Washington, D.C. 20549
Form 13F
Form UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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: Frank Preite___________________________________
Title: Vice President/Equity Counsel__________________
Phone: 212-325-7617___________________________________
Signature, Place, and Date of Signing:
Frank Preite New York, New York February 15, 2000
[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: 3088___________________
Form 13F Information Table Value Total: $9,560,982_____________
(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 3050 42064 SH DEFINED 03 42064 0 0
AAR CORP COM 000361105 411 22900 SH DEFINED 03 22900 0 0
AARON RENTS INC COM 002535201 179 10100 SH DEFINED 03 10100 0 0
ABBOTT LABS COM 002824100 14028 386328 SH DEFINED 03 386328 0 0
ABC-NACO INC COM 000752105 88 10800 SH DEFINED 03 10800 0 0
ABERCROMBIE & FITCH CO CL A 002896207 3034 113700 SH DEFINED 03 113700 0 0
ABGENIX INC COM 00339B107 637 4900 SH DEFINED 03 4900 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1860 419000 SH DEFINED 03 419000 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 1130 220577 SH DEFINED 03 220577 0 0
ACE LTD ORD G0070K103 200 12000 SH DEFINED 03 12000 0 0
ACNIELSEN CORP COM 004833109 2081 84500 SH DEFINED 03 84500 0 0
ACT MFG INC COM 000973107 391 10437 SH DEFINED 03 10437 0 0
ACT NETWORKS INC COM 000975102 229 24400 SH DEFINED 03 24400 0 0
ACTEL CORP COM 004934105 767 31950 SH DEFINED 03 31950 0 0
ACTION PERFORMANCE COS INC COM 004933107 1208 105600 SH DEFINED 03 105600 0 0
ACTIVISION INC NEW SB NT CV 6.75%05 004930AC7 514 510000 SH DEFINED 03 0 0 510000
ACTIVISION INC NEW COM NEW 004930202 957 62468 SH DEFINED 03 62468 0 0
ACTUATE CORP COM 00508B102 605 14129 SH DEFINED 03 14129 0 0
ACTUATE CORP COM 00508B102 2255 52600 SH DEFINED 03 0 0 52600
ACTV INC COM 00088E104 744 16437 SH DEFINED 03 16437 0 0
ACUSON CORP COM 005113105 247 19700 SH DEFINED 03 19700 0 0
ACX TECHNOLOGIES INC COM 005123104 144 13500 SH DEFINED 03 13500 0 0
ACXIOM CORP COM 005125109 782 32600 SH DEFINED 03 32600 0 0
ADAC LABS COM NEW 005313200 170 15800 SH DEFINED 03 15800 0 0
ADAPTEC INC SB NT CV 4.75%04 00651FAC2 12569 11511000 SH DEFINED 03 0 0 11511000
ADAPTEC INC COM 00651F108 3062 61477 SH DEFINED 03 61477 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 585 8100 SH DEFINED 03 8100 0 0
ADELPHIA BUSINESS SOLUTIONS CL A 006847107 381 8050 SH DEFINED 03 8050 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 570 10000 SH DEFINED 03 10000 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 66 1000 SH DEFINED 03 0 0 1000
ADOBE SYS INC COM 00724F101 2968 44139 SH DEFINED 03 44139 0 0
ADTRAN INC COM 00738A106 1482 28807 SH DEFINED 03 28807 0 0
ADVANCE PARADIGM INC COM 007491103 798 37100 SH DEFINED 03 37100 0 0
ADVANCED DIGITAL INFORMATION COM 007525108 506 10400 SH DEFINED 03 10400 0 0
ADVANCED ENERGY INDS COM 007973100 251 5100 SH DEFINED 03 5100 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1895 42350 SH DEFINED 03 42350 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2062 71243 SH DEFINED 03 71243 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 321 13500 SH DEFINED 03 13500 0 0
ADVANCED TISSUE SCIENCES INC COM 00755F103 135 54100 SH DEFINED 03 54100 0 0
ADVANTA CORP CL A 007942105 193 10600 SH DEFINED 03 10600 0 0
ADVANTICA RESTAURANT GROUP INC COM 00758B109 579 343229 SH DEFINED 03 343229 0 0
ADVANTICA RESTAURANT GROUP INC WT EXP 010705 00758B117 317 1182786 SH DEFINED 03 0 0 0
ADVENT SOFTWARE INC COM 007974108 433 6800 SH DEFINED 03 6800 0 0
ADVO INC COM 007585102 466 19600 SH DEFINED 03 19600 0 0
AERIAL COMMUNICATIONS INC COM 007655103 549 9025 SH DEFINED 03 9025 0 0
AEROFLEX INC COM 007768104 111 10700 SH DEFINED 03 10700 0 0
AES CORP COM 00130H105 4097 54815 SH DEFINED 03 54815 0 0
AETNA INC COM 008117103 4013 71895 SH DEFINED 03 71895 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 826 17950 SH DEFINED 03 17950 0 0
AFFILIATED MANAGERS GROUP COM 008252108 493 12200 SH DEFINED 03 12200 0 0
AFFYMETRIX INC SB NT CV 144A 06 00826TAA6 12176 8317000 SH DEFINED 03 0 0 8317000
AFFYMETRIX INC COM 00826T108 1497 8824 SH DEFINED 03 8824 0 0
AFLAC INC COM 001055102 3379 71617 SH DEFINED 03 71617 0 0
AFTERMARKET TECHNOLOGY CORP COM 008318107 136 11400 SH DEFINED 03 11400 0 0
AGCO CORP COM 001084102 922 68600 SH DEFINED 03 68600 0 0
AGENCY COM LTD COM 008447104 704 13700 SH DEFINED 03 13700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1469 19000 SH DEFINED 03 0 0 19000
AGL RES INC COM 001204106 1008 59300 SH DEFINED 03 59300 0 0
AGRIBIOTECH INC NEV COM 008494106 58 24000 SH DEFINED 03 24000 0 0
AGRIBRANDS INTL INC COM 00849R105 248 5400 SH DEFINED 03 5400 0 0
AIR EXPRESS INTL CORP COM 009104100 802 24818 SH DEFINED 03 24818 0 0
AIR PRODS & CHEMS INC COM 009158106 3539 105448 SH DEFINED 03 105448 0 0
AIRBORNE FGHT CORP COM 009266107 1184 53800 SH DEFINED 03 53800 0 0
AIRGAS INC COM 009363102 831 87500 SH DEFINED 03 87500 0 0
AIRNET COMMUNICATIONS CORP COM 00941P106 524 14400 SH DEFINED 03 14400 0 0
AIRTRAN HLDGS INC COM 00949P108 140 31500 SH DEFINED 03 31500 0 0
AK STL HLDG CORP COM 001547108 2531 134100 SH DEFINED 03 134100 0 0
ALASKA AIR GROUP INC COM 011659109 1152 32800 SH DEFINED 03 32800 0 0
ALBANY INTL CORP CL A 012348108 420 27073 SH DEFINED 03 27073 0 0
ALBEMARLE CORP COM 012653101 574 29900 SH DEFINED 03 29900 0 0
ALBERTO CULVER CO CL B CONV 013068101 406 15720 SH DEFINED 03 15720 0 0
ALBERTSONS INC COM 013104104 3733 115765 SH DEFINED 03 115765 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 2445 59363 SH DEFINED 03 59363 0 0
ALCATEL SPONSORED ADR 013904305 338 7500 SH DEFINED 03 7500 0 0
ALCOA INC COM 013817101 11086 133563 SH DEFINED 03 133563 0 0
ALEXANDER & BALDWIN INC COM 014482103 964 42611 SH DEFINED 03 42611 0 0
ALFA CORP COM 015385107 376 23200 SH DEFINED 03 23200 0 0
ALGOS PHARMACEUTICAL CORP COM 015869100 70 6421 SH DEFINED 03 6421 0 0
ALGOS PHARMACEUTICAL CORP COM 015869100 160 14500 SH DEFINED 03 0 0 14500
ALKERMES INC COM 01642T108 826 16852 SH DEFINED 03 16852 0 0
ALLAIRE CORP COM 016714107 485 3312 SH DEFINED 03 3312 0 0
ALLEGHANY CORP DEL COM 017175100 408 2200 SH DEFINED 03 2200 0 0
ALLEGHENY ENERGY INC COM 017361106 1034 38400 SH DEFINED 03 38400 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1668 74358 SH DEFINED 03 74358 0 0
ALLEN TELECOM INC COM 018091108 171 14800 SH DEFINED 03 14800 0 0
ALLERGAN INC COM 018490102 1600 32164 SH DEFINED 03 32164 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 213 12800 SH DEFINED 03 12800 0 0
ALLIANT CORP COM 018802108 690 25100 SH DEFINED 03 25100 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 343 5500 SH DEFINED 03 5500 0 0
ALLIED CAP CORP NEW COM 01903Q108 821 45000 SH DEFINED 03 45000 0 0
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 266 12600 SH DEFINED 03 12600 0 0
ALLIED RISER COMMUNICATIONS CP COM 019496108 506 25000 SH DEFINED 03 25000 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1009 114557 SH DEFINED 03 114557 0 0
ALLMERICA FINL CORP COM 019754100 1029 18500 SH DEFINED 03 18500 0 0
ALLSTATE CORP COM 020002101 7976 332338 SH DEFINED 03 332338 0 0
ALLSTATE CORP COM 020002101 48 2000 SH DEFINED 03 0 0 2000
ALLTEL CORP COM 020039103 7226 87387 SH DEFINED 03 87387 0 0
ALPHA INDS INC COM 020753109 545 9600 SH DEFINED 03 9600 0 0
ALPHARMA INC CL A 020813101 427 13900 SH DEFINED 03 13900 0 0
ALTERA CORP COM 021441100 4473 90243 SH DEFINED 03 90243 0 0
ALTERA CORP COM 021441100 99 2000 SH DEFINED 03 0 0 2000
ALTERRA HEALTHCARE CORP COM 02146C104 231 27800 SH DEFINED 03 27800 0 0
ALZA CORP DEL (C) COM 022615108 1904 55000 SH CALL DEFINED 03 0 0 0
ALZA CORP DEL (C) COM 022615108 2078 60000 SH CALL DEFINED 03 0 0 0
ALZA CORP DEL COM 022615108 885 25562 SH DEFINED 03 25562 0 0
AMAZON COM INC COM 023135106 581 7628 SH DEFINED 03 7628 0 0
AMAZON COM INC COM 023135106 228 3000 SH DEFINED 03 0 0 3000
AMBAC FINL GROUP INC COM 023139108 1352 25900 SH DEFINED 03 25900 0 0
AMC ENTMT INC COM 001669100 171 19800 SH DEFINED 03 19800 0 0
AMCOL INTL CORP COM 02341W103 245 15200 SH DEFINED 03 15200 0 0
AMCORE FINL INC COM 023912108 383 16000 SH DEFINED 03 16000 0 0
AMERADA HESS CORP COM 023551104 1476 26015 SH DEFINED 03 26015 0 0
AMEREN CORP COM 023608102 1199 36621 SH DEFINED 03 36621 0 0
AMERICA ONLINE INC DEL (P) COM 02364J104 29900 400000 SH PUT DEFINED 03 400000 0 0
AMERICA ONLINE INC DEL (P) COM 02364J104 3738 50000 SH PUT DEFINED 03 50000 0 0
AMERICA ONLINE INC DEL COM 02364J104 157771 2091426 SH DEFINED 03 2091426 0 0
AMERICA ONLINE INC DEL COM 02364J104 151 2002 SH DEFINED 03 0 0 2002
AMERICA WEST HLDG CORP CL B 023657208 674 32500 SH DEFINED 03 32500 0 0
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 1139 25300 SH DEFINED 03 25300 0 0
AMERICAN ELEC PWR INC COM 025537101 2934 91341 SH DEFINED 03 91341 0 0
AMERICAN EXPRESS CO COM 025816109 26603 160019 SH DEFINED 03 160019 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 567 21500 SH DEFINED 03 21500 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 202 12500 SH DEFINED 03 12500 0 0
AMERICAN GENERAL CORP COM 026351106 4899 64562 SH DEFINED 03 64562 0 0
AMERICAN GREETINGS CORP CL A 026375105 603 25544 SH DEFINED 03 25544 0 0
AMERICAN HOME PRODS CORP (C) COM 026609107 296 7500 SH CALL DEFINED 03 0 0 0
AMERICAN HOME PRODS CORP (C) COM 026609107 789 20000 SH CALL DEFINED 03 0 0 0
AMERICAN HOME PRODS CORP COM 026609107 15273 387264 SH DEFINED 03 387264 0 0
AMERICAN INDL PPTYS REIT COM NEW 026791202 126 10200 SH DEFINED 03 10200 0 0
AMERICAN INTL GROUP INC COM 026874107 50892 470676 SH DEFINED 03 470676 0 0
AMERICAN ITALIAN PASTA CO CL A 027070101 311 10100 SH DEFINED 03 10100 0 0
AMERICAN MGMT SYS INC COM 027352103 1113 35700 SH DEFINED 03 35700 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 2212 84058 SH DEFINED 03 84058 0 0
AMERICAN STD COS INC DEL COM 029712106 1073 23400 SH DEFINED 03 23400 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 235 8400 SH DEFINED 03 8400 0 0
AMERICAN TOWER CORP CL A 029912201 13912 455200 SH DEFINED 03 455200 0 0
AMERICAN TOWER CORP CL A 029912201 978 32000 SH DEFINED 03 0 0 32000
AMERICAN WTR WKS INC COM 030411102 682 32100 SH DEFINED 03 32100 0 0
AMERICAN XTAL TECHNOLOGY INC COM 030514103 459 26500 SH DEFINED 03 26500 0 0
AMERICREDIT CORP COM 03060R101 797 43100 SH DEFINED 03 43100 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 217 14600 SH DEFINED 03 0 0 0
AMERIPATH INC COM 03071D109 103 12550 SH DEFINED 03 12550 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 409 26900 SH DEFINED 03 26900 0 0
AMERITRADE HLDG CORP (P) COM 03072H109 825 35000 SH PUT DEFINED 03 35000 0 0
AMERITRADE HLDG CORP CL A 03072H109 1086 50093 SH DEFINED 03 50093 0 0
AMES DEPT STORES INC COM NEW 030789507 768 26700 SH DEFINED 03 26700 0 0
AMETEK INC NEW COM 031100100 559 29300 SH DEFINED 03 29300 0 0
AMF BOWLING INC COM 03113V109 175 55900 SH DEFINED 03 55900 0 0
AMFM INC COM 001693100 172 2200 SH DEFINED 03 2200 0 0
AMFM INC COM 001693100 391 5000 SH DEFINED 03 0 0 5000
AMGEN INC COM 031162100 16467 274447 SH DEFINED 03 274447 0 0
AMKOR TECHNOLOGY INC COM 031652100 1316 46800 SH DEFINED 03 46800 0 0
AMPEX CORP DEL CL A 032092108 392 72100 SH DEFINED 03 72100 0 0
AMPHENOL CORP NEW CL A 032095101 566 8500 SH DEFINED 03 8500 0 0
AMR CORP (P) COM 001765106 536 8000 SH PUT DEFINED 03 8000 0 0
AMR CORP (P) COM 001765106 134 2000 SH PUT DEFINED 03 2000 0 0
AMR CORP COM 001765106 2862 42719 SH DEFINED 03 42719 0 0
AMRESCO INC COM 031909104 39 27789 SH DEFINED 03 27789 0 0
AMSOUTH BANCORPORATION COM 032165102 2230 115461 SH DEFINED 03 115461 0 0
ANADARKO PETE CORP COM 032511107 1184 34701 SH DEFINED 03 34701 0 0
ANADIGICS INC COM 032515108 930 19700 SH DEFINED 03 19700 0 0
ANALOG DEVICES INC COM 032654105 4278 46000 SH DEFINED 03 46000 0 0
ANALYSTS INTL CORP COM 032681108 167 13650 SH DEFINED 03 13650 0 0
ANALYTICAL SURVEYS INC COM NEW 032683302 154 13600 SH DEFINED 03 13600 0 0
ANCHOR BANCORP WIS INC COM 032839102 233 15450 SH DEFINED 03 15450 0 0
ANCHOR GAMING COM 033037102 1068 24700 SH DEFINED 03 24700 0 0
ANCOR COMMUNICATIONS INC COM 03332K108 994 14650 SH DEFINED 03 14650 0 0
ANDOVER NET INC COM 034318105 351 9900 SH DEFINED 03 9900 0 0
ANDREA ELECTRONICS CORP COM 034393108 353 45900 SH DEFINED 03 45900 0 0
ANDREW CORP COM 034425108 1472 77986 SH DEFINED 03 77986 0 0
ANDRX CORP COM 034551101 1240 29600 SH DEFINED 03 29600 0 0
ANHEUSER BUSCH COS INC COM 035229103 7864 110955 SH DEFINED 03 110955 0 0
ANICOM INC COM 035250109 152 35800 SH DEFINED 03 35800 0 0
ANIXTER INTL INC COM 035290105 788 38200 SH DEFINED 03 38200 0 0
ANNTAYLOR STORES CORP COM 036115103 1563 45400 SH DEFINED 03 45400 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 695 20151 SH DEFINED 03 20151 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 171 5000 SH DEFINED 03 0 0 5000
ANTEC CORP COM 03664P105 2164 59300 SH DEFINED 03 59300 0 0
AON CORP COM 037389103 2682 67051 SH DEFINED 03 67051 0 0
APACHE CORP COM 037411105 1342 36331 SH DEFINED 03 36331 0 0
APACHE CORP ACES C DP 1/50 037411600 769 22000 SH DEFINED 03 22000 0 0
APEX INC COM 037548104 335 10400 SH DEFINED 03 10400 0 0
APOGEE ENTERPRISES INC COM 037598109 132 26300 SH DEFINED 03 26300 0 0
APOLLO GROUP INC CL A 037604105 934 46700 SH DEFINED 03 46700 0 0
APPLE COMPUTER INC COM 037833100 5450 53042 SH DEFINED 03 53042 0 0
APPLEBEES INTL INC COM 037899101 654 22200 SH DEFINED 03 22200 0 0
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 388 45300 SH DEFINED 03 45300 0 0
APPLIED INDL TECHNOLOGIES INC COM 03820C105 196 11800 SH DEFINED 03 11800 0 0
APPLIED MATLS INC COM 038222105 23602 186365 SH DEFINED 03 186365 0 0
APPLIED MATLS INC COM 038222105 950 7500 SH DEFINED 03 0 0 7500
APPLIED PWR INC CL A 038225108 761 20700 SH DEFINED 03 20700 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 818 45600 SH DEFINED 03 45600 0 0
APTARGROUP INC COM 038336103 874 34800 SH DEFINED 03 34800 0 0
AQUARION CO COM 03838W101 268 7250 SH DEFINED 03 7250 0 0
ARACRUZ CELULOSE S A SPON ADR CL B 038496204 305 11600 SH DEFINED 03 11600 0 0
ARCADIA FINL LTD COM 039101100 102 23000 SH DEFINED 03 23000 0 0
ARCH CHEMICALS INC COM 03937R102 243 11600 SH DEFINED 03 11600 0 0
ARCH COAL INC COM 039380100 126 11100 SH DEFINED 03 11100 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2049 168113 SH DEFINED 03 168113 0 0
ARDENT SOFTWARE INC COM 039794102 306 7950 SH DEFINED 03 7950 0 0
AREA BANCSHARES CORP NEW COM 039872106 201 8200 SH DEFINED 03 8200 0 0
ARGONAUT GROUP INC COM 040157109 201 10200 SH DEFINED 03 10200 0 0
ARGOSY GAMING CO COM 040228108 156 10000 SH DEFINED 03 10000 0 0
ARMSTRONG WORLD INDS INC COM 042476101 487 14590 SH DEFINED 03 14590 0 0
ARNOLD INDS INC COM 042595108 324 23071 SH DEFINED 03 23071 0 0
ARROW ELECTRS INC COM 042735100 893 35200 SH DEFINED 03 35200 0 0
ARROW INTL INC COM 042764100 209 7350 SH DEFINED 03 7350 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 766 36700 SH DEFINED 03 36700 0 0
ARTISAN COMPONENTS INC COM 042923102 172 8316 SH DEFINED 03 8316 0 0
ARTISAN COMPONENTS INC COM 042923102 2099 101700 SH DEFINED 03 0 0 101700
ARVIN INDS INC COM 043339100 621 21900 SH DEFINED 03 21900 0 0
ASCENT ENTMT GROUP INC COM 043628106 214 17000 SH DEFINED 03 17000 0 0
ASE TEST LTD ORD Y02516105 536 22009 SH DEFINED 03 22009 0 0
ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 043743202 58 22100 SH DEFINED 03 22100 0 0
ASHLAND INC COM 044204105 606 18386 SH DEFINED 03 18386 0 0
ASHTON TECHNOLOGY GROUP INC COM 045084100 87 13650 SH DEFINED 03 13650 0 0
ASIA PACIFIC RES INTL HLDG LTD CL A G05345106 492 281000 SH DEFINED 03 281000 0 0
ASIA PULP & PAPER LTD SPONSORED ADR 04516V100 561 71300 SH DEFINED 03 71300 0 0
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 171 1500 SH DEFINED 03 1500 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 2202 56457 SH DEFINED 03 56457 0 0
ASPECT DEV INC COM 045234101 1007 14700 SH DEFINED 03 14700 0 0
ASPEN TECHNOLOGY INC COM 045327103 584 22100 SH DEFINED 03 22100 0 0
ASSOCIATED BANC CORP COM 045487105 923 26963 SH DEFINED 03 26963 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 6578 239757 SH DEFINED 03 239757 0 0
ASTEC INDS INC COM 046224101 711 37800 SH DEFINED 03 37800 0 0
ASTORIA FINL CORP COM 046265104 560 18400 SH DEFINED 03 18400 0 0
ASYST TECHNOLOGY CORP COM 04648X107 459 7000 SH DEFINED 03 7000 0 0
AT HOME CORP COM SER A 045919107 126 2933 SH DEFINED 03 2933 0 0
AT&T CORP (P) COM 001957109 1015 20000 SH PUT DEFINED 03 20000 0 0
AT&T CORP (P) COM 001957109 2538 50000 SH PUT DEFINED 03 50000 0 0
AT&T CORP COM 001957109 45148 889610 SH DEFINED 03 889610 0 0
AT&T CORP COM 001957109 178 3500 SH DEFINED 03 0 0 3500
AT&T CORP COM LIB GRP A 001957208 1492 26285 SH DEFINED 03 26285 0 0
AT&T CORP COM LIB GRP A 001957208 568 10000 SH DEFINED 03 0 0 10000
ATLANTIC RICHFIELD CO COM 048825103 7422 85800 SH DEFINED 03 85800 0 0
ATLAS AIR INC COM 049164106 211 7700 SH DEFINED 03 7700 0 0
ATMEL CORP COM 049513104 2017 68228 SH DEFINED 03 68228 0 0
ATMI INC COM 00207R101 408 12400 SH DEFINED 03 12400 0 0
ATMOS ENERGY CORP COM 049560105 349 17100 SH DEFINED 03 17100 0 0
ATWOOD OCEANICS INC COM 050095108 348 9000 SH DEFINED 03 9000 0 0
AURORA FOODS INC COM 05164B106 94 10100 SH DEFINED 03 10100 0 0
AUSPEX SYS INC COM 052116100 150 14600 SH DEFINED 03 14600 0 0
AUTHENTIC FITNESS CORP COM 052661105 245 12700 SH DEFINED 03 12700 0 0
AUTODESK INC COM 052769106 1003 29767 SH DEFINED 03 29767 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 7695 142833 SH DEFINED 03 142833 0 0
AUTONATION INC COM 05329W102 2970 321100 SH DEFINED 03 321100 0 0
AUTOZONE INC COM 053332102 1174 36332 SH DEFINED 03 36332 0 0
AVADO BRANDS INC COM 05336P108 104 24650 SH DEFINED 03 24650 0 0
AVANT CORP COM 053487104 675 45000 SH DEFINED 03 45000 0 0
AVERY DENNISON CORP COM 053611109 1848 25356 SH DEFINED 03 25356 0 0
AVIALL INC NEW COM 05366B102 169 20600 SH DEFINED 03 20600 0 0
AVID TECHNOLOGY INC COM 05367P100 161 12400 SH DEFINED 03 12400 0 0
AVIRON COM 053762100 498 31600 SH DEFINED 03 31600 0 0
AVIS RENT A CAR INC COM 053790101 381 14900 SH DEFINED 03 14900 0 0
AVISTA CORP COM 05379B107 299 19400 SH DEFINED 03 19400 0 0
AVNET INC COM 053807103 821 13572 SH DEFINED 03 13572 0 0
AVON PRODS INC COM 054303102 4766 144432 SH DEFINED 03 144432 0 0
AVT CORP COM 002420107 324 6900 SH DEFINED 03 6900 0 0
AWARE INC MASS COM 05453N100 327 9000 SH DEFINED 03 9000 0 0
AXA FINL INC COM 002451102 244 7200 SH DEFINED 03 7200 0 0
AXENT TECHNOLOGIES INC COM 05459C108 1075 51200 SH DEFINED 03 51200 0 0
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