UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 29, 2000
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/Cooper Neff Advisors, Inc.
Address: 555 Croton Road, 4th Floor
King of Prussia, PA 19406
13F File Number: 28-17790
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: Cathy Beckett
Title: Chief Financial Officer
Phone: 610-491-1596
Signature, Place, and Date of Signing:
Cathy Beckett
King of Prussia, PA
October 3, 2000
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.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 284
Form 13F Information Table Value Total: 233902
List of Other Included Managers:
No. 13F File Number Name
**NONE**
<PAGE>
<TABLE>
<CAPTION>
Manager: BNP/Cooper Neff Advisors, Inc. Period End Date: September 29, 2000 Page 1 of 6
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99 CENTS COM 65440K106 221 4400 SH SOLE 4400 0 0
A G EDWARDS INCORPORATED COM 281760108 225 4300 SH SOLE 4300 0 0
ABGENIX INC COM 00339B107 218 2700 SH SOLE 2700 0 0
ACACIA RESEARCH CORP COM 003881109 216 6200 SH SOLE 6200 0 0
ACE LTD COM G0070K103 239 6100 SH SOLE 6100 0 0
ACT MFG INC 144A CONV BOND BOND CV 000973AA5 641 437000 PRN SOLE 0 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 211 6400 SH SOLE 6400 0 0
ADVANCED MICRO DEVICES INC COM 007903107 233 9855 SH SOLE 9855 0 0
AES CORP COM 00130H105 244 3568 SH SOLE 3568 0 0
AFFYMETRIX INC COM 00826T108 209 4200 SH SOLE 4200 0 0
AGL RESOURCES INC COM 001204106 239 11900 SH SOLE 11900 0 0
ALEXION PHARMACEUTICALS BOND CV 015351AA7 598 500000 PRN SOLE 0 0 0
ALKERMES INC COM 01642T108 205 5300 SH SOLE 5300 0 0
ALKMERES INC CONV SUB NOTES BOND CV 01642TAB4 276 359000 PRN SOLE 0 0 0
ALLEGHENY ENERGY INC COM 017361106 225 5900 SH SOLE 5900 0 0
ALLIANT ENERGY CORP COM 018802108 241 8200 SH SOLE 8200 0 0
ALLIED RISER CORP CONV 144A BOND CV 019496AA6 238 391000 PRN SOLE 0 0 0
ALPHA WIND 2000-A LTD COM 020990CS4 249 250000 PRN SOLE 250000 0 0
ALPHA WIND 2000-A LTD COM 020990DF1 249 250000 SH SOLE 250000 0 0
ALPHARMA INC - CL A COM 020813101 214 3500 SH SOLE 3500 0 0
AMDOCS LTD COM G02602103 225 3600 SH SOLE 3600 0 0
AMEREN CORP COM 023608102 250 5980 SH SOLE 5980 0 0
AMERICAN ELECTRIC POWER CO COM 025537101 242 6180 SH SOLE 6180 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 211 4300 SH SOLE 4300 0 0
AMSOUTH BANCORPORATION COM 032165102 240 19238 SH SOLE 19238 0 0
ANADARKO PETROLEUM CORP COM 032511107 238 3575 SH SOLE 3575 0 0
ANADIGICS INC. COM 032515108 210 9500 SH SOLE 9500 0 0
ANALOG DEVICES INCORPORATED COM 032654105 231 2800 SH SOLE 2800 0 0
ANDREW CORPORATION COM 034425108 212 8106 SH SOLE 8106 0 0
APOLLO GROUP INC COM 037604105 207 5200 SH SOLE 5200 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 201 6900 SH SOLE 6900 0 0
ARTHROCARE CORP COM 043136100 200 10300 SH SOLE 10300 0 0
ASM INTERNATIONAL COM N07045102 214 12200 SH SOLE 12200 0 0
AVIGEN INC COM 053690103 223 5600 SH SOLE 5600 0 0
AVISTA CORP COM 05379B107 241 10700 SH SOLE 10700 0 0
AVX CORP COM 002444107 232 8900 SH SOLE 8900 0 0
AXA FINANCIAL INC COM 002451102 234 4600 SH SOLE 4600 0 0
BANK NEW YORK INC COM 064057102 241 4296 SH SOLE 4296 0 0
BANK OF AMERICA CORP COM 060505104 247 4710 SH SOLE 4710 0 0
BANK ONE CORP COM 06423A103 235 6094 SH SOLE 6094 0 0
BANK UNITED CORP - CL A COM 065412108 203 4000 SH SOLE 4000 0 0
BARR LABS COM 068306109 232 3500 SH SOLE 3500 0 0
BEAR STEARNS COS INC COM 073902108 232 3682 SH SOLE 3682 0 0
BEST BUY COMPANY INC COM 086516101 240 3768 SH SOLE 3768 0 0
BIOVAIL INC 6.75% CONV PRFD ST PFD CV 09067J208 424 5575 SH SOLE 5575 0 0
BJ SERVICES CO. COM 055482103 226 3700 SH SOLE 3700 0 0
BLACK BOX CORP. COM 091826107 210 4500 SH SOLE 4500 0 0
BRINKER INTERNATIONAL INC COM 109641100 220 7300 SH SOLE 7300 0 0
BROOKS AUTOMATION INC COM 11434A100 212 6400 SH SOLE 6400 0 0
CALIFORNIA AMPLIFIER INC COM 129900106 202 8800 SH SOLE 8800 0 0
CALPINE CORPORATION COM 131347106 230 2200 SH SOLE 2200 0 0
CAREMARK RX CAP TRUST I SERIES PFD CV 14170K209 625 7813 SH SOLE 7813 0 0
CDW COMPUTER CENTERS INC COM 125129106 214 3100 SH SOLE 3100 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff Advisors, Inc. Period End Date: September 29, 2000 Page 2 of 6
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CELGENE CORP COM 151020104 220 3700 SH SOLE 3700 0 0
CEPHALON INC COM 156708109 213 4400 SH SOLE 4400 0 0
CHARTER ONE FINANCIAL COM 160903100 230 9449 SH SOLE 9449 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 233 5045 SH SOLE 5045 0 0
CHECK POINT SOFTWARE TECH COM M22465104 205 1300 SH SOLE 1300 0 0
CHEESECAKE FACTORY INC COM 163072101 216 5000 SH SOLE 5000 0 0
CHICOS FAS INC COM 168615102 201 5900 SH SOLE 5900 0 0
CHUBB CORP COM 171232101 249 3147 SH SOLE 3147 0 0
CINCINNATI FINANCIAL CORP COM 172062101 213 6008 SH SOLE 6008 0 0
CINERGY CORP COM 172474108 237 7164 SH SOLE 7164 0 0
CITIGROUP INC COM 172967101 238 4410 SH SOLE 4410 0 0
CITY NATIONAL CORP. COM 178566105 239 6200 SH SOLE 6200 0 0
COASTAL CORPORATION COM 190441105 241 3254 SH SOLE 3254 0 0
COHERENT INCORPORATED COM 192479103 211 3100 SH SOLE 3100 0 0
COMCAST CORP SUB DEBENTURES PFD CV 200300507 418 6250 SH SOLE 6250 0 0
COMERICA INC COM 200340107 245 4196 SH SOLE 4196 0 0
COMMERCE BANCORP INC COM 200519106 233 4000 SH SOLE 4000 0 0
COMMERCE BANCSHARES INC COM 200525103 206 5600 SH SOLE 5600 0 0
COMMUNITY FIRST BANKSHARES IN COM 203902101 211 12000 SH SOLE 12000 0 0
CONCENTRIC LTD COM 205990DL5 299 300000 PRN SOLE 300000 0 0
CONCORD EFS, INC. COM 206197105 210 5900 SH SOLE 5900 0 0
CONEXANT SYSTEMS INC SUB NOTES BOND CV 207142AB6 1241 637000 PRN SOLE 0 0 0
CONSTELLATION ENERGY GROUP COM 210371100 235 4717 SH SOLE 4717 0 0
CONVERGYS COPR COM 212485106 245 6294 SH SOLE 6294 0 0
COOPER CAMERON COM 216640102 236 3200 SH SOLE 3200 0 0
COPART INC COM 217204106 197 14200 SH SOLE 14200 0 0
COR THERAPEUTICS INC COM 217753102 206 3300 SH SOLE 3300 0 0
CORECOMM LIMITED SUB NOTES BOND CV 21869NAC9 247 469000 PRN SOLE 0 0 0
CORIXA CORP COM 21887F100 206 4100 SH SOLE 4100 0 0
CORNING INC COM 219350105 248 835 SH SOLE 835 0 0
CREDENCE SYSTEMS CORPORATION COM 225302108 213 7100 SH SOLE 7100 0 0
CULLEN/FROST BANKERS INC COM 229899109 228 7000 SH SOLE 7000 0 0
CV THERAPEUTICS CONV BOND 144A BOND CV 126667AA2 1010 750000 PRN SOLE 0 0 0
DAN RAUSCHER CORP COM 233856103 233 2500 SH SOLE 2500 0 0
DEVRY INC DEL COM 251893103 222 5900 SH SOLE 5900 0 0
DIAMOND TECH PARTNERS INC COM 252762109 215 2900 SH SOLE 2900 0 0
DOLLAR TREE STORES INC COM 256747106 211 5200 SH SOLE 5200 0 0
DPL INCORPORATED (HOLDING CO) COM 233293109 232 7800 SH SOLE 7800 0 0
DQE COM 23329J104 233 5800 SH SOLE 5800 0 0
DTE ENERGY CO. COM 233331107 253 6608 SH SOLE 6608 0 0
DUKE ENERGY CORP COM 264399106 234 2733 SH SOLE 2733 0 0
DYCOM INDUSTRIES INC COM 267475101 212 5100 SH SOLE 5100 0 0
E TRADE GROUP INC CONV BOND SU BOND CV 269246AB0 783 843000 PRN SOLE 0 0 0
EDISON INTERNATIONAL COM 281020107 241 12460 SH SOLE 12460 0 0
EMCORE CORP COM 290846104 204 4900 SH SOLE 4900 0 0
EMISPHERE TECHNOLOGIES INC COM 291345106 216 7200 SH SOLE 7200 0 0
ENRON CORP COM 293561106 248 2833 SH SOLE 2833 0 0
ENSCO INTERNATIONAL INC COM 26874Q100 222 5800 SH SOLE 5800 0 0
ENTERGY CORP COM 29364G103 235 6315 SH SOLE 6315 0 0
ENTRUST TECHNOLOGIES INC COM 293848107 213 7700 SH SOLE 7700 0 0
ENZO BIOCHEM INCORPORATED COM 294100102 228 4700 SH SOLE 4700 0 0
EOG RESOURCES INC COM 26875P101 233 6000 SH SOLE 6000 0 0
EXCHANGE APPLICATIONS INC COM 300867108 174 38500 SH SOLE 38500 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff Advisors, Inc. Period End Date: September 29, 2000 Page 3 of 6
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FASTENALL COM 311900104 213 3700 SH SOLE 3700 0 0
FIRST ENERGY CORP COM 337932107 246 9127 SH SOLE 9127 0 0
FIRST HEALTH GROUP CORP COM 320960107 203 6300 SH SOLE 6300 0 0
FIRST SEC CORP COM 336294103 199 12200 SH SOLE 12200 0 0
FIRST VIRGINIA BANKS INC COM 337477103 230 5400 SH SOLE 5400 0 0
FIRSTAR CORP COM 33763V109 248 11083 SH SOLE 11083 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 233 5980 SH SOLE 5980 0 0
FLORIDA PROGRESS CORPORATION COM 341109106 249 4710 SH SOLE 4710 0 0
FOREST LABORATORIES INC COM 345838106 241 2100 SH SOLE 2100 0 0
FOUR SEASONS HOTELS INC COM 35100E104 227 3100 SH SOLE 3100 0 0
GENERAL SEMICONUCTOR CONV SUB BOND CV 370787AB9 656 633000 PRN SOLE 0 0 0
GENZYME CORP COM 372917104 205 3000 SH SOLE 3000 0 0
GLOBAL CROSSING LTD 6.75% CONV PFD CV G3921A134 480 1882 SH SOLE 1882 0 0
GLOBAL MARINE COM 379352404 235 7600 SH SOLE 7600 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 247 4610 SH SOLE 4610 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 216 1900 SH SOLE 1900 0 0
HALYARD RE B.V COM 40650PAA1 498 500000 PRN SOLE 500000 0 0
HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 237 6800 SH SOLE 6800 0 0
HENRY JACK & ASSOCIATES COM 426281101 213 4900 SH SOLE 4900 0 0
HOT TOPIC INC COM 441339108 210 7000 SH SOLE 7000 0 0
HUMAN GENOME SCIENCES INC COM 444903108 208 1200 SH SOLE 1200 0 0
IDACORP INC COM 451107106 231 5000 SH SOLE 5000 0 0
IDEXX LABS CORP COM 45168D104 209 7800 SH SOLE 7800 0 0
IMCLONE SYSTEMS 144A CONV BOND BOND CV 45245WAA7 902 781000 PRN SOLE 0 0 0
IMCLONE SYSTEMS INC COM 45245W109 211 1800 SH SOLE 1800 0 0
IMMUNEX CORP (NEW) COM 452528102 200 4600 SH SOLE 4600 0 0
IMPATH INC COM 45255G101 208 3300 SH SOLE 3300 0 0
IMPERIAL BANCORP COM 452556103 224 11700 SH SOLE 11700 0 0
INHALE THERAPEUTIC SYSTEMS COM 457191104 209 3700 SH SOLE 3700 0 0
INHALE THERAPEUTIC SYSTEMS INC BOND CV 457191AD6 1137 734000 PRN SOLE 0 0 0
INSIGHT ENTERPRISES INC COM 45765U103 232 8500 SH SOLE 8500 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 201 14200 SH SOLE 14200 0 0
INTERLIANT INC CONV SUB NOTES BOND CV 458742AA1 144 343000 PRN SOLE 0 0 0
INTERNET SECURITY SYSTEMS INC COM 46060X107 210 2800 SH SOLE 2800 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 240 6000 SH SOLE 6000 0 0
IPALCO ENTERPRISES COM 462613100 233 10200 SH SOLE 10200 0 0
ITC DELTACOM INC CONV SUB NOTE BOND CV 45031TAK0 126 211000 PRN SOLE 0 0 0
IVAX CORP FORMERLY IVACO INDS COM 465823102 235 5100 SH SOLE 5100 0 0
J P MORGAN & COMPANY INC COM 616880100 240 1470 SH SOLE 1470 0 0
KANSAS CITY PWR & LIGHT CO COM 485134100 230 8600 SH SOLE 8600 0 0
KEMET CORP COM 488360108 235 8500 SH SOLE 8500 0 0
KEYSPAN CORP COM 49337W100 229 5700 SH SOLE 5700 0 0
KEYSTONE FINANCIAL INC COM 493482103 202 9300 SH SOLE 9300 0 0
KOHLS CORP COM 500255104 241 4182 SH SOLE 4182 0 0
LAMAR ADVERTISING CO NOTES BOND CV 512815AF8 507 479000 PRN SOLE 0 0 0
LEHMAN BROTHERS HLDGS INC COM 524908100 233 1577 SH SOLE 1577 0 0
LIGHTBRIDGE INC COM 532226107 205 17600 SH SOLE 17600 0 0
LIZ CLAIBORNE INC COM 539320101 223 5800 SH SOLE 5800 0 0
LORAL SPACE & COMM SER-D CONV PFD CV G56462305 272 12156 SH SOLE 12156 0 0
LSI LOGIC CORP CONV SUB NOTES BOND CV 502161AD4 255 125000 PRN SOLE 0 0 0
M-SYSTEMS/FLASH DISK PIONEERS COM M7061C100 206 5400 SH SOLE 5400 0 0
MAIL.COM INC 144A CONV BOND BOND CV 560311AA0 108 244000 PRN SOLE 0 0 0
MARINE DRILLING CO. INC COM 568240204 234 8200 SH SOLE 8200 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff Advisors, Inc. Period End Date: September 29, 2000 Page 4 of 6
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARSH & MCLENNAN COMPANIES IN COM 571748102 250 1884 SH SOLE 1884 0 0
MATTSON TECHNOLOGY INC COM 577223100 222 14900 SH SOLE 14900 0 0
MBNA CORP COM 55262L100 250 6494 SH SOLE 6494 0 0
MCLEODUSA INC SER A CONV PREFD PFD CV 582266201 999 2548 SH SOLE 2548 0 0
MEDAREX INC COM 583916101 211 1800 SH SOLE 1800 0 0
MEDICIS PHARMACEUT CORP COM 584690309 215 3500 SH SOLE 3500 0 0
MEDIMMUNE INC COM 584699102 220 2847 SH SOLE 2847 0 0
MELLON FINANCIAL CORP COM 58551A108 234 5038 SH SOLE 5038 0 0
MERCANTILE BANKSHARES CORP COM 587405101 214 5900 SH SOLE 5900 0 0
MERRILL LYNCH & CO INC COM 590188108 249 3775 SH SOLE 3775 0 0
METHODE ELECTRONICS INC CL A COM 591520200 213 4800 SH SOLE 4800 0 0
MICHAELS STORES INC COM 594087108 204 5100 SH SOLE 5100 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 202 6100 SH SOLE 6100 0 0
MILLENNIUM PHARMACTCUAL COM 599902103 204 1400 SH SOLE 1400 0 0
MONTANA POWER COMPANY COM 612085100 234 7000 SH SOLE 7000 0 0
MORGAN ST DEAN WITTER DISCOVE COM 617446448 230 2519 SH SOLE 2519 0 0
MYLAN LABS INCORPORATED COM 628530107 234 8700 SH SOLE 8700 0 0
NABORS INDS INC COM 629568106 236 4500 SH SOLE 4500 0 0
NATIONAL - OILWELL INC COM 637071101 234 7500 SH SOLE 7500 0 0
NATIONAL AUSTRALIA BANK EXCH C PFD CV 632525309 321 12594 SH SOLE 12594 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 230 7100 SH SOLE 7100 0 0
NETOPIA INC COM 64114K104 201 18300 SH SOLE 18300 0 0
NETWORK APPLIANCE INC COM 64120L104 215 1691 SH SOLE 1691 0 0
NICOR INCORPORATED COM 654086107 232 6400 SH SOLE 6400 0 0
NISOURCE INC COM 65473P105 232 9500 SH SOLE 9500 0 0
NOBLE DRILLING CORP COM 655042109 236 4700 SH SOLE 4700 0 0
NORTHEAST UTILITIES COMPANY COM 664397106 230 10600 SH SOLE 10600 0 0
NORTHERN TRUST COMPANY COM 665859104 225 2533 SH SOLE 2533 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 209 4900 SH SOLE 4900 0 0
NSTAR COM 67019E107 233 5800 SH SOLE 5800 0 0
NVIDIA CORP COM 67066G104 205 2500 SH SOLE 2500 0 0
OGE ENERGY CORP COM 670837103 237 11100 SH SOLE 11100 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 209 6000 SH SOLE 6000 0 0
PAINE WEBBER GROUP INC COM 695629105 228 3354 SH SOLE 3354 0 0
PARAMETRIC RE LTD COM 699170AA4 305 300000 SH SOLE 300000 0 0
PECO ENERGY INC COM 693304107 236 3889 PRN SOLE 3889 0 0
PEGASUS COM 6.50% CONV PFD STK PFD CV 705904506 376 4013 SH SOLE 4013 0 0
PEOPLE BANK BRIDGEPORT CONN COM 710198102 204 9700 SH SOLE 9700 0 0
PEPSI BOTTLING GROUP INC COM 713409100 234 7800 SH SOLE 7800 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 225 6000 SH SOLE 6000 0 0
PG+E CORP COM 69331C108 236 9748 SH SOLE 9748 0 0
PHILADELPHIA SUBURBAN CORP COM 718009608 234 10100 SH SOLE 10100 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 251 4924 SH SOLE 4924 0 0
PIONEER STANDARD ELECTRO PFD CV 723879300 430 8820 SH SOLE 8820 0 0
PLEXUS CORP COM 729132100 204 2900 SH SOLE 2900 0 0
POLYMEDICA INDUSTRIES INC COM 731738100 210 4900 SH SOLE 4900 0 0
POTOMAC ELECTRIC POWER COMPAN COM 737679100 232 9200 SH SOLE 9200 0 0
POWER ONE INC COM 739308104 224 3700 SH SOLE 3700 0 0
PRECISION DRILLING 1987 LTD COM 74022D100 235 6600 SH SOLE 6600 0 0
PROTEIN DESIGN LABS INC COM 74369L103 205 1700 SH SOLE 1700 0 0
PROTEIN DESIGN LABS INC. CONV BOND CV 74369LAA1 792 688000 PRN SOLE 0 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 229 1800 SH SOLE 1800 0 0
PROXIM INC COM 744284100 223 5000 SH SOLE 5000 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff Advisors, Inc. Period End Date: September 29, 2000 Page 5 of 6
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PUBLIC SERVICE CO NEW MEXICO COM 744499104 233 9000 SH SOLE 9000 0 0
PUGET SOUND ENERGY INC COM 745332106 239 9400 SH SOLE 9400 0 0
QLT INC COM 746927102 206 2900 SH SOLE 2900 0 0
QUANTA SERVICES INC COM 74762E102 231 8400 SH SOLE 8400 0 0
QUEST DIAGNOSTICS COM 74834L100 230 2000 SH SOLE 2000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 231 7000 SH SOLE 7000 0 0
RELIANT ENERGY CORP COM 75952J108 235 5052 SH SOLE 5052 0 0
RENAL CARE GROUP INC COM 759930100 210 11300 SH SOLE 11300 0 0
RESMED INC COM 761152107 231 7400 SH SOLE 7400 0 0
RGS ENERGY GROUP COM 74956K104 240 8500 SH SOLE 8500 0 0
ROBERT HALF INTL INC COM 770323103 239 6900 SH SOLE 6900 0 0
ROSLYN BANCORP INC COM 778162107 206 9200 SH SOLE 9200 0 0
ROWAN COMPANIES INC COM 779382100 246 8492 SH SOLE 8492 0 0
SAFEGUARD SCIENTIFICS BOND CV 786449AE8 679 651000 PRN SOLE 0 0 0
SAFEWAY INC COM 786514208 224 4800 SH SOLE 4800 0 0
SALTON INC COM 795757103 216 6700 SH SOLE 6700 0 0
SAPIENT CORP. COM 803062108 206 5073 SH SOLE 5073 0 0
SCANA CORP WHEN ISSUED COM 80589M102 225 7300 SH SOLE 7300 0 0
SDL INC COM 784076101 217 700 SH SOLE 700 0 0
SEPRACOR INC COM 817315104 209 1700 SH SOLE 1700 0 0
SILICON VY BANCSHARES COM 827064106 221 3800 SH SOLE 3800 0 0
SMITH INTERNATIONAL INC COM 832110100 237 2900 SH SOLE 2900 0 0
SOUTHERN COMPANY COM 842587107 248 7657 SH SOLE 7657 0 0
SOUTHWEST SECURITIES GRP INC COM 845224104 240 8200 SH SOLE 8200 0 0
SOVEREIGN BANCORP INC PFD INCO PFD CV 845905306 610 10627 SH SOLE 10627 0 0
ST PAUL COMPANIES INC COM 792860108 243 4924 SH SOLE 4924 0 0
STARBUCKS CORPORATION COM 855244109 223 5573 SH SOLE 5573 0 0
STATE STREET CORP. COM 857477103 232 1784 SH SOLE 1784 0 0
STERICYCLE INC COM 858912108 208 8500 SH SOLE 8500 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 239 11260 SH SOLE 11260 0 0
TCF FINANCIAL CORP COM 872275102 233 6200 SH SOLE 6200 0 0
TECH DATA CORP COM 878237106 218 5100 SH SOLE 5100 0 0
TECHNE CORP COM 878377100 202 1800 SH SOLE 1800 0 0
TECO ENERGY INC COM 872375100 227 7900 SH SOLE 7900 0 0
TEKELEC INC SUB NOTES BOND CV 879101AC7 942 469000 PRN SOLE 0 0 0
TELEFONOS DE MEXICO S.A. BOND CV 879403AD5 767 594000 PRN SOLE 0 0 0
TELETECH HOLDINGS INC COM 879939106 215 8700 SH SOLE 8700 0 0
TENET HEALTHCARE GROUP COM 88033G100 252 6929 SH SOLE 6929 0 0
TERADYNE INCORPORATED COM 880770102 228 6501 SH SOLE 6501 0 0
THREE FIVE SYSTEMS INC COM 88554L108 237 8100 SH SOLE 8100 0 0
TIMBERLAND CO CLASS A COM 887100105 230 5600 SH SOLE 5600 0 0
TITAN CORP COM 888266103 226 13700 SH SOLE 13700 0 0
TITAN PHARMACEUTICALS INC COM 888314101 228 3500 SH SOLE 3500 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 246 4203 SH SOLE 4203 0 0
TRIAD HOSPITALS COM 89579K109 203 6900 SH SOLE 6900 0 0
TRIGON HEALTHCARE INC COM 89618L100 226 4300 SH SOLE 4300 0 0
TRIMBLE NAVIGATION LTD COM 896239100 215 9600 SH SOLE 9600 0 0
TRITON ENERGY LTD COM G90751101 242 6200 SH SOLE 6200 0 0
UNICOM CORP COM 904911104 236 4196 SH SOLE 4196 0 0
UNITED RENTALS TRUST I PFD CV 91136H306 491 13954 SH SOLE 13954 0 0
UNITEDGLOBALCOM 7.00% CONV PRF PFD CV 913247201 333 7703 SH SOLE 7703 0 0
UNITEDHEALTH GROUP INC COM 91324P102 228 2312 SH SOLE 2312 0 0
UNIVERSAL HEALTH SVCS INC CL COM 913903100 223 2600 SH SOLE 2600 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff Advisors, Inc. Period End Date: September 29, 2000 Page 6 of 6
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
USINTERNETWORKIN INC SUB NOTES BOND CV 917311AH5 482 734000 PRN SOLE 0 0 0
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