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, 2000"
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 12th 2000"
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: 2
Form 13F Information Table Entry Total: 1757
Form 13F Information Table Value Total: "6,909,640 (000s)"
List of Other Included Managers:
No. 13F File Number
01 NRMB Management Inc.
02 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
1 800 FLOWERS COM CL A 68243Q106 703 141400 SH SOLE 141400
3COM CORP COM 885535104 26609 1386769 SH SOLE 1386769
3-D SYS CORP DEL COM NEW 88554D205 2996 159800 SH SOLE 159800
4 KIDS ENTMT INC COM 350865101 1968 116600 SH SOLE 116600
7-ELEVEN INC COM NEW 817826209 1112 87200 SH SOLE 87200
A D C TELECOMMUNICATIONS COM 000886101 8462 314879 SH SOLE 314879
AARON RENTS INC COM 002535201 1998 155200 SH SOLE 155200
ABBOTT LABS COM 002824100 16523 347400 SH SOLE 347400
ABERCROMBIE & FITCH CO CL A 002896207 5322 279200 SH SOLE 279200
ABITIBI-CONSOLIDATED INC COM 003924107 1859 198300 SH SOLE 198300
ABN AMRO HLDG NV SPONSORED ADR 000937102 919 39752 SH SOLE 39752
ACCRUE SOFTWARE INC COM 00437W102 600 50300 SH SOLE 50300
ACME COMMUNICATION INC COM 004631107 475 52800 SH SOLE 52800
ACTEL CORP COM 004934105 1923 53500 SH SOLE 53500
ACTIVISION INC NEW COM NEW 004930202 845 56300 SH SOLE 56300
ADAC LABS COM NEW 005313200 11411 548300 SH SOLE 548300
ADAPTEC INC COM 00651F108 2200 110000 SH SOLE 110000
ADAPTEC INC COM 00651F908 500 25000 SH C SOLE 25000
ADECCO SA SPONSORED ADR 006754105 1318 16051 SH SOLE 16051
ADMINISTAFF INC COM 007094105 12604 166500 SH SOLE 166500
ADOBE SYS INC COM 00724F101 22563 145336 SH SOLE 145336
ADTRAN INC COM 00738A106 2824 66400 SH SOLE 66400
ADVANCED ENERGY INDS COM 007973100 2310 70000 SH SOLE 70000
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 7908 208800 SH SOLE 208800
ADVANCED LTG TECHNOLOGIES COM 00753C102 1475 119200 SH SOLE 119200
ADVANCED MICRO DEVICES INC COM 007903107 32270 1344600 SH SOLE 1344600
ADVANCED TISSUE SCIENCES INC COM 00755F103 730 98100 SH SOLE 98100
ADVANTA CORP CL A 007942105 587 52200 SH SOLE 52200
ADVANTA CORP CL B 007942204 504 62007 SH SOLE 62007
ADVANTAGE LEARNING SYSTEMS COM 00757K100 1073 30600 SH SOLE 30600
ADVO INC COM 007585102 10474 317400 SH SOLE 317400
AEROFLEX INC COM 007768104 973 20000 SH SOLE 20000
AEROVOX INC COM 00808M105 152 55100 SH SOLE 55100
AETHER SYS INC COM 00808V105 6668 63200 SH SOLE 63200
AETNA INC COM 008117103 4064 70000 SH SOLE 70000
AETRIUM INC COM 00817R103 631 113500 SH SOLE 113500
AFFILIATED MANAGERS GROUP COM 008252108 3803 66800 SH SOLE 66800
AFLAC INC COM 001055102 4033 62400 SH SOLE 62400
AGCO CORP COM 001084102 6733 567000 SH SOLE 567000
AGENCY COM LTD COM 008447104 242 16200 SH SOLE 16200
AGILENT TECHNOLOGIES INC COM 00846U101 5760 117700 SH SOLE 117700
AGL RES INC COM 001204106 7804 389000 SH SOLE 389000
AGNICO EAGLE MINES LTD COM 008474108 424 72900 SH SOLE 72900
AGRIBRANDS INTL INC COM 00849R105 1636 37500 SH SOLE 37500
AGRIUM INC COM 008916108 1081 105500 SH SOLE 105500
AIR PRODS & CHEMS INC COM 009158106 13075 363200 SH SOLE 363200
AIRBORNE FGHT CORP COM 009266107 1712 168000 SH SOLE 168000
AIRGAS INC COM 009363102 2472 362800 SH SOLE 362800
AIRTRAN HLDGS INC COM 00949P108 245 55200 SH SOLE 55200
ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 377 52000 SH SOLE 52000
ALAMOSA PCS HOLDINGS COM 011593100 1918 118500 SH SOLE 118500
ALASKA COMMUNICATIONS SYS GRP COM 01167P101 207 32400 SH SOLE 32400
ALBANY MOLECULAR RESH INC COM 012423109 1416 25200 SH SOLE 25200
ALBEMARLE CORP COM 012653101 4415 218700 SH SOLE 218700
ALBERTA ENERGY LTD COM 012873105 204 4900 SH SOLE 4900
ALBERTSONS INC COM 013104104 5101 242900 SH SOLE 242900
ALCAN ALUMINUM LTD NEW COM 013716105 10814 373700 SH SOLE 373700
ALCATEL SPONSORED ADR 013904305 22450 357062 SH SOLE 357062
ALCOA INC COM 013817101 12818 506400 SH SOLE 506400
ALEXANDER & BALDWIN INC COM 014482103 2933 112800 SH SOLE 112800
ALLEGHENY ENERGY INC COM 017361106 4693 122900 SH SOLE 122900
ALLEGHENY TECHNOLOGIES INC COM 01741R102 7324 404100 SH SOLE 404100
ALLEGIANCE TELECOM INC COM 01747T102 842 22600 SH SOLE 22600
ALLEN TELECOM INC COM 018091108 2124 125400 SH SOLE 125400
ALLERGAN INC COM 018490102 5486 65000 SH SOLE 65000
ALLIANCE PHARMACEUTICAL CORP COM 018773101 3672 240800 SH SOLE 240800
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 2725 137100 SH SOLE 137100
ALLIANT TECHSYSTEMS INC COM 018804104 7531 91700 SH SOLE 91700
ALLIED CAP CORP NEW COM 01903Q108 1758 84700 SH SOLE 84700
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 906 41400 SH SOLE 41400
ALLMERICA FINL CORP COM 019754100 6023 94200 SH SOLE 94200
ALLSTATE CORP COM 020002101 16538 475900 SH SOLE 475900
ALLTEL CORP COM 020039103 22769 436300 SH SOLE 436300
ALLTEL CORP COM 020039103 1404 26900 SH OTHER 01 26900
ALPINE GROUP INC COM 020825105 341 78000 SH SOLE 78000
ALTEON WEBSYSTEMS INC COM 02145A109 17611 162500 SH SOLE 162500
ALTERA CORP COM 021441100 9554 200088 SH SOLE 200088
ALTIGEN COMMUNICATIONS INC COM 021489109 119 28400 SH SOLE 28400
ALZA CORP DEL COM 022615108 7353 85000 SH SOLE 85000
AMBAC FINL GROUP INC COM 023139108 13844 189000 SH SOLE 189000
AMDOCS LTD ORD G02602103 10261 164500 SH SOLE 164500
AMERADA HESS CORP COM 023551104 6500 97100 SH SOLE 97100
AMERICAN AXLE & MFG HLDGS INC COM 024061103 191 17800 SH SOLE 17800
AMERICAN EXPRESS CO COM 025816109 21598 355525 SH SOLE 355525
AMERICAN FINL HLDGS INC COM 026075101 1050 59600 SH SOLE 59600
AMERICAN FREIGHTWAYS CORP COM 02629V108 2040 128500 SH SOLE 128500
AMERICAN GENERAL CORP COM 026351106 1950 25000 SH SOLE 25000
AMERICAN HOME PRODS CORP COM 026609107 24358 431600 SH SOLE 431600
AMERICAN ITALIAN PASTA CO CL A 027070101 2690 140200 SH SOLE 140200
AMERICAN MED SEC GROUP INC COM 02744P101 6804 1057000 SH SOLE 1057000
AMERICAN STD COS INC DEL COM 029712106 7163 161200 SH SOLE 161200
AMERICAN TECHNICAL CERAMICS COM 030137103 1232 79000 SH SOLE 79000
AMERICREDIT CORP COM 03060R101 2138 74200 SH SOLE 74200
AMERIPATH INC COM 03071D109 2509 173000 SH SOLE 173000
AMERISOURCE HEALTH CORP CL A 03071P102 8582 182600 SH SOLE 182600
AMETEK INC NEW COM 031100100 1661 78400 SH SOLE 78400
AMGEN INC COM 031162100 12113 173514 SH SOLE 173514
AMPAL AMERN ISRAEL CORP CL A 032015109 133 10100 SH SOLE 10100
AMPHENOL CORP NEW CL A 032095101 11541 202700 SH SOLE 202700
AMR CORP COM 001765106 8459 258300 SH SOLE 258300
AMYLIN PHARMACEUTICALS INC COM 032346108 2717 252700 SH SOLE 252700
ANGELICA CORP COM 034663104 145 15000 SH SOLE 15000
ANGLO AMERN PLC ADR 03485P102 658 12600 SH SOLE 12600
ANHEUSER BUSCH COS INC COM 035229103 4667 110300 SH SOLE 110300
ANICOM INC COM 035250109 50 13000 SH SOLE 13000
ANIXTER INTL INC COM 035290105 2659 91300 SH SOLE 91300
ANSYS INC COM 03662Q105 1463 121900 SH SOLE 121900
AO TATNEFT SPON ADR REG S 03737P306 1389 139800 SH SOLE 139800
AON CORP COM 037389103 9699 247100 SH SOLE 247100
APA OPTICS INC COM 001853100 144 11600 SH SOLE 11600
APAC CUSTOMER SERVICES INC COM 00185E106 917 172700 SH SOLE 172700
APOLLO GROUP INC CL A 037604105 3042 76300 SH SOLE 76300
APPLEBEE'S INTL INC COM 037899101 1541 67000 SH SOLE 67000
APPLIED FILMS CORP COM 038197109 635 23400 SH SOLE 23400
APPLIED INDL TECHNOLOGIES INC COM 03820C105 1522 87900 SH SOLE 87900
APPLIED INNOVATION INC COM 037916103 910 58700 SH SOLE 58700
APPLIED MATLS INC COM 038222105 20306 342350 SH SOLE 342350
ARACRUZ CELULOSE S A SPON ADR CL B 038496204 4053 244700 SH SOLE 244700
ARADIGM CORP COM 038505103 1147 50000 SH SOLE 50000
ARCHER DANIELS MIDLAND CO COM 039483102 7165 830750 SH SOLE 830750
ARCTIC CAT INC COM 039670104 582 46100 SH SOLE 46100
AREMISSOFT CORP DEL COM 040026106 4103 109400 SH SOLE 109400
ARGOSY GAMING CO COM 040228108 3277 180800 SH SOLE 180800
ARIBA INC COM 04033V104 32230 224990 SH SOLE 224990
ARKANSAS BEST CORP DEL COM 040790107 2397 155900 SH SOLE 155900
ARM HLDGS PLC SPONSORED ADR 042068106 1459 44300 SH SOLE 44300
ARQULE INC COM 04269E107 1696 99400 SH SOLE 99400
ARROW ELECTRS INC COM 042735100 12004 352400 SH SOLE 352400
ARROW INTL INC COM 042764100 353 9700 SH SOLE 9700
ART TECHNOLOGY GROUP INC COM 04289L107 5657 59700 SH SOLE 59700
ARTESYN TECHNOLOGIES INC COM 043127109 2895 99400 SH SOLE 99400
ARTISOFT INC COM 04314L106 365 48600 SH SOLE 48600
ASA LTD COM 002050102 360 21500 SH SOLE 21500
ASE TEST LTD ORD Y02516105 2447 116520 SH SOLE 116520
ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 043743202 965 376600 SH SOLE 376600
ASHLAND INC COM 044204105 1735 51500 SH SOLE 51500
ASHWORTH INC COM 04516H101 300 38100 SH SOLE 38100
ASIA PULP & PAPER LTD SPONSORED ADR 04516V100 665 380000 SH SOLE 380000
ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X106 278 11100 SH SOLE 11100
ASM INTL N V COM N07045102 7539 430800 SH SOLE 430800
ASPEON INC COM 045354107 108 62900 SH SOLE 62900
ASSOCIATED BANC CORP COM 045487105 2001 76232 SH SOLE 76232
ASSOCIATES FIRST CAP CORP CL A 046008108 18582 489000 SH SOLE 489000
ASYST TECHNOLOGY CORP COM 04648X107 907 44800 SH SOLE 44800
AT & T CDA INC DEPS RCPT CL B 00207Q202 1833 60100 SH SOLE 60100
AT&T CORP COM LIB GRP A 001957208 16218 897883 SH SOLE 897883
ATLANTIC COAST AIRLINES HLDGS COM 048396105 1883 58500 SH SOLE 58500
ATMOS ENERGY CORP COM 049560105 522 25300 SH SOLE 25300
ATWOOD OCEANICS INC COM 050095108 5098 122300 SH SOLE 122300
AUDIOCODES LTD ORD M15342104 4409 51800 SH SOLE 51800
AUSPEX SYS INC COM 052116100 1964 158695 SH SOLE 158695
AUTOBYTEL COM INC COM 05275N106 278 61800 SH SOLE 61800
AUTODESK INC COM 052769106 1271 50078 SH SOLE 50078
AUTOMATIC DATA PROCESSING INC COM 053015103 13562 202800 SH SOLE 202800
AUTONATION INC COM 05329W102 5795 965900 SH SOLE 965900
AUTOZONE INC COM 053332102 8703 383600 SH SOLE 383600
AVANEX CORP COM 05348W109 9431 87574 SH SOLE 87574
AVANT CORP COM 053487104 314 17200 SH SOLE 17200
AVATAR HLDGS INC COM 053494100 6967 361900 SH SOLE 361900
AVERY DENNISON CORP COM 053611109 7123 153600 SH SOLE 153600
AVIALL INC NEW COM 05366B102 1439 223500 SH SOLE 223500
AVIALL INC NEW COM 05366B102 489 75900 SH OTHER 01 75900
AVID TECHNOLOGY INC COM 05367P100 1683 120200 SH SOLE 120200
AVNET INC COM 053807103 1476 52000 SH SOLE 52000
AVON PRODS INC COM 054303102 16366 400400 SH SOLE 400400
AVX CORP NEW COM 002444107 8791 337300 SH SOLE 337300
AXA FINL INC COM 002451102 6505 127700 SH SOLE 127700
AXENT TECHNOLOGIES INC COM 05459C108 5507 255400 SH SOLE 255400
AXYS PHARMACEUTICALS INC COM 054635107 1136 166800 SH SOLE 166800
AZTAR CORP COM 054802103 6691 435200 SH SOLE 435200
AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 111 107500 SH SOLE 107500
BACKWEB TECHNOLOGIES LTD ORD M15633106 1867 184400 SH SOLE 184400
BAKER J INC COM 057232100 155 34500 SH SOLE 34500
BANCO DE GALICIA Y BUENOS AIRE SPON ADR B NEW 059538207 231 18963 SH SOLE 18963
BANCO LATINOAMERICANO DE EXP CL E P16994132 1066 38400 SH SOLE 38400
BANCO RIO DE LA PLATO SA SPON ADR CL B 059644104 235 28500 SH SOLE 28500
BANCO SANTANDER CHILE SPON ADR SER A 05965F108 342 23400 SH SOLE 23400
BANCWEST CORP NEW COM 059790105 1594 82000 SH SOLE 82000
BANDAG INC COM 059815100 1110 30900 SH SOLE 30900
BANK NEW YORK INC COM 064057102 18809 332900 SH SOLE 332900
BANK OF AMERICA CORPORATION COM 060505104 314 6000 SH OTHER 01 6000
BANK ONE CORP COM 06423A103 1142 30000 SH SOLE 30000
BANK TOKYO-MITSUBISHI LTD SPONSORED ADR 065379109 3368 288200 SH SOLE 288200
BANTA CORP COM 066821109 3664 150300 SH SOLE 150300
BARCLAYS PLC ADR 06738E204 663 6000 SH SOLE 6000
BARD C R INC COM 067383109 11800 279500 SH SOLE 279500
BARR LABS INC COM 068306109 5345 80600 SH SOLE 80600
BARRA INC COM 068313105 4518 72800 SH SOLE 72800
BARRETT RES CORP COM PAR 068480201 2747 73000 SH SOLE 73000
BASIN EXPL INC COM 070107107 550 28200 SH SOLE 28200
BASSETT FURNITURE INDS INC COM 070203104 184 13000 SH SOLE 13000
BAUSCH & LOMB INC COM 071707103 6989 179500 SH SOLE 179500
BAXTER INTL INC COM 071813109 9043 113300 SH SOLE 113300
BCE INC COM 05534B109 4965 212400 SH SOLE 212400
BE AEROSPACE INC COM 073302101 3420 212100 SH SOLE 212100
BE FREE INC COM 073308108 431 101300 SH SOLE 101300
BE SEMICONDUCTOR INDS N V NY REGSTRY SHS 073320103 127 12900 SH SOLE 12900
BEA SYS INC COM 073325102 6869 88210 SH SOLE 88210
BEASLEY BROADCAST GROUP INC CL A 074014101 162 16700 SH SOLE 16700
BEBE STORES INC COM 075571109 1083 72800 SH SOLE 72800
BECKMAN COULTER INC COM 075811109 710 9200 SH SOLE 9200
BEI TECHNOLOGIES INC COM 05538P104 1958 46900 SH SOLE 46900
BELDEN INC COM 077459105 1044 44200 SH SOLE 44200
BELL MICROPRODUCTS INC COM 078137106 1866 59700 SH SOLE 59700
BELLSOUTH CORP COM 079860102 33854 835900 SH SOLE 835900
BELLWETHER EXPL CO COM NEW 079895207 1022 132900 SH SOLE 132900
BELO A H CORP DEL COM SER A 080555105 3971 215400 SH SOLE 215400
BERGEN BRUNSWIG CORP CL A 083739102 9553 817400 SH SOLE 817400
BERKLEY W R CORP COM 084423102 1936 56000 SH SOLE 56000
BERKSHIRE HATHAWAY INC DEL CL A 084670108 6138 110 SH SOLE 110
BERKSHIRE HATHAWAY INC DEL CL B 084670207 2637 1274 SH SOLE 1274
BEST BUY INC COM 086516101 11968 188100 SH SOLE 188100
BESTFOODS COM 08658U101 16813 231100 SH SOLE 231100
BEVERLY ENTERPRISES INC COM NEW 087851309 239 40300 SH SOLE 40300
BINDLEY WESTN INDS INC COM 090324104 1529 48434 SH SOLE 48434
BIOCHEM PHARMA INC COM 09058T108 5105 244200 SH SOLE 244200
BIOGEN INC COM 090597955 1525 25000 SH P SOLE 25000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 211 11500 SH SOLE 11500
BIOMET INC COM 090613100 2735 78150 SH SOLE 78150
BIOMIRA INC COM 09161R106 2422 230700 SH SOLE 230700
BIOSITE DIAGNOSTICS INC COM 090945106 380 9540 SH SOLE 9540
BIOSOURCE INTL INC COM 09066H104 1178 38000 SH SOLE 38000
BIOTIME INC COM 09066L105 289 41700 SH SOLE 41700
BIOTRANSPLANT INC COM 09066Y107 201 11800 SH SOLE 11800
BJ SVCS CO COM 055482103 27512 450100 SH SOLE 450100
BLACK & DECKER CORP COM 091797100 947 27700 SH SOLE 27700
BLACK HILLS CORP COM 092113109 741 26400 SH SOLE 26400
BLAIR CORP COM 092828102 827 35200 SH SOLE 35200
BLOCK DRUG INC CL A 093644102 1028 24000 SH SOLE 24000
BLOCKBUSTER INC CL A 093679108 1928 218800 SH SOLE 218800
BMC INDS INC MINN COM 055607105 1024 148900 SH SOLE 148900
BOB EVANS FARMS INC COM 096761101 568 30700 SH SOLE 30700
BOCA RESORTS INC CL A 09688T106 118 10700 SH SOLE 10700
BOEING CO COM 097023105 28425 440700 SH SOLE 440700
BORDERS GROUP INC COM 099709107 842 60400 SH SOLE 60400
BORON LEPORE & ASSOCS INC COM 10001P102 941 91800 SH SOLE 91800
BOSTON COMMUNICATIONS GROUP COM 100582105 4789 248800 SH SOLE 248800
BOSTON SCIENTIFIC CORP COM 101137107 4175 254000 SH SOLE 254000
BOWATER INC COM 102183100 21027 452800 SH SOLE 452800
BOWNE & CO INC COM 103043105 1771 181600 SH SOLE 181600
BOYDS COLLECTION LTD COM 103354106 190 25800 SH SOLE 25800
BRADY CORP CL A 104674106 844 27900 SH SOLE 27900
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2140 163800 SH SOLE 163800
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 2227 20800 SH SOLE 20800
BROADVISION INC COM 111412102 8609 335158 SH SOLE 335158
BROCADE COMMUNICATIONS SYS INC COM 111621108 40734 172600 SH SOLE 172600
BROWN & BROWN INC COM 115236101 3894 122400 SH SOLE 122400
BROWN SHOE INC NEW COM 115736100 1408 153300 SH SOLE 153300
BROWN TOM INC COM NEW 115660201 1693 69100 SH SOLE 69100
BRUNSWICK CORP COM 117043109 4068 222900 SH SOLE 222900
BRUSH ENGINEERED MATLS INC COM 117421107 809 37400 SH SOLE 37400
BSQUARE CORP COM 11776U102 966 62300 SH SOLE 62300
BUCKEYE TECHNOLOGIES INC COM 118255108 4596 221500 SH SOLE 221500
BURLINGTON COAT FACTORY COM 121579106 1224 85500 SH SOLE 85500
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 10650 94200 SH SOLE 94200
BUTLER MFG CO DEL COM 123655102 654 28500 SH SOLE 28500
C D I CORP COM 125071100 307 19200 SH SOLE 19200
C&D TECHNOLOGIES INC COM 124661109 10663 187900 SH SOLE 187900
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 5033 207000 SH SOLE 207000
CABLETRON SYS INC COM 126920107 5788 196200 SH SOLE 196200
CABOT CORP COM 127055101 7009 221200 SH SOLE 221200
CABOT OIL & GAS CORP CL A 127097103 2009 98600 SH SOLE 98600
CACI INTL INC CL A 127190304 523 24400 SH SOLE 24400
CADBURY SCHWEPPES PLC ADR 127209302 2142 89000 SH SOLE 89000
CADMUS COMMUNICATIONS CORP COM 127587103 182 22400 SH SOLE 22400
CALGON CARBON CORP COM 129603106 2709 397700 SH SOLE 397700
CALICO COMM INC COM 129897104 1161 189500 SH SOLE 189500
CALIFORNIA MICRO DEVICES CORP COM 130439102 967 69100 SH SOLE 69100
CALLAWAY GOLF CO COM 131193104 4030 262100 SH SOLE 262100
CALTON INC NEW COM PAR 131380503 495 113159 SH SOLE 113159
CAMBREX CORP COM 132011107 648 17500 SH SOLE 17500
CAMINUS CORP COM 133766105 270 6800 SH SOLE 6800
CAMPBELL SOUP CO COM 134429109 2329 90000 SH SOLE 90000
CANADIAN OCCIDENTAL PETE LTD COM 136420106 1365 54200 SH SOLE 54200
CANADIAN PAC LTD NEW COM 135923100 14399 553800 SH SOLE 553800
CANDELA CORP COM 136907102 994 90400 SH SOLE 90400
CANON INC ADR 138006309 6332 143100 SH SOLE 143100
CAPITOL FED FINL COM 14057C106 2007 137200 SH SOLE 137200
CARLISLE COS INC COM 142339100 1909 46000 SH SOLE 46000
CARNIVAL CORP COM 143658102 4309 175000 SH SOLE 175000
CARNIVAL CORP COM 143658102 616 25000 SH OTHER 01 25000
CARRIER1 INTL S A ADR 144500303 312 42982 SH SOLE 42982
CASEYS GEN STORES INC COM 147528103 4117 316700 SH SOLE 316700
CASH AMER INTL INC COM 14754D100 617 84400 SH SOLE 84400
CATALYTICA INC COM 148885106 465 37600 SH SOLE 37600
CATAPULT COMMUNICATIONS CORP COM 149016107 2252 120900 SH SOLE 120900
CATERPILLAR INC DEL COM 149123101 4036 130200 SH SOLE 130200
CATO CORP NEW CL A 149205106 859 68700 SH SOLE 68700
CBRL GROUP INC COM 12489V106 5493 382100 SH SOLE 382100
CCC INFORMATION SVCS GROUP INC COM 12487Q109 262 32500 SH SOLE 32500
C-CUBE MICROSYSTEMS INC NEW COM 12501N108 2737 133500 SH SOLE 133500
CDW COMPUTER CTRS INC COM 125129106 8487 123000 SH SOLE 123000
CELADON GROUP INC COM 150838100 185 20800 SH SOLE 20800
CELESTICA INC SUB VTG SHS 15101Q108 10872 157000 SH SOLE 157000
CELL GENESYS INC COM 150921104 14013 467100 SH SOLE 467100
CELL THERAPEUTICS INC COM 150934107 4935 74000 SH SOLE 74000
CELLTECH GROUP PLC SPONSORED ADR 151158102 473 12100 SH SOLE 12100
CELLULAR TECHNICAL SVCS INC COM NEW 151167301 90 10900 SH SOLE 10900
CEMEX S A SPON ADR 5 ORD 151290889 5377 268000 SH SOLE 268000
CENDANT CORP COM 151313103 8214 755300 SH SOLE 755300
CENDANT CORP COM 151313103 196 18000 SH OTHER 01 18000
CENTENNIAL COMMUNCTNS CORP NEW CL A NEW 15133V208 1124 51100 SH SOLE 51100
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 553 22300 SH SOLE 22300
CENTRAL GARDEN & PET CO COM 153527106 1974 284500 SH SOLE 284500
CENTRAL PKG CORP COM 154785109 329 16600 SH SOLE 16600
CENTRAL VT PUB SVC CORP COM 155771108 110 10800 SH SOLE 10800
CENTURYTEL INC COM 156700106 3932 144300 SH SOLE 144300
CERNER CORP COM 156782104 8628 185800 SH SOLE 185800
CFM TECHNOLOGIES INC COM 12525K106 541 74000 SH SOLE 74000
CFW COMMUNICATIONS CO COM 124923103 2735 101300 SH SOLE 101300
CH ENERGY GROUP INC COM 12541M102 518 13000 SH SOLE 13000
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 707 29000 SH SOLE 29000
CHARLES RIVER ASSOCIATES COM 159852102 2509 73800 SH SOLE 73800
CHARMING SHOPPES INC COM 161133103 1234 236400 SH SOLE 236400
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 13430 221300 SH SOLE 221300
CHASE MANHATTAN CORP NEW COM 16161A108 1178 25500 SH OTHER 01 25500
CHATTEM INC COM 162456107 526 55000 SH SOLE 55000
CHEAP TICKETS INC COM 162672109 1681 162050 SH SOLE 162050
CHECK POINT SOFTWARE TECH LTD ORD M22465104 21278 135100 SH SOLE 135100
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</TABLE>
