UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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
August 6, 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: 1349
Form 13F Information Table Value Total: 2771293
List of Other Included Managers:
No. 13F File Number Name
**NONE**
<PAGE>
<TABLE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
3 COM CORP COM 885535104 2273 85183 SH SOLE 85183 0 0
7-ELEVEN INC COM 817826100 71 32100 SH SOLE 32100 0 0
A G EDWARDS INCORPORATED COM 281760108 1435 44488 SH SOLE 44488 0 0
A H BELO & CO SER A COM 080555105 1048 53228 SH SOLE 53228 0 0
A SCHULMAN INCORPORATED COM 808194104 391 22778 SH SOLE 22778 0 0
A T & T CORP COM 001957109 33682 603492 SH SOLE 603492 0 0
AAMES FINANCIAL CORP COM 00253A101 23 17833 SH SOLE 17833 0 0
ABACUS DIRECT CORP COM 002553105 210 2300 SH SOLE 2300 0 0
ABBOTT LABORATORIES COM 002824100 12650 278785 SH SOLE 278785 0 0
ABERCROMBIE & FITCH CO CL A COM 002896207 2341 48778 SH SOLE 48778 0 0
ABM INDUSTRIES INC COM 000957100 364 11848 SH SOLE 11848 0 0
ABOVENET COMMUNICATIONS COM 003743101 432 10706 SH SOLE 10706 0 0
AC NIELSON COM 004833109 934 30871 SH SOLE 30871 0 0
ACUSON CORPORATION COM 005113105 319 18534 SH SOLE 18534 0 0
ADAPTEC INC COM 00651F108 304 8596 SH SOLE 8596 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 3824 83923 SH SOLE 83923 0 0
ADOBE SYSTEMS INC COM 00724F101 1488 18115 SH SOLE 18115 0 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 315 20136 SH SOLE 20136 0 0
ADVANCED MICRO DEVICES INC COM 007903107 466 25774 SH SOLE 25774 0 0
ADVO, INC. COM 007585102 238 11482 SH SOLE 11482 0 0
AES CORP COM 00130H105 1873 32225 SH SOLE 32225 0 0
AETNA LIFE & CASUALTY CO COM 008117103 2133 23844 SH SOLE 23844 0 0
AFFILIATED COMPUTER SVCS COM 008190100 1099 21700 SH SOLE 21700 0 0
AFFILIATED MANAGERS CORP COM 008252108 208 6877 SH SOLE 6877 0 0
AFFYMETRIX INC COM 00826T108 207 4200 SH SOLE 4200 0 0
AFLAC INC COM 001055102 2131 44503 SH SOLE 44503 0 0
AGCO CORP COM 001084102 548 48442 SH SOLE 48442 0 0
AGL RESOURCES INC COM 001204106 642 34832 SH SOLE 34832 0 0
AGRIBIOTECH INC COM 008494106 68 11250 SH SOLE 11250 0 0
AIR EXPRESS INTERNATIONAL COR COM 009104100 221 8700 SH SOLE 8700 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 1893 47043 SH SOLE 47043 0 0
AIRBORNE FGHT CORP COM 009266107 991 35778 SH SOLE 35778 0 0
AIRGAS INC COM 009363102 623 50832 SH SOLE 50832 0 0
AIRTRAN HOLDINGS INC COM 00949P108 78 13550 SH SOLE 13550 0 0
AK STEEL HOLDING CORP COM 001547108 822 36546 SH SOLE 36546 0 0
ALASKA AIR GROUP INCORPORATED COM 011659109 1041 24939 SH SOLE 24939 0 0
ALBANY INTL CORP CL A COM 012348108 490 23312 SH SOLE 23312 0 0
ALBEMARLE CORP COM 012653101 678 29325 SH SOLE 29325 0 0
ALBERTSON INCORPORATED COM 013104104 4489 87056 SH SOLE 87056 0 0
ALCAN ALUMINUM LIMITED COM 013716105 1005 31463 SH SOLE 31463 0 0
ALCOA INC COM 013817101 4179 67547 SH SOLE 67547 0 0
ALEXANDER & BALDWIN INC COM 014482103 708 31818 SH SOLE 31818 0 0
ALFA CORP COM 015385107 225 11244 SH SOLE 11244 0 0
ALIANT COMMUNICATIONS INC COM 016090102 563 12200 SH SOLE 12200 0 0
ALLEGHANY CORP NEW COM 017175100 436 2359 SH SOLE 2359 0 0
ALLEGHENY ENERGY INC COM 017361106 1817 56658 SH SOLE 56658 0 0
ALLEGHENY TELEDYNE INC COM 017415100 656 29001 SH SOLE 29001 0 0
ALLERGAN INC COM 018490102 1597 14389 SH SOLE 14389 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 108 10839 SH SOLE 10839 0 0
ALLIANT ENERGY CORP COM 018802108 1083 38158 SH SOLE 38158 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 541 6256 SH SOLE 6256 0 0
ALLIED CAPITAL CORP COM 01903Q108 447 18644 SH SOLE 18644 0 0
ALLIED WASTE INDUSTRIES COM 019589308 1703 86214 SH SOLE 86214 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
ALLIEDSIGNAL INC COM 019512102 6184 98164 SH SOLE 98164 0 0
ALLMERICA FINANCIAL CORP. COM 019754100 1630 26800 SH SOLE 26800 0 0
ALLSTATE CORP COM 020002101 5278 147126 SH SOLE 147126 0 0
ALLTEL CORPORATION COM 020039103 3344 46769 SH SOLE 46769 0 0
ALPHARMA INC - CL A COM 020813101 229 6453 SH SOLE 6453 0 0
ALTERA CORP COM 021441100 4717 128138 SH SOLE 128138 0 0
ALZA CORPORATION COM 022615108 966 18986 SH SOLE 18986 0 0
AMAZON COMM INC COM 023135106 1520 12150 SH SOLE 12150 0 0
AMBAC INC COM 023139108 1931 33796 SH SOLE 33796 0 0
AMERADA HESS CORPORATION COM 023551104 527 8852 SH SOLE 8852 0 0
AMEREN CORP COM 023608102 644 16780 SH SOLE 16780 0 0
AMERICA ONLINE INC COM 02364J104 21914 199219 SH SOLE 199219 0 0
AMERICAN ELECTRIC POWER CO COM 025537101 1592 42375 SH SOLE 42375 0 0
AMERICAN EXPRESS CO COM 025816109 11124 85484 SH SOLE 85484 0 0
AMERICAN FINANCIAL GROUP COM 025932104 1272 37350 SH SOLE 37350 0 0
AMERICAN GENERAL CORPORATION COM 026351106 3147 41746 SH SOLE 41746 0 0
AMERICAN GREETINGS CORP COM 026375105 506 16786 SH SOLE 16786 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 13744 239547 SH SOLE 239547 0 0
AMERICAN INTL GROUP INC COM 026874107 26461 225682 SH SOLE 225682 0 0
AMERICAN MANAGEMENT SYSTEMS COM 027352103 369 11500 SH SOLE 11500 0 0
AMERICAN POWER CONVERSION COR COM 029066107 2339 116225 SH SOLE 116225 0 0
AMERICAN STANDARD COS INC COM 029712106 1594 33205 SH SOLE 33205 0 0
AMERICAN WATER WORKS CO INC COM 030411102 1393 45291 SH SOLE 45291 0 0
AMERICREDIT CORP COM 03060R101 299 18715 SH SOLE 18715 0 0
AMERISOURCE HEALTH CORP COM 03071P102 261 10223 SH SOLE 10223 0 0
AMERITECH CORPORATION COM 030954101 15579 211958 SH SOLE 211958 0 0
AMES DEPARTMENT STORE COM 030789507 297 6500 SH SOLE 6500 0 0
AMETEK AEROSPACE PRODUCTS COM 031100100 525 22819 SH SOLE 22819 0 0
AMF BOWLING INC COM 03113V109 143 16893 SH SOLE 16893 0 0
AMGEN INC COM 031162100 7548 123987 SH SOLE 123987 0 0
AMKOR TECHNOLOGIES INC COM 031652100 232 22664 SH SOLE 22664 0 0
AMPEX CORP COM 032092108 65 12574 SH SOLE 12574 0 0
AMR CORP COM 001765106 1613 23639 SH SOLE 23639 0 0
AMRESCO INC COM 031909104 89 13824 SH SOLE 13824 0 0
AMSOUTH BANCORPORATION COM 032165102 527 22726 SH SOLE 22726 0 0
ANADARKO PETROLEUM CORP COM 032511107 751 20403 SH SOLE 20403 0 0
ANALOG DEVICES INCORPORATED COM 032654105 4250 84680 SH SOLE 84680 0 0
ANCHOR COMMUNICATIONS INC COM 03332K108 221 6818 SH SOLE 6818 0 0
ANDREW CORPORATION COM 034425108 1022 53981 SH SOLE 53981 0 0
ANHEUSER BUSCH INCORPORATED COM 035229103 5495 77469 SH SOLE 77469 0 0
ANN TAYLOR STORES CORP. COM 036115103 314 6979 SH SOLE 6979 0 0
ANTEC CORP COM 03664P105 218 6800 SH SOLE 6800 0 0
AON CORP COM 037389103 2163 52429 SH SOLE 52429 0 0
APACHE CORPORATION COM 037411105 895 22942 SH SOLE 22942 0 0
APOLLO GROUP INC COM 037604105 1242 46767 SH SOLE 46767 0 0
APPLE COMPUTER INC COM 037833100 2361 50981 SH SOLE 50981 0 0
APPLEBEES COM 037899101 217 7200 SH SOLE 7200 0 0
APPLIED MATERIALS INC COM 038222105 6756 91446 SH SOLE 91446 0 0
APPLIED POWER CL A COM 038225108 274 10015 SH SOLE 10015 0 0
APRIA HEALTHCARE GROUP COM 037933108 713 41941 SH SOLE 41941 0 0
APTAR GROUP INC COM 038336103 271 9018 SH SOLE 9018 0 0
AQUARIAN CORP. COM 03838W101 412 11779 SH SOLE 11779 0 0
ARCADIA FINANCIAL LTD COM 039101100 79 10221 SH SOLE 10221 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
ARCHER-DANIELS-MIDLAND CO COM 039483102 1759 113933 SH SOLE 113933 0 0
ARM FINANCIAL GROUP INC CL A COM 001944107 188 22091 SH SOLE 22091 0 0
ARMCO INCORPORATED COM 042170100 74 11234 SH SOLE 11234 0 0
ARMSTRONG WORLD INDUSTRIES IN COM 042476101 872 15080 SH SOLE 15080 0 0
ARNOLD INDS COM 042595108 219 14206 SH SOLE 14206 0 0
ARROW ELECTRONICS INCORPORATE COM 042735100 763 40158 SH SOLE 40158 0 0
ARTHUR J. GALLAGHER & COMPANY COM 363576109 301 6076 SH SOLE 6076 0 0
ARVIN INDUSTRIES INCORPORATED COM 043339100 742 19600 SH SOLE 19600 0 0
ASARCO INCORPORATED COM 043413103 240 12758 SH SOLE 12758 0 0
ASHLAND INC COM 044204105 576 14366 SH SOLE 14366 0 0
ASPECT TELECOMMUNICATIONS INC COM 045237104 140 14350 SH SOLE 14350 0 0
ASSOCIATED-BANC CORP COM 045487105 1255 30246 SH SOLE 30246 0 0
ASSOCIATES FIRST CAPITAL CORP COM 046008108 6103 138319 SH SOLE 138319 0 0
ASTORIA FINANCIAL CORPORATION COM 046265104 1152 26222 SH SOLE 26222 0 0
AT HOME CORP SER A COM 045919107 1732 32116 SH SOLE 32116 0 0
ATLANTIC RICHFIELD COMPANY COM 048825103 5440 65106 SH SOLE 65106 0 0
ATMEL CORP COM 049513104 1495 57089 SH SOLE 57089 0 0
AURA SYSTEMS INC COM 051526101 10 44550 SH SOLE 44550 0 0
AURORA FOODS INC/DE COM 05164B106 201 11458 SH SOLE 11458 0 0
AUTODESK INCORPORATED COM 052769106 535 18096 SH SOLE 18096 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 4825 109661 SH SOLE 109661 0 0
AUTOZONE INC COM 053332102 738 24502 SH SOLE 24502 0 0
AVERY DENNISON CORP COM 053611109 1097 18177 SH SOLE 18177 0 0
AVNET INCORPORATED COM 053807103 559 12017 SH SOLE 12017 0 0
AVON PRODUCTS INCORPORATED COM 054303102 2607 46966 SH SOLE 46966 0 0
AWARE INC COM 05453N100 390 8453 SH SOLE 8453 0 0
AZTAR CORP COM 054802103 106 11576 SH SOLE 11576 0 0
B F GOODRICH COMPANY COM 382388106 543 12780 SH SOLE 12780 0 0
BAKER HUGHES INC COM 057224107 2161 64497 SH SOLE 64497 0 0
BALL CORPORATION COM 058498106 1365 32311 SH SOLE 32311 0 0
BALLY HEALTH & TENNIS CORP COM 05873K108 252 8894 SH SOLE 8894 0 0
BANCORP SOUTH INC COM 059692103 350 19306 SH SOLE 19306 0 0
BANCWEST CORP COM 059790105 228 6128 SH SOLE 6128 0 0
BANDAG INC COM 059815100 812 23408 SH SOLE 23408 0 0
BANK NEW YORK INC COM 064057102 4807 131012 SH SOLE 131012 0 0
BANK OF AMERICA CORP COM 060505104 23857 325413 SH SOLE 325413 0 0
BANK ONE CORP COM 06423A103 12706 213317 SH SOLE 213317 0 0
BANK UNITED CORP - CL A COM 065412108 323 8028 SH SOLE 8028 0 0
BANKBOSTON CORP COM 06605R106 2831 55368 SH SOLE 55368 0 0
BANKNORTH GROUP INC COM 06646L100 212 6410 SH SOLE 6410 0 0
BANTA CORPORATION COM 066821109 401 19093 SH SOLE 19093 0 0
BARNES & NOBLE, INC COM 067774109 903 32973 SH SOLE 32973 0 0
BARRETT RES CORP NEW COM 068480201 421 10968 SH SOLE 10968 0 0
BARRICKS GOLD CORP. COM 067901108 1244 64229 SH SOLE 64229 0 0
BATTLE MTN GOLD CO COM 071593107 151 61995 SH SOLE 61995 0 0
BAUSCH & LOMB INCORPORATED COM 071707103 1165 15230 SH SOLE 15230 0 0
BAXTER INTERNATIONAL INC COM 071813109 3853 63548 SH SOLE 63548 0 0
BB&T COPRORATION COM 054937107 1845 50283 SH SOLE 50283 0 0
BEAR STEARNS COS INC COM 073902108 1277 27324 SH SOLE 27324 0 0
BECKMAN COULTER INC COM 075811109 524 10777 SH SOLE 10777 0 0
BECTON DICKINSON & COMPANY COM 075887109 1145 38160 SH SOLE 38160 0 0
BED BATH & BEYOND INC COM 075896100 3414 88677 SH SOLE 88677 0 0
BELL ATLANTIC COM 077853109 18835 288103 SH SOLE 288103 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
BELLSOUTH CORP COM 079860102 16300 353398 SH SOLE 353398 0 0
BEMIS COMPANY INCORPORATED COM 081437105 264 6644 SH SOLE 6644 0 0
BERGEN BRUNSWIG CORP CLASS A COM 083739102 1108 64207 SH SOLE 64207 0 0
BERKSHIRE REALTY INC COM 084710102 127 10945 SH SOLE 10945 0 0
BEST BUY COMPANY INC COM 086516101 2424 35906 SH SOLE 35906 0 0
BESTFOODS COM 08658U101 1756 35467 SH SOLE 35467 0 0
BETHLEHEM STEEL CORPORATION COM 087509105 404 52578 SH SOLE 52578 0 0
BEVERLY ENTERPRISES INC COM 087851309 604 74915 SH SOLE 74915 0 0
BEYOND.COM CORP COM 08860E101 221 7714 SH SOLE 7714 0 0
BINDVIEW DEVELOPMENT CORP COM 090327107 257 10807 SH SOLE 10807 0 0
BIO-TECHNOLOGY GENERAL CORP COM 090578105 93 14300 SH SOLE 14300 0 0
BIOGEN INC MASS COM 090597105 6004 93356 SH SOLE 93356 0 0
BIOMET INCORPORATED COM 090613100 1576 39650 SH SOLE 39650 0 0
BJ SERVICES CO. COM 055482103 986 33506 SH SOLE 33506 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 1042 34670 SH SOLE 34670 0 0
BLACK & DECKER MANUFACTURING COM 091797100 1709 27066 SH SOLE 27066 0 0
BLACK BOX CORP. COM 091826107 241 4800 SH SOLE 4800 0 0
BLACK HILLS CORPORATIONS COM 092113109 369 15970 SH SOLE 15970 0 0
BLOCK H & R INC COM 093671105 768 15366 SH SOLE 15366 0 0
BLYTH INDUSTRIES INC COM 09643P108 772 22700 SH SOLE 22700 0 0
BMC SOFTWARE INC COM 055921100 3431 63530 SH SOLE 63530 0 0
BOB EVANS FARMS INCORPORATED COM 096761101 547 27536 SH SOLE 27536 0 0
BOEING CO COM 097023105 7473 169833 SH SOLE 169833 0 0
BOISE CASCADE CORPORATION COM 097383103 614 14312 SH SOLE 14312 0 0
BOMBAY INC COM 097924104 79 10520 SH SOLE 10520 0 0
BORDERS GROUP INC COM 099709107 1133 71626 SH SOLE 71626 0 0
BORG WARNER AUTOMOTIVE INC COM 099724106 556 10107 SH SOLE 10107 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3085 70215 SH SOLE 70215 0 0
BOWATER INCORPORATED COM 102183100 1082 22836 SH SOLE 22836 0 0
BOWNE & COMPANY INCORPORATED COM 103043105 147 10982 SH SOLE 10982 0 0
BOYD GAMING CORP COM 103304101 75 10738 SH SOLE 10738 0 0
BOYDS COLLECTION LTD COM 103354106 338 19505 SH SOLE 19505 0 0
BRADLEY REAL ESTATE INC COM 104580105 300 14473 SH SOLE 14473 0 0
BRANDYWINE REALTY TRUST COM 105368203 241 12182 SH SOLE 12182 0 0
BRIGGS & STRATTON CORPORATION COM 109043109 450 7795 SH SOLE 7795 0 0
BRIGHTPOINT INC COM 109473108 87 14374 SH SOLE 14374 0 0
BRINKER INTERNATIONAL INC COM 109641100 824 29960 SH SOLE 29960 0 0
BRISTOL MYERS SQUIBB CO. (NEW COM 110122108 25469 361584 SH SOLE 361584 0 0
BROADVISION INC COM 111412102 384 5210 SH SOLE 5210 0 0
BROWN FORMAN CORP COM 115637209 879 13483 SH SOLE 13483 0 0
BROWN SHOE CO COM 115736100 203 9312 SH SOLE 9312 0 0
BROWNING FERRIS INDS INC COM 115885105 1469 34158 SH SOLE 34158 0 0
BRUNSWICK CORP COM 117043109 598 21463 SH SOLE 21463 0 0
BUFFETS INCORPORATED COM 119882108 359 31193 SH SOLE 31193 0 0
BUILDING ONE SERVICES CORP COM 120114103 160 11552 SH SOLE 11552 0 0
BURLINGTON INDS INC COM 121693105 449 48520 SH SOLE 48520 0 0
BURLINGTON NORTHERN SANTE FE COM 12189T104 2530 81621 SH SOLE 81621 0 0
BURLINGTON RESOURCES COM 122014103 1447 33466 SH SOLE 33466 0 0
BURNHAM PAC PPTYS INC COM 12232C108 214 17345 SH SOLE 17345 0 0
BURR BROWN CORP COM 122574106 273 7450 SH SOLE 7450 0 0
C R BARD INCORPORATED COM 067383109 286 5983 SH SOLE 5983 0 0
C S X CORPORATION COM 126408103 1610 35479 SH SOLE 35479 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 338 10654 SH SOLE 10654 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
C.H. ROBINSON WORLDWIDE INC COM 12541W100 285 7750 SH SOLE 7750 0 0
CABLETRON SYS INC COM 126920107 368 28288 SH SOLE 28288 0 0
CABOT CORPORATION COM 127055101 752 31090 SH SOLE 31090 0 0
CADENCE DESIGN SYS INC COM 127387108 1484 117574 SH SOLE 117574 0 0
CALGON CARBON CORP COM 129603106 90 15087 SH SOLE 15087 0 0
CALLAWAY GOLF CO COM 131193104 907 62013 SH SOLE 62013 0 0
CAMBRIDGE TECHNOLOGY PARTNERS COM 132524109 888 50556 SH SOLE 50556 0 0
CAMDEN PROPERTY TRUST COM 133131102 289 10400 SH SOLE 10400 0 0
CAMPBELL SOUP COMPANY COM 134429109 3621 78071 SH SOLE 78071 0 0
CANANDAIGUA BRANDS INC CL A COM 137219200 231 4400 SH SOLE 4400 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 2216 39799 SH SOLE 39799 0 0
CAPITAL RE CORPORATION COM 140432105 186 11584 SH SOLE 11584 0 0
CAPITOL FEDERAL FINANCIAL COM 14057C106 271 25938 SH SOLE 25938 0 0
CAPROCK COMMUNICATIONS COM 140667106 498 12306 SH SOLE 12306 0 0
CARDINAL HEALTH INC COM 14149Y108 3244 50593 SH SOLE 50593 0 0
CARLISLE CORPORATION COM 142339100 697 14475 SH SOLE 14475 0 0
CARNIVAL CORP. COM 143658102 5703 117579 SH SOLE 117579 0 0
CAROLINA PWR & LT CO COM 144141108 1298 30309 SH SOLE 30309 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 503 17610 SH SOLE 17610 0 0
CARRIER ACCESS CORP COM 144460102 234 5351 SH SOLE 5351 0 0
CARTER-WALLACE CORPORATION COM 146285101 449 24696 SH SOLE 24696 0 0
CASE CORP. COM 14743R103 769 15984 SH SOLE 15984 0 0
CASEYS GENERAL STORES INC COM 147528103 206 13700 SH SOLE 13700 0 0
CATALYTICA INC COM 148885106 147 10535 SH SOLE 10535 0 0
CATERPILLAR INC COM 149123101 3779 62991 SH SOLE 62991 0 0
CBRL GROUP COM 12489V106 908 52451 SH SOLE 52451 0 0
CBS CORP COM 12490K107 4886 112168 SH SOLE 112168 0 0
CCBF FINANCIAL CORP COM 124875105 1042 19709 SH SOLE 19709 0 0
CDI CORPORATION COM 125071100 416 12200 SH SOLE 12200 0 0
CELLNET DATA SYSTEM INC COM 15115M101 90 10000 SH SOLE 10000 0 0
CENDANT CORPORATION COM 151313103 2960 144391 SH SOLE 144391 0 0
CENTERPOINT PROPERTIES CORP COM 151895109 245 6697 SH SOLE 6697 0 0
CENTEX CORPORATION COM 152312104 366 9733 SH SOLE 9733 0 0
CENTOCOR INC COM 152342101 1925 41290 SH SOLE 41290 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 1326 56725 SH SOLE 56725 0 0
CENTRAL HUDSON GAS & ELECTRIC COM 153609102 290 6900 SH SOLE 6900 0 0
CENTREX CONSTRUCTION PRODUCTS COM 15231R109 201 5900 SH SOLE 5900 0 0
CENTURY BUSINESS SERVICES COM 156490104 225 15500 SH SOLE 15500 0 0
CENTURYTEL INC COM 156700106 805 20243 SH SOLE 20243 0 0
CERIDIAN CORP COM 15677T106 841 25736 SH SOLE 25736 0 0
CHAMPION INTERNATIONAL CORP COM 158525105 1060 22150 SH SOLE 22150 0 0
CHANCELLOR MEDIA CORP COM 158915108 1047 19000 SH SOLE 19000 0 0
CHARLES SCHWAB CORP NEW COM 808513105 8137 74655 SH SOLE 74655 0 0
CHARMING SHOPPES INCORPORATED COM 161133103 72 11735 SH SOLE 11735 0 0
CHARTER ONE FINANCIAL COM 160903100 2138 76866 SH SOLE 76866 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 13593 157145 SH SOLE 157145 0 0
CHESAPEAKE ENERGY CORP COM 165167107 37 12495 SH SOLE 12495 0 0
CHEVRON CORPORATION COM 166751107 11527 121255 SH SOLE 121255 0 0
CHICAGO TITLE CORP COM 168228104 496 13900 SH SOLE 13900 0 0
CHIRON CORPORATION COM 170040109 2390 115181 SH SOLE 115181 0 0
CHOICE HOTELS INTERNATIONAL COM 169905106 304 15381 SH SOLE 15381 0 0
CHOICEPOINT COM 170388102 326 4851 SH SOLE 4851 0 0
CHRIS CRAFT INDS INC COM 170520100 443 9402 SH SOLE 9402 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
CHS ELECTRONICS INC COM 12542A206 50 11522 SH SOLE 11522 0 0
CHUBB CORP COM 171232101 1782 25635 SH SOLE 25635 0 0
CHURCH & DWIGHT INC COM 171340102 891 20489 SH SOLE 20489 0 0
CIBER INC COM 17163B102 359 18775 SH SOLE 18775 0 0
CIGNA CORPORATION COM 125509109 3171 35628 SH SOLE 35628 0 0
CILCORP INCORPORATED COM 171794100 233 3720 SH SOLE 3720 0 0
CINCINNATI BELL INC COM 171870108 1491 59789 SH SOLE 59789 0 0
CINCINNATI FINANCIAL CORP COM 172062101 1094 29125 SH SOLE 29125 0 0
CINERGY CORP COM 172474108 530 16570 SH SOLE 16570 0 0
CINTAS CORPORATION COM 172908105 4678 69633 SH SOLE 69633 0 0
CIRCUIT CITY STORES- COM 172737108 1744 18756 SH SOLE 18756 0 0
CIRRUS LOGIC INC COM 172755100 405 45591 SH SOLE 45591 0 0
CISCO SYS INC COM 17275R102 46433 720585 SH SOLE 720585 0 0
CITADEL COMMUNICATIONS CORP COM 172853202 264 7291 SH SOLE 7291 0 0
CITIGROUP INC COM 172967101 28858 607532 SH SOLE 607532 0 0
CITRIX SYSTEMS INC. COM 177376100 3060 54156 SH SOLE 54156 0 0
CITY NATIONAL CORP. COM 178566105 641 17134 SH SOLE 17134 0 0
CKE RESTAURANTS INC COM 12561E105 304 18695 SH SOLE 18695 0 0
CLAIRES STORES INC COM 179584107 548 21300 SH SOLE 21300 0 0
CLARCOR INC COM 179895107 242 12607 SH SOLE 12607 0 0
CLARIFY INC COM 180492100 252 6100 SH SOLE 6100 0 0
CLAYTON HOME COM 184190106 727 63562 SH SOLE 63562 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4101 59493 SH SOLE 59493 0 0
CLECO CORPORATION COM 12561M107 512 16840 SH SOLE 16840 0 0
CLEVELAND-CLIFFS INC COM 185896107 392 12100 SH SOLE 12100 0 0
CLOROX COM 189054109 2288 21423 SH SOLE 21423 0 0
CMGI INC COM 125750109 1339 11735 SH SOLE 11735 0 0
CMP GROUP INC COM 125887109 584 22312 SH SOLE 22312 0 0
CMS ENERGY CORP COM 125896100 500 11932 SH SOLE 11932 0 0
CNET INC COM 125945105 543 9430 SH SOLE 9430 0 0
CNF TRANSPORTATION COM 12612W104 897 23287 SH SOLE 23287 0 0
COACH USA INC COM 18975L106 223 5310 SH SOLE 5310 0 0
COASTAL CORPORATION COM 190441105 1217 30233 SH SOLE 30233 0 0
COCA COLA CO COM 191216100 27647 445923 SH SOLE 445923 0 0
COCA COLA ENTERPRISES INC. COM 191219104 1882 63258 SH SOLE 63258 0 0
COGNEX CORP COM 192422103 284 9000 SH SOLE 9000 0 0
COLEMAN INC NEW COM 193559101 127 13554 SH SOLE 13554 0 0
COLGATE PALMOLIVE CO COM 194162103 5219 52985 SH SOLE 52985 0 0
COLLINS & AIKMAN CORP COM 194830105 121 15859 SH SOLE 15859 0 0
COLTEC INDS INC COM 196879100 462 21281 SH SOLE 21281 0 0
COLUMBIA ENERGY GROUP COM 197648108 760 12119 SH SOLE 12119 0 0
COLUMBIA LABS INC COM 197779101 90 10541 SH SOLE 10541 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2359 103395 SH SOLE 103395 0 0
COMAIR HLDGS INC COM 199789108 1147 55110 SH SOLE 55110 0 0
COMCAST CORP COM 200300200 6947 180731 SH SOLE 180731 0 0
COMDISCO INC COM 200336105 1605 62622 SH SOLE 62622 0 0
COMERICA INC COM 200340107 1646 27696 SH SOLE 27696 0 0
COMFORT SYSTEMS USA INC COM 199908104 194 10751 SH SOLE 10751 0 0
COMMERCE BANCORP INC COM 200519106 225 5264 SH SOLE 5264 0 0
COMMERCE GROUP INC (MASS) COM 200641108 221 9067 SH SOLE 9067 0 0
COMMONWEALTH ENERGY SYSTEM SB COM 202800108 346 8243 SH SOLE 8243 0 0
COMMSCOPE COM 203372107 510 16570 SH SOLE 16570 0 0
COMMUNITY FIRST BANKSHARES IN COM 203902101 331 13850 SH SOLE 13850 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
COMPAQ COMPUTER CORP COM 204493100 7145 301646 SH SOLE 301646 0 0
COMPUCOM SYSTEMS INC COM 204780100 55 13225 SH SOLE 13225 0 0
COMPUSA INC COM 204932107 558 74996 SH SOLE 74996 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 5546 101288 SH SOLE 101288 0 0
COMPUTER SCIENCES CORPORATION COM 205363104 2195 31730 SH SOLE 31730 0 0
COMPUWARE CORP COM 205638109 2906 91335 SH SOLE 91335 0 0
COMSTAT CORPORATION COM 20564D107 1003 30866 SH SOLE 30866 0 0
COMVERSE TECH (NEW) COM 205862402 3097 41026 SH SOLE 41026 0 0
CONAGRA INC COM 205887102 2365 88843 SH SOLE 88843 0 0
CONCERTRIC NETWORK CORP COM 20589R107 441 11100 SH SOLE 11100 0 0
CONCONTRA MANAGED CARE COM 20589T103 502 33864 SH SOLE 33864 0 0
CONCORD EFS, INC. COM 206197105 3353 79255 SH SOLE 79255 0 0
CONCURRENT COMPUTER CORP-NEW COM 206710204 111 17589 SH SOLE 17589 0 0
CONECTIV INC COM 206829103 1092 44700 SH SOLE 44700 0 0
CONSECO INCORPORATED COM 208464107 1620 53214 SH SOLE 53214 0 0
CONSOL ENERGY INC COM 20854P109 155 12916 SH SOLE 12916 0 0
CONSOLIDATED EDISON INC COM 209115104 1836 40573 SH SOLE 40573 0 0
CONSOLIDATED NAT GAS CO COM 209615103 1401 23069 SH SOLE 23069 0 0
CONSOLIDATED PAPERS INC COM 209759109 1068 39917 SH SOLE 39917 0 0
CONSOLIDATED STORES CORP COM 210149100 357 13234 SH SOLE 13234 0 0
CONVERGYS COPR COM 212485106 1388 71629 SH SOLE 71629 0 0
COOPER INDS INC COM 216669101 775 14899 SH SOLE 14899 0 0
COOPER TIRE & RUBR CO COM 216831107 256 10846 SH SOLE 10846 0 0
COORS (ADOLPH)COMPANY CL B COM 217016104 236 4777 SH SOLE 4777 0 0
CORDANT TECHNOLOGIES INC COM 218412104 769 17022 SH SOLE 17022 0 0
CORN PRODUCTS INTERNATIONAL COM 219023108 309 10166 SH SOLE 10166 0 0
CORNERSTONE REALTY INCOME COM 21922V102 125 11613 SH SOLE 11613 0 0
CORNING INC COM 219350105 3364 47968 SH SOLE 47968 0 0
CORPORATE EXPRESS INC COM 219888104 193 27565 SH SOLE 27565 0 0
COSTCO COMPANIES, INC COM 22160Q102 4405 55018 SH SOLE 55018 0 0
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 976 22833 SH SOLE 22833 0 0
COUSINS PROPERTIES INC COM 222795106 298 8801 SH SOLE 8801 0 0
COVANCE INC COM 222816100 1275 53247 SH SOLE 53247 0 0
COVENTRY CORP COM 222862104 178 16300 SH SOLE 16300 0 0
CREDENCE SYSTEMS CORPORATION COM 225302108 213 5750 SH SOLE 5750 0 0
CREE RESEARCH INC COM 225447101 564 7334 SH SOLE 7334 0 0
CROMPTON & KNOWLES CORP COM 227111101 1112 56324 SH SOLE 56324 0 0
CROSS TIMBERS OIL CO COM 227573102 222 14936 SH SOLE 14936 0 0
CROWN CORK & SEAL COMPANY INC COM 228255105 553 19391 SH SOLE 19391 0 0
CTG RESOURCES COM 125957100 591 16251 SH SOLE 16251 0 0
CTS CORP COM 126501105 373 5325 SH SOLE 5325 0 0
CUMMINS ENGINE INC COM 231021106 640 11197 SH SOLE 11197 0 0
CUSTOMTRACKS CORP COM 232046102 251 4487 SH SOLE 4487 0 0
CVS CORPORATION COM 126650100 2919 57517 SH SOLE 57517 0 0
CYMER INC COM 232572107 200 8000 SH SOLE 8000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1649 96271 SH SOLE 96271 0 0
CYPRUS AMAX MINERALS CO COM 232809103 710 46561 SH SOLE 46561 0 0
CYTEC INDUSTRIES INC COM 232820100 1002 31814 SH SOLE 31814 0 0
D.R. HORTON INC COM 23331A109 200 12017 SH SOLE 12017 0 0
DAL-TILE INTERNATIONAL INC COM 23426R108 172 15081 SH SOLE 15081 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 565 11126 SH SOLE 11126 0 0
DAN RAUSCHER CORP COM 233856103 336 6214 SH SOLE 6214 0 0
DANA CORPORATION COM 235811106 1615 35056 SH SOLE 35056 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
DANAHER CORPORATION COM 235851102 1319 22686 SH SOLE 22686 0 0
DARDEN RESTAURANTS INC WI COM 237194105 532 24393 SH SOLE 24393 0 0
DATA BROADCASTING CORP COM 237596101 108 10212 SH SOLE 10212 0 0
DATA GENERAL CORPORATION COM 237688106 518 35574 SH SOLE 35574 0 0
DAYTON HUDSON CORP COM 239753106 5386 82863 SH SOLE 82863 0 0
DEAN FOODS COMPANY COM 242361103 1017 24464 SH SOLE 24464 0 0
DEERE & COMPANY COM 244199105 2268 57873 SH SOLE 57873 0 0
DEL MONTE FOODS CO COM 24522P103 286 17085 SH SOLE 17085 0 0
DELCO REMY INTL COM 246626105 182 16572 SH SOLE 16572 0 0
DELL COMPUTER COM 247025109 21154 571720 SH SOLE 571720 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1940 104841 SH SOLE 104841 0 0
DELTA & PINE LAND CO COM 247357106 532 16897 SH SOLE 16897 0 0
DELTA AIR LINES INC DEL COM 247361108 1530 26558 SH SOLE 26558 0 0
DELUXE CORP COM 248019101 459 11830 SH SOLE 11830 0 0
DENTSPLY INTL INC COM 249030107 719 24892 SH SOLE 24892 0 0
DETROIT DIESEL CORPORATION COM 250837101 216 8758 SH SOLE 8758 0 0
DEVELOPERS DIVERSIFIED COM 251591103 192 11380 SH SOLE 11380 0 0
DEXTER CORPORATION COM 252165105 867 21243 SH SOLE 21243 0 0
DIAL CORP COM 25247D101 2261 60788 SH SOLE 60788 0 0
DIEBOLD INCORPORATED COM 253651103 857 29818 SH SOLE 29818 0 0
DIGITAL MICROWAVE CORP COM 253859102 220 17250 SH SOLE 17250 0 0
DII GROUP INC COM 232949107 285 7650 SH SOLE 7650 0 0
DILLARDS INC - CLASS A COM 254067101 1206 34346 SH SOLE 34346 0 0
DIME BANCORP INC COM 25429Q102 1057 52500 SH SOLE 52500 0 0
DIMON INC COM 254394109 71 13690 SH SOLE 13690 0 0
DISNEY WALT CO COM 254687106 10867 352674 SH SOLE 352674 0 0
DOLE FOOD COMPANY, INC. COM 256605106 692 23551 SH SOLE 23551 0 0
DOLLAR GENERAL CORPORATION COM 256669102 1210 41726 SH SOLE 41726 0 0
DOLLAR TREE STORES INC COM 256747106 1466 33324 SH SOLE 33324 0 0
DOMINION RESOURCES COM 257470104 1625 37522 SH SOLE 37522 0 0
DONALDSON COMPANY COM 257651109 935 38156 SH SOLE 38156 0 0
DOVER CORP COM 260003108 1313 37509 SH SOLE 37509 0 0
DOW CHEM CO COM 260543103 5756 45367 SH SOLE 45367 0 0
DOW JONES & CO INC COM 260561105 974 18354 SH SOLE 18354 0 0
DOWNEY FINANCIAL CORP COM 261018105 244 11117 SH SOLE 11117 0 0
DPL INCORPORATED (HOLDING CO) COM 233293109 1538 83150 SH SOLE 83150 0 0
DREYERS GRAND ICE CREAM INC COM 261878102 219 14455 SH SOLE 14455 0 0
DSP COMMUNICATIONS COM 23332K106 346 11969 SH SOLE 11969 0 0
DTE ENERGY CO. COM 233331107 876 21504 SH SOLE 21504 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 13880 203184 SH SOLE 203184 0 0
DUKE ENERGY CORP COM 264399106 3306 60737 SH SOLE 60737 0 0
DUN & BRADSTREET COM 26483B106 1076 30365 SH SOLE 30365 0 0
DURA PHARMACEUTICALS INC COM 26632S109 128 10750 SH SOLE 10750 0 0
DYCOM INDUSTRIES INC COM 267475101 391 6989 SH SOLE 6989 0 0
E G & G INCORPORATED COM 268457108 1025 28765 SH SOLE 28765 0 0
E M C CORP MASS COM 268648102 10497 190853 SH SOLE 190853 0 0
E TRADE GROUP INC COM 269246104 4238 106113 SH SOLE 106113 0 0
E-SPIRO COMMUNICATION COM 269153102 143 13500 SH SOLE 13500 0 0
EASTERN ENTERPRISES COM 27637F100 681 17126 SH SOLE 17126 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 739 14282 SH SOLE 14282 0 0
EASTMAN KODAK COMPANY COM 277461109 3928 57978 SH SOLE 57978 0 0
EATON CORPORATION COM 278058102 1303 14166 SH SOLE 14166 0 0
EATON VANCE CORP COM 278265103 288 8373 SH SOLE 8373 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
ECLIPSYS CORP COM 278856109 218 9098 SH SOLE 9098 0 0
ECOLAB INC COM 278865100 964 22090 SH SOLE 22090 0 0
EDISON INTERNATIONAL COM 281020107 1364 50999 SH SOLE 50999 0 0
EEX CORP COM 26842V207 83 11941 SH SOLE 11941 0 0
EGGHEAD SOFTWARE COM 282330109 113 10092 SH SOLE 10092 0 0
EL PASO ELECTRIC CO. COM 283677854 160 17853 SH SOLE 17853 0 0
EL PASO ENERGY CORP COM 283905107 2122 60295 SH SOLE 60295 0 0
ELCOR CORPORATION COM 284443108 239 5482 SH SOLE 5482 0 0
ELECTRONIC ARTS COM 285512109 1991 36706 SH SOLE 36706 0 0
ELECTRONIC DATA SYSTEMS CORP. COM 285661104 4561 80556 SH SOLE 80556 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 256 4977 SH SOLE 4977 0 0
ELI LILLY & COMPANY COM 532457108 14592 203734 SH SOLE 203734 0 0
EMERSON ELECTRIC CO COM 291011104 4652 73917 SH SOLE 73917 0 0
EMMIS COMMUNICATIONS CORP COM 291525103 216 4384 SH SOLE 4384 0 0
EMPIRE DISTRICT ELECTRIC CO COM 291641108 297 11408 SH SOLE 11408 0 0
EMULEX CORP (NEW) COM 292475209 239 2146 SH SOLE 2146 0 0
ENERGY EAST CORPORATION COM 29266M109 1633 62820 SH SOLE 62820 0 0
ENESCO GROUP INC COM 292973104 230 9950 SH SOLE 9950 0 0
ENGLEHARD CORPORATION COM 292845104 566 25018 SH SOLE 25018 0 0
ENRON CORP COM 293561106 5626 68815 SH SOLE 68815 0 0
ENSCO INTERNATIONAL INC COM 26874Q100 1266 63521 SH SOLE 63521 0 0
ENTERCOM COMMUNICATIONS CORP COM 293639100 454 10620 SH SOLE 10620 0 0
ENTERGY CORP (NEW) COM 29364G103 1131 36199 SH SOLE 36199 0 0
ENTRUST TECHNOLOGIES INC COM 293848107 329 9896 SH SOLE 9896 0 0
ENZO BIOCHEM INCORPORATED COM 294100102 135 13323 SH SOLE 13323 0 0
ENZON INCORPORATED COM 293904108 253 12227 SH SOLE 12227 0 0
EQUIFAX INCORPORATED COM 294429105 1026 28744 SH SOLE 28744 0 0
EQUITABLE RESOURCES INC COM 294549100 449 11884 SH SOLE 11884 0 0
EQUITY INNS INC COM 294703103 117 12658 SH SOLE 12658 0 0
ERICSSON L M TEL CO ADR CL B COM 294821400 982 29800 SH SOLE 29800 0 0
ESSEX PROPERTY TRUST INC COM 297178105 285 8070 SH SOLE 8070 0 0
ETHAN ALLEN INTERIORS COM 297602104 626 16579 SH SOLE 16579 0 0
ETHYL CORPORATION COM 297659104 332 55360 SH SOLE 55360 0 0
EVEREST REINSURANCE HOLDING COM 299808105 714 21900 SH SOLE 21900 0 0
EXECUTONE INFO COM 301607107 88 20614 SH SOLE 20614 0 0
EXTENDED STAY AMERICAN INC COM 30224P101 132 11016 SH SOLE 11016 0 0
EXXON CORP COM 302290101 35010 453933 SH SOLE 453933 0 0
FAIRFIELD COMMUNICATIONS INC COM 304231301 227 14054 SH SOLE 14054 0 0
FAMILY DOLLAR STORES COM 307000109 1955 81476 SH SOLE 81476 0 0
FASTENALL COM 311900104 1103 21041 SH SOLE 21041 0 0
FDX CORP COM 31304N107 3358 61906 SH SOLE 61906 0 0
FEDERAL HOME LOAN MTG CORP COM 313400301 6689 115336 SH SOLE 115336 0 0
FEDERAL MOGUL CORPORATION COM 313549107 1047 20136 SH SOLE 20136 0 0
FEDERAL NATIONAL MORTGAGE COM 313586109 12620 184903 SH SOLE 184903 0 0
FEDERAL REALTY INVESTMENT COM 313747206 286 12470 SH SOLE 12470 0 0
FEDERAL SIGNAL CORP COM 313855108 1427 67338 SH SOLE 67338 0 0
FEDERATED DEPT. STORES INC. COM 31410H101 2092 39527 SH SOLE 39527 0 0
FERRO CORPORATION COM 315405100 705 25640 SH SOLE 25640 0 0
FIDELITY NATL FINANCIAL COM 316326107 252 12613 SH SOLE 12613 0 0
FIFTH THIRD BANCORP COM 316773100 3107 46678 SH SOLE 46678 0 0
FINET.COM INC COM 317922300 78 14037 SH SOLE 14037 0 0
FINOVA GROUP INC COM 317928109 1491 28336 SH SOLE 28336 0 0
FIRST AMERICAN FINANCIAL CORP COM 318522307 267 14928 SH SOLE 14928 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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 BANCORP COM 318672102 221 9814 SH SOLE 9814 0 0
FIRST DATA CORP COM 319963104 3504 71595 SH SOLE 71595 0 0
FIRST ENERGY CORP COM 337932107 1292 41667 SH SOLE 41667 0 0
FIRST HEALTH GROUP CORP COM 320960107 939 43560 SH SOLE 43560 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 384 14001 SH SOLE 14001 0 0
FIRST MIDWEST BANCORP (DEL) COM 320867104 272 6831 SH SOLE 6831 0 0
FIRST SEC CORP COM 336294103 2370 86980 SH SOLE 86980 0 0
FIRST TENNESSEE NATIONAL CORP COM 337162101 2382 62178 SH SOLE 62178 0 0
FIRST UNION CORPORATION COM 337358105 8033 170465 SH SOLE 170465 0 0
FIRST VIRGINIA BANKS INC COM 337477103 1087 22128 SH SOLE 22128 0 0
FIRSTAR CORP COM 33763V109 2879 102835 SH SOLE 102835 0 0
FISERVE INC COM 337738108 2395 76476 SH SOLE 76476 0 0
FISHER SCIENTIFIC INTL COM 338032204 238 10672 SH SOLE 10672 0 0
FLEET FINANCIAL GROUP, INC. COM 338915101 4644 104662 SH SOLE 104662 0 0
FLEETWOOD ENTERPRISES COM 339099103 408 15421 SH SOLE 15421 0 0
FLORIDA EAST COAST INDUSTRIES COM 340632108 808 18267 SH SOLE 18267 0 0
FLORIDA PROGRESS CORPORATION COM 341109106 349 8442 SH SOLE 8442 0 0
FLORIDA ROCK INDUSTRIES INC COM 341140101 310 6813 SH SOLE 6813 0 0
FLOWERS INDUSTRIES INC COM 343496105 1019 46991 SH SOLE 46991 0 0
FLOWSERVE CORP. COM 34354P105 459 24255 SH SOLE 24255 0 0
FLUOR CORPORATION COM 343861100 396 9785 SH SOLE 9785 0 0
FOOD LION INCORPORATED CLASS COM 344775101 143 12386 SH SOLE 12386 0 0
FOODMAKER INC COM 344839204 413 14542 SH SOLE 14542 0 0
FOOTSTAR INC COM 344912100 376 10114 SH SOLE 10114 0 0
FORD MOTOR COMPANY COM 345370100 12418 220028 SH SOLE 220028 0 0
FOREST LABORATORIES INC COM 345838106 1899 41049 SH SOLE 41049 0 0
FORT JAMES CORP COM 347471104 1535 40522 SH SOLE 40522 0 0
FORTUNE BRANDS INC COM 349631101 1795 43377 SH SOLE 43377 0 0
FOSTER WHEELER CORP COM 350244109 296 21036 SH SOLE 21036 0 0
FOUNDATION HEALTH SYSTEMS COM 350404109 872 58134 SH SOLE 58134 0 0
FPL GROUP INCORPORATED COM 302571104 2025 37067 SH SOLE 37067 0 0
FRANKLIN RESOURCES INC COM 354613101 1899 46753 SH SOLE 46753 0 0
FREEPORT MCMORAN COPPER & COM 35671D857 508 28304 SH SOLE 28304 0 0
FRONTIER CORP COM 35906P105 2104 35885 SH SOLE 35885 0 0
FRONTIER INS GRP INC NEW COM 359081106 156 10168 SH SOLE 10168 0 0
FURNITURE BRANDS INTL INC COM 360921100 1475 52911 SH SOLE 52911 0 0
GANNETT COMPANY INCORPORATED COM 364730101 3679 51550 SH SOLE 51550 0 0
GAP INCORPORATED COM 364760108 8257 163910 SH SOLE 163910 0 0
GATEWAY INC COM 367626108 1488 25202 SH SOLE 25202 0 0
GATX CORPORATION COM 361448103 828 21764 SH SOLE 21764 0 0
GAYLORD CONTAINER CORP CL A COM 368145108 125 15774 SH SOLE 15774 0 0
GENCORP INCORPORATED COM 368682100 734 29077 SH SOLE 29077 0 0
GENERAL DYNAMICS CORPORATION COM 369550108 1536 22305 SH SOLE 22305 0 0
GENERAL ELECTRIC COMPANY COM 369604103 68822 609047 SH SOLE 609047 0 0
GENERAL INSTRUMENT CORP COM 370120107 1381 32486 SH SOLE 32486 0 0
GENERAL MILLS INCORPORATED COM 370334104 2635 32782 SH SOLE 32782 0 0
GENERAL MTRS CORP COM 370442105 8098 122697 SH SOLE 122697 0 0
GENERAL NUTRITION COS INC COM 37047F103 1373 58882 SH SOLE 58882 0 0
GENIUNE PARTS COMPANY COM 372460105 741 21179 SH SOLE 21179 0 0
GENRAD INC COM 372447102 210 9847 SH SOLE 9847 0 0
GENZYME CORP COM 372917104 2336 48163 SH SOLE 48163 0 0
GEON COMPANY COM 37246W105 281 8715 SH SOLE 8715 0 0
GEORGE A HORMEL & COMPANY COM 440452100 1344 33399 SH SOLE 33399 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
GEORGIA GULF CORP COM 373200203 326 19294 SH SOLE 19294 0 0
GEORGIA PACIFIC (TIMBER) CORP COM 373298702 834 33025 SH SOLE 33025 0 0
GEORGIA PACIFIC CORPORATION COM 373298108 1877 39619 SH SOLE 39619 0 0
GILEAD SCIENCES INC COM 375558103 1217 23300 SH SOLE 23300 0 0
GILLETTE COMPANY COM 375766102 8867 216279 SH SOLE 216279 0 0
GLATFELTER COMPANY COM 377316104 519 35504 SH SOLE 35504 0 0
GLENAYRE TECHNOLOGIES, INC COM 377899109 66 18266 SH SOLE 18266 0 0
GLOBAL INDUSTRIES LTD COM 379336100 297 23205 SH SOLE 23205 0 0
GLOBAL MARINE COM 379352404 1244 80251 SH SOLE 80251 0 0
GO2NET INC COM 383486107 681 7412 SH SOLE 7412 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 1769 18046 SH SOLE 18046 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 781 13287 SH SOLE 13287 0 0
GPU INC COM 36225X100 1057 25054 SH SOLE 25054 0 0
GRANITE CONSTRUCTION INC COM 387328107 656 22386 SH SOLE 22386 0 0
GREAT ATLANTIC & PACIFIC COM 390064103 476 14091 SH SOLE 14091 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 627 13617 SH SOLE 13617 0 0
GREENPOINT FINANCIAL CORP COM 395384100 1685 51349 SH SOLE 51349 0 0
GREY WOLF INC COM 397888108 80 31925 SH SOLE 31925 0 0
GTE CORPORATION COM 362320103 13198 174809 SH SOLE 174809 0 0
GTECH HLDGS CORP COM 400518106 665 28217 SH SOLE 28217 0 0
GUIDANT CORP COM 401698105 2736 53519 SH SOLE 53519 0 0
GULFSTREAM AEROSPACE CORP COM 402734107 2245 33235 SH SOLE 33235 0 0
H.B.FULLER COMPANY COM 359694106 693 10137 SH SOLE 10137 0 0
H.J.HEINZ COMPANY COM 423074103 2244 44771 SH SOLE 44771 0 0
HA-LO INDS INC COM 404429102 151 15252 SH SOLE 15252 0 0
HALLIBURTON CO (HOLDING CO) COM 406216101 3606 79700 SH SOLE 79700 0 0
HAMBRECHT & QUIST GROUP COM 406545103 302 8195 SH SOLE 8195 0 0
HANNA M A CO COM 410522106 588 35744 SH SOLE 35744 0 0
HANNAFORD BROTHERS INC COM 410550107 943 17618 SH SOLE 17618 0 0
HANOVER DIRECT INC DE COM 410783104 49 16982 SH SOLE 16982 0 0
HARBINGER CORP COM 41145C103 137 10956 SH SOLE 10956 0 0
HARCOURT GENERAL COM 41163G101 597 11587 SH SOLE 11587 0 0
HARKEN ENERGY CORP COM 412552101 58 35638 SH SOLE 35638 0 0
HARLEY DAVIDSON INCORPORATED COM 412822108 4160 76499 SH SOLE 76499 0 0
HARNISCHFEGER INDS INC COM 413345109 30 15145 SH SOLE 15145 0 0
HARRAHS ENT. INC. COM 413619107 348 15786 SH SOLE 15786 0 0
HARRIS CORPORATION COM 413875105 710 18106 SH SOLE 18106 0 0
HARSCO CORPORATION COM 415864107 1082 33819 SH SOLE 33819 0 0
HARTE-HANKS INC COM 416196103 841 31000 SH SOLE 31000 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 2165 37126 SH SOLE 37126 0 0
HASBRO INCORPORATED COM 418056107 960 34370 SH SOLE 34370 0 0
HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 534 15038 SH SOLE 15038 0 0
HEALTH MGMT ASSOC INC COM 421933102 1280 113772 SH SOLE 113772 0 0
HEALTHCARE FINANCIAL PARTNERS COM 42219W108 371 10838 SH SOLE 10838 0 0
HEALTHCARE PROPERTIES COM 421915109 293 10137 SH SOLE 10137 0 0
HEALTHSOUTH REHABILITATION COM 421924101 1147 77117 SH SOLE 77117 0 0
HEILIG MEYERS COMPANY COM 422893107 231 33881 SH SOLE 33881 0 0
HELMERICH & PAYNE INCORPORATE COM 423452101 432 18265 SH SOLE 18265 0 0
HERCULES INCORPORATED COM 427056106 691 17586 SH SOLE 17586 0 0
HERSHEY FOODS CORP COM 427866108 1929 32485 SH SOLE 32485 0 0
HEWLETT-PACKARD INCORPORATED COM 428236103 19234 191382 SH SOLE 191382 0 0
HI/FM INC COM 428358105 202 2651 SH SOLE 2651 0 0
HIBERNIA CORP CL A COM 428656102 1181 75270 SH SOLE 75270 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
HILLENBRAND INDUSTRIES INC COM 431573104 1349 31201 SH SOLE 31201 0 0
HILTON HOTELS CORPORATION COM 432848109 583 41060 SH SOLE 41060 0 0
HISPANIC BROADCASTING CORP COM 43357B104 1867 24600 SH SOLE 24600 0 0
HNC SOFTWARE INC COM 40425P107 210 6800 SH SOLE 6800 0 0
HOME DEPOT INCORPORATED COM 437076102 17603 273185 SH SOLE 273185 0 0
HOMEBASE INC COM 43738E108 67 10537 SH SOLE 10537 0 0
HOMESTAKE MNG CO COM 437614100 448 54657 SH SOLE 54657 0 0
HOMESTEAD VILLAGE RTS COM 437851132 0 32200 SH SOLE 32200 0 0
HON INDUSTRIES INCORPORATED COM 438092108 648 22200 SH SOLE 22200 0 0
HONEYWELL INCORPORATED COM 438506107 2408 20783 SH SOLE 20783 0 0
HORACE MANN EDUCATORS CORP COM 440327104 1568 57665 SH SOLE 57665 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 596 21990 SH SOLE 21990 0 0
HOUSEHOLD INTERNATIONAL INC COM 441815107 3877 81832 SH SOLE 81832 0 0
HSB GROUP INC COM 40428N109 967 23488 SH SOLE 23488 0 0
HUBBELL INC CLASS B COM 443510201 1449 31942 SH SOLE 31942 0 0
HUDSON UNITED BANCORP COM 444165104 207 6611 SH SOLE 6611 0 0
HUMAN GENOME SCIENCES INC COM 444903108 231 5850 SH SOLE 5850 0 0
HUMANA INC COM 444859102 354 27381 SH SOLE 27381 0 0
HUNTINGTON BANCSHARES COM 446150104 1329 37975 SH SOLE 37975 0 0
HUSSMAN INTERNATIONAL COM 448110106 262 15806 SH SOLE 15806 0 0
I B P INC COM 449223106 1130 47597 SH SOLE 47597 0 0
I M C GLOBAL INC COM 449669100 868 49931 SH SOLE 49931 0 0
ICG COMMUNICATIONS COM 449246107 269 12600 SH SOLE 12600 0 0
ICN PHARM. COM 448924100 827 25681 SH SOLE 25681 0 0
IDACORP INC COM 451107106 798 25347 SH SOLE 25347 0 0
IDEC PHARMACUETICAL COM 449370105 362 4700 SH SOLE 4700 0 0
IDEX CORP COM 45167R104 625 19026 SH SOLE 19026 0 0
IDEXX LABS CORP COM 45168D104 202 8672 SH SOLE 8672 0 0
IKON OFFICE SOLUTIONS COM 451713101 407 27161 SH SOLE 27161 0 0
ILLINOIS TOOLS WORKS INC COM 452308109 3412 41743 SH SOLE 41743 0 0
ILLINOVA CORP HLDGS COM 452317100 804 29512 SH SOLE 29512 0 0
IMATION CORP. COM 45245A107 856 34496 SH SOLE 34496 0 0
IMMUNEX CORP (NEW) COM 452528102 1627 12765 SH SOLE 12765 0 0
IMPERIAL BANCORP COM 452556103 339 17093 SH SOLE 17093 0 0
IMPERIAL SUGAR CORP COM 453096109 87 12593 SH SOLE 12593 0 0
IMS HEALTH CO COM 449934108 1796 57459 SH SOLE 57459 0 0
IN FOCUS SYSTEMS INC COM 452919103 150 10015 SH SOLE 10015 0 0
INACOM CORP COM 45323G109 178 14138 SH SOLE 14138 0 0
INCO LIMITED COM 453258402 573 31821 SH SOLE 31821 0 0
INDEPENDENCE COMMUNITY BANK COM 453414104 257 19000 SH SOLE 19000 0 0
INDIANA ENERGY INC COM 454707100 497 23326 SH SOLE 23326 0 0
INDYMAC MORTGAGE HOLDINGS COM 456607100 366 22897 SH SOLE 22897 0 0
INFOCURE INC COM 45665A108 266 5034 SH SOLE 5034 0 0
INFORMATICA INC COM 45666Q102 238 6688 SH SOLE 6688 0 0
INFORMATION RESOURCES INC COM 456905108 144 16505 SH SOLE 16505 0 0
INFORMIX CORP COM 456779107 1199 140550 SH SOLE 140550 0 0
INGERSOLL-RAND COMPANY COM 456866102 1625 25151 SH SOLE 25151 0 0
INPUT/OUTPUT INC COM 457652105 86 11436 SH SOLE 11436 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 701 64428 SH SOLE 64428 0 0
INTEL CORP COM 458140100 44309 744689 SH SOLE 744689 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A105 52 11553 SH SOLE 11553 0 0
INTERGRATED HEALTH SERVICES COM 45812C106 120 14970 SH SOLE 14970 0 0
INTERIM SERVICES INC COM 45868P100 358 17341 SH SOLE 17341 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
INTERNATIONAL GAME TECHNOLOGY COM 459902102 821 44360 SH SOLE 44360 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 329 14595 SH SOLE 14595 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 3917 77955 SH SOLE 77955 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 206 15461 SH SOLE 15461 0 0
INTERPUBLIC GROUP OF COMPANIE COM 460690100 2728 31491 SH SOLE 31491 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 631 28128 SH SOLE 28128 0 0
INTERVOICE INC COM 461142101 172 11903 SH SOLE 11903 0 0
INTL BUSINESS MACHINES INC COM 459200101 42715 330481 SH SOLE 330481 0 0
INTL FLAVORS & FRAGRANCES INC COM 459506101 797 18120 SH SOLE 18120 0 0
INTUIT INC COM 461202103 3417 37918 SH SOLE 37918 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 453 14093 SH SOLE 14093 0 0
IOMEGA CORP COM 462030107 445 90040 SH SOLE 90040 0 0
IPALCO ENTERPRISES COM 462613100 851 40150 SH SOLE 40150 0 0
IPC COMMUNICATIONS INC COM 44980K206 300 4389 SH SOLE 4389 0 0
IRON MOUNTAIN INC. COM 46284P104 339 11845 SH SOLE 11845 0 0
IRT PROPERTY CO COM 450058102 126 12790 SH SOLE 12790 0 0
ISS GROUP INC COM 450306105 279 7400 SH SOLE 7400 0 0
ITC DELTACOM INC COM 45031T104 325 11597 SH SOLE 11597 0 0
ITT INDUSTRIES INC COM 450911102 731 19179 SH SOLE 19179 0 0
IVAX CORP FORMERLY IVACO INDS COM 465823102 605 42846 SH SOLE 42846 0 0
IXC COMMUNICATIONS INC COM 450713102 291 7400 SH SOLE 7400 0 0
J B HUNT TRANSPORT SERVICES COM 445658107 362 22305 SH SOLE 22305 0 0
J M SMUCKER COMPANY CL A COM 832696108 472 21233 SH SOLE 21233 0 0
J P MORGAN & COMPANY INC COM 616880100 4550 32384 SH SOLE 32384 0 0
JABIL CIRCUIT INC COM 466313103 1786 39589 SH SOLE 39589 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 700 18414 SH SOLE 18414 0 0
JEFFERSON PILOT CORP COM 475070108 2412 36435 SH SOLE 36435 0 0
JLG INDUSTRIES INCORPORATED COM 466210101 243 11950 SH SOLE 11950 0 0
JOHNSON & JOHNSON INCORPORATE COM 478160104 25397 259154 SH SOLE 259154 0 0
JOHNSON CONTROLS INCORPORATED COM 478366107 348 5025 SH SOLE 5025 0 0
JONES APPAREL GROUP INC COM 480074103 2426 70691 SH SOLE 70691 0 0
JONES LANG LASALLE INC COM 48020Q107 279 9363 SH SOLE 9363 0 0
JONES PHARM INC COM 480236108 264 6700 SH SOLE 6700 0 0
JOSTENS INCORPORATED_ COM 481088102 279 13262 SH SOLE 13262 0 0
JOURNAL REGISTER CO COM 481138105 432 19192 SH SOLE 19192 0 0
K MART CORPORATION COM 482584109 1415 85746 SH SOLE 85746 0 0
K N ENERGY COM 482620101 394 29453 SH SOLE 29453 0 0
KAISER ALUMINUM CORP COM 483007100 103 11585 SH SOLE 11585 0 0
KANSAS CITY PWR & LIGHT CO COM 485134100 744 29163 SH SOLE 29163 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 1065 16695 SH SOLE 16695 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 459 18462 SH SOLE 18462 0 0
KAYDON CORPORATION COM 486587108 872 25930 SH SOLE 25930 0 0
KEANE INC COM 486665102 754 33345 SH SOLE 33345 0 0
KELLOGG CO COM 487836108 2201 66688 SH SOLE 66688 0 0
KELLY SERVICES CLASS A COM 488152208 716 22285 SH SOLE 22285 0 0
KEMET CORP COM 488360108 241 10500 SH SOLE 10500 0 0
KENNAMETAL INC COM 489170100 926 29860 SH SOLE 29860 0 0
KERR MCGEE CORP COM 492386107 591 11769 SH SOLE 11769 0 0
KEY ENERGY SERVICES INC COM 492914106 51 14308 SH SOLE 14308 0 0
KEYCORP (NEW) COM 493267108 2871 89378 SH SOLE 89378 0 0
KEYSPAN CORP COM 49337W100 1776 67352 SH SOLE 67352 0 0
KEYSTONE FINANCIAL INC COM 493482103 692 23400 SH SOLE 23400 0 0
KILROY REALTY CORP COM 49427F108 249 10218 SH SOLE 10218 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
KIMBERLY-CLARK CORPORATION COM 494368103 5270 92458 SH SOLE 92458 0 0
KING WORLD PRODUCTIONS INC COM 495667107 577 16564 SH SOLE 16564 0 0
KLA INSTRUMENTS CORP COM 482480100 1927 29710 SH SOLE 29710 0 0
KNIGHT RIDDER INC COM 499040103 977 17739 SH SOLE 17739 0 0
KOHLS CORP COM 500255104 2348 30537 SH SOLE 30537 0 0
KOMAG INC COM 500453105 49 14691 SH SOLE 14691 0 0
KROGER COMPANY COM 501044101 4379 156736 SH SOLE 156736 0 0
LA Z BOY CHAIR CO COM 505336107 228 9920 SH SOLE 9920 0 0
LABOR READY INC (NEW) COM 505401208 267 8209 SH SOLE 8209 0 0
LAIDLAW INC COM 50730K503 452 61266 SH SOLE 61266 0 0
LAM RESEARCH CORP COM 512807108 525 11250 SH SOLE 11250 0 0
LANCASTER COLONY CORP COM 513847103 665 19289 SH SOLE 19289 0 0
LANCE INCORPORATED COM 514606102 287 18367 SH SOLE 18367 0 0
LANDS END INC COM 515086106 1093 22718 SH SOLE 22718 0 0
LASER MORTGAGE MANAGEMENT INC COM 51806D100 102 29564 SH SOLE 29564 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 405 6500 SH SOLE 6500 0 0
LEAR CORPORATION COM 521865105 1567 31494 SH SOLE 31494 0 0
LEE ENTERPRISES INCORPORATED COM 523768109 1053 34514 SH SOLE 34514 0 0
LEGATO SYSTEM INC COM 524651106 1003 17368 SH SOLE 17368 0 0
LEGGETT & PLATT INCORPORATED COM 524660107 2473 88918 SH SOLE 88918 0 0
LEHMAN BROTHERS HLDGS INC COM 524908100 1583 25483 SH SOLE 25483 0 0
LENNAR CORPORATION COM 526057104 354 14763 SH SOLE 14763 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104 523 20605 SH SOLE 20605 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1628 27102 SH SOLE 27102 0 0
LEXMARK INTL. GROUP CL A COM 529771107 3737 57046 SH SOLE 57046 0 0
LG&E ENERGY CORP COM 501917108 1158 55130 SH SOLE 55130 0 0
LIGAND PHARMACUTICALS INC. COM 53220K207 139 12500 SH SOLE 12500 0 0
LIMITED INCORPORATED COM 532716107 1732 38161 SH SOLE 38161 0 0
LINCARE HOLDINGS INC COM 532791100 767 30687 SH SOLE 30687 0 0
LINCOLN NATIONAL CORPORATION COM 534187109 2179 41654 SH SOLE 41654 0 0
LINEAR TECHNOLOGY CORP COM 535678106 6570 97693 SH SOLE 97693 0 0
LIPOSOME INC COM 536310105 215 11250 SH SOLE 11250 0 0
LITTON INDUSTRIES INCORPORATE COM 538021106 1805 25001 SH SOLE 25001 0 0
LIZ CLAIBORNE INC COM 539320101 475 13004 SH SOLE 13004 0 0
LOCKHEED MARTIN CORP COM 539830109 3159 84814 SH SOLE 84814 0 0
LOEWS CORPORATION COM 540424108 1943 24562 SH SOLE 24562 0 0
LONE STAR INDS INC (NEW) COM 542290408 422 11244 SH SOLE 11244 0 0
LONESTAR STEAKHOUSE SALOON COM 542307103 226 23220 SH SOLE 23220 0 0
LONGS DRUG STORES INC COM 543162101 214 6201 SH SOLE 6201 0 0
LONGVIEW FIBER COMPANY COM 543213102 600 38396 SH SOLE 38396 0 0
LOWES COS INCORPORATED COM 548661107 3785 66767 SH SOLE 66767 0 0
LSI LOGIC CORPORATION COM 502161102 1149 24902 SH SOLE 24902 0 0
LTV CORP COM 501921100 154 23255 SH SOLE 23255 0 0
LTX CORPORATION COM 502392103 134 10056 SH SOLE 10056 0 0
LUBRIZOL CORPORATION COM 549271104 989 36302 SH SOLE 36302 0 0
LUCENT TECHNOLGY COM 549463107 37993 563385 SH SOLE 563385 0 0
LYCOS INC COM 550818108 561 6107 SH SOLE 6107 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 1080 52386 SH SOLE 52386 0 0
M B I A INC COM 55262C100 1373 21201 SH SOLE 21201 0 0
M G I PROPERTIES COM 552885105 636 22500 SH SOLE 22500 0 0
MACROVISION CORP COM 555904101 220 2942 SH SOLE 2942 0 0
MAGNETEK INC COM 559424106 261 24672 SH SOLE 24672 0 0
MAIL-WELL INC COM 560321200 169 10435 SH SOLE 10435 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
MALLINCKRODT INC COM 561232109 638 17535 SH SOLE 17535 0 0
MANDALAY RESORT GROUP COM 562567107 878 41456 SH SOLE 41456 0 0
MANITOWOC INC COM 563571108 340 8171 SH SOLE 8171 0 0
MANPOWER INC COM 56418H100 825 36448 SH SOLE 36448 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 263 10103 SH SOLE 10103 0 0
MARINE DRILLING CO. INC COM 568240204 240 17567 SH SOLE 17567 0 0
MARK IV INDUSTRIES INC COM 570387100 1020 48294 SH SOLE 48294 0 0
MARRIOTT INTL CLASS A COM 571903202 1755 46953 SH SOLE 46953 0 0
MARSH & MCLENNAN COMPANIES IN COM 571748102 4778 63125 SH SOLE 63125 0 0
MARSHALL & ISLEY CORPORATION COM 571834100 3158 49055 SH SOLE 49055 0 0
MARTIN MARIETTA MATERIALS INC COM 573284106 1224 20738 SH SOLE 20738 0 0
MASCO CORP DEL COM 574599106 1814 62811 SH SOLE 62811 0 0
MATTEL INC COM 577081102 1703 65204 SH SOLE 65204 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5706 85797 SH SOLE 85797 0 0
MAXTOR CORP COM 577729205 88 17576 SH SOLE 17576 0 0
MAXXAM INC FORMERLY COM 577913106 302 4688 SH SOLE 4688 0 0
MAY DEPARTMENT STORES CO COM 577778103 2247 54983 SH SOLE 54983 0 0
MAYTAG COMPANY COM 578592107 1027 14714 SH SOLE 14714 0 0
MBNA CORP COM 55262L100 4394 143473 SH SOLE 143473 0 0
MCCORMICK & COMPANY INC COM 579780206 1182 37455 SH SOLE 37455 0 0
MCDERMOTT INTERNATIONAL INC COM 580037109 286 10111 SH SOLE 10111 0 0
MCDONALDS CORPORATION COM 580135101 10729 260888 SH SOLE 260888 0 0
MCGRAW HILL INC COM 580645109 1814 33623 SH SOLE 33623 0 0
MCI WORLDCOM INC COM 55268B106 35825 416272 SH SOLE 416272 0 0
MCKESSON HBOC INC COM 58155Q103 1451 45077 SH SOLE 45077 0 0
MCLEODUSA INC - CL A COM 582266102 397 7211 SH SOLE 7211 0 0
MCN ENERGY GROUP INC. COM 55267J100 834 40190 SH SOLE 40190 0 0
MDU RESOURCES GROUP COM 552690109 255 11173 SH SOLE 11173 0 0
MEAD CORPORATION COM 582834107 512 12270 SH SOLE 12270 0 0
MEDAPHIS CORP COM 584028104 123 21446 SH SOLE 21446 0 0
MEDIA GENERAL INC CLASS A COM 584404107 639 12529 SH SOLE 12529 0 0
MEDIAONE GROUP INC COM 58440J104 8109 109024 SH SOLE 109024 0 0
MEDICAL ASSURANCE INC COM 58449U100 258 9119 SH SOLE 9119 0 0
MEDICAL MANAGER CORP COM 58461C103 229 5165 SH SOLE 5165 0 0
MEDICIS PHARMACEUT CORP COM 584690309 216 8523 SH SOLE 8523 0 0
MEDIMMUNE INC COM 584699102 1581 23335 SH SOLE 23335 0 0
MEDPARTNERS INC COM 58503X107 405 53954 SH SOLE 53954 0 0
MEDQUIST INC COM 584949101 401 9161 SH SOLE 9161 0 0
MEDTRONIC INCORPORATED COM 585055106 8243 105851 SH SOLE 105851 0 0
MELLON BANK CORP COM 585509102 2906 79886 SH SOLE 79886 0 0
MENTOR GRAPHICS CORP COM 587200106 606 47266 SH SOLE 47266 0 0
MERCANTILE BANCORPORATION INC COM 587342106 1265 22138 SH SOLE 22138 0 0
MERCANTILE BANKSHARES CORP COM 587405101 1134 32056 SH SOLE 32056 0 0
MERCK & CO. INC COM 589331107 31844 432521 SH SOLE 432521 0 0
MERCURY INTERACTIVE CP COM 589405109 363 10261 SH SOLE 10261 0 0
MEREDITH CORP COM 589433101 404 11677 SH SOLE 11677 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 52 13354 SH SOLE 13354 0 0
MERISEL INC COM 589849108 44 19100 SH SOLE 19100 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 269 11968 SH SOLE 11968 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 653 25619 SH SOLE 25619 0 0
MERRILL LYNCH & CO INC COM 590188108 5720 71947 SH SOLE 71947 0 0
METAMOR WORLDWIDE INC COM 59133P100 243 10092 SH SOLE 10092 0 0
METHODE ELECTRONICS INC CL A COM 591520200 213 9300 SH SOLE 9300 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
METRIS COMPANIES INC COM 591598107 233 5729 SH SOLE 5729 0 0
METROMEDIA INTL GROUP INC COM 591695101 93 12446 SH SOLE 12446 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 303 11901 SH SOLE 11901 0 0
METZLER GROUP INC COM 592903108 258 9348 SH SOLE 9348 0 0
MGIC INVESTMENT CORP WIS COM 552848103 1112 22864 SH SOLE 22864 0 0
MICREL SEMICONDUCTOR COM 594793101 274 3700 SH SOLE 3700 0 0
MICRO WAREHOUSE INC COM 59501B105 463 25896 SH SOLE 25896 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1247 26328 SH SOLE 26328 0 0
MICRON ELECTRONICS COM 595100108 142 14096 SH SOLE 14096 0 0
MICRON TECHNOLOGY INC COM 595112103 1939 47888 SH SOLE 47888 0 0
MICROSOFT CORP COM 594918104 102802 1139873 SH SOLE 1139873 0 0
MICROSTRATEGY INC COM 594972101 408 10768 SH SOLE 10768 0 0
MID ATLANTIC MEDICAL SVCS INC COM 59523C107 155 15745 SH SOLE 15745 0 0
MIDAMERICAN ENERGY HOLDINGS C COM 59562V107 1189 34329 SH SOLE 34329 0 0
MIDAS INC COM 595626102 249 8784 SH SOLE 8784 0 0
MILACRON INC COM 598709103 281 15192 SH SOLE 15192 0 0
MILLENNIUM PHARMACTCUAL COM 599902103 320 8900 SH SOLE 8900 0 0
MILLER HERMAN INC COM 600544100 936 44589 SH SOLE 44589 0 0
MILLER INDUSTRIES INC (TENN) COM 600551105 53 13348 SH SOLE 13348 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1026 18390 SH SOLE 18390 0 0
MINNESOTA MINING & MFG CO COM 604059105 6547 75310 SH SOLE 75310 0 0
MINNESOTA POWER & LIGHT CO COM 604110106 405 20365 SH SOLE 20365 0 0
MIRAGE RESORTS INC COM 60462E104 591 35279 SH SOLE 35279 0 0
MMC NETWORKS INC COM 55308N102 371 8300 SH SOLE 8300 0 0
MOBIL CORPORATION COM 607059102 14077 142554 SH SOLE 142554 0 0
MODINE MANUFACTURING COMPANY COM 607828100 527 16199 SH SOLE 16199 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 605 44591 SH SOLE 44591 0 0
MOHAWK INDUSTRIES INC COM 608190104 863 28400 SH SOLE 28400 0 0
MOLEX INC COM 608554101 2876 77733 SH SOLE 77733 0 0
MONSANTO COMPANY COM 611662107 5004 126483 SH SOLE 126483 0 0
MONTANA POWER COMPANY COM 612085100 1670 23693 SH SOLE 23693 0 0
MONY GROUP INC COM 615337102 717 21989 SH SOLE 21989 0 0
MORGAN ST DEAN WITTER DISCOVE COM 617446448 10306 100422 SH SOLE 100422 0 0
MOTOROLA INCORPORATED COM 620076109 10613 112014 SH SOLE 112014 0 0
MUELLER INDUSTRIES INC COM 624756102 346 10200 SH SOLE 10200 0 0
MURPHY OIL CORPORATION COM 626717102 896 18351 SH SOLE 18351 0 0
MYLAN LABS INCORPORATED COM 628530107 1342 50645 SH SOLE 50645 0 0
NABISCO GROUP HOLDINGS COM 62952P102 1552 79354 SH SOLE 79354 0 0
NABORS INDS INC COM 629568106 1251 51305 SH SOLE 51305 0 0
NACCO INDS CL A COM 629579103 656 8930 SH SOLE 8930 0 0
NALCO CHEMICAL CO COM 629853102 799 15412 SH SOLE 15412 0 0
NASDAQ 100 COM 631100104 3458 30000 SH SOLE 30000 0 0
NATIONAL - OILWELL INC COM 637071101 176 12588 SH SOLE 12588 0 0
NATIONAL CITY CORP COM 635405103 4048 61809 SH SOLE 61809 0 0
NATIONAL COMPUTER SYSTEMS INC COM 635519101 245 7250 SH SOLE 7250 0 0
NATIONAL DISCOUNT BROKERS COM 635646102 367 6353 SH SOLE 6353 0 0
NATIONAL FUEL GAS COMPANY COM 636180101 590 12157 SH SOLE 12157 0 0
NATIONAL PROCESSING INC COM 637229105 131 12929 SH SOLE 12929 0 0
NATIONAL SEMICONDUCTOR COM 637640103 773 30521 SH SOLE 30521 0 0
NATIONSMART CORP. COM 576817100 83 11437 SH SOLE 11437 0 0
NATIONSRENT INC COM 638588103 81 11411 SH SOLE 11411 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 255 13351 SH SOLE 13351 0 0
NAVISTAR INTL CORP (NEW) COM 63934E108 1041 20812 SH SOLE 20812 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
NBTY INC COM 628782104 106 16300 SH SOLE 16300 0 0
NCR CORP COM 62886E108 2512 51460 SH SOLE 51460 0 0
NEIMAN-MARCUS GROUP INC COM 640204103 493 19190 SH SOLE 19190 0 0
NET.B@NK INC COM 640933107 360 9471 SH SOLE 9471 0 0
NETWORK APPLIANCE INC COM 64120L104 760 13600 SH SOLE 13600 0 0
NETWORKS ASSOCIATES INC COM 640938106 1148 78157 SH SOLE 78157 0 0
NEVADA POWER CO COM 641423108 1398 55904 SH SOLE 55904 0 0
NEW CENTURY ENERGIES INC. COM 64352U103 1180 30407 SH SOLE 30407 0 0
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 1157 23076 SH SOLE 23076 0 0
NEW JERSEY RESOURCES INC COM 646025106 392 10475 SH SOLE 10475 0 0
NEW YORK TIMES CO CLASS A COM 650111107 1136 30866 SH SOLE 30866 0 0
NEWELL RUBBERMAID INC COM 651229106 2390 51530 SH SOLE 51530 0 0
NEWFIELD EXPL CO COM 651290108 379 13332 SH SOLE 13332 0 0
NEWMONT MINING CORP COM 651639106 592 29786 SH SOLE 29786 0 0
NEWPARK RESOURCES INC COM 651718504 174 19584 SH SOLE 19584 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 632 21430 SH SOLE 21430 0 0
NEXTEL COMMUNICATIONS INC CL COM 65332V103 4926 98144 SH SOLE 98144 0 0
NIAGRA MOHAWK HOLDINGS INC COM 653520106 422 26242 SH SOLE 26242 0 0
NIKE INCORPORATED CLASS B COM 654106103 3410 53801 SH SOLE 53801 0 0
NISOURCE INC COM 65473P105 1706 66075 SH SOLE 66075 0 0
NOBLE AFFLIATES INCORPORATED COM 654894104 721 25562 SH SOLE 25562 0 0
NOBLE DRILLING CORP COM 655042109 1220 61969 SH SOLE 61969 0 0
NORDSON CORPORATION COM 655663102 551 8988 SH SOLE 8988 0 0
NORFOLK SOUTHERN CORPORATION COM 655844108 1964 65185 SH SOLE 65185 0 0
NORTEL NETWORKS CORP COM 656569100 10549 121512 SH SOLE 121512 0 0
NORTH FORK BANCORPORATION COM 659424105 1410 65959 SH SOLE 65959 0 0
NORTHERN STATES POWER CO MINN COM 665772109 1053 43547 SH SOLE 43547 0 0
NORTHERN TRUST COMPANY COM 665859104 2074 21378 SH SOLE 21378 0 0
NORTHROP GRUMMAN CORP COM 666807102 826 12460 SH SOLE 12460 0 0
NORTWESTERN CORP COM 668074107 235 9733 SH SOLE 9733 0 0
NOVA CORP COM 669784100 730 29199 SH SOLE 29199 0 0
NOVELL INC COM 670006105 2783 105023 SH SOLE 105023 0 0
NTL INC COM 629407107 733 8500 SH SOLE 8500 0 0
NUCOR CORP COM 670346105 413 8716 SH SOLE 8716 0 0
O M GROUP INC COM 670872100 218 6323 SH SOLE 6323 0 0
O'REILLY AUTOMOTIVE INC COM 686091109 207 4100 SH SOLE 4100 0 0
OAK INDUSTRIES INC (NEW) COM 671400505 366 8331 SH SOLE 8331 0 0
OCCIDENTAL PETROLEUM CORP DEL COM 674599105 1048 49606 SH SOLE 49606 0 0
OCEAN ENERGY INC COM 67481E106 702 72982 SH SOLE 72982 0 0
OCWEN FINANCIAL CORP COM 675746101 135 15185 SH SOLE 15185 0 0
OFFICE DEPOT INC COM 676220106 1293 58596 SH SOLE 58596 0 0
OFFICEMAX INC COM 67622M108 1114 92870 SH SOLE 92870 0 0
OGDEN CORPORATION COM 676346109 1156 42926 SH SOLE 42926 0 0
OGE ENERGY CORP COM 670837103 840 35370 SH SOLE 35370 0 0
OHIO CASUALTY CORP COM 677240103 381 10550 SH SOLE 10550 0 0
OLD KENT FINANCIAL CORP COM 679833103 2005 47884 SH SOLE 47884 0 0
OLD REPUBLIC INTL CORP COM 680223104 971 56103 SH SOLE 56103 0 0
OLIN CORPORATION COM 680665205 518 39297 SH SOLE 39297 0 0
OLSTEN CORPORATION COM 681385100 361 57127 SH SOLE 57127 0 0
OMNICARE INCORPORATED COM 681904108 454 35928 SH SOLE 35928 0 0
OMNICOM GROUP COM 681919106 2538 31729 SH SOLE 31729 0 0
ONE VALLEY BANCORP INC COM 682419106 429 11436 SH SOLE 11436 0 0
ONEMAIN.COM INC COM 68267P109 203 8608 SH SOLE 8608 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
ONEOK INC COM 682680103 421 13275 SH SOLE 13275 0 0
OPTICAL COATING LABORATORY IN COM 683829105 372 4447 SH SOLE 4447 0 0
ORACLE SYSTEMS CORP COM 68389X105 12494 336552 SH SOLE 336552 0 0
ORANGE & ROCKLAND UTILITIES COM 684065105 767 13144 SH SOLE 13144 0 0
ORBITAL SCIENCES CORP COM 685564106 249 10539 SH SOLE 10539 0 0
OREGON STEEL MILLS INC COM 686079104 247 18524 SH SOLE 18524 0 0
ORION CAPITAL CORPORATION COM 686268103 313 8732 SH SOLE 8732 0 0
ORTHODONTIC CENTERS OF AMERIC COM 68750P103 154 10918 SH SOLE 10918 0 0
OSTEOTECH INC COM 688582105 230 7983 SH SOLE 7983 0 0
OUTBACK STEAKHOUSE INC COM 689899102 1400 35609 SH SOLE 35609 0 0
OVERSEAS SHIPHOLDING GROUP IN COM 690368105 328 25235 SH SOLE 25235 0 0
OWENS ILLINOIS INC COM 690768403 874 26728 SH SOLE 26728 0 0
OXFORD HEALTH PLANS INC COM 691471106 571 36714 SH SOLE 36714 0 0
P P G INDUSTRIES INC COM 693506107 2422 41011 SH SOLE 41011 0 0
P-COM INC. COM 693262107 75 14300 SH SOLE 14300 0 0
PACCAR COM 693718108 1205 22578 SH SOLE 22578 0 0
PACIFIC CENTURY FINANCIAL COR COM 694058108 716 33222 SH SOLE 33222 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 1994 27719 SH SOLE 27719 0 0
PACIFICORP COM 695114108 1112 60492 SH SOLE 60492 0 0
PAGING NETWORK INC COM 695542100 135 28154 SH SOLE 28154 0 0
PAINE WEBBER GROUP INC COM 695629105 1265 27067 SH SOLE 27067 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 212 18431 SH SOLE 18431 0 0
PALL CORPORATION COM 696429307 620 27928 SH SOLE 27928 0 0
PANAMSAT CORP COM 697933109 907 23283 SH SOLE 23283 0 0
PANAVISION INC COM 69830E209 224 33251 SH SOLE 33251 0 0
PAPA JOHN'S INTL INC COM 698813102 900 20150 SH SOLE 20150 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 1242 89510 SH SOLE 89510 0 0
PARKER HANNIFIN CORP COM 701094104 994 21721 SH SOLE 21721 0 0
PATTERSON DENTAL CO COM 703412106 230 6625 SH SOLE 6625 0 0
PAXSON COMMUNCATION COM 704231109 151 11861 SH SOLE 11861 0 0
PAYCHEX INC COM 704326107 2360 74049 SH SOLE 74049 0 0
PAYLESS SHOESOURCE INC. COM 704379106 959 17923 SH SOLE 17923 0 0
PAYMENT TECH INC COM 704384106 350 13794 SH SOLE 13794 0 0
PE CORP PE BIOSYSTEMS GROUP COM 69332S102 1333 11616 SH SOLE 11616 0 0
PECO ENERGY INC COM 693304107 2219 52988 SH SOLE 52988 0 0
PENNEY (J.C.) CO COM 708160106 2016 41519 SH SOLE 41519 0 0
PENNSYLVANIA ENTERPRISES INC COM 708720107 223 7273 SH SOLE 7273 0 0
PENNZENERGY CO COM 70931Q109 380 22884 SH SOLE 22884 0 0
PENNZOIL-QUAKER STATE COM 709323109 758 50506 SH SOLE 50506 0 0
PENTAIR INC COM 709631105 800 17494 SH SOLE 17494 0 0
PEOPLESOFT INC COM 712713106 1386 80369 SH SOLE 80369 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 1056 50299 SH SOLE 50299 0 0
PEPSICO INCORPORATED COM 713448108 9457 244446 SH SOLE 244446 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 208 8088 SH SOLE 8088 0 0
PERRIGO CO COM 714290103 357 46771 SH SOLE 46771 0 0
PETSMART INC. COM 716768106 337 32844 SH SOLE 32844 0 0
PFIZER INCORPORATED COM 717081103 26071 239179 SH SOLE 239179 0 0
PG+E CORP COM 69331C108 2283 70385 SH SOLE 70385 0 0
PHARMACIA & UPJOHN INC COM 716941109 5522 97204 SH SOLE 97204 0 0
PHELPS DODGE CORPORATION COM 717265102 737 11904 SH SOLE 11904 0 0
PHILIP MORRIS COS INC COM 718154107 17875 444787 SH SOLE 444787 0 0
PHILLIPS PETROLEUM COMPANY COM 718507106 2676 53187 SH SOLE 53187 0 0
PHYCOR INC COM 71940F100 147 19836 SH SOLE 19836 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
PICO HOLDINGS INC COM 693366205 246 9701 SH SOLE 9701 0 0
PIEDMONT NATURAL GAS CO COM 720186105 274 8792 SH SOLE 8792 0 0
PIER 1 IMPORTS INC COM 720279108 310 27588 SH SOLE 27588 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1267 31483 SH SOLE 31483 0 0
PIONEER HI BRED INTERNATIONAL COM 723686101 2221 57030 SH SOLE 57030 0 0
PIONEER NATURAL RESOURCES COR COM 723787107 845 76807 SH SOLE 76807 0 0
PITNEY BOWES INC COM 724479100 2741 42667 SH SOLE 42667 0 0
PITTSTON SERVICES GROUP COM 725701106 297 11113 SH SOLE 11113 0 0
PITTWAY CORP CL A COM 725790208 318 9294 SH SOLE 9294 0 0
PLACER DOME INC COM 725906101 730 62101 SH SOLE 62101 0 0
PLX TECHNOLOGY COM 693417107 233 4917 SH SOLE 4917 0 0
PMI GROUP COM 69344M101 574 9132 SH SOLE 9132 0 0
PMIMARK INTL INC COM 740459102 1169 31183 SH SOLE 31183 0 0
PNC BANK CORP COM 693475105 2568 44563 SH SOLE 44563 0 0
POLARIS INDS. INC. COM 731068102 299 6873 SH SOLE 6873 0 0
POLAROID CORPORATION COM 731095105 891 32397 SH SOLE 32397 0 0
POLICY MANAGEMENT SYSTEMS COR COM 731108106 1809 60285 SH SOLE 60285 0 0
POLYCOM INC COM 73172K104 234 6004 SH SOLE 6004 0 0
POTLATCH CORPORATION COM 737628107 940 21396 SH SOLE 21396 0 0
POTOMAC ELECTRIC POWER COMPAN COM 737679100 1269 43110 SH SOLE 43110 0 0
POWER INTEGRATIONS INC COM 739276103 280 3831 SH SOLE 3831 0 0
PP&L RESOURCES INC COM 693499105 787 25592 SH SOLE 25592 0 0
PRAXAIR INC COM 74005P104 1265 25852 SH SOLE 25852 0 0
PRECISION CASTPARTS COM 740189105 996 23444 SH SOLE 23444 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 145 12649 SH SOLE 12649 0 0
PRENTISS PROPERTIES TRUST COM 740706106 240 10178 SH SOLE 10178 0 0
PRICE COMMUNICATIONS CORP(NEW COM 741437305 227 15138 SH SOLE 15138 0 0
PRIDE INTERNATIONAL INC COM 741932107 171 16200 SH SOLE 16200 0 0
PRIMARK CORPORATION COM 741903108 244 8700 SH SOLE 8700 0 0
PRIME HOSPITALITY CORP (NEW) COM 741917108 178 14810 SH SOLE 14810 0 0
PRIME RETAIL INC COM 741570105 101 11683 SH SOLE 11683 0 0
PROCTER & GAMBLE COMPANY COM 742718109 21864 244974 SH SOLE 244974 0 0
PROFIT RECOVERY GROUP INTL COM 743168106 267 5638 SH SOLE 5638 0 0
PROGRESSIVE CORP (OHIO) COM 743315103 2193 15123 SH SOLE 15123 0 0
PROMUS HOTEL CORP COM 74342P106 1299 41913 SH SOLE 41913 0 0
PROTECTIVE LIFE CORP COM 743674103 1238 36406 SH SOLE 36406 0 0
PROVIDENT COMPANIES COM 743862104 1111 27782 SH SOLE 27782 0 0
PROVIDENT FINANCIAL GROUP COM 743866105 937 21415 SH SOLE 21415 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 2572 27584 SH SOLE 27584 0 0
PROXIM INC COM 744284100 204 3524 SH SOLE 3524 0 0
PS BUSINESS PARKS INC COM 69360J107 331 13584 SH SOLE 13584 0 0
PSS WORLD MEDICAL COM 69366A100 603 53931 SH SOLE 53931 0 0
PUBLIC SERVICE CO NEW MEXICO COM 744499104 588 29600 SH SOLE 29600 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1203 29471 SH SOLE 29471 0 0
PUGET SOUND ENERGY INC COM 745332106 744 31008 SH SOLE 31008 0 0
PULITZER INC W/I COM 745769109 249 5127 SH SOLE 5127 0 0
PULTE CORP COM 745867101 596 25837 SH SOLE 25837 0 0
QUAKER OATS COMPANY COM 747402105 1698 25587 SH SOLE 25587 0 0
QUALCOMM INC COM 747525103 13470 93865 SH SOLE 93865 0 0
QUANTA SERVICES INC COM 74762E102 391 8876 SH SOLE 8876 0 0
QUANTUM CORP COM 747906105 2457 101832 SH SOLE 101832 0 0
QUEST DIAGNOSTICS COM 74834L100 227 8298 SH SOLE 8298 0 0
QUESTAR CORP. COM 748356102 845 44174 SH SOLE 44174 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
QUINTILIES TRANSNATIONAL CORP COM 748767100 3039 72361 SH SOLE 72361 0 0
QUORUM HEALTH GROUP INC COM 749084109 662 52688 SH SOLE 52688 0 0
QWEST COMMUNICATIONS COM 749121109 1464 44282 SH SOLE 44282 0 0
R R DONNELLEY & SON COMPANY COM 257867101 1349 36393 SH SOLE 36393 0 0
R.H. DONNELLEY CORP COM 74955W307 227 11612 SH SOLE 11612 0 0
RADIAN GROUP INC COM 750236101 582 11933 SH SOLE 11933 0 0
RALSTON PURINA CO COM (NEW) COM 751277302 1334 43839 SH SOLE 43839 0 0
RANGER OIL LIMITED COM 752805101 281 56915 SH SOLE 56915 0 0
RARE MEDIUM GROUP INC COM 75382N109 127 10175 SH SOLE 10175 0 0
RATHEON CLASS B COM 755111408 5077 72011 SH SOLE 72011 0 0
RATIONAL SOFTWARE CORP NEW COM 75409P202 1217 36936 SH SOLE 36936 0 0
RAYCHEM CORPORATION COM 754603108 358 9669 SH SOLE 9669 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 350 14569 SH SOLE 14569 0 0
RAYONIER INC COM 754907103 1176 23617 SH SOLE 23617 0 0
READ-RITE CORP COM 755246105 64 10377 SH SOLE 10377 0 0
READERS DIGEST ASSOCIATION COM 755267101 2079 52300 SH SOLE 52300 0 0
REEBOK INTL LTD COM 758110100 424 22774 SH SOLE 22774 0 0
REGIONS FINANCIAL CORP COM 758940100 1654 43024 SH SOLE 43024 0 0
RELIANCE GROUP HLDGS INC COM 759464100 136 18300 SH SOLE 18300 0 0
RELIANT ENERGY CORP COM 75952J108 1112 40254 SH SOLE 40254 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 1783 40763 SH SOLE 40763 0 0
RENAISANCE WORLDWIDE INC COM 75968A109 81 10142 SH SOLE 10142 0 0
RENAL CARE GROUP INC COM 759930100 215 8300 SH SOLE 8300 0 0
REPUBLIC BANCORP COM 760282103 163 10710 SH SOLE 10710 0 0
REPUBLIC N Y CORPORATION COM 760719104 835 12248 SH SOLE 12248 0 0
REUTERS GROUP PLC SPON ADR COM 76132M102 286 3526 SH SOLE 3526 0 0
REXALL SUNDOWN INC COM 761648104 270 22129 SH SOLE 22129 0 0
REYNOLDS & REYNOLDS COMPANY COM 761695105 852 36554 SH SOLE 36554 0 0
REYNOLDS METALS COMPANY COM 761763101 728 12341 SH SOLE 12341 0 0
RICHFOOD HOLDINGS INC COM 763408101 360 20445 SH SOLE 20445 0 0
RITE AID INC COM 767754104 1328 53949 SH SOLE 53949 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1800 56683 SH SOLE 56683 0 0
ROBERT HALF INTL INC COM 770323103 1106 42858 SH SOLE 42858 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 247 10290 SH SOLE 10290 0 0
ROCKWELL INTERNATIONAL COM 773903109 2399 39483 SH SOLE 39483 0 0
ROHM & HAAS COMPANY COM 775371107 1628 37965 SH SOLE 37965 0 0
ROLLINS INCORPORATED COM 775711104 297 18646 SH SOLE 18646 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 156 13994 SH SOLE 13994 0 0
ROPER INDUSTRIES INC NEW COM 776696106 480 15015 SH SOLE 15015 0 0
ROSS STORES INC COM 778296103 1313 26074 SH SOLE 26074 0 0
ROWAN COMPANIES INC COM 779382100 349 19108 SH SOLE 19108 0 0
ROYAL DUTCH PETRO - NY SHARES COM 780257804 22593 374990 SH SOLE 374990 0 0
RPC ENERGY SVS INC COM 749660106 192 21996 SH SOLE 21996 0 0
RPM INCORPORATED OHIO COM 749685103 764 53845 SH SOLE 53845 0 0
RUDDICK CORP COM 781258108 696 34787 SH SOLE 34787 0 0
RYDER SYSTEM INC COM 783549108 334 12963 SH SOLE 12963 0 0
RYERSON TULL INC COM 78375P107 488 21617 SH SOLE 21617 0 0
S C I SYSTEMS COM 783890106 1891 39924 SH SOLE 39924 0 0
S P X CORP COM 784635104 688 8243 SH SOLE 8243 0 0
S3 INC COM 784849101 135 14813 SH SOLE 14813 0 0
SAFECO CORPORATION COM 786429100 669 15166 SH SOLE 15166 0 0
SAFESKIN CORP COM 786454108 177 14733 SH SOLE 14733 0 0
SAFEWAY INC COM 786514208 4038 81581 SH SOLE 81581 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
SAKS INC COM 79377W108 1968 68160 SH SOLE 68160 0 0
SANDISK CORP. COM 80004C101 238 5289 SH SOLE 5289 0 0
SANMINA CORP COM 800907107 2610 34405 SH SOLE 34405 0 0
SANTA FE SNYDER CORP COM 80218K105 586 73293 SH SOLE 73293 0 0
SARA LEE CORP COM 803111103 3711 163552 SH SOLE 163552 0 0
SBC COMMUNICATIONS INC COM 78387G103 20206 348384 SH SOLE 348384 0 0
SCANA CORP COM 805898103 1093 46751 SH SOLE 46751 0 0
SCHERING-PLOUGH CORP COM 806605101 13440 255998 SH SOLE 255998 0 0
SCHLUMBERGER LIMITED COM 806857108 6264 98354 SH SOLE 98354 0 0
SCHOLASTIC CORP COM 807066105 507 10013 SH SOLE 10013 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 431 11971 SH SOLE 11971 0 0
SCOTT'S CO CL-A COM 810186106 243 5100 SH SOLE 5100 0 0
SEACOAST FINL SRVC COM 81170Q106 132 11584 SH SOLE 11584 0 0
SEACOR SMIT INC COM 811904101 562 10505 SH SOLE 10505 0 0
SEAGATE TECHNOLOGY INC COM 811804103 1165 45445 SH SOLE 45445 0 0
SEAGRAM COMPANY LTD COM 811850106 4322 85796 SH SOLE 85796 0 0
SEALED AIR CORP COM 81211K100 825 12718 SH SOLE 12718 0 0
SEARS ROEBUCK & COMPANY COM 812387108 2607 58504 SH SOLE 58504 0 0
SECURITY DYNAMICS TECH INC COM 814208104 213 10000 SH SOLE 10000 0 0
SECURITY FIRST TECHNOLOGIES COM 814279105 339 7508 SH SOLE 7508 0 0
SEMPRA ENERGY COM 816851109 775 34266 SH SOLE 34266 0 0
SENSORMATIC ELECTRONIC CORP COM 817265101 755 54200 SH SOLE 54200 0 0
SEPRACOR INC COM 817315104 1120 13785 SH SOLE 13785 0 0
SEQUA CORP CLASS A COM 817320104 723 10332 SH SOLE 10332 0 0
SEQUENT COMPUTER SYS INC COM 817338106 557 31403 SH SOLE 31403 0 0
SERVICE CORP INTERNATIONAL COM 817565104 983 51058 SH SOLE 51058 0 0
SHARED MEDICAL SYS CORP COM 819486101 379 5812 SH SOLE 5812 0 0
SHAW INDUSTRIES INC COM 820286102 1168 66757 SH SOLE 66757 0 0
SHERWIN-WILLIAMS COMPANY COM 824348106 1009 36365 SH SOLE 36365 0 0
SHOPKO STORES INC COM 824911101 961 26334 SH SOLE 26334 0 0
SHURGARD STORAGE CENTERS INC COM 82567D104 258 9500 SH SOLE 9500 0 0
SIEBEL SYSTEMS INC COM 826170102 3747 56507 SH SOLE 56507 0 0
SIERRA PAC RES CO NEW COM 826425100 314 8643 SH SOLE 8643 0 0
SIGMA-ALDRICH CORPORATION COM 826552101 1087 31552 SH SOLE 31552 0 0
SILICON GRAPHICS INC COM 827056102 516 31492 SH SOLE 31492 0 0
SKYTEL COMMUNICATIONS COM 83087Q104 342 16333 SH SOLE 16333 0 0
SLI INC COM 78442T108 236 8756 SH SOLE 8756 0 0
SLM HOLDING CORP COM 78442A109 1343 29326 SH SOLE 29326 0 0
SMITH INTERNATIONAL INC COM 832110100 996 22937 SH SOLE 22937 0 0
SMITHFIELD FOODS INC COM 832248108 423 12652 SH SOLE 12652 0 0
SMURFIT-STONE CORP COM 832727101 456 22200 SH SOLE 22200 0 0
SNAP-ON INC HLDG CO COM 833034101 521 14410 SH SOLE 14410 0 0
SNYDER COMMUNICATIONS INC COM 832914105 884 27000 SH SOLE 27000 0 0
SOFTNET SYSTEMS INC COM 833964109 219 7846 SH SOLE 7846 0 0
SOLECTRON CORP COM 834182107 2979 44669 SH SOLE 44669 0 0
SOLUTIA INC COM 834376105 1142 53607 SH SOLE 53607 0 0
SONAT INC COM 835415100 572 17281 SH SOLE 17281 0 0
SONOCO PRODS CO COM 835495102 2239 74790 SH SOLE 74790 0 0
SOTHEBY`S HOLDINGS INC COM 835898107 953 25004 SH SOLE 25004 0 0
SOUTHDOWN INCORPORATED COM 841297104 1161 18070 SH SOLE 18070 0 0
SOUTHERN COMPANY COM 842587107 3601 135875 SH SOLE 135875 0 0
SOUTHTRUST CORP COM 844730101 1144 29823 SH SOLE 29823 0 0
SOUTHWEST AIRLINES COM 844741108 2167 69607 SH SOLE 69607 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
SOUTHWEST GAS CORPORATION COM 844895102 646 22570 SH SOLE 22570 0 0
SOVEREIGN BANCORP INC COM 845905108 935 77082 SH SOLE 77082 0 0
SPARTECH CORP NEW COM 847220209 209 6598 SH SOLE 6598 0 0
SPRINGS INDUSTRIES INC COM 851783100 414 9479 SH SOLE 9479 0 0
SPRINT CORP COM 852061100 7583 143084 SH SOLE 143084 0 0
SPRINT CORP PCS GROUP COM 852061506 4763 83556 SH SOLE 83556 0 0
ST JUDE MEDICAL INCORPORATED COM 790849103 563 15791 SH SOLE 15791 0 0
ST PAUL BANCORP INC COM 792848103 256 10050 SH SOLE 10050 0 0
ST PAUL COMPANIES INC COM 792860108 1282 40295 SH SOLE 40295 0 0
STANCORP FINANCIAL GROUP COM 852891100 220 7341 SH SOLE 7341 0 0
STANDARD REGISTER CO COM 853887107 524 17044 SH SOLE 17044 0 0
STANLEY WORKS INCORPORATED COM 854616109 531 16492 SH SOLE 16492 0 0
STAPLES INC COM 855030102 3792 122579 SH SOLE 122579 0 0
STARBUCKS CORPORATION COM 855244109 4364 116186 SH SOLE 116186 0 0
STATE STREET CORP. COM 857477103 2549 29853 SH SOLE 29853 0 0
STATEN ISLAND BANCORP INC COM 857550107 233 12921 SH SOLE 12921 0 0
STEEL DYNAMICS INC COM 858119100 168 10855 SH SOLE 10855 0 0
STERIS CORP COM 859152100 1119 57758 SH SOLE 57758 0 0
STERLING COMMERCE INC. COM 859205106 1525 41483 SH SOLE 41483 0 0
STERLING SOFTWARE INCORPORATE COM 859547101 875 33107 SH SOLE 33107 0 0
STEWART & STEVENSON SVCS COM 860342104 213 13986 SH SOLE 13986 0 0
STEWART ENTERPRISES INC CL A COM 860370105 843 57897 SH SOLE 57897 0 0
STILLWATER MINING CO. COM 86074Q102 535 16459 SH SOLE 16459 0 0
STONE ENERGY CORP COM 861642106 291 6857 SH SOLE 6857 0 0
STORAGE TECHNOLOGY CORP COM 862111200 1194 52463 SH SOLE 52463 0 0
STORAGE USA INC COM 861907103 489 15295 SH SOLE 15295 0 0
STRUCTURAL DYNAMICS RESH COM 863555108 495 26641 SH SOLE 26641 0 0
STRYKER CORP COM 863667101 2558 42553 SH SOLE 42553 0 0
SUIZA FOODS CORP COM 865077101 1440 34385 SH SOLE 34385 0 0
SUMMIT BANCORP COM 866005101 1426 34103 SH SOLE 34103 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 396 17992 SH SOLE 17992 0 0
SUN MICROSYSTEMS INC COM 866810104 12660 183817 SH SOLE 183817 0 0
SUNBEAM CORPORATION COM 867071102 199 25092 SH SOLE 25092 0 0
SUNGARD DATA SYSTEMS INC COM 867363103 1960 56821 SH SOLE 56821 0 0
SUNGLASS HUT INTL INC COM 86736F106 205 11900 SH SOLE 11900 0 0
SUNOCO INC COM 86764P109 554 18364 SH SOLE 18364 0 0
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 172 14033 SH SOLE 14033 0 0
SUNTRUST BANKS INC COM 867914103 4694 67601 SH SOLE 67601 0 0
SUPERIOR INDUSTRIES COM 868168105 500 18316 SH SOLE 18316 0 0
SUPERIOR SERVICES INC. COM 868316100 200 7500 SH SOLE 7500 0 0
SUPERVALU INC COM 868536103 626 24201 SH SOLE 24201 0 0
SWIFT TRANSPORTATION CO INC COM 870756103 837 38025 SH SOLE 38025 0 0
SYBASE INC COM 871130100 250 22736 SH SOLE 22736 0 0
SYBRON INT'L CORP COM 87114F106 1145 41525 SH SOLE 41525 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 601 22112 SH SOLE 22112 0 0
SYMANTEC CORP COM 871503108 597 23402 SH SOLE 23402 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 1442 39101 SH SOLE 39101 0 0
SYNOPSYS INC COM 871607107 2371 42959 SH SOLE 42959 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 923 46465 SH SOLE 46465 0 0
SYSCO CORPORATION COM 871829107 1684 56473 SH SOLE 56473 0 0
SYSTEMAX INC COM 871851101 132 10653 SH SOLE 10653 0 0
T R W INCORPORATED COM 872649108 1259 22948 SH SOLE 22948 0 0
T ROWE PRICE & ASSOC INC COM 741477103 2183 56893 SH SOLE 56893 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
TALK.COM INC COM 874264104 117 10400 SH SOLE 10400 0 0
TANDY CORPORATION COM 875382103 1670 34168 SH SOLE 34168 0 0
TAUBMAN CTRS INC COM 876664103 182 13802 SH SOLE 13802 0 0
TCA CABLE TV INCORPORATED COM 872241104 1312 23632 SH SOLE 23632 0 0
TCF FINANCIAL CORP COM 872275102 1301 46674 SH SOLE 46674 0 0
TECH DATA CORP COM 878237106 1163 30407 SH SOLE 30407 0 0
TECHNOLOGY SOLUTIONS CO COM 87872T108 124 11437 SH SOLE 11437 0 0
TECO ENERGY INC COM 872375100 1381 60717 SH SOLE 60717 0 0
TECUMSEH PRODS CO CL A COM 878895200 548 9056 SH SOLE 9056 0 0
TEKTRONIX INCORPORATED COM 879131100 819 27133 SH SOLE 27133 0 0
TELEBANC FINANCIAL CORP COM 87925R109 315 8138 SH SOLE 8138 0 0
TELEFLEX INCORPORATED COM 879369106 682 15690 SH SOLE 15690 0 0
TELEPHONE & DATA SYSTEMS INC COM 879433100 2111 28871 SH SOLE 28871 0 0
TELLABS INCORPORATED COM 879664100 6521 96514 SH SOLE 96514 0 0
TEMPLE INLAND INC COM 879868107 678 9884 SH SOLE 9884 0 0
TENET HEALTHCARE GROUP COM 88033G100 1104 59466 SH SOLE 59466 0 0
TENNOCO INC COM 88037E101 997 41749 SH SOLE 41749 0 0
TERADYNE INCORPORATED COM 880770102 3236 45101 SH SOLE 45101 0 0
TERAYON COMMUNICATIONS SYSTEM COM 880775101 472 8439 SH SOLE 8439 0 0
TEXACO INC COM 881694103 6189 99230 SH SOLE 99230 0 0
TEXAS INDUSTRIES INCORPORATED COM 882491103 460 11881 SH SOLE 11881 0 0
TEXAS INSTRUMENTS INCORPORATE COM 882508104 10510 72986 SH SOLE 72986 0 0
TEXAS UTILITIES COMPANY COM 882848104 1846 44540 SH SOLE 44540 0 0
TEXTRON INCORPORATED COM 883203101 2526 30684 SH SOLE 30684 0 0
THERMEDICS INC COM 883901100 129 13817 SH SOLE 13817 0 0
THERMO ELECTRON CORPORATION COM 883556102 840 41853 SH SOLE 41853 0 0
THERMOLASE CORP COM 883624108 37 27840 SH SOLE 27840 0 0
THOMAS & BETTS CORPORATION COM 884315102 226 4777 SH SOLE 4777 0 0
TIDEWATER INCORPORATED COM 886423102 717 23503 SH SOLE 23503 0 0
TIFFANY & CO NEW COM 886547108 1560 16161 SH SOLE 16161 0 0
TIMBERLAND CO CLASS A COM 887100105 224 3292 SH SOLE 3292 0 0
TIME MIRROR CO - CL A COM 887364107 654 11036 SH SOLE 11036 0 0
TIME WARNER INC COM 887315109 15468 212985 SH SOLE 212985 0 0
TIMKEN COMPANY COM 887389104 385 19743 SH SOLE 19743 0 0
TITAN CORP COM 888266103 118 10770 SH SOLE 10770 0 0
TJX COS INC NEW COM 872540109 1592 47777 SH SOLE 47777 0 0
TOPPS INC (THE) COM 890786106 126 17350 SH SOLE 17350 0 0
TORCHMARK CORPORATION COM 891027104 1049 30744 SH SOLE 30744 0 0
TORO COMPANY COM 891092108 282 7157 SH SOLE 7157 0 0
TOSCO CORP NEW COM 891490302 1999 77077 SH SOLE 77077 0 0
TOTAL RENAL CARE HOLDINGS INS COM 89151A107 1223 78617 SH SOLE 78617 0 0
TOWER AUTOMOTIVE INC COM 891707101 372 14641 SH SOLE 14641 0 0
TOYS R US INC COM 892335100 825 39876 SH SOLE 39876 0 0
TRANSACTION SYSTEMS ACRHITECT COM 893416107 230 5900 SH SOLE 5900 0 0
TRANSAMERICA CORP COM 893485102 2224 29657 SH SOLE 29657 0 0
TRANSOCEAN OFFSHORE INC COM G90076103 1365 51983 SH SOLE 51983 0 0
TRANSWITCH CORP. COM 894065101 359 7576 SH SOLE 7576 0 0
TREDEGAR INDS INC COM 894650100 236 10504 SH SOLE 10504 0 0
TRIAD HOSPITALS COM 89579K109 146 10808 SH SOLE 10808 0 0
TRIBUNE COMPANY NEW COM 896047107 2153 24714 SH SOLE 24714 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 1808 33405 SH SOLE 33405 0 0
TRIGON HEALTHCARE INC COM 89618L100 646 17766 SH SOLE 17766 0 0
TRINITY INDUSTRIES INC COM 896522109 2188 65312 SH SOLE 65312 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
TRU NORTH COMMUNICATIONS INC COM 897844106 355 11941 SH SOLE 11941 0 0
TUPPERWARE CORP. COM 899896104 1313 51491 SH SOLE 51491 0 0
TUT SYSTEMS COM 901103101 213 4346 SH SOLE 4346 0 0
TYCO INTERNATIONAL LTD COM 902124106 13756 145185 SH SOLE 145185 0 0
TYSON FOODS INC CLASS A DEL COM 902494103 2696 119828 SH SOLE 119828 0 0
U S T INC FORMERLY COM 902911106 1524 51997 SH SOLE 51997 0 0
U.S WEST INC COM 91273H101 5741 97720 SH SOLE 97720 0 0
U.S. BANCORP (NEW) COM 902973106 4737 141941 SH SOLE 141941 0 0
U.S. FOODSERVICE COM 90331R101 937 21977 SH SOLE 21977 0 0
U.S. OFFICE PRODUCTS CO COM 912325305 69 12867 SH SOLE 12867 0 0
UCAR INTERNATIONAL COM 90262K109 1202 47613 SH SOLE 47613 0 0
ULTRAMAN DIAMOND SHAMRORK COR COM 904000106 901 41297 SH SOLE 41297 0 0
UNICAPITAL CORP COM 90459D108 142 23214 SH SOLE 23214 0 0
UNICOM CORP COM 904911104 1015 26308 SH SOLE 26308 0 0
UNIFI INC COM 904677101 924 43463 SH SOLE 43463 0 0
UNILAB CORP COM 904763109 69 11517 SH SOLE 11517 0 0
UNILEVER NV (NEW) COM 904784709 6989 100199 SH SOLE 100199 0 0
UNION CARBIDE CORPORATION COM 905581104 867 17794 SH SOLE 17794 0 0
UNION PACIFIC CORP COM 907818108 3063 52530 SH SOLE 52530 0 0
UNION PACIFIC RESOURCES COM 907834105 686 42073 SH SOLE 42073 0 0
UNION PLANTERS CORP OF MEMPHI COM 908068109 1297 29014 SH SOLE 29014 0 0
UNIPHASE CORP COM 909149106 1129 6800 SH SOLE 6800 0 0
UNISOURCE INC CONTRA COM 909208985 546 45536 SH SOLE 45536 0 0
UNISTAR FINL SRVC COM 90921U100 285 4825 SH SOLE 4825 0 0
UNISURCE COM 909208100 240 19894 SH SOLE 19894 0 0
UNISYS CORP COM 909214108 1931 49600 SH SOLE 49600 0 0
UNITED ASSET MANAGEMENT CORP COM 909420101 395 17355 SH SOLE 17355 0 0
UNITED BANKSHARES INC COM 909907107 256 9650 SH SOLE 9650 0 0
UNITED DOMINION REALTY TR INC COM 910197102 132 11234 SH SOLE 11234 0 0
UNITED HEALTHCARE CORP COM 910581107 1777 28378 SH SOLE 28378 0 0
UNITED TECHNOLOGIES CORP COM 913017109 5296 73557 SH SOLE 73557 0 0
UNITRIN INC COM 913275103 1353 33000 SH SOLE 33000 0 0
UNITRODE CORPORATION COM 913283107 420 14644 SH SOLE 14644 0 0
UNIVERSAL CORP VA COM 913456109 450 15833 SH SOLE 15833 0 0
UNIVERSAL FOODS CORPORATION COM 913538104 745 35268 SH SOLE 35268 0 0
UNIVISION COMMUNCIATIONS INC COM 914906102 3393 52205 SH SOLE 52205 0 0
UNOCAL CORPORATION COM 915289102 1670 42145 SH SOLE 42145 0 0
UNOVA INC COM 91529B106 207 13062 SH SOLE 13062 0 0
UNUM CORP COM 903192102 1453 26533 SH SOLE 26533 0 0
US AIRWAYS GROUP INC COM 911905107 592 13600 SH SOLE 13600 0 0
US FREIGHTWAYS CORP COM 916906100 299 6450 SH SOLE 6450 0 0
US SATELITE BROADCASTING COM 912STK993 220 12200 SH SOLE 12200 0 0
USA NEWORKS INC COM 902984103 706 17586 SH SOLE 17586 0 0
USEC INC COM 90333E108 432 29044 SH SOLE 29044 0 0
USG CORP NEW COM 903293405 1036 18500 SH SOLE 18500 0 0
UST CORP COM 902900109 293 9672 SH SOLE 9672 0 0
USX MARATHON GROUP COM 902905827 1776 54530 SH SOLE 54530 0 0
USX U.S STEEL GROUP COM 90337T101 543 20099 SH SOLE 20099 0 0
UTILICORP UNITED INC COM 918005109 1049 43160 SH SOLE 43160 0 0
V F CORPORATION COM 918204108 644 15071 SH SOLE 15071 0 0
VAIL RESORTS INC COM 91879Q109 186 10328 SH SOLE 10328 0 0
VALERO ENERGY CORP COM 91913Y100 941 43891 SH SOLE 43891 0 0
VARCO INTERNATIONAL INC COM 922126107 627 58020 SH SOLE 58020 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
VARIAN MEDICAL SYSTEMS INC COM 92220P105 250 9899 SH SOLE 9899 0 0
VENTAS INC COM 92276F100 68 12640 SH SOLE 12640 0 0
VERITAS SOFTWARE CORP COM 923436109 4780 50350 SH SOLE 50350 0 0
VERITY INC. COM 92343C106 371 6845 SH SOLE 6845 0 0
VERTICALNET INC COM 92532L107 563 5362 SH SOLE 5362 0 0
VIACOM INC NON VOTING COM 925524308 5607 127439 SH SOLE 127439 0 0
VIAD CORP COM 92552R109 1491 48186 SH SOLE 48186 0 0
VIATEL INC COM 925529208 244 4348 SH SOLE 4348 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 780 37123 SH SOLE 37123 0 0
VISIO CORP COM 927914101 252 6628 SH SOLE 6628 0 0
VISX INC COM 92844S105 2821 35623 SH SOLE 35623 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 3049 45205 SH SOLE 45205 0 0
VLASIC INT'L INC COM 928559103 191 26130 SH SOLE 26130 0 0
VULCAN MATERIALS COMPANY COM 929160109 800 16587 SH SOLE 16587 0 0
W W GRAINGER INC COM 384802104 1066 19804 SH SOLE 19804 0 0
W.R. GRACE & CO. COM 38388F108 820 43158 SH SOLE 43158 0 0
WACHOVIA CORP COM 929771103 3440 40208 SH SOLE 40208 0 0
WAL-MART STORES INC COM 931142103 39419 816976 SH SOLE 816976 0 0
WALGREEN COMPANY COM 931422109 5249 178685 SH SOLE 178685 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 396 15855 SH SOLE 15855 0 0
WALTER INDUSTRIES IC COM 93317Q105 166 12796 SH SOLE 12796 0 0
WARNER-LAMBERT COMPANY COM 934488107 11196 161973 SH SOLE 161973 0 0
WARNICO GROUP INC CL A COM 934390105 705 26341 SH SOLE 26341 0 0
WASHINGTON FEDERAL INC. COM 938824109 359 15986 SH SOLE 15986 0 0
WASHINGTON GAS LIGHT COMPANY COM 938837101 778 29923 SH SOLE 29923 0 0
WASHINGTON MUTUAL INC COM 939322103 3598 101160 SH SOLE 101160 0 0
WASHINGTON POST CO COM 939640108 2617 4867 SH SOLE 4867 0 0
WASTE MANAGEMENT INC COM 94106L109 5874 109290 SH SOLE 109290 0 0
WATSON PHARMACEUTICALS INC COM 942683103 511 14577 SH SOLE 14577 0 0
WATTS INDUSTRIES INC CL A COM 942749102 303 15790 SH SOLE 15790 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 863 47954 SH SOLE 47954 0 0
WAVE SYSTEMS CORP CL-A COM 943526103 200 10501 SH SOLE 10501 0 0
WEATHERFORD INTERNATIONAL COM 947074100 1978 54008 SH SOLE 54008 0 0
WEBSTER FINL CORP WATERBURY COM 947890109 269 9900 SH SOLE 9900 0 0
WEINGARTEN RLTY INVS FORMERLY COM 948741103 459 11000 SH SOLE 11000 0 0
WELLMAN INC COM 949702104 218 13703 SH SOLE 13703 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 992 11687 SH SOLE 11687 0 0
WELLS FARGO COMPANY COM 949746101 14057 328825 SH SOLE 328825 0 0
WELLSFORD REAL PROPERTIES COM 950240101 115 10723 SH SOLE 10723 0 0
WENDYS INTERNATIONAL INC COM 950590109 519 18200 SH SOLE 18200 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 275 7000 SH SOLE 7000 0 0
WESTAMERICA BANCORP COM 957090103 662 18132 SH SOLE 18132 0 0
WESTERN BANCORP COM 957683105 265 6100 SH SOLE 6100 0 0
WESTERN DIGITAL CORPORATION COM 958102105 164 25302 SH SOLE 25302 0 0
WESTFIELD AMERICA INC COM 959910100 198 13155 SH SOLE 13155 0 0
WESTPOINT STEVENS INC COM 961238102 815 27328 SH SOLE 27328 0 0
WESTVACO CORPORATION COM 961548104 520 17945 SH SOLE 17945 0 0
WESTWOOD ONE INC COM 961815107 241 6757 SH SOLE 6757 0 0
WEYERHAEUSER COMPANY COM 962166104 2488 36182 SH SOLE 36182 0 0
WHIRLPOOL CORPORATION COM 963320106 852 11519 SH SOLE 11519 0 0
WHITE MOUNTAINS INSURANCE COM 964126106 540 3827 SH SOLE 3827 0 0
WHITMAN CORP COM 96647R107 735 40829 SH SOLE 40829 0 0
WHITTAKER CORP NEW COM 966680407 405 14472 SH SOLE 14472 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: June 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>
WHOLE FOODS MKT INC COM 966837106 413 8603 SH SOLE 8603 0 0
WICOR INC COM 929253102 250 8955 SH SOLE 8955 0 0
WILLAMETTE INDUSTRIES COM 969133107 522 11324 SH SOLE 11324 0 0
WILLIAMS COMPANIES COM 969457100 3677 86393 SH SOLE 86393 0 0
WILMINGTON TRUST CORP COM 971807102 977 17035 SH SOLE 17035 0 0
WINN-DIXIE STORES INC COM 974280109 914 24748 SH SOLE 24748 0 0
WISCONSIN CENTRAL TRANSPORTAT COM 976592105 713 37768 SH SOLE 37768 0 0
WISCONSIN ENERGY CORP FORMERL COM 976657106 1476 58879 SH SOLE 58879 0 0
WITCO CORP COM 977385103 1095 55423 SH SOLE 55423 0 0
WOLVERINE WORLD WIDE COM 978097103 189 13513 SH SOLE 13513 0 0
WORLD ACCESS INC COM 98141A101 161 11400 SH SOLE 11400 0 0
WORLD COLOR PRESS INC-DEL COM 981443104 235 8535 SH SOLE 8535 0 0
WORLDGATE COMMUNICATIONS INC COM 98156L307 225 4392 SH SOLE 4392 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 813 49454 SH SOLE 49454 0 0
WPS RES CORP COM 92931B106 361 12025 SH SOLE 12025 0 0
WRIGLEY WM JR COMPANY COM 982526105 2057 23065 SH SOLE 23065 0 0
XEROX CORPORATION COM 984121103 7358 124588 SH SOLE 124588 0 0
XILINX INC COM 983919101 5343 93335 SH SOLE 93335 0 0
YAHOO INC. COM 984332106 2115 12276 SH SOLE 12276 0 0
YORK INTERNATIONAL CORP COM 986670107 659 15396 SH SOLE 15396 0 0
ZEBRA TECHNOLOGY INC CL A COM 989207105 242 6300 SH SOLE 6300 0 0
ZIFF DAVIS INC ZDNET GROUP COM 989511209 243 9330 SH SOLE 9330 0 0
ZIFF-DAVIS INC COM 989511100 162 10640 SH SOLE 10640 0 0
ZIONS BANCORP FORMERLY ZIONS COM 989701107 2399 37776 SH SOLE 37776 0 0
</TABLE>
