MARTINGALE ASSET MANAGEMENT L P
13F-HR, 2000-12-12
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<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:     SEPTEMBER 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
        -------------------------------------------------------

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>

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--------------------------------------------------------------------------------
<PAGE>   2

                                    FORM 13F

                                  SUMMARY PAGE

Report Summary:

Number of Other Included Managers:        0
                                        ---------------------------------------

Form 13F Information Table Entry Total:   432
                                        ---------------------------------------

Form 13F Information Table Value Total: $1277396
                                         --------------------------------------
                                                    (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
                               September 30, 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>
3com Corp                       COM    885535104      274     14300.00 SH          Sole                  8200.00            6100.00
A C Nielson                     COM    004833109      686     28800.00 SH          Sole                 18300.00           10500.00
A G L Resources Inc             COM    001204106      891     44400.00 SH          Sole                 44400.00
AT&T                            COM    001957109    19360    659050.00 SH          Sole                469300.00          189750.00
AT&T Corp Liberty Media A       COM    001957208     2630    146100.00 SH          Sole                 86800.00           59300.00
AVX Corporation                 COM    002444107     4556    174800.00 SH          Sole                112600.00           62200.00
AXA Fin'l Inc                   COM    002451102     2588     50800.00 SH          Sole                 11500.00           39300.00
Abbott Labs                     COM    002824100     5570    117100.00 SH          Sole                 64600.00           52500.00
Advanced Micro Devices          COM    007903107     1323     56000.00 SH          Sole                 34400.00           21600.00
Albertson's Inc                 COM    013104104      846     40300.00 SH          Sole                 34400.00            5900.00
Allamerica Fin'l                COM    019754100     3529     55200.00 SH          Sole                 28000.00           27200.00
Allegheny Energy Inc            COM    017361106      726     19000.00 SH          Sole                  8900.00           10100.00
Allergan Inc                    COM    018490102      279      3300.00 SH          Sole                  3300.00
Allete                          COM    018522102      345     15600.00 SH          Sole                 15600.00
Alliant Techsystems             COM    018804104      271      3300.00 SH          Sole                   400.00            2900.00
Allstate Corp                   COM    020002101      372     10700.00 SH          Sole                 10700.00
Amazon.Com Inc                  COM    023135106      204      5300.00 SH          Sole                  5300.00
Ambac Fin'l Group               COM    023139108     4124     56300.00 SH          Sole                 35700.00           20600.00
Amer Freightways Corp           COM    02629V108      638     40200.00 SH          Sole                 25200.00           15000.00
Ameren Corporation              COM    023608102     1126     26900.00 SH          Sole                 14000.00           12900.00
America Online Inc              COM    02364J104     1446     26900.00 SH          Sole                 26900.00
American Elec Power             COM    025537101      556     14200.00 SH          Sole                 14200.00
American Express                COM    025816109      923     15200.00 SH          Sole                 15200.00
American Int'l Group            COM    026874107    25169    263036.00 SH          Sole                216211.00           46825.00
American Italian Pasta Co       COM    027070101      342     17800.00 SH          Sole                  9700.00            8100.00
Amerisource Health Corp         COM    03071P102     1838     39100.00 SH          Sole                 23500.00           15600.00
Amgen Inc                       COM    031162100      545      7800.00 SH          Sole                  7800.00
Anchor Gaming                   COM    033037102     1615     20300.00 SH          Sole                 14000.00            6300.00
Apache Corp                     COM    037411105     5558     94000.00 SH          Sole                 54300.00           39700.00
Apartment Invt & Mgmt           COM    03748R101      359      7800.00 SH          Sole                  7800.00
Apple Computer Inc              COM    037833100      494     19200.00 SH          Sole                 11700.00            7500.00
Applebees Intl Inc              COM    037899101      805     35000.00 SH          Sole                 21100.00           13900.00
Applied Industrial Tech Inc     COM    03820C105      239     13800.00 SH          Sole                  7400.00            6400.00
Applied Materials               COM    038222105      540      9100.00 SH          Sole                  9100.00
Applied Micro Circuits Corp     COM    03822W109      269      1300.00 SH          Sole                  1300.00
Apria Healthcare                COM    037933108      148     10600.00 SH          Sole                 10600.00
Archer Daniels Midland          COM    039483102      113     13125.00 SH          Sole                 13125.00
Arden Realty Group Inc          COM    039793104      223      8300.00 SH          Sole                  8300.00
Ariba Inc                       COM    04033V104      444      3100.00 SH          Sole                  3100.00
Arkansas Best Corp              COM    040790107      549     35700.00 SH          Sole                 22800.00           12900.00
Arrow Electrs Inc               COM    042735100     4295    126100.00 SH          Sole                 75500.00           50600.00
Arvinmeritor Incorporated       COM    043353101      543     37000.00 SH          Sole                 21300.00           15700.00
Ashland Inc                     COM    044204105     3500    103900.00 SH          Sole                 63400.00           40500.00
Assoc First Capital             COM    046008108     3200     84200.00 SH          Sole                 54200.00           30000.00
At Home Corporation             COM    045919107      153     10800.00 SH          Sole                  8000.00            2800.00
Audiovox Corp Cl A              COM    050757103      215     14300.00 SH          Sole                 14300.00
Autodesk Inc                    COM    052769106     2611    102900.00 SH          Sole                 71700.00           31200.00
Autozone Inc                    COM    053332102     2543    112100.00 SH          Sole                 86600.00           25500.00
Avalonbay Communities Inc       COM    053484101      291      6100.00 SH          Sole                  6100.00
Avnet Inc                       COM    053807103     3734    131600.00 SH          Sole                 73000.00           58600.00
B M C Software Inc              COM    055921100     1132     59200.00 SH          Sole                 49100.00           10100.00
BJ Services Co                  COM    055482103     3845     62900.00 SH          Sole                 38200.00           24700.00
Ball Corp                       COM    058498106      225      7100.00 SH          Sole                  7100.00
Bally Total Fitness Hldg        COM    05873K108      450     18000.00 SH          Sole                  7700.00           10300.00
Bancwest Corp                   COM    059790105      319     16400.00 SH          Sole                 16400.00
Bank United Corp Cl A           COM    065412108     1941     38300.00 SH          Sole                 38300.00
Bank of America Corp            COM    060505104    26664    509100.00 SH          Sole                365400.00          143700.00
Banta Corp                      COM    066821109      583     23900.00 SH          Sole                 12200.00           11700.00
Barra Inc                       COM    068313105      689     11100.00 SH          Sole                  6000.00            5100.00
Bear Stearns Co                 COM    073902108     1311     20815.00 SH          Sole                 20815.00
Belden Inc                      COM    077459105      947     40100.00 SH          Sole                 26300.00           13800.00
Bellsouth Corp                  COM    079860102    30594    760100.00 SH          Sole                541500.00          218600.00
Belo ( A.H.) Corp               COM    080555105      203     11000.00 SH          Sole                 11000.00
Bindley Western Inds            COM    090324104     1186     37066.00 SH          Sole                 26666.00           10400.00
Black & Decker Mfg              COM    091797100      349     10200.00 SH          Sole                 10200.00
Block H & R Inc                 COM    093671105     2346     63300.00 SH          Sole                 46600.00           16700.00
Boeing Company                  COM    097023105    13047    207100.00 SH          Sole                150900.00           56200.00
Borders Group Inc               COM    099709107      153     11000.00 SH          Sole                 11000.00
Briggs and Stratton             COM    109043109     2919     77200.00 SH          Sole                 62000.00           15200.00
Brinker Intl Inc                COM    109641100      404     13400.00 SH          Sole                 13400.00
Bristol Meyers Squibb           COM    110122108    12413    217300.00 SH          Sole                142800.00           74500.00
Brocade Communications          COM    111621108      307      1300.00 SH          Sole                  1300.00
Brunswick Corp                  COM    117043109     4579    250900.00 SH          Sole                171100.00           79800.00
Buffets Inc                     COM    119882108      322     23400.00 SH          Sole                  5200.00           18200.00
Burlington Northern             COM    12189T104      834     38700.00 SH          Sole                 13400.00           25300.00
C D I Corp                      COM    125071100      384     24000.00 SH          Sole                 20600.00            3400.00
CIGNA Corp                      COM    125509109    15242    146000.00 SH          Sole                 98400.00           47600.00
CIT Group Inc                   COM    125577106      199     11400.00 SH          Sole                 11400.00
Camden Property Trust           COM    133131102     1317     42500.00 SH          Sole                 42500.00
Canadian Pacific Ltd            COM    135923100     3016    116000.00 SH          Sole                116000.00
Cardinal Health Inc             COM    14149Y108     3342     37900.00 SH          Sole                 33800.00            4100.00
Carlisle Cos Inc                COM    142339100     1274     30700.00 SH          Sole                 22100.00            8600.00
Carramerica Rlty Corp           COM    144418100      224      7400.00 SH          Sole                  7400.00
Cascade Natural Gas Corp        COM    147339105      250     14300.00 SH          Sole                 14300.00
Caseys General Stores Inc       COM    147528103      386     29700.00 SH          Sole                 18200.00           11500.00
Cendant Corp                    COM    151313103      360     33100.00 SH          Sole                 33100.00
Centex Corp                     COM    152312104     1349     42000.00 SH          Sole                 42000.00
Centurytel                      COM    156700106      377     13850.00 SH          Sole                 13850.00
Charter One Fin'l               COM    160903100     4660     91181.25 SH          Sole                107841.75           83339.50
Chase Manhattan                 COM    16161A108     9706    210150.00 SH          Sole                132400.00           77750.00
Checkpoint Systems              COM    162825103      142     18800.00 SH          Sole                 18800.00
Chelsea GCA Rlty Inc            COM    163262108     1409     40100.00 SH          Sole                 40100.00
Chevron Corp                    COM    166751107     1168     13700.00 SH          Sole                 13700.00
Cisco Systems                   COM    17275R102     8658    156700.00 SH          Sole                156700.00
Citigroup Inc                   COM    172967101    55670   1029732.00 SH          Sole                724632.01          305100.00
City National Corp              COM    178566105      301      7800.00 SH          Sole                  7800.00
Clear Channel Comm              COM    184502102      842     14900.00 SH          Sole                 14900.00
Coca-Cola Co                    COM    191216100     2155     39100.00 SH          Sole                 39100.00
Colgate Palmolive Co            COM    194162103     6188    131100.00 SH          Sole                 73600.00           57500.00
Comdisco Inc                    COM    200336105      191     10000.00 SH          Sole                 10000.00
Comerica Inc                    COM    200340107     7947    136000.00 SH          Sole                107500.00           28500.00
Commerce Bancshare              COM    200525103      814     22100.00 SH          Sole                 10400.00           11700.00
Commerce One Inc                COM    200693109      306      3900.00 SH          Sole                  3900.00
Commscope Inc                   COM    203372107      456     18600.00 SH          Sole                 18600.00
Compaq Computer Corp            COM    204493100     2857    103600.00 SH          Sole                 86700.00           16900.00
Computer Assoc Int'l            COM    204912109     1513     60055.02 SH          Sole                 39055.02           21000.00
Compuware Corp                  COM    205638109     1671    199500.00 SH          Sole                146400.00           53100.00
Conagra Foods Inc               COM    205887102    11541     75245.77 SH          Sole                362725.77          212520.00
Conectiv                        COM    206829103     1292     72300.00 SH          Sole                 72300.00
Constellation Brands Inc - A    COM    21036P108     2086     38400.00 SH          Sole                 24400.00           14000.00
Cooper Companies Inc            COM    216648402     1450     41000.00 SH          Sole                 29400.00           11600.00
Corus Bankshares Inc            COM    220873103      245      6800.00 SH          Sole                  6800.00
Cox Communications              COM    224044107     2716     71000.00 SH          Sole                 17200.00           53800.00
Crescent Real Estate            COM    225756105      243     10900.00 SH          Sole                 10900.00
Cypress Semiconductor           COM    232806109      212      5100.00 SH          Sole                  5100.00
Cytec Industries                COM    232820100      792     23700.00 SH          Sole                 12300.00           11400.00
D.R. Horton                     COM    23331A109     1207     70218.00 SH          Sole                 36319.00           33899.00
Darden Restaurants              COM    237194105     1126     54100.00 SH          Sole                 54100.00
Dean Foods                      COM    242361103     1782     53600.00 SH          Sole                 35400.00           18200.00
Dell Computer Corp              COM    247025109     1152     37400.00 SH          Sole                 37400.00
Delphi Automotive Systems       COM    247126105     5341    353100.00 SH          Sole                253700.00           99400.00
Delta Air Lines                 COM    247361108     4939    111300.00 SH          Sole                 67400.00           43900.00
Deluxe Corp                     COM    248019101     1182     58200.00 SH          Sole                 38200.00           20000.00
Dentsply Intl Inc               COM    249030107     1356     38800.00 SH          Sole                 20400.00           18400.00
Developers Diversified          COM    251591103      618     48000.00 SH          Sole                 48000.00
Disney (Walt) Prod              COM    254687106    25857    676000.00 SH          Sole                465000.00          211000.00
Dole Foods                      COM    256605106     1509    100600.00 SH          Sole                 60300.00           40300.00
Dollar Thrifty Automotive       COM    256743105      231     11700.00 SH          Sole                 11700.00
Donnelley (R.R.) & Sons         COM    257867101     3797    154600.00 SH          Sole                105100.00           49500.00
Doral Finl Corp                 COM    25811P100      228     14100.00 SH          Sole                 14100.00
Dover Corp                      COM    260003108     2431     51800.00 SH          Sole                 30600.00           21200.00
Downey Financial Corp           COM    261018105      269      6800.00 SH          Sole                  6800.00
Duke Energy Corp                COM    264399106      737      8600.00 SH          Sole                  8600.00
Dynegy Inc Cl A                 COM    26816Q101      353      6200.00 SH          Sole                  6200.00
EBAY Inc                        COM    278642103      275      4000.00 SH          Sole                  4000.00
EMC Corp                        COM    268648102     2429     24500.00 SH          Sole                 24500.00
Eastman Chemical                COM    277432100      617     16700.00 SH          Sole                 16700.00
Edwards ( A.G.) Inc             COM    281760108      884     16900.00 SH          Sole                  2200.00           14700.00
El Paso Electric                COM    283677854      193     14000.00 SH          Sole                 14000.00
Electronic Data Systems         COM    285661104     1739     41900.00 SH          Sole                 41900.00
Electroscientific Ind           COM    285229100      566     16100.00 SH          Sole                 10800.00            5300.00
Emcor Group Inc                 COM                   216      8300.00 SH          Sole                  8300.00
Energen Corp                    COM    29265N108      827     27800.00 SH          Sole                 18700.00            9100.00
Energy East Corp                COM    29266M109     1964     86800.00 SH          Sole                 64900.00           21900.00
Ensco Intl Inc                  COM    26874Q100      222      5800.00 SH          Sole                  5800.00
Equity Office Properties        COM    294741103      292      9400.00 SH          Sole                  9400.00
Esterline Corp                  COM    297425100      321     16300.00 SH          Sole                  9500.00            6800.00
Exodus Communications Inc       COM    302088109      267      5400.00 SH          Sole                  5400.00
Exxon Mobil Corp                COM    30231G102    51103    573383.00 SH          Sole                429333.00          144050.00
FMC Corp                        COM    302491303     6344     94600.00 SH          Sole                 64600.00           30000.00
FPL Group Inc                   COM    302571104     1762     26800.00 SH          Sole                 26800.00
Fannie Mae                      COM    313586109    14808    207100.00 SH          Sole                141000.00           66100.00
Federal Home Ln Mt              COM    313400301      292      5400.00 SH          Sole                   200.00            5200.00
Federated Dept Stores           COM    31410H101     4883    186900.00 SH          Sole                130800.00           56100.00
Felcor Lodging Trust Inc        COM    31430F101      900     38900.00 SH          Sole                 38900.00
Finova Group Inc                COM    317928109      212     29200.00 SH          Sole                 29200.00
First Citizens Bancsh Cl A      COM    31946M103      272      3800.00 SH          Sole                  3800.00
First Data Corp                 COM    319963104     4258    109000.00 SH          Sole                 70600.00           38400.00
First Industrial Realty         COM    32054K103     1196     38900.00 SH          Sole                 38900.00
FirstEnergy Corp                COM    337932107     1080     40100.00 SH          Sole                 11100.00           29000.00
Firstfed Financial Corp/ca      COM    337907109      205      8900.00 SH          Sole                  8900.00
FleetBoston Fin'l Corp          COM    339030108    22207    569400.00 SH          Sole                395300.00          174100.00
Flowserve Corp                  COM    34354P105      385     23400.00 SH          Sole                  8000.00           15400.00
Ford Motor Company              COM    345370860     3414     34875.61 SH          Sole                 70893.06           63982.55
Forest City Enterprises-CL A    COM    345550107      234      6500.00 SH          Sole                  6500.00
Forest Labs Inc                 COM    345838106      344      3000.00 SH          Sole                  3000.00
Fossil Inc                      COM    349882100      437     32800.00 SH          Sole                 19300.00           13500.00
Franchise Finance Corp of Amer  COM    351807102      425     18900.00 SH          Sole                 18900.00
Fuller H.B. Co.                 COM    359694106      644     22400.00 SH          Sole                 12900.00            9500.00
GBC Bancorp                     COM    361475106      218      6400.00 SH          Sole                  6400.00
Galileo International           COM    363547100     2548    164400.00 SH          Sole                 93000.00           71400.00
Gannett Co                      COM    364730101     3779     71300.00 SH          Sole                 38400.00           32900.00
Gateway Inc                     COM    367626108      678     14500.00 SH          Sole                 14500.00
General Electric                COM    369604103    28284    490300.00 SH          Sole                456300.00           34000.00
General Motors Corp             COM    370442105    13877    213500.00 SH          Sole                141200.00           72300.00
Georgia Gulf Corp               COM    373200203      142     12400.00 SH          Sole                 12400.00
Georgia Pacific Corp            COM    373298108     2630    111900.00 SH          Sole                 78800.00           33100.00
Gerber Scientific               COM    373730100      289     33500.00 SH          Sole                 18400.00           15100.00
Glimcher Realty Trust           COM    379302102      240     16100.00 SH          Sole                 16100.00
Golden State Bancorp Inc        COM    381197102     1009     42700.00 SH          Sole                 23900.00           18800.00
Goldman Sachs Group             COM    38141G104     2051     18000.00 SH          Sole                 14100.00            3900.00
Goodrich (B.F.)                 COM    382388106     3229     82400.00 SH          Sole                 60400.00           22000.00
Gotham Partners                 COM    38346L9G3     1578      1043.88 SH          Other                                    1043.88
Grace (W.R.)                    COM    38388F108     1610    234200.00 SH          Sole                180900.00           53300.00
Greenpoint Financial            COM    395384100     4198    141700.00 SH          Sole                 73700.00           68000.00
Handleman Company               COM    410252100      444     35900.00 SH          Sole                 27400.00            8500.00
Harland John H Co               COM    412693103      488     31900.00 SH          Sole                 22900.00            9000.00
Haverty Furniture               COM    419596101      337     30800.00 SH          Sole                 23400.00            7400.00
Hawaiian Elec Inds              COM    419870100     1315     37700.00 SH          Sole                 37700.00
Health Care Property            COM    421915109      924     31200.00 SH          Sole                 31200.00
Health Care Reit Inc            COM    42217K106      353     19900.00 SH          Sole                 19900.00
Healthcare Realty Trust         COM    421946104     1420     67229.00 SH          Sole                 67229.00
Helmerich & Payne               COM    423452101      267      7400.00 SH          Sole                  7400.00
Hertz Corp Cl A                 COM    428040109      305      9600.00 SH          Sole                  9600.00
Hewlett-Packard Company         COM    428236103    13270    136800.00 SH          Sole                104200.00           32600.00
Hibernia Corp                   COM    428656102     4055    331000.00 SH          Sole                175000.00          156000.00
Home Depot                      COM    437076102     1035     19500.00 SH          Sole                 19500.00
Honeywell Intl Inc              COM    438516106     8151    228800.00 SH          Sole                168900.00           59900.00
Hospitality Pptys               COM    44106M102     1050     44900.00 SH          Sole                 44900.00
Household Int'l                 COM    441815107     6591    116400.00 SH          Sole                 91000.00           25400.00
Hughes Supply Inc               COM    444482103      449     22900.00 SH          Sole                 13400.00            9500.00
Huntington Bancshares           COM    446150104     1505    102500.00 SH          Sole                 62700.00           39800.00
IBP Inc                         COM    449223106     2547    139100.00 SH          Sole                 75100.00           64000.00
ICN Pharmaceutical              COM    448924100     1061     31900.00 SH          Sole                 25400.00            6500.00
ITT Industries                  COM    450911102     3964    122200.00 SH          Sole                 92200.00           30000.00
IVAX Corp                       COM    465823102      612     13300.00 SH          Sole                  9300.00            4000.00
Idacorp Inc                     COM    451107106     1443     31200.00 SH          Sole                 31200.00
Imperial Bancorp                COM    452556103     2576    134684.00 SH          Sole                 94789.00           39895.00
Inamed Corp                     COM    453235103      596     21200.00 SH          Sole                 12600.00            8600.00
Indymac Mortgage                COM    456607100      619     30100.00 SH          Sole                 30100.00
Infinity Broadcasting Corp-A    COM    45662S102     5112    154900.00 SH          Sole                 91900.00           63000.00
Ingersoll-Rand Co               COM    456866102      400     11800.00 SH          Sole                 11800.00
Ingram Micro                    COM    457153104      593     43100.00 SH          Sole                 28300.00           14800.00
Integrated Device               COM    458118106      805      8900.00 SH          Sole                  2900.00            6000.00
Intel Corp                      COM    458140100     5823    140100.00 SH          Sole                140100.00
Interstate Bakeries             COM    46072H108      616     42100.00 SH          Sole                 24800.00           17300.00
Intl Business Machines          COM    459200101    13376    118900.00 SH          Sole                 78800.00           40100.00
Invacare Corp                   COM    461203101      565     17600.00 SH          Sole                 10100.00            7500.00
JLG Industries Inc              COM    466210101      647     53100.00 SH          Sole                 34900.00           18200.00
Jack In The Box Inc             COM    466367109      236     11000.00 SH          Sole                 11000.00
Johnson & Johnson               COM    478160104    19671    209400.00 SH          Sole                139000.00           70400.00
Johnson Controls Inc            COM    478366107      979     18400.00 SH          Sole                 13900.00            4500.00
Jones Apparel Group             COM    480074103     1966     74200.00 SH          Sole                 42100.00           32100.00
Juniper Networks                COM    48203R104      460      2100.00 SH          Sole                  2100.00
KLA-Tencor Corp                 COM    482480100      626     15200.00 SH          Sole                 15200.00
Kansas City Power & Light Comp  COM    485134100     1148     43000.00 SH          Sole                 43000.00
Kaufman & Broad Home            COM    486168107     1996     74100.00 SH          Sole                 65400.00            8700.00
Kellwood Co                     COM    488044108      564     30900.00 SH          Sole                 18300.00           12600.00
Kemet Corp                      COM    488360108     4080    147700.00 SH          Sole                 92500.00           55200.00
Kerr McGee Corp                 COM    492386107      590      8900.00 SH          Sole                  4300.00            4600.00
Keycorp                         COM    493267108      443     17500.00 SH          Sole                                    17500.00
Keyspan Corp                    COM    49337W100     3419     85200.00 SH          Sole                 36000.00           49200.00
Kimberly-Clark                  COM    494368103     1898     34000.00 SH          Sole                 12600.00           21400.00
Kimco Realty Corp               COM    49446R109      507     12000.00 SH          Sole                  3000.00            9000.00
King Pharmaceuticals Inc        COM    495582108      920     27505.00 SH          Sole                 23118.00            4387.00
Kroger Co                       COM    501044101     5988    265400.00 SH          Sole                165200.00          100200.00
Kulicke & Soffa Industries      COM    501242101     1024     76900.00 SH          Sole                 48800.00           28100.00
Lancaster Colony Corp           COM    513847103     1227     49950.00 SH          Sole                 34950.00           15000.00
Lehman Brothers Holding Compan  COM    524908100     9279     62800.00 SH          Sole                 45300.00           17500.00
Lennar Corp                     COM    526057104      261      8800.00 SH          Sole                  6800.00            2000.00
Libbey Inc                      COM    529898108      566     18200.00 SH          Sole                 12600.00            5600.00
Liberty Corp S C                COM    530370105      630     18200.00 SH          Sole                 13600.00            4600.00
Lilly (Eli) Co                  COM    532457108     1549     19100.00 SH          Sole                 16300.00            2800.00
Lincare Holdings                COM    532791100      798     27800.00 SH          Sole                 12600.00           15200.00
Lincoln Electric Holdings       COM    533900106      371     27900.00 SH          Sole                 16200.00           11700.00
Lincoln Nat'l Corp              COM    534187109      602     12500.00 SH          Sole                  8400.00            4100.00
Loew's Corp                     COM    540424108    11072    132800.00 SH          Sole                 91700.00           41100.00
Lucent Technologies             COM    549463107      727     23800.00 SH          Sole                 23800.00
MDC Holdings                    COM    552676108      244      9400.00 SH          Sole                  9400.00
MGIC Investment Corp            COM    552848103    10440    170800.00 SH          Sole                122100.00           48700.00
MKS Instruments Inc             COM    55306N104      474     17300.00 SH          Sole                 11000.00            6300.00
Mail-Well Inc                   COM    560321200      294     66300.00 SH          Sole                 49900.00           16400.00
Mandalay Resort Group           COM    562567107      333     13000.00 SH          Sole                 13000.00
Manitowoc Inc                   COM    563571108      555     28850.00 SH          Sole                 15150.00           13700.00
Manpower Inc                    COM    56418H100      763     23900.00 SH          Sole                  5500.00           18400.00
Mentor Corp                     COM    587188103      425     27000.00 SH          Sole                 17100.00            9900.00
Merck & Co Inc                  COM    589331107    31249    419800.00 SH          Sole                297100.00          122700.00
Merrill Lynch & Co              COM    590188108    10217    154800.00 SH          Sole                109600.00           45200.00
Michael Foods Inc               COM    594079105      879     37600.00 SH          Sole                 26500.00           11100.00
Michael's Stores Inc            COM    594087108      364      9100.00 SH          Sole                  5600.00            3500.00
Micron Technology               COM    595112103      630     13700.00 SH          Sole                 11900.00            1800.00
Microsoft Corp                  COM    594918104     9517    157800.00 SH          Sole                157800.00
Millennium Chemicals            COM    599903101      550     37100.00 SH          Sole                 21100.00           16000.00
Mohawk Industries               COM    608190104     1274     58400.00 SH          Sole                 38900.00           19500.00
Morgan J P & Co                 COM    616880100     5032     30800.00 SH          Sole                 22400.00            8400.00
Morgan Stanley Dean Witter & C  COM    617446448    20592    225200.00 SH          Sole                157000.00           68200.00
Motorola                        COM    620076109     4639    164200.00 SH          Sole                120300.00           43900.00
Mueller Industries              COM    624756102     1393     62100.00 SH          Sole                 40300.00           21800.00
Murphy Oil Corp                 COM    626717102      985     15200.00 SH          Sole                  6800.00            8400.00
NCR Corp                        COM    62886E108     2238     59200.00 SH          Sole                 42800.00           16400.00
NUI Corp                        COM    629430109      248      8200.00 SH          Sole                  8200.00
NVR Inc                         COM    62944T105      300      3700.00 SH          Sole                  3700.00
Nabors Industries               COM    629568106     2017     38500.00 SH          Sole                 23200.00           15300.00
Nat'l Semiconductor             COM    637640103     1405     34900.00 SH          Sole                 34200.00             700.00
Nat'l Service Inds              COM    637657107      732     37400.00 SH          Sole                 29300.00            8100.00
Nationwide Health               COM    638620104      480     30100.00 SH          Sole                 30100.00
Navistar Intl                   COM    63934E108      207      6900.00 SH          Sole                  6900.00
Network Associates Inc          COM    640938106      222      9800.00 SH          Sole                  9800.00
New Plan Excel Realty Trust     COM    648053106      903     66000.00 SH          Sole                 66000.00
New York Times Co               COM    650111107      220      5600.00 SH          Sole                  5600.00
Newell Rubbermaid Inc           COM    651229106      520     22800.00 SH          Sole                  4700.00           18100.00
Nicor Corp                      COM    654086107      677     18700.00 SH          Sole                  7600.00           11100.00
Noble Drilling Corp             COM    655042109     3523     70100.00 SH          Sole                 45000.00           25100.00
Nortek Inc                      COM    656559101      269     15400.00 SH          Sole                 15400.00
O'Reilly Automotive             COM    686091109      582     39800.00 SH          Sole                 23600.00           16200.00
Occidental Petroleum            COM    674599105    16981    778500.00 SH          Sole                549000.00          229500.00
Office Depot Inc                COM    676220106      190     24300.00 SH          Sole                 24300.00
Old Republic Int'l              COM    680223104     2938    122100.00 SH          Sole                 83800.00           38300.00
Olin Corp                       COM    680665205     1658    102400.00 SH          Sole                 67300.00           35100.00
Omnicom Group Inc               COM    681919106      489      6700.00 SH          Sole                  4000.00            2700.00
Oracle Systems Corp             COM    68389X105     3071     39000.00 SH          Sole                 36600.00            2400.00
PE Corp - PE Biosystems         COM    69332S102      268      2300.00 SH          Sole                  2300.00
PECO Energy                     COM    693304107      866     14300.00 SH          Sole                 14300.00
PG & E Corp                     COM    69331C108     9003    372200.00 SH          Sole                286100.00           86100.00
PMI Group                       COM    69344M101     8428    124400.00 SH          Sole                 83300.00           41100.00
PPL Corporation                 COM    69351T106    12362    296100.00 SH          Sole                199700.00           96400.00
PRI Automation                  COM    69357H106      301     16500.00 SH          Sole                  1800.00           14700.00
Pacific Century Fin'l           COM    694058108      277     16200.00 SH          Sole                  5500.00           10700.00
Pacificare Health System Del C  COM    695112102     2973     85400.00 SH          Sole                 48400.00           37000.00
Packaging Corp of Amer          COM    695156109      119     10800.00 SH          Sole                 10800.00
Panamsat Corporation            COM    697933109      243      7600.00 SH          Sole                  3400.00            4200.00
Papa John's Intl                COM    698813102     1160     46300.00 SH          Sole                 17900.00           28400.00
Paxar Corp                      COM    704227107      386     43200.00 SH          Sole                 25000.00           18200.00
Pentair Inc                     COM    709631105      896     33500.00 SH          Sole                 21400.00           12100.00
Peoples Energy Corp             COM    711030106      347     10400.00 SH          Sole                 10400.00
Pepsico Inc                     COM    713448108     3045     66200.00 SH          Sole                 57500.00            8700.00
Performance Food Group          COM    713755106      527     14000.00 SH          Sole                  8500.00            5500.00
Pfizer Inc                      COM    717081103    10750    239225.00 SH          Sole                220425.00           18800.00
Pharmacia Corporation           COM    71713U102     3942     65500.00 SH          Sole                 56500.00            9000.00
Philip Morris Inc               COM    718154107    13329    452800.00 SH          Sole                348500.00          104300.00
Phillips Pete                   COM    718507106    13974    222700.00 SH          Sole                129700.00           93000.00
Phillips Van Heusen Company     COM    718592108      156     15100.00 SH          Sole                                    15100.00
Pinnacle West Capital Corp      COM    723484101     4426     87000.00 SH          Sole                 87000.00
Pioneer Std Electronics         COM    723877106      834     61500.00 SH          Sole                 40500.00           21000.00
Plexus Corp                     COM    729132100      226      3200.00 SH          Sole                  3200.00
Polaris Inds Inc                COM    731068102     1096     31100.00 SH          Sole                 21600.00            9500.00
Pope & Talbot Inc               COM    732827100      249     17400.00 SH          Sole                 17400.00
Precision Castparts             COM    740189105      226      5900.00 SH          Sole                  5900.00
Priority Healthcare Corp Cl B   COM    74264T102      281      3680.00 SH          Sole                  3680.00
Procter & Gamble Co             COM    742718109     5199     77600.00 SH          Sole                 67900.00            9700.00
Prologis Tr                     COM    743410102      254     10700.00 SH          Sole                 10700.00
Providian Fin'l Corp            COM    74406A102     1511     11900.00 SH          Sole                  7000.00            4900.00
Public Service Ent              COM    744573106    10698    239400.00 SH          Sole                191400.00           48000.00
Public Service New Mexico       COM    744499104     2137     82600.00 SH          Sole                 50600.00           32000.00
Pulte Corporation               COM    745867101     2168     65700.00 SH          Sole                 51200.00           14500.00
Quantum Corp - DLT & Storage    COM    747906204     2722    180700.00 SH          Sole                106700.00           74000.00
Questar Corp                    COM    748356102      359     12900.00 SH          Sole                 12900.00
Qwest Communications Intl       COM    749121109     1774     36900.00 SH          Sole                 22900.00           14000.00
RGS Energy Group Inc            COM    74956K104     1824     64700.00 SH          Sole                 64700.00
Radian Group Inc                COM    750236101      331      4900.00 SH          Sole                  4900.00
Ralcorp Holdings                COM    751028101      405     28700.00 SH          Sole                 19500.00            9200.00
Raymond James Financial Inc     COM    754730109      504     15300.00 SH          Sole                 15300.00
Reckson Assocs Rlty Co          COM    75621K106     1482     58100.00 SH          Sole                 58100.00
Redback Networks                COM    757209101      230      1400.00 SH          Sole                  1400.00
Regis Corp                      COM    758932107      291     19400.00 SH          Sole                 11400.00            8000.00
Reliance Steel & Alum           COM    759509102      249     11800.00 SH          Sole                 11800.00
Reliant Energy Inc              COM    75952J108     3167     68100.00 SH          Sole                 46600.00           21500.00
Rent Way Inc                    COM    76009U104      805     26500.00 SH          Sole                 20700.00            5800.00
Republic Services Inc           COM    760759100      575     43800.00 SH          Sole                 19600.00           24200.00
Reynolds & Reynolds             COM    761695105     2534    127500.00 SH          Sole                 68800.00           58700.00
Roadway Express                 COM    769742107      450     25100.00 SH          Sole                 18500.00            6600.00
Rockwell Int'l                  COM    773903109     1153     38100.00 SH          Sole                 22700.00           15400.00
Rollins Truck Leasing           COM    775741101      133     21100.00 SH          Sole                 21100.00
Roslyn Bancorp Inc              COM    778162107      689     30800.00 SH          Sole                 30800.00
Rowan Cos Inc                   COM    779382100     2923    100800.00 SH          Sole                 77500.00           23300.00
Royal Dutch Pet.                COM    780257804     2086     34800.00 SH          Sole                 34800.00
Ryans Family Steak House        COM    783519101      199     25900.00 SH          Sole                 25900.00
SBC Communications              COM    78387G103    30203    604062.60 SH          Sole                388760.60          215302.00
SPS Technologies Inc            COM    784626103      849     17500.00 SH          Sole                 10200.00            7300.00
Sabre Group Hldgs               COM    785905100     2153     74400.00 SH          Sole                 57900.00           16500.00
Safeway Inc                     COM    786514208      952     20400.00 SH          Sole                 20400.00
Salton Inc                      COM    795757103     1267     39200.00 SH          Sole                 23500.00           15700.00
Sanmina Corp                    COM    800907107      243      2600.00 SH          Sole                  2600.00
Schein (Henry) Inc              COM    806407102      969     48600.00 SH          Sole                 35900.00           12700.00
Schering Plough Corp            COM    806605101      879     18900.00 SH          Sole                 18900.00
Scotts Company                  COM    810186106      429     12800.00 SH          Sole                 12800.00
Sears Roebuck                   COM    812387108    17808    549300.00 SH          Sole                386500.00          162800.00
Sempra Energy                   COM    816851109    17847    857497.00 SH          Sole                616591.00          240906.00
Shopko Stores Inc               COM    824911101      224     21600.00 SH          Sole                 10100.00           11500.00
Sierra Pacific Res              COM    826428104     1042     57900.00 SH          Sole                 57900.00
Silicon Valley Bancshares       COM    827064106      326      5600.00 SH          Sole                  5600.00
Sinclair Broadcast              COM    829226109      116     10600.00 SH          Sole                 10600.00
Smithfield Foods Inc            COM    832248108     3360    128000.00 SH          Sole                102300.00           25700.00
Source Information Mgt          COM    836151209      107     15700.00 SH          Sole                 15700.00
Southern Company                COM    842587107     2608     80400.00 SH          Sole                 80400.00
Sprint                          COM    852061100      284      9700.00 SH          Sole                  9700.00
Standard Pacific Cp             COM    85375C101      742     41200.00 SH          Sole                 25300.00           15900.00
Steven Madden Ltd               COM    556269108      229     26500.00 SH          Sole                 26500.00
Storage USA                     COM    861907103      278      9100.00 SH          Sole                  9100.00
Suiza Foods Corp                COM    865077101     1592     31400.00 SH          Sole                 20200.00           11200.00
Sun Microsystems Inc            COM    866810104     1144      9800.00 SH          Sole                  9800.00
Sungard Data Systems            COM    867363103      634     14800.00 SH          Sole                  9100.00            5700.00
Supervalu Inc                   COM    868536103     4797    318500.00 SH          Sole                214100.00          104400.00
Sybase Inc                      COM    871130100      228      9900.00 SH          Sole                  9900.00
Symantec                        COM    871503108     1764     40100.00 SH          Sole                 28000.00           12100.00
Sysco Corp                      COM    871829107      366      7900.00 SH          Sole                                     7900.00
TCF Financial Corp              COM    872275102      805     21400.00 SH          Sole                 10100.00           11300.00
TXU Corporation                 COM    873168108     4287    108200.00 SH          Sole                 76100.00           32100.00
Tech Data                       COM    878237106     1821     42600.00 SH          Sole                 24200.00           18400.00
Tel & Data Systems              COM    879433100      697      6300.00 SH          Sole                  3500.00            2800.00
Teradyne Inc                    COM    880770102      227      6500.00 SH          Sole                  4300.00            2200.00
Texas Instruments               COM    882508104      599     12700.00 SH          Sole                 12700.00
The Macereich Company           COM    554382101      314     14800.00 SH          Sole                 14800.00
Toll Brothers Inc               COM    889478103     1660     48300.00 SH          Sole                 29100.00           19200.00
Topps Inc                       COM    890786106     1418    154300.00 SH          Sole                101400.00           52900.00
Torchmark Corp                  COM    891027104     1975     71000.00 SH          Sole                 54200.00           16800.00
Toro Company                    COM    891092108      759     24100.00 SH          Sole                 14500.00            9600.00
Tosco Corp                      COM    891490302     2651     85000.00 SH          Sole                 85000.00
Toys 'r' Us                     COM    892335100      286     17600.00 SH          Sole                 17600.00
Trans World Entmt Corp          COM    89336Q100      777     77700.00 SH          Sole                 54300.00           23400.00
True North Comm                 COM    897844106      579     16200.00 SH          Sole                  9300.00            6900.00
Tupperware Corp                 COM    899896104     3020    167800.00 SH          Sole                124200.00           43600.00
Tyco Intl Ltd                   COM    902124106     2827     54500.00 SH          Sole                 54500.00
U.S. Bancorp                    COM    902973106     2593    114000.00 SH          Sole                 94100.00           19900.00
U.S. Cellular                   COM    911684108      441      6300.00 SH          Sole                  3100.00            3200.00
UIL Holdings Corporation        COM    902748102      226      4400.00 SH          Sole                  4400.00
USA Education Inc               COM    90390U102     1243     25800.00 SH          Sole                 12100.00           13700.00
USG Corp                        COM    903293405      366     14600.00 SH          Sole                 14600.00
USX-Marathon Group              COM    902905827    13294    468500.00 SH          Sole                345800.00          122700.00
USX-US Steel Group              COM    90337T101      199     13100.00 SH          Sole                 13100.00
Ultramar Diamond Shamrock       COM    904000106      792     31200.00 SH          Sole                 16100.00           15100.00
Unisys Corp                     COM    909214108     1906    169400.00 SH          Sole                123900.00           45500.00
United Rentals Inc              COM    911363109      907     37600.00 SH          Sole                 22100.00           15500.00
United Stationers Inc           COM    913004107     2107     78400.00 SH          Sole                 54300.00           24100.00
Univision Comm                  COM    914906102     1843     49300.00 SH          Sole                 33500.00           15800.00
Valero Energy Corp              COM    91913Y100     3325     94500.00 SH          Sole                 45100.00           49400.00
Valspar Corporation             COM    920355104      290     12600.00 SH          Sole                  6100.00            6500.00
Verisign Inc                    COM    92343E102      413      2037.00 SH          Sole                  2037.00
Veritas Software Corp (Del)     COM    923436109      412      2900.00 SH          Sole                  2900.00
Verizon Communications          COM    92343V104    18250    376784.00 SH          Sole                257852.00          118932.00
Viacom Class B                  COM    925524308     4352     74387.00 SH          Sole                 41124.00           33263.00
Viad Corporation                COM    92552R109      815     30700.00 SH          Sole                 18600.00           12100.00
Vintage Pete                    COM    927460105     1938     85200.00 SH          Sole                 51400.00           33800.00
Vishay Intertechnology          COM    928298108     5260    171050.00 SH          Sole                109100.00           61950.00
WGL Holdings Inc                COM    92924F106     1029     38300.00 SH          Sole                 38300.00
WMS Industries Inc              COM    929297109      740     32900.00 SH          Sole                 14000.00           18900.00
Wachovia Corp                   COM    929771103     4019     70900.00 SH          Sole                 44000.00           26900.00
Wal-Mart Stores                 COM    931142103     3614     75100.00 SH          Sole                 75100.00
Washington Federal Inc          COM    938824109      564     24800.00 SH          Sole                 24800.00
Washington Mutual Inc           COM    939322103     3989    100200.00 SH          Sole                 76900.00           23300.00
Webster Fin'l Corp              COM    947890109      849     31500.00 SH          Sole                 31500.00
Wells Fargo & Co                COM    949746101      395      8600.00 SH          Sole                  8600.00
Westvaco Corp                   COM    961548104      945     35400.00 SH          Sole                 27600.00            7800.00
Weyerhaeuser Co                 COM    962166104     7086    175500.00 SH          Sole                118600.00           56900.00
Willamette Inds Inc             COM    969133107      944     33700.00 SH          Sole                 20500.00           13200.00
Winnebago Inds Inc              COM    974637100      394     31500.00 SH          Sole                 19000.00           12500.00
Worldcom Inc                    COM    98157D106    15519    510900.00 SH          Sole                396300.00          114600.00
Yahoo Inc                       COM    984332106      555      6100.00 SH          Sole                  6100.00
Yellow Corp                     COM    985509108      286     18900.00 SH          Sole                  7900.00           11000.00
Zale Corp                       COM    988858106     2128     65600.00 SH          Sole                 44800.00           20800.00
S&P 500 Futures 12/00                  sp00z        -2707          576 SH          Sole                      307                269
                                                     -240           51 SH          Other                                         51
REPORT SUMMARY                  432 DATA RECORDS  1277396               0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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