Washington, D.C. 20549
Form 13F
Form UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: CREDIT SUISSE FIRST BOSTON, INC.
Address: 11 MADISON AVENUE
NEW YORK, NY 10010
Form 13F File Number: 28-2205
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 sumbit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Lori Russo_____________________________________
Title: Vice President_________________________________
Phone: 212-325-2008___________________________________
Signature, Place, and Date of Signing:
Lori Russo New York, New York August 17, 1999
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
1. 28-________________ ______________________________________
2. Form 13F File Number Name
28-2205 CREDIT SUISSE FIRST BOSTON MANAGEMENT
CORPORATION*
Form 13F File Number Name
3 28-2205 CREDIT SUISSE FIRST BOSTON CORPORATION**
Form 13F File Number Name
4. 28-________________ ______________________________________
* CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned
subsidiary of CREDIT SUISSE FIRST BOSTON, INC.
** CREDIT SUISSE FIRST BOSTON CORPORATION is also a wholly-owned
subsidiary of CREDIT SUISSE FIRST BOSTON, INC.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2______________________
Form 13F Information Table Entry Total: 3425___________________
Form 13F Information Table Value Total: $8,239,895_____________
(thousands)
Information requested to be treated confidentially has been filed separately.
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of
all institutional investment managers with respect to which this report is
filed, other than the manager filing this report.
Form 13F File Number Name
1. 28-________________ ______________________________________
2. Form 13F File Number Name
28-2205___________ CREDIT SUISSE FIRST BOSTON MANAGEMENT
CORPORATION*
Form 13F File Number Name
3 28-2205____________ CREDIT SUISSE FIRST BOSTON CORPORATION**
Form 13F File Number Name
4. 28-________________ ______________________________________
* CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary
of CREDIT SUISSE FIRST BOSTON, INC.
** CREDIT SUISSE FIRST BOSTON CORPORATION is also a wholly-owned subsidiary of
CREDIT SUISSE FIRST BOSTON, INC.
<PAGE>
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FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
A D C TELECOMMUNICATIONS COM 000886101 2847 62573 SH DEFINED 03 62573 0 0
AAMES FINL CORP COM 00253A101 25 18900 SH DEFINED 03 18900 0 0
AAR CORP COM 000361105 483 21300 SH DEFINED 03 21300 0 0
AARON RENTS INC COM 002535201 307 13800 SH DEFINED 03 13800 0 0
ABACUS DIRECT CORP COM 002553105 1502 16700 SH DEFINED 03 16700 0 0
ABBOTT LABS COM 002824100 21708 477100 SH DEFINED 03 477100 0 0
ABC-NACO INC COM 000752105 288 14200 SH DEFINED 03 14200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1987 41400 SH DEFINED 03 41400 0 0
ABM INDS INC COM 000957100 384 12500 SH DEFINED 03 12500 0 0
ABOVENET COMMUNICATIONS INC COM 003743101 851 21100 SH DEFINED 03 21100 0 0
ABR INFORMATION SVCS INC COM 00077R108 1855 22300 SH DEFINED 03 22300 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 2252 419000 SH DEFINED 03 419000 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 214 33790 SH DEFINED 03 33790 0 0
ACKERLEY GROUP INC COM 004527107 218 12000 SH DEFINED 03 12000 0 0
ACNIELSEN CORP COM 004833109 759 25100 SH DEFINED 03 25100 0 0
ACT NETWORKS INC COM 000975102 253 14900 SH DEFINED 03 14900 0 0
ACTEL CORP COM 004934105 232 16000 SH DEFINED 03 16000 0 0
ACTION PERFORMANCE COS INC COM 004933107 685 20800 SH DEFINED 03 20800 0 0
ACTIVISION INC NEW COM NEW 004930202 277 19113 SH DEFINED 03 19113 0 0
ACTUATE SOFTWARE CORP COM 00508B102 255 9821 SH DEFINED 03 9821 0 0
ACTV INC COM 00088E104 362 26200 SH DEFINED 03 26200 0 0
ACUSON CORP COM 005113105 466 27110 SH DEFINED 03 27110 0 0
ACX TECHNOLOGIES INC COM 005123104 184 11300 SH DEFINED 03 11300 0 0
ACXIOM CORP COM 005125109 524 21020 SH DEFINED 03 21020 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 252 11600 SH DEFINED 03 11600 0 0
ADELPHIA COMMUNICATIONS CORP ( COM 006848105 3222 50000 SH CALL DEFINED 03 0 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 779 12083 SH DEFINED 03 12083 0 0
ADELPHIA COMMUNICATIONS CORP PFD CV SER D 006848402 833 4265 SH DEFINED 03 4265 0 0
ADOBE SYS INC COM 00724F101 1724 20997 SH DEFINED 03 20997 0 0
ADTRAN INC COM 00738A106 576 15880 SH DEFINED 03 15880 0 0
ADVANCE PARADIGM INC COM 007491103 441 7320 SH DEFINED 03 7320 0 0
ADVANCED ENERGY INDS COM 007973100 304 7500 SH DEFINED 03 7500 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 858 55100 SH DEFINED 03 55100 0 0
ADVANCED LTG TECHNOLOGIES COM 00753C102 195 22200 SH DEFINED 03 22200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1345 74485 SH DEFINED 03 74485 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 346 24100 SH DEFINED 03 24100 0 0
ADVANCED TISSUE SCIENCES INC COM 00755F103 91 28000 SH DEFINED 03 28000 0 0
ADVANTA CORP CL A 007942105 283 15659 SH DEFINED 03 15659 0 0
ADVANTA CORP SAILS B 1/100 007942303 7613 536599 SH DEFINED 03 536599 0 0
ADVANTICA RESTAURANT GROUP INC COM 00758B109 1224 355879 SH DEFINED 03 355879 0 0
ADVANTICA RESTAURANT GROUP INC WT EXP 010705 00758B117 666 1199186 SH DEFINED 03 0 0 0
ADVENT SOFTWARE INC COM 007974108 576 8610 SH DEFINED 03 8610 0 0
ADVO INC COM 007585102 392 18900 SH DEFINED 03 18900 0 0
AEGON N V ORD AMER REG 007924103 2657 35900 SH DEFINED 03 35900 0 0
AEROFLEX INC COM 007768104 275 13900 SH DEFINED 03 13900 0 0
AES CORP COM 00130H105 3827 65840 SH DEFINED 03 65840 0 0
AETNA INC COM 008117103 4300 48074 SH DEFINED 03 48074 0 0
AFC CABLE SYS INC COM 000950105 229 6500 SH DEFINED 03 6500 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 1025 20250 SH DEFINED 03 20250 0 0
AFFILIATED MANAGERS GROUP COM 008252108 543 18000 SH DEFINED 03 18000 0 0
AFFYMETRIX INC COM 00826T108 775 15810 SH DEFINED 03 15810 0 0
AFLAC INC COM 001055102 4575 95562 SH DEFINED 03 95562 0 0
AFTERMARKET TECHNOLOGY CORP COM 008318107 169 15700 SH DEFINED 03 15700 0 0
AGCO CORP COM 001084102 811 71700 SH DEFINED 03 71700 0 0
AGL RES INC COM 001204106 1493 81000 SH DEFINED 03 81000 0 0
AGRIBIOTECH INC NEV COM 008494106 198 32580 SH DEFINED 03 32580 0 0
AGRIBRANDS INTL INC COM 00849R105 324 8200 SH DEFINED 03 8200 0 0
AIR EXPRESS INTL CORP COM 009104100 729 29010 SH DEFINED 03 29010 0 0
AIR PRODS & CHEMS INC COM 009158106 3143 78087 SH DEFINED 03 78087 0 0
AIRBORNE FGHT CORP COM 009266107 1742 62900 SH DEFINED 03 62900 0 0
AIRGAS INC COM 009363102 960 78400 SH DEFINED 03 78400 0 0
AIRNET SYS INC COM 009417106 182 13500 SH DEFINED 03 13500 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 6539 60000 SH DEFINED 03 60000 0 0
AIRTRAN HLDGS INC COM 00949P108 244 43400 SH DEFINED 03 43400 0 0
AK STL HLDG CORP COM 001547108 858 38120 SH DEFINED 03 38120 0 0
ALARIS MED INC COM 011637105 117 34690 SH DEFINED 03 34690 0 0
ALASKA AIR GROUP INC COM 011659109 1268 30380 SH DEFINED 03 30380 0 0
ALBANY INTL CORP CL A 012348108 536 25854 SH DEFINED 03 25854 0 0
ALBEMARLE CORP COM 012653101 897 38800 SH DEFINED 03 38800 0 0
ALBERTO CULVER CO CL B CONV 013068101 505 18965 SH DEFINED 03 18965 0 0
ALBERTSONS INC COM 013104104 7362 142788 SH DEFINED 03 142788 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 2399 75122 SH DEFINED 03 75122 0 0
ALCOA INC COM 013817101 8391 135615 SH DEFINED 03 135615 0 0
ALEXANDER & BALDWIN INC COM 014482103 1113 50311 SH DEFINED 03 50311 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 266 8500 SH DEFINED 03 8500 0 0
ALFA CORP COM 015385107 608 31300 SH DEFINED 03 31300 0 0
ALGOS PHARMACEUTICAL CORP COM 015869100 319 14836 SH DEFINED 03 14836 0 0
ALGOS PHARMACEUTICAL CORP COM 015869100 364 16500 SH DEFINED 03 0 0 16500
ALIANT COMMUNICATIONS INC COM 016090102 995 21550 SH DEFINED 03 21550 0 0
ALKERMES INC COM 01642T108 579 25316 SH DEFINED 03 25316 0 0
ALLAIRE CORP COM 016714107 299 4400 SH DEFINED 03 4400 0 0
ALLEGHANY CORP DEL COM 017175100 685 3700 SH DEFINED 03 3700 0 0
ALLEGHENY ENERGY INC COM 017361106 1501 46800 SH DEFINED 03 46800 0 0
ALLEGHENY TELEDYNE INC COM 017415100 1596 70553 SH DEFINED 03 70553 0 0
ALLEN TELECOM INC COM 018091108 235 21890 SH DEFINED 03 21890 0 0
ALLERGAN INC (C) COM 018490102 2720 24500 SH CALL DEFINED 03 0 0 0
ALLERGAN INC COM 018490102 2333 21014 SH DEFINED 03 21014 0 0
ALLIANCE BANCORP COM 01852J105 205 8800 SH DEFINED 03 8800 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 186 18700 SH DEFINED 03 18700 0 0
ALLIANT CORP COM 018802108 925 32600 SH DEFINED 03 32600 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 882 10200 SH DEFINED 03 10200 0 0
ALLIED CAP CORP NEW COM 01903Q108 1077 45000 SH DEFINED 03 45000 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1477 74800 SH DEFINED 03 74800 0 0
ALLIEDSIGNAL INC (P) COM 019512102 12600 200000 SH PUT DEFINED 03 200000 0 0
ALLIEDSIGNAL INC (P) COM 019512102 1260 20000 SH PUT DEFINED 03 20000 0 0
ALLIEDSIGNAL INC COM 019512102 20551 326209 SH DEFINED 03 326209 0 0
ALLMERICA FINL CORP COM 019754100 1368 22500 SH DEFINED 03 22500 0 0
ALLSTATE CORP COM 020002101 9952 277407 SH DEFINED 03 277407 0 0
ALLTEL CORP COM 020039103 6635 92797 SH DEFINED 03 92797 0 0
ALPHA INDS INC COM 020753109 500 10500 SH DEFINED 03 10500 0 0
ALPHARMA INC SR SB CV 144A 06 020813AC5 1235 1000000 SH DEFINED 03 0 0 1000000
ALPHARMA INC CL A 020813101 543 15270 SH DEFINED 03 15270 0 0
ALPINE GROUP INC COM 020825105 178 11070 SH DEFINED 03 11070 0 0
ALTERA CORP COM 021441100 3837 104412 SH DEFINED 03 104412 0 0
ALTERNATIVE RESOURCES CORP COM 02145R102 119 16110 SH DEFINED 03 16110 0 0
ALTERRA HEALTHCARE CORP COM 02146C104 235 17100 SH DEFINED 03 17100 0 0
ALYDAAR SOFTWARE CORP COM 022610109 110 50388 SH DEFINED 03 50388 0 0
ALZA CORP DEL SUB DB CONV 5%06 022615AD0 221 160000 SH DEFINED 03 0 0 160000
ALZA CORP DEL COM 022615108 1782 35036 SH DEFINED 03 35036 0 0
AMBAC FINL GROUP INC COM 023139108 1611 28200 SH DEFINED 03 28200 0 0
AMC ENTMT INC COM 001669100 283 14800 SH DEFINED 03 14800 0 0
AMCOL INTL CORP COM 02341W103 298 20700 SH DEFINED 03 20700 0 0
AMCORE FINL INC COM 023912108 502 21900 SH DEFINED 03 21900 0 0
AMERADA HESS CORP COM 023551104 1873 31471 SH DEFINED 03 31471 0 0
AMEREN CORP COM 023608102 2732 71191 SH DEFINED 03 71191 0 0
AMERICA ONLINE INC DEL COM 02364J104 53308 482429 SH DEFINED 03 482429 0 0
AMERICA ONLINE INC DEL COM 02364J104 111 1000 SH DEFINED 03 0 0 1000
AMERICA WEST HLDG CORP CL B 023657208 523 27700 SH DEFINED 03 27700 0 0
AMERICAN BUSINESS PRODS GA COM 024763104 195 12800 SH DEFINED 03 12800 0 0
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 227 4980 SH DEFINED 03 4980 0 0
AMERICAN ELEC PWR INC COM 025537101 3373 89811 SH DEFINED 03 89811 0 0
AMERICAN EXPRESS CO COM 025816109 21215 163034 SH DEFINED 03 163034 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 838 24600 SH DEFINED 03 24600 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 324 16600 SH DEFINED 03 16600 0 0
AMERICAN GENERAL CORP COM 026351106 6643 88129 SH DEFINED 03 88129 0 0
AMERICAN GREETINGS CORP CL A 026375105 690 22898 SH DEFINED 03 22898 0 0
AMERICAN HEALTH PPTYS INC COM 026494104 380 18880 SH DEFINED 03 18880 0 0
AMERICAN HERITAGE LIFE INVT COM 026522102 326 13300 SH DEFINED 03 13300 0 0
AMERICAN HOME PRODS CORP COM 026609107 23290 405036 SH DEFINED 03 405036 0 0
AMERICAN HOMESTAR CORP COM 026651109 132 19583 SH DEFINED 03 19583 0 0
AMERICAN INDL PPTYS REIT COM NEW 026791202 191 13500 SH DEFINED 03 13500 0 0
AMERICAN INTL GROUP INC COM 026874107 55940 477868 SH DEFINED 03 477868 0 0
AMERICAN ITALIAN PASTA CO CL A 027070101 425 14000 SH DEFINED 03 14000 0 0
AMERICAN MGMT SYS INC COM 027352103 1210 37800 SH DEFINED 03 37800 0 0
AMERICAN MOBILE SATELLITE CORP COM 02755R103 177 10800 SH DEFINED 03 10800 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 1532 76358 SH DEFINED 03 76358 0 0
AMERICAN RETIREMENT CORP COM 028913101 166 13300 SH DEFINED 03 13300 0 0
AMERICAN SKIING CO COM 029654308 46 11400 SH DEFINED 03 11400 0 0
AMERICAN STD COS INC DEL COM 029712106 1411 29400 SH DEFINED 03 29400 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 178 11900 SH DEFINED 03 11900 0 0
AMERICAN TOWER CORP CL A 029912201 1008 42000 SH DEFINED 03 42000 0 0
AMERICAN TOWER CORP CL A 029912201 305 12700 SH DEFINED 03 0 0 12700
AMERICAN WTR WKS INC COM 030411102 1190 38700 SH DEFINED 03 38700 0 0
AMERICAN XTAL TECHNOLOGY INC COM 030514103 258 11000 SH DEFINED 03 11000 0 0
AMERICREDIT CORP COM 03060R101 809 50540 SH DEFINED 03 50540 0 0
AMERIPATH INC COM 03071D109 140 16300 SH DEFINED 03 16300 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 1244 48800 SH DEFINED 03 48800 0 0
AMERITECH CORP NEW COM 030954101 26411 359328 SH DEFINED 03 359328 0 0
AMERITRADE HLDG CORP CL A 03072H109 338 3180 SH DEFINED 03 3180 0 0
AMERON INTL INC COM 030710107 327 7400 SH DEFINED 03 7400 0 0
AMERUS LIFE HLDGS INC COM 030732101 324 12000 SH DEFINED 03 12000 0 0
AMES DEPT STORES INC COM NEW 030789507 912 20050 SH DEFINED 03 20050 0 0
AMETEK INC NEW COM 031100100 874 38000 SH DEFINED 03 38000 0 0
AMF BOWLING INC COM 03113V109 390 46200 SH DEFINED 03 46200 0 0
AMGEN INC COM 031162100 10493 172548 SH DEFINED 03 172548 0 0
AMKOR TECHNOLOGY INC COM 031652100 675 66300 SH DEFINED 03 66300 0 0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 246 11000 SH DEFINED 03 11000 0 0
AMPEX CORP DEL CL A 032092108 160 31600 SH DEFINED 03 31600 0 0
AMPHENOL CORP NEW CL A 032095101 497 12500 SH DEFINED 03 12500 0 0
AMR CORP (P) COM 001765106 546 8000 SH PUT DEFINED 03 8000 0 0
AMR CORP (P) COM 001765106 137 2000 SH PUT DEFINED 03 2000 0 0
AMR CORP COM 001765106 3709 54338 SH DEFINED 03 54338 0 0
AMRESCO INC COM 031909104 245 38364 SH DEFINED 03 38364 0 0
AMSOUTH BANCORPORATION COM 032165102 1906 82187 SH DEFINED 03 82187 0 0
ANADARKO PETE CORP COM 032511107 1489 40462 SH DEFINED 03 40462 0 0
ANADIGICS INC COM 032515108 443 12000 SH DEFINED 03 12000 0 0
ANALOG DEVICES INC COM 032654105 3287 65500 SH DEFINED 03 65500 0 0
ANALYSTS INTL CORP COM 032681108 239 16710 SH DEFINED 03 16710 0 0
ANCHOR BANCORP WIS INC COM 032839102 249 14100 SH DEFINED 03 14100 0 0
ANCHOR GAMING COM 033037102 269 5600 SH DEFINED 03 5600 0 0
ANCOR COMMUNICATIONS INC COM 03332K108 601 18600 SH DEFINED 03 18600 0 0
ANDREW CORP COM 034425108 1762 93034 SH DEFINED 03 93034 0 0
ANDRX CORP COM 034551101 1221 15848 SH DEFINED 03 15848 0 0
ANHEUSER BUSCH COS INC COM 035229103 10204 143839 SH DEFINED 03 143839 0 0
ANICOM INC COM 035250109 222 21300 SH DEFINED 03 21300 0 0
ANIXTER INTL INC COM 035290105 369 20220 SH DEFINED 03 20220 0 0
ANNTAYLOR STORES CORP COM 036115103 670 14880 SH DEFINED 03 14880 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 588 23400 SH DEFINED 03 23400 0 0
ANTEC CORP COM 03664P105 792 24850 SH DEFINED 03 24850 0 0
ANTHRACITE CAP INC COM 037023108 106 16200 SH DEFINED 03 16200 0 0
AON CORP COM 037389103 3703 89764 SH DEFINED 03 89764 0 0
APAC TELESERVICES INC COM 00185E106 53 16400 SH DEFINED 03 16400 0 0
APACHE CORP COM 037411105 1492 38244 SH DEFINED 03 38244 0 0
APACHE CORP ACES C DP 1/50 037411600 575 15500 SH DEFINED 03 15500 0 0
APEX PC SOLUTIONS INC COM 037945102 288 14100 SH DEFINED 03 14100 0 0
APOGEE ENTERPRISES INC COM 037598109 292 21500 SH DEFINED 03 21500 0 0
APOLLO GROUP INC CL A 037604105 837 31588 SH DEFINED 03 31588 0 0
APPLE COMPUTER INC COM 037833100 2871 61999 SH DEFINED 03 61999 0 0
APPLE COMPUTER INC COM 037833100 93 2000 SH DEFINED 03 0 0 2000
APPLEBEES INTL INC COM 037899101 631 20940 SH DEFINED 03 20940 0 0
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 502 40600 SH DEFINED 03 40600 0 0
APPLIED INDL TECHNOLOGIES INC COM 03820C105 325 17080 SH DEFINED 03 17080 0 0
APPLIED MATLS INC COM 038222105 8771 118725 SH DEFINED 03 118725 0 0
APPLIED MATLS INC COM 038222105 739 10000 SH DEFINED 03 0 0 10000
APPLIED MICRO CIRCUITS CORP COM 03822W109 796 9558 SH DEFINED 03 9558 0 0
APPLIED PWR INC CL A 038225108 836 30620 SH DEFINED 03 30620 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 1350 79400 SH DEFINED 03 79400 0 0
APTARGROUP INC COM 038336103 747 24890 SH DEFINED 03 24890 0 0
AQUA ALLIANCE INC CL A 038367108 142 142380 SH DEFINED 03 142380 0 0
AQUARION CO COM 03838W101 306 8800 SH DEFINED 03 8800 0 0
ARCADIA FINL LTD COM 039101100 255 32940 SH DEFINED 03 32940 0 0
ARCH CHEMICALS INC COM 03937R102 408 16800 SH DEFINED 03 16800 0 0
ARCH COAL INC COM 039380100 182 13100 SH DEFINED 03 13100 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3127 202551 SH DEFINED 03 202551 0 0
ARCTIC CAT INC COM 039670104 136 15200 SH DEFINED 03 15200 0 0
ARDENT SOFTWARE INC COM 039794102 263 12400 SH DEFINED 03 12400 0 0
AREA BANCSHARES CORP NEW COM 039872106 254 9600 SH DEFINED 03 9600 0 0
ARGONAUT GROUP INC COM 040157109 327 13700 SH DEFINED 03 13700 0 0
ARGOSY GAMING CO COM 040228108 132 15000 SH DEFINED 03 15000 0 0
ARM FINL GROUP INC CL A 001944107 173 20380 SH DEFINED 03 20380 0 0
ARMCO INC COM 042170100 525 79300 SH DEFINED 03 79300 0 0
ARMSTRONG WORLD INDS INC COM 042476101 770 13311 SH DEFINED 03 13311 0 0
ARNOLD INDS INC COM 042595108 383 24919 SH DEFINED 03 24919 0 0
ARROW ELECTRS INC COM 042735100 739 38900 SH DEFINED 03 38900 0 0
ARROW INTL INC COM 042764100 237 9200 SH DEFINED 03 9200 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 570 25700 SH DEFINED 03 25700 0 0
ARTISAN COMPONENTS INC COM 042923102 25 2170 SH DEFINED 03 2170 0 0
ARTISAN COMPONENTS INC COM 042923102 363 31250 SH DEFINED 03 0 0 31250
ARVIN INDS INC COM 043339100 1186 31320 SH DEFINED 03 31320 0 0
ASARCO INC COM 043413103 848 45061 SH DEFINED 03 45061 0 0
ASCENT ENTMT GROUP INC COM 043628106 319 23000 SH DEFINED 03 23000 0 0
ASHLAND INC COM 044204105 1176 29357 SH DEFINED 03 29357 0 0
ASHTON TECHNOLOGY GROUP INC COM 045084100 145 11600 SH DEFINED 03 11600 0 0
ASPECT DEV INC COM 045234101 375 20352 SH DEFINED 03 20352 0 0
ASPECT TELECOMMUNICATIONS C COM 045237104 496 51557 SH DEFINED 03 51557 0 0
ASPEN TECHNOLOGY INC COM 045327103 231 19900 SH DEFINED 03 19900 0 0
ASSOCIATED BANC CORP COM 045487105 1040 25063 SH DEFINED 03 25063 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 159 13500 SH DEFINED 03 13500 0 0
ASSOCIATED GROUP INC CL A 045651106 1409 21700 SH DEFINED 03 21700 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 10597 239140 SH DEFINED 03 239140 0 0
ASTEC INDS INC COM 046224101 469 11500 SH DEFINED 03 11500 0 0
ASTORIA FINL CORP COM 046265104 1172 26716 SH DEFINED 03 26716 0 0
ASYST TECHNOLOGY CORP COM 04648X107 266 8900 SH DEFINED 03 8900 0 0
AT ENTMT INC COM 045920105 292 15600 SH DEFINED 03 15600 0 0
AT HOME CORP (C) COM 045919107 324 6000 SH CALL DEFINED 03 0 0 0
AT&T CORP COM 001957109 57036 1021926 SH DEFINED 03 1021926 0 0
AT&T CORP COM 001957109 419 7500 SH DEFINED 03 0 0 7500
AT&T CORP COM LIB GRP A 001957208 368 10000 SH DEFINED 03 0 0 10000
ATLANTIC RICHFIELD CO COM 048825103 9777 117002 SH DEFINED 03 117002 0 0
ATLAS AIR INC COM 049164106 358 11100 SH DEFINED 03 11100 0 0
ATMEL CORP COM 049513104 1060 40564 SH DEFINED 03 40564 0 0
ATMI INC COM 00207R101 395 13400 SH DEFINED 03 13400 0 0
ATMOS ENERGY CORP COM 049560105 613 24500 SH DEFINED 03 24500 0 0
ATWOOD OCEANICS INC COM 050095108 266 8500 SH DEFINED 03 8500 0 0
AURA SYS INC COM 051526101 20 62300 SH DEFINED 03 62300 0 0
AURORA FOODS INC COM 05164B106 238 13600 SH DEFINED 03 13600 0 0
AUSPEX SYS INC COM 052116100 219 20100 SH DEFINED 03 20100 0 0
AUTHENTIC FITNESS CORP COM 052661105 312 17800 SH DEFINED 03 17800 0 0
AUTODESK INC COM 052769106 622 21053 SH DEFINED 03 21053 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 8452 192087 SH DEFINED 03 192087 0 0
AUTONATION INC (P) COM 05329W102 3562 200000 SH PUT DEFINED 03 200000 0 0
AUTONATION INC (P) COM 05329W102 891 50000 SH PUT DEFINED 03 50000 0 0
AUTONATION INC COM 05329W102 7403 415600 SH DEFINED 03 415600 0 0
AUTOWEB COM INC COM 053331104 105 6998 SH DEFINED 03 6998 0 0
AUTOWEB COM INC COM 053331104 60 4000 SH DEFINED 03 0 0 4000
AUTOZONE INC COM 053332102 1699 56384 SH DEFINED 03 56384 0 0
AVADO BRANDS INC COM 05336P108 134 15990 SH DEFINED 03 15990 0 0
AVANT CORP COM 053487104 389 31000 SH DEFINED 03 31000 0 0
AVERY DENNISON CORP COM 053611109 2078 34419 SH DEFINED 03 34419 0 0
AVIALL INC NEW COM 05366B102 270 14340 SH DEFINED 03 14340 0 0
AVIATION SALES CO COM 053672101 292 7400 SH DEFINED 03 7400 0 0
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