UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
"Washington, D.C. 20549"
FORM 13F
FORM 13F COVER PAGE
"Report for the Calender Year of Quarter Ended: September 30, 1999"
Check here if Amendment ( ); Amendment Number:
This Amendment (Check only one.) : ( ) is a restatement
( ) adds new holdings entries
Institional Investment Manager Filing this Report:
Name: Caxton Associates L.L.C
Address: 315 Enterprise Drive
"Plainsboro, NJ 08536"
13F File Number: 28-99999
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, and 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 intergral parts of "
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Scott Bernstein
Title: General Counsel
"Caxton Corporation, Manager"
Phone: (212) 593-7700
"Signature, Place, and Date of Signing:"
"Scott B Bernstein, New York, New York , November 15th 1999"
Report Type (Check only one.) :
( ) 13 F HOLDINGS REPORT.
( ) 13F NOTICE.
( x ) 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Angelo Gordon & Co. L.P.
"White Rock Capital Management, L.P."
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES
EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Manager: 3
Form 13F Information Table Entry Total: 1344
Form 13F Information Table Value Total: "3,562,312 (000s)"
List of Other Included Managers:
No. 13F File Number
01 "Lattanzio Group, L.L.C."
02 NRMB Management Inc.
03 TT International Investment Management
<PAGE>
<TABLE> <C> <C>
FORM 13F
Name of Issuer Title of Class Cusip Value Shares SH/ Put Invstmt Other Voting Authority
(x 1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
3DFX INTERACTIVE INC Com 88553X103 1608 194905 SH SOLE 194905
3DO CO Com 88553W105 1201 119300 SH SOLE 119300
99 CENTS ONLY STORES Com 65440K106 484 13400 SH SOLE 13400
A.D.A.M. SOFTWARE INC Com 00088F101 144 12600 SH SOLE 12600
AARON RENTS INC Com 002535201 3540 205200 SH SOLE 205200
AAVID THERMAL TECHNOLOGIES INC Com 002539104 5813 257600 SH SOLE 257600
ABACUS DIRECT CORP Com 002553105 2523 20700 SH SOLE 20700
ABC-NACO INC Com 000752105 279 19700 SH SOLE 19700
ABERCROMBIE & FITCH CO Cl A 002896207 9184 269600 SH SOLE 269600
ABLE TELCOM HLDG CORP Com New 003712304 436 47700 SH SOLE 47700
ACE LTD Ord G0070K103 693 40900 SH SOLE 40900
ACNIELSEN CORP Com 004833109 724 31900 SH SOLE 31900
ACT MFG INC Com 000973107 381 15200 SH SOLE 15200
ACT NETWORKS INC Com 000975102 1311 148700 SH SOLE 148700
ACTION PERFORMANCE COS INC Com 004933107 1144 54300 SH SOLE 54300
ACTRADE INTL LTD Com 004931101 232 17300 SH SOLE 17300
ACTV INC Com 00088E104 181 13000 SH SOLE 13000
ACUSON CORP Com 005113105 568 44500 SH SOLE 44500
ACX TECHNOLOGIES INC Com 005123104 153 16100 SH SOLE 16100
ADAPTEC INC Com 00651F108 4132 104100 SH SOLE 104100
ADMINISTAFF INC Com 007094105 265 16600 SH SOLE 16600
ADOBE SYS INC Com 00724F101 14903 131300 SH SOLE 131300
ADVANCE PARADIGM INC Com 007491103 586 10700 SH SOLE 10700
ADVANCED DIGITAL INFORMATION Com 007525108 1491 53600 SH SOLE 53600
ADVANCED FIBRE COMMUNICATIONS Com 00754A105 2361 106100 SH SOLE 106100
ADVANCED RADIO TELECOM CORP Com 00754U101 827 65500 SH SOLE 65500
ADVANTA CORP Com 007942105 237 16200 SH SOLE 16200
ADVANTA CORP Cl B 007942204 114 9707 SH SOLE 9707
ADVANTAGE LEARNING SYSTEMS Com 00757K100 1181 63400 SH SOLE 63400
ADVO INC Com 007585102 1611 80800 SH SOLE 80800
AEROFLEX INC Com 007768104 583 47800 SH SOLE 47800
AFC CABLE SYS INC Com 000950105 574 13500 SH SOLE 13500
AFFILIATED COMPUTER SERVICES Cl A 008190100 2007 49400 SH SOLE 49400
AFFILIATED MANAGERS GROUP Com 008252108 1101 40400 SH SOLE 40400
AFLAC INC Com 001055102 13484 322000 SH SOLE 322000
AGRIBRANDS INTL INC Com 00849R105 556 11200 SH SOLE 11200
AGRIUM INC Com 008916108 516 51900 SH SOLE 51900
AIR EXPRESS INTL CORP Com 009104100 365 16100 SH SOLE 16100
AIR PRODS & CHEMS INC Com 009158106 5587 191000 SH SOLE 191000
AIRBORNE FGHT CORP Com 009266107 1226 58200 SH SOLE 58200
AIRGAS INC Com 009363102 937 80600 SH SOLE 80600
AIRTRAN HLDGS INC Com 00949P108 517 102700 SH SOLE 102700
ALBANY INTL CORP Cl A 012348108 1108 73248 SH SOLE 73248
ALBEMARLE CORP Com 012653101 346 17200 SH SOLE 17200
ALBERTO CULVER CO Cl A 013068200 440 22500 SH SOLE 22500
ALBERTSONS INC Com 013104104 9464 239200 SH SOLE 239200
ALCAN ALUMINUM LTD NEW Com 013716105 7472 239100 SH SOLE 239100
ALLEGHENY ENERGY INC Com 017361106 4575 143500 SH SOLE 143500
ALLEGHENY TELEDYNE INC Com 017415100 2594 153700 SH SOLE 153700
ALLERGAN INC Com 018490102 5434 49400 SH SOLE 49400
ALLIANCE SEMICONDUCTOR CORP Com 01877H100 1668 156900 SH SOLE 156900
ALLIANT TECHSYSTEMS INC Com 018804104 1553 22400 SH SOLE 22400
ALLIED IRISH BKS PLC Spon Adr Ord 019228402 1382 54300 SH SOLE 54300
ALLIED WASTE INDS INC Com Par $.01 New 019589308 2373 203000 SH SOLE 203000
ALLIEDSIGNAL INC Com 019512102 4795 80000 SH SOLE 80000
ALLTEL CORP Com 020039103 1133 16100 SH OTHER 02 16100
ALLTEL CORP Com 020039103 7538 107107 SH SOLE 107107
ALTERNATIVE RESOURCES CORP Com 02145R102 171 32800 SH SOLE 32800
ALTERRA HEALTHCARE CORP Com 02146C104 537 60500 SH SOLE 60500
ALZA CORP DEL Com 022615108 10216 238600 SH SOLE 238600
AMAZON COM INC Com 023135106 15396 192600 SH SOLE 192600
AMBAC FINL GROUP INC Com 023139108 4425 93400 SH SOLE 93400
AMC ENTMT INC Com 001669100 3247 232900 SH SOLE 232900
AMDOCS LTD Ord G02602103 420 20000 SH SOLE 20000
AMERADA HESS CORP Com 023551104 2212 36100 SH SOLE 36100
AMERICA ONLINE INC DEL Com 02364J104 13934 133900 SH SOLE 133900
AMERICA WEST HLDG CORP CL B 023657208 2807 162100 SH SOLE 162100
AMERICAN AXLE & MFG HLDGS INC Com 024061103 245 17200 SH SOLE 17200
AMERICAN EAGLE OUTFITTERS NEW Com 02553E106 3047 62900 SH SOLE 62900
AMERICAN ECO CORP Com 02553G101 44 42500 SH SOLE 42500
AMERICAN EXPRESS CO Com 025816109 351 2600 SH OTHER 02 2600
AMERICAN EXPRESS CO Com 025816109 22397 165900 SH SOLE 165900
AMERICAN FINL GROUP INC OHIO Com 025932104 792 28200 SH SOLE 28200
AMERICAN FREIGHTWAYS CORP Com 02629V108 1205 66200 SH SOLE 66200
AMERICAN GENERAL CORP Com 026351106 4403 69600 SH SOLE 69600
AMERICAN HEALTH PPTYS INC Com 026494104 332 16500 SH SOLE 16500
AMERICAN MED SEC GROUP INC Com 02744P101 1082 166400 SH SOLE 166400
AMERICAN MGMT SYS INC Com 027352103 2269 88400 SH SOLE 88400
AMERICAN PWR CONVERSION CORP Com 029066107 1612 84800 SH SOLE 84800
AMERICAN STD COS INC DEL Com 029712106 5215 135000 SH SOLE 135000
AMERIPATH INC Com 03071D109 330 39400 SH SOLE 39400
AMERITECH CORP NEW Com 030954101 18744 280800 SH SOLE 280800
AMERITRADE HLDG CORP Cl A 03072H109 1461 79500 SH SOLE 79500
AMES DEPT STORES INC Com New 030789507 2123 66600 SH SOLE 66600
AMFM INC Com 001693100 1215 20000 SH SOLE 20000
AMGEN INC Com 031162100 12380 151900 SH SOLE 151900
AMKOR TECHNOLOGY INC Com 031652100 2682 166300 SH SOLE 166300
AMTRAN INC Com 03234G106 244 13000 SH SOLE 13000
AMWAY ASIA PACIFIC LTD Com G0352M108 242 22000 SH SOLE 22000
ANACOMP INC DEL Com 032371106 830 192300 SH SOLE 192300
ANADARKO PETE CORP Com 032511107 7867 257400 SH SOLE 257400
ANADIGICS INC. Com 032515108 2298 81700 SH SOLE 81700
ANCOR COMMUNICATIONS INC Com 03332K108 366 15100 SH SOLE 15100
ANDREW CORP Com 034425108 2334 134300 SH SOLE 134300
ANDRX CORP Com 034551101 5608 95800 SH SOLE 95800
ANHEUSER-BUSCH COS INC Com 035229103 13368 190800 SH SOLE 190800
ANIXTER INTL INC Com 035290105 2067 88900 SH SOLE 88900
ANNUITY AND LIFE RE HLDGS Ord G03910109 274 11000 SH SOLE 11000
AON CORP Com 037389103 580 19600 SH SOLE 19600
APOGEE ENTERPRISES INC Com 037598109 80 11300 SH SOLE 11300
APOLLO GROUP INC Cl A 037604105 865 40900 SH SOLE 40900
APPLEBEE'S INTL INC Com 037899101 215 6400 SH SOLE 6400
APPLIED INDL TECHNOLOGIES INC Com 03820C105 351 19500 SH SOLE 19500
APPLIED MICRO CIRCUITS CORP Com 03822W109 2662 46700 SH SOLE 46700
APRIA HEALTHCARE GROUP INC Com 037933108 4528 270300 SH SOLE 270300
APTARGROUP INC Com 038336103 1124 42000 SH SOLE 42000
ARACRUZ CELULOSE SA Spon Adr Cl B 038496204 2185 104600 SH SOLE 104600
ARCHER DANIELS MIDLAND CO Com 039483102 3056 251970 SH SOLE 251970
ARCTIC CAT INC Com 039670104 503 52600 SH SOLE 52600
ARDENT SOFTWARE INC Com 039794102 604 22400 SH SOLE 22400
ARGOSY GAMING CO Com 040228108 993 74900 SH SOLE 74900
ARKANSAS BEST CORP DEL Com 040790107 753 60800 SH SOLE 60800
ARMCO INC Com 042170100 4333 618900 SH SOLE 618900
ARROW INTL INC Com 042764100 230 9000 SH SOLE 9000
ARTESYN TECHNOLOGIES INC Com 043127109 1067 56200 SH SOLE 56200
ARVIN INDS INC Com 043339100 1380 44600 SH SOLE 44600
ASHANTI GOLDFIELDS LTD Glob Dep Rcpt 043743202 1201 152435 SH SOLE 152435
ASM INTL N V Com N07059101 3575 53300 SH SOLE 53300
ASSISTED LIVING CONCEPTS INC Com 04543L109 153 52400 SH SOLE 52400
ASSOCIATED BANC CORP Com 045487105 803 22175 SH SOLE 22175
ASSOCIATED GROUP INC Cl A 045651106 1237 20500 SH SOLE 20500
ASSOCIATED GROUP INC Cl B 045651205 8902 147000 SH SOLE 147000
ASTEC INDS INC Com 046224101 4035 167200 SH SOLE 167200
ASTORIA FINL CORP Com 046265104 5809 188905 SH SOLE 188905
ASYST TECHNOLOGY CORP Com 04648X107 716 21700 SH SOLE 21700
AT HOME CORP Com Ser A 045919107 3921 94614 SH SOLE 94614
AT&T CDA INC Deps Rcpt Cl B 00207Q202 1118 17800 SH SOLE 17800
AT&T CORP Com Lib Grp A 001957208 6788 181900 SH SOLE 181900
ATLANTIC RICHFIELD CO Com 048825103 23894 269600 SH SOLE 269600
ATS MED INC Com 002083103 196 19700 SH SOLE 19700
ATWOOD OCEANICS INC Com 050095108 1357 44400 SH SOLE 44400
AURORA FOODS INC Com 05164B106 251 15700 SH SOLE 15700
AUTHENTIC FITNESS CORP Com 052661105 2066 117600 SH OTHER 01 117600
AUTHENTIC FITNESS CORP Com 052661105 209 11900 SH SOLE 11900
AVADO BRANDS INC Com 05336P108 418 74200 SH SOLE 74200
AVATAR HLDGS INC Com 053494100 3496 184000 SH SOLE 184000
AVERY DENNISON CORP Com 053611109 8779 166400 SH SOLE 166400
AVIALL INC NEW Com 05366B102 3239 315900 SH SOLE 315900
AVIS RENT A CAR INC Com 053790101 4426 212000 SH SOLE 212000
AVON PRODS INC Com 054303102 4894 197200 SH SOLE 197200
AVX CORP NEW Com 002444107 2519 71700 SH SOLE 71700
AWARE INC MASS Com 05453N100 1779 62000 SH SOLE 62000
AXA FINL INC Com 002451102 7412 132800 SH SOLE 132800
AZTAR CORP Com 054802103 1454 141800 SH SOLE 141800
B.F. GOODRICH CO Com 382388106 1851 63796 SH SOLE 63796
BAAN CO NV Com N08044104 232 16000 SH SOLE 16000
BACKWEB TECHNOLOGIES LTD Ord M15633106 784 46100 SH SOLE 46100
BAKER HUGHES INC Com 057224107 12526 431900 SH SOLE 431900
"BAKER J., INC" Com 057232100 107 13600 SH SOLE 13600
BANCO LATINOAMERICANO DE EXPO CL E P169941302 851 37200 SH SOLE 37200
BANCO RIO DE LA PLATO SA Spon Adr Cl B 059644104 468 43500 SH SOLE 43500
BANCO SANTANDER CHILE Spon Adr Ser A 05965F108 315 18300 SH SOLE 18300
BANDAG INC Cl A 059815308 185 7300 SH SOLE 7300
BANDAG INC Com 059815100 102 3200 SH SOLE 3200
BANK ONE CORP Com 06423A103 9452 271500 SH SOLE 271500
BANK TOKYO-MITSUBISHI LTD Sponsored Adr 065379109 918 59900 SH SOLE 59900
BANK UTD CORP Cl A 065412108 1768 54600 SH SOLE 54600
BANKBOSTON CORP Com 06605R106 16969 391200 SH SOLE 391200
BANTA CORP Com 066821109 1020 45700 SH SOLE 45700
BANYAN SYS INC Com 066908104 535 55500 SH SOLE 55500
BARD C R INC Com 067383109 3558 75600 SH SOLE 75600
BARNES GROUP INC Com 067806109 223 11100 SH SOLE 11100
BARRETT RES CORP Com Par $0.01 068480201 240 6500 SH SOLE 6500
BAUSCH & LOMB INC Com 071707103 7873 119400 SH SOLE 119400
BAXTER INTL INC Com 071813109 11635 193100 SH SOLE 193100
BAY VIEW CAP CORP DEL Com 07262L101 642 48400 SH SOLE 48400
BEA SYS INC Com 073325102 2349 66500 SH SOLE 66500
BEBE STORES INC Com 075571109 570 23600 SH SOLE 23600
BED BATH & BEYOND INC Com 075896100 3987 114100 SH SOLE 114100
BELDEN INC. Com 077459105 943 46000 SH SOLE 46000
BELL & HOWELL CO NEW Com 077852101 1611 43900 SH SOLE 43900
BELLSOUTH CORP Com 079860102 19737 438600 SH SOLE 438600
BELO A H CORP DEL Com Ser A 080555105 2693 140800 SH SOLE 140800
BEN & JERRY'S HOMEMADE INC Cl A 081465106 437 25400 SH SOLE 25400
BERGEN BRUNSWIG CORP Cl A 083739102 2609 251400 SH SOLE 251400
BERKSHIRE HATHAWAY INC DEL Cl A 084670108 5500 100 SH SOLE 100
BERKSHIRE HATHAWAY INC DEL Cl B 084670207 2227 1200 SH SOLE 1200
BILLING CONCEPTS CORP Com 090063108 535 106900 SH SOLE 106900
BINDLEY WESTN INDS INC Com 090324104 1826 128134 SH SOLE 128134
BIOCHEM PHARMA INC Com 09058T108 663 27700 SH SOLE 27700
BIOMET INC Com 090613100 6489 246600 SH SOLE 246600
BIOVAIL CORP INTL NEW Com 09067K106 1401 27600 SH SOLE 27600
BISYS GROUP INC Com 055472104 3087 65800 SH SOLE 65800
BLACK & DECKER CORP Com 091797100 6616 144800 SH SOLE 144800
BLACK BOX CORP DEL Com 091826107 1318 25100 SH SOLE 25100
BLAIR CORP Com 092828102 383 21700 SH SOLE 21700
BLOCK H & R INC Com 093671105 3141 72300 SH SOLE 72300
BLUEFLY INC Com 096227103 169 18100 SH SOLE 18100
BMC INDS INC MINN Com 055607105 1850 150200 SH SOLE 150200
BNC MTG INC Com 05561Y105 185 26800 SH SOLE 26800
BOEING CO Com 097023105 853 20000 SH OTHER 02 20000
BOISE CASCADE OFFICE PRODS Com 097403109 173 15900 SH SOLE 15900
BOMBAY CO INC Com 097924104 362 71500 SH SOLE 71500
BOOKS-A-MILLION INC Com 098570104 365 44500 SH SOLE 44500
BORDERS GROUP INC Com 099709107 1418 96500 SH SOLE 96500
BORG-WARNER AUTOMOTIVE INC Com 099724106 1367 31771 SH SOLE 31771
BORG-WARNER SEC CORP Com 099733107 488 37000 SH SOLE 37000
BORON LEPORE & ASSOCS INC Com 10001P102 88 15500 SH SOLE 15500
BOSTON BEER INC Cl A 100557107 369 46400 SH SOLE 46400
BOYDS COLLECTION LTD Com 103354106 250 20400 SH SOLE 20400
BRADY CORP Cl A 104674106 698 21800 SH SOLE 21800
BRIGGS & STRATTON CORP Com 109043109 5727 98100 SH SOLE 98100
BRINKER INTL INC Com 109641100 9048 334300 SH SOLE 334300
BRITISH AMERN TOB PLC Sponsored Adr 110448107 438 25100 SH SOLE 25100
BRITISH TELECOMMUNICATIONS PLC ADR Final Inst 111021408 2449 15800 SH SOLE 15800
BROCADE COMMUNICATIONS SYS INC Com 111621108 1092 5200 SH SOLE 5200
BROOKS AUTOMATION INC Com 11434A100 197 11200 SH SOLE 11200
BROWN SHOE INC NEW Com 115736100 312 17000 SH SOLE 17000
BRUNSWICK CORP Com 117043109 4187 168300 SH SOLE 168300
BURLINGTON COAT FACTORY Com 121579106 384 19440 SH SOLE 19440
BURLINGTON INDS INC Com 121693105 719 159600 SH SOLE 159600
BURLINGTON RES INC Com 122014103 9004 245000 SH SOLE 245000
BURR BROWN CORP Com 122574106 1087 27500 SH SOLE 27500
C COR NET CORP Com 125010108 812 26700 SH SOLE 26700
C D I CORP Com 125071100 1178 43100 SH SOLE 43100
C.I.T. GROUP INC Cl A 125577106 2676 130100 SH SOLE 130100
CABLE & WIRELESS PUB LTD Sponsored Adr 126830207 338 10200 SH SOLE 10200
CABLE DESIGN TECHNOLOGIES Com 126924109 781 34200 SH SOLE 34200
CABLETRON SYS INC Com 126920107 2161 137700 SH SOLE 137700
CAERE CORP. Com 127646107 591 76200 SH SOLE 76200
CAL DIVE INTL INC Com 127914109 1240 36200 SH SOLE 36200
CALGON CARBON CORP Com 129603106 364 53300 SH SOLE 53300
CALLAWAY GOLD CO Com 131193104 1843 151200 SH SOLE 151200
CALPINE CORP Com 131347106 10795 126900 SH SOLE 126900
CALTON INC Com New 131380206 456 383300 SH SOLE 383300
CANADIAN NAT RY CO Com 136375102 352 11600 SH SOLE 11600
CANANDAIGUA BRANDS INC-CL Cl A 137219200 1070 17900 SH SOLE 17900
CAPITAL RE CORP Com 140432105 1178 117800 SH SOLE 117800
CARDIO THORACIC SYS INC Com 141907105 1295 77300 SH SOLE 77300
CAREMATRIX CORP Com 141706101 325 62500 SH SOLE 62500
CARIBINER INTL INC Com 141888107 717 82500 SH SOLE 82500
CARMIKE CINEMAS INC Cl A 143436103 204 15500 SH SOLE 15500
CARNIVAL CORP Com 143658102 3276 75300 SH SOLE 75300
CARTER WALLACE INC Com 146285101 181 10100 SH SOLE 10100
CASE CORP. Com 14743R103 16638 334000 SH SOLE 334000
CASEYS GENL STORES INC Com 147528103 313 23300 SH SOLE 23300
CATALINA MARKETING CORP Com 148867104 6090 71800 SH SOLE 71800
CATALYTICA INC Com 148885106 150 10000 SH SOLE 10000
CATAPULT COMMUNICATIONS CORP Com 149016107 162 10400 SH SOLE 10400
CATO CORP NEW Cl A 149205106 857 60800 SH SOLE 60800
CAVALIER HOMES INC Com 149507105 213 42600 SH SOLE 42600
CBRL GROUP INC Com 12489V106 1394 89900 SH SOLE 89900
CBS CORP Com 12490K107 1647 35600 SH OTHER 02 35600
CBS CORP Com 12490K107 1527 33000 SH SOLE 33000
CBT GROUP PUB LTD. Spon Adr New 124853300 2203 89000 SH SOLE 89000
CCB FINL CORP Com 124875105 875 21000 SH SOLE 21000
CDW COMPUTER CTRS INC Com 125129106 2791 57100 SH SOLE 57100
CELESTIAL SEASONINGS INC Com 151016102 228 11800 SH SOLE 11800
CELGENE CORP Com 151020104 753 27800 SH SOLE 27800
CELLNET DATA SYS INC Com 15115M101 74 18700 SH SOLE 18700
CENDANT CORP Com 151313103 355 20000 SH OTHER 02 20000
CENDANT CORP Com 151313103 3550 200000 SH SOLE 200000
CENTEX CONSTRUCTION PRODUUCTS Com 15231R109 810 21800 SH SOLE 21800
CENTEX CORP Com 152312104 1487 50300 SH SOLE 50300
CENTIGRAM COMMUNICATIONS Com 152317103 128 11700 SH SOLE 11700
CENTOCOR INC Com 152342101 803 13700 SH SOLE 13700
CENTRAL & SOUTH WEST CORP Com 152357109 3169 150000 SH SOLE 150000
CENTRAL NEWSPAPERS INC Cl A 154647101 3494 78500 SH SOLE 78500
CENTURA BKS INC Com 15640T100 1155 27900 SH SOLE 27900
CENTURY BUSINESS SVCS INC Com 156490104 212 18200 SH SOLE 18200
CENTURY COMMUNICATIONS Cl A 156503104 3765 82500 SH SOLE 82500
CENTURYTEL INC Com 156700106 12604 310225 SH SOLE 310225
CHARMING SHOPS Com 161133103 146 28400 SH SOLE 28400
CHARTER ONE FINL INC Com 160903100 832 35947 SH SOLE 35947
CHASE MANHATTAN CORP NEW Com 16161A108 1131 15000 SH OTHER 02 15000
CHATTEM INC Com 162456107 517 23400 SH SOLE 23400
CHECK POINT SOFTWARE TECH LTD Ord M22465104 6992 82800 SH SOLE 82800
CHILDRENS PL RETAIL STORE Com 168905107 2777 104300 SH SOLE 104300
CHIREX INC Com 170038103 1464 56700 SH SOLE 56700
CHIRON CORP Com 170040109 2495 90100 SH SOLE 90100
CHOICE HOTELS INTL INC Com 169905106 696 40600 SH SOLE 40600
CHRIS CRAFT INDS INC Com 170520100 261 4639 SH OTHER 02 4639
CHURCH & DWIGHT INC Com 171340102 2363 94500 SH SOLE 94500
CIDCO INC Com 171768104 1734 132700 SH SOLE 132700
CIENA CORP Com 171779101 4913 134600 SH SOLE 134600
CIGNA CORP Com 125509109 6259 80500 SH SOLE 80500
CILCORP INC Com 171794100 1225 18900 SH SOLE 18900
CINAR FILMS INC Com 171905300 941 31100 SH SOLE 31100
CINTAS CORP Com 172908105 2752 47600 SH SOLE 47600
CIRCUIT CITY STORES INC Circt City Grp 172737108 4725 112000 SH SOLE 112000
CISCO SYS INC Com 17275R102 16163 235727 SH SOLE 235727
CITIGROUP INC Com 172967101 1400 31800 SH OTHER 02 31800
CITIGROUP INC Com 172967101 16690 379300 SH SOLE 379300
CITIZENS UTILS CO DEL Cl B 177342201 4956 438038 SH SOLE 438038
CK WITCO CORP Com 12562C108 2520 169400 SH SOLE 169400
CKE RESTAURANTS INC Com 12561E105 923 127300 SH SOLE 127300
CLAIRE'S STORES INC Com 179584107 3444 207900 SH SOLE 207900
CLAYTON HOMES INC Com 184190106 1967 226325 SH SOLE 226325
CLEAR CHANNEL COMMUNICATIIONS Com 184502102 3994 50000 SH SOLE 50000
CLOROX CO DEL Com 189054109 5605 146534 SH SOLE 146534
CMGI INC Com 125750109 17753 173200 SH SOLE 173200
CMP GROUP INC Com 125887109 1799 68200 SH SOLE 68200
CNA SURETY CORP Com 12612L108 182 13800 SH SOLE 13800
CNB BANCSHARES INC Com 126126101 794 14980 SH SOLE 14980
COFLEXIP Sponsored Adr 192384105 593 12400 SH SOLE 12400
COGNEX CORP Com 192422103 1890 62600 SH SOLE 62600
COGNIZANT TECH SOLUTIONS Cl A 192446102 355 11200 SH SOLE 11200
COGNOS INC Com 19244C109 941 36100 SH SOLE 36100
COHU INC Com 192576106 518 24500 SH SOLE 24500
COLE NATIONAL CORP NEW Cl A 193290103 316 41000 SH SOLE 41000
COLEMAN CO INC NEW Com 193559101 106 11100 SH SOLE 11100
COLUMBIA ENERGY GROUP Com 197648108 14088 254400 SH SOLE 254400
COLUMBIA LABS INC Com 197779101 396 52800 SH SOLE 52800
COMCAST CORP Cl A 200300101 4328 120000 SH SOLE 120000
COMCAST CORP Cl A Spl 200300200 638 16000 SH OTHER 02 16000
COMDISCO INC Com 200336105 4307 223000 SH SOLE 223000
COMMERCE BANCSHARES INC Com 200525103 754 21300 SH SOLE 21300
COMMERCIAL METALS CO Com 201723103 1139 39600 SH SOLE 39600
COMMONWEALTH INDS INC DEL Com 203004106 1110 82600 SH SOLE 82600
COMMONWEALTH TEL ENTERPRISES Com 203349105 216 4900 SH SOLE 4900
COMMSCOPE INC Com 203372107 4316 132800 SH SOLE 132800
COMPANIA ANONIMA NACIONL TEL Spon Adr D 204421101 667 24800 SH SOLE 24800
COMPANIA PARANAENSE ENERG COP Spon Adr Pfd 20441B407 1260 191900 SH SOLE 191900
COMPUTER NETWORK TECHNOLOOGY CP Com 204925101 542 58200 SH SOLE 58200
COMPUTER TASK GROUP INC Com 205477102 260 17600 SH SOLE 17600
COMPUWARE CORP Com 205638109 1358 52100 SH SOLE 52100
COMVERSE TECHNOLOGY INC Com Par $1.10 205862402 8959 94992 SH SOLE 94992
CONAGRA INC Com 205887102 3347 148300 SH SOLE 148300
CONCENTRIC NETWORK CORP Com 20589R107 644 31700 SH SOLE 31700
CONCORD EFS INC Com 206197105 449 21738 SH SOLE 21738
CONCUR TECH Com 206708109 451 15800 SH SOLE 15800
CONCURRENT COMPUTER CORP Com 206710204 202 29600 SH SOLE 29600
CONECTIV INC Com 206829103 2085 106200 SH SOLE 106200
CONEXANT SYSTEMS INC Com 207142100 14107 194150 SH SOLE 194150
CONMED CORP Com 207410101 1297 52900 SH SOLE 52900
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