<PAGE> 1
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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: DECEMBER 31, 2000
------------------------------
Check here if Amendment [ ]; Amendment Number:
---------------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: MARTINGALE ASSET MANAGEMENT LP
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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.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
<TABLE>
<S> <C>
Form 13F File Number Name
----------------------------------------------------
28-
--------------------
[Repeat as necessary.]
</TABLE>
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<PAGE> 2
FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
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Form 13F Information Table Entry Total: 386
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Form 13F Information Table Value Total: $1,192,905
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
<TABLE>
<C> <S> <C>
No. Form 13F File Number Name
28-
--------- -------------------- ----------------------------------------
[Repeat as necessary.]
</TABLE>
<PAGE> 3
Martingale Asset Management
FORM 13F
December 31, 2000
<TABLE>
<CAPTION>
Voting Authority
---------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
-------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A C Nielson COM 004833109 663 18300.00 SH Sole 10600.00 7700.00
A E S Corporation COM 00130H105 1512 27300.00 SH Sole 16400.00 10900.00
A G L Resources Inc COM 001204106 1072 48600.00 SH Sole 48600.00
AT&T COM 001957109 6135 355650.00 SH Sole 224200.00 131450.00
AT&T Corp Liberty Media A COM 001957208 2144 158100.00 SH Sole 86800.00 71300.00
AVX Corporation COM 002444107 3326 203100.00 SH Sole 133600.00 69500.00
Abbott Labs COM 002824100 3696 76303.00 SH Sole 29503.00 46800.00
Adaptec Inc COM 00651F108 941 91800.00 SH Sole 69900.00 21900.00
Adtran Inc COM 00738A106 814 38300.00 SH Sole 38300.00
Aetna Inc New COM 00817Y108 550 13400.00 SH Sole 13400.00
Agilent Technologies Inc COM 00846U101 1117 20401.38 SH Sole 19001.38 1400.00
Air Products & Chem Inc COM 009158106 4223 103000.00 SH Sole 55600.00 47400.00
Albany Molecular COM 012423109 283 4600.00 SH Sole 4600.00
Albemarle Corp COM 012653101 215 8700.00 SH Sole 300.00 8400.00
Albertson's Inc COM 013104104 1026 38700.00 SH Sole 16000.00 22700.00
Allamerica Fin'l COM 019754100 3908 53900.00 SH Sole 26700.00 27200.00
Allegheny Tech Inc COM 01741R102 1548 97500.00 SH Sole 45600.00 51900.00
Allergan Inc COM 018490102 300 3100.00 SH Sole 3100.00
Altas Air Inc COM 049164106 1435 44000.00 SH Sole 25600.00 18400.00
Alza Corp COM 022615108 225 5300.00 SH Sole 5300.00
Ambac Fin'l Group COM 023139108 4872 83550.00 SH Sole 43800.00 39750.00
Ameren Corporation COM 023608102 1274 27500.00 SH Sole 19200.00 8300.00
America Online Inc COM 02364J104 853 24500.00 SH Sole 24500.00
American Elec Power COM 025537101 2595 55800.00 SH Sole 55800.00
American Home Products COM 026609107 1811 28500.00 SH Sole 28500.00
American Int'l Group COM 026874107 24350 247050.00 SH Sole 184525.00 62525.00
American Pwr Conv COM 029066107 759 61300.00 SH Sole 61300.00
Amerisource Health Corp COM 03071P102 1146 22700.00 SH Sole 13100.00 9600.00
Ametek Inc COM 031100100 373 14400.00 SH Sole 8100.00 6300.00
Anchor Gaming COM 033037102 370 9500.00 SH Sole 9500.00
Andrew Corporation COM 034425108 872 40100.00 SH Sole 40100.00
Andrx Group COM 034553107 451 7800.00 SH Sole 5200.00 2600.00
Anheuser Busch Cos COM 035229103 3223 70834.00 SH Sole 70834.00
Anixter Int'l COM 035290105 900 41600.00 SH Sole 26500.00 15100.00
Apache Corp COM 037411105 5654 80700.00 SH Sole 49700.00 31000.00
Applebees Intl Inc COM 037899101 1100 35000.00 SH Sole 21100.00 13900.00
Applera Corp-Apploied Biosys COM 038020103 348 3700.00 SH Sole 3700.00
Applied Materials COM 038222105 1634 42800.00 SH Sole 42800.00
Arch Chemicals Inc COM 03937R102 193 10900.00 SH Sole 10900.00
Arkansas Best Corp COM 040790107 540 29500.00 SH Sole 16600.00 12900.00
Arrow Electrs Inc COM 042735100 4866 170000.00 SH Sole 105600.00 64400.00
Arvinmeritor Incorporated COM 043353101 355 31200.00 SH Sole 15500.00 15700.00
Ashland Inc COM 044204105 3266 91000.00 SH Sole 45900.00 45100.00
Atmel Corp COM 049513104 219 18800.00 SH Sole 18800.00
Autodesk Inc COM 052769106 3542 131500.00 SH Sole 95100.00 36400.00
Autozone Inc COM 053332102 1941 68100.00 SH Sole 42600.00 25500.00
Avista Corp Com COM 05379B107 299 14600.00 SH Sole 14600.00
Avnet Inc COM 053807103 1148 53400.00 SH Sole 29100.00 24300.00
B M C Software Inc COM 055921100 729 52100.00 SH Sole 52100.00
BJ Services Co COM 055482103 4139 60100.00 SH Sole 37700.00 22400.00
Bally Total Fitness Hldg COM 05873K108 349 10300.00 SH Sole 4500.00 5800.00
Banc One Corp COM 06423A103 8526 232800.00 SH Sole 152700.00 80100.00
Bancwest Corp COM 059790105 287 11000.00 SH Sole 11000.00
Bank United Corp Cl A COM 065412108 2312 33900.00 SH Sole 33900.00
Bank of America Corp COM 060505104 23956 522200.00 SH Sole 370600.00 151600.00
Banta Corp COM 066821109 608 23900.00 SH Sole 12200.00 11700.00
Barra Inc COM 068313105 1492 31650.00 SH Sole 19950.00 11700.00
</TABLE>
1
<PAGE> 4
Martingale Asset Management
FORM 13F
December 31, 2000
<TABLE>
<CAPTION>
Voting Authority
---------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
-------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Bear Stearns Co COM 073902108 736 14515.00 SH Sole 14515.00
Belden Inc COM 077459105 936 36900.00 SH Sole 23100.00 13800.00
Bellsouth Corp COM 079860102 10165 248300.00 SH Sole 185300.00 63000.00
Boeing Company COM 097023105 14882 225489.00 SH Sole 164989.00 60500.00
Borders Group Inc COM 099709107 120 10300.00 SH Sole 10300.00
Boston Scientific Corp COM 101137107 1959 143100.00 SH Sole 91500.00 51600.00
Briggs and Stratton COM 109043109 275 6200.00 SH Sole 2100.00 4100.00
Brinker Intl Inc COM 109641100 465 11000.00 SH Sole 11000.00
Bristol Meyers Squibb COM 110122108 14523 196427.00 SH Sole 132127.00 64300.00
Broadvision COM 111412102 130 11000.00 SH Sole 11000.00
Brocade Communications COM 111621108 239 2600.00 SH Sole 2600.00
Brunswick Corp COM 117043109 5019 305314.00 SH Sole 197214.00 108100.00
Burlington Northern COM 12189T104 1096 38700.00 SH Sole 13400.00 25300.00
C D I Corp COM 125071100 211 14400.00 SH Sole 14400.00
CBRL Group Inc COM 12489V106 195 10700.00 SH Sole 300.00 10400.00
CIGNA Corp COM 125509109 8197 61960.00 SH Sole 34160.00 27800.00
Cabot Corp COM 127055101 802 30400.00 SH Sole 17600.00 12800.00
Camden Property Trust COM 133131102 1306 39000.00 SH Sole 39000.00
Canadian Pacific Ltd COM 135923100 5096 178400.00 SH Sole 153300.00 25100.00
Capital One Fin'l COM 14040H105 783 11900.00 SH Sole 3100.00 8800.00
Cardinal Health Inc COM 14149Y108 1953 19600.00 SH Sole 19600.00
Carlisle Cos Inc COM 142339100 1189 27700.00 SH Sole 19100.00 8600.00
Cendant Corp COM 151313103 120 12500.00 SH Sole 12500.00
Centex Corp COM 152312104 1040 27700.00 SH Sole 27700.00
Charter One Fin'l COM 160903100 877 30380.00 SH Sole 9741.00 20639.00
Chase Manhattan COM 16161A108 8156 173760.00 SH Sole 94210.00 79550.00
Checkpoint Systems COM 162825103 140 18800.00 SH Sole 18800.00
Chelsea Property Group COM 163421100 1471 40100.00 SH Sole 40100.00
Chevron Corp COM 166751107 2837 33600.00 SH Sole 33600.00
Cisco Systems COM 17275R102 4938 129100.00 SH Sole 129100.00
Citigroup Inc COM 172967101 55374 1084433.27 SH Sole 758979.95 325453.32
City National Corp COM 178566105 640 16500.00 SH Sole 5800.00 10700.00
Clear Channel Comm COM 184502102 5728 118257.00 SH Sole 75357.00 42900.00
Coca-Cola Co COM 191216100 3016 49500.00 SH Sole 49500.00
Colgate Palmolive Co COM 194162103 4641 71900.00 SH Sole 42200.00 29700.00
Comcast Corp Class A Special COM 200300200 610 14600.00 SH Sole 12800.00 1800.00
Comdisco Inc COM 200336105 6243 545800.00 SH Sole 372700.00 173100.00
Comerica Inc COM 200340107 9675 162939.00 SH Sole 114439.00 48500.00
Commerce Group Inc COM 200641108 440 16200.00 SH Sole 10000.00 6200.00
Commscope Inc COM 203372107 215 13000.00 SH Sole 13000.00
Compaq Computer Corp COM 204493100 2124 141100.00 SH Sole 102200.00 38900.00
Computer Assoc Int'l COM 204912109 679 34800.00 SH Sole 34800.00
Computer Sciences Corp COM 205363104 1046 17400.00 SH Sole 17400.00
Compuware Corp COM 205638109 357 57200.00 SH Sole 37200.00 20000.00
Conagra Foods Inc COM 205887102 4325 166345.77 SH Sole 65425.77 100920.00
Conectiv COM 206829103 1212 60400.00 SH Sole 60400.00
Constellation Brands Inc - A COM 21036P108 2056 35000.00 SH Sole 21000.00 14000.00
Cooper Companies Inc COM 216648402 1216 30500.00 SH Sole 18900.00 11600.00
Countrywide Cr Inds COM 222372104 236 4700.00 SH Sole 4700.00
Cypress Semiconductor COM 232806109 333 16900.00 SH Sole 11800.00 5100.00
Cytec Industries COM 232820100 475 11900.00 SH Sole 500.00 11400.00
D.R. Horton COM 23331A109 1618 66218.00 SH Sole 32319.00 33899.00
DTE Holdings Inc COM 233331107 1336 34300.00 SH Sole 34300.00
Dallas Semiconductor COM 235204104 741 28900.00 SH Sole 3400.00 25500.00
Darden Restaurants COM 237194105 846 37000.00 SH Sole 37000.00
Dean Foods COM 242361103 261 8500.00 SH Sole 400.00 8100.00
Dell Computer Corp COM 247025109 316 18100.00 SH Sole 18100.00
</TABLE>
2
<PAGE> 5
Martingale Asset Management
FORM 13F
December 31, 2000
<TABLE>
<CAPTION>
Voting Authority
---------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
-------------------------- -------- --------- -------- --------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Delphi Automotive Systems COM 247126105 1635 145300.00 SH Sole 95900.00 49400.00
Delta Air Lines COM 247361108 11531 229759.00 SH Sole 150359.00 79400.00
Deluxe Corp COM 248019101 1819 72000.00 SH Sole 31200.00 40800.00
Dentsply Intl Inc COM 249030107 2121 54200.00 SH Sole 16900.00 37300.00
Developers Divers Realty Corp COM 251591103 639 48000.00 SH Sole 48000.00
DiamondCluster Int'l Inc A COM 25278P106 290 9500.00 SH Sole 5100.00 4400.00
Disney (Walt) Prod COM 254687106 16024 553752.00 SH Sole 381352.00 172400.00
Donnelley (R.R.) & Sons COM 257867101 1396 51700.00 SH Sole 34900.00 16800.00
Dover Corp COM 260003108 2458 60600.00 SH Sole 37500.00 23100.00
Downey Financial Corp COM 261018105 616 11200.00 SH Sole 7300.00 3900.00
Duke Energy Corp COM 264399106 904 10600.00 SH Sole 10600.00
Dycom Industries COM 267475101 1028 28600.00 SH Sole 21400.00 7200.00
Dynegy Inc Cl A COM 26816Q101 353 6300.00 SH Sole 6300.00
EMC Corp COM 268648102 1543 23200.00 SH Sole 23200.00
Eastman Kodak COM 277461109 1465 37200.00 SH Sole 13800.00 23400.00
Edison International COM 281020107 2437 155966.00 SH Sole 97266.00 58700.00
Edwards ( A.G.) Inc COM 281760108 802 16900.00 SH Sole 2200.00 14700.00
Electronic Data Systems COM 285661104 2749 47600.00 SH Sole 47600.00
Electroscientific Ind COM 285229100 557 19900.00 SH Sole 11200.00 8700.00
Energen Corp COM 29265N108 711 22100.00 SH Sole 13000.00 9100.00
Energy East Corp COM 29266M109 1004 51000.00 SH Sole 39100.00 11900.00
Ensco Intl Inc COM 26874Q100 225 6600.00 SH Sole 6600.00
Equity Office Properties COM 294741103 307 9400.00 SH Sole 9400.00
Exelon Corp COM 30161N101 1825 26000.00 SH Sole 14100.00 11900.00
Exxon Mobil Corp COM 30231G102 44129 507591.00 SH Sole 376641.00 130950.00
FMC Corp COM 302491303 6907 96345.00 SH Sole 61445.00 34900.00
FPL Group Inc COM 302571104 1923 26800.00 SH Sole 26800.00
Fannie Mae COM 313586109 14356 165482.00 SH Sole 111682.00 53800.00
Federal Home Ln Mt COM 313400301 1625 23600.00 SH Sole 22700.00 900.00
Federated Dept Stores COM 31410H101 10594 302700.00 SH Sole 229400.00 73300.00
Felcor Lodging Trust Inc COM 31430F101 747 31200.00 SH Sole 31200.00
Fifth Third Bancorp COM 316773100 339 5682.00 SH Sole 1682.00 4000.00
First Data Corp COM 319963104 5211 98900.00 SH Sole 60500.00 38400.00
First Industrial Realty COM 32054K103 1323 38900.00 SH Sole 38900.00
FirstEnergy Corp COM 337932107 767 24300.00 SH Sole 24300.00
FleetBoston Fin'l Corp COM 339030108 21777 579745.00 SH Sole 399945.00 179800.00
Flowserve Corp COM 34354P105 906 42400.00 SH Sole 27000.00 15400.00
Ford Motor Company COM 345370860 4062 173312.73 SH Sole 90930.41 82382.32
Forest Labs Inc COM 345838106 771 5800.00 SH Sole 5800.00
Franchise Finance Corp of Amer COM 351807102 448 19200.00 SH Sole 19200.00
Galileo International COM 363547100 414 20700.00 SH Sole 15500.00 5200.00
Gannett Co COM 364730101 9420 149375.00 SH Sole 97675.00 51700.00
General Electric COM 369604103 29607 617613.00 SH Sole 553013.00 64600.00
General Motors Corp COM 370442105 2353 46200.00 SH Sole 27300.00 18900.00
Genl Dynamics COM 369550108 913 11700.00 SH Sole 11700.00
Georgia Pacific Corp COM 373298108 3187 102400.00 SH Sole 69300.00 33100.00
Glimcher Realty Trust COM 379302102 202 16200.00 SH Sole 16200.00
Golden State Bancorp Inc COM 381197102 251 8000.00 SH Sole 8000.00
Goldman Sachs Group COM 38141G104 3016 28200.00 SH Sole 17600.00 10600.00
Goodrich (B.F.) COM 382388106 1117 30700.00 SH Sole 20900.00 9800.00
Gotham Partners COM 38346L9G3 1578 1043.88 SH Other 1043.88
Greenpoint Financial COM 395384100 3250 79400.00 SH Sole 45400.00 34000.00
Handleman Company COM 410252100 209 27900.00 SH Sole 19400.00 8500.00
Harland John H Co COM 412693103 316 22400.00 SH Sole 13400.00 9000.00
Haverty Furniture COM 419596101 197 20000.00 SH Sole 12600.00 7400.00
Hawaiian Elec Inds COM 419870100 1201 32300.00 SH Sole 32300.00
Health Care Property COM 421915109 819 27400.00 SH Sole 27400.00
</TABLE>
3
<PAGE> 6
Martingale Asset Management
FORM 13F
December 31, 2000
<TABLE>
<CAPTION>
Voting Authority
---------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
-------------------------- -------- --------- -------- ---------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Health Care Reit Inc COM 42217K106 323 19900.00 SH Sole 19900.00
Healthcare Realty Trust COM 421946104 1279 60200.00 SH Sole 60200.00
Heinz (H.J.) COM 423074103 455 9600.00 SH Sole 9600.00
Helix Technology Corp COM 423319102 201 8500.00 SH Sole 8500.00
Helmerich & Payne COM 423452101 206 4700.00 SH Sole 4700.00
Hertz Corp Cl A COM 428040109 389 11400.00 SH Sole 7200.00 4200.00
Hewlett-Packard Company COM 428236103 6347 201100.00 SH Sole 157800.00 43300.00
Hibernia Corp COM 428656102 3666 287500.00 SH Sole 128400.00 159100.00
Home Depot COM 437076102 521 11400.00 SH Sole 11400.00
Honeywell Intl Inc COM 438516106 5138 108600.00 SH Sole 75200.00 33400.00
Hospitality Pptys COM 44106M102 905 40000.00 SH Sole 40000.00
Household Int'l COM 441815107 6853 124600.00 SH Sole 91800.00 32800.00
Hubbell Inc COM 443510201 1407 53100.00 SH Sole 36600.00 16500.00
Hughes Supply Inc COM 444482103 411 22900.00 SH Sole 13400.00 9500.00
IDEC Pharmaceuticals Corp COM 449370105 209 1100.00 SH Sole 1100.00
ITT Industries COM 450911102 2891 74600.00 SH Sole 64000.00 10600.00
IVAX Corp COM 465823102 804 21000.00 SH Sole 15900.00 5100.00
Idacorp Inc COM 451107106 1580 32200.00 SH Sole 32200.00
Inamed Corp COM 453235103 466 22800.00 SH Sole 12500.00 10300.00
Indymac Bancorp Inc COM 456607100 888 30100.00 SH Sole 30100.00
Infinity Broadcasting Corp-A COM 45662S102 3674 131500.00 SH Sole 68500.00 63000.00
Infocus Corporation COM 45665B106 320 21700.00 SH Sole 15700.00 6000.00
Ingram Micro COM 457153104 520 46200.00 SH Sole 27300.00 18900.00
Integrated Device COM 458118106 606 18300.00 SH Sole 12300.00 6000.00
Intel Corp COM 458140100 2387 79400.00 SH Sole 79400.00
Interstate Bakeries COM 46072H108 520 37000.00 SH Sole 22100.00 14900.00
Intl Business Machines COM 459200101 12105 142407.00 SH Sole 98007.00 44400.00
Intl Rectifier Corp COM 460254105 207 6900.00 SH Sole 6900.00
JDS Uniphase Corp COM 46612J101 1730 41500.00 SH Sole 41500.00
JLG Industries Inc COM 466210101 588 55300.00 SH Sole 37100.00 18200.00
JP Morgan Chase & Co COM 46625H100 3616 20900.00 SH Sole 13300.00 7600.00
Jack In The Box Inc COM 466367109 250 8500.00 SH Sole 8500.00
Johnson & Johnson COM 478160104 23777 226313.00 SH Sole 153813.00 72500.00
Johnson Controls Inc COM 478366107 868 16700.00 SH Sole 12200.00 4500.00
Jones Apparel Group COM 480074103 2018 62700.00 SH Sole 30600.00 32100.00
Juniper Networks COM 48203R104 240 1900.00 SH Sole 1900.00
KLA-Tencor Corp COM 482480100 785 23300.00 SH Sole 23300.00
Kansas City Power & Light Comp COM 485134100 1180 43000.00 SH Sole 43000.00
Kaufman & Broad Home COM 486168107 2294 68100.00 SH Sole 52500.00 15600.00
Kemet Corp COM 488360108 2372 156800.00 SH Sole 83500.00 73300.00
Kerr McGee Corp COM 492386107 6692 99976.00 SH Sole 75976.00 24000.00
Keycorp COM 493267108 8165 291600.00 SH Sole 209900.00 81700.00
Keyspan Corp COM 49337W100 1792 42300.00 SH Sole 8900.00 33400.00
Kimberly-Clark COM 494368103 2743 38800.00 SH Sole 17400.00 21400.00
Kroger Co COM 501044101 6858 253400.00 SH Sole 148700.00 104700.00
Lam Research Corp COM 512807108 506 34900.00 SH Sole 21600.00 13300.00
Lancaster Colony Corp COM 513847103 1259 44850.00 SH Sole 29850.00 15000.00
Learning Tree Intl COM 522015106 262 5300.00 SH Sole 5300.00
Lee Enterprises Inc COM 523768109 325 10900.00 SH Sole 3600.00 7300.00
Lehman Brothers Holding Compan COM 524908100 8908 131732.00 SH Sole 88632.00 43100.00
Lennar Corp COM 526057104 1011 27900.00 SH Sole 20800.00 7100.00
Libbey Inc COM 529898108 398 13100.00 SH Sole 7500.00 5600.00
Liberty Corp S C COM 530370105 557 13700.00 SH Sole 9100.00 4600.00
Lincoln Nat'l Corp COM 534187109 502 10600.00 SH Sole 10600.00
Loew's Corp COM 540424108 16527 159584.00 SH Sole 108484.00 51100.00
Lonestar Technologies COM 542312103 385 10000.00 SH Sole 5100.00 4900.00
MBNA Corp COM 55262L100 2999 81200.00 SH Sole 55400.00 25800.00
</TABLE>
4
<PAGE> 7
Martingale Asset Management
FORM 13F
December 31, 2000
<TABLE>
<CAPTION>
Voting Authority
---------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
-------------------------- -------- --------- -------- ---------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
MGIC Investment Corp COM 552848103 10851 160900.00 SH Sole 117200.00 43700.00
MKS Instruments Inc COM 55306N104 339 21900.00 SH Sole 11000.00 10900.00
Manhattan Assoc COM 562750109 303 7100.00 SH Sole 4900.00 2200.00
Manitowoc Inc COM 563571108 460 15850.00 SH Sole 11650.00 4200.00
Manpower Inc COM 56418H100 346 9100.00 SH Sole 1000.00 8100.00
May Department Stores COM 577778103 982 30000.00 SH Sole 30000.00
Merck & Co Inc COM 589331107 35451 378647.00 SH Sole 265947.00 112700.00
Merrill Lynch & Co COM 590188108 6376 93500.00 SH Sole 66700.00 26800.00
Michael Foods Inc COM 594079105 834 27700.00 SH Sole 16600.00 11100.00
Michael's Stores Inc COM 594087108 358 13500.00 SH Sole 8400.00 5100.00
Microsoft Corp COM 594918104 5899 136000.00 SH Sole 136000.00
Mohawk Industries COM 608190104 279 10200.00 SH Sole 2900.00 7300.00
Morgan Stanley Dean Witter & C COM 617446448 18674 235639.00 SH Sole 164039.00 71600.00
Motorola COM 620076109 541 26700.00 SH Sole 11200.00 15500.00
Mueller Industries COM 624756102 1209 45100.00 SH Sole 26400.00 18700.00
Murphy Oil Corp COM 626717102 907 15000.00 SH Sole 5200.00 9800.00
Mylan Labs Inc COM 628530107 526 20900.00 SH Sole 11300.00 9600.00
N L Industries COM 629156407 240 9900.00 SH Sole 6400.00 3500.00
NCR Corp COM 62886E108 516 10500.00 SH Sole 10500.00
NSTAR COM 67019E107 317 7400.00 SH Sole 7400.00
Nabors Industries COM 629568106 2248 38000.00 SH Sole 23500.00 14500.00
Nat'l Service Inds COM 637657107 1385 53900.00 SH Sole 45800.00 8100.00
Nationwide Health COM 638620104 388 30100.00 SH Sole 30100.00
Network Associates Inc COM 640938106 410 98000.00 SH Sole 47000.00 51000.00
New Plan Excel Realty Trust COM 648053106 866 66000.00 SH Sole 66000.00
New York Times Co COM 650111107 216 5400.00 SH Sole 5400.00
Newell Rubbermaid Inc COM 651229106 1272 55900.00 SH Sole 37800.00 18100.00
Nicor Corp COM 654086107 1512 35000.00 SH Sole 23400.00 11600.00
Noble Drilling Corp COM 655042109 2980 68600.00 SH Sole 43500.00 25100.00
Occidental Petroleum COM 674599105 18689 770700.00 SH Sole 533400.00 237300.00
Office Depot Inc COM 676220106 173 24300.00 SH Sole 24300.00
Old Republic Int'l COM 680223104 2771 86600.00 SH Sole 53300.00 33300.00
Olin Corp COM 680665205 874 39500.00 SH Sole 39500.00
Omnicom Group Inc COM 681919106 497 6000.00 SH Sole 3300.00 2700.00
Oracle Systems Corp COM 68389X105 1933 66500.00 SH Sole 66500.00
Oxford Health Plans COM 691471106 209 5300.00 SH Sole 5300.00
PG & E Corp COM 69331C108 10388 519400.00 SH Sole 402500.00 116900.00
PMI Group COM 69344M101 4873 72000.00 SH Sole 39400.00 32600.00
PPL Corporation COM 69351T106 4510 99800.00 SH Sole 70600.00 29200.00
Pacificare Health System Del C COM 695112102 267 17800.00 SH Sole 17800.00
Paxar Corp COM 704227107 440 43200.00 SH Sole 25000.00 18200.00
Pentair Inc COM 709631105 1340 55400.00 SH Sole 27000.00 28400.00
Peoples Energy Corp COM 711030106 2815 62900.00 SH Sole 50500.00 12400.00
Pepsi Bottling Group Inc COM 713409100 227 5700.00 SH Sole 5700.00
Pepsico Inc COM 713448108 10403 209890.00 SH Sole 164690.00 45200.00
Performance Food Group COM 713755106 426 8300.00 SH Sole 8300.00
Pfizer Inc COM 717081103 10462 227425.00 SH Sole 208625.00 18800.00
Philip Morris Inc COM 718154107 15396 349916.00 SH Sole 293716.00 56200.00
Phillips Pete COM 718507106 12714 223538.00 SH Sole 130538.00 93000.00
Pinnacle West Capital Corp COM 723484101 2900 60900.00 SH Sole 60900.00
Pioneer Std Electronics COM 723877106 577 52500.00 SH Sole 31500.00 21000.00
Pixar COM 725811103 225 7500.00 SH Sole 7500.00
Polaris Inds Inc COM 731068102 1113 28000.00 SH Sole 18500.00 9500.00
Praxair COM 74005P104 643 14500.00 SH Sole 4000.00 10500.00
Pre-paid Legal Ser COM 740065107 1349 52900.00 SH Sole 29200.00 23700.00
Procter & Gamble Co COM 742718109 16398 209060.00 SH Sole 136360.00 72700.00
Providian Fin'l Corp COM 74406A102 2346 40800.00 SH Sole 32400.00 8400.00
</TABLE>
5
<PAGE> 8
Martingale Asset Management
FORM 13F
December 31, 2000
<TABLE>
<CAPTION>
Voting Authority
---------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
-------------------------- -------- --------- -------- ---------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Public Service New Mexico COM 744499104 2099 78300.00 SH Sole 46200.00 32100.00
Pulte Corporation COM 745867101 1801 42700.00 SH Sole 22600.00 20100.00
Qualcomm Inc COM 747525103 238 2900.00 SH Sole 2900.00
Quantum Corp - DLT & Storage COM 747906204 627 47300.00 SH Sole 30900.00 16400.00
Qwest Communications Intl COM 749121109 8692 212641.00 SH Sole 162841.00 49800.00
RGS Energy Group Inc COM 74956K104 1236 38100.00 SH Sole 38100.00
Radioshack Corp COM 750438103 205 4800.00 SH Sole 4800.00
Reckson Assocs Rlty Co COM 75621K106 1333 53200.00 SH Sole 53200.00
Regis Corp COM 758932107 435 30000.00 SH Sole 18200.00 11800.00
Reliant Energy Inc COM 75952J108 602 13900.00 SH Sole 13900.00
Republic Services Inc COM 760759100 565 32900.00 SH Sole 8700.00 24200.00
Roadway Express COM 769742107 396 18700.00 SH Sole 12100.00 6600.00
Robert Half International Inc COM 770323103 358 13500.00 SH Sole 7800.00 5700.00
Roslyn Bancorp Inc COM 778162107 879 32200.00 SH Sole 32200.00
Ross Stores Inc COM 778296103 1978 117200.00 SH Sole 82100.00 35100.00
Rowan Cos Inc COM 779382100 2241 83000.00 SH Sole 70200.00 12800.00
Royal Dutch Pet. COM 780257804 2241 37000.00 SH Sole 37000.00
Ryans Family Steak House COM 783519101 166 17600.00 SH Sole 17600.00
SBC Communications COM 78387G103 30750 643987.60 SH Sole 457085.60 186902.00
SPS Technologies Inc COM 784626103 811 14800.00 SH Sole 7500.00 7300.00
Safeway Inc COM 786514208 1262 20200.00 SH Sole 11800.00 8400.00
Salton Inc COM 795757103 803 38800.00 SH Sole 23100.00 15700.00
Schein (Henry) Inc COM 806407102 1382 39900.00 SH Sole 27200.00 12700.00
Schering Plough Corp COM 806605101 545 9600.00 SH Sole 9600.00
Scientific Atlanta Inc COM 808655104 707 21700.00 SH Sole 21700.00
Scotts Company COM 810186106 525 14200.00 SH Sole 14200.00
Sears Roebuck COM 812387108 14668 422100.00 SH Sole 263500.00 158600.00
Security Cap Grp Cl B COM 81413P204 1103 55000.00 SH Sole 26700.00 28300.00
Sempra Energy COM 816851109 17414 748997.00 SH Sole 514091.00 234906.00
Serena Software Inc COM 817492101 335 9800.00 SH Sole 7000.00 2800.00
Sierra Pacific Res COM 826428104 723 45000.00 SH Sole 45000.00
Silicon Storage Tech COM 827057100 939 79500.00 SH Sole 56900.00 22600.00
Silicon Valley Bancshares COM 827064106 975 28200.00 SH Sole 12700.00 15500.00
Smithfield Foods Inc COM 832248108 1556 51200.00 SH Sole 32400.00 18800.00
Solectron Corp COM 834182107 1492 44000.00 SH Sole 44000.00
Southern Company COM 842587107 2593 78000.00 SH Sole 78000.00
Standard Pacific Cp COM 85375C101 963 41200.00 SH Sole 25300.00 15900.00
Steven Madden Ltd COM 556269108 202 26500.00 SH Sole 26500.00
Storage USA COM 861907103 289 9100.00 SH Sole 9100.00
Suiza Foods Corp COM 865077101 1349 28100.00 SH Sole 16900.00 11200.00
Sun Microsystems Inc COM 866810104 828 29700.00 SH Sole 29700.00
Sungard Data Systems COM 867363103 608 12900.00 SH Sole 9100.00 3800.00
Sunoco Inc COM 86764P109 526 15600.00 SH Sole 15600.00
Supervalu Inc COM 868536103 4032 290600.00 SH Sole 170700.00 119900.00
Sybase Inc COM 871130100 313 15800.00 SH Sole 12300.00 3500.00
Symantec COM 871503108 1348 40400.00 SH Sole 28300.00 12100.00
Sysco Corp COM 871829107 1488 49600.00 SH Sole 49600.00
TXU Corporation COM 873168108 5521 124600.00 SH Sole 85100.00 39500.00
Tech Data COM 878237106 3254 120300.00 SH Sole 71100.00 49200.00
Technitrol Inc COM 878555101 300 7300.00 SH Sole 4500.00 2800.00
Tel & Data Systems COM 879433100 747 8300.00 SH Sole 5500.00 2800.00
Teletech Holdings Inc COM 879939106 265 14400.00 SH Sole 7400.00 7000.00
Tenet Healthcare Inc COM 88033G100 355 8000.00 SH Sole 8000.00
Teradyne Inc COM 880770102 201 5400.00 SH Sole 2100.00 3300.00
Texas Instruments COM 882508104 1947 41100.00 SH Sole 41100.00
The Macereich Company COM 554382101 284 14800.00 SH Sole 14800.00
Toll Brothers Inc COM 889478103 1549 37900.00 SH Sole 24300.00 13600.00
</TABLE>
6
<PAGE> 9
Martingale Asset Management
FORM 13F
December 31, 2000
<TABLE>
<CAPTION>
Voting Authority
---------------------------
Title of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
-------------------------- -------- --------- -------- ---------- --- ---- ------- -------- --------- ------ ---------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Topps Inc COM 890786106 1191 129600.00 SH Sole 76700.00 52900.00
Torchmark Corp COM 891027104 1541 40100.00 SH Sole 40100.00
Toro Company COM 891092108 547 14900.00 SH Sole 8900.00 6000.00
Tosco Corp COM 891490302 2209 65100.00 SH Sole 65100.00
Trans World Entmt Corp COM 89336Q100 392 43900.00 SH Sole 26600.00 17300.00
Tupperware Corp COM 899896104 1124 55000.00 SH Sole 11400.00 43600.00
Tyco Intl Ltd COM 902124106 5200 93700.00 SH Sole 93700.00
Tyson Food Inc COM 902494103 811 63600.00 SH Sole 13800.00 49800.00
U.S. Bancorp COM 902973106 1880 64400.00 SH Sole 64400.00
U.S. Cellular COM 911684108 3133 52008.00 SH Sole 28208.00 23800.00
USA Education Inc COM 90390U102 1299 19100.00 SH Sole 11100.00 8000.00
UST Corp COM 902911106 429 15300.00 SH Sole 15300.00
USX-Marathon Group COM 902905827 8874 319800.00 SH Sole 197100.00 122700.00
Ultramar Diamond Shamrock COM 904000106 782 25328.00 SH Sole 3728.00 21600.00
Unisys Corp COM 909214108 3276 224000.00 SH Sole 161200.00 62800.00
United Rentals Inc COM 911363109 488 36300.00 SH Sole 20800.00 15500.00
United Stationers Inc COM 913004107 1609 64700.00 SH Sole 40600.00 24100.00
Unitedhealth Group Inc COM 91324P102 2154 35100.00 SH Sole 35100.00
Univision Comm COM 914906102 1159 28300.00 SH Sole 21900.00 6400.00
Valero Energy Corp COM 91913Y100 3153 84800.00 SH Sole 35400.00 49400.00
Veritas Software Corp (Del) COM 923436109 262 3000.00 SH Sole 3000.00
Verizon Communications COM 92343V104 34414 686568.00 SH Sole 484336.00 202232.00
Viacom Class B COM 925524308 3494 74747.00 SH Sole 58200.00 16547.00
Viad Corporation COM 92552R109 777 33800.00 SH Sole 9900.00 23900.00
Vintage Pete COM 927460105 1716 79800.00 SH Sole 46000.00 33800.00
Vishay Intertechnology COM 928298108 3737 247100.00 SH Sole 158350.00 88750.00
WGL Holdings Inc COM 92924F106 1190 39100.00 SH Sole 39100.00
WMS Industries Inc COM 929297109 205 10200.00 SH Sole 4300.00 5900.00
Wachovia Corp COM 929771103 2511 43200.00 SH Sole 33600.00 9600.00
Wal-Mart Stores COM 931142103 3963 74600.00 SH Sole 74600.00
Washington Federal Inc COM 938824109 754 26500.00 SH Sole 26500.00
Washington Mutual Inc COM 939322103 2632 49600.00 SH Sole 26300.00 23300.00
Webster Fin'l Corp COM 947890109 747 26400.00 SH Sole 26400.00
Wellpoint Health Network COM 94973H108 1613 14000.00 SH Sole 7900.00 6100.00
Wells Fargo & Co COM 949746101 1676 30100.00 SH Sole 24700.00 5400.00
Westvaco Corp COM 961548104 1030 35300.00 SH Sole 27500.00 7800.00
Weyerhaeuser Co COM 962166104 5958 117400.00 SH Sole 80600.00 36800.00
Winnebago Inds Inc COM 974637100 553 31500.00 SH Sole 19000.00 12500.00
Worldcom Inc COM 98157D106 6255 444800.00 SH Sole 312300.00 132500.00
Yellow Corp COM 985509108 236 11600.00 SH Sole 600.00 11000.00
Zale Corp COM 988858106 1197 41200.00 SH Sole 21900.00 19300.00
Zebra Tech Cl A COM 989207105 481 11800.00 SH Sole 6700.00 5100.00
S&P 500 Futures 3/01 sp01h -1707 569 SH Sole 302 267
-96 32 SH Other 32
REPORT SUMMARY 386.00 DATA RECORDS 1192905 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
7
