<PAGE>   1
                       SECURITIES AND EXCHANGE COMMISSION
                             WASHINGTON, D.C. 20549


                                  FORM 10-Q/A
                                AMENDMENT NO. 1


             [X] QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF
                       THE SECURITIES EXCHANGE ACT OF 1934


               FOR THE QUARTERLY PERIOD ENDED: SEPTEMBER 30, 2000

                         COMMISSION FILE NUMBER: 0-23950


                       THE FULCRUM FUND LIMITED PARTNERSHIP
             (Exact name of registrant as specified in its charter)

                CONNECTICUT                                06-1456461
     (State or other jurisdiction of                    (I.R.S. Employer
      incorporation or organization)                  Identification No.)

       Two American Lane, P.O. Box 5150, Greenwich, Connecticut 06831-8150
          (Address of principal executive offices, including zip code)

       Registrant's telephone number, including area code: (203) 861-1000

         Indicate by check mark whether the registrant (1) has filed all reports
required to be filed by Section 13 or 15(d) of the Securities Exchange Act of
1934 during the preceding 12 months (or for such shorter period that the
registrant was required to file such reports), and (2) has been subject to such
filing requirements for the past 90 days. Yes  X  No
                                              ---     ---

<PAGE>   2
                                EXPLANATORY NOTE

The Company is amending its Quarterly Report on Form 10-Q for the quarter ended
September 30, 2000 (the "10-Q") to correct previously reported information in
Statements of Changes in Partners' Capital (Net Asset Value) for the Nine
Months Ended September 30, 2000 and 1999.


                      THE FULCRUM FUND LIMITED PARTNERSHIP
                        QUARTER ENDED SEPTEMBER 30, 2000
                                     INDEX

<TABLE>
<CAPTION>
                                                                                                      PAGE
                                                                                                      ----
<S>                                                                                                   <C>
PART 1 - FINANCIAL INFORMATION

     Item 1    Financial Statements

               Statements of Financial Condition as of September 30, 2000 (unaudited)
               and December 31, 1999 (audited)                                                           3

               Schedule of Securities as of September 30, 2000 (unaudited)                               4

               Statements of Operations for the Three Months and Nine Months Ended
               September 30, 2000 (unaudited) and 1999 (unaudited)                                       5

               Statements of Changes in Partners Capital (Net Asset Value) for
               the Nine Months Ended September 30, 2000 (unaudited) and 1999 (unaudited)                 6

               Notes to Financial Statements (unaudited)                                              7-10

SIGNATURES
</TABLE>

<PAGE>   3
                       THE FULCRUM FUND LIMITED PARTNERSHIP
                 (Formerly The Dennis Fund Limited Partnership)
                        STATEMENTS OF FINANCIAL CONDITION
         September 30, 2000 (Unaudited) and December 31, 1999 (Audited)

                                  -----------

<TABLE>
<CAPTION>
                                                                  September 30,    December 31,
                                                                       2000           1999
                                                                   -----------     -----------
<S>                                                                <C>             <C>
ASSETS
    Equity in broker trading accounts
       Cash                                                        $20,684,681     $ 4,415,465
       Unrealized gain on open contracts                               227,976               0
                                                                   -----------     -----------
              Deposits with broker                                  20,912,657       4,415,465

    Cash and cash equivalents                                        1,671,236      30,682,976
    Fixed income securities (cost, including
       accrued interest, - $7,440,192 and $13,774,520)               7,484,652      13,616,310
    Subscriptions receivable                                            63,921         127,813
                                                                   -----------     -----------
              Total assets                                         $30,132,466     $48,842,564
                                                                   ===========     ===========
LIABILITIES
    Accounts payable                                               $     5,741     $    72,870
    Commissions and other trading fees
       on open contracts                                                 2,799               0
    General Partner offering fee                                        83,501         136,856
    Advisor management fee                                              44,688          71,329
    Redemptions payable                                              2,433,737         828,716
                                                                   -----------     -----------
              Total liabilities                                      2,570,466       1,109,771
                                                                   -----------     -----------
PARTNERS' CAPITAL (NET ASSET VALUE)
    General Partner:
       A Units - 107.1387 units outstanding at
          September 30, 2000 and December 31, 1999                     112,569         172,443
       B Units - 278.1820 and 217.7298 units outstanding
          at September 30, 2000 and December 31, 1999                  279,255         334,048
    Limited Partners:
       A Units - 4,323.5708 and 6,263.5875 units outstanding
          at September 30, 2000 and December 31, 1999                4,542,706      10,081,458
       B Units - 22,540.5473 and 24,210.7330 units outstanding
          at September 30, 2000 and December 31, 1999               22,627,470      37,144,844
                                                                   -----------     -----------
              Total partners' capital
                  (Net Asset Value)                                 27,562,000      47,732,793
                                                                   -----------     -----------
                                                                   $30,132,466     $48,842,564
                                                                   ===========     ===========
</TABLE>


                             See accompanying notes.


                                      -3-
<PAGE>   4
                      THE FULCRUM FUND LIMITED PARTNERSHIP
                 (Formerly The Dennis Fund Limited Partnership)
                             SCHEDULE OF SECURITIES
                               September 30, 2000
                                   (Unaudited)



FIXED INCOME SECURITIES - 27.2% *

<TABLE>
<CAPTION>
   Face Value    Description                                                   Value
   ----------    -----------                                                   -----
   <S>           <C>                                                        <C>
                 U.S. GOVERNMENT OBLIGATIONS - 13.5% *

    1,050,000    U.S. Treasury Notes, 5.75%, 8/15/03                        $1,052,104
      600,000    U.S. Treasury Notes, 6.625%, 5/31/02                          618,387
    2,000,000    U.S. Treasury Notes, 5.875%, 11/30/01                       2,031,008
                                                                            ----------
                 TOTAL U.S. GOVERNMENT OBLIGATIONS
                     (COST, INCLUDING ACCRUED INTEREST, - $3,692,648)        3,701,499
                                                                            ----------
                 FEDERAL AGENCY OBLIGATIONS - 13.7% *

      350,000    Federal Home Loan Bank Agency Bond, 4.875%, 1/22/02           346,337
    1,200,000    Federal Home Loan Mortgage Corporation Agency
                     Bond, 5.75%, 7/15/03                                    1,191,850
    2,000,000    Federal Home Loan Mortgage Corporation Agency
                     Bond, 7.00%, 2/15/03                                    2,039,769
      200,000    Federal National Mortgage Association Agency Bond,
                     6.03%, 10/23/00                                           205,197
                                                                            ----------
                 TOTAL FEDERAL AGENCY OBLIGATIONS
                     (COST, INCLUDING ACCRUED INTEREST, - $3,747,544)        3,783,153
                                                                            ----------
                 TOTAL FIXED INCOME SECURITIES
                     (COST, INCLUDING ACCRUED INTEREST, - $7,440,192)       $7,484,652
                                                                            ==========
</TABLE>

  * Percent of September 30, 2000 Net Asset Value is shown for each category.




                             See accompanying notes.


                                      -4-
<PAGE>   5
                      THE FULCRUM FUND LIMITED PARTNERSHIP
                 (Formerly The Dennis Fund Limited Partnership)
                            STATEMENTS OF OPERATIONS
           For the Three Months Ended September 30, 2000 and 1999 and
              For the Nine Months Ended September 30, 2000 and 1999
                                   (Unaudited)

                                   -----------

<TABLE>
<CAPTION>
                                                                Three Months                       Nine Months
                                                                   Ended                              Ended
                                                                September 30,                      September 30,
                                                           2000              1999              2000              1999
                                                           ----              ----              ----              ----
<S>                                                    <C>               <C>               <C>               <C>
INCOME
    Commodity trading gains (losses)
       Realized                                        $ (1,353,259)     $ (5,928,597)     $(13,102,449)     $  5,486,771
       Change in unrealized                                 793,270        (2,965,529)          227,976        (2,195,554)
                                                       ------------      ------------      ------------      ------------
          Gain (loss) from commodity trading               (559,989)       (8,894,126)      (12,874,473)        3,291,217
                                                       ------------      ------------      ------------      ------------
    Fixed income securities gains (losses)
       Realized                                             (50,395)          (28,338)         (150,040)         (189,129)
       Change in unrealized                                 114,421               170           202,670           (73,406)
                                                       ------------      ------------      ------------      ------------
          Gain (loss) from fixed income securities           64,026           (28,168)           52,630          (262,535)
                                                       ------------      ------------      ------------      ------------
    Interest income                                         459,924           601,203         1,668,044         1,411,493
                                                       ------------      ------------      ------------      ------------
          Total income (loss)                               (36,039)       (8,321,091)      (11,153,799)        4,440,175
                                                       ------------      ------------      ------------      ------------
EXPENSES
    Brokerage commissions                                 1,521,859           592,891         4,162,513         1,599,078
    General Partner offering fee                            258,415           422,897         1,037,129         1,052,377
    Advisor management fee                                  151,564           241,361           596,964           642,195
    Advisor incentive fee                                         0                 0                 0         2,103,117
    Operating expenses                                       60,556            75,243           196,342           119,387
                                                       ------------      ------------      ------------      ------------
          Total expenses                                  1,992,394         1,332,392         5,992,948         5,516,154
                                                       ------------      ------------      ------------      ------------
          NET (LOSS)                                   $ (2,028,433)     $ (9,653,483)     $(17,146,747)     $ (1,075,979)
                                                       ============      ============      ============      ============
A UNITS
    NET INCOME (LOSS) PER A UNIT
       (based on weighted average number of
       A Units outstanding during the period)          $     (68.59)     $    (357.57)     $    (536.71)     $      40.65
                                                       ============      ============      ============      ============
    INCREASE (DECREASE) IN NET
       ASSET VALUE PER A UNIT                          $     (76.87)     $    (358.77)     $    (558.85)     $      31.38
                                                       ============      ============      ============      ============
B UNITS
    NET (LOSS) PER B UNIT
       (based on weighted average number of
       B Units outstanding during the period)          $     (66.56)     $    (346.45)     $    (553.22)     $     (78.56)
                                                       ============      ============      ============      ============
    INCREASE (DECREASE) IN NET
       ASSET VALUE PER B UNIT                          $     (72.54)     $    (343.72)     $    (530.37)     $      13.21
                                                       ============      ============      ============      ============
</TABLE>

                             See accompanying notes.


                                      -5-
<PAGE>   6
                      THE FULCRUM FUND LIMITED PARTNERSHIP
                 (Formerly The Dennis Fund Limited Partnership)
          STATEMENTS OF CHANGES IN PARTNERS' CAPITAL (NET ASSET VALUE)
              For the Nine Months Ended September 30, 2000 and 1999
                                   (Unaudited)

<TABLE>
<CAPTION>
                                                                  Partners' Capital
                                   -------------------------------------------------------------------------------
                                                  A Units                                B Units
                                   --------------------------------------  ---------------------------------------
                                                 General       Limited                    General       Limited
                                      Units      Partner       Partners       Units       Partner       Partners       Total
                                      -----      -------       --------       -----       -------       --------       -----
<S>                                <C>         <C>           <C>           <C>          <C>           <C>           <C>
Nine Months Ended
 September 30, 2000

Balances at December 31, 1999      6,370.7262  $    172,443  $ 10,081,458  24,428.4628  $    334,048  $ 37,144,844  $ 47,732,793

Net (loss) for the nine months
  ended September 30, 2000                          (59,874)  (3,001,491)                   (129,793)  (13,955,589)  (17,146,747)

Additions                              0.0000             0             0   5,329.1474        75,000     7,980,341     8,055,341

Redemptions                       (1,940.0167)            0    (2,537,261) (6,938.8809)            0    (8,542,126)  (11,079,387)
                                  -----------  ------------  ------------  ------------ ------------  ------------  ------------
 Balances at September
  30, 2000                         4,430.7095  $    112,569  $  4,542,706  22,818.7293  $    279,255  $ 22,627,470  $ 27,562,000
                                  ============ ============  ============  ============ ============  ============  ============
Nine Months Ended September
  30, 1999

Balances at December 31, 1998      7,030.3295  $    195,979  $ 12,663,939  12,891.7732  $    232,161  $ 22,467,100  $ 35,559,179

Net income (loss) for the nine
  months ended September 30, 1999                     3,362       274,871                        670    (1,354,882)   (1,075,979)

Additions                              0.0000             0             0  12,388.3767        69,000    23,542,039    23,611,039

Redemptions                         (483.3209)            0      (956,882)   (788.4436)            0    (1,508,641)   (2,465,523)
                                  ------------ ------------  ------------  ------------ ------------  ------------  ------------
Balances at September 30, 1999     6,547.0086  $    199,341  $ 11,981,928  24,491.7063  $    301,831  $ 43,145,616  $ 55,628,716
                                  ============ ============  ============  ============ ============  ============  ============
</TABLE>

<TABLE>
<CAPTION>
                                        A Unit                                                    B Unit
              -------------------------------------------------------   ------------------------------------------------------
                              Net Asset Value Per Unit                                 Net Asset Value Per Unit
              -------------------------------------------------------   ------------------------------------------------------
              September 30,  December 31,  September 30,  December 31,  September 30,  December 31,  September 30, December 31,
                  2000          1999           1999          1998           2000           1999          1999          1998
                  ----          ----           ----          ----           ----           ----          ----          ----
<S>           <C>            <C>           <C>            <C>           <C>            <C>           <C>           <C>
                $1,050.68     $1,609.53      $1,860.59     $1,829.21      $1,003.86      $1,534.23     $1,773.97    $1,760.76
                =========     =========      =========     =========      =========      =========     =========    =========
</TABLE>


                            See accompanying notes.



                                      -6-
<PAGE>   7
                      THE FULCRUM FUND LIMITED PARTNERSHIP
                 (Formerly The Dennis Fund Limited Partnership)
                         NOTES TO FINANCIAL STATEMENTS
                                  (Unaudited)

                                  -----------


Note 1.    ORGANIZATION AND SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

           A.     General Description of the Partnership

                  The Fulcrum Fund Limited Partnership, formerly The Dennis Fund
                  Limited Partnership, (the Partnership) is a Connecticut
                  limited partnership which operates as a commodity pool. The
                  Partnership engages in the speculative trading of futures
                  contracts and options on futures contracts. It is subject to
                  the regulations of the Commodity Futures Trading Commission,
                  an agency of the United States (U.S.) government which
                  regulates most aspects of the commodity futures industry;
                  rules of the National Futures Association, an industry
                  self-regulatory organization; and the requirements of
                  commodity exchanges and Futures Commission Merchants (brokers)
                  through which the Partnership trades.

                  During 1999, the Partnership became subject to the
                  informational requirements of the Securities Exchange Act of
                  1934. Accordingly, the Partnership is subject to the
                  regulations of the Securities and Exchange Commission.

                  Investments made prior to April 30, 1997 are referred to as "A
                  Units" and investments made on or after April 30, 1997 are
                  referred to as "B Units." The initial net asset value per B
                  Unit was the net asset value per A Unit at April 30, 1997. The
                  only difference between A Units and B Units are the advisor
                  management and incentive fee rates as further described in
                  Note 3.

           B.     Method of Reporting

                  The Partnership's financial statements are presented in
                  accordance with generally accepted accounting principles,
                  which require the use of certain estimates made by the
                  Partnership's management.

           C.     Commodities

                  Gains or losses are realized when contracts are liquidated.
                  Net unrealized gains or losses on open contracts (the
                  difference between contract purchase price and quoted market
                  price) are reflected in the statement of financial condition.
                  Any change in net unrealized gain or loss from the preceding
                  period is reported in the statement of operations. Brokerage
                  commissions include other trading fees and are charged to
                  expense when contracts are opened.

           D.     Cash and Cash Equivalents

                  Cash and cash equivalents includes cash and all highly liquid
                  investments, including money market mutual funds and other
                  investments with a maturity of three months or less from the
                  date of purchase.

           E.     Fixed Income Securities

                  Fixed income securities are reported at market value plus
                  accrued interest. Fixed income securities transactions are
                  accounted for on the trade date. Interest income is recorded
                  on the accrual basis.


                                      -7-
<PAGE>   8
                      THE FULCRUM FUND LIMITED PARTNERSHIP
                 (Formerly The Dennis Fund Limited Partnership)
                    NOTES TO FINANCIAL STATEMENTS (CONTINUED)
                                   (Unaudited)

                                   -----------


Note 1.    ORGANIZATION AND SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
           (CONTINUED)

           F.     Income Taxes

                  The Partnership prepares calendar year U.S. and state
                  information tax returns and reports to the partners their
                  allocable shares of the Partnership's income, expenses and
                  trading gains or losses.

           G.     Foreign Currency Transactions

                  The Partnership's functional currency is the U.S. dollar;
                  however, it transacts business in currencies other than the
                  U.S. dollar. Assets and liabilities denominated in currencies
                  other than the U.S. dollar are translated into U.S. dollars at
                  the rates in effect at the date of the statement of financial
                  condition. Income and expense items denominated in currencies
                  other than the U.S. dollar are translated into U.S. dollars at
                  the rates in effect during the period. Gains and losses
                  resulting from the translation to U.S. dollars are reported in
                  income currently.

Note 2.    GENERAL PARTNER

           The General Partner of the Partnership is Kenmar Advisory Corp.,
           which conducts and manages the business of the Partnership. The
           Limited Partnership Agreement requires the General Partner to
           maintain a capital account of no less than the lesser of 1% of the
           aggregate capital accounts of all partners or $500,000.

           For managing the continuing offering of units, the General Partner
           receives a monthly offering fee equal to 0.25% (3% annually) of that
           month's beginning Net Asset Value (as defined in the Limited
           Partnership Agreement) of the Partnership. The General Partner
           rebates to One Million Dollar Investors (as defined in the
           Confidential Private Placement Memorandum and Disclosure Document)
           who invested in the Partnership prior to August 1, 2000, a monthly
           amount equal to two-thirds of the offering fee applicable to such One
           Million Dollar Investors. Additionally, effective August 1, 2000, the
           General Partner rebates to Three Million Dollar Investors (as
           defined) and Five Million Dollar Investors (as defined) a monthly
           amount equal to one-third and two-thirds, respectively, of the
           offering fee applicable to such Three Million Dollar Investors and
           Five Million Dollar Investors. All rebates to One Million Dollar
           Investors, Three Million Dollar Investors and Five Million Dollar
           Investors are made by issuing additional B Units.

           A portion of the brokerage commissions paid by the Partnership to the
           broker is, in turn, paid by the broker to the General Partner.



                                      -8-
<PAGE>   9
                      THE FULCRUM FUND LIMITED PARTNERSHIP
                 (Formerly The Dennis Fund Limited Partnership)
                    NOTES TO FINANCIAL STATEMENTS (CONTINUED)
                                   (Unaudited)

                                   -----------


Note 3.    COMMODITY TRADING ADVISOR

           The Partnership has an advisory agreement with Dennis Trading Group,
           Inc. (the commodity trading advisor) pursuant to which the A Units
           pay a monthly management fee of 1/6 of 1% (2% annually) of the
           month-end Net Asset Value of the subaccount (as defined in the
           advisory agreement) and a quarterly incentive fee equal to 25% of the
           Net New Trading Profits (as defined). The commodity trading advisor
           and General Partner each receive one-half of the management and
           incentive fees applicable to A Units. Pursuant to the advisory
           agreement, the B Units pay a monthly management fee of 1/12 of 1.75%
           (1.75% annually) of the month-end Net Asset Value of the subaccount
           (as defined) and a quarterly incentive fee equal to 27.5% of the Net
           New Trading Profits (as defined). The commodity trading advisor
           receives 3/7 of the management fee and 7/11 of the incentive fee
           applicable to B Units and the General Partner receives 4/7 of the
           management fee and 4/11 of the incentive fee applicable to B Units.

Note 4.    DEPOSITS WITH BROKER

           The Partnership deposits cash with ED & F Man Inc. to act as broker
           subject to Commodity Futures Trading Commission regulations and
           various exchange and broker requirements. Margin requirements are
           satisfied by the deposit of cash with such broker. The Partnership
           earns interest income on its cash deposited with the broker.

Note 5.    SUBSCRIPTIONS, DISTRIBUTIONS AND REDEMPTIONS

           Investments in the Partnership are made by subscription agreement,
           subject to acceptance by the General Partner. The subscription price
           is equal to the Net Asset Value of the units purchased plus a 5%
           selling commission, unless such selling commission is waived in whole
           or in part by the General Partner. Additions to partners' capital are
           shown net of such selling commissions which amounted to $100,493 and
           $253,334 during the nine months ended September 30, 2000 and 1999,
           respectively.

           The Partnership is not required to make distributions, but may do so
           at the sole discretion of the General Partner. A Limited Partner may
           request and receive redemption of units owned, subject to
           restrictions in the Limited Partnership Agreement.

Note 6.    TRADING ACTIVITIES AND RELATED RISKS

           The Partnership engages in the speculative trading of U.S. and
           foreign futures contracts and options on U.S. and foreign futures
           contracts (collectively, "derivatives"). The Partnership is exposed
           to both market risk, the risk arising from changes in the market
           value of the contracts, and credit risk, the risk of failure by
           another party to perform according to the terms of a contract.

           Purchase and sale of futures and options on futures contracts
           requires margin deposits with the broker. Additional deposits may be
           necessary for any loss on contract value. The Commodity Exchange Act
           requires a broker to segregate all customer transactions and assets
           from such broker's proprietary activities. A customer's cash and
           other property (for example, U.S. Treasury bills) deposited with a
           broker are considered commingled with all other customer funds
           subject to the broker's segregation requirements. In the event of a
           broker's insolvency, recovery may be limited to a pro rata share of
           segregated funds available. It is possible that the recovered amount
           could be less than total cash and other property deposited.


                                      -9-

<PAGE>   10
                      THE FULCRUM FUND LIMITED PARTNERSHIP
                 (Formerly The Dennis Fund Limited Partnership)
                    NOTES TO FINANCIAL STATEMENTS (CONTINUED)
                                   (Unaudited)

                                   -----------


Note 6.    TRADING ACTIVITIES AND RELATED RISKS (CONTINUED)

           The Partnership has a substantial portion of its assets on deposit
           with brokers and dealers in securities and other financial
           institutions in connection with its cash management activities. In
           the event of a financial institution's insolvency, recovery of
           Partnership assets on deposit may be limited to account insurance or
           other protection afforded such deposits.

           For derivatives, risks arise from changes in the market value of the
           contracts. Theoretically, the Partnership is exposed to a market risk
           equal to the value of futures contracts purchased and unlimited
           liability on such contracts sold short. As both a buyer and seller of
           options, the Partnership pays or receives a premium at the outset and
           then bears the risk of unfavorable changes in the price of the
           contract underlying the option. Written options expose the
           Partnership to potentially unlimited liability, and purchased options
           expose the Partnership to a risk of loss limited to the premiums
           paid.

           The General Partner has established procedures to actively monitor
           market risk and minimize credit risk. The Limited Partners bear the
           risk of loss only to the extent of the market value of their
           respective investments and, in certain specific circumstances,
           distributions and redemptions received.

Note 7.    SUBSEQUENT EVENTS

           Effective November 1, 2000, Dennis Trading Group, Inc. was replaced
           as the commodity trading advisor of the Partnership with Beacon
           Management Corporation (USA) (Beacon). In addition, the Partnership
           hired Stonebrook Structured Products LLC's ("Stonebrook") Volatility
           Hedge Program, an overlay program designed to hedge the positions
           of traditional trend-following programs during periods identified by
           Stonebrook's systems as "high-risk". The Partnership has an advisory
           agreement with Beacon pursuant to which the Partnership will pay a
           monthly management fee of 1/12 of 2% (2% annually) of the month-end
           Net Asset Value of the subaccount (as defined in the advisory
           agreement) and a quarterly incentive fee equal to 20% of Net New
           Trading Profits (as defined). Beacon will pay up to 22.5% of its
           management and incentive fees to the General Partner. The Partnership
           has an advisory agreement with Stonebrook pursuant to which the
           Partnership will pay a monthly management fee equal to 1/12 of 1% (1%
           annually) of the month-end Net Asset Value of the subaccount (as
           defined) and a quarterly incentive fee equal to 10% of Net New
           Trading Profits (as defined). Stonebrook will pay the entire
           incentive fee to the General Partner. The General Partner has agreed
           to rebate to the Partnership all of the incentive fees it is entitled
           to from Beacon and Stonebrook through March 31, 2001.

           On October 10, 2000, the name of the Partnership was changed from
           The Dennis Fund Limited Partnership to The Fulcrum Fund Limited
           Partnership.

Note 8.    INTERIM FINANCIAL STATEMENTS

           The statement of financial condition as of September 30, 2000,
           including the September 30, 2000 schedule of securities, the
           statements of operations for the three months and nine months ended
           September 30, 2000 and 1999, and the statements of changes in
           partners' capital (net asset value) for the nine months ended
           September 30, 2000 and 1999, are unaudited. In the opinion of
           management, such financial statements reflect all adjustments, which
           were of a normal and recurring nature, necessary for a fair
           presentation of financial position as of September 30, 2000, and the
           results of operations for the three months and nine months ended
           September 30, 2000 and 1999.




                                      -10-

<PAGE>   11
                                   SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the
Registrant has duly caused this report to be signed on its behalf by the
undersigned thereunto duly authorized.


                                      THE DENNIS FUND LIMITED PARTNERSHIP

                                      By: Kenmar Advisory Corp., general partner

Dated: December 4, 2000               By: /s/ Kenneth A. Shewer
                                          ---------------------
                                      Kenneth A. Shewer
                                      Chairman
                                      (Duly Authorized Officer of the General
                                       Partner)


Dated: December 4, 2000               By: /s/ Thomas J. DiVuolo
                                          ---------------------
                                      Thomas J. DiVuolo
                                      Senior Vice President (Principal Financial
                                      and Accounting Officer of the Registrant)