-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Nv2IrNm/zd8y65HgenuG+heOgDXl4WW8xLKQhD26aXJD94Jj+6YnFoGzbc2RlRb8 inZ/ho/VoNoJNIReurqapQ== 0001166588-02-000005.txt : 20020513 0001166588-02-000005.hdr.sgml : 20020513 ACCESSION NUMBER: 0001166588-02-000005 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNP PARIBAS ARBITRAGE SA CENTRAL INDEX KEY: 0001166588 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10038 FILM NUMBER: 02644258 BUSINESS ADDRESS: STREET 1: 555 CROTON ROAD STREET 2: 4TH FLOOR CITY: KING OF PRUSSIA STATE: PA ZIP: 19046 BUSINESS PHONE: 610 491 1400 MAIL ADDRESS: STREET 1: 555 CROTON ROAD STREET 2: 4TH FLOOR CITY: KING OF PRUSSIA STATE: PA ZIP: 19406 13F-HR/A 1 arbitrage13f.txt AMENDED 13(F) 4TH QTR 2001 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:Dec 31,2001 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [X] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: BNP Paribas Arbitrage SA Address: 555 CROTON RD KING OF PRUSSIA, PA 19406 13F File Number: 028-10038 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: CHRISTIAN MENESTRIER Title: CHIEF ADMINISTRATIVE OFFICER Phone: 610-491-1511 Signature ,Place, and Date of Signing: CHRISTIAN MENESTRIER KING OF PRUSSIA,PA 2/12/02 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 managers(s).) List of Other Managers Reporting for this Manager: **NONE** I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total:494 Form 13F Information Table Value Total:$2004271910 List of Other Included Managers: No. 13F File Number Name **NONE**
Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page 1 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AGILENT TECHNOLOGIES INC COM 00846U101 558 19596 SH SOLE 19596 0 0 ALCOA INC COM 013817101 3763 105877 SH SOLE 105877 0 0 APPLE COMPUTER INC COM 037833100 1967 89836 SH SOLE 89836 0 0 ALBERTSON INCORPORATED COM 013104104 547 17375 SH SOLE 17375 0 0 ABBOTT LABORATORIES COM 002824100 9653 173161 SH SOLE 173161 0 0 BARRICKS GOLD CORP. COM 067901108 366 22975 SH SOLE 22975 0 0 ADOBE SYSTEMS INC COM 00724F101 1061 34193 SH SOLE 34193 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 448 97418 SH SOLE 97418 0 0 ANALOG DEVICES INCORPORATED COM 032654105 685 15438 SH SOLE 15438 0 0 ADELPHIA COMMUNICATIONS COM 006848105 525 16838 SH SOLE 16838 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 408 28472 SH SOLE 28472 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 1577 26780 SH SOLE 26780 0 0 AMERICAN ELECTRIC POWER CO COM 025537101 601 13821 SH SOLE 13821 0 0 AES CORP COM 00130H105 373 22827 SH SOLE 22827 0 0 AFLAC INC COM 001055102 554 22558 SH SOLE 22558 0 0 AMERICAN HOME PRODUCTS CORP COM 026609107 11177 182158 SH SOLE 182158 0 0 AMERICAN INTL GROUP INC COM 026874107 34165 430297 SH SOLE 430297 0 0 ALCAN INC COM 013716105 475 13699 SH SOLE 13699 0 0 ALLSTATE CORP COM 020002101 1047 31079 SH SOLE 31079 0 0 ALTERA CORP COM 021441100 2145 101115 SH SOLE 101115 0 0 APPLIED MATERIALS INC COM 038222105 4821 120238 SH SOLE 120238 0 0 ADVANCED MICRO DEVICES INC COM 007903107 234 14756 SH SOLE 14756 0 0 AMGEN INC COM 031162100 28475 504535 SH SOLE 504535 0 0 AMAZON COMM INC COM 023135106 777 71885 SH SOLE 71885 0 0 AON CORP COM 037389103 399 11233 SH SOLE 11233 0 0 AOL TIME WARNER COM 00184A105 20851 649572 SH SOLE 649572 0 0 ANADARKO PETROLEUM CORP COM 032511107 611 10752 SH SOLE 10752 0 0 AMSOUTH BANCORPORATION COM 032165102 300 15889 SH SOLE 15889 0 0 ALLTEL CORPORATION COM 020039103 829 13431 SH SOLE 13431 0 0 ATMEL CORP COM 049513104 260 35393 SH SOLE 35393 0 0 AVIRON COM 053762100 805 16200 SH SOLE 16200 0 0 AVON PRODUCTS INCORPORATED COM 054303102 473 10179 SH SOLE 10179 0 0 AT & T WIRELESS SERVICES COM 00209A106 2007 139725 SH SOLE 139725 0 0 AMERICAN WATER WORKS CO INC COM 030411102 2575 61700 SH SOLE 61700 0 0 AMERICAN EXPRESS CO COM 025816109 7577 212304 SH SOLE 212304 0 0 BOEING CO COM 097023105 4062 104759 SH SOLE 104759 0 0 BANK OF AMERICA CORP COM 060505104 16024 254552 SH SOLE 254552 0 0 BAXTER INTERNATIONAL INC COM 071813109 2051 38254 SH SOLE 38254 0 0 BED BATH & BEYOND INC COM 075896100 2161 63769 SH SOLE 63769 0 0 BB&T COPRORATION COM 054937107 701 19437 SH SOLE 19437 0 0 C R BARD INCORPORATED COM 067383109 1782 27638 SH SOLE 27638 0 0 BECTON DICKINSON & COMPANY COM 075887109 366 11051 SH SOLE 11051 0 0 BEA SYSTEMS INC COM 073325102 589 38300 SH SOLE 38300 0 0 BECKMAN COULTER INC COM 075811109 487 11000 SH SOLE 11000 0 0 FRANKLIN RESOURCES INC COM 354613101 400 11348 SH SOLE 11348 0 0 BIOGEN INC MASS COM 090597105 2960 51630 SH SOLE 51630 0 0 BAKER HUGHES INC COM 057224107 525 14400 SH SOLE 14400 0 0 BANK NEW YORK INC COM 064057102 1817 44555 SH SOLE 44555 0 0 BELLSOUTH CORP COM 079860102 6512 170717 SH SOLE 170717 0 0 BIOMET INCORPORATED COM 090613100 1812 58656 SH SOLE 58656 0 0 BRISTOL MYERS SQUIBB CO. COM 110122108 25311 496303 SH SOLE 496303 0 0 BURLINGTON NORTHERN SANTE FE COM 12189T104 479 16806 SH SOLE 16806 0 0 BROCADE COMMUNICATIONS SYS COM 111621108 743 22459 SH SOLE 22459 0 0 BROADCOM CORP COM 111320107 1129 27630 SH SOLE 27630 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page2 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BARR LABS COM 068306109 936 11800 SH SOLE 11800 0 0 BOSTON SCIENTIFIC CORP COM 101137107 415 17221 SH SOLE 17221 0 0 ANHEUSER BUSCH INCORPORATED COM 035229103 6994 154719 SH SOLE 154719 0 0 CITIGROUP INC COM 172967101 31761 629196 SH SOLE 629196 0 0 COMPUTER ASSOCIATES INTL INC COM 204912109 852 24723 SH SOLE 24723 0 0 CONAGRA FOODS INC COM 205887102 547 23042 SH SOLE 23042 0 0 CARDINAL HEALTH INC COM 14149Y108 1236 19127 SH SOLE 19127 0 0 CATERPILLAR INC COM 149123101 769 14726 SH SOLE 14726 0 0 COOPER INDS INC COM 216669101 419 12000 SH SOLE 12000 0 0 COCA COLA ENTERPRISES INC. COM 191219104 361 19101 SH SOLE 19101 0 0 CARNIVAL CORP. COM 143658102 1041 37085 SH SOLE 37085 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1989 39070 SH SOLE 39070 0 0 CENDANT CORPORATION COM 151313103 1052 53692 SH SOLE 53692 0 0 CONCORD EFS, INC. COM 206197105 3079 93957 SH SOLE 93957 0 0 CHIRON CORPORATION COM 170040109 1511 34482 SH SOLE 34482 0 0 CHECK POINT SOFTWARE TECH COM M22465104 3155 79093 SH SOLE 79093 0 0 CHARTER COMMUNICATIONS INC -A COM 16117M107 434 26465 SH SOLE 26465 0 0 CIENA CORP COM 171779101 2923 204286 SH SOLE 204286 0 0 CONECTIV INC COM 206829103 3994 163100 SH SOLE 163100 0 0 COLGATE PALMOLIVE CO COM 194162103 2082 36068 SH SOLE 36068 0 0 CLOROX COM 189054109 401 10147 SH SOLE 10147 0 0 COMCAST CORP COM 200300200 3864 107353 SH SOLE 107353 0 0 COMVERSE TECH (NEW) COM 205862402 404 18097 SH SOLE 18097 0 0 CONEXANT SYSTEMS INC COM 207142100 398 27774 SH SOLE 27774 0 0 CONCO INC CL B COM 208251504 758 26801 SH SOLE 26801 0 0 COSTCO WHOLESALE CORP COM 22160K105 2401 54109 SH SOLE 54109 0 0 CAMPBELL SOUP COMPANY COM 134429109 523 17517 SH SOLE 17517 0 0 CALPINE CORPORATION COM 131347106 215 12812 SH SOLE 12812 0 0 COMPAQ COMPUTER CORP COM 204493100 8619 883149 SH SOLE 883149 0 0 COMPUWARE CORP COM 205638109 266 22581 SH SOLE 22581 0 0 CISCO SYS INC COM 17275R102 42113 2325423 SH SOLE 2325423 0 0 CINTAS CORPORATION COM 172908105 989 20609 SH SOLE 20609 0 0 CENTURYTEL INC COM 156700106 633 19308 SH SOLE 19308 0 0 CITRIX SYSTEMS INC. COM 177376100 475 20963 SH SOLE 20963 0 0 CVS CORPORATION COM 126650100 499 16873 SH SOLE 16873 0 0 CHEVRONTEXACO CORP COM 166764100 11364 126826 SH SOLE 126826 0 0 CYTYC CORP. COM 232946103 276 10598 SH SOLE 10598 0 0 DOMINION RESOURCES INC COM 25746U109 3228 53721 SH SOLE 53721 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 12073 284023 SH SOLE 284023 0 0 DEERE & COMPANY COM 244199105 439 10072 SH SOLE 10072 0 0 DELL COMPUTER COM 247025109 12406 456456 SH SOLE 456456 0 0 DEAN FOODS CO. COM 242370104 4364 64000 SH SOLE 64000 0 0 DOLLAR GENERAL CORPORATION COM 256669102 211 14183 SH SOLE 14183 0 0 DISNEY WALT CO COM 254687106 10369 500449 SH SOLE 500449 0 0 ECHOSTAR COMM. INC. COM 278762109 686 25007 SH SOLE 25007 0 0 dme COM 25429Q102 3770 104501 SH SOLE 104501 0 0 GENENTECH INC COM 368710406 1226 22600 SH SOLE 22600 0 0 DOW CHEM CO COM 260543103 2731 80852 SH SOLE 80852 0 0 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 605 44315 SH SOLE 44315 0 0 DEUTSCHE TELEKOM AG SPONC ADR COM 251566105 202 12000 SH SOLE 12000 0 0 DAL-TILE INTERNATIONAL INC COM 23426R108 720 31000 SH SOLE 31000 0 0 DUKE ENERGY CORP COM 264399106 1300 33116 SH SOLE 33116 0 0 DYNEGY INC COM 26816Q101 383 15057 SH SOLE 15057 0 0 EBAY INC COM 278642103 1315 19659 SH SOLE 19659 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page3 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ELECTRONIC DATA SYSTEMS CORP. COM 285661104 1376 20074 SH SOLE 20074 0 0 EDISON INTERNATIONAL COM 281020107 211 13977 SH SOLE 13977 0 0 EASTMAN KODAK COMPANY COM 277461109 3218 109367 SH SOLE 109367 0 0 E M C CORP MASS COM 268648102 2912 216680 SH SOLE 216680 0 0 EMERSON ELECTRIC CO COM 291011104 1049 18381 SH SOLE 18381 0 0 EQUITY OFFICE PROPERTIES TR COM 294741103 523 17391 SH SOLE 17391 0 0 EL PASO CORPORATION COM 28336L109 1486 33312 SH SOLE 33312 0 0 EQUITY RESIDENTIAL PROPS TRUS COM 29476L107 326 11379 SH SOLE 11379 0 0 ERICSSON L M TEL CO ADR CL B COM 294821400 509 97697 SH SOLE 97697 0 0 ELECTRONIC ARTS COM 285512109 823 13735 SH SOLE 13735 0 0 ISHARES MSCI SOUTH KOREA COM 464286772 2656 150000 SH SOLE 150000 0 0 EXELON CORPORATION COM 30161N101 658 13753 SH SOLE 13753 0 0 FORD MOTOR COMPANY COM 345370860 67299 4281110 SH SOLE 4281110 0 0 FLEET BOSTON FINANCIAL CORP COM 339030108 3274 89711 SH SOLE 89711 0 0 FIRST DATA CORP COM 319963104 1283 16367 SH SOLE 16367 0 0 FEDEX CORP COM 31428X106 1933 37262 SH SOLE 37262 0 0 FIRST ENERGY CORP COM 337932107 446 12766 SH SOLE 12766 0 0 FISERVE INC COM 337738108 1006 23775 SH SOLE 23775 0 0 FIFTH THIRD BANCORP COM 316773100 1514 24690 SH SOLE 24690 0 0 FLEXTRONICS INTL LTD COM Y2573F102 1472 61365 SH SOLE 61365 0 0 FEDERAL NATIONAL MORTGAGE COM 313586109 10832 136260 SH SOLE 136260 0 0 SPRINT CORP COM 852061100 983 48980 SH SOLE 48980 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 4036 61713 SH SOLE 61713 0 0 FOREST LABORATORIES INC COM 345838106 819 10000 SH SOLE 10000 0 0 GILLETTE COMPANY COM 375766102 3512 105158 SH SOLE 105158 0 0 GANNETT COMPANY INCORPORATED COM 364730101 763 11350 SH SOLE 11350 0 0 GUIDANT CORP COM 401698105 655 13171 SH SOLE 13171 0 0 GENERAL ELECTRIC COMPANY COM 369604103 56276 1404100 SH SOLE 1404100 0 0 GENZYME CORP COM 372917104 2029 33900 SH SOLE 33900 0 0 GENERAL MILLS INCORPORATED COM 370334104 811 15598 SH SOLE 15598 0 0 CORNING INC COM 219350105 355 39904 SH SOLE 39904 0 0 GENERAL MTRS CORP COM 370442105 9186 189019 SH SOLE 189019 0 0 GENERAL MOTORS CLASS H COM 370442832 2054 133000 SH SOLE 133000 0 0 GEMSTAR TV GUIDE INTL INC COM 36866W106 1549 55922 SH SOLE 55922 0 0 GENESIS MICROCHIP INC COM 371933102 793 12000 SH SOLE 12000 0 0 GAP INCORPORATED COM 364760108 514 36873 SH SOLE 36873 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4266 46000 SH SOLE 46000 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2875 120782 SH SOLE 120782 0 0 HALLIBURTON CO (HOLDING CO) COM 406216101 241 18407 SH SOLE 18407 0 0 HCA INC COM 404119109 1297 33670 SH SOLE 33670 0 0 HOME DEPOT INCORPORATED COM 437076102 16925 331803 SH SOLE 331803 0 0 HARLEY DAVIDSON INCORPORATED COM 412822108 704 12974 SH SOLE 12974 0 0 HUMAN GENOME SCIENCES INC COM 444903108 975 28933 SH SOLE 28933 0 0 HOUSEHOLD INTERNATIONAL INC COM 441815107 1152 19899 SH SOLE 19899 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 660 10518 SH SOLE 10518 0 0 H.J.HEINZ COMPANY COM 423074103 2209 53721 SH SOLE 53721 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 2132 63046 SH SOLE 63046 0 0 HEALTHSOUTH REHABILITATION COM 421924101 247 16717 SH SOLE 16717 0 0 HEWLETT-PACKARD INCORPORATED COM 428236103 8001 389573 SH SOLE 389573 0 0 INTL BUSINESS MACHINES INC COM 459200101 86892 718358 SH SOLE 718358 0 0 IDEC PHARMACUETICAL COM 449370105 49430 717107 SH SOLE 717107 0 0 IMMUNEX CORP (NEW) COM 452528102 4954 178811 SH SOLE 178811 0 0 INTEL CORP COM 458140100 58432 1857955 SH SOLE 1857955 0 0 INTUIT INC COM 461202103 1148 26846 SH SOLE 26846 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page4 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- INTERNATIONAL PAPER COMPANY COM 460146103 1273 31553 SH SOLE 31553 0 0 INTERPUBLIC GROUP OF COMPANIE COM 460690100 475 16092 SH SOLE 16092 0 0 ILLINOIS TOOLS WORKS INC COM 452308109 883 13040 SH SOLE 13040 0 0 I2 TECHNOLOGIES INC COM 465754109 349 44218 SH SOLE 44218 0 0 PENNEY (J.C.) CO COM 708160106 303 11284 SH SOLE 11284 0 0 JDS UNIPHASE CORP COM 46612J101 6992 805561 SH SOLE 805561 0 0 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 545 13216 SH SOLE 13216 0 0 JOHNSON & JOHNSON INCORPORATE COM 478160104 32047 542265 SH SOLE 542265 0 0 JUNIPER NETWORKS INC COM 48203R104 776 41002 SH SOLE 41002 0 0 JPMMORGAN CHASE & CO COM 46625H100 21271 585185 SH SOLE 585185 0 0 KELLOGG CO COM 487836108 2431 80775 SH SOLE 80775 0 0 KEYCORP (NEW) COM 493267108 443 18212 SH SOLE 18212 0 0 KING PHARMACEUTICALS COM 495582108 442 10492 SH SOLE 10492 0 0 KLA INSTRUMENTS CORP COM 482480100 1135 22913 SH SOLE 22913 0 0 K MART CORPORATION COM 482584109 1446 265000 SH SOLE 265000 0 0 KIMBERLY-CLARK CORPORATION COM 494368103 1365 22832 SH SOLE 22832 0 0 COCA COLA CO COM 191216100 30084 638067 SH SOLE 638067 0 0 KROGER COMPANY COM 501044101 725 34781 SH SOLE 34781 0 0 MBNA CORP COM 55262L100 1655 47043 SH SOLE 47043 0 0 KOHLS CORP COM 500255104 1006 14291 SH SOLE 14291 0 0 LEHMAN BROTHERS HLDGS INC COM 524908100 1918 28724 SH SOLE 28724 0 0 LINEAR TECHNOLOGY CORP COM 535678106 2673 68490 SH SOLE 68490 0 0 ELI LILLY & COMPANY COM 532457108 4870 62019 SH SOLE 62019 0 0 LOCKHEED MARTIN CORP COM 539830109 869 18633 SH SOLE 18633 0 0 LOWES COS INCORPORATED COM 548661107 1531 32998 SH SOLE 32998 0 0 LSI LOGIC CORPORATION COM 502161102 244 15503 SH SOLE 15503 0 0 LIMITED INCORPORATED COM 532716107 269 18293 SH SOLE 18293 0 0 LUCENT TECHNOLOGY COM 549463107 3144 499163 SH SOLE 499163 0 0 SOUTHWEST AIRLINES COM 844741108 603 32675 SH SOLE 32675 0 0 MARRIOTT INTL CLASS A COM 571903202 425 10458 SH SOLE 10458 0 0 MASCO CORP DEL COM 574599106 483 19728 SH SOLE 19728 0 0 MATTEL INC COM 577081102 317 18484 SH SOLE 18484 0 0 MAY DEPARTMENT STORES CO COM 577778103 474 12824 SH SOLE 12824 0 0 MCDONALDS CORPORATION COM 580135101 2716 102638 SH SOLE 102638 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 424 10952 SH SOLE 10952 0 0 MCKESSON CORP COM 58155Q103 456 12217 SH SOLE 12217 0 0 MEDTRONIC INCORPORATED COM 585055106 8443 164871 SH SOLE 164871 0 0 MEDIMMUNE INC COM 584699102 2160 46606 SH SOLE 46606 0 0 MELLON FINANCIAL CORP COM 58551A108 770 20473 SH SOLE 20473 0 0 MERRILL LYNCH & CO INC COM 590188108 5482 105193 SH SOLE 105193 0 0 METLIFE INC COM 59156R108 985 31094 SH SOLE 31094 0 0 MCGRAW HILL INC COM 580645109 743 12200 SH SOLE 12200 0 0 MIRANT CORP COM 604675108 274 17138 SH SOLE 17138 0 0 MILLENNIUM PHARMACTCUAL COM 599902103 1517 61924 SH SOLE 61924 0 0 MARSH & MCLENNAN COMPANIES IN COM 571748102 1270 11820 SH SOLE 11820 0 0 MINNESOTA MINING & MFG CO COM 604059105 6531 55253 SH SOLE 55253 0 0 MITCHELL ENERGY DEV CORP CL A COM 606592202 1492 28000 SH SOLE 28000 0 0 PHILIP MORRIS COS INC COM 718154107 23218 506404 SH SOLE 506404 0 0 MOTOROLA INCORPORATED COM 620076109 6852 456227 SH SOLE 456227 0 0 MERCK & CO. INC COM 589331107 33112 563140 SH SOLE 563140 0 0 MARATHON OIL CORP COM 902905827 397 13240 SH SOLE 13240 0 0 MICROSOFT CORP COM 594918104 54783 826917 SH SOLE 826917 0 0 MICRON TECHNOLOGY INC COM 595112103 9062 292339 SH SOLE 292339 0 0 MORGAN ST DEAN WITTER DISCOVE COM 617446448 11664 208514 SH SOLE 208514 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page5 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MIDWAY GAMES INC COM 598148104 298 19890 SH SOLE 19890 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 3838 73092 SH SOLE 73092 0 0 NATIONAL CITY CORP COM 635405103 753 25773 SH SOLE 25773 0 0 NIKE INCORPORATED CLASS B COM 654106103 11127 197860 SH SOLE 197860 0 0 NIAGRA MOHAWK HOLDINGS INC COM 653520106 13552 764369 SH SOLE 764369 0 0 NOKIA CORP SPON ADR COM 654902204 905 36900 SH SOLE 36900 0 0 NORFOLK SOUTHERN CORPORATION COM 655844108 302 16503 SH SOLE 16503 0 0 NORTEL NETWORKS CORP COM 656568102 3982 533870 SH SOLE 533870 0 0 NETWORK APPLIANCE INC COM 64120L104 1313 60055 SH SOLE 60055 0 0 NVIDIA CORP COM 67066G104 1002 14985 SH SOLE 14985 0 0 NOVELLUS SYSTEMS INC COM 670008101 583 14798 SH SOLE 14798 0 0 NEWELL RUBBERMAID INC COM 651229106 315 11439 SH SOLE 11439 0 0 NEWS CORP LTD - SPONSORED ADR COM 652487703 723 22750 SH SOLE 22750 0 0 NEXTEL COMMUNICATIONS INC CL COM 65332V103 1723 157238 SH SOLE 157238 0 0 OFFICE DEPOT INC COM 676220106 236 12766 SH SOLE 12766 0 0 BANK ONE CORP COM 06423A103 5095 130487 SH SOLE 130487 0 0 ORACLE SYSTEMS CORP COM 68389X105 28746 2081595 SH SOLE 2081595 0 0 ORION POWER HOLDINGS COM 686286105 3583 137300 SH SOLE 137300 0 0 OCCIDENTAL PETROLEUM CORP DEL COM 674599105 421 15894 SH SOLE 15894 0 0 PHILLIPS PETROLEUM COMPANY COM 718507106 980 16270 SH SOLE 16270 0 0 PAYCHEX INC COM 704326107 2215 63585 SH SOLE 63585 0 0 PEPSI BOTTLING GROUP INC COM 713409100 289 12339 SH SOLE 12339 0 0 PITNEY BOWES INC COM 724479100 398 10588 SH SOLE 10588 0 0 PG+E CORP COM 69331C108 319 16608 SH SOLE 16608 0 0 SPRINT CORP PCS GROUP COM 852061506 1695 69439 SH SOLE 69439 0 0 PEPSICO INCORPORATED COM 713448108 14816 304295 SH SOLE 304295 0 0 PFIZER INCORPORATED COM 717081103 55764 1399372 SH SOLE 1399372 0 0 PROCTER & GAMBLE COMPANY COM 742718109 35685 450973 SH SOLE 450973 0 0 PRIME GROUP REALTY COM 74158J103 340 36900 SH SOLE 36900 0 0 PHARMACIA INC COM 71713U102 10657 249879 SH SOLE 249879 0 0 PMC-SIERRA INC COM 69344F106 383 18021 SH SOLE 18021 0 0 PNC BANK CORP COM 693475105 696 12398 SH SOLE 12398 0 0 PEOPLESOFT INC COM 712713106 2664 66282 SH SOLE 66282 0 0 QWEST COMMUNICATIONS INTL COM 749121109 1296 91769 SH SOLE 91769 0 0 QUALCOMM INC COM 747525103 24925 493577 SH SOLE 493577 0 0 NASDAQ 100 COM 631100104 107730 2768703 SH SOLE 2768703 0 0 RATIONAL SOFTWARE CORP NEW COM 75409P202 382 19620 SH SOLE 19620 0 0 RESOURCE BANCSHARES MTG GROUP COM 761197102 469 41000 SH SOLE 41000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2195 135507 SH SOLE 135507 0 0 ROYAL DUTCH PETRO - NY SHARES COM 780257804 5744 117193 SH SOLE 117193 0 0 RELIANT ENERGY CORP COM 75952J108 338 12761 SH SOLE 12761 0 0 RF MICRO DEVICES COM 749941100 364 18931 SH SOLE 18931 0 0 RGS ENERGY GROUP COM 74956K104 1130 30057 SH SOLE 30057 0 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 461 13641 SH SOLE 13641 0 0 RAYTHEON COMPANY COM 755111507 535 16493 SH SOLE 16493 0 0 IMS HEALTH CO COM 449934108 246 12641 SH SOLE 12641 0 0 SEARS ROEBUCK & COMPANY COM 812387108 671 14093 SH SOLE 14093 0 0 SAGE INC COM 786632109 2817 76000 SH SOLE 76000 0 0 SANMINA-SCI CORP COM 800907107 2278 114516 SH SOLE 114516 0 0 SBC COMMUNICATIONS INC COM 78387G103 27824 710358 SH SOLE 710358 0 0 STARBUCKS CORPORATION COM 855244109 1641 86163 SH SOLE 86163 0 0 CHARLES SCHWAB CORP NEW COM 808513105 2904 187781 SH SOLE 187781 0 0 SIEBEL SYSTEMS INC COM 826170102 3001 107273 SH SOLE 107273 0 0 SCHERING-PLOUGH CORP COM 806605101 5350 149407 SH SOLE 149407 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page6 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SCHLUMBERGER LIMITED COM 806857108 3463 63031 SH SOLE 63031 0 0 SARA LEE CORP COM 803111103 1141 51348 SH SOLE 51348 0 0 slot COM 033037102 984 14000 SH SOLE 14000 0 0 SOLECTRON CORP COM 834182107 389 34524 SH SOLE 34524 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 311 12443 SH SOLE 12443 0 0 SOUTHERN COMPANY COM 842587107 1392 54922 SH SOLE 54922 0 0 SOUTHTRUST CORP COM 844730101 359 14584 SH SOLE 14584 0 0 STAPLES INC COM 855030102 1166 62405 SH SOLE 62405 0 0 PANAMSAT CORP COM 697933109 449 20559 SH SOLE 20559 0 0 SMURFIT-STONE CORP COM 832727101 377 23607 SH SOLE 23607 0 0 SUNTRUST BANKS INC COM 867914103 785 12527 SH SOLE 12527 0 0 STATE STREET CORP. COM 857477103 729 13960 SH SOLE 13960 0 0 SUN MICROSYSTEMS INC COM 866810104 7206 585900 SH SOLE 585900 0 0 SAFEWAY INC COM 786514208 905 21682 SH SOLE 21682 0 0 SYSCO CORPORATION COM 871829107 756 28853 SH SOLE 28853 0 0 A T & T CORP COM 001957109 12737 702174 SH SOLE 702174 0 0 TARGET CORP COM 87612E106 2041 49734 SH SOLE 49734 0 0 TENET HEALTHCARE GROUP COM 88033G100 816 13910 SH SOLE 13910 0 0 TJX COS INC NEW COM 872540109 479 12029 SH SOLE 12029 0 0 TELLABS INCORPORATED COM 879664100 3506 234362 SH SOLE 234362 0 0 TELECORP PCS INC CLASS A COM 879300101 1309 105000 SH SOLE 105000 0 0 TMP WORLDWIDE INC COM 872941109 482 11243 SH SOLE 11243 0 0 TRIBUNE COMPANY NEW COM 896047107 479 12803 SH SOLE 12803 0 0 TELECOM HOLDRS TRUST COM 87927P200 482 10800 SH SOLE 10800 0 0 TEXAS INSTRUMENTS INCORPORATE COM 882508104 8641 308641 SH SOLE 308641 0 0 TXU CORPORATION COM 873168108 1745 37021 SH SOLE 37021 0 0 TYCO INTERNATIONAL LTD COM 902124106 12752 216512 SH SOLE 216512 0 0 UNOCAL CORPORATION COM 915289102 376 10441 SH SOLE 10441 0 0 ULTRAMAR DIAMOND SHAMROCK COM 904STK985 4900 98900 SH SOLE 98900 0 0 UNILEVER NV (NEW) COM 904784709 1412 24521 SH SOLE 24521 0 0 UNITEDHEALTH GROUP INC COM 91324P102 963 13608 SH SOLE 13608 0 0 UNUM CORP COM 91529Y106 274 10355 SH SOLE 10355 0 0 UNION PACIFIC CORP COM 907818108 606 10635 SH SOLE 10635 0 0 USA NEWORKS INC COM 902984103 985 36068 SH SOLE 36068 0 0 U.S. BANCORP COM 902973304 4311 206000 SH SOLE 206000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1985 30725 SH SOLE 30725 0 0 VIACOM INC NON VOTING COM 925524308 8253 186946 SH SOLE 186946 0 0 VERISIGN INC COM 92343E102 735 19330 SH SOLE 19330 0 0 VERITAS SOFTWARE CORP COM 923436109 4659 103934 SH SOLE 103934 0 0 VERITAS DGS INC COM 92343P107 1850 100000 SH SOLE 100000 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 247 19890 SH SOLE 19890 0 0 VERIZON COMMUNICATIONS COM 92343V104 23305 491065 SH SOLE 491065 0 0 WESTVACO CORPORATION COM 961548104 527 18540 SH SOLE 18540 0 0 WALGREEN COMPANY COM 931422109 1893 56258 SH SOLE 56258 0 0 WACHOVIA CORP COM 929903102 2357 75182 SH SOLE 75182 0 0 WORLDCOM INC./WORLDCOM GROUP COM 98157D106 4475 317838 SH SOLE 317838 0 0 WESTCOAST ENERGY INC FORMERLY COM 95751D102 660 25000 SH SOLE 25000 0 0 WELLS FARGO COMPANY COM 949746101 4567 105083 SH SOLE 105083 0 0 WILLAMETTE INDUSTRIES COM 969133107 3544 68000 SH SOLE 68000 0 0 WASHINGTON MUTUAL INC COM 939322103 1585 48494 SH SOLE 48494 0 0 WILLIAMS COMPANIES COM 969457100 858 33641 SH SOLE 33641 0 0 WASTE MANAGEMENT INC COM 94106L109 1287 40335 SH SOLE 40335 0 0 WAL-MART STORES INC COM 931142103 35432 615688 SH SOLE 615688 0 0 XCEL ENERGY INC COM 98389B100 408 14723 SH SOLE 14723 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page7 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- XILINX INC COM 983919101 4357 111579 SH SOLE 111579 0 0 EXXON MOBIL CORP COM 30231G102 41002 1043331 SH SOLE 1043331 0 0 XEROX CORPORATION COM 984121103 3837 368285 SH SOLE 368285 0 0 YAHOO INC. COM 984332106 5725 322750 SH SOLE 322750 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1 250 SH CALL SOLE 250 0 0 ALCOA INC COM 013817101 240 900 SH CALL SOLE 900 0 0 ABBOTT LABORATORIES COM 002824100 45 120 SH CALL SOLE 120 0 0 ABBOTT LABORATORIES COM 002824100 135 1180 SH PUT SOLE 1180 0 0 AMERICAN HOME PRODUCTS CORP COM 026609107 209 500 SH CALL SOLE 500 0 0 AMERICAN HOME PRODUCTS CORP COM 026609107 447 2000 SH PUT SOLE 2000 0 0 AMERICAN INTL GROUP INC COM 026874107 102 194 SH CALL SOLE 194 0 0 AMERICAN INTL GROUP INC COM 026874107 1385 4556 SH PUT SOLE 4556 0 0 AOL TIME WARNER COM 00184A105 835 4400 SH PUT SOLE 4400 0 0 AMERICAN EXPRESS CO COM 025816109 180 3000 SH PUT SOLE 3000 0 0 BANK OF AMERICA CORP COM 060505104 606 3750 SH PUT SOLE 3750 0 0 BELLSOUTH CORP COM 079860102 174 1250 SH CALL SOLE 1250 0 0 BELLSOUTH CORP COM 079860102 310 1100 SH PUT SOLE 1100 0 0 BRISTOL MYERS SQUIBB CO. COM 110122108 239 2090 SH CALL SOLE 2090 0 0 BRISTOL MYERS SQUIBB CO. COM 110122108 2570 5395 SH PUT SOLE 5395 0 0 BEA SYSTEMS INC COM 073325102 150 1750 SH CALL SOLE 1750 0 0 ANHEUSER BUSCH INCORPORATED COM 035229103 89 1000 SH PUT SOLE 1000 0 0 CATERPILLAR INC COM 149123101 139 500 SH CALL SOLE 500 0 0 CATERPILLAR INC COM 149123101 5 500 SH PUT SOLE 500 0 0 COMCAST CORP COM 200300200 11 2300 SH CALL SOLE 2300 0 0 CHEVRONTEXACO CORP COM 166764100 91 141 SH CALL SOLE 141 0 0 CHEVRONTEXACO CORP COM 166764100 387 1891 SH PUT SOLE 1891 0 0 COMPAQ COMPUTER CORP COM 204493100 25 500 SH CALL SOLE 500 0 0 DOMINION RESOURCES INC COM 25746U109 22 200 SH CALL SOLE 200 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 22 750 SH CALL SOLE 750 0 0 DISNEY WALT CO COM 254687106 122 2500 SH PUT SOLE 2500 0 0 CIENA CORP COM 171779101 594 6500 SH CALL SOLE 6500 0 0 CIENA CORP COM 171779101 200 1450 SH PUT SOLE 1450 0 0 FORD MOTOR COMPANY COM 345370860 224 5000 SH CALL SOLE 5000 0 0 FEDEX CORP COM 31428X106 952 750 SH CALL SOLE 750 0 0 FEDERAL NATIONAL MORTGAGE COM 313586109 573 1700 SH PUT SOLE 1700 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 52 500 SH PUT SOLE 500 0 0 GILLETTE COMPANY COM 375766102 1074 5500 SH CALL SOLE 5500 0 0 GILLETTE COMPANY COM 375766102 75 1500 SH PUT SOLE 1500 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 55 1000 SH CALL SOLE 1000 0 0 HOME DEPOT INCORPORATED COM 437076102 1179 8100 SH PUT SOLE 8100 0 0 HEWLETT-PACKARD INCORPORATED COM 428236103 165 3500 SH PUT SOLE 3500 0 0 H.J.HEINZ COMPANY COM 423074103 17 500 SH CALL SOLE 500 0 0 HEWLETT-PACKARD INCORPORATED COM 428236103 48 8989 SH CALL SOLE 8989 0 0 INTERNATIONAL PAPER COMPANY COM 460146103 247 1500 SH CALL SOLE 1500 0 0 IMMUNEX CORP (NEW) COM 452528102 13 200 SH CALL SOLE 200 0 0 IMMUNEX CORP (NEW) COM 452528102 25 1000 SH PUT SOLE 1000 0 0 JOHNSON & JOHNSON INCORPORATE COM 478160104 1130 2750 SH CALL SOLE 2750 0 0 JOHNSON & JOHNSON INCORPORATE COM 478160104 1026 6703 SH PUT SOLE 6703 0 0 JPMMORGAN CHASE & CO COM 46625H100 249 1386 SH CALL SOLE 1386 0 0 JPMMORGAN CHASE & CO COM 46625H100 1313 5000 SH PUT SOLE 5000 0 0 JUNIPER NETWORKS INC COM 48203R104 419 1000 SH PUT SOLE 1000 0 0 CHECK POINT SOFTWARE TECH COM M22465104 1539 1000 SH CALL SOLE 1000 0 0 COCA COLA CO COM 191216100 1109 4900 SH PUT SOLE 4900 0 0 APPLE COMPUTER INC COM 037833100 730 2450 SH CALL SOLE 2450 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page8 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BOEING CO COM 097023105 1539 2700 SH PUT SOLE 2700 0 0 WORLDCOM INC./WORLDCOM GROUP COM 98157D106 162 2500 SH CALL SOLE 2500 0 0 BIOGEN INC MASS COM 090597105 767 1530 SH CALL SOLE 1530 0 0 COLGATE PALMOLIVE CO COM 194162103 600 1000 SH CALL SOLE 1000 0 0 GENERAL ELECTRIC COMPANY COM 369604103 8255 27120 SH PUT SOLE 27120 0 0 COCA COLA CO COM 191216100 461 2900 SH CALL SOLE 2900 0 0 QUALCOMM INC COM 747525103 10533 8550 SH PUT SOLE 8550 0 0 ELI LILLY & COMPANY COM 532457108 750 1396 SH CALL SOLE 1396 0 0 ELI LILLY & COMPANY COM 532457108 241 422 SH PUT SOLE 422 0 0 AOL TIME WARNER COM 00184A105 1842 13050 SH CALL SOLE 13050 0 0 APPLIED MATERIALS INC COM 038222105 558 1750 SH CALL SOLE 1750 0 0 E M C CORP MASS COM 268648102 444 2750 SH CALL SOLE 2750 0 0 DISNEY WALT CO COM 254687106 596 2300 SH CALL SOLE 2300 0 0 XEROX CORPORATION COM 984121103 1539 5500 SH PUT SOLE 5500 0 0 MCDONALDS CORPORATION COM 580135101 174 5000 SH CALL SOLE 5000 0 0 MCDONALDS CORPORATION COM 580135101 64 1000 SH PUT SOLE 1000 0 0 MEDTRONIC INCORPORATED COM 585055106 149 2000 SH PUT SOLE 2000 0 0 MEDIMMUNE INC COM 584699102 71 400 SH PUT SOLE 400 0 0 MERRILL LYNCH & CO INC COM 590188108 375 500 SH CALL SOLE 500 0 0 MERRILL LYNCH & CO INC COM 590188108 72 1000 SH PUT SOLE 1000 0 0 MORGAN ST DEAN WITTER DISCOVE COM 617446448 600 650 SH CALL SOLE 650 0 0 MINNESOTA MINING & MFG CO COM 604059105 200 1350 SH PUT SOLE 1350 0 0 PHILIP MORRIS COS INC COM 718154107 306 2345 SH CALL SOLE 2345 0 0 PHILIP MORRIS COS INC COM 718154107 2107 6540 SH PUT SOLE 6540 0 0 MOTOROLA INCORPORATED COM 620076109 258 2400 SH PUT SOLE 2400 0 0 MICROSOFT CORP COM 594918104 2024 14053 SH CALL SOLE 14053 0 0 MICRON TECHNOLOGY INC COM 595112103 613 3580 SH CALL SOLE 3580 0 0 MICRON TECHNOLOGY INC COM 595112103 1148 2826 SH PUT SOLE 2826 0 0 NIKE INCORPORATED CLASS B COM 654106103 1622 1475 SH CALL SOLE 1475 0 0 NIKE INCORPORATED CLASS B COM 654106103 3 350 SH PUT SOLE 350 0 0 NORTEL NETWORKS CORP COM 656568102 8 1700 SH CALL SOLE 1700 0 0 PMC-SIERRA INC COM 69344F106 125 500 SH CALL SOLE 500 0 0 BANK ONE CORP COM 06423A103 32 1600 SH PUT SOLE 1600 0 0 ORACLE SYSTEMS CORP COM 68389X105 898 5550 SH PUT SOLE 5550 0 0 ORACLE SYSTEMS CORP COM 68389X105 58 3200 SH CALL SOLE 3200 0 0 JUNIPER NETWORKS INC COM 48203R104 866 3800 SH CALL SOLE 3800 0 0 PEPSICO INCORPORATED COM 713448108 251 775 SH CALL SOLE 775 0 0 PFIZER INCORPORATED COM 717081103 348 2750 SH CALL SOLE 2750 0 0 PFIZER INCORPORATED COM 717081103 2474 11400 SH PUT SOLE 11400 0 0 PHARMACIA INC COM 71713U102 375 3250 SH PUT SOLE 3250 0 0 PEOPLESOFT INC COM 712713106 2385 2750 SH CALL SOLE 2750 0 0 VERISIGN INC COM 92343E102 222 300 SH CALL SOLE 300 0 0 EBAY INC COM 278642103 6546 5350 SH CALL SOLE 5350 0 0 EBAY INC COM 278642103 3743 5550 SH PUT SOLE 5550 0 0 BROADCOM CORP COM 111320107 2586 2729 SH CALL SOLE 2729 0 0 BROADCOM CORP COM 111320107 776 900 SH PUT SOLE 900 0 0 ROYAL DUTCH PETRO - NY SHARES COM 780257804 221 750 SH CALL SOLE 750 0 0 ROYAL DUTCH PETRO - NY SHARES COM 780257804 87 500 SH PUT SOLE 500 0 0 SBC COMMUNICATIONS INC COM 78387G103 41 144 SH CALL SOLE 144 0 0 SBC COMMUNICATIONS INC COM 78387G103 1710 8218 SH PUT SOLE 8218 0 0 CHARLES SCHWAB CORP NEW COM 808513105 2 500 SH CALL SOLE 500 0 0 SIEBEL SYSTEMS INC COM 826170102 185 1000 SH PUT SOLE 1000 0 0 SIEBEL SYSTEMS INC COM 826170102 1169 3380 SH CALL SOLE 3380 0 0 A T & T CORP COM 001957109 311 3800 SH CALL SOLE 3800 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page9 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- A T & T CORP COM 001957109 254 7800 SH PUT SOLE 7800 0 0 TEXAS INSTRUMENTS INCORPORATE COM 882508104 2016 7650 SH CALL SOLE 7650 0 0 TEXAS INSTRUMENTS INCORPORATE COM 882508104 1280 5500 SH PUT SOLE 5500 0 0 TYCO INTERNATIONAL LTD COM 902124106 196 530 SH CALL SOLE 530 0 0 TYCO INTERNATIONAL LTD COM 902124106 640 4570 SH PUT SOLE 4570 0 0 JDS UNIPHASE CORP COM 46612J101 41 2300 SH CALL SOLE 2300 0 0 U.S. BANCORP COM 902973304 30 1000 SH PUT SOLE 1000 0 0 BOEING CO COM 097023105 1509 3875 SH CALL SOLE 3875 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 877 4400 SH PUT SOLE 4400 0 0 DELL COMPUTER COM 247025109 2561 8100 SH CALL SOLE 8100 0 0 DELL COMPUTER COM 247025109 578 4000 SH PUT SOLE 4000 0 0 EASTMAN KODAK COMPANY COM 277461109 954 5400 SH CALL SOLE 5400 0 0 EASTMAN KODAK COMPANY COM 277461109 2812 4900 SH PUT SOLE 4900 0 0 LUCENT TECHNOLOGY COM 549463107 60 2000 SH CALL SOLE 2000 0 0 NEXTEL COMMUNICATIONS INC CL COM 65332V103 1682 6100 SH CALL SOLE 6100 0 0 NEXTEL COMMUNICATIONS INC CL COM 65332V103 1030 2500 SH PUT SOLE 2500 0 0 GENERAL ELECTRIC COMPANY COM 369604103 7389 30205 SH CALL SOLE 30205 0 0 GENERAL MTRS CORP COM 370442105 3557 5250 SH CALL SOLE 5250 0 0 HOME DEPOT INCORPORATED COM 437076102 1062 2250 SH CALL SOLE 2250 0 0 INTL BUSINESS MACHINES INC COM 459200101 8618 10200 SH CALL SOLE 10200 0 0 INTL BUSINESS MACHINES INC COM 459200101 5229 7050 SH PUT SOLE 7050 0 0 VERITAS SOFTWARE CORP COM 923436109 3718 3919 SH CALL SOLE 3919 0 0 VERITAS SOFTWARE CORP COM 923436109 20 260 SH PUT SOLE 260 0 0 QUALCOMM INC COM 747525103 3972 11030 SH CALL SOLE 11030 0 0 MOTOROLA INCORPORATED COM 620076109 368 5500 SH CALL SOLE 5500 0 0 VIACOM INC NON VOTING COM 925524308 349 2000 SH PUT SOLE 2000 0 0 MICROSOFT CORP COM 594918104 3489 10862 SH PUT SOLE 10862 0 0 MERCK & CO. INC COM 589331107 633 5010 SH CALL SOLE 5010 0 0 MERCK & CO. INC COM 589331107 5443 6958 SH PUT SOLE 6958 0 0 BIOGEN INC MASS COM 090597105 59 200 SH PUT SOLE 200 0 0 INTEL CORP COM 458140100 5593 21150 SH CALL SOLE 21150 0 0 INTEL CORP COM 458140100 2547 18850 SH PUT SOLE 18850 0 0 PEPSICO INCORPORATED COM 713448108 1003 5400 SH PUT SOLE 5400 0 0 PROCTER & GAMBLE COMPANY COM 742718109 2511 6200 SH CALL SOLE 6200 0 0 PROCTER & GAMBLE COMPANY COM 742718109 565 5500 SH PUT SOLE 5500 0 0 APPLIED MATERIALS INC COM 038222105 2471 3000 SH PUT SOLE 3000 0 0 CITIGROUP INC COM 172967101 1659 5481 SH CALL SOLE 5481 0 0 CITIGROUP INC COM 172967101 1221 9710 SH PUT SOLE 9710 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 441 700 SH PUT SOLE 700 0 0 MORGAN ST DEAN WITTER DISCOVE COM 617446448 939 3500 SH PUT SOLE 3500 0 0 XEROX CORPORATION COM 984121103 904 3300 SH CALL SOLE 3300 0 0 CISCO SYS INC COM 17275R102 1852 7077 SH CALL SOLE 7077 0 0 CISCO SYS INC COM 17275R102 2259 9500 SH PUT SOLE 9500 0 0 VERIZON COMMUNICATIONS COM 92343V104 28 180 SH CALL SOLE 180 0 0 VERIZON COMMUNICATIONS COM 92343V104 1019 6165 SH PUT SOLE 6165 0 0 NASDAQ 100 COM 631100104 25734 45900 SH CALL SOLE 45900 0 0 NASDAQ 100 COM 631100104 20295 36220 SH PUT SOLE 36220 0 0 SUN MICROSYSTEMS INC COM 866810104 175 4250 SH CALL SOLE 4250 0 0 SUN MICROSYSTEMS INC COM 866810104 137 3000 SH PUT SOLE 3000 0 0 WELLS FARGO COMPANY COM 949746101 480 3000 SH CALL SOLE 3000 0 0 WELLS FARGO COMPANY COM 949746101 82 2500 SH PUT SOLE 2500 0 0 WAL-MART STORES INC COM 931142103 1378 4120 SH CALL SOLE 4120 0 0 WAL-MART STORES INC COM 931142103 2855 7437 SH PUT SOLE 7437 0 0 XILINX INC COM 983919101 154 1000 SH CALL SOLE 1000 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Dec 31,2001 Page10 of 10 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- XILINX INC COM 983919101 667 1000 SH PUT SOLE 1000 0 0 EXXON MOBIL CORP COM 30231G102 2916 11163 SH CALL SOLE 11163 0 0 EXXON MOBIL CORP COM 30231G102 3336 18397 SH PUT SOLE 18397 0 0 AMGEN INC COM 031162100 742 4232 SH CALL SOLE 4232 0 0 AMGEN INC COM 031162100 5632 7350 SH PUT SOLE 7350 0 0 YAHOO INC. COM 984332106 953 3050 SH PUT SOLE 3050 0 0 YAHOO INC. COM 984332106 211 1250 SH CALL SOLE 1250 0 0 AMAZON COMM INC COM 023135106 572 2550 SH CALL SOLE 2550 0 0
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