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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
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FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 2000
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Check here if Amendment [ ]; Amendment Number:
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This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: MARTINGALE ASSET MANAGEMENT LP
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Address: 222 BERKELEY STREET
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BOSTON, MA 02116
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Form 13F File Number: 28- 04632
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The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name:
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Title:
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Phone:
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Signature, Place, and Date of Signing:
<TABLE>
<S> <C> <C>
------------------------------- ------------------------------------------------------ ----------------------
[Signature] [City, State] [Date]
</TABLE>
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
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<S> <C>
Form 13F File Number Name
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28-
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[Repeat as necessary.]
</TABLE>
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<PAGE> 2
FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
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Form 13F Information Table Entry Total: 432
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Form 13F Information Table Value Total: $1277396
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
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<C> <S> <C>
No. Form 13F File Number Name
28-
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[Repeat as necessary.]
</TABLE>
<PAGE> 3
Martingale Asset Management
FORM 13F
September 30, 2000
<TABLE>
<CAPTION>
VOTING AUTHORITY
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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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