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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: MARCH 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: Paloma Securities LLC
Address: Two American Lane
Greenwich, CT 06836-2571
13F File Number: 28-3106
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, 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: Patrick Iuliano
Title: Financial and Operations Principal
Phone: 203-861-8452
Signature, Place and Date of Signing:
Patrick Iuliano Greenwich, Connecticut MAY 13,1999
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 150
Form 13F Information Table Value Total: $584,981
List of Other Included Managers:
<PAGE>
<TABLE> <C> <C>
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
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ASTRA AB - SPONS ADR A ADR 046298105 7053 307500 SH SOLE 307500
ABN AMRO HLDG NV - ADR ADR 000937102 310 15000 SH SOLE 15000
ALBERTSON'S INC COM 013104104 403 7400 SH SOLE 7400
ABBOTT LABORATORIES COM 002824100 4673 99800 SH SOLE 99800
ARCHER DANIELS MIDLAND CO COM 039483102 759 51700 SH SOLE 51700
ADAPTEC CV 4.75% 02/01/04 SDBCV 00651FAC2 2487 3000000 PRN SOLE 3000000
AETNA INC COM 008117103 1378 16600 SH SOLE 16600
AMERICAN GENERAL CORP COM 026351106 1086 15400 SH SOLE 15400
AMERITECH CORP COM 030954101 1729 30000 SH SOLE 30000
ALKERMES CV PFD 6.50% CVPFD 01642T405 1072 20000 SH SOLE 20000
ALLSTATE CORP USD COM 020002101 1275 34400 SH SOLE 34400
<MRG>AMP INC COM 031897101 3799 71000 SH SOLE 71000
AON CORP COM 037389103 2808 44400 SH SOLE 44400
ATLANTIC RICHFIELD COM 048825103 1126 15400 SH SOLE 15400
ASCEND COMMUNICATIONS INC COM 043491109 8821 105400 SH SOLE 105400
AIRTOUCH COMM INC COM 00949T100 10629 110000 SH SOLE 110000
AIRTOUCH COMM CV 6% 8/16/99 B CVPFD 00949T209 52939 678100 SH SOLE 678100
AVADO FIN I CV $3.50 3/1/27 A CVPFD 05336Q205 3053 100000 SH SOLE 100000
AVIRON CV 5.75% 4/01/05 144A SDBCV 053762AA8 2568 3000000 PRN SOLE 3000000
BAXTER INTERNATIONAL COM 071813109 1841 27900 SH SOLE 27900
BELL ATLANTIC CORP COM 077853109 6766 130900 SH SOLE 130900
BROWN FORMAN CORP CL A COM 115637100 362 6700 SH SOLE 6700
BESTFOODS COM 08658U101 963 20500 SH SOLE 20500
BAKER HUGHES INC COM 057224107 693 28500 SH SOLE 28500
BANKBOSTON CORP COM 06605R106 940 21700 SH SOLE 21700
BELLSOUTH CORP COM 079860102 2829 70600 SH SOLE 70600
BEMIS COMPANY COM 081437105 932 30000 SH SOLE 30000
BRISTOL MYERS SQUIBB COM 110122108 859 13400 SH SOLE 13400
CHANCELLOR MEDIA CV PFD 7.00% CVPFD 158915306 46016 348800 SH SOLE 348800
COOPER INDUSTRIES INC COM 216669101 367 8600 SH SOLE 8600
SEACOR CV 5.375% 11/15/06 SDBCV 811904AE1 3785 3750000 PRN SOLE 3750000
CKE REST CV 4.25% 3/15/4 SDBCV 12561EAB1 1938 2500000 PRN SOLE 2500000
COMERICA INC COM 200340107 400 6400 SH SOLE 6400
CAMPBELL SOUP CO COM 134429109 716 17600 SH SOLE 17600
OCCIDENTAL PETE SR A CV PFD $3 CVPFD 674599790 5425 109330 SH SOLE 109330
DOMINION RESOURCES INC COM 257470104 1023 27700 SH SOLE 27700
DILLARD INC CL A COM 254067101 787 31000 SH SOLE 31000
VALHI INC CV 0.0% 10/20/7 SDBCV 918905AC4 11826 20254000 PRN SOLE 20254000
DUN & BRADSTREET CORP COM 26483B106 221 6200 SH SOLE 6200
DATA PROCESS CV 5.25% 04/01/05 SDBCV 237823AB5 723 1000000 PRN SOLE 1000000
EAGLE HARDWARE & GARDEN COM 26959B101 7489 196100 SH SOLE 196100
EMERSON ELECTRIC CO COM 291011104 4500 85000 SH SOLE 85000
FINANCIAL CV 4.5% 5/01/05 SDBCV 317492AC0 3055 3600000 PRN SOLE 3600000
FRED MEYER INC COM 592907109 8104 137643 SH SOLE 137643
FEDERAL NATL MTG ASSN COM 313586109 921 13300 SH SOLE 13300
FINOVA GROUP INC COM 317928109 436 8400 SH SOLE 8400
SPRINT CV 8.25% 3/31/0 DECS CVPFD 852061407 43563 602700 SH SOLE 602700
FRONTIER CORP COM 35906P105 2075 40000 SH SOLE 40000
FIRST UNION CORP (N.C) COM 337358105 1390 26000 SH SOLE 26000
GLOBAL CROSSING LTD COM G3921A100 458 9900 SH SOLE 9900
GENESCO CV 5.50% 04/15/05 144A SDBCV 371532AK8 3040 4000000 PRN SOLE 4000000
GEOCITIES COM 37247V106 2465 22500 SH SOLE 22500
CORNING INC COM 219350105 5981 99690 SH SOLE 99690
GLAXO WELLCOME PLC ADR USD ADR 37733W105 1861 27800 SH SOLE 27800
GENUINE PARTS CO COM 372460105 720 25000 SH SOLE 25000
GAP INC COM 364760108 862 12800 SH SOLE 12800
GOODYEAR TIRE & RUBBER CO COM 382550101 498 10000 SH SOLE 10000
GLOBAL TE CV 8.75 6/30/00 144A SDBCV 37936UAA2 1412 500000 PRN SOLE 500000
HOME DEPOT INC COM 437076102 548 8800 SH SOLE 8800
HOUSEHOLD INTL INC COM 441815107 1155 25300 SH SOLE 25300
HARTFORD FIN SVCS GROUP INC COM 416515104 1722 30300 SH SOLE 30300
HALTER CV 4.50% 09/15/04 144A SDBCV 40642YAA3 1170 2250000 PRN SOLE 2250000
H J HEINZ CO COM 423074103 1180 24900 SH SOLE 24900
HUTCHINSON CV 6% 3/15/05 SDBCV 448407AC0 2190 2000000 PRN SOLE 2000000
HEWLETT CV ZCPN 10/14/17 144A SDBCV 428236AA1 829 1500000 PRN SOLE 1500000
INTERNATIONAL PAPER CO COM 460146103 856 20300 SH SOLE 20300
ILLINOIS TOOL WORKS COM 452308109 2784 45000 SH SOLE 45000
PENNEY JC CO COM 708160106 482 11900 SH SOLE 11900
JOHNSON & JOHNSON COM 478160104 421 4500 SH SOLE 4500
KEYCORP COM 493267108 1446 47700 SH SOLE 47700
COCA COLA COMPANY COM 191216100 614 10000 SH SOLE 10000
MBNA CORP COM 55262L100 2134 89400 SH SOLE 89400
LEVEL ONE COMMUNICATIONS INC COM 527295109 1459 30000 SH SOLE 30000
LITTLEFUSE WT 12/27/01 NEW RT 537008120 443 30000 SH SOLE 30000
LABORATORY CV PFD 8.50% SR A CVPFD 50540R201 3637 74958 SH SOLE 74958
LILLY (ELI) & CO COM 532457108 2546 30000 SH SOLE 30000
LOCKHEED MARTIN CORP COM 539830109 778 20600 SH SOLE 20600
LINCOLN NATIONAL CORP COM 534187109 820 8300 SH SOLE 8300
LOWES CO COM 548661107 3842 63500 SH PUT SOLE 0
LUCASVARITY PLC ADR ADR 549395101 3099 67000 SH SOLE 67000
MAY DEPARTMENT STORES CO COM 577778103 804 20550 SH SOLE 20550
MACROCHEM CORP/DELAWARE COM 555903103 700 74700 SH SOLE 74700
MEDTRONIC INC COM 585055106 331 4600 SH SOLE 4600
MEDIMMUNE CV 7.00% 7/01/03 SDBCV 584699AC6 49689 8260000 PRN SOLE 8260000
MEDIMMUNE CV 7.00% 7/1/03 144A SDBCV 584699AA0 18047 3000000 PRN SOLE 3000000
MERRILL LYNCH & CO COM 590188108 734 8300 SH SOLE 8300
MORTON INTL INC COM 619335102 5090 138500 SH SOLE 138500
MINNESOTA MINING & MFG CO COM 604059105 708 10000 SH SOLE 10000
MACNEAL SCHW CV 7.875% 8/18/04 SDBCV 554806AA7 284 312000 PRN SOLE 312000
PHILIP MORRIS COS INC COM 718154107 352 10000 SH SOLE 10000
MERCK & CO COM 589331107 304 3800 SH SOLE 3800
USX MARATHON GROUP COM 902905827 432 15700 SH SOLE 15700
NAB CV PF 7.875% UNIT CVPFD 632525309 14020 440000 SH SOLE 440000
NATIONAL CITY CORP COM 635405103 604 9100 SH SOLE 9100
NORFOLK SOUTHERN CORP COM 655844108 1319 50000 SH SOLE 50000
QUANEX CORP CV 6.88% 06/30/07 SDBCV 747620AC6 4272 4905000 PRN SOLE 4905000
NEW YORK TIMES CO CL A COM 650111107 730 25600 SH SOLE 25600
OAK IND CV 4.875% 3/01/08 144A SDBCV 671400AJ8 2305 2250000 PRN SOLE 2250000
OFFICE DEPOT CV ZCPN 11/01/08 SDBCV 676220AB2 2588 2996000 PRN SOLE 2996000
OLD NATL BANC CV 8.00% 9/15/12 SDBCV 680033AA5 3353 1425000 PRN SOLE 1425000
PIONEER HI-BRED INTL INC COM 723686101 376 10000 SH SOLE 10000
PHILIPPINE CV PFD $3.50 SR III CVPFD 718252703 15271 321500 SH SOLE 321500
PLATINUM TECHNOLOGY INC COM 72764T101 1275 50000 SH SOLE 50000
PPG INDUSTRIES INC COM 693506107 621 12100 SH SOLE 12100
PENN TREATY CV 6.25% 12/01/03 SDBCV 707874AC7 525 500000 PRN SOLE 500000
PAINE WEBBER GROUP INC COM 695629105 598 15000 SH SOLE 15000
QUALCOMM INC. COM 747525103 746 6000 SH SOLE 6000
QUADRAMED CV 5.25% 05/01/05 SDBCV 74730WAC5 1273 2213000 PRN SOLE 2213000
RITE AID CORP COM 767754104 1676 67000 SH SOLE 67000
ROYAL CARIB CV PFD 7.25% SR A CVPFD V7780T111 10056 82300 SH SOLE 82300
REPUBLIC NY CORP COM 760719104 1458 31600 SH SOLE 31600
ROHM & HAAS CO COM 775371107 201 6000 SH PUT SOLE 0
ROUSE CV 5.75% 7/23/02 SDBCV 779273AA9 7936 8267000 PRN SOLE 8267000
SBC COMMUNICATIONS COM 78387G103 5133 108800 SH SOLE 108800
SBC COMM CV 7.75% 3/15/1 DECS CVPFD 78387G202 12933 224800 SH SOLE 224800
SYSTEMS & COMP CV 5% 10/15/04 SDBCV 871873AB1 755 1059000 PRN SOLE 1059000
SEALED AIR CV PFD $2.00 - SR A CVPFD 81211K209 4119 83500 SH SOLE 83500
SEPRACOR CV 7% 12/15/05 144A SDBCV 817315AF1 292 250000 PRN SOLE 250000
SARA LEE CORP COM 803111103 793 32033 SH SOLE 32033
SUNDSTRAND CORP COM 867323107 9035 130000 SH SOLE 130000
SONAT INC COM 835415100 1763 58750 SH SOLE 58750
SOUTHERN CO COM 842587107 625 26800 SH SOLE 26800
ST PAUL COMPANIES COM 792860108 311 10000 SH SOLE 10000
<SYM>SAPIENS INTL CORP COM N7716A102 5911 566332 SH SOLE 566332
SUNTRUST BANKS INC COM 867914103 1358 21800 SH SOLE 21800
STMICROELECTRO CV ZCPN 6/10/08 SDBCV 861012AA0 5222 5240000 PRN SOLE 5240000
SAFEWAY INC COM 786514208 893 17400 SH SOLE 17400
ESSEX INTL INC COM 297025108 640 26948 SH SOLE 26948
AT&T CORP COM 001957109 439 5500 SH SOLE 5500
TENNECO INC NEW COM 88037E101 1145 41000 SH SOLE 41000
TORCHMARK CORP COM 891027104 316 10000 SH SOLE 10000
TEXACO INC COM 881694103 210 3700 SH SOLE 3700
UNISYS CORP CV PFD 3.75% SR A CVPFD 909214207 6415 124033 SH SOLE 124033
UNILEVER NV NY SHARES COM 904784501 3196 48100 SH SOLE 48100
US BANCORP COM 902973106 2524 74100 SH SOLE 74100
US FILTER CORP COM 911843209 4992 163000 SH SOLE 163000
US WEST INC COM 91273H101 1427 25900 SH SOLE 25900
VANGUARD CELLULAR SYS CL-A COM 922022108 3217 117800 SH SOLE 117800
WESTVACO CORP USD COM 961548104 4729 225200 SH SOLE 225200
WACHOVIA CORP COM 929771103 812 10000 SH SOLE 10000
WENDYS CV PFD 5.00% CVPFD 950588202 1971 32500 SH SOLE 32500
WELLS FARGO COMPANY COM 949746101 666 19000 SH SOLE 19000
WARNER LAMBERT CO COM 934488107 1736 26200 SH SOLE 26200
WMX TECH CV 2.00% 01/24/05 SDBCV 92929QAF4 3361 3500000 PRN SOLE 3500000
WORLD COLOR CV 6.00% 10/01/07 SDBCV 981443AA2 16515 18483000 PRN SOLE 18483000
USX- US STEEL GROUP COM 90337T101 2712 115400 SH SOLE 115400
EXCITE INC COM 300904109 2016 14400 SH SOLE 14400
EXXON CORP COM 302290101 2025 28700 SH SOLE 28700
XYLAN CORP COM 984151100 4418 120000 SH SOLE 120000
YOUTH SERVICES CV 7.0% 2/01/06 SDBCV 987816AB1 1313 1750000 PRN SOLE 1750000
</TABLE>
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