<PAGE> 1
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT
TO SECTION 13(f) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER
Report for the Calendar Year or Quarter Ended September 30, 1999.
- --------------------------------------------------------------------------------
(Please read instructions before preparing form.)
- --------------------------------------------------------------------------------
If amended report check here: [ ]
Martingale Asset Management, L.P.
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
222 Berkeley Street Boston MA 02116
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
Patricia J. O'Connor, Chief Financial Officer, Senior Vice President
- --------------------------------------------------------------------------------
Name, Phone No., and Title of Person Duly Authorized to Submit This Report.
Form 13F File Number: 28-4632
-------
- ---------------------------------- ATTENTION -----------------------------------
INTENTIONAL MISSTATEMENTS OR OMISSIONS OF FACTS CONSTITUTE
FEDERAL CRIMINAL VIOLATIONS. SEE 18 U.S.C. 1001 AND 15 U.S.C. 78ff(a).
- --------------------------------------------------------------------------------
The institutional investment manager submitting this Form and its attachments
and the person by whom it is signed represent hereby that all information
contained therein is true, correct and complete. It is understood that all
required items, statements and schedules are considered integral parts of this
Form and that the submission of any amendment represents that all unamended
items, statements and schedules remain true, correct and complete as previously
submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the
undersigned institutional investment manager has caused this report to be signed
on its behalf in the City of Boston and State of Massachusetts on the 8th day
of November 1999.
Martingale Asset Management, L.P.
-------------------------------------------
(Name of Institutional Investment Manager
Patricia J. O'Connor
-------------------------------------------
(Manual Signature of Person Duly Authorized
to Submit This Report)
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filled (other than the one filing this report): (List
in alphabetical order).
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
Name: 13F File No.: Name: 13F File No.:
- --------------------------------------- ---------------------------------------
1. 6.
- --------------------------------------- ---------------------------------------
2. 7.
- --------------------------------------- ---------------------------------------
3. 8.
- --------------------------------------- ---------------------------------------
4. 9.
- --------------------------------------- ---------------------------------------
5. 10.
- --------------------------------------- ---------------------------------------
SEC 1685 (5/91)
<PAGE> 2
Martingale Asset Management
FORM 13F
September 30, 1999
<TABLE>
<CAPTION>
VOTING AUTHORITY
----------------------------
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
A C Nielson COM 004833109 295 13000.00 SH Sole 13000.00
ADC Telecom COM 000886101 2030 48400.00 SH Sole 48400.00
AT&T COM 001957109 21156 486350.00 SH Sole 321000.00 170750.00
AXA Finl Inc COM 002451102 5185 92900.00 SH Sole 58400.00 35000.00
Abbott Labs COM 002824100 316 8600.00 SH Sole 8600.00
Action Performance Cos Inc COM 004933107 472 22400.00 SH Sole 22400.00
Adaptec Inc COM 00651F108 3949 99500.00 SH Sole 69500.00 30000.00
Albany Int'l Cl A COM 012348108 158 10448.00 SH Sole 10448.00
Albemarle Corp COM 012653101 513 25500.00 SH Sole 25500.00
Albertson's Inc COM 013104104 906 22900.00 SH Sole 22900.00
Allamerica Fin'l COM 019754100 2486 52200.00 SH Sole 26000.00 26200.00
Allegheny Energy Inc COM 017361106 2534 79500.00 SH Sole 55400.00 24100.00
Allied-Signal Inc COM 019512102 641 10700.00 SH Sole 400.00 10700.00
Allstate Corp COM 020002101 2646 106100.00 SH Sole 83100.00 24100.00
Alltel Corp COM 020039103 1324 18810.00 SH Sole 18810.00 134.00
Ambac Finl Group COM 023139108 6059 127900.00 SH Sole 71000.00 56900.00
America Online Inc COM 02364J104 1821 17500.00 SH Sole 17500.00
American Elec Power COM 025537101 539 15800.00 SH Sole 15800.00
American Express COM 025816109 364 2700.00 SH Sole 2700.00
American Financial Group COM 025932104 1064 37900.00 SH Sole 30300.00 7600.00
American Int'l Group COM 026874107 10935 125775.00 SH Sole 108525.00 17750.00
Amerisource Health Corp COM 03071P102 2369 100000.00 SH Sole 71200.00 28800.00
Ameritech COM 030954101 4345 65100.00 SH Sole 24900.00 40400.00
Ametek Inc COM 031100100 374 18900.00 SH Sole 18900.00
Amgen Inc COM 031162100 1483 18200.00 SH Sole 18200.00
Anchor Gaming COM 033037102 1023 17200.00 SH Sole 17200.00
Aon Corporation COM 037389103 1718 58100.00 SH Sole 54900.00 3200.00
Apache Corp COM 037411105 3710 85900.00 SH Sole 33600.00 52300.00
Apartment Invt & Mgmt COM 03748R101 237 6200.00 SH Sole 6200.00
Apple Computer Inc COM 037833100 5755 90900.00 SH Sole 66500.00 24600.00
Applebees Intl Inc COM 037899101 2149 63800.00 SH Sole 59700.00 4100.00
Applied Materials COM 038222105 847 10900.00 SH Sole 1800.00 9100.00
Arrow Electrs Inc COM 042735100 1302 73900.00 SH Sole 73900.00
Arvin Inds Inc COM 043339100 272 8800.00 SH Sole 8800.00
Astec Industries Inc COM 046224101 297 12300.00 SH Sole 3700.00 8600.00
Aurora Foods Inc COM 05164B106 160 10000.00 SH Sole 10000.00
Avalonbay Communities Inc COM 053484101 207 6100.00 SH Sole 6100.00
Avery Dennison Corporation COM 053611109 638 12100.00 SH Sole 12100.00
Avnet Inc COM 053807103 1701 40500.00 SH Sole 40500.00
Ball Corp COM 058498106 251 5700.00 SH Sole 5700.00 200.00
Banc One Corp COM 06423A103 8148 234068.00 SH Sole 137968.00 99000.00
Bancwest Corp COM 059790105 435 10700.00 SH Sole 10700.00 300.00
Bank United Corp Cl A COM 065412108 246 7600.00 SH Sole 7600.00 500.00
Bank of America Corp COM 060505104 28205 506484.00 SH Sole 341784.00 168200.00
Banta Corp COM 066821109 727 32600.00 SH Sole 23000.00 9800.00
Barr Laboratories COM 068306109 521 16400.00 SH Sole 16400.00
Barrett Resources Corp COM 068480201 480 13000.00 SH Sole 13000.00
Barrick Gold COM 067901108 2269 104300.00 SH Sole 104300.00
Bear Stearns Co COM 073902108 3317 86300.00 SH Sole 47700.00 39100.00
Becton Dickinson & Company COM 075887109 281 10000.00 SH Sole 2200.00 7800.00
Belden Inc COM 077459105 644 31400.00 SH Sole 11500.00 20000.00
Bell Atlantic Corp COM 077853109 16781 249300.00 SH Sole 161900.00 90900.00
Bellsouth Corp COM 079860102 25897 575500.00 SH Sole 371200.00 209000.00
Bergen Brunswig COM 083739102 3419 329500.00 SH Sole 219500.00 110000.00
Berkshire Rlty Inc COM 084710102 121 10100.00 SH Sole 10100.00 500.00
Best Buy Inc COM 086516101 304 4900.00 SH Sole 4900.00
Bindley Western Inds COM 090324104 1085 75799.66 SH Sole 54799.66 21200.00
Biomatrix Inc. COM 09060P102 211 9400.00 SH Sole 700.00 8700.00
Block H & R Inc COM 093671105 3697 85100.00 SH Sole 60800.00 24600.00
</TABLE>
1
<PAGE> 3
Martingale Asset Management
FORM 13F
September 30, 1999
<TABLE>
<CAPTION>
VOTING AUTHORITY
----------------------------
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Blyth Industries Inc COM 09643P108 850 30300.00 SH Sole 6600.00 23700.00
Boeing Company COM 097023105 4599 107900.00 SH Sole 98400.00 10400.00
Borg Warner Auto COM 099724106 576 13400.00 SH Sole 13400.00 200.00
Bowne & Co Inc COM 103043105 242 20000.00 SH Sole 17800.00 2200.00
Briggs and Stratton COM 109043109 379 6500.00 SH Sole 6500.00
Brinker Intl Inc COM 109641100 639 23600.00 SH Sole 3600.00 20000.00
Bristol Meyers Squibb COM 110122108 11178 165600.00 SH Sole 165600.00
Brunswick Corp COM 117043109 4015 161400.00 SH Sole 125200.00 36200.00
Buckle Inc COM 118440106 243 14100.00 SH Sole 4300.00 9800.00
Burlington Coat Factory COM 121579106 705 35700.00 SH Sole 35700.00
Burlington Northern COM 12189T104 1039 37800.00 SH Sole 32200.00 6100.00
Burlington Resources COM 122014103 1624 44200.00 SH Sole 23300.00 21300.00
C B S Inc COM 12490K107 12820 277200.00 SH Sole 192100.00 87400.00
C D I Corp COM 125071100 849 31100.00 SH Sole 26600.00 4600.00
CBRL Group Inc COM 12489V106 522 33700.00 SH Sole 33700.00
CIT Group Inc COM 125577106 6138 298500.00 SH Sole 168700.00 129800.00
CKE Restaurants Inc COM 12561E105 220 30330.00 SH Sole 30330.00 200.00
CSG Systems Int'l Inc COM 126349109 3371 123000.00 SH Sole 88700.00 34300.00
Cable Design Technologies COM 126924109 1049 46000.00 SH Sole 46000.00
Cabot Corp COM 127055101 646 27200.00 SH Sole 21700.00 5500.00
Cambrex Corp COM 132011107 309 11700.00 SH Sole 11700.00 300.00
Canadian Pacific Ltd COM 135923100 3319 145500.00 SH Sole 145500.00
Canandaigua Brands Cl A COM 2928 49000.00 SH Sole 40600.00 8400.00
Cardinal Health Inc COM 14149Y108 2600 47700.00 SH Sole 47700.00
Carematrix Corporation COM 141706101 88 16900.00 SH Sole 16900.00
Carlisle Cos Inc COM 142339100 340 8600.00 SH Sole 8600.00
Carnival Corp Cl A COM 143658102 3402 78200.00 SH Sole 78200.00
Caseys General Stores Inc COM 147528103 232 17300.00 SH Sole 13300.00 4000.00
Centex Construction Products COM 15231R109 910 24500.00 SH Sole 19200.00 5500.00
Centex Corp COM 152312104 6214 210200.00 SH Sole 141000.00 69200.00
Centurytel COM 156700106 4452 109600.00 SH Sole 78650.00 30950.00
Charter One Finl COM 160903100 9448 408548.75 SH Sole 219308.75 192640.00
Chase Manhattan COM 16161A108 23699 314420.00 SH Sole 216820.00 100000.00
Chattem Inc COM 162456107 258 11700.00 SH Sole 11700.00
Checkpoint Systems COM 162825103 384 41200.00 SH Sole 41200.00
Chevron Corp COM 166751107 4535 51100.00 SH Sole 40400.00 11000.00
Cincinnati Bell COM 171870108 628 32300.00 SH Sole 32300.00
Cisco Systems COM 17275R102 5608 81800.00 SH Sole 81800.00
Citigroup Inc COM 172967101 34129 775650.00 SH Sole 521700.00 259750.00
City National Corp COM 178566105 433 12900.00 SH Sole 12900.00
Claires Stores Inc COM 179584107 838 50600.00 SH Sole 15500.00 35100.00
Clear Channel Comm COM 184502102 2963 37100.00 SH Sole 36100.00 1000.00
Coastal Corp COM 190441105 11110 271400.00 SH Sole 171100.00 102200.00
Coca-Cola Co COM 191216100 2287 47400.00 SH Sole 47400.00
Columbia Energy Group COM 197648108 1462 26400.00 SH Sole 26400.00
Comerica Inc COM 200340107 1109 21900.00 SH Sole 21900.00
Commercial Metals COM 201723103 500 17400.00 SH Sole 12100.00 5500.00
Computer Assoc Int'l COM 204912109 3368 55100.00 SH Sole 36700.00 18400.00
Compuware Corp COM 205638109 625 24000.00 SH Sole 24000.00
Conagra Inc COM 205887102 293 13000.00 SH Sole 9700.00 3300.00
Conseco Inc COM 208464107 9433 496500.00 SH Sole 375800.00 123500.00
Continental Airlines -Cl B COM 210795308 347 10600.00 SH Sole 10600.00
Cordant Technologies COM 218412104 3059 100500.00 SH Sole 63700.00 36800.00
Corn Products Intl COM 219023108 557 18300.00 SH Sole 7600.00 10900.00
Cornerstone Pptys Inc COM 21922H103 238 15600.00 SH Sole 15600.00
Countrywide Cr Inds COM 222372104 2922 90600.00 SH Sole 59700.00 32900.00
Covance Inc COM 222816100 727 75000.00 SH Sole 23200.00 51800.00
Cox Communications COM 224044107 1336 32010.80 SH Sole 22237.80 9773.00
Crane Company COM 224399105 905 40350.00 SH Sole 14350.00 26000.00
</TABLE>
2
<PAGE> 4
Martingale Asset Management
FORM 13F
September 30, 1999
<TABLE>
<CAPTION>
VOTING AUTHORITY
----------------------------
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Cummins Engine COM 231021106 4314 86600.00 SH Sole 64300.00 22300.00
Cytec Industries COM 232820100 3071 130700.00 SH Sole 98500.00 32400.00
D.R. Horton COM 23331A109 1104 85300.00 SH Sole 39300.00 46000.00
DTE Holdings Inc COM 233331107 7457 205000.00 SH Sole 141700.00 63300.00
Darden Restaurants COM 237194105 284 14500.00 SH Sole 14500.00
Dean Foods COM 242361103 667 15300.00 SH Sole 3200.00 12100.00
Delphi Finl Group COM 247131105 644 21318.00 SH Sole 21318.00 306.00
Delta Air Lines COM 247361108 4273 88100.00 SH Sole 57900.00 31200.00
Dentsply Intl Inc COM 249030107 3549 156000.00 SH Sole 86900.00 69100.00
Detroit Diesel Corp COM 250837101 252 13600.00 SH Sole 7800.00 5800.00
Diamond Offshore Drilling COM 25271C102 2129 63800.00 SH Sole 58800.00 5000.00
Dime Bankcorp Inc COM 25429Q102 709 40500.00 SH Sole 19200.00 21300.00
Disney (Walt) Prod COM 254687106 226 8700.00 SH Sole 8700.00
Dollar Thrifty Automotive COM 256743105 257 12400.00 SH Sole 12400.00 400.00
Donnelley (R.R.) & Sons COM 257867101 947 32800.00 SH Sole 19300.00 13500.00
Dow Chemical Company COM 260543103 5102 44900.00 SH Sole 39400.00 6500.00
Du Pont (E.I.) DeNemours COM 263534109 302 5000.00 SH Sole 5000.00
Duke Energy Corp COM 264399106 1962 35600.00 SH Sole 20100.00 16900.00
Dura Pharmaceuticals COM 26632S109 1345 96500.00 SH Sole 85900.00 10600.00
Dycom Industries COM 267475101 2763 65500.00 SH Sole 45700.00 19800.00
EBAY Inc COM 278642103 226 1600.00 SH Sole 1600.00
EMC Corp COM 268648102 1813 25400.00 SH Sole 25400.00
EXXON Corp COM 302290101 22770 299600.00 SH Sole 215200.00 87400.00
Earthgrains Co COM 270319106 555 25100.00 SH Sole 4000.00 21100.00
Eaton Corp COM 278058102 1735 20100.00 SH Sole 20100.00 200.00
Edison International COM 281020107 229 9400.00 SH Sole 9400.00
Edwards ( A.G.) Inc COM 281760108 1060 40200.00 SH Sole 20200.00 20000.00
El Paso Energy Corporation COM 283905107 1521 37800.00 SH Sole 6300.00 31500.00
Electronic Data Systems COM 285661104 1048 19800.00 SH Sole 17800.00 2400.00
Energen Corp COM 29265N108 944 46600.00 SH Sole 37500.00 9400.00
Energy East Corp COM 29266M109 1107 46600.00 SH Sole 46600.00
Engelhard Corp COM 292845104 1683 92200.00 SH Sole 92200.00
Equitable Resources COM 294549100 261 6900.00 SH Sole 6900.00 300.00
Equity Office Properties COM 294741103 232 10000.00 SH Sole 10000.00
FMC Corp COM 302491303 7382 153000.00 SH Sole 103600.00 49400.00
FPL Group Inc COM 302571104 2312 45900.00 SH Sole 45900.00
Fannie Mae COM 313586109 5554 88600.00 SH Sole 55000.00 35100.00
Federal Home Ln Mt COM 313400301 2657 51100.00 SH Sole 36200.00 14900.00
Federated Dept Stores COM 31410H101 7824 179100.00 SH Sole 103600.00 77500.00
Finova Group Inc COM 317928109 1580 43300.00 SH Sole 37600.00 5700.00
First American Fin'l Cp Ca COM 318522307 556 41600.00 SH Sole 41600.00 700.00
First Citizens Bancsh Cl A COM 31946M103 399 5200.00 SH Sole 5200.00 100.00
First Data Corp COM 319963104 513 11700.00 SH Sole 9300.00 2600.00
First Union Corp COM 337358105 9295 260900.00 SH Sole 205500.00 57600.00
FirstEnergy Corp COM 337932107 1314 51900.00 SH Sole 38100.00 13800.00
Firstar Corp COM 33763V109 1499 58500.00 SH Sole 58500.00
Fleet Boston Corp COM 33901A108 11280 308000.00 SH Sole 188300.00 122500.00
Ford Motor Company COM 345370100 21316 424200.00 SH Sole 296100.00 131000.00
Fort James Corporation COM 347471104 366 13700.00 SH Sole 13700.00
Fremont General Corp COM 357288109 154 16300.00 SH Sole 16300.00
Frontier Ins Grp Inc COM 359081106 541 61860.00 SH Sole 28760.00 33100.00
Furniture Brands COM 360921100 2252 114400.00 SH Sole 78200.00 36200.00
Furon Co COM 361106107 367 14700.00 SH Sole 10500.00 4200.00
GATX Corp COM 361448103 1317 42400.00 SH Sole 28900.00 13500.00
GPU Inc. COM 36225X100 13304 407800.00 SH Sole 281300.00 128800.00
GTE Corp COM 362320103 3444 44800.00 SH Sole 14400.00 30400.00
Galileo International COM 363547100 6005 149200.00 SH Sole 89400.00 59800.00
Gannett Co COM 364730101 10890 157400.00 SH Sole 95600.00 63100.00
Gencorp Inc COM 368682100 635 34700.00 SH Sole 34700.00 200.00
</TABLE>
3
<PAGE> 5
Martingale Asset Management
FORM 13F
September 30, 1999
<TABLE>
<CAPTION>
VOTING AUTHORITY
----------------------------
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
General Electric COM 369604103 15627 131800.00 SH Sole 131800.00
General Motors Corp COM 370442105 6520 103600.00 SH Sole 63200.00 40700.00
Genl Dynamics COM 369550108 593 9500.00 SH Sole 9500.00
Georgia Pacific Corp COM 373298108 5952 147200.00 SH Sole 109100.00 38100.00
Gerber Scientific COM 373730100 239 10700.00 SH Sole 10700.00 400.00
Goodrich (B.F.) COM 382388106 5568 192000.00 SH Sole 112100.00 79900.00
Gotham Partners COM 38346L9G3 8490 5932.39 SH Other 5932.39
Grace (W.R.) COM 38388F108 4619 282100.00 SH Sole 159500.00 122600.00
Gtech Hldgs Corp COM 400518106 1336 62300.00 SH Sole 62300.00 500.00
Harman Intl Inds COM 413086109 282 6700.00 SH Sole 6700.00
Harrah's Entertainment COM 413619107 538 19400.00 SH Sole 19400.00
Hasbro COM 418056107 705 32800.00 SH Sole 32800.00
Haverty Furniture COM 419596101 316 21800.00 SH Sole 21800.00 200.00
Healthsouth Corp COM 421924101 2051 334900.00 SH Sole 196000.00 143200.00
Henry Schein Inc COM 806407102 1596 112000.00 SH Sole 70000.00 42000.00
Herbalife Intl COM 426908208 285 18700.00 SH Sole 18700.00 500.00
Hewlett-Packard Company COM 428236103 8857 97600.00 SH Sole 72300.00 26000.00
Home Depot COM 437076102 1565 22800.00 SH Sole 22800.00
Honeywell Inc COM 438506107 623 5600.00 SH Sole 5600.00
Household Int'l COM 441815107 8575 213700.00 SH Sole 166800.00 48200.00
Houston Exploration Company COM 442120101 291 13400.00 SH Sole 13400.00 200.00
Hughes Supply Inc COM 444482103 1318 60600.00 SH Sole 45400.00 15500.00
IBP Inc COM 449223106 9907 401300.00 SH Sole 259400.00 141900.00
ICN Pharmaceutical COM 448924100 2262 131600.00 SH Sole 71200.00 60400.00
IKON Office Solutions COM 451713101 1135 106200.00 SH Sole 106200.00
IMC Global COM 449669100 194 13300.00 SH Sole 13300.00
ITT Industries COM 450911102 687 21600.00 SH Sole 10100.00 11500.00
Imperial Bancorp COM 452556103 1543 72604.00 SH Sole 54460.00 18144.00
Ingersoll-Rand Co COM 456866102 4164 75800.00 SH Sole 60800.00 15000.00
Ingram Micro COM 457153104 1340 104100.00 SH Sole 51600.00 52500.00
Integrated Device COM 458118106 1983 107200.00 SH Sole 75800.00 31600.00
Intel Corp COM 458140100 6265 84300.00 SH Sole 84300.00
Intermet Corp COM 45881K104 321 37900.00 SH Sole 28300.00 9900.00
Interpool Inc COM 46062R108 93 12200.00 SH Sole 12200.00 400.00
Interstate Bakeries COM 46072H108 1920 83500.00 SH Sole 53400.00 30100.00
Intl Business Machines COM 459200101 17000 140500.00 SH Sole 91000.00 50600.00
Intl Home Foods Inc COM 459655106 1657 94700.00 SH Sole 68600.00 26100.00
Invacare Corp COM 461203101 290 14800.00 SH Sole 100.00 14800.00
JDS Uniphase Corp COM 46612J101 228 2000.00 SH Sole 2000.00
JLG Industries Inc COM 466210101 828 54500.00 SH Sole 38700.00 15800.00
JSB Financial Inc COM 46624M100 229 4000.00 SH Sole 4000.00
Johnson & Johnson COM 478160104 7019 76400.00 SH Sole 50400.00 27100.00
Johnson Controls Inc COM 478366107 4808 72500.00 SH Sole 33100.00 40300.00
Jones Pharm Inc COM 480236108 959 29100.00 SH Sole 29100.00
K Mart Corp COM 482584109 2801 239700.00 SH Sole 239700.00
Kansas City Life Ins Co COM 484836101 372 10200.00 SH Sole 10200.00
Kaufman & Broad Home COM 486168107 848 41100.00 SH Sole 41100.00 500.00
Keane Inc COM 486665102 730 32000.00 SH Sole 14900.00 17100.00
Keebler Foods Co COM 487256109 1422 47600.00 SH Sole 47600.00
Kerr McGee Corp COM 492386107 325 5900.00 SH Sole 5900.00
Kimberly-Clark COM 494368103 10977 208100.00 SH Sole 127600.00 82400.00
King World Prod COM 495667107 502 13400.00 SH Sole 13400.00
Knight Ridder COM 499040103 583 10600.00 SH Sole 10600.00
LG&E Energy Corp COM 501917108 1626 76500.00 SH Sole 35900.00 40600.00
Lancaster Colony Corp COM 513847103 2517 78650.00 SH Sole 51150.00 27500.00
Landamerica Finl Group COM 514936103 237 12000.00 SH Sole 12000.00 200.00
Lear Corp COM 521865105 574 16300.00 SH Sole 16300.00
Lehman Brothers Holding Compan COM 524908100 2160 37000.00 SH Sole 37000.00
Lennar Corp COM 526057104 1501 94200.00 SH Sole 85600.00 8900.00
</TABLE>
4
<PAGE> 6
Martingale Asset Management
FORM 13F
September 30, 1999
<TABLE>
<CAPTION>
VOTING AUTHORITY
----------------------------
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Lexmark Intl Group COM 529771107 1167 14500.00 SH Sole 14500.00
Libbey Inc COM 529898108 1525 51600.00 SH Sole 42800.00 8800.00
Liberty Corp S C COM 530370105 246 5300.00 SH Sole 5300.00 100.00
Lilly (Eli) Co COM 532457108 815 12700.00 SH Sole 12700.00
Lilly Industries Inc -Cl A COM 532491107 217 15900.00 SH Sole 10400.00 5500.00
Lincoln Electric Holdings COM 533900106 539 25800.00 SH Sole 21700.00 4100.00
Lincoln Nat'l Corp COM 534187109 1934 51500.00 SH Sole 43000.00 8500.00
Loew's Corp COM 540424108 1530 21800.00 SH Sole 14600.00 7200.00
Louisiana Pacific Corp COM 546347105 6142 393100.00 SH Sole 259000.00 134100.00
Lowe's Companies COM 548661107 424 8700.00 SH Sole 8700.00
Lucent Technologies COM 549463107 6818 105100.00 SH Sole 95100.00 10000.00
M & T Bank Corporation COM 55261F104 1285 2800.00 SH Sole 1500.00 1300.00
MBIA Inc COM 55262C100 4863 104300.00 SH Sole 82700.00 22600.00
MCI Worldcom Inc COM 55268B106 15863 220700.00 SH Sole 176700.00 45700.00
MCN Energy Group Inc. COM 55267J100 533 31000.00 SH Sole 31000.00
MDC Holdings COM 552676108 194 12000.00 SH Sole 12000.00 400.00
MGIC Investment COM 552848103 14922 312500.00 SH Sole 212000.00 102300.00
Magnetek Inc COM 559424106 290 32400.00 SH Sole 32400.00
Mail-Well Inc. COM 560321200 1272 91700.00 SH Sole 60200.00 31500.00
Mallinckrodt Group COM 561232109 359 11900.00 SH Sole 11900.00
Manitowoc Inc COM 563571108 1123 32900.00 SH Sole 32900.00
Manpower Inc COM 56418H100 245 8400.00 SH Sole 8400.00
McDonald's Corp COM 580135101 234 5400.00 SH Sole 5400.00
Merck & Co Inc COM 589331107 4433 68400.00 SH Sole 60200.00 8700.00
Mercury Gen'l Corp COM 589400100 311 11300.00 SH Sole 8100.00 3200.00
Meredith Corp COM 589433101 2909 80100.00 SH Sole 44100.00 36000.00
Michael Foods Inc COM 594079105 1304 49600.00 SH Sole 37800.00 11800.00
Micros Systems Inc COM 594901100 202 5000.00 SH Sole 600.00 4400.00
Microsoft Corp COM 594918104 17741 195900.00 SH Sole 195900.00
Midamerican Energy Holdings Co COM 59562V107 726 24600.00 SH Sole 6700.00 17900.00
Mobil Corp COM 607059102 5753 57100.00 SH Sole 40700.00 16600.00
Modis Prof Services COM 607830106 2892 218300.00 SH Sole 159800.00 58500.00
Mohawk Industries COM 608190104 2030 101800.00 SH Sole 73700.00 28100.00
Monsanto Co COM 611662107 1353 37900.00 SH Sole 37900.00
Morgan J P & Co COM 616880100 4444 38900.00 SH Sole 24300.00 14800.00
Morgan Stanley Dean Witter & C COM 617446448 16176 181370.00 SH Sole 131870.00 51200.00
Motorola COM 620076109 3212 36500.00 SH Sole 13600.00 23000.00
Mueller Industries COM 624756102 2360 79500.00 SH Sole 54700.00 24900.00
NTL Inc COM 629407107 356 3700.00 SH Sole 3700.00
Nacco Inds Inc COM 629579103 580 8300.00 SH Sole 8300.00 200.00
Nat'l Data Corp COM 635621105 1118 43000.00 SH Sole 38300.00 4700.00
Nat'l Semiconductor COM 637640103 290 9500.00 SH Sole 9500.00
Noble Drilling Corp COM 655042109 3953 180700.00 SH Sole 133700.00 47000.00
Nortek Inc COM 656559101 1082 31700.00 SH Sole 26200.00 5800.00
Nortel Networks Corp COM 656569100 597 11700.00 SH Sole 11700.00
Nucor Corp COM 670346105 672 14100.00 SH Sole 5700.00 8400.00
Occidental Petroleum COM 674599105 1547 66900.00 SH Sole 30200.00 38300.00
Ocular Sciences Inc. Com COM 675744106 606 31300.00 SH Sole 31300.00
Office Depot Inc COM 676220106 2967 282600.00 SH Sole 229700.00 54100.00
Officemax Inc COM 67622M108 1395 240000.00 SH Sole 177300.00 62700.00
Old Republic Int'l COM 680223104 849 58800.00 SH Sole 58800.00
Omnicare Inc COM 681904108 135 14000.00 SH Sole 14000.00
Oneok Inc COM 682680103 391 12900.00 SH Sole 12900.00 300.00
Oregon Steel Mills COM 686079104 439 39200.00 SH Sole 17800.00 21700.00
Orthodontic Centers of America COM 68750P103 398 22800.00 SH Sole 3500.00 19300.00
Outback Steakhouse COM 689899102 481 18900.00 SH Sole 18900.00
PECO Energy COM 693304107 5696 151900.00 SH Sole 119500.00 32400.00
PNC Financial COM 693475105 2360 44800.00 SH Sole 1400.00 43900.00
PSS World Medical Inc COM 69366A100 156 17400.00 SH Sole 17400.00 500.00
</TABLE>
5
<PAGE> 7
Martingale Asset Management
FORM 13F
September 30, 1999
<TABLE>
<CAPTION>
VOTING AUTHORITY
----------------------------
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Paccar Inc COM 693718108 1124 22100.00 SH Sole 22100.00
Pacific Century Finl COM 694058108 1057 51700.00 SH Sole 51700.00
Pacificare Health System Del C COM 695112102 554 12800.00 SH Sole 12800.00
Paine Webber Inc COM 695629105 997 27500.00 SH Sole 27500.00
Parexel International Corp COM 699462107 537 58900.00 SH Sole 39100.00 19800.00
Park Electrochemical Corp COM 700416209 585 17800.00 SH Sole 13600.00 4300.00
Paxar Corp COM 704227107 586 61700.00 SH Sole 61700.00
Payless Shoesource COM 704379106 1540 30500.00 SH Sole 29100.00 1400.00
Peoples Energy Corp COM 711030106 359 10200.00 SH Sole 10200.00 300.00
Peoples Heritage Finl COM 711147108 180 10800.00 SH Sole 10800.00
Pfizer Inc. COM 717081103 2809 78300.00 SH Sole 78300.00
Philip Morris Inc COM 718154107 10827 316700.00 SH Sole 253500.00 66900.00
Phillips Pete COM 718507106 8629 177000.00 SH Sole 108400.00 70500.00
Pilgrims Pride Corp Cl B COM 721467108 377 43400.00 SH Sole 35500.00 8300.00
Pioneer Std Electronics COM 723877106 1354 93800.00 SH Sole 71300.00 23000.00
Plantronics Inc. COM 727493108 1388 27900.00 SH Sole 16300.00 11600.00
Polaris Inds Inc COM 731068102 810 23400.00 SH Sole 19900.00 3600.00
Policy Mgmt Sys Corp COM 731108106 2135 67500.00 SH Sole 43400.00 24100.00
Praxair COM 74005P104 3721 80900.00 SH Sole 68100.00 13200.00
Precision Castparts COM 740189105 421 13800.00 SH Sole 13800.00 300.00
Prison Realty Corp COM 74264N105 190 17700.00 SH Sole 17700.00 600.00
Procter & Gamble Co COM 742718109 7275 77600.00 SH Sole 77600.00
Providian Finl Corp COM 74406A102 210 2650.00 SH Sole 2650.00
Public Service Ent COM 744573106 9119 236100.00 SH Sole 194300.00 41800.00
Public Service New Mexico COM 744499104 1385 75900.00 SH Sole 43900.00 32500.00
Pulte Corporation COM 745867101 250 11500.00 SH Sole 11500.00
Quaker Oats Company COM 747402105 1633 26400.00 SH Sole 26400.00
Qualcomm Inc COM 747525103 870 4600.00 SH Sole 3200.00 1400.00
Quanex Corp COM 747620102 712 27800.00 SH Sole 15500.00 12500.00
Quantum Corp - DLT & Storage COM 747906204 705 50100.00 SH Sole 50100.00
Questar Corp COM 748356102 821 45300.00 SH Sole 45300.00
Reliant Energy Inc COM 75952J108 4241 156700.00 SH Sole 107000.00 50600.00
Republic Group COM 760473108 171 12300.00 SH Sole 12300.00
Resmed Inc. COM 761152107 808 24400.00 SH Sole 13700.00 10700.00
Reynolds & Reynolds COM 761695105 2899 142300.00 SH Sole 105400.00 36900.00
Rollins Truck Leasing COM 775741101 766 75700.00 SH Sole 75700.00 200.00
Ross Stores Inc COM 778296103 2447 121600.00 SH Sole 97200.00 24400.00
Rowan Cos Inc COM 779382100 169 10400.00 SH Sole 10400.00
Royal Dutch Pet. COM 780257804 8564 145000.00 SH Sole 145000.00
Ryans Family Steak House COM 783519101 498 55300.00 SH Sole 55300.00 200.00
Ryland Group COM 783764103 528 23200.00 SH Sole 23200.00 600.00
SBC Communications COM 78387G103 21303 417200.00 SH Sole 267700.00 153200.00
SCI Systems Inc COM 783890106 822 18500.00 SH Sole 18500.00
SPS Technologies Inc COM 784626103 1203 31700.00 SH Sole 24400.00 7500.00
Safeskin Corp COM 786454108 92 11200.00 SH Sole 7900.00 3300.00
Safeway Inc COM 786514208 2885 75800.00 SH Sole 63000.00 12800.00
Saks Holdings Inc COM 79377W108 1378 90700.00 SH Sole 60400.00 30300.00
Schering Plough Corp COM 806605101 3983 91300.00 SH Sole 91300.00
Scotts Company COM 810186106 602 17400.00 SH Sole 6700.00 10700.00
Sears Roebuck COM 812387108 2551 81300.00 SH Sole 68600.00 13200.00
Seitel Inc COM 816074306 153 15700.00 SH Sole 15700.00 500.00
Sempra Energy COM 816851109 1259 60500.00 SH Sole 60500.00
Shared Med Sys Corp COM 819486101 556 11900.00 SH Sole 5800.00 6100.00
Sherwin Williams Co COM 824348106 693 33100.00 SH Sole 33100.00
Shopko Stores Inc COM 824911101 2494 86000.00 SH Sole 60900.00 25300.00
Shorewood Packaging COM 825229107 401 29600.00 SH Sole 22700.00 6900.00
Smith (A.O.) COM 831865209 396 13100.00 SH Sole 13100.00
Smithfield Foods Inc COM 832248108 2886 107900.00 SH Sole 85800.00 22100.00
Southern Company COM 842587107 1823 70800.00 SH Sole 70800.00
</TABLE>
6
<PAGE> 8
Martingale Asset Management
FORM 13F
September 30, 1999
<TABLE>
<CAPTION>
VOTING AUTHORITY
----------------------------
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Southtrust Corp COM 844730101 1227 34200.00 SH Sole 34200.00
Sovereign Bancorp COM 845905108 109 12000.00 SH Sole 12000.00
Spring Inds Inc COM 851783100 217 6400.00 SH Sole 6400.00 200.00
St. Paul Companies COM 792860108 3685 134000.00 SH Sole 109600.00 24400.00
Standard Pacific Cp COM 85375C101 426 41600.00 SH Sole 26700.00 14900.00
Sterling Commerce COM 859205106 479 25800.00 SH Sole 25800.00
Sterling Software Inc COM 859547101 3544 177200.00 SH Sole 113700.00 63500.00
Suiza Foods Corp COM 865077101 3870 103200.00 SH Sole 81500.00 21700.00
Sungard Data Systems COM 867363103 3463 131600.00 SH Sole 89800.00 41800.00
Supervalu Inc COM 868536103 7565 342900.00 SH Sole 226000.00 116900.00
Symantec COM 871503108 4000 111200.00 SH Sole 82400.00 28800.00
Systemax Inc. COM 871851101 88 10500.00 SH Sole 10500.00
TJX Companies Inc COM 872540109 241 8600.00 SH Sole 8600.00
Tandy Corp COM 875382103 264 5100.00 SH Sole 5100.00
Tech Data COM 878237106 3136 134700.00 SH Sole 81700.00 53000.00
Tecumseh Products COM 878895200 2085 41600.00 SH Sole 29800.00 12000.00
Terex Corp New COM 880779103 2917 92600.00 SH Sole 68400.00 24600.00
Tesoro Pete Corp COM 881609101 2110 127900.00 SH Sole 93300.00 34600.00
Texaco Inc COM 881694103 7278 115300.00 SH Sole 59600.00 57400.00
Texas Industries Inc. COM 882491103 2079 56200.00 SH Sole 33000.00 23200.00
Texas Utilities COM 882848104 1019 27300.00 SH Sole 24000.00 3300.00
Thermo Instr Sys Inc COM 883559106 398 37200.00 SH Sole 30800.00 6400.00
Time Warner Inc COM 887315109 510 8400.00 SH Sole 8400.00
Toll Brothers Inc COM 889478103 200 10500.00 SH Sole 6300.00 4400.00
Tosco Corp COM 891490302 5701 225800.00 SH Sole 139400.00 86400.00
Toys 'r' Us COM 892335100 433 28900.00 SH Sole 28900.00
Trans World Entmt Corp COM 89336Q100 2078 163800.00 SH Sole 124300.00 39700.00
Tribune Co New COM 896047107 5776 116100.00 SH Sole 70000.00 46900.00
Trinity Indust Inc COM 896522109 1309 42400.00 SH Sole 42400.00 300.00
Tupperware Corp COM 899896104 2626 129700.00 SH Sole 100100.00 29600.00
Tyco Intl Ltd COM 902124106 1507 14600.00 SH Sole 14600.00
Tyson Food Inc COM 902494103 1407 85600.00 SH Sole 64100.00 21500.00
U S Bancorp Inc. COM 917292104 186 13800.00 SH Sole 13800.00
U.S. Bancorp COM 902973106 1223 40500.00 SH Sole 40500.00
U.S. Cellular COM 911684108 1278 18800.00 SH Sole 18800.00
U.S. Freightways COM 916906100 497 10500.00 SH Sole 10500.00 100.00
UNOVA Inc COM 91529B106 183 13700.00 SH Sole 13700.00 400.00
US Oncology Inc COM 90338W103 980 108100.00 SH Sole 73800.00 34300.00
USG Corp COM 903293405 3315 69600.00 SH Sole 48400.00 21200.00
USX-Marathon Group COM 902905827 5999 205100.00 SH Sole 164600.00 41400.00
Ultramar Diamond Shamrock COM 904000106 1410 55300.00 SH Sole 22500.00 32800.00
Union Pacific Corp COM 907818108 5450 113400.00 SH Sole 93300.00 21100.00
Unisys Corp COM 909214108 546 12100.00 SH Sole 12100.00
United Illuminating COM 910637107 474 9800.00 SH Sole 9800.00 100.00
United Rentals Inc COM 911363109 513 23600.00 SH Sole 10000.00 13600.00
United Stationers Inc COM 913004107 3404 159700.00 SH Sole 117700.00 42200.00
United Tech Co COM 913017109 356 6000.00 SH Sole 6000.00
Univision Comm COM 914906102 1554 19100.00 SH Sole 10300.00 8800.00
Utd Natural Foods COM 911163103 128 14600.00 SH Sole 14600.00
Utilicorp COM 918005109 634 30100.00 SH Sole 30100.00
Valspar Corporation COM 920355104 471 14400.00 SH Sole 14400.00
Varian Medical Systems COM 92220P105 302 13800.00 SH Sole 13800.00
Vastar Resources COM 922380100 926 14800.00 SH Sole 13000.00 1800.00
Viacom Class B COM 925524308 2467 58400.00 SH Sole 38400.00 20000.00
Vodafone Airtouch PLC-ADR COM 92857T107 725 3050.00 SH Sole 3050.00
Wal-Mart Stores COM 931142103 4476 94100.00 SH Sole 94100.00
Wallace Computer Svc COM 932270101 1008 49800.00 SH Sole 49800.00
Warnaco Grp Inc -Cl A COM 934390105 3400 186300.00 SH Sole 111200.00 75100.00
Warner-Lambert Co COM 934488107 1321 19900.00 SH Sole 19900.00
</TABLE>
7
<PAGE> 9
Martingale Asset Management
FORM 13F
September 30, 1999
<TABLE>
<CAPTION>
VOTING AUTHORITY
----------------------------
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER
NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Webb Del E Corp COM 947423109 339 15400.00 SH Sole 15400.00
Wells Fargo & Co COM 949746101 491 12400.00 SH Sole 12400.00
Wisconsin Central Transpor COM 976592105 361 26400.00 SH Sole 1000.00 25400.00
World Access Inc. COM 98141A101 1510 135000.00 SH Sole 89700.00 45300.00
Worthington Inds COM 981811102 442 26000.00 SH Sole 26000.00
Xerox Corp COM 984121103 868 20700.00 SH Sole 20700.00
Xtra Corporation COM 984138107 465 11700.00 SH Sole 11700.00 100.00
Yahoo Inc COM 984332106 700 3900.00 SH Sole 3900.00
York Int'l Corp COM 986670107 841 23400.00 SH Sole 8400.00 15000.00
Zale Corp COM 988858106 3789 98900.00 SH Sole 65300.00 33800.00
Zions Bancorporation COM 989701107 408 7400.00 SH Sole 7400.00
S&P 500 Futures 12/99 sp99z -4454 767 SH Sole 478 289
-354 61 SH Other 61
REPORT SUMMARY 426 DATA RECORDS 1152549 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
Do not save this screen as a text file. This report automatically creates the
text file 13ftable.txt, which meets all SEC filing requirements. For details on
the location of this text file, see your 705 Report documentation.
8
