-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, LTm9TGcJS+egyat3XMHeR93dHh3oeJVGVfeIU88Jnwg+5vwqnMO2+WBG2VZPmLs7 SWKYER7L65oRW/AXKzY8vA== 0000950135-08-005528.txt : 20080812 0000950135-08-005528.hdr.sgml : 20080812 20080812090005 ACCESSION NUMBER: 0000950135-08-005528 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080812 DATE AS OF CHANGE: 20080812 EFFECTIVENESS DATE: 20080812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MARTINGALE ASSET MANAGEMENT L P CENTRAL INDEX KEY: 0000936944 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04632 FILM NUMBER: 081008211 BUSINESS ADDRESS: STREET 1: 222 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 6174244700 MAIL ADDRESS: STREET 1: 222 BERKELEY ST CITY: BOSTON STATE: MA ZIP: 02184 13F-HR 1 b71639hre13fvhr.txt MARTINGALE ASSET MANAGEMENT - -------------------------------------------------------------------------------- - -------------------------------------------------------------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 ------------------------ FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 ------------------------------- 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: Patricia J. O'Connor ------------------------------------------------------- Title: Executive Vice President ------------------------------------------------------- Phone: 617-424-4710 ------------------------------------------------------- Signature, Place, and Date of Signing: /s/ PATRICIA J. O'CONNOR Boston, MA 8/12/2008 - ------------------------------- ------------------------------------------------------ ---------------------- [Signature] [City, State] [Date]
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.] Form 13F File Number Name ------------------------------------ 28- ---------------- [Repeat as necessary.]
- -------------------------------------------------------------------------------- - -------------------------------------------------------------------------------- FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 --------------------------------------- Form 13F Information Table Entry Total: 840 --------------------------------------- 4,591,881 Form 13F Information Table Value Total: -------------------------------------- (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.] No. Form 13F File Number Name 28- none /s/ Patricia O'Connor - --------- -------------------- ---------------------------------------- [Repeat as necessary.]
Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- 1-800-flowers COM 68243Q106 1694 262488.00 SH Sole 78788.00 183700.00 3M Company COM 88579Y101 636 9135.00 SH Sole 9135.00 AAON Inc COM 000360206 1076 55856.00 SH Sole 28656.00 27200.00 ADC Telecom COM 000886309 2738 185346.00 SH Sole 130446.00 54900.00 AES Corporation COM 00130H105 22052 1147907.00 SH Sole 841907.00 306000.00 AK Steel Holding Corp COM 001547108 7492 108575.00 SH Sole 65925.00 42650.00 AMB Property Corp COM 00163T109 1609 31928.00 SH Sole 22428.00 9500.00 AT&T COM 00206R102 72358 2147751.00 SH Sole 1758201.00 389550.00 ATC Technology Corp COM 00211W104 3808 163532.00 SH Sole 52332.00 111200.00 ATP Oil & Gas Corp COM 00208J108 1171 29653.00 SH Sole 18710.00 10943.00 Abbott Labs COM 002824100 2390 45117.00 SH Sole 44517.00 600.00 Accenture Ltd Cl A COM G1150G111 29827 732487.00 SH Sole 620487.00 112000.00 Ace Limited COM H0023R105 3712 67368.00 SH Sole 50568.00 16800.00 Actuant Corp COM 00508X203 11632 371033.00 SH Sole 141933.00 229100.00 Actuate Corporation COM 00508B102 343 87600.00 SH Sole 9400.00 78200.00 Acuity Brands Inc COM 00508Y102 14397 299421.00 SH Sole 136321.00 163100.00 Advance Amer Cash Adva COM 00739W107 861 169418.00 SH Sole 54518.00 114900.00 Advance Auto Parts COM 00751Y106 2355 60626.00 SH Sole 30026.00 30600.00 Advanta Corp Cl B COM 007942204 541 85917.00 SH Sole 24017.00 61900.00 Aeropostale Inc COM 007865108 2229 71131.00 SH Sole 44831.00 26300.00 Aetna Inc New COM 00817Y108 12904 318380.00 SH Sole 247880.00 70500.00 Affymax Inc COM 00826A109 713 44804.00 SH Sole 9304.00 35500.00 Agco Corporation COM 001084102 10428 198966.00 SH Sole 119516.00 79450.00 Air Products & Chem Inc COM 009158106 1426 14418.00 SH Sole 10118.00 4300.00 Airvana Inc COM 00950V101 893 166552.00 SH Sole 36852.00 129700.00 Akamai Technologies COM 00971T101 1034 29698.00 SH Sole 13098.00 16600.00 Albany Molecular COM 012423109 3457 260460.00 SH Sole 75060.00 185400.00 Alexion Pharm COM 015351109 806 11109.00 SH Sole 7009.00 4100.00 Alkermes Inc COM 01642T108 1354 109523.00 SH Sole 48223.00 61300.00 Alliance Data Systems COM 018581108 3010 53224.00 SH Sole 19624.00 33600.00 Alliance One International Inc COM 018772103 262 51123.00 SH Sole 23.00 51100.00 Alliant Techsystems COM 018804104 744 7315.00 SH Sole 1805.00 5510.00 Allied Waste Industries Inc COM 019589308 1049 83122.00 SH Sole 75222.00 7900.00 Allied World Assurance Co COM G0219G203 6470 163299.00 SH Sole 118099.00 45200.00 Allis Chalmers Energy Inc COM 019645506 4305 241837.00 SH Sole 67237.00 174600.00 Alnylam Pharm COM 02043Q107 870 32527.00 SH Sole 17627.00 14900.00 Alpha Natural Resources Inc COM 02076X102 731 7002.00 SH Sole 3302.00 3700.00 Altra Holdings Inc Com COM 02208R106 1133 67352.00 SH Sole 42352.00 25000.00 Altria Group Inc COM 02209S103 13191 641557.00 SH Sole 618257.00 23300.00 Amer Oriental Bioengr COM 028731107 1127 114134.00 SH Sole 64934.00 49200.00 American Dairy Inc COM 025334103 260 32941.00 SH Sole 7100.00 25841.00 American Elec Power COM 025537101 621 15421.00 SH Sole 21.00 15400.00 American Express COM 025816109 10031 266277.00 SH Sole 250067.00 16210.00 American Int'l Group COM 026874107 2635 99553.00 SH Sole 74753.00 24800.00 American Physicians Cap Inc COM 028884104 7453 153857.00 SH Sole 40662.00 113195.00 American Railcar Inds Inc COM 02916P103 2550 151947.00 SH Sole 49497.00 102450.00 Amerigon Inc COM 03070L300 108 15100.00 SH Sole 9500.00 5600.00 Amerigroup Corporation COM 03073T102 271 13022.00 SH Sole 3522.00 9500.00 Ameriprise Financial Inc COM 03076C106 8730 214650.00 SH Sole 167250.00 47400.00 Amerisafe Inc COM 03071H100 346 21704.00 SH Sole 8104.00 13600.00 Amgen Inc COM 031162100 14169 300432.00 SH Sole 257072.00 43360.00 Amkor Technologies COM 031652100 15883 1525724.00 SH Sole 664574.00 861150.00 Amtrust Financial Services COM 032359309 7509 595898.00 SH Sole 167248.00 428650.00 Anadarko Pete Corp COM 032511107 225 3000.00 SH Sole 1800.00 1200.00 Analogic Corp COM 032657207 320 5069.00 SH Sole 2119.00 2950.00 Anaren Inc COM 032744104 2682 253704.00 SH Sole 75104.00 178600.00 Anchor Bancorp COM 032839102 83 11800.00 SH Sole 900.00 10900.00
1 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Annaly Capital Management Co COM 035710409 31768 2048186.00 SH Sole 1485736.00 562450.00 Ansys Inc COM 03662Q105 708 15010.00 SH Sole 9910.00 5100.00 Anthracite Capital Inc COM 037023108 4575 649792.00 SH Sole 181742.00 468050.00 Anworth Mtg Asset COM 037347101 6870 1055209.00 SH Sole 232009.00 823200.00 Apache Corp COM 037411105 26653 191746.00 SH Sole 163246.00 28500.00 Apogee Enterprises Inc COM 037598109 7728 478156.00 SH Sole 140972.00 337184.00 Apple Computer Inc COM 037833100 10294 61473.00 SH Sole 58153.00 3320.00 Applera Corp - Celera Group COM 15100E106 124 10900.00 SH Sole 6000.00 4900.00 Arbor Realty Trust Inc COM 038923108 256 28500.00 SH Sole 23600.00 4900.00 Arch Capital Group Ltd Bermuda COM G0450A105 13497 203509.00 SH Sole 116209.00 87300.00 Ariba Inc COM 04033V203 304 20626.00 SH Sole 26.00 20600.00 Arkansas Best Corp COM 040790107 1833 50019.00 SH Sole 4119.00 45900.00 Armstrong World Ind COM 04247X102 4108 140575.00 SH Sole 75775.00 64800.00 Array Biopharma Inc COM 04269X105 790 167906.00 SH Sole 48956.00 118950.00 Arrow Electrs Inc COM 042735100 7043 229237.00 SH Sole 90237.00 139000.00 Arthrocare Corp COM 043136100 891 21814.00 SH Sole 4714.00 17100.00 Ashford Hospitality Trust COM 044103109 3483 753781.00 SH Sole 200481.00 553300.00 Aspen Insurance Hldgs Limited COM G05384105 11252 475368.00 SH Sole 126968.00 348400.00 Associated Estates Rlt COM 045604105 633 59074.00 SH Sole 36674.00 22400.00 Assurant Inc COM 04621X108 24617 373207.00 SH Sole 291707.00 81500.00 Assured Guaranty COM G0585R106 754 41900.00 SH Sole 5400.00 36500.00 Astec Industries Inc COM 046224101 232 7200.00 SH Sole 1900.00 5300.00 Astoria Fin'l Corp COM 046265104 6877 342476.00 SH Sole 187326.00 155150.00 Atheros Communications COM 04743P108 2119 70609.00 SH Sole 31609.00 39000.00 Atlantic Tele Network Inc COM 049079205 5183 188381.00 SH Sole 43736.00 144645.00 Atmos Energy Corp COM 049560105 1710 61992.00 SH Sole 3042.00 58950.00 Autoliv Inc COM 052800109 24765 531197.00 SH Sole 392997.00 138200.00 Autozone Inc COM 053332102 9842 81326.00 SH Sole 60876.00 20450.00 Avis Budget Group Inc COM 053774105 1682 200856.00 SH Sole 116156.00 84700.00 Avista Corp Com COM 05379B107 8540 397928.00 SH Sole 94378.00 303550.00 Avnet Inc COM 053807103 2754 100952.00 SH Sole 25852.00 75100.00 Avocent Corp COM 053893103 4977 267565.00 SH Sole 74665.00 192900.00 Avon Products Inc COM 054303102 624 17301.00 SH Sole 12201.00 5100.00 Axis Capital Holdings COM G0692U109 7013 235235.00 SH Sole 145435.00 89800.00 BJ's Wholesale Club COM 05548J106 2977 76904.00 SH Sole 71104.00 5800.00 BMC Software Inc COM 055921100 13487 374620.00 SH Sole 208870.00 165750.00 BOK Financial Corp COM 05561Q201 215 4004.00 SH Sole 4.00 4000.00 Badger Meter Inc COM 056525108 400 7900.00 SH Sole 7900.00 Baker Michael Corp COM 057149106 933 42614.00 SH Sole 16714.00 25900.00 Ball Corp COM 058498106 5077 106345.00 SH Sole 30595.00 75750.00 Bancorp Inc Del COM 05969A105 124 16210.00 SH Sole 10410.00 5800.00 Bank of America Corp COM 060505104 28856 1208865.00 SH Sole 1046267.00 162598.00 Bank of Hawaii Corp COM 062540109 20720 433462.00 SH Sole 301062.00 132400.00 Bank of New York Mellon Corp COM 064058100 16417 433949.00 SH Sole 387849.00 46100.00 Bank of the Ozarks COM 063904106 2060 138575.00 SH Sole 32575.00 106000.00 Barnes Group Inc COM 067806109 368 15909.00 SH Sole 1409.00 14500.00 Baxter Int'l Inc COM 071813109 17744 277496.00 SH Sole 233796.00 43700.00 Beckman Instruments COM 075811109 541 8000.00 SH Sole 8000.00 Becton Dickinson & Company COM 075887109 1331 16363.00 SH Sole 16363.00 Benchmark Electronics COM 08160H101 11568 707903.00 SH Sole 277903.00 430000.00 Berkshire Hills Bncp COM 084680107 2442 103240.00 SH Sole 25940.00 77300.00 Berry Petroleum Company Cl A COM 085789105 2162 36709.00 SH Sole 15209.00 21500.00 Best Buy Inc COM 086516101 5580 140886.00 SH Sole 130186.00 10700.00 Big Lots Inc COM 089302103 19375 620179.00 SH Sole 416829.00 203350.00 Bigband Network COM 089750509 50 10512.00 SH Sole 112.00 10400.00 Bio-Rad Labs - Cl A COM 090572207 1094 13518.00 SH Sole 5318.00 8200.00 Biogen Idec Inc COM 09062X103 1235 22085.00 SH Sole 17485.00 4600.00
2 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Biomarin Pharmaceutical COM 09061G101 1336 46091.00 SH Sole 23991.00 22100.00 Biomed Realty Trust COM 09063H107 565 23016.00 SH Sole 4716.00 18300.00 Blue Coat Systems Inc COM 09534T508 1858 131616.00 SH Sole 57066.00 74550.00 Bob Evans Farms COM 096761101 1528 53408.00 SH Sole 24008.00 29400.00 Boeing Company COM 097023105 24968 379906.00 SH Sole 350076.00 29830.00 Borg Warner Auto COM 099724106 1562 35186.00 SH Sole 15486.00 19700.00 Boston Private Finl COM 101119105 919 162017.00 SH Sole 39917.00 122100.00 Boston Scientific Corp COM 101137107 730 59340.00 SH Sole 59340.00 Bottomline Technologies Inc COM 101388106 199 20443.00 SH Sole 343.00 20100.00 Bowne & Co Inc COM 103043105 1290 101116.00 SH Sole 25716.00 75400.00 Bristol Meyers Squibb COM 110122108 570 27757.00 SH Sole 27757.00 Broadridge Financial Solution COM 11133T103 24271 1152981.00 SH Sole 856531.00 296450.00 Bruker Biosciences COM 116794108 616 47904.00 SH Sole 40004.00 7900.00 Buckeye Technology Inc COM 118255108 6777 800981.00 SH Sole 195045.00 605936.00 Buckle Inc COM 118440106 2745 60016.00 SH Sole 16016.00 44000.00 Burger King Holdings COM 121208201 2179 81321.00 SH Sole 16921.00 64400.00 Burlington Northern COM 12189T104 351 3511.00 SH Sole 3511.00 CA Inc COM 12673P105 765 33108.00 SH Sole 7108.00 26000.00 CBS Corp COM 124857202 2578 132249.00 SH Sole 72649.00 59600.00 CDI Corp COM 125071100 322 12645.00 SH Sole 45.00 12600.00 CEC Entertainment Inc COM 125137109 8892 317443.00 SH Sole 88793.00 228650.00 CF Inds Hldgs Inc COM 125269100 1675 10957.00 SH Sole 3002.00 7955.00 CIGNA Corp COM 125509109 10209 288450.00 SH Sole 212350.00 76100.00 CIT Group Inc COM 125581108 493 72249.00 SH Sole 43549.00 28700.00 CKE Restaurants Inc COM 12561E105 761 61003.00 SH Sole 38503.00 22500.00 CNA Surety Corporation COM 12612L108 1202 95034.00 SH Sole 20134.00 74900.00 CSG Systems Int'l Inc COM 126349109 8500 771266.00 SH Sole 225700.00 545566.00 CSS Industries Inc COM 125906107 1120 46231.00 SH Sole 7731.00 38500.00 CSX Corp COM 126408103 17039 271271.00 SH Sole 196271.00 75000.00 CTS Corp Co COM 126501105 304 30155.00 SH Sole 12755.00 17400.00 CV Therapeutics COM 126667104 858 104230.00 SH Sole 45430.00 58800.00 CVB Financial Corp COM 126600105 1643 174029.00 SH Sole 44729.00 129300.00 CVS Corporation COM 126650100 9603 242680.00 SH Sole 222980.00 19700.00 Cadence Design System COM 127387108 9282 918956.00 SH Sole 619956.00 299000.00 Callaway Golf COM 131193104 7275 614883.00 SH Sole 283583.00 331300.00 Capital Lease Fdg Inc COM 140288101 2396 319862.00 SH Sole 76362.00 243500.00 Capital One Fin'l COM 14040H105 14313 376538.00 SH Sole 307138.00 69400.00 Capitalsource Inc COM 14055X102 657 59238.00 SH Sole 1038.00 58200.00 Capitol Federal Financial COM 14057C106 321 8515.00 SH Sole 2115.00 6400.00 Carpenter Technologies COM 144285103 612 14000.00 SH Sole 12600.00 1400.00 Carrols Restaurant Group COM 14574X104 120 22971.00 SH Sole 8971.00 14000.00 Cash America Intl COM 14754D100 15530 500945.00 SH Sole 187395.00 313550.00 Castlepoint Holdings Inc COM G19522112 303 33231.00 SH Sole 8731.00 24500.00 Caterpillar Inc COM 149123101 32637 442105.00 SH Sole 382145.00 59960.00 Cedar Shopping Centers Inc COM 150602209 2900 247395.00 SH Sole 41245.00 206150.00 Celanese Corp Series A COM 150870103 29471 645426.00 SH Sole 434276.00 211150.00 Celgene Corp COM 151020104 553 8648.00 SH Sole 8248.00 400.00 Centene Corp COM 15135B101 7262 432514.00 SH Sole 110514.00 322000.00 Centennial Comm COM 15133V208 197 28058.00 SH Sole 22858.00 5200.00 Centex Corp COM 152312104 2544 190232.00 SH Sole 130732.00 59500.00 Centurytel COM 156700106 3229 90717.00 SH Sole 14917.00 75800.00 Cenveo Inc COM 15670S105 2861 292789.00 SH Sole 250989.00 41800.00 Cephalon Inc COM 156708109 1472 22058.00 SH Sole 3008.00 19050.00 Ceradyne Inc COM 156710105 3815 111206.00 SH Sole 28406.00 82800.00 Cerner Corp COM 156782104 851 18814.00 SH Sole 14.00 18800.00 Chart Inds Inc Com Par $0 COM 16115Q308 5337 109713.00 SH Sole 37713.00 72000.00 Checkpoint Systems COM 162825103 1953 93518.00 SH Sole 19818.00 73700.00
3 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Chemical Finl Corp COM 163731102 353 17300.00 SH Sole 5900.00 11400.00 Chemtura Corp COM 163893100 1984 339700.00 SH Sole 169800.00 169900.00 ChevronTexaco Corp COM 166764100 68036 686328.00 SH Sole 550398.00 135930.00 China Direct Inc COM 169384104 144 19616.00 SH Sole 10816.00 8800.00 China Sec & Surve Tech COM 16942J105 212 15712.00 SH Sole 12.00 15700.00 Chiquita Brands COM 170032809 3185 209949.00 SH Sole 61249.00 148700.00 Chubb Corp COM 171232101 401 8181.00 SH Sole 8181.00 Church & Dwight Inc COM 171340102 2080 36902.00 SH Sole 33902.00 3000.00 Ciber Inc COM 17163B102 218 35100.00 SH Sole 35100.00 Cimarex Energy Co COM 171798101 15275 219246.00 SH Sole 106846.00 112400.00 Cinemark Holdings COM 17243V102 264 20200.00 SH Sole 10600.00 9600.00 Cisco Systems COM 17275R102 17028 732057.00 SH Sole 689217.00 42840.00 Citigroup Inc COM 172967101 5687 339279.00 SH Sole 216036.00 123243.00 City Bank of Lynwood Washingto COM 17770A109 237 27450.00 SH Sole 3500.00 23950.00 City Holding Co COM 177835105 7502 183994.00 SH Sole 46208.00 137786.00 Clayton Williams Engy COM 969490101 4393 39946.00 SH Sole 14221.00 25725.00 Cmgi Inc Com New COM 125750307 4780 450874.00 SH Sole 129024.00 321850.00 Coca Cola Co COM 191216100 5818 111919.00 SH Sole 102119.00 9800.00 Coca Cola Enterprises COM 191219104 5882 339998.00 SH Sole 265998.00 74000.00 Cogo Group Inc COM 192448108 311 34100.00 SH Sole 28300.00 5800.00 Colgate Palmolive Co COM 194162103 3632 52548.00 SH Sole 41348.00 11200.00 Colonial Properties Trust COM 195872106 8545 426807.00 SH Sole 245457.00 181350.00 Columbus McKinnon Corp COM 199333105 7413 307827.00 SH Sole 85377.00 222450.00 Comcast Corp COM 20030N101 547 28822.00 SH Sole 18222.00 10600.00 Comfort Systems USA COM 199908104 10603 788891.00 SH Sole 202491.00 586400.00 Comm Hlth Systems COM 203668108 363 10989.00 SH Sole 10989.00 Commscope Inc COM 203372107 417 7900.00 SH Sole 7900.00 Community Trust Bancorp COM 204149108 437 16607.00 SH Sole 9907.00 6700.00 Complete Production Service COM 20453E109 7918 217393.00 SH Sole 130743.00 86650.00 Computer Sciences Corp COM 205363104 1477 31519.00 SH Sole 25019.00 6500.00 Compuware Corp COM 205638109 434 45436.00 SH Sole 45436.00 Comstock Resources COM 205768203 14103 167031.00 SH Sole 80356.00 86675.00 Comsys It Partners Inc COM 20581E104 393 43030.00 SH Sole 3630.00 39400.00 Concho Resources Inc COM 20605P101 1986 53242.00 SH Sole 29242.00 24000.00 Conmed Corp COM 207410101 12989 489219.00 SH Sole 121319.00 367900.00 ConocoPhillips COM 20825C104 64036 678416.00 SH Sole 558312.00 120104.00 Continental Airlines - Cl B COM 210795308 288 28407.00 SH Sole 28007.00 400.00 Convergys Corp COM 212485106 1400 94159.00 SH Sole 56459.00 37700.00 Cooper Tire & Rubber COM 216831107 3364 428980.00 SH Sole 184180.00 244800.00 Corn Products Int'l COM 219023108 2358 48010.00 SH Sole 44110.00 3900.00 Corning Inc COM 219350105 14744 639611.00 SH Sole 596611.00 43000.00 Covanta Hldgs COM 22282E102 3864 144763.00 SH Sole 52263.00 92500.00 Crane Company COM 224399105 16086 417486.00 SH Sole 268136.00 149350.00 Crosstex Energy Inc COM 22765Y104 236 6800.00 SH Sole 400.00 6400.00 Crown Media Holdings COM 228411104 141 29636.00 SH Sole 36.00 29600.00 Cryolife Inc COM 228903100 1377 120356.00 SH Sole 57456.00 62900.00 Cubic Corp COM 229669106 4760 213639.00 SH Sole 59750.00 153889.00 Cubist Pharmaceuticals COM 229678107 1578 88324.00 SH Sole 34174.00 54150.00 Cummins Inc COM 231021106 2779 42408.00 SH Sole 16508.00 25900.00 Cyberonics COM 23251P102 1114 51333.00 SH Sole 15033.00 36300.00 Cynosure Inc A COM 232577205 3769 190121.00 SH Sole 53371.00 136750.00 Cypress Biosciences Inc COM 232674507 699 97214.00 SH Sole 36314.00 60900.00 Cytec Industries COM 232820100 3781 69289.00 SH Sole 34189.00 35100.00 Cytori Therapeutics COM 23283K105 65 10000.00 SH Sole 10000.00 DSP Group Inc COM 23332B106 220 31330.00 SH Sole 30.00 31300.00 DTE Holdings Inc COM 233331107 1475 34736.00 SH Sole 34736.00 Darden Restaurants COM 237194105 5967 186812.00 SH Sole 127712.00 59100.00
4 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Darling Intl Inc COM 237266101 6875 416117.00 SH Sole 116317.00 299800.00 Darwin Prof Svs COM 237502109 5506 178760.00 SH Sole 48910.00 129850.00 Deckers Outdoor Corp COM 243537107 696 5000.00 SH Sole 3400.00 1600.00 Deere & Company COM 244199105 643 8910.00 SH Sole 7110.00 1800.00 Del Monte Foods Co COM 24522P103 5796 816202.00 SH Sole 503802.00 312400.00 Delek US Hldgs COM 246647101 3416 370816.00 SH Sole 119461.00 251355.00 Dentsply Int'l Inc COM 249030107 2034 55265.00 SH Sole 9715.00 45550.00 Devon Energy Corp COM 25179M103 2191 18230.00 SH Sole 12330.00 5900.00 Diamond Foods Inc COM 252603105 669 29027.00 SH Sole 10177.00 18850.00 Diamondrock Hospitality COM 252784301 928 85200.00 SH Sole 6000.00 79200.00 Dionex Corp COM 254546104 1933 29112.00 SH Sole 15312.00 13800.00 Directv Group Inc COM 25459L106 28525 1100919.00 SH Sole 930629.00 170290.00 Discover Finl Svcs COM 254709108 10364 786877.00 SH Sole 613277.00 173600.00 Dish Network Corp COM 25470M109 18963 647636.00 SH Sole 487636.00 160000.00 Dolby Labs COM 25659T107 1913 47452.00 SH Sole 6102.00 41350.00 Dollar Thrifty Automotive COM 256743105 1958 207121.00 SH Sole 57121.00 150000.00 Dollar Tree Inc Com COM 256746108 17310 529502.00 SH Sole 315702.00 213800.00 Donnelley (R R ) & Sons Inc COM 257867101 534 17975.00 SH Sole 9875.00 8100.00 Dover Corp COM 260003108 4862 100501.00 SH Sole 79501.00 21000.00 Dover Downs Gaming Ent COM 260095104 995 154933.00 SH Sole 53433.00 101500.00 Dow Chemical Company COM 260543103 213 6100.00 SH Sole 4900.00 1200.00 Dreamworks Animation COM 26153C103 743 24900.00 SH Sole 8200.00 16700.00 Du Pont (E I) DeNemours COM 263534109 246 5713.00 SH Sole 2413.00 3300.00 Duff & Phelps COM 26433B107 169 10204.00 SH Sole 1704.00 8500.00 Dynamex Inc COM 26784F103 545 20303.00 SH Sole 3103.00 17200.00 EBAY Inc COM 278642103 25373 928387.00 SH Sole 808587.00 119800.00 EMS Technologies COM 26873N108 1223 55968.00 SH Sole 16568.00 39400.00 EZCorp COM 302301106 3734 292810.00 SH Sole 96310.00 196500.00 Earthlink Inc COM 270321102 12558 1451753.00 SH Sole 597403.00 854350.00 Eastgroup Properties Inc COM 277276101 3330 77611.00 SH Sole 29611.00 48000.00 Eastman Chemical COM 277432100 2655 38548.00 SH Sole 11748.00 26800.00 Eaton Corp COM 278058102 1633 19214.00 SH Sole 9714.00 9500.00 Eaton Vance COM 278265103 671 16859.00 SH Sole 11959.00 4900.00 Edison International COM 281020107 26025 506516.00 SH Sole 357316.00 149200.00 Education Rlty Tr Inc Com COM 28140H104 2632 225880.00 SH Sole 79280.00 146600.00 Edwards Lifesciences Corp COM 28176E108 425 6835.00 SH Sole 2310.00 4525.00 Einstein Noah Rest Group COM 28257U104 193 17418.00 SH Sole 3418.00 14000.00 El Paso Electric COM 283677854 11849 598406.00 SH Sole 140756.00 457650.00 El Paso Energy Corporation COM 28336L109 20040 921770.00 SH Sole 579270.00 342500.00 Ellis Perry International COM 288853104 9442 444937.00 SH Sole 119938.00 324999.00 Embarq Corp COM 29078E105 13117 277473.00 SH Sole 164373.00 113100.00 Emcor Group Inc COM 29084Q100 9857 345478.00 SH Sole 149278.00 196200.00 Emergency Medical Services Co COM 29100P102 1966 86859.00 SH Sole 34859.00 52000.00 Emergent Biosolutions COM 29089Q105 1640 165120.00 SH Sole 29420.00 135700.00 Emulex Corp COM 292475209 4709 404156.00 SH Sole 108856.00 295300.00 EnPro Industries Inc COM 29355X107 13959 373825.00 SH Sole 92938.00 280887.00 Encore Acquisition Co COM 29255W100 340 4511.00 SH Sole 911.00 3600.00 Encore Wire Common Stk COM 292562105 3621 170861.00 SH Sole 39361.00 131500.00 Endo Pharm Hldg COM 29264F205 3517 145354.00 SH Sole 64254.00 81100.00 Energen Corp COM 29265N108 5303 67957.00 SH Sole 11257.00 56700.00 Energy Conversion Devices COM 292659109 708 9603.00 SH Sole 6903.00 2700.00 Energy Partners Ltd COM 29270U105 6104 409092.00 SH Sole 100792.00 308300.00 Ensco Int'l Inc COM 26874Q100 19123 236839.00 SH Sole 175539.00 61300.00 Entegris Inc COM 29362U104 212 32274.00 SH Sole 3174.00 29100.00 Entertainment Pptys Tr COM 29380T105 11205 226632.00 SH Sole 96798.00 129834.00 Enzon Inc Com COM 293904108 636 89210.00 SH Sole 46210.00 43000.00 Eresearch Technology COM 29481V108 244 13945.00 SH Sole 13945.00
5 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Exactech Inc COM 30064E109 308 11945.00 SH Sole 2645.00 9300.00 Exelixis Inc Com COM 30161Q104 1153 230513.00 SH Sole 76763.00 153750.00 Expedia Inc COM 30212P105 7393 402188.00 SH Sole 269688.00 132500.00 Express Scripts COM 302182100 799 12728.00 SH Sole 12728.00 Exxon Mobil Corp COM 30231G102 128546 1458584.00 SH Sole 1199988.00 258596.00 FGX International COM G3396L102 230 28605.00 SH Sole 11905.00 16700.00 FMC Corp COM 302491303 2157 27843.00 SH Sole 20443.00 7400.00 FMC Technologies COM 30249U101 7870 102291.00 SH Sole 67091.00 35200.00 Family Dollar Stores Inc COM 307000109 15077 756077.00 SH Sole 476077.00 280000.00 Federated Investors COM 314211103 4732 137461.00 SH Sole 47561.00 89900.00 Felcor Lodging Trust Inc COM 31430F101 1100 104683.00 SH Sole 45183.00 59500.00 Ferro Corp COM 315405100 1625 86614.00 SH Sole 19414.00 67200.00 First Advantage Corp COM 31845F100 942 59372.00 SH Sole 4972.00 54400.00 First Fin'l Bancorp COM 320209109 215 23319.00 SH Sole 5319.00 18000.00 First Financial Holdings Inc COM 320239106 904 52615.00 SH Sole 12215.00 40400.00 First Finl Corp Indiana COM 320218100 300 9800.00 SH Sole 1600.00 8200.00 First Industrial Realty COM 32054K103 9799 356697.00 SH Sole 122506.00 234191.00 First Merchants Corp COM 320817109 2396 132005.00 SH Sole 34105.00 97900.00 First Place Finl Corp COM 33610T109 1618 172079.00 SH Sole 42679.00 129400.00 First Source Corp COM 336901103 803 49856.00 SH Sole 13246.00 36610.00 Flextronics Int'l Ltd COM Y2573F102 165 17500.00 SH Sole 17500.00 Flir Systems Inc COM 302445101 504 12403.00 SH Sole 3.00 12400.00 Flowers Foods Inc COM 343498101 1378 48592.00 SH Sole 14592.00 34000.00 Fluor Corp (New) COM 343412102 9065 48714.00 SH Sole 32314.00 16400.00 Flushing Financial Corp COM 343873105 3997 210878.00 SH Sole 59828.00 151050.00 Ford Motor Company COM 345370860 153 31713.00 SH Sole 6928.00 24785.00 Forward Air Corporation COM 349853101 3492 100923.00 SH Sole 32923.00 68000.00 Fossil Inc COM 349882100 2731 93929.00 SH Sole 31229.00 62700.00 Foster Wheeler Ltd Shs Ne COM G36535139 499 6811.00 SH Sole 3911.00 2900.00 Freeport Mcmoran Copper and Go COM 35671D857 15907 135730.00 SH Sole 126530.00 9200.00 Fresh Del Monte COM G36738105 6249 265088.00 SH Sole 118088.00 147000.00 Frontline Ltd COM G3682E127 3904 55943.00 SH Sole 38043.00 17900.00 Fuel Sys Solutions COM 35952W103 262 6803.00 SH Sole 3803.00 3000.00 Fulton Finl Corp COM 360271100 7665 762615.00 SH Sole 426365.00 336250.00 G-III Apparel Group COM 36237H101 320 25916.00 SH Sole 216.00 25700.00 GFI Group Inc COM 361652209 3980 441635.00 SH Sole 237135.00 204500.00 GLBL Cash Access Hldgs COM 378967103 2159 314606.00 SH Sole 49206.00 265400.00 GLG Partners Inc COM 37929X107 1654 212050.00 SH Sole 39450.00 172600.00 GTX Inc Del COM 40052B108 812 56530.00 SH Sole 18430.00 38100.00 Gamco Investors COM 361438104 4531 91303.00 SH Sole 23003.00 68300.00 Gamestop Corp Class A COM 36467W109 2949 72978.00 SH Sole 44503.00 28475.00 Gap Int'l Del COM 364760108 1635 98065.00 SH Sole 83865.00 14200.00 Gardner Denver Inc COM 365558105 14408 253657.00 SH Sole 143757.00 109900.00 Gen-Probe Inc COM 36866T103 376 7900.00 SH Sole 4400.00 3500.00 Genco Shipping and Trading COM Y2685T107 15075 231203.00 SH Sole 90278.00 140925.00 Genentech Inc COM 368710406 6105 80429.00 SH Sole 75079.00 5350.00 General Electric COM 369604103 46280 1733957.00 SH Sole 1369987.00 363970.00 General Mills COM 370334104 9766 160689.00 SH Sole 117089.00 43600.00 Gentiva Health Services COM 37247A102 712 37323.00 SH Sole 6323.00 31000.00 Genzyme Corp COM 372917104 561 7797.00 SH Sole 6697.00 1100.00 Gilead Sciences Inc COM 375558103 7762 146576.00 SH Sole 136736.00 9840.00 Glatfelter COM 377316104 539 39832.00 SH Sole 8732.00 31100.00 Global Sources Ltd Ord COM G39300101 4058 267292.00 SH Sole 81112.00 186180.00 Goldman Sachs Group COM 38141G104 5226 29879.00 SH Sole 26579.00 3300.00 Goodrich (B F) COM 382388106 2546 53637.00 SH Sole 19537.00 34100.00 Goodyear Tire & Rubber COM 382550101 245 13704.00 SH Sole 13704.00 Google Inc COM 38259P508 25119 47715.00 SH Sole 44635.00 3080.00
6 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Graftech Intl COM 384313102 15528 578736.00 SH Sole 168936.00 409800.00 Graham Corp COM 384556106 1120 15105.00 SH Sole 7805.00 7300.00 Green Bankshares Inc COM 394361208 1992 142030.00 SH Sole 36630.00 105400.00 Greenbrier Companies COM 393657101 2368 116632.00 SH Sole 34832.00 81800.00 Greif Inc COM 397624107 4062 63425.00 SH Sole 40800.00 22625.00 Grey Wolf Inc COM 397888108 468 51825.00 SH Sole 27625.00 24200.00 Gulf Island Fabric COM 402307102 1978 40414.00 SH Sole 18414.00 22000.00 Gulfmark Offshore Inc COM 402629109 5430 93327.00 SH Sole 24427.00 68900.00 Gulfport Energy COM 402635304 220 13305.00 SH Sole 5.00 13300.00 Gymboree Corporation COM 403777105 1061 26465.00 SH Sole 25965.00 500.00 HHGregg Incorporated COM 42833L108 745 74500.00 SH Sole 13200.00 61300.00 Hallmark Finl Services Inc COM 40624Q203 1692 174953.00 SH Sole 43453.00 131500.00 Hanesbrands Inc Com COM 410345102 24133 889175.00 SH Sole 666125.00 223050.00 Hanger Ortho Group COM 41043F208 386 23400.00 SH Sole 6300.00 17100.00 Hanmi Finl Corp COM 410495105 3390 650516.00 SH Sole 178016.00 472500.00 Harbin Electric Inc COM 41145W109 154 10800.00 SH Sole 10800.00 Harleysville Group Inc COM 412824104 827 24430.00 SH Sole 2130.00 22300.00 Harmonic Inc COM 413160102 1637 172109.00 SH Sole 82809.00 89300.00 Harris Corp COM 413875105 10146 200945.00 SH Sole 140745.00 60200.00 Harsco Corporation COM 415864107 16783 308443.00 SH Sole 196343.00 112100.00 Hasbro COM 418056107 15918 445611.00 SH Sole 258261.00 187350.00 Hawaiian Hldgs Inc COM 419879101 1359 195482.00 SH Sole 49582.00 145900.00 Headwaters Inc COM 42210P102 304 25805.00 SH Sole 25805.00 Health Care Reit Inc COM 42217K106 20116 452026.00 SH Sole 257576.00 194450.00 Health Mgmt Assoc COM 421933102 2539 390002.00 SH Sole 197902.00 192100.00 Healthspring Inc COM 42224N101 213 12600.00 SH Sole 12600.00 Heartland Financial USA COM 42234Q102 643 35311.00 SH Sole 7911.00 27400.00 Hecla Mining COM 422704106 3212 346830.00 SH Sole 118980.00 227850.00 Helen of Troy Corp COM G4388N106 1853 114906.00 SH Sole 22706.00 92200.00 Helmerich & Payne COM 423452101 15008 208386.00 SH Sole 145086.00 63300.00 Henry Jack & Assoc Inc COM 426281101 274 12620.00 SH Sole 20.00 12600.00 Herbalife Ltd COM G4412G101 7526 194214.00 SH Sole 130414.00 63800.00 Hercules Inc COM 427056106 11957 706249.00 SH Sole 221249.00 485000.00 Heritage Commerce Co COM 426927109 199 20080.00 SH Sole 5880.00 14200.00 Hersha Hospitality COM 427825104 4606 610054.00 SH Sole 166662.00 443392.00 Hertz Global Hldgs COM 42805T105 8311 865646.00 SH Sole 480446.00 385200.00 Hess Corporation Co COM 42809H107 1001 7929.00 SH Sole 4429.00 3500.00 Hewitt Associates Inc COM 42822Q100 13269 346153.00 SH Sole 200603.00 145550.00 Hewlett-Packard Company COM 428236103 44230 1000436.00 SH Sole 883646.00 116790.00 Highwoods Properties COM 431284108 8092 257536.00 SH Sole 67136.00 190400.00 Hillenbrand Inc COM 431571108 3162 147716.00 SH Sole 90216.00 57500.00 Holly Corp COM 435758305 654 17700.00 SH Sole 4300.00 13400.00 Home Depot COM 437076102 979 41775.00 SH Sole 27075.00 14700.00 Honeywell Int'l Inc COM 438516106 30071 598056.00 SH Sole 519856.00 78200.00 Hooker Furniture Corp COM 439038100 1566 90400.00 SH Sole 25200.00 65200.00 Horizon Lines Inc COM 44044K101 260 26066.00 SH Sole 25466.00 600.00 Hospira Inc COM 441060100 341 8500.00 SH Sole 8500.00 Hospitality Pptys COM 44106M102 15406 629826.00 SH Sole 401226.00 228600.00 Houston Wire & Cable Co COM 44244K109 699 35123.00 SH Sole 6623.00 28500.00 Hub Group Inc COM 443320106 782 22903.00 SH Sole 1603.00 21300.00 Hughes Communications Inc COM 444398101 1963 39976.00 SH Sole 11926.00 28050.00 Human Genome Sciences COM 444903108 260 49882.00 SH Sole 21482.00 28400.00 I Shares Russell 1000 Value COM 464287598 786 11371.00 SH Sole 11371.00 ICF Intl Inc COM 44925C103 205 12300.00 SH Sole 12300.00 II - VI Incorporated COM 902104108 329 9403.00 SH Sole 3.00 9400.00 IKON Office Solutions COM 451713101 1495 132501.00 SH Sole 37401.00 95100.00 IMS Health COM 449934108 13357 573240.00 SH Sole 441140.00 132100.00
7 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Igate Corporation COM 45169U105 268 32909.00 SH Sole 20509.00 12400.00 Illinois Tool Works COM 452308109 18969 399263.00 SH Sole 348163.00 51100.00 Illumina Inc COM 452327109 841 9648.00 SH Sole 4483.00 5165.00 Independent Bank Corp/MA COM 453836108 4128 173146.00 SH Sole 42846.00 130300.00 Infospace Inc COM 45678T201 437 52364.00 SH Sole 14664.00 37700.00 Ingersoll-Rand Co COM G4776G101 375 10003.00 SH Sole 1903.00 8100.00 Inland Real Estate COM 457461200 2733 189514.00 SH Sole 41214.00 148300.00 Innophos Holdings Inc Com COM 45774N108 2730 85429.00 SH Sole 38529.00 46900.00 Insteel Industries Inc COM 45774W108 1522 83122.00 SH Sole 36622.00 46500.00 Int'l Business Machines COM 459200101 55019 464170.00 SH Sole 413130.00 51040.00 Int'l Paper Company COM 460146103 8328 357411.00 SH Sole 294111.00 63300.00 Integral Systems Inc MD COM 45810H107 3502 90484.00 SH Sole 31434.00 59050.00 Integrated Device COM 458118106 10077 1013690.00 SH Sole 697040.00 316650.00 Intel Corp COM 458140100 8122 378086.00 SH Sole 358836.00 19250.00 Interactive Brokers Grp COM 45841N107 364 11310.00 SH Sole 5410.00 5900.00 Interactive Data Corp COM 45840J107 2062 82014.00 SH Sole 5613.00 76401.00 Intercontinentalexchange COM 45865V100 1979 17353.00 SH Sole 17353.00 Interface Inc COM 458665106 255 20324.00 SH Sole 4424.00 15900.00 Intermune Inc COM 45884X103 2056 156653.00 SH Sole 42251.00 114402.00 International Shipholding Corp COM 460321201 397 16915.00 SH Sole 3015.00 13900.00 Interwoven Inc Com COM 46114T508 208 17306.00 SH Sole 9506.00 7800.00 Intuit Inc COM 461202103 1864 67596.00 SH Sole 35496.00 32100.00 Invesco Ltd COM G491BT108 11543 481351.00 SH Sole 362251.00 119100.00 Invitrogen Corp COM 46185R100 1120 28524.00 SH Sole 11224.00 17300.00 Ion Geophysical Corp COM 462044108 301 17226.00 SH Sole 11126.00 6100.00 J2 Global Comm Inc COM 46626E205 2117 92039.00 SH Sole 23739.00 68300.00 JDA Software Group Inc COM 46612K108 12396 684849.00 SH Sole 200931.00 483918.00 JDS Uniphase Corp COM 46612J507 153 13400.00 SH Sole 2300.00 11100.00 JP Morgan Chase & Co COM 46625H100 14454 421270.00 SH Sole 317486.00 103784.00 Jabil Circuit Inc COM 466313103 15227 927873.00 SH Sole 584073.00 343800.00 Jack In The Box Inc COM 466367109 9382 418652.00 SH Sole 169002.00 249650.00 Jacobs Engr Group COM 469814107 2194 27177.00 SH Sole 17477.00 9700.00 Jarden Corp COM 471109108 2239 122715.00 SH Sole 72315.00 50400.00 Johnson & Johnson COM 478160104 44126 685811.00 SH Sole 613211.00 72600.00 Jones Lang La Salle Inc COM 48020Q107 5051 83904.00 SH Sole 53854.00 30050.00 K V Pharmaceutical Co COM 482740206 321 16600.00 SH Sole 4700.00 11900.00 KForce COM 493732101 224 26309.00 SH Sole 9.00 26300.00 Kansas City Southern (new) COM 485170302 522 11860.00 SH Sole 7960.00 3900.00 Kenexa Corp COM 488879107 5209 276475.00 SH Sole 84275.00 192200.00 Kinetic Concepts COM 49460W208 17220 431449.00 SH Sole 264074.00 167375.00 King Pharmaceuticals Inc COM 495582108 2099 200421.00 SH Sole 95571.00 104850.00 Kirby Corporation COM 497266106 14108 293904.00 SH Sole 181354.00 112550.00 Knight Capital Group Inc COM 499005106 13737 763968.00 SH Sole 312668.00 451300.00 Knoll Inc COM 498904200 1904 156633.00 SH Sole 60733.00 95900.00 Kroger Co COM 501044101 12308 426309.00 SH Sole 350809.00 75500.00 L3 Comm Hldg COM 502424104 1029 11323.00 SH Sole 7823.00 3500.00 LSI Logic Corp COM 502161102 4343 707197.00 SH Sole 616997.00 90200.00 LTC Properties COM 502175102 5205 203611.00 SH Sole 44211.00 159400.00 Labranche & Co COM 505447102 3190 450459.00 SH Sole 115759.00 334700.00 Laclede Group Inc COM 505597104 7014 173735.00 SH Sole 43035.00 130700.00 Lake Land Finl COM 511656100 1052 55100.00 SH Sole 12700.00 42400.00 Layne Christensen Company COM 521050104 491 11200.00 SH Sole 5500.00 5700.00 Lear Corp COM 521865105 8394 591947.00 SH Sole 204018.00 387929.00 Lennar Corp COM 526057104 13406 1086356.00 SH Sole 790856.00 295500.00 Lennox Int'l COM 526107107 5827 201196.00 SH Sole 149396.00 51800.00 Lexington Co Prop Trust Reit COM 529043101 10736 787637.00 SH Sole 319187.00 468450.00 Liberty Ppty Tr COM 531172104 1567 47260.00 SH Sole 36060.00 11200.00
8 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Lifepoint Hospitals COM 53219L109 5502 194401.00 SH Sole 123351.00 71050.00 Lilly (Eli) Co COM 532457108 1984 42965.00 SH Sole 17965.00 25000.00 Lin TV Corp COM 532774106 61 10226.00 SH Sole 626.00 9600.00 Lincare Holdings COM 532791100 5847 205873.00 SH Sole 104123.00 101750.00 Lincoln Educational Services COM 533535100 136 11644.00 SH Sole 6544.00 5100.00 LoJack Corp COM 539451104 94 11700.00 SH Sole 1500.00 10200.00 Lockheed Martin Corp COM 539830109 11463 116185.00 SH Sole 109335.00 6850.00 Lodgian Inc Com COM 54021P403 210 26734.00 SH Sole 13734.00 13000.00 Loew's Corp COM 540424108 18603 396633.00 SH Sole 375033.00 21600.00 Longs Drug Stores COM 543162101 1555 36918.00 SH Sole 11918.00 25000.00 Lubrizol Corp COM 549271104 13179 284450.00 SH Sole 189850.00 94600.00 Luminex Corporation COM 55027E102 615 29905.00 SH Sole 11505.00 18400.00 Lydall Inc COM 550819106 876 69797.00 SH Sole 16297.00 53500.00 MDC Holdings COM 552676108 400 10225.00 SH Sole 5125.00 5100.00 MEMC Electronic Materials COM 552715104 9817 159516.00 SH Sole 121316.00 38200.00 MF Global Ltd COM G60642108 187 29500.00 SH Sole 23700.00 5800.00 Mack Cali Realty Corp COM 554489104 8073 236231.00 SH Sole 159031.00 77200.00 Macys Inc COM 55616P104 2186 112520.00 SH Sole 72720.00 39800.00 Madden Steven Ltd COM 556269108 5701 310160.00 SH Sole 95510.00 214650.00 Mainsource Financial Group Inc COM 56062Y102 1089 70201.00 SH Sole 20001.00 50200.00 Manitowoc Inc COM 563571108 1286 39503.00 SH Sole 6503.00 33000.00 Manpower Inc COM 56418H100 3786 65001.00 SH Sole 53601.00 11400.00 Mantech Intl Corp A COM 564563104 3369 70000.00 SH Sole 33900.00 36100.00 Marathon Oil COM 565849106 655 12622.00 SH Sole 10622.00 2000.00 Mariner Energy Inc COM 56845T305 12542 339224.00 SH Sole 93424.00 245800.00 Marten Transport Ltd COM 573075108 602 37683.00 SH Sole 7433.00 30250.00 Masimo Corp Com COM 574795100 2399 69829.00 SH Sole 10829.00 59000.00 Massey Energy Co COM 576206106 835 8904.00 SH Sole 304.00 8600.00 Mastec Inc COM 576323109 5844 548167.00 SH Sole 172417.00 375750.00 Matrix Service Co COM 576853105 213 9226.00 SH Sole 6626.00 2600.00 Maximus Inc COM 577933104 631 18106.00 SH Sole 5906.00 12200.00 McDermott Int'l COM 580037109 2328 37613.00 SH Sole 32913.00 4700.00 McDonald's Corp COM 580135101 25875 460234.00 SH Sole 404734.00 55500.00 McGrath Rentcorp COM 580589109 334 13544.00 SH Sole 13544.00 McMoran Exploration Co COM 582411104 1537 55842.00 SH Sole 30542.00 25300.00 Med Pptys Trust COM 58463J304 850 83910.00 SH Sole 39310.00 44600.00 Medarex Inc COM 583916101 98 14737.00 SH Sole 2437.00 12300.00 Media General Inc Cl A COM 584404107 468 39108.00 SH Sole 9908.00 29200.00 Medical Action Ind Inc COM 58449L100 1174 113173.00 SH Sole 43473.00 69700.00 Medicines Co COM 584688105 225 11309.00 SH Sole 7009.00 4300.00 Medicis Pharmaceutical Corp COM 584690309 2625 126278.00 SH Sole 49578.00 76700.00 Medtronic Inc COM 585055106 18634 360076.00 SH Sole 330476.00 29600.00 Merck & Co Inc COM 589331107 29523 783289.00 SH Sole 683089.00 100200.00 Meridian Bioscience COM 589584101 1533 56918.00 SH Sole 26118.00 30800.00 Merit Med Sys COM 589889104 1123 76381.00 SH Sole 28681.00 47700.00 Metavante Tech COM 591407101 569 25123.00 SH Sole 25123.00 Methode Electronics Inc COM 591520200 5855 560261.00 SH Sole 136561.00 423700.00 Mettler-Toledo International COM 592688105 14095 148583.00 SH Sole 82913.00 65670.00 Micrel Semiconductor COM 594793101 766 83686.00 SH Sole 67086.00 16600.00 Microsoft Corp COM 594918104 60535 2200447.00 SH Sole 1981877.00 218570.00 Midas Inc COM 595626102 473 35024.00 SH Sole 13324.00 21700.00 Minerals Tech COM 603158106 3181 50015.00 SH Sole 14815.00 35200.00 Mitcham Industries Inc COM 606501104 319 18656.00 SH Sole 5156.00 13500.00 Molson Coors Brewing Co Cl B COM 60871R209 3774 69460.00 SH Sole 42060.00 27400.00 Momenta Pharmaceutical COM 60877T100 912 74145.00 SH Sole 21045.00 53100.00 Monolithic Power Sys Inc COM 609839105 202 9300.00 SH Sole 3500.00 5800.00 Monotype Imaging Holdings COM 61022P100 164 13400.00 SH Sole 3000.00 10400.00
9 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Monsanto Co COM 61166W101 5017 39678.00 SH Sole 36378.00 3300.00 Morgan Stanley COM 617446448 218 6018.00 SH Sole 6800.00 Mosaic Co COM 61945A107 2839 19618.00 SH Sole 13468.00 6150.00 Multi Fineline Electro COM 62541B101 11908 430326.00 SH Sole 118226.00 312100.00 Murphy Oil Corp COM 626717102 385 3917.00 SH Sole 2317.00 1600.00 Myriad Genetics Inc COM 62855J104 201 4406.00 SH Sole 2506.00 1900.00 NBT Bancorp Inc COM 628778102 6454 313127.00 SH Sole 71277.00 241850.00 NCI Building Systems Inc COM 628852105 7010 190843.00 SH Sole 49643.00 141200.00 NII Holdings Inc COM 62913F201 258 5414.00 SH Sole 2614.00 2800.00 NN Inc COM 629337106 1081 77524.00 SH Sole 21824.00 55700.00 NRG Energy Inc COM 629377508 11121 259219.00 SH Sole 165119.00 94100.00 NSTAR COM 67019E107 613 18119.00 SH Sole 19.00 18100.00 NVR Inc COM 62944T105 23841 47673.00 SH Sole 36025.00 11648.00 NYSE Euronet COM 629491101 999 19713.00 SH Sole 16213.00 3500.00 Nasdaq Stock Market In COM 631103108 726 27314.00 SH Sole 18214.00 9100.00 Nash Finch Co COM 631158102 4760 138876.00 SH Sole 45926.00 92950.00 Nat'l Semiconductor COM 637640103 5340 259940.00 SH Sole 216940.00 43000.00 National Interstate Co COM 63654U100 472 25652.00 SH Sole 7402.00 18250.00 National Retail Properties COM 637417106 17563 840328.00 SH Sole 298878.00 541450.00 Nationwide Health COM 638620104 1485 47150.00 SH Sole 47150.00 Navigant Consulting Co COM 63935N107 1880 96113.00 SH Sole 46413.00 49700.00 Navigators Group Inc COM 638904102 1996 36925.00 SH Sole 16725.00 20200.00 Net 1 UEPS Technologies COM 64107N206 4582 188557.00 SH Sole 117257.00 71300.00 Netflix Inc COM 64110L106 6669 255787.00 SH Sole 127387.00 128400.00 Neurocrine Biosciences Inc COM 64125C109 350 83400.00 SH Sole 17800.00 65600.00 New York Community Bancorp COM 649445103 1523 85337.00 SH Sole 62137.00 23200.00 New York Company COM 649295102 2796 306173.00 SH Sole 67873.00 238300.00 Newmarket Corp COM 651587107 7264 109670.00 SH Sole 26570.00 83100.00 News Corp Class A COM 65248E104 201 13313.00 SH Sole 13313.00 Nexstar Broadcasting COM 65336K103 138 33621.00 SH Sole 5221.00 28400.00 Noble Drilling Corp COM G65422100 2464 37925.00 SH Sole 32825.00 5100.00 Norfolk Southern Corp COM 655844108 2899 46248.00 SH Sole 45948.00 300.00 NorthStar Realty Finance Corp COM 66704R100 4866 584801.00 SH Sole 160701.00 424100.00 NorthWestern Corp COM 668074305 273 10713.00 SH Sole 13.00 10700.00 Northern Trust Corp COM 665859104 4537 66152.00 SH Sole 57152.00 9000.00 Northrop Grumman Corp COM 666807102 5188 77543.00 SH Sole 41943.00 35600.00 Ntelos Holdings Corp COM 67020Q107 3595 141676.00 SH Sole 45476.00 96200.00 Nuance Communications Inc COM 67020Y100 1482 94563.00 SH Sole 53963.00 40600.00 Nucor Corp COM 670346105 241 3219.00 SH Sole 3219.00 Nvidia Corp COM 67066G104 6889 367985.00 SH Sole 228085.00 139900.00 OSI Pharmaceuticals Inc COM 671040103 3468 83919.00 SH Sole 27224.00 56695.00 Obagi Medical Products COM 67423R108 292 34145.00 SH Sole 445.00 33700.00 Occidental Petroleum COM 674599105 13051 145234.00 SH Sole 137634.00 7600.00 Oceanfirst Finl Corp COM 675234108 348 19263.00 SH Sole 3163.00 16100.00 Oil States Intl Inc COM 678026105 2147 33828.00 SH Sole 9728.00 24100.00 Old Second Bancorp COM 680277100 147 12604.00 SH Sole 604.00 12000.00 Olin Corp COM 680665205 16886 644969.00 SH Sole 264619.00 380350.00 Olympic Steel Inc COM 68162K106 13422 176786.00 SH Sole 40286.00 136500.00 Omega Healthcare Invs COM 681936100 4173 250625.00 SH Sole 64975.00 185650.00 Omnicom Group Inc COM 681919106 1584 35292.00 SH Sole 33692.00 1600.00 Omniture Inc Com COM 68212S109 1198 64512.00 SH Sole 37412.00 27100.00 Omnivision Tech COM 682128103 1242 102700.00 SH Sole 45400.00 57300.00 On Semiconductor Co COM 682189105 2462 268459.00 SH Sole 212359.00 56100.00 Oneok Inc COM 682680103 4030 82517.00 SH Sole 19767.00 62750.00 Onyx Pharmaceuticals COM 683399109 563 15802.00 SH Sole 7502.00 8300.00 Oracle Systems Corp COM 68389X105 20480 975202.00 SH Sole 849682.00 125520.00 Orbitz Worldwide Inc COM 68557K109 425 84706.00 SH Sole 1506.00 83200.00
10 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Oriental Fin'l Group COM 68618W100 5493 385151.00 SH Sole 89651.00 295500.00 Oshkosh Truck Corp COM 688239201 365 17600.00 SH Sole 17600.00 Owens & Minor Inc COM 690732102 12395 271266.00 SH Sole 75166.00 196100.00 Owens Illinois Inc COM 690768403 26582 637610.00 SH Sole 472260.00 165350.00 PC Mall Inc COM 69323K100 1280 94370.00 SH Sole 26470.00 67900.00 PDL Biopharma Inc COM 69329Y104 323 30412.00 SH Sole 12.00 30400.00 PF Changs China Bistro COM 69333Y108 567 25349.00 SH Sole 19749.00 5600.00 PMC - Sierra Inc COM 69344F106 1603 209701.00 SH Sole 106401.00 103300.00 PNM Resources Inc COM 69349H107 2841 237522.00 SH Sole 67122.00 170400.00 PPL Corporation COM 69351T106 613 11717.00 SH Sole 7417.00 4300.00 PS Business Parks Inc CA COM 69360J107 4703 91138.00 SH Sole 28438.00 62700.00 Paccar Inc COM 693718108 866 20695.00 SH Sole 16095.00 4600.00 Pacer Intl COM 69373H106 9214 428338.00 SH Sole 133838.00 294500.00 Pacific Capital Bancorp Inc COM 69404P101 215 15600.00 SH Sole 1100.00 14500.00 Pactiv Corp COM 695257105 812 38202.00 SH Sole 38202.00 Pacwest Bancorp COM 695263103 5224 351067.00 SH Sole 125667.00 225400.00 Parametric Technology Corp COM 699173209 530 31771.00 SH Sole 18171.00 13600.00 Park Natl Corp Ohio COM 700658107 426 7900.00 SH Sole 600.00 7300.00 Park Ohio Holdings Corp COM 700666100 928 62816.00 SH Sole 15616.00 47200.00 Parker Hannifin COM 701094104 11161 156480.00 SH Sole 128630.00 27850.00 Parkway Pptys Inc Com COM 70159Q104 5766 170933.00 SH Sole 43833.00 127100.00 Patterson-Uti Energy Inc COM 703481101 5762 159470.00 SH Sole 95370.00 64100.00 Penn Real Estate Inv Tr COM 709102107 1378 59511.00 SH Sole 9811.00 49700.00 Penske Auto Group Inc COM 70959W103 138 9338.00 SH Sole 38.00 9300.00 Peoples Bancorp COM 709789101 1166 61413.00 SH Sole 16413.00 45000.00 Pepco Holdings COM 713291102 12847 500852.00 SH Sole 299052.00 201800.00 Pepsi Bottling Group Inc COM 713409100 14628 523899.00 SH Sole 436199.00 87700.00 Pepsiamericas Inc COM 71343P200 1256 63483.00 SH Sole 63483.00 Pepsico Inc COM 713448108 17602 276797.00 SH Sole 254247.00 22550.00 Perini Corp COM 713839108 14910 451115.00 SH Sole 178560.00 272555.00 Perrigo Co COM 714290103 4449 140033.00 SH Sole 33033.00 107000.00 Petroquest Energy Inc COM 716748108 2460 91431.00 SH Sole 45831.00 45600.00 Pfizer Inc COM 717081103 21810 1248375.00 SH Sole 966715.00 281660.00 Pharmaceutical Products COM 717124101 1067 24864.00 SH Sole 1614.00 23250.00 Philip Morris International COM 718172109 3931 79590.00 SH Sole 74680.00 4910.00 Pioneer Drilling Co COM 723655106 6652 353626.00 SH Sole 101426.00 252200.00 Pitney Bowes COM 724479100 271 7939.00 SH Sole 7939.00 Platinum Underwriters Hldgs COM G7127P100 6445 197634.00 SH Sole 52334.00 145300.00 Polaris Inds Inc COM 731068102 2348 58146.00 SH Sole 23546.00 34600.00 Polypore Intl Inc COM 73179V103 891 35163.00 SH Sole 3563.00 31600.00 Popular Inc Common COM 733174106 3628 550483.00 SH Sole 370183.00 180300.00 Portland General Electric COM 736508847 1210 53724.00 SH Sole 26724.00 27000.00 Power Integrations Inc COM 739276103 510 16125.00 SH Sole 3225.00 12900.00 Pozen Inc COM 73941U102 1067 98060.00 SH Sole 31110.00 66950.00 Precision Castparts COM 740189105 599 6214.00 SH Sole 1914.00 4300.00 Premiere Global Svcs Inc COM 740585104 17929 1229691.00 SH Sole 345591.00 884100.00 Priceline Com Inc New COM 741503403 370 3201.00 SH Sole 501.00 2700.00 Pride Intl Inc COM 74153Q102 219 4612.00 SH Sole 12.00 4600.00 Procter & Gamble Co COM 742718109 21634 355762.00 SH Sole 286312.00 69450.00 Progenics Pharmceuticals COM 743187106 323 20314.00 SH Sole 10114.00 10200.00 Progress Software COM 743312100 208 8100.00 SH Sole 8100.00 Prologis Tr COM 743410102 13635 250870.00 SH Sole 162570.00 88300.00 Prosperity Bancshares COM 743606105 2781 104039.00 SH Sole 34339.00 69700.00 Provident Bankshares Corp COM 743859100 385 60300.00 SH Sole 6200.00 54100.00 Provident Finl Services COM 74386T105 4515 322245.00 SH Sole 94445.00 227800.00 Provident New York Bancorp COM 744028101 678 61300.00 SH Sole 1500.00 59800.00 Prudential Finl COM 744320102 261 4354.00 SH Sole 4354.00
11 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Public Storage Inc COM 74460D109 4066 50316.00 SH Sole 33816.00 16500.00 Pulte Homes Inc COM 745867101 306 31716.00 SH Sole 16.00 31700.00 QC Hldgs Inc Com COM 74729T101 113 14500.00 SH Sole 7800.00 6700.00 Qlogic Corp. COM 747277101 1753 120143.00 SH Sole 16443.00 103700.00 Quaker Chem Corp COM 747316107 1226 45979.00 SH Sole 12579.00 33400.00 Qualcomm Inc COM 747525103 1476 33263.00 SH Sole 32963.00 300.00 Quidel Corp COM 74838J101 2579 155882.00 SH Sole 58386.00 97496.00 Quiksilver Inc COM 74838C106 10353 1054189.00 SH Sole 553139.00 501050.00 RCN Corp COM 749361200 485 44956.00 SH Sole 1256.00 43700.00 RSC Holding Inc COM 74972L102 7201 777630.00 SH Sole 233430.00 544200.00 Rackable Sys Inc Com COM 750077109 286 21339.00 SH Sole 14539.00 6800.00 Radiant Systems Inc COM 75025N102 1663 154908.00 SH Sole 58908.00 96000.00 Radioshack Corp COM 750438103 996 81109.00 SH Sole 69209.00 11900.00 Ralcorp Holdings COM 751028101 11082 224133.00 SH Sole 87458.00 136675.00 Raymond James Financial Inc COM 754730109 696 26367.00 SH Sole 23467.00 2900.00 Reddy Ice Hldgs Inc COM 75734R105 1895 138500.00 SH Sole 44700.00 93800.00 Regeneraon Pharm COM 75886F107 1541 106691.00 SH Sole 38741.00 67950.00 Regions Financial Corp COM 7591EP100 1692 155062.00 SH Sole 46462.00 108600.00 Reliance Steel & Alum COM 759509102 31889 413659.00 SH Sole 295684.00 117975.00 Renaissancere Holdings Ltd COM G7496G103 8896 199143.00 SH Sole 142443.00 56700.00 Rent-a-Center Inc COM 76009N100 8943 434733.00 SH Sole 111133.00 323600.00 Republic Airways Hldgs COM 760276105 6233 719722.00 SH Sole 172672.00 547050.00 Republic Bancorp COM 760281204 1813 73692.00 SH Sole 17442.00 56250.00 Republic Services Inc COM 760759100 433 14563.00 SH Sole 14563.00 Res-Care Inc COM 760943100 635 35709.00 SH Sole 12609.00 23100.00 Resource Cap Corp COM 76120W302 1237 171445.00 SH Sole 81845.00 89600.00 Rigel Pharm Inc COM 766559603 345 15216.00 SH Sole 7816.00 7400.00 Rimage Corp COM 766721104 298 24021.00 SH Sole 8021.00 16000.00 Robbins & Myers Inc COM 770196103 879 17621.00 SH Sole 4021.00 13600.00 Rock-tenn Company COM 772739207 14929 497777.00 SH Sole 206044.00 291733.00 Rosetta Resources COM 777779307 2298 80608.00 SH Sole 53408.00 27200.00 Ruddick Corp COM 781258108 4452 129757.00 SH Sole 35457.00 94300.00 Rush Enterprises COM 781846209 1541 128229.00 SH Sole 19329.00 108900.00 Russ Bernie & Co COM 782233100 1511 189483.00 SH Sole 44183.00 145300.00 Ryder Systems Inc COM 783549108 17531 254502.00 SH Sole 160952.00 93550.00 S&T Bancorp Inc COM 783859101 6196 213209.00 SH Sole 49909.00 163300.00 S1 Corp COM 78463B101 4300 567991.00 SH Sole 148541.00 419450.00 SAIC Inc COM 78390X101 8291 398404.00 SH Sole 158604.00 239800.00 SCBT Finl Corp COM 78401V102 1277 44703.00 SH Sole 10503.00 34200.00 SEI Investments Company COM 784117103 11147 473913.00 SH Sole 369413.00 104500.00 SPSS Inc COM 78462K102 2349 64585.00 SH Sole 25085.00 39500.00 SPX Corp COM 784635104 3062 23240.00 SH Sole 1400.00 21840.00 SVB Financial Group COM 78486Q101 674 14002.00 SH Sole 3902.00 10100.00 Safeway Inc COM 786514208 1147 40142.00 SH Sole 19542.00 20600.00 Salesforce Com Inc COM 79466L302 219 3203.00 SH Sole 3203.00 Sandy Spring Bancorp COM 800363103 1692 102013.00 SH Sole 17613.00 84400.00 Santander Bancorp COM 802809103 445 41930.00 SH Sole 10730.00 31200.00 Scana Corp Com COM 80589M102 228 6136.00 SH Sole 6136.00 Schawk Inc COM 806373106 171 14236.00 SH Sole 36.00 14200.00 Schering Plough Corp COM 806605101 15573 790906.00 SH Sole 704106.00 86800.00 Schlumberger Ltd COM 806857108 1813 16874.00 SH Sole 15574.00 1300.00 Schnitzer Steel Ind COM 806882106 6384 55702.00 SH Sole 20602.00 35100.00 Schwab Charles Corp COM 808513105 4615 224678.00 SH Sole 211578.00 13100.00 Sciele Pharma Inc COM 808627103 6421 331783.00 SH Sole 109183.00 222600.00 Scotts Miracle Gro Company COM 810186106 515 29270.00 SH Sole 27870.00 1400.00 Seabright Insurance Hldgs COM 811656107 2823 194900.00 SH Sole 41200.00 153700.00 Seagate Technology COM G7945J104 11019 575980.00 SH Sole 408480.00 167500.00
12 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Seattle Genetics Inc COM 812578102 399 47141.00 SH Sole 15141.00 32000.00 Secure Computing Corp COM 813705100 134 32127.00 SH Sole 20127.00 12000.00 Semtech COM 816850101 3947 280488.00 SH Sole 80388.00 200100.00 Senior Housing Prop Trust COM 81721M109 8100 414715.00 SH Sole 143065.00 271650.00 Sensient Technologies Corp COM 81725T100 755 26800.00 SH Sole 2200.00 24600.00 Sepracor Inc COM 817315104 1519 76214.00 SH Sole 39914.00 36300.00 Sequenom Inc COM 817337405 179 11210.00 SH Sole 4510.00 6700.00 Service Corp Int'l COM 817565104 3176 322014.00 SH Sole 159114.00 162900.00 Shaw Group Inc COM 820280105 1079 17456.00 SH Sole 5906.00 11550.00 Shengda Tech Inc Com COM 823213103 1409 141867.00 SH Sole 74467.00 67400.00 Sierra Bancorp COM 82620P102 604 36583.00 SH Sole 11833.00 24750.00 Sierra Pacific Res COM 826428104 2856 224659.00 SH Sole 108659.00 116000.00 Simmons 1st National Corp COM 828730200 2318 82861.00 SH Sole 17511.00 65350.00 Sinclair Broadcast COM 829226109 1284 168940.00 SH Sole 19112.00 149828.00 Sirona Dental Systems COM 82966C103 2798 107919.00 SH Sole 47619.00 60300.00 Skechers USA Inc COM 830566105 9585 485035.00 SH Sole 188085.00 296950.00 Skywest COM 830879102 5698 450419.00 SH Sole 174669.00 275750.00 Skyworks Solutions COM 83088M102 10754 1089465.00 SH Sole 331215.00 758250.00 Snap-On Inc COM 833034101 15103 290371.00 SH Sole 183771.00 106600.00 Sohu.com Inc COM 83408W103 10523 149380.00 SH Sole 66680.00 82700.00 Sonicwall Inc Com COM 835470105 567 87860.00 SH Sole 52260.00 35600.00 Sonoco Products Co COM 835495102 11518 372129.00 SH Sole 240129.00 132000.00 South Fin'l Group Inc COM 837841105 133 33700.00 SH Sole 2600.00 31100.00 South Jersey Inds Inc COM 838518108 3285 87922.00 SH Sole 34722.00 53200.00 Southside Bancshares Inc COM 84470P109 1607 87126.00 SH Sole 21604.00 65522.00 Southwest Bancorp COM 844767103 436 37908.00 SH Sole 15408.00 22500.00 Southwest Gas Co COM 844895102 4401 148013.00 SH Sole 28013.00 120000.00 Sprint Nextel Corp COM 852061100 9538 1003971.99 SH Sole 719571.99 284400.00 St Jude Med Inc COM 790849103 10758 263156.00 SH Sole 188456.00 74700.00 St Mary Land & Exploration COM 792228108 1009 15603.00 SH Sole 6003.00 9600.00 Stamps Com Inc COM 852857200 794 63616.00 SH Sole 32516.00 31100.00 Stancorp Fin'l Group COM 852891100 2700 57485.00 SH Sole 29485.00 28000.00 State St Boston Corp COM 857477103 10837 169350.00 SH Sole 131350.00 38000.00 Stec Inc Com COM 784774101 882 85812.00 SH Sole 41112.00 44700.00 Steris Corporation COM 859152100 4912 170792.00 SH Sole 71442.00 99350.00 Stifel Finl Corp COM 860630102 534 15527.00 SH Sole 5227.00 10300.00 Stone Energy Corp COM 861642106 16940 257016.00 SH Sole 61941.00 195075.00 Strategic Hotels & Resorts COM 86272T106 1102 117551.00 SH Sole 12651.00 104900.00 Sucampo Pharmaceuticals COM 864909106 258 23957.00 SH Sole 8457.00 15500.00 Sun Healthcare Group Inc COM 866933401 1501 112035.00 SH Sole 62235.00 49800.00 Sun Hydraulics Corp COM 866942105 1144 35423.00 SH Sole 21323.00 14100.00 Sunstone Hotel Investors Inc COM 867892101 335 20156.00 SH Sole 2556.00 17600.00 Superior Essex Inc COM 86815V105 581 13000.00 SH Sole 3400.00 9600.00 Supervalu Inc COM 868536103 17528 567428.00 SH Sole 409228.00 158200.00 Sutor Tech Group Ltd Com COM 869362103 490 69181.00 SH Sole 17981.00 51200.00 Swift Energy Co COM 870738101 15844 239830.00 SH Sole 57120.00 182710.00 Sybase Inc COM 871130100 14636 497480.00 SH Sole 142480.00 355000.00 Syniverse Holdings Inc COM 87163F106 12750 787003.00 SH Sole 198803.00 588200.00 Synnex Corp COM 87162W100 1853 73838.00 SH Sole 23238.00 50600.00 Synopsys Inc COM 871607107 9331 390394.00 SH Sole 218194.00 172200.00 TBS International Limited COM G86975151 10170 254545.00 SH Sole 117745.00 136800.00 TD Ameritrade Hldg Corp COM 87236Y108 730 40326.00 SH Sole 40326.00 TJX Companies Inc COM 872540109 9448 300214.00 SH Sole 192614.00 107600.00 TNS Inc COM 872960109 7816 326207.00 SH Sole 100657.00 225550.00 TRW Automotive Hldgs COM 87264S106 3873 209644.00 SH Sole 100844.00 108800.00 TTM Tech Inc COM 87305R109 8075 611279.00 SH Sole 162979.00 448300.00 Target Corp COM 87612E106 238 5116.00 SH Sole 5116.00
13 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Techne Corp COM 878377100 1203 15536.00 SH Sole 2611.00 12925.00 Technitrol Inc COM 878555101 1275 75034.00 SH Sole 51234.00 23800.00 Teekay Tankers Ltd Cl A COM Y8565N102 4845 208714.00 SH Sole 56114.00 152600.00 Teledyne Tech Inc COM 879360105 6980 143050.00 SH Sole 38950.00 104100.00 Tenneco Inc COM 880349105 1223 90375.00 SH Sole 29975.00 60400.00 Teradyne Inc COM 880770102 12453 1124909.00 SH Sole 970709.00 154200.00 Terra Industries COM 880915103 10537 213503.00 SH Sole 106238.00 107265.00 Tetra Technologies Inc COM 88162F105 676 28500.00 SH Sole 28500.00 Texas Capital Banc COM 88224Q107 869 54307.00 SH Sole 28807.00 25500.00 Texas Instruments COM 882508104 634 22492.00 SH Sole 16992.00 5500.00 Textainer Group Hldgs COM G8766E109 3632 185950.00 SH Sole 47550.00 138400.00 Theravance Inc COM 88338T104 920 77427.00 SH Sole 26227.00 51200.00 Thermo Electron Co COM 883556102 24548 440474.00 SH Sole 383274.00 57200.00 Tidewater Inc COM 886423102 9992 153639.00 SH Sole 110639.00 43000.00 Tiffany & Co New COM 886547108 3335 81827.00 SH Sole 46827.00 35000.00 Time Warner Inc COM 887317105 6210 419548.00 SH Sole 372848.00 46700.00 Titan Intl INc COM 88830M102 1330 37324.00 SH Sole 21324.00 16000.00 Tompkins Trustco Inc COM 890110109 1950 52403.00 SH Sole 13503.00 38900.00 Torchmark Corp COM 891027104 10762 183481.00 SH Sole 132681.00 50800.00 Town Sports Int'l Hldgs COM 89214A102 341 36500.00 SH Sole 15000.00 21500.00 Transatlantic Holdings Inc COM 893521104 5811 102891.00 SH Sole 59791.00 43100.00 Transdigm Group Inc Com COM 893641100 3315 98680.00 SH Sole 27130.00 71550.00 Transoceanic Inc New COM G90073100 14066 92302.00 SH Sole 86102.00 6200.00 Tredegar Corporation COM 894650100 203 13805.00 SH Sole 5.00 13800.00 Trimas Corp COM 896215209 1451 242169.00 SH Sole 86169.00 156000.00 Trimeris Inc COM 896263100 80 16800.00 SH Sole 16800.00 Triple-S Mgmt Corp COM 896749108 1555 95107.00 SH Sole 20407.00 74700.00 Triquint Semiconductor COM 89674K103 2416 398648.00 SH Sole 88548.00 310100.00 Tupperware Corp COM 899896104 13560 396234.00 SH Sole 117436.00 278798.00 Tyco Electronics COM G9144P105 875 24401.00 SH Sole 23601.00 800.00 Tyson Food Inc COM 902494103 3331 222936.00 SH Sole 105236.00 117700.00 U Store It Trust COM 91274F104 2453 205246.00 SH Sole 48496.00 156750.00 UGI Corp COM 902681105 3798 132274.00 SH Sole 105974.00 26300.00 US Cellular COM 911684108 4726 83569.00 SH Sole 43369.00 40200.00 USA Mobility Inc COM 90341G103 1067 141318.00 SH Sole 26318.00 115000.00 Ultrapetrol Bahamas COM P94398107 2290 181600.00 SH Sole 50900.00 130700.00 Ultratech Inc COM 904034105 804 51779.00 SH Sole 26679.00 25100.00 Union Pacific Corp COM 907818108 351 4647.00 SH Sole 4647.00 Unit Corp COM 909218109 28785 346921.00 SH Sole 233121.00 113800.00 United Amer Indem COM 90933T109 664 49600.00 SH Sole 9200.00 40400.00 United Online Inc COM 911268100 5632 561436.00 SH Sole 152836.00 408600.00 United Tech Co COM 913017109 6402 103749.00 SH Sole 97949.00 5800.00 United Therapeutics COM 91307C102 822 8404.00 SH Sole 2604.00 5800.00 Universal Health Services Clas COM 913903100 192 3022.00 SH Sole 1022.00 2000.00 Universal Stainless COM 913837100 2780 75034.00 SH Sole 24834.00 50200.00 Valassis Comm Inc COM 918866104 1576 125820.00 SH Sole 28820.00 97000.00 Validus Holdings Ltd COM G9319H102 1008 47417.00 SH Sole 15017.00 32400.00 Valley National Bancorp COM 919794107 7181 455327.00 SH Sole 267577.00 187750.00 Valueclick Inc COM 92046N102 2677 176653.00 SH Sole 75953.00 100700.00 Varian Inc COM 922206107 1360 26625.00 SH Sole 13525.00 13100.00 Verizon Communications COM 92343V104 8416 237734.00 SH Sole 163506.00 74228.00 Vertex Pharmaceuticals Inc COM 92532F100 4074 121701.00 SH Sole 64901.00 56800.00 Viacom Cl B COM 92553P201 10833 354702.00 SH Sole 298802.00 55900.00 Virgin Media Inc COM 92769L101 614 45100.00 SH Sole 45100.00 Virginia Commerce Bancorp Inc COM 92778Q109 743 143080.00 SH Sole 21270.00 121810.00 ViroPharma Incorporated COM 928241108 4000 361624.00 SH Sole 104824.00 256800.00 Vishay Intertechnology COM 928298108 170 19152.00 SH Sole 4952.00 14200.00
14 Martingale Asset Management, L.P. FORM 13F June 30, 2008
TITLE VOTING AUTHORITY OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER --------------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------- ----- ------------ ------------ ---------- --- ---- ------- -------- ---------- ------ --------- Vivus Inc COM 928551100 531 79355.00 SH Sole 1455.00 77900.00 Vnus Med Technologies COM 928566108 345 17219.00 SH Sole 7219.00 10000.00 Volterra Semiconductor Co COM 928708106 821 47530.00 SH Sole 16730.00 30800.00 Vornado Rlty Tr COM 929042109 697 7913.00 SH Sole 6813.00 1100.00 W & T Offshore Inc COM 92922P106 20666 353198.00 SH Sole 203948.00 149250.00 WGL Holdings Inc COM 92924F106 355 10200.00 SH Sole 2000.00 8200.00 WMS Industries Inc COM 929297109 4061 136399.00 SH Sole 47299.00 89100.00 WSFS Financial Corp COM 929328102 1932 43306.00 SH Sole 13406.00 29900.00 Wabco Holdings Inc COM 92927K102 1668 35887.00 SH Sole 15237.00 20650.00 Wal-Mart Stores COM 931142103 44605 793683.00 SH Sole 723803.00 69880.00 Walt Disney Productions COM 254687106 27839 892267.00 SH Sole 730437.00 161830.00 Walter Industries Inc COM 93317Q105 746 6851.00 SH Sole 401.00 6450.00 Warnaco Group Inc COM 934390402 8516 193225.00 SH Sole 79975.00 113250.00 Warner Chilcott Ltd COM G9435N108 14979 883674.00 SH Sole 578724.00 304950.00 Warner Music Group Corp COM 934550104 1358 190149.00 SH Sole 135249.00 54900.00 Washington Federal Inc COM 938824109 28 1509.00 SH Sole 9.00 1500.00 Waste Services Inc Del Co COM 941075202 1026 145617.00 SH Sole 44917.00 100700.00 Waters Corp COM 941848103 2736 42417.00 SH Sole 11217.00 31200.00 Watson Pharmaceuticals COM 942683103 1925 70822.00 SH Sole 10622.00 60200.00 Watson Wyatt & Co Hldg COM 942712100 8851 167332.00 SH Sole 45232.00 122100.00 Website Pros Inc COM 94769V105 165 19759.00 SH Sole 1759.00 18000.00 Webster Fin'l Corp COM 947890109 1849 99391.00 SH Sole 30491.00 68900.00 Wells Fargo & Co COM 949746101 5554 233841.00 SH Sole 148941.00 84900.00 Wesbanco Inc COM 950810101 1582 92224.00 SH Sole 47224.00 45000.00 Wesco Intl COM 95082P105 277 6914.00 SH Sole 6914.00 West Coast Bancorp/or COM 952145100 1081 124640.00 SH Sole 22706.00 101934.00 Western Digital Co COM 958102105 23552 682071.00 SH Sole 431671.00 250400.00 Whitney Holding Corp COM 966612103 226 12300.00 SH Sole 12300.00 Williams Cos COM 969457100 5772 143186.00 SH Sole 79686.00 63500.00 Wilshire Bancorp Inc COM 97186T108 2706 315713.00 SH Sole 81113.00 234600.00 Windstream Corp COM 97381W104 218 17657.00 SH Sole 17657.00 Winthrop Realty Trust COM 976391102 1424 395400.00 SH Sole 96200.00 299200.00 Woodward Governor Co COM 980745103 233 6513.00 SH Sole 2913.00 3600.00 Worthington Industries COM 981811102 220 10728.00 SH Sole 4628.00 6100.00 Wyeth COM 983024100 2947 61427.00 SH Sole 38527.00 22900.00 XL Capital Ltd COM G98255105 2963 144087.00 SH Sole 93487.00 50600.00 Xcel Energy Inc COM 98389B100 360 17910.00 SH Sole 10.00 17900.00 Xenoport Inc COM 98411C100 617 15808.00 SH Sole 7308.00 8500.00 YRC Worldwide Inc COM 984249102 826 55545.00 SH Sole 55545.00 Yahoo Inc COM 984332106 3970 192123.00 SH Sole 179023.00 13100.00 Yum Brands Inc COM 988498101 982 27961.00 SH Sole 18061.00 9900.00 Zymogenetics Inc COM 98985T109 292 34620.00 SH Sole 19420.00 15200.00 REPORT SUMMARY 840 DATA RECORDS 4,591,881.00 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
Do not save this screen as a text file. This report automatically creates the text file inftable.txt, which meets all SEC filing requirements. For details on the location of this text file, see your 705 Report documentation. 13fopt.est file is missing. Any options in the portfolio will show incorrect values as per SEC filing requirements. To view correct values, please enter underlying security type and symbol in 13fopt.est for all such options. 15 -----END PRIVACY-ENHANCED MESSAGE-----