-----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, S4V32vp4FDZmoapea61m29emHTFIHcKLpvDR2VUpLJEgrz1P+sUwAU5vttiUoi53 eNjo957N7d9GTBMY2paHFg== 0000872573-99-000009.txt : 19991117 0000872573-99-000009.hdr.sgml : 19991117 ACCESSION NUMBER: 0000872573-99-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990930 FILED AS OF DATE: 19991115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAXTON ASSOCIATES LLC CENTRAL INDEX KEY: 0000872573 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 223430173 STATE OF INCORPORATION: DE FISCAL YEAR END: 1030 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-02856 FILM NUMBER: 99755788 BUSINESS ADDRESS: STREET 1: 315 ENTERPRISE DR CITY: PLAINSBORO STATE: NJ ZIP: 08536 BUSINESS PHONE: 6092757200 MAIL ADDRESS: STREET 1: 315 ENTERPRISE DRIVE CITY: PLAINSBORO STATE: NJ ZIP: 08536 13F-HR 1 FORM 13F HOLDINGS REPORT 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. 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 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 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Com 418056107 8448 392900 SH SOLE 392900 HCIA INC Com 403908106 856 82500 SH SOLE 82500 HEALTH MANAGEMENT SYSTEMS Com 42219M100 356 74900 SH SOLE 74900 HEARST-ARGYLE TELEVISION INC Com 422317107 428 19900 SH SOLE 19900 HEARTPORT INC. 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Com 441560109 2844 70000 SH SOLE 70000 HOWMET INTERNATIONAL Com 443208103 527 37600 SH SOLE 37600 HRPT PPTYS TR Com Sh Ben Int 40426W101 219 19400 SH SOLE 19400 HUBBELL INC Cl B 443510201 1782 55900 SH SOLE 55900 HUNT JB TRANS SVCS INC Com 445658107 339 24400 SH SOLE 24400 HUNTINGTON BANCSHARES INC Com 446150104 2406 90557 SH SOLE 90557 HUSSMANN INTL INC Com 448110106 412 24200 SH OTHER 02 24200 HYPERCOM CORP Com 44913M105 236 29500 SH SOLE 29500 IBP INC Com 449223106 6903 279600 SH SOLE 279600 ICN PHARMACEUTICALS INC NEW Com 448924100 650 37800 SH SOLE 37800 ICOS CORP Com 449295104 3812 129200 SH SOLE 129200 ICU MED INC Com 44930G107 281 18700 SH SOLE 18700 IKON OFFICE SOLUTIONS INC Com 451713101 1112 104000 SH SOLE 104000 IKOS SYSTEMS INC Com New 451716203 428 57900 SH SOLE 57900 IMALL INC Com Par $0.001 45244X306 557 29800 SH SOLE 29800 IMATION CORP Com 45245A107 1411 45500 SH SOLE 45500 IMMUNEX CORP NEW Com 452528102 6394 147400 SH SOLE 147400 IMPERIAL OIL Com New 453038408 781 37500 SH SOLE 37500 IMS HEALTH INC Com 449934108 283 12400 SH OTHER 02 12400 IMS HEALTH INC Com 449934108 2140 93800 SH SOLE 93800 IN FOCUS SYSTEMS INC Com 452919103 2881 172000 SH SOLE 172000 INCO LTD Com 453258402 6751 315800 SH SOLE 315800 INDEPENDENCE COMNTY BK CORP Com 453414104 1444 120900 SH SOLE 120900 INDUSTRIE NATUZZI S P A Adr 456478106 503 25600 SH SOLE 25600 INFORMIX CORP Com 456779107 1614 203300 SH SOLE 203300 INFOSPACE.COM INC Com 45678T102 1399 34000 SH SOLE 34000 INGERSOL-RAND Com 456866102 7549 137400 SH SOLE 137400 INKTOMI CORP Com 457277101 5270 43900 SH SOLE 43900 INSIGNIA FINL GROUP INC Com 45767A105 230 26234 SH SOLE 26234 INSITUFORM TECHNOLOGIES INC Cl A 457667103 463 18500 SH SOLE 18500 INTEGRATED DEVICE TECHNOLOGY Com 458118106 3493 188800 SH SOLE 188800 INTELIDATA TECHNOLOGIES CORP Com 45814T107 285 140000 SH SOLE 140000 INTER TEL INC Com 458372109 934 52600 SH SOLE 52600 INTERGRAPH CORP Com 458683109 160 28400 SH SOLE 28400 INTERIM SERVICES INC Com 45868P100 5009 305860 SH SOLE 305860 INTERLINK ELECTRONICS INC Com 458751104 202 25000 SH SOLE 25000 INTERNATIONAL BUSINESS MACHS Com 459200101 19264 159200 SH SOLE 159200 INTERNATIONAL FLAVORS & FRAGRANC Com 459506101 4258 123400 SH SOLE 123400 INTERNATIONAL HOME FOODS Com 459655106 574 32800 SH SOLE 32800 INTERNATIONAL NETWORK SVC Com 460053101 1700 31250 SH SOLE 31250 INTERNATIONAL RECTIFIER CORP Com 460254105 1301 85300 SH SOLE 85300 INTERNATIONAL TELECOMMUN DATA Com 46047F104 1039 123100 SH SOLE 123100 INTERPUBLIC GROUP Com 460690100 3710 90200 SH SOLE 90200 INTERSTATE BAKERIES CORP Com 46072H108 1521 66100 SH SOLE 66100 INTERTAN INC Com 461120107 7951 405100 SH SOLE 405100 INTERVOICE INC Com 461142101 1257 113560 SH SOLE 113560 INTIMATE BRANDS INC Cl A 461156101 2029 52100 SH SOLE 52100 INTL SPECIALTY PRODUCTS INC NEW Com 460337108 148 14800 SH SOLE 14800 INTUIT Com 461202103 877 10000 SH OTHER 02 10000 INTUIT Com 461202103 2630 30000 SH SOLE 30000 IONICS INC Com 462218108 217 6700 SH SOLE 6700 IPALCO ENTERPRISES INC Com 462613100 1526 78500 SH SOLE 78500 ISLE OF CAPRI CASINOS Com 464592104 217 21700 SH SOLE 21700 ISPAT INTL N V Ny Reg Sh Cl A 464899103 227 21700 SH SOLE 21700 ISTITUTO BANC SAN PAOLO DI TOR Sponsored ADR 465224103 656 25200 SH SOLE 25200 IT GROUP INC Com 465266104 2182 228100 SH SOLE 228100 ITT EDUCATIONAL SERVICES Com 45068B109 2797 143400 SH SOLE 143400 ITT INDUSTRIES INC Com 450911102 7114 223600 SH SOLE 223600 IXC COMMUNICATIONS INC Com 450713102 1972 50000 SH SOLE 50000 "IXL ENTERPRISES , INC" Com 450718101 358 10100 SH SOLE 10100 JACOBS ENGINEERING GROUP Com 469814107 1658 51000 SH SOLE 51000 JDA SOFTWARE GROUP INC Com 46612K108 508 43400 SH SOLE 43400 JDS UNIPHASE CORP Com 46612J101 7421 65200 SH SOLE 65200 JLG INDS INC Com 466210101 1948 128200 SH SOLE 128200 JOHNS MANVILLE CORP NEW Com 478129109 1665 126800 SH SOLE 126800 JOHNSON & JOHNSON Com 478160104 25477 277300 SH SOLE 277300 JOHNSON CTLS INC Com 478366107 3356 50600 SH SOLE 50600 JONES APPAREL GROUP INC Com 480074103 4072 141608 SH SOLE 141608 JONES INTERCABLE INC Cl A 480206200 14197 262600 SH SOLE 262600 JONES PHARMA INC Com 480236108 1342 40700 SH SOLE 40700 JOURNAL REGISTER CO Com 481138105 167 12100 SH SOLE 12100 JUNIPER NETWORKS INC Com 48203R104 547 3000 SH SOLE 3000 K MART CORP Com 482584109 1070 91500 SH SOLE 91500 K2 INC Com 482732104 446 50500 SH SOLE 50500 KANEB SERVICES INC Com 484170105 90 18500 SH SOLE 18500 KEEBLER FOODS CO Com 487256109 5175 173200 SH SOLE 173200 KEMET CORP Com 488360108 4172 130500 SH SOLE 130500 KEYSTONE FINANCIAL INC Com 493482103 642 27000 SH SOLE 27000 KIMBERLY CLARK CORP Com 494368103 9986 189305 SH SOLE 189305 KING WORLD PRODTNS INC Com 495667107 8070 215200 SH SOLE 215200 KLA INSTRUMENTS CORP Com 482480100 9269 142600 SH SOLE 142600 KNIGHT RIDDER INC Com 499040103 1386 25200 SH SOLE 25200 KNIGHT/TRIMARK GROUP INC- Cl A 499067106 2646 89300 SH SOLE 89300 KNOLL INC Com 498904101 344 12800 SH SOLE 12800 KOOR INDS LTD Sponsored ADR 500507108 625 35800 SH SOLE 35800 KOREA ELECTRIC PWR Sponsored ADR 500631106 3042 189266 SH SOLE 189266 KOREA FUND Com 500634100 225 18000 SH SOLE 18000 KROLL O GARA CO Com 501050108 1669 100000 SH SOLE 100000 KRONOS INC Com 501052104 1422 38750 SH SOLE 38750 KULICKE & SOFFA INDS INC Com 501242101 1724 70900 SH SOLE 70900 L-3 COMMUNICATIONS HLDGS INC Com 502424104 699 18500 SH SOLE 18500 LA Z BOY INC Com 505336107 757 39700 SH SOLE 39700 LADD FURNITURE INC Com Par $0.30 505739201 1227 57900 SH SOLE 57900 LAM RESH CORP Com 512807108 4948 81100 SH SOLE 81100 LANCASTER COLONY CORP Com 513847103 586 18300 SH SOLE 18300 LANDRYS SEAFOOD RESTAURANTS Com 51508L103 343 42800 SH SOLE 42800 LANDS END INC Com 515086106 4370 66200 SH SOLE 66200 LANDSTAR SYS INC Com 515098101 497 14300 SH SOLE 14300 LASER VISION CTRS INC Com 51807H100 678 48300 SH SOLE 48300 LATTICE SEMICONDUCTOR CORP Com 518415104 2536 85400 SH SOLE 85400 LAUDER ESTEE COS INC Cl A 518439104 10860 278000 SH SOLE 278000 LAUNCH MEDIA INC Com 518567102 137 11400 SH SOLE 11400 LAZARE KAPLAN INTL INC Com 521078105 1268 157200 SH SOLE 157200 LEAP WIRELESS INTL INC Com 521863100 365 15500 SH SOLE 15500 LEAR CORP Com 521865105 3199 90900 SH SOLE 90900 LEE ENTERPRISES INC. Com 523768109 748 27300 SH SOLE 27300 LEGATO SYS INC Com 524651106 3610 82800 SH SOLE 82800 LEGGETT & PLATT INC Com 524660107 1820 92400 SH SOLE 92400 LEHMAN BROS HLDGS INC Com 524908100 1628 27880 SH OTHER 02 27880 LEUCADIA NATL CORP Com 527288104 202 9600 SH SOLE 9600 LEVEL 3 COMMUNICATIONS INC Com 52729N100 4763 91200 SH SOLE 91200 LEXMARK INTL GROUP INC CL A 529771107 854 10600 SH SOLE 10600 LILLY ELI & CO Com 532457108 7318 114000 SH SOLE 114000 LIMITED INC Com 532716107 899 23500 SH OTHER 02 23500 LIMITED INC Com 532716107 4931 128900 SH SOLE 128900 LINCOLN NATL CORP IND Com 534187109 3449 91800 SH SOLE 91800 LINDSAY MFG CO Com 535555106 311 15800 SH SOLE 15800 LINEAR TECHNOLOGY CORP Com 535678106 430 7300 SH SOLE 7300 LINENS N THINGS INC Com 535679104 2484 73600 SH SOLE 73600 LIPOSOME CO INC Com 536310105 148 19400 SH SOLE 19400 LIZ CLAIBORNE INC Com 539320101 627 20200 SH SOLE 20200 LOEWS CORP Com 540424108 21899 312000 SH SOLE 312000 LONE STAR STEAKHOUSE SALOON Com 542307103 1125 146300 SH SOLE 146300 LONG BEACH FINL CORP Com 542446109 693 43600 SH SOLE 43600 LONGS DRUG STORES CORP Com 543162101 1488 49800 SH SOLE 49800 LONGVIEW FIBRE CO Com 543213102 1181 94900 SH SOLE 94900 LOUIS DREYFUS NAT GAS CORP Com 546011107 4413 205808 SH SOLE 205808 LOUISIANA PAC CORP Com 546347105 4582 293200 SH SOLE 293200 LOWES COS INC Com 548661107 5090 104400 SH SOLE 104400 LSI LOGIC CORP Com 502161102 7494 144100 SH SOLE 144100 LTX CORP Com 502392103 1190 86900 SH SOLE 86900 LUBRIZOL CORP Com 549271104 2002 77900 SH SOLE 77900 LUBYS INC Com 549282101 265 23000 SH SOLE 23000 LYCOS INC Com 550818108 5254 104800 SH SOLE 104800 LYDALL INC DEL Com 550819106 444 43000 SH SOLE 43000 M & F WORLDWIDE CORP Com 552541104 144 18000 SH SOLE 18000 M S CARRIERS INC Com 553533100 495 20600 SH SOLE 20600 MACMILLAN BLOEDEL LTD Com 554783209 234 14900 SH SOLE 14900 MAF BANCORP INC Com 55261R108 265 13300 SH SOLE 13300 MALLINCKRODT INC NEW Com 561232109 4837 160200 SH SOLE 160200 MANDALAY RESORT GROUP Com 562567107 698 35300 SH SOLE 35300 MANITOWOC INC Com 563571108 2730 80000 SH SOLE 80000 MANPOWER INC Com 56418H100 4809 165100 SH SOLE 165100 MAPICS INC Com 564910107 431 49500 SH SOLE 49500 MARRIOTT INTL INC NEW Cl A 571903103 1122 34300 SH SOLE 34300 MARSHALL & ILSLEY CORP Com 571834100 3618 63400 SH SOLE 63400 MASTEC INC Com 576323109 474 16100 SH SOLE 16100 MATERIAL SCIENCES CORP Com 576674105 624 46800 SH SOLE 46800 MATTEL INC Com 577081102 380 20000 SH OTHER 02 20000 MAVERICK TUBE CORP Com 577914104 1104 66400 SH SOLE 66400 MAXXIM MED INC Com 57777G105 2081 86900 SH SOLE 86900 MAYTAG CORP Com 578592107 7919 237700 SH SOLE 237700 MBIA INC Com 55262C100 2546 54600 SH SOLE 54600 MBNA CORP Com 55262L100 7618 333900 SH SOLE 333900 MCCLATCHY CO CL A 579489105 1470 41100 SH SOLE 41100 MCDERMOTT INTL INC Com 580037109 1924 95000 SH SOLE 95000 MCGRAW HILL COS INC Com 580645109 8108 167600 SH SOLE 167600 MCI WORLDCOM INC Com 55268B106 4313 60000 SH SOLE 60000 MEAD CORP Com 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5423 221312 SH SOLE 221312 METTLER TOLEDO INTERNATIONAL Com 592688105 1082 36500 SH SOLE 36500 MGIC INVT CORP WIS Com 552848103 1490 31200 SH SOLE 31200 MGM GRAND INC Com 552953101 384 7500 SH SOLE 7500 MICHAEL FOOD INC NEW Com 594079105 405 15400 SH SOLE 15400 MICRO WHSE INC Com 59501B105 643 53300 SH SOLE 53300 MICROCHIP TECHNOLOGY INC Com 595017104 453 8800 SH SOLE 8800 MICROGRAFX INC Com 595077108 77 19400 SH SOLE 19400 MICROVISION INC WASH Com 594960106 275 20500 SH SOLE 20500 MIDAMERICAN ENERGY HLDGS NEW Com 59562V107 2328 78900 SH SOLE 78900 MIDAS GROUP INC Com 595626102 786 38066 SH OTHER 02 38066 MIDAS GROUP INC Com 595626102 749 36300 SH SOLE 36300 MIDWAY GAMES INC Com 598148104 262 16600 SH SOLE 16600 MIDWEST EXPRESS HLDGS INC Com 597911106 904 34500 SH SOLE 34500 MILLENNIUM PHARMACEUTICALS INC Com 599902103 1378 21200 SH SOLE 21200 MILLER HERMAN INC Com 600544100 634 26500 SH SOLE 26500 MILLIPORE CORP Com 601073109 2491 66300 SH SOLE 66300 MINERALS TECHNOLOGIES INC Com 603158106 2613 53800 SH SOLE 53800 MINNESOTA PWR INC Com 604110106 483 27500 SH SOLE 27500 MIPS TECHNOLOGIES INC CL A 604567107 923 29000 SH SOLE 29000 MIRAGE RESORTS INC Com 60462E104 714 51000 SH OTHER 02 51000 MITEL CORP Com 606711109 84 10500 SH SOLE 10500 MOBIL CORP Com 607059102 18921 187800 SH SOLE 187800 MODEM MEDIA POPPE TYSON INC CL A 607533106 300 8100 SH SOLE 8100 MOHAWK INDS INC Com 608190104 3506 175800 SH SOLE 175800 MOLEX INC CL A 608554200 845 26100 SH SOLE 26100 MONACO COACH CORP Com 60886R103 1737 71250 SH SOLE 71250 MONDAVI ROBERT CORP CL A 609200100 327 8700 SH SOLE 8700 MONTANA POWER CO Com 612085100 9260 304200 SH SOLE 304200 MONY GROUP INC Com 615337102 229 7900 SH SOLE 7900 MOORE LTD Com 615785102 674 67400 SH SOLE 67400 MORGAN J P & CO INC Com 616880100 5953 52100 SH SOLE 52100 MORGAN STANLEY DEAN WITTER & CO Com New 617446448 8027 90000 SH SOLE 90000 MORRISON KNUDSEN CORP NEW Com 61844A109 510 49400 SH SOLE 49400 MOTIVEPOWER INDS INC Com 61980K101 190 17200 SH SOLE 17200 MOTOROLA INC Com 620076109 3746 227000 SH SOLE 227000 MSC INDL DIRECT INC CL A 553530106 272 30200 SH SOLE 30200 MUTUAL RISK MGMT LTD Com 628351108 606 49400 SH SOLE 49400 NABISCO GROUP HLDG CORP Com 62952P102 2739 182600 SH SOLE 182600 NALCO CHEM CO Com 629853102 11701 231700 SH SOLE 231700 NAM TAI ELECTRS INC Com Par $0.02 629865205 215 15900 SH SOLE 15900 NATIONAL CITY CORP Com 635405103 460 17200 SH SOLE 17200 NATIONAL DATA CORP Com 635621105 2086 80200 SH SOLE 80200 NATIONAL INSTRS CORP Com 636518102 2289 64750 SH SOLE 64750 NATIONAL R V HLDGS INC Com 637277104 1397 70700 SH SOLE 70700 NATIONAL SEMICONDUCTOR CORP Com 637640103 5471 179000 SH SOLE 179000 NATIONAL SVC INDS INC Com 637657107 467 14800 SH SOLE 14800 NATIONAL TECHTEAM INC Com 638108100 235 50800 SH SOLE 50800 NATIONWIDE FINL SVCS INC CL A 638612101 2427 68600 SH SOLE 68600 NAVIGANT CONSULTING INC Com 63935N107 2491 53700 SH SOLE 53700 NBTY INC Com 628782104 683 89500 SH SOLE 89500 NCR CORP NEW Com 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COMMUNICATIONS INC CL A 65332V103 7657 112900 SH SOLE 112900 NEXTLINK COMMUNICATIONS INC CL A 65333H707 5988 115500 SH SOLE 115500 NIELSEN MEDIA RESH INC Com New 653929307 648 17400 SH SOLE 17400 NIPPON TELEG & TEL CORP Sponsored ADR 654624105 2197 35600 SH SOLE 35600 NISOURCE INC Com 65473P105 1733 78300 SH SOLE 78300 NOBLE DRILLING CORP Com 655042109 283 12900 SH SOLE 12900 NOKIA CORP Sponsored ADR 654902204 3910 43500 SH SOLE 43500 NORTEK INC Com 656559101 813 23800 SH SOLE 23800 NORTH FORK BANCORPORATION NY Com 659424105 1180 60500 SH SOLE 60500 NORTHERN TR CORP Com 665859104 4226 50600 SH SOLE 50600 NORTHWEST AIRLS CORP CL A 667280101 3193 125200 SH SOLE 125200 NORTHWEST NAT GAS CO Com 667655104 821 31800 SH SOLE 31800 NORTHWESTERN CORP Com 668074107 455 20000 SH SOLE 20000 NOVELL INC Com 670006105 12754 616500 SH SOLE 616500 NOVEN PHARMACEUTICALS INC Com 670009109 328 38500 SH SOLE 38500 NPC INTERNATIONAL INC Com 629360306 121 10700 SH SOLE 10700 NTL INC Com 629407107 4905 51035 SH SOLE 51035 NUCOR CORP Com 670346105 6725 141200 SH SOLE 141200 NVIDIA CORP Com 67066G104 601 31200 SH SOLE 31200 OAK TECHNOLOGY INC Com 671802106 939 210000 SH SOLE 210000 OAKLEY INC Com 673662102 217 35000 SH SOLE 35000 OAKWOOD HOMES CORP Com 674098108 513 113800 SH SOLE 113800 OCEAN ENERGY INC Com New 674812201 2318 227500 SH SOLE 227500 OCTEL CORP Com 675727101 267 23700 SH SOLE 23700 OEC-MEDICAL SYS INC Com 670828102 605 17200 SH SOLE 17200 OFFICEMAX INC Com 67622M108 2414 415200 SH SOLE 415200 OFFSHORE LOGISTICS INC Com 676255102 494 47900 SH SOLE 47900 OGDEN CORP Com 676346109 964 92900 SH SOLE 92900 OLD KENT FINL CORP Com 679833103 965 25975 SH SOLE 25975 OLIN CORP Com Par $1 680665205 1826 134000 SH SOLE 134000 OLSTEN CORP Com 681385100 3026 289900 SH SOLE 289900 OMEGA PROTEIN CORP Com 68210P107 119 38600 SH SOLE 38600 OMNICARE INC Com 681904108 3833 398200 SH SOLE 398200 OMNICOM GROUP INC Com 681919106 626 7900 SH SOLE 7900 OMNIPOINT CORP Com 68212D102 4677 83700 SH SOLE 83700 ON ASSIGNMENT INC. Com 682159108 240 10000 SH SOLE 10000 OPEN JT STK CO-VIMPEL COMMUNIC Sponsored ADR 68370R109 639 50100 SH SOLE 50100 OPEN MKT INC Com 68370M100 1608 122500 SH SOLE 122500 OPTI INC Com 683960108 7439 1052900 SH SOLE 1052900 ORACLE CORP Com 68389X105 3758 82575 SH SOLE 82575 ORBOTECH LTD Ord M75253100 1374 22200 SH SOLE 22200 ORCKIT COMMUNICATIONS LTD Com M7531S107 1783 50400 SH SOLE 50400 OREGON STL MLS INC Com 686079104 348 31100 SH SOLE 31100 ORION CAP CORP Com 686268103 2170 45800 SH SOLE 45800 OSHKOSH B GOSH INC CL A 688222207 844 52800 SH SOLE 52800 OSHKOSH TRUCK CORP Com 688239201 967 36300 SH SOLE 36300 OSTEOTECH INC Com 688582105 1731 127000 SH SOLE 127000 O'SULLIVAN INDS HLDGS INC Com 688609106 945 63000 SH SOLE 63000 OUTBACK STEAKHOUSE INC Com 689899102 5860 230050 SH SOLE 230050 OUTDOOR SYS INC Com 690057104 11655 326000 SH SOLE 326000 OWENS CORNING Com 69073F103 1935 89200 SH SOLE 89200 OXFORD HEALTH PLANS INC Com 691471106 2255 180400 SH SOLE 180400 P F CHANGS CHINA BISTRO INC Com 69333Y108 8756 404900 SH SOLE 404900 P G & E CORP Com 69331C108 4948 191200 SH SOLE 191200 P T TELEKOMUNIKASI INDONESIA Sponsored ADR 715684106 2911 419468 SH SOLE 419468 PACCAR INC Com 693718108 5256 103300 SH SOLE 103300 PACIFIC CENTY FINL CORP Com 694058108 2216 108400 SH SOLE 108400 PACIFIC GATEWAY EXCHANGE INC Com 694327107 1535 93700 SH SOLE 93700 PACIFICORP Com 695114108 5583 277400 SH SOLE 277400 PAINE WEBBER GROUP INC Com 695629105 1458 40200 SH SOLE 40200 PALL CORP Com 696429307 2245 96800 SH SOLE 96800 PARAMETRIC TECHNOLOGY CORP Com 699173100 2773 205400 SH SOLE 205400 PAREXEL INT'L CORP Com 699462107 1490 163200 SH SOLE 163200 PARK ELECTROCHEMICAL CORP Com 700416209 1588 48300 SH SOLE 48300 PARK PL ENTMT CORP Com 700690100 125 10000 SH OTHER 02 10000 PARK PL ENTMT CORP Com 700690100 7841 627300 SH SOLE 627300 PARKER HANNIFIN CORP Com 701094104 3249 72500 SH SOLE 72500 PATTERSON DENTAL CO Com 703412106 1487 30000 SH SOLE 30000 PATTERSON ENERGY INC Com 703414102 704 46300 SH SOLE 46300 PAUL HARRIS STORES INC Com New 703555201 52 13100 SH SOLE 13100 PAXAR CORP Com 704227107 413 43400 SH SOLE 43400 PECO ENERGY CO Com 693304107 16575 442000 SH SOLE 442000 PEGASUS COMMUNICATIONS CORP CL A 705904100 4919 109000 SH SOLE 109000 PEOPLES BK BRIDGEPORT CONN Com 710198102 241 10200 SH SOLE 10200 PEOPLES ENERGY CORP Com 711030106 247 7000 SH SOLE 7000 PEP BOYS MANNY MOE & JACK Com 713278109 3572 240089 SH SOLE 240089 PEPSI BOTTLING GROUP INC Com 713409100 25253 1479400 SH SOLE 1479400 PEPSICO INC Com 713448108 8153 267300 SH SOLE 267300 PERCLOSE INC Com 71361C107 759 16300 SH SOLE 16300 PERIPHONICS CORP Com 714005105 1039 33100 SH SOLE 33100 PEROT SYS CORP CL A 714265105 3400 181900 SH SOLE 181900 PERSONNEL GROUP AMER INC Com 715338109 896 143300 SH SOLE 143300 PERUSAHAAN PERS INDO SATELLITE Sponsored ADR 715680104 1278 94600 SH SOLE 94600 PETCO ANIMAL SUPPLIES Com 716016100 1060 89200 SH SOLE 89200 PETSMART INC Com 716768106 819 220000 SH SOLE 220000 PHARMACEUTICAL PROD DEV INC Com 717124101 1571 115800 SH SOLE 115800 PHARMACIA & UPJOHN INC Com 716941109 3915 78872 SH SOLE 78872 PHARMACOPEIA INC Com 71713B104 251 23000 SH SOLE 23000 PHELPS DODGE CORP Com 717265102 2891 52500 SH SOLE 52500 PHILLIPS PETE CO Com 718507106 1975 40500 SH SOLE 40500 PHILLIPS VAN HEUSEN CORP Com 718592108 295 33200 SH SOLE 33200 PHOENIX TECHNOLOGY LTD Com 719153108 1364 121900 SH SOLE 121900 PIER 1 IMPORTS INC Com 720279108 821 125000 SH OTHER 02 125000 PIONEER HI BRED INTL INC Com 723686101 7759 195500 SH SOLE 195500 PITTSTON CO Com Brinks Grp 725701106 1763 76000 SH SOLE 76000 PLAYBOY ENTERPRISES INC CL B 728117300 1124 42100 SH OTHER 02 42100 PLAYERS INTL INC Com 727903106 198 26700 SH SOLE 26700 PLAYTEX PRODS INC Com 72813P100 354 24000 SH SOLE 24000 PMC-SIERRA INC Com 69344F106 11406 123300 SH SOLE 123300 POLARIS INDS INC Com 731068102 1756 50700 SH SOLE 50700 POMEROY COMPUTER RES Com 731822102 453 40900 SH SOLE 40900 POPE & TALBOT INC Com 732827100 716 57800 SH SOLE 57800 POPULAR INC Com 733174106 500 18000 SH SOLE 18000 POTOMAC ELEC PWR CO Com 737679100 5045 198300 SH SOLE 198300 POWER INTEGRATIONS INC Com 739276103 1129 16300 SH SOLE 16300 POWERTEL INC Com 73936C109 430 7800 SH SOLE 7800 POWERWAVE TECHNOLOGIES INC Com 739363109 1867 38700 SH SOLE 38700 PP&L RES INC Com 693499105 4309 159200 SH SOLE 159200 PREMARK INTL INC Com 740459102 1622 32100 SH SOLE 32100 PREMIER PKS INC Com New 740540208 3086 106400 SH SOLE 106400 PREMIERE TECHNOLOGIES INC Com 74058F902 89 15000 SH C SOLE 15000 PREMIERE TECHNOLOGIES INC Com 74058F102 1944 327300 SH SOLE 327300 PRICE COMMUNICATIONS CORP Com New 741437305 5777 230502 SH SOLE 230502 PRICE T ROWE & ASSOCIATES Com 741477103 870 31700 SH SOLE 31700 PRICELINE COM INC Com 741503106 4915 76200 SH SOLE 76200 PRICEMART INC Com 741511109 3631 99300 SH SOLE 99300 PRIME HOSPITALITY CORP Com 741917108 765 95600 SH SOLE 95600 PRIME MED SVCS INC NEW Com 74156D108 268 28200 SH SOLE 28200 PRIMEX TECHNOLOGIES INC Com 741597108 334 16900 SH SOLE 16900 PRIORITY HEALTHCARE CORP CL B 74264T102 219 7083 SH SOLE 7083 PRISON RLTY TR Com 74264N105 967 89950 SH SOLE 89950 PROGRESS SOFTWARE CORP Com 743312100 1246 39700 SH SOLE 39700 PROJECT SOFTWARE & DEV INC Com 74339P101 589 11000 SH SOLE 11000 PROMUS HOTEL CORP NEW Com 74342P106 4312 132400 SH SOLE 132400 PROTECTIVE LIFE CORP Com 743674103 1189 40986 SH SOLE 40986 PROVIDENT FINL GROUP INC Com 743866105 1097 30000 SH SOLE 30000 PROXIM INC Com 744284100 769 16700 SH SOLE 16700 PSS WORLD MED INC Com 69366A100 1182 132250 SH SOLE 132250 PUBLIC SVC CON MEX Com 744499104 2077 113800 SH SOLE 113800 PUBLIC SVC ENTERPRISE GROUP Com 744573106 8513 220400 SH SOLE 220400 PULITZER INC Com 745769109 528 11600 SH SOLE 11600 PULTE CORP Com 745867101 1131 52000 SH SOLE 52000 QLOGIC CORP. 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SOLE 25000 TELE SUDESTE CELULAR PART S A Spons ADR Pfd 879252104 1314 61100 SH SOLE 61100 TELEBANC FINANCIAL CORP Com 87925R109 4564 198400 SH SOLE 198400 TELECOMUNICACOES BRASILEIRAS S Sponsored ADR 879287100 3 81500 SH SOLE 81500 TELEFONICA DE ARGENTINA S A Spnsr ADR CL B 879378206 264 10000 SH SOLE 10000 TELEGLOBE INC Com 87941V100 2285 147955 SH SOLE 147955 TELESP PARTICIPACOES S A Spons ADR Pfd 87952K100 473 30000 SH SOLE 30000 TELESPECTRUM WORLDWIDE INC Com 87951U109 755 127000 SH SOLE 127000 TELETECH HOLDINGS INC Com 879939106 169 11800 SH SOLE 11800 TELLABS INC Com 879664100 4213 73980 SH SOLE 73980 TELTREND INC Com 87969R106 1326 65500 SH SOLE 65500 TEMPLE INLAND INC Com 879868107 5820 95400 SH SOLE 95400 TEREX CORP NEW Com 880779103 3909 124100 SH SOLE 124100 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3754 74600 SH SOLE 74600 TEXAS UTILS CO Com 882848104 7258 194500 SH SOLE 194500 TEXTRON INC Com 883203101 5146 66500 SH SOLE 66500 THINK NEW IDEAS INC Com 884094103 955 142700 SH SOLE 142700 TIFFANY & CO NEW Com 886547108 1745 29100 SH SOLE 29100 TIME WARNER INC Com 887315109 2005 33000 SH OTHER 02 33000 TIME WARNER INC Com 887315109 12272 202000 SH SOLE 202000 TITAN CORP Com 888266103 1326 92200 SH SOLE 92200 TJX COS INC NEW Com 872540109 5919 210900 SH SOLE 210900 TNP ENTERPRISES INC Com 872594106 483 12400 SH SOLE 12400 TOKHEIM CORP Com 889073102 106 11800 SH SOLE 11800 TOOTSIE ROLL INDS INC Com 890516107 804 24446 SH SOLE 24446 TOPPS INC Com 890786106 572 76200 SH SOLE 76200 TORCHMARK CORP Com 891027104 1763 68100 SH SOLE 68100 TORO CO Com 891092108 1544 41300 SH SOLE 41300 TORONTO DOMINION BK ONT Com New 891160509 268 13700 SH SOLE 13700 TOSCO CORP Com New 891490302 3068 121500 SH SOLE 121500 TOTAL S A Sponsored ADR 89151E109 6795 107100 SH SOLE 107100 TOTAL SYS SVCS INC Com 891906109 494 30350 SH SOLE 30350 TOWER AUTOMOTIVE INC Com 891707101 1318 66500 SH SOLE 66500 TOYS R US INC Com 892335100 2564 170900 SH SOLE 170900 TRAMMELL CROW CO Com 89288R106 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162700 SH SOLE 162700 UGLY DUCKLING CORP Com 903512101 149 20900 SH SOLE 20900 UICI Com 902737105 1654 64700 SH SOLE 64700 ULTRATECH STEPPER INC Com 904034105 328 25700 SH SOLE 25700 UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 443 25000 SH SOLE 25000 UNICOM CORP Com 904911104 13985 378600 SH SOLE 378600 UNIFY CORP Com 904743101 756 33600 SH SOLE 33600 UNION CARBIDE CORP Com 905581104 9602 169000 SH SOLE 169000 UNION PAC CORP Com 907818108 10012 208300 SH SOLE 208300 UNIONBANCAL CORP Com 908906100 1458 40200 SH SOLE 40200 UNITED HEALTHCARE CORP Com 910581107 5113 105000 SH SOLE 105000 UNITED INDL CORP Com 910671106 138 15000 SH SOLE 15000 UNITED NAT FOODS INC Com 911163103 131 14900 SH SOLE 14900 UNITED RENTALS INC Com 911363109 1675 77000 SH SOLE 77000 UNITED STATIONERS INC Com 913004107 329 15400 SH SOLE 15400 UNITED TECHNOLOGIES CORP Com 913017109 11502 193918 SH SOLE 193918 UNITEDGLOBALCOM INC CL A 913247508 1863 26000 SH SOLE 26000 UNITRIN INC Com 913275103 386 11100 SH SOLE 11100 UNITRODE CORP Com 913283107 5406 128700 SH SOLE 128700 UNIVERSAL ELECTRS INC Com 913483103 861 37200 SH SOLE 37200 UNIVERSAL FST PRODS INC Com 913543104 223 17000 SH SOLE 17000 UNIVERSAL HLTH SVCS INC CL B 913903100 2756 106500 SH SOLE 106500 UNOCAL CORP Com 915289102 3888 104900 SH SOLE 104900 UROMED CORP Com New 917274300 15 12300 SH SOLE 12300 URS CORP NEW Com 903236107 758 30900 SH SOLE 30900 US CAN CORP Com 90328W105 4129 202000 SH SOLE 202000 US FOODSERVICE Com 90331R101 6892 382900 SH SOLE 382900 US HOME CORP NEW Com 911920106 242 8700 SH SOLE 8700 US ONCOLOGY INC Com 90338W103 407 44804 SH SOLE 44804 US WEST INC NEW Com 91273H101 7356 128900 SH SOLE 128900 USA DETERGENTS INC Com 902938109 133 26900 SH SOLE 26900 USA NETWORKS INC Com 902984103 7141 184270 SH SOLE 184270 USEC INC Com 90333E108 1794 175000 SH SOLE 175000 USFREIGHTWAYS CORP Com 916906100 3445 72700 SH SOLE 72700 UST CORP Com 902900109 643 20900 SH SOLE 20900 UST INC Com 902911106 2757 91300 SH SOLE 91300 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