13F-HR 1 seccorp13f.txt BNPP SEC CORP 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:Dec 31,2002 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 Securities Corp Address: 555 CROTON RD KING OF PRUSSIA, PA 19406 13F File Number: 028 - 10283 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: Fred Hoevenaar Title: Managing Director, Compliance Phone: 610-491-1439 Signature ,Place, and Date of Signing: Fred Hoevenaar KING OF PRUSSIA,PA 1/31/03 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:455 Form 13F Information Table Value Total:$883018518 List of Other Included Managers: No. 13F File Number Name **NONE**

Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page 1 of 33 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 1256 24057 SH SOLE 24057 0 0 ABITIBI CONSOLIDATED INC COM CA0039243 22 1645 SH SOLE 1645 0 0 ALCOA INC COM 013817101 3605 62278 SH SOLE 62278 0 0 APPLE COMPUTER INC COM 037833100 1378 31679 SH SOLE 31679 0 0 ANLGO AMERICAN PLAT-UNSP ADR COM 034855106 16 500 SH SOLE 500 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1140 5323 SH SOLE 5323 0 0 AIRBORNE INC COM 009269101 28 2531 SH SOLE 2531 0 0 ABGENIX INC COM 00339B107 67 5215 SH SOLE 5215 0 0 APPLIED BIOSYSTEMS COM 038020103 387 10583 SH SOLE 10583 0 0 AMBAC INC COM 023139108 865 5356 SH SOLE 5356 0 0 ALBERTSON INCORPORATED COM 013104104 1457 20113 SH SOLE 20113 0 0 ABBOTT LABORATORIES COM 002824100 9285 76611 SH SOLE 76611 0 0 BARRICK GOLD CORP COM CA0679014 58 2020 SH SOLE 2020 0 0 ATLANTIC COAST AIRLINES HLDGS COM 048396105 0 43 SH SOLE 43 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 62 1670 SH SOLE 1670 0 0 ACCREDO HEALTH INC COM 00437V104 84 1771 SH SOLE 1771 0 0 ACE LTD COM G0070K103 754 12747 SH SOLE 12747 0 0 AMERICREDIT CORP COM 03060R101 143 8875 SH SOLE 8875 0 0 ARCH COAL INC COM 039380100 43 2602 SH SOLE 2602 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 11 1228 SH SOLE 1228 0 0 AFFILIATED COMPUTER SVCS COM 008190100 297 6992 SH SOLE 6992 0 0 ACTUATE CORP COM 00508B102 1 1795 SH SOLE 1795 0 0 ALBERTO-CULVER COMPANY CL B COM 013068101 298 3041 SH SOLE 3041 0 0 ACXIOM CORP COM 005125109 65 4638 SH SOLE 4638 0 0 ADOBE SYSTEMS INC COM 00724F101 699 12216 SH SOLE 12216 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 99 43238 SH SOLE 43238 0 0 ANALOG DEVICES INCORPORATED COM 032654105 1057 17900 SH SOLE 17900 0 0 ADOLOR CORP COM 00724X102 4 330 SH SOLE 330 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 797 31888 SH SOLE 31888 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 3171 30407 SH SOLE 30407 0 0 ANDRX GROUP COM 034553107 97 2201 SH SOLE 2201 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 15 1000 SH SOLE 1000 0 0 AUTODESK INCORPORATED COM 052769106 222 5841 SH SOLE 5841 0 0 ADTRAN INC COM 00738A106 85 2756 SH SOLE 2756 0 0 ADVANTA CORP CLASS A COM 007942105 5 500 SH SOLE 500 0 0 ADVANCE PCS COM 00790K109 112 5013 SH SOLE 5013 0 0 ADVENT SOFTWARE INC COM 007974108 54 2384 SH SOLE 2384 0 0 AMEREN CORP COM 023608102 870 6970 SH SOLE 6970 0 0 AMC ENTERTAINMENT INCORPORATE COM 001669100 2 355 SH SOLE 355 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 100 4167 SH SOLE 4167 0 0 AMERICAN ELECTRIC POWER CO COM 025537101 961 16857 SH SOLE 16857 0 0 AEP Industries Inc COM 001031103 1 61 SH SOLE 61 0 0 AES CORP COM 00130H105 143 28680 SH SOLE 28680 0 0 AETNA US HEALTHCARE COM 00817Y108 797 7421 SH SOLE 7421 0 0 ASTORIA FINANCIAL CORPORATION COM 046265104 122 5012 SH SOLE 5012 0 0 ALLMERICA FINANCIAL CORP. COM 019754100 92 3862 SH SOLE 3862 0 0 AFC ENTERPRISES COM 00104Q107 5 256 SH SOLE 256 0 0 ADVANCED FIBRE COMMUNICATION COM 00754A105 64 4833 SH SOLE 4833 0 0 AFFYMETRIX INC COM 00826T108 4 200 SH SOLE 200 0 0 AMERICAN FINANCIAL GROUP COM 025932104 84 3672 SH SOLE 3672 0 0 AFLAC INC COM 001055102 1555 25348 SH SOLE 25348 0 0 AGCO CORP COM 001084102 90 3887 SH SOLE 3887 0 0 A G EDWARDS INCORPORATED COM 281760108 140 4381 SH SOLE 4381 0 0 ALLERGAN INC COM 018490102 1092 6696 SH SOLE 6696 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page2 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AGERE SYSTEMS INC-A COM 00845V100 0 143 SH SOLE 143 0 0 AGERE SYSTEMS INC-B COM 00845V209 6 3509 SH SOLE 3509 0 0 ESCROW SAGA SYSTEMS INC COM 786610881 0 17 SH SOLE 17 0 0 AGRUIM INC COM CA0089164 6 473 SH SOLE 473 0 0 ARGOSY GAMING COM 040228108 22 1000 SH SOLE 1000 0 0 AMERADA HESS CORPORATION COM 023551104 903 4436 SH SOLE 4436 0 0 APRIA HEALTHCARE GROUP COM 037933108 64 2742 SH SOLE 2742 0 0 KONINKLIJKE AHOLD NV COM 500467303 0 2 SH SOLE 2 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 0 29 SH SOLE 29 0 0 AMERICAN INTL GROUP INC COM 026874107 44870 164059 SH SOLE 164059 0 0 ALBANY INTL CORP CL A COM 012348108 29 1567 SH SOLE 1567 0 0 APARTMENT INVT & MGMT CO-A COM 03748R101 52 1346 SH SOLE 1346 0 0 ARTHUR J. GALLAGHER & COMPANY COM 363576109 316 6414 SH SOLE 6414 0 0 AK STEEL HOLDING CORP COM 001547108 40 5574 SH SOLE 5574 0 0 ALCAN INC COM CA0137161 66 1200 SH SOLE 1200 0 0 ALABAMA NATIONAL BANCORP COM 010317105 9 200 SH SOLE 200 0 0 ALBEMARLE CORP COM 012653101 51 2031 SH SOLE 2031 0 0 ALLIED CAPITAL CORP COM 01903Q108 58 2650 SH SOLE 2650 0 0 ALLETE INC COM 018522102 95 4426 SH SOLE 4426 0 0 ALEXANDER & BALDWIN INC COM 014482103 47 2132 SH SOLE 2132 0 0 ALFA CORP COM 015385107 1 97 SH SOLE 97 0 0 ALASKA AIR GROUP INCORPORATED COM 011659109 24 1369 SH SOLE 1369 0 0 ALLSTATE CORP COM 020002101 3684 34551 SH SOLE 34551 0 0 ALLIANCE GAMING CORP COM 01859P609 4 300 SH SOLE 300 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 6 1600 SH SOLE 1600 0 0 ALTERA CORP COM 021441100 649 24958 SH SOLE 24958 0 0 AUTOLIV INC COM 052800109 0 27 SH SOLE 27 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 3 268 SH SOLE 268 0 0 AMERICAN GREETINGS CORP COM 026375105 106 3307 SH SOLE 3307 0 0 APPLIED MATERIALS INC COM 038222105 13405 232134 SH SOLE 232134 0 0 AMB PROPERTY CORP COM 00163T109 17 600 SH SOLE 600 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 94 16509 SH SOLE 16509 0 0 ADVANCED MICRO DEVICES INC COM 007903107 266 16664 SH SOLE 16664 0 0 AMETEK AEROSPACE PRODUCTS COM 031100100 125 2153 SH SOLE 2153 0 0 AFFILIATED MANAGERS CORP COM 008252108 4 100 SH SOLE 100 0 0 AMGEN INC COM 031162100 18207 87324 SH SOLE 87324 0 0 AMERIGROUP CORP COM 03073T102 549 16369 SH SOLE 16369 0 0 AMERUS GROUP CO COM 03072M108 128 2262 SH SOLE 2262 0 0 AMERICAN HEALTHWAYS INC COM 02649V104 0 20 SH SOLE 20 0 0 AMKOR TECHNOLOGIES INC COM 031652100 22 9423 SH SOLE 9423 0 0 AMERICAN MEDICAL SYS HLDGS COM 02744M108 4 220 SH SOLE 220 0 0 AMERON INCORPORATED COM 030710107 34 700 SH SOLE 700 0 0 AMR CORP COM 001765106 93 7492 SH SOLE 7492 0 0 AMSURG CORP COM 03232P405 0 10 SH SOLE 10 0 0 AMERITRADE HOLDING CORP CL A COM 03074K100 3 900 SH SOLE 900 0 0 AMAZON COMM INC COM 023135106 1538 24149 SH SOLE 24149 0 0 AMERICAN NATL INSURANCE COM 028591105 139 1009 SH SOLE 1009 0 0 ANDREW CORPORATION COM 034425108 92 4721 SH SOLE 4721 0 0 ABERCROMBIE & FITCH CO CL A COM 002896207 249 6337 SH SOLE 6337 0 0 ADVANCED NEUROMODULATION SYS COM 00757T101 0 10 SH SOLE 10 0 0 AON CORP COM 037389103 549 13401 SH SOLE 13401 0 0 AOL TIME WARNER COM 00184A105 7691 219140 SH SOLE 219140 0 0 SMITH A O CORP COM 831865209 4 150 SH SOLE 150 0 0 APOGENT TECHNOLOGIES INC COM 03760A101 111 5962 SH SOLE 5962 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page3 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- APACHE CORPORATION COM 037411105 845 7109 SH SOLE 7109 0 0 ANADARKO PETROLEUM CORP COM 032511107 1626 12173 SH SOLE 12173 0 0 AMERICAN POWER CONVERSION COR COM 029066107 273 9548 SH SOLE 9548 0 0 AIR PRODUCTS & CHEMICALS COM 009158106 1388 11021 SH SOLE 11021 0 0 APPLICA INC. COM 03815A106 2 400 SH SOLE 400 0 0 APOLLO GROUP INC COM 037604105 784 9037 SH SOLE 9037 0 0 ARIBA INC COM 04033V104 0 141 SH SOLE 141 0 0 Alexandria Real Estate Equitie COM 015271109 33 800 SH SOLE 800 0 0 AIRGAS INC COM 009363102 121 4611 SH SOLE 4611 0 0 ARDEN REALTY GROUP INC COM 039793104 44 1891 SH SOLE 1891 0 0 ARACH CHEMICALS INC COM 03937R102 1 100 SH SOLE 100 0 0 ARVINMERITOR INC COM 043353101 65 3489 SH SOLE 3489 0 0 ARROW INTL INC COM 042764100 61 955 SH SOLE 955 0 0 ARRIS GROUP INC COM 04269Q100 5 1525 SH SOLE 1525 0 0 ARROW ELECTRONICS INCORPORATE COM 042735100 64 5085 SH SOLE 5085 0 0 AEROFLEX INC COM 007768104 20 4149 SH SOLE 4149 0 0 ASSOCIATED-BANC CORP COM 045487105 271 4282 SH SOLE 4282 0 0 AMERISTAR CASINOS INC COM 03070Q101 0 36 SH SOLE 36 0 0 ASCENTIAL SOFTWARE CORP COM 04362P108 61 16470 SH SOLE 16470 0 0 AMERICAN STANDARD COS INC COM 029712106 674 3532 SH SOLE 3532 0 0 ADMINISTAFF INC COM 007094105 21 5663 SH SOLE 5663 0 0 ASHLAND INC COM 044204105 414 5154 SH SOLE 5154 0 0 AMSOUTH BANCORPORATION COM 032165102 1122 18042 SH SOLE 18042 0 0 ALLTEL CORPORATION COM 020039103 1831 15211 SH SOLE 15211 0 0 AGL RESOURCES INC COM 001204106 61 2790 SH SOLE 2790 0 0 ANTHEM INC COM 03674B104 1350 6926 SH SOLE 6926 0 0 AT HOME CORP COM 045919107 0 31282 SH SOLE 31282 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 107 5190 SH SOLE 5190 0 0 ATMI INC COM 00207R101 16 569 SH SOLE 569 0 0 ATMEL CORP COM 049513104 89 42205 SH SOLE 42205 0 0 ACTION PERFORMANCE COS INC COM 004933107 30 1200 SH SOLE 1200 0 0 ACTIVISION INC COM 004930202 90 3771 SH SOLE 3771 0 0 AT Cross Co COM 227478104 0 100 SH SOLE 100 0 0 ATI TECHNOLOGIES INC COM CA0019419 9 877 SH SOLE 877 0 0 AVAYA INC COM 053499109 82 19124 SH SOLE 19124 0 0 AVOCENT CORP COM 053893103 29 2241 SH SOLE 2241 0 0 AVENTIS SPON ADR COM 053561106 6 128 SH SOLE 128 0 0 AVIGEN INC COM 053690103 3 400 SH SOLE 400 0 0 AVON PRODUCTS INCORPORATED COM 054303102 1607 11621 SH SOLE 11621 0 0 AVNET INCORPORATED COM 053807103 69 6402 SH SOLE 6402 0 0 AVX CORP COM 002444107 20 1175 SH SOLE 1175 0 0 AVERY DENNISON CORP COM 053611109 614 5392 SH SOLE 5392 0 0 ALLIED WASTE INDUSTRIES COM 019589308 214 9722 SH SOLE 9722 0 0 AT & T WIRELESS SERVICES COM 00209A106 1649 133474 SH SOLE 133474 0 0 AMERICAN WATER WORKS CO INC COM 030411102 233 5222 SH SOLE 5222 0 0 AWARE INC COM 05453N100 1 700 SH SOLE 700 0 0 ANIXTER INTERNATIONAL INC. COM 035290105 6 300 SH SOLE 300 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 7 300 SH SOLE 300 0 0 AMERICAN EXPRESS CO COM 025816109 5368 86091 SH SOLE 86091 0 0 AXT INC COM 00246W103 2 1131 SH SOLE 1131 0 0 ALLEGHENY ENERGY INC COM 017361106 245 6242 SH SOLE 6242 0 0 Alltel Corp COM 020039822 6960 160000 SH SOLE 160000 0 0 ASTRA ZENECA PLC COM 046353108 5 173 SH SOLE 173 0 0 AUTOZONE INC COM 053332102 814 5163 SH SOLE 5163 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page4 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AZTAR CORP COM 054802103 11 875 SH SOLE 875 0 0 BARNES GROUP INC COM 067806109 2 100 SH SOLE 100 0 0 BOEING CO COM 097023105 15895 93148 SH SOLE 93148 0 0 BANK OF AMERICA CORP COM 060505104 63195 330177 SH SOLE 330177 0 0 BAXTER INTERNATIONAL INC COM 071813109 2935 32028 SH SOLE 32028 0 0 BED BATH & BEYOND INC COM 075896100 1171 17982 SH SOLE 17982 0 0 BOMBARDIER INC CL B COM 097751200 11 4161 SH SOLE 4161 0 0 MER LYNCH - BIOTECH HOLDRS TR COM 09067D201 7 100 SH SOLE 100 0 0 BLACK BOX CORP. COM 091826107 0 9 SH SOLE 9 0 0 BB&T COPRORATION COM 054937107 2494 23727 SH SOLE 23727 0 0 BANKATLANTIC BANCORP INC COM 065908501 2 300 SH SOLE 300 0 0 BEST BUY COMPANY INC COM 086516101 698 15659 SH SOLE 15659 0 0 BRUNSWICK CORP COM 117043109 270 4287 SH SOLE 4287 0 0 COTT CORP COM CA22163N2 4 169 SH SOLE 169 0 0 BOISE CASCADE CORPORATION COM 097383103 200 2924 SH SOLE 2924 0 0 BCE INC COM CA05534B5 94 3371 SH SOLE 3371 0 0 BOSTON COMM GROUP INC COM 100582105 1 100 SH SOLE 100 0 0 C R BARD INCORPORATED COM 067383109 446 2723 SH SOLE 2723 0 0 BRUKER DALTONICS INC COM 116795105 4 926 SH SOLE 926 0 0 Bandag Inc COM 059815100 30 1016 SH SOLE 1016 0 0 BLACK & DECKER MANUFACTURING COM 091797100 509 4054 SH SOLE 4054 0 0 BRANDYWINE REALTY TRUST COM 105368203 2 100 SH SOLE 100 0 0 BECTON DICKINSON & COMPANY COM 075887109 1047 12298 SH SOLE 12298 0 0 BEA SYSTEMS INC COM 073325102 208 13389 SH SOLE 13389 0 0 BE AEROSPACE INC COM 073302101 2 468 SH SOLE 468 0 0 BEBE STORES INC COM 075571109 12 1057 SH SOLE 1057 0 0 BECKMAN COULTER INC COM 075811109 115 2993 SH SOLE 2993 0 0 BEI Technologies Inc COM 05538P104 2 200 SH SOLE 200 0 0 BEL FUSE INC CLASS B COM 077347300 4 200 SH SOLE 200 0 0 BELL MICROPRODUCTS INC COM 078137106 1 425 SH SOLE 425 0 0 FRANKLIN RESOURCES INC COM 354613101 1202 12886 SH SOLE 12886 0 0 BERKLEY W R CORP COM 084423102 16 473 SH SOLE 473 0 0 Baldor Electric Co COM 057741100 6 325 SH SOLE 325 0 0 BROWN FORMAN CORP COM 115637209 415 3106 SH SOLE 3106 0 0 BALLY HEALTH & TENNIS CORP COM 05873K108 21 2142 SH SOLE 2142 0 0 GENERAL CABLE CORP COM 369300108 8 2200 SH SOLE 2200 0 0 BIOGEN INC MASS COM 090597105 2538 28908 SH SOLE 28908 0 0 BORDERS GROUP INC COM 099709107 67 4303 SH SOLE 4303 0 0 BAKER HUGHES INC COM 057224107 1431 16441 SH SOLE 16441 0 0 Sotheby's Holdings COM 835898107 65 4666 SH SOLE 4666 0 0 BIO-RAD LABORATORIES INC COM 090572207 3 100 SH SOLE 100 0 0 BJ'S WHOLESALE CLUB INC COM 05548J106 276 7277 SH SOLE 7277 0 0 BJ SERVICES CO. COM 055482103 610 7826 SH SOLE 7826 0 0 BANK NEW YORK INC COM 064057102 2063 35903 SH SOLE 35903 0 0 BLACK HILLS CORPORATIONS COM 092113109 15 603 SH SOLE 603 0 0 BANKNORTH GROUP INC COM 06646R107 179 7551 SH SOLE 7551 0 0 BARNES & NOBLE, INC COM 067774109 76 3626 SH SOLE 3626 0 0 BELO CORPORATION A COM 080555105 136 6226 SH SOLE 6226 0 0 BALLARD POWER SYSTEMS INC COM CA05858H0 210 5566 SH SOLE 5566 0 0 BIG LOTS INC COM 089302103 175 5534 SH SOLE 5534 0 0 BALL CORPORATION COM 058498106 282 2808 SH SOLE 2808 0 0 BELLSOUTH CORP COM 079860102 5052 91735 SH SOLE 91735 0 0 BMC SOFTWARE INC COM 055921100 459 11711 SH SOLE 11711 0 0 BIOMET INCORPORATED COM 090613100 886 16635 SH SOLE 16635 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page5 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BUILDING MATERIAL HOLDING COR COM 120113105 1 100 SH SOLE 100 0 0 BEMIS COMPANY INCORPORATED COM 081437105 260 2633 SH SOLE 2633 0 0 BRISTOL MYERS SQUIBB CO. COM 110122108 13202 138684 SH SOLE 138684 0 0 BANTA CORPORATION COM 066821109 40 1133 SH SOLE 1133 0 0 BURLINGTON NORTHERN SANTE FE COM 12189T104 1326 18485 SH SOLE 18485 0 0 BRASCAN CORP COM CA10549P7 19 562 SH SOLE 562 0 0 BOB EVANS FARMS INCORPORATED COM 096761101 40 1696 SH SOLE 1696 0 0 BANK OF HAWAII CORP COM 062540109 103 3724 SH SOLE 3724 0 0 BOK FINANCIAL CORP COM 05561Q201 7 235 SH SOLE 235 0 0 BAUSCH & LOMB INCORPORATED COM 071707103 277 2786 SH SOLE 2786 0 0 BOWATER INCORPORATED COM 102183100 104 2974 SH SOLE 2974 0 0 BURLINGTON RESOURCES COM 122014103 1147 9975 SH SOLE 9975 0 0 BROCADE COMMUNICATIONS SYS COM 111621108 201 13398 SH SOLE 13398 0 0 BROADCOM CORP COM 111320107 235 11026 SH SOLE 11026 0 0 BRE PROPERTIES INC COM 05564E106 3 100 SH SOLE 100 0 0 BROOKS-PRI AUTOMATION INC COM 11442E102 15 1348 SH SOLE 1348 0 0 BARR LABS COM 068306109 157 2521 SH SOLE 2521 0 0 BROADWING INC COM 111620100 51 12909 SH SOLE 12909 0 0 BEAR STEARNS COS INC COM 073902108 2552 11314 SH SOLE 11314 0 0 THE BISYS GROUP INC COM 055472104 105 6295 SH SOLE 6295 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1247 19771 SH SOLE 19771 0 0 BLYTH, INC COM 09643P108 271 4873 SH SOLE 4873 0 0 PEABODY ENERGY CORP COM 704549104 20 794 SH SOLE 794 0 0 BUCA INC COM 117769109 0 75 SH SOLE 75 0 0 ANHEUSER BUSCH INCORPORATED COM 035229103 4272 42221 SH SOLE 42221 0 0 BIOVAIL CORP COM CA09067J5 20 561 SH SOLE 561 0 0 BORG WARNER INC COM 099724106 156 1575 SH SOLE 1575 0 0 BOSTON PROPERTIES INC COM 101121101 22 600 SH SOLE 600 0 0 CITIGROUP INC COM 172967101 95621 645003 SH SOLE 645003 0 0 COMPUTER ASSOCIATES INTL INC COM 204912109 820 28505 SH SOLE 28505 0 0 CAE INC COM CA1247654 9 819 SH SOLE 819 0 0 CONAGRA FOODS INC COM 205887102 1965 26360 SH SOLE 26360 0 0 CARDINAL HEALTH INC COM 14149Y108 4188 22449 SH SOLE 22449 0 0 CHEESECAKE FACTORY INC COM 163072101 73 2459 SH SOLE 2459 0 0 COOPER CAMERON COM 216640102 119 2860 SH SOLE 2860 0 0 CARREKER CORPORATION COM 144433109 5 900 SH SOLE 900 0 0 CSK AUTO CORP COM 125965103 4 400 SH SOLE 400 0 0 CATERPILLAR INC COM 149123101 4210 37705 SH SOLE 37705 0 0 CHUBB CORP COM 171232101 1656 10072 SH SOLE 10072 0 0 COOPER INDUSTRIES INC CL-A COM G24182100 290 4793 SH SOLE 4793 0 0 COMMERCE BANCORP INC COM 200519106 146 3537 SH SOLE 3537 0 0 CBRL GROUP COM 12489V106 134 2938 SH SOLE 2938 0 0 COMPASS BANCSHARES INC COM 20449H109 194 6612 SH SOLE 6612 0 0 CABOT CORPORATION COM 127055101 149 3550 SH SOLE 3550 0 0 COBALT CORPORATION COM 19074W100 3 200 SH SOLE 200 0 0 CIRCUIT CITY STORES- COM 172737108 474 10429 SH SOLE 10429 0 0 COCA COLA ENTERPRISES INC. COM 191219104 1412 22171 SH SOLE 22171 0 0 CROWN CASTLE INTL CORP COM 228227104 6 2956 SH SOLE 2956 0 0 CROWN CORK & SEAL COMPANY INC COM 228255105 8 1575 SH SOLE 1575 0 0 CARNIVAL CORP. COM 143658102 2166 28769 SH SOLE 28769 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 45 1223 SH SOLE 1223 0 0 CAMECO CORP COM CA13321L4 7 209 SH SOLE 209 0 0 COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 899 6361 SH SOLE 6361 0 0 CROSS COUNTRY INC COM 22748P105 36 2615 SH SOLE 2615 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page6 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CLEAR CHANNEL COMMUNICATIONS COM 184502102 3155 30266 SH SOLE 30266 0 0 CENDANT CORPORATION COM 151313103 2204 51229 SH SOLE 51229 0 0 CAL DIVE INTERNATIONAL INC COM 127914109 0 36 SH SOLE 36 0 0 CADENCE DESIGN SYS INC COM 127387108 292 14372 SH SOLE 14372 0 0 CDW COMPUTER CENTERS INC COM 125129106 657 7763 SH SOLE 7763 0 0 CATELLUS DEV CORP COM 149111106 1 100 SH SOLE 100 0 0 CEC ENTERTAINMENT COM 125137109 2 59 SH SOLE 59 0 0 CAREER EDUCATION CORP COM 141665109 14 300 SH SOLE 300 0 0 CONCORD EFS, INC. COM 206197105 975 30716 SH SOLE 30716 0 0 CONSTELLATION ENERGY GROUP COM 210371100 592 7966 SH SOLE 7966 0 0 CHEMFIRST WHEN ISSUED COM 16361A106 248 4325 SH SOLE 4325 0 0 CERIDIAN CORP NEW COM 156779100 111 7855 SH SOLE 7855 0 0 CEPHALON INC COM 156708109 161 1974 SH SOLE 1974 0 0 CERNER CORP COM 156782104 1 32 SH SOLE 32 0 0 CERUS CORP COM 157085101 9 597 SH SOLE 597 0 0 CERTEGY INC COM 156880106 187 4672 SH SOLE 4672 0 0 CHARTER ONE FINANCIAL COM 160903100 983 11035 SH SOLE 11035 0 0 COMMERCIAL FEDERAL CORP COM 201647104 17 787 SH SOLE 787 0 0 COMMUNITY FIRST BANKSHARES IN COM 203902101 2 80 SH SOLE 80 0 0 COMMERCE GROUP INC (MASS) COM 200641108 23 358 SH SOLE 358 0 0 Atlas Air Worldwide Holdings I COM 049164106 4 1685 SH SOLE 1685 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 3 200 SH SOLE 200 0 0 CITY HOLDING CO COM 177835105 5 225 SH SOLE 225 0 0 CHURCH & DWIGHT INC COM 171340102 66 2008 SH SOLE 2008 0 0 Chemical Financial Corp COM 163731102 17 610 SH SOLE 610 0 0 CHIRON CORPORATION COM 170040109 2064 11819 SH SOLE 11819 0 0 CHECK POINT SOFTWARE TECH COM M22465104 212 7716 SH SOLE 7716 0 0 C.H. ROBINSON WORLDWIDE INC COM 12541W100 116 4325 SH SOLE 4325 0 0 CHARTER COMMUNICATIONS INC -A COM 16117M107 37 9961 SH SOLE 9961 0 0 PILGRIMS PRIDE CORP COM 721467108 10 575 SH SOLE 575 0 0 CIGNA CORPORATION COM 125509109 1499 7065 SH SOLE 7065 0 0 CIENA CORP COM 171779101 302 25436 SH SOLE 25436 0 0 CINERGY CORP COM 172474108 784 8321 SH SOLE 8321 0 0 CINCINNATI FINANCIAL CORP COM 172062101 553 7773 SH SOLE 7773 0 0 CIT GROUP INC COM 125581108 17 1000 SH SOLE 1000 0 0 CROMPTON CORP COM 227116100 60 6000 SH SOLE 6000 0 0 COLLINS & AIKMAN CORP COM 194830204 0 200 SH SOLE 200 0 0 CHECKFREE CORP COM 162813109 45 4011 SH SOLE 4011 0 0 CHECKPOINT SYSTEMS INC COM 162825103 1 100 SH SOLE 100 0 0 COLGATE PALMOLIVE CO COM 194162103 2851 26428 SH SOLE 26428 0 0 CLAIRES STORES INC COM 179584107 54 2483 SH SOLE 2483 0 0 COLONIAL PROPERTIES TRUST COM 195872106 29 825 SH SOLE 825 0 0 CELESTICA INC COM CA15101Q4 19 700 SH SOLE 700 0 0 CLOROX COM 189054109 896 11158 SH SOLE 11158 0 0 COMERICA INC COM 200340107 1224 8464 SH SOLE 8464 0 0 COMMERCIAL METALS COM 201723103 6 350 SH SOLE 350 0 0 COMCAST CORP COM 200300200 2187 34951 SH SOLE 34951 0 0 CMGI INC COM 125750109 9 27593 SH SOLE 27593 0 0 CLAYTON HOME COM 184190106 84 7696 SH SOLE 7696 0 0 CREDENCE SYSTEMS CORPORATION COM 225302108 27 3207 SH SOLE 3207 0 0 CMS ENERGY CORP COM 125896100 118 7375 SH SOLE 7375 0 0 COMVERSE TECH (NEW) COM 205862402 142 10191 SH SOLE 10191 0 0 COLONIAL BANCGROUP INC COM 195493309 154 6247 SH SOLE 6247 0 0 CONNETICS CORP COM 208192104 6 695 SH SOLE 695 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page7 of 33 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 COM 12613R104 2 2200 SH SOLE 2200 0 0 CNF INC COM 12612W104 83 2658 SH SOLE 2658 0 0 CLECO CORP COM 12561W105 33 2459 SH SOLE 2459 0 0 CONMED CORP COM 207410101 5 270 SH SOLE 270 0 0 CANADIAN NATURAL RESOURCES LTD COM CA1363857 25 497 SH SOLE 497 0 0 CANADIAN NATL RAILWAY COM CA1363758 58 748 SH SOLE 748 0 0 CONEXANT SYSTEMS INC COM 207142100 21 9798 SH SOLE 9798 0 0 CAPITAL ONE FINANCIAL CORP. COM 14040H105 769 11023 SH SOLE 11023 0 0 COACH INC COM 189754104 119 4660 SH SOLE 4660 0 0 COHERENT INCORPORATED COM 192479103 16 455 SH SOLE 455 0 0 ROCKWELL COLLINS COM 774341101 631 9588 SH SOLE 9588 0 0 3 COM CORP COM 885535104 75 19140 SH SOLE 19140 0 0 CONOCOPHILLIPS COM 20825C104 4599 33157 SH SOLE 33157 0 0 CORUS BANKSHARES INC COM 220873103 1 26 SH SOLE 26 0 0 COSTCO WHOLESALE CORP COM 22160K105 1608 16561 SH SOLE 16561 0 0 COX COMMUNICATIONS INC - CL A COM 224044107 1 49 SH SOLE 49 0 0 CANADIAN PACIFIC RAILWAY COM CA13645T6 21 591 SH SOLE 591 0 0 CAMPBELL SOUP COMPANY COM 134429109 1328 20058 SH SOLE 20058 0 0 Central Parking Corp COM 154785109 0 21 SH SOLE 21 0 0 CHATEAU COMMUNITIES INC COM 161726104 36 1375 SH SOLE 1375 0 0 CALPINE CORPORATION COM 131347106 90 18343 SH SOLE 18343 0 0 COPART INC COM 217204106 53 4971 SH SOLE 4971 0 0 CHOICEPOINT COM 170388102 422 5934 SH SOLE 5934 0 0 COMPUWARE CORP COM 205638109 97 15984 SH SOLE 15984 0 0 CHIQUITA BRANDS INTL COM 170032809 6 400 SH SOLE 400 0 0 CRANE COMPANY COM 224399105 179 3033 SH SOLE 3033 0 0 APPLERA CORP CELERA GENOMICS COM 038020202 6 775 SH SOLE 775 0 0 CREE RESEARCH INC COM 225447101 51 4088 SH SOLE 4088 0 0 CHARLES RIVER LABORATORIES COM 159864107 88 2249 SH SOLE 2249 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 45 1746 SH SOLE 1746 0 0 CIRRUS LOGIC INC COM 172755100 34 6768 SH SOLE 6768 0 0 CORVEL CORP COM 221006109 8 300 SH SOLE 300 0 0 CRYOLIFE INC COM 228903100 0 25 SH SOLE 25 0 0 COMPUTER SCIENCES CORPORATION COM 205363104 900 10803 SH SOLE 10803 0 0 CISCO SYS INC COM 17275R102 16920 403626 SH SOLE 403626 0 0 CSG SYSTEM INTL INC COM 126349109 80 3672 SH SOLE 3672 0 0 Chesapeake Corp COM 165159104 0 25 SH SOLE 25 0 0 CARLISLE CORPORATION COM 142339100 148 2022 SH SOLE 2022 0 0 COGNOS INC COM CA19244C5 9 328 SH SOLE 328 0 0 C S X CORPORATION COM 126408103 826 10443 SH SOLE 10443 0 0 1-800 Contacts Inc COM 681977104 3 393 SH SOLE 393 0 0 CINTAS CORPORATION COM 172908105 954 11383 SH SOLE 11383 0 0 COOPER TIRE & RUBR CO COM 216831107 178 3680 SH SOLE 3680 0 0 CELL THERAPEUTICS INC COM 150934107 5 1199 SH SOLE 1199 0 0 CENTURYTEL INC COM 156700106 476 7087 SH SOLE 7087 0 0 CANADIAN TIRE CORP LTD COM CA1366819 9 286 SH SOLE 286 0 0 COMMSCOPE COM 203372107 50 3756 SH SOLE 3756 0 0 CENTEX CORPORATION COM 152312104 270 3047 SH SOLE 3047 0 0 CITRIX SYSTEMS INC. COM 177376100 116 9690 SH SOLE 9690 0 0 CUMMINS INC COM 231021106 137 1935 SH SOLE 1935 0 0 CABLEVISION SYSTEMS NY GRP A COM 12686C109 12 1416 SH SOLE 1416 0 0 COVANCE INC COM 222816100 65 3343 SH SOLE 3343 0 0 CONVERGYS COPR COM 212485106 397 8806 SH SOLE 8806 0 0 COVENTRY HEALTH CARE COM 222862104 26 405 SH SOLE 405 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page8 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CVS CORPORATION COM 126650100 1465 19271 SH SOLE 19271 0 0 CV THERAPEUTICS INC COM 126667104 2 119 SH SOLE 119 0 0 CHEVRONTEXACO CORP COM 166764100 10878 52363 SH SOLE 52363 0 0 CURTISS-WRIGHT CORPORATION COM 231561101 16 275 SH SOLE 275 0 0 CLAYTON WILLIAMS ENERGY INC COM 969490101 1 150 SH SOLE 150 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 43 6574 SH SOLE 6574 0 0 COMMUNITY HEALTH SYSTEMS COM 203668108 1 40 SH SOLE 40 0 0 CYMER INC COM 232572107 8 453 SH SOLE 453 0 0 CITY NATIONAL CORP. COM 178566105 121 2597 SH SOLE 2597 0 0 CYTEC INDUSTRIES INC COM 232820100 230 5259 SH SOLE 5259 0 0 CYTYC CORP. COM 232946103 103 9677 SH SOLE 9677 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 288 14207 SH SOLE 14207 0 0 DOMINION RESOURCES INC COM 25746U109 2155 14162 SH SOLE 14162 0 0 Daktronics Inc COM 234264109 2 300 SH SOLE 300 0 0 DELTA AIR LINES INC DEL COM 247361108 120 6488 SH SOLE 6488 0 0 DIEBOLD INCORPORATED COM 253651103 126 3834 SH SOLE 3834 0 0 DONALDSON COMPANY COM 257651109 81 2361 SH SOLE 2361 0 0 DOUBLECLICK INC COM 258609304 35 6816 SH SOLE 6816 0 0 DANA CORPORATION COM 235811106 189 7252 SH SOLE 7252 0 0 DOCUMENTUM INC COM 256159104 9 800 SH SOLE 800 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 10581 73337 SH SOLE 73337 0 0 DDI CORP COM 233162106 0 1975 SH SOLE 1975 0 0 DILLARDS INC - CLASS A COM 254067101 250 4143 SH SOLE 4143 0 0 DEERE & COMPANY COM 244199105 1048 11535 SH SOLE 11535 0 0 DELL COMPUTER COM 247025109 54147 383863 SH SOLE 383863 0 0 DEAN FOODS CO. COM 242370104 185 4654 SH SOLE 4654 0 0 DEPARTMENT 56 INC COM 249509100 1 100 SH SOLE 100 0 0 DOFASCO INC COM CA2569007 8 281 SH SOLE 281 0 0 DOLLAR GENERAL CORPORATION COM 256669102 685 17035 SH SOLE 17035 0 0 QUEST DIAGNOSTICS COM 74834L100 319 5194 SH SOLE 5194 0 0 D.R. HORTON INC COM 23331A109 145 7792 SH SOLE 7792 0 0 DANAHER CORPORATION COM 235851102 1271 7454 SH SOLE 7454 0 0 DIANON SYSTEMS INC COM 252826102 1 40 SH SOLE 40 0 0 DISNEY WALT CO COM 254687106 12796 169046 SH SOLE 169046 0 0 ECHOSTAR COMM. INC. COM 278762109 273 7918 SH SOLE 7918 0 0 DOW JONES & CO INC COM 260561105 457 3972 SH SOLE 3972 0 0 DIAL CORP COM 25247D101 216 5048 SH SOLE 5048 0 0 DELTA & PINE LAND CO COM 247357106 0 25 SH SOLE 25 0 0 DOLLAR TREE STORES INC COM 256747106 499 11338 SH SOLE 11338 0 0 DELUXE CORP COM 248019101 290 3228 SH SOLE 3228 0 0 DIMON Inc COM 254394109 10 1725 SH SOLE 1725 0 0 GENENTECH INC COM 368710406 3 106 SH SOLE 106 0 0 DUN & BRADSTREET CORP COM 26483E100 130 3878 SH SOLE 3878 0 0 R R DONNELLEY & SON COMPANY COM 257867101 408 5797 SH SOLE 5797 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 34 1754 SH SOLE 1754 0 0 DOLE FOOD COMPANY, INC. COM 256605106 8233 141814 SH SOLE 141814 0 0 DOVER CORP COM 260003108 747 9811 SH SOLE 9811 0 0 DOW CHEM CO COM 260543103 5107 46752 SH SOLE 46752 0 0 DIAGNOSTIC PRODUCTS CORP COM 252450101 3 70 SH SOLE 70 0 0 DELPHI CORPORATION COM 247126105 817 31865 SH SOLE 31865 0 0 DPL INCORPORATED (HOLDING CO) COM 233293109 112 6830 SH SOLE 6830 0 0 DQE COM 23329J104 58 3904 SH SOLE 3904 0 0 DARDEN RESTAURANTS INC WI COM 237194105 403 8328 SH SOLE 8328 0 0 DRILL-QUIP COM 262037104 3 200 SH SOLE 200 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page9 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DRS TECHNOLOGIES INC COM 23330X100 3 100 SH SOLE 100 0 0 DREYERS GRAND ICE CREAM INC COM 261878102 129 1856 SH SOLE 1856 0 0 DOWNEY FINANCIAL CORP COM 261018105 30 879 SH SOLE 879 0 0 DSP GROUP INC COM 23332B106 1 100 SH SOLE 100 0 0 QUANTUM CORP DLT & STORAGE COM 747906204 51 11584 SH SOLE 11584 0 0 DST SYSTEMS INC COM 233326107 188 6388 SH SOLE 6388 0 0 DOMTAR INC COM CA2575616 10 582 SH SOLE 582 0 0 DTE ENERGY CO. COM 233331107 1062 8698 SH SOLE 8698 0 0 DUKE ENERGY CORP COM 264399106 2604 44399 SH SOLE 44399 0 0 DEVRY INC DEL COM 251893103 72 3872 SH SOLE 3872 0 0 DAVITA INC COM 23918K108 2 110 SH SOLE 110 0 0 DEVON ENERGY CORP COM 25179M103 734 7607 SH SOLE 7607 0 0 DYCOM INDUSTRIES INC COM 267475101 23 2613 SH SOLE 2613 0 0 DYNEGY INC COM 26816Q101 84 24327 SH SOLE 24327 0 0 EGL INC COM 268484102 25 2340 SH SOLE 2340 0 0 ENERGY EAST CORPORATION COM 29266M109 157 7955 SH SOLE 7955 0 0 ENGINEERED SUPPORT SYSTEMS IN COM 292866100 2 50 SH SOLE 50 0 0 BRINKER INTERNATIONAL INC COM 109641100 131 5062 SH SOLE 5062 0 0 EBAY INC COM 278642103 12300 58228 SH SOLE 58228 0 0 ENGLEHARD CORPORATION COM 292845104 450 6300 SH SOLE 6300 0 0 ENCANA CORP COM 292505104 0 1 SH SOLE 1 0 0 ENCANA CORP COM CA2925050 83 1775 SH SOLE 1775 0 0 ECOLAB INC COM 278865100 827 6610 SH SOLE 6610 0 0 CONSOLIDATED EDISON INC COM 209115104 1284 10647 SH SOLE 10647 0 0 EDUCATION MANAGEMENT COM 28139T101 74 1673 SH SOLE 1673 0 0 EDO Corp COM 281347104 5 225 SH SOLE 225 0 0 ELECTRONIC DATA SYSTEMS CORP. COM 285661104 656 23469 SH SOLE 23469 0 0 EQUIFAX INCORPORATED COM 294429105 452 6932 SH SOLE 6932 0 0 ELECTROGLAS INC COM 285324109 1 600 SH SOLE 600 0 0 ENERGEN CORPORATION COM 29265N108 0 9 SH SOLE 9 0 0 EDISON INTERNATIONAL COM 281020107 522 17418 SH SOLE 17418 0 0 EASTMAN KODAK COMPANY COM 277461109 27450 251928 SH SOLE 251928 0 0 EARTHLINK INC COM 270321102 19 3699 SH SOLE 3699 0 0 ECHELON CORP COM 27874N105 0 75 SH SOLE 75 0 0 EMULEX CORP (NEW) COM 292475209 9 402 SH SOLE 402 0 0 CALLAWAY GOLF CO COM 131193104 96 4641 SH SOLE 4641 0 0 EMBARCADERO TEHCNOLOGIES INC COM 290787100 1 279 SH SOLE 279 0 0 E M C CORP MASS COM 268648102 598 65455 SH SOLE 65455 0 0 EMCOR GROUP INC COM 29084Q100 4 100 SH SOLE 100 0 0 EMMIS COMMUNICATIONS CORP COM 291525103 54 2889 SH SOLE 2889 0 0 EASTMAN CHEMICAL COMPANY COM 277432100 433 3788 SH SOLE 3788 0 0 EMERSON ELECTRIC CO COM 291011104 2760 20945 SH SOLE 20945 0 0 ENBRIDGE INC COM CA29250N1 29 632 SH SOLE 632 0 0 ENDOCARE INC COM 29264P104 3 210 SH SOLE 210 0 0 ENDO PHARMACEUTICALS HLDGS IN COM 29264F205 7 910 SH SOLE 910 0 0 ENTREMED INC COM 29382F103 0 250 SH SOLE 250 0 0 ENERGIZER HOLDINGS COM 29266R108 143 4718 SH SOLE 4718 0 0 EOG RESOURCES INC COM 26875P101 625 5801 SH SOLE 5801 0 0 EQUITY OFFICE PROPERTIES TR COM 294741103 1068 20693 SH SOLE 20693 0 0 EL PASO CORPORATION COM 28336L109 786 31698 SH SOLE 31698 0 0 EPIQ SYSTEMS INC COM 26882D109 3 225 SH SOLE 225 0 0 EL PASO ENERGY PARTNERS LP COM 28368B102 0 16 SH SOLE 16 0 0 EQUITY RESIDENTIAL COM 29476L107 976 13591 SH SOLE 13591 0 0 EQUITABLE RESOURCES INC COM 294549100 116 3360 SH SOLE 3360 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page10 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ERICSSON L M TEL CO ADR CL B COM 294821400 21 29533 SH SOLE 29533 0 0 ERIE INDEMNITY CO COM 29530P102 12 301 SH SOLE 301 0 0 EMBRAER AIRCRAFT CORP COM 29081M102 0 1 SH SOLE 1 0 0 ELECTRONIC ARTS COM 285512109 415 6303 SH SOLE 6303 0 0 EXTENDED STAY AMERICAN INC COM 30224P101 62 4940 SH SOLE 4940 0 0 ESCO TECHNOLOGIES INC COM 296315104 3 100 SH SOLE 100 0 0 ELECTRO SCIENTIFIC IND COM 285229100 4 300 SH SOLE 300 0 0 eSpeed Inc COM 296643109 0 50 SH SOLE 50 0 0 EXPRESS SCRIPTS INC COM COM 302182100 320 5871 SH SOLE 5871 0 0 ESS TECHNOLOGY INC. COM 269151106 17 2873 SH SOLE 2873 0 0 ENSCO INTERNATIONAL INC COM 26874Q100 196 7860 SH SOLE 7860 0 0 E*TRADE GROUP INC COM 269246104 443 24888 SH SOLE 24888 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 121 2563 SH SOLE 2563 0 0 EATON CORPORATION COM 278058102 662 3467 SH SOLE 3467 0 0 ENTERGY CORP COM 29364G103 1382 11079 SH SOLE 11079 0 0 ETOYS INC COM 297862104 0 16100 SH SOLE 16100 0 0 EATON VANCE CORP COM 278265103 107 3906 SH SOLE 3906 0 0 ENTRAVISION COMMUNICATIONS COM 29382R107 1 100 SH SOLE 100 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 73 2854 SH SOLE 2854 0 0 EXAR CORP COM 300645108 1 104 SH SOLE 104 0 0 CORPORATE EXECUTIVE BOARD COM 21988R102 4 146 SH SOLE 146 0 0 EXELON CORPORATION COM 30161N101 1516 15962 SH SOLE 15962 0 0 EXODUS COMMUNICATIONS INC COM 302088109 0 18075 SH SOLE 18075 0 0 EXELIXIS INC COM 30161Q104 9 1877 SH SOLE 1877 0 0 EXULT INC COM 302284104 13 4681 SH SOLE 4681 0 0 EXPEDITORS INTL WASH INC COM 302130109 149 5346 SH SOLE 5346 0 0 EXTREME NETWORKS INC COM 30226D106 0 66 SH SOLE 66 0 0 VISX INC COM 92844S105 28 3140 SH SOLE 3140 0 0 FORD MOTOR COMPANY COM 345370860 103257 2634117 SH SOLE 2634117 0 0 FIRST AMERICAN CORPORATION COM 318522307 3 184 SH SOLE 184 0 0 FASTENALL COM 311900104 122 3881 SH SOLE 3881 0 0 FLAGSTAR BANCORP INC COM 337930101 6 300 SH SOLE 300 0 0 FLEET BOSTON FINANCIAL CORP COM 339030108 4182 51429 SH SOLE 51429 0 0 FURNITURE BRANDS INTL INC COM 360921100 66 2878 SH SOLE 2878 0 0 FELCOR LODGING TRUST COM 31430F101 28 2220 SH SOLE 2220 0 0 FAIRCHILD SEMICON INTL-CL A COM 303726103 60 6420 SH SOLE 6420 0 0 FREEPORT MCMORAN COPPER & COM 35671D857 613 15204 SH SOLE 15204 0 0 FEDERATED DEPT. STORES INC. COM 31410H101 860 9742 SH SOLE 9742 0 0 FIRST DATA CORP COM 319963104 3099 36965 SH SOLE 36965 0 0 FAMILY DOLLAR STORES COM 307000109 451 8397 SH SOLE 8397 0 0 FEDEX CORP COM 31428X106 1465 14634 SH SOLE 14634 0 0 FIRST ENERGY CORP COM 337932107 1331 14846 SH SOLE 14846 0 0 FEI CO. COM 30241L109 2673 92499 SH SOLE 92499 0 0 FIDELITY BANKSHARES INC COM 31604Q107 3 200 SH SOLE 200 0 0 FBL Financial Group Inc COM 30239F106 16 900 SH SOLE 900 0 0 FIRST FINL BANKSHARES INC COM 32020R109 7 200 SH SOLE 200 0 0 FIRST HEALTH GROUP CORP COM 320960107 150 5554 SH SOLE 5554 0 0 FAIRMONT HOTELS & RESORTS INC COM CA3052045 11 294 SH SOLE 294 0 0 SORRENTO NETWORKS CORP COM 83586Q100 0 100 SH SOLE 100 0 0 FISERVE INC COM 337738108 695 12385 SH SOLE 12385 0 0 FIFTH THIRD BANCORP COM 316773100 5387 29329 SH SOLE 29329 0 0 FLEETWOOD ENTERPRISES COM 339099103 9 1461 SH SOLE 1461 0 0 FLEXTRONICS INTL LTD COM Y2573F102 381 18234 SH SOLE 18234 0 0 FLIR SYSTEMS INC COM 302445101 12 371 SH SOLE 371 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page11 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FLUOR CORP COM 343412102 391 5336 SH SOLE 5336 0 0 FLOWSERVE CORP. COM 34354P105 27 2775 SH SOLE 2775 0 0 NAVIGANT INT'L INC COM 63935R108 5 500 SH SOLE 500 0 0 FIRST MIDWEST BANCORP (DEL) COM 320867104 1 52 SH SOLE 52 0 0 F M C CORPORATION COM 302491303 48 1874 SH SOLE 1874 0 0 FIRST MERIT CORP COM 337915102 93 4376 SH SOLE 4376 0 0 FREEMARKETS INC COM 356602102 3 700 SH SOLE 700 0 0 FIDELITY NATL FINANCIAL COM 316326107 140 4895 SH SOLE 4895 0 0 First Niagara Financial Group COM 33582U100 9 301 SH SOLE 301 0 0 FANNIE MAE COM 313586109 8820 49379 SH SOLE 49379 0 0 FINISAR CORP COM 31787A101 1 1503 SH SOLE 1503 0 0 FORTUNE BRANDS INC COM 349631101 1584 11169 SH SOLE 11169 0 0 FERRO CORPORATION COM 315405100 43 1869 SH SOLE 1869 0 0 SPRINT CORP COM 852061100 799 43825 SH SOLE 43825 0 0 FOX ENTERTAINMENT GROUP INC COM 35138T107 72 3300 SH SOLE 3300 0 0 FPL GROUP INCORPORATED COM 302571104 1454 9009 SH SOLE 9009 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 3796 33958 SH SOLE 33958 0 0 FLORIDA ROCK INDUSTRIES INC COM 341140101 5 175 SH SOLE 175 0 0 First Merchants Corp COM 320817109 2 105 SH SOLE 105 0 0 FOREST LABORATORIES INC COM 345838106 1444 8808 SH SOLE 8808 0 0 FEDERAL SIGNAL CORP COM 313855108 146 3974 SH SOLE 3974 0 0 FOREST OIL CORP COM 346091705 67 2636 SH SOLE 2636 0 0 FMC TECHNOLOGIES INC COM 30249U101 111 3321 SH SOLE 3321 0 0 FIRST TENNESSEE NATIONAL CORP COM 337162101 645 6203 SH SOLE 6203 0 0 H.B.FULLER COMPANY COM 359694106 33 1244 SH SOLE 1244 0 0 FULTON FINANCIAL CORP COM 360271100 72 3864 SH SOLE 3864 0 0 FIRST VIRGINIA BANKS INC COM 337477103 137 3673 SH SOLE 3673 0 0 GILLETTE COMPANY COM 375766102 7903 53400 SH SOLE 53400 0 0 GREAT ATLANTIC & PACIFIC COM 390064103 5 700 SH SOLE 700 0 0 NICOR INCORPORATED COM 654086107 141 2500 SH SOLE 2500 0 0 WILSON GREATBATCH TECHNOLOGY COM 972232102 2 100 SH SOLE 100 0 0 GREATER BAY BANCORP COM 391648102 109 3011 SH SOLE 3011 0 0 GRIEF BROS CORP CL A COM 397624107 2 100 SH SOLE 100 0 0 GLOBAL CROSSING LTD COM G3921A100 0 630 SH SOLE 630 0 0 GABLES RESIDENTIAL TRUST COM 362418105 74 1400 SH SOLE 1400 0 0 GANNETT COMPANY INCORPORATED COM 364730101 2810 12979 SH SOLE 12979 0 0 GENERAL DYNAMICS CORPORATION COM 369550108 1625 9992 SH SOLE 9992 0 0 GARDNER DENVER MACHINE INC COM 365558105 1 100 SH SOLE 100 0 0 GUIDANT CORP COM 401698105 2560 19811 SH SOLE 19811 0 0 GOLDEN WEST FINANCIAL CORP COM 381317106 927 7458 SH SOLE 7458 0 0 GENERAL ELECTRIC COMPANY COM 369604103 130332 842269 SH SOLE 842269 0 0 GLOBAL POWER EQUIPMENT GROUP COM 37941P108 1 250 SH SOLE 250 0 0 GENZYME CORP COM 372917104 504 12251 SH SOLE 12251 0 0 GRACO INCORPORATED COM 384109104 4 200 SH SOLE 200 0 0 Gulf Island Fabrication Inc COM 402307102 0 13 SH SOLE 13 0 0 GILEAD SCIENCES INC COM 375558103 522 15573 SH SOLE 15573 0 0 GENERAL MILLS INCORPORATED COM 370334104 1602 18041 SH SOLE 18041 0 0 GLENBOROUGH REALTY TRUST COM 37803P105 8 400 SH SOLE 400 0 0 GLIATECH INC COM 37929C103 0 50 SH SOLE 50 0 0 GREAT LAKES CHEMICAL CORP COM 390568103 112 2344 SH SOLE 2344 0 0 GLATFELTER COMPANY COM 377316104 77 3345 SH SOLE 3345 0 0 CORNING INC COM 219350105 225 46902 SH SOLE 46902 0 0 GENLYTE GROUP INC COM 372302109 3 100 SH SOLE 100 0 0 GENERAL MTRS CORP COM 370442105 5638 48316 SH SOLE 48316 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page12 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GEMSTAR TV GUIDE INTL INC COM 36866W106 71 14096 SH SOLE 14096 0 0 GATX CORPORATION COM 361448103 51 2613 SH SOLE 2613 0 0 GENTA INC COM 37245M207 3 505 SH SOLE 505 0 0 GENTEX CORPORATION COM 371901109 106 3928 SH SOLE 3928 0 0 GEORGIA PACIFIC CORPORATION COM 373298108 448 11421 SH SOLE 11421 0 0 GENIUNE PARTS COMPANY COM 372460105 545 8902 SH SOLE 8902 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 4 200 SH SOLE 200 0 0 GLOBAL PAYMENTS INC COM 37940X102 2 100 SH SOLE 100 0 0 GAP INCORPORATED COM 364760108 3596 82860 SH SOLE 82860 0 0 GREENPOINT FINANCIAL CORP COM 395384100 214 5147 SH SOLE 5147 0 0 GOODRICH CORP COM 382388106 313 5528 SH SOLE 5528 0 0 Bank of Granite Corp COM 062401104 3 218 SH SOLE 218 0 0 GRANT PRIDECO INC COM 38821G101 34 4070 SH SOLE 4070 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 25894 78434 SH SOLE 78434 0 0 GOLDEN STATE BANCORP COM 381197102 227 7030 SH SOLE 7030 0 0 GLOBALSANTAFE CORP COM G3930E101 8 400 SH SOLE 400 0 0 GLAXOSMITHKLINE PLC ADS COM 37733W105 11 298 SH SOLE 298 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 307 11527 SH SOLE 11527 0 0 GrafTech International Ltd COM 384313102 21 2968 SH SOLE 2968 0 0 GENTIVA HEALTH SERVICES WHEN COM 37247A102 14 1800 SH SOLE 1800 0 0 GTECH HLDGS CORP COM 400518106 75 3030 SH SOLE 3030 0 0 GRAY TELEVISION INC CL A COM 389375205 1 75 SH SOLE 75 0 0 GATEWAY INC COM 367626108 142 15975 SH SOLE 15975 0 0 GRANITE CONSTRUCTION INC COM 387328107 35 2176 SH SOLE 2176 0 0 Grey Wolf Inc COM 397888108 12 3500 SH SOLE 3500 0 0 W W GRAINGER INC COM 384802104 753 5900 SH SOLE 5900 0 0 GREAT PLAINS ENERGY INC COM 391164100 60 3151 SH SOLE 3151 0 0 GYMBOREE CORP COM 403777105 3 200 SH SOLE 200 0 0 HAEMONETICS CORP COM 405024100 4 190 SH SOLE 190 0 0 HALLIBURTON CO (HOLDING CO) COM 406216101 551 21349 SH SOLE 21349 0 0 HASBRO INCORPORATED COM 418056107 291 8721 SH SOLE 8721 0 0 HILLENBRAND INDUSTRIES INC COM 431573104 178 3279 SH SOLE 3279 0 0 HUNTINGTON BANCSHARES COM 446150104 616 11306 SH SOLE 11306 0 0 HANOVER COMPRESSOR CO. COM 410768105 27 3320 SH SOLE 3320 0 0 HCA INC COM 404119109 2412 25334 SH SOLE 25334 0 0 HUDSON CITY BANCORP INC COM 443683107 56 3457 SH SOLE 3457 0 0 HCC INSURANCE HOLDINGS INC COM 404132102 74 3105 SH SOLE 3105 0 0 HEALTH CARE REIT INCORPORATED COM 42217K106 108 1975 SH SOLE 1975 0 0 HEALTHCARE PROPERTIES COM 421915109 8 200 SH SOLE 200 0 0 MANOR CARE INC COM 564055101 204 4547 SH SOLE 4547 0 0 HOME DEPOT INCORPORATED COM 437076102 14769 141474 SH SOLE 141474 0 0 HARLEY DAVIDSON INCORPORATED COM 412822108 2077 14906 SH SOLE 14906 0 0 HANDLEMAN COMPANY COM 410252100 1 203 SH SOLE 203 0 0 HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 79 1848 SH SOLE 1848 0 0 HARRAHS ENT. INC. COM 413619107 954 6601 SH SOLE 6601 0 0 HARLEYSVILLE CORP COM 412824104 13 521 SH SOLE 521 0 0 HUMAN GENOME SCIENCES INC COM 444903108 100 4183 SH SOLE 4183 0 0 Hooper Holmes Inc COM 439104100 2 325 SH SOLE 325 0 0 HARTE-HANKS INC COM 416196103 89 4821 SH SOLE 4821 0 0 HOUSEHOLD INTERNATIONAL INC COM 441815107 1945 22903 SH SOLE 22903 0 0 HIBERNIA CORP CL A COM 428656102 166 8347 SH SOLE 8347 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 1494 12153 SH SOLE 12153 0 0 HIGHWOOD PROPERTIES INC COM 431284108 42 900 SH SOLE 900 0 0 HILTON HOTELS CORPORATION COM 432848109 649 19029 SH SOLE 19029 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page13 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WEBMD CORP COM 94769M105 30 6100 SH SOLE 6100 0 0 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 8 593 SH SOLE 593 0 0 HEALTH MGMT ASSOC INC COM 421933102 691 11394 SH SOLE 11394 0 0 HORACE MANN EDUCATORS CORP COM 440327104 64 2199 SH SOLE 2199 0 0 HOST MARRIOT CORP COM 44107P104 0 100 SH SOLE 100 0 0 HON INDUSTRIES INCORPORATED COM 438092108 92 3653 SH SOLE 3653 0 0 HEALTH NET INC COM 42222G108 145 6764 SH SOLE 6764 0 0 H.J.HEINZ COMPANY COM 423074103 1763 17618 SH SOLE 17618 0 0 HOMESTORE INC COM 437852106 0 1600 SH SOLE 1600 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 4006 61665 SH SOLE 61665 0 0 STARWOOD HOTELS & RESORTS COM 85590A203 703 10522 SH SOLE 10522 0 0 HELMERICH & PAYNE INCORPORATE COM 423452101 95 2778 SH SOLE 2778 0 0 HERCULES INCORPORATED COM 427056106 139 5062 SH SOLE 5062 0 0 HEWLETT-PACKARD INCORPORATED COM 428236103 8115 173846 SH SOLE 173846 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 110 3344 SH SOLE 3344 0 0 BLOCK H & R INC COM 093671105 1269 10070 SH SOLE 10070 0 0 HEALTHSOUTH REHABILITATION COM 421924101 616 49479 SH SOLE 49479 0 0 GEORGE A HORMEL & COMPANY COM 440452100 157 7186 SH SOLE 7186 0 0 HARRIS CORPORATION COM 413875105 105 3147 SH SOLE 3147 0 0 HARSCO CORPORATION COM 415864107 52 1940 SH SOLE 1940 0 0 HUSKY ENERGY INC COM CA4480559 7 443 SH SOLE 443 0 0 HENRY SCHEIN INC. COM 806407102 120 2283 SH SOLE 2283 0 0 HISPANIC BROADCASTING CORP COM 43357B104 218 5845 SH SOLE 5845 0 0 HERSHEY FOODS CORP COM 427866108 819 6605 SH SOLE 6605 0 0 HEARST-ARSYLE TELEVISION INC COM 422317107 3 125 SH SOLE 125 0 0 HUDSON UNITED BANCORP COM 444165104 89 1675 SH SOLE 1675 0 0 HUBBELL INC CLASS B COM 443510201 90 3128 SH SOLE 3128 0 0 HUGHES SUPPLY INCORPORATED COM 444482103 16 550 SH SOLE 550 0 0 HUMANA INC COM 444859102 301 8092 SH SOLE 8092 0 0 HAVERTY FURNITURE COMPANIES COM 419596101 3 300 SH SOLE 300 0 0 HYDRIL COMPANY COM 448774109 2 100 SH SOLE 100 0 0 Internet Architecture HOLDRs T COM 46060A107 1 100 SH SOLE 100 0 0 INTEGRA LIFESCIENCES HOLDING COM 457985208 14 466 SH SOLE 466 0 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 125 2356 SH SOLE 2356 0 0 INTL BUSINESS MACHINES INC COM 459200101 192751 661128 SH SOLE 661128 0 0 International Bancshares Corp COM 459044103 20 517 SH SOLE 517 0 0 INDEPENDENCE COMMUNITY BANK COM 453414104 72 2897 SH SOLE 2897 0 0 ICN PHARM. COM 448924100 43 4824 SH SOLE 4824 0 0 ICOS CORP COM 449295104 37 1801 SH SOLE 1801 0 0 INTEGRATED CIRCUIT SYSTEMS COM 45811K208 1 100 SH SOLE 100 0 0 IDACORP INC COM 451107106 46 1910 SH SOLE 1910 0 0 INTERACTIVE DATA CORP COM 45840J107 4 400 SH SOLE 400 0 0 IDEC PHARMACUETICAL COM 449370105 524 12637 SH SOLE 12637 0 0 IDT CORP COM 448947101 1 71 SH SOLE 71 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 83 7956 SH SOLE 7956 0 0 INTL FLAVORS & FRAGRANCES INC COM 459506101 456 4774 SH SOLE 4774 0 0 INVESTORS FINANCIAL COM 461915100 91 3363 SH SOLE 3363 0 0 IGEN INC COM 449536101 6 210 SH SOLE 210 0 0 IMAGISTICS INTL. INC. COM 45247T104 6 400 SH SOLE 400 0 0 I M C GLOBAL INC COM 449669100 71 5970 SH SOLE 5970 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 586 4240 SH SOLE 4240 0 0 Ihop Corp COM 449623107 1 75 SH SOLE 75 0 0 AQUILA INC COM 03840P102 39 9642 SH SOLE 9642 0 0 Illumina Inc COM 452327109 0 2 SH SOLE 2 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page14 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ILEX ONCOLOGY INC COM 451923106 27 2872 SH SOLE 2872 0 0 INVERNESS MEDICAL INNOVATION COM 46126P106 1 200 SH SOLE 200 0 0 IMCLONE SYSTEMS INC COM 45245W109 31 2012 SH SOLE 2012 0 0 INAMED CORP COM 453235103 5 120 SH SOLE 120 0 0 IMATION CORP. COM 45245A107 54 1920 SH SOLE 1920 0 0 IMPERIAL OIL LTD COM CA4530387 19 431 SH SOLE 431 0 0 IMCO RECYCLING INC COM 449681105 0 100 SH SOLE 100 0 0 INFONET SERVICES CORP COM 45666T106 0 200 SH SOLE 200 0 0 INCYTE GENOMICS INC COM 45337C102 16 3602 SH SOLE 3602 0 0 INDIGO CONTINGENT VALUE RT CON 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 3 1035 SH SOLE 1035 0 0 INFOCUS CORPORATION COM 45665B106 15 2069 SH SOLE 2069 0 0 INTERGRAPH CORPORATION COM 458683109 1 100 SH SOLE 100 0 0 INKTOMI CORP COM 457277101 3 13976 SH SOLE 13976 0 0 INFOSPACE INC COM 45678T201 11 2477 SH SOLE 2477 0 0 INTEL CORP COM 458140100 93299 1119506 SH SOLE 1119506 0 0 INTUIT INC COM 461202103 1123 12340 SH SOLE 12340 0 0 INVISION TECHNOLOGIES INC COM 461851107 16 500 SH SOLE 500 0 0 IONICS INC. COM 462218108 1 75 SH SOLE 75 0 0 INTERNATIONAL PAPER COMPANY COM 460146103 6147 46025 SH SOLE 46025 0 0 INTERPUBLIC GROUP OF COMPANIE COM 460690100 923 19414 SH SOLE 19414 0 0 INTERPOOL INC RTS COM 46062R991 0 16 SH SOLE 16 0 0 QUEBECOR WORLD INC COM CA1482038 12 319 SH SOLE 319 0 0 INGERSOLL-RAND CO-A COM G4776G101 846 8197 SH SOLE 8197 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 52 3379 SH SOLE 3379 0 0 INFORMATION RESOURCES INC COM 456905108 7 1969 SH SOLE 1969 0 0 IRON MOUNTAIN (NEW) COM 462846106 8 177 SH SOLE 177 0 0 INTL SPEEDWAY CORP CLASS A COM 460335201 110 2776 SH SOLE 2776 0 0 INTERSIL CORPORATION COM COM 46069S109 99 7656 SH SOLE 7656 0 0 ISLE OF CAPRI CASINOS COM 464592104 42 2550 SH SOLE 2550 0 0 INTERNATIONAL SPECIALTY COM 460337108 2 300 SH SOLE 300 0 0 INTERNET SECURITY SYSTEMS INC COM 46060X107 31 2527 SH SOLE 2527 0 0 GARTNER INC COM 366651107 0 100 SH SOLE 100 0 0 GARTNER INC COM 366651206 35 4377 SH SOLE 4377 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 66 2280 SH SOLE 2280 0 0 ITT INDUSTRIES INC COM 450911102 1079 5775 SH SOLE 5775 0 0 ILLINOIS TOOLS WORKS INC COM 452308109 2647 15127 SH SOLE 15127 0 0 I2 TECHNOLOGIES INC COM 465754109 15 15092 SH SOLE 15092 0 0 INVACARE CORP COM 461203101 1 50 SH SOLE 50 0 0 INVITROGEN CORP COM 46185R100 38 1123 SH SOLE 1123 0 0 IVAX CORP FORMERLY IVACO INDS COM 465823102 261 10671 SH SOLE 10671 0 0 J B HUNT TRANSPORT SERVICES COM 445658107 43 1828 SH SOLE 1828 0 0 JABIL CIRCUIT INC COM 466313103 292 9879 SH SOLE 9879 0 0 JACK IN THE BOX INC COM 466367109 4 200 SH SOLE 200 0 0 JOHNSON CONTROLS INCORPORATED COM 478366107 1060 4600 SH SOLE 4600 0 0 PENNEY (J.C.) CO COM 708160106 415 13047 SH SOLE 13047 0 0 JDA SOFTWARE GROUP INC. COM 46612K108 4 650 SH SOLE 650 0 0 JDS UNIPHASE CORP COM 46612J101 408 69938 SH SOLE 69938 0 0 JACOBS ENGINEERING GROUP INC COM 469814107 91 2956 SH SOLE 2956 0 0 JOHN H HARLAND COMPANY COM 412693103 3 123 SH SOLE 123 0 0 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 1290 15467 SH SOLE 15467 0 0 HENRY JACK & ASSOCIATES COM 426281101 58 4746 SH SOLE 4746 0 0 JONES LANG LASALLE INC COM 48020Q107 4 200 SH SOLE 200 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page15 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- JOHNSON & JOHNSON INCORPORATE COM 478160104 86516 319956 SH SOLE 319956 0 0 JUNIPER NETWORKS INC COM 48203R104 81 8505 SH SOLE 8505 0 0 JONES APPAREL GROUP INC COM 480074103 728 7906 SH SOLE 7906 0 0 ST JOE CORP COM 790148100 2 100 SH SOLE 100 0 0 JOY GLOBAL INC COM 481165108 10 1221 SH SOLE 1221 0 0 JEFFERSON PILOT CORP COM 475070108 866 7205 SH SOLE 7205 0 0 JPMMORGAN CHASE & CO COM 46625H100 10982 144584 SH SOLE 144584 0 0 JOURNAL REGISTER CO COM 481138105 0 50 SH SOLE 50 0 0 NORDSTROM INCORPORATED COM 655664100 245 6852 SH SOLE 6852 0 0 KELLOGG CO COM 487836108 2000 20055 SH SOLE 20055 0 0 Kaman Corp COM 483548103 9 760 SH SOLE 760 0 0 KB HOME COM 48666K109 216 2219 SH SOLE 2219 0 0 Kansas City Life Ins Co COM 484836101 22 604 SH SOLE 604 0 0 KAYDON CORPORATION COM 486587108 30 1540 SH SOLE 1540 0 0 KEANE INC COM 486665102 26 3973 SH SOLE 3973 0 0 KEY ENERGY SERVICES INC COM 492914106 15 2012 SH SOLE 2012 0 0 KELLY SERVICES CLASS A COM 488152208 35 1656 SH SOLE 1656 0 0 KEMET CORP COM 488360108 86 5074 SH SOLE 5074 0 0 KEYCORP (NEW) COM 493267108 1047 20978 SH SOLE 20978 0 0 KRAFT FOODS INC CLASS A COM 50075N104 32 900 SH SOLE 900 0 0 Korn/Ferry International COM 500643200 14 1901 SH SOLE 1901 0 0 KING PHARMACEUTICALS COM 495582108 676 12411 SH SOLE 12411 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 265 4239 SH SOLE 4239 0 0 KLA INSTRUMENTS CORP COM 482480100 680 12183 SH SOLE 12183 0 0 KULICKE & SOFFA IND COM 501242101 67 11228 SH SOLE 11228 0 0 KIMBERLY-CLARK CORPORATION COM 494368103 4510 26541 SH SOLE 26541 0 0 KERR MCGEE CORP COM 492386107 802 6158 SH SOLE 6158 0 0 KINDER MORGAN INC COM 49455P101 626 5887 SH SOLE 5887 0 0 KENNAMETAL INC COM 489170100 64 1997 SH SOLE 1997 0 0 COCA COLA CO COM 191216100 36379 151706 SH SOLE 151706 0 0 KROGER COMPANY COM 501044101 1661 39285 SH SOLE 39285 0 0 MBNA CORP COM 55262L100 3447 62521 SH SOLE 62521 0 0 KNIGHT RIDDER INC COM 499040103 669 3954 SH SOLE 3954 0 0 KROLL INC COM 501049100 0 25 SH SOLE 25 0 0 KRONOS INC COM 501052104 0 4 SH SOLE 4 0 0 KEYSPAN CORP COM 49337W100 768 7648 SH SOLE 7648 0 0 KOHLS CORP COM 500255104 3071 16837 SH SOLE 16837 0 0 K-SWISS INC CLASS A COM 482686102 15 742 SH SOLE 742 0 0 KEYSTONE PROPERTY TRUST COM 493596100 4 300 SH SOLE 300 0 0 K V PHARMACEUTICAL COMPANY COM 482740107 1 100 SH SOLE 100 0 0 QUICKSILVER RESOURCES INC COM 74837R104 0 25 SH SOLE 25 0 0 Quaker Chemical Corp COM 747316107 5 300 SH SOLE 300 0 0 LIBERTY MEDIA CORP-A COM 530718105 0 100 SH SOLE 100 0 0 LOBLAW COMPANIES LTD COM CA5394817 25 411 SH SOLE 411 0 0 LABRANCHE & COMPANY COM 505447102 61 3042 SH SOLE 3042 0 0 LABONE INC COM 50540L105 1 100 SH SOLE 100 0 0 LAFARGE NORTH AMERICA INC COM 505862102 4 160 SH SOLE 160 0 0 LAMAR ADVERTISING CO COM 512815101 4 132 SH SOLE 132 0 0 LANCASTER COLONY CORP COM 513847103 77 1836 SH SOLE 1836 0 0 LONGS DRUG STORES INC COM 543162101 44 1936 SH SOLE 1936 0 0 LAUDER INC COM 51476K103 2 83 SH SOLE 83 0 0 LEAR CORPORATION COM 521865105 143 3449 SH SOLE 3449 0 0 LEE ENTERPRISES INCORPORATED COM 523768109 188 2874 SH SOLE 2874 0 0 LEGGETT & PLATT INCORPORATED COM 524660107 562 9472 SH SOLE 9472 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page16 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LEHMAN BROTHERS HLDGS INC COM 524908100 2340 11930 SH SOLE 11930 0 0 LENNAR CORPORATION COM 526057104 189 3400 SH SOLE 3400 0 0 LEXICON GENETICS INC COM 528872104 3 781 SH SOLE 781 0 0 LONGVIEW FIBER COMPANY COM 543213102 68 4911 SH SOLE 4911 0 0 LOCAL FINANCIAL COPR COM 539553107 2 150 SH SOLE 150 0 0 LIGAND PHARMACUTICALS INC. COM 53220K207 1 159 SH SOLE 159 0 0 LEGATO SYSTEM INC COM 524651106 39 7096 SH SOLE 7096 0 0 LABORATORY CORP OF AMERICA COM 50540R409 3 100 SH SOLE 100 0 0 LINENS 'N THINGS COM 535679104 13 725 SH SOLE 725 0 0 LIZ CLAIBORNE INC COM 539320101 426 5697 SH SOLE 5697 0 0 L-3 COMMUNICATIONS HLDGS COM 502424104 258 4904 SH SOLE 4904 0 0 LINEAR TECHNOLOGY CORP COM 535678106 852 20567 SH SOLE 20567 0 0 ELI LILLY & COMPANY COM 532457108 9141 55062 SH SOLE 55062 0 0 LEGG MASON COM 524901105 142 3346 SH SOLE 3346 0 0 LOCKHEED MARTIN CORP COM 539830109 4366 22504 SH SOLE 22504 0 0 LINCOLN NATIONAL CORPORATION COM 534187109 807 8809 SH SOLE 8809 0 0 LINCARE HOLDINGS INC COM 532791100 521 8395 SH SOLE 8395 0 0 Lindsay Manufacturing Co COM 535555106 16 700 SH SOLE 700 0 0 LNR PROPERTY TRUST COM 501940100 4 130 SH SOLE 130 0 0 ALLIANT ENERGY CORP COM 018802108 99 5172 SH SOLE 5172 0 0 LANDRY'S RESTAURANTS INC COM 51508L103 0 11 SH SOLE 11 0 0 LOWES COS INCORPORATED COM 548661107 3163 38208 SH SOLE 38208 0 0 LIFEPOINT HOSPITALS COM 53219L109 147 2360 SH SOLE 2360 0 0 LOUISIANA-PACIFIC CORPORATION COM 546347105 100 5156 SH SOLE 5156 0 0 La Quinta Corp COM 50419U202 15 3300 SH SOLE 3300 0 0 LAM RESEARCH CORP COM 512807108 65 7311 SH SOLE 7311 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 35 5706 SH SOLE 5706 0 0 LSI LOGIC CORPORATION COM 502161102 232 18287 SH SOLE 18287 0 0 LANDSTAR SYSTEMS INC COM 515098101 22 452 SH SOLE 452 0 0 LIMITED BRANDS INC. COM 532716107 1195 27797 SH SOLE 27797 0 0 LOEWS CORPORATION COM 540424108 1354 10528 SH SOLE 10528 0 0 LTX CORPORATION COM 502392103 16 3545 SH SOLE 3545 0 0 LUCENT TECHNOLOGY COM 549463107 389 170941 SH SOLE 170941 0 0 LEUCADIA NATIONAL CORPORATION COM 527288104 101 2981 SH SOLE 2981 0 0 SOUTHWEST AIRLINES COM 844741108 997 38192 SH SOLE 38192 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 0 42 SH SOLE 42 0 0 LEAP WIRELESS COM 521863100 0 200 SH SOLE 200 0 0 LAWSON SOFTWARE INC COM 520780107 0 200 SH SOLE 200 0 0 LEXMARK INTERNATIONAL, INC COM 529771107 576 6136 SH SOLE 6136 0 0 LYONDELL PETROCHEMICAL CO COM 552078107 101 8513 SH SOLE 8513 0 0 LSI Industries Inc COM 50216C108 1 100 SH SOLE 100 0 0 LUBRIZOL CORPORATION COM 549271104 73 2586 SH SOLE 2586 0 0 LA Z BOY CHAIR CO COM 505336107 3 148 SH SOLE 148 0 0 MACERICH CO COM 554382101 3 100 SH SOLE 100 0 0 MACROMEDIA INC COM 556100105 24 3181 SH SOLE 3181 0 0 MANPOWER INC COM 56418H100 325 5555 SH SOLE 5555 0 0 MANUGISTICS GP INC COM 565011103 5 2070 SH SOLE 2070 0 0 MARRIOTT INTL CLASS A COM 571903202 1270 14605 SH SOLE 14605 0 0 MASCO CORP DEL COM 574599106 1423 24275 SH SOLE 24275 0 0 MATTEL INC COM 577081102 1179 21831 SH SOLE 21831 0 0 MAY DEPARTMENT STORES CO COM 577778103 1035 15154 SH SOLE 15154 0 0 MANDALAY RESORT GROUP COM 562567107 117 3500 SH SOLE 3500 0 0 Midwest Banc Holdings Inc COM 598251106 8 450 SH SOLE 450 0 0 M B I A INC COM 55262C100 935 7802 SH SOLE 7802 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page17 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MCAFEE.COM CORP COM 579062100 1 100 SH SOLE 100 0 0 MCDONALDS CORPORATION COM 580135101 15215 215402 SH SOLE 215402 0 0 MCDATA CORPORATION-CL A COM 580031201 32 5983 SH SOLE 5983 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 313 15325 SH SOLE 15325 0 0 MCKESSON CORP COM 58155Q103 1323 15569 SH SOLE 15569 0 0 McLeodUSA Inc COM 582266706 0 669 SH SOLE 669 0 0 ESCROW MCLEOD USA COM 582266995 0 11425 SH SOLE 11425 0 0 MOODY'S CORPORATION COM 615369105 1119 7693 SH SOLE 7693 0 0 MICREL SEMICONDUCTOR COM 594793101 30 4885 SH SOLE 4885 0 0 MICRON TECHNOLOGIES 144A COM 595112111 2939 175000 SH SOLE 175000 0 0 Marcus Corp COM 566330106 0 75 SH SOLE 75 0 0 WORLDCOM INC - MCI GROUP COM 98157D304 0 37 SH SOLE 37 0 0 MEDICINES COMPANY COM 584688105 7 664 SH SOLE 664 0 0 MEREDITH CORP COM 589433101 337 2613 SH SOLE 2613 0 0 MCDERMOTT INTERNATIONAL INC COM 580037109 38 3114 SH SOLE 3114 0 0 MIDAS INC COM 595626102 0 150 SH SOLE 150 0 0 MDS CN COM CA55269P0 12 523 SH SOLE 523 0 0 MEDTRONIC INCORPORATED COM 585055106 14008 83145 SH SOLE 83145 0 0 MDU RESOURCES GROUP COM 552690109 80 3542 SH SOLE 3542 0 0 MEDIMMUNE INC COM 584699102 977 15576 SH SOLE 15576 0 0 MEDQUIST INC COM 584949101 3 164 SH SOLE 164 0 0 MEDIA GENERAL INC CLASS A COM 584404107 56 1118 SH SOLE 1118 0 0 MELLON FINANCIAL CORP COM 58551A108 1646 21169 SH SOLE 21169 0 0 MEEMIC Holdings Inc COM 585135106 2 100 SH SOLE 100 0 0 MENTOR GRAPHICS CORP COM 587200106 49 5079 SH SOLE 5079 0 0 MERRILL LYNCH & CO INC COM 590188108 4186 42351 SH SOLE 42351 0 0 MERCURY INTERACTIVE CP COM 589405109 194 5655 SH SOLE 5655 0 0 METLIFE INC COM 59156R108 1568 34461 SH SOLE 34461 0 0 METHODE ELECTRONICS INC CL A COM 591520200 3 400 SH SOLE 400 0 0 MAGNA INTL INC COM CA5592220 33 334 SH SOLE 334 0 0 MGM MIRAGE COM 552953101 10 275 SH SOLE 275 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 11 350 SH SOLE 350 0 0 MOHAWK INDUSTRIES INC COM 608190104 169 3408 SH SOLE 3408 0 0 MCGRAW HILL INC COM 580645109 1749 9526 SH SOLE 9526 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 22 2625 SH SOLE 2625 0 0 MARSHALL & ISLEY CORPORATION COM 571834100 851 10179 SH SOLE 10179 0 0 MICHAELS STORES INC COM 594087108 164 3604 SH SOLE 3604 0 0 MILLIPORE CORPORATION COM 601073109 156 2457 SH SOLE 2457 0 0 MIM CORP COM 553044108 4 470 SH SOLE 470 0 0 MIPS Technologies Inc COM 604567206 5 2075 SH SOLE 2075 0 0 MIRANT CORP COM 604675108 129 19574 SH SOLE 19574 0 0 MCCORMICK & COMPANY INC COM 579780206 166 7318 SH SOLE 7318 0 0 MKS INSTRUMENTS INC COM 55306N104 3 357 SH SOLE 357 0 0 MIDLAND COMPANY COM 597486109 12 717 SH SOLE 717 0 0 MILLER HERMAN INC COM 600544100 70 3951 SH SOLE 3951 0 0 MARTIN MARIETTA MATERIALS INC COM 573284106 81 2500 SH SOLE 2500 0 0 MILLENNIUM PHARMACTCUAL COM 599902103 691 24746 SH SOLE 24746 0 0 Mills Corp/The COM 601148109 36 1218 SH SOLE 1218 0 0 MARSH & MCLENNAN COMPANIES IN COM 571748102 2172 26091 SH SOLE 26091 0 0 MID ATLANTIC MEDICAL SVCS INC COM 59523C107 7 194 SH SOLE 194 0 0 3M CO COM 88579Y101 25524 58027 SH SOLE 58027 0 0 MAXIMUS INC COM 577933104 2 93 SH SOLE 93 0 0 MCCLATCHY CO CL A COM 579489105 39 650 SH SOLE 650 0 0 MTR GAMING GROUP INC COM 553769100 2 245 SH SOLE 245 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page18 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MENTOR CORP MINN COM 587188103 54 1700 SH SOLE 1700 0 0 MONY GROUP INC COM 615337102 56 2277 SH SOLE 2277 0 0 PHILIP MORRIS COS INC COM 718154107 32750 211019 SH SOLE 211019 0 0 Modine Manufacturing Co COM 607828100 33 1762 SH SOLE 1762 0 0 MOOG INCORPORATED COM 615394202 2 87 SH SOLE 87 0 0 MOLSEN INC COM CA6087105 14 422 SH SOLE 422 0 0 MOLEX INC COM 608554101 554 7854 SH SOLE 7854 0 0 MONSANTO CO COM 61166W101 4839 63305 SH SOLE 63305 0 0 Robert Mondavi COM 609200100 9 320 SH SOLE 320 0 0 MOTOROLA INCORPORATED COM 620076109 4776 117310 SH SOLE 117310 0 0 Movado Group Inc COM 624580106 2 161 SH SOLE 161 0 0 MPS GROUP INC COM 553409103 37 6386 SH SOLE 6386 0 0 MERCANTILE BANKSHARES CORP COM 587405101 138 3622 SH SOLE 3622 0 0 MACDERMID INC COM 554273102 2 150 SH SOLE 150 0 0 MERCK & CO. INC COM 589331107 58871 257588 SH SOLE 257588 0 0 Medical Staffing Network Holdi COM 58463F104 1 83 SH SOLE 83 0 0 MARATHON OIL CORP COM 565849106 1069 15725 SH SOLE 15725 0 0 MRO SOFTWARE INC COM 55347W105 0 100 SH SOLE 100 0 0 MEDICIS PHARMACEUT CORP COM 584690309 6 150 SH SOLE 150 0 0 MICROSOFT CORP COM 594918104 658957 2510889 SH SOLE 2510889 0 0 MSC INDUSTRIAL DIRECT CO - A COM 553530106 12 1145 SH SOLE 1145 0 0 M&T BANK CORP COM 55261F104 808 5128 SH SOLE 5128 0 0 METTLER-TOLEDO INTERNATIONAL COM 592688105 3 140 SH SOLE 140 0 0 MGIC INVESTMENT CORP WIS COM 552848103 922 7533 SH SOLE 7533 0 0 Meritage Corp COM 59001A102 4 126 SH SOLE 126 0 0 MANITOWOC INC COM 563571108 17 325 SH SOLE 325 0 0 MINERALS TECHNOLOGIES INC COM 603158106 37 1003 SH SOLE 1003 0 0 MASTEC INC COM 576323109 8 2600 SH SOLE 2600 0 0 MICRON TECHNOLOGY INC COM 595112103 4213 85153 SH SOLE 85153 0 0 MURPHY OIL CORPORATION COM 626717102 185 2259 SH SOLE 2259 0 0 MISSISSIPPI VALLEY BANKSHARES COM 605720101 134 2700 SH SOLE 2700 0 0 MISS VALLEY BANKSHARES INC CON COM 605MIX992 3353 64999 SH SOLE 64999 0 0 MISS VALLEY BANKSHARES INC CON COM 605STK995 2330 45170 SH SOLE 45170 0 0 MACROVISION CORP COM 555904101 32 2647 SH SOLE 2647 0 0 MENS WAREHOUSE INC COM 587118100 14 1000 SH SOLE 1000 0 0 MORGAN STANLEY COM 617446448 56258 415126 SH SOLE 415126 0 0 MEADWESTVACO CORP COM 583334107 666 11557 SH SOLE 11557 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1021 20621 SH SOLE 20621 0 0 METRIS COMPANIES INC COM 591598107 25 5542 SH SOLE 5542 0 0 Myers Industries Inc COM 628464109 5 437 SH SOLE 437 0 0 MAYTAG COMPANY COM 578592107 260 3747 SH SOLE 3747 0 0 MYRIAD GENETICS COM 62855J104 73 2318 SH SOLE 2318 0 0 MYLAN LABS INCORPORATED COM 628530107 213 6532 SH SOLE 6532 0 0 INCO LTD COM CA4532581 23 681 SH SOLE 681 0 0 NABI BIOPHARMACEUTICALS COM 629519109 1 300 SH SOLE 300 0 0 NASH-FINCH COMPANY COM 631158102 4 300 SH SOLE 300 0 0 NATIONAL PROCESSING INC COM 637229105 20 596 SH SOLE 596 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 65 2971 SH SOLE 2971 0 0 NAVISTAR INTL CORP (NEW) COM 63934E108 219 3373 SH SOLE 3373 0 0 NOBAL ENERGY INC COM 655044105 99 2937 SH SOLE 2937 0 0 NABOR INDUSTRIES INC. COM G6359F103 729 7428 SH SOLE 7428 0 0 NBT Bancorp Inc COM 628778102 3 200 SH SOLE 200 0 0 NBTY INC COM 628782104 1 108 SH SOLE 108 0 0 NATIONAL CITY CORP COM 635405103 2567 30001 SH SOLE 30001 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page19 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NATIONAL COMMERCE FINANCIAL COM 63545P104 264 10551 SH SOLE 10551 0 0 NCR CORP COM 62886E108 308 5202 SH SOLE 5202 0 0 NOVA CHEMICALS CORP COM CA66977W5 11 322 SH SOLE 322 0 0 NDCHEALTH CORP COM 639480102 3 198 SH SOLE 198 0 0 INDYMAC BANCORP, INC COM 456607100 57 3006 SH SOLE 3006 0 0 99 CENTS COM 65440K106 73 3555 SH SOLE 3555 0 0 NORDSON CORPORATION COM 655663102 34 1474 SH SOLE 1474 0 0 NOBLE CORP COM G65422100 616 6630 SH SOLE 6630 0 0 NEWMONT MINING CORP COM 651639106 1087 19773 SH SOLE 19773 0 0 NETWORKS ASSOCIATES INC COM 640938106 88 8280 SH SOLE 8280 0 0 NETEGRITY INC COM 64110P107 3 1795 SH SOLE 1795 0 0 NEUBERGER BERMAN INC COM 641234109 98 3652 SH SOLE 3652 0 0 NUEVO ENERGY CO COM 670509108 1 100 SH SOLE 100 0 0 NEWPORT CORPORATION COM 651824104 22 2038 SH SOLE 2038 0 0 NORTH FORK BANCORPORATION COM 659424105 923 8133 SH SOLE 8133 0 0 NATIONAL FUEL GAS COMPANY COM 636180101 75 3817 SH SOLE 3817 0 0 NATIONWIDE FINANCIAL SERVICES COM 638612101 2 100 SH SOLE 100 0 0 NEWFIELD EXPL CO COM 651290108 3 100 SH SOLE 100 0 0 Newhall Land & Farming Co COM 651426108 8 348 SH SOLE 348 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 3 200 SH SOLE 200 0 0 NISOURCE INC COM 65473P105 521 10090 SH SOLE 10090 0 0 NIKE INCORPORATED CLASS B COM 654106103 1708 13190 SH SOLE 13190 0 0 NL INDS INC COM 629156407 13 900 SH SOLE 900 0 0 NEIMAN MARCUS GROUP INC CL A COM 640204202 74 2855 SH SOLE 2855 0 0 NUMERICAL TECHNOLOGIES INC COM 67053T101 6 2150 SH SOLE 2150 0 0 NORTHROP GRUMMAN CORP COM 666807102 2055 5525 SH SOLE 5525 0 0 NATIONAL - OILWELL INC COM 637071101 80 4157 SH SOLE 4157 0 0 NOKIA CORP SPON ADR COM 654902204 137 10362 SH SOLE 10362 0 0 NORTWESTERN CORP COM 668074107 1 103 SH SOLE 103 0 0 NOVELL INC COM 670006105 135 21530 SH SOLE 21530 0 0 National Penn Bancshares Inc COM 637138108 9 325 SH SOLE 325 0 0 NPS PHARMACEUTICALS INC COM 62936P103 4 200 SH SOLE 200 0 0 NORANDA INC COM CA6554229 10 539 SH SOLE 539 0 0 NORFOLK SOUTHERN CORPORATION COM 655844108 1153 19040 SH SOLE 19040 0 0 NATIONAL SERVICE INDS., INC COM 637657206 1 200 SH SOLE 200 0 0 NATIONAL SEMICONDUCTOR COM 637640103 333 9298 SH SOLE 9298 0 0 NSTAR COM 67019E107 110 2784 SH SOLE 2784 0 0 NORTEL NETWORKS CORP COM 656568102 0 14 SH SOLE 14 0 0 NORTEL NETWORKS 7% CONV PFD COM 656568300 0 775 SH SOLE 775 0 0 NORTEL NETWORKS COM CA6565688 34 14311 SH SOLE 14311 0 0 NETWORK APPLIANCE INC COM 64120L104 255 17452 SH SOLE 17452 0 0 NETSCOUT SYSTEMS INC COM 64115T104 0 100 SH SOLE 100 0 0 NORTEK INC COM 656559101 25 294 SH SOLE 294 0 0 NTL INC COM 629407107 0 93 SH SOLE 93 0 0 NTL INC RIGHTS COM 62940M112 0 1 SH SOLE 1 0 0 NORTHERN TRUST COMPANY COM 665859104 809 10724 SH SOLE 10724 0 0 NORTHEAST UTILITIES COMPANY COM 664397106 120 7151 SH SOLE 7151 0 0 NUCOR CORP COM 670346105 289 3816 SH SOLE 3816 0 0 NUI CORP COM 629431107 4 200 SH SOLE 200 0 0 NVIDIA CORP COM 67066G104 149 8760 SH SOLE 8760 0 0 NOVELLUS SYSTEMS INC COM 670008101 135 6528 SH SOLE 6528 0 0 NVR INC COM 62944T105 74 125 SH SOLE 125 0 0 NORTHWEST AIRLS CORP COM 667280101 3 499 SH SOLE 499 0 0 NEWELL RUBBERMAID INC COM 651229106 1208 13045 SH SOLE 13045 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page20 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NextCard Inc COM 65332K107 0 800 SH SOLE 800 0 0 NEW PLAN EXCEL REALTY TRUST COM 648053106 94 5128 SH SOLE 5128 0 0 NEXTEL COMMUNICATIONS INC CL COM 65332V103 2805 185796 SH SOLE 185796 0 0 NEXTEL PARTNERS INC CL-A COM 65333F107 4 800 SH SOLE 800 0 0 NEXEN INC COM CA65334H8 18 455 SH SOLE 455 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 155 5511 SH SOLE 5511 0 0 NYFIX INC COM 670712108 5 1463 SH SOLE 1463 0 0 NEW YORK TIMES CO CLASS A COM 650111107 995 7300 SH SOLE 7300 0 0 ORTHODONTIC CENTERS OF AMERIC COM 68750P103 2 200 SH SOLE 200 0 0 OHIO CASUALTY CORP COM 677240103 89 2762 SH SOLE 2762 0 0 Oneida Ltd COM 682505102 6 500 SH SOLE 500 0 0 OMNICARE INCORPORATED COM 681904108 108 5119 SH SOLE 5119 0 0 OFFICE DEPOT INC COM 676220106 576 15562 SH SOLE 15562 0 0 OCEAN ENERGY INC COM 67481E106 184 9244 SH SOLE 9244 0 0 CORPORATE OFFICE PROPERTIES COM 22002T108 6 500 SH SOLE 500 0 0 ORTHOFIX INTL NV COM N6748L102 2 100 SH SOLE 100 0 0 OGE ENERGY CORP COM 670837103 159 4732 SH SOLE 4732 0 0 OXFORD HEALTH PLANS INC COM 691471106 182 4690 SH SOLE 4690 0 0 OWENS ILLINOIS INC COM 690768403 31 1373 SH SOLE 1373 0 0 ONEOK INC COM 682680103 33 1754 SH SOLE 1754 0 0 OLIN CORPORATION COM 680665205 44 2702 SH SOLE 2702 0 0 OMNICOM GROUP COM 681919106 1023 9188 SH SOLE 9188 0 0 OWENS & MINOR INC HOLDING CO COM 690732102 29 1015 SH SOLE 1015 0 0 OMNOVA SOLUTIONS INC COM 682129101 5 1300 SH SOLE 1300 0 0 BANK ONE CORP COM 06423A103 4296 57441 SH SOLE 57441 0 0 Onyx Pharmaceuticals Inc COM 683399109 1 325 SH SOLE 325 0 0 ORACLE SYSTEMS CORP COM 68389X105 13601 346095 SH SOLE 346095 0 0 OLD REPUBLIC INTL CORP COM 680223104 182 6444 SH SOLE 6444 0 0 OVERSEAS SHIPHOLDING GROUP IN COM 690368105 31 2093 SH SOLE 2093 0 0 OUTBACK STEAKHOUSE INC COM 689899102 109 3994 SH SOLE 3994 0 0 OCTEL CORP COM 675727101 3 200 SH SOLE 200 0 0 Otter Tail Corp COM 689648103 13 500 SH SOLE 500 0 0 OVERTURE SERVICE INC COM 69039R100 60 1291 SH SOLE 1291 0 0 OCCIDENTAL PETROLEUM CORP DEL COM 674599105 1041 18352 SH SOLE 18352 0 0 PALM INC COM 696642107 0 86 SH SOLE 86 0 0 PEPSIAMERICAS INC COM 71343P200 113 7976 SH SOLE 7976 0 0 AMERIPATH INC COM 03071D109 2 148 SH SOLE 148 0 0 PAYCHEX INC COM 704326107 405 16723 SH SOLE 16723 0 0 PEOPLE BANK BRIDGEPORT CONN COM 710198102 1 73 SH SOLE 73 0 0 PEPSI BOTTLING GROUP INC COM 713409100 984 14024 SH SOLE 14024 0 0 PITNEY BOWES INC COM 724479100 1085 11865 SH SOLE 11865 0 0 Provident Bankshares Corp COM 743859100 2 100 SH SOLE 100 0 0 PETROLEO BRASILEIRO COM 71654V101 0 21 SH SOLE 21 0 0 PETRO-CANADA COM CA71644E8 41 981 SH SOLE 981 0 0 PACCAR COM 693718108 438 6487 SH SOLE 6487 0 0 PG+E CORP COM 69331C108 436 19376 SH SOLE 19376 0 0 POTLATCH CORPORATION COM 737628107 40 1403 SH SOLE 1403 0 0 PLUM CREEK TIMBER CO INC COM 729251108 599 8838 SH SOLE 8838 0 0 PINNACLE SYSTEMS INC. COM 723481107 0 50 SH SOLE 50 0 0 PRICELINE.COM INC COM 741503106 10 6900 SH SOLE 6900 0 0 PREMCOR INC COM 74045Q104 1 100 SH SOLE 100 0 0 PRECISION CASTPARTS COM 740189105 158 3649 SH SOLE 3649 0 0 SPRINT CORP PCS GROUP COM 852061506 301 51264 SH SOLE 51264 0 0 PHELPS DODGE CORPORATION COM 717265102 398 5186 SH SOLE 5186 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page21 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PRECISION DRILLING CORP COM CA74022D6 9 199 SH SOLE 199 0 0 PATTERSON DENTAL CO COM 703412106 357 3493 SH SOLE 3493 0 0 PRIDE INTERNATIONAL INC COM 74153Q102 87 6698 SH SOLE 6698 0 0 PLACER DOME INC COM CA7259067 27 1321 SH SOLE 1321 0 0 PROTEIN DESIGN LABS INC COM 74369L103 131 7932 SH SOLE 7932 0 0 PEDIATRIX MEDICAL GR0UP INC. COM 705324101 5 180 SH SOLE 180 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 960 10499 SH SOLE 10499 0 0 PENNSYLVANIA REAL ESTATE COM 709102107 5 200 SH SOLE 200 0 0 PEPSICO INCORPORATED COM 713448108 18888 127801 SH SOLE 127801 0 0 PEROT SYSTEMS CORP CL A COM 714265105 0 62 SH SOLE 62 0 0 PETCO ANIMAL SUPPLIES INC COM 716016209 3 172 SH SOLE 172 0 0 PETSMART INC. COM 716768106 126 7075 SH SOLE 7075 0 0 PFIZER INCORPORATED COM 717081103 44131 304147 SH SOLE 304147 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 1323 16847 SH SOLE 16847 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 64 2566 SH SOLE 2566 0 0 PROCTER & GAMBLE COMPANY COM 742718109 32305 90361 SH SOLE 90361 0 0 PEOPLES ENERGY CORPORATION COM 711030106 166 1652 SH SOLE 1652 0 0 PROGRESS ENERGY INC COM 743263105 1598 13040 SH SOLE 13040 0 0 PROGRESSIVE CORP (OHIO) COM 743315103 1072 10596 SH SOLE 10596 0 0 PARKER HANNIFIN CORP COM 701094104 437 5720 SH SOLE 5720 0 0 PHARMACIA INC COM 71713U102 126024 810342 SH SOLE 810342 0 0 PRIORITY HEALTHCARE CORP B COM 74264T102 5 200 SH SOLE 200 0 0 PHILADELPHIA CONSOLIDATED HLD COM 717528103 0 30 SH SOLE 30 0 0 PULTE HOMES INC COM 745867101 370 2896 SH SOLE 2896 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 86 1866 SH SOLE 1866 0 0 Pico Holdings Inc COM 693366205 4 450 SH SOLE 450 0 0 POLARIS INDS. INC. COM 731068102 93 1500 SH SOLE 1500 0 0 PIER 1 IMPORTS INC COM 720279108 91 4783 SH SOLE 4783 0 0 PIXAR INC. COM 725811103 0 2 SH SOLE 2 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 15 475 SH SOLE 475 0 0 PACKAGING CORP OF AMERICA COM 695156109 88 5082 SH SOLE 5082 0 0 PERKINELMER INC COM 714046109 99 6081 SH SOLE 6081 0 0 SIX FLAGS INC COM 83001P109 17 4852 SH SOLE 4852 0 0 PROTECTIVE LIFE CORP COM 743674103 99 3229 SH SOLE 3229 0 0 AMERICAN ITALIAN PASTA CO -A COM 027070101 50 1424 SH SOLE 1424 0 0 CHILDREN'S PLACE COM 168905107 1 100 SH SOLE 100 0 0 POLYCOM INC COM 73172K104 35 5245 SH SOLE 5245 0 0 PROLOGIS COM 743410102 6 250 SH SOLE 250 0 0 PRESIDENTIAL LIFE CORP COM 740884101 17 1189 SH SOLE 1189 0 0 PALL CORPORATION COM 696429307 288 6098 SH SOLE 6098 0 0 PLANTRONICS INC (NEW) COM 727493108 39 2422 SH SOLE 2422 0 0 PLEXUS CORP COM 729132100 20 2212 SH SOLE 2212 0 0 PMC-SIERRA INC COM 69344F106 75 9740 SH SOLE 9740 0 0 PMI GROUP COM 69344M101 131 4830 SH SOLE 4830 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 76 14188 SH SOLE 14188 0 0 PNC BANK CORP COM 693475105 1162 13783 SH SOLE 13783 0 0 PINNACLE ENTERTAINMENT INC COM 723456109 2 399 SH SOLE 399 0 0 PNM RESOURCES INC. COM 69349H107 37 1911 SH SOLE 1911 0 0 PENTAIR INC COM 709631105 94 2548 SH SOLE 2548 0 0 PANERA BREAD COMPANY COM 69840W108 18 687 SH SOLE 687 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 407 4894 SH SOLE 4894 0 0 Pacific Northwest Bancorp COM 69466M103 2 100 SH SOLE 100 0 0 POLYONE CORP COM 73179P106 7 925 SH SOLE 925 0 0 PEPCO HOLDINGS INC COM 713291102 171 8596 SH SOLE 8596 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page22 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CATALINA MARKETING CORP COM 148867104 81 2887 SH SOLE 2887 0 0 POSSIS MEDICAL INC COM 737407106 7 710 SH SOLE 710 0 0 POTASH CORP COM CA76755L6 18 194 SH SOLE 194 0 0 PARK PLACE ENTERTAINMENT COM 700690100 128 16102 SH SOLE 16102 0 0 P P G INDUSTRIES INC COM 693506107 1206 8994 SH SOLE 8994 0 0 PPL CORP COM 69351T106 497 7640 SH SOLE 7640 0 0 POST PPTYS INC COM 737464107 5 200 SH SOLE 200 0 0 PRICE COMMUNICATIONS CORP(NEW COM 741437305 28 2563 SH SOLE 2563 0 0 PARTNERRE HOLDING LTD COM G6852T105 1 40 SH SOLE 40 0 0 PERRIGO CO COM 714290103 117 5512 SH SOLE 5512 0 0 PURE RESOURCES INC COM 74622E102 447 20000 SH SOLE 20000 0 0 Presstek Inc COM 741113104 0 300 SH SOLE 300 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 2418 28229 SH SOLE 28229 0 0 PROVINCE HEALTH COM 743977100 1 71 SH SOLE 71 0 0 PUBLIC STORAGE INC COM 74460D109 94 1478 SH SOLE 1478 0 0 PHILADELPHIA SUBURBAN CORP COM 718009608 14 356 SH SOLE 356 0 0 PUGET ENERGY INC COM 745310102 91 4492 SH SOLE 4492 0 0 PEOPLESOFT INC COM 712713106 503 20343 SH SOLE 20343 0 0 PAYLESS SHOESOURCE INC. COM 704379106 65 1214 SH SOLE 1214 0 0 PSS WORLD MEDICAL COM 69366A100 4 710 SH SOLE 710 0 0 PTEK Holdings Inc COM 69366M104 9 1965 SH SOLE 1965 0 0 PATTERSON-UTI ENERGY INC COM 703481101 231 4544 SH SOLE 4544 0 0 PATHMARK STORES INC COM 70322A101 6 704 SH SOLE 704 0 0 PACTIV CORP COM 695257105 387 7855 SH SOLE 7855 0 0 PENN VIRGINIA CORP COM 707882106 3863 59624 SH SOLE 59624 0 0 PROVIDIAN FINANCIAL CORP COM 74406A102 138 14102 SH SOLE 14102 0 0 POWERWAVE TECHNOLOGLIES COM 739363109 11 3328 SH SOLE 3328 0 0 POWER ONE INC COM 739308104 32 3608 SH SOLE 3608 0 0 QUANTA SERVICES INC COM 74762E102 30 7375 SH SOLE 7375 0 0 PRAXAIR INC COM 74005P104 803 7863 SH SOLE 7863 0 0 PIONEER NATURAL RESOURCES COR COM 723787107 146 6030 SH SOLE 6030 0 0 PAXAR CORP COM 704227107 10 700 SH SOLE 700 0 0 PAYPAL INC COM 704508100 17804 851488 SH SOLE 851488 0 0 Playtex Products Inc COM 72813P100 31 3650 SH SOLE 3650 0 0 PITTSTON SERVICES GROUP COM 725701106 59 2664 SH SOLE 2664 0 0 PENNZOIL-QUAKER STATE COM 709323109 94 4304 SH SOLE 4304 0 0 PAPA JOHN'S INTL INC COM 698813102 28 982 SH SOLE 982 0 0 QWEST COMMUNICATIONS INTL COM 749121109 776 85110 SH SOLE 85110 0 0 QUALCOMM INC COM 747525103 2337 42314 SH SOLE 42314 0 0 QLOGIC CORP COM 747277101 327 6280 SH SOLE 6280 0 0 NASDAQ 100 COM 631100104 183891 4437540 SH SOLE 4437540 0 0 QUEST SOFTWARE INC COM 74834T103 7 791 SH SOLE 791 0 0 QUINTILIES TRANSNATIONAL CORP COM 748767100 154 5408 SH SOLE 5408 0 0 Quixote Corp COM 749056107 3 200 SH SOLE 200 0 0 RYDER SYSTEM INC COM 783549108 215 2880 SH SOLE 2880 0 0 RALCORP HOLDINGS INC COM 751028101 34 1625 SH SOLE 1625 0 0 Royal Appliance Manufacturing COM 780076105 1 300 SH SOLE 300 0 0 RATIONAL SOFTWARE CORP NEW COM 75409P202 99 11536 SH SOLE 11536 0 0 REEBOK INTL LTD COM 758110100 144 2880 SH SOLE 2880 0 0 Republic Bancorp Inc/MI COM 760282103 35 2711 SH SOLE 2711 0 0 ROGERS COMMUNICATIONS INC COM CA7751097 8 609 SH SOLE 609 0 0 ROYAL DUTCH PETRO - NY SHARES COM 780257804 5 129 SH SOLE 129 0 0 READERS DIGEST ASSOCIATION COM 755267101 185 5942 SH SOLE 5942 0 0 ROWAN COMPANIES INC COM 779382100 251 4491 SH SOLE 4491 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page23 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- RUDDICK CORP COM 781258108 37 2465 SH SOLE 2465 0 0 RADIAN GROUP INC COM 750236101 368 5636 SH SOLE 5636 0 0 EVEREST RE GROUP LTD COM G3223R108 146 2662 SH SOLE 2662 0 0 RELIANT ENERGY CORP COM 75952J108 294 14716 SH SOLE 14716 0 0 RESPIRONICS INC COM 761230101 20 313 SH SOLE 313 0 0 RETEK INC COM 76128Q109 25 3551 SH SOLE 3551 0 0 Resource America Inc COM 761195205 1 207 SH SOLE 207 0 0 REYNOLDS & REYNOLDS COMPANY COM 761695105 81 3627 SH SOLE 3627 0 0 REGIONS FINANCIAL CORP COM 758940100 1051 10732 SH SOLE 10732 0 0 RF MICRO DEVICES COM 749941100 175 14656 SH SOLE 14656 0 0 REGAL ENTERTAINMENT GROUP-A COM 758766109 12 351 SH SOLE 351 0 0 R & G FINANCIAL CORP CLASS B COM 749136107 0 38 SH SOLE 38 0 0 RED HAT INC COM 756577102 0 100 SH SOLE 100 0 0 ROBERT HALF INTL INC COM 770323103 484 10167 SH SOLE 10167 0 0 TRANSOCEAN INC COM G90078109 974 15613 SH SOLE 15613 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 537 4445 SH SOLE 4445 0 0 COORS (ADOLPH)COMPANY CL B COM 217016104 187 1666 SH SOLE 1666 0 0 RLI Corp COM 749607107 5 100 SH SOLE 100 0 0 RENAISSANCE LEARNING INC COM 75968L105 12 863 SH SOLE 863 0 0 RAMBUS INC DEL COM 750917106 3 745 SH SOLE 745 0 0 Rocky Mountain Choc Fact Inc COM 774678403 6 745 SH SOLE 745 0 0 RUSSELL CORP COM 782352108 3 225 SH SOLE 225 0 0 AARON RENTS INC COM 002535201 1 69 SH SOLE 69 0 0 REALNETWORKS INC COM 75605L104 29 8042 SH SOLE 8042 0 0 ROHM & HAAS COMPANY COM 775371107 1023 11008 SH SOLE 11008 0 0 RADIO ONE INC WHEN ISSUED COM 75040P405 3 200 SH SOLE 200 0 0 ROCKWELL AUTOMATION INC COM 773903109 439 8996 SH SOLE 8996 0 0 Rollins Inc COM 775711104 25 1311 SH SOLE 1311 0 0 HOTELS.COM CL A COM 44147T108 0 7 SH SOLE 7 0 0 ROSS STORES INC COM 778296103 340 4778 SH SOLE 4778 0 0 ROXIO INC COM 780008108 0 200 SH SOLE 200 0 0 RPM INCORPORATED OHIO COM 749685103 80 5718 SH SOLE 5718 0 0 RAILAMERICA INC COM 750753105 5 700 SH SOLE 700 0 0 RELIANCE STL & ALUM CO COM 759509102 1 50 SH SOLE 50 0 0 RSA SECURITY INC COM 749719100 9 2770 SH SOLE 2770 0 0 REPUBLIC SERVICES INC COM 760759100 160 8517 SH SOLE 8517 0 0 RADIOSHACK CORP COM 750438103 553 9202 SH SOLE 9202 0 0 ROSLYN BANCORP INC COM 778162107 85 4886 SH SOLE 4886 0 0 RIVERSTONE NETWORKS INC COM 769320102 0 600 SH SOLE 600 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 10 1022 SH SOLE 1022 0 0 RAYTHEON COMPANY COM 755111507 1166 19907 SH SOLE 19907 0 0 Redwood Trust Inc COM 758075402 10 400 SH SOLE 400 0 0 IMS HEALTH CO COM 449934108 413 13805 SH SOLE 13805 0 0 ROYAL GROUP TECH COM CA7799153 9 288 SH SOLE 288 0 0 RYLAND GROUP INC COM 783764103 11 300 SH SOLE 300 0 0 RAYONIER INC COM 754907103 60 1434 SH SOLE 1434 0 0 SEARS & ROEBUCK COMPANY COM 812387108 1845 15777 SH SOLE 15777 0 0 SAFECO CORPORATION COM 786429100 394 6213 SH SOLE 6213 0 0 SANMINA-SCI CORP COM 800907107 197 35610 SH SOLE 35610 0 0 SBC COMMUNICATIONS INC COM 78387G103 11082 183783 SH SOLE 183783 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 256 11148 SH SOLE 11148 0 0 Connecticut Bancshares Inc/de COM 207540105 7 200 SH SOLE 200 0 0 SANTANDER BANCORP COM 802809103 6 500 SH SOLE 500 0 0 SPANISH BROADCASTING SYS CL A COM 846425882 4 700 SH SOLE 700 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page24 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- STARBUCKS CORPORATION COM 855244109 1026 24863 SH SOLE 24863 0 0 SCANA CORP WHEN ISSUED COM 80589M102 324 6245 SH SOLE 6245 0 0 CHARLES SCHWAB CORP NEW COM 808513105 2339 67241 SH SOLE 67241 0 0 SCHOLASTIC CORP COM 807066105 84 1892 SH SOLE 1892 0 0 SCHOOL SPECIALTY INC COM 807863105 3 147 SH SOLE 147 0 0 SCIOS NOVA INC COM 808905103 28 1104 SH SOLE 1104 0 0 SYNCOR INTL CORP NEW COM 87157J106 2164 67402 SH SOLE 67402 0 0 SICOR INC COM 825846108 91 5996 SH SOLE 5996 0 0 SUNGARD DATA SYSTEMS INC COM 867363103 543 13970 SH SOLE 13970 0 0 SIEBEL SYSTEMS INC COM 826170102 498 28873 SH SOLE 28873 0 0 SEALED AIR CORP COM 81211K100 139 4136 SH SOLE 4136 0 0 SEAGATE TECH COM 811804988 0 1500 SH SOLE 1500 0 0 Spartech Corp COM 847220209 21 1000 SH SOLE 1000 0 0 SEI INVESTMENT COMPANY COM 784117103 137 5738 SH SOLE 5738 0 0 SEPRACOR INC COM 817315104 104 9997 SH SOLE 9997 0 0 SEROLOGICALS CORP COM 817523103 2 175 SH SOLE 175 0 0 SCIENTIFIC-ATLANTA INC COM 808655104 286 7624 SH SOLE 7624 0 0 SMITHFIELD FOODS INC COM 832248108 92 5906 SH SOLE 5906 0 0 STANCORP FINANCIAL GROUP COM 852891100 89 1685 SH SOLE 1685 0 0 ISTAR FINANCIAL INC COM 45031U101 12 450 SH SOLE 450 0 0 SIMMONS FIRST NATIONAL COM 828730200 3 100 SH SOLE 100 0 0 SALTON INC COM 795757103 1 200 SH SOLE 200 0 0 Scientific Games Corp COM 80874P109 1 200 SH SOLE 200 0 0 SCHERING-PLOUGH CORP COM 806605101 10915 102400 SH SOLE 102400 0 0 SHAW GROUP INC (THE) COM 820280105 0 15 SH SOLE 15 0 0 A SCHULMAN INCORPORATED COM 808194104 56 1641 SH SOLE 1641 0 0 Shurgard Storage Centers Inc COM 82567D104 15 500 SH SOLE 500 0 0 SHERWIN-WILLIAMS COMPANY COM 824348106 614 8655 SH SOLE 8655 0 0 SIGMA-ALDRICH CORPORATION COM 826552101 156 3176 SH SOLE 3176 0 0 STATEN ISLAND BANCORP INC COM 857550107 5 300 SH SOLE 300 0 0 Selective Insurance Group COM 816300107 0 44 SH SOLE 44 0 0 SMITH INTERNATIONAL INC COM 832110100 154 5255 SH SOLE 5255 0 0 SIPEX CORP COM 829909100 3 2256 SH SOLE 2256 0 0 SILICON VY BANCSHARES COM 827064106 104 3100 SH SOLE 3100 0 0 SOUTH JERSEY INDUSTRIES INC COM 838518108 9 300 SH SOLE 300 0 0 THE J.M. SMUCKER COMPANY COM 832696405 293 2663 SH SOLE 2663 0 0 SHAW COMMUNICATIONS INC COM CA82028K7 14 823 SH SOLE 823 0 0 SJW Corp COM 784305104 7 100 SH SOLE 100 0 0 SHOPKO STORES INC COM 824911101 3 261 SH SOLE 261 0 0 SCPIE HOLDINGS INC COM 78402P104 2 400 SH SOLE 400 0 0 SAKS INC COM 79377W108 79 7568 SH SOLE 7568 0 0 SKECHERS USA INC CLASS A COM 830566105 92 9677 SH SOLE 9677 0 0 Skyline Corp COM 830830105 5 200 SH SOLE 200 0 0 SKY FINANCIAL GROUP COM 83080P103 9 500 SH SOLE 500 0 0 SKYWEST INC COM 830879102 14 1112 SH SOLE 1112 0 0 SILICON LABORATORIES INC COM 826919102 48 1332 SH SOLE 1332 0 0 ESCROW SUBURBAN LODGES OF AMER COM 864444997 0 11325 SH SOLE 11325 0 0 SCHLUMBERGER LIMITED COM 806857108 3263 28289 SH SOLE 28289 0 0 SARA LEE CORP COM 803111103 2115 38546 SH SOLE 38546 0 0 SL GREEN REALTY CORP COM 78440X101 3 100 SH SOLE 100 0 0 SILGAN HOLDINGS INC COM 827048109 11 400 SH SOLE 400 0 0 SLM CORP COM 78442P106 1404 7539 SH SOLE 7539 0 0 SOLECTRON CORP COM 834182107 260 41167 SH SOLE 41167 0 0 SLR CORP PFD CONV COM 834182206 7080 800000 SH SOLE 800000 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page25 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SYLVAN LEARNING SYSTEMS INC COM 871399101 67 2449 SH SOLE 2449 0 0 SALIX PHARMACEUTICALS INC COM 795435106 6 720 SH SOLE 720 0 0 Stein Mart Inc COM 858375108 1 181 SH SOLE 181 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 2 175 SH SOLE 175 0 0 SEMTECH CORPORATION COM 816850101 258 13330 SH SOLE 13330 0 0 SNAP-ON INC HLDG CO COM 833034101 211 3070 SH SOLE 3070 0 0 SANDISK CORP. COM 80004C101 48 3720 SH SOLE 3720 0 0 SYNOPSYS INC COM 871607107 468 6145 SH SOLE 6145 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 936 15144 SH SOLE 15144 0 0 SOUTHERN COMPANY COM 842587107 2000 34747 SH SOLE 34747 0 0 SOLUTIA INC COM 834376105 28 5512 SH SOLE 5512 0 0 SONOCO PRODS CO COM 835495102 107 5041 SH SOLE 5041 0 0 SONIC CORPORATION COM 835451105 17 775 SH SOLE 775 0 0 S1 CORP COM 78463B101 3 589 SH SOLE 589 0 0 SOUTHTRUST CORP COM 844730101 1272 17490 SH SOLE 17490 0 0 SOVEREIGN BANCORP INC COM 845905108 179 13893 SH SOLE 13893 0 0 ST PAUL COMPANIES INC COM 792860108 635 11062 SH SOLE 11062 0 0 SIMON PROPERTY GROUP INC COM 828806109 634 8880 SH SOLE 8880 0 0 STAPLES INC COM 855030102 563 22022 SH SOLE 22022 0 0 PANAMSAT CORP COM 697933109 450 12996 SH SOLE 12996 0 0 S P X CORP COM 784635104 209 2075 SH SOLE 2075 0 0 S&P 500 DEPOSITARY RECEIPT COM 78462F103 65 800 SH SOLE 800 0 0 SEQUA CORP CL A COM 817320104 20 399 SH SOLE 399 0 0 STERICYCLE INC COM 858912108 22 669 SH SOLE 669 0 0 SEMPRA ENERGY COM 816851109 397 10105 SH SOLE 10105 0 0 STONERIDGE INC COM 86183P102 3 200 SH SOLE 200 0 0 SIERRA PACIFIC RESOURCES COM 826428104 32 5271 SH SOLE 5271 0 0 SERVICE CORP INTERNATIONAL COM 817565104 4 1200 SH SOLE 1200 0 0 SMURFIT-STONE CORP COM 832727101 202 8062 SH SOLE 8062 0 0 SIMPSON MFG CO INC COM 829073105 6 200 SH SOLE 200 0 0 SCRIPPS CO (E.W.) CLASS A COM 811054204 27 400 SH SOLE 400 0 0 STERIS CORP COM 859152100 91 3688 SH SOLE 3688 0 0 STEWART ENTERPRISES INC CL A COM 860370105 11 2260 SH SOLE 2260 0 0 STELLENT INC COM 85856W105 5 1397 SH SOLE 1397 0 0 STAGE STORES INC COM 85254C305 10 473 SH SOLE 473 0 0 SUNTRUST BANKS INC COM 867914103 1689 13737 SH SOLE 13737 0 0 ST JUDE MEDICAL INCORPORATED COM 790849103 902 8428 SH SOLE 8428 0 0 STORAGE TECHNOLOGY CORP COM 862111200 59 5623 SH SOLE 5623 0 0 STEEL DYNAMICS INC COM 858119100 123 4722 SH SOLE 4722 0 0 QUESTAR CORP. COM 748356102 96 4214 SH SOLE 4214 0 0 STATE STREET CORP. COM 857477103 1859 16040 SH SOLE 16040 0 0 STUDENT LN CORP COM 863902102 18 200 SH SOLE 200 0 0 CONSTELLATION BRANDS INC CL A COM 21036P108 225 4872 SH SOLE 4872 0 0 SUNCOR ENERGY INC COM CA8672292 42 1671 SH SOLE 1671 0 0 SOUTHERNERA RESOURCES LTD COM CA8439015 0 100 SH SOLE 100 0 0 SUNOCO INC COM 86764P109 338 3743 SH SOLE 3743 0 0 SUN MICROSYSTEMS INC COM 866810104 9089 584918 SH SOLE 584918 0 0 SUPERIOR INDUSTRIES COM 868168105 77 1654 SH SOLE 1654 0 0 SuperGen Inc COM 868059106 0 110 SH SOLE 110 0 0 CNA Surety Corp COM 12612L108 5 425 SH SOLE 425 0 0 STILWELL FINANCIAL INC COM 860831106 402 11128 SH SOLE 11128 0 0 SERVICE MASTER COMPANY COM 81760N109 27 2525 SH SOLE 2525 0 0 SUPERVALU INC COM 868536103 406 8383 SH SOLE 8383 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 6 166 SH SOLE 166 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page26 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SWIFT TRANSPORTATION CO INC COM 870756103 75 4859 SH SOLE 4859 0 0 STANLEY WORKS INCORPORATED COM 854616109 210748 1290164 SH SOLE 1290164 0 0 SWS GROUP INC COM 78503N107 1 100 SH SOLE 100 0 0 SAFEWAY INC COM 786514208 1555 23247 SH SOLE 23247 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 53 2509 SH SOLE 2509 0 0 SYBASE INC COM 871130100 58 5044 SH SOLE 5044 0 0 SYBRON DENTAL SPECIALTIES COM 871142105 5 400 SH SOLE 400 0 0 STRYKER CORP COM 863667101 1119 9715 SH SOLE 9715 0 0 SYKES ENTERPRISES INC COM 871237103 16 3912 SH SOLE 3912 0 0 SYMANTEC CORP COM 871503108 798 11873 SH SOLE 11873 0 0 SYNGENTA AG ADR COM 87160A100 3 360 SH SOLE 360 0 0 IXYS Corp COM 46600W106 1 226 SH SOLE 226 0 0 SYSCO CORPORATION COM 871829107 1849 32572 SH SOLE 32572 0 0 A T & T CORP COM 001957109 284919 3953924 SH SOLE 3953924 0 0 TELUS CORP COM CA87971M9 11 1082 SH SOLE 1082 0 0 TRANSALTA CORP COM CA89346D3 13 633 SH SOLE 633 0 0 TRAVELERS PROPERTY CASUALTY COM 89420G109 154 5854 SH SOLE 5854 0 0 TRAVELERS PROPERTY CASUALTY COM 89420G406 3281 60637 SH SOLE 60637 0 0 TIMBERLAND CO CLASS A COM 887100105 62 1974 SH SOLE 1974 0 0 TCF FINANCIAL CORP COM 872275102 162 3828 SH SOLE 3828 0 0 TELEFONICA DATA BRASIL HLDING COM 879370104 0 73 SH SOLE 73 0 0 TELEPHONE & DATA SYSTEMS INC COM 879433100 154 3070 SH SOLE 3070 0 0 TIDEWATER INCORPORATED COM 886423102 88 3292 SH SOLE 3292 0 0 TECO ENERGY INC COM 872375100 418 8780 SH SOLE 8780 0 0 TECH DATA CORP COM 878237106 167 3170 SH SOLE 3170 0 0 TECUMSEH PRODS CO CL A COM 878895200 41 981 SH SOLE 981 0 0 TELEFONICA DATA BRASIL SPONS A COM 879382208 0 7 SH SOLE 7 0 0 TEKTRONIX INCORPORATED COM 879131100 208 4232 SH SOLE 4232 0 0 TECK COMINCO LTD COM CA8787421 8 680 SH SOLE 680 0 0 TERADYNE INCORPORATED COM 880770102 293 10201 SH SOLE 10201 0 0 CP SHIPS LTD COM CA22409V8 5 334 SH SOLE 334 0 0 THREE FIVE SYSTEMS INC COM 88554L108 0 100 SH SOLE 100 0 0 TELEFLEX INCORPORATED COM 879369106 90 1975 SH SOLE 1975 0 0 TREDEGAR INDS INC COM 894650100 3 200 SH SOLE 200 0 0 TRIUMPH GROUP INC. COM 896818101 16 600 SH SOLE 600 0 0 TARGET CORP COM 87612E106 3935 44439 SH SOLE 44439 0 0 THERAGENICS CORP COM 883375107 0 175 SH SOLE 175 0 0 TENET HEALTHCARE GROUP COM 88033G100 3556 23947 SH SOLE 23947 0 0 THQ INC COM 872443403 1 86 SH SOLE 86 0 0 TIBCO SOFTWARE INC COM 88632Q103 20 5431 SH SOLE 5431 0 0 TIFFANY & CO NEW COM 886547108 462 7200 SH SOLE 7200 0 0 TEMPLE INLAND INC COM 879868107 396 3425 SH SOLE 3425 0 0 TJX COS INC NEW COM 872540109 902 26558 SH SOLE 26558 0 0 TIMKEN COMPANY COM 887389104 0 25 SH SOLE 25 0 0 TRANSKARYOTIC THERAPIES INC COM 893735100 1 48 SH SOLE 48 0 0 TELLABS INCORPORATED COM 879664100 133 16385 SH SOLE 16385 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 4 630 SH SOLE 630 0 0 TALISMAN ENERGY COM CA87425E9 33 503 SH SOLE 503 0 0 TULARIK INC COM 899165104 0 83 SH SOLE 83 0 0 TICKET MASTER COM 88633P203 24 1600 SH SOLE 1600 0 0 Team Inc COM 878155100 0 100 SH SOLE 100 0 0 TORCHMARK CORPORATION COM 891027104 406 5926 SH SOLE 5926 0 0 THERMO ELECTRON CORPORATION COM 883556102 247 7686 SH SOLE 7686 0 0 TMP WORLDWIDE INC COM 872941109 198 7354 SH SOLE 7354 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page27 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- THOMAS & BETTS CORPORATION COM 884315102 130 3082 SH SOLE 3082 0 0 TECHNITROL INCORPORATED COM 878555101 7 500 SH SOLE 500 0 0 THE THOMSON CORP COM CA8449030 36 775 SH SOLE 775 0 0 TOLL BROTHERS INC COM 889478103 2 100 SH SOLE 100 0 0 TOYS R US INC COM 892335100 323 10594 SH SOLE 10594 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 51 7274 SH SOLE 7274 0 0 TOOTSIE ROLL INDUSTRIES INC COM 890516107 79 2668 SH SOLE 2668 0 0 TRIBUNE COMPANY NEW COM 896047107 1862 14851 SH SOLE 14851 0 0 Tejon Ranch Co COM 879080109 6 275 SH SOLE 275 0 0 TRANSATLANTIC HOLDINGS IN COM 893521104 3 50 SH SOLE 50 0 0 TRIAD HOSPITALS COM 89579K109 150 3961 SH SOLE 3961 0 0 TRINITY INDUSTRIES INC COM 896522109 95 2903 SH SOLE 2903 0 0 T ROWE PRICE GROUP INC COM 74144T108 432 5771 SH SOLE 5771 0 0 TRANSCANADA PIPELINES LTD COM CA8935269 41 1785 SH SOLE 1785 0 0 TRUSTCO BANK CORP N.Y. COM 898349105 5 510 SH SOLE 510 0 0 T R W INCORPORATED COM 872649108 79625 453321 SH SOLE 453321 0 0 TRIZEC PROPERTIES INC COM 89687P107 23 2042 SH SOLE 2042 0 0 Transaction Systems Architects COM 893416107 10 1697 SH SOLE 1697 0 0 SABRE GROUP HOLDINGS ICN COM 785905100 422 7282 SH SOLE 7282 0 0 TYSON FOODS INC CLASS A DEL COM 902494103 219 18886 SH SOLE 18886 0 0 TOTAL SYS SVCS INC COM 891906109 6 515 SH SOLE 515 0 0 Telecom HOLDRs Trust COM 87927P200 2 100 SH SOLE 100 0 0 TITAN CORP COM 888266103 38 3977 SH SOLE 3977 0 0 MICROTUNE INC COM 59514P109 0 32 SH SOLE 32 0 0 TUPPERWARE CORP. COM 899896104 150 3028 SH SOLE 3028 0 0 TRENWICK GROUP LTD COM G9032C109 1 350 SH SOLE 350 0 0 Trex Co Inc COM 89531P105 8 300 SH SOLE 300 0 0 TEXAS INSTRUMENTS INCORPORATE COM 882508104 2497 84558 SH SOLE 84558 0 0 TEXTRON INCORPORATED COM 883203101 689 6742 SH SOLE 6742 0 0 TXU CORPORATION COM 873168108 1154 13842 SH SOLE 13842 0 0 TYCO INTERNATIONAL LTD COM 902124106 4444 105069 SH SOLE 105069 0 0 UICI COM 902737105 4 300 SH SOLE 300 0 0 UNOCAL CORPORATION COM 915289102 1234 13111 SH SOLE 13111 0 0 Unifi Inc COM 904677101 38 3050 SH SOLE 3050 0 0 AMERCO COM 023586100 7 700 SH SOLE 700 0 0 UNIVERSAL HEALTH SVCS INC CL COM 913903100 156 3052 SH SOLE 3052 0 0 UNITED INDUSTRIAL CORPORATION COM 910671106 5 250 SH SOLE 250 0 0 UIL HOLDINGS CORP COM 902748102 2 75 SH SOLE 75 0 0 UNISYS CORP COM 909214108 229 16401 SH SOLE 16401 0 0 UNILAB CORPORATION COM 904763208 4749 226474 SH SOLE 226474 0 0 UMB FINANCIAL CORP COM 902788108 50 650 SH SOLE 650 0 0 UNILEVER NV (NEW) COM 904784709 4 69 SH SOLE 69 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3910 14944 SH SOLE 14944 0 0 UNUM CORP COM 91529Y106 706 11576 SH SOLE 11576 0 0 UNION PACIFIC CORP COM 907818108 1445 12490 SH SOLE 12490 0 0 UNIVERSITY OF PHOENIX ONLINE COM 037604204 4 152 SH SOLE 152 0 0 UNION PLANTERS CORP OF MEMPHI COM 908068109 797 9678 SH SOLE 9678 0 0 UNITED PARCEL SERVICE CL-B COM 911312106 10807 57613 SH SOLE 57613 0 0 UNITED RENTALS INC COM 911363109 69 4130 SH SOLE 4130 0 0 URS CORP NEW COM 903236107 3 200 SH SOLE 200 0 0 USA INTERACTIVE COM 902984103 552 14267 SH SOLE 14267 0 0 U.S. BANCORP COM 902973304 5231 93850 SH SOLE 93850 0 0 UNITED STATES CELLULAR CORP COM 911684108 0 10 SH SOLE 10 0 0 USONCOLOGY COM 90338W103 0 30 SH SOLE 30 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page28 of 33 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- UNITED SURGICAL PARTNERS INT COM 913016309 3 140 SH SOLE 140 0 0 U S T INC FORMERLY COM 902911106 683 8080 SH SOLE 8080 0 0 UNITED THERAPEUTICS CORP COM 91307C102 16 984 SH SOLE 984 0 0 UNITRIN INC COM 913275103 239 3901 SH SOLE 3901 0 0 UNITED TECHNOLOGIES CORP COM 913017109 7499 44252 SH SOLE 44252 0 0 UNIVISION COMMUNCIATIONS INC COM 914906102 782 11443 SH SOLE 11443 0 0 UNIVERSAL CORP VA COM 913456109 40 1155 SH SOLE 1155 0 0 VIVENDI UNIVERSAL SP ADR COM 92851S204 20 901 SH SOLE 901 0 0 VALSPAR CORP COM 920355104 95 2573 SH SOLE 2573 0 0 VARIAN MEDICAL SYSTEMS INC COM 92220P105 148 3461 SH SOLE 3461 0 0 VARIAN INC COM 922206107 49 1779 SH SOLE 1779 0 0 VISTEON CORP COM 92839U107 180 6344 SH SOLE 6344 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 97 2770 SH SOLE 2770 0 0 VERSICOR INC COM 925314106 3 420 SH SOLE 420 0 0 VERTICALNET INC COM 92532L206 0 150 SH SOLE 150 0 0 V F CORPORATION COM 918204108 789 7314 SH SOLE 7314 0 0 VALHI INC FORMERLY L L C CORP COM 918905100 6 700 SH SOLE 700 0 0 VIACOM INC NON VOTING COM 925524308 7001 86336 SH SOLE 86336 0 0 VITAL SIGNS INC COM 928469105 6 230 SH SOLE 230 0 0 VALERO ENERGY CORP COM 91913Y100 365 6911 SH SOLE 6911 0 0 VALLEY NATIONAL BANCORP COM 919794107 0 19 SH SOLE 19 0 0 VULCAN MATERIALS COMPANY COM 929160109 519 4787 SH SOLE 4787 0 0 VENTANA MEDICAL SYSTEMS COM 92276H106 6 360 SH SOLE 360 0 0 VORNADO RLTY TR NEW COM 929042109 51 1309 SH SOLE 1309 0 0 VARCO INTERNATIONAL INC COM 922122106 81 4845 SH SOLE 4845 0 0 VERISIGN INC COM 92343E102 109 7214 SH SOLE 7214 0 0 VERITAS SOFTWARE CORP COM 923436109 630 21496 SH SOLE 21496 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 72 3934 SH SOLE 3934 0 0 VARIAN SEMICONDUCTOR COPR COM 922207105 1 95 SH SOLE 95 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 78 8925 SH SOLE 8925 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 8 6600 SH SOLE 6600 0 0 VECTREN CORP COM 92240G101 72 3298 SH SOLE 3298 0 0 VIAD CORP COM 92552R109 188 4621 SH SOLE 4621 0 0 VERIZON COMMUNICATIONS COM 92343V104 17943 163481 SH SOLE 163481 0 0 WABTEC COM 929740108 11 819 SH SOLE 819 0 0 WESTAMERICA BANCORP COM 957090103 46 1159 SH SOLE 1159 0 0 WALGREEN COMPANY COM 931422109 4737 51338 SH SOLE 51338 0 0 WATERS CORP. COM 941848103 310 6393 SH SOLE 6393 0 0 WACHOVIA CORP COM 929903102 4395 67226 SH SOLE 67226 0 0 WEBSTER FINL CORP WATERBURY COM 947890109 80 2393 SH SOLE 2393 0 0 Webvan Group Inc COM 94845V103 0 62900 SH SOLE 62900 0 0 WORLDCOM INC./WORLDCOM GROUP COM 98157D106 44 223739 SH SOLE 223739 0 0 WALLACE COMPUTER SERVICES INC COM 932270101 44 2545 SH SOLE 2545 0 0 WADDELL & REED FINANCIAL COM 930059100 66 3745 SH SOLE 3745 0 0 WISCONSIN ENERGY CORP FORMERL COM 976657106 142 5868 SH SOLE 5868 0 0 Westcoast Hospitality Corp COM 95750P106 0 50 SH SOLE 50 0 0 WENDYS INTERNATIONAL INC COM 950590109 556 5604 SH SOLE 5604 0 0 WELLS FARGO COMPANY COM 949746101 27775 192243 SH SOLE 192243 0 0 WHOLE FOODS MKT INC COM 966837106 129 3021 SH SOLE 3021 0 0 MEMC ELECTRONIC MATERIALS COM 552715104 0 300 SH SOLE 300 0 0 WFS FINANCIAL INC. COM 92923B106 15 745 SH SOLE 745 0 0 WEATHERFORD INTL LTD COM G95089101 525 7070 SH SOLE 7070 0 0 WGL HOLDINGS INC COM 92924F106 143 2992 SH SOLE 2992 0 0 WOODWARD GOVERNOR CO NEW COM 980745103 6 145 SH SOLE 145 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page29 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WESTERN GAS RESOURCES INC COM 958259103 56 1818 SH SOLE 1818 0 0 W-H Energy Services Inc COM 92925E108 63 1825 SH SOLE 1825 0 0 Westwood Holdings Group Inc COM 961765104 0 25 SH SOLE 25 0 0 W HOLDING COMPANY INC COM 929251106 8 500 SH SOLE 500 0 0 WHIRLPOOL CORPORATION COM 963320106 575 4181 SH SOLE 4181 0 0 WINN-DIXIE STORES INC COM 974280109 180 6869 SH SOLE 6869 0 0 WIND RIVER SYSTEMS LTD COM 973149107 36 5687 SH SOLE 5687 0 0 WILMINGTON TRUST CORP COM 971807102 103 3562 SH SOLE 3562 0 0 WELLPOINT HEALTH NETWORKS COM 94973H108 1695 7710 SH SOLE 7710 0 0 WASHINGTON MUTUAL INC COM 939322103 8425 89241 SH SOLE 89241 0 0 WILLIAMS COMPANIES COM 969457100 115 25443 SH SOLE 25443 0 0 WASTE MANAGEMENT INC COM 94106L109 2073 29636 SH SOLE 29636 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 24 2652 SH SOLE 2652 0 0 WAL-MART STORES INC COM 931142103 23451 238132 SH SOLE 238132 0 0 GEORGE WESTON LTD COM CA9611489 21 188 SH SOLE 188 0 0 WESTWOOD ONE INC COM 961815107 202 5652 SH SOLE 5652 0 0 WORTHINGTON INDUSTRIES INC COM 981811102 154 4134 SH SOLE 4134 0 0 WATSON PHARMACEUTICALS INC COM 942683103 266 5432 SH SOLE 5432 0 0 WASHINGTON POST CO COM 939640108 330 509 SH SOLE 509 0 0 WPS RES CORP COM 92931B106 114 1619 SH SOLE 1619 0 0 WESTAR ENERGY INC COM 95709T100 37 3686 SH SOLE 3686 0 0 Wesco Financial Corp COM 950817106 28 92 SH SOLE 92 0 0 WILLIAMS-SONOMA INC COM 969904101 144 6107 SH SOLE 6107 0 0 WEST PHARMACEUTICAL SERVICES COM 955306105 3 160 SH SOLE 160 0 0 WEST CORPORATION COM 952355105 2 211 SH SOLE 211 0 0 WHITE MTN INSURANCE GROUP COM G9618E107 30 102 SH SOLE 102 0 0 WET SEAL INC CL A COM 961840105 3 325 SH SOLE 325 0 0 WEIGHT WATCHERS INTL INC COM 948626106 2 52 SH SOLE 52 0 0 WATSON WYATT & CO HOLDINGS COM 942712100 6 161 SH SOLE 161 0 0 WESTERN WIRELESS CORP COM 95988E204 2 833 SH SOLE 833 0 0 WORLD WRESTLING ENTERTAINMENT COM 98156Q108 1 156 SH SOLE 156 0 0 Wolverine World Wide Inc COM 978097103 1 100 SH SOLE 100 0 0 WRIGLEY WM JR COMPANY COM 982526105 1702 11464 SH SOLE 11464 0 0 WEYERHAEUSER COMPANY COM 962166104 1506 11470 SH SOLE 11470 0 0 WYETH COM 983024100 8307 65310 SH SOLE 65310 0 0 Waypoint Financial Corp COM 946756103 28 1718 SH SOLE 1718 0 0 UNITED STATES STEEL CORP COM 912909108 189 5446 SH SOLE 5446 0 0 Equity Securities Trust I COM 29477R103 1944 144600 SH SOLE 144600 0 0 XCEL ENERGY INC COM 98389B100 361 19425 SH SOLE 19425 0 0 Xicor Inc COM 984903104 0 250 SH SOLE 250 0 0 XL CAPITAL LTD COM G98255105 976 6643 SH SOLE 6643 0 0 XILINX INC COM 983919101 594 18781 SH SOLE 18781 0 0 XM SATELLITE RADIO HLDG COM 983759101 11 3065 SH SOLE 3065 0 0 EXXON MOBIL CORP COM 30231G102 63039 494037 SH SOLE 494037 0 0 DENTSPLY INTL INC COM 249030107 352 4388 SH SOLE 4388 0 0 XEROX CORPORATION COM 984121103 535 36050 SH SOLE 36050 0 0 XEROX CONV PFD 144A COM 98411F202 12906 350000 SH SOLE 350000 0 0 XTO ENERGY INC COM 98385X106 1 50 SH SOLE 50 0 0 IXIA COM 45071R109 13 3200 SH SOLE 3200 0 0 ALLEGHANY CORP NEW COM 017175100 37 200 SH SOLE 200 0 0 YANKEE CANDLE CO COM 984757104 6 384 SH SOLE 384 0 0 YELLOW CORP COM 985509108 2 84 SH SOLE 84 0 0 YAHOO INC. COM 984332106 973 25438 SH SOLE 25438 0 0 YORK INTERNATIONAL CORP COM 986670107 64 2287 SH SOLE 2287 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page30 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- YUM] BRANDS INC COM 988498101 802 14488 SH SOLE 14488 0 0 FOOT LOCKER INC COM 344849104 10 1045 SH SOLE 1045 0 0 ZEBRA TECHNOLOGY INC CL A COM 989207105 5 100 SH SOLE 100 0 0 Zygo Corp COM 989855101 4 1025 SH SOLE 1025 0 0 ZIONS BANCORP FORMERLY ZIONS COM 989701107 388 4458 SH SOLE 4458 0 0 ZIXIT CORP COM 98974P100 0 100 SH SOLE 100 0 0 ZARLINK SEMICONDUCTOR INC COM CA9891396 3 475 SH SOLE 475 0 0 ZIMMER HOLDINGS INC COM 98956P102 1093 9511 SH SOLE 9511 0 0 Zenith National Insurance Corp COM 989390109 1 75 SH SOLE 75 0 0 ZOMAX OPTICAL MEDIA COM 989929104 3 800 SH SOLE 800 0 0 ALCOA INC COM 013817101 1 330 SH CALL SOLE 330 0 0 APPLE COMPUTER INC COM 037833100 152 2000 SH PUT SOLE 2000 0 0 ABBOTT LABORATORIES COM 002824100 7 1425 SH CALL SOLE 1425 0 0 ADOBE SYSTEMS INC COM 00724F101 0 100 SH CALL SOLE 100 0 0 AMERICAN INTL GROUP INC COM 026874107 17 2230 SH CALL SOLE 2230 0 0 APPLIED MATERIALS INC COM 038222105 46 3310 SH CALL SOLE 3310 0 0 APPLIED MATERIALS INC COM 038222105 5321 3070 SH PUT SOLE 3070 0 0 AMERICAN EXPRESS CO COM 025816109 35 3174 SH CALL SOLE 3174 0 0 BANK OF AMERICA CORP COM 060505104 91 4231 SH CALL SOLE 4231 0 0 BANK OF AMERICA CORP COM 060505104 1442 2364 SH PUT SOLE 2364 0 0 BIOGEN INC MASS COM 090597105 543 700 SH PUT SOLE 700 0 0 BELLSOUTH CORP COM 079860102 11 2211 SH CALL SOLE 2211 0 0 BRISTOL MYERS SQUIBB CO. COM 110122108 14 1143 SH CALL SOLE 1143 0 0 BEAR STEARNS COS INC COM 073902108 19 770 SH CALL SOLE 770 0 0 CARDINAL HEALTH INC COM 14149Y108 0 25 SH CALL SOLE 25 0 0 CATERPILLAR INC COM 149123101 19 1325 SH CALL SOLE 1325 0 0 CHEVRONTEXACO CORP COM 166764100 12 1015 SH CALL SOLE 1015 0 0 CISCO SYS INC COM 17275R102 1557 1500 SH PUT SOLE 1500 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 147 3970 SH CALL SOLE 3970 0 0 DISNEY WALT CO COM 254687106 544 850 SH PUT SOLE 850 0 0 DELL COMPUTER COM 247025109 439 4295 SH CALL SOLE 4295 0 0 DOW CHEM CO COM 260543103 1 100 SH CALL SOLE 100 0 0 DUKE ENERGY CORP COM 264399106 1 370 SH CALL SOLE 370 0 0 EASTMAN KODAK COMPANY COM 277461109 160 1550 SH CALL SOLE 1550 0 0 EL PASO CORPORATION COM 28336L109 7 1530 SH CALL SOLE 1530 0 0 NEXTEL COMMUNICATIONS INC CL COM 65332V103 3 308 SH CALL SOLE 308 0 0 NEXTEL COMMUNICATIONS INC CL COM 65332V103 1170 1500 SH PUT SOLE 1500 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 16 925 SH CALL SOLE 925 0 0 GENERAL MTRS CORP COM 370442105 207 3090 SH CALL SOLE 3090 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 178 2417 SH CALL SOLE 2417 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 3108 1050 SH PUT SOLE 1050 0 0 HOME DEPOT INCORPORATED COM 437076102 9 10 SH PUT SOLE 10 0 0 HEWLETT-PACKARD INCORPORATED COM 428236103 160 4000 SH CALL SOLE 4000 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 4 742 SH CALL SOLE 742 0 0 INTERNATIONAL PAPER COMPANY COM 460146103 49 2450 SH CALL SOLE 2450 0 0 JOHNSON & JOHNSON INCORPORATE COM 478160104 164 6070 SH CALL SOLE 6070 0 0 JPMMORGAN CHASE & CO COM 46625H100 29 5200 SH CALL SOLE 5200 0 0 JPMMORGAN CHASE & CO COM 46625H100 1095 700 SH PUT SOLE 700 0 0 JUNIPER NETWORKS INC COM 48203R104 6 1300 SH CALL SOLE 1300 0 0 OCEAN ENERGY INC COM 67481E106 10 500 SH CALL SOLE 500 0 0 ARIBA INC COM 04033V104 1 300 SH CALL SOLE 300 0 0 COCA COLA CO COM 191216100 145 320 SH PUT SOLE 320 0 0 CITIGROUP INC COM 172967101 214 4931 SH CALL SOLE 4931 0 0 CITIGROUP INC COM 172967101 7714 3500 SH PUT SOLE 3500 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page31 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- APPLE COMPUTER INC COM 037833100 39 1300 SH CALL SOLE 1300 0 0 BOEING CO COM 097023105 268 900 SH CALL SOLE 900 0 0 BOEING CO COM 097023105 1213 1395 SH PUT SOLE 1395 0 0 CISCO SYS INC COM 17275R102 376 23975 SH CALL SOLE 23975 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1166 1860 SH PUT SOLE 1860 0 0 DELL COMPUTER COM 247025109 5591 5050 SH PUT SOLE 5050 0 0 ELECTRONIC DATA SYSTEMS CORP. COM 285661104 14 1550 SH CALL SOLE 1550 0 0 EASTMAN KODAK COMPANY COM 277461109 2044 2412 SH PUT SOLE 2412 0 0 FORD MOTOR COMPANY COM 345370860 61 5360 SH CALL SOLE 5360 0 0 BIOGEN INC MASS COM 090597105 32 1571 SH CALL SOLE 1571 0 0 COLGATE PALMOLIVE CO COM 194162103 179 1000 SH CALL SOLE 1000 0 0 GENERAL ELECTRIC COMPANY COM 369604103 176 12338 SH CALL SOLE 12338 0 0 GENERAL ELECTRIC COMPANY COM 369604103 9911 6640 SH PUT SOLE 6640 0 0 HOME DEPOT INCORPORATED COM 437076102 45 7261 SH CALL SOLE 7261 0 0 INTL BUSINESS MACHINES INC COM 459200101 256 11190 SH CALL SOLE 11190 0 0 INTL BUSINESS MACHINES INC COM 459200101 9779 1584 SH PUT SOLE 1584 0 0 MEDTRONIC INCORPORATED COM 585055106 528 943 SH PUT SOLE 943 0 0 COCA COLA CO COM 191216100 469 4200 SH CALL SOLE 4200 0 0 QUALCOMM INC COM 747525103 131 40 SH PUT SOLE 40 0 0 ELI LILLY & COMPANY COM 532457108 121 5883 SH CALL SOLE 5883 0 0 INTEL CORP COM 458140100 5748 3240 SH PUT SOLE 3240 0 0 AMAZON COMM INC COM 023135106 259 1000 SH CALL SOLE 1000 0 0 AOL TIME WARNER COM 00184A105 344 17388 SH CALL SOLE 17388 0 0 AOL TIME WARNER COM 00184A105 2546 2400 SH PUT SOLE 2400 0 0 PFIZER INCORPORATED COM 717081103 742 350 SH PUT SOLE 350 0 0 ORACLE SYSTEMS CORP COM 68389X105 750 1000 SH PUT SOLE 1000 0 0 E M C CORP MASS COM 268648102 10 2000 SH CALL SOLE 2000 0 0 DISNEY WALT CO COM 254687106 17 300 SH CALL SOLE 300 0 0 WAL-MART STORES INC COM 931142103 2408 1100 SH PUT SOLE 1100 0 0 XEROX CORPORATION COM 984121103 2804 5500 SH PUT SOLE 5500 0 0 MCDONALDS CORPORATION COM 580135101 49 3400 SH CALL SOLE 3400 0 0 MCDONALDS CORPORATION COM 580135101 1387 1900 SH PUT SOLE 1900 0 0 MEDTRONIC INCORPORATED COM 585055106 9 620 SH CALL SOLE 620 0 0 MERRILL LYNCH & CO INC COM 590188108 40 2050 SH CALL SOLE 2050 0 0 3M CO COM 88579Y101 46 401 SH CALL SOLE 401 0 0 3M CO COM 88579Y101 616 249 SH PUT SOLE 249 0 0 PHILIP MORRIS COS INC COM 718154107 25 1920 SH CALL SOLE 1920 0 0 PHILIP MORRIS COS INC COM 718154107 1714 1305 SH PUT SOLE 1305 0 0 MOTOROLA INCORPORATED COM 620076109 365 1000 SH PUT SOLE 1000 0 0 MONSANTO CO COM 61166W101 719 500 SH PUT SOLE 500 0 0 MOTOROLA INCORPORATED COM 620076109 75 4650 SH CALL SOLE 4650 0 0 MERCK & CO. INC COM 589331107 186 8841 SH CALL SOLE 8841 0 0 MERCK & CO. INC COM 589331107 8725 4150 SH PUT SOLE 4150 0 0 MICROSOFT CORP COM 594918104 1393 36099 SH CALL SOLE 36099 0 0 MICROSOFT CORP COM 594918104 44055 27161 SH PUT SOLE 27161 0 0 MICRON TECHNOLOGY INC COM 595112103 1652 33413 SH CALL SOLE 33413 0 0 MICRON TECHNOLOGY INC COM 595112103 4005 3000 SH PUT SOLE 3000 0 0 MORGAN STANLEY COM 617446448 129 3805 SH CALL SOLE 3805 0 0 MORGAN STANLEY COM 617446448 3847 1600 SH PUT SOLE 1600 0 0 NOKIA CORP SPON ADR COM 654902204 0 10 SH CALL SOLE 10 0 0 NORTHROP GRUMMAN CORP COM 666807102 156 1163 SH PUT SOLE 1163 0 0 INTEL CORP COM 458140100 299 20465 SH CALL SOLE 20465 0 0 NORTEL NETWORKS CORP COM 656568102 13 2700 SH CALL SOLE 2700 0 0 BANK ONE CORP COM 06423A103 5 350 SH CALL SOLE 350 0 0 Manager: BNP PARIBAS SECURITIES CORP Period End Date: Sep 30,2002 Page32 of 33 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ORACLE SYSTEMS CORP COM 68389X105 198 7475 SH CALL SOLE 7475 0 0 PEPSICO INCORPORATED COM 713448108 3 620 SH CALL SOLE 620 0 0 PEPSICO INCORPORATED COM 713448108 676 380 SH PUT SOLE 380 0 0 PFIZER INCORPORATED COM 717081103 64 3766 SH CALL SOLE 3766 0 0 PROCTER & GAMBLE COMPANY COM 742718109 1611 2945 SH CALL SOLE 2945 0 0 PROCTER & GAMBLE COMPANY COM 742718109 182 380 SH PUT SOLE 380 0 0 PEOPLESOFT INC COM 712713106 0 5 SH CALL SOLE 5 0 0 MILLENNIUM PHARMACTCUAL COM 599902103 0 100 SH CALL SOLE 100 0 0 NASDAQ 100 COM 631100104 90389 64972 SH PUT SOLE 64972 0 0 EBAY INC COM 278642103 228 2866 SH CALL SOLE 2866 0 0 EBAY INC COM 278642103 5422 4450 SH PUT SOLE 4450 0 0 BROADCOM CORP COM 111320107 9 510 SH CALL SOLE 510 0 0 ROYAL DUTCH PETRO - NY SHARES COM 780257804 0 45 SH CALL SOLE 45 0 0 SBC COMMUNICATIONS INC COM 78387G103 8 1570 SH CALL SOLE 1570 0 0 SBC COMMUNICATIONS INC COM 78387G103 342 240 SH PUT SOLE 240 0 0 CHARLES SCHWAB CORP NEW COM 808513105 11 670 SH CALL SOLE 670 0 0 SCHERING-PLOUGH CORP COM 806605101 8 445 SH CALL SOLE 445 0 0 SIEBEL SYSTEMS INC COM 826170102 2 400 SH CALL SOLE 400 0 0 SCHLUMBERGER LIMITED COM 806857108 0 50 SH CALL SOLE 50 0 0 PMC-SIERRA INC COM 69344F106 2 500 SH CALL SOLE 500 0 0 SUN MICROSYSTEMS INC COM 866810104 4000 4000 SH PUT SOLE 4000 0 0 SUN MICROSYSTEMS INC COM 866810104 26 5300 SH CALL SOLE 5300 0 0 A T & T CORP COM 001957109 180 5000 SH CALL SOLE 5000 0 0 TEXAS INSTRUMENTS INCORPORATE COM 882508104 76 8060 SH CALL SOLE 8060 0 0 TEXAS INSTRUMENTS INCORPORATE COM 882508104 1449 850 SH PUT SOLE 850 0 0 LUCENT TECHNOLOGY COM 549463107 5 1000 SH CALL SOLE 1000 0 0 UNITED PARCEL SERVICE CL-B COM 911312106 272 2300 SH CALL SOLE 2300 0 0 UNITED TECHNOLOGIES CORP COM 913017109 118 3666 SH CALL SOLE 3666 0 0 UNITED TECHNOLOGIES CORP COM 913017109 365 310 SH PUT SOLE 310 0 0 UNIVISION COMMUNCIATIONS INC COM 914906102 135 3073 SH CALL SOLE 3073 0 0 UNIVISION COMMUNCIATIONS INC COM 914906102 663 698 SH PUT SOLE 698 0 0 CMGI INC COM 125750109 11 2390 SH CALL SOLE 2390 0 0 VERITAS SOFTWARE CORP COM 923436109 30 1000 SH CALL SOLE 1000 0 0 WORLDCOM INC./WORLDCOM GROUP COM 98157D106 5 550 SH CALL SOLE 550 0 0 JOHNSON & JOHNSON INCORPORATE COM 478160104 3147 3051 SH PUT SOLE 3051 0 0 VERIZON COMMUNICATIONS COM 92343V104 28 2241 SH CALL SOLE 2241 0 0 VERIZON COMMUNICATIONS COM 92343V104 693 300 SH PUT SOLE 300 0 0 WALGREEN COMPANY COM 931422109 4 191 SH CALL SOLE 191 0 0 WELLS FARGO COMPANY COM 949746101 135 1200 SH CALL SOLE 1200 0 0 WELLS FARGO COMPANY COM 949746101 215 1000 SH PUT SOLE 1000 0 0 WASHINGTON MUTUAL INC COM 939322103 144 300 SH PUT SOLE 300 0 0 WAL-MART STORES INC COM 931142103 459 8470 SH CALL SOLE 8470 0 0 WYETH COM 983024100 6 1280 SH CALL SOLE 1280 0 0 EXXON MOBIL CORP COM 30231G102 639 16491 SH CALL SOLE 16491 0 0 EXXON MOBIL CORP COM 30231G102 2814 2525 SH PUT SOLE 2525 0 0 XEROX CORPORATION COM 984121103 68 3300 SH CALL SOLE 3300 0 0 AMGEN INC COM 031162100 723 3350 SH CALL SOLE 3350 0 0 AMGEN INC COM 031162100 3403 2736 SH PUT SOLE 2736 0 0 YAHOO INC. COM 984332106 37 3000 SH CALL SOLE 3000 0 0 QUALCOMM INC COM 747525103 328 4893 SH CALL SOLE 4893 0 0 A T & T CORP COM 001957109 1955 5000 SH PUT SOLE 5000 0 0 NASDAQ 100 COM 631100104 3671 45593 SH CALL SOLE 45593 0 0

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