<PAGE> 1
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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: JUNE 30, 2000
------------------------------
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: MARTINGALE ASSET MANAGEMENT LP
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Address: 222 BERKELEY STREET
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BOSTON, MA 02116
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Form 13F File Number: 28- 04632
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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:
-------------------------------------------------------
Title:
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Phone:
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Signature, Place, and Date of Signing:
<TABLE>
<S> <C> <C>
------------------------------- ------------------------------------------------------ ----------------------
[Signature] [City, State] [Date]
</TABLE>
Report Type (Check only one.):
[ ] 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.]
<TABLE>
<S> <C>
Form 13F File Number Name
----------------------------------------------------
28-
--------------------
[Repeat as necessary.]
</TABLE>
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<PAGE> 2
FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
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Form 13F Information Table Entry Total:
---------------------------------------
Form 13F Information Table Value Total:
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
<TABLE>
<C> <S> <C>
No. Form 13F File Number Name
28-
--------- -------------------- ----------------------------------------
[Repeat as necessary.]
</TABLE>
<PAGE> 3
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- -------- ------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3com Corp COM 885535104 1567 27200.00 SH Sole 21200.00 6000.00
A C Nielson COM 004833109 1331 60500.00 SH Sole 43200.00 17300.00
A G L Resources Inc COM 001204106 644 40400.00 SH Sole 40400.00
ADC Telecom COM 000886101 235 2800.00 SH Sole 300.00 2500.00
AT&T COM 001957109 24837 785350.00 SH Sole 587300.00 198050.00
AT&T Corp Liberty Media A COM 001957208 1503 62000.00 SH Sole 4900.00 57100.00
AVX Corporation COM 002444107 1443 62900.00 SH Sole 40300.00 22600.00
AXA Fin'l Inc COM 002451102 4923 144800.00 SH Sole 59700.00 85100.00
Abbott Labs COM 002824100 5878 131900.00 SH Sole 88200.00 43700.00
Abercrombie & Fitch COM 002896207 188 15400.00 SH Sole 15400.00
Adaptec Inc COM 00651F108 312 13700.00 SH Sole 13700.00
Advanced Micro Devices COM 007903107 873 11300.00 SH Sole 9200.00 2100.00
Advanta Corp COM 007942105 236 19400.00 SH Sole 12500.00 6900.00
Agilent Technologies Inc COM 00846U101 1001 13566.38 SH Sole 13564.26 2.12
Air Products & Chem Inc COM 009158106 776 25200.00 SH Sole 23700.00 1500.00
Albemarle Corp COM 012653101 245 12400.00 SH Sole 4000.00 8400.00
Alberto Culver COM 013068101 697 22800.00 SH Sole 11800.00 11000.00
Albertson's Inc COM 013104104 1064 32000.00 SH Sole 18600.00 13400.00
Alcoa Inc COM 013817101 2134 73600.00 SH Sole 48800.00 24800.00
Allamerica Fin'l COM 019754100 1859 35500.00 SH Sole 22500.00 13000.00
Allegheny Energy Inc COM 017361106 1103 40300.00 SH Sole 30200.00 10100.00
Allstate Corp COM 020002101 209 9400.00 SH Sole 9400.00
Amazon.Com Inc COM 023135106 203 5600.00 SH Sole 5600.00
Ambac Fin'l Group COM 023139108 3042 55500.00 SH Sole 31800.00 23700.00
Amer Freightways Corp COM 02629V108 583 40200.00 SH Sole 25200.00 15000.00
Ameren Corporation COM 023608102 908 26900.00 SH Sole 14000.00 12900.00
America Online Inc COM 02364J104 1491 28300.00 SH Sole 28300.00
American Elec Power COM 025537101 569 19200.00 SH Sole 19200.00
American Express COM 025816109 474 9100.00 SH Sole 9100.00
American Int'l Group COM 026874107 20001 170225.00 SH Sole 141675.00 28550.00
Amerisource Health Corp COM 03071P102 1547 49900.00 SH Sole 24100.00 25800.00
Amgen Inc COM 031162100 590 8400.00 SH Sole 8400.00
Anchor Gaming COM 033037102 1112 23200.00 SH Sole 16100.00 7100.00
Andrew Corporation COM 034425108 215 6400.00 SH Sole 6400.00
Andrx Corp COM 034551101 550 8600.00 SH Sole 6200.00 2400.00
Anheuser Busch Cos COM 035229103 254 3400.00 SH Sole 3400.00
Apache Corp COM 037411105 5840 99300.00 SH Sole 54300.00 45000.00
Apartment Invt & Mgmt COM 03748R101 337 7800.00 SH Sole 7800.00
Apple Computer Inc COM 037833100 461 8800.00 SH Sole 200.00 8600.00
Applebees Intl Inc COM 037899101 1052 34700.00 SH Sole 20800.00 13900.00
Applied Industrial Tech COM 03820C105 350 21400.00 SH Sole 15000.00 6400.00
Applied Materials COM 038222105 997 11000.00 SH Sole 9400.00 1600.00
Apria Healthcare COM 037933108 130 10600.00 SH Sole 10600.00
Archer Daniels Midland COM 039483102 1177 119900.00 SH Sole 17400.00 102500.00
Ariba, Inc COM 04033V104 314 3200.00 SH Sole 3200.00
Arkansas Best Corp COM 040790107 208 20900.00 SH Sole 20900.00
Arrow Electrs Inc COM 042735100 2836 91500.00 SH Sole 53900.00 37600.00
Ashland Inc. COM 044204105 915 26100.00 SH Sole 16100.00 10000.00
Assoc Bank Corp COM 045487105 400 18360.00 SH Sole 18360.00
Assoc First Capital COM 046008108 6669 298900.00 SH Sole 222700.00 76200.00
At Home Corporation COM 045919107 230 11100.00 SH Sole 8400.00 2700.00
Audiovox Corp Cl A COM 050757103 379 17200.00 SH Sole 17200.00
Autozone Inc COM 053332102 387 17600.00 SH Sole 17600.00
Avalonbay Communities Inc COM 053484101 255 6100.00 SH Sole 6100.00
Avnet Inc COM 053807103 1428 24100.00 SH Sole 16300.00 7800.00
B M C Software Inc. COM 055921100 974 26700.00 SH Sole 26700.00
</TABLE>
1
<PAGE> 4
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- -------- ------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BB&T Corp COM 054937107 652 27300.00 SH Sole 27300.00
BJ Services Co COM 055482103 2869 45900.00 SH Sole 22200.00 23700.00
Baker Hughes Inc COM 057224107 202 6300.00 SH Sole 6300.00
Bally Total Fitness Hldg COM 05873K108 457 18000.00 SH Sole 7700.00 10300.00
Bancwest Corp COM 059790105 220 13400.00 SH Sole 13400.00
Bank United Corp Cl A COM 065412108 1144 32500.00 SH Sole 32500.00
Bank of America Corp COM 060505104 27765 645700.00 SH Sole 456000.00 189700.00
Banta Corp COM 066821109 225 11900.00 SH Sole 11900.00
Barnes & Noble Inc COM 067774109 759 34100.00 SH Sole 25600.00 8500.00
Barr Laboratories COM 068306109 518 11550.00 SH Sole 6150.00 5400.00
Barra Inc COM 068313105 649 13100.00 SH Sole 8000.00 5100.00
Bear Stearns Co COM 073902108 6973 167515.00 SH Sole 151515.00 16000.00
Becton Dickinson & Company COM 075887109 703 24500.00 SH Sole 24500.00
Bell Atlantic Corp COM 077853109 16758 329800.38 SH Sole 247800.38 82000.00
Bellsouth Corp COM 079860102 33559 787300.00 SH Sole 576800.00 210500.38
Belo ( A.H.) Corp COM 080555105 293 16900.00 SH Sole 16900.00
Bindley Western Inds COM 090324104 1858 70266.00 SH Sole 45966.00 24300.00
Black & Decker Mfg COM 091797100 484 12300.00 SH Sole 3500.00 8800.00
Block H & R Inc COM 093671105 1803 55700.00 SH Sole 37500.00 18200.00
Boeing Company COM 097023105 4110 98300.00 SH Sole 73000.00 25300.00
Briggs and Stratton COM 109043109 1812 52900.00 SH Sole 42300.00 10600.00
Brinker Intl Inc COM 109641100 778 26600.00 SH Sole 15000.00 11600.00
Bristol Meyers Squibb COM 110122108 14877 255400.00 SH Sole 218400.00 37000.00
Brocade Communications COM 111621108 239 1300.00 SH Sole 1300.00
Brunswick Corp COM 117043109 5128 309600.00 SH Sole 204900.00 104700.00
Buffets Inc COM 119882108 282 22200.00 SH Sole 5200.00 17000.00
Burlington Northern COM 12189T104 5732 249900.00 SH Sole 178600.00 71300.00
C D I Corp COM 125071100 420 20600.00 SH Sole 20600.00
CIGNA Corp COM 125509109 1281 13700.00 SH Sole 4000.00 9700.00
CIT Group Inc COM 125577106 206 12700.00 SH Sole 12700.00
CMGI Inc COM 125750109 202 4400.00 SH Sole 4400.00
CMS Energy Corp COM 125896100 732 33100.00 SH Sole 13800.00 19300.00
CSG Systems Int'l Inc COM 126349109 207 3700.00 SH Sole 3700.00
Cabot Corp COM 127055101 401 14700.00 SH Sole 4600.00 10100.00
Cambrex Corp COM 132011107 337 7500.00 SH Sole 7500.00
Camden Property Trust COM 133131102 1248 42500.00 SH Sole 42500.00
Canadian Pacific Ltd COM 135923100 1354 51700.00 SH Sole 51700.00
Canandaigua Brands Cl A COM 137219200 2053 40700.00 SH Sole 26700.00 14000.00
Cardinal Health Inc COM 14149Y108 5180 70000.00 SH Sole 58900.00 11100.00
Carlisle Cos Inc COM 142339100 1372 30500.00 SH Sole 21900.00 8600.00
Carnival Corp Cl A COM 143658102 932 47800.00 SH Sole 47800.00
Cascade Natural Gas Corp COM 147339105 177 10600.00 SH Sole 10600.00
Cendant Corp COM 151313103 398 28400.00 SH Sole 6500.00 21900.00
Centurytel COM 156700106 551 19150.00 SH Sole 19150.00
Charter One Fin'l COM 160903100 1691 73520.00 SH Sole 48730.00 24790.00
Chase Manhattan COM 16161A108 5921 128550.00 SH Sole 100700.00 27850.00
Cheap Tickets Inc COM 162672109 140 11700.00 SH Sole 11700.00
Checkpoint Systems COM 162825103 141 18800.00 SH Sole 18800.00
Chelsea GCA Rlty Inc COM 163262108 1386 40100.00 SH Sole 40100.00
Chevron Corp COM 166751107 6955 82000.00 SH Sole 67600.00 14400.00
Cisco Systems COM 17275R102 8746 137600.00 SH Sole 137600.00
Citigroup Inc COM 172967101 53701 891300.00 SH Sole 646250.00 245050.00
City National Corp COM 178566105 358 10300.00 SH Sole 10300.00
Clear Channel Comm COM 184502102 847 11300.00 SH Sole 11300.00
Coca-Cola Co COM 191216100 2142 37300.00 SH Sole 37300.00
Colgate Palmolive Co COM 194162103 7646 127700.00 SH Sole 81100.00 46600.00
</TABLE>
2
<PAGE> 5
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- ------- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Comerica Inc COM 200340107 6583 146700.00 SH Sole 108000.00 38700.00
Commerce Bancshare COM 200525103 625 21000.00 SH Sole 9300.00 11700.00
Compaq Computer Corp COM 204493100 3106 121500.00 SH Sole 95900.00 25600.00
Computer Assoc Int'l COM 204912109 2475 48355.02 SH Sole 35455.02 12900.00
Compuware Corp COM 205638109 3489 336300.00 SH Sole 235800.00 100500.00
Conagra Inc COM 205887102 335 17600.00 SH Sole 17600.00
Conectiv COM 206829103 865 55600.00 SH Sole 55600.00
Conmed Corp COM 207410101 235 9100.00 SH Sole 9100.00
Constellation Energy COM 210371100 586 18000.00 SH Sole 5100.00 12900.00
Convergys Corp COM 212485106 436 8400.00 SH Sole 8400.00
Cooper Companies Inc COM 216648402 455 12500.00 SH Sole 7300.00 5200.00
Corn Products Intl COM 219023108 246 9300.00 SH Sole 600.00 8700.00
Covance Inc COM 222816100 464 52700.00 SH Sole 27700.00 25000.00
Cox Communications COM 224044107 1093 24000.00 SH Sole 24000.00
Crescent Real Estate COM 225756105 223 10900.00 SH Sole 10900.00
Cummins Engine COM 231021106 717 26300.00 SH Sole 15900.00 10400.00
Cypress Semiconductor COM 232806109 220 5200.00 SH Sole 5200.00
Cytec Industries COM 232820100 568 23000.00 SH Sole 11600.00 11400.00
D.R. Horton COM 23331A109 910 67100.00 SH Sole 36000.00 31100.00
Darden Restaurants COM 237194105 403 24800.00 SH Sole 24800.00
Dean Foods COM 242361103 1204 38000.00 SH Sole 25600.00 12400.00
Dell Computer Corp COM 247025109 1494 30300.00 SH Sole 30300.00
Delta Air Lines COM 247361108 7529 148900.00 SH Sole 105000.00 43900.00
Deluxe Corp COM 248019101 476 20200.00 SH Sole 20200.00
Dentsply Intl Inc COM 249030107 1066 34600.00 SH Sole 16200.00 18400.00
Developers Diversified COM 251591103 717 48000.00 SH Sole 48000.00
Dial Corp (New) COM 25247D101 201 19400.00 SH Sole 8900.00 10500.00
Disney (Walt) Prod COM 254687106 29955 771800.00 SH Sole 576800.00 195000.00
Dole Foods COM 256605106 1914 136700.00 SH Sole 79900.00 56800.00
Dollar Thrifty Automotive COM 256743105 229 12400.00 SH Sole 12400.00
Donaldson Lufkin Inc. COM 257661108 327 7700.00 SH Sole 2900.00 4800.00
Donnelley (R.R.) & Sons COM 257867101 943 41800.00 SH Sole 30100.00 11700.00
Doral Finl Corp COM 25811P100 164 14300.00 SH Sole 14300.00
Dover Corp COM 260003108 2255 55600.00 SH Sole 34400.00 21200.00
Du Pont (E.I.) DeNemours COM 263534109 2026 46300.00 SH Sole 40100.00 6200.00
Dycom Industries COM 267475101 1316 28600.00 SH Sole 14700.00 13900.00
Dynegy Inc Cl A COM 26816Q101 697 10200.00 SH Sole 6800.00 3400.00
EBAY Inc COM 278642103 234 4300.00 SH Sole 4300.00
EMC Corp COM 268648102 1893 24600.00 SH Sole 24600.00
East West Bancorp COM 27579R104 244 17000.00 SH Sole 17000.00
Eastman Kodak COM 277461109 3034 51000.00 SH Sole 30900.00 20100.00
Eaton Corp COM 278058102 1883 28100.00 SH Sole 19700.00 8400.00
Edwards ( A.G.) Inc COM 281760108 846 21700.00 SH Sole 2600.00 19100.00
El Paso Electric COM 283677854 156 13900.00 SH Sole 13900.00
Electronic Data Systems COM 285661104 6398 155100.00 SH Sole 114900.00 40200.00
Energen Corp COM 29265N108 783 35900.00 SH Sole 26800.00 9100.00
Energy East Corp COM 29266M109 2604 136600.00 SH Sole 79200.00 57400.00
Engelhard Corp COM 292845104 531 31100.00 SH Sole 9900.00 21200.00
Ensco Intl Inc COM 26874Q100 201 5600.00 SH Sole 5600.00
Entergy Corp COM 29364G103 4943 181800.00 SH Sole 146200.00 35600.00
Equitable Resources COM 294549100 236 4900.00 SH Sole 4900.00
Equity Office Properties COM 294741103 259 9400.00 SH Sole 9400.00
Exodus Communications Inc COM 302088109 267 5800.00 SH Sole 5800.00
Exxon Mobil Corp COM 30231G102 49218 26983.07 SH Sole 478233.00 148750.07
FMC Corp COM 302491303 5609 96700.00 SH Sole 64900.00 31800.00
FPL Group Inc COM 302571104 1228 24800.00 SH Sole 24800.00
</TABLE>
3
<PAGE> 6
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- -------- ------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Fannie Mae COM 313586109 8856 169700.00 SH Sole 122600.00 47100.00
Federal Home Ln Mt COM 313400301 563 13900.00 SH Sole 9000.00 4900.00
Federated Dept Stores COM 31410H101 9609 284700.00 SH Sole 210800.00 73900.00
Felcor Lodging Trust Inc COM 31430F101 716 38700.00 SH Sole 38700.00
Finova Group Inc COM 317928109 480 36900.00 SH Sole 36900.00
First Industrial Realty COM 32054K103 1148 38900.00 SH Sole 38900.00
First Union Corp COM 337358105 3878 156300.00 SH Sole 124000.00 32300.00
FirstEnergy Corp COM 337932107 1473 63000.00 SH Sole 30700.00 32300.00
FleetBoston Fin'l Corp COM 339030108 21886 643700.00 SH Sole 466300.00 177400.00
Ford Motor Company COM 345370100 10114 235200.00 SH Sole 157500.00 77700.00
Forest City Enterprises-CL A COM 345550107 217 6500.00 SH Sole 6500.00
Fossil, Inc. COM 349882100 212 10900.00 SH Sole 10900.00
Franchise Finance Corp of Amer COM 351807102 435 18900.00 SH Sole 18900.00
Fuller H.B. Co. COM 359694106 1130 24800.00 SH Sole 15300.00 9500.00
Furniture Brands COM 360921100 926 61200.00 SH Sole 38700.00 22500.00
GPU Inc. COM 36225X100 1396 51600.00 SH Sole 28300.00 23300.00
GTE Corp COM 362320103 4183 67200.00 SH Sole 26600.00 40600.00
Galileo International COM 363547100 3244 155400.00 SH Sole 100000.00 55400.00
Gannett Co COM 364730101 16119 269500.00 SH Sole 195800.00 73700.00
Gateway Inc COM 367626108 454 8000.00 SH Sole 8000.00
General Electric COM 369604103 25562 482300.00 SH Sole 459600.00 22700.00
General Motors Corp COM 370442105 20095 346100.00 SH Sole 246100.00 100000.00
Georgia Gulf Corp COM 373200203 1088 52300.00 SH Sole 36000.00 16300.00
Georgia Pacific Corp COM 373298108 3764 143400.00 SH Sole 97700.00 45700.00
Gerber Scientific COM 373730100 408 35500.00 SH Sole 20400.00 15100.00
Gillette Company COM 375766102 290 8300.00 SH Sole 8300.00
Glimcher Realty Trust COM 379302102 231 16100.00 SH Sole 16100.00
Global Marine Inc COM 379352404 713 25300.00 SH Sole 14400.00 10900.00
Golden State Bancorp Inc COM 381197102 306 17000.00 SH Sole 17000.00
Goodrich (B.F.) COM 382388106 835 24500.00 SH Sole 3100.00 21400.00
Gotham Partners COM 38346L9G3 1616 1055.56 SH Other 1055.56
Grace (W.R.) COM 38388F108 2437 201000.00 SH Sole 147800.00 53200.00
Greenpoint Financial COM 395384100 317 16900.00 SH Sole 16900.00
Handleman Company COM 410252100 246 19700.00 SH Sole 19700.00
Harland John H Co COM 412693103 466 31200.00 SH Sole 22200.00 9000.00
Haverty Furniture COM 419596101 176 20700.00 SH Sole 20700.00
Hawaiian Elec Inds COM 419870100 968 29500.00 SH Sole 29500.00
Health Care Property COM 421915109 850 31200.00 SH Sole 31200.00
Health Care Reit Inc. COM 42217K106 323 19900.00 SH Sole 19900.00
Healthcare Realty Trust COM 421946104 1147 67229.00 SH Sole 67229.00
Hertz Corp Cl A COM 428040109 637 22700.00 SH Sole 10800.00 11900.00
Hewlett-Packard Company COM 428236103 13811 110600.00 SH Sole 91500.00 19100.00
Hibernia Corp COM 428656102 3705 340700.00 SH Sole 175000.00 165700.00
Home Depot COM 437076102 1713 34300.00 SH Sole 34300.00
Honeywell Intl Inc COM 438516106 3335 99000.00 SH Sole 68000.00 31000.00
Hormel Foods Corp COM 440452100 422 25100.00 SH Sole 25100.00
Hospitality Pptys COM 44106M102 1013 44900.00 SH Sole 44900.00
Household Int'l COM 441815107 4950 119100.00 SH Sole 91500.00 27600.00
Hudson United Bancorp COM 444165104 397 17700.00 SH Sole 17700.00
Hughes Supply Inc COM 444482103 450 22800.00 SH Sole 13300.00 9500.00
Huntington Bancshares COM 446150104 606 38300.00 SH Sole 38300.00
IBP Inc COM 449223106 2271 147100.00 SH Sole 78700.00 68400.00
ICN Pharmaceutical COM 448924100 779 28000.00 SH Sole 21500.00 6500.00
IMS Health COM 449934108 221 12300.00 SH Sole 12300.00
ITT Industries COM 450911102 3712 122200.00 SH Sole 92200.00 30000.00
IVAX Corp COM 465823102 369 8900.00 SH Sole 4900.00 4000.00
</TABLE>
4
<PAGE> 7
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- -------- ------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Idacorp Inc COM 451107106 1022 31700.00 SH Sole 31700.00
Immunex Corp COM 452528102 213 4300.00 SH Sole 4300.00
Imperial Bancorp COM 452556103 2515 161584.00 SH Sole 121689.00 39895.00
Inamed Corp COM 453235103 1088 29700.00 SH Sole 21100.00 8600.00
Indymac Mortgage COM 456607100 408 30100.00 SH Sole 30100.00
Ingersoll-Rand Co COM 456866102 2057 51100.00 SH Sole 42000.00 9100.00
Integrated Device COM 458118106 533 8900.00 SH Sole 2900.00 6000.00
Intel Corp COM 458140100 10775 80600.00 SH Sole 80600.00
Internet Capital Group COM 46059C106 374 10100.00 SH Sole 6100.00 4000.00
Interpublic Group COM 460690100 512 11900.00 SH Sole 11900.00
Interstate Bakeries COM 46072H108 487 34800.00 SH Sole 17500.00 17300.00
Intl Business Machines COM 459200101 12030 109800.00 SH Sole 79900.00 29900.00
Intl Home Foods Inc COM 459655106 1392 66500.00 SH Sole 38900.00 27600.00
Intl Paper Company COM 460146103 319 10700.00 SH Sole 100.00 10600.00
Invacare Corp COM 461203101 562 21400.00 SH Sole 13900.00 7500.00
JLG Industries Inc COM 466210101 627 52800.00 SH Sole 34600.00 18200.00
Johnson & Johnson COM 478160104 19601 192400.00 SH Sole 130800.00 61600.00
Johnson Controls Inc COM 478366107 231 4500.00 SH Sole 4500.00
Jones Apparel Group COM 480074103 1394 59300.00 SH Sole 37000.00 22300.00
Jones Pharm Inc COM 480236108 976 24450.00 SH Sole 20550.00 3900.00
Juniper Networks COM 48203R104 320 2200.00 SH Sole 2200.00
KLA-Tencor Corp COM 482480100 873 14900.00 SH Sole 14900.00
Kansas City Power & Light Comp COM 485134100 855 38000.00 SH Sole 38000.00
Kansas City Southern (new) COM 485170302 266 3000.00 SH Sole 3000.00
Kaufman & Broad Home COM 486168107 678 34200.00 SH Sole 25500.00 8700.00
Keebler Foods Co COM 487256109 226 6100.00 SH Sole 6100.00
Kellwood Co COM 488044108 655 31000.00 SH Sole 18400.00 12600.00
Kemet Corp COM 488360108 2622 104600.00 SH Sole 66000.00 38600.00
Kerr McGee Corp COM 492386107 684 11600.00 SH Sole 4300.00 7300.00
Keycorp COM 493267108 349 19800.00 SH Sole 19800.00
Keyspan Corp COM 49337W100 3718 120900.00 SH Sole 47300.00 73600.00
Kimco Realty Corp COM 49446R109 492 12000.00 SH Sole 3000.00 9000.00
Knight Ridder COM 499040103 229 4300.00 SH Sole 4300.00
Kroger Co COM 501044101 5769 261500.00 SH Sole 155400.00 106100.00
Kulicke & Soffa Industries COM 501242101 220 3700.00 SH Sole 3700.00
Lancaster Colony Corp COM 513847103 1126 57750.00 SH Sole 37150.00 20600.00
Lear Corp COM 521865105 378 18900.00 SH Sole 4800.00 14100.00
Lehman Brothers Holding Company COM 524908100 5957 63000.00 SH Sole 50800.00 12200.00
Lennar Corp COM 526057104 2128 105092.00 SH Sole 66764.00 38328.00
Libbey Inc COM 529898108 591 18400.00 SH Sole 12800.00 5600.00
Liberty Corp S C COM 530370105 798 19000.00 SH Sole 14400.00 4600.00
Lincoln Electric Holdings COM 533900106 398 27900.00 SH Sole 16200.00 11700.00
Lincoln Nat'l Corp COM 534187109 2453 67900.00 SH Sole 48700.00 19200.00
Litton Ind Inc COM 538021106 307 7300.00 SH Sole 7300.00
Loew's Corp COM 540424108 14598 243300.00 SH Sole 181700.00 61600.00
Louisiana Pacific Corp COM 546347105 895 82300.00 SH Sole 59300.00 23000.00
Lowe's Companies COM 548661107 936 22800.00 SH Sole 22800.00
Lucent Technologies COM 549463107 1019 17200.00 SH Sole 17200.00
MBIA Inc COM 55262C100 2009 41700.00 SH Sole 35300.00 6400.00
MBNA Corp COM 55262L100 1223 45100.00 SH Sole 40800.00 4300.00
MGIC Investment Corp COM 552848103 9705 213300.00 SH Sole 153700.00 59600.00
Mail-Well Inc. COM 560321200 707 82000.00 SH Sole 50500.00 31500.00
Mallinckrodt Group COM 561232109 4817 110900.00 SH Sole 69400.00 41500.00
Manitowoc Inc COM 563571108 772 28850.00 SH Sole 16250.00 12600.00
Manpower Inc COM 56418H100 259 8100.00 SH Sole 8100.00
MascoTech COM 574670105 134 12400.00 SH Sole 12400.00
</TABLE>
5
<PAGE> 8
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- -------- ------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Maytag Co COM 578592107 483 13100.00 SH Sole 6900.00 6200.00
McCormick & Co COM 579780206 289 8900.00 SH Sole 4000.00 4900.00
Medimmune Inc COM 584699102 207 2800.00 SH Sole 2800.00
Mentor Corp COM 587188103 734 27000.00 SH Sole 17100.00 9900.00
Merck & Co Inc COM 589331107 29899 390200.00 SH Sole 297900.00 92300.00
Meredith Corp COM 589433101 327 9700.00 SH Sole 600.00 9100.00
Merrill Lynch & Co COM 590188108 4370 38000.00 SH Sole 31800.00 6200.00
Michael Foods Inc COM 594079105 1102 45000.00 SH Sole 33900.00 11100.00
Microsoft Corp COM 594918104 10680 133500.00 SH Sole 133500.00
Minnesota Power & Light COM 604110106 270 15600.00 SH Sole 15600.00
Mohawk Industries COM 608190104 1266 58200.00 SH Sole 38700.00 19500.00
Morgan J P & Co COM 616880100 13413 121800.00 SH Sole 83400.00 38400.00
Morgan Stanley Dean Witter & C COM 617446448 15842 190300.00 SH Sole 137300.00 53000.00
Motorola COM 620076109 8239 283500.00 SH Sole 205900.00 77600.00
Mueller Industries COM 624756102 885 31600.00 SH Sole 25200.00 6400.00
Murphy Oil Corp COM 626717102 903 15200.00 SH Sole 6800.00 8400.00
NCR Corp COM 62886E108 810 20800.00 SH Sole 20800.00
NUI Corp COM 629430109 221 8200.00 SH Sole 8200.00
NVR Inc COM 62944T105 393 6900.00 SH Sole 6900.00
Nabors Industries COM 629568106 2003 48200.00 SH Sole 23600.00 24600.00
Nat'l Semiconductor COM 637640103 715 12600.00 SH Sole 12600.00
Nat'l Service Inds COM 637657107 430 21500.00 SH Sole 13400.00 8100.00
Nationwide Health COM 638620104 420 30100.00 SH Sole 30100.00
Navistar Intl COM 63934E108 214 6900.00 SH Sole 6900.00
Network Associates Inc COM 640938106 236 11600.00 SH Sole 11600.00
New Plan Excel Realty Trust COM 648053106 851 65500.00 SH Sole 65500.00
New York Times Co COM 650111107 454 11500.00 SH Sole 5600.00 5900.00
Newell Rubbermaid Inc COM 651229106 1736 67400.00 SH Sole 34500.00 32900.00
Noble Drilling Corp COM 655042109 3163 76800.00 SH Sole 51700.00 25100.00
Nortek Inc COM 656559101 308 15600.00 SH Sole 15600.00
O'Reilly Automotive COM 686091109 552 39800.00 SH Sole 23600.00 16200.00
Occidental Petroleum COM 674599105 15298 726300.00 SH Sole 502700.00 223600.00
Ocean Energy Inc COM 67481E106 157 11100.00 SH Sole 11100.00
Office Depot Inc COM 676220106 452 72300.00 SH Sole 72300.00
Old Republic Int'l COM 680223104 2429 147200.00 SH Sole 97100.00 50100.00
Olin Corp COM 680665205 229 13900.00 SH Sole 13900.00
Omnicom Group Inc COM 681919106 1131 12700.00 SH Sole 10000.00 2700.00
Oneok Inc COM 682680103 900 34700.00 SH Sole 34700.00
Oracle Systems Corp COM 68389X105 3640 43300.00 SH Sole 43300.00
PECO Energy COM 693304107 1681 41700.00 SH Sole 33400.00 8300.00
PG & E Corp COM 69331C108 3876 157400.00 SH Sole 123500.00 33900.00
PMI Group COM 69344M101 6313 132900.00 SH Sole 90600.00 42300.00
PNC Financial Services COM 693475105 412 8800.00 SH Sole 8800.00
PPG Industries COM 693506107 2699 60900.00 SH Sole 46100.00 14800.00
PPL Corporation COM 69351T106 7323 333800.00 SH Sole 227500.00 106300.00
Pacific Century Fin'l COM 694058108 367 25100.00 SH Sole 5500.00 19600.00
Pacificare Health System Del C COM 695112102 3593 59700.00 SH Sole 30400.00 29300.00
Packaging Corp of Amer COM 695156109 117 11600.00 SH Sole 11600.00
Panamsat Corporation COM 697933109 275 6300.00 SH Sole 2100.00 4200.00
Papa John's Intl COM 698813102 1161 47400.00 SH Sole 17900.00 29500.00
Patterson Dental Co COM 703412106 255 5000.00 SH Sole 2400.00 2600.00
Paxar Corp COM 704227107 818 68500.00 SH Sole 53500.00 15000.00
Paychex Inc COM 704326107 233 5550.00 SH Sole 5550.00
Payless Shoesource COM 704379106 220 4300.00 SH Sole 1400.00 2900.00
Pentair Inc COM 709631105 1530 43100.00 SH Sole 21400.00 21700.00
</TABLE>
6
<PAGE> 9
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- -------- ------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Peoples Energy Corp COM 711030106 1146 35400.00 SH Sole 35400.00
Pepsico Inc COM 713448108 9519 214200.00 SH Sole 165200.00 49000.00
Performance Food Group COM 713755106 448 14000.00 SH Sole 8500.00 5500.00
Pfizer Inc. COM 717081103 9496 197825.00 SH Sole 197825.00
Pharmacia Corporation COM 71713U102 4140 80100.00 SH Sole 63200.00 16900.00
Philip Morris Inc COM 718154107 17042 641600.00 SH Sole 531700.00 109900.00
Phillips Pete COM 718507106 17472 344700.00 SH Sole 247600.00 97100.00
Pinnacle West Capital Corp COM 723484101 3675 108500.00 SH Sole 108500.00
Pioneer Std Electronics COM 723877106 895 60700.00 SH Sole 39700.00 21000.00
Pitney Bowes COM 724479100 228 5700.00 SH Sole 5700.00
Plantronics Inc. COM 727493108 427 3700.00 SH Sole 1200.00 2500.00
Plexus Corp COM 729132100 621 5500.00 SH Sole 1700.00 3800.00
Polaris Inds Inc COM 731068102 992 31000.00 SH Sole 21500.00 9500.00
Pope & Talbot Inc COM 732827100 365 22800.00 SH Sole 22800.00
Procter & Gamble Co COM 742718109 2559 44700.00 SH Sole 44700.00
Prologis Tr COM 743410102 228 10700.00 SH Sole 10700.00
Providian Fin'l Corp COM 74406A102 1071 11900.00 SH Sole 7000.00 4900.00
Public Service Ent COM 744573106 8376 241900.00 SH Sole 195900.00 46000.00
Public Service New Mexico COM 744499104 1196 77500.00 SH Sole 45500.00 32000.00
Pulte Corporation COM 745867101 1494 69100.00 SH Sole 54600.00 14500.00
Qualcomm Inc COM 747525103 588 9800.00 SH Sole 8100.00 1700.00
Quantum Corp - DLT & Storage COM 747906204 1044 107800.00 SH Sole 55900.00 51900.00
Questar Corp COM 748356102 415 21400.00 SH Sole 21400.00
RGS Energy Group Inc COM 74956K104 2125 95500.00 SH Sole 76300.00 19200.00
Radian Group Inc COM 750236101 455 8800.00 SH Sole 8800.00
Ralcorp Holdings COM 751028101 227 18500.00 SH Sole 18500.00
Raymond James Financial Inc COM 754730109 274 12200.00 SH Sole 12200.00
Reckson Assocs Rlty Co COM 75621K106 1380 58100.00 SH Sole 58100.00
Redback Networks COM 757209101 215 1200.00 SH Sole 1200.00
Regis Corp COM 758932107 142 11400.00 SH Sole 11400.00
Reliant Energy Inc COM 75952J108 2652 89700.00 SH Sole 58500.00 31200.00
Rent Way Inc COM 76009U104 534 18300.00 SH Sole 5900.00 12400.00
Respironics COM 761230101 418 23200.00 SH Sole 8300.00 14900.00
Reynolds & Reynolds COM 761695105 1675 91800.00 SH Sole 47700.00 44100.00
Roadway Express COM 769742107 588 25100.00 SH Sole 18500.00 6600.00
Rollins Truck Leasing COM 775741101 169 24400.00 SH Sole 24400.00
Roslyn Bancorp Inc COM 778162107 517 31100.00 SH Sole 31100.00
Ross Stores Inc COM 778296103 1167 68400.00 SH Sole 48500.00 19900.00
Rowan Cos Inc COM 779382100 3062 100800.00 SH Sole 77500.00 23300.00
Royal Dutch Pet. COM 780257804 2382 38700.00 SH Sole 38700.00
Ryans Family Steak House COM 783519101 219 25900.00 SH Sole 25900.00
SBC Communications COM 78387G103 32393 748962.60 SH Sole 542860.60 206102.00
SCI Systems Inc COM 783890106 666 17000.00 SH Sole 12400.00 4600.00
SPS Technologies Inc COM 784626103 600 14600.00 SH Sole 7300.00 7300.00
Sabre Group Hldgs COM 785905100 2890 101400.00 SH Sole 88400.00 13000.00
Safeway Inc COM 786514208 468 10400.00 SH Sole 1900.00 8500.00
Saks Holdings Inc COM 79377W108 296 28200.00 SH Sole 10700.00 17500.00
Salton Inc COM 795757103 1881 51000.00 SH Sole 28300.00 22700.00
Sanmina Corp COM 800907107 222 2600.00 SH Sole 2600.00
Santa Fe Snyder Corporation COM 80218K105 124 10900.00 SH Sole 10900.00
Schein (Henry) Inc COM 806407102 788 45700.00 SH Sole 33700.00 12000.00
Schering Plough Corp COM 806605101 747 14800.00 SH Sole 14800.00
Scotts Company COM 810186106 350 9600.00 SH Sole 5300.00 4300.00
Sears Roebuck COM 812387108 14525 445200.00 SH Sole 311200.00 134000.00
Sempra Energy COM 816851109 11497 676297.00 SH Sole 490991.00 185306.00
Sherwin Williams Co COM 824348106 1072 50600.00 SH Sole 35100.00 15500.00
</TABLE>
7
<PAGE> 10
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- -------- ------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Shopko Stores Inc COM 824911101 624 40600.00 SH Sole 17200.00 23400.00
Sierra Pacific Res COM 826428104 448 35700.00 SH Sole 35700.00
Silicon Valley Bancshares COM 827064106 367 8600.00 SH Sole 8600.00
Smithfield Foods Inc COM 832248108 2189 78000.00 SH Sole 55500.00 22500.00
Southern Company COM 842587107 2348 100700.00 SH Sole 100700.00
Spring Inds Inc COM 851783100 285 8900.00 SH Sole 8900.00
Sprint COM 852061100 495 9700.00 SH Sole 9700.00
Standard Pacific Cp COM 85375C101 360 36000.00 SH Sole 21100.00 14900.00
Steven Madden Ltd COM 556269108 296 45100.00 SH Sole 26500.00 18600.00
Storage Technology COM 862111200 130 11900.00 SH Sole 11900.00
Storage USA COM 861907103 268 9100.00 SH Sole 9100.00
Suiza Foods Corp COM 865077101 2243 45900.00 SH Sole 26700.00 19200.00
Sun Microsystems Inc COM 866810104 1728 19000.00 SH Sole 19000.00
Sungard Data Systems COM 867363103 1293 41700.00 SH Sole 27000.00 14700.00
Supervalu Inc COM 868536103 5965 312900.00 SH Sole 215200.00 97700.00
Sybase Inc COM 871130100 251 10900.00 SH Sole 10900.00
Synopsys Inc COM 871607107 1151 33300.00 SH Sole 15700.00 17600.00
TCF Financial Corp COM 872275102 550 21400.00 SH Sole 10100.00 11300.00
TJX Companies Inc COM 872540109 287 15300.00 SH Sole 15300.00
TXU Corporation COM 873168108 3685 124900.00 SH Sole 92800.00 32100.00
Take-2 Interactive COM 874054109 139 11500.00 SH Sole 11500.00
Tech Data COM 878237106 1925 44200.00 SH Sole 24300.00 19900.00
Tecumseh Products COM 878895200 512 13400.00 SH Sole 9300.00 4100.00
Tel & Data Systems COM 879433100 1554 15500.00 SH Sole 5600.00 9900.00
Terex Corp New COM 880779103 212 15000.00 SH Sole 3500.00 11500.00
Texaco Inc COM 881694103 421 7900.00 SH Sole 7900.00
Texas Instruments COM 882508104 1051 15300.00 SH Sole 15300.00
The Macereich Company COM 554382101 327 14800.00 SH Sole 14800.00
Tibco Software Inc COM 88632Q103 214 2000.00 SH Sole 2000.00
Toll Brothers Inc COM 889478103 980 47800.00 SH Sole 28600.00 19200.00
Topps Inc COM 890786106 1434 124700.00 SH Sole 81400.00 43300.00
Torchmark Corp COM 891027104 3360 136100.00 SH Sole 108900.00 27200.00
Toro Company COM 891092108 547 16600.00 SH Sole 12300.00 4300.00
Tosco Corp COM 891490302 4352 153700.00 SH Sole 96500.00 57200.00
Toys 'r' Us COM 892335100 256 17600.00 SH Sole 17600.00
Trans World Entmt Corp COM 89336Q100 1172 96700.00 SH Sole 73300.00 23400.00
True North Comm COM 897844106 229 5200.00 SH Sole 5200.00
Tupperware Corp COM 899896104 2807 127600.00 SH Sole 84000.00 43600.00
Tyco Intl Ltd COM 902124106 1028 21700.00 SH Sole 21700.00
Tyson Food Inc COM 902494103 143 16400.00 SH Sole 16400.00
U.S. Bancorp COM 902973106 2581 134100.00 SH Sole 94100.00 40000.00
U.S. Cellular COM 911684108 636 10100.60 SH Sole 6900.60 3200.60
U.S. Freightways COM 916906100 717 29200.00 SH Sole 21400.00 7800.00
UAL Corp COM 902549500 1111 19100.00 SH Sole 12900.00 6200.00
UIL Holdings Corporation COM 902748102 201 4600.00 SH Sole 4600.00
URS Corp COM 903236107 165 10800.00 SH Sole 10800.00
USG Corp COM 903293405 553 18200.00 SH Sole 18200.00
USX-Marathon Group COM 902905827 11739 468400.00 SH Sole 345800.00 122600.00
USX-US Steel Group COM 90337T101 3013 162300.00 SH Sole 123200.00 39100.00
Ultramar Diamond Shamrock COM 904000106 796 32100.00 SH Sole 17000.00 15100.00
Unisys Corp COM 909214108 2342 160800.00 SH Sole 119600.00 41200.00
United Rentals Inc COM 911363109 1288 75200.00 SH Sole 52400.00 22800.00
United Stationers Inc COM 913004107 2062 63700.00 SH Sole 39600.00 24100.00
Universal Foods Corp COM 913538104 270 14600.00 SH Sole 1400.00 13200.00
Univision Comm COM 914906102 1646 15900.00 SH Sole 9000.00 6900.00
Valero Energy Corp COM 91913Y100 648 20400.00 SH Sole 12600.00 7800.00
</TABLE>
8
<PAGE> 11
Martingale Asset Management
FORM 13F
June 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE -------------------------
OF VALUE SHRS SH/ PUT/ INVESTMENT OTH.
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGR. SOLE SHARED NONE
------------------------------ -------- --------- -------- ---------- --- ---- ---------- ---- -------- ------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Verisign Inc COM 92343E102 271 1537.50 SH Sole 1537.50
Veritas Software Corp (Del) COM 923436109 441 3900.00 SH Sole 3900.00
Viacom Class B COM 925524308 5243 76887.00 SH Sole 37324.00 39563.00
Vintage Pete COM 927460105 1864 82600.00 SH Sole 48800.00 33800.00
Vishay Intertechnology COM 928298108 1345 35450.00 SH Sole 22500.00 12950.00
WMS Industries Inc COM 929297109 815 52800.00 SH Sole 33900.00 18900.00
Wal-Mart Stores COM 931142103 5549 96300.00 SH Sole 96300.00
Washington Federal Inc COM 938824109 635 34800.00 SH Sole 34800.00
Washington Gas Lt COM 938837101 782 32500.00 SH Sole 32500.00
Webster Fin'l Corp COM 947890109 510 23000.00 SH Sole 23000.00
Wells Fargo & Co COM 949746101 647 16700.00 SH Sole 10600.00 6100.00
Westvaco Corp COM 961548104 4340 174900.00 SH Sole 113400.00 61500.00
Weyerhaeuser Co COM 962166104 5977 139000.00 SH Sole 84500.00 54500.00
Whirlpool Corp COM 963320106 5749 123300.00 SH Sole 98800.00 24500.00
Willamette Inds Inc COM 969133107 2502 91800.00 SH Sole 63100.00 28700.00
Winnebago Inds Inc COM 974637100 417 31900.00 SH Sole 19400.00 12500.00
Worldcom Inc COM 98157D106 23139 504400.00 SH Sole 394100.00 110300.00
Xerox Corp COM 984121103 633 30500.00 SH Sole 30500.00
Yahoo Inc COM 984332106 805 6500.00 SH Sole 6500.00
Zale Corp COM 988858106 1953 53500.00 SH Sole 34100.00 19400.00
S&P 500 Futures 9/00 ***** -3672 565 SH Sole 300 265
-370 57 SH Other 57
REPORT SUMMARY 470 DATA
RECORDS 1282199 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
9
