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Previous: U S TRUST CORP /NY, 15-12B, 2000-06-01 |
Next: MANUFACTURERS SERVICES LTD, S-1/A, 2000-06-01 |
<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: MARCH 31, 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
-------------------------------------------------------
Address: 222 BERKELEY STREET
-------------------------------------------------------
BOSTON, MA 02116
-------------------------------------------------------
-------------------------------------------------------
Form 13F File Number: 28- 04632
---------------------
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:
-------------------------------------------------------
Phone:
-------------------------------------------------------
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>
--------------------------------------------------------------------------------
--------------------------------------------------------------------------------
<PAGE> 2
FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
---------------------------------------
Form 13F Information Table Entry Total: 478
---------------------------------------
Form 13F Information Table Value Total: $1315532
--------------------------------------
(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
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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 2819 125300 SH Sole 83000 42300
ADC Telecom COM 000886101 442 8200 SH Sole 5700 2500
AT&T COM 001957109 7479 665550 SH Sole 474800 190750
AXA Finl Inc COM 002451102 4361 400300 SH Sole 274800 125500
Abbott Labs COM 002824100 6119 173900 SH Sole 89700 84200
Adaptec Inc COM 00651F108 1761 45600 SH Sole 32600 13000
Adobe Systems Inc COM 00724F101 1202 10800 SH Sole 7200 3600
Advanced Micro Devices COM 007903107 576 10100 SH Sole 10100
Advanta Corp COM 007942105 339 16700 SH Sole 9800 6900
Albemarle Corp COM 012653101 315 15200 SH Sole 6800 8400
Albertson's Inc COM 013104104 963 31200 SH Sole 31200
Alcoa Inc COM 013817101 443 6300 SH Sole 5100 1200
Allamerica Fin'l COM 019754100 5166 101300 SH Sole 61100 40200
Allegheny Energy Inc COM 017361106 1138 41100 SH Sole 31000 10100
Allstate Corp COM 020002101 286 12000 SH Sole 3600 8400
Alltel Corp COM 020039103 291 4600 SH Sole 4600
Amazon.Com Inc COM 023135106 362 5400 SH Sole 5400
Ambac Finl Group COM 023139108 4680 92900 SH Sole 61200 31700
Amer Freightways Corp COM 02629V108 606 40600 SH Sole 28000 12600
Ameren Corporation COM 023608102 1287 41600 SH Sole 28700 12900
America Online Inc COM 02364J104 1834 27200 SH Sole 27200
American Elec Power COM 025537101 325 10900 SH Sole 10900
American Express COM 025816109 447 3000 SH Sole 3000
American Financial Group COM 025932104 252 8800 SH Sole 1200 7600
American Home Products COM 026609107 1123 20900 SH Sole 20900
American Int'l Group COM 026874107 7096 156125 SH Sole 134975 21150
Amerisource Health Corp COM 03071P102 1194 79600 SH Sole 49400 30200
Amsouth Bancorp COM 032165102 2462 164800 SH Sole 75700 89100
Analog Devices Inc COM 032654105 1521 18900 SH Sole 17900 1000
Anchor Gaming COM 033037102 880 23200 SH Sole 17800 5400
Anheuser Busch Cos COM 035229103 1687 27100 SH Sole 23700 3400
Apache Corp COM 037411105 5333 107200 SH Sole 65500 41700
Apartment Invt & Mgmt COM 03748R101 298 7800 SH Sole 7800
Apple Computer Inc COM 037833100 2417 17800 SH Sole 9800 8000
Applebees Intl Inc COM 037899101 1240 44100 SH Sole 30200 13900
Applied Materials COM 038222105 1734 18400 SH Sole 15600 2800
Applied Micro Circuits Corp COM 03822W109 270 1800 SH Sole 1800
Arrow Electrs Inc COM 042735100 2855 81000 SH Sole 68200 12800
Assoc First Capital COM 046008108 4266 199600 SH Sole 147100 52500
Astoria Fin'l Corp COM 046265104 236 8300 SH Sole 8300
Atmel Corp COM 049513104 439 8500 SH Sole 8500
Autodesk Inc COM 052769106 855 18800 SH Sole 15200 3600
Avalonbay Communities Inc COM 053484101 223 6100 SH Sole 6100
Avnet Inc COM 053807103 1027 16300 SH Sole 12400 3900
BJ Services Co COM 055482103 4396 59500 SH Sole 32200 27300
Ball Corp COM 058498106 1196 34600 SH Sole 18700 15900
Bally Total Fitness Hldg COM 05873K108 284 11600 SH Sole 1300 10300
Banc One Corp COM 06423A103 672 19468 SH Sole 13668 5800
Bancwest Corp COM 059790105 346 17500 SH Sole 17500
Bank of America Corp COM 060505104 8306 539800 SH Sole 381400 158400
Banta Corp COM 066821109 244 13300 SH Sole 13300
Bard ( C.R.) COM 067383109 534 13800 SH Sole 13800
Barnes & Noble Inc COM 067774109 352 15000 SH Sole 11400 3600
Barr Laboratories COM 068306109 575 13700 SH Sole 6900 6800
Barra Inc COM 068313105 478 14100 SH Sole 9000 5100
Bear Stearns Co COM 073902108 4983 109215 SH Sole 87615 21600
</TABLE>
1
<PAGE> 4
Martingale Asset Management
FORM 13F
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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>
Becton Dickinson & Company COM 075887109 395 15000 SH Sole 15000
Bell Atlantic Corp COM 077853109 7910 456600 SH Sole 346600 110000
Bellsouth Corp COM 079860102 5803 763800 SH Sole 558500 205300
Belo ( A.H.) Corp COM 080555105 1019 57000 SH Sole 31500 25500
Bindley Western Inds COM 090324104 945 69666 SH Sole 45366 24300
Biogen Inc COM 090597105 273 3900 SH Sole 3900
Black & Decker Mfg COM 091797100 612 16300 SH Sole 12500 3800
Block H & R Inc COM 093671105 1517 33900 SH Sole 29100 4800
Blyth Industries Inc COM 09643P108 350 12800 SH Sole 1500 11300
Boeing Company COM 097023105 6394 169100 SH Sole 125700 43400
Boise Cascade COM 097383103 375 10800 SH Sole 10800
Briggs and Stratton COM 109043109 2064 50200 SH Sole 28200 22000
Brinker Intl Inc COM 109641100 1532 51600 SH Sole 26800 24800
Bristol Meyers Squibb COM 110122108 1513 198500 SH Sole 179700 18800
Broadcom Corp COM 111320107 486 2000 SH Sole 2000
Brunswick Corp COM 117043109 3572 188600 SH Sole 119500 69100
Buffets Inc COM 119882108 238 26400 SH Sole 9400 17000
Burlington Coat Factory COM 121579106 222 12900 SH Sole 2000 10900
Burlington Northern COM 12189T104 5765 253400 SH Sole 188400 65000
C B S Inc COM 12490K107 6863 121200 SH Sole 85800 35400
C D I Corp COM 125071100 574 30200 SH Sole 25700 4500
CIGNA Corp COM 125509109 6696 88400 SH Sole 64600 23800
CIT Group Inc COM 125577106 1345 69000 SH Sole 37700 31300
CMGI Inc COM 125750109 669 5900 SH Sole 5900
CMS Energy Corp COM 125896100 846 46700 SH Sole 14500 32200
Cambrex Corp COM 132011107 439 10100 SH Sole 10100
Campbell Soup Co COM 134429109 584 19000 SH Sole 19000
Canadian Pacific Ltd COM 135923100 2593 115900 SH Sole 115900
Canandaigua Brands Cl A COM 137219200 1918 37600 SH Sole 23600 14000
Cardinal Health Inc COM 14149Y108 3931 85700 SH Sole 74600 11100
Carlisle Cos Inc COM 142339100 2068 51700 SH Sole 32000 19700
Carnival Corp Cl A COM 143658102 1474 59400 SH Sole 59400
Carpenter Technology COM 144285103 524 25200 SH Sole 25200
Centex Construction Products COM 15231R109 391 14900 SH Sole 9600 5300
Centex Corp COM 152312104 972 40800 SH Sole 31800 9000
Centurytel COM 156700106 2389 64350 SH Sole 50350 14000
Charter One Finl COM 160903100 3534 168263 SH Sole 80823 87440
Chase Manhattan COM 16161A108 2032 252700 SH Sole 195000 57700
Checkpoint Systems COM 162825103 157 18800 SH Sole 18800
Chevron Corp COM 166751107 5058 162900 SH Sole 140300 22600
Ciena Corp COM 171779101 240 1900 SH Sole 1900
Circuit City Store COM 172737108 645 10600 SH Sole 10600
Cisco Systems COM 17275R102 1009 142400 SH Sole 142400
Citigroup Inc COM 172967101 6708 780100 SH Sole 547450 232650
City National Corp COM 178566105 435 12900 SH Sole 12900
Claires Stores Inc COM 179584107 784 39100 SH Sole 17000 22100
Clear Channel Comm COM 184502102 1782 25800 SH Sole 21000 4800
Coca-Cola Co COM 191216100 1746 37200 SH Sole 37200
Columbia Energy Group COM 197648108 1410 23800 SH Sole 23800
Comerica Inc COM 200340107 1277 30500 SH Sole 17800 12700
Comm'l Federal COM 201647104 437 26300 SH Sole 26300
Commerce Bancshare COM 200525103 290 9300 SH Sole 9300
Commercial Metals COM 201723103 561 20300 SH Sole 15000 5300
Compaq Computer Corp COM 204493100 4277 158400 SH Sole 125100 33300
Computer Assoc Int'l COM 204912109 1770 29900 SH Sole 17000 12900
Computer Sciences Corp COM 205363104 649 8200 SH Sole 8200
</TABLE>
2
<PAGE> 5
Martingale Asset Management
FORM 13F
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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>
Compuware Corp COM 205638109 295 14000 SH Sole 3300 10700
Conagra Inc COM 205887102 1314 72500 SH Sole 65000 7500
Conectiv COM 206829103 205 11700 SH Sole 11700
Conseco Inc COM 208464107 373 32600 SH Sole 23500 9100
Constellation Energy COM 210371100 800 25100 SH Sole 6400 18700
Convergys Corp COM 212485106 774 20000 SH Sole 10700 9300
Cooper Companies Inc COM 216648402 444 13800 SH Sole 8600 5200
Cordant Technologies COM 218412104 345 6100 SH Sole 6100
Corn Products Intl COM 219023108 233 9700 SH Sole 1000 8700
Cornerstone Pptys Inc COM 21922H103 272 15600 SH Sole 15600
Covance Inc COM 222816100 719 66900 SH Sole 31500 35400
Crescent Real Estate COM 225756105 259 14800 SH Sole 14800
Cummins Engine COM 231021106 2659 70800 SH Sole 41400 29400
Cypress Semiconductor COM 232806109 216 4400 SH Sole 4400
Cytec Industries COM 232820100 1228 40100 SH Sole 14900 25200
D.R. Horton COM 23331A109 957 73300 SH Sole 42200 31100
DTE Holdings Inc COM 233331107 1153 39500 SH Sole 26300 13200
Danaher Corp COM 235851102 459 9000 SH Sole 3500 5500
Dean Foods COM 242361103 1875 70100 SH Sole 41400 28700
Dell Computer Corp COM 247025109 825 15300 SH Sole 15300
Delphi Automotive Systems COM 247126105 331 20700.97 SH Sole 20700 0.97
Delta Air Lines COM 247361108 7966 149600 SH Sole 103900 45700
Dentsply Intl Inc COM 249030107 1061 37400 SH Sole 19000 18400
Dial Corp (New) COM 25247D101 368 26800 SH Sole 16300 10500
Diebold Inc COM 253651103 531 19300 SH Sole 12800 6500
Disney (Walt) Prod COM 254687106 9811 722700 SH Sole 541400 181300
Dollar Thrifty Automotive COM 256743105 172 10000 SH Sole 10000
Doubleclick Inc COM 258609304 262 2800 SH Sole 2800
Dover Corp COM 260003108 3466 72400 SH Sole 51200 21200
Dow Chemical Company COM 260543103 1322 11600 SH Sole 10000 1600
Du Pont (E.I.) DeNemours COM 263534109 6210 117300 SH Sole 85700 31600
Duke Energy Corp COM 264399106 478 9100 SH Sole 1700 7400
Dycom Industries COM 267475101 941 19300 SH Sole 11500 7800
E*Trade Group Inc COM 269246104 226 7500 SH Sole 7500
EBAY Inc COM 278642103 352 2000 SH Sole 2000
EMC Corp COM 268648102 1688 13400 SH Sole 13400
Earthgrains Co COM 270319106 562 37800 SH Sole 16700 21100
Eastman Kodak COM 277461109 3422 63000 SH Sole 42900 20100
Eaton Corp COM 278058102 4485 57500 SH Sole 39600 17900
Edwards ( A.G.) Inc COM 281760108 912 22800 SH Sole 3700 19100
El Paso Energy Corporation COM 283905107 618 15300 SH Sole 1900 13400
Electronic Data Systems COM 285661104 0097 157300 SH Sole 117100 40200
Energen Corp COM 29265N108 540 33900 SH Sole 24800 9100
Energy East Corp COM 29266M109 1106 55800 SH Sole 55800
Engelhard Corp COM 292845104 153 10100 SH Sole 10100
Ensco Intl Inc COM 26874Q100 639 17700 SH Sole 17700
Entergy Corp COM 29364G103 3531 174900 SH Sole 98800 76100
Equitable Resources COM 294549100 318 7100 SH Sole 7100
Equity Office Properties COM 294741103 236 9400 SH Sole 9400
Esterline Corp COM 297425100 152 11700 SH Sole 11700
Exodus Communications Inc COM 302088109 688 4900 SH Sole 4900
Exxon Mobil Corp COM 30231G102 7782 613083.1 SH Sole 453033 160050.07
FMC Corp COM 302491303 6000 106200 SH Sole 72300 33900
FPL Group Inc COM 302571104 1783 38700 SH Sole 29200 9500
Fannie Mae COM 313586109 1482 203000 SH Sole 155000 48000
Federal Home Ln Mt COM 313400301 764 17300 SH Sole 9700 7600
</TABLE>
3
<PAGE> 6
Martingale Asset Management
FORM 13F
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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>
Federated Dept Stores COM 31410H101 9684 229200 SH Sole 159300 69900
Ferro Corp COM 315405100 273 15300 SH Sole 15300
Finova Group Inc COM 317928109 1426 84800 SH Sole 45200 39600
First American Fin'l Cp Ca COM 318522307 152 10900 SH Sole 10900
First Citizens Bancsh Cl A COM 31946M103 220 3900 SH Sole 3900
First Data Corp COM 319963104 2139 48200 SH Sole 33600 14600
First Union Corp COM 337358105 6228 167200 SH Sole 124700 42500
FirstEnergy Corp COM 337932107 1378 66800 SH Sole 34500 32300
Firstar Corp COM 33763V109 3443 150100 SH Sole 96400 53700
Firstfed Financial Corp/ca COM 337907109 174 13100 SH Sole 13100
Fiserv Inc COM 337738108 227 6100 SH Sole 6100
FleetBoston Finl Corp COM 339030108 2108 605700 SH Sole 429900 175800
Ford Motor Company COM 345370100 3262 288700 SH Sole 207100 81600
Furniture Brands COM 360921100 1765 93800 SH Sole 57600 36200
GPU Inc. COM 36225X100 2280 83300 SH Sole 60000 23300
GTE Corp COM 362320103 3692 52000 SH Sole 11400 40600
Galileo International COM 363547100 1752 72800 SH Sole 30000 42800
Gannett Co COM 364730101 2780 181600 SH Sole 125900 55700
General Electric COM 369604103 5671 100700 SH Sole 100700
General Motors Cl H COM 370442832 772 6200 SH Sole 2400 3800
General Motors Corp COM 370442105 0753 250600 SH Sole 178000 72600
Genl Dynamics COM 369550108 6254 125700 SH Sole 91200 34500
Georgia Pacific Corp COM 373298108 6397 161700 SH Sole 105800 55900
Global Marine Inc COM 379352404 1720 67800 SH Sole 12900 54900
Golden State Bancorp Inc COM 381197102 950 63600 SH Sole 28800 34800
Golden West Finl COM 381317106 945 30300 SH Sole 30300
Goodrich (B.F.) COM 382388106 970 33800 SH Sole 14200 19600
Gotham Partners COM 38346L9G3 1616 1055.56 SH Other 1055.56
Grace (W.R.) COM 38388F108 988 76700 SH Sole 58500 18200
Great Atlantic & Pacific Tea CCOM 390064103 1063 54500 SH Sole 37900 16600
Greenpoint Financial COM 395384100 285 14500 SH Sole 14500
Gtech Hldgs Corp COM 400518106 394 21200 SH Sole 21200
Handleman Company COM 410252100 175 19700 SH Sole 19700
Harland John H Co COM 412693103 140 10400 SH Sole 10400
Hartford Fin'l Services COM 416515104 1725 32700 SH Sole 32700
Haverty Furniture COM 419596101 327 30800 SH Sole 24200 6600
Herbalife Intl COM 426908208 240 17000 SH Sole 17000
Hewlett-Packard Company COM 428236103 8903 67000 SH Sole 55900 11100
Hibernia Corp COM 428656102 1746 166300 SH Sole 95800 70500
Home Depot COM 437076102 2257 35000 SH Sole 35000
Honeywell Intl Inc COM 438516106 1907 36200 SH Sole 20900 15300
Household Int'l COM 441815107 8668 232300 SH Sole 172900 59400
Hughes Supply Inc COM 444482103 304 19600 SH Sole 11500 8100
IBP Inc COM 449223106 3607 229000 SH Sole 164200 64800
ICN Pharmaceutical COM 448924100 1275 46800 SH Sole 29700 17100
IPALCO Enterprises Inc COM 462613100 238 12200 SH Sole 12200
ITT Industries COM 450911102 3706 119300 SH Sole 87900 31400
IVAX Corp COM 465823102 302 11100 SH Sole 7100 4000
Immunex Corp COM 452528102 279 4400 SH Sole 4400
Imperial Bancorp COM 452556103 1532 49428 SH Sole 29833 19595
Ingersoll-Rand Co COM 456866102 1261 28500 SH Sole 28500
Ingram Micro COM 457153104 231 15000 SH Sole 4600 10400
Integrated Device COM 458118106 503 12700 SH Sole 6700 6000
Intel Corp COM 458140100 9618 72900 SH Sole 72900
Intermet Corp COM 45881K104 255 27900 SH Sole 16200 11700
Internet Capital Group COM 46059C106 307 3400 SH Sole 3400
</TABLE>
4
<PAGE> 7
Martingale Asset Management
FORM 13F
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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>
Interpublic Group COM 460690100 595 12600 SH Sole 12600
Interstate Bakeries COM 46072H108 700 49100 SH Sole 20800 28300
Intl Business Machines COM 459200101 2638 107100 SH Sole 77200 29900
Intl Home Foods Inc COM 459655106 1086 67900 SH Sole 43700 24200
Intl Paper Company COM 460146103 3779 88400 SH Sole 72600 15800
Invacare Corp COM 461203101 793 28900 SH Sole 14200 14700
JDS Uniphase Corp COM 46612J101 579 4800 SH Sole 4800
JLG Industries Inc COM 466210101 504 54900 SH Sole 36700 18200
Jabil Circuit Inc COM 466313103 709 16400 SH Sole 10600 5800
John Manville Corp COM 478129109 516 48600 SH Sole 14600 34000
Johnson & Johnson COM 478160104 576 8200 SH Sole 8200
Johnson Controls Inc COM 478366107 2871 53100 SH Sole 24900 28200
Jones Apparel Group COM 480074103 892 28200 SH Sole 18400 9800
Jones Pharm Inc COM 480236108 529 17400 SH Sole 15750 1650
Juniper Networks COM 48203R104 264 1000 SH Sole 1000
KLA-Tencor Corp COM 482480100 1230 14600 SH Sole 14600
Kansas City Southern COM 485170104 258 3000 SH Sole 3000
Kaufman & Broad Home COM 486168107 1625 75800 SH Sole 67100 8700
Keebler Foods Co COM 487256109 476 16600 SH Sole 16600
Kellwood Co COM 488044108 267 15200 SH Sole 3200 12000
Kemet Corp COM 488360108 911 14400 SH Sole 11100 3300
Kerr McGee Corp COM 492386107 4453 77100 SH Sole 53800 23300
Keycorp COM 493267108 2170 114200 SH Sole 94400 19800
Keyspan Corp COM 49337W100 3530 127800 SH Sole 37800 90000
Kimberly-Clark COM 494368103 5539 98800 SH Sole 65400 33400
Knight Ridder COM 499040103 220 4300 SH Sole 4300
Kroger Co COM 501044101 362 20600 SH Sole 20600
LSI Logic Corp COM 502161102 1264 17400 SH Sole 13600 3800
Lancaster Colony Corp COM 513847103 2196 71850 SH Sole 45050 26800
Lear Corp COM 521865105 652 23200 SH Sole 6900 16300
Lehman Brothers Holding CompanCOM 524908100 4229 43600 SH Sole 36900 6700
Libbey Inc COM 529898108 537 19600 SH Sole 14000 5600
Lilly Industries Inc -Cl A COM 532491107 166 13400 SH Sole 7900 5500
Lincoln Electric Holdings COM 533900106 411 17000 SH Sole 17000
Lincoln Nat'l Corp COM 534187109 1665 49700 SH Sole 39700 10000
Linen's N Things Inc COM 535679104 356 10400 SH Sole 4300 6100
Litton Ind Inc COM 538021106 460 10400 SH Sole 10400
Loew's Corp COM 540424108 8265 165300 SH Sole 124200 41100
Louisiana Pacific Corp COM 546347105 1206 86900 SH Sole 63900 23000
Lowe's Companies COM 548661107 1016 17400 SH Sole 17400
Lubrizol Corp COM 549271104 202 7000 SH Sole 7000
Lucent Technologies COM 549463107 1739 28400 SH Sole 28400
MBIA Inc COM 55262C100 2275 43700 SH Sole 29800 13900
MCI Worldcom Inc COM 55268B106 0692 456650 SH Sole 356550 100100
MGIC Investment Corp COM 552848103 0531 241400 SH Sole 184500 56900
Mail-Well Inc. COM 560321200 769 88500 SH Sole 57000 31500
Mallinckrodt Group COM 561232109 3375 117400 SH Sole 94400 23000
Manitowoc Inc COM 563571108 994 36150 SH Sole 23550 12600
Manpower Inc COM 56418H100 288 8100 SH Sole 8100
Maxim Integrated Prod COM 57772K101 256 3600 SH Sole 3600
May Department Stores COM 577778103 510 17900 SH Sole 4500 13400
Merck & Co Inc COM 589331107 3127 211300 SH Sole 172400 38900
Mercury Gen'l Corp COM 589400100 558 18900 SH Sole 6600 12300
Meredith Corp COM 589433101 1481 53500 SH Sole 26900 26600
Merrill Lynch & Co COM 590188108 703 6700 SH Sole 6700
Michael Foods Inc COM 594079105 523 24900 SH Sole 16300 8600
</TABLE>
5
<PAGE> 8
Martingale Asset Management
FORM 13F
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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>
Michael's Stores Inc COM 594087108 465 11400 SH Sole 8000 3400
Micron Technology COM 595112103 1852 14700 SH Sole 9200 5500
Micros Systems Inc COM 594901100 290 4600 SH Sole 200 4400
Microsoft Corp COM 594918104 9029 179100 SH Sole 173800 5300
Minnesota Mining & Manu COM 604059105 576 6500 SH Sole 1400 5100
Minnesota Power & Light COM 604110106 259 15600 SH Sole 15600
Mohawk Industries COM 608190104 2020 90300 SH Sole 57500 32800
Morgan J P & Co COM 616880100 1304 9900 SH Sole 9900
Morgan Keegan Inc COM 617410105 195 11300 SH Sole 11300
Morgan Stanley Dean Witter & C COM 617446448 8639 224900 SH Sole 157700 67200
Motorola COM 620076109 9446 64700 SH Sole 42800 21900
Mueller Industries COM 624756102 857 28200 SH Sole 21800 6400
Murphy Oil Corp COM 626717102 346 6000 SH Sole 1500 4500
NBTY Inc COM 628782104 148 10800 SH Sole 10800
NCR Corp COM 62886E108 417 10400 SH Sole 3400 7000
Nabors Industries COM 629568106 260 6700 SH Sole 6700
Nat'l City Corp COM 635405103 3684 178600 SH Sole 153700 24900
Nat'l Data Corp COM 635621105 374 14400 SH Sole 9700 4700
Nat'l Semiconductor COM 637640103 1403 23100 SH Sole 18100 5000
Nat'l Service Inds COM 637657107 505 24000 SH Sole 15900 8100
Navistar Intl COM 63934E108 277 6900 SH Sole 6900
Network Appliance Inc COM 64120L104 348 4200 SH Sole 3400 800
Network Associates Inc COM 640938106 274 8500 SH Sole 8500
New York Times Co COM 650111107 253 5900 SH Sole 5900
Newell Rubbermaid Inc COM 651229106 357 14400 SH Sole 14400
Newmont Mining COM 651639106 994 44300 SH Sole 39400 4900
Nextel Communication COM 65332V103 1245 8400 SH Sole 8400
Noble Drilling Corp COM 655042109 3848 93000 SH Sole 67900 25100
Nortek Inc COM 656559101 420 19000 SH Sole 14300 4700
Novell Inc COM 670006105 510 17800 SH Sole 17800
Nucor Corp COM 670346105 250 5000 SH Sole 5000
OGE Energy Company COM 670837103 531 27700 SH Sole 27700
Occidental Petroleum COM 674599105 2823 618000 SH Sole 429400 188600
Ocular Sciences Inc. Com COM 675744106 694 44100 SH Sole 24000 20100
Office Depot Inc COM 676220106 713 61700 SH Sole 35900 25800
Old Republic Int'l COM 680223104 499 36300 SH Sole 36300
Omnicom Group Inc COM 681919106 1358 14500 SH Sole 11800 2700
Oneok Inc COM 682680103 245 9800 SH Sole 9800
Oracle Systems Corp COM 68389X105 2646 33900 SH Sole 33900
Orthodontic Centers of America COM 68750P103 198 10400 SH Sole 1200 9200
PE Corp - Celera Genomics COM 69332S201 258 2800 SH Sole 2800
PECO Energy COM 693304107 229 6200 SH Sole 6200
PG & E Corp COM 69331C108 1995 95000 SH Sole 64500 30500
PMC - Sierra Inc COM 69344F106 387 1900 SH Sole 1900
PMI Group COM 69344M101 5526 116500 SH Sole 76800 39700
PNC Financial Services COM 693475105 5890 130700 SH Sole 83200 47500
PPG Industries COM 693506107 1088 20800 SH Sole 12900 7900
PPL Corporation COM 69351T106 4231 202100 SH Sole 150800 51300
Pacific Century Finl COM 694058108 754 37100 SH Sole 25000 12100
Pacificare Health System Del C COM 695112102 3382 67800 SH Sole 38300 29500
Paine Webber Inc COM 695629105 6415 145800 SH Sole 100400 45400
Panamsat Corporation COM 697933109 1114 22700 SH Sole 10500 12200
Papa John's Intl COM 698813102 591 17900 SH Sole 3500 14400
Park Electrochemical Corp COM 700416209 292 11900 SH Sole 8000 3900
Patterson Dental Co COM 703412106 233 6100 SH Sole 2100 4000
Paxar Corp COM 704227107 541 56200 SH Sole 56200
</TABLE>
6
<PAGE> 9
Martingale Asset Management
FORM 13F
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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>
Paychex Inc COM 704326107 592 11300 SH Sole 6000 5300
Pentair Inc COM 709631105 2150 58000 SH Sole 27400 30600
Peoples Energy Corp COM 711030106 1366 49800 SH Sole 49800
Pepsico Inc COM 713448108 555 15900 SH Sole 15900
Petco Animal Supplies COM 716016100 410 34500 SH Sole 22400 12100
Pfizer Inc. COM 717081103 7309 199900 SH Sole 199900
Philip Morris Inc COM 718154107 7890 373500 SH Sole 316100 57400
Phillips Pete COM 718507106 4106 305000 SH Sole 235600 69400
Pinnacle West Capital Corp COM 723484101 5254 186400 SH Sole 146800 39600
Pioneer Std Electronics COM 723877106 991 62900 SH Sole 47200 15700
Pitney Bowes COM 724479100 223 5000 SH Sole 5000
Plantronics Inc. COM 727493108 401 4300 SH Sole 1800 2500
Plexus Corp COM 729132100 593 8900 SH Sole 4800 4100
Polaris Inds Inc COM 731068102 488 16200 SH Sole 16200
Policy Mgmt Sys Corp COM 731108106 354 29500 SH Sole 14100 15400
Praxair COM 74005P104 629 15100 SH Sole 1800 13300
Procter & Gamble Co COM 742718109 2175 38500 SH Sole 38500
Prologis Tr COM 743410102 206 10700 SH Sole 10700
Providian Finl Corp COM 74406A102 1334 15400 SH Sole 10500 4900
Public Service Ent COM 744573106 0375 350200 SH Sole 283400 66800
Public Service New Mexico COM 744499104 1317 83600 SH Sole 51600 32000
Pulte Corporation COM 745867101 1683 80600 SH Sole 66100 14500
Qualcomm Inc COM 747525103 2449 16400 SH Sole 14400 2000
Quanex Corp COM 747620102 328 18200 SH Sole 12300 5900
Quantum Corp - DLT & Storage COM 747906204 1298 108700 SH Sole 38900 69800
Questar Corp COM 748356102 408 22000 SH Sole 22000
Quiksilver Inc COM 74838C106 227 12900 SH Sole 12900
RGS Energy Group Inc COM 74956K104 1203 56600 SH Sole 37400 19200
Radian Group Inc COM 750236101 452 9500 SH Sole 9500
Ralston Purina Group COM 751277302 236 8600 SH Sole 8600
Raymond James Financial Inc COM 754730109 253 12200 SH Sole 12200
Reliant Energy Inc COM 75952J108 3527 574100 SH Sole 421100 153000
Rent Way Inc COM 76009U104 544 27900 SH Sole 15500 12400
Republic Group COM 760473108 116 10800 SH Sole 10800
Respironics COM 761230101 214 14900 SH Sole 14900
Reynolds & Reynolds COM 761695105 1504 55700 SH Sole 34200 21500
Roadway Express COM 769742107 537 26500 SH Sole 19900 6600
Rollins Truck Leasing COM 775741101 542 64200 SH Sole 54000 10200
Roper Industries COM 776696106 373 11000 SH Sole 2800 8200
Ross Stores Inc COM 778296103 2387 99200 SH Sole 74800 24400
Rowan Cos Inc COM 779382100 1404 47700 SH Sole 47700
Royal Dutch Pet. COM 780257804 3018 52200 SH Sole 52200
Ryans Family Steak House COM 783519101 229 23900 SH Sole 23900
SBC Communications COM 78387G103 2354 530662.6 SH Sole 366060.6 164602
SCI Systems Inc COM 783890106 1741 32400 SH Sole 21800 10600
SDL Inc. COM 784076101 426 2000 SH Sole 1600 400
SPS Technologies Inc COM 784626103 503 16500 SH Sole 9200 7300
Safeway Inc COM 786514208 1416 31300 SH Sole 18500 12800
Saks Holdings Inc COM 79377W108 293 20200 SH Sole 20200
Schein (Henry) Inc COM 806407102 696 43000 SH Sole 34800 8200
Schering Plough Corp COM 806605101 579 15600 SH Sole 15600
Schwab Charles Corp COM 808513105 557 9800 SH Sole 9800
Scientific Atlanta Inc COM 808655104 1050 16600 SH Sole 16600
Scotts Company COM 810186106 412 9800 SH Sole 5500 4300
Sears Roebuck COM 812387108 0832 353700 SH Sole 258000 95700
Sempra Energy COM 816851109 4429 264393 SH Sole 237787 26606
</TABLE>
7
<PAGE> 10
Martingale Asset Management
FORM 13F
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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>
Shared Med Sys Corp COM 819486101 296 5700 SH Sole 5700
Shaw Industries Inc COM 820286102 468 30800 SH Sole 11300 19500
Sherwin Williams Co COM 824348106 1611 72800 SH Sole 35300 37500
Shopko Stores Inc COM 824911101 845 47600 SH Sole 24200 23400
Siebel COM 826170102 764 6400 SH Sole 5000 1400
Smithfield Foods Inc COM 832248108 660 33000 SH Sole 10900 22100
Snap-On Inc COM 833034101 943 36000 SH Sole 8000 28000
Southern Company COM 842587107 4137 190200 SH Sole 190200
Sovereign Bancorp COM 845905108 91 12000 SH Sole 12000
Spring Inds Inc COM 851783100 239 6300 SH Sole 6300
Sprint COM 852061100 614 9700 SH Sole 9700
Standard Pacific Cp COM 85375C101 360 36000 SH Sole 21100 14900
Staples Inc COM 855030102 550 27500 SH Sole 27500
Sterling Software Inc COM 859547101 2165 66100 SH Sole 66100
Suiza Foods Corp COM 865077101 1932 48000 SH Sole 28800 19200
Summit Bancorp COM 866005101 940 35800 SH Sole 35800
Sun Microsystems Inc COM 866810104 1846 19700 SH Sole 19700
Sungard Data Systems COM 867363103 1585 42000 SH Sole 27300 14700
Supervalu Inc COM 868536103 6060 320000 SH Sole 219800 100200
Symantec COM 871503108 1179 15700 SH Sole 15700
TCF Financial Corp COM 872275102 764 32100 SH Sole 16100 16000
TJX Companies Inc COM 872540109 461 20800 SH Sole 20800
Tech Data COM 878237106 2147 65300 SH Sole 30000 35300
Tecumseh Products COM 878895200 620 14100 SH Sole 10000 4100
Tel & Data Systems COM 879433100 610 5500 SH Sole 5500
Teradyne Inc COM 880770102 1861 22700 SH Sole 19100 3600
Terex Corp New COM 880779103 283 19700 SH Sole 900 18800
Tesoro Pete Corp COM 881609101 248 21600 SH Sole 2200 19400
Texaco Inc COM 881694103 2752 51200 SH Sole 33600 17600
Texas Industries Inc. COM 882491103 787 24900 SH Sole 12100 12800
Texas Instruments COM 882508104 1584 9900 SH Sole 9900
Texas Utilities COM 882848104 8241 277600 SH Sole 207600 70000
Thermo Instr Sys Inc COM 883559106 251 11900 SH Sole 6900 5000
Tidewater Inc COM 886423102 1276 40100 SH Sole 27800 12300
Toll Brothers Inc COM 889478103 994 49700 SH Sole 30500 19200
Topps Inc COM 890786106 1008 121300 SH Sole 78000 43300
Tosco Corp COM 891490302 4125 134700 SH Sole 77500 57200
Toys 'r' Us COM 892335100 628 42400 SH Sole 28200 14200
Trans World Entmt Corp COM 89336Q100 743 74300 SH Sole 50900 23400
Tribune Co New COM 896047107 3861 105600 SH Sole 53600 52000
Trinity Indust Inc COM 896522109 237 10000 SH Sole 10000
True North Comm COM 897844106 240 6100 SH Sole 6100
Tupperware Corp COM 899896104 1793 113400 SH Sole 69300 44100
Tyson Food Inc COM 902494103 182 16400 SH Sole 16400
U.S. Bancorp COM 902973106 4998 228500 SH Sole 143500 85000
U.S. Cellular COM 911684108 1747 24600 SH Sole 13700 10900
U.S. Freightways COM 916906100 1340 35800 SH Sole 28000 7800
UAL Corp COM 902549500 399 6600 SH Sole 6600
URS Corp COM 903236107 142 10800 SH Sole 10800
USG Corp COM 903293405 1673 39900 SH Sole 21100 18800
USX-Marathon Group COM 902905827 2711 487700 SH Sole 365100 122600
USX-US Steel Group COM 90337T101 2700 108000 SH Sole 70200 37800
Ultramar Diamond Shamrock COM 904000106 815 32100 SH Sole 17000 15100
Unisys Corp COM 909214108 1480 57600 SH Sole 57600
United Illuminating COM 910637107 381 9700 SH Sole 9700
United Rentals Inc COM 911363109 1109 64300 SH Sole 44000 20300
</TABLE>
8
<PAGE> 11
Martingale Asset Management
FORM 13F
March 31, 2000
<TABLE>
<CAPTION>
Voting Authority
--------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer 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>
United Stationers Inc COM 913004107 2116 59300 SH Sole 33100 26200
United Tech Co COM 913017109 265 4200 SH Sole 4200
Universal Foods Corp COM 913538104 455 21300 SH Sole 8100 13200
Univision Comm COM 914906102 2893 25600 SH Sole 16800 8800
Utd Healthcare Corp COM 910581107 2146 36000 SH Sole 27200 8800
Utilicorp COM 918005109 771 42700 SH Sole 42700
Verisign Inc COM 92343E102 344 2300 SH Sole 2300
Veritas Software Corp (Del) COM 923436109 1484 11325 SH Sole 9975 1350
Viacom Class B COM 925524308 791 15000 SH Sole 5600 9400
Viad Corporation COM 92552R109 714 31200 SH Sole 16700 14500
Vintage Pete COM 927460105 1783 88600 SH Sole 54800 33800
Vishay Intertechnology COM 928298108 506 9100 SH Sole 4400 4700
Voicestream Wireless Corp COM 928615103 515 4000 SH Sole 4000
WMS Industries Inc COM 929297109 545 55200 SH Sole 36300 18900
Wal-Mart Stores COM 931142103 5803 102700 SH Sole 102700
Warner-Lambert Co COM 934488107 1358 13900 SH Sole 13900
Wellpoint Health Network COM 94973H108 748 10700 SH Sole 1800 8900
Wells Fargo & Co COM 949746101 5929 145500 SH Sole 117500 28000
Weyerhaeuser Co COM 962166104 2109 37000 SH Sole 25600 11400
Whirlpool Corp COM 963320106 774 13200 SH Sole 13200
Wisconsin Central Transpor COM 976592105 311 25400 SH Sole 25400
Xerox Corp COM 984121103 484 18600 SH Sole 18600
Xilinx COM 983919101 414 5000 SH Sole 5000
Xtra Corporation COM 984138107 433 11400 SH Sole 11400
Yahoo Inc COM 984332106 1063 6200 SH Sole 6200
York Int'l Corp COM 986670107 411 17600 SH Sole 6100 11500
Zale Corp COM 988858106 2477 2500 SH Sole 26300 26200
S&P 500 Futures 6/00 sp00m 8792 408 SH Sole 150 258
1379 64 SH Other 64
S&P500 Growth Futures 6/00 sw00m 6101 432 SH Sole 432
REPORT SUMMARY 478 DATA RECORDS 1315532 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.
9
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