,000.00 27,000.00
JEFFERIES GROUP INC NE Common 472319102 1,974,900.00 68,100.00
JLG INDS INC Common 466210101 2,119,000.00 104,000.00
JOHN NUVEEN CO Common 478035108 1,558,093.75 36,500.00
KAUFMAN & BROAD HOME C Common 486168107 1,395,487.50 56,100.00
LONE STAR INDS INC Common 542290408 2,738,306.25 72,900.00
LENNAR CORP Common 526057104 2,124,513.60 88,521.00
LATTICE SEMICONDUCTOR Common 518415104 1,494,000.00 24,000.00
LA Z BOY INC Common 505336107 1,773,300.00 77,100.00
M D C HLDGS INC Common 552676108 993,300.00 46,200.00
MIDAS GROUP INC Common 595626102 936,375.00 33,000.00
METZLER GROUP INC Common 592903108 1,281,800.00 46,400.00
MOHAWK INDS INC Common 608190104 2,180,925.00 71,800.00
M/I SCHOTTENSTEIN HOME Common 55305B101 759,625.00 41,200.00
MERISTAR HOSPITALITY C Common 58984Y103 2,019,375.00 90,000.00
MIKASA INC Common 59862T109 622,187.50 55,000.00
MUSICLAND STORES CORP Common 62758B109 1,355,650.00 142,700.00
MONACO COACH CORP Common 60886R103 1,878,675.00 44,400.00
MEDICIS PHARMACEUTICAL Common 584690309 507,500.00 20,000.00
MTI TECHNOLOGY CORP Common 553903105 1,506,106.25 115,300.00
MANITOWOC INC Common 563571108 1,829,418.75 43,950.00
METRIS COS INC Common 591598107 1,833,750.00 45,000.00
NATIONAL R V HLDGS INC Common 637277104 1,455,000.00 60,000.00
NVR INC Common 62944T105 3,512,218.75 67,300.00
NEW PLAN EXCEL RLTY TR Common 648053106 1,620,000.00 90,000.00
O'SULLIVAN INDS HLDGS Common 688609106 1,609,900.00 94,700.00
PINNACLE SYS INC Common 723481107 1,513,125.00 45,000.00
PFF BANCORP INC Common 69331W104 1,181,250.00 63,000.00
PULTE CORP Common 745867101 1,360,687.50 59,000.00
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C>
DOLLAR THRIFTY AUTOMOT X 53,900 45,000
DAL-TILE INTL INC X 35,000 35,000
ETHAN ALLEN INTERIORS X 33,600 27,600
FIRSTFED FINL CORP X 20,000 16,500
FBL FINL GROUP INC X 34,600 30,000
FLAGSTAR BANCORP INC X 29,100 23,700
FOODMAKER INC NEW X 26,100 21,600
FOSSIL INC X 34,300 27,400
FRIEDMAN'S INC X 43,700 35,300
FLORIDA ROCK INDS INC X 18,400 15,000
GUESS INC X 35,000 28,000
OSHKOSH B GOSH INC X 37,600 30,000
HAMBRECHT & QUIST GROU X 10,000 15,000
HAVERTY FURNITURE INC X 17,200 14,000
INVESTMENT TECHNOLOGY X 44,000 34,999
JACOBS ENGR GROUP INC X 15,000 12,000
JEFFERIES GROUP INC NE X 37,300 30,800
JLG INDS INC X 58,000 46,000
JOHN NUVEEN CO X 20,000 16,500
KAUFMAN & BROAD HOME C X 31,800 24,300
LONE STAR INDS INC X 40,200 32,700
LENNAR CORP X 48,823 39,698
LATTICE SEMICONDUCTOR X 12,000 12,000
LA Z BOY INC X 39,000 38,100
M D C HLDGS INC X 28,400 17,800
MIDAS GROUP INC X 18,000 15,000
METZLER GROUP INC X 26,500 19,900
MOHAWK INDS INC X 39,100 32,700
M/I SCHOTTENSTEIN HOME X 23,300 17,900
MERISTAR HOSPITALITY C X 50,000 40,000
MIKASA INC X 27,500 27,500
MUSICLAND STORES CORP X 79,300 63,400
MONACO COACH CORP X 21,000 23,400
MEDICIS PHARMACEUTICAL X 11,000 9,000
MTI TECHNOLOGY CORP X 57,900 57,400
MANITOWOC INC X 23,850 20,100
METRIS COS INC X 25,000 20,000
NATIONAL R V HLDGS INC X 30,000 30,000
NVR INC X 37,100 30,200
NEW PLAN EXCEL RLTY TR X 50,000 40,000
O'SULLIVAN INDS HLDGS X 52,200 42,500
PINNACLE SYS INC X 25,000 20,000
PFF BANCORP INC X 35,000 28,000
PULTE CORP X 32,500 26,500
</TABLE>
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<TABLE>
<CAPTION>
<S> <C> <C> <C> <C>
PARK ELECTROCHEMICAL C Common 700416209 2,343,125.00 81,500.00
PLANTRONICS INC NEW Common 727493108 1,621,612.50 24,900.00
PUBLIC SVC CO N MEX Common 744499104 993,750.00 50,000.00
PRE PAID LEGAL SVCS IN Common 740065107 1,410,500.00 52,000.00
PROGRESS SOFTWARE CORP Common 743312100 1,265,600.00 44,800.00
RITCHIE BROS AUCTIONEE Common 767744105 1,017,937.50 26,700.00
RICHMOND CNTY FINL COR Common 764556106 1,491,875.00 77,500.00
RLI CORP Common 749607107 2,596,250.00 67,000.00
AARON RENTS INC Common 002535201 1,001,250.00 45,000.00
RELIANCE STEEL & ALUMI Common 759509102 1,423,500.00 36,500.00
ROSLYN BANCORP INC Common 778162107 1,830,468.75 106,500.00
RYANS FAMILY STEAK HOU Common 783519101 646,350.00 55,600.00
RYLAND GROUP INC Common 783764103 1,603,125.00 54,000.00
STRUCTURAL DYNAMICS RE Common 863555108 625,556.25 33,700.00
SPARTECH CORP Common 847220209 1,856,387.50 58,700.00
SEI INVESTMENTS CO Common 784117103 829,550.00 9,400.00
SMITHFIELD FOODS INC Common 832248108 1,842,406.25 55,100.00
SALTON INC Common 795757103 2,500,000.00 50,000.00
SLI INC Common 78442T108 972,000.00 36,000.00
STANDARD MTR PRODS INC Common 853666105 1,543,500.00 63,000.00
STANDARD PAC CORP NEW Common 85375C101 1,086,800.00 83,600.00
STONERIDGE INC Common 86183P102 1,400,000.00 100,000.00
SUNQUEST INFORMATION S Common 867654105 543,412.50 33,700.00
SUPERIOR TELECOM INC Common 868365107 2,150,000.00 86,000.00
STANDEX INTL CORP Common 854231107 788,400.00 28,800.00
TIMBERLAND CO Common 887100105 2,109,937.50 31,000.00
3DFX INTERACTIVE INC Common 88553X103 2,226,562.50 142,500.00
TECUMSEH PRODS CO Common 878895200 2,077,293.75 34,300.00
TEREX CORP NEW Common 880779103 1,421,431.25 46,700.00
TRIUMPH GROUP INC NEW Common 896818101 619,650.00 24,300.00
THOR INDS INC Common 885160101 971,843.75 34,250.00
THORNBURG MTG ASSET CO Common 885218107 476,000.00 47,600.00
THERMO OPTEK CORP Common 883582108 311,250.00 30,000.00
TORO CO Common 891092108 649,687.50 16,500.00
TRANS WORLD ENTMT CORP Common 89336Q100 1,395,000.00 124,000.00
TOWER AUTOMOTIVE INC Common 891707101 1,945,968.75 76,500.00
UNIGRAPHICS SOLUTIONS Common 904928108 1,316,875.00 70,000.00
URS CORP NEW Common 903236107 3,321,106.25 113,300.00
USFREIGHTWAYS CORP Common 916906100 1,908,075.00 41,200.00
VALASSIS COMMUNICATION Common 918866104 1,236,093.75 33,750.00
WEBSTER FINL CORP Common 947890109 854,437.50 31,500.00
WINNEBAGO INDS INC Common 974637100 2,310,750.00 102,700.00
XIRCOM INC Common 983922105 2,194,562.50 73,000.00
XTRA CORP Common 984138107 1,653,750.00 36,000.00
ZALE CORP NEW Common 988858106 1,780,000.00 44,500.00
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193,410,009.59 7,659,570.00
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C>
PARK ELECTROCHEMICAL C X 44,500 37,000
PLANTRONICS INC NEW X 13,700 11,200
PUBLIC SVC CO N MEX X 25,000 25,000
PRE PAID LEGAL SVCS IN X 28,100 23,900
PROGRESS SOFTWARE CORP X 23,900 20,900
RITCHIE BROS AUCTIONEE X 14,700 12,000
RICHMOND CNTY FINL COR X 42,500 35,000
RLI CORP X 37,000 30,000
AARON RENTS INC X 25,000 20,000
RELIANCE STEEL & ALUMI X 20,000 16,500
ROSLYN BANCORP INC X 58,900 47,600
RYANS FAMILY STEAK HOU X 30,600 25,000
RYLAND GROUP INC X 30,000 24,000
STRUCTURAL DYNAMICS RE X 17,900 15,800
SPARTECH CORP X 32,600 26,100
SEI INVESTMENTS CO X 5,100 4,300
SMITHFIELD FOODS INC X 30,400 24,700
SALTON INC X 25,000 25,000
SLI INC X 20,000 16,000
STANDARD MTR PRODS INC X 35,000 28,000
STANDARD PAC CORP NEW X 46,500 37,100
STONERIDGE INC X 50,000 50,000
SUNQUEST INFORMATION S X 17,200 16,500
SUPERIOR TELECOM INC X 52,000 34,000
STANDEX INTL CORP X 14,900 13,900
TIMBERLAND CO X 15,200 15,800
3DFX INTERACTIVE INC X 77,500 65,000
TECUMSEH PRODS CO X 18,900 15,400
TEREX CORP NEW X 25,700 21,000
TRIUMPH GROUP INC NEW X 14,900 9,400
THOR INDS INC X 19,200 15,050
THORNBURG MTG ASSET CO X 25,100 22,500
THERMO OPTEK CORP X 15,000 15,000
TORO CO X 8,700 7,800
TRANS WORLD ENTMT CORP X 65,000 59,000
TOWER AUTOMOTIVE INC X 32,500 44,000
UNIGRAPHICS SOLUTIONS X 35,000 35,000
URS CORP NEW X 62,300 51,000
USFREIGHTWAYS CORP X 22,300 18,900
VALASSIS COMMUNICATION X 18,750 15,000
WEBSTER FINL CORP X 17,500 14,000
WINNEBAGO INDS INC X 55,100 47,600
XIRCOM INC X 40,000 33,000
XTRA CORP X 20,000 16,000
ZALE CORP NEW X 24,900 19,600
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4,169,023 3,490,547
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