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 30, 1999
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, 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: Catherine J. Beckett
Title: Chief Financial Officer
Phone: 610-491-1596
Signature, Place, and Date of Signing:
Catherine J. Beckett
King of Prussia, PA
October 25, 1999
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: 1357
Form 13F Information Table Value Total: 2247070
List of Other Included Managers:
No. 13F File Number Name
**NONE**
<PAGE>
<TABLE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 1 of 26
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>
1ST COMMONWEALTH FINL CONTRA COM 319829990 0 10562 SH SOLE 10562 0 0
3 COM CORP COM 885535104 1906 66312 SH SOLE 66312 0 0
7-ELEVEN INC COM 817826100 125 63500 SH SOLE 63500 0 0
A G EDWARDS INCORPORATED COM 281760108 833 31588 SH SOLE 31588 0 0
A H BELO & CO SER A COM 080555105 808 42228 SH SOLE 42228 0 0
A SCHULMAN INCORPORATED COM 808194104 377 21778 SH SOLE 21778 0 0
A T & T CORP COM 001957109 23507 540396 SH SOLE 540396 0 0
ABACUS DIRECT CORP COM 002553105 353 2900 SH SOLE 2900 0 0
ABBOTT LABORATORIES COM 002824100 7714 210252 SH SOLE 210252 0 0
ABERCROMBIE & FITCH CO CL A COM 002896207 1566 45978 SH SOLE 45978 0 0
AC NIELSON COM 004833109 591 26071 SH SOLE 26071 0 0
ACCLAIM ENTERTAINMENT INC COM 004325205 76 10000 SH SOLE 10000 0 0
ACUSON CORPORATION COM 005113105 216 16934 SH SOLE 16934 0 0
ADAPTEC INC COM 00651F108 731 18427 SH SOLE 18427 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 1162 27709 SH SOLE 27709 0 0
ADOBE SYSTEMS INC COM 00724F101 1425 12551 SH SOLE 12551 0 0
ADTRAN INC COM 00738A106 850 22178 SH SOLE 22178 0 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 457 20536 SH SOLE 20536 0 0
ADVANCED MICRO DEVICES INC COM 007903107 204 11846 SH SOLE 11846 0 0
ADVANTICA RESTAURANT GROUP COM 00758B109 38 12700 SH SOLE 12700 0 0
ADVENT SOFTWARE INC COM 007974108 233 3750 SH SOLE 3750 0 0
AES CORP COM 00130H105 636 10786 SH SOLE 10786 0 0
AETNA LIFE & CASUALTY CO COM 008117103 2237 45423 SH SOLE 45423 0 0
AFC CABLESYSTEMS CORP COM 000950105 311 7325 SH SOLE 7325 0 0
AFFILIATED COMPUTER SVCS COM 008190100 829 20400 SH SOLE 20400 0 0
AFFILIATED MANAGERS CORP COM 008252108 204 7477 SH SOLE 7477 0 0
AFFYMETRIX INC COM 00826T108 482 4900 SH SOLE 4900 0 0
AFLAC INC COM 001055102 1025 24476 SH SOLE 24476 0 0
AGCO CORP COM 001084102 641 49342 SH SOLE 49342 0 0
AGL RESOURCES INC COM 001204106 667 41032 SH SOLE 41032 0 0
AGRIBRANDS INC COM 00849R105 449 9052 SH SOLE 9052 0 0
AIR EXPRESS INTERNATIONAL COR COM 009104100 218 9600 SH SOLE 9600 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 1261 43109 SH SOLE 43109 0 0
AIRBORNE FGHT CORP COM 009266107 762 36178 SH SOLE 36178 0 0
AIRGAS INC COM 009363102 562 48332 SH SOLE 48332 0 0
AIRTRAN HOLDINGS INC COM 00949P108 98 19550 SH SOLE 19550 0 0
AK STEEL HOLDING CORP COM 001547108 475 26046 SH SOLE 26046 0 0
ALASKA AIR GROUP INCORPORATED COM 011659109 787 19339 SH SOLE 19339 0 0
ALBANY INTL CORP CL A COM 012348108 263 17412 SH SOLE 17412 0 0
ALBEMARLE CORP COM 012653101 520 25825 SH SOLE 25825 0 0
ALBERTSON INCORPORATED COM 013104104 2199 55594 SH SOLE 55594 0 0
ALCAN ALUMINUM LIMITED COM 013716105 234 7499 SH SOLE 7499 0 0
ALCOA INC COM 013817101 4830 77820 SH SOLE 77820 0 0
ALEXANDER & BALDWIN INC COM 014482103 693 29018 SH SOLE 29018 0 0
ALFA CORP COM 015385107 246 15144 SH SOLE 15144 0 0
ALKERMES INC COM 01642T108 213 7400 SH SOLE 7400 0 0
ALLEGHANY CORP NEW COM 017175100 258 1459 SH SOLE 1459 0 0
ALLEGHENY ENERGY INC COM 017361106 1363 42758 SH SOLE 42758 0 0
ALLEGHENY TELEDYNE INC COM 017415100 260 15393 SH SOLE 15393 0 0
ALLERGAN INC COM 018490102 1538 13984 SH SOLE 13984 0 0
ALLIANT ENERGY CORP COM 018802108 749 27058 SH SOLE 27058 0 0
ALLIED CAPITAL CORP COM 01903Q108 441 19644 SH SOLE 19644 0 0
ALLIEDSIGNAL INC COM 019512102 4645 77505 SH SOLE 77505 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 2 of 26
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>
ALLMERICA FINANCIAL CORP. COM 019754100 1095 23000 SH SOLE 23000 0 0
ALLSTATE CORP COM 020002101 3252 130387 SH SOLE 130387 0 0
ALLTEL CORPORATION COM 020039103 3765 53500 SH SOLE 53500 0 0
ALPHA INDUSTRIES INC. COM 020753109 274 4859 SH SOLE 4859 0 0
ALTERA CORP COM 021441100 4050 93365 SH SOLE 93365 0 0
ALZA CORPORATION COM 022615108 294 6863 SH SOLE 6863 0 0
AMAZON COMM INC COM 023135106 834 10428 SH SOLE 10428 0 0
AMBAC INC COM 023139108 1833 38696 SH SOLE 38696 0 0
AMERADA HESS CORPORATION COM 023551104 2005 32737 SH SOLE 32737 0 0
AMEREN CORP COM 023608102 1356 35860 SH SOLE 35860 0 0
AMERICA ONLINE INC COM 02364J104 17967 172658 SH SOLE 172658 0 0
AMERICAN ELECTRIC POWER CO COM 025537101 1267 37140 SH SOLE 37140 0 0
AMERICAN EXPRESS CO COM 025816109 9805 72630 SH SOLE 72630 0 0
AMERICAN FINANCIAL GROUP COM 025932104 798 28450 SH SOLE 28450 0 0
AMERICAN GENERAL CORPORATION COM 026351106 2070 32726 SH SOLE 32726 0 0
AMERICAN HEALTH PPTYS INC COM 026494104 213 10587 SH SOLE 10587 0 0
AMERICAN HERITAGE LIFE INVEST COM 026522102 264 8300 SH SOLE 8300 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 9449 227682 SH SOLE 227682 0 0
AMERICAN INTL GROUP INC COM 026874107 21845 251277 SH SOLE 251277 0 0
AMERICAN MANAGEMENT SYSTEMS COM 027352103 318 12400 SH SOLE 12400 0 0
AMERICAN POWER CONVERSION COR COM 029066107 1623 85445 SH SOLE 85445 0 0
AMERICAN STANDARD COS INC COM 029712106 1151 29805 SH SOLE 29805 0 0
AMERICAN WATER WORKS CO INC COM 030411102 1177 40691 SH SOLE 40691 0 0
AMERICREDIT CORP COM 03060R101 303 20315 SH SOLE 20315 0 0
AMERISOURCE HEALTH CORP COM 03071P102 344 14523 SH SOLE 14523 0 0
AMERITECH CORPORATION COM 030954101 13156 197092 SH SOLE 197092 0 0
AMES DEPARTMENT STORE COM 030789507 265 8300 SH SOLE 8300 0 0
AMETEK AEROSPACE PRODUCTS COM 031100100 450 22719 SH SOLE 22719 0 0
AMF BOWLING INC COM 03113V109 111 26793 SH SOLE 26793 0 0
AMGEN INC COM 031162100 7568 92855 SH SOLE 92855 0 0
AMKOR TECHNOLOGIES INC COM 031652100 396 24564 SH SOLE 24564 0 0
AMPEX CORP COM 032092108 43 14474 SH SOLE 14474 0 0
AMPHENOL COPR C/A COM 032095101 250 5044 SH SOLE 5044 0 0
AMR CORP COM 001765106 2727 50044 SH SOLE 50044 0 0
AMRESCO INC COM 031909104 60 20024 SH SOLE 20024 0 0
ANALOG DEVICES INCORPORATED COM 032654105 3633 70880 SH SOLE 70880 0 0
ANDREW CORPORATION COM 034425108 677 38957 SH SOLE 38957 0 0
ANHEUSER BUSCH INCORPORATED COM 035229103 6129 87475 SH SOLE 87475 0 0
ANN TAYLOR STORES CORP. COM 036115103 338 8279 SH SOLE 8279 0 0
ANTEC CORP COM 03664P105 372 7000 SH SOLE 7000 0 0
AON CORP COM 037389103 1363 46091 SH SOLE 46091 0 0
APACHE CORPORATION COM 037411105 294 6806 SH SOLE 6806 0 0
APOLLO GROUP INC COM 037604105 756 35773 SH SOLE 35773 0 0
APPLE COMPUTER INC COM 037833100 2243 35428 SH SOLE 35428 0 0
APPLEBEES COM 037899101 256 7600 SH SOLE 7600 0 0
APPLIED MATERIALS INC COM 038222105 5392 69409 SH SOLE 69409 0 0
APPLIED POWER CL A COM 038225108 359 11815 SH SOLE 11815 0 0
APRIA HEALTHCARE GROUP COM 037933108 615 36741 SH SOLE 36741 0 0
APTAR GROUP INC COM 038336103 257 9618 SH SOLE 9618 0 0
ARCADIA FINANCIAL LTD COM 039101100 51 11921 SH SOLE 11921 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 1154 95182 SH SOLE 95182 0 0
ARMCO INCORPORATED COM 042170100 210 30034 SH SOLE 30034 0 0
ARMSTRONG WORLD INDUSTRIES IN COM 042476101 427 9500 SH SOLE 9500 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 3 of 26
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>
ARNOLD INDS COM 042595108 203 16106 SH SOLE 16106 0 0
ARROW ELECTRONICS INCORPORATE COM 042735100 692 39258 SH SOLE 39258 0 0
ARTHUR J. GALLAGHER & COMPANY COM 363576109 276 5176 SH SOLE 5176 0 0
ARVIN INDUSTRIES INCORPORATED COM 043339100 495 16000 SH SOLE 16000 0 0
ASARCO INCORPORATED COM 043413103 1975 73152 SH SOLE 73152 0 0
ASHLAND INC COM 044204105 241 7165 SH SOLE 7165 0 0
ASPECT TELECOMMUNICATIONS INC COM 045237104 240 14150 SH SOLE 14150 0 0
ASSOCIATED-BANC CORP COM 045487105 935 25846 SH SOLE 25846 0 0
ASSOCIATES FIRST CAPITAL CORP COM 046008108 2628 73011 SH SOLE 73011 0 0
ASTORIA FINANCIAL CORPORATION COM 046265104 696 22622 SH SOLE 22622 0 0
AT HOME CORP SER A COM 045919107 448 10819 SH SOLE 10819 0 0
ATLANTIC RICHFIELD COMPANY COM 048825103 5340 60255 SH SOLE 60255 0 0
ATMEL CORP COM 049513104 1413 41798 SH SOLE 41798 0 0
ATMOS ENERGY COM 049560105 225 9338 SH SOLE 9338 0 0
AUTODESK INCORPORATED COM 052769106 286 13064 SH SOLE 13064 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 2783 62370 SH SOLE 62370 0 0
AVERY DENNISON CORP COM 053611109 2145 40662 SH SOLE 40662 0 0
AVISTA CORP COM 05379B107 450 25600 SH SOLE 25600 0 0
AVNET INCORPORATED COM 053807103 475 11317 SH SOLE 11317 0 0
AVON PRODUCTS INCORPORATED COM 054303102 668 26937 SH SOLE 26937 0 0
AZTAR CORP COM 054802103 132 12876 SH SOLE 12876 0 0
B F GOODRICH COMPANY COM 382388106 212 7299 SH SOLE 7299 0 0
BAKER HUGHES INC COM 057224107 1126 38835 SH SOLE 38835 0 0
BALDOR ELECTRIC COMPANY COM 057741100 201 10600 SH SOLE 10600 0 0
BALL CORPORATION COM 058498106 559 12686 SH SOLE 12686 0 0
BALLY HEALTH & TENNIS CORP COM 05873K108 217 7094 SH SOLE 7094 0 0
BANCORP SOUTH INC COM 059692103 293 17306 SH SOLE 17306 0 0
BANCWEST CORP COM 059790105 391 9628 SH SOLE 9628 0 0
BANDAG INC COM 059815100 403 12608 SH SOLE 12608 0 0
BANK NEW YORK INC COM 064057102 4917 147041 SH SOLE 147041 0 0
BANK OF AMERICA CORP COM 060505104 15137 271818 SH SOLE 271818 0 0
BANK ONE CORP COM 06423A103 7384 212119 SH SOLE 212119 0 0
BANK UNITED CORP - CL A COM 065412108 409 12628 SH SOLE 12628 0 0
BANKATLANTIC BANCORP COM 065908105 95 14900 SH SOLE 14900 0 0
BANKBOSTON CORP COM 06605R106 1840 42420 SH SOLE 42420 0 0
BANKNORTH GROUP INC COM 06646L100 206 6910 SH SOLE 6910 0 0
BANTA CORPORATION COM 066821109 348 15593 SH SOLE 15593 0 0
BARNES & NOBLE, INC COM 067774109 808 31073 SH SOLE 31073 0 0
BARNESANDNOBLE.COM INC COM 067846105 203 10486 SH SOLE 10486 0 0
BARRETT RES CORP NEW COM 068480201 501 13568 SH SOLE 13568 0 0
BARRICKS GOLD CORP. COM 067901108 804 36971 SH SOLE 36971 0 0
BATTLE MTN GOLD CO COM 071593107 120 37795 SH SOLE 37795 0 0
BAUSCH & LOMB INCORPORATED COM 071707103 595 9024 SH SOLE 9024 0 0
BAXTER INTERNATIONAL INC COM 071813109 4248 70509 SH SOLE 70509 0 0
BB&T COPRORATION COM 054937107 283 8753 SH SOLE 8753 0 0
BECKMAN COULTER INC COM 075811109 328 7277 SH SOLE 7277 0 0
BECTON DICKINSON & COMPANY COM 075887109 955 34018 SH SOLE 34018 0 0
BED BATH & BEYOND INC COM 075896100 1035 29624 SH SOLE 29624 0 0
BEDFORD PROPERTY INVESTORS COM 076446301 202 11961 SH SOLE 11961 0 0
BELL AND HOWELL (NEW) COM 077852101 322 8767 SH SOLE 8767 0 0
BELL ATLANTIC COM 077853109 14255 211770 SH SOLE 211770 0 0
BELLSOUTH CORP COM 079860102 12069 268199 SH SOLE 268199 0 0
BEMIS COMPANY INCORPORATED COM 081437105 364 10737 SH SOLE 10737 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 4 of 26
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>
BERGEN BRUNSWIG CORP CLASS A COM 083739102 572 55107 SH SOLE 55107 0 0
BERINGER WINE ESTATES -B COM 084102102 242 5900 SH SOLE 5900 0 0
BERKSHIRE REALTY INC COM 084710102 249 20745 SH SOLE 20745 0 0
BEST BUY COMPANY INC COM 086516101 2969 47884 SH SOLE 47884 0 0
BESTFOODS COM 08658U101 1701 35031 SH SOLE 35031 0 0
BETHLEHEM STEEL CORPORATION COM 087509105 392 53155 SH SOLE 53155 0 0
BEVERLY ENTERPRISES INC COM 087851309 311 73215 SH SOLE 73215 0 0
BIG FLOWER HOLDINGS INC COM 089159107 272 9604 SH SOLE 9604 0 0
BIO-TECHNOLOGY GENERAL CORP COM 090578105 156 16300 SH SOLE 16300 0 0
BIOGEN INC MASS COM 090597105 5367 68102 SH SOLE 68102 0 0
BIOMET INCORPORATED COM 090613100 602 22875 SH SOLE 22875 0 0
BJ SERVICES CO. COM 055482103 1056 33206 SH SOLE 33206 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 886 29970 SH SOLE 29970 0 0
BLACK BOX CORP. COM 091826107 326 6200 SH SOLE 6200 0 0
BLACK HILLS CORPORATIONS COM 092113109 370 15870 SH SOLE 15870 0 0
BLOCK H & R INC COM 093671105 797 18347 SH SOLE 18347 0 0
BLYTH INDUSTRIES INC COM 09643P108 699 24900 SH SOLE 24900 0 0
BMC INDUSTRIES INC COM 055607105 133 10840 SH SOLE 10840 0 0
BMC SOFTWARE INC COM 055921100 3341 46682 SH SOLE 46682 0 0
BOB EVANS FARMS INCORPORATED COM 096761101 555 27236 SH SOLE 27236 0 0
BOCA RESORTS IN CLASS A COM 09688T106 122 11600 SH SOLE 11600 0 0
BOEING CO COM 097023105 5700 133716 SH SOLE 133716 0 0
BOISE CASCADE CORPORATION COM 097383103 944 25898 SH SOLE 25898 0 0
BOMBAY INC COM 097924104 66 13120 SH SOLE 13120 0 0
BORDERS GROUP INC COM 099709107 839 57126 SH SOLE 57126 0 0
BORG WARNER AUTOMOTIVE INC COM 099724106 452 10507 SH SOLE 10507 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1126 45490 SH SOLE 45490 0 0
BOWATER INCORPORATED COM 102183100 1089 20736 SH SOLE 20736 0 0
BOWNE & COMPANY INCORPORATED COM 103043105 133 10982 SH SOLE 10982 0 0
BOYD GAMING CORP COM 103304101 72 12038 SH SOLE 12038 0 0
BOYDS COLLECTION LTD COM 103354106 248 20205 SH SOLE 20205 0 0
BRANDYWINE REALTY TRUST COM 105368203 169 10382 SH SOLE 10382 0 0
BRE PROPERTIES INC (NEW) COM 05564E106 328 13700 SH SOLE 13700 0 0
BRIGGS & STRATTON CORPORATION COM 109043109 718 12292 SH SOLE 12292 0 0
BRIGHTPOINT INC COM 109473108 116 15874 SH SOLE 15874 0 0
BRINKER INTERNATIONAL INC COM 109641100 757 27960 SH SOLE 27960 0 0
BRISTOL MYERS SQUIBB CO. (NEW COM 110122108 20877 309289 SH SOLE 309289 0 0
BROADVISION INC COM 111412102 693 5210 SH SOLE 5210 0 0
BROWN FORMAN CORP COM 115637209 865 13873 SH SOLE 13873 0 0
BRUNSWICK CORP COM 117043109 290 11649 SH SOLE 11649 0 0
BUFFETS INCORPORATED COM 119882108 325 27993 SH SOLE 27993 0 0
BURLINGTON INDS INC COM 121693105 168 37420 SH SOLE 37420 0 0
BURLINGTON NORTHERN SANTE FE COM 12189T104 1345 48897 SH SOLE 48897 0 0
BURLINGTON RESOURCES COM 122014103 1703 46339 SH SOLE 46339 0 0
BURR BROWN CORP COM 122574106 302 7650 SH SOLE 7650 0 0
C S X CORPORATION COM 126408103 1087 25644 SH SOLE 25644 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 490 11254 SH SOLE 11254 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W100 399 11850 SH SOLE 11850 0 0
CABLETRON SYS INC COM 126920107 385 24545 SH SOLE 24545 0 0
CABOT CORPORATION COM 127055101 753 31690 SH SOLE 31690 0 0
CABOT INDUSTRIAL TRUST COM 127072106 243 12600 SH SOLE 12600 0 0
CADENCE DESIGN SYS INC COM 127387108 1364 101974 SH SOLE 101974 0 0
CADIZ INC COM 127537108 97 10194 SH SOLE 10194 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 5 of 26
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>
CALLAWAY GOLF CO COM 131193104 558 45813 SH SOLE 45813 0 0
CALPINE CORPORATION COM 131347106 1174 13800 SH SOLE 13800 0 0
CAMBRIDGE TECHNOLOGY PARTNERS COM 132524109 603 41556 SH SOLE 41556 0 0
CAMDEN PROPERTY TRUST COM 133131102 374 13900 SH SOLE 13900 0 0
CAMPBELL SOUP COMPANY COM 134429109 2270 58025 SH SOLE 58025 0 0
CANANDAIGUA BRANDS INC CL A COM 137219200 281 4700 SH SOLE 4700 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 1477 37870 SH SOLE 37870 0 0
CAPITOL FEDERAL FINANCIAL COM 14057C106 333 33438 SH SOLE 33438 0 0
CAPROCK COMMUNICATIONS COM 140667106 209 9006 SH SOLE 9006 0 0
CAPSTEAD MORTGAGE CORP COM 14067E100 113 28614 SH SOLE 28614 0 0
CARDINAL HEALTH INC COM 14149Y108 3044 55853 SH SOLE 55853 0 0
CAREMARK RX INC COM 141705103 350 60954 SH SOLE 60954 0 0
CARLISLE CORPORATION COM 142339100 366 9275 SH SOLE 9275 0 0
CARNIVAL CORP. COM 143658102 2936 67487 SH SOLE 67487 0 0
CAROLINA PWR & LT CO COM 144141108 1053 29773 SH SOLE 29773 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 289 11810 SH SOLE 11810 0 0
CARTER-WALLACE CORPORATION COM 146285101 424 23696 SH SOLE 23696 0 0
CASE CORP. COM 14743R103 714 14340 SH SOLE 14340 0 0
CASEYS GENERAL STORES INC COM 147528103 205 15300 SH SOLE 15300 0 0
CATALYTICA INC COM 148885106 229 15235 SH SOLE 15235 0 0
CATERPILLAR INC COM 149123101 2907 53041 SH SOLE 53041 0 0
CBRL GROUP COM 12489V106 650 41960 SH SOLE 41960 0 0
CBS CORP COM 12490K107 4150 89730 SH SOLE 89730 0 0
CCBF FINANCIAL CORP COM 124875105 720 17309 SH SOLE 17309 0 0
CCC INFORMATION SVCS COM 12487Q109 140 10600 SH SOLE 10600 0 0
CEC ENTERTAINMENT COM 125137109 330 9197 SH SOLE 9197 0 0
CELLNET DATA SYSTEM INC COM 15115M101 57 14400 SH SOLE 14400 0 0
CELLSTAR CORPORATION COM 150925105 75 10040 SH SOLE 10040 0 0
CENDANT CORPORATION COM 151313103 2578 145263 SH SOLE 145263 0 0
CENTERPOINT PROPERTIES CORP COM 151895109 209 6197 SH SOLE 6197 0 0
CENTEX CORPORATION COM 152312104 1638 55423 SH SOLE 55423 0 0
CENTOCOR INC COM 152342101 1774 30286 SH SOLE 30286 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 513 24293 SH SOLE 24293 0 0
CENTURY BUSINESS SERVICES COM 156490104 196 16900 SH SOLE 16900 0 0
CENTURYTEL INC COM 156700106 1975 48621 SH SOLE 48621 0 0
CFS BANCORP COM 12525D102 109 10399 SH SOLE 10399 0 0
CHAMPION ENTERPRISES INC COM 158496109 107 11925 SH SOLE 11925 0 0
CHAMPION INTERNATIONAL CORP COM 158525105 1841 35833 SH SOLE 35833 0 0
CHARLES SCHWAB CORP NEW COM 808513105 4045 120976 SH SOLE 120976 0 0
CHARMING SHOPPES INCORPORATED COM 161133103 166 32335 SH SOLE 32335 0 0
CHARTER ONE FINANCIAL COM 160903100 1635 70689 SH SOLE 70689 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 11053 146640 SH SOLE 146640 0 0
CHESAPEAKE CORPORATION OF COM 165159104 451 14914 SH SOLE 14914 0 0
CHESAPEAKE ENERGY CORP COM 165167107 100 25895 SH SOLE 25895 0 0
CHEVRON CORPORATION COM 166751107 8356 94153 SH SOLE 94153 0 0
CHICAGO TITLE CORP COM 168228104 300 7500 SH SOLE 7500 0 0
CHIQUITA BRANDS INT INC COM 170032106 63 10533 SH SOLE 10533 0 0
CHIRON CORPORATION COM 170040109 2347 84783 SH SOLE 84783 0 0
CHITTENDEN CORP COM 170228100 242 8500 SH SOLE 8500 0 0
CHOICE HOTELS INTERNATIONAL COM 169905106 298 17381 SH SOLE 17381 0 0
CHOICEPOINT COM 170388102 286 4251 SH SOLE 4251 0 0
CHRIS CRAFT INDS INC COM 170520100 309 5502 SH SOLE 5502 0 0
CHS ELECTRONICS INC COM 12542A206 21 14822 SH SOLE 14822 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 6 of 26
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>
CHURCH & DWIGHT INC COM 171340102 684 27378 SH SOLE 27378 0 0
CIBER INC COM 17163B102 216 14075 SH SOLE 14075 0 0
CIENA CORP COM 171779101 244 6683 SH SOLE 6683 0 0
CIGNA CORPORATION COM 125509109 3665 47139 SH SOLE 47139 0 0
CILCORP INCORPORATED COM 171794100 436 6720 SH SOLE 6720 0 0
CINCINNATI BELL INC COM 171870108 1092 56189 SH SOLE 56189 0 0
CINCINNATI FINANCIAL CORP COM 172062101 968 25801 SH SOLE 25801 0 0
CINERGY CORP COM 172474108 211 7447 SH SOLE 7447 0 0
CINTAS CORPORATION COM 172908105 2982 51582 SH SOLE 51582 0 0
CIRCUIT CITY STORES- COM 172737108 1860 44082 SH SOLE 44082 0 0
CIRRUS LOGIC INC COM 172755100 472 42891 SH SOLE 42891 0 0
CISCO SYS INC COM 17275R102 39002 568857 SH SOLE 568857 0 0
CITIGROUP INC COM 172967101 24154 548951 SH SOLE 548951 0 0
CITRIX SYSTEMS INC. COM 177376100 2469 39855 SH SOLE 39855 0 0
CITY NATIONAL CORP. COM 178566105 750 22334 SH SOLE 22334 0 0
CK WITCO CORPORATION COM 12562C108 1333 89605 SH SOLE 89605 0 0
CKE RESTAURANTS INC COM 12561E105 112 15495 SH SOLE 15495 0 0
CLAIRES STORES INC COM 179584107 346 20900 SH SOLE 20900 0 0
CLARIFY INC COM 180492100 307 6100 SH SOLE 6100 0 0
CLAYTON HOME COM 184190106 527 60662 SH SOLE 60662 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4744 59393 SH SOLE 59393 0 0
CLECO CORP COM 12561W105 485 14940 SH SOLE 14940 0 0
CLOROX COM 189054109 1068 27912 SH SOLE 27912 0 0
CMGI INC COM 125750109 524 5116 SH SOLE 5116 0 0
CMP GROUP INC COM 125887109 776 29412 SH SOLE 29412 0 0
CMS ENERGY CORP COM 125896100 1227 36155 SH SOLE 36155 0 0
CNF TRANSPORTATION COM 12612W104 745 19987 SH SOLE 19987 0 0
COCA COLA CO COM 191216100 18762 388844 SH SOLE 388844 0 0
COCA COLA ENTERPRISES INC. COM 191219104 1448 64191 SH SOLE 64191 0 0
COGNEX CORP COM 192422103 281 9300 SH SOLE 9300 0 0
COLGATE PALMOLIVE CO COM 194162103 4936 107896 SH SOLE 107896 0 0
COLLINS & AIKMAN CORP COM 194830105 185 26359 SH SOLE 26359 0 0
COLONIAL PROPERTIES TRUST COM 195872106 202 7548 SH SOLE 7548 0 0
COLUMBIA ENERGY GROUP COM 197648108 323 5837 SH SOLE 5837 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1164 54947 SH SOLE 54947 0 0
COMAIR HLDGS INC COM 199789108 679 40699 SH SOLE 40699 0 0
COMCAST CORP COM 200300200 5597 140355 SH SOLE 140355 0 0
COMDISCO INC COM 200336105 1209 62622 SH SOLE 62622 0 0
COMERICA INC COM 200340107 743 14673 SH SOLE 14673 0 0
COMMERCE BANCORP INC COM 200519106 293 7064 SH SOLE 7064 0 0
COMMERCE GROUP INC (MASS) COM 200641108 202 8767 SH SOLE 8767 0 0
COMMERCIAL NET LEASE REALTY COM 202218103 126 11873 SH SOLE 11873 0 0
COMMNET CELLULAR INC COM 202604203 304 9700 SH SOLE 9700 0 0
COMMSCOPE COM 203372107 500 15370 SH SOLE 15370 0 0
COMMUNITY FIRST BANKSHARES IN COM 203902101 232 13750 SH SOLE 13750 0 0
COMPAQ COMPUTER CORP COM 204493100 7178 313795 SH SOLE 313795 0 0
COMPAQ CONTRA COM 20564D982 0 26766 SH SOLE 26766 0 0
COMPASS BANCSHARES INC COM 20449H109 1175 47000 SH SOLE 47000 0 0
COMPUCOM SYSTEMS INC COM 204780100 58 15525 SH SOLE 15525 0 0
COMPUSA INC COM 204932107 334 55596 SH SOLE 55596 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 4939 80798 SH SOLE 80798 0 0
COMPUTER HORIZONS CORP COM 205908106 117 10025 SH SOLE 10025 0 0
COMPUTER SCIENCES CORPORATION COM 205363104 1905 27095 SH SOLE 27095 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 7 of 26
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>
COMPUWARE CORP COM 205638109 1779 68277 SH SOLE 68277 0 0
COMVERSE TECH (NEW) COM 205862402 3003 31843 SH SOLE 31843 0 0
CONAGRA INC COM 205887102 2206 97771 SH SOLE 97771 0 0
CONCERTRIC NETWORK CORP COM 20589R107 266 13100 SH SOLE 13100 0 0
CONCORD EFS, INC. COM 206197105 1880 91133 SH SOLE 91133 0 0
CONCURRENT COMPUTER CORP-NEW COM 206710204 106 15589 SH SOLE 15589 0 0
CONECTIV INC COM 206829103 860 43800 SH SOLE 43800 0 0
CONEXANT SYSTEMS INC COM 207142100 319 4386 SH SOLE 4386 0 0
CONNECTICUT ENERGY CORP COM 207567108 204 5278 SH SOLE 5278 0 0
CONOCO INC CLASS B COM 208251405 2590 94608 SH SOLE 94608 0 0
CONSECO INCORPORATED COM 208464107 217 11433 SH SOLE 11433 0 0
CONSOL ENERGY INC COM 20854P109 170 11816 SH SOLE 11816 0 0
CONSOLIDATED EDISON INC COM 209115104 2473 59597 SH SOLE 59597 0 0
CONSOLIDATED NAT GAS CO COM 209615103 1781 28553 SH SOLE 28553 0 0
CONSOLIDATED PAPERS INC COM 209759109 960 35717 SH SOLE 35717 0 0
CONSOLIDATED STORES CORP COM 210149100 212 9612 SH SOLE 9612 0 0
CONSTELLATION ENERGY GROUP COM 210371100 1616 57453 SH SOLE 57453 0 0
CONVERGYS COPR COM 212485106 1074 54229 SH SOLE 54229 0 0
COOPER COMP. INC COM 216648402 263 8510 SH SOLE 8510 0 0
COOPER INDS INC COM 216669101 317 6785 SH SOLE 6785 0 0
COORS (ADOLPH)COMPANY CL B COM 217016104 264 4872 SH SOLE 4872 0 0
CORDANT TECHNOLOGIES INC COM 218412104 402 13222 SH SOLE 13222 0 0
CORN PRODUCTS INTERNATIONAL COM 219023108 361 11866 SH SOLE 11866 0 0
CORNERSTONE REALTY INCOME COM 21922V102 109 12113 SH SOLE 12113 0 0
CORNING INC COM 219350105 3361 49026 SH SOLE 49026 0 0
CORPORATE EXPRESS INC COM 219888104 290 30882 SH SOLE 30882 0 0
COSTCO WHOLESALE CORP COM 22160K105 2977 41343 SH SOLE 41343 0 0
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 626 19415 SH SOLE 19415 0 0
COUSINS PROPERTIES INC COM 222795106 200 5901 SH SOLE 5901 0 0
COVANCE INC COM 222816100 411 42447 SH SOLE 42447 0 0
COVENTRY CORP COM 222862104 152 16000 SH SOLE 16000 0 0
CRAWFORD & COMPANY COM 224633107 155 10825 SH SOLE 10825 0 0
CREDENCE SYSTEMS CORPORATION COM 225302108 280 6250 SH SOLE 6250 0 0
CREE RESEARCH INC COM 225447101 267 7868 SH SOLE 7868 0 0
CROSS TIMBERS OIL CO COM 227573102 204 15136 SH SOLE 15136 0 0
CROWN CORK & SEAL COMPANY INC COM 228255105 429 17673 SH SOLE 17673 0 0
CTS CORP COM 126501105 480 8350 SH SOLE 8350 0 0
CUMMINS ENGINE INC COM 231021106 254 5093 SH SOLE 5093 0 0
CVS CORPORATION COM 126650100 1602 39251 SH SOLE 39251 0 0
CYMER INC COM 232572107 288 8300 SH SOLE 8300 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1616 75171 SH SOLE 75171 0 0
CYPRUS AMAX MINERALS CO COM 232809103 1178 60015 SH SOLE 60015 0 0
CYTEC INDUSTRIES INC COM 232820100 698 29714 SH SOLE 29714 0 0
CYTYC CORP. COM 232946103 205 5300 SH SOLE 5300 0 0
D.R. HORTON INC COM 23331A109 198 15317 SH SOLE 15317 0 0
DAL-TILE INTERNATIONAL INC COM 23426R108 128 16081 SH SOLE 16081 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 627 11726 SH SOLE 11726 0 0
DAN RAUSCHER CORP COM 233856103 251 5114 SH SOLE 5114 0 0
DANA CORPORATION COM 235811106 658 17734 SH SOLE 17734 0 0
DANAHER CORPORATION COM 235851102 893 16940 SH SOLE 16940 0 0
DARDEN RESTAURANTS INC WI COM 237194105 608 31090 SH SOLE 31090 0 0
DATA GENERAL CORPORATION COM 237688106 532 25254 SH SOLE 25254 0 0
DAYTON HUDSON CORP COM 239753106 4319 71903 SH SOLE 71903 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 8 of 26
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>
DEAN FOODS COMPANY COM 242361103 909 20864 SH SOLE 20864 0 0
DEERE & COMPANY COM 244199105 1498 38720 SH SOLE 38720 0 0
DEL MONTE FOODS CO COM 24522P103 282 19985 SH SOLE 19985 0 0
DELL COMPUTER COM 247025109 18670 446506 SH SOLE 446506 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1967 122458 SH SOLE 122458 0 0
DELTA & PINE LAND CO COM 247357106 354 13697 SH SOLE 13697 0 0
DELTA AIR LINES INC DEL COM 247361108 700 14437 SH SOLE 14437 0 0
DELUXE CORP COM 248019101 388 11400 SH SOLE 11400 0 0
DENDRITE INTERNATIONAL INC COM 248239105 250 5300 SH SOLE 5300 0 0
DENTSPLY INTL INC COM 249030107 489 21492 SH SOLE 21492 0 0
DEVELOPERS DIVERSIFIED COM 251591103 295 21080 SH SOLE 21080 0 0
DEVON ENERGY CORP COM 25179M103 1606 38765 SH SOLE 38765 0 0
DEXTER CORPORATION COM 252165105 725 19443 SH SOLE 19443 0 0
DIAL CORP COM 25247D101 1081 42388 SH SOLE 42388 0 0
DIEBOLD INCORPORATED COM 253651103 657 28418 SH SOLE 28418 0 0
DIGITAL MICROWAVE CORP COM 253859102 296 18850 SH SOLE 18850 0 0
DII GROUP INC COM 232949107 311 8850 SH SOLE 8850 0 0
DIME BANCORP INC COM 25429Q102 840 48000 SH SOLE 48000 0 0
DIMON INC COM 254394109 50 12790 SH SOLE 12790 0 0
DIONEX CORP COM 254546104 286 6700 SH SOLE 6700 0 0
DISNEY WALT CO COM 254687106 9195 353642 SH SOLE 353642 0 0
DOLE FOOD COMPANY, INC. COM 256605106 421 22151 SH SOLE 22151 0 0
DOLLAR GENERAL CORPORATION COM 256669102 869 28161 SH SOLE 28161 0 0
DOLLAR TREE STORES INC COM 256747106 1089 27262 SH SOLE 27262 0 0
DOMINION RESOURCES COM 257470104 1173 25992 SH SOLE 25992 0 0
DONALDSON COMPANY COM 257651109 720 31056 SH SOLE 31056 0 0
DOVER CORP COM 260003108 1252 30623 SH SOLE 30623 0 0
DOW CHEM CO COM 260543103 5162 45431 SH SOLE 45431 0 0
DOW JONES & CO INC COM 260561105 461 8638 SH SOLE 8638 0 0
DPL INCORPORATED (HOLDING CO) COM 233293109 1169 66350 SH SOLE 66350 0 0
DQE COM 23329J104 1135 29000 SH SOLE 29000 0 0
DREYERS GRAND ICE CREAM INC COM 261878102 230 13255 SH SOLE 13255 0 0
DSP COMMUNICATIONS COM 23332K106 239 12569 SH SOLE 12569 0 0
DST SYSTEMS INC COM 233326107 1484 26100 SH SOLE 26100 0 0
DTE ENERGY CO. COM 233331107 1545 42482 SH SOLE 42482 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 8583 141875 SH SOLE 141875 0 0
DUKE ENERGY CORP COM 264399106 2931 53177 SH SOLE 53177 0 0
DUN & BRADSTREET COM 26483B106 283 9469 SH SOLE 9469 0 0
DURA PHARMACEUTICALS INC COM 26632S109 196 14050 SH SOLE 14050 0 0
DYCOM INDUSTRIES INC COM 267475101 447 10589 SH SOLE 10589 0 0
E G & G INCORPORATED COM 268457108 1059 26634 SH SOLE 26634 0 0
E M C CORP MASS COM 268648102 11420 159994 SH SOLE 159994 0 0
E TRADE GROUP INC COM 269246104 2242 95413 SH SOLE 95413 0 0
E-SPIRO COMMUNICATION COM 269153102 98 13500 SH SOLE 13500 0 0
EARTHGRAINS COMPANY COM 270319106 395 17856 SH SOLE 17856 0 0
EARTHSHELL CORP COM 27032B100 72 18500 SH SOLE 18500 0 0
EASTERN ENTERPRISES COM 27637F100 1744 37552 SH SOLE 37552 0 0
EASTERN UTILS ASSOC COM 277173100 203 6800 SH SOLE 6800 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 820 20570 SH SOLE 20570 0 0
EASTMAN KODAK COMPANY COM 277461109 3409 45079 SH SOLE 45079 0 0
EATON CORPORATION COM 278058102 1247 14452 SH SOLE 14452 0 0
EATON VANCE CORP COM 278265103 306 9573 SH SOLE 9573 0 0
ECLIPSYS CORP COM 278856109 148 10298 SH SOLE 10298 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 9 of 26
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>
ECOLAB INC COM 278865100 1436 42072 SH SOLE 42072 0 0
EDISON INTERNATIONAL COM 281020107 2007 82548 SH SOLE 82548 0 0
EEX CORP COM 26842V207 42 14441 SH SOLE 14441 0 0
EL PASO ELECTRIC CO. COM 283677854 168 18653 SH SOLE 18653 0 0
EL PASO ENERGY CORP COM 283905107 2141 53195 SH SOLE 53195 0 0
ELECTRO SCIENTIFIC IND COM 285229100 208 3903 SH SOLE 3903 0 0
ELECTRONIC ARTS COM 285512109 1966 27166 SH SOLE 27166 0 0
ELECTRONIC DATA SYSTEMS CORP. COM 285661104 3863 72977 SH SOLE 72977 0 0
ELI LILLY & COMPANY COM 532457108 11627 181146 SH SOLE 181146 0 0
EMERSON ELECTRIC CO COM 291011104 3030 47960 SH SOLE 47960 0 0
EMMIS COMMUNICATIONS CORP COM 291525103 309 4684 SH SOLE 4684 0 0
EMULEX CORP (NEW) COM 292475209 420 4892 SH SOLE 4892 0 0
ENERGY EAST CORPORATION COM 29266M109 1083 45620 SH SOLE 45620 0 0
ENRON CORP COM 293561106 5082 123764 SH SOLE 123764 0 0
ENSCO INTERNATIONAL INC COM 26874Q100 1035 57321 SH SOLE 57321 0 0
ENTERGY CORP (NEW) COM 29364G103 397 13721 SH SOLE 13721 0 0
ENZO BIOCHEM INCORPORATED COM 294100102 208 7323 SH SOLE 7323 0 0
ENZON INCORPORATED COM 293904108 327 10727 SH SOLE 10727 0 0
EQUITABLE RESOURCES INC COM 294549100 480 12684 SH SOLE 12684 0 0
EQUITY INNS INC COM 294703103 98 11558 SH SOLE 11558 0 0
ERICSSON L M TEL CO ADR CL B COM 294821400 331 10604 SH SOLE 10604 0 0
ESSEX PROPERTY TRUST INC COM 297178105 251 7170 SH SOLE 7170 0 0
ETEC SYSTEMS INC COM 26922C103 278 7400 SH SOLE 7400 0 0
ETHAN ALLEN INTERIORS COM 297602104 362 11379 SH SOLE 11379 0 0
ETHYL CORPORATION COM 297659104 201 51960 SH SOLE 51960 0 0
EVEREST REINSURANCE HOLDING COM 299808105 521 21900 SH SOLE 21900 0 0
EXECUTONE INFO COM 301607107 32 10814 SH SOLE 10814 0 0
EXTENDED STAY AMERICAN INC COM 30224P101 232 25816 SH SOLE 25816 0 0
EXXON CORP COM 302290101 29129 383275 SH SOLE 383275 0 0
F M C CORPORATION (NEW) COM 302491303 745 15439 SH SOLE 15439 0 0
FAIRFIELD COMMUNICATIONS INC COM 304231301 150 13754 SH SOLE 13754 0 0
FAMILY DOLLAR STORES COM 307000109 1453 68776 SH SOLE 68776 0 0
FASTENALL COM 311900104 755 16024 SH SOLE 16024 0 0
FDX CORP COM 31304N107 1682 43262 SH SOLE 43262 0 0
FEDDERS CORP COM 313135105 76 12585 SH SOLE 12585 0 0
FEDERAL HOME LOAN MTG CORP COM 313400301 6897 132633 SH SOLE 132633 0 0
FEDERAL MOGUL CORPORATION COM 313549107 795 28836 SH SOLE 28836 0 0
FEDERAL NATIONAL MORTGAGE COM 313586109 11832 188752 SH SOLE 188752 0 0
FEDERAL REALTY INVESTMENT COM 313747206 257 12270 SH SOLE 12270 0 0
FEDERAL SIGNAL CORP COM 313855108 559 28138 SH SOLE 28138 0 0
FEDERATED DEPT. STORES INC. COM 31410H101 1350 30897 SH SOLE 30897 0 0
FERRO CORPORATION COM 315405100 527 24740 SH SOLE 24740 0 0
FIFTH THIRD BANCORP COM 316773100 2711 44557 SH SOLE 44557 0 0
FINET.COM INC COM 317922300 76 24937 SH SOLE 24937 0 0
FINOVA GROUP INC COM 317928109 976 26736 SH SOLE 26736 0 0
FIRST AMERICAN FINANCIAL CORP COM 318522307 256 19128 SH SOLE 19128 0 0
FIRST DATA CORP COM 319963104 1858 42358 SH SOLE 42358 0 0
FIRST ENERGY CORP COM 337932107 1563 61739 SH SOLE 61739 0 0
FIRST FINL BANCORP COM 320209109 282 11984 SH SOLE 11984 0 0
FIRST HEALTH GROUP CORP COM 320960107 781 34814 SH SOLE 34814 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 218 8801 SH SOLE 8801 0 0
FIRST MIDWEST BANCORP (DEL) COM 320867104 272 7131 SH SOLE 7131 0 0
FIRST SEC CORP COM 336294103 1835 77180 SH SOLE 77180 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 10 of 26
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>
FIRST SENTINEL BANCORP INC COM 33640T103 131 16814 SH SOLE 16814 0 0
FIRST TENNESSEE NATIONAL CORP COM 337162101 1524 54178 SH SOLE 54178 0 0
FIRST UNION CORPORATION COM 337358105 4294 120526 SH SOLE 120526 0 0
FIRST VIRGINIA BANKS INC COM 337477103 637 14628 SH SOLE 14628 0 0
FIRSTAR CORP COM 33763V109 3135 122353 SH SOLE 122353 0 0
FISERVE INC COM 337738108 1892 58215 SH SOLE 58215 0 0
FISHER SCIENTIFIC INTL COM 338032204 266 12372 SH SOLE 12372 0 0
FLEET FINANCIAL GROUP, INC. COM 338915101 3537 96586 SH SOLE 96586 0 0
FLORIDA EAST COAST INDUSTRIES COM 340632108 300 9567 SH SOLE 9567 0 0
FLORIDA PROGRESS CORPORATION COM 341109106 975 21087 SH SOLE 21087 0 0
FLOWERS INDUSTRIES INC COM 343496105 561 41391 SH SOLE 41391 0 0
FLOWSERVE CORP. COM 34354P105 422 25355 SH SOLE 25355 0 0
FOODMAKER INC COM 344839204 343 13742 SH SOLE 13742 0 0
FOOTSTAR INC COM 344912100 268 7614 SH SOLE 7614 0 0
FORD MOTOR COMPANY COM 345370100 10118 201359 SH SOLE 201359 0 0
FOREST LABORATORIES INC COM 345838106 1443 34249 SH SOLE 34249 0 0
FORT JAMES CORP COM 347471104 814 30487 SH SOLE 30487 0 0
FORTUNE BRANDS INC COM 349631101 528 16359 SH SOLE 16359 0 0
FOSTER WHEELER CORP COM 350244109 231 19130 SH SOLE 19130 0 0
FOUNDATION HEALTH SYSTEMS COM 350404109 474 50234 SH SOLE 50234 0 0
FPL GROUP INCORPORATED COM 302571104 1368 27149 SH SOLE 27149 0 0
FRANKLIN RESOURCES INC COM 354613101 1290 42216 SH SOLE 42216 0 0
FURNITURE BRANDS INTL INC COM 360921100 731 37111 SH SOLE 37111 0 0
G & K SERVICES INCORPORATED COM 361268105 231 5700 SH SOLE 5700 0 0
GANNETT COMPANY INCORPORATED COM 364730101 4387 63405 SH SOLE 63405 0 0
GAP INCORPORATED COM 364760108 4432 138501 SH SOLE 138501 0 0
GARTNER GROUP INC CLASS B COM 366651206 619 37102 SH SOLE 37102 0 0
GATEWAY INC COM 367626108 2686 61056 SH SOLE 61056 0 0
GATX CORPORATION COM 361448103 629 20264 SH SOLE 20264 0 0
GAYLORD CONTAINER CORP CL A COM 368145108 116 16274 SH SOLE 16274 0 0
GAYLORD INTERTAINMENT INC COM 367905106 238 8078 SH SOLE 8078 0 0
GEN COMM INC CLASS A COM 369385109 67 12900 SH SOLE 12900 0 0
GENCORP INCORPORATED COM 368682100 410 22377 SH SOLE 22377 0 0
GENERAL DYNAMICS CORPORATION COM 369550108 2148 34410 SH SOLE 34410 0 0
GENERAL ELECTRIC COMPANY COM 369604103 64212 541586 SH SOLE 541586 0 0
GENERAL INSTRUMENT CORP COM 370120107 838 17453 SH SOLE 17453 0 0
GENERAL MILLS INCORPORATED COM 370334104 3517 43359 SH SOLE 43359 0 0
GENERAL MTRS CORP COM 370442105 7291 115841 SH SOLE 115841 0 0
GENIUNE PARTS COMPANY COM 372460105 695 26152 SH SOLE 26152 0 0
GENRAD INC COM 372447102 236 12347 SH SOLE 12347 0 0
GENZYME CORP COM 372917104 1700 37715 SH SOLE 37715 0 0
GEORGE A HORMEL & COMPANY COM 440452100 1128 27299 SH SOLE 27299 0 0
GEORGIA GULF CORP COM 373200203 405 22994 SH SOLE 22994 0 0
GEORGIA PACIFIC (TIMBER) CORP COM 373298702 787 34425 SH SOLE 34425 0 0
GILEAD SCIENCES INC COM 375558103 1962 30569 SH SOLE 30569 0 0
GILLETTE COMPANY COM 375766102 5598 164940 SH SOLE 164940 0 0
GLATFELTER COMPANY COM 377316104 432 26304 SH SOLE 26304 0 0
GLENAYRE TECHNOLOGIES, INC COM 377899109 86 28666 SH SOLE 28666 0 0
GLOBAL CROSSING LTD COM G3921A100 3749 141483 SH SOLE 141483 0 0
GLOBAL INDUSTRIES LTD COM 379336100 143 17605 SH SOLE 17605 0 0
GLOBAL MARINE COM 379352404 1174 71451 SH SOLE 71451 0 0
GO2NET INC COM 383486107 370 5712 SH SOLE 5712 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 1447 14717 SH SOLE 14717 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 11 of 26
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>
GOODYEAR TIRE & RUBR CO COM 382550101 850 17661 SH SOLE 17661 0 0
GRAND UNION CO COM 386532402 146 10703 SH SOLE 10703 0 0
GRANITE CONSTRUCTION INC COM 387328107 466 17886 SH SOLE 17886 0 0
GREAT ATLANTIC & PACIFIC COM 390064103 254 8373 SH SOLE 8373 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 358 9408 SH SOLE 9408 0 0
GREENPOINT FINANCIAL CORP COM 395384100 1401 52749 SH SOLE 52749 0 0
GREY WOLF INC COM 397888108 156 52125 SH SOLE 52125 0 0
GT INTERACTIVE SOTFWARE CORP COM 36236E109 45 15400 SH SOLE 15400 0 0
GTE CORPORATION COM 362320103 11584 150680 SH SOLE 150680 0 0
GTECH HLDGS CORP COM 400518106 562 26217 SH SOLE 26217 0 0
GUIDANT CORP COM 401698105 1532 28575 SH SOLE 28575 0 0
H.B.FULLER COMPANY COM 359694106 574 9437 SH SOLE 9437 0 0
H.J.HEINZ COMPANY COM 423074103 2289 53228 SH SOLE 53228 0 0
HA-LO INDS INC COM 404429102 83 13352 SH SOLE 13352 0 0
HALLIBURTON CO (HOLDING CO) COM 406216101 1834 44730 SH SOLE 44730 0 0
HAMBRECHT & QUIST GROUP COM 406545103 312 6395 SH SOLE 6395 0 0
HANNA M A CO COM 410522106 379 33344 SH SOLE 33344 0 0
HANNAFORD BROTHERS INC COM 410550107 1262 17918 SH SOLE 17918 0 0
HANOVER COMPRESSOR CO. COM 410768105 267 8397 SH SOLE 8397 0 0
HANOVER DIRECT INC DE COM 410783104 105 40982 SH SOLE 40982 0 0
HARBINGER CORP COM 41145C103 195 11556 SH SOLE 11556 0 0
HARCOURT GENERAL COM 41163G101 552 13255 SH SOLE 13255 0 0
HARKEN ENERGY CORP COM 412552101 58 51938 SH SOLE 51938 0 0
HARLEY DAVIDSON INCORPORATED COM 412822108 3159 63099 SH SOLE 63099 0 0
HARMONIC LIGHTWAVES INC. COM 413160102 508 3883 SH SOLE 3883 0 0
HARNISCHFEGER INDS INC COM 413345109 14 14345 SH SOLE 14345 0 0
HARRAHS ENT. INC. COM 413619107 1076 38761 SH SOLE 38761 0 0
HARRIS CORPORATION COM 413875105 240 8700 SH SOLE 8700 0 0
HARSCO CORPORATION COM 415864107 716 25919 SH SOLE 25919 0 0
HARTE-HANKS INC COM 416196103 584 23200 SH SOLE 23200 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 1284 31402 SH SOLE 31402 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 194 11539 SH SOLE 11539 0 0
HCR MANOR CARE COM 404134108 1247 72558 SH SOLE 72558 0 0
HEALTH MGMT ASSOC INC COM 421933102 817 105472 SH SOLE 105472 0 0
HEALTHCARE PROPERTIES COM 421915109 350 13337 SH SOLE 13337 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 234 12500 SH SOLE 12500 0 0
HEALTHSOUTH REHABILITATION COM 421924101 234 38254 SH SOLE 38254 0 0
HEILIG MEYERS COMPANY COM 422893107 285 59981 SH SOLE 59981 0 0
HELIX TECHNOLOGY CORP COM 423319102 223 6700 SH SOLE 6700 0 0
HELMERICH & PAYNE INCORPORATE COM 423452101 510 20157 SH SOLE 20157 0 0
HERCULES INCORPORATED COM 427056106 1367 47768 SH SOLE 47768 0 0
HERSHEY FOODS CORP COM 427866108 714 14667 SH SOLE 14667 0 0
HEWLETT-PACKARD INCORPORATED COM 428236103 13862 152750 SH SOLE 152750 0 0
HI/FM INC COM 428358105 215 1951 SH SOLE 1951 0 0
HIBERNIA CORP CL A COM 428656102 786 67570 SH SOLE 67570 0 0
HILLENBRAND INDUSTRIES INC COM 431573104 736 27901 SH SOLE 27901 0 0
HILTON HOTELS CORPORATION COM 432848109 721 73052 SH SOLE 73052 0 0
HISPANIC BROADCASTING CORP COM 43357B104 1477 19400 SH SOLE 19400 0 0
HNC SOFTWARE INC COM 40425P107 282 7100 SH SOLE 7100 0 0
HOLLYWOOD PARK INC COM 436255103 163 10581 SH SOLE 10581 0 0
HOME DEPOT INCORPORATED COM 437076102 17277 251754 SH SOLE 251754 0 0
HOMESTAKE MNG CO COM 437614100 407 44318 SH SOLE 44318 0 0
HON INDUSTRIES INCORPORATED COM 438092108 414 21500 SH SOLE 21500 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 12 of 26
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>
HONEYWELL INCORPORATED COM 438506107 2666 23952 SH SOLE 23952 0 0
HOOPER HOLMES INC COM 439104100 292 11390 SH SOLE 11390 0 0
HORACE MANN EDUCATORS CORP COM 440327104 683 26465 SH SOLE 26465 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 344 15490 SH SOLE 15490 0 0
HOUGHTON MIFFLIN COMPANY COM 441560109 490 12057 SH SOLE 12057 0 0
HOUSEHOLD INTERNATIONAL INC COM 441815107 3726 92869 SH SOLE 92869 0 0
HSB GROUP INC COM 40428N109 696 19788 SH SOLE 19788 0 0
HUBBELL INC CLASS B COM 443510201 856 26842 SH SOLE 26842 0 0
HUDSON UNITED BANCORP COM 444165104 382 12411 SH SOLE 12411 0 0
HUMAN GENOME SCIENCES INC COM 444903108 483 6550 SH SOLE 6550 0 0
HUMANA INC COM 444859102 241 35056 SH SOLE 35056 0 0
HUNTINGTON BANCSHARES COM 446150104 1003 37744 SH SOLE 37744 0 0
HUSSMAN INTERNATIONAL COM 448110106 282 16606 SH SOLE 16606 0 0
I B P INC COM 449223106 933 37797 SH SOLE 37797 0 0
I M C GLOBAL INC COM 449669100 695 47731 SH SOLE 47731 0 0
ICG COMMUNICATIONS COM 449246107 213 13700 SH SOLE 13700 0 0
ICN PHARM. COM 448924100 555 32281 SH SOLE 32281 0 0
IDACORP INC COM 451107106 755 25047 SH SOLE 25047 0 0
IDEC PHARMACUETICAL COM 449370105 555 5900 SH SOLE 5900 0 0
IDEX CORP COM 45167R104 253 8926 SH SOLE 8926 0 0
IDEXX LABS CORP COM 45168D104 192 11172 SH SOLE 11172 0 0
IKON OFFICE SOLUTIONS COM 451713101 340 31835 SH SOLE 31835 0 0
ILLINOIS TOOLS WORKS INC COM 452308109 3617 48505 SH SOLE 48505 0 0
ILLINOVA CORP HLDGS COM 452317100 828 29512 SH SOLE 29512 0 0
IMATION CORP. COM 45245A107 843 27196 SH SOLE 27196 0 0
IMCLONE SYSTEMS INC COM 45245W109 246 7400 SH SOLE 7400 0 0
IMMUNEX CORP (NEW) COM 452528102 401 9243 SH SOLE 9243 0 0
IMPERIAL CREDIT INDS INC COM 452729106 44 10150 SH SOLE 10150 0 0
IMPERIAL SUGAR CORP COM 453096109 96 15593 SH SOLE 15593 0 0
IMS HEALTH CO COM 449934108 674 29549 SH SOLE 29549 0 0
INACOM CORP COM 45323G109 111 12038 SH SOLE 12038 0 0
INCO LIMITED COM 453258402 286 13392 SH SOLE 13392 0 0
INDEPENDENCE COMMUNITY BANK COM 453414104 260 21800 SH SOLE 21800 0 0
INDIANA ENERGY INC COM 454707100 446 22226 SH SOLE 22226 0 0
INDYMAC MORTGAGE HOLDINGS COM 456607100 328 21897 SH SOLE 21897 0 0
INFORMIX CORP COM 456779107 1070 134750 SH SOLE 134750 0 0
INGERSOLL-RAND COMPANY COM 456866102 2199 40034 SH SOLE 40034 0 0
INNKEEPERS USA TRUST COM 4576J0104 110 13236 SH SOLE 13236 0 0
INPUT/OUTPUT INC COM 457652105 89 13436 SH SOLE 13436 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1120 60528 SH SOLE 60528 0 0
INTEL CORP COM 458140100 42677 574291 SH SOLE 574291 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A105 85 15453 SH SOLE 15453 0 0
INTERFACE INC CL A FORMERLY COM 458665106 64 12500 SH SOLE 12500 0 0
INTERGRAPH CORPORATION COM 458683109 75 13300 SH SOLE 13300 0 0
INTERGRATED HEALTH SERVICES COM 45812C106 24 15270 SH SOLE 15270 0 0
INTERIM SERVICES INC COM 45868P100 348 21251 SH SOLE 21251 0 0
INTERMEDIA COMMUNICATION FLA COM 458801107 290 13316 SH SOLE 13316 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 707 39260 SH SOLE 39260 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 416 18095 SH SOLE 18095 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 4535 94366 SH SOLE 94366 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 254 16661 SH SOLE 16661 0 0
INTERPUBLIC GROUP OF COMPANIE COM 460690100 2958 71932 SH SOLE 71932 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 739 32128 SH SOLE 32128 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 13 of 26
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>
INTL BUSINESS MACHINES INC COM 459200101 35909 296766 SH SOLE 296766 0 0
INTL FLAVORS & FRAGRANCES INC COM 459506101 990 28703 SH SOLE 28703 0 0
INTUIT INC COM 461202103 2484 28341 SH SOLE 28341 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 306 13293 SH SOLE 13293 0 0
IOMEGA CORP COM 462030107 300 90450 SH SOLE 90450 0 0
IPALCO ENTERPRISES COM 462613100 695 35750 SH SOLE 35750 0 0
IRON MOUNTAIN INC. COM 46284P104 256 7545 SH SOLE 7545 0 0
IRT PROPERTY CO COM 450058102 103 11390 SH SOLE 11390 0 0
ITC DELTACOM INC COM 45031T104 338 12297 SH SOLE 12297 0 0
ITT INDUSTRIES INC COM 450911102 1039 32666 SH SOLE 32666 0 0
IVAX CORP FORMERLY IVACO INDS COM 465823102 728 44146 SH SOLE 44146 0 0
IXC COMMUNICATIONS INC COM 450713102 386 9800 SH SOLE 9800 0 0
J B HUNT TRANSPORT SERVICES COM 445658107 290 20905 SH SOLE 20905 0 0
J M SMUCKER COMPANY CL A COM 832696108 383 18133 SH SOLE 18133 0 0
J P MORGAN & COMPANY INC COM 616880100 3436 30075 SH SOLE 30075 0 0
JABIL CIRCUIT INC COM 466313103 1762 35589 SH SOLE 35589 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 429 13214 SH SOLE 13214 0 0
JDN RLTY CORP COM 465917102 211 10302 SH SOLE 10302 0 0
JDS UNIPHASE CORP COM 46612J101 607 5331 SH SOLE 5331 0 0
JEFFERSON PILOT CORP COM 475070108 1878 29725 SH SOLE 29725 0 0
JLG INDUSTRIES INCORPORATED COM 466210101 204 13450 SH SOLE 13450 0 0
JOHNSON & JOHNSON INCORPORATE COM 478160104 20420 222263 SH SOLE 222263 0 0
JOHNSON CONTROLS INCORPORATED COM 478366107 379 5712 SH SOLE 5712 0 0
JONES APPAREL GROUP INC COM 480074103 1446 50291 SH SOLE 50291 0 0
JONES PHARM INC COM 480236108 348 10550 SH SOLE 10550 0 0
JOSTENS INCORPORATED_ COM 481088102 282 14761 SH SOLE 14761 0 0
JOURNAL REGISTER CO COM 481138105 197 14292 SH SOLE 14292 0 0
K MART CORPORATION COM 482584109 708 60586 SH SOLE 60586 0 0
K N ENERGY COM 482620101 656 29253 SH SOLE 29253 0 0
KANSAS CITY PWR & LIGHT CO COM 485134100 599 24763 SH SOLE 24763 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 952 20478 SH SOLE 20478 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 599 29055 SH SOLE 29055 0 0
KAYDON CORPORATION COM 486587108 476 19130 SH SOLE 19130 0 0
KEANE INC COM 486665102 637 27945 SH SOLE 27945 0 0
KELLOGG CO COM 487836108 1113 29728 SH SOLE 29728 0 0
KELLY SERVICES CLASS A COM 488152208 509 16885 SH SOLE 16885 0 0
KEMET CORP COM 488360108 348 10900 SH SOLE 10900 0 0
KENNAMETAL INC COM 489170100 491 18960 SH SOLE 18960 0 0
KERR MCGEE CORP COM 492386107 1165 21156 SH SOLE 21156 0 0
KEY ENERGY SERVICES INC COM 492914106 153 30908 SH SOLE 30908 0 0
KEYCORP (NEW) COM 493267108 2093 81104 SH SOLE 81104 0 0
KEYSPAN CORP COM 49337W100 1341 46852 SH SOLE 46852 0 0
KEYSTONE FINANCIAL INC COM 493482103 475 20000 SH SOLE 20000 0 0
KIMBERLY-CLARK CORPORATION COM 494368103 4267 80882 SH SOLE 80882 0 0
KING WORLD PRODUCTIONS INC COM 495667107 381 10149 SH SOLE 10149 0 0
KLA INSTRUMENTS CORP COM 482480100 1226 18862 SH SOLE 18862 0 0
KNIGHT RIDDER INC COM 499040103 500 9091 SH SOLE 9091 0 0
KOHLS CORP COM 500255104 1707 25812 SH SOLE 25812 0 0
KOMAG INC COM 500453105 55 18291 SH SOLE 18291 0 0
KONOVER PROPERTY TRUST COM 50047R100 81 13027 SH SOLE 13027 0 0
KROGER COMPANY COM 501044101 2815 127583 SH SOLE 127583 0 0
LA Z BOY CHAIR CO COM 505336107 303 15920 SH SOLE 15920 0 0
LABOR READY INC (NEW) COM 505401208 111 11064 SH SOLE 11064 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 14 of 26
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>
LABORATORY CORP OF AMERICA COM 50540R102 57 20900 SH SOLE 20900 0 0
LAIDLAW INC COM 50730K503 263 39017 SH SOLE 39017 0 0
LAM RESEARCH CORP COM 512807108 686 11250 SH SOLE 11250 0 0
LANCASTER COLONY CORP COM 513847103 512 15989 SH SOLE 15989 0 0
LANCE INCORPORATED COM 514606102 279 21367 SH SOLE 21367 0 0
LANDS END INC COM 515086106 1103 16718 SH SOLE 16718 0 0
LASON INC COM 51808R107 202 4527 SH SOLE 4527 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 383 12900 SH SOLE 12900 0 0
LEAR CORPORATION COM 521865105 1221 34694 SH SOLE 34694 0 0
LEARN2.COM INC COM 522002104 40 13908 SH SOLE 13908 0 0
LEE ENTERPRISES INCORPORATED COM 523768109 857 31314 SH SOLE 31314 0 0
LEGATO SYSTEM INC COM 524651106 1466 33636 SH SOLE 33636 0 0
LEGGETT & PLATT INCORPORATED COM 524660107 1607 81618 SH SOLE 81618 0 0
LEHMAN BROTHERS HLDGS INC COM 524908100 1375 23556 SH SOLE 23556 0 0
LENNAR CORPORATION COM 526057104 272 17063 SH SOLE 17063 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104 256 12205 SH SOLE 12205 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 507 9708 SH SOLE 9708 0 0
LEXMARK INTL. GROUP CL A COM 529771107 1886 23425 SH SOLE 23425 0 0
LG&E ENERGY CORP COM 501917108 1193 56130 SH SOLE 56130 0 0
LIBERTY CORP COMMON S.C. COM 530370105 232 5008 SH SOLE 5008 0 0
LIFE USA HOLDING INC COM 531918209 345 16750 SH SOLE 16750 0 0
LIFEPOINT HOSPITALS COM 53219L109 107 12308 SH SOLE 12308 0 0
LIGAND PHARMACUTICALS INC. COM 53220K207 104 13600 SH SOLE 13600 0 0
LIMITED INCORPORATED COM 532716107 892 23322 SH SOLE 23322 0 0
LINCARE HOLDINGS INC COM 532791100 688 25816 SH SOLE 25816 0 0
LINCOLN ELECTRIC (NEW) COM 533900106 238 11412 SH SOLE 11412 0 0
LINCOLN NATIONAL CORPORATION COM 534187109 614 16338 SH SOLE 16338 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4212 71662 SH SOLE 71662 0 0
LIPOSOME INC COM 536310105 91 11950 SH SOLE 11950 0 0
LITTON INDUSTRIES INCORPORATE COM 538021106 975 17801 SH SOLE 17801 0 0
LIZ CLAIBORNE INC COM 539320101 789 25453 SH SOLE 25453 0 0
LOCKHEED MARTIN CORP COM 539830109 1786 54648 SH SOLE 54648 0 0
LOEWS CORPORATION COM 540424108 1570 22362 SH SOLE 22362 0 0
LONE STAR INDS INC (NEW) COM 542290408 301 6044 SH SOLE 6044 0 0
LONESTAR STEAKHOUSE SALOON COM 542307103 189 24620 SH SOLE 24620 0 0
LONGS DRUG STORES INC COM 543162101 255 8535 SH SOLE 8535 0 0
LONGVIEW FIBER COMPANY COM 543213102 448 35996 SH SOLE 35996 0 0
LOWES COS INCORPORATED COM 548661107 3136 64318 SH SOLE 64318 0 0
LSI LOGIC CORPORATION COM 502161102 1032 19841 SH SOLE 19841 0 0
LTV CORP COM 501921100 174 31955 SH SOLE 31955 0 0
LTX CORPORATION COM 502392103 164 11956 SH SOLE 11956 0 0
LUBRIZOL CORPORATION COM 549271104 701 27302 SH SOLE 27302 0 0
LUCENT TECHNOLGY COM 549463107 33353 514112 SH SOLE 514112 0 0
LYCOS INC COM 550818108 253 5053 SH SOLE 5053 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 650 48586 SH SOLE 48586 0 0
M B I A INC COM 55262C100 1594 34185 SH SOLE 34185 0 0
M G I PROPERTIES COM 552885105 102 11300 SH SOLE 11300 0 0
MACERICH CO COM 554382101 218 9410 SH SOLE 9410 0 0
MAGELLAN HEALTH COM 559079108 73 10043 SH SOLE 10043 0 0
MAGNETEK INC COM 559424106 182 20372 SH SOLE 20372 0 0
MAIL-WELL INC COM 560321200 167 12035 SH SOLE 12035 0 0
MALLINCKRODT INC COM 561232109 545 18040 SH SOLE 18040 0 0
MANDALAY RESORT GROUP COM 562567107 773 39156 SH SOLE 39156 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 15 of 26
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>
MANITOWOC INC COM 563571108 269 7871 SH SOLE 7871 0 0
MANPOWER INC COM 56418H100 997 34248 SH SOLE 34248 0 0
MARINE DRILLING CO. INC COM 568240204 303 19167 SH SOLE 19167 0 0
MARK IV INDUSTRIES INC COM 570387100 742 37594 SH SOLE 37594 0 0
MARKEL CORP COM 570535104 273 1500 SH SOLE 1500 0 0
MARRIOTT INTL CLASS A COM 571903202 1341 41023 SH SOLE 41023 0 0
MARSH & MCLENNAN COMPANIES IN COM 571748102 1807 26379 SH SOLE 26379 0 0
MARSHALL & ISLEY CORPORATION COM 571834100 2331 40855 SH SOLE 40855 0 0
MARSHALL INDUSTRIES COM 572393106 251 6885 SH SOLE 6885 0 0
MARTIN MARIETTA MATERIALS INC COM 573284106 924 23138 SH SOLE 23138 0 0
MASCO CORP DEL COM 574599106 1735 55976 SH SOLE 55976 0 0
MASCOTECH INC COM 574670105 188 11285 SH SOLE 11285 0 0
MASTECH CORP COM 57632N105 162 12023 SH SOLE 12023 0 0
MATTEL INC COM 577081102 390 20509 SH SOLE 20509 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4003 63438 SH SOLE 63438 0 0
MAXTOR CORP COM 577729205 128 19376 SH SOLE 19376 0 0
MAXXAM INC FORMERLY COM 577913106 220 4288 SH SOLE 4288 0 0
MAY DEPARTMENT STORES CO COM 577778103 2898 79533 SH SOLE 79533 0 0
MAYTAG COMPANY COM 578592107 380 11412 SH SOLE 11412 0 0
MBNA CORP COM 55262L100 2825 123854 SH SOLE 123854 0 0
MCCORMICK & COMPANY INC COM 579780206 967 29255 SH SOLE 29255 0 0
MCDERMOTT INTERNATIONAL INC COM 580037109 281 13900 SH SOLE 13900 0 0
MCDONALDS CORPORATION COM 580135101 8928 206417 SH SOLE 206417 0 0
MCGRAW HILL INC COM 580645109 2511 51903 SH SOLE 51903 0 0
MCI WORLDCOM INC COM 55268B106 24121 335603 SH SOLE 335603 0 0
MCKESSON HBOC INC COM 58155Q103 1354 46697 SH SOLE 46697 0 0
MCLEODUSA INC - CL A COM 582266102 227 5329 SH SOLE 5329 0 0
MCN ENERGY GROUP INC. COM 55267J100 605 35190 SH SOLE 35190 0 0
MDU RESOURCES GROUP COM 552690109 344 15273 SH SOLE 15273 0 0
MEAD CORPORATION COM 582834107 407 11847 SH SOLE 11847 0 0
MEDIA GENERAL INC CLASS A COM 584404107 534 10429 SH SOLE 10429 0 0
MEDIAONE GROUP INC COM 58440J104 7038 103026 SH SOLE 103026 0 0
MEDICIS PHARMACEUT CORP COM 584690309 263 9223 SH SOLE 9223 0 0
MEDIMMUNE INC COM 584699102 2256 22635 SH SOLE 22635 0 0
MEDQUIST INC COM 584949101 350 10461 SH SOLE 10461 0 0
MEDTRONIC INCORPORATED COM 585055106 5750 161680 SH SOLE 161680 0 0
MELLON BANK CORP COM 585509102 2639 78473 SH SOLE 78473 0 0
MEMC ELECTRONIC MATERIALS COM 552715104 142 10349 SH SOLE 10349 0 0
MENTOR GRAPHICS CORP COM 587200106 400 46666 SH SOLE 46666 0 0
MERCANTILE BANKSHARES CORP COM 587405101 853 27556 SH SOLE 27556 0 0
MERCK & CO. INC COM 589331107 23917 369013 SH SOLE 369013 0 0
MERCURY INTERACTIVE CP COM 589405109 695 10761 SH SOLE 10761 0 0
MEREDITH CORP COM 589433101 210 5770 SH SOLE 5770 0 0
MERISEL INC COM 589849108 63 38800 SH SOLE 38800 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 222 14468 SH SOLE 14468 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 512 24519 SH SOLE 24519 0 0
MERRILL LYNCH & CO INC COM 590188108 4337 64377 SH SOLE 64377 0 0
METHODE ELECTRONICS INC CL A COM 591520200 198 10500 SH SOLE 10500 0 0
METRIS COMPANIES INC COM 591598107 364 12329 SH SOLE 12329 0 0
METROMEDIA INTL GROUP INC COM 591695101 61 14746 SH SOLE 14746 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 344 11601 SH SOLE 11601 0 0
MGIC INVESTMENT CORP WIS COM 552848103 1268 26547 SH SOLE 26547 0 0
MICHAELS STORES INC COM 594087108 221 7500 SH SOLE 7500 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 16 of 26
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>
MICREL SEMICONDUCTOR COM 594793101 356 8200 SH SOLE 8200 0 0
MICRO WAREHOUSE INC COM 59501B105 295 24496 SH SOLE 24496 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1160 22575 SH SOLE 22575 0 0
MICRON ELECTRONICS COM 595100108 149 14221 SH SOLE 14221 0 0
MICRON TECHNOLOGY INC COM 595112103 2663 40051 SH SOLE 40051 0 0
MICROSOFT CORP COM 594918104 81102 895534 SH SOLE 895534 0 0
MICROSTRATEGY INC COM 594972101 626 11168 SH SOLE 11168 0 0
MID ATLANTIC MEDICAL SVCS INC COM 59523C107 142 15845 SH SOLE 15845 0 0
MIDAMERICAN ENERGY HOLDINGS C COM 59562V107 653 22129 SH SOLE 22129 0 0
MILACRON INC COM 598709103 222 12522 SH SOLE 12522 0 0
MILLENNIUM PHARMACTCUAL COM 599902103 1625 25000 SH SOLE 25000 0 0
MILLER HERMAN INC COM 600544100 840 35127 SH SOLE 35127 0 0
MILLER INDUSTRIES INC (TENN) COM 600551105 34 12248 SH SOLE 12248 0 0
MILLIPORE CORPORATION COM 601073109 828 22049 SH SOLE 22049 0 0
MINERALS TECHNOLOGIES INC COM 603158106 699 14390 SH SOLE 14390 0 0
MINMED INC. COM 60365K108 1228 12500 SH SOLE 12500 0 0
MINNESOTA MINING & MFG CO COM 604059105 8036 83649 SH SOLE 83649 0 0
MINNESOTA POWER & LIGHT CO COM 604110106 540 30765 SH SOLE 30765 0 0
MIRAGE RESORTS INC COM 60462E104 166 11848 SH SOLE 11848 0 0
MISSISSIPPI CHEMICAL CORP COM 605288208 77 11015 SH SOLE 11015 0 0
MMC NETWORKS INC COM 55308N102 312 10000 SH SOLE 10000 0 0
MOBIL CORPORATION COM 607059102 11882 117933 SH SOLE 117933 0 0
MODINE MANUFACTURING COMPANY COM 607828100 441 18899 SH SOLE 18899 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 525 39591 SH SOLE 39591 0 0
MOHAWK INDUSTRIES INC COM 608190104 496 24900 SH SOLE 24900 0 0
MOLEX INC COM 608554101 2327 63981 SH SOLE 63981 0 0
MONSANTO COMPANY COM 611662107 1947 54569 SH SOLE 54569 0 0
MONTANA POWER COMPANY COM 612085100 1512 49686 SH SOLE 49686 0 0
MONY GROUP INC COM 615337102 485 16789 SH SOLE 16789 0 0
MORGAN ST DEAN WITTER DISCOVE COM 617446448 8539 95738 SH SOLE 95738 0 0
MOTOROLA INCORPORATED COM 620076109 7215 81986 SH SOLE 81986 0 0
MTS SYSTEMS CORPORATION COM 553777103 114 11000 SH SOLE 11000 0 0
MUELLER INDUSTRIES INC COM 624756102 312 10500 SH SOLE 10500 0 0
MURPHY OIL CORPORATION COM 626717102 1084 20051 SH SOLE 20051 0 0
MYLAN LABS INCORPORATED COM 628530107 986 53645 SH SOLE 53645 0 0
NABISCO GROUP HOLDINGS COM 62952P102 609 40594 SH SOLE 40594 0 0
NABORS INDS INC COM 629568106 1198 47905 SH SOLE 47905 0 0
NASDAQ 100 COM 631100104 8691 72200 SH SOLE 72200 0 0
NATIONAL - OILWELL INC COM 637071101 174 10588 SH SOLE 10588 0 0
NATIONAL CITY CORP COM 635405103 3886 145625 SH SOLE 145625 0 0
NATIONAL COMPUTER SYSTEMS INC COM 635519101 355 9250 SH SOLE 9250 0 0
NATIONAL FUEL GAS COMPANY COM 636180101 555 11757 SH SOLE 11757 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 264 7475 SH SOLE 7475 0 0
NATIONAL PRESTO INDUSTRIES IN COM 637215104 447 11569 SH SOLE 11569 0 0
NATIONAL PROCESSING INC COM 637229105 129 14329 SH SOLE 14329 0 0
NATIONAL SEMICONDUCTOR COM 637640103 1128 36896 SH SOLE 36896 0 0
NATIONAL SERVICES INDUSTRIES COM 637657107 1056 33524 SH SOLE 33524 0 0
NATIONSMART CORP. COM 576817100 86 14637 SH SOLE 14637 0 0
NATIONSRENT INC COM 638588103 92 11911 SH SOLE 11911 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 235 14151 SH SOLE 14151 0 0
NAVIGANT CONSULTING CO COM 63935N107 1356 29248 SH SOLE 29248 0 0
NAVISTAR INTL CORP (NEW) COM 63934E108 433 9302 SH SOLE 9302 0 0
NBTY INC COM 628782104 125 16400 SH SOLE 16400 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 17 of 26
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>
NCR CORP COM 62886E108 1599 48360 SH SOLE 48360 0 0
NETWORK APPLIANCE INC COM 64120L104 772 10774 SH SOLE 10774 0 0
NETWORKS ASSOCIATES INC COM 640938106 1206 63049 SH SOLE 63049 0 0
NEW CENTURY ENERGIES INC. COM 64352U103 334 9980 SH SOLE 9980 0 0
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 1197 23076 SH SOLE 23076 0 0
NEW JERSEY RESOURCES INC COM 646025106 259 6475 SH SOLE 6475 0 0
NEW YORK TIMES CO CLASS A COM 650111107 662 17662 SH SOLE 17662 0 0
NEWELL RUBBERMAID INC COM 651229106 2359 82587 SH SOLE 82587 0 0
NEWFIELD EXPL CO COM 651290108 353 10732 SH SOLE 10732 0 0
NEWMONT MINING CORP COM 651639106 767 29660 SH SOLE 29660 0 0
NEWPARK RESOURCES INC COM 651718504 163 21084 SH SOLE 21084 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 890 27530 SH SOLE 27530 0 0
NEXTEL COMMUNICATIONS INC CL COM 65332V103 4776 70434 SH SOLE 70434 0 0
NIKE INCORPORATED CLASS B COM 654106103 3814 67059 SH SOLE 67059 0 0
NISOURCE INC COM 65473P105 1148 51875 SH SOLE 51875 0 0
NOBLE AFFLIATES INCORPORATED COM 654894104 596 20562 SH SOLE 20562 0 0
NOBLE DRILLING CORP COM 655042109 1196 54669 SH SOLE 54669 0 0
NORDSON CORPORATION COM 655663102 494 10088 SH SOLE 10088 0 0
NORFOLK SOUTHERN CORPORATION COM 655844108 1870 76324 SH SOLE 76324 0 0
NORTEL NETWORKS CORP COM 656569100 10043 196928 SH SOLE 196928 0 0
NORTH FORK BANCORPORATION COM 659424105 1111 56959 SH SOLE 56959 0 0
NORTHEAST UTILITIES COMPANY COM 664397106 823 44814 SH SOLE 44814 0 0
NORTHERN STATES POWER CO MINN COM 665772109 442 20519 SH SOLE 20519 0 0
NORTHERN TRUST COMPANY COM 665859104 1550 18564 SH SOLE 18564 0 0
NORTHROP GRUMMAN CORP COM 666807102 1274 20045 SH SOLE 20045 0 0
NOVA CORP COM 669784100 770 30799 SH SOLE 30799 0 0
NOVELL INC COM 670006105 1642 79391 SH SOLE 79391 0 0
NTL INC COM 629407107 253 2637 SH SOLE 2637 0 0
O M GROUP INC COM 670872100 266 6923 SH SOLE 6923 0 0
OAKWOOD HOMES CORP COM 674098108 63 14034 SH SOLE 14034 0 0
OCCIDENTAL PETROLEUM CORP DEL COM 674599105 940 40649 SH SOLE 40649 0 0
OCEAN ENERGY INC COM 67481E106 702 68882 SH SOLE 68882 0 0
OCTEL CORP COM 675727101 151 13435 SH SOLE 13435 0 0
OEC MEDICAL SYSTEMS INC COM 670828102 336 9569 SH SOLE 9569 0 0
OFFICE DEPOT INC COM 676220106 518 49335 SH SOLE 49335 0 0
OFFICEMAX INC COM 67622M108 479 82370 SH SOLE 82370 0 0
OGDEN CORPORATION COM 676346109 359 34626 SH SOLE 34626 0 0
OGE ENERGY CORP COM 670837103 720 32370 SH SOLE 32370 0 0
OHIO CASUALTY CORP COM 677240103 734 43500 SH SOLE 43500 0 0
OLD KENT FINANCIAL CORP COM 679833103 1894 51016 SH SOLE 51016 0 0
OLD REPUBLIC INTL CORP COM 680223104 640 44303 SH SOLE 44303 0 0
OLIN CORPORATION COM 680665205 388 28497 SH SOLE 28497 0 0
OLSTEN CORPORATION COM 681385100 505 48427 SH SOLE 48427 0 0
OMNICARE INCORPORATED COM 681904108 360 37428 SH SOLE 37428 0 0
OMNICOM GROUP COM 681919106 3462 43716 SH SOLE 43716 0 0
OMNIPOINT CORP COM 68212D102 514 9200 SH SOLE 9200 0 0
ONE VALLEY BANCORP INC COM 682419106 357 10336 SH SOLE 10336 0 0
ONEOK INC COM 682680103 469 15470 SH SOLE 15470 0 0
OPTICAL COATING LABORATORY IN COM 683829105 317 3447 SH SOLE 3447 0 0
ORACLE SYSTEMS CORP COM 68389X105 11516 253102 SH SOLE 253102 0 0
OREGON STEEL MILLS INC COM 686079104 202 18024 SH SOLE 18024 0 0
ORION CAPITAL CORPORATION COM 686268103 589 12432 SH SOLE 12432 0 0
ORTHODONTIC CENTERS OF AMERIC COM 68750P103 215 12318 SH SOLE 12318 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 18 of 26
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>
OUTBACK STEAKHOUSE INC COM 689899102 795 31209 SH SOLE 31209 0 0
OVERSEAS SHIPHOLDING GROUP IN COM 690368105 362 23435 SH SOLE 23435 0 0
OWENS ILLINOIS INC COM 690768403 319 16105 SH SOLE 16105 0 0
OXFORD HEALTH PLANS INC COM 691471106 401 32114 SH SOLE 32114 0 0
P P G INDUSTRIES INC COM 693506107 689 11486 SH SOLE 11486 0 0
P-COM INC. COM 693262107 92 13100 SH SOLE 13100 0 0
PACCAR COM 693718108 850 16714 SH SOLE 16714 0 0
PACIFIC CAPITAL BANCORP COM 69404P101 251 7300 SH SOLE 7300 0 0
PACIFIC CENTURY FINANCIAL COR COM 694058108 458 22422 SH SOLE 22422 0 0
PACIFIC SUNWEAR OF CALIF INC COM 694873100 223 7960 SH SOLE 7960 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 947 21885 SH SOLE 21885 0 0
PACIFICORP COM 695114108 1247 61948 SH SOLE 61948 0 0
PAGEMART WIRELESS COM 69553J104 66 11000 SH SOLE 11000 0 0
PAGING NETWORK INC COM 695542100 19 18854 SH SOLE 18854 0 0
PAINE WEBBER GROUP INC COM 695629105 1173 32349 SH SOLE 32349 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 253 19831 SH SOLE 19831 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 177 10395 SH SOLE 10395 0 0
PANAMSAT CORP COM 697933109 220 6085 SH SOLE 6085 0 0
PANAVISION INC COM 69830E209 58 10351 SH SOLE 10351 0 0
PAPA JOHN'S INTL INC COM 698813102 778 18850 SH SOLE 18850 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 1023 75769 SH SOLE 75769 0 0
PARK NATIONAL CORP COM 700658107 265 2626 SH SOLE 2626 0 0
PARKER DRILLING COMPANY COM 701081101 90 20199 SH SOLE 20199 0 0
PATTERSON DENTAL CO COM 703412106 353 7125 SH SOLE 7125 0 0
PAYCHEX INC COM 704326107 1986 58212 SH SOLE 58212 0 0
PAYLESS SHOESOURCE INC. COM 704379106 1163 23023 SH SOLE 23023 0 0
PE CORP -CELERA GENOMICS GROU COM 69332S201 345 8567 SH SOLE 8567 0 0
PE CORP PE BIOSYSTEMS GROUP COM 69332S102 1742 24116 SH SOLE 24116 0 0
PECO ENERGY INC COM 693304107 1125 30008 SH SOLE 30008 0 0
PEGASYSTEMS INC COM 705573103 79 10153 SH SOLE 10153 0 0
PENNEY (J.C.) CO COM 708160106 748 21680 SH SOLE 21680 0 0
PENNSYLVANIA ENTERPRISES INC COM 708720107 233 7173 SH SOLE 7173 0 0
PENNZOIL-QUAKER STATE COM 709323109 712 56406 SH SOLE 56406 0 0
PENTAIR INC COM 709631105 674 16794 SH SOLE 16794 0 0
PEOPLES ENERGY CORPORATION COM 711030106 410 11661 SH SOLE 11661 0 0
PEOPLESOFT INC COM 712713106 973 57471 SH SOLE 57471 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 224 15091 SH SOLE 15091 0 0
PEPSICO INCORPORATED COM 713448108 7813 256165 SH SOLE 256165 0 0
PER-SE TECHNOLOGIES INC COM 713569200 108 31546 SH SOLE 31546 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 305 7488 SH SOLE 7488 0 0
PERRIGO CO COM 714290103 391 49671 SH SOLE 49671 0 0
PETSMART INC. COM 716768106 133 35844 SH SOLE 35844 0 0
PFIZER INCORPORATED COM 717081103 22267 620686 SH SOLE 620686 0 0
PG+E CORP COM 69331C108 1507 58225 SH SOLE 58225 0 0
PHARMACIA & UPJOHN INC COM 716941109 5115 103079 SH SOLE 103079 0 0
PHELPS DODGE CORPORATION COM 717265102 685 12436 SH SOLE 12436 0 0
PHILADELPHIA SUBURBAN CORP COM 718009608 274 11612 SH SOLE 11612 0 0
PHILIP MORRIS COS INC COM 718154107 13270 388141 SH SOLE 388141 0 0
PHILLIPS PETROLEUM COMPANY COM 718507106 2405 49343 SH SOLE 49343 0 0
PHOENIX INVESTMENT PARTNERS COM 719085102 124 14817 SH SOLE 14817 0 0
PHYCOR INC COM 71940F100 108 24636 SH SOLE 24636 0 0
PICTURETEL CORP NEW COM 720035302 49 11450 SH SOLE 11450 0 0
PIEDMONT NATURAL GAS CO COM 720186105 224 7392 SH SOLE 7392 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 19 of 26
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>
PIER 1 IMPORTS INC COM 720279108 191 29088 SH SOLE 29088 0 0
PINNACLE HOLDINGS INC COM 72346N101 226 8657 SH SOLE 8657 0 0
PINNACLE SYSTEMS INC. COM 723481107 230 5424 SH SOLE 5424 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1240 34083 SH SOLE 34083 0 0
PIONEER HI BRED CONTRA COM 723CSH979 0 22394 SH SOLE 22394 0 0
PIONEER HI BRED INTERNATIONAL COM 723686101 1183 29800 SH SOLE 29800 0 0
PIONEER NATURAL RESOURCES COR COM 723787107 777 73107 SH SOLE 73107 0 0
PITNEY BOWES INC COM 724479100 2281 37437 SH SOLE 37437 0 0
PITTSTON SERVICES GROUP COM 725701106 731 31513 SH SOLE 31513 0 0
PITTWAY CORP CL A COM 725790208 233 7394 SH SOLE 7394 0 0
PLACER DOME INC COM 725906101 1221 82052 SH SOLE 82052 0 0
PLANTRONICS INC (NEW) COM 727493108 223 4487 SH SOLE 4487 0 0
PLAYERS INTL INC FORMERLY COM 727903106 95 12888 SH SOLE 12888 0 0
PMI GROUP COM 69344M101 1024 25048 SH SOLE 25048 0 0
PMIMARK INTL INC COM 740459102 1307 25883 SH SOLE 25883 0 0
PNC BANK CORP COM 693475105 2119 40218 SH SOLE 40218 0 0
POGO PRODUCING COMPANY COM 730448107 245 11800 SH SOLE 11800 0 0
POLAROID CORPORATION COM 731095105 543 20889 SH SOLE 20889 0 0
POLICY MANAGEMENT SYSTEMS COR COM 731108106 822 25985 SH SOLE 25985 0 0
POLYCOM INC COM 73172K104 296 6204 SH SOLE 6204 0 0
POTLATCH CORPORATION COM 737628107 374 9092 SH SOLE 9092 0 0
POTOMAC ELECTRIC POWER COMPAN COM 737679100 1216 47810 SH SOLE 47810 0 0
POWER INTEGRATIONS INC COM 739276103 231 3331 SH SOLE 3331 0 0
POWERTEL INC COM 73936C109 376 6823 SH SOLE 6823 0 0
PP&L RESOURCES INC COM 693499105 705 26053 SH SOLE 26053 0 0
PRAXAIR INC COM 74005P104 741 16113 SH SOLE 16113 0 0
PRE PAID LEGAL SERVICES INC. COM 740065107 263 6687 SH SOLE 6687 0 0
PRECISION CASTPARTS COM 740189105 544 17844 SH SOLE 17844 0 0
PREMIER PARKS INC NEW COM 740540208 928 32000 SH SOLE 32000 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 81 13649 SH SOLE 13649 0 0
PRENTISS PROPERTIES TRUST COM 740706106 268 12078 SH SOLE 12078 0 0
PRI AUTOMATION INC COM 69357H106 202 5600 SH SOLE 5600 0 0
PRICE COMMUNICATIONS CORP(NEW COM 741437305 359 14344 SH SOLE 14344 0 0
PRIDE INTERNATIONAL INC COM 741932107 233 16400 SH SOLE 16400 0 0
PRIME HOSPITALITY CORP (NEW) COM 741917108 127 15910 SH SOLE 15910 0 0
PRIME RETAIL INC COM 741570105 97 13183 SH SOLE 13183 0 0
PROCTER & GAMBLE COMPANY COM 742718109 20745 221278 SH SOLE 221278 0 0
PROFIT RECOVERY GROUP INTL COM 743168106 402 9007 SH SOLE 9007 0 0
PROGRESSIVE CORP (OHIO) COM 743315103 1635 20012 SH SOLE 20012 0 0
PROMUS HOTEL CORP COM 74342P106 1283 39413 SH SOLE 39413 0 0
PROTECTIVE LIFE CORP COM 743674103 589 20306 SH SOLE 20306 0 0
PROVIDENT FINANCIAL GROUP COM 743866105 765 20915 SH SOLE 20915 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 1367 17268 SH SOLE 17268 0 0
PS BUSINESS PARKS INC COM 69360J107 205 7884 SH SOLE 7884 0 0
PSS WORLD MEDICAL COM 69366A100 476 53231 SH SOLE 53231 0 0
PUBLIC SERVICE CO - N CAROLIN COM 744516105 338 11004 SH SOLE 11004 0 0
PUBLIC SERVICE CO NEW MEXICO COM 744499104 496 27200 SH SOLE 27200 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2512 65041 SH SOLE 65041 0 0
PUGET SOUND ENERGY INC COM 745332106 779 34708 SH SOLE 34708 0 0
PULTE CORP COM 745867101 305 14026 SH SOLE 14026 0 0
QLOGIC CORP COM 747277101 1040 14900 SH SOLE 14900 0 0
QUAKER OATS COMPANY COM 747402105 1774 28677 SH SOLE 28677 0 0
QUALCOMM INC COM 747525103 6342 33524 SH SOLE 33524 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 20 of 26
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>
QUANTA SERVICES INC COM 74762E102 260 8876 SH SOLE 8876 0 0
QUANTUM CORP DLT & STORAGE COM 747906204 981 69754 SH SOLE 69754 0 0
QUEST DIAGNOSTICS COM 74834L100 257 9898 SH SOLE 9898 0 0
QUESTAR CORP. COM 748356102 596 32874 SH SOLE 32874 0 0
QUINTILIES TRANSNATIONAL CORP COM 748767100 983 51644 SH SOLE 51644 0 0
QUORUM HEALTH GROUP INC COM 749084109 302 42888 SH SOLE 42888 0 0
QWEST COMMUNICATIONS COM 749121109 474 16029 SH SOLE 16029 0 0
R R DONNELLEY & SON COMPANY COM 257867101 673 23303 SH SOLE 23303 0 0
R.H. DONNELLEY CORP COM 74955W307 263 14112 SH SOLE 14112 0 0
RADIAN GROUP INC COM 750236101 448 10433 SH SOLE 10433 0 0
RALSTON PURINA CO COM (NEW) COM 751277302 569 20412 SH SOLE 20412 0 0
RATHEON CLASS B COM 755111408 3779 76147 SH SOLE 76147 0 0
RATIONAL SOFTWARE CORP NEW COM 75409P202 1035 35336 SH SOLE 35336 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 251 12569 SH SOLE 12569 0 0
RAYONIER INC COM 754907103 866 20617 SH SOLE 20617 0 0
READ-RITE CORP COM 755246105 49 11177 SH SOLE 11177 0 0
READERS DIGEST ASSOCIATION COM 755267101 1021 34900 SH SOLE 34900 0 0
RECKSON ASSOCIATES REALTY COR COM 75621K106 276 13266 SH SOLE 13266 0 0
REEBOK INTL LTD COM 758110100 213 19964 SH SOLE 19964 0 0
REGENCY RLTY CORP COM 758939102 231 11000 SH SOLE 11000 0 0
REGIONS FINANCIAL CORP COM 758940100 1116 37192 SH SOLE 37192 0 0
RELIANCE GROUP HLDGS INC COM 759464100 134 30300 SH SOLE 30300 0 0
RELIANT ENERGY CORP COM 75952J108 823 30415 SH SOLE 30415 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 1448 43563 SH SOLE 43563 0 0
REMEDY CORP COM 759548100 200 7050 SH SOLE 7050 0 0
RENAISANCE WORLDWIDE INC COM 75968A109 68 17442 SH SOLE 17442 0 0
RENAL CARE GROUP INC COM 759930100 276 12600 SH SOLE 12600 0 0
REPUBLIC BANCORP COM 760282103 175 15110 SH SOLE 15110 0 0
REPUBLIC N Y CORPORATION COM 760719104 1618 26336 SH SOLE 26336 0 0
REPUBLIC SECURITY FINL CORP COM 760758102 141 16252 SH SOLE 16252 0 0
RESPIRONICS INC COM 761230101 97 11735 SH SOLE 11735 0 0
REXALL SUNDOWN INC COM 761648104 206 16715 SH SOLE 16715 0 0
REYNOLDS & REYNOLDS COMPANY COM 761695105 651 31954 SH SOLE 31954 0 0
RGS ENERGY GROUP COM 74956K104 233 9500 SH SOLE 9500 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1152 42683 SH SOLE 42683 0 0
ROBERT HALF INTL INC COM 770323103 956 40258 SH SOLE 40258 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 420 13890 SH SOLE 13890 0 0
ROCKWELL INTERNATIONAL COM 773903109 590 11246 SH SOLE 11246 0 0
ROHM & HAAS COMPANY COM 775371107 697 19284 SH SOLE 19284 0 0
ROLLINS INCORPORATED COM 775711104 308 19946 SH SOLE 19946 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 190 18794 SH SOLE 18794 0 0
ROMAC INTERNATIONAL INC. COM 775835101 133 16067 SH SOLE 16067 0 0
ROPER INDUSTRIES INC NEW COM 776696106 352 9215 SH SOLE 9215 0 0
ROSS STORES INC COM 778296103 797 39621 SH SOLE 39621 0 0
ROWAN COMPANIES INC COM 779382100 595 36594 SH SOLE 36594 0 0
ROYAL DUTCH PETRO - NY SHARES COM 780257804 19253 325974 SH SOLE 325974 0 0
RPC ENERGY SVS INC COM 749660106 166 23996 SH SOLE 23996 0 0
RPM INCORPORATED OHIO COM 749685103 549 45045 SH SOLE 45045 0 0
RSA SECURITY INC COM 749719100 284 10700 SH SOLE 10700 0 0
RUBY TUESDAY INC COM 781182100 263 13505 SH SOLE 13505 0 0
RUDDICK CORP COM 781258108 440 27687 SH SOLE 27687 0 0
RYANS FAMILY STEAK HOUSES INC COM 783519101 103 11450 SH SOLE 11450 0 0
RYDER SYSTEM INC COM 783549108 270 13254 SH SOLE 13254 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 21 of 26
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>
RYERSON TULL INC COM 78375P107 324 14017 SH SOLE 14017 0 0
S & T BANCORP INC COM 783859101 230 10100 SH SOLE 10100 0 0
S C I SYSTEMS COM 783890106 1410 31724 SH SOLE 31724 0 0
S P X CORP COM 784635104 902 9943 SH SOLE 9943 0 0
S3 INC COM 784849101 172 16513 SH SOLE 16513 0 0
SAFECO CORPORATION COM 786429100 770 27490 SH SOLE 27490 0 0
SAFESKIN CORP COM 786454108 122 14833 SH SOLE 14833 0 0
SAFEWAY INC COM 786514208 2416 63480 SH SOLE 63480 0 0
SAKS INC COM 79377W108 889 58560 SH SOLE 58560 0 0
SANDISK CORP. COM 80004C101 397 6089 SH SOLE 6089 0 0
SANMINA CORP COM 800907107 1990 25718 SH SOLE 25718 0 0
SANTA FE SNYDER CORP COM 80218K105 673 74793 SH SOLE 74793 0 0
SARA LEE CORP COM 803111103 3126 133719 SH SOLE 133719 0 0
SAWTEK INC COM 805468105 249 7100 SH SOLE 7100 0 0
SBC COMMUNICATIONS INC COM 78387G103 15812 309662 SH SOLE 309662 0 0
SCANA CORP COM 805898103 475 19651 SH SOLE 19651 0 0
SCHERING-PLOUGH CORP COM 806605101 10833 248316 SH SOLE 248316 0 0
SCHLUMBERGER LIMITED COM 806857108 6223 99868 SH SOLE 99868 0 0
SCHOLASTIC CORP COM 807066105 541 10813 SH SOLE 10813 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 731 14743 SH SOLE 14743 0 0
SCOTT'S CO CL-A COM 810186106 256 7400 SH SOLE 7400 0 0
SEAGRAM COMPANY LTD COM 811850106 1924 42291 SH SOLE 42291 0 0
SEALED AIR CORP COM 81211K100 560 10905 SH SOLE 10905 0 0
SEARS ROEBUCK & COMPANY COM 812387108 3186 101553 SH SOLE 101553 0 0
SECURITY CAPITAL GROUP-B COM 81413P204 212 14442 SH SOLE 14442 0 0
SECURITY FIRST TECHNOLOGIES COM 814279105 284 7308 SH SOLE 7308 0 0
SEMPRA ENERGY COM 816851109 292 14028 SH SOLE 14028 0 0
SEMTECH CORPORATION COM 816850101 326 8900 SH SOLE 8900 0 0
SENSORMATIC ELECTRONIC CORP COM 817265101 826 65100 SH SOLE 65100 0 0
SEPRACOR INC COM 817315104 1026 13585 SH SOLE 13585 0 0
SEQUA CORP CLASS A COM 817320104 311 4932 SH SOLE 4932 0 0
SEQUENT COMPUTER SYS INC COM 817338106 673 37503 SH SOLE 37503 0 0
SERVICE CORP INTERNATIONAL COM 817565104 764 72317 SH SOLE 72317 0 0
SHAW INDUSTRIES INC COM 820286102 952 59957 SH SOLE 59957 0 0
SHERWIN-WILLIAMS COMPANY COM 824348106 795 37947 SH SOLE 37947 0 0
SHOPKO STORES INC COM 824911101 259 8934 SH SOLE 8934 0 0
SHURGARD STORAGE CENTERS INC COM 82567D104 223 9000 SH SOLE 9000 0 0
SICOR INC COM 825846108 96 24150 SH SOLE 24150 0 0
SIEBEL SYSTEMS INC COM 826170102 2764 41493 SH SOLE 41493 0 0
SIERRA PACIFIC RESOURCES COM 826428104 1274 57245 SH SOLE 57245 0 0
SIGMA-ALDRICH CORPORATION COM 826552101 606 19074 SH SOLE 19074 0 0
SILICON GRAPHICS INC COM 827056102 127 11578 SH SOLE 11578 0 0
SITEL CORP COM 82980K107 80 18908 SH SOLE 18908 0 0
SKY FINANCIAL GROUP COM 83080P103 416 17706 SH SOLE 17706 0 0
SKYTEL COMMUNICATIONS COM 83087Q104 319 17433 SH SOLE 17433 0 0
SLM HOLDING CORP COM 78442A109 1355 31520 SH SOLE 31520 0 0
SMART MOD TECHNOLGY COM 831690102 281 8239 SH SOLE 8239 0 0
SMITH INTERNATIONAL INC COM 832110100 1083 26737 SH SOLE 26737 0 0
SMITHFIELD FOODS INC COM 832248108 363 13552 SH SOLE 13552 0 0
SNAP-ON INC HLDG CO COM 833034101 523 16090 SH SOLE 16090 0 0
SNYDER COMMUNICATIONS INC COM 832914105 276 18200 SH SOLE 18200 0 0
SOLECTRON CORP COM 834182107 3972 55315 SH SOLE 55315 0 0
SOLUTIA INC COM 834376105 808 45207 SH SOLE 45207 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 22 of 26
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>
SONOCO PRODS CO COM 835495102 962 42190 SH SOLE 42190 0 0
SOTHEBY`S HOLDINGS INC COM 835898107 563 21804 SH SOLE 21804 0 0
SOUTHDOWN INCORPORATED COM 841297104 737 13770 SH SOLE 13770 0 0
SOUTHERN COMPANY COM 842587107 3499 135902 SH SOLE 135902 0 0
SOUTHTRUST CORP COM 844730101 1372 38236 SH SOLE 38236 0 0
SOUTHWEST AIRLINES COM 844741108 1253 82480 SH SOLE 82480 0 0
SOUTHWEST GAS CORPORATION COM 844895102 217 8070 SH SOLE 8070 0 0
SOVEREIGN BANCORP INC COM 845905108 637 70002 SH SOLE 70002 0 0
SPRINT CORP COM 852061100 8693 160234 SH SOLE 160234 0 0
SPRINT CORP PCS GROUP COM 852061506 6277 84191 SH SOLE 84191 0 0
ST JUDE MEDICAL INCORPORATED COM 790849103 292 9275 SH SOLE 9275 0 0
ST PAUL BANCORP INC COM 792848103 276 12050 SH SOLE 12050 0 0
ST PAUL COMPANIES INC COM 792860108 1929 70159 SH SOLE 70159 0 0
STAFFMARK INC COM 852389105 82 10272 SH SOLE 10272 0 0
STANDARD PRODUCTS CO COM 853836104 482 13600 SH SOLE 13600 0 0
STANDARD REGISTER CO COM 853887107 368 15644 SH SOLE 15644 0 0
STANLEY WORKS INCORPORATED COM 854616109 360 14273 SH SOLE 14273 0 0
STAPLES INC COM 855030102 1951 89465 SH SOLE 89465 0 0
STAR TELECOMMUNICATIONS INC COM 854923109 61 11300 SH SOLE 11300 0 0
STARBUCKS CORPORATION COM 855244109 2079 83898 SH SOLE 83898 0 0
STATE STREET CORP. COM 857477103 2231 34528 SH SOLE 34528 0 0
STATEN ISLAND BANCORP INC COM 857550107 281 14921 SH SOLE 14921 0 0
STEIN MART INC COM 858375108 72 10050 SH SOLE 10050 0 0
STERIS CORP COM 859152100 650 47258 SH SOLE 47258 0 0
STERLING COMMERCE INC. COM 859205106 699 37683 SH SOLE 37683 0 0
STERLING SOFTWARE INCORPORATE COM 859547101 848 42407 SH SOLE 42407 0 0
STEWART & STEVENSON SVCS COM 860342104 270 20586 SH SOLE 20586 0 0
STEWART ENTERPRISES INC CL A COM 860370105 313 51688 SH SOLE 51688 0 0
STILLWATER MINING CO. COM 86074Q102 372 13859 SH SOLE 13859 0 0
STONE ENERGY CORP COM 861642106 324 6357 SH SOLE 6357 0 0
STORAGE TECHNOLOGY CORP COM 862111200 855 44263 SH SOLE 44263 0 0
STORAGE USA INC COM 861907103 245 8895 SH SOLE 8895 0 0
STRIDE RITE CORPORATION COM 863314100 100 14294 SH SOLE 14294 0 0
STRUCTURAL DYNAMICS RESH COM 863555108 364 24241 SH SOLE 24241 0 0
STRYKER CORP COM 863667101 1777 34753 SH SOLE 34753 0 0
SUIZA FOODS CORP COM 865077101 1012 26985 SH SOLE 26985 0 0
SUMMIT BANCORP COM 866005101 1840 56729 SH SOLE 56729 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 265 14492 SH SOLE 14492 0 0
SUN MICROSYSTEMS INC COM 866810104 12802 137660 SH SOLE 137660 0 0
SUNBEAM CORPORATION COM 867071102 157 27692 SH SOLE 27692 0 0
SUNGARD DATA SYSTEMS INC COM 867363103 1432 54421 SH SOLE 54421 0 0
SUNGLASS HUT INTL INC COM 86736F106 144 13600 SH SOLE 13600 0 0
SUNOCO INC COM 86764P109 650 23750 SH SOLE 23750 0 0
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 75 15933 SH SOLE 15933 0 0
SUNSTONE HOTEL INVESTORS INC COM 867933103 112 12855 SH SOLE 12855 0 0
SUNTERRA CORP COM 86787D109 139 11666 SH SOLE 11666 0 0
SUNTRUST BANKS INC COM 867914103 3580 54452 SH SOLE 54452 0 0
SUPERIOR INDUSTRIES COM 868168105 630 22516 SH SOLE 22516 0 0
SUSQUEHANNA BANCSHARES INC PA COM 869099101 240 13900 SH SOLE 13900 0 0
SWIFT TRANSPORTATION CO INC COM 870756103 743 37725 SH SOLE 37725 0 0
SYBASE INC COM 871130100 274 23236 SH SOLE 23236 0 0
SYBRON INT'L CORP COM 87114F106 920 34225 SH SOLE 34225 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 407 21012 SH SOLE 21012 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 23 of 26
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>
SYMANTEC CORP COM 871503108 820 22802 SH SOLE 22802 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 1291 38401 SH SOLE 38401 0 0
SYNOPSYS INC COM 871607107 1832 32619 SH SOLE 32619 0 0
SYSCO CORPORATION COM 871829107 334 9524 SH SOLE 9524 0 0
SYSTEMAX INC COM 871851101 97 11553 SH SOLE 11553 0 0
T R W INCORPORATED COM 872649108 931 18722 SH SOLE 18722 0 0
T ROWE PRICE & ASSOC INC COM 741477103 1366 49793 SH SOLE 49793 0 0
TALBOTS INC COM 874161102 303 6778 SH SOLE 6778 0 0
TALK.COM INC COM 874264104 143 11100 SH SOLE 11100 0 0
TANDY CORPORATION COM 875382103 1072 20742 SH SOLE 20742 0 0
TAUBMAN CTRS INC COM 876664103 115 10002 SH SOLE 10002 0 0
TCF FINANCIAL CORP COM 872275102 756 26474 SH SOLE 26474 0 0
TECH DATA CORP COM 878237106 541 23220 SH SOLE 23220 0 0
TECHNOLOGY SOLUTIONS CO COM 87872T108 171 12137 SH SOLE 12137 0 0
TECO ENERGY INC COM 872375100 1031 48817 SH SOLE 48817 0 0
TECUMSEH PRODS CO CL A COM 878895200 424 8456 SH SOLE 8456 0 0
TEKTRONIX INCORPORATED COM 879131100 1210 36126 SH SOLE 36126 0 0
TELEBANC FINANCIAL CORP COM 87925R109 231 10038 SH SOLE 10038 0 0
TELEFLEX INCORPORATED COM 879369106 595 15090 SH SOLE 15090 0 0
TELEPHONE & DATA SYSTEMS INC COM 879433100 2493 28071 SH SOLE 28071 0 0
TELLABS INCORPORATED COM 879664100 4196 73695 SH SOLE 73695 0 0
TEMPLE INLAND INC COM 879868107 995 16310 SH SOLE 16310 0 0
TENET HEALTHCARE GROUP COM 88033G100 1163 66220 SH SOLE 66220 0 0
TERADYNE INCORPORATED COM 880770102 2418 68602 SH SOLE 68602 0 0
TERAYON COMMUNICATIONS SYSTEM COM 880775101 207 4239 SH SOLE 4239 0 0
TEREX CORP COM 880779103 291 9232 SH SOLE 9232 0 0
TESORO PETROLEUM CORP COM 881609101 218 13240 SH SOLE 13240 0 0
TEXACO INC COM 881694103 3958 62700 SH SOLE 62700 0 0
TEXAS INDUSTRIES INCORPORATED COM 882491103 299 8081 SH SOLE 8081 0 0
TEXAS INSTRUMENTS INCORPORATE COM 882508104 10260 124740 SH SOLE 124740 0 0
TEXAS UTILITIES COMPANY COM 882848104 1658 44438 SH SOLE 44438 0 0
TEXTRON INCORPORATED COM 883203101 2915 37668 SH SOLE 37668 0 0
THERMO ELECTRON CORPORATION COM 883556102 975 72530 SH SOLE 72530 0 0
THOMAS & BETTS CORPORATION COM 884315102 401 7868 SH SOLE 7868 0 0
TIDEWATER INCORPORATED COM 886423102 599 23503 SH SOLE 23503 0 0
TIFFANY & CO NEW COM 886547108 1751 29222 SH SOLE 29222 0 0
TIME MIRROR CO - CL A COM 887364107 851 12936 SH SOLE 12936 0 0
TIME WARNER INC COM 887315109 12337 203074 SH SOLE 203074 0 0
TIMKEN COMPANY COM 887389104 352 21818 SH SOLE 21818 0 0
TITAN CORP COM 888266103 162 11270 SH SOLE 11270 0 0
TJX COS INC NEW COM 872540109 1599 56967 SH SOLE 56967 0 0
TOPPS INC (THE) COM 890786106 96 12850 SH SOLE 12850 0 0
TORCHMARK CORPORATION COM 891027104 945 36527 SH SOLE 36527 0 0
TOSCO CORP NEW COM 891490302 1232 48777 SH SOLE 48777 0 0
TOTAL RENAL CARE HOLDINGS INS COM 89151A107 405 54517 SH SOLE 54517 0 0
TOWER AUTOMOTIVE INC COM 891707101 239 12041 SH SOLE 12041 0 0
TRANS WORLD AIRLINES COM 893349837 60 16980 SH SOLE 16980 0 0
TRANSACTION SYSTEMS ACRHITECT COM 893416107 601 22300 SH SOLE 22300 0 0
TRANSKARYOTIC THERAPIES INC COM 893735100 257 5000 SH SOLE 5000 0 0
TRANSOCEAN OFFSHORE INC COM G90076103 1270 41483 SH SOLE 41483 0 0
TRANSWITCH CORP. COM 894065101 420 7376 SH SOLE 7376 0 0
TRIBUNE COMPANY NEW COM 896047107 706 14192 SH SOLE 14192 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 354 8637 SH SOLE 8637 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 24 of 26
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>
TRIGON HEALTHCARE INC COM 89618L100 382 13066 SH SOLE 13066 0 0
TRINET CORP RLTY TR INC COM 896287109 236 9915 SH SOLE 9915 0 0
TRINITY INDUSTRIES INC COM 896522109 1007 32612 SH SOLE 32612 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 254 4438 SH SOLE 4438 0 0
TRU NORTH COMMUNICATIONS INC COM 897844106 478 13141 SH SOLE 13141 0 0
TRUSTCO BANK CORP N.Y. COM 898349105 244 8263 SH SOLE 8263 0 0
TUPPERWARE CORP. COM 899896104 659 32530 SH SOLE 32530 0 0
TYCO INTERNATIONAL LTD COM 902124106 14044 136015 SH SOLE 136015 0 0
TYLER TECHNOLOGIES COM 902252105 57 12752 SH SOLE 12752 0 0
TYSON FOODS INC CLASS A DEL COM 902494103 1572 95628 SH SOLE 95628 0 0
U S T INC FORMERLY COM 902911106 969 32089 SH SOLE 32089 0 0
U.S WEST INC COM 91273H101 4858 85136 SH SOLE 85136 0 0
U.S. BANCORP (NEW) COM 902973106 3822 126613 SH SOLE 126613 0 0
U.S. FOODSERVICE COM 90331R101 762 42354 SH SOLE 42354 0 0
U.S. OFFICE PRODUCTS CO COM 912325305 61 17567 SH SOLE 17567 0 0
UCAR INTERNATIONAL COM 90262K109 730 32013 SH SOLE 32013 0 0
UGI HOLDING CO COM 902681105 209 9000 SH SOLE 9000 0 0
UICI COM 902737105 287 11216 SH SOLE 11216 0 0
ULTRAMAN DIAMOND SHAMRORK COR COM 904000106 918 35997 SH SOLE 35997 0 0
UMB FINANCIAL CORP COM 902788108 208 4985 SH SOLE 4985 0 0
UNICAPITAL CORP COM 90459D108 54 16914 SH SOLE 16914 0 0
UNICOM CORP COM 904911104 719 19474 SH SOLE 19474 0 0
UNIFI INC COM 904677101 382 34763 SH SOLE 34763 0 0
UNILAB CORP COM 904763109 148 26017 SH SOLE 26017 0 0
UNILEVER NV (NEW) COM 904784709 5267 77315 SH SOLE 77315 0 0
UNION CARBIDE CORPORATION COM 905581104 2237 39372 SH SOLE 39372 0 0
UNION PACIFIC CORP COM 907818108 1446 30093 SH SOLE 30093 0 0
UNION PACIFIC RESOURCES COM 907834105 805 49538 SH SOLE 49538 0 0
UNION PLANTERS CORP OF MEMPHI COM 908068109 1206 29590 SH SOLE 29590 0 0
UNISYS CORP COM 909214108 1469 32546 SH SOLE 32546 0 0
UNITED ASSET MANAGEMENT CORP COM 909420101 376 19555 SH SOLE 19555 0 0
UNITED BANKSHARES INC COM 909907107 317 13050 SH SOLE 13050 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 175 12686 SH SOLE 12686 0 0
UNITED DOMINION REALTY TR INC COM 910197102 357 31934 SH SOLE 31934 0 0
UNITED HEALTHCARE CORP COM 910581107 533 10950 SH SOLE 10950 0 0
UNITED ILLUMINATING COMPANY COM 910637107 208 4300 SH SOLE 4300 0 0
UNITED STATIONERS INC COM 913004107 232 10900 SH SOLE 10900 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4240 71491 SH SOLE 71491 0 0
UNITED WATER RESOURCES INC COM 913190104 401 12300 SH SOLE 12300 0 0
UNITRIN INC COM 913275103 1046 30100 SH SOLE 30100 0 0
UNITRODE CORPORATION COM 913283107 510 12144 SH SOLE 12144 0 0
UNIVERSAL CORP VA COM 913456109 649 24833 SH SOLE 24833 0 0
UNIVERSAL FOODS CORPORATION COM 913538104 807 35168 SH SOLE 35168 0 0
UNIVISION COMMUNCIATIONS INC COM 914906102 3410 41905 SH SOLE 41905 0 0
UNOCAL CORPORATION COM 915289102 1742 47007 SH SOLE 47007 0 0
UNOVA INC COM 91529B106 175 13062 SH SOLE 13062 0 0
UNUM CORP COM 91529Y106 762 25871 SH SOLE 25871 0 0
US AIRWAYS GROUP INC COM 911905107 237 9031 SH SOLE 9031 0 0
US FREIGHTWAYS CORP COM 916906100 367 7750 SH SOLE 7750 0 0
USA NEWORKS INC COM 902984103 248 6399 SH SOLE 6399 0 0
USEC INC COM 90333E108 319 31144 SH SOLE 31144 0 0
USG CORP NEW COM 903293405 981 20600 SH SOLE 20600 0 0
USONCOLOGY COM 90338W103 167 18462 SH SOLE 18462 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 25 of 26
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>
UST CORP COM 902900109 463 15072 SH SOLE 15072 0 0
USX MARATHON GROUP COM 902905827 2386 81583 SH SOLE 81583 0 0
UTILICORP UNITED INC COM 918005109 776 36860 SH SOLE 36860 0 0
V F CORPORATION COM 918204108 727 23463 SH SOLE 23463 0 0
VALERO ENERGY CORP COM 91913Y100 731 37991 SH SOLE 37991 0 0
VALUEVISION INTL INC CL A COM 92047K107 202 7766 SH SOLE 7766 0 0
VARCO INTERNATIONAL INC COM 922126107 543 44520 SH SOLE 44520 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 203 9299 SH SOLE 9299 0 0
VARIAN SEMICONDUCTOR COPR COM 922207105 206 9799 SH SOLE 9799 0 0
VENTAS INC COM 92276F100 83 17440 SH SOLE 17440 0 0
VERITAS SOFTWARE CORP COM 923436109 5898 77663 SH SOLE 77663 0 0
VERITY INC. COM 92343C106 299 4345 SH SOLE 4345 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 227 7300 SH SOLE 7300 0 0
VERTICALNET INC COM 92532L107 360 9734 SH SOLE 9734 0 0
VIACOM INC NON VOTING COM 925524308 4110 97279 SH SOLE 97279 0 0
VIAD CORP COM 92552R109 1183 40086 SH SOLE 40086 0 0
VINTAGE PETROLEUM INC COM 927460105 174 12856 SH SOLE 12856 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 791 33323 SH SOLE 33323 0 0
VISIO CORP COM 927914101 315 8028 SH SOLE 8028 0 0
VISUAL NETWORKS INC COM 928444108 246 5800 SH SOLE 5800 0 0
VISX INC COM 92844S105 2299 29068 SH SOLE 29068 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 2939 34426 SH SOLE 34426 0 0
VLASIC INT'L INC COM 928559103 188 27130 SH SOLE 27130 0 0
W W GRAINGER INC COM 384802104 1317 27400 SH SOLE 27400 0 0
W.R. GRACE & CO. COM 38388F108 618 37729 SH SOLE 37729 0 0
WACHOVIA CORP COM 929771103 1705 21685 SH SOLE 21685 0 0
WAL-MART STORES INC COM 931142103 34907 733920 SH SOLE 733920 0 0
WALGREEN COMPANY COM 931422109 3495 137720 SH SOLE 137720 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 598 29555 SH SOLE 29555 0 0
WALTER INDUSTRIES IC COM 93317Q105 174 12896 SH SOLE 12896 0 0
WARNER-LAMBERT COMPANY COM 934488107 10634 160210 SH SOLE 160210 0 0
WARNICO GROUP INC CL A COM 934390105 441 24141 SH SOLE 24141 0 0
WASHINGTON FEDERAL INC. COM 938824109 368 15886 SH SOLE 15886 0 0
WASHINGTON GAS LIGHT COMPANY COM 938837101 907 33423 SH SOLE 33423 0 0
WASHINGTON MUTUAL INC COM 939322103 2051 70119 SH SOLE 70119 0 0
WASHINGTON POST CO COM 939640108 2278 4467 SH SOLE 4467 0 0
WASTE MANAGEMENT INC COM 94106L109 1446 75105 SH SOLE 75105 0 0
WATERS CORP. COM 941848103 1496 24700 SH SOLE 24700 0 0
WATSON PHARMACEUTICALS INC COM 942683103 243 7961 SH SOLE 7961 0 0
WATTS INDUSTRIES INC CL A COM 942749102 324 14890 SH SOLE 14890 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 450 37154 SH SOLE 37154 0 0
WAVE SYSTEMS CORP CL-A COM 943526103 116 10801 SH SOLE 10801 0 0
WEATHERFORD INTERNATIONAL COM 947074100 1527 47708 SH SOLE 47708 0 0
WEBSTER FINL CORP WATERBURY COM 947890109 681 26700 SH SOLE 26700 0 0
WELLMAN INC COM 949702104 556 30803 SH SOLE 30803 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 1886 33093 SH SOLE 33093 0 0
WELLS FARGO COMPANY COM 949746101 9237 233115 SH SOLE 233115 0 0
WENDYS INTERNATIONAL INC COM 950590109 292 11000 SH SOLE 11000 0 0
WESCO INTERNATIONAL INC COM 95082P105 186 13198 SH SOLE 13198 0 0
WESTAMERICA BANCORP COM 957090103 591 19532 SH SOLE 19532 0 0
WESTBANCO INC COM 950810101 213 8350 SH SOLE 8350 0 0
WESTERN BANCORP COM 957683105 259 6700 SH SOLE 6700 0 0
WESTERN DIGITAL CORPORATION COM 958102105 100 27002 SH SOLE 27002 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: September 30, 1999 Page 26 of 26
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>
WESTERNBANK P R COM 959897109 156 12900 SH SOLE 12900 0 0
WESTPOINT STEVENS INC COM 961238102 601 25428 SH SOLE 25428 0 0
WESTWOOD ONE INC COM 961815107 1780 39457 SH SOLE 39457 0 0
WEYERHAEUSER COMPANY COM 962166104 2377 41248 SH SOLE 41248 0 0
WHIRLPOOL CORPORATION COM 963320106 915 14007 SH SOLE 14007 0 0
WHITE MOUNTAINS INSURANCE COM 964126106 275 2027 SH SOLE 2027 0 0
WHITMAN CORP COM 96647R107 837 58729 SH SOLE 58729 0 0
WHITNEY HOLDING CORPORATION COM 966612103 268 7800 SH SOLE 7800 0 0
WHOLE FOODS MKT INC COM 966837106 245 7503 SH SOLE 7503 0 0
WICOR INC COM 929253102 499 17155 SH SOLE 17155 0 0
WILLAMETTE INDUSTRIES COM 969133107 535 12406 SH SOLE 12406 0 0
WILLIAMS COMPANIES COM 969457100 3748 99612 SH SOLE 99612 0 0
WILLIAMS-SONOMA INC COM 969904101 1098 22600 SH SOLE 22600 0 0
WILMINGTON TRUST CORP COM 971807102 1109 22835 SH SOLE 22835 0 0
WINN-DIXIE STORES INC COM 974280109 687 23126 SH SOLE 23126 0 0
WISCONSIN CENTRAL TRANSPORTAT COM 976592105 480 35068 SH SOLE 35068 0 0
WISCONSIN ENERGY CORP FORMERL COM 976657106 1101 46979 SH SOLE 46979 0 0
WOLVERINE WORLD WIDE COM 978097103 178 15613 SH SOLE 15613 0 0
WORLD ACCESS INC COM 98141A101 144 12900 SH SOLE 12900 0 0
WORLD COLOR PRESS INC-DEL COM 981443104 608 16335 SH SOLE 16335 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 769 45247 SH SOLE 45247 0 0
WRIGLEY WM JR COMPANY COM 982526105 1125 16347 SH SOLE 16347 0 0
WYMAN-GORDON COMPANY COM 983085101 189 10122 SH SOLE 10122 0 0
WYNDHAM INTERNATIONAL INC COM 983101106 124 47200 SH SOLE 47200 0 0
XEROX CORPORATION COM 984121103 4939 117774 SH SOLE 117774 0 0
XILINX INC COM 983919101 4682 71445 SH SOLE 71445 0 0
XIRCOM INC COM 983922105 269 6300 SH SOLE 6300 0 0
XOMED SUGICAL PRODUCTS INC COM 98412V107 369 6470 SH SOLE 6470 0 0
YAHOO INC. COM 984332106 924 5149 SH SOLE 5149 0 0
YORK INTERNATIONAL CORP COM 986670107 607 16896 SH SOLE 16896 0 0
ZEBRA TECHNOLOGY INC CL A COM 989207105 332 7300 SH SOLE 7300 0 0
ZIONS BANCORP FORMERLY ZIONS COM 989701107 1697 30776 SH SOLE 30776 0 0
</TABLE>
