UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: SEPTEMBER 30,2000
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 NOVEMBER 15,2000
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: 588
Form 13F Information Table Value Total: $1,307,107
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AGILENT TECHNOLOGIES INC COM 00846U101 313 6400 SH SOLE 6400
AGILENT TECHNOLOGIES INC COM 00846U101 294 6000 SH CALL SOLE 0
AGILENT TECHNOLOGIES INC COM 00846U101 783 16000 SH PUT SOLE 0
ALCOA INC COM 013817101 5382 212600 SH SOLE 212600
ALCOA INC COM 013817101 633 25000 SH CALL SOLE 0
ALCOA INC COM 013817101 633 25000 SH PUT SOLE 0
AIRBORNE FREIGHT COM 009266107 509 50000 SH SOLE 50000
ABBOTT LABORATORIES COM 002824100 1427 30000 SH CALL SOLE 0
ABBOTT LABORATORIES COM 002824100 1427 30000 SH PUT SOLE 0
<DLST>ACUSON CORP COM 005113105 4436 195000 SH SOLE 195000
ACT MANUFACTURING INC COM 000973107 528 10000 SH CALL SOLE 0
ACT MANUFACTURING INC COM 000973107 528 10000 SH PUT SOLE 0
ACXIOM CORP COM 005125109 223 7000 SH CALL SOLE 0
ADC TELECOMMUNICATIONS INC COM 000886101 1060 39400 SH SOLE 39400
ANALOG DEVICES COM 032654105 248 3000 SH CALL SOLE 0
ANALOG DEVICES COM 032654105 495 6000 SH PUT SOLE 0
ANDRX CORP COM 034553107 374 4000 SH CALL SOLE 0
ANDRX CORP COM 034553107 747 8000 SH PUT SOLE 0
AMEREN CORPORATION COM 023608102 632 15100 SH SOLE 15100
AMERICAN ELECTRIC POWER COM 025537101 2333 59720 SH SOLE 59720
AETNA INC COM 008117103 2206 38000 SH CALL SOLE 0
AETNA INC COM 008117103 2206 38000 SH PUT SOLE 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 208 5500 SH SOLE 5500
ADVANCED FIBRE COMMUNICATION COM 00754A105 379 10000 SH CALL SOLE 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 758 20000 SH PUT SOLE 0
AFFYMETRIX INC COM 00826T108 244 4900 SH SOLE 4900
AFFYMETRIX INC COM 00826T108 499 10000 SH PUT SOLE 0
ASSOCIATES FIRST CAPITAL - A COM 046008108 6789 178660 SH SOLE 178660
A G EDWARDS INC COM 281760108 785 15000 SH PUT SOLE 0
AMERICAN HOME PRODUCTS CORP COM 026609107 848 15000 SH CALL SOLE 0
AMERICAN HOME PRODUCTS CORP COM 026609107 848 15000 SH PUT SOLE 0
ALLEGIANCE TELECOM INC COM 01747T102 931 25000 SH CALL SOLE 0
ALKERMES CV PFD 6.50% CVPFD 01642T405 18468 140550 SH SOLE 140550
ALLSTATE CORP USD COM 020002101 1043 30000 SH CALL SOLE 0
ALLSTATE CORP USD COM 020002101 1043 30000 SH PUT SOLE 0
APPLIED MATERIALS INC COM 038222105 593 10000 SH CALL SOLE 0
APPLIED MICRO CIRCUITS COM 03822W109 518 2500 SH CALL SOLE 0
APPLIED MICRO CIRCUITS COM 03822W109 518 2500 SH PUT SOLE 0
AMGEN INC COM 031162100 216 3100 SH SOLE 3100
AMGEN INC COM 031162100 524 7500 SH CALL SOLE 0
AMGEN INC COM 031162100 524 7500 SH PUT SOLE 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 246 5000 SH CALL SOLE 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 492 10000 SH PUT SOLE 0
AMAZON.COM INC COM 023135106 315 8200 SH SOLE 8200
AMAZON.COM INC COM 023135106 384 10000 SH PUT SOLE 0
ANNTAYLOR CV .55% 6/18/19 SDBCV 036115AC7 4519 8000000 PRN SOLE 8000000
AON CORP COM 037389103 393 10000 SH PUT SOLE 0
APOLLO GROUP INC - CL A COM 037604105 299 7500 SH CALL SOLE 0
APOLLO GROUP INC - CL A COM 037604105 598 15000 SH PUT SOLE 0
ARIBA INC COM 04033V104 430 3000 SH CALL SOLE 0
ARIBA INC COM 04033V104 430 3000 SH PUT SOLE 0
ARTESIAN RESOURCES CORP - CL A COM 043113208 526 22500 SH SOLE 22500
AMSOUTH BANCORPORATION COM 032165102 313 25000 SH SOLE 25000
<DLST>ALTEON WEBSYSTEMS INC COM 02145A109 25505 235300 SH SOLE 235300
<DLST>ALTEON WEBSYSTEMS INC COM 02145A109 217 2000 SH CALL SOLE 0
<DLST>ALTEON WEBSYSTEMS INC COM 02145A109 434 4000 SH PUT SOLE 0
AVISTA CORP COM 05379B107 3769 167500 SH SOLE 167500
AVIRON CV 5.75% 4/01/05 144A SDBCV 053762AA8 4808 2500000 PRN SOLE 2500000
AXA - ADR ADR 054536107 3234 50000 SH SOLE 50000
AXA FINANCIAL INC COM 002451102 382 7500 SH CALL SOLE 0
AXA FINANCIAL INC COM 002451102 764 15000 SH PUT SOLE 0
AXENT TECHNOLOGIES INC COM 05459C108 5656 262300 SH SOLE 262300
ALLEGHENY ENERGY INC COM 017361106 1623 42700 SH SOLE 42700
ASPEN TECHNOLOGY INC COM 045327103 451 10000 SH CALL SOLE 0
ASPEN TECHNOLOGY INC COM 045327103 903 20000 SH PUT SOLE 0
BANK OF AMERICA CORP COM 060505104 1037 19800 SH SOLE 19800
BB&T CORP COM 054937107 837 27800 SH SOLE 27800
BEST BUY COMPANY INC COM 086516101 242 3800 SH SOLE 3800
BEST BUY COMPANY INC COM 086516101 636 10000 SH CALL SOLE 0
BEST BUY COMPANY INC COM 086516101 636 10000 SH PUT SOLE 0
BLACK & DECKER CORP COM 091797100 3419 100000 SH CALL SOLE 0
BEA SYSTEMS INC COM 073325102 584 7500 SH CALL SOLE 0
BEA SYSTEMS INC COM 073325102 1168 15000 SH PUT SOLE 0
<ACQ>BESTFOODS COM 08658U101 48401 665300 SH SOLE 665300
BIOGEN INC COM 090597105 1525 25000 SH CALL SOLE 0
<ACQ>B.I. INC COM 055467203 2055 250000 SH SOLE 250000
BANK OF NEW YORK CO INC COM 064057102 841 15000 SH CALL SOLE 0
BANK OF NEW YORK CO INC COM 064057102 841 15000 SH PUT SOLE 0
BALLARD POWER SYSTEMS INC COM 05858H104 2950 27000 SH SOLE 27000
BRISTOL MYERS SQUIBB COM 110122108 1040 18200 SH SOLE 18200
BURLINGTON NORTHERN SANTA FE COM 12189T104 278 12900 SH SOLE 12900
BURLINGTON NORTHERN SANTA FE COM 12189T104 863 40000 SH CALL SOLE 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 431 20000 SH PUT SOLE 0
<DLST>BUSH BOAKE ALLEN INC COM 123162109 4805 100500 SH SOLE 100500
BAUSCH & LOMB INC COM 071707103 2796 71800 SH SOLE 71800
BP AMOCO PLC - SPONS ADR ADR 055622104 1903 35900 SH SOLE 35900
BROCADE COMMUNICATIONS SYS COM 111621108 1416 6000 SH CALL SOLE 0
BROADCOM CORP CL-A COM 111320107 488 2000 SH CALL SOLE 0
BROADCOM CORP CL-A COM 111320107 488 2000 SH PUT SOLE 0
BEAR STEARNS COMPANIES COM 073902108 1260 20000 SH CALL SOLE 0
ANHEUSER BUSCH COMPANIES INC COM 035229103 1016 24000 SH SOLE 24000
BROADVISION INC COM 111412102 385 15000 SH CALL SOLE 0
BROADVISION INC COM 111412102 385 15000 SH PUT SOLE 0
CARRIER ACCESS CORP COM 144460102 218 11000 SH SOLE 11000
CALIPER TECHNOLOGIES CORP COM 130876105 290 5000 SH CALL SOLE 0
CALIPER TECHNOLOGIES CORP COM 130876105 290 5000 SH PUT SOLE 0
COOPER CAMERON CORP COM 216640102 1024 13900 SH SOLE 13900
CATERPILLAR INC COM 149123101 2947 87300 SH SOLE 87300
CHUBB CORP USD COM 171232101 791 10000 SH CALL SOLE 0
CHUBB CORP USD COM 171232101 791 10000 SH PUT SOLE 0
CUBIST PHARMACEUTICALS INC COM 229678107 239 4600 SH SOLE 4600
CUBIST PHARMACEUTICALS INC COM 229678107 443 8500 SH CALL SOLE 0
CUBIST PHARMACEUTICALS INC COM 229678107 885 17000 SH PUT SOLE 0
CIRCUIT CITY STORES INC-GROUP COM 172737108 598 26000 SH SOLE 26000
CHRIS-CRAFT INDUSTRIES INC COM 170520100 989 12000 SH SOLE 12000
CENDANT CORP COM 151313103 1533 141000 SH SOLE 141000
CENDANT CORP - RTS 2/14/01 WT 151313111 2100 317000 SH SOLE 317000
CDW COMPUTER CENTERS INC COM 125129106 1021 14800 SH SOLE 14800
CONCORD EFS INC COM 206197105 355 10000 SH CALL SOLE 0
CONCORD EFS INC COM 206197105 710 20000 SH PUT SOLE 0
CELGENE CORP COM 151020104 446 7500 SH CALL SOLE 0
CELGENE CORP COM 151020104 446 7500 SH PUT SOLE 0
CEPHALON CV 7.25%2049 144A CVPFD 156708307 5475 40000 SH SOLE 40000
CEPHALON CV 7.25%2049 REGD SEC CVPFD 156708406 16931 123700 SH SOLE 123700
CFM TECHNOLOGIES INC COM 12525K106 711 97200 SH SOLE 97200
<DLST>COLUMBIA ENERGY GROUP COM 197648108 31362 441720 SH SOLE 441720
COASTAL CORP COM 190441105 371 5000 SH SOLE 5000
CHIRON CORP COM 170040109 230 5100 SH SOLE 5100
CHIRON CORP COM 170040109 450 10000 SH CALL SOLE 0
CHIRON CORP COM 170040109 450 10000 SH PUT SOLE 0
C.H. ROBINSON WORLDWIDE INC COM 12541W100 564 10000 SH SOLE 10000
C.H. ROBINSON WORLDWIDE INC COM 12541W100 1465 26000 SH PUT SOLE 0
CHEVRON CORP COM 166751107 5491 64400 SH SOLE 64400
CIGNA CORP COM 125509109 512 4900 SH SOLE 4900
CHIEFTAIN INTL CV PFD $1.8125 CVPFD 168672202 1034 37500 SH SOLE 37500
CIENA CORP COM 171779101 614 5000 SH CALL SOLE 0
CIENA CORP COM 171779101 614 5000 SH PUT SOLE 0
CINERGY CORP COM 172474108 8097 244900 SH SOLE 244900
SEACOR CV 5.375% 11/15/06 SDBCV 811904AE1 558 500000 PRN SOLE 500000
COLGATE PALMOLIVE COM 194162103 599 12700 SH SOLE 12700
CHASE MANHATTAN CORP (NEW) COM 16161A108 1212 26200 SH SOLE 26200
CHASE MANHATTAN CORP (NEW) COM 16161A108 1027 22200 SH CALL SOLE 0
CHASE MANHATTAN CORP (NEW) COM 16161A108 1027 22200 SH PUT SOLE 0
COMCAST CORP SPECIAL CL A COM 200300200 614 15000 SH CALL SOLE 0
COMPUTER NETWORK TECH CORP COM 204925101 344 10000 SH CALL SOLE 0
COMPUTER NETWORK TECH CORP COM 204925101 516 15000 SH PUT SOLE 0
COMMERCE ONE INC COM 200693109 243 3100 SH SOLE 3100
COMMERCE ONE INC COM 200693109 1570 20000 SH PUT SOLE 0
COMVERSE TECHNOLOGY INC COM 205862402 486 4500 SH CALL SOLE 0
COMVERSE TECHNOLOGY INC COM 205862402 486 4500 SH PUT SOLE 0
CAREMARK RX INC COM 141705103 8200 728878 SH SOLE 728878
CNA FINANCIAL CORP COM 126117100 383 10000 SH SOLE 10000
CNET NETWORKS INC COM 12613R104 365 15000 SH CALL SOLE 0
CONEXANT SYSTEMS INC COM 207142100 586 14000 SH CALL SOLE 0
CONEXANT SYSTEMS INC COM 207142100 1173 28000 SH PUT SOLE 0
COBALT NETWORKS INC COM 19074R101 1158 20000 SH SOLE 20000
COHERENT INC COM 192479103 265 3900 SH SOLE 3900
COHERENT INC COM 192479103 578 8500 SH PUT SOLE 0
COSTCO WHOLESALE CORP COM 22160K105 908 26000 SH CALL SOLE 0
COSTCO WHOLESALE CORP COM 22160K105 908 26000 SH PUT SOLE 0
CAMPBELL SOUP CO COM 134429109 1979 76500 SH SOLE 76500
COMPAQ COMPUTER CORP COM 204493100 826 30000 SH CALL SOLE 0
COMPAQ COMPUTER CORP COM 204493100 826 30000 SH PUT SOLE 0
PE CORP-CELERA GENOMICS GRP COM 69332S201 797 8000 SH CALL SOLE 0
PE CORP-CELERA GENOMICS GRP COM 69332S201 797 8000 SH PUT SOLE 0
<ACQ>CIRCLE INTERNATIONAL GRP COM 172574105 460 15200 SH SOLE 15200
CIRRUS LOGIC CV 6% 12/15/03 SDBCV 172755AC4 8292 5030000 PRN SOLE 5030000
CABLETRON SYSTEMS COM 126920107 411 14000 SH CALL SOLE 0
CABLETRON SYSTEMS COM 126920107 705 24000 SH PUT SOLE 0
CISCO SYSTEMS INC COM 17275R102 829 15000 SH CALL SOLE 0
CSG SYSTEMS INTL INC COM 126349109 2013 69400 SH SOLE 69400
CHESAPEAKE CORP COM 165159104 963 50000 SH SOLE 50000
CONVERGYS CORP COM 212485106 1030 26500 SH SOLE 26500
CYBERONICS COM 23251P102 911 42500 SH SOLE 42500
DOMINION RESOURCES INC/VA COM 25746U109 6166 106197 SH SOLE 106197
DUPONT EI DE NEMOURS & CO COM 263534109 2445 59000 SH SOLE 59000
DELL COMPUTER CORP COM 247025109 414 13450 SH SOLE 13450
DELL COMPUTER CORP COM 247025109 924 30000 SH CALL SOLE 0
DELL COMPUTER CORP COM 247025109 1541 50000 SH PUT SOLE 0
<DLST>DEXTER CORP COM 252165105 7630 107700 SH SOLE 107700
VALHI INC CV 0.0% 10/20/7 SDBCV 918905AC4 14093 19198000 PRN SOLE 19198000
DIGITAL LIGHTWAVE INC COM 253855100 363 5000 SH CALL SOLE 0
THE WALT DISNEY CO COM 254687106 272 7100 SH SOLE 7100
THE WALT DISNEY CO COM 254687106 956 25000 SH CALL SOLE 0
THE WALT DISNEY CO COM 254687106 956 25000 SH PUT SOLE 0
ECHOSTAR CV 4.875% 1/1/7 REG'D SDBCV 278762AD1 5153 3900000 PRN SOLE 3900000
ECHOSTAR COMMUNICATIONS - A COM 278762109 396 7500 SH CALL SOLE 0
ECHOSTAR COMMUNICATIONS - A COM 278762109 791 15000 SH PUT SOLE 0
DOW JONES & CO INC COM 260561105 454 7500 SH SOLE 7500
<DLST>DONALDSON LUFKIN & JEN COM 257661108 17888 200000 SH SOLE 200000
GENENTECH INC COM 368710406 1114 6000 SH PUT SOLE 0
DIAMOND OFFSHORE DRILLING COM 25271C102 410 10000 SH CALL SOLE 0
DIAMOND OFFSHORE DRILLING COM 25271C102 656 16000 SH PUT SOLE 0
DOW CHEMICAL CO COM 260543103 935 37500 SH SOLE 37500
DUPONT PHOTOMASKS CV 0% 7/24/4 SDBCV 26613XAC5 17242 18250000 PRN SOLE 18250000
DEUTSCHE TELEKOM AG - ADR ADR 251566105 82317 2403400 SH SOLE 2403400
DEUTSCHE TELEKOM AG - ADR ADR 251566105 514 15000 SH CALL SOLE 0
DEUTSCHE TELEKOM AG - ADR ADR 251566105 514 15000 SH PUT SOLE 0
DETROIT EDISON CO (DTE) COM 233331107 727 19000 SH SOLE 19000
ENERGY EAST CORPORATION COM 29266M109 3038 134295 SH SOLE 134295
EBAY INC COM 278642103 618 9000 SH CALL SOLE 0
EBAY INC COM 278642103 893 13000 SH PUT SOLE 0
ELDER-BERRMAN STORES CORP COM 284470101 617 133500 SH SOLE 133500
EMPIRE DISTRICT ELECTRIC CO COM 291641108 706 26900 SH SOLE 26900
EL PASO ELECTRIC CO COM 283677854 2446 177650 SH SOLE 177650
<DLST>EASTERN ENTERPRISES COM 27637F100 36150 566500 SH SOLE 566500
EASTMAN KODAK COM 277461109 3916 95800 SH SOLE 95800
ELAN CORP PLC -CVR W/I RT G29539148 232 239850 SH SOLE 239850
EMC CORP-MASS COM 268648102 991 10000 SH CALL SOLE 0
EMC CORP-MASS COM 268648102 991 10000 SH PUT SOLE 0
EMCOR GROUP CV 5.75% 04/01/05 SDBCV 29084QAC4 4988 4750000 PRN SOLE 4750000
ENERGIZER HOLDINGS INC - W/I COM 29266R108 245 10000 SH CALL SOLE 0
ENERGIZER HOLDINGS INC - W/I COM 29266R108 490 20000 SH PUT SOLE 0
ENZON INC COM 293904108 396 6000 SH CALL SOLE 0
ENZON INC COM 293904108 594 9000 SH PUT SOLE 0
EOG RESOURCES INC COM 26875P101 428 11000 SH SOLE 11000
EL PASO ENERGY CORP COM 283905107 703 11400 SH SOLE 11400
EQUITABLE RESOURCES INC COM 294549100 805 12700 SH SOLE 12700
ERICSSON LM TEL - ADR ADR 294821400 741 50000 SH CALL SOLE 0
EXODUS COMM INC COM 302088109 247 5000 SH CALL SOLE 0
EXODUS COMM INC COM 302088109 494 10000 SH PUT SOLE 0
EXTREME NETWORK INC COM 30226D106 1145 10000 SH PUT SOLE 0
FATBRAIN.COM INC COM 311889109 261 67600 SH SOLE 67600
FLEET BOSTON FINANCIAL CORP COM 339030108 1521 39000 SH SOLE 39000
FLEET BOSTON FINANCIAL CORP COM 339030108 585 15000 SH CALL SOLE 0
FLEET BOSTON FINANCIAL CORP COM 339030108 585 15000 SH PUT SOLE 0
FUELCELL ENERGY INC COM 35952H106 529 5500 SH SOLE 5500
<DLST>4FRONT TECHNOLOGIES INC COM 351042106 1955 107500 SH SOLE 107500
FINANCIAL CV 4.5% 5/01/05 SDBCV 317492AC0 4819 5208000 PRN SOLE 5208000
FISERV INC COM 337738108 210 3500 SH SOLE 3500
FISERV INC COM 337738108 1198 20000 SH PUT SOLE 0
R&B FALCON CORP COM 74912E101 2086 75000 SH SOLE 75000
FLEXTRONICS INTL CO COM Y2573F102 411 5000 SH CALL SOLE 0
FLEXTRONICS INTL CO COM Y2573F102 411 5000 SH PUT SOLE 0
FLEMING COMPANIES INC COM 339130106 327 25000 SH SOLE 25000
FINISAR CORPORATION COM 31787A101 726 15000 SH CALL SOLE 0
FINISAR CORPORATION COM 31787A101 726 15000 SH PUT SOLE 0
FORCENERGY INC COM 345206205 1489 57000 SH SOLE 57000
FLORIDA PROGRESS CORP COM 341109106 19100 360800 SH SOLE 360800
FEDERAL HOME LN MTG CORP COM 313400301 351 6500 SH SOLE 6500
<DLST>FIRST SECURITY CORP DEL COM 336294103 5709 350000 SH SOLE 350000
GILLETTE COMPANY COM 375766102 414 13400 SH SOLE 13400
NICOR INC COM 654086107 224 6200 SH SOLE 6200
GLOBIX CORP COM 37957F101 233 10000 SH CALL SOLE 0
GLOBIX CORP COM 37957F101 466 20000 SH PUT SOLE 0
GLOBAL 6.75% 4/15/12 TO-MW CVPFD G3921A134 12780 50900 SH SOLE 50900
GENESCO CV 5.50% 04/15/05 SDBCV 371532AL6 7399 7700000 PRN SOLE 7700000
GENESCO CV 5.50% 04/15/05 144A SDBCV 371532AK8 2547 2650000 PRN SOLE 2650000
GENERAL ELECTRIC CO COM 369604103 578 10000 SH CALL SOLE 0
GELTEX PHARMACEUTICALS INC COM 368538104 4840 103400 SH SOLE 103400
GENZYME CORP - GENL DIVISION COM 372917104 341 5000 SH CALL SOLE 0
GENZYME CORP - GENL DIVISION COM 372917104 682 10000 SH PUT SOLE 0
GENERAL MILLS INC COM 370334104 3220 90700 SH SOLE 90700
CORNING INC COM 219350105 1188 4000 SH CALL SOLE 0
<DLST>GO2NET INC COM 383486107 16953 312400 SH SOLE 312400
GEORGIA PAC<GEORGIA-PAC GRP> COM 373298108 1645 70000 SH CALL SOLE 0
GAP INC COM 364760108 920 45700 SH SOLE 45700
GAP INC COM 364760108 805 40000 SH CALL SOLE 0
GAP INC COM 364760108 805 40000 SH PUT SOLE 0
GOLDMAN SACHS GROUP INC COM 38141G104 798 7000 SH CALL SOLE 0
GOLDMAN SACHS GROUP INC COM 38141G104 798 7000 SH PUT SOLE 0
<ACQ>GETTHERE INC COM 374266104 1238 70000 SH SOLE 70000
HARCOURT GENERAL INC COM 41163G101 2065 35000 SH SOLE 35000
HAIN CELESTIAL GROUP INC COM 405217100 527 15000 SH CALL SOLE 0
HAIN CELESTIAL GROUP INC COM 405217100 790 22500 SH PUT SOLE 0
HCA - THE HEATLHCARE COMPANY COM 404119109 650 17500 SH CALL SOLE 0
HCA - THE HEATLHCARE COMPANY COM 404119109 650 17500 SH PUT SOLE 0
HOME DEPOT INC COM 437076102 1990 37500 SH SOLE 37500
HARRAHS ENTERTAINMENT INC COM 413619107 825 30000 SH PUT SOLE 0
HUMAN GENOME SCIENCES INC COM 444903108 1212 7000 SH CALL SOLE 0
HOUSEHOLD INTL INC COM 441815107 566 10000 SH SOLE 10000
H J HEINZ CO COM 423074103 3224 87000 SH SOLE 87000
HOMESTORE.COM INC COM 437852106 234 5000 SH PUT SOLE 0
HONEYWELL INTL INC COM 438516106 1336 37500 SH SOLE 37500
HONEYWELL INTL INC COM 438516106 713 20000 SH CALL SOLE 0
HONEYWELL INTL INC COM 438516106 713 20000 SH PUT SOLE 0
HERCULES INC COM 427056106 1130 80000 SH SOLE 80000
HERTZ CORP COM 428040109 397 12500 SH SOLE 12500
HERSHEY FOODS COM 427866108 1083 20000 SH CALL SOLE 0
HERSHEY FOODS COM 427866108 1083 20000 SH PUT SOLE 0
HUTCHINSON CV 6% 3/15/05 SDBCV 448407AC0 10007 11084000 PRN SOLE 11084000
IBIS TECHNOLOGY CORP COM 450909106 545 15000 SH CALL SOLE 0
IBM-INTL BUSINESS MACHINE CORP COM 459200101 1474 13100 SH SOLE 13100
INTERNET CV 5.50% 12/21/04-PMW SDBCV 46059CAA4 1886 3550000 PRN SOLE 3550000
INTERMEDIA COMMUNICATIONS COM 458801107 5605 190000 SH SOLE 190000
ICOS CORPORATION COM 449295104 433 8000 SH CALL SOLE 0
ICOS CORPORATION COM 449295104 433 8000 SH PUT SOLE 0
INTEGRATED DEVICE TECH INC COM 458118106 968 10700 SH SOLE 10700
INTL FLAVORS & FRAGRANCES COM 459506101 1674 91700 SH SOLE 91700
IMPCO TECHNOLOGIES INC COM 45255W106 1015 35300 SH SOLE 35300
INTERMAGNETICS GENERAL CORP COM 458771102 666 25000 SH CALL SOLE 0
INTERMAGNETICS GENERAL CORP COM 458771102 666 25000 SH PUT SOLE 0
INKTOMI CORP COM 457277101 211 1850 SH SOLE 1850
INKTOMI CORP COM 457277101 1710 15000 SH PUT SOLE 0
INTRANET SOLUTIONS INC COM 460939309 1000 20000 SH CALL SOLE 0
INTEL CORP COM 458140100 998 24000 SH SOLE 24000
INTUIT INC COM 461202103 570 10000 SH CALL SOLE 0
INTUIT INC COM 461202103 570 10000 SH PUT SOLE 0
INTERNATIONAL PAPER CO COM 460146103 2152 75000 SH SOLE 75000
IPALCO ENTERPRISES INC COM 462613100 3687 161200 SH SOLE 161200
I2 TECH CV 5.25% 12/15/06 144A SDBCV 465754AD1 2586 1000000 PRN SOLE 1000000
I2 TECHNOLOGIES INC COM 465754109 561 3000 SH CALL SOLE 0
I2 TECHNOLOGIES INC COM 465754109 1122 6000 SH PUT SOLE 0
IVAX CORP COM 465823102 782 17000 SH CALL SOLE 0
IVAX CORP COM 465823102 782 17000 SH PUT SOLE 0
JDS UNIPHASE CORP COM 46612J101 2841 30000 SH CALL SOLE 0
JOHNSON & JOHNSON COM 478160104 1512 16100 SH SOLE 16100
JOHNSON & JOHNSON COM 478160104 845 9000 SH CALL SOLE 0
JOHNSON & JOHNSON COM 478160104 845 9000 SH PUT SOLE 0
JUNIPER NETWORKS INC COM 48203R104 219 1000 SH CALL SOLE 0
JUNIPER NETWORKS INC COM 48203R104 438 2000 SH PUT SOLE 0
JEFFERSON PILOT CORP COM 475070108 3394 50000 SH SOLE 50000
KEEBLER FOODS CO COM 487256109 2310 55000 SH SOLE 55000
KEMET CORP COM 488360108 276 10000 SH CALL SOLE 0
KEMET CORP COM 488360108 553 20000 SH PUT SOLE 0
KEYCORP COM 493267108 861 34000 SH SOLE 34000
COCA COLA COMPANY COM 191216100 662 12000 SH CALL SOLE 0
COCA COLA COMPANY COM 191216100 662 12000 SH PUT SOLE 0
KROGER CO. COM 501044101 1128 50000 SH SOLE 50000
KROGER CO. COM 501044101 1128 50000 SH CALL SOLE 0
LEHMAN BROTHERS HOLDING INC COM 524908100 887 6000 SH CALL SOLE 0
LEHMAN BROTHERS HOLDING INC COM 524908100 887 6000 SH PUT SOLE 0
LITTLEFUSE INC WTS 12/27/01 RT 537008120 765 30000 SH SOLE 30000
LG&E ENERGY CORP USD COM 501917108 3282 134300 SH SOLE 134300
LILLY INDUSTRIES INC - CL A COM 532491107 2950 100000 SH SOLE 100000
LILLY (ELI) & CO COM 532457108 592 7300 SH SOLE 7300
LILLY (ELI) & CO COM 532457108 730 9000 SH CALL SOLE 0
LILLY (ELI) & CO COM 532457108 730 9000 SH PUT SOLE 0
LINCOLN NATIONAL CORP COM 534187109 1203 25000 SH SOLE 25000
LINCARE HOLDINGS INC COM 532791100 574 20000 SH CALL SOLE 0
ALLIANT ENERGY CORP COM 018802108 1260 42900 SH SOLE 42900
VA LINUX SYSTEMS INC COM 91819B105 463 10000 SH CALL SOLE 0
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</TABLE>
