A linear motion bearing assembly comprising: a ball retainer structure having at least a portion of a plurality of open axial ball tracks formed therein, the ball tracks including an open load bearing portion, an open return portion and turnarounds interconnecting the load bearing and return portions (62, 64); a plurality of bearing balls disposed in the ball tracks; a plurality of load bearing plates axially positioned adjacent the ball retainer structure, the load bearing plates effective to receive a load from the balls disposed in the load bearing portion of the ball tracks; a first outer housing sleeve effective to hold the ball retainer structure; and a second outer housing sleeve effective to hold the ball retainer structure, characterized in: that the first outer housing sleeve includes a first interlock structure (170; 180); that the second outer housing sleeve includes a second interlock structure (170; 180); that the first interlock structure is effective to mate with the second interlock structure when the first interlock structure is placed over the second interlock structure and the first and second interlock structures are effective to resist a force extending longitudinally outward from the linear motion bearing assembly; that the linear motion bearing assembly further comprises a bearing plate to housing intermediary load structure, the bearing plate to housing intermediary load structure comprising a plurality of pieces (154a, 154b, 154c, 154d, 154e) and defining at least two spaces in between the pieces, the bearing plate to housing intermediary load structure extending circumferentially around the first and second outer housing sleeve (48, 50); and that the first interlock structure includes walls defining a space, wherein at least one of the pieces (154a, 154b, 154c, 154d, 154e) is effective to be disposed in the space. a ball retainer structure having at least a portion of a plurality of open axial ball tracks formed therein, the ball tracks including an open load bearing portion, an open return portion and turnarounds interconnecting the load bearing and return portions (62, 64); a plurality of bearing balls disposed in the ball tracks; a plurality of load bearing plates axially positioned adjacent the ball retainer structure, the load bearing plates effective to receive a load from the balls disposed in the load bearing portion of the ball tracks; a first outer housing sleeve effective to hold the ball retainer structure; and a second outer housing sleeve effective to hold the ball retainer structure, characterized in: that the first outer housing sleeve includes a first interlock structure (170; 180); that the second outer housing sleeve includes a second interlock structure (170; 180); that the first interlock structure is effective to mate with the second interlock structure when the first interlock structure is placed over the second interlock structure and the first and second interlock structures are effective to resist a force extending longitudinally outward from the linear motion bearing assembly; that the linear motion bearing assembly further comprises a bearing plate to housing intermediary load structure, the bearing plate to housing intermediary load structure comprising a plurality of pieces (154a, 154b, 154c, 154d, 154e) and defining at least two spaces in between the pieces, the bearing plate to housing intermediary load structure extending circumferentially around the first and second outer housing sleeve (48, 50); and that the first interlock structure includes walls defining a space, wherein at least one of the pieces (154a, 154b, 154c, 154d, 154e) is effective to be disposed in the space. that the first outer housing sleeve includes a first interlock structure (170; 180); that the second outer housing sleeve includes a second interlock structure (170; 180); that the first interlock structure is effective to mate with the second interlock structure when the first interlock structure is placed over the second interlock structure and the first and second interlock structures are effective to resist a force extending longitudinally outward from the linear motion bearing assembly; that the linear motion bearing assembly further comprises a bearing plate to housing intermediary load structure, the bearing plate to housing intermediary load structure comprising a plurality of pieces (154a, 154b, 154c, 154d, 154e) and defining at least two spaces in between the pieces, the bearing plate to housing intermediary load structure extending circumferentially around the first and second outer housing sleeve (48, 50); and that the first interlock structure includes walls defining a space, wherein at least one of the pieces (154a, 154b, 154c, 154d, 154e) is effective to be disposed in the space.