13F-HR 1 eqstrat13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:Jun 30,2003 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: BNP Paribas Equity Strategies, SNC Address: 555 Croton Road King of Prussia, PA 19406 13F File Number: 028-07790 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: JOHN PIRNER Title: CHIEF FINANCIAL OFFICER Phone: 610-491-1595 Signature ,Place, and Date of Signing: JOHN PIRNER KING OF PRUSSIA,PA 7/30/03 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:1569 Form 13F Information Table Value Total:$1944995318 List of Other Included Managers: No. 13F File Number Name **NONE**

Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page 1 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AGILANT TECHNOLOGIES INC COM 00846U101 594 33096 SH SOLE 33096 0 0 ALCOA INC COM 013817101 1083 47572 SH SOLE 47572 0 0 Airtran Holdings Inc COM 00949P108 183 47123 SH SOLE 47123 0 0 Aaon Inc COM 000360206 188 10242 SH SOLE 10242 0 0 APPLE COMPUTER INC COM 037833100 681 47554 SH SOLE 47554 0 0 AMERISOURCEBERGEN CORP COM 03073E105 349 6429 SH SOLE 6429 0 0 ANCHOR BANCORP WISC COM 032839102 391 18867 SH SOLE 18867 0 0 AIRBORNE INC COM 009269101 707 47725 SH SOLE 47725 0 0 ARKANSAS BEST CORP COM 040790107 400 15416 SH SOLE 15416 0 0 ABGENIX INC COM 00339B107 460 62542 SH SOLE 62542 0 0 APPLIED BIOSYSTEMS COM 038020103 224 12783 SH SOLE 12783 0 0 AMBAC INC COM 023139108 447 7959 SH SOLE 7959 0 0 ABM INDUSTRIES INC COM 000957100 406 26231 SH SOLE 26231 0 0 ALBERTSON INCORPORATED COM 013104104 586 26346 SH SOLE 26346 0 0 ABBOTT LABORATORIES COM 002824100 4121 103041 SH SOLE 103041 0 0 ATLANTIC COAST AIRLINES HLDGS COM 048396105 374 31129 SH SOLE 31129 0 0 American Physicians Capital IncCOM 028884104 197 10515 SH SOLE 10515 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 750 34743 SH SOLE 34743 0 0 Arctic Cat Inc COM 039670104 188 11809 SH SOLE 11809 0 0 ACE LTD COM G0070K103 359 12236 SH SOLE 12236 0 0 AMERICREDIT CORP COM 03060R101 383 49534 SH SOLE 49534 0 0 ARCH COAL INC COM 039380100 1069 49533 SH SOLE 49533 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 524 93523 SH SOLE 93523 0 0 AC MOORE ARTS & CRAFTS INC COM 00086T103 133 10528 SH SOLE 10528 0 0 Amcol International Corp COM 02341W103 63 11029 SH SOLE 11029 0 0 Active Power Inc COM 00504W100 35 19788 SH SOLE 19788 0 0 AFFILIATED COMPUTER SVCS COM 008190100 2237 42499 SH SOLE 42499 0 0 Acacia Research - Acacia Techn COM 003881307 40 16744 SH SOLE 16744 0 0 ACTEL CORP COM 004934105 239 14780 SH SOLE 14780 0 0 ACTERNA CORP COM 00503U105 4 29597 SH SOLE 29597 0 0 ACTUATE CORP COM 00508B102 59 33684 SH SOLE 33684 0 0 ACXIOM CORP COM 005125109 474 30820 SH SOLE 30820 0 0 ADVO INC. COM 007585102 309 9414 SH SOLE 9414 0 0 ADOBE SYSTEMS INC COM 00724F101 628 25337 SH SOLE 25337 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 265 126858 SH SOLE 126858 0 0 ANALOG DEVICES INCORPORATED COM 032654105 657 27550 SH SOLE 27550 0 0 Advanced Digital Information C COM 007525108 356 53150 SH SOLE 53150 0 0 ADOLOR CORP COM 00724X102 451 32476 SH SOLE 32476 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 644 51973 SH SOLE 51973 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 1507 38417 SH SOLE 38417 0 0 ADTRAN INC COM 00738A106 973 29592 SH SOLE 29592 0 0 Advanta Corp COM 007942204 184 19616 SH SOLE 19616 0 0 ADVANCE PCS COM 00790K109 707 31845 SH SOLE 31845 0 0 ADVENT SOFTWARE INC COM 007974108 164 12034 SH SOLE 12034 0 0 Associated Estates Realty COM 045604105 90 13369 SH SOLE 13369 0 0 AMEREN CORP COM 023608102 584 14069 SH SOLE 14069 0 0 ADVANCED ENERGY INDUSTRIES COM 007973100 136 10694 SH SOLE 10694 0 0 AMC ENTERTAINMENT INCORPORATE COM 001669100 227 25660 SH SOLE 25660 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 362 26275 SH SOLE 26275 0 0 AMERICAN ELECTRIC POWER CO COM 025537101 653 23924 SH SOLE 23924 0 0 AES CORP COM 00130H105 102 33974 SH SOLE 33974 0 0 AETNA US HEALTHCARE COM 00817Y108 435 10600 SH SOLE 10600 0 0 Aether Systems Inc COM 00808V105 101 26865 SH SOLE 26865 0 0 ASTORIA FINANCIAL CORPORATION COM 046265104 763 28131 SH SOLE 28131 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page2 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ALLMERICA FINANCIAL CORP. COM 019754100 188 18615 SH SOLE 18615 0 0 AFC ENTERPRISES COM 00104Q107 280 13353 SH SOLE 13353 0 0 ADVANCED FIBRE COMMUNICATION COM 00754A105 460 27612 SH SOLE 27612 0 0 American Financial Group Inc COM 025932104 446 19364 SH SOLE 19364 0 0 AFLAC INC COM 001055102 876 29098 SH SOLE 29098 0 0 AGCO CORP COM 001084102 534 24208 SH SOLE 24208 0 0 A G EDWARDS INCORPORATED COM 281760108 767 23285 SH SOLE 23285 0 0 ANTIGENICS INC/DEL COM 037032109 244 23924 SH SOLE 23924 0 0 ALLIANCE GAMING CORP COM 01859P609 476 27976 SH SOLE 27976 0 0 Argonaut Group Inc COM 040157109 289 19651 SH SOLE 19651 0 0 AGILE SOFTWARE CORP COM 00846X105 254 32886 SH SOLE 32886 0 0 Atherogenics Inc COM 047439104 151 20436 SH SOLE 20436 0 0 Federal Agricultural Mortgage COM 313148306 227 7424 SH SOLE 7424 0 0 ALLERGAN INC COM 018490102 524 9104 SH SOLE 9104 0 0 ARGOSY GAMING COM 040228108 221 11723 SH SOLE 11723 0 0 ARMOR HOLIDNG INC COM 042260109 200 14528 SH SOLE 14528 0 0 AMERADA HESS CORPORATION COM 023551104 341 6196 SH SOLE 6196 0 0 APRIA HEALTHCARE GROUP COM 037933108 1201 54019 SH SOLE 54019 0 0 Anthracite Capital Inc COM 037023108 403 37055 SH SOLE 37055 0 0 AMERICAN INTL GROUP INC COM 026874107 10171 175827 SH SOLE 175827 0 0 ALBANY INTL CORP CL A COM 012348108 434 21024 SH SOLE 21024 0 0 Alliance Imaging Inc COM 018606202 60 11449 SH SOLE 11449 0 0 A A R CORPORATION COM 000361105 115 22445 SH SOLE 22445 0 0 APPLIED INDUSTRIAL TECHNOLGIE COM 03820C105 304 16125 SH SOLE 16125 0 0 ARTHUR J. GALLAGHER & COMPANY COM 363576109 659 22436 SH SOLE 22436 0 0 AKAMAI TECHNOLOGIES COM 00971T101 127 73453 SH SOLE 73453 0 0 ACCLAIM ENTERTAINMENT INC COM 004325205 39 60167 SH SOLE 60167 0 0 AK STEEL HOLDING CORP COM 001547108 297 37246 SH SOLE 37246 0 0 Aksys Ltd COM 010196103 107 20257 SH SOLE 20257 0 0 Alabama National Bancorp COM 010317105 363 8362 SH SOLE 8362 0 0 ALBEMARLE CORP COM 012653101 424 14924 SH SOLE 14924 0 0 ALLETE INC COM 018522102 439 19358 SH SOLE 19358 0 0 Alexander & Baldwin Inc COM 014482103 1194 46305 SH SOLE 46305 0 0 ALFA CORP COM 015385107 381 31735 SH SOLE 31735 0 0 Align Technology Inc COM 016255101 62 22723 SH SOLE 22723 0 0 ALLEGIANCE TELECOM INC COM 01747T102 52 79061 SH SOLE 79061 0 0 ALASKA AIR GROUP INCORPORATED COM 011659109 507 23458 SH SOLE 23458 0 0 ALKERMES INC COM 01642T108 290 46395 SH SOLE 46395 0 0 ALLSTATE CORP COM 020002101 2117 57255 SH SOLE 57255 0 0 ALLEN TELECOM INC COM 018091108 210 22238 SH SOLE 22238 0 0 ALPHARMA INC - CL A COM 020813101 344 28889 SH SOLE 28889 0 0 ANALOGIC CORPORATION COM 032657207 263 5240 SH SOLE 5240 0 0 ALLOY INC COM 019855105 258 23564 SH SOLE 23564 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 42 10830 SH SOLE 10830 0 0 Allos Therapeutics COM 019777101 238 31682 SH SOLE 31682 0 0 ALTERA CORP COM 021441100 634 51496 SH SOLE 51496 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 206 14642 SH SOLE 14642 0 0 APPLIED MATERIALS INC COM 038222105 1982 152179 SH SOLE 152179 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 69 18793 SH SOLE 18793 0 0 ADVANCED MICRO DEVICES INC COM 007903107 168 26103 SH SOLE 26103 0 0 AMETEK AEROSPACE PRODUCTS COM 031100100 1175 30531 SH SOLE 30531 0 0 Applied Molecular Evolution IncCOM 03823E108 24 11742 SH SOLE 11742 0 0 AMERICAN FINANCIAL HLDGS INC COM 026075101 463 15525 SH SOLE 15525 0 0 Amcore Financial Inc COM 023912108 500 23045 SH SOLE 23045 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page3 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMGEN INC COM 031162100 5404 111809 SH SOLE 111809 0 0 AMERIGROUP CORP COM 03073T102 234 7747 SH SOLE 7747 0 0 AMERUS GROUP CO COM 03072M108 294 10425 SH SOLE 10425 0 0 AMLI Residential Properties COM 001735109 200 9421 SH SOLE 9421 0 0 AMYLIN PHARMACEUTICALS COM 032346108 797 49388 SH SOLE 49388 0 0 AMERICAN MEDICAL SYS HLDGS COM 02744M108 210 13009 SH SOLE 13009 0 0 AMERON INCORPORATED COM 030710107 259 4707 SH SOLE 4707 0 0 AMR CORP COM 001765106 80 12150 SH SOLE 12150 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 258 17460 SH SOLE 17460 0 0 American Superconductor Corp COM 030111108 51 17021 SH SOLE 17021 0 0 AMSURG CORP COM 03232P405 416 20366 SH SOLE 20366 0 0 AMERICAN MANAGEMENT SYSTEMS COM 027352103 441 36855 SH SOLE 36855 0 0 AMERICAN TOWER SYSTEMS CLASS COM 029912201 483 137011 SH SOLE 137011 0 0 AMERITRADE HOLDING CORP CL A COM 03074K100 429 75944 SH SOLE 75944 0 0 AMAZON COMM INC COM 023135106 251 13289 SH SOLE 13289 0 0 Anadigics Inc COM 032515108 65 25545 SH SOLE 25545 0 0 ANDREW CORPORATION COM 034425108 189 18457 SH SOLE 18457 0 0 Anaren Inc COM 032744104 208 23749 SH SOLE 23749 0 0 ABERCROMBIE & FITCH CO CL A COM 002896207 673 32926 SH SOLE 32926 0 0 Anworth Mortgage Asset Corp COM 037347101 215 17178 SH SOLE 17178 0 0 ANN TAYLOR STORES CORP. COM 036115103 601 29459 SH SOLE 29459 0 0 answerthink inc COM 036916104 85 34098 SH SOLE 34098 0 0 ANSYS INC COM 03662Q105 232 11516 SH SOLE 11516 0 0 Anteon International Corp COM 03674E108 203 8479 SH SOLE 8479 0 0 AON CORP COM 037389103 376 19948 SH SOLE 19948 0 0 AOL TIME WARNER COM 00184A105 4046 308890 SH SOLE 308890 0 0 AURORA FOODS INC/DE COM 05164B106 15 20356 SH SOLE 20356 0 0 SMITH A O CORP COM 831865209 258 9553 SH SOLE 9553 0 0 APOGENT TECHNOLOGIES INC COM 03760A101 805 38709 SH SOLE 38709 0 0 APACHE CORPORATION COM 037411105 670 11770 SH SOLE 11770 0 0 APAC Customer Services Inc COM 00185E106 48 20681 SH SOLE 20681 0 0 ANADARKO PETROLEUM CORP COM 032511107 1090 22756 SH SOLE 22756 0 0 AMERICAN POWER CONVERSION COR COM 029066107 241 15949 SH SOLE 15949 0 0 AIR PRODUCTS & CHEMICALS COM 009158106 624 14604 SH SOLE 14604 0 0 APHTON CORPORATION COM 03759P101 73 18975 SH SOLE 18975 0 0 APPLICA INC. COM 03815A106 69 13889 SH SOLE 13889 0 0 APOGEE ENTERPRISES INC COM 037598109 241 26987 SH SOLE 26987 0 0 APOLLO GROUP INC COM 037604105 941 21397 SH SOLE 21397 0 0 Alamosa Holdings Inc COM 011589108 30 58785 SH SOLE 58785 0 0 ASTROPOWER INC COM 04644A101 188 23543 SH SOLE 23543 0 0 ARBITRON INC COM 03875Q108 757 22599 SH SOLE 22599 0 0 ARIBA INC COM 04033V104 568 229288 SH SOLE 229288 0 0 At Road Inc COM 04648K105 63 15414 SH SOLE 15414 0 0 Alexandria Real Estate Equitie COM 015271109 466 10953 SH SOLE 10953 0 0 AIRGAS INC COM 009363102 1160 67261 SH SOLE 67261 0 0 Ariad Pharmaceuticals Inc COM 04033A100 60 26133 SH SOLE 26133 0 0 ARACH CHEMICALS INC COM 03937R102 277 15212 SH SOLE 15212 0 0 ARVINMERITOR INC COM 043353101 349 20970 SH SOLE 20970 0 0 Arena Pharmaceuticals Inc COM 040047102 136 21044 SH SOLE 21044 0 0 ARQULE INC COM 04269E107 70 22991 SH SOLE 22991 0 0 Arrow International Inc COM 042764100 368 9050 SH SOLE 9050 0 0 Arris Group Inc COM 04269Q100 203 56878 SH SOLE 56878 0 0 Array Biopharma Inc COM 04269X105 106 19109 SH SOLE 19109 0 0 Arthrocare Corp COM 043136100 211 21487 SH SOLE 21487 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page4 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Artisan Components Inc COM 042923102 208 13516 SH SOLE 13516 0 0 ARROW ELECTRONICS INCORPORATE COM 042735100 429 33600 SH SOLE 33600 0 0 AEROFLEX INC COM 007768104 357 51874 SH SOLE 51874 0 0 ASSOCIATED-BANC CORP COM 045487105 926 27308 SH SOLE 27308 0 0 ASCENTIAL SOFTWARE CORP COM 04362P108 684 285089 SH SOLE 285089 0 0 AMERICAN STANDARD COS INC COM 029712106 335 4721 SH SOLE 4721 0 0 ADMINISTAFF INC COM 007094105 82 13712 SH SOLE 13712 0 0 Associates First Capital Corp COM 046008207 0 30473 SH SOLE 30473 0 0 ON ASSIGNMENT INC COM 682159108 184 21669 SH SOLE 21669 0 0 ASIAINFO HOLDINGS INC COM 04518A104 154 24365 SH SOLE 24365 0 0 AMSOUTH BANCORPORATION COM 032165102 480 25027 SH SOLE 25027 0 0 Aspect Communications Corp COM 04523Q102 124 43816 SH SOLE 43816 0 0 Astec Industries Inc COM 046224101 145 14605 SH SOLE 14605 0 0 ASYST TECHNOLOGIES INC COM 04648X107 218 29781 SH SOLE 29781 0 0 ALLTEL CORPORATION COM 020039103 1167 22898 SH SOLE 22898 0 0 AGL RESOURCES INC COM 001204106 1486 61172 SH SOLE 61172 0 0 ANTHEM INC COM 03674B104 629 10005 SH SOLE 10005 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 149 23995 SH SOLE 23995 0 0 Advanced Tissue Sciences Inc COM 00755F103 2 49900 SH SOLE 49900 0 0 ATMI INC COM 00207R101 431 23284 SH SOLE 23284 0 0 ATMEL CORP COM 049513104 358 160735 SH SOLE 160735 0 0 ATMOS ENERGY COM 049560105 662 28398 SH SOLE 28398 0 0 ATRIX LABORATORIES INC COM 04962L101 305 19928 SH SOLE 19928 0 0 ARTESYN TECHNOLOGIES INC COM 043127109 84 22067 SH SOLE 22067 0 0 ACTUANT CORP CL A COM 00508X203 232 5006 SH SOLE 5006 0 0 ACTIVISION INC COM 004930202 327 22434 SH SOLE 22434 0 0 ATWOOD OCEANICS INC COM 050095108 227 7570 SH SOLE 7570 0 0 AVAYA INC COM 053499109 49 20128 SH SOLE 20128 0 0 AVISTA CORP COM 05379B107 351 30424 SH SOLE 30424 0 0 AVOCENT CORP COM 053893103 1141 51355 SH SOLE 51355 0 0 Avenue A Inc COM 053566105 63 21942 SH SOLE 21942 0 0 AVIGEN INC COM 053690103 95 16745 SH SOLE 16745 0 0 AVID TECHNOLOGIES INC COM 05367P100 464 20259 SH SOLE 20259 0 0 Aviall Inc COM 05366B102 136 16919 SH SOLE 16919 0 0 AVANIR Pharmaceuticals COM 05348P104 41 41982 SH SOLE 41982 0 0 AVANEX CORP COM 05348W109 48 48030 SH SOLE 48030 0 0 AVON PRODUCTS INCORPORATED COM 054303102 950 17637 SH SOLE 17637 0 0 AVNET INCORPORATED COM 053807103 418 38613 SH SOLE 38613 0 0 AVERY DENNISON CORP COM 053611109 375 6148 SH SOLE 6148 0 0 AT & T WIRELESS SERVICES COM 00209A106 1125 199243 SH SOLE 199243 0 0 ALDERWOODS GROUP INC COM 014383103 150 31820 SH SOLE 31820 0 0 AMERICAN WATER WORKS CO INC COM 030411102 2070 45519 SH SOLE 45519 0 0 American States Water Co COM 029899101 234 10149 SH SOLE 10149 0 0 ANIXTER INTERNATIONAL INC. COM 035290105 500 21525 SH SOLE 21525 0 0 Apex Mortgage Capital Inc COM 037564101 130 19998 SH SOLE 19998 0 0 AMERICAN EXPRESS CO COM 025816109 2994 84709 SH SOLE 84709 0 0 AXT Inc COM 00246W103 31 17413 SH SOLE 17413 0 0 ALLEGHENY ENERGY INC COM 017361106 82 10929 SH SOLE 10929 0 0 ACUITY BRANDS INC. COM 00508Y102 460 34023 SH SOLE 34023 0 0 AUTOZONE INC COM 053332102 517 7320 SH SOLE 7320 0 0 Aspen Technology Inc COM 045327103 98 34940 SH SOLE 34940 0 0 AZTAR CORP COM 054802103 225 15781 SH SOLE 15781 0 0 BOEING CO COM 097023105 1853 56192 SH SOLE 56192 0 0 BANK OF AMERICA CORP COM 060505104 6938 99740 SH SOLE 99740 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page5 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BARRA INC COM 068313105 237 7819 SH SOLE 7819 0 0 BAXTER INTERNATIONAL INC COM 071813109 1039 37125 SH SOLE 37125 0 0 Bombay Co Inc/The COM 097924104 114 22983 SH SOLE 22983 0 0 BED BATH & BEYOND INC COM 075896100 1196 34664 SH SOLE 34664 0 0 BLACK BOX CORP. COM 091826107 639 14279 SH SOLE 14279 0 0 BB&T COPRORATION COM 054937107 1207 32649 SH SOLE 32649 0 0 BANKATLANTIC BANCORP INC COM 065908501 313 33209 SH SOLE 33209 0 0 BEST BUY COMPANY INC COM 086516101 487 20169 SH SOLE 20169 0 0 BRUNSWICK CORP COM 117043109 254 12819 SH SOLE 12819 0 0 BOISE CASCADE CORPORATION COM 097383103 200 7939 SH SOLE 7939 0 0 BURLINGTON COAT FACTORY WHSE COM 121579106 319 17781 SH SOLE 17781 0 0 Bruker Daltonics Inc COM 116795105 116 23918 SH SOLE 23918 0 0 Bandag Inc COM 059815100 502 12984 SH SOLE 12984 0 0 BLACK & DECKER MANUFACTURING COM 091797100 232 5411 SH SOLE 5411 0 0 Brandywine Realty Trust COM 105368203 334 15321 SH SOLE 15321 0 0 BECTON DICKINSON & COMPANY COM 075887109 465 15158 SH SOLE 15158 0 0 BEA SYSTEMS INC COM 073325102 184 16121 SH SOLE 16121 0 0 BE AEROSPACE INC COM 073302101 105 28851 SH SOLE 28851 0 0 BECKMAN COULTER INC COM 075811109 366 12408 SH SOLE 12408 0 0 Bedford Property Investors COM 076446301 357 13907 SH SOLE 13907 0 0 Bell Microproducts Inc COM 078137106 110 19995 SH SOLE 19995 0 0 FRANKLIN RESOURCES INC COM 354613101 422 12411 SH SOLE 12411 0 0 Beverly Enterprises Inc COM 087851309 219 76934 SH SOLE 76934 0 0 BALDOR ELECTRIC COMPANY COM 057741100 391 19848 SH SOLE 19848 0 0 BROWN FORMAN CORP COM 115637209 388 5948 SH SOLE 5948 0 0 Bright Horizons Family Solutio COM 109195107 286 10197 SH SOLE 10197 0 0 Saul Centers Inc COM 804395101 244 10292 SH SOLE 10292 0 0 BALLY HEALTH & TENNIS CORP COM 05873K108 110 15529 SH SOLE 15529 0 0 GENERAL CABLE CORP COM 369300108 99 26191 SH SOLE 26191 0 0 BIOGEN INC MASS COM 090597105 698 17447 SH SOLE 17447 0 0 BRIGGS & STRATTON CORPORATION COM 109043109 619 14584 SH SOLE 14584 0 0 BORDERS GROUP INC COM 099709107 430 26710 SH SOLE 26710 0 0 BENCHMARK ELECTRS INC COM 08160H101 435 15200 SH SOLE 15200 0 0 BAKER HUGHES INC COM 057224107 801 24905 SH SOLE 24905 0 0 BETHLEHEM STEEL CORP COM 087509105 1 17650 SH SOLE 17650 0 0 Sotheby's Holdings COM 835898107 544 60484 SH SOLE 60484 0 0 BIO-RAD LABORATORIES INC COM 090572207 562 14527 SH SOLE 14527 0 0 BJ'S WHOLESALE CLUB INC COM 05548J106 193 10576 SH SOLE 10576 0 0 BJ SERVICES CO. COM 055482103 365 11321 SH SOLE 11321 0 0 BANK NEW YORK INC COM 064057102 1064 44442 SH SOLE 44442 0 0 BLACK HILLS CORPORATIONS COM 092113109 790 29824 SH SOLE 29824 0 0 BUCKEYE TECHNOLOGY CORP COM 118255108 151 24709 SH SOLE 24709 0 0 BARNES & NOBLE, INC COM 067774109 389 21533 SH SOLE 21533 0 0 Bankunited Financial Corp COM 06652B103 263 16301 SH SOLE 16301 0 0 BELO CORPORATION A COM 080555105 836 39220 SH SOLE 39220 0 0 BALL CORPORATION COM 058498106 277 5413 SH SOLE 5413 0 0 BELLSOUTH CORP COM 079860102 3509 135665 SH SOLE 135665 0 0 BMC SOFTWARE INC COM 055921100 442 25873 SH SOLE 25873 0 0 BIOMET INCORPORATED COM 090613100 996 34755 SH SOLE 34755 0 0 Building Material Holding Corp COM 120113105 185 13006 SH SOLE 13006 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 215 30576 SH SOLE 30576 0 0 Bryn Mawr Bank Corp COM 117665109 261 7131 SH SOLE 7131 0 0 BRISTOL MYERS SQUIBB CO. COM 110122108 3031 130965 SH SOLE 130965 0 0 BANTA CORPORATION COM 066821109 814 26057 SH SOLE 26057 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page6 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BOWNE & COMPANY INCORPORATED COM 103043105 306 25652 SH SOLE 25652 0 0 BURLINGTON NORTHERN SANTE FE COM 12189T104 651 25036 SH SOLE 25036 0 0 BANKNORTH GROUP INC COM 06646R107 1013 44838 SH SOLE 44838 0 0 BOB EVANS FARMS INCORPORATED COM 096761101 995 42622 SH SOLE 42622 0 0 BANK OF HAWAII CORP COM 062540109 489 16104 SH SOLE 16104 0 0 Interpore International COM 46062W107 117 18349 SH SOLE 18349 0 0 BORLAND SOFTWARE CORP COM 099849101 686 55796 SH SOLE 55796 0 0 BOWATER INCORPORATED COM 102183100 651 15521 SH SOLE 15521 0 0 BOSTON PRIVATE FINL HOLDING COM 101119105 325 16391 SH SOLE 16391 0 0 BIOPURE CORP COM 09065H105 80 21564 SH SOLE 21564 0 0 BURLINGTON RESOURCES COM 122014103 529 12417 SH SOLE 12417 0 0 BRADY W.H. COMPANY COM 104674106 392 11760 SH SOLE 11760 0 0 BROCADE COMMUNICATIONS SYS COM 111621108 49 12067 SH SOLE 12067 0 0 BROADCOM CORP COM 111320107 377 25034 SH SOLE 25034 0 0 BROOKLINE BANCORP INC COM 11373M107 602 50654 SH SOLE 50654 0 0 BROOKS-PRI AUTOMATION INC COM 11442E102 270 23645 SH SOLE 23645 0 0 BARR LABS COM 068306109 1070 16447 SH SOLE 16447 0 0 BROWN & BROWN INC COM 115236101 607 18806 SH SOLE 18806 0 0 BROADWING INC COM 111620100 821 233312 SH SOLE 233312 0 0 Berry Petroleum Co COM 085789105 195 11488 SH SOLE 11488 0 0 BEAR STEARNS COS INC COM 073902108 497 8369 SH SOLE 8369 0 0 THE BISYS GROUP INC COM 055472104 556 35020 SH SOLE 35020 0 0 Britesmile Inc COM 110415106 3 10720 SH SOLE 10720 0 0 BIOSITE INCORPORATED COM 090945106 305 8994 SH SOLE 8994 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1341 31541 SH SOLE 31541 0 0 BIO-TECHNOLOGY GENERAL CORP COM 090578105 151 47194 SH SOLE 47194 0 0 BLYTH, INC COM 09643P108 1104 41258 SH SOLE 41258 0 0 PEABODY ENERGY CORP COM 704549104 417 14300 SH SOLE 14300 0 0 Buca Inc COM 117769109 120 14528 SH SOLE 14528 0 0 ANHEUSER BUSCH INCORPORATED COM 035229103 2808 58025 SH SOLE 58025 0 0 BAY VIEW CAPITAL CORP_DEL COM 07262L101 475 82758 SH SOLE 82758 0 0 BRUSH ENGINEERED MATERIALS IN COM 117421107 62 11446 SH SOLE 11446 0 0 BORG WARNER INC COM 099724106 289 5747 SH SOLE 5747 0 0 BELDEN INC COM 077459105 216 14201 SH SOLE 14201 0 0 BROWN SHOE CO COM 115736100 271 11405 SH SOLE 11405 0 0 BOYD GAMING CORP COM 103304101 328 23399 SH SOLE 23399 0 0 BEAZER HOMES USA INC COM 07556Q105 449 7413 SH SOLE 7413 0 0 CITIGROUP INC COM 172967101 11801 335372 SH SOLE 335372 0 0 COMPUTER ASSOCIATES INTL INC COM 204912109 448 33245 SH SOLE 33245 0 0 CASCADE BANCORP COM 147154108 142 10340 SH SOLE 10340 0 0 Credit Acceptance Corp COM 225310101 72 11415 SH SOLE 11415 0 0 CONAGRA FOODS INC COM 205887102 1227 49066 SH SOLE 49066 0 0 CARDINAL HEALTH INC COM 14149Y108 1574 26594 SH SOLE 26594 0 0 CACI INTERNATIONAL INC CL-A COM 127190304 787 22102 SH SOLE 22102 0 0 CHEESECAKE FACTORY INC COM 163072101 592 16384 SH SOLE 16384 0 0 CALIPER TECHNOLOGIES CORP COM 130876105 63 21492 SH SOLE 21492 0 0 COOPER CAMERON COM 216640102 705 14160 SH SOLE 14160 0 0 CARREKER CORPORATION COM 144433109 49 10987 SH SOLE 10987 0 0 CSK AUTO CORP COM 125965103 189 17255 SH SOLE 17255 0 0 CAPITAL AUTOMOTIVE REIT COM 139733109 434 18333 SH SOLE 18333 0 0 CASEYS GENERAL STORES INC COM 147528103 457 37490 SH SOLE 37490 0 0 CATERPILLAR INC COM 149123101 1011 22130 SH SOLE 22130 0 0 CATHAY BANCORP INC COM 149150104 519 13674 SH SOLE 13674 0 0 CHUBB CORP COM 171232101 663 12712 SH SOLE 12712 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page7 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- COOPER INDUSTRIES INC CL-A COM G24182100 285 7840 SH SOLE 7840 0 0 COMMERCE BANCORP INC COM 200519106 856 19835 SH SOLE 19835 0 0 Century Business Services Inc COM 156490104 178 67511 SH SOLE 67511 0 0 CHRISTOPHER & BANKS CORP COM 171046105 356 17189 SH SOLE 17189 0 0 CBL & Associates Properties IncCOM 124830100 525 13128 SH SOLE 13128 0 0 CAMBREX CORP COM 132011107 505 16736 SH SOLE 16736 0 0 CIBER INC COM 17163B102 264 51455 SH SOLE 51455 0 0 CBRL GROUP COM 12489V106 507 16838 SH SOLE 16838 0 0 COMPASS BANCSHARES INC COM 20449H109 1439 46027 SH SOLE 46027 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 222 27046 SH SOLE 27046 0 0 CABOT CORPORATION COM 127055101 552 20800 SH SOLE 20800 0 0 Community Bank System Inc COM 203607106 232 7432 SH SOLE 7432 0 0 CIRCUIT CITY STORES- COM 172737108 99 13440 SH SOLE 13440 0 0 Capital City Bank Group Inc COM 139674105 233 5952 SH SOLE 5952 0 0 C - COR ELECTRONICS INC COM 125010108 83 25255 SH SOLE 25255 0 0 Calgon Carbon Corp COM 129603106 128 26103 SH SOLE 26103 0 0 COCA COLA ENTERPRISES INC. COM 191219104 791 36432 SH SOLE 36432 0 0 Crown Castle International CorpCOM 228227104 643 171551 SH SOLE 171551 0 0 CROWN CORK & SEAL COMPANY INC COM 228255105 1008 126819 SH SOLE 126819 0 0 CARNIVAL CORP. COM 143658102 792 31747 SH SOLE 31747 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1172 24844 SH SOLE 24844 0 0 CONCORD COMMUNICATIONS INC COM 206186108 140 15641 SH SOLE 15641 0 0 CROSS COUNTRY INC COM 22748P105 378 27111 SH SOLE 27111 0 0 CompuCredit Corp COM 20478N100 102 14559 SH SOLE 14559 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1594 42748 SH SOLE 42748 0 0 CONCURRENT COMPUTER CORP-NEW COM 206710204 165 57616 SH SOLE 57616 0 0 CENDANT CORPORATION COM 151313103 795 75882 SH SOLE 75882 0 0 CDI CORPORATION COM 125071100 209 7779 SH SOLE 7779 0 0 Cardiodynamics International C COM 141597104 83 27138 SH SOLE 27138 0 0 CAL DIVE INTERNATIONAL INC COM 127914109 684 29107 SH SOLE 29107 0 0 CADENCE DESIGN SYS INC COM 127387108 1027 87107 SH SOLE 87107 0 0 CABLE DESIGN TECHNOLOGIES COR COM 126924109 213 36235 SH SOLE 36235 0 0 CDW COMPUTER CENTERS INC COM 125129106 1285 29311 SH SOLE 29311 0 0 CONCORD EFS, INC. COM 206197105 541 34425 SH SOLE 34425 0 0 CAREER EDUCATION CORP COM 141665109 499 12478 SH SOLE 12478 0 0 CONSTELLATION ENERGY GROUP COM 210371100 294 10582 SH SOLE 10582 0 0 Cell Genesys Inc COM 150921104 344 30926 SH SOLE 30926 0 0 CERIDIAN CORP NEW COM 156779100 530 36766 SH SOLE 36766 0 0 CENTRAL GARDEN & PET CO COM 153527106 224 12130 SH SOLE 12130 0 0 CENTURY ALUMINUM CO COM 156431108 123 16629 SH SOLE 16629 0 0 Ceres Group Inc COM 156772105 32 16685 SH SOLE 16685 0 0 CERTEGY INC COM 156880106 586 23901 SH SOLE 23901 0 0 CHARTER ONE FINANCIAL COM 160903100 232 8104 SH SOLE 8104 0 0 COMMERCIAL FEDERAL CORP COM 201647104 844 36168 SH SOLE 36168 0 0 COMMUNITY FIRST BANKSHARES IN COM 203902101 913 34533 SH SOLE 34533 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 350 6788 SH SOLE 6788 0 0 COMMERCE GROUP INC (MASS) COM 200641108 511 13649 SH SOLE 13649 0 0 COGNEX CORP COM 192422103 505 27447 SH SOLE 27447 0 0 Atlas Air Worldwide Holdings I COM 049164106 23 15582 SH SOLE 15582 0 0 CHAMPION ENTERPRISES INC COM 158496109 108 37981 SH SOLE 37981 0 0 CHARTER MUNICIPAL MTG ACCPTC COM 160908109 644 37091 SH SOLE 37091 0 0 CITY HOLDING CO COM 177835105 390 13809 SH SOLE 13809 0 0 CHURCH & DWIGHT INC COM 171340102 349 11498 SH SOLE 11498 0 0 CHEMICAL FINL CORP COM COM 163731102 578 18009 SH SOLE 18009 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page8 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CH Energy Group Inc COM 12541M102 643 13805 SH SOLE 13805 0 0 Chicago Pizza & Brewery Inc COM 167889104 77 11203 SH SOLE 11203 0 0 CHOICE HOTELS INTERNATIONAL COM 169905106 361 15915 SH SOLE 15915 0 0 CHIRON CORPORATION COM 170040109 843 22434 SH SOLE 22434 0 0 CHESAPEAKE ENERGY CORP COM 165167107 682 88218 SH SOLE 88218 0 0 CHECK POINT SOFTWARE TECH COM M22465104 162 12497 SH SOLE 12497 0 0 Checkers Drive-In Restaurant COM 162809305 72 11626 SH SOLE 11626 0 0 C&D TECHNOLOGY COM 124661109 419 23737 SH SOLE 23737 0 0 CHIPPAC INC COM 169657103 146 41321 SH SOLE 41321 0 0 Chordiant Software Inc COM 170404107 36 25675 SH SOLE 25675 0 0 CHARMING SHOPPES INCORPORATED COM 161133103 451 108004 SH SOLE 108004 0 0 C.H. ROBINSON WORLDWIDE INC COM 12541W100 956 30642 SH SOLE 30642 0 0 Computer Horizons Corp COM 205908106 95 29143 SH SOLE 29143 0 0 CHS ELECTRONICS INC COM 12542A206 0 15528 SH SOLE 15528 0 0 O CHARLEYS INC COM 670823103 270 13172 SH SOLE 13172 0 0 PILGRIMS PRIDE CORP COM 721467108 83 10127 SH SOLE 10127 0 0 CHITTENDEN CORP COM 170228100 597 23439 SH SOLE 23439 0 0 CIGNA CORPORATION COM 125509109 239 5823 SH SOLE 5823 0 0 Citizens Inc COM 174740100 154 20590 SH SOLE 20590 0 0 CIENA CORP COM 171779101 268 52325 SH SOLE 52325 0 0 CIMA LABS INC COM 171796105 277 11477 SH SOLE 11477 0 0 CINERGY CORP COM 172474108 299 8891 SH SOLE 8891 0 0 CINCINNATI FINANCIAL CORP COM 172062101 271 7219 SH SOLE 7219 0 0 Ciphergen Biosystems Inc COM 17252Y104 57 16779 SH SOLE 16779 0 0 CROMPTON CORP COM 227116100 829 139483 SH SOLE 139483 0 0 Collins & Aikman Corp COM 194830204 81 18224 SH SOLE 18224 0 0 CHECKFREE CORP COM 162813109 434 27138 SH SOLE 27138 0 0 SEACOR SMIT INC COM 811904101 578 13009 SH SOLE 13009 0 0 CHECKPOINT SYSTEMS INC COM 162825103 239 23146 SH SOLE 23146 0 0 CKE Restaurants Inc COM 12561E105 185 43119 SH SOLE 43119 0 0 COLGATE PALMOLIVE CO COM 194162103 1761 33604 SH SOLE 33604 0 0 CLARCOR INC COM 179895107 498 15450 SH SOLE 15450 0 0 CADIZ INC COM 127537108 17 31197 SH SOLE 31197 0 0 CLAIRES STORES INC COM 179584107 898 40692 SH SOLE 40692 0 0 Colonial Properties Trust COM 195872106 262 7728 SH SOLE 7728 0 0 CLOROX COM 189054109 530 12855 SH SOLE 12855 0 0 COMERICA INC COM 200340107 536 12404 SH SOLE 12404 0 0 COMMERCIAL METALS COM 201723103 306 18862 SH SOLE 18862 0 0 COMCAST CORP CLASS A (NEW) COM 20030N101 4626 196284 SH SOLE 196284 0 0 CLAYTON HOME COM 184190106 538 44224 SH SOLE 44224 0 0 Computer Network Technology Co COM 204925101 185 26138 SH SOLE 26138 0 0 CREDENCE SYSTEMS CORPORATION COM 225302108 656 70359 SH SOLE 70359 0 0 COMPUCOM SYSTEMS INC COM 204780100 105 18874 SH SOLE 18874 0 0 CMS ENERGY CORP COM 125896100 159 16935 SH SOLE 16935 0 0 COMMONWEALTH BANCORP INC COM 20268X102 306 6602 SH SOLE 6602 0 0 COMVERSE TECH (NEW) COM 205862402 252 25204 SH SOLE 25204 0 0 COLONIAL BANCGROUP INC COM 195493309 528 44328 SH SOLE 44328 0 0 Conseco Inc COM 208464107 0 15400 SH SOLE 15400 0 0 CONNETICS CORP COM 208192104 321 26777 SH SOLE 26777 0 0 CNET NETWORKS COM 12613R104 297 109736 SH SOLE 109736 0 0 CNF INC COM 12612W104 487 14669 SH SOLE 14669 0 0 CLECO CORP COM 12561W105 757 54139 SH SOLE 54139 0 0 CONMED CORP COM 207410101 467 23878 SH SOLE 23878 0 0 CENTERPOINT ENERGY INC COM 15189T107 173 20379 SH SOLE 20379 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page9 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Coachmen Industries Inc COM 189873102 177 11207 SH SOLE 11207 0 0 Columbia Laboratories Inc COM 197779101 73 21820 SH SOLE 21820 0 0 CORINTHIAN COLLEGES INC COM 218868107 926 24471 SH SOLE 24471 0 0 CAPITAL ONE FINANCIAL CORP. COM 14040H105 482 16229 SH SOLE 16229 0 0 CABOT OIL & GAS COM 127097103 473 19116 SH SOLE 19116 0 0 COACH INC COM 189754104 987 29985 SH SOLE 29985 0 0 COHERENT INCORPORATED COM 192479103 511 25646 SH SOLE 25646 0 0 Cohu Inc COM 192576106 275 18763 SH SOLE 18763 0 0 ROCKWELL COLLINS COM 774341101 340 14635 SH SOLE 14635 0 0 Columbia Banking Systems Inc COM 197236102 176 13980 SH SOLE 13980 0 0 3 COM CORP COM 885535104 604 130518 SH SOLE 130518 0 0 COOPER COMP. INC COM 216648402 496 19853 SH SOLE 19853 0 0 CONOCOPHILLIPS COM 20825C104 1779 36769 SH SOLE 36769 0 0 Corus Bankshares Inc COM 220873103 361 8291 SH SOLE 8291 0 0 COSTCO WHOLESALE CORP COM 22160K105 1188 42349 SH SOLE 42349 0 0 CAMPBELL SOUP COMPANY COM 134429109 558 23777 SH SOLE 23777 0 0 CENTRAL PARKING CORP. COM 154785109 196 10440 SH SOLE 10440 0 0 CPB Inc COM 125903104 323 11796 SH SOLE 11796 0 0 Chelsea Property Group Inc COM 163421100 974 29249 SH SOLE 29249 0 0 CEPHEID INC COM 15670R107 135 26537 SH SOLE 26537 0 0 Chateau Communities Inc COM 161726104 396 17250 SH SOLE 17250 0 0 California Pizza Kitchen Inc COM 13054D109 298 11829 SH SOLE 11829 0 0 CALPINE CORPORATION COM 131347106 117 35932 SH SOLE 35932 0 0 CORN PRODUCTS INTERNATIONAL COM 219023108 943 31301 SH SOLE 31301 0 0 COPART INC COM 217204106 364 30826 SH SOLE 30826 0 0 CHOICEPOINT COM 170388102 826 20938 SH SOLE 20938 0 0 Capstone Turbine Corp COM 14067D102 63 70505 SH SOLE 70505 0 0 CONCEPTUS INC COM 206016107 167 13947 SH SOLE 13947 0 0 COST PLUS INC COM 221485105 435 15204 SH SOLE 15204 0 0 COMPUWARE CORP COM 205638109 214 44736 SH SOLE 44736 0 0 CHIQUITA BRANDS INTL COM 170032809 360 27175 SH SOLE 27175 0 0 CRANE COMPANY COM 224399105 204 10251 SH SOLE 10251 0 0 APPLERA CORP CELERA GENOMICS COM 038020202 554 58042 SH SOLE 58042 0 0 CRAY INC COM 225223106 211 27580 SH SOLE 27580 0 0 CRAWFORD & COMPANY CLASS B COM 224633107 108 21610 SH SOLE 21610 0 0 CREE RESEARCH INC COM 225447101 1395 85340 SH SOLE 85340 0 0 CURAGEN CORP COM 23126R101 180 38770 SH SOLE 38770 0 0 Comstock Resources Inc COM 205768203 120 12963 SH SOLE 12963 0 0 CHARLES RIVER LABORATORIES COM 159864107 477 12413 SH SOLE 12413 0 0 Cornell Cos Inc COM 219141108 138 15407 SH SOLE 15407 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 292 23529 SH SOLE 23529 0 0 CIRRUS LOGIC INC COM 172755100 271 94330 SH SOLE 94330 0 0 Crown Media Holdings Inc COM 228411104 52 23012 SH SOLE 23012 0 0 CORIXA CORP COM 21887F100 281 44041 SH SOLE 44041 0 0 CryoLife Inc COM 228903100 117 17196 SH SOLE 17196 0 0 CARAUSTAR INDS INC COM 140909102 249 26285 SH SOLE 26285 0 0 COMPUTER SCIENCES CORPORATION COM 205363104 366 10643 SH SOLE 10643 0 0 CISCO SYS INC COM 17275R102 7994 610301 SH SOLE 610301 0 0 CoStar Group Inc COM 22160N109 256 13883 SH SOLE 13883 0 0 CSG SYSTEM INTL INC COM 126349109 244 17915 SH SOLE 17915 0 0 CARLISLE CORPORATION COM 142339100 1185 28647 SH SOLE 28647 0 0 COINSTAR INC COM 19259P300 411 18157 SH SOLE 18157 0 0 C S X CORPORATION COM 126408103 476 16832 SH SOLE 16832 0 0 Center Trust Inc COM 151845104 111 14232 SH SOLE 14232 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page10 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CINTAS CORPORATION COM 172908105 645 14100 SH SOLE 14100 0 0 Community Trust Bancorp Inc COM 204149108 232 9236 SH SOLE 9236 0 0 CT Communications Inc COM 126426402 162 14419 SH SOLE 14419 0 0 COMMONWEALTH TELEPHONE COM 203349105 203 5666 SH SOLE 5666 0 0 CELL THERAPEUTICS INC COM 150934107 251 34639 SH SOLE 34639 0 0 CENTURYTEL INC COM 156700106 236 8054 SH SOLE 8054 0 0 CENTILLIUM COMMUNICATIONS INC COM 152319109 52 23219 SH SOLE 23219 0 0 CATO CORP NEW COM 149205106 279 12940 SH SOLE 12940 0 0 CTS CORP COM 126501105 201 26038 SH SOLE 26038 0 0 Cognizant Technology Solutions COM 192446102 343 4755 SH SOLE 4755 0 0 CommScope Inc COM 203372107 455 57664 SH SOLE 57664 0 0 CITRIX SYSTEMS INC. COM 177376100 245 19939 SH SOLE 19939 0 0 CUBIC CORPORATION COM 229669106 225 12247 SH SOLE 12247 0 0 CUNO INC. COM 126583103 405 12236 SH SOLE 12236 0 0 Central Vermont Public Service COM 155771108 185 10168 SH SOLE 10168 0 0 CVB FINANCIAL CORP COM 126600105 604 23775 SH SOLE 23775 0 0 COVANCE INC COM 222816100 1623 66038 SH SOLE 66038 0 0 CONVERGYS COPR COM 212485106 232 15355 SH SOLE 15355 0 0 Covansys Corp COM 22281W103 65 17383 SH SOLE 17383 0 0 CVS CORPORATION COM 126650100 583 23350 SH SOLE 23350 0 0 CV THERAPEUTICS INC COM 126667104 367 20161 SH SOLE 20161 0 0 CHEVRONTEXACO CORP COM 166764100 4452 66970 SH SOLE 66970 0 0 Curtiss-Wright Corp COM 231561101 457 7163 SH SOLE 7163 0 0 Crown American Realty Trust COM 228186102 180 19572 SH SOLE 19572 0 0 CASELLA ASTE SYSTEMS INC-A COM 147448104 120 13600 SH SOLE 13600 0 0 California Water Service Group COM 130788102 226 9571 SH SOLE 9571 0 0 Corrections Corp of America COM 22025Y407 323 18863 SH SOLE 18863 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 195 34137 SH SOLE 34137 0 0 CYBERONICS INC COM 23251P102 361 19648 SH SOLE 19648 0 0 CITY NATIONAL CORP. COM 178566105 824 18734 SH SOLE 18734 0 0 CYTEC INDUSTRIES INC COM 232820100 1151 42194 SH SOLE 42194 0 0 CYTYC CORP. COM 232946103 396 38855 SH SOLE 38855 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 183 17403 SH SOLE 17403 0 0 DOMINION RESOURCES INC COM 25746U109 1042 18979 SH SOLE 18979 0 0 Dave & Buster's Inc COM 23833N104 134 15540 SH SOLE 15540 0 0 Daktronics Inc COM 234264109 148 11064 SH SOLE 11064 0 0 DIEBOLD INCORPORATED COM 253651103 941 22836 SH SOLE 22836 0 0 DRESS BARN INCORPORATED COM 261570105 350 26347 SH SOLE 26347 0 0 Dobson Communications Corp COM 256069105 42 19390 SH SOLE 19390 0 0 DECODE GENETICS INC COM 243586104 60 32835 SH SOLE 32835 0 0 DONALDSON COMPANY COM 257651109 417 11608 SH SOLE 11608 0 0 DOUBLECLICK INC COM 258609304 554 97923 SH SOLE 97923 0 0 DANA CORPORATION COM 235811106 150 12784 SH SOLE 12784 0 0 DIME COMMUNITY BANCSHARES COM 253922108 388 20269 SH SOLE 20269 0 0 DOCUMENTUM INC COM 256159104 568 36298 SH SOLE 36298 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 2841 67006 SH SOLE 67006 0 0 DDI CORP COM 233162106 6 31716 SH SOLE 31716 0 0 DEERE & COMPANY COM 244199105 867 18911 SH SOLE 18911 0 0 DELTIC TIMBER COM 247850100 267 10022 SH SOLE 10022 0 0 DELL COMPUTER COM 247025109 5698 213105 SH SOLE 213105 0 0 DEAN FOODS CO. COM 242370104 978 26381 SH SOLE 26381 0 0 DELPHI FINANCIAL GROUP COM 247131105 313 8254 SH SOLE 8254 0 0 CARDIAC SCIENCE INC COM 141410209 124 56273 SH SOLE 56273 0 0 DOLLAR GENERAL CORPORATION COM 256669102 257 21528 SH SOLE 21528 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page11 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DIGITAL INSIGHT COM 25385P106 198 22810 SH SOLE 22810 0 0 QUEST DIAGNOSTICS COM 74834L100 523 9196 SH SOLE 9196 0 0 DHB Industries Inc COM 23321E103 43 26211 SH SOLE 26211 0 0 D.R. HORTON INC COM 23331A109 873 50323 SH SOLE 50323 0 0 DANAHER CORPORATION COM 235851102 872 13274 SH SOLE 13274 0 0 Digene Corp COM 253752109 116 10132 SH SOLE 10132 0 0 DISNEY WALT CO COM 254687106 2156 132199 SH SOLE 132199 0 0 ECHOSTAR COMM. INC. COM 278762109 293 13171 SH SOLE 13171 0 0 DOW JONES & CO INC COM 260561105 271 6282 SH SOLE 6282 0 0 D&K Healthcare Resources Inc COM 232861104 105 10260 SH SOLE 10260 0 0 DIAL CORP COM 25247D101 739 36318 SH SOLE 36318 0 0 dELiA*s Corp COM 24688Q101 11 26128 SH SOLE 26128 0 0 DEL MONTE FOODS CO COM 24522P103 1160 150699 SH SOLE 150699 0 0 DELTA & PINE LAND CO COM 247357106 638 31286 SH SOLE 31286 0 0 DOLLAR TREE STORES INC COM 256747106 1145 46601 SH SOLE 46601 0 0 DIMON INC COM 254394109 207 34513 SH SOLE 34513 0 0 Dun & Bradstreet Corp COM 26483E100 624 18099 SH SOLE 18099 0 0 DIONEX CORP COM 254546104 254 8586 SH SOLE 8586 0 0 Denbury Resources Inc COM 247916208 127 11294 SH SOLE 11294 0 0 R R DONNELLEY & SON COMPANY COM 257867101 402 18491 SH SOLE 18491 0 0 DOLE FOOD COMPANY, INC. COM 256605106 418 12838 SH SOLE 12838 0 0 DOVER CORP COM 260003108 212 7290 SH SOLE 7290 0 0 DOW CHEM CO COM 260543103 1819 61267 SH SOLE 61267 0 0 DELPHI CORPORATION COM 247126105 297 36962 SH SOLE 36962 0 0 Discovery Partners Internation COM 254675101 32 11529 SH SOLE 11529 0 0 DPL INCORPORATED (HOLDING CO) COM 233293109 674 43969 SH SOLE 43969 0 0 DUPONT PHOTOMASK INC COM 26613X101 235 10132 SH SOLE 10132 0 0 DQE COM 23329J104 1389 91203 SH SOLE 91203 0 0 DUANE READE INC COM 263578106 230 13565 SH SOLE 13565 0 0 DARDEN RESTAURANTS INC WI COM 237194105 265 12964 SH SOLE 12964 0 0 DIGITL RIVER INC COM 25388B104 247 20751 SH SOLE 20751 0 0 Dura Automotive Systems Inc COM 265903104 114 11403 SH SOLE 11403 0 0 Durect Corp COM 266605104 30 15121 SH SOLE 15121 0 0 DRS TECHNOLOGIES INC COM 23330X100 363 11602 SH SOLE 11602 0 0 DENDRITE INTERNATIONAL INC COM 248239105 208 27885 SH SOLE 27885 0 0 DREYERS GRAND ICE CREAM INC COM 261878102 770 10864 SH SOLE 10864 0 0 DRUGSTORE.COM INC COM 262241102 54 22579 SH SOLE 22579 0 0 DATASCOPE CORPORATION COM 238113104 253 10207 SH SOLE 10207 0 0 DSP GROUP INC COM 23332B106 414 26209 SH SOLE 26209 0 0 QUANTUM CORP DLT & STORAGE COM 747906204 430 161102 SH SOLE 161102 0 0 DST SYSTEMS INC COM 233326107 1464 41182 SH SOLE 41182 0 0 Datastream Systems Inc COM 238124101 90 14189 SH SOLE 14189 0 0 DTE ENERGY CO. COM 233331107 544 11742 SH SOLE 11742 0 0 DOLLAR THRIFTY AUTOMOTIVE COM 256743105 521 24663 SH SOLE 24663 0 0 DIAMONDCLUSTER INTL INC - A COM 25278P106 51 16291 SH SOLE 16291 0 0 DUKE ENERGY CORP COM 264399106 1229 62916 SH SOLE 62916 0 0 DEVRY INC DEL COM 251893103 389 23458 SH SOLE 23458 0 0 DVI Inc COM 233343102 79 10481 SH SOLE 10481 0 0 DEVON ENERGY CORP COM 25179M103 366 7982 SH SOLE 7982 0 0 Diversa Corp COM 255064107 235 25983 SH SOLE 25983 0 0 Dycom Industries Inc COM 267475101 695 52525 SH SOLE 52525 0 0 DYNEGY INC COM 26816Q101 33 28389 SH SOLE 28389 0 0 Daisytek International Corp COM 234053106 150 19001 SH SOLE 19001 0 0 EGL INC COM 268484102 642 45058 SH SOLE 45058 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page12 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ENERGY EAST CORPORATION COM 29266M109 1072 48549 SH SOLE 48549 0 0 Engineered Support Systems Inc COM 292866100 235 6422 SH SOLE 6422 0 0 BRINKER INTERNATIONAL INC COM 109641100 1148 35618 SH SOLE 35618 0 0 EBAY INC COM 278642103 1948 28732 SH SOLE 28732 0 0 Ennis Business Forms COM 293389102 119 10268 SH SOLE 10268 0 0 ENGLEHARD CORPORATION COM 292845104 262 11727 SH SOLE 11727 0 0 ECOLAB INC COM 278865100 334 6756 SH SOLE 6756 0 0 Eclipsys Corp COM 278856109 184 34474 SH SOLE 34474 0 0 Endocardial Solutions Inc COM 292962107 58 17264 SH SOLE 17264 0 0 CONSOLIDATED EDISON INC COM 209115104 487 11374 SH SOLE 11374 0 0 Empire District Electric Co/TheCOM 291641108 286 15751 SH SOLE 15751 0 0 EDUCATION MANAGEMENT COM 28139T101 373 9928 SH SOLE 9928 0 0 EDO CORPORATION COM 281347104 207 9977 SH SOLE 9977 0 0 ELECTRONIC DATA SYSTEMS CORP. COM 285661104 622 33786 SH SOLE 33786 0 0 EL PASO ELECTRIC CO. COM 283677854 312 28434 SH SOLE 28434 0 0 EURONET WORLDWIDE INC. COM 298736109 105 13994 SH SOLE 13994 0 0 EFUNDS CORP COM 28224R101 378 41593 SH SOLE 41593 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 777 47793 SH SOLE 47793 0 0 EQUIFAX INCORPORATED COM 294429105 246 10668 SH SOLE 10668 0 0 ELECTROGLAS INC COM 285324109 28 18577 SH SOLE 18577 0 0 ENERGEN CORPORATION COM 29265N108 752 25854 SH SOLE 25854 0 0 NIC Inc COM 62914B100 23 16825 SH SOLE 16825 0 0 Eastgroup Properties COM 277276101 356 13968 SH SOLE 13968 0 0 EDISON INTERNATIONAL COM 281020107 305 25749 SH SOLE 25749 0 0 EASTMAN KODAK COMPANY COM 277461109 631 18031 SH SOLE 18031 0 0 ELECTRONICS BOUTIQUE HLDGS COM 286045109 180 11405 SH SOLE 11405 0 0 ELKCORP COM 287456107 211 12219 SH SOLE 12219 0 0 EARTHLINK INC COM 270321102 578 106078 SH SOLE 106078 0 0 ECHELON CORP COM 27874N105 225 20078 SH SOLE 20078 0 0 Electro Rent Corp COM 285218103 172 14061 SH SOLE 14061 0 0 CALLAWAY GOLF CO COM 131193104 134 10116 SH SOLE 10116 0 0 Embrex Inc COM 290817105 127 11492 SH SOLE 11492 0 0 E M C CORP MASS COM 268648102 889 144843 SH SOLE 144843 0 0 EMCOR GROUP INC COM 29084Q100 505 9541 SH SOLE 9541 0 0 Emcore Corp COM 290846104 45 20979 SH SOLE 20979 0 0 EMMIS COMMUNICATIONS CORP COM 291525103 424 20385 SH SOLE 20385 0 0 EMERSON ELECTRIC CO COM 291011104 1545 30387 SH SOLE 30387 0 0 Endocare Inc COM 29264P104 55 16501 SH SOLE 16501 0 0 ENDO PHARMACEUTICALS HLDGS IN COM 29264F205 185 24037 SH SOLE 24037 0 0 Energy Conversion Devices Inc COM 292659109 128 13122 SH SOLE 13122 0 0 EQUITY INNS INC COM 294703103 222 36961 SH SOLE 36961 0 0 ENERGIZER HOLDINGS COM 29266R108 399 14318 SH SOLE 14318 0 0 ENTERIS INC COM 29362U104 471 45748 SH SOLE 45748 0 0 ENTRUST INC. COM 293848107 148 44275 SH SOLE 44275 0 0 ENZO BIOCHEM INCORPORATED COM 294100102 199 14263 SH SOLE 14263 0 0 ENZON INCORPORATED COM 293904108 616 36851 SH SOLE 36851 0 0 EOG RESOURCES INC COM 26875P101 452 11333 SH SOLE 11333 0 0 EQUITY OFFICE PROPERTIES TR COM 294741103 900 36054 SH SOLE 36054 0 0 EL PASO CORPORATION COM 28336L109 259 37240 SH SOLE 37240 0 0 Epix Medical Inc COM 26881Q101 107 14887 SH SOLE 14887 0 0 Energy Partners Ltd COM 29270U105 152 14277 SH SOLE 14277 0 0 E.PIPHANY INC COM 26881V100 240 57577 SH SOLE 57577 0 0 Entertainment Properties Trust COM 29380T105 236 10069 SH SOLE 10069 0 0 EQUITY RESIDENTIAL COM 29476L107 585 23825 SH SOLE 23825 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page13 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- EQUITABLE RESOURCES INC COM 294549100 723 20654 SH SOLE 20654 0 0 EARTHSHELL CORP COM 27032B100 32 55429 SH SOLE 55429 0 0 ELECTRONIC ARTS COM 285512109 830 16691 SH SOLE 16691 0 0 EXTENDED STAY AMERICAN INC COM 30224P101 434 29429 SH SOLE 29429 0 0 ESCO Technologies Inc COM 296315104 265 7180 SH SOLE 7180 0 0 ITT EDUCATIONAL SVCS INC COM 45068B109 770 32719 SH SOLE 32719 0 0 ELECTRO SCIENTIFIC IND COM 285229100 504 25245 SH SOLE 25245 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 311 17648 SH SOLE 17648 0 0 ESPEED IN CL-A COM 296643109 231 13684 SH SOLE 13684 0 0 Esperion Therapeutics Inc COM 29664R106 156 22055 SH SOLE 22055 0 0 EXPRESS SCRIPTS INC COM COM 302182100 1311 27293 SH SOLE 27293 0 0 Essex Property Trust Inc COM 297178105 614 12080 SH SOLE 12080 0 0 ESS TECHNOLOGY INC. COM 269151106 176 28084 SH SOLE 28084 0 0 ENSCO INTERNATIONAL INC COM 26874Q100 1295 43979 SH SOLE 43979 0 0 E*TRADE GROUP INC COM 269246104 608 125304 SH SOLE 125304 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 828 17665 SH SOLE 17665 0 0 EATON CORPORATION COM 278058102 308 3952 SH SOLE 3952 0 0 ENTERGY CORP COM 29364G103 768 16851 SH SOLE 16851 0 0 ENTERASYS NETWORKS INC COM 293637104 197 126400 SH SOLE 126400 0 0 EATON VANCE CORP COM 278265103 671 23755 SH SOLE 23755 0 0 EVERGREEN RESOURCES INC. COM 299900308 661 14758 SH SOLE 14758 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 442 17358 SH SOLE 17358 0 0 EAST WEST BANCORP COM 27579R104 666 18479 SH SOLE 18479 0 0 EXAR CORP COM 300645108 339 27347 SH SOLE 27347 0 0 Exact Sciences Corp COM 30063P105 130 12023 SH SOLE 12023 0 0 CORPORATE EXECUTIVE BOARD COM 21988R102 1019 31940 SH SOLE 31940 0 0 EXELON CORPORATION COM 30161N101 997 18896 SH SOLE 18896 0 0 EXELIXIS INC COM 30161Q104 336 42041 SH SOLE 42041 0 0 Exult Inc COM 302284104 123 38886 SH SOLE 38886 0 0 EXPEDITORS INTL WASH INC COM 302130109 1209 37047 SH SOLE 37047 0 0 EXTREME NETWORKS INC COM 30226D106 282 86448 SH SOLE 86448 0 0 Visx Inc COM 92844S105 475 49633 SH SOLE 49633 0 0 FORD MOTOR COMPANY COM 345370860 1129 121457 SH SOLE 121457 0 0 FORD FRACTIONAL SHARES COM DEF370866 0 89600 SH SOLE 89600 0 0 FalconStor Software Inc COM 306137100 102 26472 SH SOLE 26472 0 0 FAO Inc COM 30240S105 5 10665 SH SOLE 10665 0 0 Farmer Bros Co COM 307675108 215 696 SH SOLE 696 0 0 FASTENALL COM 311900104 1091 29180 SH SOLE 29180 0 0 FBR ASSET INVESTMENT CORP COM 30241E303 716 21123 SH SOLE 21123 0 0 FLEET BOSTON FINANCIAL CORP COM 339030108 1690 69574 SH SOLE 69574 0 0 FURNITURE BRANDS INTL INC COM 360921100 288 12076 SH SOLE 12076 0 0 FIRST BANCORP COM 318672102 658 29130 SH SOLE 29130 0 0 Friedman Billings Ramsey Group COM 358433100 108 11578 SH SOLE 11578 0 0 First Community Bancshares Inc COM 31983A103 233 7602 SH SOLE 7602 0 0 FUELCELL ENERGY INC COM 35952H106 240 36720 SH SOLE 36720 0 0 FIRST COMMONWEALTH FINL CORP COM 319829107 520 45236 SH SOLE 45236 0 0 First Consulting Group Inc COM 31986R103 105 18340 SH SOLE 18340 0 0 FelCor Lodging Trust Inc COM 31430F101 344 30131 SH SOLE 30131 0 0 FTI CONSULTING INC COM 302941109 353 8809 SH SOLE 8809 0 0 First Citizens BancShares Inc COM 31946M103 560 5799 SH SOLE 5799 0 0 FAIRCHILD SEMICON INTL-CL A COM 303726103 439 41012 SH SOLE 41012 0 0 First Charter Corp COM 319439105 478 26556 SH SOLE 26556 0 0 FEDERATED DEPT. STORES INC. COM 31410H101 381 13268 SH SOLE 13268 0 0 FIRST DATA CORP COM 319963104 1851 52284 SH SOLE 52284 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page14 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FAMILY DOLLAR STORES COM 307000109 296 9489 SH SOLE 9489 0 0 FOUNDRY NETWORKS INC COM 35063R100 462 65695 SH SOLE 65695 0 0 FACTSET RESEARCH SYSTEMS INC COM 303075105 302 10705 SH SOLE 10705 0 0 FEDEX CORP COM 31428X106 938 17313 SH SOLE 17313 0 0 FIRST ENERGY CORP COM 337932107 715 21694 SH SOLE 21694 0 0 FIRST FEDERAL FINANCIAL COM 337907109 314 10857 SH SOLE 10857 0 0 FEI CO. COM 30241L109 531 34763 SH SOLE 34763 0 0 Franklin Electric Co Inc COM 353514102 272 5681 SH SOLE 5681 0 0 FIRST ESSEX BANCORP INC COM 320103104 205 6157 SH SOLE 6157 0 0 FIRST FINL BANCORP COM 320209109 513 31353 SH SOLE 31353 0 0 First Financial Holdings Inc COM 320239106 287 11615 SH SOLE 11615 0 0 FIDELITY BANKSHARES INC COM 31604Q107 257 14393 SH SOLE 14393 0 0 FBL Financial Group Inc COM 30239F106 215 11071 SH SOLE 11071 0 0 First Financial Bankshares Inc COM 32020R109 375 9888 SH SOLE 9888 0 0 F5 NETWORKS INC COM 315616102 200 18634 SH SOLE 18634 0 0 FIRST HEALTH GROUP CORP COM 320960107 863 35469 SH SOLE 35469 0 0 First Horizon Pharmaceutical C COM 32051K106 139 18693 SH SOLE 18693 0 0 FINANCIAL FEDERAL CORPORATION COM 317492106 234 9342 SH SOLE 9342 0 0 FILENET COM 316869106 294 24180 SH SOLE 24180 0 0 First Indiana Corp COM 32054R108 198 10708 SH SOLE 10708 0 0 FINISH LINE INC COM 317923100 176 16712 SH SOLE 16712 0 0 Financial Institutions Inc COM 317585404 209 7144 SH SOLE 7144 0 0 FISERVE INC COM 337738108 887 26127 SH SOLE 26127 0 0 FIFTH THIRD BANCORP COM 316773100 2243 38316 SH SOLE 38316 0 0 COMFORT SYSTEMS USA INC COM 199908104 108 32367 SH SOLE 32367 0 0 Florida East Coast Industries COM 340632108 256 11072 SH SOLE 11072 0 0 FLEETWOOD ENTERPRISES COM 339099103 212 27109 SH SOLE 27109 0 0 FLEXTRONICS INTL LTD COM Y2573F102 236 28851 SH SOLE 28851 0 0 FLIR SYSTEMS INC COM 302445101 617 12661 SH SOLE 12661 0 0 FLEMING COMPANIES INC COM 339130106 172 26223 SH SOLE 26223 0 0 Flowers Foods Inc COM 343498101 342 17547 SH SOLE 17547 0 0 Flow International Corp COM 343468104 25 10075 SH SOLE 10075 0 0 FLOWSERVE CORP. COM 34354P105 214 14485 SH SOLE 14485 0 0 1-800-FLOWERS.COM INC COM 68243Q106 74 11954 SH SOLE 11954 0 0 Navigant International Inc COM 63935R108 166 13531 SH SOLE 13531 0 0 F&M Bancorp/Frederick MD COM 302367107 297 9290 SH SOLE 9290 0 0 F M C CORPORATION COM 302491303 816 29897 SH SOLE 29897 0 0 FIRST MERIT CORP COM 337915102 638 29500 SH SOLE 29500 0 0 FREEMARKETS INC COM 356602102 239 37129 SH SOLE 37129 0 0 FREMONT GENERAL CORP COM 357288109 238 53081 SH SOLE 53081 0 0 FOAMEX INTERNATIONAL INC COM 344123104 58 18635 SH SOLE 18635 0 0 FIDELITY NATL FINANCIAL COM 316326107 795 24225 SH SOLE 24225 0 0 FIRST NIAGARA FINANCIAL GRP COM 33582U100 206 7896 SH SOLE 7896 0 0 FIDELITY NATL INFO SOLUTIONS COM 31620P109 194 11277 SH SOLE 11277 0 0 FANNIE MAE COM 313586109 4230 65757 SH SOLE 65757 0 0 FINISAR CORP COM 31787A101 105 110631 SH SOLE 110631 0 0 FORTUNE BRANDS INC COM 349631101 376 8094 SH SOLE 8094 0 0 Boyds Collection Ltd COM 103354106 74 11198 SH SOLE 11198 0 0 FERRO CORPORATION COM 315405100 924 37857 SH SOLE 37857 0 0 SPRINT CORP COM 852061100 925 63907 SH SOLE 63907 0 0 Forrester Research Inc COM 346563109 164 10568 SH SOLE 10568 0 0 FOSSIL INC COM 349882100 311 15309 SH SOLE 15309 0 0 FPL GROUP INCORPORATED COM 302571104 651 10827 SH SOLE 10827 0 0 FIRST REPUBLIC BANK COM 336158100 327 16369 SH SOLE 16369 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page15 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FRIEDMANS INC COM 358438109 119 13808 SH SOLE 13808 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 2742 46438 SH SOLE 46438 0 0 FREDS INC CL A COM 356108100 516 20089 SH SOLE 20089 0 0 FLORIDA ROCK INDUSTRIES INC COM 341140101 529 13929 SH SOLE 13929 0 0 First Merchants Corp COM 320817109 287 12636 SH SOLE 12636 0 0 FRONTIER AIRLINES INC COM 359065109 179 26560 SH SOLE 26560 0 0 Federal Realty Invs Trust COM 313747206 603 21451 SH SOLE 21451 0 0 FOREST LABORATORIES INC COM 345838106 1057 10765 SH SOLE 10765 0 0 FSI International Inc COM 302633102 117 26053 SH SOLE 26053 0 0 First Sentinel Bancorp Inc COM 33640T103 275 19119 SH SOLE 19119 0 0 FEDERAL SIGNAL CORP COM 313855108 767 39545 SH SOLE 39545 0 0 FOREST OIL CORP COM 346091705 498 18018 SH SOLE 18018 0 0 Frontier Financial Corp COM 35907K105 364 14234 SH SOLE 14234 0 0 First Federal Capital Corp COM 319960100 274 14219 SH SOLE 14219 0 0 FMC TECHNOLOGIES INC COM 30249U101 352 17273 SH SOLE 17273 0 0 FIRST TENNESSEE NATIONAL CORP COM 337162101 722 20112 SH SOLE 20112 0 0 FRONTIER OIL CORP COM 35914P105 293 17036 SH SOLE 17036 0 0 FOOTSTAR INC COM 344912100 109 15675 SH SOLE 15675 0 0 Factory 2-U Stores Inc COM 303072102 41 12157 SH SOLE 12157 0 0 HB Fuller Co COM 359694106 764 29539 SH SOLE 29539 0 0 FIRST VIRGINIA BANKS INC COM 337477103 965 25938 SH SOLE 25938 0 0 GILLETTE COMPANY COM 375766102 1988 65491 SH SOLE 65491 0 0 Wilson Greatbatch Technologies COM 972232102 404 13854 SH SOLE 13854 0 0 GREATER BAY BANCORP COM 391648102 274 15878 SH SOLE 15878 0 0 Glacier Bancorp Inc COM 37637Q105 304 12940 SH SOLE 12940 0 0 Gables Residential Trust COM 362418105 340 13678 SH SOLE 13678 0 0 GANNETT COMPANY INCORPORATED COM 364730101 1179 16430 SH SOLE 16430 0 0 GENESCO INC COM 371532102 351 18844 SH SOLE 18844 0 0 Genencor International Inc COM 368709101 127 13025 SH SOLE 13025 0 0 GENERAL DYNAMICS CORPORATION COM 369550108 1197 15089 SH SOLE 15089 0 0 Gardner Denver Inc COM 365558105 212 10461 SH SOLE 10461 0 0 GUIDANT CORP COM 401698105 588 19072 SH SOLE 19072 0 0 GOLDEN WEST FINANCIAL CORP COM 381317106 537 7491 SH SOLE 7491 0 0 GOODYS FAMILY CLOTHING INC COM 382588101 44 10048 SH SOLE 10048 0 0 GENERAL ELECTRIC COMPANY COM 369604103 16854 692195 SH SOLE 692195 0 0 Greif Brothers Corp COM 397624107 291 12235 SH SOLE 12235 0 0 Global Power Equipment Group I COM 37941P108 80 16425 SH SOLE 16425 0 0 GENZYME CORP COM 372917104 799 27054 SH SOLE 27054 0 0 Geron Corp COM 374163103 74 20774 SH SOLE 20774 0 0 Gaylord Entertainment Co COM 367905106 321 15631 SH SOLE 15631 0 0 GRIFFON CORP COM 398433102 242 17840 SH SOLE 17840 0 0 GEORGIA GULF CORP COM 373200203 534 23093 SH SOLE 23093 0 0 GENESIS HEALTH VENTURES COM 37183F107 415 26892 SH SOLE 26892 0 0 GILEAD SCIENCES INC COM 375558103 2643 77744 SH SOLE 77744 0 0 GENERAL MILLS INCORPORATED COM 370334104 1058 22543 SH SOLE 22543 0 0 G & K SERVICES INCORPORATED COM 361268105 571 16130 SH SOLE 16130 0 0 Global Industries Ltd COM 379336100 252 60637 SH SOLE 60637 0 0 GOLD BANC CORP INC COM 379907108 283 28618 SH SOLE 28618 0 0 GOLDEN TELECOM INC COM 38122G107 139 10999 SH SOLE 10999 0 0 GUILDFORD PHARMACUETICALS INC COM 401829106 69 17477 SH SOLE 17477 0 0 Gene Logic Inc COM 368689105 138 22072 SH SOLE 22072 0 0 GREAT LAKES CHEMICAL CORP COM 390568103 719 30139 SH SOLE 30139 0 0 GLATFELTER COMPANY COM 377316104 223 17008 SH SOLE 17008 0 0 CORNING INC COM 219350105 244 73885 SH SOLE 73885 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page16 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Genlyte Group Inc COM 372302109 304 9779 SH SOLE 9779 0 0 GENERAL MTRS CORP COM 370442105 1340 36362 SH SOLE 36362 0 0 Gulfmark Offshore Inc COM 402629109 197 13360 SH SOLE 13360 0 0 GATX CORPORATION COM 361448103 340 14912 SH SOLE 14912 0 0 GEN COMM INC CLASS A COM 369385109 282 42149 SH SOLE 42149 0 0 Genesis Microchip Inc COM 37184C103 338 25926 SH SOLE 25926 0 0 GENTA INC COM 37245M207 346 45084 SH SOLE 45084 0 0 GENTEX CORPORATION COM 371901109 953 30134 SH SOLE 30134 0 0 Oshkosh B'Gosh Inc COM 688222207 236 8440 SH SOLE 8440 0 0 GEORGIA PACIFIC CORPORATION COM 373298108 265 16451 SH SOLE 16451 0 0 GENIUNE PARTS COMPANY COM 372460105 523 16991 SH SOLE 16991 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 276 11561 SH SOLE 11561 0 0 Graphic Packaging Internationa COM 388690109 108 19186 SH SOLE 19186 0 0 GAP INCORPORATED COM 364760108 892 57500 SH SOLE 57500 0 0 GREENPOINT FINANCIAL CORP COM 395384100 1360 30112 SH SOLE 30112 0 0 W.R. GRACE & CO. COM 38388F108 118 60509 SH SOLE 60509 0 0 Bank of Granite Corp COM 062401104 207 11838 SH SOLE 11838 0 0 Grey Global Group Inc COM 39787M108 392 643 SH SOLE 643 0 0 GRANT PRIDECO INC COM 38821G101 356 30662 SH SOLE 30662 0 0 Glimcher Realty Trust COM 379302102 345 19464 SH SOLE 19464 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 2148 31550 SH SOLE 31550 0 0 GSI Commerce Inc COM 36238G102 50 13874 SH SOLE 13874 0 0 GLOBESPANVIRATA INC COM 37957V106 457 103664 SH SOLE 103664 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 114 16816 SH SOLE 16816 0 0 GrafTech International Ltd COM 384313102 225 37790 SH SOLE 37790 0 0 GENTIVA HEALTH SERVICES WHEN COM 37247A102 210 23865 SH SOLE 23865 0 0 GTECH HLDGS CORP COM 400518106 642 23053 SH SOLE 23053 0 0 GUITAR CENTER INC COM 402040109 187 11333 SH SOLE 11333 0 0 GATEWAY INC COM 367626108 84 26858 SH SOLE 26858 0 0 GRANITE CONSTRUCTION INC COM 387328107 579 37364 SH SOLE 37364 0 0 Grey Wolf Inc COM 397888108 487 122136 SH SOLE 122136 0 0 W W GRAINGER INC COM 384802104 306 5938 SH SOLE 5938 0 0 GREAT PLAINS ENERGY INC COM 391164100 382 16727 SH SOLE 16727 0 0 GENCORP INCORPORATED COM 368682100 195 24655 SH SOLE 24655 0 0 GYMBOREE CORP COM 403777105 316 19980 SH SOLE 19980 0 0 GENZYME CORP- BIOSURGERY DIV COM 372917708 77 30238 SH SOLE 30238 0 0 HAEMONETICS CORP COM 405024100 238 11105 SH SOLE 11105 0 0 HAIN CELESTIAL GROUP INT COM 405217100 275 18137 SH SOLE 18137 0 0 Hall Kinion & Associates Inc COM 406069104 69 12445 SH SOLE 12445 0 0 HALLIBURTON CO (HOLDING CO) COM 406216101 584 31256 SH SOLE 31256 0 0 HANDSPRING INC COM 410293104 25 27079 SH SOLE 27079 0 0 Harbor Florida Bancshares Inc COM 411901101 391 17379 SH SOLE 17379 0 0 HASBRO INCORPORATED COM 418056107 265 22950 SH SOLE 22950 0 0 HILLENBRAND INDUSTRIES INC COM 431573104 903 18699 SH SOLE 18699 0 0 HUNTINGTON BANCSHARES COM 446150104 201 10775 SH SOLE 10775 0 0 Humboldt Bancorp COM 445069107 126 12291 SH SOLE 12291 0 0 HANCOCK HOLDING CO COM 410120109 509 11416 SH SOLE 11416 0 0 Harvard Bioscience Inc COM 416906105 54 16665 SH SOLE 16665 0 0 HANOVER COMPRESSOR CO. COM 410768105 529 57676 SH SOLE 57676 0 0 HCA INC COM 404119109 1375 33148 SH SOLE 33148 0 0 HCC INSURANCE HOLDINGS INC COM 404132102 313 12746 SH SOLE 12746 0 0 Health Care REIT Inc COM 42217K106 681 25200 SH SOLE 25200 0 0 MANOR CARE INC COM 564055101 186 10040 SH SOLE 10040 0 0 HOME DEPOT INCORPORATED COM 437076102 3691 153677 SH SOLE 153677 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page17 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HARLEY DAVIDSON INCORPORATED COM 412822108 851 18437 SH SOLE 18437 0 0 HANDLEMAN COMPANY COM 410252100 261 22716 SH SOLE 22716 0 0 HEADWATERS INC COM 42210P102 363 23406 SH SOLE 23406 0 0 HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 578 13149 SH SOLE 13149 0 0 HELIX TECHNOLOGY CORP COM 423319102 261 23318 SH SOLE 23318 0 0 HARLEYSVILLE CORP COM 412824104 719 27230 SH SOLE 27230 0 0 HANGER ORTHOPEDIC GROUP INC COM 41043F208 159 12160 SH SOLE 12160 0 0 HOOPER HOLMES INC COM 439104100 287 46759 SH SOLE 46759 0 0 HARTE-HANKS INC COM 416196103 537 28814 SH SOLE 28814 0 0 HOUSEHOLD INTERNATIONAL INC COM 441815107 858 30864 SH SOLE 30864 0 0 HIBERNIA CORP CL A COM 428656102 925 48051 SH SOLE 48051 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 812 17889 SH SOLE 17889 0 0 HANCOCK FABRICS INC COM 409900107 167 10957 SH SOLE 10957 0 0 Hecla Mining Co COM 422704106 378 74869 SH SOLE 74869 0 0 HealthExtras Inc COM 422211102 78 19324 SH SOLE 19324 0 0 HARMONIC INC. COM 413160102 116 50837 SH SOLE 50837 0 0 Hollinger International Inc COM 435569108 325 32067 SH SOLE 32067 0 0 HILTON HOTELS CORPORATION COM 432848109 272 21424 SH SOLE 21424 0 0 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 705 46737 SH SOLE 46737 0 0 HEALTH MGMT ASSOC INC COM 421933102 317 17723 SH SOLE 17723 0 0 Home Properties Of NY Inc COM 437306103 906 26325 SH SOLE 26325 0 0 HORACE MANN EDUCATORS CORP COM 440327104 611 39910 SH SOLE 39910 0 0 Harleysville National Corp COM 412850109 473 17835 SH SOLE 17835 0 0 HON INDUSTRIES INCORPORATED COM 438092108 434 15349 SH SOLE 15349 0 0 Harvest Natural Resources Inc COM 41754V103 187 29110 SH SOLE 29110 0 0 HEALTH NET INC COM 42222G108 1065 40342 SH SOLE 40342 0 0 H.J.HEINZ COMPANY COM 423074103 860 26166 SH SOLE 26166 0 0 Horizon Offshore Inc COM 44043J105 76 15404 SH SOLE 15404 0 0 Hologic Inc COM 436440101 202 16561 SH SOLE 16561 0 0 HOMESTORE INC COM 437852106 45 52953 SH SOLE 52953 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 2352 98030 SH SOLE 98030 0 0 STARWOOD HOTELS & RESORTS COM 85590A203 415 17506 SH SOLE 17506 0 0 HOT TOPIC INC COM 441339108 534 23348 SH SOLE 23348 0 0 HOVNANIAN ENTERPRISES INC CL- COM 442487203 309 9755 SH SOLE 9755 0 0 HELMERICH & PAYNE INCORPORATE COM 423452101 412 14776 SH SOLE 14776 0 0 HERCULES INCORPORATED COM 427056106 98 11151 SH SOLE 11151 0 0 Harris Interactive Inc COM 414549105 76 25943 SH SOLE 25943 0 0 HEWLETT-PACKARD INCORPORATED COM 428236103 3754 216281 SH SOLE 216281 0 0 Hospitality Properties Trust COM 44106M102 394 11203 SH SOLE 11203 0 0 Healthcare Realty Trust Inc COM 421946104 855 29241 SH SOLE 29241 0 0 BLOCK H & R INC COM 093671105 652 16242 SH SOLE 16242 0 0 Hudson River Bancorp COM 444128102 329 13312 SH SOLE 13312 0 0 HEALTHSOUTH REHABILITATION COM 421924101 155 36922 SH SOLE 36922 0 0 HILB ROGALL & HAMILTON CORP COM 431294107 863 21105 SH SOLE 21105 0 0 GEORGE A HORMEL & COMPANY COM 440452100 886 37995 SH SOLE 37995 0 0 HRPT Properties Trust COM 40426W101 846 102731 SH SOLE 102731 0 0 HARRIS CORPORATION COM 413875105 559 21267 SH SOLE 21267 0 0 HARSCO CORPORATION COM 415864107 485 15231 SH SOLE 15231 0 0 HENRY SCHEIN INC. COM 806407102 749 16650 SH SOLE 16650 0 0 HEIDRICK & STRUGGLES INTL COM 422819102 181 12382 SH SOLE 12382 0 0 HISPANIC BROADCASTING CORP COM 43357B104 814 39623 SH SOLE 39623 0 0 HERSHEY FOODS CORP COM 427866108 654 9706 SH SOLE 9706 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 457 22078 SH SOLE 22078 0 0 Hickory Tech Corp COM 429060106 107 11270 SH SOLE 11270 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page18 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Heritage Property Investment T COM 42725M107 398 15957 SH SOLE 15957 0 0 HEARTLAND EXPRESS INC COM 422347104 562 24537 SH SOLE 24537 0 0 HUBBELL INC CLASS B COM 443510201 656 18689 SH SOLE 18689 0 0 HUGHES SUPPLY INCORPORATED COM 444482103 388 14221 SH SOLE 14221 0 0 HUMANA INC COM 444859102 158 15886 SH SOLE 15886 0 0 Hollywood Casino Corp COM 436132203 156 12716 SH SOLE 12716 0 0 Hexcel Corp COM 428291108 46 15440 SH SOLE 15440 0 0 Hypercom Corp COM 44913M105 83 22301 SH SOLE 22301 0 0 HYDRIL COMPANY COM 448774109 245 10432 SH SOLE 10432 0 0 HYPERION SOLUTIONS INC COM 44914M104 713 27778 SH SOLE 27778 0 0 INTEGRA LIFESCIENCES HOLDING COM 457985208 314 17811 SH SOLE 17811 0 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 746 48971 SH SOLE 48971 0 0 Independent Bank Corp/MI COM 453838104 219 7238 SH SOLE 7238 0 0 IBERIABANK Corp COM 450828108 201 5018 SH SOLE 5018 0 0 INTL BUSINESS MACHINES INC COM 459200101 9366 120854 SH SOLE 120854 0 0 Integra Bank Corp COM 45814P105 202 11344 SH SOLE 11344 0 0 International Bancshares Corp COM 459044103 777 19699 SH SOLE 19699 0 0 INDEPENDENCE COMMUNITY BANK COM 453414104 443 17458 SH SOLE 17458 0 0 INSIGHT COMMUNICATIONS INC COM 45768V108 439 35468 SH SOLE 35468 0 0 ICN PHARM. COM 448924100 306 28091 SH SOLE 28091 0 0 InaCom Corp COM 45323G109 0 27479 SH SOLE 27479 0 0 INTERCEPT INC COM 45845L107 208 12303 SH SOLE 12303 0 0 ICU MEDICAL INC COM 44930G107 403 10805 SH SOLE 10805 0 0 IDACORP INC COM 451107106 275 11103 SH SOLE 11103 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 605 41577 SH SOLE 41577 0 0 Indevus Pharmaceuticals Inc COM 454072109 65 30547 SH SOLE 30547 0 0 IDENTIX INC COM 451906101 379 73746 SH SOLE 73746 0 0 IDEC PHARMACUETICAL COM 449370105 2007 60521 SH SOLE 60521 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 280 33480 SH SOLE 33480 0 0 IDX Systems Corp COM 449491109 270 15856 SH SOLE 15856 0 0 IDEXX LABS CORP COM 45168D104 839 25551 SH SOLE 25551 0 0 Integrated Electrical Services COM 45811E103 103 26827 SH SOLE 26827 0 0 IDEX CORP COM 45167R104 623 19059 SH SOLE 19059 0 0 IRWIN FINANCIAL CORP COM 464119106 211 12842 SH SOLE 12842 0 0 INTL FLAVORS & FRAGRANCES INC COM 459506101 438 12490 SH SOLE 12490 0 0 INVESTORS FINANCIAL COM 461915100 665 24295 SH SOLE 24295 0 0 Insignia Financial Group Inc COM 45767A105 78 10811 SH SOLE 10811 0 0 INTERFACE INC CL A FORMERLY COM 458665106 123 40217 SH SOLE 40217 0 0 IGEN INC COM 449536101 430 10042 SH SOLE 10042 0 0 I M C GLOBAL INC COM 449669100 398 37331 SH SOLE 37331 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 395 5211 SH SOLE 5211 0 0 iGate Corp COM 45169U105 39 15088 SH SOLE 15088 0 0 IHOP CORP NEW COM 449623107 337 14075 SH SOLE 14075 0 0 AQUILA INC COM 03840P102 116 65771 SH SOLE 65771 0 0 Illumina Inc COM 452327109 69 20509 SH SOLE 20509 0 0 Ilex Oncology Inc COM 451923106 225 31992 SH SOLE 31992 0 0 IMCLONE SYSTEMS INC COM 45245W109 367 34573 SH SOLE 34573 0 0 INAMED CORP COM 453235103 327 10639 SH SOLE 10639 0 0 INTERMAGNETICS GENERAL CORP COM 458771102 274 13965 SH SOLE 13965 0 0 Immunogen Inc COM 45253H101 105 34069 SH SOLE 34069 0 0 IMPAC Mortgage Holdings Inc COM 45254P102 297 25878 SH SOLE 25878 0 0 Immunomedics Inc COM 452907108 168 36491 SH SOLE 36491 0 0 IMATION CORP. COM 45245A107 1196 34109 SH SOLE 34109 0 0 I-many Inc COM 44973Q103 47 33103 SH SOLE 33103 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page19 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- IMPATH INC COM 45255G101 226 11476 SH SOLE 11476 0 0 INFONET SERVICES CORP COM 45666T106 49 24886 SH SOLE 24886 0 0 INCYTE GENOMICS INC COM 45337C102 361 79289 SH SOLE 79289 0 0 Independent Bank Corp/MA COM 453836108 260 11443 SH SOLE 11443 0 0 INFORMATICA INC COM 45666Q102 300 52230 SH SOLE 52230 0 0 InFocus Corp COM 45665B106 293 47676 SH SOLE 47676 0 0 Inforte Corp COM 45677R107 85 11023 SH SOLE 11023 0 0 INTERGRAPH CORPORATION COM 458683109 711 40059 SH SOLE 40059 0 0 INHALE THERAPEUTIC SYSTEMS COM 457191104 396 49102 SH SOLE 49102 0 0 INKTOMI CORP COM 457277101 179 111898 SH SOLE 111898 0 0 INTERLAND INC COM 458727104 146 112723 SH SOLE 112723 0 0 INTERMET CORP COM 45881K104 67 16162 SH SOLE 16162 0 0 Inrange Technologies Corp COM 45769V206 29 12409 SH SOLE 12409 0 0 INSTITUFORM TECHNOLOGIES INC COM 457667103 359 21071 SH SOLE 21071 0 0 INTEL CORP COM 458140100 8655 555928 SH SOLE 555928 0 0 INET TECHNOLOGIES INC COM 45662V105 72 11876 SH SOLE 11876 0 0 INTER TEL INC CLASS A FORMERL COM 458372109 215 10292 SH SOLE 10292 0 0 INTUIT INC COM 461202103 1215 25909 SH SOLE 25909 0 0 INVISION TECHNOLOGIES INC COM 461851107 264 10016 SH SOLE 10016 0 0 INPUT/OUTPUT INC COM 457652105 130 30665 SH SOLE 30665 0 0 IOMEGA CORP COM 462030305 303 38703 SH SOLE 38703 0 0 IONICS INC. COM 462218108 295 12968 SH SOLE 12968 0 0 INTERNATIONAL PAPER COMPANY COM 460146103 364 10419 SH SOLE 10419 0 0 INTERPUBLIC GROUP OF COMPANIE COM 460690100 317 22579 SH SOLE 22579 0 0 Impax Laboratories Inc COM 45256B101 88 21970 SH SOLE 21970 0 0 INGERSOLL-RAND CO-A COM G4776G101 480 11153 SH SOLE 11153 0 0 Investors Real Estate Trust COM 461730103 235 23596 SH SOLE 23596 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 262 14244 SH SOLE 14244 0 0 INFORMATION RESOURCES INC COM 456905108 53 33458 SH SOLE 33458 0 0 iDine Rewards Network Inc COM 45168A100 159 15024 SH SOLE 15024 0 0 IRT Property Co COM 450058102 408 34405 SH SOLE 34405 0 0 INTL SPEEDWAY CORP CLASS A COM 460335201 735 19720 SH SOLE 19720 0 0 INTERSIL CORPORATION COM COM 46069S109 626 44922 SH SOLE 44922 0 0 ISIS PHARMACEUTICAL COM 464330109 277 42060 SH SOLE 42060 0 0 ISLE OF CAPRI CASINOS COM 464592104 145 10996 SH SOLE 10996 0 0 INTERNATIONAL SPECIALTY COM 460337108 140 13730 SH SOLE 13730 0 0 Intuitive Surgical Inc COM 46120E107 172 28054 SH SOLE 28054 0 0 Integrated Silicon Solutions I COM 45812P107 124 28505 SH SOLE 28505 0 0 INTERNET SECURITY SYSTEMS INC COM 46060X107 930 50743 SH SOLE 50743 0 0 GARTNER INC COM 366651107 627 68221 SH SOLE 68221 0 0 GARTNER INC CLASS B COM 366651206 256 27160 SH SOLE 27160 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 327 14668 SH SOLE 14668 0 0 INTERMUNE INC COM 45884X103 480 18853 SH SOLE 18853 0 0 INTERTAN INC COM 461120107 121 16961 SH SOLE 16961 0 0 ITRON INC COM 465741106 357 18635 SH SOLE 18635 0 0 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 208 49297 SH SOLE 49297 0 0 ITT INDUSTRIES INC COM 450911102 539 8889 SH SOLE 8889 0 0 ILLINOIS TOOLS WORKS INC COM 452308109 1402 21630 SH SOLE 21630 0 0 ITXC Corp COM 45069F109 33 14233 SH SOLE 14233 0 0 infoUSA Inc COM 456818301 116 23502 SH SOLE 23502 0 0 INVACARE CORP COM 461203101 795 23880 SH SOLE 23880 0 0 IVAX CORP FORMERLY IVACO INDS COM 465823102 823 67853 SH SOLE 67853 0 0 iShares Russell 2000 Index FundCOM 464287655 35839 472753 SH SOLE 472753 0 0 INTERWOVEN INC COM 46114T102 198 76441 SH SOLE 76441 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page20 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- JAKKS PACIFIC INC COM 47012E106 267 19855 SH SOLE 19855 0 0 JO-ANN STORES IN CLASS A COM 47758P109 284 12371 SH SOLE 12371 0 0 J B HUNT TRANSPORT SERVICES COM 445658107 873 29822 SH SOLE 29822 0 0 JABIL CIRCUIT INC COM 466313103 244 13627 SH SOLE 13627 0 0 JACK IN THE BOX INC COM 466367109 453 26235 SH SOLE 26235 0 0 JOHNSON CONTROLS INCORPORATED COM 478366107 387 4828 SH SOLE 4828 0 0 PENNEY (J.C.) CO COM 708160106 444 19315 SH SOLE 19315 0 0 JDA SOFTWARE GROUP INC. COM 46612K108 234 24260 SH SOLE 24260 0 0 JDN Realty Corp COM 465917102 307 28075 SH SOLE 28075 0 0 JDS UNIPHASE CORP COM 46612J101 398 161247 SH SOLE 161247 0 0 JACOBS ENGINEERING GROUP INC COM 469814107 664 18678 SH SOLE 18678 0 0 JEFFRIES GROUP INC COM 472319102 508 12111 SH SOLE 12111 0 0 JOHN H HARLAND COMPANY COM 412693103 515 23287 SH SOLE 23287 0 0 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 755 27073 SH SOLE 27073 0 0 J. JILL GROUP INC COM 466189107 228 16350 SH SOLE 16350 0 0 J&J Snack Foods Corp COM 466032109 241 6752 SH SOLE 6752 0 0 HENRY JACK & ASSOCIATES COM 426281101 398 33076 SH SOLE 33076 0 0 JLG INDUSTRIES INCORPORATED COM 466210101 265 35275 SH SOLE 35275 0 0 JONES LANG LASALLE INC COM 48020Q107 384 24977 SH SOLE 24977 0 0 JOHNSON & JOHNSON INCORPORATE COM 478160104 10426 194121 SH SOLE 194121 0 0 JUNIPER NETWORKS INC COM 48203R104 92 13533 SH SOLE 13533 0 0 JONES APPAREL GROUP INC COM 480074103 329 9284 SH SOLE 9284 0 0 Joy Global Inc COM 481165108 423 37605 SH SOLE 37605 0 0 JPMMORGAN CHASE & CO COM 46625H100 3233 134721 SH SOLE 134721 0 0 JOURNAL REGISTER CO COM 481138105 327 18429 SH SOLE 18429 0 0 KELLOGG CO COM 487836108 1015 29646 SH SOLE 29646 0 0 KAMAN CORPORATION COM 483548103 201 18303 SH SOLE 18303 0 0 Kimball International COM 494274103 412 28968 SH SOLE 28968 0 0 Kaydon Corp COM 486587108 536 25302 SH SOLE 25302 0 0 Koger Equity Inc COM 500228101 217 13939 SH SOLE 13939 0 0 Keane Inc COM 486665102 619 68878 SH SOLE 68878 0 0 KEY ENERGY SERVICES INC COM 492914106 676 75404 SH SOLE 75404 0 0 KELLY SERVICES CLASS A COM 488152208 607 24565 SH SOLE 24565 0 0 KEMET CORP COM 488360108 295 33827 SH SOLE 33827 0 0 Kirby Corp COM 497266106 237 8670 SH SOLE 8670 0 0 KEYCORP (NEW) COM 493267108 927 36908 SH SOLE 36908 0 0 Keynote Systems Inc COM 493308100 144 18658 SH SOLE 18658 0 0 Keystone Automotive Industries COM 49338N109 165 11042 SH SOLE 11042 0 0 kforce Inc COM 493732101 51 12161 SH SOLE 12161 0 0 Korn/Ferry International COM 500643200 299 40014 SH SOLE 40014 0 0 KING PHARMACEUTICALS COM 495582108 190 11062 SH SOLE 11062 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 560 16585 SH SOLE 16585 0 0 KLA INSTRUMENTS CORP COM 482480100 788 22302 SH SOLE 22302 0 0 KULICKE & SOFFA IND COM 501242101 254 44419 SH SOLE 44419 0 0 KIMBERLY-CLARK CORPORATION COM 494368103 1641 34577 SH SOLE 34577 0 0 KINDER MORGAN INC COM 49455P101 339 8033 SH SOLE 8033 0 0 K MART CORPORATION COM 482584109 119 342839 SH SOLE 342839 0 0 Kennametal Inc COM 489170100 1091 31661 SH SOLE 31661 0 0 CARMAX INC COM 143130102 571 31954 SH SOLE 31954 0 0 Kendle International Inc COM 48880L107 93 10658 SH SOLE 10658 0 0 KNIGHT TRANSPORTATION INC COM 499064103 433 20646 SH SOLE 20646 0 0 COCA COLA CO COM 191216100 7218 164656 SH SOLE 164656 0 0 KOPIN CORP COM 500600101 247 63132 SH SOLE 63132 0 0 Kosan Biosciences Inc COM 50064W107 99 16448 SH SOLE 16448 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page21 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Innkeepers USA Trust COM 4576J0104 161 21030 SH SOLE 21030 0 0 KROGER COMPANY COM 501044101 747 48356 SH SOLE 48356 0 0 MBNA CORP COM 55262L100 1680 88335 SH SOLE 88335 0 0 KILROY REALTY CORP COM 49427F108 342 14869 SH SOLE 14869 0 0 KNIGHT RIDDER INC COM 499040103 209 3311 SH SOLE 3311 0 0 KROLL INC COM 501049100 410 21497 SH SOLE 21497 0 0 KRONOS INC COM 501052104 551 14909 SH SOLE 14909 0 0 Kramont Realty Trust COM 50075Q107 261 17834 SH SOLE 17834 0 0 KEYSPAN CORP COM 49337W100 392 11130 SH SOLE 11130 0 0 KOHLS CORP COM 500255104 1203 21509 SH SOLE 21509 0 0 KANSAS CITY SOUTHERN COM 485170302 527 43954 SH SOLE 43954 0 0 K-SWISS INC CLASS A COM 482686102 228 10511 SH SOLE 10511 0 0 K2 INC COM 482732104 120 12844 SH SOLE 12844 0 0 K-V PHARMACEUTICAL CO CL-A COM 482740206 408 17593 SH SOLE 17593 0 0 KELLWOOD COMPANY COM 488044108 482 18571 SH SOLE 18571 0 0 LABRANCHE & COMPANY COM 505447102 404 15201 SH SOLE 15201 0 0 Lithia Motors Inc COM 536797103 182 11639 SH SOLE 11639 0 0 LAMAR ADVERTISING CO COM 512815101 206 6131 SH SOLE 6131 0 0 LANCASTER COLONY CORP COM 513847103 428 10967 SH SOLE 10967 0 0 MAGMA DESIGN AUTOMATION COM 559181102 175 18303 SH SOLE 18303 0 0 LIBERATE TECHNOLOGIES COM 530129105 133 93010 SH SOLE 93010 0 0 LIBBEY INC COM 529898108 340 13093 SH SOLE 13093 0 0 Liberty Corp COM 530370105 425 10972 SH SOLE 10972 0 0 Lifecore Biomedical Inc COM 532187101 96 11258 SH SOLE 11258 0 0 LONGS DRUG STORES INC COM 543162101 787 37953 SH SOLE 37953 0 0 Lydall Inc COM 550819106 147 12989 SH SOLE 12989 0 0 LEAR CORPORATION COM 521865105 1071 32210 SH SOLE 32210 0 0 LINCOLN ELECTRIC (NEW) COM 533900106 582 25179 SH SOLE 25179 0 0 LEE ENTERPRISES INCORPORATED COM 523768109 349 10419 SH SOLE 10419 0 0 LEGGETT & PLATT INCORPORATED COM 524660107 456 20355 SH SOLE 20355 0 0 LEHMAN BROTHERS HLDGS INC COM 524908100 904 16966 SH SOLE 16966 0 0 LENNAR CORPORATION COM 526057104 971 18823 SH SOLE 18823 0 0 CONCORD CAMERA COM 206156101 109 20214 SH SOLE 20214 0 0 LEXICON GENETICS INC COM 528872104 129 27465 SH SOLE 27465 0 0 Lexar Media Inc COM 52886P104 153 24461 SH SOLE 24461 0 0 Longview Fibre Co COM 543213102 343 47498 SH SOLE 47498 0 0 LANDAMERICA FINANCIAL GROUP COM 514936103 515 14548 SH SOLE 14548 0 0 Local Financial Corp COM 539553107 222 15160 SH SOLE 15160 0 0 Littelfuse Inc COM 537008104 287 17052 SH SOLE 17052 0 0 THE LACLEDE GROUP INC COM 505597104 296 12251 SH SOLE 12251 0 0 LIGAND PHARMACUTICALS INC. COM 53220K207 241 45007 SH SOLE 45007 0 0 LEGATO SYSTEM INC COM 524651106 575 114494 SH SOLE 114494 0 0 LASALLE HOTEL PROPERTIES COM 517942108 179 12798 SH SOLE 12798 0 0 LENNOX INTERNATIONAL INC COM 526107107 428 34149 SH SOLE 34149 0 0 LINENS 'N THINGS COM 535679104 651 28815 SH SOLE 28815 0 0 La Jolla Pharmaceutical Co COM 503459109 231 35635 SH SOLE 35635 0 0 L-3 COMMUNICATIONS HLDGS COM 502424104 1275 28405 SH SOLE 28405 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1075 41823 SH SOLE 41823 0 0 ELI LILLY & COMPANY COM 532457108 4746 74743 SH SOLE 74743 0 0 LEGG MASON COM 524901105 979 20176 SH SOLE 20176 0 0 Luminex Corp COM 55027E102 66 16201 SH SOLE 16201 0 0 LOCKHEED MARTIN CORP COM 539830109 1670 28926 SH SOLE 28926 0 0 LINCOLN NATIONAL CORPORATION COM 534187109 379 12009 SH SOLE 12009 0 0 LANCE INCORPORATED COM 514606102 258 21815 SH SOLE 21815 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page22 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LINCARE HOLDINGS INC COM 532791100 1077 34085 SH SOLE 34085 0 0 LNR PROPERTY TRUST COM 501940100 543 15363 SH SOLE 15363 0 0 ALLIANT ENERGY CORP COM 018802108 507 30674 SH SOLE 30674 0 0 LANDRY'S RESTAURANTS INC COM 51508L103 351 16569 SH SOLE 16569 0 0 LOOKSMART LTD COM 543442107 100 40478 SH SOLE 40478 0 0 LOWES COS INCORPORATED COM 548661107 1780 47468 SH SOLE 47468 0 0 LIFEPOINT HOSPITALS COM 53219L109 369 12349 SH SOLE 12349 0 0 LOUISIANA-PACIFIC CORPORATION COM 546347105 763 94730 SH SOLE 94730 0 0 La Quinta Corp COM 50419U202 504 114589 SH SOLE 114589 0 0 LAM RESEARCH CORP COM 512807108 464 43024 SH SOLE 43024 0 0 LABOR READY INC (NEW) COM 505401208 163 25474 SH SOLE 25474 0 0 Liberty Property Trust COM 531172104 577 18084 SH SOLE 18084 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 971 110831 SH SOLE 110831 0 0 LSI LOGIC CORPORATION COM 502161102 139 24182 SH SOLE 24182 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 461 30983 SH SOLE 30983 0 0 LANDSTAR SYSTEMS INC COM 515098101 689 11809 SH SOLE 11809 0 0 Lightbridge Inc COM 532226107 189 30811 SH SOLE 30811 0 0 LTC Properties Inc COM 502175102 96 14365 SH SOLE 14365 0 0 LIMITED BRANDS INC. COM 532716107 484 34771 SH SOLE 34771 0 0 LOEWS CORPORATION COM 540424108 438 9864 SH SOLE 9864 0 0 Learning Tree International IncCOM 522015106 179 13113 SH SOLE 13113 0 0 LTX CORPORATION COM 502392103 372 61821 SH SOLE 61821 0 0 LUCENT TECHNOLOGY COM 549463107 291 231627 SH SOLE 231627 0 0 LUBYS INCORPORATED COM 549282101 52 18016 SH SOLE 18016 0 0 LEUCADIA NATIONAL CORPORATION COM 527288104 754 20212 SH SOLE 20212 0 0 SOUTHWEST AIRLINES COM 844741108 733 52758 SH SOLE 52758 0 0 LAWSON SOFTWARE INC COM 520780107 81 14200 SH SOLE 14200 0 0 LSB Bancshares Inc COM 502158108 187 11600 SH SOLE 11600 0 0 LEXMARK INTERNATIONAL, INC COM 529771107 491 8129 SH SOLE 8129 0 0 Lexington Corporate Properties COM 529043101 260 16415 SH SOLE 16415 0 0 LYONDELL PETROCHEMICAL CO COM 552078107 607 48034 SH SOLE 48034 0 0 LSI Industries Inc COM 50216C108 154 11121 SH SOLE 11121 0 0 LUBRIZOL CORPORATION COM 549271104 460 15084 SH SOLE 15084 0 0 Mid-America Apartment Communit COM 59522J103 277 11355 SH SOLE 11355 0 0 Macerich Co/The COM 554382101 574 18670 SH SOLE 18670 0 0 MACROMEDIA INC COM 556100105 278 26163 SH SOLE 26163 0 0 MAF BANCORP INC COM 55261R108 489 14405 SH SOLE 14405 0 0 MAGNETEK INC COM 559424106 70 15896 SH SOLE 15896 0 0 MANPOWER INC COM 56418H100 736 23087 SH SOLE 23087 0 0 MANHATTAN ASSOCIATES INC COM 562750109 391 16528 SH SOLE 16528 0 0 MANUGISTICS GP INC COM 565011103 113 47270 SH SOLE 47270 0 0 MAPINFO CORP COM 565105103 80 14424 SH SOLE 14424 0 0 MAPICS Inc COM 564910107 82 11897 SH SOLE 11897 0 0 MARRIOTT INTL CLASS A COM 571903202 518 15763 SH SOLE 15763 0 0 MASCO CORP DEL COM 574599106 653 31041 SH SOLE 31041 0 0 MATTEL INC COM 577081102 620 32378 SH SOLE 32378 0 0 MARTEK BIOSCIENCES CORP COM 572901106 426 17037 SH SOLE 17037 0 0 Matthews International Corp COM 577128101 572 25649 SH SOLE 25649 0 0 Maxwell Shoe Co COM 577766108 130 11215 SH SOLE 11215 0 0 Maxygen COM 577776107 208 27420 SH SOLE 27420 0 0 MAY DEPARTMENT STORES CO COM 577778103 390 16996 SH SOLE 16996 0 0 MB Financial Corp COM 55264U108 288 8288 SH SOLE 8288 0 0 MANDALAY RESORT GROUP COM 562567107 592 19356 SH SOLE 19356 0 0 M B I A INC COM 55262C100 462 10553 SH SOLE 10553 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page23 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MEDIACOM COMMUNICATIONS CORP COM 58446K105 417 47429 SH SOLE 47429 0 0 MCDONALDS CORPORATION COM 580135101 1272 79151 SH SOLE 79151 0 0 MCDATA CORPORATION-CL A COM 580031201 661 93172 SH SOLE 93172 0 0 MCG Capital Corp COM 58047P107 225 20952 SH SOLE 20952 0 0 MILLENNIUM CHEMICALS INC COM 599903101 455 47851 SH SOLE 47851 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1814 74194 SH SOLE 74194 0 0 MCKESSON CORP COM 58155Q103 430 15928 SH SOLE 15928 0 0 MOODY'S CORPORATION COM 615369105 594 14405 SH SOLE 14405 0 0 MICREL SEMICONDUCTOR COM 594793101 292 32526 SH SOLE 32526 0 0 MICROS SYSTEMS INCORPORATED COM 594901100 348 15537 SH SOLE 15537 0 0 MARCUS CORPORATION (THE) COM 566330106 221 15625 SH SOLE 15625 0 0 MCSi Inc COM 55270M108 73 15499 SH SOLE 15499 0 0 M D C HOLDINGS INC COM 552676108 463 12102 SH SOLE 12102 0 0 Molecular Devices Corp COM 60851C107 224 13661 SH SOLE 13661 0 0 MEDICINES COMPANY COM 584688105 317 19821 SH SOLE 19821 0 0 MEREDITH CORP COM 589433101 249 6060 SH SOLE 6060 0 0 Allscripts Healthcare Solution COM 01988P108 56 23782 SH SOLE 23782 0 0 Mid-State Bancshares COM 595440108 344 20967 SH SOLE 20967 0 0 MEDTRONIC INCORPORATED COM 585055106 3671 80513 SH SOLE 80513 0 0 MEDCATH CORPORATION COM 58404W109 125 12557 SH SOLE 12557 0 0 Medis Technologies Ltd COM 58500P107 51 10327 SH SOLE 10327 0 0 MDU RESOURCES GROUP COM 552690109 541 20978 SH SOLE 20978 0 0 STANDARD AND POORS MIDCAP 400 COM 595635103 10265 130517 SH SOLE 130517 0 0 MEDIMMUNE INC COM 584699102 835 30753 SH SOLE 30753 0 0 MedSource Technologies Inc COM 58505Y103 71 11070 SH SOLE 11070 0 0 MEDAREX INC COM 583916101 226 57235 SH SOLE 57235 0 0 MASSEY ENERGY CO. COM 576206106 497 51179 SH SOLE 51179 0 0 MEDIA GENERAL INC CLASS A COM 584404107 270 4510 SH SOLE 4510 0 0 Midwest Express Holdings Inc COM 597911106 57 10793 SH SOLE 10793 0 0 MELLON FINANCIAL CORP COM 58551A108 815 31250 SH SOLE 31250 0 0 MENTOR GRAPHICS CORP COM 587200106 610 77666 SH SOLE 77666 0 0 MERRILL LYNCH & CO INC COM 590188108 2212 58303 SH SOLE 58303 0 0 Merix Corp COM 590049102 89 10660 SH SOLE 10660 0 0 MESA AIR GROUP INC COM 590479101 104 25696 SH SOLE 25696 0 0 METLIFE INC COM 59156R108 1337 49464 SH SOLE 49464 0 0 METHODE ELECTRONICS INC CL A COM 591520200 374 34106 SH SOLE 34106 0 0 MFA Mortgage Investments Inc COM 55272X102 296 35261 SH SOLE 35261 0 0 MULTAMEDIA GAMES INC COM 625453105 205 7495 SH SOLE 7495 0 0 MGE Energy Inc COM 55277P104 336 12558 SH SOLE 12558 0 0 Magellan Health Services Inc COM 559079108 3 22260 SH SOLE 22260 0 0 Manufactured Home Communities COM 564682102 232 7860 SH SOLE 7860 0 0 MOHAWK INDUSTRIES INC COM 608190104 1219 21404 SH SOLE 21404 0 0 M/I SCHOTLENSTEIN HOMES INC COM 55305B101 232 8359 SH SOLE 8359 0 0 MCGRAW HILL INC COM 580645109 1160 19199 SH SOLE 19199 0 0 MAGNUM HUNTER RESOURCES INC COM 55972F203 292 49185 SH SOLE 49185 0 0 Meristar Hospitality Corp COM 58984Y103 157 23894 SH SOLE 23894 0 0 MARSHALL & ISLEY CORPORATION COM 571834100 577 21104 SH SOLE 21104 0 0 MAGNA ENTERTAINMENT CL A W/I COM 559211107 189 30528 SH SOLE 30528 0 0 MICHAELS STORES INC COM 594087108 700 22377 SH SOLE 22377 0 0 MIM CORP COM 553044108 95 16459 SH SOLE 16459 0 0 MIPS Technologies Inc COM 604567107 87 28874 SH SOLE 28874 0 0 MIRANT CORP COM 604675108 45 24296 SH SOLE 24296 0 0 MCCORMICK & COMPANY INC COM 579780206 992 42768 SH SOLE 42768 0 0 ADVANCED MARKETING SVCS INC COM 00753T105 233 15874 SH SOLE 15874 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page24 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MILLER HERMAN INC COM 600544100 579 31490 SH SOLE 31490 0 0 MUELLER INDUSTRIES INC COM 624756102 424 15561 SH SOLE 15561 0 0 MARTIN MARIETTA MATERIALS INC COM 573284106 616 20096 SH SOLE 20096 0 0 MILLENNIUM PHARMACTCUAL COM 599902103 912 114906 SH SOLE 114906 0 0 Mills Corp/The COM 601148109 491 16765 SH SOLE 16765 0 0 MARSH & MCLENNAN COMPANIES IN COM 571748102 1734 37536 SH SOLE 37536 0 0 Metromedia International Group COM 591695101 101 10100 SH SOLE 10100 0 0 3M CO COM 88579Y101 3114 25261 SH SOLE 25261 0 0 MAXIMUS INC COM 577933104 329 12621 SH SOLE 12621 0 0 MONACO COACH CORP COM 60886R103 334 20201 SH SOLE 20201 0 0 MSC.Software Corp COM 553531104 113 14648 SH SOLE 14648 0 0 MTR Gaming Group Inc COM 553769100 183 22993 SH SOLE 22993 0 0 MENTOR CORP MINN COM 587188103 583 15162 SH SOLE 15162 0 0 MONY GROUP INC COM 615337102 305 12745 SH SOLE 12745 0 0 PHILIP MORRIS COS INC COM 718154107 5537 136626 SH SOLE 136626 0 0 Modine Manufacturing Co COM 607828100 638 36139 SH SOLE 36139 0 0 MOOG INCORPORATED CLASS A COM 615394202 322 10379 SH SOLE 10379 0 0 MGI PHARMA INC COM 552880106 175 24264 SH SOLE 24264 0 0 MOLEX INC COM 608554101 418 18145 SH SOLE 18145 0 0 MONSANTO CO COM 61166W101 365 18965 SH SOLE 18965 0 0 MOAVI, ROBERT CORP CL-A (THE) COM 609200100 315 10173 SH SOLE 10173 0 0 MATRIXONE INC COM 57685P304 170 39635 SH SOLE 39635 0 0 Monolithic System Technology I COM 609842109 179 14869 SH SOLE 14869 0 0 MOTOROLA INCORPORATED COM 620076109 1255 145172 SH SOLE 145172 0 0 MOVIE GALLERY INC COM 624581104 225 17361 SH SOLE 17361 0 0 Championship Auto Racing Teams COM 158711101 40 11010 SH SOLE 11010 0 0 MPS GROUP INC COM 553409103 613 110796 SH SOLE 110796 0 0 MERCANTILE BANKSHARES CORP COM 587405101 891 23096 SH SOLE 23096 0 0 MERCURY COMPUTER SYSTEMS INC COM 589378108 591 19383 SH SOLE 19383 0 0 MACDERMID INC COM 554273102 296 12963 SH SOLE 12963 0 0 MERCK & CO. INC COM 589331107 7457 131729 SH SOLE 131729 0 0 Medical Staffing Network Holdi COM 58463F104 169 10583 SH SOLE 10583 0 0 MARATHON OIL CORP COM 565849106 501 23566 SH SOLE 23566 0 0 MRO SOFTWARE INC COM 55347W105 185 15296 SH SOLE 15296 0 0 MID Atlantic Realty Trust COM 595232109 202 11635 SH SOLE 11635 0 0 MRV COMMUNICATIONS INC COM 553477100 86 80965 SH SOLE 80965 0 0 Mine Safety Appliances Co COM 602720104 206 6414 SH SOLE 6414 0 0 MICROSEMI CORPORATION COM 595137100 145 23839 SH SOLE 23839 0 0 MICROSOFT CORP COM 594918104 23117 447150 SH SOLE 447150 0 0 MetaSolv Inc COM 59139P104 37 27484 SH SOLE 27484 0 0 MISSION WEST PROPERTIES COM 605203108 144 14609 SH SOLE 14609 0 0 M&T BANK CORP COM 55261F104 2422 30529 SH SOLE 30529 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 88 13666 SH SOLE 13666 0 0 MTS SYSTEMS CORP COM 553777103 200 20017 SH SOLE 20017 0 0 Mattson Technology Inc COM 577223100 49 17201 SH SOLE 17201 0 0 MANITOWOC INC COM 563571108 519 20373 SH SOLE 20373 0 0 MINERALS TECHNOLOGIES INC COM 603158106 842 19535 SH SOLE 19535 0 0 Mastec Inc COM 576323109 56 19235 SH SOLE 19235 0 0 MICRON TECHNOLOGY INC COM 595112103 359 36859 SH SOLE 36859 0 0 MURPHY OIL CORPORATION COM 626717102 1179 27536 SH SOLE 27536 0 0 MICROMUSE INC COM 595094103 247 64719 SH SOLE 64719 0 0 MAVERICK TUBE CORP COM 577914104 351 26986 SH SOLE 26986 0 0 MARVEL ENTERPRISES INC COM 57383M108 114 12719 SH SOLE 12719 0 0 MACROVISION CORP COM 555904101 880 54865 SH SOLE 54865 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page25 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MENS WAREHOUSE INC COM 587118100 343 20001 SH SOLE 20001 0 0 MORGAN STANLEY COM 617446448 2982 74713 SH SOLE 74713 0 0 Mail-Well Inc COM 560321200 53 21251 SH SOLE 21251 0 0 MIDWAY GAMES INC COM 598148104 53 12889 SH SOLE 12889 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1346 40744 SH SOLE 40744 0 0 MAXTOR CORP COM 577729205 802 158597 SH SOLE 158597 0 0 Metris Cos Inc COM 591598107 80 32641 SH SOLE 32641 0 0 MYERS INDS INC COM 628464109 153 14373 SH SOLE 14373 0 0 MYRIAD GENETICS COM 62855J104 330 22647 SH SOLE 22647 0 0 Mykrolis Corp COM 62852P103 229 31459 SH SOLE 31459 0 0 MYLAN LABS INCORPORATED COM 628530107 1261 36152 SH SOLE 36152 0 0 MILACRON INC COM 598709103 103 17376 SH SOLE 17376 0 0 NABI BIOPHARMACEUTICALS COM 629519109 216 34861 SH SOLE 34861 0 0 Nash Finch Co COM 631158102 110 14259 SH SOLE 14259 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 591 18216 SH SOLE 18216 0 0 NATURES SUNSHINE PRODUCTS INC COM 639027101 112 11605 SH SOLE 11605 0 0 NAUTICA ENTERPRISES INC COM 639089101 197 17766 SH SOLE 17766 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 1095 24000 SH SOLE 24000 0 0 NOBAL ENERGY INC COM 655044105 967 25769 SH SOLE 25769 0 0 NABOR INDUSTRIES INC. COM G6359F103 272 7740 SH SOLE 7740 0 0 NBT Bancorp Inc COM 628778102 411 24084 SH SOLE 24084 0 0 NBTY INC COM 628782104 539 30673 SH SOLE 30673 0 0 NACCO Industries Inc COM 629579103 219 5011 SH SOLE 5011 0 0 NATIONAL CITY CORP COM 635405103 1089 39890 SH SOLE 39890 0 0 NEW CENTURY FINANCIAL CORP COM 64352D101 272 10746 SH SOLE 10746 0 0 NATIONAL COMMERCE FINANCIAL COM 63545P104 1561 65456 SH SOLE 65456 0 0 Navigant Consulting Inc COM 63935N107 205 34814 SH SOLE 34814 0 0 NCO GROUP INC COM 628858102 244 15335 SH SOLE 15335 0 0 NCI Building Systems Inc COM 628852105 246 11290 SH SOLE 11290 0 0 NDCHEALTH CORP COM 639480102 415 20881 SH SOLE 20881 0 0 INDYMAC BANCORP, INC COM 456607100 397 21512 SH SOLE 21512 0 0 99 CENTS COM 65440K106 538 20059 SH SOLE 20059 0 0 NORDSON CORPORATION COM 655663102 671 27035 SH SOLE 27035 0 0 NOBLE CORP COM G65422100 263 7484 SH SOLE 7484 0 0 New England Business Svc Inc COM 643872104 226 9264 SH SOLE 9264 0 0 NEWMONT MINING CORP COM 651639106 802 27648 SH SOLE 27648 0 0 NETWORKS ASSOCIATES INC COM 640938106 852 52977 SH SOLE 52977 0 0 NETEGRITY INC COM 64110P107 77 23893 SH SOLE 23893 0 0 NEUBERGER BERMAN INC COM 641234109 433 12955 SH SOLE 12955 0 0 NUEVO ENERGY CO COM 670509108 172 15519 SH SOLE 15519 0 0 NEWPORT CORPORATION COM 651824104 504 40192 SH SOLE 40192 0 0 NORTH FORK BANCORPORATION COM 659424105 547 16220 SH SOLE 16220 0 0 NATIONAL FUEL GAS COMPANY COM 636180101 333 16084 SH SOLE 16084 0 0 NOVASTAR FINANCIAL CORP COM 669947400 287 9278 SH SOLE 9278 0 0 National Health Investors Inc COM 63633D104 279 17382 SH SOLE 17382 0 0 Nationwide Health Properties I COM 638620104 635 42555 SH SOLE 42555 0 0 NISOURCE INC COM 65473P105 328 16449 SH SOLE 16449 0 0 KNIGHT TRADING GROUP INC COM 499063105 361 75423 SH SOLE 75423 0 0 NEW JERSEY RESOURCES INC COM 646025106 731 23159 SH SOLE 23159 0 0 NIKE INCORPORATED CLASS B COM 654106103 708 15926 SH SOLE 15926 0 0 NL Industries COM 629156407 177 10427 SH SOLE 10427 0 0 NAUTILUS GROUP INC COM 63910B102 222 16632 SH SOLE 16632 0 0 NEIMAN MARCUS GROUP INC CL A COM 640204202 328 10798 SH SOLE 10798 0 0 Numerical Technologies Inc COM 67053T101 71 20804 SH SOLE 20804 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page26 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Commercial Net Lease Realty COM 202218103 333 21745 SH SOLE 21745 0 0 NORTHROP GRUMMAN CORP COM 666807102 994 10251 SH SOLE 10251 0 0 NATIONAL - OILWELL INC COM 637071101 523 23952 SH SOLE 23952 0 0 NORTWESTERN CORP COM 668074107 65 12982 SH SOLE 12982 0 0 NOVELL INC COM 670006105 1134 339787 SH SOLE 339787 0 0 NOVEN PHARMACEUTICALS INC COM 670009109 217 23608 SH SOLE 23608 0 0 National Penn Bancshares Inc COM 637138108 441 16631 SH SOLE 16631 0 0 Napro Biotherapeutics Inc COM 630795102 13 20930 SH SOLE 20930 0 0 North Pittsburgh Systems Inc COM 661562108 156 11457 SH SOLE 11457 0 0 NPS PHARMACEUTICALS INC COM 62936P103 572 22731 SH SOLE 22731 0 0 Newpark Resources COM 651718504 237 54678 SH SOLE 54678 0 0 NORFOLK SOUTHERN CORPORATION COM 655844108 701 35092 SH SOLE 35092 0 0 INSIGHT ENTERPRISES INC COM 45765U103 291 35070 SH SOLE 35070 0 0 NATIONAL SEMICONDUCTOR COM 637640103 271 18076 SH SOLE 18076 0 0 NS Group Inc COM 628916108 77 11928 SH SOLE 11928 0 0 NSTAR COM 67019E107 628 14163 SH SOLE 14163 0 0 NASTECH PHARMACEUTICAL INC-NE COM 631728409 108 12727 SH SOLE 12727 0 0 NETWORK APPLIANCE INC COM 64120L104 388 38891 SH SOLE 38891 0 0 NET.B@NK INC COM 640933107 399 41271 SH SOLE 41271 0 0 Netscout Systems Inc COM 64115T104 65 15121 SH SOLE 15121 0 0 Neose Technologies Inc COM 640522108 116 13426 SH SOLE 13426 0 0 NETIQ CORP COM 64115P102 450 36513 SH SOLE 36513 0 0 NORTEK HOLDINGS INC COM 656557105 865 18918 SH SOLE 18918 0 0 NET2PHONE INC COM 64108N106 60 14846 SH SOLE 14846 0 0 Netro Corp COM 64114R109 61 22564 SH SOLE 22564 0 0 NORTHERN TRUST COMPANY COM 665859104 562 16039 SH SOLE 16039 0 0 NORTHEAST UTILITIES COMPANY COM 664397106 286 18911 SH SOLE 18911 0 0 NUANCE COMMUNICATIONS INC COM 669967101 55 22341 SH SOLE 22341 0 0 NUCOR CORP COM 670346105 273 6627 SH SOLE 6627 0 0 New Focus Inc COM 644383101 158 41206 SH SOLE 41206 0 0 NU Horizons Electronics Corp COM 669908105 87 15305 SH SOLE 15305 0 0 NUI CORP COM 629431107 187 10872 SH SOLE 10872 0 0 NU SKIN ASIA PACIFIC INC CL A COM 67018T105 424 35458 SH SOLE 35458 0 0 NVIDIA CORP COM 67066G104 204 17742 SH SOLE 17742 0 0 Novadigm Inc COM 669937104 40 17589 SH SOLE 17589 0 0 NOVELLUS SYSTEMS INC COM 670008101 587 20913 SH SOLE 20913 0 0 NEWELL RUBBERMAID INC COM 651229106 536 17702 SH SOLE 17702 0 0 NORTHWEST NATURAL GAS COMPANY COM 667655104 482 17813 SH SOLE 17813 0 0 QUANEX CORPORATION COM 747620102 380 11352 SH SOLE 11352 0 0 New Plan Excel Realty Trust COM 648053106 642 33635 SH SOLE 33635 0 0 NEXTEL COMMUNICATIONS INC CL COM 65332V103 1374 119010 SH SOLE 119010 0 0 NEXTEL PARTNERS INC CL-A COM 65333F107 365 60190 SH SOLE 60190 0 0 New York Community Bancorp Inc COM 649445103 905 31368 SH SOLE 31368 0 0 NYFIX INC COM 670712108 120 26885 SH SOLE 26885 0 0 NEW YORK TIMES CO CLASS A COM 650111107 402 8796 SH SOLE 8796 0 0 Realty Income Corp COM 756109104 754 21564 SH SOLE 21564 0 0 Oak Technology Inc COM 671802106 134 50831 SH SOLE 50831 0 0 WILD OATS MARKETS INC COM 96808B107 203 19696 SH SOLE 19696 0 0 OHIO CASUALTY CORP COM 677240103 804 62111 SH SOLE 62111 0 0 OCULAR SCIENCES INC COM 675744106 186 12008 SH SOLE 12008 0 0 Ocwen Financial Corp COM 675746101 70 25330 SH SOLE 25330 0 0 Optical Communication Products COM 68382T101 12 11231 SH SOLE 11231 0 0 Oneida Ltd COM 682505102 120 10952 SH SOLE 10952 0 0 OMNICARE INCORPORATED COM 681904108 683 28697 SH SOLE 28697 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page27 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- OFFICE DEPOT INC COM 676220106 295 20042 SH SOLE 20042 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 324 9343 SH SOLE 9343 0 0 OCEAN ENERGY INC COM 67481E106 1192 59723 SH SOLE 59723 0 0 OGE ENERGY CORP COM 670837103 284 16185 SH SOLE 16185 0 0 Omega Healthcare Investors Inc COM 681936100 46 12377 SH SOLE 12377 0 0 OXFORD HEALTH PLANS INC COM 691471106 1096 30084 SH SOLE 30084 0 0 OCEANEERING INTERNATIONAL INC COM 675232102 485 19629 SH SOLE 19629 0 0 ONEOK INC COM 682680103 1081 56315 SH SOLE 56315 0 0 Orthologic Corp COM 68750J107 85 23635 SH SOLE 23635 0 0 OLIN CORPORATION COM 680665205 862 55498 SH SOLE 55498 0 0 OFFSHORE LOGISTICS INC COM 676255102 395 18044 SH SOLE 18044 0 0 OMNICOM GROUP COM 681919106 805 12468 SH SOLE 12468 0 0 Omnicell Inc COM 68213N109 29 11297 SH SOLE 11297 0 0 Omega Financial Corp COM 682092101 240 6707 SH SOLE 6707 0 0 OWENS & MINOR INC HOLDING CO COM 690732102 456 27817 SH SOLE 27817 0 0 OMNOVA SOLUTIONS INC COM 682129101 123 30735 SH SOLE 30735 0 0 OFFICEMAX INC COM 67622M108 507 101455 SH SOLE 101455 0 0 BANK ONE CORP COM 06423A103 2713 74235 SH SOLE 74235 0 0 ON SEMICONDUCTOR CORP COM 682189105 30 22352 SH SOLE 22352 0 0 ONYX SOFTWARE COM 683402101 50 32591 SH SOLE 32591 0 0 Onyx Pharmaceuticals Inc COM 683399109 91 15829 SH SOLE 15829 0 0 OAKLY INC COM 673662102 222 21663 SH SOLE 21663 0 0 Oplink Communications Inc COM 68375Q106 73 94471 SH SOLE 94471 0 0 Opnet Technologies Inc COM 683757108 92 11492 SH SOLE 11492 0 0 OPENWAVE SYSTEMS INS COM 683718100 266 133285 SH SOLE 133285 0 0 Orbital Sciences Corp COM 685564106 171 40705 SH SOLE 40705 0 0 ORACLE SYSTEMS CORP COM 68389X105 5045 467183 SH SOLE 467183 0 0 ODYSSEY RE HOLDING CORP COM 67612W108 229 12983 SH SOLE 12983 0 0 OLD REPUBLIC INTL CORP COM 680223104 1116 39888 SH SOLE 39888 0 0 Oregon Steel Mills Inc COM 686079104 101 25152 SH SOLE 25152 0 0 Old Second Bancorp Inc COM 680277100 206 5574 SH SOLE 5574 0 0 Overseas Shipholding Group COM 690368105 448 25039 SH SOLE 25039 0 0 OUTBACK STEAKHOUSE INC COM 689899102 963 27964 SH SOLE 27964 0 0 OSI PHARMACEUTICALS INC COM 671040103 516 31465 SH SOLE 31465 0 0 OSHKOSH TRUCK CORP CLASS B COM 688239201 550 8949 SH SOLE 8949 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 142 26154 SH SOLE 26154 0 0 Otter Tail Corp COM 689648103 540 20088 SH SOLE 20088 0 0 OVERTURE SERVICE INC COM 69039R100 1693 62023 SH SOLE 62023 0 0 OMNIVISION TECHNOLOGIES COM 682128103 245 18116 SH SOLE 18116 0 0 OCCIDENTAL PETROLEUM CORP DEL COM 674599105 567 19930 SH SOLE 19930 0 0 PALM INC COM 696642206 294 18749 SH SOLE 18749 0 0 Universal Display Corp COM 91347P105 150 19012 SH SOLE 19012 0 0 PEPSIAMERICAS INC COM 71343P200 680 50636 SH SOLE 50636 0 0 AMERIPATH INC COM 03071D109 517 24058 SH SOLE 24058 0 0 Paxson Communications Corp COM 704231109 31 15060 SH SOLE 15060 0 0 PAYCHEX INC COM 704326107 1199 42979 SH SOLE 42979 0 0 PEPSI BOTTLING GROUP INC COM 713409100 425 16540 SH SOLE 16540 0 0 PITNEY BOWES INC COM 724479100 502 15380 SH SOLE 15380 0 0 PROVIDENT BANKSHARES CORP COM 743859100 464 20113 SH SOLE 20113 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 362 31225 SH SOLE 31225 0 0 PACCAR COM 693718108 517 11226 SH SOLE 11226 0 0 PG+E CORP COM 69331C108 410 29548 SH SOLE 29548 0 0 POTLATCH CORPORATION COM 737628107 651 27284 SH SOLE 27284 0 0 PLUM CREEK TIMBER CO INC COM 729251108 397 16854 SH SOLE 16854 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page28 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PINNACLE SYSTEMS INC. COM 723481107 694 51000 SH SOLE 51000 0 0 PRICELINE.COM INC COM 741503106 171 107456 SH SOLE 107456 0 0 Pharmacopeia Inc COM 71713B104 184 20653 SH SOLE 20653 0 0 PRECISION CASTPARTS COM 740189105 387 15965 SH SOLE 15965 0 0 SPRINT CORP PCS GROUP COM 852061506 287 65574 SH SOLE 65574 0 0 AirGate PCS Inc COM 009367103 14 24173 SH SOLE 24173 0 0 PC-TEL INC COM 69325Q105 110 16363 SH SOLE 16363 0 0 PATTERSON DENTAL CO COM 703412106 1122 25665 SH SOLE 25665 0 0 PRIDE INTERNATIONAL INC COM 74153Q102 561 37705 SH SOLE 37705 0 0 PDF Solutions Inc COM 693282105 95 13769 SH SOLE 13769 0 0 PROTEIN DESIGN LABS INC COM 74369L103 914 107579 SH SOLE 107579 0 0 PRIME HOSPITALITY CORP (NEW) COM 741917108 310 38095 SH SOLE 38095 0 0 PEDIATRIX MEDICAL GR0UP INC. COM 705324101 668 16689 SH SOLE 16689 0 0 Paradyne Networks Corp COM 69911G107 29 23393 SH SOLE 23393 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 493 15388 SH SOLE 15388 0 0 Pegasystems Inc COM 705573103 71 13903 SH SOLE 13903 0 0 PEGASUS SOLUTIONS INC. COM 705906105 227 22663 SH SOLE 22663 0 0 Pennsylvania Real Estate Inves COM 709102107 349 13444 SH SOLE 13444 0 0 PENN NATIONAL GAMING INC COM 707569109 390 24604 SH SOLE 24604 0 0 PEPSICO INCORPORATED COM 713448108 4836 114565 SH SOLE 114565 0 0 PETSMART INC. COM 716768106 880 51396 SH SOLE 51396 0 0 PFF Bancorp Inc COM 69331W104 249 7980 SH SOLE 7980 0 0 P.F.CHANGS CHINA BISTRO COM 69333Y108 417 11508 SH SOLE 11508 0 0 PFIZER INCORPORATED COM 717081103 12430 406627 SH SOLE 406627 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 681 22623 SH SOLE 22623 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 525 20190 SH SOLE 20190 0 0 PROCTER & GAMBLE COMPANY COM 742718109 7036 81877 SH SOLE 81877 0 0 Peapack Gladstone Financial Co COM 704699107 203 5952 SH SOLE 5952 0 0 PROGRESS ENERGY INC COM 743263105 782 18052 SH SOLE 18052 0 0 PROGRESSIVE CORP (OHIO) COM 743315103 1035 20869 SH SOLE 20869 0 0 PARKER HANNIFIN CORP COM 701094104 401 8697 SH SOLE 8697 0 0 PHARMACIA INC COM 71713U102 3708 88727 SH SOLE 88727 0 0 PRIORITY HEALTHCARE CORP B COM 74264T102 417 17979 SH SOLE 17979 0 0 Palm Harbor Homes Inc COM 696639103 286 16425 SH SOLE 16425 0 0 PHILADELPHIA CONSOLIDATED HLD COM 717528103 509 14396 SH SOLE 14396 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 1163 41392 SH SOLE 41392 0 0 PHOTON DYNAMICS INC COM 719364101 258 11346 SH SOLE 11346 0 0 Water Pik Technologies Inc COM 94113U100 87 11880 SH SOLE 11880 0 0 PIONEER STANDARD ELECTRONICS COM 723877106 234 25539 SH SOLE 25539 0 0 PIER 1 IMPORTS INC COM 720279108 564 29816 SH SOLE 29816 0 0 Parker Drilling Co COM 701081101 135 61168 SH SOLE 61168 0 0 PACKAGING CORP OF AMERICA COM 695156109 593 32558 SH SOLE 32558 0 0 PERKINELMER INC COM 714046109 88 10754 SH SOLE 10754 0 0 SIX FLAGS INC COM 83001P109 184 32394 SH SOLE 32394 0 0 Packeteer Inc COM 695210104 126 18407 SH SOLE 18407 0 0 PROTECTIVE LIFE CORP COM 743674103 424 15435 SH SOLE 15435 0 0 Playboy Enterprises COM 728117300 113 11222 SH SOLE 11222 0 0 PHOTRONICS INC FORMERLY COM 719405102 310 22638 SH SOLE 22638 0 0 AMERICAN ITALIAN PASTA CO -A COM 027070101 388 10801 SH SOLE 10801 0 0 CHILDREN'S PLACE COM 168905107 183 17277 SH SOLE 17277 0 0 POLYCOM INC COM 73172K104 322 33888 SH SOLE 33888 0 0 PRESIDENTIAL LIFE CORP COM 740884101 193 19516 SH SOLE 19516 0 0 PALL CORPORATION COM 696429307 223 13375 SH SOLE 13375 0 0 POLYMEDICA INDUSTRIES INC COM 731738100 241 7838 SH SOLE 7838 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page29 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PLANAR SYSTEMS INC COM 726900103 224 10897 SH SOLE 10897 0 0 PLANTRONICS INC (NEW) COM 727493108 699 46239 SH SOLE 46239 0 0 Plug Power Inc COM 72919P103 88 19793 SH SOLE 19793 0 0 PLAINS RESOURCES INC NEW COM 726540503 153 12976 SH SOLE 12976 0 0 PLEXUS CORP COM 729132100 513 58462 SH SOLE 58462 0 0 PLX Technology Inc COM 693417107 47 12032 SH SOLE 12032 0 0 PMA CAPITAL CORP CL A COM 693419202 314 21943 SH SOLE 21943 0 0 PMC-SIERRA INC COM 69344F106 77 13896 SH SOLE 13896 0 0 Penton Media Inc COM 709668107 7 10344 SH SOLE 10344 0 0 PMI GROUP COM 69344M101 1032 34361 SH SOLE 34361 0 0 Prime Medical Services Inc COM 74156D108 96 11163 SH SOLE 11163 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 617 244947 SH SOLE 244947 0 0 PNC BANK CORP COM 693475105 934 22299 SH SOLE 22299 0 0 Penn Traffic Co COM 707832200 36 10482 SH SOLE 10482 0 0 PINNACLE ENTERTAINMENT INC COM 723456109 76 11059 SH SOLE 11059 0 0 PNM RESOURCES INC. COM 69349H107 913 38362 SH SOLE 38362 0 0 Penn Engineering & Manufacturi COM 707389300 127 11933 SH SOLE 11933 0 0 Pan Pacific Retail Properties COM 69806L104 787 21552 SH SOLE 21552 0 0 PENTAIR INC COM 709631105 516 14959 SH SOLE 14959 0 0 PANERA BREAD COMPANY COM 69840W108 606 17428 SH SOLE 17428 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 279 8188 SH SOLE 8188 0 0 Pacific Northwest Bancorp COM 69466M103 267 10690 SH SOLE 10690 0 0 PIEDMONT NATURAL GAS CO COM 720186105 671 18992 SH SOLE 18992 0 0 PATINA OIL & GAS CORP COM 703224105 339 10739 SH SOLE 10739 0 0 POLYONE CORP COM 73179P106 288 73505 SH SOLE 73505 0 0 PEPCO HOLDINGS INC COM 713291102 947 48869 SH SOLE 48869 0 0 SCP POOL CORP COM 784028102 436 14943 SH SOLE 14943 0 0 CATALINA MARKETING CORP COM 148867104 253 13690 SH SOLE 13690 0 0 Possis Medical Inc COM 737407106 227 12647 SH SOLE 12647 0 0 POWER INTEGRATIONS INC COM 739276103 362 21295 SH SOLE 21295 0 0 Pozen Inc COM 73941U102 137 26677 SH SOLE 26677 0 0 Prentiss Properties Trust COM 740706106 708 25051 SH SOLE 25051 0 0 Penwest Pharmaceuticals Co COM 709754105 190 17965 SH SOLE 17965 0 0 PRE PAID LEGAL SERVICES INC. COM 740065107 223 8549 SH SOLE 8549 0 0 PARK PLACE ENTERTAINMENT COM 700690100 793 94493 SH SOLE 94493 0 0 P P G INDUSTRIES INC COM 693506107 576 11489 SH SOLE 11489 0 0 PEREGRINE PHARMACEUTICALS COM 713661106 67 86857 SH SOLE 86857 0 0 PPL CORP COM 69351T106 275 7949 SH SOLE 7949 0 0 Post Properties Inc COM 737464107 749 31340 SH SOLE 31340 0 0 PROQUEST COMPANY COM 74346P102 200 10231 SH SOLE 10231 0 0 Petroquest Energy Inc COM 716748108 104 25201 SH SOLE 25201 0 0 PRICE COMMUNICATIONS CORP(NEW COM 741437305 463 33542 SH SOLE 33542 0 0 ProAssurance Corp COM 74267C106 257 12254 SH SOLE 12254 0 0 Probusiness Services Inc COM 742674104 151 15155 SH SOLE 15155 0 0 Praecis Pharmaceuticals Inc COM 739421105 157 48403 SH SOLE 48403 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 17 34000 SH SOLE 34000 0 0 PERRIGO CO COM 714290103 1054 86759 SH SOLE 86759 0 0 PROGRESS SOFTWARE CORP COM 743312100 345 26689 SH SOLE 26689 0 0 PRG-SCHULTZ INTERNATIONAL COM 69357C107 296 33366 SH SOLE 33366 0 0 Primedia Inc COM 74157K101 242 117669 SH SOLE 117669 0 0 Proxim Corp COM 744283102 88 102281 SH SOLE 102281 0 0 PORTAL SOFTWARE COM 736126103 79 98240 SH SOLE 98240 0 0 Presstek Inc COM 741113104 121 26287 SH SOLE 26287 0 0 Proton Energy Systems Inc COM 74371K101 57 19090 SH SOLE 19090 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page30 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PRUDENTIAL FINANCIAL INC COM 744320102 1330 41921 SH SOLE 41921 0 0 PROVINCE HEALTH COM 743977100 317 32673 SH SOLE 32673 0 0 PRIVATE MEDIA GROUP INC COM 74266R104 39 12295 SH SOLE 12295 0 0 PracticeWorks Inc COM 739419109 102 12969 SH SOLE 12969 0 0 PHARMACEUTICAL RESOURCES INC COM 717125108 337 11311 SH SOLE 11311 0 0 PAREXEL INTERNATIONAL COM 699462107 275 25058 SH SOLE 25058 0 0 PS Business Parks Inc COM 69360J107 243 7646 SH SOLE 7646 0 0 PUGET ENERGY INC COM 745310102 511 23212 SH SOLE 23212 0 0 Pericom Semiconductor Corp COM 713831105 168 20332 SH SOLE 20332 0 0 PEOPLESOFT INC COM 712713106 744 40678 SH SOLE 40678 0 0 PAYLESS SHOESOURCE INC. COM 704379106 1071 20825 SH SOLE 20825 0 0 PSS WORLD MEDICAL COM 69366A100 456 66777 SH SOLE 66777 0 0 Per-Se Technologies Inc COM 713569309 256 28644 SH SOLE 28644 0 0 PACIFIC SUNWEAR OF CALIF INC COM 694873100 712 40289 SH SOLE 40289 0 0 PHOENIX TECHNOLOGY LTD COM 719153108 130 22663 SH SOLE 22663 0 0 PTEK Holdings Inc COM 69366M104 180 40947 SH SOLE 40947 0 0 PATTERSON-UTI ENERGY INC COM 703481101 929 30794 SH SOLE 30794 0 0 Pain Therapeutics Inc COM 69562K100 31 13028 SH SOLE 13028 0 0 Pathmark Stores Inc COM 70322A101 123 24407 SH SOLE 24407 0 0 PACTIV CORP COM 695257105 224 10291 SH SOLE 10291 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 265 22939 SH SOLE 22939 0 0 PROVIDIAN FINANCIAL CORP COM 74406A102 145 22391 SH SOLE 22391 0 0 POWERWAVE TECHNOLOGLIES COM 739363109 415 76935 SH SOLE 76935 0 0 POWER ONE INC COM 739308104 287 50739 SH SOLE 50739 0 0 Cash America International Inc COM 14754D100 185 19522 SH SOLE 19522 0 0 Quanta Services Inc COM 74762E102 178 50898 SH SOLE 50898 0 0 PRAXAIR INC COM 74005P104 641 11111 SH SOLE 11111 0 0 PIONEER NATURAL RESOURCES COR COM 723787107 838 33193 SH SOLE 33193 0 0 PIXELWORKS INC COM 72581M107 202 34833 SH SOLE 34833 0 0 Plains Exploration & Productio COM 726505100 192 19776 SH SOLE 19776 0 0 PAXAR CORP COM 704227107 224 15249 SH SOLE 15249 0 0 Playtex Products Inc COM 72813P100 161 16332 SH SOLE 16332 0 0 PITTSTON SERVICES GROUP COM 725701106 303 16448 SH SOLE 16448 0 0 PAPA JOHN'S INTL INC COM 698813102 388 13924 SH SOLE 13924 0 0 QWEST COMMUNICATIONS INTL COM 749121109 605 121039 SH SOLE 121039 0 0 QUALCOMM INC COM 747525103 3498 96146 SH SOLE 96146 0 0 Quidel Corp COM 74838J101 67 19315 SH SOLE 19315 0 0 Quaker Fabric Corp COM 747399103 83 12065 SH SOLE 12065 0 0 QLOGIC CORP COM 747277101 367 10642 SH SOLE 10642 0 0 Quadramed Corp COM 74730W101 54 20751 SH SOLE 20751 0 0 QRS CORP COM 74726X105 82 12536 SH SOLE 12536 0 0 QUEST SOFTWARE INC COM 74834T103 329 31942 SH SOLE 31942 0 0 Quovadx Inc COM 74913K106 30 12600 SH SOLE 12600 0 0 RADIANT SYSTEMS INC COM 75025N102 133 13846 SH SOLE 13846 0 0 RALCORP HOLDINGS INC COM 751028101 553 22016 SH SOLE 22016 0 0 Rare Hospitality International COM 753820109 457 16573 SH SOLE 16573 0 0 RAIT Investment Trust COM 749227104 250 11583 SH SOLE 11583 0 0 RATIONAL SOFTWARE CORP NEW COM 75409P202 158 15228 SH SOLE 15228 0 0 Raytech Corp-Del COM 755103108 189 33272 SH SOLE 33272 0 0 REDBACK NETWORKS COM 757209101 103 122638 SH SOLE 122638 0 0 REGAL BELOIT CORP COM 758750103 366 17693 SH SOLE 17693 0 0 REEBOK INTL LTD COM 758110100 200 6807 SH SOLE 6807 0 0 Republic Bancorp Inc/MI COM 760282103 531 45169 SH SOLE 45169 0 0 RCN Corp COM 749361101 26 49546 SH SOLE 49546 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page31 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Register.com COM 75914G101 104 23155 SH SOLE 23155 0 0 READERS DIGEST ASSOCIATION COM 755267101 470 31157 SH SOLE 31157 0 0 RUDDICK CORP COM 781258108 557 40704 SH SOLE 40704 0 0 RADIAN GROUP INC COM 750236101 1102 29668 SH SOLE 29668 0 0 READ-RITE CORP COM 755246105 35 101278 SH SOLE 101278 0 0 EVEREST RE GROUP LTD COM G3223R108 916 16580 SH SOLE 16580 0 0 Resources Connection COM 76122Q105 363 15679 SH SOLE 15679 0 0 REGENERON PHARMACEUTICALS INC COM 75886F107 543 29346 SH SOLE 29346 0 0 REMINGTON OIL & GAS CORP COM 759594302 203 12419 SH SOLE 12419 0 0 Remec Inc COM 759543101 177 45648 SH SOLE 45648 0 0 RPC Inc COM 749660106 118 10208 SH SOLE 10208 0 0 RESPIRONICS INC COM 761230101 871 28626 SH SOLE 28626 0 0 RETEK INC COM 76128Q109 166 61186 SH SOLE 61186 0 0 Princeton Review Inc COM 742352107 76 15479 SH SOLE 15479 0 0 Resource America Inc COM 761195205 131 14637 SH SOLE 14637 0 0 REYNOLDS & REYNOLDS COMPANY COM 761695105 555 21796 SH SOLE 21796 0 0 REGIONS FINANCIAL CORP COM 758940100 423 12682 SH SOLE 12682 0 0 RF MICRO DEVICES COM 749941100 498 68027 SH SOLE 68027 0 0 RFS HOTEL INVESTORS INC COM 74955J108 242 22339 SH SOLE 22339 0 0 Regent Communications Inc COM 758865109 153 26010 SH SOLE 26010 0 0 R & G FINANCIAL CORP CLASS B COM 749136107 219 9450 SH SOLE 9450 0 0 REGIS CORP NEW COM 758932107 952 36643 SH SOLE 36643 0 0 ROYAL GOLD INC FORMERLY ROYAL COM 780287108 225 9056 SH SOLE 9056 0 0 STURM RUGER & COMPANY INC COM 864159108 167 17494 SH SOLE 17494 0 0 Radiologix Inc COM 75040K109 36 15654 SH SOLE 15654 0 0 RED HAT INC COM 756577102 598 101300 SH SOLE 101300 0 0 REHABCARE GROUP INC COM 759148109 243 12756 SH SOLE 12756 0 0 RH Donnelley Corp COM 74955W307 283 9660 SH SOLE 9660 0 0 ROBERT HALF INTL INC COM 770323103 181 11265 SH SOLE 11265 0 0 RIGHT MANAGEMENT CONSULTANTS COM 766573109 185 13969 SH SOLE 13969 0 0 TRANSOCEAN INC COM G90078109 474 20461 SH SOLE 20461 0 0 Rigel Pharmaceuticals Inc COM 766559108 27 25139 SH SOLE 25139 0 0 RIGGS NATIONAL CORPORATION COM 766570105 158 10250 SH SOLE 10250 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 231 5496 SH SOLE 5496 0 0 R L I CORP COM 749607107 212 7622 SH SOLE 7622 0 0 RAMBUS INC DEL COM 750917106 515 76885 SH SOLE 76885 0 0 RESMED INC COM 761152107 726 23751 SH SOLE 23751 0 0 RMH Teleservices Inc COM 749938106 106 10105 SH SOLE 10105 0 0 US Concrete Inc COM 90333L102 77 14124 SH SOLE 14124 0 0 RUSSELL CORP COM 782352108 245 14693 SH SOLE 14693 0 0 RAINBOW TECHNOLOGIES INC COM 750862104 134 18769 SH SOLE 18769 0 0 Raindance Communications Inc COM 75086X106 120 37324 SH SOLE 37324 0 0 AARON RENTS INC COM 002535201 203 9320 SH SOLE 9320 0 0 ROADWAY CORPORATION COM 769742107 351 9559 SH SOLE 9559 0 0 Rogers Corp COM 775133101 259 11663 SH SOLE 11663 0 0 ROHM & HAAS COMPANY COM 775371107 471 14522 SH SOLE 14522 0 0 ROCKWELL AUTOMATION INC COM 773903109 202 9795 SH SOLE 9795 0 0 Rollins Inc COM 775711104 395 15521 SH SOLE 15521 0 0 ROPER INDUSTRIES INC NEW COM 776696106 710 19421 SH SOLE 19421 0 0 ROSS STORES INC COM 778296103 1201 28344 SH SOLE 28344 0 0 RAYOVAC CORP COM 755081106 318 23864 SH SOLE 23864 0 0 ROXIO INC COM 780008108 99 20860 SH SOLE 20860 0 0 RPM INCORPORATED OHIO COM 749685103 612 40080 SH SOLE 40080 0 0 RailAmerica Inc COM 750753105 126 17600 SH SOLE 17600 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page32 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Range Resources Corp COM 75281A109 238 44224 SH SOLE 44224 0 0 RELIANCE STL & ALUM CO COM 759509102 349 16793 SH SOLE 16793 0 0 RSA Security Inc COM 749719100 385 64319 SH SOLE 64319 0 0 Res-Care Inc COM 760943100 43 12067 SH SOLE 12067 0 0 REPUBLIC SERVICES INC COM 760759100 986 47028 SH SOLE 47028 0 0 RADIOSHACK CORP COM 750438103 306 16329 SH SOLE 16329 0 0 ROSLYN BANCORP INC COM 778162107 579 32145 SH SOLE 32145 0 0 BOCA RESORTS IN CLASS A COM 09688T106 200 18694 SH SOLE 18694 0 0 RIVERSTONE NETWORKS INC COM 769320102 184 86902 SH SOLE 86902 0 0 Restoration Hardware Inc COM 760981100 79 15871 SH SOLE 15871 0 0 RADISYS CORP COM 750459109 128 16062 SH SOLE 16062 0 0 RYERSON TULL INC COM 78375P107 105 17357 SH SOLE 17357 0 0 RTI INTERNATIONAL METALS COM 74973W107 205 20393 SH SOLE 20393 0 0 RAYTHEON COMPANY COM 755111507 582 18958 SH SOLE 18958 0 0 Russ Berrie & Co Inc COM 782233100 222 6595 SH SOLE 6595 0 0 Redwood Trust Inc COM 758075402 222 8026 SH SOLE 8026 0 0 Rent-Way Inc COM 76009U104 84 24155 SH SOLE 24155 0 0 IMS HEALTH CO COM 449934108 363 22701 SH SOLE 22701 0 0 RYANS FAMILY STEAK HOUSES INC COM 783519101 487 42973 SH SOLE 42973 0 0 RAYONIER INC COM 754907103 566 12513 SH SOLE 12513 0 0 SEARS & ROEBUCK COMPANY COM 812387108 484 20245 SH SOLE 20245 0 0 PACIFIC CAPITAL BANCORP COM 69404P101 830 32622 SH SOLE 32622 0 0 SAFECO CORPORATION COM 786429100 296 8550 SH SOLE 8550 0 0 SANGSTAT MEDICAL CORP COM 801003104 270 23916 SH SOLE 23916 0 0 SANMINA-SCI CORP COM 800907107 286 63857 SH SOLE 63857 0 0 Sapient Corp COM 803062108 110 54023 SH SOLE 54023 0 0 Sandy Spring Bancorp Inc COM 800363103 389 12361 SH SOLE 12361 0 0 Summit America Television Inc COM 86600T109 41 15475 SH SOLE 15475 0 0 Saxon Capital Inc COM 80556P302 308 24671 SH SOLE 24671 0 0 SBC COMMUNICATIONS INC COM 78387G103 6389 235698 SH SOLE 235698 0 0 SEACOAST BANKING CORP FLORIDA COM 811707306 211 11239 SH SOLE 11239 0 0 SINCLAIR BROADCAST GROUP-A COM 829226109 321 27602 SH SOLE 27602 0 0 STERLING BANCSHARES INC COM 858907108 423 34674 SH SOLE 34674 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 183 22370 SH SOLE 22370 0 0 SONICBLUE INC COM 83546Q109 33 71840 SH SOLE 71840 0 0 Connecticut Bancshares Inc/de COM 207540105 369 9610 SH SOLE 9610 0 0 Spanish Broadcasting System COM 846425882 273 38017 SH SOLE 38017 0 0 STARBUCKS CORPORATION COM 855244109 1088 53428 SH SOLE 53428 0 0 SEEBEYOND TECHNOLOGY CORP COM 815704101 95 39143 SH SOLE 39143 0 0 Sanchez Computer Associates COM 799702105 34 11825 SH SOLE 11825 0 0 SEACOAST FINL SRVC COM 81170Q106 411 20539 SH SOLE 20539 0 0 SCANA CORP WHEN ISSUED COM 80589M102 942 30434 SH SOLE 30434 0 0 CHARLES SCHWAB CORP NEW COM 808513105 967 89133 SH SOLE 89133 0 0 SCHOLASTIC CORP COM 807066105 520 14484 SH SOLE 14484 0 0 SCHOOL SPECIALTY INC COM 807863105 274 13754 SH SOLE 13754 0 0 SCIOS NOVA INC COM 808905103 1144 35134 SH SOLE 35134 0 0 SCM MICROSYSTEMS INC COM 784018103 55 12964 SH SOLE 12964 0 0 SYCAMORE NETWORKS INC COM 871206108 402 139389 SH SOLE 139389 0 0 SYNCOR INTL CORP NEW COM 87157J106 309 11167 SH SOLE 11167 0 0 SICOR INC COM 825846108 554 34955 SH SOLE 34955 0 0 SCS Transportation Inc COM 81111T102 129 13040 SH SOLE 13040 0 0 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 253 29495 SH SOLE 29495 0 0 Secure Computing Corp COM 813705100 152 23790 SH SOLE 23790 0 0 SUNGARD DATA SYSTEMS INC COM 867363103 474 20141 SH SOLE 20141 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page33 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- 7-ELEVEN INC COM 817826209 81 10814 SH SOLE 10814 0 0 Seachange International Inc COM 811699107 155 25359 SH SOLE 25359 0 0 SIEBEL SYSTEMS INC COM 826170102 394 53254 SH SOLE 53254 0 0 SEALED AIR CORP COM 81211K100 228 6121 SH SOLE 6121 0 0 SEAGATE TECHNOLOGY COM 811804988 0 52134 SH SOLE 52134 0 0 SEI INVESTMENT COMPANY COM 784117103 1084 39913 SH SOLE 39913 0 0 SELECT MEDICAL CORP COM 816196109 205 15224 SH SOLE 15224 0 0 SEPRACOR INC COM 817315104 776 80313 SH SOLE 80313 0 0 SEROLOGICALS CORP COM 817523103 217 19817 SH SOLE 19817 0 0 SCIENTIFIC-ATLANTA INC COM 808655104 125 10574 SH SOLE 10574 0 0 SMITHFIELD FOODS INC COM 832248108 626 31585 SH SOLE 31585 0 0 SAFEGUARD SCIENTIFIC INC COM 786449108 124 91590 SH SOLE 91590 0 0 STANCORP FINANCIAL GROUP COM 852891100 397 8144 SH SOLE 8144 0 0 SPHERION CORP COM 848420105 284 42456 SH SOLE 42456 0 0 SWIFT ENERGY COMPANY COM 870738101 118 12243 SH SOLE 12243 0 0 Saga Communications Inc COM 786598102 259 13684 SH SOLE 13684 0 0 Seattle Genetics Inc /wa COM 812578102 42 13744 SH SOLE 13744 0 0 SILICON GRAPHICS INC COM 827056102 162 143486 SH SOLE 143486 0 0 Sangamo Biosciences Inc COM 800677106 45 15248 SH SOLE 15248 0 0 SCIENTIFIC GAMES C/A COM 80874P109 331 45727 SH SOLE 45727 0 0 SCHERING-PLOUGH CORP COM 806605101 2097 94465 SH SOLE 94465 0 0 STONE ENERGY CORP COM 861642106 461 13840 SH SOLE 13840 0 0 SHUFFLE MASTER INC COM 825549108 282 14803 SH SOLE 14803 0 0 A SCHULMAN INCORPORATED COM 808194104 552 29691 SH SOLE 29691 0 0 Sauer-Danfoss Inc COM 804137107 91 11520 SH SOLE 11520 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 634 20260 SH SOLE 20260 0 0 SIGMA-ALDRICH CORPORATION COM 826552101 288 5930 SH SOLE 5930 0 0 STATEN ISLAND BANCORP INC COM 857550107 804 39934 SH SOLE 39934 0 0 SIERRA HEALTH SVCS INC COM 826322109 198 16518 SH SOLE 16518 0 0 SELECTIVE INS GROUP INC COM 816300107 512 20337 SH SOLE 20337 0 0 SMITH INTERNATIONAL INC COM 832110100 995 30532 SH SOLE 30532 0 0 SILICON IMAGE INC COM 82705T102 313 52231 SH SOLE 52231 0 0 Sipex Corp COM 829909100 84 22780 SH SOLE 22780 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 36 56297 SH SOLE 56297 0 0 SILICON VY BANCSHARES COM 827064106 305 16722 SH SOLE 16722 0 0 Sizeler Property Investors COM 830137105 165 17787 SH SOLE 17787 0 0 South Jersey Industries Inc COM 838518108 266 8076 SH SOLE 8076 0 0 THE J.M. SMUCKER COMPANY COM 832696405 1720 43212 SH SOLE 43212 0 0 SPINNAKER EXPLORATION CO COM 84855W109 358 16265 SH SOLE 16265 0 0 SHOPKO STORES INC COM 824911101 264 21212 SH SOLE 21212 0 0 SAKS INC COM 79377W108 464 39548 SH SOLE 39548 0 0 Tanger Factory Outlet Centrs COM 875465106 208 6729 SH SOLE 6729 0 0 SKECHERS USA INC CLASS A COM 830566105 92 10903 SH SOLE 10903 0 0 SILICON LABORATORIES INC COM 826919102 404 21219 SH SOLE 21219 0 0 SCHLUMBERGER LIMITED COM 806857108 1556 36988 SH SOLE 36988 0 0 SARA LEE CORP COM 803111103 1080 48022 SH SOLE 48022 0 0 Sterling Financial Corp/PA COM 859317109 359 15197 SH SOLE 15197 0 0 SL Green Realty Corp COM 78440X101 559 17694 SH SOLE 17694 0 0 Silgan Holdings Inc COM 827048109 216 8770 SH SOLE 8770 0 0 SLM CORP COM 78442P106 1333 12840 SH SOLE 12840 0 0 Spectralink Corp COM 847580107 110 15470 SH SOLE 15470 0 0 SOLECTRON CORP COM 834182107 192 54333 SH SOLE 54333 0 0 SYLVAN LEARNING SYSTEMS INC COM 871399101 675 41166 SH SOLE 41166 0 0 Salix Pharmaceuticals Ltd COM 795435106 130 18725 SH SOLE 18725 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page34 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ST MARY LAND & EXPL CO COM 792228108 481 19252 SH SOLE 19252 0 0 Smart & Final Inc COM 831683107 54 10405 SH SOLE 10405 0 0 Symyx Technologies COM 87155S108 257 20451 SH SOLE 20451 0 0 Somera Communications Inc COM 834458101 65 24222 SH SOLE 24222 0 0 STEIN MART INC COM 858375108 176 28861 SH SOLE 28861 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 231 11888 SH SOLE 11888 0 0 Summit Properties Inc COM 866239106 251 14145 SH SOLE 14145 0 0 SEMTECH CORPORATION COM 816850101 264 24191 SH SOLE 24191 0 0 Semitool Inc COM 816909105 87 14047 SH SOLE 14047 0 0 Sonic Innovations Inc COM 83545M109 65 17253 SH SOLE 17253 0 0 SANDISK CORP. COM 80004C101 1493 73578 SH SOLE 73578 0 0 SoundView Technology Group Inc COM 83611Q109 90 60507 SH SOLE 60507 0 0 Senior Housing Properties TrustCOM 81721M109 345 32609 SH SOLE 32609 0 0 SYNOPSYS INC COM 871607107 1167 25303 SH SOLE 25303 0 0 THE STEAK N SHAKE COMPANY COM 857873103 146 14677 SH SOLE 14677 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 489 25208 SH SOLE 25208 0 0 SonicWALL Inc COM 835470105 173 47797 SH SOLE 47797 0 0 SOUTHERN COMPANY COM 842587107 1182 41635 SH SOLE 41635 0 0 SOLUTIA INC COM 834376105 456 125825 SH SOLE 125825 0 0 SOLA INTERNATIONAL COM 834092108 254 19557 SH SOLE 19557 0 0 SONOCO PRODS CO COM 835495102 780 34033 SH SOLE 34033 0 0 SONIC CORPORATION COM 835451105 499 24388 SH SOLE 24388 0 0 S1 CORP COM 78463B101 269 60514 SH SOLE 60514 0 0 SonoSite Inc COM 83568G104 152 11670 SH SOLE 11670 0 0 SONUS NETWORKS INC COM 835916107 156 156121 SH SOLE 156121 0 0 SOUTHTRUST CORP COM 844730101 520 20957 SH SOLE 20957 0 0 SOVEREIGN BANCORP INC COM 845905108 1045 74415 SH SOLE 74415 0 0 ST PAUL COMPANIES INC COM 792860108 488 14342 SH SOLE 14342 0 0 STANDARD PACIFIC CORP COM 85375C101 547 22116 SH SOLE 22116 0 0 SIMON PROPERTY GROUP INC COM 828806109 417 12246 SH SOLE 12246 0 0 STAPLES INC COM 855030102 839 45892 SH SOLE 45892 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 318 38883 SH SOLE 38883 0 0 PANAMSAT CORP COM 697933109 157 10761 SH SOLE 10761 0 0 Sports Resorts International I COM 84918U108 125 21336 SH SOLE 21336 0 0 SPSS INC COM 78462K102 150 10757 SH SOLE 10757 0 0 S P X CORP COM 784635104 938 25049 SH SOLE 25049 0 0 SpeechWorks International Inc COM 84764M101 53 19102 SH SOLE 19102 0 0 SEQUA CORP CLASS A COM 817320104 278 7131 SH SOLE 7131 0 0 Sequenom Inc COM 817337108 58 32387 SH SOLE 32387 0 0 STANDARD REGISTER CO COM 853887107 219 12218 SH SOLE 12218 0 0 1st Source Corp COM 336901103 211 12617 SH SOLE 12617 0 0 STERICYCLE INC COM 858912108 876 27063 SH SOLE 27063 0 0 SOURCECORP COM 836167106 309 16671 SH SOLE 16671 0 0 SURMODICS INC COM 868873100 301 10523 SH SOLE 10523 0 0 SEMPRA ENERGY COM 816851109 294 12448 SH SOLE 12448 0 0 SERENA SOFTWARE INC COM 817492101 200 12690 SH SOLE 12690 0 0 SIERRA PACIFIC RESOURCES COM 826428104 790 121649 SH SOLE 121649 0 0 STRIDE RITE CORPORATION COM 863314100 251 35017 SH SOLE 35017 0 0 SERVICE CORP INTERNATIONAL COM 817565104 851 256596 SH SOLE 256596 0 0 SUNRISE ASSISTED LIVING COM 86768K106 524 21057 SH SOLE 21057 0 0 SMURFIT-STONE CORP COM 832727101 186 12127 SH SOLE 12127 0 0 SIMPSON MFG CO INC COM 829073105 280 8511 SH SOLE 8511 0 0 SCANSOFT INC COM 80603P107 261 50214 SH SOLE 50214 0 0 SS&C Technologies Inc COM 85227Q100 153 14404 SH SOLE 14404 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page35 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Sovran Self Storage Inc COM 84610H108 249 8796 SH SOLE 8796 0 0 SILICON STORAGE TECHNOLOGY COM 827057100 299 74248 SH SOLE 74248 0 0 SPS Technologies Inc COM 784626103 249 10523 SH SOLE 10523 0 0 LONESTAR STEAKHOUSE SALOON COM 542307103 357 18473 SH SOLE 18473 0 0 S & T BANCORP INC COM 783859101 553 22106 SH SOLE 22106 0 0 STEWART INF SVCS CORP COM 860372101 270 12642 SH SOLE 12642 0 0 STERIS CORP COM 859152100 530 21864 SH SOLE 21864 0 0 Stewart Enterprises Inc COM 860370105 465 83538 SH SOLE 83538 0 0 STAGE STORES INC COM 85254C305 367 17444 SH SOLE 17444 0 0 SUNTRUST BANKS INC COM 867914103 1116 19607 SH SOLE 19607 0 0 ST JUDE MEDICAL INCORPORATED COM 790849103 538 13569 SH SOLE 13569 0 0 STORAGE TECHNOLOGY CORP COM 862111200 689 32185 SH SOLE 32185 0 0 STERLING BANCORP COM COM 859158107 217 8256 SH SOLE 8256 0 0 STEEL DYNAMICS INC COM 858119100 325 27068 SH SOLE 27068 0 0 Stamps.com Inc COM 852857101 105 22548 SH SOLE 22548 0 0 STATION CASINOS INC COM 857689103 510 28854 SH SOLE 28854 0 0 STORAGENETWORKS INC COM 86211E103 57 49207 SH SOLE 49207 0 0 QUESTAR CORP. COM 748356102 867 31196 SH SOLE 31196 0 0 STRAYER EDUCATION INC COM 863236105 369 6430 SH SOLE 6430 0 0 STATE STREET CORP. COM 857477103 836 21438 SH SOLE 21438 0 0 Stratex Networks Inc COM 86279T109 142 64338 SH SOLE 64338 0 0 CONSTELLATION BRANDS INC CL A COM 21036P108 713 30105 SH SOLE 30105 0 0 Suffolk Bancorp COM 864739107 298 9438 SH SOLE 9438 0 0 SOUTHERN UNION CO NEW COM 844030106 542 32908 SH SOLE 32908 0 0 Sun Communities Inc COM 866674104 352 9632 SH SOLE 9632 0 0 SUN MICROSYSTEMS INC COM 866810104 849 273278 SH SOLE 273278 0 0 SUPERIOR INDUSTRIES COM 868168105 819 19803 SH SOLE 19803 0 0 SUPERGEN INC COM 868059106 87 24148 SH SOLE 24148 0 0 CNA Surety Corp COM 12612L108 82 10538 SH SOLE 10538 0 0 SUREBEAM CORP-CL A COM 86866R102 182 45093 SH SOLE 45093 0 0 SureWest Communications COM 868733106 422 11349 SH SOLE 11349 0 0 SUSQUEHANNA BANCSHARES INC PA COM 869099101 711 34128 SH SOLE 34128 0 0 STILWELL FINANCIAL INC COM 860831106 199 15225 SH SOLE 15225 0 0 STEWART & STEVENSON SVCS COM 860342104 301 21318 SH SOLE 21318 0 0 SUPERVALU INC COM 868536103 232 14076 SH SOLE 14076 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 612 21245 SH SOLE 21245 0 0 STILLWATER MINING CO. COM 86074Q102 161 30178 SH SOLE 30178 0 0 SWIFT TRANSPORTATION CO INC COM 870756103 564 28179 SH SOLE 28179 0 0 STANLEY WORKS INCORPORATED COM 854616109 204 5903 SH SOLE 5903 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1009 117057 SH SOLE 117057 0 0 SCHWEITZER MANDUIT INTL INC COM 808541106 356 14540 SH SOLE 14540 0 0 SOUTHWESTERN ENERGY COMPANY COM 845467109 204 17845 SH SOLE 17845 0 0 Sitel Corp COM 82980K107 50 41711 SH SOLE 41711 0 0 Southwest Water Co COM 845331107 136 10266 SH SOLE 10266 0 0 SOUTHWEST GAS CORPORATION COM 844895102 477 20373 SH SOLE 20373 0 0 SAFEWAY INC COM 786514208 661 28327 SH SOLE 28327 0 0 STANDEX INTERNATIONAL CORP COM 854231107 207 8719 SH SOLE 8719 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 1002 44622 SH SOLE 44622 0 0 SYBASE INC COM 871130100 414 30935 SH SOLE 30935 0 0 SYBRON DENTAL SPECIALTIES COM 871142105 451 30404 SH SOLE 30404 0 0 STRYKER CORP COM 863667101 970 14461 SH SOLE 14461 0 0 SYKES ENTERPRISES INC COM 871237103 107 32736 SH SOLE 32736 0 0 SYMANTEC CORP COM 871503108 2243 55374 SH SOLE 55374 0 0 Syntroleum Corp COM 871630109 26 15088 SH SOLE 15088 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page36 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- IXYS Corp COM 46600W106 76 10795 SH SOLE 10795 0 0 SYSCO CORPORATION COM 871829107 1254 42110 SH SOLE 42110 0 0 AT&T CORP (NEW) COM 001957505 2318 88806 SH SOLE 88806 0 0 Touch America Holdings Inc COM 891539108 32 84366 SH SOLE 84366 0 0 TALK AMERICA HOLDINGS INC COM 87426R202 120 21528 SH SOLE 21528 0 0 TRAVELERS PROPERTY CASUALTY COM 89420G406 1147 78349 SH SOLE 78349 0 0 T B C CORPORATION COM 872180104 160 13358 SH SOLE 13358 0 0 TOM BROWN INC NEW COM 115660201 549 21887 SH SOLE 21887 0 0 TIMBERLAND CO CLASS A COM 887100105 381 10710 SH SOLE 10710 0 0 Banc Corp COM 05944B103 93 12051 SH SOLE 12051 0 0 TCF FINANCIAL CORP COM 872275102 635 14551 SH SOLE 14551 0 0 Trammell Crow Co COM 89288R106 247 27456 SH SOLE 27456 0 0 Trust Co Of N J COM 898304100 443 15948 SH SOLE 15948 0 0 Taubman Centers Inc COM 876664103 423 26078 SH SOLE 26078 0 0 Cornerstone Realty Income Trus COM 21922V102 282 35529 SH SOLE 35529 0 0 TELEPHONE & DATA SYSTEMS INC COM 879433100 911 19375 SH SOLE 19375 0 0 TIDEWATER INCORPORATED COM 886423102 624 20073 SH SOLE 20073 0 0 TELEDYNE TECHNOLOGIES COM 879360105 407 25967 SH SOLE 25967 0 0 TECO ENERGY INC COM 872375100 210 13594 SH SOLE 13594 0 0 TECH DATA CORP COM 878237106 480 17837 SH SOLE 17837 0 0 TECHNE CORP COM 878377100 1035 36230 SH SOLE 36230 0 0 TECUMSEH PRODS CO CL A COM 878895200 940 21309 SH SOLE 21309 0 0 TELIK INC COM 87959M109 345 29651 SH SOLE 29651 0 0 Tellium Inc COM 87967E107 34 54546 SH SOLE 54546 0 0 TENNECO AUTOMOTIVE INC COM 880349105 122 30329 SH SOLE 30329 0 0 TERADYNE INCORPORATED COM 880770102 185 14275 SH SOLE 14275 0 0 TERAYON COMMUNICATIONS SYSTEM COM 880775101 112 54983 SH SOLE 54983 0 0 TEVA PHARMACEUTICAL - SP ADR COM 881624209 253 6556 SH SOLE 6556 0 0 TEREX CORP COM 880779103 543 48810 SH SOLE 48810 0 0 THREE FIVE SYSTEMS INC COM 88554L108 103 16055 SH SOLE 16055 0 0 TELEFLEX INCORPORATED COM 879369106 505 11782 SH SOLE 11782 0 0 TREDEGAR INDS INC COM 894650100 324 21622 SH SOLE 21622 0 0 TRIUMPH GROUP INC. COM 896818101 270 8480 SH SOLE 8480 0 0 Triad Guaranty Inc COM 895925105 229 6218 SH SOLE 6218 0 0 TARGET CORP COM 87612E106 1678 55940 SH SOLE 55940 0 0 THERAGENICS CORP COM 883375107 91 22641 SH SOLE 22641 0 0 TENET HEALTHCARE GROUP COM 88033G100 523 31939 SH SOLE 31939 0 0 Therasense Inc COM 883381105 196 23501 SH SOLE 23501 0 0 First Financial Corp/Indiana COM 320218100 265 5468 SH SOLE 5468 0 0 THOR INDUSTRIES INC COM 885160101 354 10287 SH SOLE 10287 0 0 THORATEC CORP COM 885175307 358 46955 SH SOLE 46955 0 0 THQ INC COM 872443403 400 30194 SH SOLE 30194 0 0 TIBCO SOFTWARE INC COM 88632Q103 456 73889 SH SOLE 73889 0 0 Tier Technologies Inc COM 88650Q100 194 12168 SH SOLE 12168 0 0 TIFFANY & CO NEW COM 886547108 372 15558 SH SOLE 15558 0 0 THOMAS INDUSTRIES INCORPORATE COM 884425109 322 12381 SH SOLE 12381 0 0 TIVO INC COM 888706108 105 20300 SH SOLE 20300 0 0 TJX COS INC NEW COM 872540109 765 39196 SH SOLE 39196 0 0 TEKELEC COM 879101103 431 41261 SH SOLE 41261 0 0 TRANSKARYOTIC THERAPIES INC COM 893735100 282 28543 SH SOLE 28543 0 0 TELLABS INCORPORATED COM 879664100 307 42344 SH SOLE 42344 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 163 13915 SH SOLE 13915 0 0 Tularik Inc COM 899165104 299 40166 SH SOLE 40166 0 0 THORNBURG MORTGAGE, INC COM 885218107 647 32190 SH SOLE 32190 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page37 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TRICO MARINE SERVICE COM 896106101 63 19103 SH SOLE 19103 0 0 TORCHMARK CORPORATION COM 891027104 314 8600 SH SOLE 8600 0 0 Tompkins Trustco Inc COM 890110109 272 6182 SH SOLE 6182 0 0 TMP WORLDWIDE INC COM 872941109 125 11112 SH SOLE 11112 0 0 MERIDIAN RESOURCE CORP COM 58977Q109 20 22885 SH SOLE 22885 0 0 TRANSMETA CORP COM 89376R109 82 70345 SH SOLE 70345 0 0 THOMAS & BETTS CORPORATION COM 884315102 676 40013 SH SOLE 40013 0 0 TECHNITROL INCORPORATED COM 878555101 599 37113 SH SOLE 37113 0 0 Tanox Inc COM 87588Q109 200 22126 SH SOLE 22126 0 0 TOO INC COM 890333107 444 18899 SH SOLE 18899 0 0 Topps Co/The COM 890786106 353 40663 SH SOLE 40663 0 0 TOYS R US INC COM 892335100 231 23193 SH SOLE 23193 0 0 Triton PCS Holdings Inc COM 89677M106 63 16102 SH SOLE 16102 0 0 TRIPATH IMAGING INC COM 896942109 58 21934 SH SOLE 21934 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 673 158808 SH SOLE 158808 0 0 TOOTSIE ROLL INDUSTRIES INC COM 890516107 422 13771 SH SOLE 13771 0 0 Terra Industries Inc COM 880915103 46 30528 SH SOLE 30528 0 0 TRIBUNE COMPANY NEW COM 896047107 895 19692 SH SOLE 19692 0 0 TEXAS REGIONAL BNCSHS INC COM 882673106 632 17795 SH SOLE 17795 0 0 Intrado Inc COM 46117A100 143 14655 SH SOLE 14655 0 0 TRIAD HOSPITALS COM 89579K109 780 26170 SH SOLE 26170 0 0 SPEEDWAY MOTORSPORTS COM 847788106 227 8833 SH SOLE 8833 0 0 TRIMBLE NAVIGATION LTD COM 896239100 293 23491 SH SOLE 23491 0 0 TRIMERIS INC COM 896263100 543 12594 SH SOLE 12594 0 0 TRINITY INDUSTRIES INC COM 896522109 358 18931 SH SOLE 18931 0 0 T ROWE PRICE GROUP INC COM 74144T108 209 7691 SH SOLE 7691 0 0 TRUSTCO BANK CORP N.Y. COM 898349105 671 62258 SH SOLE 62258 0 0 TRIARC CO'S INC COM 895927101 267 10204 SH SOLE 10204 0 0 Sports Authority Inc COM 849176102 172 24701 SH SOLE 24701 0 0 Transaction Systems Architects COM 893416107 263 40500 SH SOLE 40500 0 0 TRACTOR SUPPLY CO COM 892356106 339 9023 SH SOLE 9023 0 0 SOUTH FINANCIAL GROUP INC COM 837841105 795 38501 SH SOLE 38501 0 0 SABRE GROUP HOLDINGS ICN COM 785905100 198 10980 SH SOLE 10980 0 0 TYSON FOODS INC CLASS A DEL COM 902494103 1252 111639 SH SOLE 111639 0 0 TESORO PETROLEUM CORP COM 881609101 216 47878 SH SOLE 47878 0 0 Turnstone Systems Inc COM 900423104 75 28067 SH SOLE 28067 0 0 TORO COMPANY COM 891092108 550 8622 SH SOLE 8622 0 0 TeleTech Holdings Inc COM 879939106 270 37283 SH SOLE 37283 0 0 TETRA TECH INC COM 88162G103 530 43469 SH SOLE 43469 0 0 3TEC Energy Corp COM 88575R308 209 14761 SH SOLE 14761 0 0 TTM Technologies Inc COM 87305R109 41 12682 SH SOLE 12682 0 0 TITAN CORP COM 888266103 270 25997 SH SOLE 25997 0 0 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 738 31423 SH SOLE 31423 0 0 MICROTUNE INC COM 59514P109 116 37340 SH SOLE 37340 0 0 TUPPERWARE CORP. COM 899896104 993 65854 SH SOLE 65854 0 0 PLATO Learning Inc COM 72764Y100 86 14521 SH SOLE 14521 0 0 Therma-Wave Inc COM 88343A108 20 19939 SH SOLE 19939 0 0 Trans World Entertainment COM 89336Q100 54 15025 SH SOLE 15025 0 0 TOWER AUTOMOTIVE INC COM 891707101 236 52501 SH SOLE 52501 0 0 Time Warner Telecom Inc COM 887319101 66 31359 SH SOLE 31359 0 0 TWEETER HOME ENTERTAINMENT COM 901167106 99 17048 SH SOLE 17048 0 0 Terremark Worldwide Inc COM 881448104 10 21600 SH SOLE 21600 0 0 Texas Biotech Corp COM 88221T104 45 32470 SH SOLE 32470 0 0 Exploration Co of Delaware Inc COM 302133202 39 13193 SH SOLE 13193 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page38 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TEXAS INDUSTRIES INCORPORATED COM 882491103 329 13567 SH SOLE 13567 0 0 TEXAS INSTRUMENTS INCORPORATE COM 882508104 1806 120376 SH SOLE 120376 0 0 TEXTRON INCORPORATED COM 883203101 546 12708 SH SOLE 12708 0 0 TXU CORPORATION COM 873168108 457 24470 SH SOLE 24470 0 0 TYCO INTERNATIONAL LTD COM 902124106 2397 140372 SH SOLE 140372 0 0 Tyler Technologies Inc COM 902252105 154 36974 SH SOLE 36974 0 0 Trizetto Group COM 896882107 162 26526 SH SOLE 26526 0 0 UNITED AUTO GROP INC COM 909440109 160 12846 SH SOLE 12846 0 0 UAL CORP (NEW) COM 902549500 84 58752 SH SOLE 58752 0 0 USB Holding Co Inc COM 902910108 222 12548 SH SOLE 12548 0 0 UNITED BANKSHARES INC COM 909907107 908 31276 SH SOLE 31276 0 0 UCBH HOLDINGS INC COM 90262T308 529 12470 SH SOLE 12470 0 0 United Community Banks Inc/GA COM 90984P105 398 16351 SH SOLE 16351 0 0 United Community Financial Cor COM 909839102 264 30618 SH SOLE 30618 0 0 UICI COM 902737105 428 27526 SH SOLE 27526 0 0 UNOCAL CORPORATION COM 915289102 585 19146 SH SOLE 19146 0 0 Universal Compression Holdings COM 913431102 315 16479 SH SOLE 16479 0 0 UNITED DEFENSE INDS INC COM 91018B104 349 14981 SH SOLE 14981 0 0 Universal Electronics Inc COM 913483103 142 14665 SH SOLE 14665 0 0 UNIFI INC COM 904677101 317 60525 SH SOLE 60525 0 0 UNIVERSAL FOREST PRODUCTS INC COM 913543104 231 10860 SH SOLE 10860 0 0 UGI HOLDING CO COM 902681105 596 15964 SH SOLE 15964 0 0 Universal American Financial C COM 913377107 134 23162 SH SOLE 23162 0 0 UNIVERSAL HEALTH SVCS INC CL COM 913903100 882 19576 SH SOLE 19576 0 0 Universal Health Rlty Income COM 91359E105 201 7679 SH SOLE 7679 0 0 UIL HOLDINGS CORP COM 902748102 289 8304 SH SOLE 8304 0 0 UNISYS CORP COM 909214108 201 20347 SH SOLE 20347 0 0 Unilab Corp COM 904763208 349 19097 SH SOLE 19097 0 0 Urologix Inc COM 917273104 41 12470 SH SOLE 12470 0 0 UMB FINANCIAL CORP COM 902788108 594 15525 SH SOLE 15525 0 0 Umpqua Holdings Corp COM 904214103 431 23646 SH SOLE 23646 0 0 UNOVA Inc COM 91529B106 190 31778 SH SOLE 31778 0 0 United National Bancorp NJ COM 910909100 329 14315 SH SOLE 14315 0 0 UNITED NATURAL FOODS COM 911163103 376 14839 SH SOLE 14839 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1506 18035 SH SOLE 18035 0 0 Unizan Financial Corp COM 91528W101 385 19519 SH SOLE 19519 0 0 UNUM CORP COM 91529Y106 311 17748 SH SOLE 17748 0 0 UNION PACIFIC CORP COM 907818108 1140 19048 SH SOLE 19048 0 0 UNISOURCE ENERGY COPR HLD COM 909205106 421 24403 SH SOLE 24403 0 0 UNIT CORP COM 909218109 621 33526 SH SOLE 33526 0 0 UNITED ONLINE INC COM 911268100 247 15555 SH SOLE 15555 0 0 US Unwired Inc COM 90338R104 34 71086 SH SOLE 71086 0 0 UNION PLANTERS CORP OF MEMPHI COM 908068109 449 15963 SH SOLE 15963 0 0 Ubiquitel Inc COM 903474302 19 48576 SH SOLE 48576 0 0 UNITED PARCEL SERVICE CL-B COM 911312106 4571 72468 SH SOLE 72468 0 0 UNITED RENTALS INC COM 911363109 234 21797 SH SOLE 21797 0 0 URS CORP NEW COM 903236107 228 16041 SH SOLE 16041 0 0 USA INTERACTIVE COM 902984103 529 23097 SH SOLE 23097 0 0 U.S. BANCORP COM 902973304 2809 132399 SH SOLE 132399 0 0 US FREIGHTWAYS CORP COM 916906100 613 21349 SH SOLE 21349 0 0 USG CORP NEW COM 903293405 253 30014 SH SOLE 30014 0 0 U S INDUSTRIES INC NEW COM 912080108 166 63429 SH SOLE 63429 0 0 USONCOLOGY COM 90338W103 477 55030 SH SOLE 55030 0 0 US Physical Therapy Inc COM 90337L108 129 11574 SH SOLE 11574 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page39 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- UNITED SURGICAL PARTNERS INT COM 913016309 203 13004 SH SOLE 13004 0 0 U S T INC FORMERLY COM 902911106 339 10147 SH SOLE 10147 0 0 UNITED STATIONERS INC COM 913004107 816 28357 SH SOLE 28357 0 0 USEC Inc COM 90333E108 413 68722 SH SOLE 68722 0 0 US Restaurants Properties Inc COM 902971100 192 13679 SH SOLE 13679 0 0 ULTRATECH STEPPER INC COM 904034105 198 20136 SH SOLE 20136 0 0 UNITED THERAPEUTICS CORP COM 91307C102 224 13424 SH SOLE 13424 0 0 UNITRIN INC COM 913275103 640 21903 SH SOLE 21903 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1910 30837 SH SOLE 30837 0 0 UNIVISION COMMUNCIATIONS INC COM 914906102 462 18895 SH SOLE 18895 0 0 UNIVERSAL CORP VA COM 913456109 960 25988 SH SOLE 25988 0 0 VALSPAR CORP COM 920355104 544 12314 SH SOLE 12314 0 0 Vans Inc COM 921930103 119 20979 SH SOLE 20979 0 0 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1185 23901 SH SOLE 23901 0 0 VARIAN INC COM 922206107 1064 37115 SH SOLE 37115 0 0 VIASYS HEALTHCARE INC COM 92553Q209 253 17056 SH SOLE 17056 0 0 Vastera Inc COM 92239N109 138 24475 SH SOLE 24475 0 0 VISTEON CORP COM 92839U107 197 28323 SH SOLE 28323 0 0 VISTEON CORP FRACTIONAL SHARES COM KCJ39U100 0 21562 SH SOLE 21562 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 464 15775 SH SOLE 15775 0 0 VALUECLICK INC COM 92046N102 127 45652 SH SOLE 45652 0 0 VEECO INSTRUMENTS INC COM 922417100 234 20320 SH SOLE 20320 0 0 Versicor Inc COM 925314106 204 18975 SH SOLE 18975 0 0 Virginia Financial Group Inc COM 927810101 278 9335 SH SOLE 9335 0 0 VECTOR GROUP LTD COM 92240M108 178 15398 SH SOLE 15398 0 0 Valhi Inc COM 918905100 127 15339 SH SOLE 15339 0 0 VIACOM INC NON VOTING COM 925524308 4735 116191 SH SOLE 116191 0 0 Vical Inc COM 925602104 63 18294 SH SOLE 18294 0 0 VICOR CORP COM 925815102 150 18254 SH SOLE 18254 0 0 VIGNETTE CORPORATION COM 926734104 240 195955 SH SOLE 195955 0 0 Virage Logic Corp COM 92763R104 107 10674 SH SOLE 10674 0 0 TRIANGLE PHARMACEUTICAL COM 89589H104 140 23595 SH SOLE 23595 0 0 VITRIA TECHNOLOGY COM 92849Q104 48 65014 SH SOLE 65014 0 0 VALERO ENERGY CORP COM 91913Y100 1291 34950 SH SOLE 34950 0 0 Ventana Medical Systems COM 92276H106 324 14077 SH SOLE 14077 0 0 VINTAGE PETROLEUM INC COM 927460105 479 45415 SH SOLE 45415 0 0 VARCO INTERNATIONAL INC COM 922122106 627 36077 SH SOLE 36077 0 0 VERISIGN INC COM 92343E102 87 10888 SH SOLE 10888 0 0 VERITAS SOFTWARE CORP COM 923436109 704 45105 SH SOLE 45105 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 429 27091 SH SOLE 27091 0 0 VERITY INC. COM 92343C106 207 15512 SH SOLE 15512 0 0 VIASAT INC COM 92552V100 183 15887 SH SOLE 15887 0 0 VARIAN SEMICONDUCTOR COPR COM 922207105 485 20452 SH SOLE 20452 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 536 47986 SH SOLE 47986 0 0 Vesta Insurance Group Inc COM 925391104 72 26410 SH SOLE 26410 0 0 Ventas Inc COM 92276F100 604 52777 SH SOLE 52777 0 0 VERITAS DGS INC COM 92343P107 203 25788 SH SOLE 25788 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 362 166098 SH SOLE 166098 0 0 VECTREN CORP COM 92240G101 550 23924 SH SOLE 23924 0 0 VIAD CORP COM 92552R109 607 27176 SH SOLE 27176 0 0 VALUEVISION MEDIA INC. COM 92047K107 246 16446 SH SOLE 16446 0 0 VIVUS INC COM 928551100 99 26612 SH SOLE 26612 0 0 VitalWorks Inc COM 928483106 101 26428 SH SOLE 26428 0 0 Viewpoint Corp COM 92672P108 61 32883 SH SOLE 32883 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page40 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- VERIZON COMMUNICATIONS COM 92343V104 7473 192873 SH SOLE 192873 0 0 Wabtec Corp COM 929740108 383 27315 SH SOLE 27315 0 0 WESTAMERICA BANCORP COM 957090103 395 9831 SH SOLE 9831 0 0 WALGREEN COMPANY COM 931422109 2085 71431 SH SOLE 71431 0 0 Washington Trust Bancorp Inc COM 940610108 212 10904 SH SOLE 10904 0 0 WATERS CORP. COM 941848103 274 12619 SH SOLE 12619 0 0 WACHOVIA CORP COM 929903102 3164 86835 SH SOLE 86835 0 0 Wyndham International Inc COM 983101106 18 78800 SH SOLE 78800 0 0 WEBSTER FINL CORP WATERBURY COM 947890109 368 10585 SH SOLE 10585 0 0 WEBSENSE INC COM 947684106 386 18071 SH SOLE 18071 0 0 West Coast Bancorp/OR COM 952145100 230 15224 SH SOLE 15224 0 0 WESCO INTERNATIONAL INC COM 95082P105 57 10434 SH SOLE 10434 0 0 WASTE CONNECTIONS INC COM 941053100 479 12424 SH SOLE 12424 0 0 WALLACE COMPUTER SERVICES INC COM 932270101 650 30244 SH SOLE 30244 0 0 WESTERN DIGITAL CORPORATION COM 958102105 882 138163 SH SOLE 138163 0 0 Wd-40 Co COM 929236107 355 13453 SH SOLE 13453 0 0 WADDELL & REED FINANCIAL COM 930059100 546 27758 SH SOLE 27758 0 0 WEBMETHODS INC COM 94768C108 336 40882 SH SOLE 40882 0 0 WEBEX COMMUNICATIONS COM 94767L109 243 16210 SH SOLE 16210 0 0 WISCONSIN ENERGY CORP FORMERL COM 976657106 969 38483 SH SOLE 38483 0 0 White Electronic Designs Corp COM 963801105 106 13983 SH SOLE 13983 0 0 WENDYS INTERNATIONAL INC COM 950590109 281 10393 SH SOLE 10393 0 0 WERNER ENTERPRISES INC COM 950755108 688 31961 SH SOLE 31961 0 0 Westcorp COM 957907108 222 10599 SH SOLE 10599 0 0 WELLS FARGO COMPANY COM 949746101 5299 113070 SH SOLE 113070 0 0 Women First Healthcare Inc COM 978150100 47 10331 SH SOLE 10331 0 0 WIRELESS FACILITIES INC COM 97653A103 220 36759 SH SOLE 36759 0 0 WHOLE FOODS MKT INC COM 966837106 1017 19299 SH SOLE 19299 0 0 MEMC ELECTRONIC MATERIALS COM 552715104 342 45225 SH SOLE 45225 0 0 WEATHERFORD INTL LTD COM G95089101 1661 41599 SH SOLE 41599 0 0 WGL HOLDINGS INC COM 92924F106 1024 42814 SH SOLE 42814 0 0 WINNEBAGO INDUSTRIES INC COM 974637100 346 8828 SH SOLE 8828 0 0 WOODWARD GOVERNOR CO NEW COM 980745103 417 9587 SH SOLE 9587 0 0 WESTERN GAS RESOURCES INC COM 958259103 694 18837 SH SOLE 18837 0 0 WatchGuard Technologies COM 941105108 151 23665 SH SOLE 23665 0 0 W-H ENERGY SERVICES INC COM 92925E108 264 18107 SH SOLE 18107 0 0 W HOLDING COMPANY INC COM 929251106 535 32661 SH SOLE 32661 0 0 WHIRLPOOL CORPORATION COM 963320106 227 4352 SH SOLE 4352 0 0 WINN-DIXIE STORES INC COM 974280109 221 14470 SH SOLE 14470 0 0 WIND RIVER SYSTEMS LTD COM 973149107 352 85972 SH SOLE 85972 0 0 Encore Wire Corp COM 292562105 107 11891 SH SOLE 11891 0 0 Witness Systems Inc COM 977424100 42 12432 SH SOLE 12432 0 0 WILMINGTON TRUST CORP COM 971807102 770 24312 SH SOLE 24312 0 0 WELLMAN INC COM 949702104 367 27265 SH SOLE 27265 0 0 WELLPOINT HEALTH NETWORKS COM 94973H108 637 8958 SH SOLE 8958 0 0 Wilsons The Leather Experts COM 972463103 72 14536 SH SOLE 14536 0 0 Walter Industries Inc COM 93317Q105 243 22462 SH SOLE 22462 0 0 WASHINGTON MUTUAL INC COM 939322103 2420 70089 SH SOLE 70089 0 0 WILLIAMS COMPANIES COM 969457100 97 35981 SH SOLE 35981 0 0 WRIGHT MEDICAL GROUP INC COM 98235T107 232 13342 SH SOLE 13342 0 0 WASTE MANAGEMENT INC COM 94106L109 925 40390 SH SOLE 40390 0 0 WEIS MARKETS INCORPORATED COM 948849104 259 8356 SH SOLE 8356 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 473 42174 SH SOLE 42174 0 0 W M S INDUSTRIES INC FORMERLY COM 929297109 174 11647 SH SOLE 11647 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page41 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WAL-MART STORES INC COM 931142103 14927 295545 SH SOLE 295545 0 0 WABASH NATL CORP COM 929566107 89 10646 SH SOLE 10646 0 0 WESTWOOD ONE INC COM 961815107 1261 33755 SH SOLE 33755 0 0 VCA Antech Inc COM 918194101 234 15650 SH SOLE 15650 0 0 WORTHINGTON INDUSTRIES INC COM 981811102 1027 67434 SH SOLE 67434 0 0 WATSON PHARMACEUTICALS INC COM 942683103 241 8532 SH SOLE 8532 0 0 WASHINGTON POST CO COM 939640108 2404 3258 SH SOLE 3258 0 0 WPS RES CORP COM 92931B106 1034 26649 SH SOLE 26649 0 0 WESTAR ENERGY INC COM 95709T100 684 69124 SH SOLE 69124 0 0 Washington Real Estate Investm COM 939653101 733 28775 SH SOLE 28775 0 0 World Acceptance Corp COM 981419104 79 10504 SH SOLE 10504 0 0 Wellsford Real Properties Inc COM 950240200 185 11744 SH SOLE 11744 0 0 WesBanco Inc COM 950810101 428 18327 SH SOLE 18327 0 0 WSFS FINANCIAL CORP COM 929328102 221 6715 SH SOLE 6715 0 0 WILLIAMS-SONOMA INC COM 969904101 996 36702 SH SOLE 36702 0 0 WATSCO INCORPORATED COM 942622200 210 12840 SH SOLE 12840 0 0 West Pharmaceutical Services I COM 955306105 214 8774 SH SOLE 8774 0 0 WINTRUST FINANCIAL CORP COM 97650W108 304 9733 SH SOLE 9733 0 0 WATTS INDUSTRIES INC CL A COM 942749102 164 10463 SH SOLE 10463 0 0 WET SEAL INC CL A COM 961840105 234 21759 SH SOLE 21759 0 0 WATSON WYATT & CO HOLDINGS COM 942712100 413 18995 SH SOLE 18995 0 0 WESTERN WIRELESS CORP COM 95988E204 256 48384 SH SOLE 48384 0 0 WOLVERINE WORLD WIDE COM 978097103 462 30607 SH SOLE 30607 0 0 WRIGLEY WM JR COMPANY COM 982526105 882 16074 SH SOLE 16074 0 0 Winston Hotels Inc COM 97563A102 146 18843 SH SOLE 18843 0 0 WESTPOINT STEVENS INC COM 961238102 16 27628 SH SOLE 27628 0 0 WEYERHAEUSER COMPANY COM 962166104 738 15003 SH SOLE 15003 0 0 WYETH COM 983024100 3260 87188 SH SOLE 87188 0 0 WAYPOINT FINANCIAL CORP COM 946756103 559 31426 SH SOLE 31426 0 0 UNITED STATES STEEL CORP COM 912909108 188 14364 SH SOLE 14364 0 0 XCEL ENERGY INC COM 98389B100 289 26340 SH SOLE 26340 0 0 Xicor Inc COM 984903104 68 18241 SH SOLE 18241 0 0 EXPRESSJET HOLDINGS INC COM 30218U108 288 28174 SH SOLE 28174 0 0 XL CAPITAL LTD COM G98255105 703 9104 SH SOLE 9104 0 0 Price Legacy Corp COM 74144P106 54 19566 SH SOLE 19566 0 0 XILINX INC COM 983919101 880 42740 SH SOLE 42740 0 0 XM SATELLITE RADIO HLDG COM 983759101 119 44521 SH SOLE 44521 0 0 EXXON MOBIL CORP COM 30231G102 14281 408740 SH SOLE 408740 0 0 DENTSPLY INTL INC COM 249030107 1235 33221 SH SOLE 33221 0 0 X-Rite Inc COM 983857103 123 17712 SH SOLE 17712 0 0 XEROX CORPORATION COM 984121103 402 49994 SH SOLE 49994 0 0 XTO ENERGY INC COM 98385X106 832 33694 SH SOLE 33694 0 0 Ixia COM 45071R109 62 17120 SH SOLE 17120 0 0 Young Broadcasting Inc COM 987434107 159 12103 SH SOLE 12103 0 0 YANKEE CANDLE CO COM 984757104 255 15988 SH SOLE 15988 0 0 YELLOW CORP COM 985509108 617 24529 SH SOLE 24529 0 0 YAHOO INC. COM 984332106 863 52837 SH SOLE 52837 0 0 YORK INTERNATIONAL CORP COM 986670107 395 15482 SH SOLE 15482 0 0 YUM] BRANDS INC COM 988498101 529 21880 SH SOLE 21880 0 0 Zygo Corp COM 989855101 119 17036 SH SOLE 17036 0 0 ZIONS BANCORP FORMERLY ZIONS COM 989701107 297 7572 SH SOLE 7572 0 0 ZIMMER HOLDINGS INC COM 98956P102 464 11177 SH SOLE 11177 0 0 Zoll Medical Corp COM 989922109 262 7352 SH SOLE 7352 0 0 ZOMAX OPTICAL MEDIA COM 989929104 125 29474 SH SOLE 29474 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Dec 31,2002 Page42 of 42 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- QUIKSILVER INC COM 74838C106 301 11327 SH SOLE 11327 0 0 ZORAN CORP COM 98975F101 279 19861 SH SOLE 19861 0 0

Filing Compare · BNP PARIBAS EQUITY STRATEGIES SNC