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:Sep 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 RD 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 11/10/03 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:1498 Form 13F Information Table Value Total:$1274934104 List of Other Included Managers: No. 13F File Number Name **NONE**

Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page 1 of 30 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 1279 65455 SH SOLE 65455 0 0 ALCOA INC COM 013817101 3055 119843 SH SOLE 119843 0 0 AIRTRAN HOLDINGS INC COM 00949P108 233 22293 SH SOLE 22293 0 0 AAIPHARMA INC COM 00252W104 254 12817 SH SOLE 12817 0 0 APPLE COMPUTER INC COM 037833100 1713 89919 SH SOLE 89919 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1125 16227 SH SOLE 16227 0 0 Anchor Bancorp Wisconsin Inc COM 032839102 266 11147 SH SOLE 11147 0 0 AIRBORNE INC COM 009269101 863 41293 SH SOLE 41293 0 0 ARKANSAS BEST CORP COM 040790107 232 9852 SH SOLE 9852 0 0 ABGENIX INC COM 00339B107 394 37791 SH SOLE 37791 0 0 APPLIED BIOSYSTEMS COM 038020103 608 31971 SH SOLE 31971 0 0 AMBAC INC COM 023139108 872 13170 SH SOLE 13170 0 0 ALBERTSON INCORPORATED COM 013104104 986 51357 SH SOLE 51357 0 0 ABBOTT LABORATORIES COM 002824100 10040 229440 SH SOLE 229440 0 0 ATLANTIC COAST AIRLINES HLDGS COM 048396105 241 18174 SH SOLE 18174 0 0 ACCREDO HEALTH INC COM 00437V104 324 14987 SH SOLE 14987 0 0 ACE LTD COM G0070K103 1313 38314 SH SOLE 38314 0 0 AMERICREDIT CORP COM 03060R101 382 44763 SH SOLE 44763 0 0 ARCH COAL INC COM 039380100 670 29161 SH SOLE 29161 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 334 54692 SH SOLE 54692 0 0 AFFILIATED COMPUTER SVCS COM 008190100 1657 36243 SH SOLE 36243 0 0 ACTIVCARD CORP COM 00506J107 98 10400 SH SOLE 10400 0 0 ACTEL CORP COM 004934105 204 9932 SH SOLE 9932 0 0 ALBERTO-CULVER COMPANY CL B COM 013068101 437 8563 SH SOLE 8563 0 0 ACXIOM CORP COM 005125109 434 28489 SH SOLE 28489 0 0 ADVO INC. COM 007585102 328 7407 SH SOLE 7407 0 0 ADOBE SYSTEMS INC COM 00724F101 1509 47064 SH SOLE 47064 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 438 190534 SH SOLE 190534 0 0 ANALOG DEVICES INCORPORATED COM 032654105 1730 49689 SH SOLE 49689 0 0 Advanced Digital Information C COM 007525108 277 27938 SH SOLE 27938 0 0 ADOLOR CORP COM 00724X102 172 14063 SH SOLE 14063 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 1119 86971 SH SOLE 86971 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 2967 87655 SH SOLE 87655 0 0 ADAPTEC INC COM 00651F108 220 27700 SH SOLE 27700 0 0 AUTODESK INCORPORATED COM 052769106 234 14517 SH SOLE 14517 0 0 ADTRAN INC COM 00738A106 575 11154 SH SOLE 11154 0 0 ADVANCE PCS COM 00790K109 1065 27866 SH SOLE 27866 0 0 ADVENT SOFTWARE INC COM 007974108 371 21683 SH SOLE 21683 0 0 AMEREN CORP COM 023608102 1017 23062 SH SOLE 23062 0 0 AMC Entertainment Inc COM 001669100 129 11280 SH SOLE 11280 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 879 47773 SH SOLE 47773 0 0 AMERICAN ELECTRIC POWER CO COM 025537101 1645 55162 SH SOLE 55162 0 0 AES CORP COM 00130H105 333 52571 SH SOLE 52571 0 0 AETNA US HEALTHCARE COM 00817Y108 1250 20779 SH SOLE 20779 0 0 Aether Systems Inc COM 00808V105 65 13734 SH SOLE 13734 0 0 ASTORIA FINANCIAL CORPORATION COM 046265104 735 26321 SH SOLE 26321 0 0 ALLMERICA FINANCIAL CORP. COM 019754100 550 30610 SH SOLE 30610 0 0 ADVANCED FIBRE COMMUNICATION COM 00754A105 408 24913 SH SOLE 24913 0 0 AMERICAN FINANCIAL GROUP COM 025932104 444 19511 SH SOLE 19511 0 0 AFLAC INC COM 001055102 2368 77008 SH SOLE 77008 0 0 AGCO CORP COM 001084102 338 19804 SH SOLE 19804 0 0 A G EDWARDS INCORPORATED COM 281760108 823 24080 SH SOLE 24080 0 0 ANTIGENICS INC/DEL COM 037032109 117 10191 SH SOLE 10191 0 0 ALLIANCE GAMING CORP COM 01859P609 232 12270 SH SOLE 12270 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page2 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AGILE SOFTWARE CORP COM 00846X105 175 18195 SH SOLE 18195 0 0 Atherogenics Inc COM 047439104 168 11292 SH SOLE 11292 0 0 ALLERGAN INC COM 018490102 1382 17931 SH SOLE 17931 0 0 AMERADA HESS CORPORATION COM 023551104 794 16160 SH SOLE 16160 0 0 Anthracite Capital Inc COM 037023108 146 12113 SH SOLE 12113 0 0 AMERICAN INTL GROUP INC COM 026874107 21154 383368 SH SOLE 383368 0 0 APARTMENT INVT & MGMT CO-A COM 03748R101 753 21780 SH SOLE 21780 0 0 ARTHUR J. GALLAGHER & COMPANY COM 363576109 690 25373 SH SOLE 25373 0 0 AKAMAI TECHNOLOGIES COM 00971T101 198 41431 SH SOLE 41431 0 0 AK STEEL HOLDING CORP COM 001547108 276 76341 SH SOLE 76341 0 0 ALABAMA NATIONAL BANCORP COM 010317105 219 4579 SH SOLE 4579 0 0 ALBEMARLE CORP COM 012653101 633 22643 SH SOLE 22643 0 0 ALLETE INC COM 018522102 614 23143 SH SOLE 23143 0 0 ALEXANDER & BALDWIN INC COM 014482103 804 30826 SH SOLE 30826 0 0 ALFA CORP COM 015385107 206 16509 SH SOLE 16509 0 0 Align Technology Inc COM 016255101 199 15829 SH SOLE 15829 0 0 ALLEGIANCE TELECOM INC COM 01747T102 0 15000 SH SOLE 15000 0 0 ALASKA AIR GROUP INCORPORATED COM 011659109 254 11860 SH SOLE 11860 0 0 ALKERMES INC COM 01642T108 264 24889 SH SOLE 24889 0 0 ALLSTATE CORP COM 020002101 3676 103129 SH SOLE 103129 0 0 Allen Telecom Inc COM 018091108 9465 572985 SH SOLE 572985 0 0 ALLOY INC COM 019855105 110 17101 SH SOLE 17101 0 0 Alliance Semiconductor Corp COM 01877H100 94 19336 SH SOLE 19336 0 0 ALTERA CORP COM 021441100 1553 94568 SH SOLE 94568 0 0 AMERICAN GREETINGS CORP COM 026375105 893 45501 SH SOLE 45501 0 0 APPLIED MATERIALS INC COM 038222105 4754 300128 SH SOLE 300128 0 0 AMB PROPERTY CORP COM 00163T109 485 17250 SH SOLE 17250 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 359 59469 SH SOLE 59469 0 0 ADVANCED MICRO DEVICES INC COM 007903107 320 50043 SH SOLE 50043 0 0 Amcore Financial Inc COM 023912108 251 10811 SH SOLE 10811 0 0 AFFILIATED MANAGERS CORP COM 008252108 767 12600 SH SOLE 12600 0 0 AMGEN INC COM 031162100 14563 220859 SH SOLE 220859 0 0 AMERUS GROUP CO COM 03072M108 739 26235 SH SOLE 26235 0 0 AMR CORP COM 001765106 508 46200 SH SOLE 46200 0 0 AMSURG CORP COM 03232P405 269 8816 SH SOLE 8816 0 0 AMERICAN MANAGEMENT SYSTEMS COM 027352103 250 17483 SH SOLE 17483 0 0 AMAZON COMM INC COM 023135106 505 13908 SH SOLE 13908 0 0 AUTONATION INC COM 05329W102 605 38515 SH SOLE 38515 0 0 ANDREW CORPORATION COM 034425108 524 56199 SH SOLE 56199 0 0 ABERCROMBIE & FITCH CO CL A COM 002896207 656 23097 SH SOLE 23097 0 0 ANN TAYLOR STORES CORP. COM 036115103 591 20446 SH SOLE 20446 0 0 ADVANCED NEUROMODULATION SYS COM 00757T101 222 4315 SH SOLE 4315 0 0 ANSYS INC COM 03662Q105 230 7351 SH SOLE 7351 0 0 AON CORP COM 037389103 1160 48208 SH SOLE 48208 0 0 AOL TIME WARNER COM 00184A105 10480 651349 SH SOLE 651349 0 0 APOGENT TECHNOLOGIES INC COM 03760A101 549 27476 SH SOLE 27476 0 0 APACHE CORPORATION COM 037411105 1587 24398 SH SOLE 24398 0 0 ANADARKO PETROLEUM CORP COM 032511107 1893 42573 SH SOLE 42573 0 0 AMERICAN POWER CONVERSION COR COM 029066107 660 42300 SH SOLE 42300 0 0 AIR PRODUCTS & CHEMICALS COM 009158106 1534 36890 SH SOLE 36890 0 0 Apogee Enterprises Inc COM 037598109 113 12808 SH SOLE 12808 0 0 APOLLO GROUP INC COM 037604105 2591 41934 SH SOLE 41934 0 0 APPLEBEES COM 037899101 476 15166 SH SOLE 15166 0 0 Aquantive Inc COM 03839G105 139 13252 SH SOLE 13252 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page3 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ARBITRON INC COM 03875Q108 479 13421 SH SOLE 13421 0 0 ARIBA INC COM 04033V104 370 123387 SH SOLE 123387 0 0 AIRGAS INC COM 009363102 275 16475 SH SOLE 16475 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 62 14233 SH SOLE 14233 0 0 ARVINMERITOR INC COM 043353101 421 20883 SH SOLE 20883 0 0 ARROW INTL INC COM 042764100 201 4527 SH SOLE 4527 0 0 Arris Group Inc COM 04269Q100 131 26489 SH SOLE 26489 0 0 ARROW ELECTRONICS INCORPORATE COM 042735100 535 35136 SH SOLE 35136 0 0 AEROFLEX INC COM 007768104 216 28231 SH SOLE 28231 0 0 ASSOCIATED-BANC CORP COM 045487105 980 26782 SH SOLE 26782 0 0 ASCENTIAL SOFTWARE CORP COM 04362P207 729 44372 SH SOLE 44372 0 0 AMERICAN STANDARD COS INC COM 029712106 823 11138 SH SOLE 11138 0 0 Associates First Capital Corp COM 046008207 0 30473 SH SOLE 30473 0 0 ASHLAND INC COM 044204105 299 9752 SH SOLE 9752 0 0 ASIAINFO HOLDINGS INC COM 04518A104 106 13074 SH SOLE 13074 0 0 ASK JEEVES INC COM 045174109 147 10800 SH SOLE 10800 0 0 AMSOUTH BANCORPORATION COM 032165102 1099 50342 SH SOLE 50342 0 0 Aspect Communications Corp COM 04523Q102 86 24614 SH SOLE 24614 0 0 ASYST TECHNOLOGIES INC COM 04648X107 148 22078 SH SOLE 22078 0 0 ALLTEL CORPORATION COM 020039103 2307 47844 SH SOLE 47844 0 0 AGL RESOURCES INC COM 001204106 209 8252 SH SOLE 8252 0 0 ANTHEM INC COM 03674B104 1565 20293 SH SOLE 20293 0 0 Allegheny Technologies Inc COM 01741R102 193 29314 SH SOLE 29314 0 0 Advanced Tissue Sciences Inc COM 00755F103 1 11000 SH SOLE 11000 0 0 ATMI INC COM 00207R101 284 11392 SH SOLE 11392 0 0 ATMEL CORP COM 049513104 348 137384 SH SOLE 137384 0 0 ATMOS ENERGY COM 049560105 300 12101 SH SOLE 12101 0 0 Atrix Labs Inc COM 04962L101 212 9652 SH SOLE 9652 0 0 Artesyn Technologies Inc COM 043127109 77 13795 SH SOLE 13795 0 0 ACTIVISION INC COM 004930202 1077 83695 SH SOLE 83695 0 0 AVAYA INC COM 053499109 173 26862 SH SOLE 26862 0 0 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 30 10500 SH SOLE 10500 0 0 AVOCENT CORP COM 053893103 551 18464 SH SOLE 18464 0 0 AVID TECHNOLOGIES INC COM 05367P100 401 11360 SH SOLE 11360 0 0 AVANEX CORP COM 05348W109 94 23907 SH SOLE 23907 0 0 Advanced Medical Optics Inc COM 00763M108 410 24100 SH SOLE 24100 0 0 AVON PRODUCTS INCORPORATED COM 054303102 2283 36710 SH SOLE 36710 0 0 AVNET INCORPORATED COM 053807103 466 36776 SH SOLE 36776 0 0 AVERY DENNISON CORP COM 053611109 705 14059 SH SOLE 14059 0 0 ALLIED WASTE INDUSTRIES COM 019589308 261 26024 SH SOLE 26024 0 0 America West Holdings Corp COM 023657208 89 13100 SH SOLE 13100 0 0 AT & T WIRELESS SERVICES COM 00209A106 3271 398443 SH SOLE 398443 0 0 Alderwoods Group Inc COM 014383103 90 16843 SH SOLE 16843 0 0 American States Water Co COM 029899101 217 7981 SH SOLE 7981 0 0 ANIXTER INTERNATIONAL INC. COM 035290105 279 11928 SH SOLE 11928 0 0 AMERICAN EXPRESS CO COM 025816109 7899 188949 SH SOLE 188949 0 0 ALLEGHENY ENERGY INC COM 017361106 373 44231 SH SOLE 44231 0 0 Acuity Brands Inc COM 00508Y102 317 17479 SH SOLE 17479 0 0 AUTOZONE INC COM 053332102 995 13110 SH SOLE 13110 0 0 ASPEN TECHNOLOGY INC COM 045327103 92 19584 SH SOLE 19584 0 0 BOEING CO COM 097023105 4211 122715 SH SOLE 122715 0 0 BANK OF AMERICA CORP COM 060505104 17715 224166 SH SOLE 224166 0 0 BARRA INC COM 068313105 239 6687 SH SOLE 6687 0 0 BAXTER INTERNATIONAL INC COM 071813109 2380 91555 SH SOLE 91555 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page4 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BED BATH & BEYOND INC COM 075896100 2833 72990 SH SOLE 72990 0 0 BLACK BOX CORP. COM 091826107 218 6050 SH SOLE 6050 0 0 BB&T COPRORATION COM 054937107 2507 73107 SH SOLE 73107 0 0 BankAtlantic Bancorp Inc COM 065908501 139 11746 SH SOLE 11746 0 0 BEST BUY COMPANY INC COM 086516101 1903 43336 SH SOLE 43336 0 0 BRUNSWICK CORP COM 117043109 356 14242 SH SOLE 14242 0 0 BOISE CASCADE CORPORATION COM 097383103 251 10505 SH SOLE 10505 0 0 BRINK'S COMPANY COM 109696104 599 41165 SH SOLE 41165 0 0 C R BARD INCORPORATED COM 067383109 478 6712 SH SOLE 6712 0 0 Bandag Inc COM 059815100 361 9693 SH SOLE 9693 0 0 BLACK & DECKER MANUFACTURING COM 091797100 529 12190 SH SOLE 12190 0 0 BECTON DICKINSON & COMPANY COM 075887109 1436 36969 SH SOLE 36969 0 0 BEA SYSTEMS INC COM 073325102 249 22911 SH SOLE 22911 0 0 BECKMAN COULTER INC COM 075811109 571 14054 SH SOLE 14054 0 0 FRANKLIN RESOURCES INC COM 354613101 1366 34982 SH SOLE 34982 0 0 BERKLEY W R CORP COM 084423102 395 7500 SH SOLE 7500 0 0 BEVERLY ENTERPRISES INC COM 087851309 136 39067 SH SOLE 39067 0 0 Baldor Electric Co COM 057741100 239 11603 SH SOLE 11603 0 0 BROWN FORMAN CORP COM 115637209 554 7049 SH SOLE 7049 0 0 BALLY HEALTH & TENNIS CORP COM 05873K108 115 12756 SH SOLE 12756 0 0 General Cable Corp COM 369300108 65 12069 SH SOLE 12069 0 0 BIOGEN INC MASS COM 090597105 10842 285549 SH SOLE 285549 0 0 BRIGGS & STRATTON CORPORATION COM 109043109 388 7700 SH SOLE 7700 0 0 BORDERS GROUP INC COM 099709107 382 21748 SH SOLE 21748 0 0 BENCHMARK ELECTRS INC COM 08160H101 339 11044 SH SOLE 11044 0 0 BAKER HUGHES INC COM 057224107 1629 48535 SH SOLE 48535 0 0 Bethlehem Steel Corp COM 087509105 0 17650 SH SOLE 17650 0 0 Sotheby's Holdings COM 835898107 241 32437 SH SOLE 32437 0 0 BJ'S WHOLESALE CLUB INC COM 05548J106 753 50065 SH SOLE 50065 0 0 BJ SERVICES CO. COM 055482103 869 23268 SH SOLE 23268 0 0 BANK NEW YORK INC COM 064057102 3231 112403 SH SOLE 112403 0 0 BLACK HILLS CORPORATIONS COM 092113109 621 20230 SH SOLE 20230 0 0 Buckeye Technologies Inc COM 118255108 95 13971 SH SOLE 13971 0 0 BARNES & NOBLE, INC COM 067774109 352 15291 SH SOLE 15291 0 0 BELO CORPORATION A COM 080555105 751 33611 SH SOLE 33611 0 0 BIG LOTS INC COM 089302103 252 16796 SH SOLE 16796 0 0 BALL CORPORATION COM 058498106 487 10702 SH SOLE 10702 0 0 BELLSOUTH CORP COM 079860102 7234 271680 SH SOLE 271680 0 0 BMC SOFTWARE INC COM 055921100 577 35364 SH SOLE 35364 0 0 BIOMET INCORPORATED COM 090613100 1970 68671 SH SOLE 68671 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 168 17289 SH SOLE 17289 0 0 BEMIS COMPANY INCORPORATED COM 081437105 516 11046 SH SOLE 11046 0 0 BRISTOL MYERS SQUIBB CO. COM 110122108 7737 285002 SH SOLE 285002 0 0 BANTA CORPORATION COM 066821109 546 16870 SH SOLE 16870 0 0 BURLINGTON NORTHERN SANTE FE COM 12189T104 1448 50930 SH SOLE 50930 0 0 BANKNORTH GROUP INC COM 06646R107 1599 62661 SH SOLE 62661 0 0 BOB EVANS FARMS INCORPORATED COM 096761101 717 25642 SH SOLE 25642 0 0 BANK OF HAWAII CORP COM 062540109 551 16638 SH SOLE 16638 0 0 BORLAND SOFTWARE CORP COM 099849101 308 31517 SH SOLE 31517 0 0 BOWATER INCORPORATED COM 102183100 452 12078 SH SOLE 12078 0 0 BURLINGTON RESOURCES COM 122014103 1278 23643 SH SOLE 23643 0 0 Brady Corp COM 104674106 239 7184 SH SOLE 7184 0 0 BROADCOM CORP COM 111320107 1023 41094 SH SOLE 41094 0 0 Brookline Bancorp Inc COM 11373M107 396 28352 SH SOLE 28352 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page5 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BROOKS AUTOMATION INC COM 114340102 172 15188 SH SOLE 15188 0 0 BARR LABS COM 068306109 1117 17059 SH SOLE 17059 0 0 BROWN & BROWN INC COM 115236101 817 25145 SH SOLE 25145 0 0 BEAR STEARNS COS INC COM 073902108 956 13213 SH SOLE 13213 0 0 THE BISYS GROUP INC COM 055472104 653 35562 SH SOLE 35562 0 0 BIOSITE INCORPORATED COM 090945106 263 5471 SH SOLE 5471 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3739 61195 SH SOLE 61195 0 0 PEABODY ENERGY CORP COM 704549104 548 16330 SH SOLE 16330 0 0 ANHEUSER BUSCH INCORPORATED COM 035229103 6161 120689 SH SOLE 120689 0 0 Bay View Capital Corp COM 07262L101 99 17149 SH SOLE 17149 0 0 BORG WARNER INC COM 099724106 410 6369 SH SOLE 6369 0 0 BEAZER HOMES USA INC COM 07556Q105 221 2650 SH SOLE 2650 0 0 CITIGROUP INC COM 172967101 32138 750892 SH SOLE 750892 0 0 COMPUTER ASSOCIATES INTL INC COM 204912109 1694 76073 SH SOLE 76073 0 0 CONAGRA FOODS INC COM 205887102 1784 75608 SH SOLE 75608 0 0 CARDINAL HEALTH INC COM 14149Y108 4334 67414 SH SOLE 67414 0 0 CACI INTERNATIONAL INC CL-A COM 127190304 270 7884 SH SOLE 7884 0 0 CHEESECAKE FACTORY INC COM 163072101 729 20361 SH SOLE 20361 0 0 CONTINENTAL AIRLINES INC CL-B COM 210795308 607 40600 SH SOLE 40600 0 0 COOPER CAMERON COM 216640102 918 18230 SH SOLE 18230 0 0 Capital Automotive REIT COM 139733109 255 9118 SH SOLE 9118 0 0 Casey's General Stores Inc COM 147528103 257 18256 SH SOLE 18256 0 0 CATERPILLAR INC COM 149123101 2540 45652 SH SOLE 45652 0 0 Cathay Bancorp Inc COM 149150104 313 7028 SH SOLE 7028 0 0 CHUBB CORP COM 171232101 1503 25063 SH SOLE 25063 0 0 Cincinnati Bell Inc COM 171871106 882 131748 SH SOLE 131748 0 0 CITIZENS BANKING CORP COM 174420109 264 9800 SH SOLE 9800 0 0 COOPER INDUSTRIES INC CL-A COM G24182100 524 12707 SH SOLE 12707 0 0 COMMERCE BANCORP INC COM 200519106 722 19475 SH SOLE 19475 0 0 Century Business Services Inc COM 156490104 112 34827 SH SOLE 34827 0 0 CHRISTOPHER & BANKS CORP COM 171046105 247 6688 SH SOLE 6688 0 0 CIBER INC COM 17163B102 131 18795 SH SOLE 18795 0 0 CBRL GROUP COM 12489V106 797 20517 SH SOLE 20517 0 0 COMPASS BANCSHARES INC COM 20449H109 939 27056 SH SOLE 27056 0 0 Cubist Pharmaceuticals Inc COM 229678107 135 12512 SH SOLE 12512 0 0 CABOT CORPORATION COM 127055101 682 23794 SH SOLE 23794 0 0 CIRCUIT CITY STORES- COM 172737108 268 30457 SH SOLE 30457 0 0 Calgon Carbon Corp COM 129603106 75 13202 SH SOLE 13202 0 0 COCA COLA ENTERPRISES INC. COM 191219104 1398 77048 SH SOLE 77048 0 0 CROWN CASTLE INTL CORP COM 228227104 97 12568 SH SOLE 12568 0 0 CROWN HOLDINGS INC COM 228368106 382 53638 SH SOLE 53638 0 0 CARNIVAL CORP. COM 143658300 2969 91356 SH SOLE 91356 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 793 15725 SH SOLE 15725 0 0 CROSS COUNTRY HEALTHCARE INC COM 227483104 171 13028 SH SOLE 13028 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3894 91873 SH SOLE 91873 0 0 CONCURRENT COMPUTER CORP-NEW COM 206710204 117 40517 SH SOLE 40517 0 0 CENDANT CORPORATION COM 151313103 2663 145414 SH SOLE 145414 0 0 COEUR D ALENE MINES CORP COM 192108108 35 25699 SH SOLE 25699 0 0 Cardiodynamics International C COM 141597104 73 21471 SH SOLE 21471 0 0 CAL DIVE INTERNATIONAL INC COM 127914109 300 13791 SH SOLE 13791 0 0 CADENCE DESIGN SYS INC COM 127387108 963 79929 SH SOLE 79929 0 0 Cable Design Technologies Corp COM 126924109 107 14999 SH SOLE 14999 0 0 CDW COMPUTER CENTERS INC COM 12512N105 1366 29818 SH SOLE 29818 0 0 CONCORD EFS, INC. COM 206197105 26642 1809956 SH SOLE 1809956 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page6 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CEC ENTERTAINMENT COM 125137109 395 10700 SH SOLE 10700 0 0 CAREER EDUCATION CORP COM 141665109 908 13308 SH SOLE 13308 0 0 CONSTELLATION ENERGY GROUP COM 210371100 808 23586 SH SOLE 23586 0 0 CELL GENESYS INCORPORATED COM 150921104 137 15616 SH SOLE 15616 0 0 CERIDIAN CORP NEW COM 156779100 688 40556 SH SOLE 40556 0 0 CERNER CORP COM 156782104 202 8900 SH SOLE 8900 0 0 CERTEGY INC COM 156880106 685 24707 SH SOLE 24707 0 0 CHARTER ONE FINANCIAL COM 160903100 960 30803 SH SOLE 30803 0 0 COMMERCIAL FEDERAL CORP COM 201647104 287 13569 SH SOLE 13569 0 0 COMMUNITY FIRST BANKSHARES IN COM 203902101 448 16487 SH SOLE 16487 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 1247 17937 SH SOLE 17937 0 0 COMMERCE GROUP INC (MASS) COM 200641108 205 5680 SH SOLE 5680 0 0 COGNEX CORP COM 192422103 322 14422 SH SOLE 14422 0 0 Champion Enterprises Inc COM 158496109 66 12812 SH SOLE 12812 0 0 CHARTER MUNICIPAL MTG ACCPTC COM 160908109 195 10258 SH SOLE 10258 0 0 City Holding Co COM 177835105 206 7051 SH SOLE 7051 0 0 CHURCH & DWIGHT INC COM 171340102 417 12758 SH SOLE 12758 0 0 Chemical Financial Corp COM 163731102 295 9987 SH SOLE 9987 0 0 CH Energy Group Inc COM 12541M102 236 5258 SH SOLE 5258 0 0 CHIRON CORPORATION COM 170040109 1974 45012 SH SOLE 45012 0 0 CHECK POINT SOFTWARE TECH COM M22465104 315 16177 SH SOLE 16177 0 0 ChipPAC Inc COM 169657103 152 20097 SH SOLE 20097 0 0 Charming Shoppes COM 161133103 252 52215 SH SOLE 52215 0 0 C.H. ROBINSON WORLDWIDE INC COM 12541W100 1122 31666 SH SOLE 31666 0 0 Computer Horizons Corp COM 205908106 57 12698 SH SOLE 12698 0 0 CHICOS FAS INC COM 168615102 452 21518 SH SOLE 21518 0 0 CHS Electronics Inc COM 12542A206 0 15528 SH SOLE 15528 0 0 CHARTER COMMUNICATIONS INC -A COM 16117M107 303 81500 SH SOLE 81500 0 0 CHITTENDEN CORP COM 170228100 331 12116 SH SOLE 12116 0 0 CIGNA CORPORATION COM 125509109 875 18655 SH SOLE 18655 0 0 CIENA CORP COM 171779101 527 101958 SH SOLE 101958 0 0 CINERGY CORP COM 172474108 954 25958 SH SOLE 25958 0 0 CINCINNATI FINANCIAL CORP COM 172062101 464 12528 SH SOLE 12528 0 0 CROMPTON CORP COM 227116100 523 74245 SH SOLE 74245 0 0 COLLINS & AIKMAN CORP COM 194830204 31 10770 SH SOLE 10770 0 0 CHECKFREE CORP COM 162813109 699 24972 SH SOLE 24972 0 0 CKE Restaurants Inc COM 12561E105 115 20740 SH SOLE 20740 0 0 COLGATE PALMOLIVE CO COM 194162103 4468 77104 SH SOLE 77104 0 0 CLARCOR INC COM 179895107 426 11062 SH SOLE 11062 0 0 CLAIRES STORES INC COM 179584107 249 9841 SH SOLE 9841 0 0 MACK-CALI REALTY CORP COM 554489104 655 18023 SH SOLE 18023 0 0 CLOROX COM 189054109 1358 31853 SH SOLE 31853 0 0 COMERICA INC COM 200340107 1147 24678 SH SOLE 24678 0 0 COMCAST CORP CLASS A (NEW) COM 20030N101 12149 402579 SH SOLE 402579 0 0 CMGI INC COM 125750109 140 93180 SH SOLE 93180 0 0 CLAYTON HOME COM 184190106 537 42848 SH SOLE 42848 0 0 CUMULUS MEDIA INC CL A COM 231082108 228 12200 SH SOLE 12200 0 0 Computer Network Technology Co COM 204925101 95 12084 SH SOLE 12084 0 0 CREDENCE SYSTEMS CORPORATION COM 225302108 393 45834 SH SOLE 45834 0 0 CMS ENERGY CORP COM 125896100 558 68941 SH SOLE 68941 0 0 COMVERSE TECH (NEW) COM 205862402 633 42203 SH SOLE 42203 0 0 COLONIAL BANCGROUP INC COM 195493309 455 32869 SH SOLE 32869 0 0 CONSECO INCORPORATED COM 208464107 0 15400 SH SOLE 15400 0 0 Connetics Corp COM 208192104 225 15007 SH SOLE 15007 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page7 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CNET Networks Inc COM 12613R104 319 53649 SH SOLE 53649 0 0 CNF INC COM 12612W104 293 11577 SH SOLE 11577 0 0 CONMED CORP COM 207410101 338 18432 SH SOLE 18432 0 0 CENTERPOINT ENERGY INC COM 15189T107 397 48735 SH SOLE 48735 0 0 CONEXANT SYSTEMS INC COM 207142100 333 79600 SH SOLE 79600 0 0 Columbia Laboratories Inc COM 197779101 131 11647 SH SOLE 11647 0 0 CORINTHIAN COLLEGES INC COM 218868107 576 11925 SH SOLE 11925 0 0 CAPITAL ONE FINANCIAL CORP. COM 14040H105 1184 24081 SH SOLE 24081 0 0 CABOT OIL & GAS COM 127097103 230 8343 SH SOLE 8343 0 0 COACH INC COM 189754104 1177 23678 SH SOLE 23678 0 0 COHERENT INCORPORATED COM 192479103 336 13863 SH SOLE 13863 0 0 ROCKWELL COLLINS COM 774341101 760 30864 SH SOLE 30864 0 0 3 COM CORP COM 885535104 541 115871 SH SOLE 115871 0 0 COOPER COMP. INC COM 216648402 260 7504 SH SOLE 7504 0 0 CONOCOPHILLIPS COM 20825C104 5387 98307 SH SOLE 98307 0 0 CORVIS CORP COM 221009103 107 73800 SH SOLE 73800 0 0 COSTCO WHOLESALE CORP COM 22160K105 2891 79014 SH SOLE 79014 0 0 CAMPBELL SOUP COMPANY COM 134429109 1444 58967 SH SOLE 58967 0 0 CEPHEID INC COM 15670R107 68 14000 SH SOLE 14000 0 0 CHATEAU COMMUNITIES INC COM 161726104 296 10019 SH SOLE 10019 0 0 CALPINE CORPORATION COM 131347106 241 36592 SH SOLE 36592 0 0 CORN PRODUCTS INTERNATIONAL COM 219023108 373 12444 SH SOLE 12444 0 0 COPART INC COM 217204106 483 51205 SH SOLE 51205 0 0 CHOICEPOINT COM 170388102 765 22162 SH SOLE 22162 0 0 CAPSTONE TURBINE CORP COM 14067D102 14 13045 SH SOLE 13045 0 0 COST PLUS INC COM 221485105 275 7717 SH SOLE 7717 0 0 COMPUWARE CORP COM 205638109 385 67346 SH SOLE 67346 0 0 APPLERA CORP CELERA GENOMICS COM 038020202 167 16207 SH SOLE 16207 0 0 CRAY INC COM 225223106 186 23605 SH SOLE 23605 0 0 CREE RESEARCH INC COM 225447101 499 30739 SH SOLE 30739 0 0 CuraGen Corp COM 23126R101 101 19029 SH SOLE 19029 0 0 CHARLES RIVER LABORATORIES COM 159864107 439 13664 SH SOLE 13664 0 0 Carpenter Technology COM 144285103 215 13791 SH SOLE 13791 0 0 CIRRUS LOGIC INC COM 172755100 137 34353 SH SOLE 34353 0 0 Crown Media Holdings Inc COM 228411104 57 14101 SH SOLE 14101 0 0 CORIXA CORP COM 21887F100 129 16788 SH SOLE 16788 0 0 Caraustar Industries Inc COM 140909102 100 12545 SH SOLE 12545 0 0 COMPUTER SCIENCES CORPORATION COM 205363104 1099 28852 SH SOLE 28852 0 0 CISCO SYS INC COM 17275R102 20246 1205869 SH SOLE 1205869 0 0 CSG SYSTEM INTL INC COM 126349109 424 29893 SH SOLE 29893 0 0 C S X CORPORATION COM 126408103 935 31076 SH SOLE 31076 0 0 CINTAS CORPORATION COM 172908105 1428 40316 SH SOLE 40316 0 0 COOPER TIRE & RUBR CO COM 216831107 594 33774 SH SOLE 33774 0 0 CELL THERAPEUTICS INC COM 150934107 160 16442 SH SOLE 16442 0 0 CENTURYTEL INC COM 156700106 663 19026 SH SOLE 19026 0 0 Centillium Communications Inc COM 152319109 117 11994 SH SOLE 11994 0 0 COGNIZANT TECH SOLUTIONS CRP COM 192446102 425 17457 SH SOLE 17457 0 0 CommScope Inc COM 203372107 354 37290 SH SOLE 37290 0 0 CENTEX CORPORATION COM 152312104 929 11949 SH SOLE 11949 0 0 CITRIX SYSTEMS INC. COM 177376100 775 38068 SH SOLE 38068 0 0 Cuno Inc COM 126583103 267 7395 SH SOLE 7395 0 0 CVB Financial Corp COM 126600105 252 13071 SH SOLE 13071 0 0 COVANCE INC COM 222816100 690 38145 SH SOLE 38145 0 0 CONVERGYS COPR COM 212485106 366 22875 SH SOLE 22875 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page8 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- COVENTRY HEALTH CARE COM 222862104 613 13285 SH SOLE 13285 0 0 CVS CORPORATION COM 126650100 1599 57078 SH SOLE 57078 0 0 CV THERAPEUTICS INC COM 126667104 329 11072 SH SOLE 11072 0 0 CHEVRONTEXACO CORP COM 166764100 11207 155233 SH SOLE 155233 0 0 Crown American Realty Trust COM 228186102 120 11200 SH SOLE 11200 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 407 33940 SH SOLE 33940 0 0 CYBERONICS INC COM 23251P102 218 10132 SH SOLE 10132 0 0 COMMUNITY HEALTH SYSTEMS COM 203668108 435 22600 SH SOLE 22600 0 0 CYMER INC COM 232572107 615 19200 SH SOLE 19200 0 0 CITY NATIONAL CORP. COM 178566105 806 18105 SH SOLE 18105 0 0 CYTYC CORP. COM 232946103 741 70293 SH SOLE 70293 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 507 39383 SH SOLE 39383 0 0 DOMINION RESOURCES INC COM 25746U109 2883 44865 SH SOLE 44865 0 0 Dade Behring Holdings Inc COM 23342J206 232 10300 SH SOLE 10300 0 0 DELTA AIR LINES INC DEL COM 247361108 227 15492 SH SOLE 15492 0 0 DIEBOLD INCORPORATED COM 253651103 904 20905 SH SOLE 20905 0 0 DRESS BARN INCORPORATED COM 261570105 143 11482 SH SOLE 11482 0 0 DECODE GENETICS INC COM 243586104 115 36565 SH SOLE 36565 0 0 DONALDSON COMPANY COM 257651109 632 14232 SH SOLE 14232 0 0 DOUBLECLICK INC COM 258609304 375 40544 SH SOLE 40544 0 0 DANA CORPORATION COM 235811106 162 14048 SH SOLE 14048 0 0 DIME COMMUNITY BANCSHARES COM 253922108 266 10514 SH SOLE 10514 0 0 DOCUMENTUM INC COM 256159104 338 17276 SH SOLE 17276 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 6423 154270 SH SOLE 154270 0 0 DILLARDS INC - CLASS A COM 254067101 552 41034 SH SOLE 41034 0 0 DEERE & COMPANY COM 244199105 1631 35707 SH SOLE 35707 0 0 DELL COMPUTER COM 247025109 14188 445620 SH SOLE 445620 0 0 DEAN FOODS CO. COM 242370104 1068 33936 SH SOLE 33936 0 0 CARDIAC SCIENCE INC COM 141410209 71 26647 SH SOLE 26647 0 0 DOLLAR GENERAL CORPORATION COM 256669102 917 50257 SH SOLE 50257 0 0 DIGITAL INSIGHT COM 25385P106 204 10787 SH SOLE 10787 0 0 QUEST DIAGNOSTICS COM 74834L100 1219 19108 SH SOLE 19108 0 0 D.R. HORTON INC COM 23331A109 1400 49826 SH SOLE 49826 0 0 DANAHER CORPORATION COM 235851102 1234 18136 SH SOLE 18136 0 0 DISNEY WALT CO COM 254687106 5964 302000 SH SOLE 302000 0 0 ECHOSTAR COMM. INC. COM 278762109 767 22162 SH SOLE 22162 0 0 DOW JONES & CO INC COM 260561105 420 9783 SH SOLE 9783 0 0 DIAL CORP COM 25247D101 483 24839 SH SOLE 24839 0 0 DEL MONTE FOODS CO COM 24522P103 118 13435 SH SOLE 13435 0 0 DELTA & PINE LAND CO COM 247357106 214 9738 SH SOLE 9738 0 0 DOLLAR TREE STORES INC COM 256747106 1349 42478 SH SOLE 42478 0 0 DELUXE CORP COM 248019101 344 7679 SH SOLE 7679 0 0 DIMON Inc COM 254394109 121 16977 SH SOLE 16977 0 0 DUN & BRADSTREET CORP COM 26483E100 901 21937 SH SOLE 21937 0 0 DIONEX CORP COM 254546104 320 8072 SH SOLE 8072 0 0 R R DONNELLEY & SON COMPANY COM 257867101 288 11018 SH SOLE 11018 0 0 DOVER CORP COM 260003108 887 29621 SH SOLE 29621 0 0 DOW CHEM CO COM 260543103 4181 135057 SH SOLE 135057 0 0 DIAGNOSTIC PRODUCTS CORP COM 252450101 566 13800 SH SOLE 13800 0 0 DELPHI CORPORATION COM 247126105 653 75710 SH SOLE 75710 0 0 DPL INCORPORATED (HOLDING CO) COM 233293109 762 47845 SH SOLE 47845 0 0 DARDEN RESTAURANTS INC WI COM 237194105 887 46742 SH SOLE 46742 0 0 DIGITL RIVER INC COM 25388B104 229 11994 SH SOLE 11994 0 0 DURECT CORPORATION COM 266605104 35 14903 SH SOLE 14903 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page9 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DREYERS GRAND ICE CREAM INC COM 261877104 332 4234 SH SOLE 4234 0 0 DSP GROUP INC COM 23332B106 267 12308 SH SOLE 12308 0 0 Quantum Corp COM 747906204 507 125324 SH SOLE 125324 0 0 DST SYSTEMS INC COM 233326107 1298 34166 SH SOLE 34166 0 0 DTE ENERGY CO. COM 233331107 1073 27777 SH SOLE 27777 0 0 DUKE ENERGY CORP COM 264399106 2629 131797 SH SOLE 131797 0 0 DEVRY INC DEL COM 251893103 499 21454 SH SOLE 21454 0 0 DEVON ENERGY CORP COM 25179M103 1783 33408 SH SOLE 33408 0 0 Diversa Corp COM 255064107 145 15209 SH SOLE 15209 0 0 Dycom Industries Inc COM 267475101 494 30358 SH SOLE 30358 0 0 DYNEGY INC COM 26816Q101 134 31993 SH SOLE 31993 0 0 EGL INC COM 268484102 458 30150 SH SOLE 30150 0 0 ENERGY EAST CORPORATION COM 29266M109 1070 51556 SH SOLE 51556 0 0 Engineered Support Systems Inc COM 292866100 226 5424 SH SOLE 5424 0 0 BRINKER INTERNATIONAL INC COM 109641100 1116 31002 SH SOLE 31002 0 0 EBAY INC COM 278642103 5756 55355 SH SOLE 55355 0 0 ENGLEHARD CORPORATION COM 292845104 494 19980 SH SOLE 19980 0 0 ECOLAB INC COM 278865100 906 35399 SH SOLE 35399 0 0 Eclipsys Corp COM 278856109 169 16109 SH SOLE 16109 0 0 CONSOLIDATED EDISON INC COM 209115104 1389 32109 SH SOLE 32109 0 0 EDUCATION MANAGEMENT COM 28139T101 321 6056 SH SOLE 6056 0 0 ELECTRONIC DATA SYSTEMS CORP. COM 285661104 1501 70005 SH SOLE 70005 0 0 EL PASO ELECTRIC CO. COM 283677854 142 11540 SH SOLE 11540 0 0 E-LOAN INC COM 26861P107 65 11900 SH SOLE 11900 0 0 EFUNDS CORP COM 28224R101 247 21455 SH SOLE 21455 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 514 25493 SH SOLE 25493 0 0 EQUIFAX INCORPORATED COM 294429105 756 29100 SH SOLE 29100 0 0 ENERGEN CORPORATION COM 29265N108 414 12454 SH SOLE 12454 0 0 EDISON INTERNATIONAL COM 281020107 738 44959 SH SOLE 44959 0 0 EASTMAN KODAK COMPANY COM 277461109 1281 46852 SH SOLE 46852 0 0 EARTHLINK INC COM 270321102 434 54386 SH SOLE 54386 0 0 ECHELON CORP COM 27874N105 169 12152 SH SOLE 12152 0 0 CALLAWAY GOLF CO COM 131193104 677 51257 SH SOLE 51257 0 0 E M C CORP MASS COM 268648102 3236 309075 SH SOLE 309075 0 0 EMMIS COMMUNICATIONS CORP COM 291525103 806 34886 SH SOLE 34886 0 0 EASTMAN CHEMICAL COMPANY COM 277432100 445 14064 SH SOLE 14064 0 0 EMERSON ELECTRIC CO COM 291011104 3134 61339 SH SOLE 61339 0 0 Encysive Pharmaceuticals Inc COM 29256X107 54 11368 SH SOLE 11368 0 0 Equity Inns Inc COM 294703103 139 20172 SH SOLE 20172 0 0 ENERGIZER HOLDINGS COM 29266R108 816 25996 SH SOLE 25996 0 0 ENTERIS INC COM 29362U104 278 20629 SH SOLE 20629 0 0 ENTRUST INC. COM 293848107 46 16466 SH SOLE 16466 0 0 ENZON PHARMACEUTICALS INC COM 293904108 233 18628 SH SOLE 18628 0 0 EOG RESOURCES INC COM 26875P101 516 12333 SH SOLE 12333 0 0 EQUITY OFFICE PROPERTIES TR COM 294741103 1712 63418 SH SOLE 63418 0 0 EL PASO CORPORATION COM 28336L109 704 87172 SH SOLE 87172 0 0 Epicor Software Corp COM 29426L108 66 11000 SH SOLE 11000 0 0 E.PIPHANY INC COM 26881V100 148 29103 SH SOLE 29103 0 0 EQUITY RESIDENTIAL COM 29476L107 1040 40101 SH SOLE 40101 0 0 EQUITABLE RESOURCES INC COM 294549100 850 20886 SH SOLE 20886 0 0 EARTHSHELL CORP COM 27032B100 5 12453 SH SOLE 12453 0 0 ELECTRONIC ARTS COM 285512109 2656 35950 SH SOLE 35950 0 0 EXTENDED STAY AMERICAN INC COM 30224P101 797 59123 SH SOLE 59123 0 0 ELECTRO SCIENTIFIC IND COM 285229100 167 11016 SH SOLE 11016 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page10 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ESPEED IN CL-A COM 296643109 342 17342 SH SOLE 17342 0 0 ESPERION THERAPEUTICS INC COM 29664R106 234 12071 SH SOLE 12071 0 0 EXPRESS SCRIPTS INC COM COM 302182100 1937 28324 SH SOLE 28324 0 0 Essex Property Trust Inc COM 297178105 364 6359 SH SOLE 6359 0 0 ESS Technology COM 269151106 204 21016 SH SOLE 21016 0 0 ENSCO INTERNATIONAL INC COM 26874Q100 1192 44333 SH SOLE 44333 0 0 E*TRADE GROUP INC COM 269246104 846 99556 SH SOLE 99556 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 869 17742 SH SOLE 17742 0 0 EATON CORPORATION COM 278058102 289 3684 SH SOLE 3684 0 0 ENTERGY CORP COM 29364G103 1854 35127 SH SOLE 35127 0 0 ENTERASYS NETWORKS INC COM 293637104 211 69670 SH SOLE 69670 0 0 EATON VANCE CORP COM 278265103 666 21084 SH SOLE 21084 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 550 17134 SH SOLE 17134 0 0 EAST WEST BANCORP COM 27579R104 366 10145 SH SOLE 10145 0 0 EXAR CORP COM 300645108 267 17158 SH SOLE 17158 0 0 EXELON CORPORATION COM 30161N101 2793 46707 SH SOLE 46707 0 0 EXELIXIS INC COM 30161Q104 141 20570 SH SOLE 20570 0 0 EXULT INC COM 302284104 169 19853 SH SOLE 19853 0 0 EXPEDITORS INTL WASH INC COM 302130109 1174 34086 SH SOLE 34086 0 0 EXTREME NETWORKS INC COM 30226D106 228 43374 SH SOLE 43374 0 0 Visx Inc COM 92844S105 520 29989 SH SOLE 29989 0 0 FORD MOTOR COMPANY COM 345370860 2812 255943 SH SOLE 255943 0 0 FORD FRACTIONAL SHARES COM DEF370866 0 89600 SH SOLE 89600 0 0 FIRST AMERICAN CORPORATION COM 318522307 842 31963 SH SOLE 31963 0 0 FalconStor Software Inc COM 306137100 102 15401 SH SOLE 15401 0 0 FASTENALL COM 311900104 1102 32344 SH SOLE 32344 0 0 FLEET BOSTON FINANCIAL CORP COM 339030108 4936 166173 SH SOLE 166173 0 0 FURNITURE BRANDS INTL INC COM 360921100 461 17673 SH SOLE 17673 0 0 FUELCELL ENERGY INC COM 35952H106 127 15612 SH SOLE 15612 0 0 First Commonwealth Financial C COM 319829107 309 23881 SH SOLE 23881 0 0 FelCor Lodging Trust Inc COM 31430F101 138 17681 SH SOLE 17681 0 0 FTI CONSULTING INC COM 302941109 335 13439 SH SOLE 13439 0 0 FIRST CTZNS BANCSHARES INC NC COM 31946M103 284 2820 SH SOLE 2820 0 0 FAIRCHILD SEMICON INTL-CL A COM 303726103 441 34548 SH SOLE 34548 0 0 FIRST CHARTER CORP COM 319439105 251 14271 SH SOLE 14271 0 0 FREEPORT MCMORAN COPPER & COM 35671D857 380 15540 SH SOLE 15540 0 0 FEDERATED DEPT. STORES INC. COM 31410H101 1043 28320 SH SOLE 28320 0 0 FIRST DATA CORP COM 319963104 4607 111184 SH SOLE 111184 0 0 FAMILY DOLLAR STORES COM 307000109 949 24889 SH SOLE 24889 0 0 FEDEX CORP COM 31428X106 2752 44377 SH SOLE 44377 0 0 FIRST ENERGY CORP COM 337932107 1573 40913 SH SOLE 40913 0 0 First Financial Bancorp COM 320209109 266 16831 SH SOLE 16831 0 0 First Financial Bankshares Inc COM 32020R109 238 7130 SH SOLE 7130 0 0 FIRST HEALTH GROUP CORP COM 320960107 1106 40050 SH SOLE 40050 0 0 FAIR,ISSAC CORP COM 303250104 644 12528 SH SOLE 12528 0 0 FEDERATED INVESTORS INC COM 314211103 498 18191 SH SOLE 18191 0 0 FILENET COM 316869106 275 15328 SH SOLE 15328 0 0 FISERVE INC COM 337738108 1912 53634 SH SOLE 53634 0 0 FIFTH THIRD BANCORP COM 316773100 4589 79927 SH SOLE 79927 0 0 FLEXTRONICS INTL LTD COM Y2573F102 379 36429 SH SOLE 36429 0 0 FLIR SYSTEMS INC COM 302445101 441 14654 SH SOLE 14654 0 0 FLUOR CORP COM 343412102 464 13809 SH SOLE 13809 0 0 FLOWSERVE CORP. COM 34354P105 754 38345 SH SOLE 38345 0 0 F&M Bancorp/Frederick MD COM 302367107 225 4573 SH SOLE 4573 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page11 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- F M C CORPORATION COM 302491303 303 13426 SH SOLE 13426 0 0 FIRST MERIT CORP COM 337915102 510 22390 SH SOLE 22390 0 0 FREEMARKETS INC COM 356602102 125 18060 SH SOLE 18060 0 0 Fremont General Corp COM 357288109 276 20149 SH SOLE 20149 0 0 FIDELITY NATL FINANCIAL COM 316326107 1296 42147 SH SOLE 42147 0 0 FIRST NIAGARA FINANCIAL GRP COM 33582V108 153 11025 SH SOLE 11025 0 0 FANNIE MAE COM 313586109 9990 148145 SH SOLE 148145 0 0 FINISAR CORP COM 31787A101 71 46582 SH SOLE 46582 0 0 FORTUNE BRANDS INC COM 349631101 1346 25790 SH SOLE 25790 0 0 First Oak Brook Bancshares Inc COM 335847208 207 6279 SH SOLE 6279 0 0 FERRO CORPORATION COM 315405100 405 18011 SH SOLE 18011 0 0 SPRINT CORP COM 852061100 1870 129891 SH SOLE 129891 0 0 FPL GROUP INCORPORATED COM 302571104 1634 24452 SH SOLE 24452 0 0 First Industrial Realty Trust COM 32054K103 736 23300 SH SOLE 23300 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 5194 102324 SH SOLE 102324 0 0 FREDS INC CL A COM 356108100 378 10112 SH SOLE 10112 0 0 Frontier Airlines Inc COM 359065109 132 14666 SH SOLE 14666 0 0 FOREST LABORATORIES INC COM 345838106 2973 54311 SH SOLE 54311 0 0 Federal Signal Corp COM 313855108 584 33295 SH SOLE 33295 0 0 FOREST OIL CORP COM 346091705 827 32960 SH SOLE 32960 0 0 Frontier Financial Corp COM 35907K105 200 7148 SH SOLE 7148 0 0 FMC TECHNOLOGIES INC COM 30249U101 356 16937 SH SOLE 16937 0 0 FIRST TENNESSEE NATIONAL CORP COM 337162101 1084 24701 SH SOLE 24701 0 0 H.B.FULLER COMPANY COM 359694106 303 13783 SH SOLE 13783 0 0 FIRST VIRGINIA BANKS INC COM 337477103 837 19431 SH SOLE 19431 0 0 GILLETTE COMPANY COM 375766102 5063 158914 SH SOLE 158914 0 0 NICOR INCORPORATED COM 654086107 251 6774 SH SOLE 6774 0 0 WILSON GREATBATCH TECHNOLOGY COM 972232102 213 5915 SH SOLE 5915 0 0 GREATER BAY BANCORP COM 391648102 714 35644 SH SOLE 35644 0 0 Glacier Bancorp Inc COM 37637Q105 220 8940 SH SOLE 8940 0 0 GANNETT COMPANY INCORPORATED COM 364730101 2651 34516 SH SOLE 34516 0 0 GENERAL DYNAMICS CORPORATION COM 369550108 2119 29236 SH SOLE 29236 0 0 GUIDANT CORP COM 401698105 1873 42198 SH SOLE 42198 0 0 GOLDEN WEST FINANCIAL CORP COM 381317106 1551 19396 SH SOLE 19396 0 0 GENERAL ELECTRIC COMPANY COM 369604103 42300 1474905 SH SOLE 1474905 0 0 GENZYME CORP COM 372917104 2204 52674 SH SOLE 52674 0 0 GERON CORP COM 374163103 88 12191 SH SOLE 12191 0 0 GENESIS HEALTH VENTURES COM 37183F107 223 12708 SH SOLE 12708 0 0 GILEAD SCIENCES INC COM 375558103 4008 72166 SH SOLE 72166 0 0 GENERAL MILLS INCORPORATED COM 370334104 2644 55782 SH SOLE 55782 0 0 G & K SERVICES INCORPORATED COM 361268105 240 8157 SH SOLE 8157 0 0 Global Industries Ltd COM 379336100 147 30610 SH SOLE 30610 0 0 Gold Banc Corp Inc COM 379907108 120 11524 SH SOLE 11524 0 0 Gene Logic Inc COM 368689105 79 13432 SH SOLE 13432 0 0 GREAT LAKES CHEMICAL CORP COM 390568103 417 20471 SH SOLE 20471 0 0 Glatfelter COM 377316104 175 11919 SH SOLE 11919 0 0 CORNING INC COM 219350105 1309 177189 SH SOLE 177189 0 0 GENERAL MTRS CORP COM 370442105 2890 80290 SH SOLE 80290 0 0 GATX CORPORATION COM 361448103 512 31338 SH SOLE 31338 0 0 General Communication COM 369385109 122 14056 SH SOLE 14056 0 0 GENESIS MICROCHIP INC COM 37184C103 151 11223 SH SOLE 11223 0 0 GENTA INC COM 37245M207 242 18204 SH SOLE 18204 0 0 GENTEX CORPORATION COM 371901109 984 32115 SH SOLE 32115 0 0 GEORGIA PACIFIC CORPORATION COM 373298108 636 33607 SH SOLE 33607 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page12 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GENIUNE PARTS COMPANY COM 372460105 551 17226 SH SOLE 17226 0 0 GEN-PROBE INC COM 36866T103 303 7400 SH SOLE 7400 0 0 GAP INCORPORATED COM 364760108 2382 126997 SH SOLE 126997 0 0 GREENPOINT FINANCIAL CORP COM 395384100 1451 28485 SH SOLE 28485 0 0 GOODRICH CORP COM 382388106 359 17110 SH SOLE 17110 0 0 W.R. GRACE & CO. COM 38388F108 105 23820 SH SOLE 23820 0 0 Grey Global Group Inc COM 39787M108 228 295 SH SOLE 295 0 0 GRANT PRIDECO INC COM 38821G101 435 37022 SH SOLE 37022 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 5442 64980 SH SOLE 64980 0 0 GLOBESPANVIRATA INC COM 37957V106 426 51075 SH SOLE 51075 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 388 73986 SH SOLE 73986 0 0 GrafTech International Ltd COM 384313102 122 22557 SH SOLE 22557 0 0 GTECH HLDGS CORP COM 400518106 621 16504 SH SOLE 16504 0 0 Gray Television Inc COM 389375106 183 14800 SH SOLE 14800 0 0 GATEWAY INC COM 367626108 500 137210 SH SOLE 137210 0 0 GRANITE CONSTRUCTION INC COM 387328107 386 20189 SH SOLE 20189 0 0 GREY WOLF INC COM 397888108 318 78940 SH SOLE 78940 0 0 W W GRAINGER INC COM 384802104 752 16089 SH SOLE 16089 0 0 GREAT PLAINS ENERGY INC COM 391164100 607 21019 SH SOLE 21019 0 0 HAIN CELESTIAL GROUP INT COM 405217100 160 10064 SH SOLE 10064 0 0 HALLIBURTON CO (HOLDING CO) COM 406216101 1433 62346 SH SOLE 62346 0 0 HANDSPRING INC COM 410293104 24 22081 SH SOLE 22081 0 0 Harbor Florida Bancshares Inc COM 411901101 286 11960 SH SOLE 11960 0 0 HASBRO INCORPORATED COM 418056107 385 22060 SH SOLE 22060 0 0 HILLENBRAND INDUSTRIES INC COM 431573104 1189 23578 SH SOLE 23578 0 0 HUNTINGTON BANCSHARES COM 446150104 903 46303 SH SOLE 46303 0 0 Hancock Holding Co COM 410120109 308 6591 SH SOLE 6591 0 0 HANOVER COMPRESSOR CO. COM 410768105 384 33986 SH SOLE 33986 0 0 HCA INC COM 404119109 2562 79982 SH SOLE 79982 0 0 HCC INSURANCE HOLDINGS INC COM 404132102 469 15891 SH SOLE 15891 0 0 Health Care REIT Inc COM 42217K106 277 9106 SH SOLE 9106 0 0 MANOR CARE INC COM 564055101 302 12082 SH SOLE 12082 0 0 Healthcare Services Group COM 421906108 137 10015 SH SOLE 10015 0 0 HOME DEPOT INCORPORATED COM 437076102 11204 338306 SH SOLE 338306 0 0 HARLEY DAVIDSON INCORPORATED COM 412822108 1824 45770 SH SOLE 45770 0 0 HEADWATERS INC COM 42210P102 158 10892 SH SOLE 10892 0 0 HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 508 11101 SH SOLE 11101 0 0 HELIX TECHNOLOGY CORP COM 423319102 165 12616 SH SOLE 12616 0 0 HARRAHS ENT. INC. COM 413619107 688 17114 SH SOLE 17114 0 0 HARLEYSVILLE CORP COM 412824104 289 12566 SH SOLE 12566 0 0 Hooper Holmes Inc COM 439104100 103 16136 SH SOLE 16136 0 0 HARTE-HANKS INC COM 416196103 565 29772 SH SOLE 29772 0 0 HIBERNIA CORP CL A COM 428656102 1176 64782 SH SOLE 64782 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 2225 44187 SH SOLE 44187 0 0 HIGHWOOD PROPERTIES INC COM 431284108 512 23000 SH SOLE 23000 0 0 HECLA MINING COMPANY COM 422704106 224 52969 SH SOLE 52969 0 0 HARMONIC INC. COM 413160102 104 25674 SH SOLE 25674 0 0 HILTON HOTELS CORPORATION COM 432848109 682 53334 SH SOLE 53334 0 0 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 407 23447 SH SOLE 23447 0 0 HEALTH MGMT ASSOC INC COM 421933102 675 36601 SH SOLE 36601 0 0 HORACE MANN EDUCATORS CORP COM 440327104 305 18942 SH SOLE 18942 0 0 Harleysville National Corp COM 412850109 204 7577 SH SOLE 7577 0 0 HON INDUSTRIES INCORPORATED COM 438092108 542 17791 SH SOLE 17791 0 0 Harvest Natural Resources Inc COM 41754V103 78 12392 SH SOLE 12392 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page13 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HEALTH NET INC COM 42222G108 1139 34577 SH SOLE 34577 0 0 H.J.HEINZ COMPANY COM 423074103 1551 47031 SH SOLE 47031 0 0 Homestore Inc COM 437852106 60 35446 SH SOLE 35446 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 3357 125063 SH SOLE 125063 0 0 STARWOOD HOTELS & RESORTS COM 85590A203 809 28297 SH SOLE 28297 0 0 HOT TOPIC INC COM 441339108 408 15160 SH SOLE 15160 0 0 HELMERICH & PAYNE INCORPORATE COM 423452101 556 19042 SH SOLE 19042 0 0 HERCULES INCORPORATED COM 427056106 693 70070 SH SOLE 70070 0 0 Harris Interactive Inc COM 414549105 86 13335 SH SOLE 13335 0 0 HEWLETT-PACKARD INCORPORATED COM 428236103 9558 448748 SH SOLE 448748 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 672 21533 SH SOLE 21533 0 0 BLOCK H & R INC COM 093671105 1223 28293 SH SOLE 28293 0 0 Hudson River Bancorp COM 444128102 200 7181 SH SOLE 7181 0 0 HILB ROGALL & HAMILTON CORP COM 431294107 315 9271 SH SOLE 9271 0 0 GEORGE A HORMEL & COMPANY COM 440452100 1022 43158 SH SOLE 43158 0 0 HARRIS CORPORATION COM 413875105 582 19374 SH SOLE 19374 0 0 HARSCO CORPORATION COM 415864107 495 13753 SH SOLE 13753 0 0 HENRY SCHEIN INC. COM 806407102 832 15858 SH SOLE 15858 0 0 Hispanic Broadcasting Corp COM 43357B104 3225 126738 SH SOLE 126738 0 0 HERSHEY FOODS CORP COM 427866108 1386 19900 SH SOLE 19900 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 320 9680 SH SOLE 9680 0 0 HEARTLAND EXPRESS INC COM 422347104 307 13593 SH SOLE 13593 0 0 HUBBELL INC CLASS B COM 443510201 437 13218 SH SOLE 13218 0 0 HUGHES SUPPLY INCORPORATED COM 444482103 226 6530 SH SOLE 6530 0 0 HUMANA INC COM 444859102 187 12409 SH SOLE 12409 0 0 Hexcel Corp COM 428291108 35 11154 SH SOLE 11154 0 0 HYPERION SOLUTIONS INC COM 44914M104 545 16184 SH SOLE 16184 0 0 InterActiveCorp COM 45840Q101 1364 34692 SH SOLE 34692 0 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 350 27590 SH SOLE 27590 0 0 INDEPENDENT BANK CORP MICH COM 453838104 212 8263 SH SOLE 8263 0 0 INTL BUSINESS MACHINES INC COM 459200101 20612 249844 SH SOLE 249844 0 0 INDEPENDENCE COMMUNITY BANK COM 453414104 459 16333 SH SOLE 16333 0 0 INSIGHT COMMUNICATIONS INC COM 45768V108 223 16773 SH SOLE 16773 0 0 ICN PHARM. COM 448924100 342 20454 SH SOLE 20454 0 0 INACOM CORP COM 45323G109 0 27479 SH SOLE 27479 0 0 IDACORP INC COM 451107106 779 29682 SH SOLE 29682 0 0 Indevus Pharmaceuticals Inc COM 454072109 93 15054 SH SOLE 15054 0 0 IDENTIX INC COM 451906101 224 35411 SH SOLE 35411 0 0 IDEC PHARMACUETICAL COM 449370105 1936 57028 SH SOLE 57028 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 356 32363 SH SOLE 32363 0 0 Integrated Electrical Services COM 45811E103 73 10144 SH SOLE 10144 0 0 INTL FLAVORS & FRAGRANCES INC COM 459506101 395 12395 SH SOLE 12395 0 0 INVESTORS FINANCIAL COM 461915100 562 19371 SH SOLE 19371 0 0 Insignia Financial Group Inc COM 45767A105 4231 380866 SH SOLE 380866 0 0 Interface Inc COM 458665106 87 18888 SH SOLE 18888 0 0 IGEN INC COM 449536101 216 6914 SH SOLE 6914 0 0 I M C GLOBAL INC COM 449669100 601 89584 SH SOLE 89584 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1027 10037 SH SOLE 10037 0 0 Aquila Inc COM 03840P102 299 116235 SH SOLE 116235 0 0 Ilex Oncology Inc COM 451923106 275 14242 SH SOLE 14242 0 0 IMMUNOGEN INC COM 45253H101 73 17133 SH SOLE 17133 0 0 IMPAC Mortgage Holdings Inc COM 45254P102 169 10162 SH SOLE 10162 0 0 IMMUNOMEDICS INC COM 452907108 152 24164 SH SOLE 24164 0 0 Infonet Services Corp COM 45666T106 34 21417 SH SOLE 21417 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page14 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- INCYTE CORPORATION COM 45337C102 174 35952 SH SOLE 35952 0 0 INDIGO CONTIGENT VALUE RIGHT C COM 428CVR997 0 18154 SH SOLE 18154 0 0 HEWLETT PACKARD/INDIGO CVR FRACCOM ECJCVR992 1 121327 SH SOLE 121327 0 0 INFORMATICA INC COM 45666Q102 186 26891 SH SOLE 26891 0 0 InFocus Corp COM 45665B106 102 21791 SH SOLE 21791 0 0 INTERGRAPH CORPORATION COM 458683109 498 23558 SH SOLE 23558 0 0 INTERLAND INC COM 458727104 56 58021 SH SOLE 58021 0 0 Insituform Technologies Inc COM 457667103 187 10648 SH SOLE 10648 0 0 INTEL CORP COM 458140100 23665 1137227 SH SOLE 1137227 0 0 Intelidata Technologies Corp COM 45814T107 38 12868 SH SOLE 12868 0 0 INTER TEL INC CLASS A FORMERL COM 458372109 230 10773 SH SOLE 10773 0 0 INTUIT INC COM 461202103 2131 47786 SH SOLE 47786 0 0 Input/Output Inc COM 457652105 101 18801 SH SOLE 18801 0 0 Iomega Corp COM 462030305 177 16727 SH SOLE 16727 0 0 INTERNATIONAL PAPER COMPANY COM 460146103 2553 71461 SH SOLE 71461 0 0 INTERPUBLIC GROUP OF COMPANIE COM 460690100 629 47082 SH SOLE 47082 0 0 IMPAX LABORATORIES INC COM 45256B101 131 10976 SH SOLE 10976 0 0 INGERSOLL-RAND CO-A COM G4776G101 1197 25297 SH SOLE 25297 0 0 Investors Real Estate Trust COM 461730103 137 12925 SH SOLE 12925 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 493 18397 SH SOLE 18397 0 0 INTL SPEEDWAY CORP CLASS A COM 460335201 631 15972 SH SOLE 15972 0 0 INTERSIL CORPORATION COM COM 46069S109 1113 41844 SH SOLE 41844 0 0 ISIS PHARMACEUTICAL COM 464330109 120 22613 SH SOLE 22613 0 0 INTUITIVE SURGICAL INC COM 46120E107 121 16048 SH SOLE 16048 0 0 Integrated Silicon Solutions I COM 45812P107 88 12727 SH SOLE 12727 0 0 INTERNET SECURITY SYSTEMS INC COM 46060X107 453 31836 SH SOLE 31836 0 0 GARTNER INC COM 366651107 197 26032 SH SOLE 26032 0 0 GARTNER INC CLASS B COM 366651206 249 33311 SH SOLE 33311 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 559 30056 SH SOLE 30056 0 0 ITRON INC COM 465741106 209 9726 SH SOLE 9726 0 0 ITT INDUSTRIES INC COM 450911102 945 14446 SH SOLE 14446 0 0 ILLINOIS TOOLS WORKS INC COM 452308109 3400 51643 SH SOLE 51643 0 0 INVACARE CORP COM 461203101 366 11097 SH SOLE 11097 0 0 IVAX CORP FORMERLY IVACO INDS COM 465823102 984 55165 SH SOLE 55165 0 0 iShares Russell 2000 Index FundCOM 464287655 22048 248019 SH SOLE 248019 0 0 INTERWOVEN INC COM 46114T102 92 41861 SH SOLE 41861 0 0 J B HUNT TRANSPORT SERVICES COM 445658107 444 11679 SH SOLE 11679 0 0 JABIL CIRCUIT INC COM 466313103 611 27662 SH SOLE 27662 0 0 JACK IN THE BOX INC COM 466367109 243 10925 SH SOLE 10925 0 0 JOHNSON CONTROLS INCORPORATED COM 478366107 965 11279 SH SOLE 11279 0 0 PENNEY (J.C.) CO COM 708160106 867 51510 SH SOLE 51510 0 0 JDA SOFTWARE GROUP INC. COM 46612K108 204 18396 SH SOLE 18396 0 0 J.D. EDWARDS & CO. COM 281667105 7539 526846 SH SOLE 526846 0 0 JDS UNIPHASE CORP COM 46612J101 1147 328136 SH SOLE 328136 0 0 JACOBS ENGINEERING GROUP INC COM 469814107 610 14486 SH SOLE 14486 0 0 JOHN H HARLAND COMPANY COM 412693103 209 8020 SH SOLE 8020 0 0 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 1180 38415 SH SOLE 38415 0 0 Jacuzzi Brands Inc COM 469865109 117 22297 SH SOLE 22297 0 0 HENRY JACK & ASSOCIATES COM 426281101 541 30254 SH SOLE 30254 0 0 JLG Industries Inc COM 466210101 103 15191 SH SOLE 15191 0 0 JOHNSON & JOHNSON INCORPORATE COM 478160104 22403 433342 SH SOLE 433342 0 0 JUNIPER NETWORKS INC COM 48203R104 209 16780 SH SOLE 16780 0 0 JANUS CAPITAL GROUP INC COM 47102X105 536 32730 SH SOLE 32730 0 0 JONES APPAREL GROUP INC COM 480074103 627 21450 SH SOLE 21450 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page15 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Joy Global Inc COM 481165108 294 19921 SH SOLE 19921 0 0 JEFFERSON PILOT CORP COM 475070108 983 23720 SH SOLE 23720 0 0 JPMORGAN CHASE & CO COM 46625H100 9757 285479 SH SOLE 285479 0 0 NORDSTROM INCORPORATED COM 655664100 367 18819 SH SOLE 18819 0 0 KELLOGG CO COM 487836108 2047 59575 SH SOLE 59575 0 0 Kimball International COM 494274103 231 14891 SH SOLE 14891 0 0 KB HOME COM 48666K109 277 4477 SH SOLE 4477 0 0 KEANE INC COM 486665102 395 29031 SH SOLE 29031 0 0 Kelly Services Inc COM 488152208 434 18299 SH SOLE 18299 0 0 KEMET CORP COM 488360108 703 69669 SH SOLE 69669 0 0 KEYCORP (NEW) COM 493267108 1718 68001 SH SOLE 68001 0 0 Korn/Ferry International COM 500643200 145 17976 SH SOLE 17976 0 0 KING PHARMACEUTICALS COM 495582108 615 41696 SH SOLE 41696 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 441 10732 SH SOLE 10732 0 0 KLA INSTRUMENTS CORP COM 482480100 2186 47072 SH SOLE 47072 0 0 KULICKE & SOFFA IND COM 501242101 145 22773 SH SOLE 22773 0 0 KIMBERLY-CLARK CORPORATION COM 494368103 3780 72504 SH SOLE 72504 0 0 KERR MCGEE CORP COM 492386107 634 14171 SH SOLE 14171 0 0 KINDER MORGAN INC COM 49455P101 945 17306 SH SOLE 17306 0 0 KENNAMETAL INC COM 489170100 835 24697 SH SOLE 24697 0 0 CARMAX INC COM 143130102 747 24806 SH SOLE 24806 0 0 Knight Transportation Inc COM 499064103 312 12597 SH SOLE 12597 0 0 COCA COLA CO COM 191216100 17005 366415 SH SOLE 366415 0 0 KOPIN CORP COM 500600101 194 31755 SH SOLE 31755 0 0 KROGER COMPANY COM 501044101 1859 111499 SH SOLE 111499 0 0 MBNA CORP COM 55262L100 3897 187007 SH SOLE 187007 0 0 KNIGHT RIDDER INC COM 499040103 610 8863 SH SOLE 8863 0 0 KROLL INC COM 501049100 315 11676 SH SOLE 11676 0 0 KRONOS INC COM 501052104 408 8041 SH SOLE 8041 0 0 KEYSPAN CORP COM 49337W100 795 22437 SH SOLE 22437 0 0 KOHLS CORP COM 500255104 2631 51219 SH SOLE 51219 0 0 KANSAS CITY SOUTHERN COM 485170302 175 14611 SH SOLE 14611 0 0 K-SWISS INC CLASS A COM 482686102 210 6092 SH SOLE 6092 0 0 LABRANCHE & COMPANY COM 505447102 440 21309 SH SOLE 21309 0 0 LANCASTER COLONY CORP COM 513847103 417 10787 SH SOLE 10787 0 0 LIBERTY CORP COMMON S.C. COM 530370105 203 4795 SH SOLE 4795 0 0 LONGS DRUG STORES INC COM 543162101 374 22531 SH SOLE 22531 0 0 LEAR CORPORATION COM 521865105 876 19052 SH SOLE 19052 0 0 LINCOLN ELECTRIC (NEW) COM 533900106 273 13408 SH SOLE 13408 0 0 LEE ENTERPRISES INCORPORATED COM 523768109 473 12620 SH SOLE 12620 0 0 LEGGETT & PLATT INCORPORATED COM 524660107 696 33952 SH SOLE 33952 0 0 LEHMAN BROTHERS HLDGS INC COM 524908100 2068 31122 SH SOLE 31122 0 0 LENNAR CORP CLASS A COMMON COM 526057104 1660 23216 SH SOLE 23216 0 0 Lexicon Genetics Inc/tx COM 528872104 97 14843 SH SOLE 14843 0 0 LEXAR MEDIA INC COM 52886P104 149 15837 SH SOLE 15837 0 0 Longview Fibre Co COM 543213102 261 31834 SH SOLE 31834 0 0 LANDAMERICA FINANCIAL GROUP COM 514936103 235 4961 SH SOLE 4961 0 0 LIGAND PHARMACUTICALS INC. COM 53220K207 283 20833 SH SOLE 20833 0 0 Legato Systems Inc COM 524651106 619 73611 SH SOLE 73611 0 0 LENNOX INTERNATIONAL INC COM 526107107 255 19817 SH SOLE 19817 0 0 LINENS 'N THINGS COM 535679104 243 10307 SH SOLE 10307 0 0 LIZ CLAIBORNE INC COM 539320101 446 12661 SH SOLE 12661 0 0 La Jolla Pharmaceutical Co COM 503459109 50 15391 SH SOLE 15391 0 0 L-3 COMMUNICATIONS HLDGS COM 502424104 1250 28761 SH SOLE 28761 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page16 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LINEAR TECHNOLOGY CORP COM 535678106 2438 75296 SH SOLE 75296 0 0 ELI LILLY & COMPANY COM 532457108 10844 157242 SH SOLE 157242 0 0 LEGG MASON COM 524901105 1355 20875 SH SOLE 20875 0 0 LOCKHEED MARTIN CORP COM 539830109 3139 65990 SH SOLE 65990 0 0 LINCOLN NATIONAL CORPORATION COM 534187109 778 21846 SH SOLE 21846 0 0 Lance Inc COM 514606102 159 17524 SH SOLE 17524 0 0 LINCARE HOLDINGS INC COM 532791100 1212 38347 SH SOLE 38347 0 0 ALLIANT ENERGY CORP COM 018802108 502 26393 SH SOLE 26393 0 0 LOOKSMART LTD COM 543442107 87 31398 SH SOLE 31398 0 0 LOWES COS INCORPORATED COM 548661107 5002 116480 SH SOLE 116480 0 0 LIFEPOINT HOSPITALS COM 53219L109 506 23998 SH SOLE 23998 0 0 LOUISIANA-PACIFIC CORPORATION COM 546347105 521 48136 SH SOLE 48136 0 0 La Quinta Corp COM 50419U202 224 52136 SH SOLE 52136 0 0 LAM RESEARCH CORP COM 512807108 708 38887 SH SOLE 38887 0 0 LABOR READY INC (NEW) COM 505401208 91 12757 SH SOLE 12757 0 0 Liberty Property Trust COM 531172104 920 26605 SH SOLE 26605 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 613 74001 SH SOLE 74001 0 0 LSI LOGIC CORPORATION COM 502161102 365 51558 SH SOLE 51558 0 0 LANDSTAR SYSTEMS INC COM 515098101 501 8022 SH SOLE 8022 0 0 Lightbridge Inc COM 532226107 106 12344 SH SOLE 12344 0 0 LIMITED BRANDS INC. COM 532716107 1161 74911 SH SOLE 74911 0 0 LOEWS CORPORATION COM 540424108 1256 26571 SH SOLE 26571 0 0 LTX CORPORATION COM 502392103 309 35859 SH SOLE 35859 0 0 LUCENT TECHNOLOGY COM 549463107 1175 578995 SH SOLE 578995 0 0 LEUCADIA NATIONAL CORPORATION COM 527288104 644 17363 SH SOLE 17363 0 0 SOUTHWEST AIRLINES COM 844741108 1942 112917 SH SOLE 112917 0 0 LEXMARK INTERNATIONAL, INC COM 529771107 1301 18392 SH SOLE 18392 0 0 Lexington Corporate Properties COM 529043101 217 12271 SH SOLE 12271 0 0 LYONDELL PETROCHEMICAL CO COM 552078107 647 47853 SH SOLE 47853 0 0 LSI Industries Inc COM 50216C108 116 10482 SH SOLE 10482 0 0 LUBRIZOL CORPORATION COM 549271104 469 15165 SH SOLE 15165 0 0 Mid-America Apartment Communit COM 59522J103 352 13055 SH SOLE 13055 0 0 MACROMEDIA INC COM 556100105 417 19894 SH SOLE 19894 0 0 MAF BANCORP INC COM 55261R108 392 10575 SH SOLE 10575 0 0 MANPOWER INC COM 56418H100 808 21785 SH SOLE 21785 0 0 MANHATTAN ASSOCIATES INC COM 562750109 232 8958 SH SOLE 8958 0 0 MANUGISTICS GP INC COM 565011103 115 28168 SH SOLE 28168 0 0 MARRIOTT INTL CLASS A COM 571903202 1285 33469 SH SOLE 33469 0 0 MASCO CORP DEL COM 574599106 1626 68207 SH SOLE 68207 0 0 MATTEL INC COM 577081102 1048 55427 SH SOLE 55427 0 0 MARTEK BIOSCIENCES CORP COM 572901106 454 10588 SH SOLE 10588 0 0 MATTHEWS INTL CORP CL-A COM 577128101 293 11836 SH SOLE 11836 0 0 Maxygen COM 577776107 151 13884 SH SOLE 13884 0 0 MAY DEPARTMENT STORES CO COM 577778103 781 35105 SH SOLE 35105 0 0 MANDALAY RESORT GROUP COM 562567107 589 18520 SH SOLE 18520 0 0 M B I A INC COM 55262C100 643 13194 SH SOLE 13194 0 0 MEDIACOM COMMUNICATIONS CORP COM 58446K105 237 24393 SH SOLE 24393 0 0 MCDONALDS CORPORATION COM 580135101 4081 185006 SH SOLE 185006 0 0 MCDATA CORPORATION-CL A COM 580031201 521 35575 SH SOLE 35575 0 0 MILLENNIUM CHEMICALS INC COM 599903101 266 28026 SH SOLE 28026 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1798 72674 SH SOLE 72674 0 0 MCKESSON CORP COM 58155Q103 1518 42483 SH SOLE 42483 0 0 MCLEODUSA INC CL A COM 582266706 23 16200 SH SOLE 16200 0 0 MOODY'S CORPORATION COM 615369105 1079 20482 SH SOLE 20482 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page17 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MICREL SEMICONDUCTOR COM 594793101 590 56807 SH SOLE 56807 0 0 Micros Systems Inc COM 594901100 255 7749 SH SOLE 7749 0 0 MEDICINES COMPANY COM 584688105 238 12238 SH SOLE 12238 0 0 MEREDITH CORP COM 589433101 307 6982 SH SOLE 6982 0 0 Allscripts Healthcare Solution COM 01988P108 38 10528 SH SOLE 10528 0 0 Mid-State Bancshares COM 595440108 197 10238 SH SOLE 10238 0 0 MEDTRONIC INCORPORATED COM 585055106 8832 184124 SH SOLE 184124 0 0 MDU RESOURCES GROUP COM 552690109 719 21472 SH SOLE 21472 0 0 STANDARD AND POORS MIDCAP 400 COM 595635103 10656 121484 SH SOLE 121484 0 0 MAGNA ENTERTAINMENT CL A W/I COM 559211107 93 18465 SH SOLE 18465 0 0 MEDIMMUNE INC COM 584699102 1930 53086 SH SOLE 53086 0 0 Medarex Inc COM 583916101 218 33464 SH SOLE 33464 0 0 MASSEY ENERGY CO. COM 576206106 233 17765 SH SOLE 17765 0 0 MEDIA GENERAL INC CLASS A COM 584404107 340 5949 SH SOLE 5949 0 0 MELLON FINANCIAL CORP COM 58551A108 1813 65341 SH SOLE 65341 0 0 MENTOR GRAPHICS CORP COM 587200106 821 56529 SH SOLE 56529 0 0 MERRILL LYNCH & CO INC COM 590188108 6517 139629 SH SOLE 139629 0 0 MERCURY INTERACTIVE CP COM 589405109 923 23832 SH SOLE 23832 0 0 MESA AIR GROUP INC COM 590479101 106 13400 SH SOLE 13400 0 0 METLIFE INC COM 59156R108 3008 106218 SH SOLE 106218 0 0 METHODE ELECTRONICS INC CL A COM 591520200 176 16456 SH SOLE 16456 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 190 18980 SH SOLE 18980 0 0 MGE Energy Inc COM 55277P104 229 7301 SH SOLE 7301 0 0 MOHAWK INDUSTRIES INC COM 608190104 989 17812 SH SOLE 17812 0 0 MCGRAW HILL INC COM 580645109 1825 29450 SH SOLE 29450 0 0 Magnum Hunter Resources Inc COM 55972F203 87 10995 SH SOLE 10995 0 0 Meristar Hospitality Corp COM 58984Y103 87 16985 SH SOLE 16985 0 0 MARSHALL & ISLEY CORPORATION COM 571834100 1139 37257 SH SOLE 37257 0 0 MICURON PHARMACEUTICALS INC COM 926471103 234 16505 SH SOLE 16505 0 0 MICHAELS STORES INC COM 594087108 816 21440 SH SOLE 21440 0 0 MILLIPORE CORPORATION COM 601073109 298 6732 SH SOLE 6732 0 0 MIM CORP COM 553044108 69 10655 SH SOLE 10655 0 0 MIRANT CORP COM 604675108 46 15976 SH SOLE 15976 0 0 MCCORMICK & COMPANY INC COM 579780206 578 21265 SH SOLE 21265 0 0 MKS INSTRUMENTS INC COM 55306N104 191 10500 SH SOLE 10500 0 0 MILLER HERMAN INC COM 600544100 526 26253 SH SOLE 26253 0 0 MARTIN MARIETTA MATERIALS INC COM 573284106 592 17631 SH SOLE 17631 0 0 MILLENNIUM PHARMACTCUAL COM 599902103 1944 123631 SH SOLE 123631 0 0 MARSH & MCLENNAN COMPANIES IN COM 571748102 3829 74980 SH SOLE 74980 0 0 3M CO COM 88579Y101 7249 56205 SH SOLE 56205 0 0 MONSTER WORLDWIDE INC COM 611742107 353 17909 SH SOLE 17909 0 0 MENTOR CORP MINN COM 587188103 301 15567 SH SOLE 15567 0 0 MONY GROUP INC COM 615337102 428 15891 SH SOLE 15891 0 0 ALTRIA GROUP INC COM 02209S103 13443 295854 SH SOLE 295854 0 0 Modine Manufacturing Co COM 607828100 428 22574 SH SOLE 22574 0 0 MGI Pharma Inc COM 552880106 276 10816 SH SOLE 10816 0 0 MOLEX INC COM 608554101 1110 41155 SH SOLE 41155 0 0 MONSANTO CO COM 61166W101 846 39099 SH SOLE 39099 0 0 MATRIXONE INC COM 57685P304 119 20409 SH SOLE 20409 0 0 MOTOROLA INCORPORATED COM 620076109 3199 339333 SH SOLE 339333 0 0 MPS GROUP INC COM 553409103 435 63276 SH SOLE 63276 0 0 MERCANTILE BANKSHARES CORP COM 587405101 688 17502 SH SOLE 17502 0 0 MERCK & CO. INC COM 589331107 19520 322381 SH SOLE 322381 0 0 MARATHON OIL CORP COM 565849106 1395 52945 SH SOLE 52945 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page18 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MRO Software Inc COM 55347W105 109 12749 SH SOLE 12749 0 0 MID Atlantic Realty Trust COM 595232109 3430 163820 SH SOLE 163820 0 0 MRV COMMUNICATIONS INC COM 553477100 78 40470 SH SOLE 40470 0 0 MICROSEMI CORPORATION COM 595137100 173 10902 SH SOLE 10902 0 0 MICROSOFT CORP COM 594918104 46536 1815003 SH SOLE 1815003 0 0 M&T BANK CORP COM 55261F104 2706 32136 SH SOLE 32136 0 0 MGIC INVESTMENT CORP WIS COM 552848103 586 12573 SH SOLE 12573 0 0 METROMEDIA INTL GROUP INC COM 591695101 1 10100 SH SOLE 10100 0 0 Mattson Technology Inc COM 577223100 34 11033 SH SOLE 11033 0 0 MINERALS TECHNOLOGIES INC COM 603158106 333 6845 SH SOLE 6845 0 0 MICRON TECHNOLOGY INC COM 595112103 776 66795 SH SOLE 66795 0 0 MURPHY OIL CORPORATION COM 626717102 1567 29807 SH SOLE 29807 0 0 MICROMUSE INC COM 595094103 467 58682 SH SOLE 58682 0 0 MAVERICK TUBE CORP COM 577914104 250 13080 SH SOLE 13080 0 0 MACROVISION CORP COM 555904101 655 32909 SH SOLE 32909 0 0 MORGAN STANLEY COM 617446448 6802 159132 SH SOLE 159132 0 0 MEADWESTVACO CORP COM 583334107 673 27270 SH SOLE 27270 0 0 Midway Games Inc COM 598148104 44 12220 SH SOLE 12220 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2528 74158 SH SOLE 74158 0 0 MAYTAG COMPANY COM 578592107 347 14240 SH SOLE 14240 0 0 MYRIAD GENETICS COM 62855J104 153 11320 SH SOLE 11320 0 0 Mykrolis Corp COM 62852P103 134 13223 SH SOLE 13223 0 0 MYLAN LABS INCORPORATED COM 628530107 1775 51061 SH SOLE 51061 0 0 Nabi Biopharmaceuticals COM 629519109 117 16888 SH SOLE 16888 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 643 16956 SH SOLE 16956 0 0 NAVISTAR INTL CORP (NEW) COM 63934E108 313 9621 SH SOLE 9621 0 0 NOBAL ENERGY INC COM 655044105 676 17907 SH SOLE 17907 0 0 NABOR INDUSTRIES INC. COM G6359F103 934 23643 SH SOLE 23643 0 0 NBT Bancorp Inc COM 628778102 283 14660 SH SOLE 14660 0 0 NBTY INC COM 628782104 384 18258 SH SOLE 18258 0 0 NATIONAL CITY CORP COM 635405103 3090 94483 SH SOLE 94483 0 0 NEW CENTURY FINANCIAL CORP COM 64352D101 249 5743 SH SOLE 5743 0 0 NATIONAL COMMERCE FINANCIAL COM 63545P104 1444 65076 SH SOLE 65076 0 0 Navigant Consulting Inc COM 63935N107 160 13581 SH SOLE 13581 0 0 NCR CORP COM 62886E108 384 15003 SH SOLE 15003 0 0 NDCHEALTH CORP COM 639480102 213 11621 SH SOLE 11621 0 0 INDYMAC BANCORP, INC COM 456607100 467 18373 SH SOLE 18373 0 0 99 CENTS COM 65440K106 602 17546 SH SOLE 17546 0 0 Nordson Corp COM 655663102 485 19813 SH SOLE 19813 0 0 NOBLE CORP COM G65422100 638 18622 SH SOLE 18622 0 0 NEWMONT MINING CORP COM 651639106 1877 57826 SH SOLE 57826 0 0 NETWORKS ASSOCIATES INC COM 640938106 615 48533 SH SOLE 48533 0 0 NETEGRITY INC COM 64110P107 62 10502 SH SOLE 10502 0 0 NEUBERGER BERMAN INC COM 641234109 804 20161 SH SOLE 20161 0 0 NEWPORT CORPORATION COM 651824104 414 27960 SH SOLE 27960 0 0 NORTH FORK BANCORPORATION COM 659424105 913 26829 SH SOLE 26829 0 0 NATIONAL FUEL GAS COMPANY COM 636180101 781 29981 SH SOLE 29981 0 0 NetFlix Inc COM 64110L106 350 13707 SH SOLE 13707 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 200 12612 SH SOLE 12612 0 0 NISOURCE INC COM 65473P105 693 36496 SH SOLE 36496 0 0 Knight Trading Group Inc COM 499063105 214 34000 SH SOLE 34000 0 0 NEW JERSEY RESOURCES INC COM 646025106 281 7935 SH SOLE 7935 0 0 NIKE INCORPORATED CLASS B COM 654106103 1897 35472 SH SOLE 35472 0 0 NEKTAR THERAPEUTICS COM 640268108 233 25429 SH SOLE 25429 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page19 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NEIMAN MARCUS GROUP INC CL A COM 640204202 570 15582 SH SOLE 15582 0 0 Commercial Net Lease Realty COM 202218103 294 17104 SH SOLE 17104 0 0 NORTHROP GRUMMAN CORP COM 666807102 2575 29850 SH SOLE 29850 0 0 NATIONAL - OILWELL INC COM 637071101 586 26679 SH SOLE 26679 0 0 NOVELL INC COM 670006105 324 104453 SH SOLE 104453 0 0 National Penn Bancshares Inc COM 637138108 274 9782 SH SOLE 9782 0 0 NPS PHARMACEUTICALS INC COM 62936P103 323 13275 SH SOLE 13275 0 0 NEWPARK RESOURCES INC COM 651718504 121 22183 SH SOLE 22183 0 0 NORFOLK SOUTHERN CORPORATION COM 655844108 1077 56140 SH SOLE 56140 0 0 INSIGHT ENTERPRISES INC COM 45765U103 187 18772 SH SOLE 18772 0 0 NATIONAL SEMICONDUCTOR COM 637640103 528 26794 SH SOLE 26794 0 0 NSTAR COM 67019E107 608 13351 SH SOLE 13351 0 0 NETWORK APPLIANCE INC COM 64120L104 1156 71951 SH SOLE 71951 0 0 NET.B@NK INC COM 640933107 271 20797 SH SOLE 20797 0 0 NETIQ CORP COM 64115P102 289 18694 SH SOLE 18694 0 0 NORTHERN TRUST COMPANY COM 665859104 1353 32535 SH SOLE 32535 0 0 NORTHEAST UTILITIES COMPANY COM 664397106 678 40544 SH SOLE 40544 0 0 Nuance Communications Inc COM 669967101 57 11151 SH SOLE 11151 0 0 New Focus Inc COM 644383101 75 20267 SH SOLE 20267 0 0 NU SKIN ASIA PACIFIC INC CL A COM 67018T105 120 11529 SH SOLE 11529 0 0 NVIDIA CORP COM 67066G104 630 27503 SH SOLE 27503 0 0 NOVELLUS SYSTEMS INC COM 670008101 1232 33625 SH SOLE 33625 0 0 NORTHWEST AIRLS CORP COM 667280101 229 20700 SH SOLE 20700 0 0 NEWELL RUBBERMAID INC COM 651229106 1371 48973 SH SOLE 48973 0 0 NORTHWEST NATURAL GAS COMPANY COM 667655104 272 9988 SH SOLE 9988 0 0 NEW PLAN EXCEL REALTY TRUST COM 648053106 558 26149 SH SOLE 26149 0 0 NEXTEL COMMUNICATIONS INC CL COM 65332V103 4088 226234 SH SOLE 226234 0 0 NEXTEL PARTNERS INC CL-A COM 65333F107 121 16588 SH SOLE 16588 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 1181 40602 SH SOLE 40602 0 0 NYFIX Inc COM 670712108 89 14215 SH SOLE 14215 0 0 NEW YORK TIMES CO CLASS A COM 650111107 868 19098 SH SOLE 19098 0 0 OAK TECHNOLOGIES COM 671802106 114 18575 SH SOLE 18575 0 0 ORTHODONTIC CENTERS OF AMERIC COM 68750P103 206 25800 SH SOLE 25800 0 0 OHIO CASUALTY CORP COM 677240103 626 47369 SH SOLE 47369 0 0 Ocwen Financial Corp COM 675746101 71 15844 SH SOLE 15844 0 0 OMNICARE INCORPORATED COM 681904108 911 26964 SH SOLE 26964 0 0 OFFICE DEPOT INC COM 676220106 595 41059 SH SOLE 41059 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 314 8499 SH SOLE 8499 0 0 OGE ENERGY CORP COM 670837103 437 20482 SH SOLE 20482 0 0 OXFORD HEALTH PLANS INC COM 691471106 1086 25852 SH SOLE 25852 0 0 OCEANEERING INTERNATIONAL INC COM 675232102 226 8878 SH SOLE 8878 0 0 Orthologic Corp COM 68750J107 57 12768 SH SOLE 12768 0 0 OLIN CORPORATION COM 680665205 582 34041 SH SOLE 34041 0 0 OMNICOM GROUP COM 681919106 1575 21979 SH SOLE 21979 0 0 O M GROUP INC COM 670872100 194 13200 SH SOLE 13200 0 0 Omnova Solutions Inc COM 682129101 55 13802 SH SOLE 13802 0 0 OfficeMax Inc COM 67622M108 348 53190 SH SOLE 53190 0 0 BANK ONE CORP COM 06423A103 6331 170295 SH SOLE 170295 0 0 ON Semiconductor Corp COM 682189105 34 12814 SH SOLE 12814 0 0 Oplink Communications Inc COM 68375Q106 72 40514 SH SOLE 40514 0 0 OPENWAVE SYSTEMS INS COM 683718100 150 75101 SH SOLE 75101 0 0 Orbital Sciences Corp COM 685564106 114 15699 SH SOLE 15699 0 0 ORACLE SYSTEMS CORP COM 68389X105 11217 934038 SH SOLE 934038 0 0 OLD REPUBLIC INTL CORP COM 680223104 1487 43413 SH SOLE 43413 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page20 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Overseas Shipholding Group COM 690368105 260 11813 SH SOLE 11813 0 0 OUTBACK STEAKHOUSE INC COM 689899102 846 21717 SH SOLE 21717 0 0 OSI PHARMACEUTICALS INC COM 671040103 480 14911 SH SOLE 14911 0 0 OSHKOSH TRUCK CORP CLASS B COM 688239201 236 3990 SH SOLE 3990 0 0 OraSure Technologies Inc COM 68554V108 91 11924 SH SOLE 11924 0 0 Otter Tail Corp COM 689648103 291 10816 SH SOLE 10816 0 0 OVERTURE SERVICE INC COM 69039R100 751 41463 SH SOLE 41463 0 0 OMNIVISION TECHNOLOGIES COM 682128103 272 8752 SH SOLE 8752 0 0 OCCIDENTAL PETROLEUM CORP DEL COM 674599105 1779 53034 SH SOLE 53034 0 0 PALM INC COM 696642206 201 12546 SH SOLE 12546 0 0 PEPSIAMERICAS INC COM 71343P200 463 36916 SH SOLE 36916 0 0 PAXSON COMMUNCATION COM 704231109 61 10192 SH SOLE 10192 0 0 PAYCHEX INC COM 704326107 2445 83221 SH SOLE 83221 0 0 PEPSI BOTTLING GROUP INC COM 713409100 898 44890 SH SOLE 44890 0 0 PITNEY BOWES INC COM 724479100 1239 32272 SH SOLE 32272 0 0 Provident Bankshares Corp COM 743859100 242 9595 SH SOLE 9595 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 192 14254 SH SOLE 14254 0 0 PACCAR COM 693718108 1959 28920 SH SOLE 28920 0 0 PACIFIC CAPITAL BANCORP COM 69404P101 583 16699 SH SOLE 16699 0 0 PG+E CORP COM 69331C108 1092 51658 SH SOLE 51658 0 0 POTLATCH CORPORATION COM 737628107 360 13996 SH SOLE 13996 0 0 PLUM CREEK TIMBER CO INC COM 729251108 737 28420 SH SOLE 28420 0 0 PINNACLE SYSTEMS INC. COM 723481107 302 28265 SH SOLE 28265 0 0 Pharmacopeia Inc COM 71713B104 116 14178 SH SOLE 14178 0 0 PRECISION CASTPARTS COM 740189105 354 11396 SH SOLE 11396 0 0 SPRINT CORP PCS GROUP COM 852061506 848 147595 SH SOLE 147595 0 0 PHELPS DODGE CORPORATION COM 717265102 440 11480 SH SOLE 11480 0 0 PATTERSON DENTAL CO COM 703412106 1128 24846 SH SOLE 24846 0 0 PRIDE INTERNATIONAL INC COM 74153Q102 724 38515 SH SOLE 38515 0 0 PROTEIN DESIGN LABS INC COM 74369L103 512 36120 SH SOLE 36120 0 0 Prime Hospitality Corp COM 741917108 78 11711 SH SOLE 11711 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1178 27897 SH SOLE 27897 0 0 PENN NATIONAL GAMING INC COM 707569109 251 12260 SH SOLE 12260 0 0 PEPSICO INCORPORATED COM 713448108 11271 253292 SH SOLE 253292 0 0 PEROT SYSTEMS CORP CL A COM 714265105 305 26900 SH SOLE 26900 0 0 PETSMART INC. COM 716768106 733 43902 SH SOLE 43902 0 0 PFF Bancorp Inc COM 69331W104 321 8327 SH SOLE 8327 0 0 P.F.CHANGS CHINA BISTRO COM 69333Y108 351 7150 SH SOLE 7150 0 0 PFIZER INCORPORATED COM 717081103 39775 1164726 SH SOLE 1164726 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 1397 43334 SH SOLE 43334 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 479 18605 SH SOLE 18605 0 0 Provident Financial Services I COM 74386T105 400 21000 SH SOLE 21000 0 0 PROCTER & GAMBLE COMPANY COM 742718109 16751 187838 SH SOLE 187838 0 0 PEOPLES ENERGY CORPORATION COM 711030106 202 4728 SH SOLE 4728 0 0 PROGRESS ENERGY INC COM 743263105 1497 34110 SH SOLE 34110 0 0 PROGRESSIVE CORP (OHIO) COM 743315103 2129 29138 SH SOLE 29138 0 0 PARKER HANNIFIN CORP COM 701094104 681 16232 SH SOLE 16232 0 0 PRIORITY HEALTHCARE CORP B COM 74264T102 447 24083 SH SOLE 24083 0 0 PHILADELPHIA CONSOLIDATED HLD COM 717528103 221 5524 SH SOLE 5524 0 0 PULTE HOMES INC COM 745867101 545 8852 SH SOLE 8852 0 0 PACIFICARE HEALTH SYSTEMS INC COM 695112102 454 9214 SH SOLE 9214 0 0 PHOTON DYNAMICS INC COM 719364101 283 10234 SH SOLE 10234 0 0 Pioneer Standard Electronics COM 723877106 124 14754 SH SOLE 14754 0 0 PIER 1 IMPORTS INC COM 720279108 477 23383 SH SOLE 23383 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page21 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PIXAR INC. COM 725811103 217 3592 SH SOLE 3592 0 0 PARKER DRILLING COMPANY COM 701081101 91 31401 SH SOLE 31401 0 0 PACKAGING CORP OF AMERICA COM 695156109 555 30130 SH SOLE 30130 0 0 PERKINELMER INC COM 714046109 232 16843 SH SOLE 16843 0 0 Six Flags Inc COM 83001P109 481 71059 SH SOLE 71059 0 0 PROTECTIVE LIFE CORP COM 743674103 802 30005 SH SOLE 30005 0 0 PHOTRONICS INC FORMERLY COM 719405102 215 12508 SH SOLE 12508 0 0 POLYCOM INC COM 73172K104 469 33904 SH SOLE 33904 0 0 PALL CORPORATION COM 696429307 357 15881 SH SOLE 15881 0 0 POLYMEDICA INDUSTRIES INC COM 731738100 245 5343 SH SOLE 5343 0 0 PLANTRONICS INC (NEW) COM 727493108 662 30583 SH SOLE 30583 0 0 Plug Power Inc COM 72919P103 47 10115 SH SOLE 10115 0 0 PLEXUS CORP COM 729132100 346 30198 SH SOLE 30198 0 0 PMA CAPITAL CORP CL A COM 693419202 148 11896 SH SOLE 11896 0 0 PMC-SIERRA INC COM 69344F106 372 31667 SH SOLE 31667 0 0 PMI GROUP COM 69344M101 786 29314 SH SOLE 29314 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 464 153936 SH SOLE 153936 0 0 PNC BANK CORP COM 693475105 1669 34212 SH SOLE 34212 0 0 PNM RESOURCES INC. COM 69349H107 825 30846 SH SOLE 30846 0 0 PENTAIR INC COM 709631105 576 14769 SH SOLE 14769 0 0 PANERA BREAD COMPANY COM 69840W108 331 8286 SH SOLE 8286 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 464 12405 SH SOLE 12405 0 0 Phoenix Cos Inc/The COM 71902E109 372 41300 SH SOLE 41300 0 0 PolyOne Corp COM 73179P106 160 36171 SH SOLE 36171 0 0 PEPCO HOLDINGS INC COM 713291102 949 49566 SH SOLE 49566 0 0 SCP POOL CORP COM 784028102 229 6682 SH SOLE 6682 0 0 CATALINA MARKETING CORP COM 148867104 612 34683 SH SOLE 34683 0 0 POWER INTEGRATIONS INC COM 739276103 306 12622 SH SOLE 12622 0 0 PARK PLACE ENTERTAINMENT COM 700690100 754 82955 SH SOLE 82955 0 0 P P G INDUSTRIES INC COM 693506107 1215 23956 SH SOLE 23956 0 0 Peregrine Pharmaceuticals Inc COM 713661106 65 45001 SH SOLE 45001 0 0 PPL CORP COM 69351T106 1046 24330 SH SOLE 24330 0 0 POGO PRODUCING COMPANY COM 730448107 885 20721 SH SOLE 20721 0 0 POST PPTYS INC COM 737464107 315 11901 SH SOLE 11901 0 0 PETROQUEST ENERGY INC COM 716748108 24 10580 SH SOLE 10580 0 0 PRICE COMMUNICATIONS CORP(NEW COM 741437305 477 37012 SH SOLE 37012 0 0 Praecis Pharmaceuticals Inc COM 739421105 124 25500 SH SOLE 25500 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 17 34000 SH SOLE 34000 0 0 PERRIGO CO COM 714290103 623 39834 SH SOLE 39834 0 0 PRG-SCHULTZ INTERNATIONAL COM 69357C107 107 18106 SH SOLE 18106 0 0 Primedia Inc COM 74157K101 172 56513 SH SOLE 56513 0 0 Proxim Corp COM 744283102 85 58816 SH SOLE 58816 0 0 PRECISE SOFTWARE EXCH OFFER MI COM M41MIX990 15269 799470 SH SOLE 799470 0 0 PORTAL SOFTWARE COM 736126103 107 57084 SH SOLE 57084 0 0 Presstek Inc COM 741113104 107 17293 SH SOLE 17293 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 2483 73808 SH SOLE 73808 0 0 PROVINCE HEALTH COM 743977100 134 12115 SH SOLE 12115 0 0 Parexel International Corp COM 699462107 146 10512 SH SOLE 10512 0 0 PHILADELPHIA SUBURBAN CORP COM 718009608 417 17121 SH SOLE 17121 0 0 PUGET ENERGY INC COM 745310102 612 25672 SH SOLE 25672 0 0 PEOPLESOFT INC COM 712713106 1161 66150 SH SOLE 66150 0 0 PAYLESS SHOESOURCE INC. COM 704379106 598 47871 SH SOLE 47871 0 0 PSS WORLD MEDICAL COM 69366A100 187 32660 SH SOLE 32660 0 0 Per-Se Technologies Inc COM 713569309 148 13341 SH SOLE 13341 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page22 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PACIFIC SUNWEAR OF CALIF INC COM 694873100 495 20571 SH SOLE 20571 0 0 PTEK Holdings Inc COM 69366M104 68 13523 SH SOLE 13523 0 0 PATTERSON-UTI ENERGY INC COM 703481101 1003 30988 SH SOLE 30988 0 0 Pathmark Stores Inc COM 70322A101 101 13775 SH SOLE 13775 0 0 PACTIV CORP COM 695257105 239 12174 SH SOLE 12174 0 0 PROVIDIAN FINANCIAL CORP COM 74406A102 295 31876 SH SOLE 31876 0 0 POWERWAVE TECHNOLOGLIES COM 739363109 292 47506 SH SOLE 47506 0 0 POWER ONE INC COM 739308104 278 39119 SH SOLE 39119 0 0 Quanta Services Inc COM 74762E102 370 52169 SH SOLE 52169 0 0 PRAXAIR INC COM 74005P104 1462 24328 SH SOLE 24328 0 0 PIONEER NATURAL RESOURCES COR COM 723787107 888 34026 SH SOLE 34026 0 0 PIXELWORKS INC COM 72581M107 91 15371 SH SOLE 15371 0 0 PAXAR CORP COM 704227107 110 10061 SH SOLE 10061 0 0 QWEST COMMUNICATIONS INTL COM 749121109 1154 241444 SH SOLE 241444 0 0 QUALCOMM INC COM 747525103 6556 182418 SH SOLE 182418 0 0 Quidel Corp COM 74838J101 83 13368 SH SOLE 13368 0 0 QLOGIC CORP COM 747277101 841 17448 SH SOLE 17448 0 0 NASDAQ 100 COM 631100104 1738 58040 SH SOLE 58040 0 0 QUEST SOFTWARE INC COM 74834T103 202 17089 SH SOLE 17089 0 0 QUINTILIES TRANSNATIONAL CORP COM 748767100 19617 1384421 SH SOLE 1384421 0 0 RYDER SYSTEM INC COM 783549108 239 9337 SH SOLE 9337 0 0 Reckson Associates Realty Corp COM 75621K106 444 21300 SH SOLE 21300 0 0 RALCORP HOLDINGS INC COM 751028101 217 8700 SH SOLE 8700 0 0 RARE HOSPITALITY INTL INC. COM 753820109 261 8052 SH SOLE 8052 0 0 Raytech Corp-Del COM 755103108 69 16313 SH SOLE 16313 0 0 REDBACK NETWORKS COM 757209101 58 66780 SH SOLE 66780 0 0 Republic Bancorp Inc/MI COM 760282103 269 20098 SH SOLE 20098 0 0 RENT A CENTER INC COM 76009N100 303 4000 SH SOLE 4000 0 0 RCN Corp COM 749361101 80 40543 SH SOLE 40543 0 0 Register.com COM 75914G101 69 11488 SH SOLE 11488 0 0 READERS DIGEST ASSOCIATION COM 755267101 360 26715 SH SOLE 26715 0 0 ROWAN COMPANIES INC COM 779382100 401 17927 SH SOLE 17927 0 0 RUDDICK CORP COM 781258108 409 26067 SH SOLE 26067 0 0 RADIAN GROUP INC COM 750236101 1084 29582 SH SOLE 29582 0 0 Read-Rite Corp COM 755246204 1 21053 SH SOLE 21053 0 0 EVEREST RE GROUP LTD COM G3223R108 1246 16295 SH SOLE 16295 0 0 REGENERON PHARMACEUTICALS INC COM 75886F107 255 16194 SH SOLE 16194 0 0 Remec Inc COM 759543101 161 23461 SH SOLE 23461 0 0 RETEK INC COM 76128Q109 246 39131 SH SOLE 39131 0 0 REYNOLDS & REYNOLDS COMPANY COM 761695105 540 18920 SH SOLE 18920 0 0 REGIONS FINANCIAL CORP COM 758940100 937 27763 SH SOLE 27763 0 0 RF MICRO DEVICES COM 749941100 750 127178 SH SOLE 127178 0 0 RFS HOTEL INVESTORS INC COM 74955J108 1692 137366 SH SOLE 137366 0 0 Regent Communications Inc COM 758865109 64 10530 SH SOLE 10530 0 0 RED HAT INC COM 756577102 93 12424 SH SOLE 12424 0 0 RH Donnelley Corp COM 74955W307 219 6008 SH SOLE 6008 0 0 ROBERT HALF INTL INC COM 770323103 448 23687 SH SOLE 23687 0 0 RUBY TUESDAY INC COM 781182100 434 17553 SH SOLE 17553 0 0 TRANSOCEAN INC COM G90078109 934 42525 SH SOLE 42525 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 644 17328 SH SOLE 17328 0 0 COORS (ADOLPH)COMPANY CL B COM 217016104 280 5736 SH SOLE 5736 0 0 RAINDANCE COMMUNICATIONS INC COM 75086X106 64 25914 SH SOLE 25914 0 0 ROHM & HAAS COMPANY COM 775371107 983 31704 SH SOLE 31704 0 0 ROCKWELL AUTOMATION INC COM 773903109 697 29250 SH SOLE 29250 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page23 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Rollins Inc COM 775711104 312 16570 SH SOLE 16570 0 0 ROPER INDUSTRIES INC NEW COM 776696106 429 11559 SH SOLE 11559 0 0 ROSS STORES INC COM 778296103 1249 29082 SH SOLE 29082 0 0 RPM INTERNATIONAL INC COM 749685103 613 44637 SH SOLE 44637 0 0 RailAmerica Inc COM 750753105 101 11975 SH SOLE 11975 0 0 Range Resources Corp COM 75281A109 101 16147 SH SOLE 16147 0 0 RSA Security Inc COM 749719100 393 36515 SH SOLE 36515 0 0 REPUBLIC SERVICES INC COM 760759100 966 42612 SH SOLE 42612 0 0 RADIOSHACK CORP COM 750438103 584 22218 SH SOLE 22218 0 0 ROSLYN BANCORP INC COM 778162107 555 25734 SH SOLE 25734 0 0 Boca Resorts Inc COM 09688T106 138 10668 SH SOLE 10668 0 0 RIVERSTONE NETWORKS INC COM 769320102 80 68528 SH SOLE 68528 0 0 RAYTHEON COMPANY COM 755111507 1945 59247 SH SOLE 59247 0 0 IMS HEALTH CO COM 449934108 651 36239 SH SOLE 36239 0 0 RYANS FAMILY STEAK HOUSES INC COM 783519101 298 21826 SH SOLE 21826 0 0 RAYONIER INC COM 754907103 477 14477 SH SOLE 14477 0 0 CBNVS & ROEBUCK COMPANY COM 812387108 1450 43118 SH SOLE 43118 0 0 SAFECO CORPORATION COM 786429100 623 17657 SH SOLE 17657 0 0 SONIC AUTOMOTIVE INC COM 83545G102 232 10600 SH SOLE 10600 0 0 SANGSTAT MEDICAL CORP COM 801003104 156 11934 SH SOLE 11934 0 0 SANMINA-SCI CORP COM 800907107 655 103682 SH SOLE 103682 0 0 SAPIENT CORP. COM 803062108 95 34456 SH SOLE 34456 0 0 Sandy Spring Bancorp Inc COM 800363103 227 7146 SH SOLE 7146 0 0 Saxon Capital Inc COM 80556P302 217 12564 SH SOLE 12564 0 0 SBA Communications Corp COM 78388J106 32 10700 SH SOLE 10700 0 0 SBC COMMUNICATIONS INC COM 78387G103 12400 485361 SH SOLE 485361 0 0 SINCLAIR BROADCAST GROUP-A COM 829226109 145 12523 SH SOLE 12523 0 0 Sterling Bancshares Inc/TX COM 858907108 233 17946 SH SOLE 17946 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 341 26283 SH SOLE 26283 0 0 SONICblue Inc COM 83546Q109 0 14900 SH SOLE 14900 0 0 Spanish Broadcasting System COM 846425882 165 20519 SH SOLE 20519 0 0 STARBUCKS CORPORATION COM 855244109 2491 101483 SH SOLE 101483 0 0 Seebeyond Technology Corp COM 815704101 53 23786 SH SOLE 23786 0 0 Seacoast Financial Services Co COM 81170Q106 247 12483 SH SOLE 12483 0 0 SCANA CORP WHEN ISSUED COM 80589M102 1046 30536 SH SOLE 30536 0 0 CHARLES SCHWAB CORP NEW COM 808513105 1827 181093 SH SOLE 181093 0 0 SCHOLASTIC CORP COM 807066105 391 13153 SH SOLE 13153 0 0 SCHOOL SPECIALTY INC COM 807863105 216 7659 SH SOLE 7659 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 101 11855 SH SOLE 11855 0 0 SYCAMORE NETWORKS INC COM 871206108 252 66002 SH SOLE 66002 0 0 SICOR INC COM 825846108 650 31982 SH SOLE 31982 0 0 Systems & Computer Technology COM 871873105 138 15742 SH SOLE 15742 0 0 Secure Computing Corp COM 813705100 116 13326 SH SOLE 13326 0 0 SUNGARD DATA SYSTEMS INC COM 867363103 1105 42662 SH SOLE 42662 0 0 Seachange International Inc COM 811699107 107 11262 SH SOLE 11262 0 0 SIEBEL SYSTEMS INC COM 826170102 995 104938 SH SOLE 104938 0 0 SEALED AIR CORP COM 81211K100 594 12484 SH SOLE 12484 0 0 SEAGATE TECHNOLOGY COM 811804988 0 52134 SH SOLE 52134 0 0 SEI INVESTMENT COMPANY COM 784117103 960 30040 SH SOLE 30040 0 0 SEPRACOR INC COM 817315104 511 28538 SH SOLE 28538 0 0 SEROLOGICALS CORP COM 817523103 139 10230 SH SOLE 10230 0 0 SCIENTIFIC-ATLANTA INC COM 808655104 307 12908 SH SOLE 12908 0 0 SMITHFIELD FOODS INC COM 832248108 622 27165 SH SOLE 27165 0 0 SAFEGUARD SCIENTIFIC INC COM 786449108 132 49116 SH SOLE 49116 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page24 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- STANCORP FINANCIAL GROUP COM 852891100 486 9319 SH SOLE 9319 0 0 Spherion Corp COM 848420105 144 20729 SH SOLE 20729 0 0 SILICON GRAPHICS INC COM 827056102 100 88077 SH SOLE 88077 0 0 SCIENTIFIC GAMES C/A COM 80874P109 173 18548 SH SOLE 18548 0 0 SCHERING-PLOUGH CORP COM 806605101 4000 215062 SH SOLE 215062 0 0 SHAW GROUP INC (THE) COM 820280105 226 18800 SH SOLE 18800 0 0 STONE ENERGY CORP COM 861642106 204 4876 SH SOLE 4876 0 0 A SCHULMAN INCORPORATED COM 808194104 230 14330 SH SOLE 14330 0 0 SHERWIN-WILLIAMS COMPANY COM 824348106 426 15873 SH SOLE 15873 0 0 SIGMA-ALDRICH CORPORATION COM 826552101 756 13920 SH SOLE 13920 0 0 STATEN ISLAND BANCORP INC COM 857550107 206 10607 SH SOLE 10607 0 0 SELECTIVE INS GROUP INC COM 816300107 333 13314 SH SOLE 13314 0 0 SMITH INTERNATIONAL INC COM 832110100 1061 28894 SH SOLE 28894 0 0 SILICON IMAGE INC COM 82705T102 151 27616 SH SOLE 27616 0 0 SIPEX CORP COM 829909100 58 12227 SH SOLE 12227 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 158 93565 SH SOLE 93565 0 0 SILICON VY BANCSHARES COM 827064106 789 33142 SH SOLE 33142 0 0 SAKS INC COM 79377W108 321 33154 SH SOLE 33154 0 0 SKYWEST INC COM 830879102 339 17800 SH SOLE 17800 0 0 SILICON LABORATORIES INC COM 826919102 420 15779 SH SOLE 15779 0 0 SCHLUMBERGER LIMITED COM 806857108 4049 85128 SH SOLE 85128 0 0 SARA LEE CORP COM 803111103 2243 119279 SH SOLE 119279 0 0 SL Green Realty Corp COM 78440X101 223 6408 SH SOLE 6408 0 0 SLM CORP COM 78442P106 2643 67500 SH SOLE 67500 0 0 SOLECTRON CORP COM 834182107 469 125491 SH SOLE 125491 0 0 SYLVAN LEARNING SYSTEMS INC COM 871399101 604 26528 SH SOLE 26528 0 0 St Mary Land & Exploration Co COM 792228108 209 7672 SH SOLE 7672 0 0 SEMTECH CORPORATION COM 816850101 851 59720 SH SOLE 59720 0 0 SNAP-ON INC HLDG CO COM 833034101 305 10516 SH SOLE 10516 0 0 SANDISK CORP. COM 80004C101 992 24473 SH SOLE 24473 0 0 SOUNDVIEW TECHNOLOGY CORP COM 83611Q109 52 24810 SH SOLE 24810 0 0 Senior Housing Properties TrustCOM 81721M109 261 19301 SH SOLE 19301 0 0 SYNOPSYS INC COM 871607107 1773 28644 SH SOLE 28644 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 914 42529 SH SOLE 42529 0 0 SonicWALL Inc COM 835470105 90 18704 SH SOLE 18704 0 0 SOUTHERN COMPANY COM 842587107 3319 106518 SH SOLE 106518 0 0 SOLUTIA INC COM 834376105 110 50851 SH SOLE 50851 0 0 SONOCO PRODS CO COM 835495102 693 28863 SH SOLE 28863 0 0 SONIC CORPORATION COM 835451105 465 18336 SH SOLE 18336 0 0 S1 CORP COM 78463B101 159 39943 SH SOLE 39943 0 0 SONUS NETWORKS INC COM 835916107 432 89383 SH SOLE 89383 0 0 SOUTHTRUST CORP COM 844730101 1209 44810 SH SOLE 44810 0 0 SOVEREIGN BANCORP INC COM 845905108 1142 72986 SH SOLE 72986 0 0 ST PAUL COMPANIES INC COM 792860108 1149 31495 SH SOLE 31495 0 0 STANDARD PACIFIC CORP COM 85375C101 416 12571 SH SOLE 12571 0 0 SIMON PROPERTY GROUP INC COM 828806109 894 22919 SH SOLE 22919 0 0 STAPLES INC COM 855030102 1780 97055 SH SOLE 97055 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 182 19273 SH SOLE 19273 0 0 PANAMSAT CORP COM 697933109 264 14385 SH SOLE 14385 0 0 Sports Resorts International I COM 84918U108 53 11673 SH SOLE 11673 0 0 S P X CORP COM 784635104 992 22523 SH SOLE 22523 0 0 S&P 500 DEPOSITARY RECEIPT COM 78462F103 11541 118220 SH SOLE 118220 0 0 STERICYCLE INC COM 858912108 458 11943 SH SOLE 11943 0 0 SurModics Inc COM 868873100 217 7113 SH SOLE 7113 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page25 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SEMPRA ENERGY COM 816851109 891 31257 SH SOLE 31257 0 0 SIERRA PACIFIC RESOURCES COM 826428104 453 76323 SH SOLE 76323 0 0 Stride Rite Corp COM 863314100 132 13340 SH SOLE 13340 0 0 Service Corp International/US COM 817565104 104 27002 SH SOLE 27002 0 0 SMURFIT-STONE CORP COM 832727101 173 13341 SH SOLE 13341 0 0 ScanSoft Inc COM 80603P107 135 24821 SH SOLE 24821 0 0 SILICON STORAGE TECHNOLOGY COM 827057100 176 41851 SH SOLE 41851 0 0 S&T Bancorp Inc COM 783859101 319 11651 SH SOLE 11651 0 0 STERIS CORP COM 859152100 443 19191 SH SOLE 19191 0 0 Stewart Enterprises Inc COM 860370105 140 32560 SH SOLE 32560 0 0 STAGE STORES INC COM 85254C305 205 8759 SH SOLE 8759 0 0 SUNTRUST BANKS INC COM 867914103 2022 34091 SH SOLE 34091 0 0 ST JUDE MEDICAL INCORPORATED COM 790849103 1612 28046 SH SOLE 28046 0 0 STORAGE TECHNOLOGY CORP COM 862111200 852 33135 SH SOLE 33135 0 0 STEEL DYNAMICS INC COM 858119100 200 14568 SH SOLE 14568 0 0 STORAGENETWORKS INC COM 86211E103 40 28993 SH SOLE 28993 0 0 QUESTAR CORP. COM 748356102 809 24188 SH SOLE 24188 0 0 Strayer Education Inc COM 863236105 212 2671 SH SOLE 2671 0 0 STATE STREET CORP. COM 857477103 1895 48105 SH SOLE 48105 0 0 Stratex Networks Inc COM 86279T109 100 32312 SH SOLE 32312 0 0 CONSTELLATION BRANDS INC CL A COM 21036P108 738 23507 SH SOLE 23507 0 0 Suffolk Bancorp COM 864739107 213 6625 SH SOLE 6625 0 0 SOUTHERN UNION CO NEW COM 844030106 261 15415 SH SOLE 15415 0 0 SUNOCO INC COM 86764P109 324 8594 SH SOLE 8594 0 0 SUN MICROSYSTEMS INC COM 866810104 2559 550332 SH SOLE 550332 0 0 SUPERIOR INDUSTRIES COM 868168105 401 9618 SH SOLE 9618 0 0 SuperGen Inc COM 868059106 79 14874 SH SOLE 14874 0 0 Surebeam Corp COM 86866R102 82 30600 SH SOLE 30600 0 0 SUSQUEHANNA BANCSHARES INC PA COM 869099101 442 18977 SH SOLE 18977 0 0 Savient Pharmaceuticals Inc COM 80517Q100 93 20019 SH SOLE 20019 0 0 SUPERVALU INC COM 868536103 513 24063 SH SOLE 24063 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 323 9960 SH SOLE 9960 0 0 STILLWATER MINING CO. COM 86074Q102 92 18054 SH SOLE 18054 0 0 SWIFT TRANSPORTATION CO INC COM 870756103 464 24961 SH SOLE 24961 0 0 STANLEY WORKS INCORPORATED COM 854616109 442 16025 SH SOLE 16025 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 390 57680 SH SOLE 57680 0 0 Southwestern Energy Co COM 845467109 214 14308 SH SOLE 14308 0 0 Sitel Corp COM 82980K107 18 12191 SH SOLE 12191 0 0 Southwest Gas Corp COM 844895102 278 13171 SH SOLE 13171 0 0 SAFEWAY INC COM 786514208 1310 64060 SH SOLE 64060 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 334 14555 SH SOLE 14555 0 0 SYBASE INC COM 871130100 915 65782 SH SOLE 65782 0 0 SYBRON DENTAL SPECIALTIES COM 871142105 252 10689 SH SOLE 10689 0 0 STRYKER CORP COM 863667101 2092 30163 SH SOLE 30163 0 0 SYMANTEC CORP COM 871503108 1331 30332 SH SOLE 30332 0 0 Symmetricom Inc COM 871543104 49 11200 SH SOLE 11200 0 0 SYSCO CORPORATION COM 871829107 2840 94564 SH SOLE 94564 0 0 AT&T CORP (NEW) COM 001957505 2334 121283 SH SOLE 121283 0 0 TRAVELERS PROPERTY CASUALTY COM 89420G406 2316 146864 SH SOLE 146864 0 0 TOM BROWN INC NEW COM 115660201 348 12550 SH SOLE 12550 0 0 TIMBERLAND CO CLASS A COM 887100105 546 10348 SH SOLE 10348 0 0 Touch America Holdings Inc COM 891539108 0 12800 SH SOLE 12800 0 0 TCF FINANCIAL CORP COM 872275102 888 22301 SH SOLE 22301 0 0 Trammell Crow Co COM 89288R106 152 14372 SH SOLE 14372 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page26 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Trust Co of New Jersey/The COM 898304100 270 8915 SH SOLE 8915 0 0 Taubman Centers Inc COM 876664103 242 12642 SH SOLE 12642 0 0 TAUBMAN CTRS CONTRA FOR TENDER COM 876990284 9064 514600 SH SOLE 514600 0 0 Cornerstone Realty Income Trus COM 21922V102 94 12960 SH SOLE 12960 0 0 TELEPHONE & DATA SYSTEMS INC COM 879433100 1080 21732 SH SOLE 21732 0 0 TIDEWATER INCORPORATED COM 886423102 619 21098 SH SOLE 21098 0 0 TELEDYNE TECHNOLOGIES COM 879360105 157 12029 SH SOLE 12029 0 0 TECO ENERGY INC COM 872375100 336 28103 SH SOLE 28103 0 0 TECH DATA CORP COM 878237106 483 18069 SH SOLE 18069 0 0 TECHNE CORP COM 878377100 558 18392 SH SOLE 18392 0 0 TECUMSEH PRODS CO CL A COM 878895200 496 12952 SH SOLE 12952 0 0 TEKTRONIX INCORPORATED COM 879131100 275 12735 SH SOLE 12735 0 0 TELIK INC COM 87959M109 232 14524 SH SOLE 14524 0 0 TELLIUM INC COM 87967E107 21 24193 SH SOLE 24193 0 0 Tenneco Automotive Inc COM 880349105 43 12012 SH SOLE 12012 0 0 TERADYNE INCORPORATED COM 880770102 209 12120 SH SOLE 12120 0 0 TERAYON COMMUNICATIONS SYSTEM COM 880775101 68 25237 SH SOLE 25237 0 0 TEVA PHARMACEUTICAL - SP ADR COM 881624209 688 12093 SH SOLE 12093 0 0 TEREX CORP COM 880779103 226 11577 SH SOLE 11577 0 0 TELEFLEX INCORPORATED COM 879369106 351 8272 SH SOLE 8272 0 0 TARGET CORP COM 87612E106 4918 129985 SH SOLE 129985 0 0 THERAGENICS CORP COM 883375107 46 10702 SH SOLE 10702 0 0 TENET HEALTHCARE GROUP COM 88033G100 943 81029 SH SOLE 81029 0 0 THORATEC CORP COM 885175307 315 21519 SH SOLE 21519 0 0 THQ INC COM 872443403 294 16349 SH SOLE 16349 0 0 TIBCO SOFTWARE INC COM 88632Q103 191 37448 SH SOLE 37448 0 0 TIFFANY & CO NEW COM 886547108 696 21319 SH SOLE 21319 0 0 TEMPLE INLAND INC COM 879868107 321 7488 SH SOLE 7488 0 0 TJX COS INC NEW COM 872540109 1431 75984 SH SOLE 75984 0 0 TEKELEC COM 879101103 190 16952 SH SOLE 16952 0 0 Transkaryotic Therapies Inc COM 893735100 198 17296 SH SOLE 17296 0 0 TELLABS INCORPORATED COM 879664100 497 75862 SH SOLE 75862 0 0 TULARIK INC COM 899165104 237 24040 SH SOLE 24040 0 0 TORCHMARK CORPORATION COM 891027104 566 15216 SH SOLE 15216 0 0 THERMO ELECTRON CORPORATION COM 883556102 470 22362 SH SOLE 22362 0 0 MERIDIAN RESOURCE CORP COM 58977Q109 60 12764 SH SOLE 12764 0 0 TRANSMETA CORP COM 89376R109 73 46060 SH SOLE 46060 0 0 THOMAS & BETTS CORPORATION COM 884315102 369 25546 SH SOLE 25546 0 0 TECHNITROL INCORPORATED COM 878555101 200 13350 SH SOLE 13350 0 0 Tanox Inc COM 87588Q109 173 10815 SH SOLE 10815 0 0 TOLL BROTHERS INC COM 889478103 678 23981 SH SOLE 23981 0 0 Topps Co/The COM 890786106 157 18635 SH SOLE 18635 0 0 TOYS R US INC COM 892335100 279 23063 SH SOLE 23063 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 413 100802 SH SOLE 100802 0 0 TOOTSIE ROLL INDUSTRIES INC COM 890516107 398 13058 SH SOLE 13058 0 0 TRIBUNE COMPANY NEW COM 896047107 2077 43016 SH SOLE 43016 0 0 TEXAS REGIONAL BNCSHS INC COM 882673106 408 11996 SH SOLE 11996 0 0 LENDING TREE INC COM 52602Q105 13252 546499 SH SOLE 546499 0 0 TRIAD HOSPITALS COM 89579K109 416 16786 SH SOLE 16786 0 0 TRIMBLE NAVIGATION LTD COM 896239100 282 12272 SH SOLE 12272 0 0 TRIMERIS INC COM 896263100 264 5804 SH SOLE 5804 0 0 TRINITY INDUSTRIES INC COM 896522109 326 17650 SH SOLE 17650 0 0 T ROWE PRICE GROUP INC COM 74144T108 626 16598 SH SOLE 16598 0 0 TRUSTCO BANK CORP N.Y. COM 898349105 410 37140 SH SOLE 37140 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page27 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- THE SPORTS AUTHORITY COM 849176102 131 12308 SH SOLE 12308 0 0 Transaction Systems Architects COM 893416107 198 21958 SH SOLE 21958 0 0 TRACTOR SUPPLY CO COM 892356106 216 4563 SH SOLE 4563 0 0 SOUTH FINANCIAL GROUP INC COM 837841105 524 22683 SH SOLE 22683 0 0 SABRE GROUP HOLDINGS ICN COM 785905100 434 17612 SH SOLE 17612 0 0 TYSON FOODS INC CLASS A DEL COM 902494103 1015 95634 SH SOLE 95634 0 0 TESORO PETROLEUM CORP COM 881609101 134 19533 SH SOLE 19533 0 0 Turnstone Systems Inc COM 900423104 36 14370 SH SOLE 14370 0 0 TORO COMPANY COM 891092108 284 7164 SH SOLE 7164 0 0 TeleTech Holdings Inc COM 879939106 76 19811 SH SOLE 19811 0 0 TETRA TECH INC COM 88162G103 437 25116 SH SOLE 25116 0 0 TITAN CORP COM 888266103 550 53518 SH SOLE 53518 0 0 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 479 16924 SH SOLE 16924 0 0 MICROTUNE INC COM 59514P109 75 23817 SH SOLE 23817 0 0 TUPPERWARE CORP. COM 899896104 418 29144 SH SOLE 29144 0 0 Tower Automotive Inc COM 891707101 81 22309 SH SOLE 22309 0 0 Time Warner Telecom Inc COM 887319101 83 13604 SH SOLE 13604 0 0 TERREMARK WORLDWIDE INC COM 881448104 18 21600 SH SOLE 21600 0 0 TEXAS INSTRUMENTS INCORPORATE COM 882508104 4523 257012 SH SOLE 257012 0 0 TEXTRON INCORPORATED COM 883203101 760 19491 SH SOLE 19491 0 0 TXU CORPORATION COM 873168108 1071 47718 SH SOLE 47718 0 0 TYCO INTERNATIONAL LTD COM 902124106 5261 277226 SH SOLE 277226 0 0 Trizetto Group COM 896882107 61 10318 SH SOLE 10318 0 0 UCBH HOLDINGS INC COM 90262T308 509 17760 SH SOLE 17760 0 0 United Community Financial Cor COM 909839102 139 15109 SH SOLE 15109 0 0 UICI COM 902737105 188 12524 SH SOLE 12524 0 0 UNOCAL CORPORATION COM 915289102 1183 41242 SH SOLE 41242 0 0 UNITED DOMINION REALTY TR INC COM 910197102 571 33213 SH SOLE 33213 0 0 Unifi Inc COM 904677101 242 39063 SH SOLE 39063 0 0 UNIVERSAL HEALTH SVCS INC CL COM 913903100 698 17623 SH SOLE 17623 0 0 UNISYS CORP COM 909214108 609 49622 SH SOLE 49622 0 0 UMB FINANCIAL CORP COM 902788108 272 6418 SH SOLE 6418 0 0 Umpqua Holdings Corp COM 904214103 266 14367 SH SOLE 14367 0 0 UNOVA Inc COM 91529B106 150 13535 SH SOLE 13535 0 0 United National Bancorp NJ COM 910909100 207 7534 SH SOLE 7534 0 0 UNITED NATURAL FOODS COM 911163103 357 12619 SH SOLE 12619 0 0 UNITEDHEALTH GROUP INC COM 91324P102 4215 83889 SH SOLE 83889 0 0 UNUM CORP COM 91529Y106 630 47048 SH SOLE 47048 0 0 UNION PACIFIC CORP COM 907818108 2051 35366 SH SOLE 35366 0 0 UNIT CORP COM 909218109 293 14053 SH SOLE 14053 0 0 UNITED ONLINE INC COM 911268100 232 9169 SH SOLE 9169 0 0 UNION PLANTERS CORP OF MEMPHI COM 908068109 819 26409 SH SOLE 26409 0 0 UBIQUITEL INC COM 903474302 24 18343 SH SOLE 18343 0 0 UNITED PARCEL SERVICE CL-B COM 911312106 10686 167763 SH SOLE 167763 0 0 UNITED RENTALS INC COM 911363109 638 46004 SH SOLE 46004 0 0 U.S. BANCORP COM 902973304 6910 282050 SH SOLE 282050 0 0 USF Corp COM 91729Q101 385 14281 SH SOLE 14281 0 0 USG CORP NEW COM 903293405 236 12451 SH SOLE 12451 0 0 USONCOLOGY COM 90338W103 230 31191 SH SOLE 31191 0 0 UNITED SURGICAL PARTNERS INT COM 913016309 217 9622 SH SOLE 9622 0 0 U S T INC FORMERLY COM 902911106 834 23824 SH SOLE 23824 0 0 UNITED STATIONERS INC COM 913004107 515 14382 SH SOLE 14382 0 0 USEC Inc COM 90333E108 185 26428 SH SOLE 26428 0 0 US Restaurant Properties Inc COM 902971100 210 13428 SH SOLE 13428 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page28 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- Ultratech Inc COM 904034105 191 10332 SH SOLE 10332 0 0 UNITRIN INC COM 913275103 638 23531 SH SOLE 23531 0 0 UNITED TECHNOLOGIES CORP COM 913017109 4729 66775 SH SOLE 66775 0 0 UNIVISION COMMUNCIATIONS INC COM 914906102 897 29529 SH SOLE 29529 0 0 UNIVERSAL CORP VA COM 913456109 368 8702 SH SOLE 8702 0 0 VALSPAR CORP COM 920355104 644 15274 SH SOLE 15274 0 0 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1192 20713 SH SOLE 20713 0 0 VARIAN INC COM 922206107 819 23861 SH SOLE 23861 0 0 Vastera Inc COM 92239N109 69 11674 SH SOLE 11674 0 0 VISTEON CORP COM 92839U107 580 84531 SH SOLE 84531 0 0 FRACTIONAL SHARES/VISTEON CORP COM KCJ39U100 0 21562 SH SOLE 21562 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 403 15689 SH SOLE 15689 0 0 Valueclick Inc COM 92046N102 130 21605 SH SOLE 21605 0 0 VEECO INSTRUMENTS INC COM 922417100 176 10383 SH SOLE 10383 0 0 V F CORPORATION COM 918204108 596 17559 SH SOLE 17559 0 0 VIACOM INC NON VOTING COM 925524308 11181 256098 SH SOLE 256098 0 0 VIGNETTE CORPORATION COM 926734104 187 95199 SH SOLE 95199 0 0 VALERO ENERGY CORP COM 91913Y100 1352 37226 SH SOLE 37226 0 0 VULCAN MATERIALS COMPANY COM 929160109 404 10902 SH SOLE 10902 0 0 Veridian Corp COM 92342R203 293 8400 SH SOLE 8400 0 0 VINTAGE PETROLEUM INC COM 927460105 146 13009 SH SOLE 13009 0 0 VARCO INTERNATIONAL INC COM 922122106 530 27091 SH SOLE 27091 0 0 VERISIGN INC COM 92343E102 174 12685 SH SOLE 12685 0 0 Verso Technologies Inc COM 925317109 31 18400 SH SOLE 18400 0 0 VERITAS SOFTWARE CORP COM 923436109 2530 87810 SH SOLE 87810 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 634 43374 SH SOLE 43374 0 0 VARIAN SEMICONDUCTOR COPR COM 922207105 254 8536 SH SOLE 8536 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 569 43113 SH SOLE 43113 0 0 Ventas Inc COM 92276F100 255 16833 SH SOLE 16833 0 0 VERITAS DGS INC COM 92343P107 169 14755 SH SOLE 14755 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 440 90058 SH SOLE 90058 0 0 VECTREN CORP COM 92240G101 474 18946 SH SOLE 18946 0 0 VIAD CORP COM 92552R109 606 27106 SH SOLE 27106 0 0 VIVUS INC COM 928551100 67 13269 SH SOLE 13269 0 0 VITALWORKS INC COM 928483106 71 18301 SH SOLE 18301 0 0 VERIZON COMMUNICATIONS COM 92343V104 15960 404565 SH SOLE 404565 0 0 Wabtec Corp COM 929740108 164 11823 SH SOLE 11823 0 0 WESTAMERICA BANCORP COM 957090103 459 10672 SH SOLE 10672 0 0 WALGREEN COMPANY COM 931422109 4596 152702 SH SOLE 152702 0 0 WATERS CORP. COM 941848103 513 17637 SH SOLE 17637 0 0 WACHOVIA CORP COM 929903102 7689 192419 SH SOLE 192419 0 0 Wyndham International Inc COM 983101106 18 41820 SH SOLE 41820 0 0 WEBSTER FINL CORP WATERBURY COM 947890109 368 9755 SH SOLE 9755 0 0 WEBSENSE INC COM 947684106 158 10131 SH SOLE 10131 0 0 WASTE CONNECTIONS INC COM 941053100 313 8954 SH SOLE 8954 0 0 WESTERN DIGITAL CORPORATION COM 958102105 124 12129 SH SOLE 12129 0 0 WD-40 Co COM 929236107 210 7402 SH SOLE 7402 0 0 WADDELL & REED FINANCIAL COM 930059100 519 20247 SH SOLE 20247 0 0 WEBMETHODS INC COM 94768C108 153 18942 SH SOLE 18942 0 0 WEBEX COMMUNICATIONS COM 94767L109 149 10766 SH SOLE 10766 0 0 WISCONSIN ENERGY CORP FORMERL COM 976657106 1070 36900 SH SOLE 36900 0 0 WENDYS INTERNATIONAL INC COM 950590109 451 15569 SH SOLE 15569 0 0 WERNER ENTERPRISES INC COM 950755108 449 21211 SH SOLE 21211 0 0 WELLS FARGO COMPANY COM 949746101 12403 246104 SH SOLE 246104 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page29 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WHOLE FOODS MKT INC COM 966837106 940 19781 SH SOLE 19781 0 0 WEATHERFORD INTL LTD COM G95089101 1463 34923 SH SOLE 34923 0 0 WATCHGUARD TECHNOLOGIES INC COM 941105108 57 12606 SH SOLE 12606 0 0 W HOLDING COMPANY INC COM 929251106 270 15987 SH SOLE 15987 0 0 WHIRLPOOL CORPORATION COM 963320106 614 9652 SH SOLE 9652 0 0 WINN-DIXIE STORES INC COM 974280109 420 34144 SH SOLE 34144 0 0 Wind River Systems COM 973149107 212 55660 SH SOLE 55660 0 0 WHITMAN MEDICAL CORP COM 966524100 6474 421800 SH SOLE 421800 0 0 WILMINGTON TRUST CORP COM 971807102 571 19464 SH SOLE 19464 0 0 WELLPOINT HEALTH NETWORKS COM 94973H108 1840 21827 SH SOLE 21827 0 0 WASHINGTON MUTUAL INC COM 939322103 5219 126383 SH SOLE 126383 0 0 WILLIAMS COMPANIES COM 969457100 460 58313 SH SOLE 58313 0 0 WRIGHT MEDICAL GROUP INC COM 98235T107 208 10936 SH SOLE 10936 0 0 WASTE MANAGEMENT INC COM 94106L109 1960 81366 SH SOLE 81366 0 0 Wausau-Mosinee Paper Corp COM 943315101 282 25232 SH SOLE 25232 0 0 WAL-MART STORES INC COM 931142103 34487 642582 SH SOLE 642582 0 0 WESTWOOD ONE INC COM 961815107 1001 29529 SH SOLE 29529 0 0 WORTHINGTON INDUSTRIES INC COM 981811102 204 15285 SH SOLE 15285 0 0 WATSON PHARMACEUTICALS INC COM 942683103 619 15346 SH SOLE 15346 0 0 WASHINGTON POST CO COM 939640108 1905 2600 SH SOLE 2600 0 0 WPS RES CORP COM 92931B106 252 6271 SH SOLE 6271 0 0 WESTAR ENERGY INC COM 95709T100 630 38850 SH SOLE 38850 0 0 Washington Real Estate Investm COM 939653101 351 12921 SH SOLE 12921 0 0 Warnaco Group Inc/The COM 934390402 146 10900 SH SOLE 10900 0 0 WesBanco Inc COM 950810101 225 9364 SH SOLE 9364 0 0 WILLIAMS-SONOMA INC COM 969904101 1039 35597 SH SOLE 35597 0 0 Westell Technologies Inc COM 957541105 105 12800 SH SOLE 12800 0 0 WET SEAL INC CL A COM 961840105 105 10033 SH SOLE 10033 0 0 WESTERN WIRELESS CORP COM 95988E204 268 23212 SH SOLE 23212 0 0 Wolverine World Wide Inc COM 978097103 220 11448 SH SOLE 11448 0 0 WRIGLEY WM JR COMPANY COM 982526105 1941 34536 SH SOLE 34536 0 0 WEYERHAEUSER COMPANY COM 962166104 1630 30193 SH SOLE 30193 0 0 WYETH COM 983024100 8730 191679 SH SOLE 191679 0 0 Waypoint Financial Corp COM 946756103 191 10584 SH SOLE 10584 0 0 UNITED STATES STEEL CORP COM 912909108 217 13274 SH SOLE 13274 0 0 Cimarex Energy Co COM 171798101 401 16900 SH SOLE 16900 0 0 XCEL ENERGY INC COM 98389B100 880 58552 SH SOLE 58552 0 0 Xicor Inc COM 984903104 63 10211 SH SOLE 10211 0 0 XL CAPITAL LTD COM G98255105 1576 18999 SH SOLE 18999 0 0 XILINX INC COM 983919101 1970 77895 SH SOLE 77895 0 0 EXXON MOBIL CORP COM 30231G102 35450 987210 SH SOLE 987210 0 0 DENTSPLY INTL INC COM 249030107 1287 31444 SH SOLE 31444 0 0 XEROX CORPORATION COM 984121103 1212 114521 SH SOLE 114521 0 0 XTO ENERGY INC COM 98385X106 1080 53723 SH SOLE 53723 0 0 YELLOW CORP COM 985509108 276 11886 SH SOLE 11886 0 0 YAHOO INC. COM 984332106 3335 101989 SH SOLE 101989 0 0 YORK INTERNATIONAL CORP COM 986670107 785 33567 SH SOLE 33567 0 0 YUM BRANDS INC COM 988498101 1267 42876 SH SOLE 42876 0 0 Zygo Corp COM 989855101 103 12775 SH SOLE 12775 0 0 ZIONS BANCORP FORMERLY ZIONS COM 989701107 627 12392 SH SOLE 12392 0 0 ZALE CORP COM (NEW) COM 988858106 720 18000 SH SOLE 18000 0 0 ZIMMER HOLDINGS INC COM 98956P102 1327 29466 SH SOLE 29466 0 0 QUIKSILVER INC COM 74838C106 282 17148 SH SOLE 17148 0 0 ZORAN CORP COM 98975F101 239 12475 SH SOLE 12475 0 0 Manager: BNP Paribas Equity Strategies, SNC Period End Date: Jun 30,2003 Page30 of 30 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CAREER EDUCATION CORP COM 141665109 3 300 SH PUT SOLE 300 0 0 IDEC PHARMACUETICAL COM 449370105 15 500 SH CALL SOLE 500 0 0 CONCORD EFS, INC. COM 206197105 73 1795 SH PUT SOLE 1795 0 0

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