UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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
January 26, 2000
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT. (Check here if all holdings of
this reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in
this report, and all holdings are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
managers(s).)
List of Other Managers Reporting for this Manager:
**NONE**
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2035
Form 13F Information Table Value Total: 2923276
List of Other Included Managers:
No. 13F File Number Name
**NONE**
<PAGE>
<TABLE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 1 of 39
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>
24/7 MEDIA INC COM 901314104 471 8379 SH SOLE 8379 0 0
3 COM CORP COM 885535104 3109 66153 SH SOLE 66153 0 0
3DF INTERACTIVE INC COM 88553X103 125 12731 SH SOLE 12731 0 0
7-ELEVEN INC COM 817826100 125 70000 SH SOLE 70000 0 0
99 CENTS COM 65440K106 228 5953 SH SOLE 5953 0 0
A A R CORPORATION COM 000361105 323 18000 SH SOLE 18000 0 0
A G EDWARDS INCORPORATED COM 281760108 1718 53588 SH SOLE 53588 0 0
A H BELO & CO SER A COM 080555105 1158 60728 SH SOLE 60728 0 0
A SCHULMAN INCORPORATED COM 808194104 548 33578 SH SOLE 33578 0 0
A T & T CORP COM 001957109 22103 434996 SH SOLE 434996 0 0
ABBOTT LABORATORIES COM 002824100 8433 232244 SH SOLE 232244 0 0
ABC RAIL PRODUCTS CORP COM 000752105 90 10903 SH SOLE 10903 0 0
ABERCROMBIE & FITCH CO CL A COM 002896207 1459 54678 SH SOLE 54678 0 0
ABGENIX INC COM 00339B107 727 5489 SH SOLE 5489 0 0
ABM INDUSTRIES INC COM 000957100 219 10748 SH SOLE 10748 0 0
AC NIELSON COM 004833109 750 30471 SH SOLE 30471 0 0
ACCLAIM ENTERTAINMENT INC COM 004325205 116 22600 SH SOLE 22600 0 0
ACTEL CORP COM 004934105 298 12400 SH SOLE 12400 0 0
ACTIVISION INC COM 004930202 219 14277 SH SOLE 14277 0 0
ACTUATE CORP COM 00508B102 647 15092 SH SOLE 15092 0 0
ACTV INC COM 00088E104 853 18662 SH SOLE 18662 0 0
ACUSON CORPORATION COM 005113105 350 27834 SH SOLE 27834 0 0
ACXIOM CORP COM 005125109 1039 43300 SH SOLE 43300 0 0
ADAPTEC INC COM 00651F108 1068 21415 SH SOLE 21415 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 672 9100 SH SOLE 9100 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 2734 37684 SH SOLE 37684 0 0
ADELPHIA BUSINESS SOLUTIONS COM 006847107 431 8986 SH SOLE 8986 0 0
ADELPHIA COMMUNICATIONS COM 006848105 643 9800 SH SOLE 9800 0 0
ADFORCE INC COM 006867105 205 2877 SH SOLE 2877 0 0
ADOBE SYSTEMS INC COM 00724F101 1764 26224 SH SOLE 26224 0 0
ADTRAN INC COM 00738A106 1681 32678 SH SOLE 32678 0 0
ADVANCE PARADIGM INC COM 007491103 237 11000 SH SOLE 11000 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 586 12046 SH SOLE 12046 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 291 5900 SH SOLE 5900 0 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 2035 45536 SH SOLE 45536 0 0
ADVANCED MICRO DEVICES INC COM 007903107 490 16946 SH SOLE 16946 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 363 15139 SH SOLE 15139 0 0
ADVANTA CORP CLASS A COM 007942105 194 10641 SH SOLE 10641 0 0
ADVANTICA RESTAURANT GROUP COM 00758B109 22 12700 SH SOLE 12700 0 0
ADVENT SOFTWARE INC COM 007974108 493 7650 SH SOLE 7650 0 0
ADVO, INC. COM 007585102 289 12182 SH SOLE 12182 0 0
AERIAL COMMUNICATION COM 007655103 566 9300 SH SOLE 9300 0 0
AEROFLEX INC COM 007768104 143 13741 SH SOLE 13741 0 0
AES CORP COM 00130H105 2286 30586 SH SOLE 30586 0 0
AETNA LIFE & CASUALTY CO COM 008117103 1966 35223 SH SOLE 35223 0 0
AFFILIATED COMPUTER SVCS COM 008190100 1168 25400 SH SOLE 25400 0 0
AFFILIATED MANAGERS CORP COM 008252108 695 17177 SH SOLE 17177 0 0
AFFYMETRIX INC COM 00826T108 1697 10000 SH SOLE 10000 0 0
AFLAC INC COM 001055102 1707 36176 SH SOLE 36176 0 0
AFTERMARKET TECHNOLOGY COM 008318107 149 12500 SH SOLE 12500 0 0
AGCO CORP COM 001084102 885 65842 SH SOLE 65842 0 0
AGL RESOURCES INC COM 001204106 1087 63932 SH SOLE 63932 0 0
AGRIBRANDS INC COM 00849R105 232 5052 SH SOLE 5052 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 2 of 39
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>
AIR EXPRESS INTERNATIONAL COR COM 009104100 756 23400 SH SOLE 23400 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 1209 36022 SH SOLE 36022 0 0
AIRBORNE FGHT CORP COM 009266107 1372 62378 SH SOLE 62378 0 0
AIRGAS INC COM 009363102 672 70732 SH SOLE 70732 0 0
AIRTRAN HOLDINGS INC COM 00949P108 104 22850 SH SOLE 22850 0 0
AK STEEL HOLDING CORP COM 001547108 947 50146 SH SOLE 50146 0 0
ALARIS MEDICAL INC COM 011637105 20 10500 SH SOLE 10500 0 0
ALASKA AIR GROUP INCORPORATED COM 011659109 1206 34339 SH SOLE 34339 0 0
ALBANY INTL CORP CL A COM 012348108 420 27112 SH SOLE 27112 0 0
ALBEMARLE CORP COM 012653101 758 39525 SH SOLE 39525 0 0
ALBERTO-CULVER COMPANY CL B COM 013068101 457 17700 SH SOLE 17700 0 0
ALBERTSON INCORPORATED COM 013104104 1686 52294 SH SOLE 52294 0 0
ALCOA INC COM 013817101 3039 36620 SH SOLE 36620 0 0
ALEXANDER & BALDWIN INC COM 014482103 1082 47418 SH SOLE 47418 0 0
ALEXANDRIA REAL ESTATE COM 015271109 230 7237 SH SOLE 7237 0 0
ALFA CORP COM 015385107 384 23544 SH SOLE 23544 0 0
ALKERMES INC COM 01642T108 707 14400 SH SOLE 14400 0 0
ALLAIRE CORP COM 016714107 524 3578 SH SOLE 3578 0 0
ALLEGHANY CORP NEW COM 017175100 716 3859 SH SOLE 3859 0 0
ALLEGHENY ENERGY INC COM 017361106 1445 53658 SH SOLE 53658 0 0
ALLEN TELECOM INC COM 018091108 173 14966 SH SOLE 14966 0 0
ALLERGAN INC COM 018490102 909 18268 SH SOLE 18268 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 256 15339 SH SOLE 15339 0 0
ALLIANT ENERGY CORP COM 018802108 1168 42458 SH SOLE 42458 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 490 7856 SH SOLE 7856 0 0
ALLIED CAPITAL CORP COM 01903Q108 689 37644 SH SOLE 37644 0 0
ALLMERICA FINANCIAL CORP. COM 019754100 1964 35300 SH SOLE 35300 0 0
ALLSTATE CORP COM 020002101 2905 120741 SH SOLE 120741 0 0
ALLTEL CORPORATION COM 020039103 3853 46600 SH SOLE 46600 0 0
ALPHA INDUSTRIES INC. COM 020753109 599 10459 SH SOLE 10459 0 0
ALPHARMA INC - CL A COM 020813101 472 15353 SH SOLE 15353 0 0
ALTERA CORP COM 021441100 6198 125053 SH SOLE 125053 0 0
ALTERRA HEALTHCARE CORP COM 02146C104 121 14562 SH SOLE 14562 0 0
AMAZON COMM INC COM 023135106 1404 18449 SH SOLE 18449 0 0
AMBAC INC COM 023139108 1821 34896 SH SOLE 34896 0 0
AMC ENTERTAINMENT INCORPORATE COM 001669100 126 14588 SH SOLE 14588 0 0
AMCOL INTERNATIONAL COM 02341W103 278 17264 SH SOLE 17264 0 0
AMCORE FINANCIAL INC COM 023912108 401 16700 SH SOLE 16700 0 0
AMERADA HESS CORPORATION COM 023551104 422 7437 SH SOLE 7437 0 0
AMEREN CORP COM 023608102 742 22660 SH SOLE 22660 0 0
AMERICA ONLINE INC COM 02364J104 23181 305516 SH SOLE 305516 0 0
AMERICA WEST HOLDING GROUP COM 023657208 511 24634 SH SOLE 24634 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 1053 23400 SH SOLE 23400 0 0
AMERICAN ELECTRIC POWER CO COM 025537101 702 21840 SH SOLE 21840 0 0
AMERICAN EXPRESS CO COM 025816109 10412 62630 SH SOLE 62630 0 0
AMERICAN FINANCIAL GROUP COM 025932104 898 34050 SH SOLE 34050 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 217 13400 SH SOLE 13400 0 0
AMERICAN GENERAL CORPORATION COM 026351106 1770 23326 SH SOLE 23326 0 0
AMERICAN GREETINGS CORP COM 026375105 309 13073 SH SOLE 13073 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 7720 196682 SH SOLE 196682 0 0
AMERICAN INDUSTRIAL PROPERTIE COM 026791202 135 10930 SH SOLE 10930 0 0
AMERICAN INTL GROUP INC COM 026874107 23893 220977 SH SOLE 220977 0 0
AMERICAN ITALIAN PASTA CO -A COM 027070101 392 12743 SH SOLE 12743 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 3 of 39
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>
AMERICAN MANAGEMENT SYSTEMS COM 027352103 800 25500 SH SOLE 25500 0 0
AMERICAN POWER CONVERSION COR COM 029066107 3108 117845 SH SOLE 117845 0 0
AMERICAN RETIREMENT CORP COM 028913101 102 12898 SH SOLE 12898 0 0
AMERICAN STANDARD COS INC COM 029712106 1711 37305 SH SOLE 37305 0 0
AMERICAN STATES WATER CO COM 029899101 257 7139 SH SOLE 7139 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 265 9457 SH SOLE 9457 0 0
AMERICAN WATER WORKS CO INC COM 030411102 1033 48591 SH SOLE 48591 0 0
AMERICAN XTAL TECHNOLOGY INC COM 030514103 180 10297 SH SOLE 10297 0 0
AMERICREDIT CORP COM 03060R101 885 47815 SH SOLE 47815 0 0
AMERIPATH INC COM 03071D109 107 13100 SH SOLE 13100 0 0
AMERISOURCE HEALTH CORP COM 03071P102 413 27223 SH SOLE 27223 0 0
AMES DEPARTMENT STORE COM 030789507 501 17400 SH SOLE 17400 0 0
AMETEK AEROSPACE PRODUCTS COM 031100100 698 36619 SH SOLE 36619 0 0
AMF BOWLING INC COM 03113V109 147 47193 SH SOLE 47193 0 0
AMGEN INC COM 031162100 11637 193743 SH SOLE 193743 0 0
AMKOR TECHNOLOGIES INC COM 031652100 1547 54764 SH SOLE 54764 0 0
AMLI RESIDENTIAL PROP COM 001735109 320 15830 SH SOLE 15830 0 0
AMPEX CORP COM 032092108 149 27374 SH SOLE 27374 0 0
AMPHENOL COPR C/A COM 032095101 755 11344 SH SOLE 11344 0 0
AMR CORP COM 001765106 1564 23344 SH SOLE 23344 0 0
AMRESCO INC COM 031909104 23 16624 SH SOLE 16624 0 0
AMSOUTH BANCORPORATION COM 032165102 876 45358 SH SOLE 45358 0 0
ANADARKO PETROLEUM CORP COM 032511107 919 26925 SH SOLE 26925 0 0
ANADIGICS INC. COM 032515108 538 11397 SH SOLE 11397 0 0
ANALOG DEVICES INCORPORATED COM 032654105 1198 12880 SH SOLE 12880 0 0
ANALYSTS INTERNATIONAL CORP COM 032681108 157 12575 SH SOLE 12575 0 0
ANCHOR BANCORP WISC COM 032839102 228 15100 SH SOLE 15100 0 0
ANCHOR COMMUNICATIONS INC COM 03332K108 1148 16918 SH SOLE 16918 0 0
ANDREW CORPORATION COM 034425108 1186 62604 SH SOLE 62604 0 0
ANHEUSER BUSCH INCORPORATED COM 035229103 4456 62875 SH SOLE 62875 0 0
ANICOM INC COM 035250109 54 12600 SH SOLE 12600 0 0
ANIXTER INTERNATIONAL INC. COM 035290105 372 18047 SH SOLE 18047 0 0
ANN TAYLOR STORES CORP. COM 036115103 633 18379 SH SOLE 18379 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 581 16960 SH SOLE 16960 0 0
ANTEC CORP COM 03664P105 551 15100 SH SOLE 15100 0 0
AON CORP COM 037389103 1820 45491 SH SOLE 45491 0 0
APEX INC COM 037548104 377 11676 SH SOLE 11676 0 0
APOGEE ENTERPRISES INC COM 037598109 73 14350 SH SOLE 14350 0 0
APOLLO GROUP INC COM 037604105 894 44549 SH SOLE 44549 0 0
APPLE COMPUTER INC COM 037833100 4429 43083 SH SOLE 43083 0 0
APPLEBEES COM 037899101 478 16200 SH SOLE 16200 0 0
APPLIED INDUSTRIAL TECHNOLGIE COM 03820C105 239 14385 SH SOLE 14385 0 0
APPLIED MATERIALS INC COM 038222105 9392 74136 SH SOLE 74136 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 628 4937 SH SOLE 4937 0 0
APPLIED POWER CL A COM 038225108 883 24015 SH SOLE 24015 0 0
APRIA HEALTHCARE GROUP COM 037933108 1136 63341 SH SOLE 63341 0 0
APTAR GROUP INC COM 038336103 724 28818 SH SOLE 28818 0 0
ARACH CHEMICALS INC COM 03937R102 365 17430 SH SOLE 17430 0 0
ARCADIA FINANCIAL LTD COM 039101100 130 29321 SH SOLE 29321 0 0
ARCH COAL INC COM 039380100 126 11153 SH SOLE 11153 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 1448 119382 SH SOLE 119382 0 0
ARDENT SOFTWARE INC COM 039794102 334 8575 SH SOLE 8575 0 0
ARGONAUT GROUP COM 040157109 208 10450 SH SOLE 10450 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 4 of 39
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>
ARGOSY GAMING COM 040228108 190 12179 SH SOLE 12179 0 0
ARNOLD INDS COM 042595108 319 22706 SH SOLE 22706 0 0
ARROW ELECTRONICS INCORPORATE COM 042735100 1291 50858 SH SOLE 50858 0 0
ARROW INTL INC COM 042764100 206 7100 SH SOLE 7100 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 428 20390 SH SOLE 20390 0 0
ARTHUR J. GALLAGHER & COMPANY COM 363576109 795 12276 SH SOLE 12276 0 0
ARTIC CAT INC COM 039670104 105 10450 SH SOLE 10450 0 0
ARVIN INDUSTRIES INCORPORATED COM 043339100 854 30100 SH SOLE 30100 0 0
ASCENT ENTERTAINMENT GROUP COM 043628106 232 18316 SH SOLE 18316 0 0
ASHLAND INC COM 044204105 440 13365 SH SOLE 13365 0 0
ASHTON TECHNOLOGY GROUP INC COM 045084100 88 13665 SH SOLE 13665 0 0
ASPECT COMMUNICATIONS INC COM 04523Q102 1125 28750 SH SOLE 28750 0 0
ASPECT DEVELOPMENT INC COM 045234101 970 14154 SH SOLE 14154 0 0
ASPEN TECHNOLOGY INC COM 045327103 403 15250 SH SOLE 15250 0 0
ASSOCIATED ESTATES REALTY COR COM 045604105 94 12086 SH SOLE 12086 0 0
ASSOCIATED-BANC CORP COM 045487105 1087 31746 SH SOLE 31746 0 0
ASSOCIATES FIRST CAPITAL CORP COM 046008108 3666 133611 SH SOLE 133611 0 0
ASTORIA FINANCIAL CORPORATION COM 046265104 838 27522 SH SOLE 27522 0 0
ASYST TECHNOLOGIES INC COM 04648X107 509 7758 SH SOLE 7758 0 0
AT HOME CORP SER A COM 045919107 966 22529 SH SOLE 22529 0 0
ATLANTIC RICHFIELD COMPANY COM 048825103 5385 62255 SH SOLE 62255 0 0
ATLAS AIR INC COM 049164106 246 8980 SH SOLE 8980 0 0
ATMEL CORP COM 049513104 3406 115228 SH SOLE 115228 0 0
ATMI INC COM 00207R101 417 12600 SH SOLE 12600 0 0
ATMOS ENERGY COM 049560105 434 21238 SH SOLE 21238 0 0
ATWOOD OCEANICS INC COM 050095108 379 9811 SH SOLE 9811 0 0
AURORA FOODS INC/DE COM 05164B106 96 10258 SH SOLE 10258 0 0
AUSPEX SYSTEMS INC COM 052116100 159 15555 SH SOLE 15555 0 0
AUTHENTIC FITNESS CORP COM 052661105 361 17404 SH SOLE 17404 0 0
AUTODESK INCORPORATED COM 052769106 303 8978 SH SOLE 8978 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 3770 69970 SH SOLE 69970 0 0
AUTOZONE INC COM 053332102 649 20090 SH SOLE 20090 0 0
AVANT CORPORATION COM 053487104 299 19911 SH SOLE 19911 0 0
AVERY DENNISON CORP COM 053611109 1593 21862 SH SOLE 21862 0 0
AVIALL INC COM 05366B102 111 13498 SH SOLE 13498 0 0
AVID TECHNOLOGIES INC COM 05367P100 175 13398 SH SOLE 13398 0 0
AVIS RENT A CAR COM 053790101 360 14075 SH SOLE 14075 0 0
AVISTA CORP COM 05379B107 387 25100 SH SOLE 25100 0 0
AVNET INCORPORATED COM 053807103 1582 26146 SH SOLE 26146 0 0
AVON PRODUCTS INCORPORATED COM 054303102 1197 36258 SH SOLE 36258 0 0
AVT CORPORATION COM 002420107 310 6600 SH SOLE 6600 0 0
AWARE INC COM 05453N100 373 10253 SH SOLE 10253 0 0
AXENT TECHNOLOGIES COM 05459C108 359 17100 SH SOLE 17100 0 0
AZTAR CORP COM 054802103 246 22576 SH SOLE 22576 0 0
B T FINANCIAL CORP COM 055763106 208 9450 SH SOLE 9450 0 0
BAKER HUGHES INC COM 057224107 1250 59335 SH SOLE 59335 0 0
BALDOR ELECTRIC COMPANY COM 057741100 330 18200 SH SOLE 18200 0 0
BALL CORPORATION COM 058498106 685 17386 SH SOLE 17386 0 0
BALLY HEALTH & TENNIS CORP COM 05873K108 400 14994 SH SOLE 14994 0 0
BANCORP SOUTH INC COM 059692103 578 35406 SH SOLE 35406 0 0
BANCWEST CORP COM 059790105 647 33156 SH SOLE 33156 0 0
BANDAG INC COM 059815100 570 22808 SH SOLE 22808 0 0
BANK NEW YORK INC COM 064057102 4342 108541 SH SOLE 108541 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 5 of 39
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>
BANK OF AMERICA CORP COM 060505104 12417 247418 SH SOLE 247418 0 0
BANK ONE CORP COM 06423A103 5482 171319 SH SOLE 171319 0 0
BANK UNITED CORP - CL A COM 065412108 437 16028 SH SOLE 16028 0 0
BANKATLANTIC BANCORP COM 065908105 111 21600 SH SOLE 21600 0 0
BANKNORTH GROUP INC COM 06646L100 385 14410 SH SOLE 14410 0 0
BANTA CORPORATION COM 066821109 708 31393 SH SOLE 31393 0 0
BANYAN SYS INC COM 066908104 311 15536 SH SOLE 15536 0 0
BARNES & NOBLE, INC COM 067774109 719 34873 SH SOLE 34873 0 0
BARNES GROUP INC COM 067806109 196 12024 SH SOLE 12024 0 0
BARNESANDNOBLE.COM INC COM 067846105 221 15586 SH SOLE 15586 0 0
BARR LABS COM 068306109 358 11411 SH SOLE 11411 0 0
BARRA INC COM 068313105 205 6450 SH SOLE 6450 0 0
BARRETT RES CORP NEW COM 068480201 567 19268 SH SOLE 19268 0 0
BARRICKS GOLD CORP. COM 067901108 935 52871 SH SOLE 52871 0 0
BARRY PETROLEUM COM 085789105 167 11064 SH SOLE 11064 0 0
BATTLE MTN GOLD CO COM 071593107 169 81795 SH SOLE 81795 0 0
BAUSCH & LOMB INCORPORATED COM 071707103 323 4724 SH SOLE 4724 0 0
BAXTER INTERNATIONAL INC COM 071813109 2946 46909 SH SOLE 46909 0 0
BAY VIEW CAPITAL CORP_DEL COM 07262L101 360 25354 SH SOLE 25354 0 0
BB&T COPRORATION COM 054937107 856 31269 SH SOLE 31269 0 0
BE AEROSPACE INC COM 073302101 119 14100 SH SOLE 14100 0 0
BEAR STEARNS COS INC COM 073902108 919 21506 SH SOLE 21506 0 0
BECKMAN COULTER INC COM 075811109 808 15877 SH SOLE 15877 0 0
BECTON DICKINSON & COMPANY COM 075887109 1264 46918 SH SOLE 46918 0 0
BED BATH & BEYOND INC COM 075896100 1307 37619 SH SOLE 37619 0 0
BEDFORD PROPERTY INVESTORS COM 076446301 235 13761 SH SOLE 13761 0 0
BELDEN INC COM 077459105 321 15300 SH SOLE 15300 0 0
BELL AND HOWELL COM 077852101 343 10767 SH SOLE 10767 0 0
BELL ATLANTIC COM 077853109 13450 218470 SH SOLE 218470 0 0
BELLSOUTH CORP COM 079860102 12574 268599 SH SOLE 268599 0 0
BENCHMARK ELECTRS INC COM 08160H101 256 11169 SH SOLE 11169 0 0
BERGEN BRUNSWIG CORP CLASS A COM 083739102 550 66107 SH SOLE 66107 0 0
BERINGER WINE ESTATES -B COM 084102102 439 11000 SH SOLE 11000 0 0
BERKLEY W R CORP COM 084423102 210 10075 SH SOLE 10075 0 0
BEST BUY COMPANY INC COM 086516101 1472 29284 SH SOLE 29284 0 0
BESTFOODS COM 08658U101 2073 39431 SH SOLE 39431 0 0
BETHLEHEM STEEL CORPORATION COM 087509105 689 82255 SH SOLE 82255 0 0
BEVERLY ENTERPRISES INC COM 087851309 473 108015 SH SOLE 108015 0 0
BEYOND.COM CORP COM 08860E101 105 13414 SH SOLE 13414 0 0
BILLING CONCEPTS CORP COM 090063108 144 22100 SH SOLE 22100 0 0
BINDLEY WESTERN INDUSTRIES IN COM 090324104 291 19300 SH SOLE 19300 0 0
BINDVIEW DEVELOPMENT CORP COM 090327107 502 10107 SH SOLE 10107 0 0
BIO-TECHNOLOGY GENERAL CORP COM 090578105 485 31800 SH SOLE 31800 0 0
BIOGEN INC MASS COM 090597105 7717 91323 SH SOLE 91323 0 0
BIOMATRIX INC COM 09060P102 206 10688 SH SOLE 10688 0 0
BIOMET INCORPORATED COM 090613100 1180 29509 SH SOLE 29509 0 0
BJ SERVICES CO. COM 055482103 1614 38606 SH SOLE 38606 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 1393 38170 SH SOLE 38170 0 0
BLACK & DECKER MANUFACTURING COM 091797100 256 4891 SH SOLE 4891 0 0
BLACK BOX CORP. COM 091826107 797 11900 SH SOLE 11900 0 0
BLACK HILLS CORPORATIONS COM 092113109 519 23370 SH SOLE 23370 0 0
BLOCK DRUG CO COM 093644102 267 8626 SH SOLE 8626 0 0
BLOCK H & R INC COM 093671105 628 14347 SH SOLE 14347 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 6 of 39
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>
BLOUNT INTERNATIONAL INC COM 095180105 333 20911 SH SOLE 20911 0 0
BLYTH INDUSTRIES INC COM 09643P108 602 24500 SH SOLE 24500 0 0
BMC INDUSTRIES INC COM 055607105 86 17540 SH SOLE 17540 0 0
BMC SOFTWARE INC COM 055921100 4107 51382 SH SOLE 51382 0 0
BOB EVANS FARMS INCORPORATED COM 096761101 672 43536 SH SOLE 43536 0 0
BOCA RESORTS IN CLASS A COM 09688T106 225 23100 SH SOLE 23100 0 0
BOEING CO COM 097023105 5889 142116 SH SOLE 142116 0 0
BOISE CASCADE CORPORATION COM 097383103 243 5998 SH SOLE 5998 0 0
BOISE CASCADE OFFICE PRODUCTS COM 097403109 189 12571 SH SOLE 12571 0 0
BOMBAY INC COM 097924104 104 23120 SH SOLE 23120 0 0
BORDERS GROUP INC COM 099709107 1531 94226 SH SOLE 94226 0 0
BORG WARNER AUTOMOTIVE INC COM 099724106 754 18607 SH SOLE 18607 0 0
BOSTON SCIENTIFIC CORP COM 101137107 859 39290 SH SOLE 39290 0 0
BOWATER INCORPORATED COM 102183100 1658 30536 SH SOLE 30536 0 0
BOWNE & COMPANY INCORPORATED COM 103043105 356 26382 SH SOLE 26382 0 0
BOY KIN LUDGING CO COM 103430104 151 13815 SH SOLE 13815 0 0
BOYD GAMING CORP COM 103304101 125 21438 SH SOLE 21438 0 0
BOYDS COLLECTION LTD COM 103354106 232 33405 SH SOLE 33405 0 0
BRADLEY REAL ESTATE INC COM 104580105 340 19473 SH SOLE 19473 0 0
BRADY W.H. COMPANY COM 104674106 459 13535 SH SOLE 13535 0 0
BRANDYWINE REALTY TRUST COM 105368203 424 25882 SH SOLE 25882 0 0
BRE PROPERTIES INC COM 05564E106 692 30500 SH SOLE 30500 0 0
BRIGGS & STRATTON CORPORATION COM 109043109 445 8292 SH SOLE 8292 0 0
BRIGHTPOINT INC COM 109473108 445 33874 SH SOLE 33874 0 0
BRINKER INTERNATIONAL INC COM 109641100 868 35960 SH SOLE 35960 0 0
BRIO TECHNOLOGY INC COM 109704106 254 6056 SH SOLE 6056 0 0
BRISTOL MYERS SQUIBB CO. COM 110122108 17035 265389 SH SOLE 265389 0 0
BROADVISION INC COM 111412102 6954 40890 SH SOLE 40890 0 0
BROADWING INC COM 111620100 4029 109252 SH SOLE 109252 0 0
BROOKS AUTOMATION INC COM 11434A100 219 6731 SH SOLE 6731 0 0
BROWN & BROWN INC COM 115236101 265 6913 SH SOLE 6913 0 0
BROWN FORMAN CORP COM 115637209 886 15473 SH SOLE 15473 0 0
BROWN SHOE CO COM 115736100 178 12612 SH SOLE 12612 0 0
BRUNSWICK CORP COM 117043109 210 9449 SH SOLE 9449 0 0
BRUSH-WELLMAN INCORPORATED COM 117421107 179 10659 SH SOLE 10659 0 0
BUCKEYE TECHNOLOGY CORP COM 118255108 250 16798 SH SOLE 16798 0 0
BUDGET GROUP INC COM 119003101 154 16941 SH SOLE 16941 0 0
BUFFETS INCORPORATED COM 119882108 464 46393 SH SOLE 46393 0 0
BUILDING ONE SERVICES CORP COM 120114103 129 13652 SH SOLE 13652 0 0
BURLINGTON COAT FACTORY WHSE COM 121579106 173 12456 SH SOLE 12456 0 0
BURLINGTON INDS INC COM 121693105 220 54920 SH SOLE 54920 0 0
BURLINGTON NORTHERN SANTE FE COM 12189T104 1346 55497 SH SOLE 55497 0 0
BURLINGTON RESOURCES COM 122014103 2352 71139 SH SOLE 71139 0 0
BURNHAM PAC PPTYS INC COM 12232C108 227 24245 SH SOLE 24245 0 0
BURR BROWN CORP COM 122574106 886 24525 SH SOLE 24525 0 0
C - COR ELECTRONICS INC COM 125010108 443 5782 SH SOLE 5782 0 0
C F W COMMUNICATIONS CO COM 124923103 285 8200 SH SOLE 8200 0 0
C S X CORPORATION COM 126408103 918 29244 SH SOLE 29244 0 0
C&D TECHNOLOGY COM 124661109 297 6981 SH SOLE 6981 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 1528 24554 SH SOLE 24554 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W100 1004 25250 SH SOLE 25250 0 0
CABLE DESIGN TECHNOLOGIES COR COM 126924109 515 22397 SH SOLE 22397 0 0
CABLETRON SYS INC COM 126920107 630 24245 SH SOLE 24245 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 7 of 39
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>
CABOT CORPORATION COM 127055101 676 33190 SH SOLE 33190 0 0
CABOT INDUSTRIAL TRUST COM 127072106 465 25300 SH SOLE 25300 0 0
CABOT OIL & GAS COM 127097103 257 15992 SH SOLE 15992 0 0
CADENCE DESIGN SYS INC COM 127387108 2923 121774 SH SOLE 121774 0 0
CADIZ INC COM 127537108 196 20594 SH SOLE 20594 0 0
CALGON CARBON CORP COM 129603106 124 21187 SH SOLE 21187 0 0
CALIFORNIA WATER SERVICE GROU COM 130788102 237 7818 SH SOLE 7818 0 0
CALLAWAY GOLF CO COM 131193104 1590 89913 SH SOLE 89913 0 0
CALPINE CORPORATION COM 131347106 2029 31700 SH SOLE 31700 0 0
CAMBREX CORP COM 132011107 389 11294 SH SOLE 11294 0 0
CAMBRIDGE TECHNOLOGY PARTNERS COM 132524109 1624 61871 SH SOLE 61871 0 0
CAMDEN PROPERTY TRUST COM 133131102 733 26400 SH SOLE 26400 0 0
CAMPBELL SOUP COMPANY COM 134429109 2616 67625 SH SOLE 67625 0 0
CANANDAIGUA BRANDS INC CL A COM 137219200 525 10300 SH SOLE 10300 0 0
CAPITAL AUTOMOTIVE REIT COM 139733109 150 12300 SH SOLE 12300 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 1377 28570 SH SOLE 28570 0 0
CAPITAL RE CORPORATION COM 140432105 246 17884 SH SOLE 17884 0 0
CAPITOL FEDERAL FINANCIAL COM 14057C106 497 50938 SH SOLE 50938 0 0
CAPITOL SENIOR LIVING CORP COM 140475104 54 10669 SH SOLE 10669 0 0
CAPROCK COMMUNICATIONS COM 140667106 662 20406 SH SOLE 20406 0 0
CAPSTEAD MORTGAGE CORP COM 14067E100 202 48314 SH SOLE 48314 0 0
CARAUSTAR INDS INC COM 140909102 325 13550 SH SOLE 13550 0 0
CARDINAL HEALTH INC COM 14149Y108 1764 36853 SH SOLE 36853 0 0
CAREMARK RX INC COM 141705103 598 118154 SH SOLE 118154 0 0
CARLISLE CORPORATION COM 142339100 683 18975 SH SOLE 18975 0 0
CARNIVAL CORP. COM 143658102 3910 81787 SH SOLE 81787 0 0
CAROLINA FIRST CORP COM 143877108 296 16200 SH SOLE 16200 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 667 24310 SH SOLE 24310 0 0
CARRIER ACCESS CORP COM 144460102 401 5951 SH SOLE 5951 0 0
CARTER-WALLACE CORPORATION COM 146285101 646 35996 SH SOLE 35996 0 0
CASEYS GENERAL STORES INC COM 147528103 341 32700 SH SOLE 32700 0 0
CASH AMERICAN INTERNATIONAL COM 14754D100 184 18886 SH SOLE 18886 0 0
CATALYTICA INC COM 148885106 426 31435 SH SOLE 31435 0 0
CATERPILLAR INC COM 149123101 2289 48641 SH SOLE 48641 0 0
CATHAY BANCORP INC COM 149150104 213 5200 SH SOLE 5200 0 0
CB RICHARD ELLIS SERVICES COM 12489L108 157 12688 SH SOLE 12688 0 0
CBL & ASSOCIATES PPOPERTIES COM 124830100 369 17884 SH SOLE 17884 0 0
CBRL GROUP COM 12489V106 641 66023 SH SOLE 66023 0 0
CBS CORP COM 12490K107 6927 108340 SH SOLE 108340 0 0
CCBF FINANCIAL CORP COM 124875105 954 21909 SH SOLE 21909 0 0
CCC INFORMATION SVCS COM 12487Q109 194 11300 SH SOLE 11300 0 0
CDW COMPUTER CENTERS INC COM 125129106 1659 21100 SH SOLE 21100 0 0
CEC ENTERTAINMENT COM 125137109 460 16297 SH SOLE 16297 0 0
CELGENE CORP COM 151020104 745 10648 SH SOLE 10648 0 0
CELL PATHWAYS COM 15114R101 103 11114 SH SOLE 11114 0 0
CELLNET DATA SYSTEM INC COM 15115M101 21 18400 SH SOLE 18400 0 0
CELLSTAR CORPORATION COM 150925105 208 21040 SH SOLE 21040 0 0
CENDANT CORPORATION COM 151313103 3245 122163 SH SOLE 122163 0 0
CENTENNIAL BANCORP COM 15133T104 108 10068 SH SOLE 10068 0 0
CENTER TRUST INC COM 151845104 141 14583 SH SOLE 14583 0 0
CENTERPOINT PROPERTIES CORP COM 151895109 462 12697 SH SOLE 12697 0 0
CENTEX CORPORATION COM 152312104 1378 55823 SH SOLE 55823 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 877 43850 SH SOLE 43850 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 8 of 39
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>
CENTRAL GARDEN & PET CO COM 153527106 125 12000 SH SOLE 12000 0 0
CENTREX CONSTRUCTION PRODUCTS COM 15231R109 242 6200 SH SOLE 6200 0 0
CENTURY BUSINESS SERVICES COM 156490104 311 36900 SH SOLE 36900 0 0
CENTURYTEL INC COM 156700106 844 17821 SH SOLE 17821 0 0
CEPHALON INC COM 156708109 634 18350 SH SOLE 18350 0 0
CERNER CORP COM 156782104 302 15350 SH SOLE 15350 0 0
CFS BANCORP COM 12525D102 101 10799 SH SOLE 10799 0 0
CH ENERGY GROUP INC COM 12541M102 406 12300 SH SOLE 12300 0 0
CHAMPION ENTERPRISES INC COM 158496109 229 26925 SH SOLE 26925 0 0
CHAMPION INTERNATIONAL CORP COM 158525105 1228 19833 SH SOLE 19833 0 0
CHARLES SCHWAB CORP NEW COM 808513105 4107 107376 SH SOLE 107376 0 0
CHARMING SHOPPES INCORPORATED COM 161133103 327 49335 SH SOLE 49335 0 0
CHART INDUSTRIES INC COM 16115Q100 73 18325 SH SOLE 18325 0 0
CHARTER MUNICIPAL MTG ACCPTC COM 160908109 162 13805 SH SOLE 13805 0 0
CHARTER ONE FINANCIAL COM 160903100 2045 106945 SH SOLE 106945 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 9683 124640 SH SOLE 124640 0 0
CHATEAU COMMUNITIES INC COM 161726104 425 16367 SH SOLE 16367 0 0
CHECKFREE HOLDINGS INC COM 162816102 2916 27900 SH SOLE 27900 0 0
CHECKPOINT SYSTEMS INC COM 162825103 209 20473 SH SOLE 20473 0 0
CHEESECAKE FACTORY INC COM 163072101 364 10400 SH SOLE 10400 0 0
CHELSEA GCA REALTY INC COM 163262108 289 9700 SH SOLE 9700 0 0
CHEMED CORPORATION COM 163596109 291 10166 SH SOLE 10166 0 0
CHEMFIRST WHEN ISSUED COM 16361A106 249 11371 SH SOLE 11371 0 0
CHEMICAL FINL CORP COM COM 163731102 256 8031 SH SOLE 8031 0 0
CHESAPEAKE CORPORATION OF COM 165159104 656 21514 SH SOLE 21514 0 0
CHESAPEAKE ENERGY CORP COM 165167107 115 48395 SH SOLE 48395 0 0
CHEVRON CORPORATION COM 166751107 8650 99853 SH SOLE 99853 0 0
CHICAGO TITLE CORP COM 168228104 347 7500 SH SOLE 7500 0 0
CHILDREN'S PLACE COM 168905107 168 10219 SH SOLE 10219 0 0
CHIQUITA BRANDS INT INC COM 170032106 112 23633 SH SOLE 23633 0 0
CHIRON CORPORATION COM 170040109 4790 113036 SH SOLE 113036 0 0
CHITTENDEN CORP COM 170228100 433 14600 SH SOLE 14600 0 0
CHOICE HOTELS INTERNATIONAL COM 169905106 575 33581 SH SOLE 33581 0 0
CHOICEPOINT COM 170388102 699 16902 SH SOLE 16902 0 0
CHRIS CRAFT INDS INC COM 170520100 1544 21402 SH SOLE 21402 0 0
CHS ELECTRONICS INC COM 12542A206 20 18122 SH SOLE 18122 0 0
CHUBB CORP COM 171232101 1911 33943 SH SOLE 33943 0 0
CHURCH & DWIGHT INC COM 171340102 1163 43578 SH SOLE 43578 0 0
CIBER INC COM 17163B102 794 28875 SH SOLE 28875 0 0
CIENA CORP COM 171779101 760 13215 SH SOLE 13215 0 0
CIGNA CORPORATION COM 125509109 1993 24739 SH SOLE 24739 0 0
CINCINNATI FINANCIAL CORP COM 172062101 792 25401 SH SOLE 25401 0 0
CINERGY CORP COM 172474108 2001 83607 SH SOLE 83607 0 0
CINTAS CORPORATION COM 172908105 3534 66516 SH SOLE 66516 0 0
CIRCUIT CITY STORES- COM 172737108 1036 22982 SH SOLE 22982 0 0
CIRRUS LOGIC INC COM 172755100 917 68891 SH SOLE 68891 0 0
CISCO SYS INC COM 17275R102 60230 562243 SH SOLE 562243 0 0
CITADEL COMMUNICATIONS CORP COM 172853202 862 13291 SH SOLE 13291 0 0
CITIGROUP INC COM 172967101 26466 475251 SH SOLE 475251 0 0
CITIZENS BANKING CORP COM 174420109 568 25368 SH SOLE 25368 0 0
CITRIX SYSTEMS INC. COM 177376100 2788 22664 SH SOLE 22664 0 0
CITY HOLDING CO COM 177835105 144 10266 SH SOLE 10266 0 0
CITY NATIONAL CORP. COM 178566105 719 21834 SH SOLE 21834 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 9 of 39
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>
CK WITCO CORPORATION COM 12562C108 1713 128105 SH SOLE 128105 0 0
CKE RESTAURANTS INC COM 12561E105 156 26595 SH SOLE 26595 0 0
CLAIRES STORES INC COM 179584107 546 24400 SH SOLE 24400 0 0
CLARCOR INC COM 179895107 301 16707 SH SOLE 16707 0 0
CLARIFY INC COM 180492100 1676 13300 SH SOLE 13300 0 0
CLAYTON HOME COM 184190106 645 70162 SH SOLE 70162 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3418 38293 SH SOLE 38293 0 0
CLECO CORP COM 12561W105 768 23940 SH SOLE 23940 0 0
CLEVELAND-CLIFFS INC COM 185896107 504 16200 SH SOLE 16200 0 0
CLOROX COM 189054109 580 11512 SH SOLE 11512 0 0
CMGI INC COM 125750109 2948 10646 SH SOLE 10646 0 0
CMI CORP CL A NEW COM 125761304 84 11865 SH SOLE 11865 0 0
CMP GROUP INC COM 125887109 811 29412 SH SOLE 29412 0 0
CMS ENERGY CORP COM 125896100 828 26555 SH SOLE 26555 0 0
CNA SURETY CO COM 12612L108 141 10851 SH SOLE 10851 0 0
CNET INC COM 125945105 400 7042 SH SOLE 7042 0 0
CNF TRANSPORTATION COM 12612W104 845 24487 SH SOLE 24487 0 0
COASTAL CORPORATION COM 190441105 308 8700 SH SOLE 8700 0 0
COCA COLA CO COM 191216100 20914 359044 SH SOLE 359044 0 0
COCA COLA ENTERPRISES INC. COM 191219104 386 19191 SH SOLE 19191 0 0
COGNEX CORP COM 192422103 850 21800 SH SOLE 21800 0 0
COGNIZANT TECH SOLUTIONS CRP COM 192446102 208 1900 SH SOLE 1900 0 0
COHERENT INCORPORATED COM 192479103 387 14450 SH SOLE 14450 0 0
COHU INCORPORATED COM 192576106 366 11800 SH SOLE 11800 0 0
COINSTAR INC COM 19259P300 176 12569 SH SOLE 12569 0 0
COLGATE PALMOLIVE CO COM 194162103 5687 87496 SH SOLE 87496 0 0
COLLINS & AIKMAN CORP COM 194830105 230 39959 SH SOLE 39959 0 0
COLONIAL PROPERTIES TRUST COM 195872106 525 22648 SH SOLE 22648 0 0
COLUMBIA ENERGY GROUP COM 197648108 1002 15837 SH SOLE 15837 0 0
COLUMBIA LABS INC COM 197779101 106 14141 SH SOLE 14141 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2493 85047 SH SOLE 85047 0 0
COM 21 INC COM 205937105 234 10443 SH SOLE 10443 0 0
COMCAST CORP COM 200300200 7391 146170 SH SOLE 146170 0 0
COMDISCO INC COM 200336105 2932 78722 SH SOLE 78722 0 0
COMERICA INC COM 200340107 615 13173 SH SOLE 13173 0 0
COMFORT SYSTEMS USA INC COM 199908104 141 19151 SH SOLE 19151 0 0
COMMERCE BANCORP INC COM 200519106 678 16764 SH SOLE 16764 0 0
COMMERCE GROUP INC (MASS) COM 200641108 433 16567 SH SOLE 16567 0 0
COMMERCIAL METALS COM 201723103 350 10300 SH SOLE 10300 0 0
COMMERCIAL NET LEASE REALTY COM 202218103 235 23673 SH SOLE 23673 0 0
COMMNET CELLULAR INC COM 202604203 312 9700 SH SOLE 9700 0 0
COMMONWEALTH TELEPHONE COM 203349105 310 5866 SH SOLE 5866 0 0
COMMSCOPE COM 203372107 1361 33770 SH SOLE 33770 0 0
COMMUNITY FIRST BANKSHARES IN COM 203902101 467 29650 SH SOLE 29650 0 0
COMPAQ COMPUTER CORP COM 204493100 5767 213095 SH SOLE 213095 0 0
COMPASS BANCSHARES INC COM 20449H109 1279 57300 SH SOLE 57300 0 0
COMPLETE BUSINESS SOLUTIONS COM 20452F107 355 14144 SH SOLE 14144 0 0
COMPUCOM SYSTEMS INC COM 204780100 92 22325 SH SOLE 22325 0 0
COMPUSA INC COM 204932107 496 97996 SH SOLE 97996 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 4126 58998 SH SOLE 58998 0 0
COMPUTER HORIZONS CORP COM 205908106 303 18725 SH SOLE 18725 0 0
COMPUTER NETWORK TECHNOLOGY COM 204925101 324 14133 SH SOLE 14133 0 0
COMPUTER SCIENCES CORPORATION COM 205363104 1556 16444 SH SOLE 16444 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 10 of 39
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>
COMPUTER TASK GROUP INC COM 205477102 162 10904 SH SOLE 10904 0 0
COMPUWARE CORP COM 205638109 2685 72069 SH SOLE 72069 0 0
COMSTAT CORPORATION COM 20564D107 449 22577 SH SOLE 22577 0 0
COMVERSE TECH (NEW) COM 205862402 2435 16823 SH SOLE 16823 0 0
CONAGRA INC COM 205887102 1814 79971 SH SOLE 79971 0 0
CONCERTRIC NETWORK CORP COM 20589R107 773 25100 SH SOLE 25100 0 0
CONCORD COMMUNICATIONS INC COM 206186108 364 8200 SH SOLE 8200 0 0
CONCORD EFS, INC. COM 206197105 3185 123697 SH SOLE 123697 0 0
CONCUR TECHNOLOGIES COM 206708109 238 8207 SH SOLE 8207 0 0
CONCURRENT COMPUTER CORP-NEW COM 206710204 575 30789 SH SOLE 30789 0 0
CONECTIV INC COM 206829103 968 57600 SH SOLE 57600 0 0
CONEXANT SYSTEMS INC COM 207142100 1183 17827 SH SOLE 17827 0 0
CONMED CORP COM 207410101 228 8800 SH SOLE 8800 0 0
CONNECTICUT ENERGY CORP COM 207567108 310 7978 SH SOLE 7978 0 0
CONOCO INC CLASS B COM 208251405 1505 60508 SH SOLE 60508 0 0
CONSECO INCORPORATED COM 208464107 310 17404 SH SOLE 17404 0 0
CONSOL ENERGY INC COM 20854P109 179 17916 SH SOLE 17916 0 0
CONSOLIDATED EDISON INC COM 209115104 466 13497 SH SOLE 13497 0 0
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 87 10900 SH SOLE 10900 0 0
CONSOLIDATED NAT GAS CO COM 209615103 1633 25153 SH SOLE 25153 0 0
CONSOLIDATED PAPERS INC COM 209759109 1502 47217 SH SOLE 47217 0 0
CONSOLIDATED PRODUCTS INC COM 209798107 145 14334 SH SOLE 14334 0 0
CONSTELLATION ENERGY GROUP COM 210371100 666 22953 SH SOLE 22953 0 0
CONVERGYS COPR COM 212485106 2433 79129 SH SOLE 79129 0 0
COOPER COMP. INC COM 216648402 356 11810 SH SOLE 11810 0 0
COOPER INDS INC COM 216669101 735 18185 SH SOLE 18185 0 0
COOPER TIRE & RUBR CO COM 216831107 782 49630 SH SOLE 49630 0 0
COPART INC COM 217204106 481 11050 SH SOLE 11050 0 0
COR THERAPEUTICS INC COM 217753102 364 13550 SH SOLE 13550 0 0
CORDANT TECHNOLOGIES INC COM 218412104 657 19922 SH SOLE 19922 0 0
CORN PRODUCTS INTERNATIONAL COM 219023108 821 25066 SH SOLE 25066 0 0
CORNERSTONE REALTY INCOME COM 21922V102 187 19213 SH SOLE 19213 0 0
CORNING INC COM 219350105 4245 32926 SH SOLE 32926 0 0
CORPORATE EXECUTIVE BOARD COM 21988R102 258 4618 SH SOLE 4618 0 0
COST PLUS INC COM 221485105 442 12400 SH SOLE 12400 0 0
COSTCO WHOLESALE CORP COM 22160K105 3837 42047 SH SOLE 42047 0 0
COULTER PHARMACEUTICAL INC COM 222116105 234 10300 SH SOLE 10300 0 0
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 430 17015 SH SOLE 17015 0 0
COUSINS PROPERTIES INC COM 222795106 523 15401 SH SOLE 15401 0 0
COVANCE INC COM 222816100 705 65247 SH SOLE 65247 0 0
COVENTRY CORP COM 222862104 240 35500 SH SOLE 35500 0 0
CRANE COMPANY COM 224399105 491 24719 SH SOLE 24719 0 0
CRAWFORD & COMPANY COM 224633107 254 18625 SH SOLE 18625 0 0
CREDENCE SYSTEMS CORPORATION COM 225302108 1137 13150 SH SOLE 13150 0 0
CREDIT ACCEPTANCE CORP. COM 225310101 47 12800 SH SOLE 12800 0 0
CREE RESEARCH INC COM 225447101 1346 15768 SH SOLE 15768 0 0
CRESTLINE CAPITAL CORP COM 226153104 344 16656 SH SOLE 16656 0 0
CROSS TIMBERS OIL CO COM 227573102 270 29836 SH SOLE 29836 0 0
CROWN AMERICAN REALTY TR COM 228186102 77 14055 SH SOLE 14055 0 0
CROWN CORK & SEAL COMPANY INC COM 228255105 818 36573 SH SOLE 36573 0 0
CSK AUTO CORP COM 125965103 202 11557 SH SOLE 11557 0 0
CT COMM INC COM 126426402 261 4659 SH SOLE 4659 0 0
CTS CORP COM 126501105 1654 21950 SH SOLE 21950 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 11 of 39
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>
CUMMINS ENGINE INC COM 231021106 449 9293 SH SOLE 9293 0 0
CUMULUS MEDIA INC CL A COM 231082108 537 10589 SH SOLE 10589 0 0
CVS CORPORATION COM 126650100 843 21151 SH SOLE 21151 0 0
CYBERONICS INC COM 23251P102 168 10560 SH SOLE 10560 0 0
CYBEX CORP. COM 232522102 256 6332 SH SOLE 6332 0 0
CYMER INC COM 232572107 823 17900 SH SOLE 17900 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 3881 119871 SH SOLE 119871 0 0
CYSNUS INC COM 232560102 221 12125 SH SOLE 12125 0 0
CYTEC INDUSTRIES INC COM 232820100 1134 49314 SH SOLE 49314 0 0
CYTYC CORP. COM 232946103 659 10800 SH SOLE 10800 0 0
D.R. HORTON INC COM 23331A109 462 33417 SH SOLE 33417 0 0
DAISYTEK INTL CORP COM 234053106 239 10250 SH SOLE 10250 0 0
DAL-TILE INTERNATIONAL INC COM 23426R108 326 32181 SH SOLE 32181 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 1278 19826 SH SOLE 19826 0 0
DAN RAUSCHER CORP COM 233856103 470 10114 SH SOLE 10114 0 0
DAN RIVER INC COM 235774106 55 10813 SH SOLE 10813 0 0
DANA CORPORATION COM 235811106 1076 35934 SH SOLE 35934 0 0
DANAHER CORPORATION COM 235851102 972 20140 SH SOLE 20140 0 0
DATA BROADCASTING CORP COM 237596101 153 18512 SH SOLE 18512 0 0
DATASCOPE CORPORATION COM 238113104 286 7160 SH SOLE 7160 0 0
DATASTREAM SYSTEM INC COM 238124101 236 9600 SH SOLE 9600 0 0
DAYTON HUDSON CORP COM 239753106 4641 63203 SH SOLE 63203 0 0
DEAN FOODS COMPANY COM 242361103 1032 25964 SH SOLE 25964 0 0
DEERE & COMPANY COM 244199105 1194 27520 SH SOLE 27520 0 0
DEL MONTE FOODS CO COM 24522P103 396 32185 SH SOLE 32185 0 0
DEL WEBB CORP FORMERLY COM 947423109 318 12769 SH SOLE 12769 0 0
DELCO REMY INTL COM 246626105 126 15272 SH SOLE 15272 0 0
DELL COMPUTER COM 247025109 22742 445915 SH SOLE 445915 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1294 82158 SH SOLE 82158 0 0
DELPHI FINANCIAL GROUP COM 247131105 399 13300 SH SOLE 13300 0 0
DELTA & PINE LAND CO COM 247357106 473 27197 SH SOLE 27197 0 0
DELTA AIR LINES INC DEL COM 247361108 1576 31637 SH SOLE 31637 0 0
DELUXE CORP COM 248019101 491 17900 SH SOLE 17900 0 0
DENDRITE INTERNATIONAL INC COM 248239105 649 19150 SH SOLE 19150 0 0
DENTSPLY INTL INC COM 249030107 652 27592 SH SOLE 27592 0 0
DEPARTMENT 56 INC COM 249509100 273 12073 SH SOLE 12073 0 0
DEVELOPERS DIVERSIFIED COM 251591103 495 38480 SH SOLE 38480 0 0
DEVON ENERGY CORP COM 25179M103 1350 41065 SH SOLE 41065 0 0
DEVRY INC DEL COM 251893103 739 39400 SH SOLE 39400 0 0
DEXTER CORPORATION COM 252165105 948 23843 SH SOLE 23843 0 0
DIAL CORP COM 25247D101 1288 52988 SH SOLE 52988 0 0
DIAMOND TECH PARTNERS INC COM 252762109 632 7350 SH SOLE 7350 0 0
DIEBOLD INCORPORATED COM 253651103 990 42118 SH SOLE 42118 0 0
DIGITAL MICROWAVE CORP COM 253859102 887 37850 SH SOLE 37850 0 0
DIGITL RIVER INC COM 25388B104 315 9453 SH SOLE 9453 0 0
DII GROUP INC COM 232949107 1246 17550 SH SOLE 17550 0 0
DILLARDS INC - CLASS A COM 254067101 687 34026 SH SOLE 34026 0 0
DIME BANCORP INC COM 25429Q102 847 56000 SH SOLE 56000 0 0
DIMON INC COM 254394109 95 29090 SH SOLE 29090 0 0
DIONEX CORP COM 254546104 556 13500 SH SOLE 13500 0 0
DISNEY WALT CO COM 254687106 9212 314942 SH SOLE 314942 0 0
DOCUMENTUM INC COM 256159104 563 9400 SH SOLE 9400 0 0
DOLE FOOD COMPANY, INC. COM 256605106 487 29951 SH SOLE 29951 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 12 of 39
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>
DOLLAR THRIFTY AUTOMOTIVE COM 256743105 416 17358 SH SOLE 17358 0 0
DOLLAR TREE STORES INC COM 256747106 1704 35174 SH SOLE 35174 0 0
DOMINION RESOURCES COM 257470104 698 17792 SH SOLE 17792 0 0
DONALDSON COMPANY COM 257651109 1409 58556 SH SOLE 58556 0 0
DORAS FINANCIAL CORP COM 25811P100 240 19495 SH SOLE 19495 0 0
DOVER CORP COM 260003108 1194 26323 SH SOLE 26323 0 0
DOW CHEM CO COM 260543103 5175 38731 SH SOLE 38731 0 0
DOW JONES & CO INC COM 260561105 907 13338 SH SOLE 13338 0 0
DOWNEY FINANCIAL CORP COM 261018105 299 14817 SH SOLE 14817 0 0
DPL INCORPORATED (HOLDING CO) COM 233293109 1367 78950 SH SOLE 78950 0 0
DQE COM 23329J104 1513 43700 SH SOLE 43700 0 0
DREYERS GRAND ICE CREAM INC COM 261878102 366 21555 SH SOLE 21555 0 0
DRILL-QUIP COM 262037104 203 6690 SH SOLE 6690 0 0
DSP GROUP INC COM 23332B106 688 7397 SH SOLE 7397 0 0
DST SYSTEMS INC COM 233326107 2610 34200 SH SOLE 34200 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 9142 138775 SH SOLE 138775 0 0
DUANE READE INC COM 263578106 411 14899 SH SOLE 14899 0 0
DUFF & PHELPS CR RATING CO COM 26432F109 232 2603 SH SOLE 2603 0 0
DUKE ENERGY CORP COM 264399106 2595 51777 SH SOLE 51777 0 0
DUN & BRADSTREET COM 26483B106 430 14569 SH SOLE 14569 0 0
DURA PHARMACEUTICALS INC COM 26632S109 387 27750 SH SOLE 27750 0 0
DURMED PHARMACEUTICALS INC COM 266354109 95 13318 SH SOLE 13318 0 0
DYCOM INDUSTRIES INC COM 267475101 718 16289 SH SOLE 16289 0 0
E M C CORP MASS COM 268648102 15276 139822 SH SOLE 139822 0 0
E TOWN COM 269242103 365 5863 SH SOLE 5863 0 0
E TRADE GROUP INC COM 269246104 3282 125613 SH SOLE 125613 0 0
E-SPIRO COMMUNICATION COM 269153102 171 29500 SH SOLE 29500 0 0
E4L INC COM 268452109 26 10444 SH SOLE 10444 0 0
EAGLE USA AIRFREIGHT INC. COM 270018104 429 9950 SH SOLE 9950 0 0
EARTHGRAINS COMPANY COM 270319106 473 29356 SH SOLE 29356 0 0
EARTHSHELL CORP COM 27032B100 76 18500 SH SOLE 18500 0 0
EAST WEST BANCORP COM 27579R104 154 13433 SH SOLE 13433 0 0
EASTERN ENTERPRISES COM 27637F100 2232 38852 SH SOLE 38852 0 0
EASTERN UTILS ASSOC COM 277173100 579 19100 SH SOLE 19100 0 0
EASTGROUP PROPERTIES COM 277276101 261 14100 SH SOLE 14100 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 289 6070 SH SOLE 6070 0 0
EASTMAN KODAK COMPANY COM 277461109 2834 42779 SH SOLE 42779 0 0
EATON CORPORATION COM 278058102 523 7200 SH SOLE 7200 0 0
EATON VANCE CORP COM 278265103 679 17873 SH SOLE 17873 0 0
EBAY INC COM 278642103 980 7831 SH SOLE 7831 0 0
ECHELON CORP COM 27874N105 223 11421 SH SOLE 11421 0 0
ECHOSTAR COMM. INC. COM 278762109 897 9200 SH SOLE 9200 0 0
ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 82 11083 SH SOLE 11083 0 0
ECLIPSYS CORP COM 278856109 564 21998 SH SOLE 21998 0 0
EDUCATION MANAGEMENT COM 28139T101 153 10954 SH SOLE 10954 0 0
EEX CORP COM 26842V207 77 26241 SH SOLE 26241 0 0
EGGHEAD.COM INC COM 282329101 216 13319 SH SOLE 13319 0 0
EL PASO ELECTRIC CO. COM 283677854 467 47553 SH SOLE 47553 0 0
EL PASO ENERGY CORP COM 283905107 546 14060 SH SOLE 14060 0 0
ELCOR CORPORATION COM 284443108 362 12023 SH SOLE 12023 0 0
ELECTRO SCIENTIFIC IND COM 285229100 592 8103 SH SOLE 8103 0 0
ELECTROGLAS INC COM 285324109 298 11750 SH SOLE 11750 0 0
ELECTRONIC ARTS COM 285512109 3102 36930 SH SOLE 36930 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 13 of 39
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>
ELECTRONIC DATA SYSTEMS CORP. COM 285661104 3961 59177 SH SOLE 59177 0 0
ELI LILLY & COMPANY COM 532457108 10038 150946 SH SOLE 150946 0 0
EMERSON ELECTRIC CO COM 291011104 2786 48560 SH SOLE 48560 0 0
EMMIS COMMUNICATIONS CORP COM 291525103 1232 9884 SH SOLE 9884 0 0
EMPIRE DISTRICT ELECTRIC CO COM 291641108 263 11608 SH SOLE 11608 0 0
EMULEX CORP (NEW) COM 292475209 2327 20684 SH SOLE 20684 0 0
ENERGEN CORPORATION COM 29265N108 328 18144 SH SOLE 18144 0 0
ENERGY EAST CORPORATION COM 29266M109 1260 60520 SH SOLE 60520 0 0
ENHANCE FINL SVCS GROUP INC COM 293310108 281 17304 SH SOLE 17304 0 0
ENRON CORP COM 293561106 4183 94264 SH SOLE 94264 0 0
ENSCO INTERNATIONAL INC COM 26874Q100 1643 71821 SH SOLE 71821 0 0
ENTERCOM COMMUNICATIONS CORP COM 293639100 1114 16820 SH SOLE 16820 0 0
ENTERGY CORP COM 29364G103 286 11116 SH SOLE 11116 0 0
ENTERTAINMENT PROPERTIES TR COM 29380T105 138 10500 SH SOLE 10500 0 0
ENTREMED INC COM 29382F103 213 8300 SH SOLE 8300 0 0
ENTRUST TECHNOLOGIES INC COM 293848107 563 9396 SH SOLE 9396 0 0
ENZO BIOCHEM INCORPORATED COM 294100102 663 14423 SH SOLE 14423 0 0
ENZON INCORPORATED COM 293904108 947 21827 SH SOLE 21827 0 0
EPICOR SOFTWARE CORP COM 29426L108 90 17747 SH SOLE 17747 0 0
EQUITABLE RESOURCES INC COM 294549100 670 20084 SH SOLE 20084 0 0
EQUITY INNS INC COM 294703103 161 23858 SH SOLE 23858 0 0
ERICSSON L M TEL CO ADR CL B COM 294821400 1260 19182 SH SOLE 19182 0 0
ESS TECHNOLOGY INC. COM 269151106 363 16378 SH SOLE 16378 0 0
ESSEX PROPERTY TRUST INC COM 297178105 376 11070 SH SOLE 11070 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 149 12863 SH SOLE 12863 0 0
ETEC SYSTEMS INC COM 26922C103 583 13000 SH SOLE 13000 0 0
ETHAN ALLEN INTERIORS COM 297602104 891 27779 SH SOLE 27779 0 0
ETHYL CORPORATION COM 297659104 270 77060 SH SOLE 77060 0 0
EVEREST REINSURANCE HOLDING COM 299808105 667 29900 SH SOLE 29900 0 0
EW BLANCH HOLDINGS INC COM 093210102 681 11126 SH SOLE 11126 0 0
EXAR CORP COM 300645108 332 5645 SH SOLE 5645 0 0
EXCHANGE APPLICATIONS INC COM 300867108 379 6778 SH SOLE 6778 0 0
EXECUTONE INFO COM 301607107 208 38314 SH SOLE 38314 0 0
EXIDE CORP COM 302051107 118 14200 SH SOLE 14200 0 0
EXPRESS SCRIPTS INC CL A COM 302182100 1216 19000 SH SOLE 19000 0 0
EXTENDED STAY AMERICAN INC COM 30224P101 355 46916 SH SOLE 46916 0 0
EXXON MOBIL CORP COM 30231G102 41107 510251 SH SOLE 510251 0 0
F & M NATL CORP COM 302374103 407 14759 SH SOLE 14759 0 0
F M C CORPORATION COM 302491303 868 15139 SH SOLE 15139 0 0
F N B CORP COM COM 302520101 254 11395 SH SOLE 11395 0 0
F.Y.I. INC COM 302712104 228 6700 SH SOLE 6700 0 0
FACTORY 2-U STORES INC COM 303072102 214 7532 SH SOLE 7532 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 429 5385 SH SOLE 5385 0 0
FAIR ISSAC & CO COM 303250104 372 7015 SH SOLE 7015 0 0
FAIRCHILD CORP COM 303698104 121 13363 SH SOLE 13363 0 0
FAIRFIELD COMMUNICATIONS INC COM 304231301 293 27254 SH SOLE 27254 0 0
FAMILY DOLLAR STORES COM 307000109 1432 87776 SH SOLE 87776 0 0
FASTENALL COM 311900104 862 19184 SH SOLE 19184 0 0
FDX CORP COM 31304N107 2377 58062 SH SOLE 58062 0 0
FEDDERS CORP COM 313135105 115 20885 SH SOLE 20885 0 0
FEDERAL HOME LOAN MTG CORP COM 313400301 4040 85833 SH SOLE 85833 0 0
FEDERAL MOGUL CORPORATION COM 313549107 743 36936 SH SOLE 36936 0 0
FEDERAL NATIONAL MORTGAGE COM 313586109 9144 146452 SH SOLE 146452 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 14 of 39
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>
FEDERAL REALTY INVESTMENT COM 313747206 511 27170 SH SOLE 27170 0 0
FEDERAL SIGNAL CORP COM 313855108 834 51938 SH SOLE 51938 0 0
FEDERATED DEPT. STORES INC. COM 31410H101 1643 32497 SH SOLE 32497 0 0
FERRO CORPORATION COM 315405100 865 39340 SH SOLE 39340 0 0
FIDELITY NATL FINANCIAL COM 316326107 199 13813 SH SOLE 13813 0 0
FIFTH THIRD BANCORP COM 316773100 3412 46505 SH SOLE 46505 0 0
FILENET COM 316869106 505 19800 SH SOLE 19800 0 0
FINET.COM INC COM 317922300 32 24437 SH SOLE 24437 0 0
FINOVA GROUP INC COM 317928109 1329 37436 SH SOLE 37436 0 0
FIRST AMERICAN FINANCIAL CORP COM 318522307 472 37928 SH SOLE 37928 0 0
FIRST BANCORP COM 318672102 351 16914 SH SOLE 16914 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 451 37600 SH SOLE 37600 0 0
FIRST CONSULTING GROUP INC COM 31986R103 158 10200 SH SOLE 10200 0 0
FIRST CTZNS BANCSHARES INC NC COM 31946M103 237 3400 SH SOLE 3400 0 0
FIRST DATA CORP COM 319963104 2256 45758 SH SOLE 45758 0 0
FIRST ENERGY CORP COM 337932107 337 14839 SH SOLE 14839 0 0
FIRST FEDERAL CAPITAL CORP COM 319960100 152 10400 SH SOLE 10400 0 0
FIRST FEDERAL FINANCIAL COM 337907109 177 12606 SH SOLE 12606 0 0
FIRST FINL BANCORP COM 320209109 340 15884 SH SOLE 15884 0 0
FIRST HEALTH GROUP CORP COM 320960107 1523 56670 SH SOLE 56670 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 562 20501 SH SOLE 20501 0 0
FIRST MERIT CORP COM 337915102 1044 45400 SH SOLE 45400 0 0
FIRST MIDWEST BANCORP (DEL) COM 320867104 595 22446 SH SOLE 22446 0 0
FIRST SEC CORP COM 336294103 2688 105280 SH SOLE 105280 0 0
FIRST SENTINEL BANCORP INC COM 33640T103 189 24214 SH SOLE 24214 0 0
FIRST TENNESSEE NATIONAL CORP COM 337162101 2114 74178 SH SOLE 74178 0 0
FIRST UNION CORPORATION COM 337358105 5886 178704 SH SOLE 178704 0 0
FIRST UNITED BANCSHARES ARK COM 33741E104 194 14500 SH SOLE 14500 0 0
FIRST VIRGINIA BANKS INC COM 337477103 995 23128 SH SOLE 23128 0 0
FIRSTAR CORP COM 33763V109 2540 120253 SH SOLE 120253 0 0
FISERVE INC COM 337738108 2847 74317 SH SOLE 74317 0 0
FISHER SCIENTIFIC INTL COM 338032204 862 23872 SH SOLE 23872 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 5843 167828 SH SOLE 167828 0 0
FLEETWOOD ENTERPRISES COM 339099103 794 38498 SH SOLE 38498 0 0
FLEMING COMPANIES INC COM 339130106 272 26566 SH SOLE 26566 0 0
FLORIDA EAST COAST INDUSTRIES COM 340632108 867 20767 SH SOLE 20767 0 0
FLORIDA PROGRESS CORPORATION COM 341109106 1929 45587 SH SOLE 45587 0 0
FLORIDA ROCK INDUSTRIES INC COM 341140101 403 11713 SH SOLE 11713 0 0
FLOWERS INDUSTRIES INC COM 343496105 778 48791 SH SOLE 48791 0 0
FLOWSERVE CORP. COM 34354P105 723 42555 SH SOLE 42555 0 0
FLUOR CORPORATION COM 343861100 1431 31200 SH SOLE 31200 0 0
FLYCAST COMMUNICATIONS CORP COM 344067103 234 1800 SH SOLE 1800 0 0
FOOTSTAR INC COM 344912100 223 7314 SH SOLE 7314 0 0
FORD MOTOR COMPANY COM 345370100 10143 190259 SH SOLE 190259 0 0
FOREST CITY ENTERPRISES INC COM 345550107 272 9730 SH SOLE 9730 0 0
FOREST LABORATORIES INC COM 345838106 2725 44349 SH SOLE 44349 0 0
FOREST OIL CORP. COM 346091606 262 19844 SH SOLE 19844 0 0
FORT JAMES CORP COM 347471104 769 28087 SH SOLE 28087 0 0
FORTUNE BRANDS INC COM 349631101 422 12759 SH SOLE 12759 0 0
FORWARD AIR CORP COM 349853101 264 6079 SH SOLE 6079 0 0
FOSSIL INC COM 349882100 204 8800 SH SOLE 8800 0 0
FOSTER WHEELER CORP COM 350244109 417 47030 SH SOLE 47030 0 0
FOUNDATION HEALTH SYSTEMS COM 350404109 621 62534 SH SOLE 62534 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 15 of 39
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>
FPL GROUP INCORPORATED COM 302571104 1937 45249 SH SOLE 45249 0 0
FRANKLIN COVEY CO RTS COM 353469992 0 10951 SH SOLE 10951 0 0
FRANKLIN COVEY CO. COM 353469109 115 15851 SH SOLE 15851 0 0
FRANKLIN RESOURCES INC COM 354613101 1087 33916 SH SOLE 33916 0 0
FREEDOM SECURITIES CORP COM 35644K103 131 11679 SH SOLE 11679 0 0
FREEPORT MCMORAN COPPER & COM 35671D857 236 11180 SH SOLE 11180 0 0
FRIEDE GOLDMAN INTL INC COM 358430106 124 17845 SH SOLE 17845 0 0
FRIEDMAN BILLINGS RAMSEY-A COM 358433100 111 14115 SH SOLE 14115 0 0
FRITZ COMPANIES INC COM 358846103 124 11800 SH SOLE 11800 0 0
FRONTIER AIRLINES INC COM 359065109 118 10376 SH SOLE 10376 0 0
FRONTIER INS GRP INC NEW COM 359081106 64 18568 SH SOLE 18568 0 0
FSI INTERNATIONAL INC COM 302633102 170 14800 SH SOLE 14800 0 0
FURNITURE BRANDS INTL INC COM 360921100 1226 55711 SH SOLE 55711 0 0
G & K SERVICES INCORPORATED COM 361268105 379 11700 SH SOLE 11700 0 0
GABLES RESIDENTIAL TRUST COM 362418105 452 18813 SH SOLE 18813 0 0
GANNETT COMPANY INCORPORATED COM 364730101 2929 35905 SH SOLE 35905 0 0
GAP INCORPORATED COM 364760108 4977 108201 SH SOLE 108201 0 0
GARTNER GROUP INC CLASS B COM 366651206 608 44002 SH SOLE 44002 0 0
GATEWAY INC COM 367626108 2670 37056 SH SOLE 37056 0 0
GATX CORPORATION COM 361448103 883 26164 SH SOLE 26164 0 0
GAYLORD CONTAINER CORP CL A COM 368145108 238 34874 SH SOLE 34874 0 0
GAYLORD INTERTAINMENT INC COM 367905106 338 11278 SH SOLE 11278 0 0
GEMSTAR INTL GROUP LTD ORD COM G3788V106 1226 17200 SH SOLE 17200 0 0
GEN COMM INC CLASS A COM 369385109 67 15400 SH SOLE 15400 0 0
GENCORP INCORPORATED COM 368682100 198 20077 SH SOLE 20077 0 0
GENERAL CABLE CORP COM 369300108 149 19764 SH SOLE 19764 0 0
GENERAL DYNAMICS CORPORATION COM 369550108 3044 57710 SH SOLE 57710 0 0
GENERAL ELECTRIC COMPANY COM 369604103 73133 472586 SH SOLE 472586 0 0
GENERAL INSTRUMENT CORP COM 370120107 1713 20153 SH SOLE 20153 0 0
GENERAL MILLS INCORPORATED COM 370334104 1727 48318 SH SOLE 48318 0 0
GENERAL MTRS CORP COM 370442105 6821 93841 SH SOLE 93841 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 354 24973 SH SOLE 24973 0 0
GENIUNE PARTS COMPANY COM 372460105 1072 43200 SH SOLE 43200 0 0
GENRAD INC COM 372447102 322 19947 SH SOLE 19947 0 0
GENTEK COM 37245X104 118 11331 SH SOLE 11331 0 0
GENZYME CORP COM 372917104 2312 51371 SH SOLE 51371 0 0
GEON COMPANY COM 37246W105 514 15815 SH SOLE 15815 0 0
GEORGE A HORMEL & COMPANY COM 440452100 1491 36699 SH SOLE 36699 0 0
GEORGIA GULF CORP COM 373200203 1208 39694 SH SOLE 39694 0 0
GEORGIA PACIFIC (TIMBER) CORP COM 373298702 1072 43525 SH SOLE 43525 0 0
GEORGIA PACIFIC CORPORATION COM 373298108 1527 30095 SH SOLE 30095 0 0
GERBER SCIENTIFIC INCORPORATE COM 373730100 349 15898 SH SOLE 15898 0 0
GETTY IMAGES INC COM 374276103 758 15500 SH SOLE 15500 0 0
GILEAD SCIENCES INC COM 375558103 2634 48669 SH SOLE 48669 0 0
GILLETTE COMPANY COM 375766102 6913 167840 SH SOLE 167840 0 0
GLATFELTER COMPANY COM 377316104 564 38704 SH SOLE 38704 0 0
GLENAYRE TECHNOLOGIES, INC COM 377899109 433 38266 SH SOLE 38266 0 0
GLENBOROUGH REALTY TRUST COM 37803P105 346 25854 SH SOLE 25854 0 0
GLIMCHER REALTY TRUST COM 379302102 195 15161 SH SOLE 15161 0 0
GLOBAL CROSSING LTD COM G3921A100 8772 175430 SH SOLE 175430 0 0
GLOBAL INDUSTRIES LTD COM 379336100 311 36105 SH SOLE 36105 0 0
GLOBAL INDUSTRIES TECH. INC COM 379335102 129 10036 SH SOLE 10036 0 0
GLOBAL MARINE COM 379352404 1554 93451 SH SOLE 93451 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 16 of 39
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>
GLOBIX CORP COM 37957F101 307 5110 SH SOLE 5110 0 0
GO2NET INC COM 383486107 1123 12912 SH SOLE 12912 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 1044 31151 SH SOLE 31151 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1499 53400 SH SOLE 53400 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 58 10800 SH SOLE 10800 0 0
GPU INC COM 36225X100 1972 66284 SH SOLE 66284 0 0
GRACO INCORPORATED COM 384109104 326 9084 SH SOLE 9084 0 0
GRAND UNION CO COM 386532402 154 15203 SH SOLE 15203 0 0
GRANITE CONSTRUCTION INC COM 387328107 494 26786 SH SOLE 26786 0 0
GREAT ATLANTIC & PACIFIC COM 390064103 309 11079 SH SOLE 11079 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 558 14600 SH SOLE 14600 0 0
GREAT LAKES REIT INC COM 390752103 161 11200 SH SOLE 11200 0 0
GREAT PLAINS SOFTWARE INC COM 39119E105 456 6100 SH SOLE 6100 0 0
GREATER BAY BANCORP COM 391648102 300 7000 SH SOLE 7000 0 0
GREENPOINT FINANCIAL CORP COM 395384100 1304 54749 SH SOLE 54749 0 0
GREIF BROTHERS CL A COM 397624107 241 8100 SH SOLE 8100 0 0
GREY WOLF INC COM 397888108 290 100925 SH SOLE 100925 0 0
GRIFFON CORP COM 398433102 147 18796 SH SOLE 18796 0 0
GROUP MAINTENANCE AMERICA COR COM 39943E107 228 21308 SH SOLE 21308 0 0
GT INTERACTIVE SOTFWARE CORP COM 36236E109 25 14900 SH SOLE 14900 0 0
GTE CORPORATION COM 362320103 9306 131880 SH SOLE 131880 0 0
GTECH HLDGS CORP COM 400518106 962 43717 SH SOLE 43717 0 0
GUIDANT CORP COM 401698105 1880 40000 SH SOLE 40000 0 0
GUILDFORD PHARMACUETICALS INC COM 401829106 211 12400 SH SOLE 12400 0 0
GUITAR CENTER INC COM 402040109 131 13000 SH SOLE 13000 0 0
GYMBOREE CORP COM 403777105 67 11950 SH SOLE 11950 0 0
H.B.FULLER COMPANY COM 359694106 813 14537 SH SOLE 14537 0 0
H.J.HEINZ COMPANY COM 423074103 1705 42828 SH SOLE 42828 0 0
HA-LO INDS INC COM 404429102 198 26352 SH SOLE 26352 0 0
HADCO CORP COM 404681108 426 8350 SH SOLE 8350 0 0
HAEMONETICS CORP COM 405024100 367 15414 SH SOLE 15414 0 0
HALLIBURTON CO (HOLDING CO) COM 406216101 2102 52230 SH SOLE 52230 0 0
HAMBRECHT & QUIST GROUP COM 406545103 319 6395 SH SOLE 6395 0 0
HANDLEMAN COMPANY COM 410252100 234 17486 SH SOLE 17486 0 0
HANGER ORTHOPEDIC GROUP INC COM 41043F208 117 11749 SH SOLE 11749 0 0
HANNA M A CO COM 410522106 595 54444 SH SOLE 54444 0 0
HANNAFORD BROTHERS INC COM 410550107 1242 17918 SH SOLE 17918 0 0
HANOVER COMPRESSOR CO. COM 410768105 1231 32597 SH SOLE 32597 0 0
HANOVER DIRECT INC DE COM 410783104 250 68982 SH SOLE 68982 0 0
HARBINGER CORP COM 41145C103 781 24556 SH SOLE 24556 0 0
HARCOURT GENERAL COM 41163G101 896 22265 SH SOLE 22265 0 0
HARKEN ENERGY CORP COM 412552101 46 56938 SH SOLE 56938 0 0
HARLEY DAVIDSON INCORPORATED COM 412822108 4978 77699 SH SOLE 77699 0 0
HARMAN INTL COM 413086109 649 11569 SH SOLE 11569 0 0
HARMONIC LIGHTWAVES INC. COM 413160102 1516 15966 SH SOLE 15966 0 0
HARRAHS ENT. INC. COM 413619107 464 17561 SH SOLE 17561 0 0
HARRIS CORPORATION COM 413875105 1156 43300 SH SOLE 43300 0 0
HARSCO CORPORATION COM 415864107 1518 47819 SH SOLE 47819 0 0
HARTE-HANKS INC COM 416196103 933 42900 SH SOLE 42900 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 791 16702 SH SOLE 16702 0 0
HASBRO INCORPORATED COM 418056107 759 40102 SH SOLE 40102 0 0
HAVERTY FURNITURE COMPANIES COM 419596101 135 10684 SH SOLE 10684 0 0
HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 1119 38738 SH SOLE 38738 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 17 of 39
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>
HAYES LEMMERZ INTERNATIONAL COM 420781106 235 13453 SH SOLE 13453 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 359 27239 SH SOLE 27239 0 0
HEALTH CARE REIT INCORPORATED COM 42217K106 292 19281 SH SOLE 19281 0 0
HEALTH MGMT ASSOC INC COM 421933102 1734 129672 SH SOLE 129672 0 0
HEALTHCARE PROPERTIES COM 421915109 1096 45894 SH SOLE 45894 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 434 27800 SH SOLE 27800 0 0
HEARTLAND EXPRESS INC COM 422347104 161 10200 SH SOLE 10200 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 323 7647 SH SOLE 7647 0 0
HEILIG MEYERS COMPANY COM 422893107 182 66081 SH SOLE 66081 0 0
HELIX TECHNOLOGY CORP COM 423319102 636 14200 SH SOLE 14200 0 0
HELMERICH & PAYNE INCORPORATE COM 423452101 1191 54744 SH SOLE 54744 0 0
HEMISPHERX BIOPHARMA INC COM 42366C103 156 15693 SH SOLE 15693 0 0
HENRY JACK & ASSOCIATES COM 426281101 443 8250 SH SOLE 8250 0 0
HENRY SCHEIN INC. COM 806407102 197 14805 SH SOLE 14805 0 0
HERSHEY FOODS CORP COM 427866108 1687 35567 SH SOLE 35567 0 0
HEWLETT-PACKARD INCORPORATED COM 428236103 15191 133550 SH SOLE 133550 0 0
HEXCEL CORP COM 428291108 89 16084 SH SOLE 16084 0 0
HIBERNIA CORP CL A COM 428656102 851 80070 SH SOLE 80070 0 0
HILB ROGALL & HAMILTON CORP COM 431294107 264 9359 SH SOLE 9359 0 0
HILLENBRAND INDUSTRIES INC COM 431573104 922 29101 SH SOLE 29101 0 0
HISPANIC BROADCASTING CORP COM 43357B104 2554 27700 SH SOLE 27700 0 0
HNC SOFTWARE INC COM 40425P107 1629 15400 SH SOLE 15400 0 0
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 277 19075 SH SOLE 19075 0 0
HOLLYWOOD PARK INC COM 436255103 345 15381 SH SOLE 15381 0 0
HOME DEPOT INCORPORATED COM 437076102 22573 328331 SH SOLE 328331 0 0
HOME PROPERTIES OF NEW YORK COM 437306103 354 12900 SH SOLE 12900 0 0
HOMEBASE INC COM 43738E108 62 20137 SH SOLE 20137 0 0
HON INDUSTRIES INCORPORATED COM 438092108 669 30500 SH SOLE 30500 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 5571 96564 SH SOLE 96564 0 0
HOOPER HOLMES INC COM 439104100 471 18290 SH SOLE 18290 0 0
HORACE MANN EDUCATORS CORP COM 440327104 924 47065 SH SOLE 47065 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 608 31890 SH SOLE 31890 0 0
HOUGHTON MIFFLIN COMPANY COM 441560109 690 16357 SH SOLE 16357 0 0
HOUSEHOLD INTERNATIONAL INC COM 441815107 2022 54269 SH SOLE 54269 0 0
HSB GROUP INC COM 40428N109 1291 38188 SH SOLE 38188 0 0
HUBBELL INC CLASS B COM 443510201 1012 37142 SH SOLE 37142 0 0
HUDSON UNITED BANCORP COM 444165104 891 34841 SH SOLE 34841 0 0
HUGHES SUPPLY INCORPORATED COM 444482103 397 18409 SH SOLE 18409 0 0
HUMAN GENOME SCIENCES INC COM 444903108 2129 13950 SH SOLE 13950 0 0
HUNTINGTON BANCSHARES COM 446150104 877 36744 SH SOLE 36744 0 0
HUSSMAN INTERNATIONAL COM 448110106 505 33506 SH SOLE 33506 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 321 15084 SH SOLE 15084 0 0
HYPERION SOLUTIONS INC COM 44914M104 820 18850 SH SOLE 18850 0 0
I B P INC COM 449223106 988 54897 SH SOLE 54897 0 0
I M C GLOBAL INC COM 449669100 942 57531 SH SOLE 57531 0 0
I2 TECHNOLOGIES INC COM 465754109 1287 6600 SH SOLE 6600 0 0
ICG COMMUNICATIONS COM 449246107 544 29000 SH SOLE 29000 0 0
ICN PHARM. COM 448924100 1042 41181 SH SOLE 41181 0 0
IDACORP INC COM 451107106 1152 42947 SH SOLE 42947 0 0
IDEC PHARMACUETICAL COM 449370105 2584 26300 SH SOLE 26300 0 0
IDENTIX INC COM 451906101 127 13969 SH SOLE 13969 0 0
IDEX CORP COM 45167R104 548 18026 SH SOLE 18026 0 0
IDEXX LABS CORP COM 45168D104 399 24772 SH SOLE 24772 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 18 of 39
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>
IDT CORP COM 448947101 227 12000 SH SOLE 12000 0 0
IDX SYSTEMS CORP COM 449491109 273 8734 SH SOLE 8734 0 0
IHOP CORP NEW COM 449623107 222 13300 SH SOLE 13300 0 0
ILLINOIS TOOLS WORKS INC COM 452308109 4224 62520 SH SOLE 62520 0 0
ILLINOVA CORP HLDGS COM 452317100 1112 32012 SH SOLE 32012 0 0
IMATION CORP. COM 45245A107 1436 42796 SH SOLE 42796 0 0
IMCLONE SYSTEMS INC COM 45245W109 622 15700 SH SOLE 15700 0 0
IMMUNEX CORP (NEW) COM 452528102 2012 18372 SH SOLE 18372 0 0
IMPERIAL BANCORP COM 452556103 562 23293 SH SOLE 23293 0 0
IMPERIAL CREDIT COMMERCIAL COM 45272T102 176 15500 SH SOLE 15500 0 0
IMPERIAL CREDIT INDS INC COM 452729106 92 14650 SH SOLE 14650 0 0
IMPERIAL SUGAR CORP COM 453096109 81 24593 SH SOLE 24593 0 0
IMRGLOBAL CORP COM 45321W106 149 11889 SH SOLE 11889 0 0
IMS HEALTH CO COM 449934108 866 31849 SH SOLE 31849 0 0
IN FOCUS SYSTEMS INC COM 452919103 316 13615 SH SOLE 13615 0 0
INACOM CORP COM 45323G109 199 27238 SH SOLE 27238 0 0
INCO LIMITED COM 453258402 303 12892 SH SOLE 12892 0 0
INCYTIE PHARMACEUTICALS COM 45337C102 918 15300 SH SOLE 15300 0 0
INDEPENDENCE COMMUNITY BANK COM 453414104 560 44800 SH SOLE 44800 0 0
INDIANA ENERGY INC COM 454707100 485 27326 SH SOLE 27326 0 0
INDYMAC MORTGAGE HOLDINGS COM 456607100 579 45397 SH SOLE 45397 0 0
INET TECHNOLOGIES INC COM 45662V105 205 2933 SH SOLE 2933 0 0
INFOCURE INC COM 45665A108 514 16468 SH SOLE 16468 0 0
INFORMATICA INC COM 45666Q102 520 4888 SH SOLE 4888 0 0
INFORMATION RESOURCES INC COM 456905108 145 15705 SH SOLE 15705 0 0
INFORMIX CORP COM 456779107 2516 219950 SH SOLE 219950 0 0
INFOUSA INC COM 456818301 199 14300 SH SOLE 14300 0 0
INGERSOLL-RAND COMPANY COM 456866102 404 7334 SH SOLE 7334 0 0
INHALE THERAPEUTIC SYSTEMS COM 457191104 349 8200 SH SOLE 8200 0 0
INNKEEPERS USA TRUST COM 4576J0104 201 24536 SH SOLE 24536 0 0
INPUT/OUTPUT INC COM 457652105 145 28636 SH SOLE 28636 0 0
INSIGHT ENTERPRISES INC COM 45765U103 507 12475 SH SOLE 12475 0 0
INSIGNIA FINANCIAL GROUP INC COM 45767A105 100 11470 SH SOLE 11470 0 0
INSTITUFORM TECHNOLOGIES INC COM 457667103 336 11900 SH SOLE 11900 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2892 99728 SH SOLE 99728 0 0
INTEGRATED ELECTRICAL SVCS COM 45811E103 203 20125 SH SOLE 20125 0 0
INTEGRATED SYSTEMS INC COM 45812M104 379 11300 SH SOLE 11300 0 0
INTEL CORP COM 458140100 46432 564094 SH SOLE 564094 0 0
INTER TEL INC CLASS A FORMERL COM 458372109 313 12500 SH SOLE 12500 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A105 2516 33553 SH SOLE 33553 0 0
INTERFACE INC CL A FORMERLY COM 458665106 125 21700 SH SOLE 21700 0 0
INTERGRAPH CORPORATION COM 458683109 108 23100 SH SOLE 23100 0 0
INTERGRATED HEALTH SERVICES COM 45812C106 3 25270 SH SOLE 25270 0 0
INTERIM SERVICES INC COM 45868P100 872 35251 SH SOLE 35251 0 0
INTERMEDIA COMMUNICATION FLA COM 458801107 1149 29616 SH SOLE 29616 0 0
INTERMET CORP COM 45881K104 159 13700 SH SOLE 13700 0 0
INTERNATIONAL BANCSHARES COM 459044103 326 7375 SH SOLE 7375 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 814 40060 SH SOLE 40060 0 0
INTERNATIONAL HOME FOODS INC COM 459655106 272 15662 SH SOLE 15662 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 261 19695 SH SOLE 19695 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 3689 65366 SH SOLE 65366 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 862 33161 SH SOLE 33161 0 0
INTERNATIONAL SPECIALTY COM 460337108 107 11649 SH SOLE 11649 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 19 of 39
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>
INTERPUBLIC GROUP OF COMPANIE COM 460690100 1058 18332 SH SOLE 18332 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 606 33428 SH SOLE 33428 0 0
INTERTAN INC COM 461120107 349 13367 SH SOLE 13367 0 0
INTERVOICE-BRITE INC COM 461142101 426 18303 SH SOLE 18303 0 0
INTERVU INC COM 46114R106 554 5279 SH SOLE 5279 0 0
INTL BUSINESS MACHINES INC COM 459200101 27062 250866 SH SOLE 250866 0 0
INTL FIBERCOM INC COM 45950T101 120 15223 SH SOLE 15223 0 0
INTL FLAVORS & FRAGRANCES INC COM 459506101 1035 27503 SH SOLE 27503 0 0
INTL SPEEDWAY CORP CLASS A COM 460335201 1330 26400 SH SOLE 26400 0 0
INTRAWARE INC COM 46118M103 733 9175 SH SOLE 9175 0 0
INTUIT INC COM 461202103 7225 120544 SH SOLE 120544 0 0
INVACARE CORP COM 461203101 290 14440 SH SOLE 14440 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 609 21193 SH SOLE 21193 0 0
INVESTORS FINANCIAL COM 461915100 405 8800 SH SOLE 8800 0 0
IOMEGA CORP COM 462030107 551 163350 SH SOLE 163350 0 0
IONICS INC. COM 462218108 290 10294 SH SOLE 10294 0 0
IPALCO ENTERPRISES COM 462613100 777 45550 SH SOLE 45550 0 0
IPC COMMUNICATIONS INC COM 44980K206 361 5089 SH SOLE 5089 0 0
IRI INTERNATIONAL CORP COM 45004F107 47 11837 SH SOLE 11837 0 0
IRON MOUNTAIN INC. COM 46284P104 584 14845 SH SOLE 14845 0 0
IRT PROPERTY CO COM 450058102 187 23890 SH SOLE 23890 0 0
ISIS PHARMACEUTICAL COM 464330109 109 17400 SH SOLE 17400 0 0
ISS GROUP INC COM 450306105 1081 15200 SH SOLE 15200 0 0
IT GROUP INC COM 465266104 132 14504 SH SOLE 14504 0 0
ITC DELTACOM INC COM 45031T104 804 29097 SH SOLE 29097 0 0
ITT INDUSTRIES INC COM 450911102 1079 32266 SH SOLE 32266 0 0
IVAX CORP FORMERLY IVACO INDS COM 465823102 1446 56146 SH SOLE 56146 0 0
IVEX PACKAGING CORP COM 465855104 128 12800 SH SOLE 12800 0 0
J B HUNT TRANSPORT SERVICES COM 445658107 388 28005 SH SOLE 28005 0 0
J M SMUCKER COMPANY CL A COM 832696108 607 31133 SH SOLE 31133 0 0
J P MORGAN & COMPANY INC COM 616880100 4150 32775 SH SOLE 32775 0 0
JABIL CIRCUIT INC COM 466313103 3291 45089 SH SOLE 45089 0 0
JACK IN THE BOX INC COM 466367109 535 25842 SH SOLE 25842 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 1034 31814 SH SOLE 31814 0 0
JDA SOFTWARE GROUP INC. COM 46612K108 212 12925 SH SOLE 12925 0 0
JDN RLTY CORP COM 465917102 495 30702 SH SOLE 30702 0 0
JDS UNIPHASE CORP COM 46612J101 3830 23744 SH SOLE 23744 0 0
JEFFERSON PILOT CORP COM 475070108 1490 21825 SH SOLE 21825 0 0
JEFFRIES GROUP INC COM 472319102 286 12994 SH SOLE 12994 0 0
JLG INDUSTRIES INCORPORATED COM 466210101 339 21250 SH SOLE 21250 0 0
JO-ANN STORES IN CLASS A COM 47758P109 116 10278 SH SOLE 10278 0 0
JOHN H HARLAND COMPANY COM 412693103 351 19190 SH SOLE 19190 0 0
JOHN NUVEEN CO CL-A COM 478035108 205 5678 SH SOLE 5678 0 0
JOHNSON & JOHNSON INCORPORATE COM 478160104 18937 203074 SH SOLE 203074 0 0
JOHNSON CONTROLS INCORPORATED COM 478366107 569 10012 SH SOLE 10012 0 0
JONES APPAREL GROUP INC COM 480074103 1687 62191 SH SOLE 62191 0 0
JONES LANG LASALLE INC COM 48020Q107 238 20063 SH SOLE 20063 0 0
JONES PHARM INC COM 480236108 1006 23150 SH SOLE 23150 0 0
JOSTENS INCORPORATED_ COM 481088102 1258 51761 SH SOLE 51761 0 0
JOURNAL REGISTER CO COM 481138105 440 28492 SH SOLE 28492 0 0
JP RLTY INC COM 46624A106 190 12146 SH SOLE 12146 0 0
JSB FINANCIAL INC COM 46624M100 327 6302 SH SOLE 6302 0 0
KAISER ALUMINUM CORP COM 483007100 144 18785 SH SOLE 18785 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 20 of 39
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>
KAMAN CORPORATION COM 483548103 145 11300 SH SOLE 11300 0 0
KANSAS CITY PWR & LIGHT CO COM 485134100 959 43463 SH SOLE 43463 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 834 11178 SH SOLE 11178 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 727 30076 SH SOLE 30076 0 0
KAYDON CORPORATION COM 486587108 1065 39730 SH SOLE 39730 0 0
KEANE INC COM 486665102 1168 36345 SH SOLE 36345 0 0
KELLOGG CO COM 487836108 1018 33028 SH SOLE 33028 0 0
KELLWOOD COMPANY COM 488044108 360 18505 SH SOLE 18505 0 0
KELLY SERVICES CLASS A COM 488152208 733 29185 SH SOLE 29185 0 0
KEMET CORP COM 488360108 1244 27600 SH SOLE 27600 0 0
KENNAMETAL INC COM 489170100 1128 33560 SH SOLE 33560 0 0
KENT ELECTRONICS CORP COM 490553104 484 21282 SH SOLE 21282 0 0
KERR MCGEE CORP COM 492386107 1324 21356 SH SOLE 21356 0 0
KEY ENERGY SERVICES INC COM 492914106 273 52708 SH SOLE 52708 0 0
KEYCORP (NEW) COM 493267108 989 44704 SH SOLE 44704 0 0
KEYSPAN CORP COM 49337W100 1708 73652 SH SOLE 73652 0 0
KEYSTONE FINANCIAL INC COM 493482103 516 24500 SH SOLE 24500 0 0
KILROY REALTY CORP COM 49427F108 477 21318 SH SOLE 21318 0 0
KIMBALL INTERNATIONAL INC. COM 494274103 322 19500 SH SOLE 19500 0 0
KIMBERLY-CLARK CORPORATION COM 494368103 4422 67582 SH SOLE 67582 0 0
KINDER MORGAN INC COM 49455P101 1119 55453 SH SOLE 55453 0 0
KING PHARMACEUTICALS COM 495582108 704 12565 SH SOLE 12565 0 0
KIRBY CORPORATION FORMERLY COM 497266106 332 16203 SH SOLE 16203 0 0
KLA INSTRUMENTS CORP COM 482480100 2513 22565 SH SOLE 22565 0 0
KNIGHT RIDDER INC COM 499040103 312 5244 SH SOLE 5244 0 0
KOGER EQUITY INC COM 500228101 276 16329 SH SOLE 16329 0 0
KOHLS CORP COM 500255104 1704 23612 SH SOLE 23612 0 0
KOMAG INC COM 500453105 126 40291 SH SOLE 40291 0 0
KONOVER PROPERTY TRUST COM 50047R100 123 19527 SH SOLE 19527 0 0
KOPIN CORP COM 500600101 659 15700 SH SOLE 15700 0 0
KORN/FERRY INTERNATIONAL COM 500643200 493 13542 SH SOLE 13542 0 0
KROGER COMPANY COM 501044101 2533 134183 SH SOLE 134183 0 0
KRONOS INC COM 501052104 471 7850 SH SOLE 7850 0 0
KULICKE & SOFFA IND COM 501242101 609 14300 SH SOLE 14300 0 0
LA Z BOY CHAIR CO COM 505336107 555 33020 SH SOLE 33020 0 0
LABOR READY INC (NEW) COM 505401208 344 28364 SH SOLE 28364 0 0
LABORATORY CORP OF AMERICA COM 50540R102 107 29000 SH SOLE 29000 0 0
LACLEDE GAS COMPANY COM 505588103 240 11083 SH SOLE 11083 0 0
LAM RESEARCH CORP COM 512807108 2627 23550 SH SOLE 23550 0 0
LANCASTER COLONY CORP COM 513847103 656 19789 SH SOLE 19789 0 0
LANCE INCORPORATED COM 514606102 294 29367 SH SOLE 29367 0 0
LANDAMERICA FINANCIAL GROUP COM 514936103 191 10372 SH SOLE 10372 0 0
LANDRY'S SEAFOOD RESTAURANTS COM 51508L103 145 16650 SH SOLE 16650 0 0
LANDS END INC COM 515086106 793 22818 SH SOLE 22818 0 0
LANDSTAR SYSTEMS INC COM 515098101 244 5700 SH SOLE 5700 0 0
LASER VISION CENTERS INC COM 51807H100 153 14508 SH SOLE 14508 0 0
LASERSIGHT INC COM 517924106 105 10495 SH SOLE 10495 0 0
LASON INC COM 51808R107 121 11027 SH SOLE 11027 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1329 28200 SH SOLE 28200 0 0
LCA VISION INC. COM 501803209 85 18123 SH SOLE 18123 0 0
LEAP WIRELESS COM 521863100 909 11577 SH SOLE 11577 0 0
LEAR CORPORATION COM 521865105 1238 38694 SH SOLE 38694 0 0
LEARN2.COM INC COM 522002104 64 19408 SH SOLE 19408 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 21 of 39
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>
LEE ENTERPRISES INCORPORATED COM 523768109 1546 48414 SH SOLE 48414 0 0
LEGATO SYSTEM INC COM 524651106 3478 50536 SH SOLE 50536 0 0
LEGG MASON COM 524901105 1044 28800 SH SOLE 28800 0 0
LEHMAN BROTHERS HLDGS INC COM 524908100 1292 15256 SH SOLE 15256 0 0
LENNAR CORPORATION COM 526057104 463 28463 SH SOLE 28463 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104 604 26105 SH SOLE 26105 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1572 19199 SH SOLE 19199 0 0
LEXINGTON CORP PROPERTIES COM 529043101 101 11028 SH SOLE 11028 0 0
LEXMARK INTL. GROUP CL A COM 529771107 925 10225 SH SOLE 10225 0 0
LG&E ENERGY CORP COM 501917108 1150 65930 SH SOLE 65930 0 0
LIBBEY INC COM 529898108 281 9768 SH SOLE 9768 0 0
LIBERTY CORP COMMON S.C. COM 530370105 414 9808 SH SOLE 9808 0 0
LIFEPOINT HOSPITALS COM 53219L109 207 17508 SH SOLE 17508 0 0
LIGAND PHARMACUTICALS INC. COM 53220K207 348 27000 SH SOLE 27000 0 0
LILLY INDUSTRIES INC CL A COM 532491107 184 13694 SH SOLE 13694 0 0
LIMITED INCORPORATED COM 532716107 1162 26822 SH SOLE 26822 0 0
LINCARE HOLDINGS INC COM 532791100 926 26694 SH SOLE 26694 0 0
LINCOLN ELECTRIC (NEW) COM 533900106 448 21712 SH SOLE 21712 0 0
LINCOLN NATIONAL CORPORATION COM 534187109 962 24038 SH SOLE 24038 0 0
LINEAR TECHNOLOGY CORP COM 535678106 6812 95184 SH SOLE 95184 0 0
LIPOSOME INC COM 536310105 293 24050 SH SOLE 24050 0 0
LITTLEFUSE INC COM 537008104 286 11800 SH SOLE 11800 0 0
LITTON INDUSTRIES INCORPORATE COM 538021106 1227 24601 SH SOLE 24601 0 0
LIZ CLAIBORNE INC COM 539320101 687 18253 SH SOLE 18253 0 0
LNR PROPERTY TRUST COM 501940100 332 16711 SH SOLE 16711 0 0
LOCAL FINANCIAL COPR COM 539553107 128 12310 SH SOLE 12310 0 0
LOCKHEED MARTIN CORP COM 539830109 1727 78948 SH SOLE 78948 0 0
LODGIAN INC COM 54021P106 104 20776 SH SOLE 20776 0 0
LOEWS CORPORATION COM 540424108 1952 32162 SH SOLE 32162 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 455 16542 SH SOLE 16542 0 0
LONESTAR STEAKHOUSE SALOON COM 542307103 337 37820 SH SOLE 37820 0 0
LONGVIEW FIBER COMPANY COM 543213102 895 62796 SH SOLE 62796 0 0
LOUIS DREYFUS NAT GAS CP COM 546011107 255 14078 SH SOLE 14078 0 0
LOWES COS INCORPORATED COM 548661107 2678 44818 SH SOLE 44818 0 0
LSI LOGIC CORPORATION COM 502161102 1272 18841 SH SOLE 18841 0 0
LTC PPTYS INC COM 502175102 141 16704 SH SOLE 16704 0 0
LTV CORP COM 501921100 251 60855 SH SOLE 60855 0 0
LTX CORPORATION COM 502392103 502 22456 SH SOLE 22456 0 0
LUBRIZOL CORPORATION COM 549271104 1192 38602 SH SOLE 38602 0 0
LUBYS INCORPORATED COM 549282101 187 16456 SH SOLE 16456 0 0
LUCENT TECHNOLGY COM 549463107 32376 431674 SH SOLE 431674 0 0
LYCOS INC COM 550818108 773 9719 SH SOLE 9719 0 0
LYDALL INC COM 550819106 85 12757 SH SOLE 12757 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 778 60986 SH SOLE 60986 0 0
M B I A INC COM 55262C100 1283 24285 SH SOLE 24285 0 0
M D C HOLDINGS INC COM 552676108 215 13698 SH SOLE 13698 0 0
M G I PROPERTIES COM 552885105 72 13800 SH SOLE 13800 0 0
MACDERMID INC COM 554273102 404 9839 SH SOLE 9839 0 0
MACERICH CO COM 554382101 425 20410 SH SOLE 20410 0 0
MACROCHEM CORP (DEL) COM 555903103 46 11100 SH SOLE 11100 0 0
MACROVISION CORP COM 555904101 591 7984 SH SOLE 7984 0 0
MAF BANCORP INC COM 55261R108 306 14637 SH SOLE 14637 0 0
MAGELLAN HEALTH COM 559079108 125 19743 SH SOLE 19743 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 22 of 39
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>
MAGNETEK INC COM 559424106 213 27772 SH SOLE 27772 0 0
MAIL-WELL INC COM 560321200 319 23635 SH SOLE 23635 0 0
MALLINCKRODT INC COM 561232109 255 8000 SH SOLE 8000 0 0
MANDALAY RESORT GROUP COM 562567107 929 46156 SH SOLE 46156 0 0
MANITOWOC INC COM 563571108 791 23271 SH SOLE 23271 0 0
MANPOWER INC COM 56418H100 1503 39948 SH SOLE 39948 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 545 22403 SH SOLE 22403 0 0
MANUGISTICS GP INC COM 565011103 399 12339 SH SOLE 12339 0 0
MAPICS INC COM 564910107 126 10000 SH SOLE 10000 0 0
MARCUS CORPORATION (THE) COM 566330106 198 14700 SH SOLE 14700 0 0
MARINE DRILLING CO. INC COM 568240204 847 37767 SH SOLE 37767 0 0
MARK IV INDUSTRIES INC COM 570387100 927 52394 SH SOLE 52394 0 0
MARKEL CORP COM 570535104 465 3000 SH SOLE 3000 0 0
MARRIOTT INTL CLASS A COM 571903202 1424 45123 SH SOLE 45123 0 0
MARSH & MCLENNAN COMPANIES IN COM 571748102 2716 28379 SH SOLE 28379 0 0
MARSHALL & ISLEY CORPORATION COM 571834100 3314 52755 SH SOLE 52755 0 0
MARTIN MARIETTA MATERIALS INC COM 573284106 1039 25338 SH SOLE 25338 0 0
MASCO CORP DEL COM 574599106 1634 64376 SH SOLE 64376 0 0
MASCOTECH INC COM 574670105 299 23585 SH SOLE 23585 0 0
MASTEC INC COM 576323109 613 13770 SH SOLE 13770 0 0
MASTECH CORP COM 57632N105 535 21623 SH SOLE 21623 0 0
MATTEL INC COM 577081102 1112 84709 SH SOLE 84709 0 0
MATTHEWS INTL CORP CL-A COM 577128101 239 8700 SH SOLE 8700 0 0
MAVERICK TUBE CORP COM 577914104 232 9383 SH SOLE 9383 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 8019 169930 SH SOLE 169930 0 0
MAXIMUS INC COM 577933104 254 7499 SH SOLE 7499 0 0
MAXTOR CORP COM 577729205 254 35076 SH SOLE 35076 0 0
MAXXAM INC FORMERLY COM 577913106 287 6688 SH SOLE 6688 0 0
MAY DEPARTMENT STORES CO COM 577778103 1788 55433 SH SOLE 55433 0 0
MAYTAG COMPANY COM 578592107 308 6412 SH SOLE 6412 0 0
MBNA CORP COM 55262L100 2181 80054 SH SOLE 80054 0 0
MCCORMICK & COMPANY INC COM 579780206 1117 37555 SH SOLE 37555 0 0
MCDONALDS CORPORATION COM 580135101 8253 204717 SH SOLE 204717 0 0
MCGRAW HILL INC COM 580645109 2213 35903 SH SOLE 35903 0 0
MCI WORLDCOM INC COM 55268B106 27121 511123 SH SOLE 511123 0 0
MCKESSON HBOC INC COM 58155Q103 1143 50797 SH SOLE 50797 0 0
MCLEODUSA INC - CL A COM 582266102 590 10025 SH SOLE 10025 0 0
MCN ENERGY GROUP INC. COM 55267J100 848 35690 SH SOLE 35690 0 0
MDU RESOURCES GROUP COM 552690109 665 33273 SH SOLE 33273 0 0
MEDCO RESEARCH INC COM 584059109 337 11226 SH SOLE 11226 0 0
MEDIA GENERAL INC CLASS A COM 584404107 844 16229 SH SOLE 16229 0 0
MEDIAONE GROUP INC COM 58440J104 7238 94226 SH SOLE 94226 0 0
MEDICAL ASSURANCE INC COM 58449U100 318 15019 SH SOLE 15019 0 0
MEDICIS PHARMACEUT CORP COM 584690309 737 17323 SH SOLE 17323 0 0
MEDIMMUNE INC COM 584699102 6629 39963 SH SOLE 39963 0 0
MEDQUIST INC COM 584949101 590 22861 SH SOLE 22861 0 0
MEDTRONIC INCORPORATED COM 585055106 5165 141758 SH SOLE 141758 0 0
MELLON FINANCIAL CORP COM 58551A108 2261 66373 SH SOLE 66373 0 0
MEMBERWORKS INC COM 586002107 257 7750 SH SOLE 7750 0 0
MEMC ELECTRONIC MATERIALS COM 552715104 241 19649 SH SOLE 19649 0 0
MENS WAREHOUSE INC COM 587118100 443 15097 SH SOLE 15097 0 0
MENTOR CORP MINN COM 587188103 307 11900 SH SOLE 11900 0 0
MENTOR GRAPHICS CORP COM 587200106 961 72866 SH SOLE 72866 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 23 of 39
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>
MERCANTILE BANKSHARES CORP COM 587405101 1107 34656 SH SOLE 34656 0 0
MERCHANTS NEW YORK BANCORP IN COM 589167105 200 11700 SH SOLE 11700 0 0
MERCK & CO. INC COM 589331107 22650 337113 SH SOLE 337113 0 0
MERCURY COMPUTER SYSTEMS INC COM 589378108 434 12396 SH SOLE 12396 0 0
MERCURY INTERACTIVE CP COM 589405109 2565 23761 SH SOLE 23761 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 49 15854 SH SOLE 15854 0 0
MERISEL INC COM 589849108 51 38800 SH SOLE 38800 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 481 30068 SH SOLE 30068 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 647 33419 SH SOLE 33419 0 0
MERRILL LYNCH & CO INC COM 590188108 4605 55277 SH SOLE 55277 0 0
MESA AIR GROUP INC (NEV) COM 590479101 59 12400 SH SOLE 12400 0 0
MESSAGEMEDIA INC COM 590787107 221 15686 SH SOLE 15686 0 0
METALS USA INC COM 591324108 154 18144 SH SOLE 18144 0 0
METAMOR WORLDWIDE INC COM 59133P100 611 20992 SH SOLE 20992 0 0
METHODE ELECTRONICS INC CL A COM 591520200 691 21500 SH SOLE 21500 0 0
METRICOM INC COM 591596101 528 6717 SH SOLE 6717 0 0
METRIS COMPANIES INC COM 591598107 843 23629 SH SOLE 23629 0 0
METRO MEDIA FIBER COM 591689104 848 17700 SH SOLE 17700 0 0
METROMEDIA INTL GROUP INC COM 591695101 164 34546 SH SOLE 34546 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 878 23001 SH SOLE 23001 0 0
MGC COMMUNICATIONS INC COM 552763302 546 10754 SH SOLE 10754 0 0
MGIC INVESTMENT CORP WIS COM 552848103 1152 19147 SH SOLE 19147 0 0
MIAMI COMPUTER SUPPLY CORP COM 593261100 210 5662 SH SOLE 5662 0 0
MICAHAEL FOODS INC COM 594079105 210 8528 SH SOLE 8528 0 0
MICHAELS STORES INC COM 594087108 453 15900 SH SOLE 15900 0 0
MICREL SEMICONDUCTOR COM 594793101 985 17300 SH SOLE 17300 0 0
MICRO WAREHOUSE INC COM 59501B105 716 38696 SH SOLE 38696 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1978 28900 SH SOLE 28900 0 0
MICROMUSE INC COM 595094103 1071 6300 SH SOLE 6300 0 0
MICRON ELECTRONICS COM 595100108 233 20905 SH SOLE 20905 0 0
MICRON TECHNOLOGY INC COM 595112103 2725 35051 SH SOLE 35051 0 0
MICROS SYSTEMS INCORPORATED COM 594901100 740 10000 SH SOLE 10000 0 0
MICROSOFT CORP COM 594918104 105390 902700 SH SOLE 902700 0 0
MICROSTRATEGY INC COM 594972101 5159 24568 SH SOLE 24568 0 0
MID ATLANTIC MEDICAL SVCS INC COM 59523C107 243 29245 SH SOLE 29245 0 0
MID-AMER APT CMNTYS INC COM 59522J103 466 20617 SH SOLE 20617 0 0
MID-STATE BANCHSARES COM 595440108 203 6359 SH SOLE 6359 0 0
MIDAMERICAN ENERGY HOLDINGS C COM 59562V107 894 26529 SH SOLE 26529 0 0
MIDAS INC COM 595626102 304 13884 SH SOLE 13884 0 0
MIDWAY GAMES INC COM 598148104 577 24092 SH SOLE 24092 0 0
MIDWEST EXPRESS HOLDINGS COM 597911106 346 10847 SH SOLE 10847 0 0
MILACRON INC COM 598709103 461 29966 SH SOLE 29966 0 0
MILLENNIUM PHARMACTCUAL COM 599902103 5417 44400 SH SOLE 44400 0 0
MILLER HERMAN INC COM 600544100 1016 44179 SH SOLE 44179 0 0
MILLER INDUSTRIES INC (TENN) COM 600551105 60 20848 SH SOLE 20848 0 0
MINERALS TECHNOLOGIES INC COM 603158106 941 23490 SH SOLE 23490 0 0
MINMED INC. COM 60365K108 1113 15200 SH SOLE 15200 0 0
MINNESOTA MINING & MFG CO COM 604059105 6376 65149 SH SOLE 65149 0 0
MINNESOTA POWER & LIGHT CO COM 604110106 550 32465 SH SOLE 32465 0 0
MIPS TECHNOLOGIES INC COM 604567107 378 7277 SH SOLE 7277 0 0
MIRAGE RESORTS INC COM 60462E104 164 10850 SH SOLE 10850 0 0
MISSISSIPPI CHEMICAL CORP COM 605288208 101 16315 SH SOLE 16315 0 0
MITCHELL ENERGY DEV CORP CL A COM 606592202 320 14491 SH SOLE 14491 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 24 of 39
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>
MMC NETWORKS INC COM 55308N102 670 19500 SH SOLE 19500 0 0
MMI COS INC COM 553087107 97 11252 SH SOLE 11252 0 0
MODINE MANUFACTURING COMPANY COM 607828100 647 25899 SH SOLE 25899 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 729 51191 SH SOLE 51191 0 0
MOHAWK INDUSTRIES INC COM 608190104 794 30100 SH SOLE 30100 0 0
MOLECULAR DEVICES CORP COM 60851C107 312 6005 SH SOLE 6005 0 0
MOLEX INC COM 608554101 1429 25207 SH SOLE 25207 0 0
MONACO COACH CORP COM 60886R103 283 11062 SH SOLE 11062 0 0
MONSANTO COMPANY COM 611662107 4212 118869 SH SOLE 118869 0 0
MONTANA POWER COMPANY COM 612085100 1842 51086 SH SOLE 51086 0 0
MONY GROUP INC COM 615337102 913 31289 SH SOLE 31289 0 0
MORGAN KEEGAN INC COM 617410105 370 22105 SH SOLE 22105 0 0
MORGAN ST DEAN WITTER DISCOVE COM 617446448 12382 86738 SH SOLE 86738 0 0
MORRISON KNUDSEN CORP COM 61844A109 173 22197 SH SOLE 22197 0 0
MOTOROLA INCORPORATED COM 620076109 11837 80386 SH SOLE 80386 0 0
MRV COMMUNICATIONS INC COM 553477100 927 14750 SH SOLE 14750 0 0
MSC INDUSTRIAL DIRECT CO - A COM 553530106 234 17652 SH SOLE 17652 0 0
MTI TECHNOLOGY CORP COM 553903105 675 18300 SH SOLE 18300 0 0
MTS SYSTEMS CORPORATION COM 553777103 99 12800 SH SOLE 12800 0 0
MUELLER INDUSTRIES INC COM 624756102 877 24200 SH SOLE 24200 0 0
MULTEX.COM INC COM 625367107 249 6608 SH SOLE 6608 0 0
MURPHY OIL CORPORATION COM 626717102 1638 28551 SH SOLE 28551 0 0
MUSICLAND STORES CORP COM 62758B109 159 18800 SH SOLE 18800 0 0
MYLAN LABS INCORPORATED COM 628530107 1679 66645 SH SOLE 66645 0 0
NABISCO GROUP HOLDINGS COM 62952P102 345 32500 SH SOLE 32500 0 0
NABORS INDS INC COM 629568106 2285 73862 SH SOLE 73862 0 0
NACCO INDS CL A COM 629579103 552 9929 SH SOLE 9929 0 0
NASDAQ 100 COM 631100104 2230 12200 SH SOLE 12200 0 0
NATIONAL - OILWELL INC COM 637071101 437 27888 SH SOLE 27888 0 0
NATIONAL BANCORP ALASKA INC COM 632587101 250 8900 SH SOLE 8900 0 0
NATIONAL CITY BANCSHARES INC COM 635313109 275 10928 SH SOLE 10928 0 0
NATIONAL CITY CORP COM 635405103 1220 51525 SH SOLE 51525 0 0
NATIONAL COMMERCE BANCORP COM 635449101 1239 54600 SH SOLE 54600 0 0
NATIONAL COMPUTER SYSTEMS INC COM 635519101 732 19450 SH SOLE 19450 0 0
NATIONAL EQUIPMENT SERVICES COM 635847106 95 15137 SH SOLE 15137 0 0
NATIONAL FUEL GAS COMPANY COM 636180101 1100 23657 SH SOLE 23657 0 0
NATIONAL HEALTH INVS INC COM 63633D104 296 19900 SH SOLE 19900 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 561 14675 SH SOLE 14675 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 220 8742 SH SOLE 8742 0 0
NATIONAL PRESTO INDUSTRIES IN COM 637215104 283 7969 SH SOLE 7969 0 0
NATIONAL PROCESSING INC COM 637229105 127 14329 SH SOLE 14329 0 0
NATIONAL SEMICONDUCTOR COM 637640103 591 13796 SH SOLE 13796 0 0
NATIONAL STL CORP CL-B COM 637844309 96 12900 SH SOLE 12900 0 0
NATIONSMART CORP. COM 576817100 52 12637 SH SOLE 12637 0 0
NATIONSRENT INC COM 638588103 142 25311 SH SOLE 25311 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 463 33651 SH SOLE 33651 0 0
NAUTICA ENTERPRISES INC COM 639089101 189 16750 SH SOLE 16750 0 0
NAVIGANT CONSULTING CO COM 63935N107 508 46748 SH SOLE 46748 0 0
NBC INTERNET INC COM 62873D105 389 5035 SH SOLE 5035 0 0
NBTY INC COM 628782104 375 32400 SH SOLE 32400 0 0
NCH CORP COM 628850109 205 4600 SH SOLE 4600 0 0
NCI BUILDING SYSTEM INC COM 628852105 253 13671 SH SOLE 13671 0 0
NCO GROUP INC COM 628858102 565 18750 SH SOLE 18750 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 25 of 39
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
- ------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
- ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NCR CORP COM 62886E108 2828 74660 SH SOLE 74660 0 0
NEFF CORP COM 640094108 70 11005 SH SOLE 11005 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 550 19700 SH SOLE 19700 0 0
NEOMAGIC CORP COM 640497103 167 15300 SH SOLE 15300 0 0
NET PERCEPTIONS INC COM 64107U101 279 6632 SH SOLE 6632 0 0
NET.B@NK INC COM 640933107 268 14471 SH SOLE 14471 0 0
NETOPIA INC COM 64114K104 239 4409 SH SOLE 4409 0 0
NETWORK APPLIANCE INC COM 64120L104 3052 36748 SH SOLE 36748 0 0
NETWORK EQUIPMENT TECHNOLOGIE COM 641208103 163 13840 SH SOLE 13840 0 0
NETWORK PERIPHERALS INC COM 64121R100 335 7099 SH SOLE 7099 0 0
NETWORK SOLUTIONS INC CL A COM 64121Q102 653 3000 SH SOLE 3000 0 0
NETWORKS ASSOCIATES INC COM 640938106 2244 84103 SH SOLE 84103 0 0
NEW CENTURY ENERGIES INC. COM 64352U103 298 9800 SH SOLE 9800 0 0
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 1194 23076 SH SOLE 23076 0 0
NEW JERSEY RESOURCES INC COM 646025106 499 12775 SH SOLE 12775 0 0
NEW YORK TIMES CO CLASS A COM 650111107 1064 21662 SH SOLE 21662 0 0
NEWELL RUBBERMAID INC COM 651229106 1093 37687 SH SOLE 37687 0 0
NEWFIELD EXPL CO COM 651290108 621 23232 SH SOLE 23232 0 0
NEWMONT MINING CORP COM 651639106 1474 60160 SH SOLE 60160 0 0
NEWPARK RESOURCES INC COM 651718504 272 44484 SH SOLE 44484 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 1090 39630 SH SOLE 39630 0 0
NEXTEL COMMUNICATIONS INC CL COM 65332V103 9423 91378 SH SOLE 91378 0 0
NEXTLINK COMMUNICATIONS - A COM 65333H707 515 6200 SH SOLE 6200 0 0
NFO WORLDWIDE INC COM 62910N108 335 14966 SH SOLE 14966 0 0
NIAGRA MOHAWK HOLDINGS INC COM 653520106 467 33500 SH SOLE 33500 0 0
NICOR INCORPORATED COM 654086107 433 13333 SH SOLE 13333 0 0
NIKE INCORPORATED CLASS B COM 654106103 2109 42559 SH SOLE 42559 0 0
NISOURCE INC COM 65473P105 1131 63275 SH SOLE 63275 0 0
NL INDS INC COM 629156407 305 20243 SH SOLE 20243 0 0
NOBLE AFFLIATES INCORPORATED COM 654894104 617 28762 SH SOLE 28762 0 0
NOBLE DRILLING CORP COM 655042109 2269 69269 SH SOLE 69269 0 0
NORDSON CORPORATION COM 655663102 805 16688 SH SOLE 16688 0 0
NORDSTROM INCORPORATED COM 655664100 657 24968 SH SOLE 24968 0 0
NORFOLK SOUTHERN CORPORATION COM 655844108 1710 83424 SH SOLE 83424 0 0
NORTEK INC COM 656559101 232 8294 SH SOLE 8294 0 0
NORTEL NETWORKS CORP COM 656569100 18627 184428 SH SOLE 184428 0 0
NORTH FORK BANCORPORATION COM 659424105 997 57359 SH SOLE 57359 0 0
NORTHEAST UTILITIES COMPANY COM 664397106 1061 51614 SH SOLE 51614 0 0
NORTHERN TRUST COMPANY COM 665859104 1899 35828 SH SOLE 35828 0 0
NORTHROP GRUMMAN CORP COM 666807102 1200 22200 SH SOLE 22200 0 0
NORTHWEST NATURAL GAS COMPANY COM 667655104 319 14550 SH SOLE 14550 0 0
NORTWESTERN CORP COM 668074107 265 12033 SH SOLE 12033 0 0
NOVA CORP COM 669784100 1174 37199 SH SOLE 37199 0 0
NOVELL INC COM 670006105 3372 84439 SH SOLE 84439 0 0
NOVELLUS SYSTEMS INC COM 670008101 2426 19800 SH SOLE 19800 0 0
NSTAR COM 67019E107 1446 35700 SH SOLE 35700 0 0
NTL INC COM 629407107 976 7822 SH SOLE 7822 0 0
NUCOR CORP COM 670346105 855 15602 SH SOLE 15602 0 0
NUEVO ENERGY CO COM 670509108 254 13523 SH SOLE 13523 0 0
NUI CORP COM 629430109 220 8337 SH SOLE 8337 0 0
NVIDIA CORP COM 67066G104 487 10366 SH SOLE 10366 0 0
NVR INC COM 62944T105 302 6335 SH SOLE 6335 0 0
O M GROUP INC COM 670872100 686 19923 SH SOLE 19923 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 26 of 39
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>
O'REILLY AUTOMOTIVE INC COM 686091109 462 21500 SH SOLE 21500 0 0
OAK INDUSTRIES INC (NEW) COM 671400505 1043 9831 SH SOLE 9831 0 0
OAKLY INC COM 673662102 94 16921 SH SOLE 16921 0 0
OAKWOOD HOMES CORP COM 674098108 91 28434 SH SOLE 28434 0 0
OCCIDENTAL PETROLEUM CORP DEL COM 674599105 1729 79949 SH SOLE 79949 0 0
OCEAN ENERGY INC COM 67481E106 638 82282 SH SOLE 82282 0 0
OCEANEERING INTERNATIONAL INC COM 675232102 197 13176 SH SOLE 13176 0 0
OCTEL CORP COM 675727101 120 11535 SH SOLE 11535 0 0
OCWEN FINANCIAL CORP COM 675746101 137 21985 SH SOLE 21985 0 0
OEA INCORPORATED COM 670826106 57 11778 SH SOLE 11778 0 0
OFFICE DEPOT INC COM 676220106 110 10035 SH SOLE 10035 0 0
OFFICEMAX INC COM 67622M108 719 132170 SH SOLE 132170 0 0
OFFSHORE LOGISTICS INC COM 676255102 103 11000 SH SOLE 11000 0 0
OGDEN CORPORATION COM 676346109 792 66326 SH SOLE 66326 0 0
OGE ENERGY CORP COM 670837103 657 34570 SH SOLE 34570 0 0
OHIO CASUALTY CORP COM 677240103 1065 66300 SH SOLE 66300 0 0
OLD REPUBLIC INTL CORP COM 680223104 790 58003 SH SOLE 58003 0 0
OLIN CORPORATION COM 680665205 975 49197 SH SOLE 49197 0 0
OLSTEN CORPORATION COM 681385100 1014 89627 SH SOLE 89627 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 176 13887 SH SOLE 13887 0 0
OMNICARE INCORPORATED COM 681904108 585 48728 SH SOLE 48728 0 0
OMNICOM GROUP COM 681919106 2182 21816 SH SOLE 21816 0 0
OMNIPOINT CORP COM 68212D102 2292 19000 SH SOLE 19000 0 0
OMNOVA SOLUTIONS INC COM 682129101 177 22900 SH SOLE 22900 0 0
ONE VALLEY BANCORP INC COM 682419106 745 24336 SH SOLE 24336 0 0
ONEIDA LTD COM 682505102 232 10684 SH SOLE 10684 0 0
ONEMAIN.COM INC COM 68267P109 176 11708 SH SOLE 11708 0 0
ONEOK INC COM 682680103 502 19980 SH SOLE 19980 0 0
OPEN MKT INC COM 68370M100 760 16841 SH SOLE 16841 0 0
OPTICAL COATING LABORATORY IN COM 683829105 2116 7147 SH SOLE 7147 0 0
ORACLE SYSTEMS CORP COM 68389X105 27980 249679 SH SOLE 249679 0 0
ORBITAL SCIENCES CORP COM 685564106 428 23039 SH SOLE 23039 0 0
OREGON STEEL MILLS INC COM 686079104 242 30524 SH SOLE 30524 0 0
ORGANOGENESIS INC COM 685906109 170 19587 SH SOLE 19587 0 0
ORTHODONTIC CENTERS OF AMERIC COM 68750P103 278 23318 SH SOLE 23318 0 0
OTTER TAIL POWER COMPANY COM 689648103 249 6650 SH SOLE 6650 0 0
OUTBACK STEAKHOUSE INC COM 689899102 970 37409 SH SOLE 37409 0 0
OVERSEAS SHIPHOLDING GROUP IN COM 690368105 509 34335 SH SOLE 34335 0 0
OWENS & MINOR INC HOLDING CO COM 690732102 187 20895 SH SOLE 20895 0 0
OWENS ILLINOIS INC COM 690768403 416 16600 SH SOLE 16600 0 0
OXFORD HEALTH PLANS INC COM 691471106 510 40214 SH SOLE 40214 0 0
P P G INDUSTRIES INC COM 693506107 2095 33486 SH SOLE 33486 0 0
P-COM INC. COM 693262107 360 40700 SH SOLE 40700 0 0
PACCAR COM 693718108 810 18268 SH SOLE 18268 0 0
PACIFIC CAPITAL BANCORP COM 69404P101 427 13900 SH SOLE 13900 0 0
PACIFIC CENTURY FINANCIAL COR COM 694058108 825 44122 SH SOLE 44122 0 0
PACIFIC GULF PPTS COM 694396102 362 17889 SH SOLE 17889 0 0
PACIFIC SUNWEAR OF CALIF INC COM 694873100 528 16560 SH SOLE 16560 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 1318 24875 SH SOLE 24875 0 0
PACTIV CORP COM 695257105 556 52317 SH SOLE 52317 0 0
PAGING NETWORK INC COM 695542100 37 45154 SH SOLE 45154 0 0
PAINE WEBBER GROUP INC COM 695629105 285 7349 SH SOLE 7349 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 567 39931 SH SOLE 39931 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 27 of 39
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>
PALL CORPORATION COM 696429307 632 29300 SH SOLE 29300 0 0
PALM HARBOR HOMES INC COM 696639103 191 10613 SH SOLE 10613 0 0
PANAMSAT CORP COM 697933109 1000 16847 SH SOLE 16847 0 0
PAPA JOHN'S INTL INC COM 698813102 744 28550 SH SOLE 28550 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 1942 71776 SH SOLE 71776 0 0
PAREXEL INTERNATIONAL COM 699462107 178 15055 SH SOLE 15055 0 0
PARK NATIONAL CORP COM 700658107 488 5087 SH SOLE 5087 0 0
PARK PLACE ENTERTAINMENT COM 700690100 1884 150700 SH SOLE 150700 0 0
PARKER DRILLING COMPANY COM 701081101 118 36999 SH SOLE 36999 0 0
PARKER HANNIFIN CORP COM 701094104 519 10105 SH SOLE 10105 0 0
PATHOGENESIS CORP. COM 70321E104 210 9801 SH SOLE 9801 0 0
PATTERSON DENTAL CO COM 703412106 628 14725 SH SOLE 14725 0 0
PATTERSON ENERGY INC COM 703414102 257 19800 SH SOLE 19800 0 0
PAXAR CORP COM 704227107 242 28700 SH SOLE 28700 0 0
PAXSON COMMUNCATION COM 704231109 259 21661 SH SOLE 21661 0 0
PAYCHEX INC COM 704326107 2278 56949 SH SOLE 56949 0 0
PAYLESS SHOESOURCE INC. COM 704379106 762 16223 SH SOLE 16223 0 0
PE CORP -CELERA GENOMICS GROU COM 69332S201 2334 15667 SH SOLE 15667 0 0
PE CORP PE BIOSYSTEMS GROUP COM 69332S102 1386 11516 SH SOLE 11516 0 0
PECO ENERGY INC COM 693304107 219 6308 SH SOLE 6308 0 0
PEDIATRIX MEDICAL GR0UP INC. COM 705324101 89 12728 SH SOLE 12728 0 0
PEGASUS COMMUNICATIONS CORP COM 705904100 650 6650 SH SOLE 6650 0 0
PEGASUS SYSTEMS INC COM 705906105 452 7500 SH SOLE 7500 0 0
PEGASYSTEMS INC COM 705573103 190 16853 SH SOLE 16853 0 0
PENNEY (J.C.) CO COM 708160106 592 29680 SH SOLE 29680 0 0
PENNZOIL-QUAKER STATE COM 709323109 917 90006 SH SOLE 90006 0 0
PENTAIR INC COM 709631105 1051 27294 SH SOLE 27294 0 0
PENTON MEDIA INC COM 709668107 381 15895 SH SOLE 15895 0 0
PEOPLES ENERGY CORPORATION COM 711030106 233 6961 SH SOLE 6961 0 0
PEOPLESOFT INC COM 712713106 1455 68266 SH SOLE 68266 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 281 31420 SH SOLE 31420 0 0
PEPSICO INCORPORATED COM 713448108 7518 213265 SH SOLE 213265 0 0
PER SE TECHNOLOGIES INC COM 713569309 144 17182 SH SOLE 17182 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 1287 15288 SH SOLE 15288 0 0
PERKINELMER INC COM 714046109 1677 40234 SH SOLE 40234 0 0
PERRIGO CO COM 714290103 571 71371 SH SOLE 71371 0 0
PERSONNEL GROUP OF AMERICA IN COM 715338109 239 23300 SH SOLE 23300 0 0
PETCO ANIMAL SUPPLIES INC COM 716016100 183 12300 SH SOLE 12300 0 0
PETSMART INC. COM 716768106 403 70044 SH SOLE 70044 0 0
PFIZER INCORPORATED COM 717081103 17931 552786 SH SOLE 552786 0 0
PG+E CORP COM 69331C108 1204 58725 SH SOLE 58725 0 0
PHARMACEUTICAL PRODUCT DEV IN COM 717124101 133 11200 SH SOLE 11200 0 0
PHARMACEUTICAL RESOURCES INC COM 717125108 52 10554 SH SOLE 10554 0 0
PHARMACIA & UPJOHN INC COM 716941109 3383 75179 SH SOLE 75179 0 0
PHARMACYCLICS INC COM 716933106 295 7150 SH SOLE 7150 0 0
PHELPS DODGE CORPORATION COM 717265102 775 11497 SH SOLE 11497 0 0
PHILADELPHIA SUBURBAN CORP COM 718009608 497 24012 SH SOLE 24012 0 0
PHILIP MORRIS COS INC COM 718154107 8467 368141 SH SOLE 368141 0 0
PHILLIPS PETROLEUM COMPANY COM 718507106 2126 45243 SH SOLE 45243 0 0
PHILLIPS VAN HEUSEN CORP COM 718592108 115 13873 SH SOLE 13873 0 0
PHOENIX INVESTMENT PARTNERS COM 719085102 232 28517 SH SOLE 28517 0 0
PHOENIX TECHNOLOGY LTD COM 719153108 233 14753 SH SOLE 14753 0 0
PHOTRONICS INC FORMERLY COM 719405102 373 13027 SH SOLE 13027 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 28 of 39
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>
PHYCOR INC COM 71940F100 76 40636 SH SOLE 40636 0 0
PICTURETEL CORP NEW COM 720035302 90 20850 SH SOLE 20850 0 0
PIEDMONT NATURAL GAS CO COM 720186105 659 21892 SH SOLE 21892 0 0
PIER 1 IMPORTS INC COM 720279108 396 62088 SH SOLE 62088 0 0
PINNACLE HOLDINGS INC COM 72346N101 706 16657 SH SOLE 16657 0 0
PINNACLE SYSTEMS INC. COM 723481107 453 11124 SH SOLE 11124 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 663 21683 SH SOLE 21683 0 0
PIONEER GROUP INC COM 723684106 244 15500 SH SOLE 15500 0 0
PIONEER NATURAL RESOURCES COR COM 723787107 1011 113107 SH SOLE 113107 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 235 16300 SH SOLE 16300 0 0
PITNEY BOWES INC COM 724479100 1480 30637 SH SOLE 30637 0 0
PITTSTON BURLINGTON GROUP COM 725701882 120 11323 SH SOLE 11323 0 0
PITTSTON SERVICES GROUP COM 725701106 973 44213 SH SOLE 44213 0 0
PITTWAY CORP CL A COM 725790208 685 15294 SH SOLE 15294 0 0
PLACER DOME INC COM 725906101 225 20952 SH SOLE 20952 0 0
PLANTRONICS INC (NEW) COM 727493108 987 13787 SH SOLE 13787 0 0
PLAYBOY ENTERPRISES INC COM 728117300 251 10326 SH SOLE 10326 0 0
PLAYERS INTL INC FORMERLY COM 727903106 106 12888 SH SOLE 12888 0 0
PLAYTEX PRODS INC COM 72813P100 237 15432 SH SOLE 15432 0 0
PLEXUS CORP COM 729132100 480 10900 SH SOLE 10900 0 0
PMC-SIERRA INC COM 69344F106 946 5900 SH SOLE 5900 0 0
PMI GROUP COM 69344M101 1149 23548 SH SOLE 23548 0 0
PNC BANK CORP COM 693475105 2324 52218 SH SOLE 52218 0 0
POGO PRODUCING COMPANY COM 730448107 605 29700 SH SOLE 29700 0 0
POLARIS INDS. INC. COM 731068102 579 15973 SH SOLE 15973 0 0
POLAROID CORPORATION COM 731095105 1080 57389 SH SOLE 57389 0 0
POLICY MANAGEMENT SYSTEMS COR COM 731108106 1020 39885 SH SOLE 39885 0 0
POLYCOM INC COM 73172K104 1917 30104 SH SOLE 30104 0 0
POLYMER GROUP INC COM 731745105 238 13020 SH SOLE 13020 0 0
POTLATCH CORPORATION COM 737628107 1039 23289 SH SOLE 23289 0 0
POTOMAC ELECTRIC POWER COMPAN COM 737679100 1434 62510 SH SOLE 62510 0 0
POWER INTEGRATIONS INC COM 739276103 674 14062 SH SOLE 14062 0 0
POWER ONE INC COM 739308104 331 7218 SH SOLE 7218 0 0
POWERTEL INC COM 73936C109 1428 14223 SH SOLE 14223 0 0
POWERWAVE TECHNOLOGLIES COM 739363109 516 8832 SH SOLE 8832 0 0
PP&L RESOURCES INC COM 693499105 1170 51153 SH SOLE 51153 0 0
PRAXAIR INC COM 74005P104 1525 30313 SH SOLE 30313 0 0
PRE PAID LEGAL SERVICES INC. COM 740065107 400 16687 SH SOLE 16687 0 0
PRECISION CASTPARTS COM 740189105 975 37144 SH SOLE 37144 0 0
PREMIER BANCSHARES INC COM 739909109 272 19953 SH SOLE 19953 0 0
PREMIER PARKS INC NEW COM 740540208 1141 39500 SH SOLE 39500 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 196 28049 SH SOLE 28049 0 0
PREMISYS COMMUNICATION COM 740584107 129 13000 SH SOLE 13000 0 0
PRENTISS PROPERTIES TRUST COM 740706106 538 25178 SH SOLE 25178 0 0
PRESIDENTIAL LIFE CORP COM 740884101 254 13800 SH SOLE 13800 0 0
PRESSTEK INC COM 741113104 223 16050 SH SOLE 16050 0 0
PREVIEW TRAVEL INC COM 74137R101 381 7300 SH SOLE 7300 0 0
PRI AUTOMATION INC COM 69357H106 792 11800 SH SOLE 11800 0 0
PRICE COMMUNICATIONS CORP(NEW COM 741437305 880 31644 SH SOLE 31644 0 0
PRIDE INTERNATIONAL INC COM 741932107 548 37500 SH SOLE 37500 0 0
PRIMARK CORPORATION COM 741903108 367 13200 SH SOLE 13200 0 0
PRIME HOSPITALITY CORP (NEW) COM 741917108 318 36110 SH SOLE 36110 0 0
PRIME RETAIL INC COM 741570105 170 30283 SH SOLE 30283 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 29 of 39
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>
PRIMUS TELECOMM GROUP COM 741929103 543 14200 SH SOLE 14200 0 0
PROBUSINESS SERVICES INC COM 742674104 301 8350 SH SOLE 8350 0 0
PROCTER & GAMBLE COMPANY COM 742718109 21538 196578 SH SOLE 196578 0 0
PROFIT RECOVERY GROUP INTL COM 743168106 510 19207 SH SOLE 19207 0 0
PROGRESS SOFTWARE CORP COM 743312100 533 9400 SH SOLE 9400 0 0
PROGRESSIVE CORP (OHIO) COM 743315103 235 3212 SH SOLE 3212 0 0
PROJECT SOFTWARE & DEV. INC COM 74339P101 405 7300 SH SOLE 7300 0 0
PROTECTION ONE INC COM 743663304 36 18529 SH SOLE 18529 0 0
PROTECTIVE LIFE CORP COM 743674103 1152 36206 SH SOLE 36206 0 0
PROTEIN DESIGN LABS INC COM 74369L103 791 11300 SH SOLE 11300 0 0
PROVIDENT AMERICAN CORP COM 743832107 208 5908 SH SOLE 5908 0 0
PROVIDENT BANKSHARES CORP COM 743859100 262 15110 SH SOLE 15110 0 0
PROVIDENT FINANCIAL GROUP COM 743866105 804 22415 SH SOLE 22415 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 1873 20568 SH SOLE 20568 0 0
PROXICOM INC COM 744282104 730 5876 SH SOLE 5876 0 0
PROXIM INC COM 744284100 773 7024 SH SOLE 7024 0 0
PROXYMED INC COM 744290107 100 10250 SH SOLE 10250 0 0
PS BUSINESS PARKS INC COM 69360J107 304 13384 SH SOLE 13384 0 0
PSS WORLD MEDICAL COM 69366A100 727 77031 SH SOLE 77031 0 0
PUBLIC SERVICE CO - N CAROLIN COM 744516105 356 11004 SH SOLE 11004 0 0
PUBLIC SERVICE CO NEW MEXICO COM 744499104 751 46200 SH SOLE 46200 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2692 77341 SH SOLE 77341 0 0
PUBLICARD INC COM 744627100 72 10974 SH SOLE 10974 0 0
PUGET SOUND ENERGY INC COM 745332106 812 41908 SH SOLE 41908 0 0
PULTE CORP COM 745867101 561 24926 SH SOLE 24926 0 0
QLOGIC CORP COM 747277101 3437 21500 SH SOLE 21500 0 0
QRS CORP COM 74726X105 672 6400 SH SOLE 6400 0 0
QUADRAMED CORP COM 74730W101 127 14600 SH SOLE 14600 0 0
QUAKER OATS COMPANY COM 747402105 478 7277 SH SOLE 7277 0 0
QUALCOMM INC COM 747525103 28406 161284 SH SOLE 161284 0 0
QUANEX CORPORATION COM 747620102 281 11000 SH SOLE 11000 0 0
QUANTUM CORP DLT & STORAGE COM 747906204 1342 88754 SH SOLE 88754 0 0
QUEENS COUNTY BANCORP INC COM 748242104 276 10162 SH SOLE 10162 0 0
QUEST DIAGNOSTICS COM 74834L100 578 18898 SH SOLE 18898 0 0
QUESTAR CORP. COM 748356102 624 41574 SH SOLE 41574 0 0
QUIKSILVER INC COM 74838C106 220 14168 SH SOLE 14168 0 0
QUINTILIES TRANSNATIONAL CORP COM 748767100 576 30817 SH SOLE 30817 0 0
QUORUM HEALTH GROUP INC COM 749084109 722 77488 SH SOLE 77488 0 0
R L I CORP COM 749607107 202 5950 SH SOLE 5950 0 0
R R DONNELLEY & SON COMPANY COM 257867101 1141 46000 SH SOLE 46000 0 0
R.H. DONNELLEY CORP COM 74955W307 540 28612 SH SOLE 28612 0 0
RADIAN GROUP INC COM 750236101 1009 21133 SH SOLE 21133 0 0
RADIANT SYSTEMS INC COM 75025N102 249 6200 SH SOLE 6200 0 0
RADIO ONE INC COM 75040P108 381 4140 SH SOLE 4140 0 0
RADISYS CORP COM 750459109 314 6165 SH SOLE 6165 0 0
RALCORP HOLDINGS INC COM 751028101 393 19688 SH SOLE 19688 0 0
RALSTON PURINA CO COM (NEW) COM 751277302 321 11512 SH SOLE 11512 0 0
RARE MEDIUM GROUP INC COM 75382N109 695 20375 SH SOLE 20375 0 0
RATHEON CLASS B COM 755111408 519 19547 SH SOLE 19547 0 0
RATIONAL SOFTWARE CORP NEW COM 75409P202 2183 44436 SH SOLE 44436 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 515 27669 SH SOLE 27669 0 0
RAYONIER INC COM 754907103 1755 36317 SH SOLE 36317 0 0
RAYOVAC CORP COM 755081106 333 17659 SH SOLE 17659 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 30 of 39
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>
RAZORFISH COM 755236106 408 4285 SH SOLE 4285 0 0
READ-RITE CORP COM 755246105 112 23677 SH SOLE 23677 0 0
READERS DIGEST ASSOCIATION COM 755267101 1343 45900 SH SOLE 45900 0 0
REALITY INCOME CORP COM 756109104 332 16112 SH SOLE 16112 0 0
REALNETWORKS INC COM 75605L104 692 5754 SH SOLE 5754 0 0
RECKSON ASSOCIATES REALTY COR COM 75621K106 473 23066 SH SOLE 23066 0 0
REEBOK INTL LTD COM 758110100 241 29393 SH SOLE 29393 0 0
REGAL BELOIT CORP COM 758750103 324 15694 SH SOLE 15694 0 0
REGENCY RLTY CORP COM 758939102 234 11700 SH SOLE 11700 0 0
REGIONS FINANCIAL CORP COM 758940100 841 33492 SH SOLE 33492 0 0
REGIS CORP NEW COM 758932107 320 16950 SH SOLE 16950 0 0
RELIANCE GROUP HLDGS INC COM 759464100 280 42200 SH SOLE 42200 0 0
RELIANCE STL & ALUM CO COM 759509102 221 9444 SH SOLE 9444 0 0
RELIANT ENERGY CORP COM 75952J108 860 37615 SH SOLE 37615 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 1895 48363 SH SOLE 48363 0 0
REMEC INC COM 759543101 326 12800 SH SOLE 12800 0 0
REMEDY CORP COM 759548100 675 14250 SH SOLE 14250 0 0
RENAISANCE WORLDWIDE INC COM 75968A109 166 22442 SH SOLE 22442 0 0
RENAL CARE GROUP INC COM 759930100 626 26800 SH SOLE 26800 0 0
REPUBLIC BANCORP COM 760282103 234 19310 SH SOLE 19310 0 0
REPUBLIC N Y CORPORATION COM 760719104 2199 30536 SH SOLE 30536 0 0
REPUBLIC SECURITY FINL CORP COM 760758102 206 28852 SH SOLE 28852 0 0
RES-CARE INC COM 760943100 157 12300 SH SOLE 12300 0 0
RESMED INC COM 761152107 376 9000 SH SOLE 9000 0 0
RESOURCE AMERICA INC CLASS A COM 761195205 107 13600 SH SOLE 13600 0 0
RESOURCE BANCSHARES MTG GROUP COM 761197102 53 11623 SH SOLE 11623 0 0
RESPIRONICS INC COM 761230101 126 15835 SH SOLE 15835 0 0
REXALL SUNDOWN INC COM 761648104 209 20290 SH SOLE 20290 0 0
REYNOLDS & REYNOLDS COMPANY COM 761695105 885 39354 SH SOLE 39354 0 0
REYNOLDS METALS COMPANY COM 761763101 752 9815 SH SOLE 9815 0 0
RF MICRO DEVICES COM 749941100 479 7000 SH SOLE 7000 0 0
RFS HOTEL INVESTORS INC COM 74955J108 158 15116 SH SOLE 15116 0 0
RGS ENERGY GROUP COM 74956K104 463 22500 SH SOLE 22500 0 0
RICHMOND COUNTY FINANCIAL COM 764556106 352 19500 SH SOLE 19500 0 0
RIGGS NATIONAL CORPORATION COM 766570105 142 10750 SH SOLE 10750 0 0
RITE AID INC COM 767754104 425 38200 SH SOLE 38200 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 966 54783 SH SOLE 54783 0 0
ROBERT HALF INTL INC COM 770323103 1376 48158 SH SOLE 48158 0 0
ROCKWELL INTERNATIONAL COM 773903109 634 13246 SH SOLE 13246 0 0
ROHM & HAAS COMPANY COM 775371107 1090 26784 SH SOLE 26784 0 0
ROLLINS INCORPORATED COM 775711104 383 25546 SH SOLE 25546 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 337 28194 SH SOLE 28194 0 0
ROMAC INTERNATIONAL INC. COM 775835101 337 25067 SH SOLE 25067 0 0
ROPER INDUSTRIES INC NEW COM 776696106 749 19815 SH SOLE 19815 0 0
ROSS STORES INC COM 778296103 818 45608 SH SOLE 45608 0 0
ROWAN COMPANIES INC COM 779382100 222 10255 SH SOLE 10255 0 0
ROYAL DUTCH PETRO - NY SHARES COM 780257804 18070 298374 SH SOLE 298374 0 0
RPC ENERGY SVS INC COM 749660106 131 22796 SH SOLE 22796 0 0
RPM INCORPORATED OHIO COM 749685103 539 52945 SH SOLE 52945 0 0
RSA SECURITY INC COM 749719100 1713 22100 SH SOLE 22100 0 0
RUBY TUESDAY INC COM 781182100 466 25605 SH SOLE 25605 0 0
RUDDICK CORP COM 781258108 744 47987 SH SOLE 47987 0 0
RUSSELL CORP COM 782352108 292 17458 SH SOLE 17458 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 31 of 39
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>
RYANS FAMILY STEAK HOUSES INC COM 783519101 187 22050 SH SOLE 22050 0 0
RYDER SYSTEM INC COM 783549108 475 19454 SH SOLE 19454 0 0
RYERSON TULL INC COM 78375P107 486 25017 SH SOLE 25017 0 0
RYLAND GROUP INC COM 783764103 288 12496 SH SOLE 12496 0 0
S & T BANCORP INC COM 783859101 288 12400 SH SOLE 12400 0 0
S C I SYSTEMS COM 783890106 2994 36424 SH SOLE 36424 0 0
S P X CORP COM 784635104 1248 15443 SH SOLE 15443 0 0
S1 CORP COM 78463B101 1585 20287 SH SOLE 20287 0 0
S3 INC COM 784849101 392 33913 SH SOLE 33913 0 0
SAFECO CORPORATION COM 786429100 490 19690 SH SOLE 19690 0 0
SAFESKIN CORP COM 786454108 297 24533 SH SOLE 24533 0 0
SAFEWAY INC COM 786514208 2877 80480 SH SOLE 80480 0 0
SAGA SYSTEMS INC COM 786610105 414 20752 SH SOLE 20752 0 0
SAGENT TECHNOLOGY COM 786693101 232 7748 SH SOLE 7748 0 0
SAKS INC COM 79377W108 1134 72860 SH SOLE 72860 0 0
SALTON INC COM 795757103 251 7501 SH SOLE 7501 0 0
SANCHEZ COMPUTER ASSOCIATES COM 799702105 316 7672 SH SOLE 7672 0 0
SANDISK CORP. COM 80004C101 1241 12889 SH SOLE 12889 0 0
SANGSTAT MEDICAL CORP COM 801003104 271 9100 SH SOLE 9100 0 0
SANMINA CORP COM 800907107 3550 35544 SH SOLE 35544 0 0
SANTA CRUZ OPERATION INC (THE COM 801833104 320 10527 SH SOLE 10527 0 0
SANTA FE SNYDER CORP COM 80218K105 739 92393 SH SOLE 92393 0 0
SARA LEE CORP COM 803111103 3321 150519 SH SOLE 150519 0 0
SAWTEK INC COM 805468105 985 14800 SH SOLE 14800 0 0
SBC COMMUNICATIONS INC COM 78387G103 24550 503599 SH SOLE 503599 0 0
SCANA CORP COM 805898103 1367 50851 SH SOLE 50851 0 0
SCHERING-PLOUGH CORP COM 806605101 9069 214016 SH SOLE 214016 0 0
SCHLUMBERGER LIMITED COM 806857108 4522 80568 SH SOLE 80568 0 0
SCHOLASTIC CORP COM 807066105 1039 16713 SH SOLE 16713 0 0
SCHWEITZER MANDUIT INTL INC COM 808541106 148 10989 SH SOLE 10989 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 701 12543 SH SOLE 12543 0 0
SCM MICROSYSTEMS INC COM 784018103 492 7700 SH SOLE 7700 0 0
SCOTT'S CO CL-A COM 810186106 572 14200 SH SOLE 14200 0 0
SCPIE HOLDINGS INC COM 78402P104 417 12965 SH SOLE 12965 0 0
SDL INC COM 784076101 654 3000 SH SOLE 3000 0 0
SEACOAST FINL SRVC COM 81170Q106 174 17084 SH SOLE 17084 0 0
SEACOR SMIT INC COM 811904101 513 9905 SH SOLE 9905 0 0
SEAGATE TECHNOLOGY INC COM 811804103 895 19212 SH SOLE 19212 0 0
SEAGRAM COMPANY LTD COM 811850106 3244 72491 SH SOLE 72491 0 0
SEALED AIR CORP COM 81211K100 451 8705 SH SOLE 8705 0 0
SEARS ROEBUCK & COMPANY COM 812387108 2237 73653 SH SOLE 73653 0 0
SECURITY CAPITAL GROUP-B COM 81413P204 326 26042 SH SOLE 26042 0 0
SEITEL INC NEW COM 816074306 108 15938 SH SOLE 15938 0 0
SELECTIVE INS GROUP INC COM 816300107 289 16800 SH SOLE 16800 0 0
SEMCO ENERGY INC COM 78412D109 130 10972 SH SOLE 10972 0 0
SEMPRA ENERGY COM 816851109 707 40700 SH SOLE 40700 0 0
SEMTECH CORPORATION COM 816850101 959 18400 SH SOLE 18400 0 0
SENSORMATIC ELECTRONIC CORP COM 817265101 1472 84400 SH SOLE 84400 0 0
SEPRACOR INC COM 817315104 1665 16785 SH SOLE 16785 0 0
SEQUA CORP CLASS A COM 817320104 606 11232 SH SOLE 11232 0 0
SEROLOGICALS CORP COM 817523103 66 11060 SH SOLE 11060 0 0
SERVICE CORP INTERNATIONAL COM 817565104 141 20317 SH SOLE 20317 0 0
SERVICE EXPERTS INC COM 817567100 63 10853 SH SOLE 10853 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 32 of 39
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>
SHAW INDUSTRIES INC COM 820286102 962 62057 SH SOLE 62057 0 0
SHERWIN-WILLIAMS COMPANY COM 824348106 532 25347 SH SOLE 25347 0 0
SHOP AT HOME INC-NEW COM 825066301 156 15685 SH SOLE 15685 0 0
SHOPKO STORES INC COM 824911101 580 25234 SH SOLE 25234 0 0
SHOREWOOD PACKAGING CORP COM 825229107 277 14635 SH SOLE 14635 0 0
SHURGARD STORAGE CENTERS INC COM 82567D104 459 19800 SH SOLE 19800 0 0
SICOR INC COM 825846108 406 52350 SH SOLE 52350 0 0
SIEBEL SYSTEMS INC COM 826170102 9872 117522 SH SOLE 117522 0 0
SIERRA HEALTH SVCS INC COM 826322109 114 16984 SH SOLE 16984 0 0
SIERRA PACIFIC RESOURCES COM 826428104 1724 99245 SH SOLE 99245 0 0
SIGCORP INC. COM 826912107 366 16085 SH SOLE 16085 0 0
SIGMA-ALDRICH CORPORATION COM 826552101 720 23945 SH SOLE 23945 0 0
SILICON GRAPHICS INC COM 827056102 428 44178 SH SOLE 44178 0 0
SILICON VALLEY GROUP INC COM 827066101 367 20650 SH SOLE 20650 0 0
SILICON VY BANCSHARES COM 827064106 549 11100 SH SOLE 11100 0 0
SILKNET SOFTWARE INC COM 827094103 315 1900 SH SOLE 1900 0 0
SIMPSON INDUSTRIES INC COM 829060102 117 10400 SH SOLE 10400 0 0
SIMPSON MFG CO INC COM 829073105 226 5161 SH SOLE 5161 0 0
SINCLAIR BROADCAST GROUP-A COM 829226109 190 15562 SH SOLE 15562 0 0
SIPEX CORP COM 829909100 262 10650 SH SOLE 10650 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 383 8600 SH SOLE 8600 0 0
SITEL CORP COM 82980K107 196 28008 SH SOLE 28008 0 0
SKY FINANCIAL GROUP COM 83080P103 944 46882 SH SOLE 46882 0 0
SKYWEST INC COM 830879102 370 13212 SH SOLE 13212 0 0
SL GREEN REALTY CORP COM 78440X101 303 13938 SH SOLE 13938 0 0
SLI INC COM 78442T108 146 10756 SH SOLE 10756 0 0
SLM HOLDING CORP COM 78442A109 1184 28020 SH SOLE 28020 0 0
SMITH A O CORP COM 831865209 280 12797 SH SOLE 12797 0 0
SMITH CHARLES E. RESIDENTIAL COM 832197107 428 12100 SH SOLE 12100 0 0
SMITH INTERNATIONAL INC COM 832110100 1319 26537 SH SOLE 26537 0 0
SMITHFIELD FOODS INC COM 832248108 692 28852 SH SOLE 28852 0 0
SMURFIT-STONE CORP COM 832727101 430 17541 SH SOLE 17541 0 0
SOFTNET SYSTEMS INC COM 833964109 242 9646 SH SOLE 9646 0 0
SOLA INTERNATIONAL COM 834092108 223 16069 SH SOLE 16069 0 0
SOLECTRON CORP COM 834182107 3507 36868 SH SOLE 36868 0 0
SOLUTIA INC COM 834376105 713 46207 SH SOLE 46207 0 0
SONIC CORPORATION COM 835451105 302 10600 SH SOLE 10600 0 0
SONOCO PRODS CO COM 835495102 1237 54390 SH SOLE 54390 0 0
SOTHEBY`S HOLDINGS INC COM 835898107 867 28904 SH SOLE 28904 0 0
SOUTHDOWN INCORPORATED COM 841297104 1145 22170 SH SOLE 22170 0 0
SOUTHERN COMPANY COM 842587107 2012 85602 SH SOLE 85602 0 0
SOUTHERN PERU COPPER CORP COM 843611104 228 14738 SH SOLE 14738 0 0
SOUTHERN UNION CO NEW COM 844030106 477 24960 SH SOLE 24960 0 0
SOUTHTRUST CORP COM 844730101 958 25336 SH SOLE 25336 0 0
SOUTHWEST AIRLINES COM 844741108 308 19080 SH SOLE 19080 0 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 321 16200 SH SOLE 16200 0 0
SOUTHWEST GAS CORPORATION COM 844895102 455 19770 SH SOLE 19770 0 0
SOUTHWEST SECURITIES GRP INC COM 845224104 266 9814 SH SOLE 9814 0 0
SOUTHWESTERN ENERGY COMPANY COM 845467109 110 16743 SH SOLE 16743 0 0
SOVEREIGN BANCORP INC COM 845905108 807 108302 SH SOLE 108302 0 0
SOVRAN SELF STORAGE INC COM 84610H108 265 14244 SH SOLE 14244 0 0
SPARTECH CORP NEW COM 847220209 297 9198 SH SOLE 9198 0 0
SPEEDFAM - IPEC INC COM 847705100 204 15798 SH SOLE 15798 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 33 of 39
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>
SPORTSLINE USA INC COM 848934105 474 9464 SH SOLE 9464 0 0
SPRINGS INDUSTRIES INC COM 851783100 519 13000 SH SOLE 13000 0 0
SPRINT CORP COM 852061100 8686 129034 SH SOLE 129034 0 0
SPRINT CORP PCS GROUP COM 852061506 6026 58791 SH SOLE 58791 0 0
SPS TECH INC COM 784626103 300 9400 SH SOLE 9400 0 0
SPYGLASS INC COM 852192103 389 10266 SH SOLE 10266 0 0
ST PAUL COMPANIES INC COM 792860108 1494 44359 SH SOLE 44359 0 0
STAFFMARK INC COM 852389105 134 17772 SH SOLE 17772 0 0
STANCORP FINANCIAL GROUP COM 852891100 293 11641 SH SOLE 11641 0 0
STANDARD PACIFIC CORP COM 85375C101 231 21006 SH SOLE 21006 0 0
STANDARD REGISTER CO COM 853887107 507 26144 SH SOLE 26144 0 0
STAPLES INC COM 855030102 2065 99500 SH SOLE 99500 0 0
STAR TELECOMMUNICATIONS INC COM 854923109 182 23000 SH SOLE 23000 0 0
STARBUCKS CORPORATION COM 855244109 2744 113154 SH SOLE 113154 0 0
STARTEK INC COM 85569C107 217 5999 SH SOLE 5999 0 0
STATE AUTO FINANCIAL COM 855707105 93 10200 SH SOLE 10200 0 0
STATE STREET CORP. COM 857477103 1171 16028 SH SOLE 16028 0 0
STATEN ISLAND BANCORP INC COM 857550107 526 29221 SH SOLE 29221 0 0
STATION CASINOS INC COM 857689103 324 14446 SH SOLE 14446 0 0
STEEL DYNAMICS INC COM 858119100 393 24655 SH SOLE 24655 0 0
STEIN MART INC COM 858375108 92 16250 SH SOLE 16250 0 0
STERIS CORP COM 859152100 813 79358 SH SOLE 79358 0 0
STERLING BANCSHARES INC COM 858907108 169 15100 SH SOLE 15100 0 0
STERLING COMMERCE INC. COM 859205106 1427 41983 SH SOLE 41983 0 0
STERLING SOFTWARE INCORPORATE COM 859547101 1355 43007 SH SOLE 43007 0 0
STEWART & STEVENSON SVCS COM 860342104 341 28786 SH SOLE 28786 0 0
STEWART ENTERPRISES INC CL A COM 860370105 236 49682 SH SOLE 49682 0 0
STILLWATER MINING CO. COM 86074Q102 875 27459 SH SOLE 27459 0 0
STONE ENERGY CORP COM 861642106 526 14757 SH SOLE 14757 0 0
STORAGE TECHNOLOGY CORP COM 862111200 1026 55663 SH SOLE 55663 0 0
STORAGE USA INC COM 861907103 493 16295 SH SOLE 16295 0 0
STRIDE RITE CORPORATION COM 863314100 183 28094 SH SOLE 28094 0 0
STRUCTURAL DYNAMICS RESH COM 863555108 493 38641 SH SOLE 38641 0 0
STRYKER CORP COM 863667101 3234 46453 SH SOLE 46453 0 0
STURM RUGER & COMPANY INC COM 864159108 106 11983 SH SOLE 11983 0 0
SUIZA FOODS CORP COM 865077101 1640 41385 SH SOLE 41385 0 0
SUMMIT PROPS INC COM 866239106 266 14871 SH SOLE 14871 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 321 27492 SH SOLE 27492 0 0
SUN CMNTYS INC COM 866674104 483 15010 SH SOLE 15010 0 0
SUN MICROSYSTEMS INC COM 866810104 22516 290761 SH SOLE 290761 0 0
SUNBEAM CORPORATION COM 867071102 229 54792 SH SOLE 54792 0 0
SUNGARD DATA SYSTEMS INC COM 867363103 1475 62121 SH SOLE 62121 0 0
SUNGLASS HUT INTL INC COM 86736F106 263 23400 SH SOLE 23400 0 0
SUNOCO INC COM 86764P109 461 19600 SH SOLE 19600 0 0
SUNRISE ASSISTED LIVING COM 86768K106 151 11000 SH SOLE 11000 0 0
SUNRISE MEDICAL INC COM 867910101 85 13757 SH SOLE 13757 0 0
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 328 27733 SH SOLE 27733 0 0
SUNTERRA CORP COM 86787D109 279 24266 SH SOLE 24266 0 0
SUNTRUST BANKS INC COM 867914103 2956 42952 SH SOLE 42952 0 0
SUPERGEN INC COM 868059106 303 10300 SH SOLE 10300 0 0
SUPERIOR INDUSTRIES COM 868168105 757 28216 SH SOLE 28216 0 0
SUPERIOR TELECOM INC COM 868365107 162 10500 SH SOLE 10500 0 0
SUSQUEHANNA BANCSHARES INC PA COM 869099101 356 22400 SH SOLE 22400 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 34 of 39
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>
SVI HOLDING INC COM 784872103 180 15013 SH SOLE 15013 0 0
SWIFT ENERGY COMPANY COM 870738101 132 11480 SH SOLE 11480 0 0
SWIFT TRANSPORTATION CO INC COM 870756103 970 55025 SH SOLE 55025 0 0
SYBASE INC COM 871130100 837 49236 SH SOLE 49236 0 0
SYBRON INT'L CORP COM 87114F106 1297 52525 SH SOLE 52525 0 0
SYKES ENTERPRISES INC COM 871237103 1558 35502 SH SOLE 35502 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 295 22712 SH SOLE 22712 0 0
SYMANTEC CORP COM 871503108 1712 29202 SH SOLE 29202 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 3032 47701 SH SOLE 47701 0 0
SYNOPSYS INC COM 871607107 2971 44513 SH SOLE 44513 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 298 14969 SH SOLE 14969 0 0
SYNTHETIC INDUSTRIES COM 871914107 278 8458 SH SOLE 8458 0 0
SYNTROLEUM CORP COM 871630109 113 13900 SH SOLE 13900 0 0
SYSCO CORPORATION COM 871829107 1678 42424 SH SOLE 42424 0 0
SYSTEMAX INC COM 871851101 204 24053 SH SOLE 24053 0 0
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 314 19340 SH SOLE 19340 0 0
T R W INCORPORATED COM 872649108 1326 25522 SH SOLE 25522 0 0
T ROWE PRICE & ASSOC INC COM 741477103 687 18593 SH SOLE 18593 0 0
T.J. INTERNATIONAL INC COM 872534102 389 9250 SH SOLE 9250 0 0
TALK.COM INC COM 874264104 417 23500 SH SOLE 23500 0 0
TANDY CORPORATION COM 875382103 1325 26942 SH SOLE 26942 0 0
TAUBMAN CTRS INC COM 876664103 242 22502 SH SOLE 22502 0 0
TCF FINANCIAL CORP COM 872275102 1039 41774 SH SOLE 41774 0 0
TECH DATA CORP COM 878237106 707 26082 SH SOLE 26082 0 0
TECHNE CORP COM 878377100 666 12100 SH SOLE 12100 0 0
TECHNITROL INCORPORATED COM 878555101 364 8178 SH SOLE 8178 0 0
TECHNOLOGY SOLUTIONS CO COM 87872T108 830 25337 SH SOLE 25337 0 0
TECO ENERGY INC COM 872375100 1155 62217 SH SOLE 62217 0 0
TECUMSEH PRODS CO CL A COM 878895200 493 10456 SH SOLE 10456 0 0
TEKELEC COM 879101103 421 18711 SH SOLE 18711 0 0
TEKTRONIX INCORPORATED COM 879131100 1272 32726 SH SOLE 32726 0 0
TELEBANC FINANCIAL CORP COM 87925R109 529 20338 SH SOLE 20338 0 0
TELEFLEX INCORPORATED COM 879369106 620 19790 SH SOLE 19790 0 0
TELEPHONE & DATA SYSTEMS INC COM 879433100 3978 31571 SH SOLE 31571 0 0
TELETECH HOLDINGS INC COM 879939106 472 14000 SH SOLE 14000 0 0
TELLABS INCORPORATED COM 879664100 5027 78324 SH SOLE 78324 0 0
TEMPLE INLAND INC COM 879868107 1174 17810 SH SOLE 17810 0 0
TENET HEALTHCARE GROUP COM 88033G100 1131 48120 SH SOLE 48120 0 0
TERADYNE INCORPORATED COM 880770102 1485 22502 SH SOLE 22502 0 0
TERAYON COMMUNICATIONS SYSTEM COM 880775101 580 9239 SH SOLE 9239 0 0
TEREX CORP COM 880779103 417 15032 SH SOLE 15032 0 0
TERRA INDUSTRIES INC COM 880915103 28 17806 SH SOLE 17806 0 0
TESORO PETROLEUM CORP COM 881609101 202 17440 SH SOLE 17440 0 0
TETRA TECH INC NEW COM 88162G103 326 21231 SH SOLE 21231 0 0
TEXACO INC COM 881694103 4785 88100 SH SOLE 88100 0 0
TEXAS INDUSTRIES INCORPORATED COM 882491103 544 12781 SH SOLE 12781 0 0
TEXAS INSTRUMENTS INCORPORATE COM 882508104 10149 105040 SH SOLE 105040 0 0
TEXAS REGIONAL BNCSHS INC COM 882673106 247 8500 SH SOLE 8500 0 0
TEXAS UTILITIES COMPANY COM 882848104 1129 31738 SH SOLE 31738 0 0
TEXTRON INCORPORATED COM 883203101 2068 26968 SH SOLE 26968 0 0
THE MILLS CORP COM 601148109 218 12220 SH SOLE 12220 0 0
THERAGENICS CORP COM 883375107 200 22086 SH SOLE 22086 0 0
THERMEDICS INC COM 883901100 64 11817 SH SOLE 11817 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 35 of 39
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>
THERMO CARDIOSYSTEMS INC COM 88355K200 67 10263 SH SOLE 10263 0 0
THERMO ELECTRON CORPORATION COM 883556102 666 44430 SH SOLE 44430 0 0
THOMAS & BETTS CORPORATION COM 884315102 617 19368 SH SOLE 19368 0 0
THOMAS INDUSTRIES INCORPORATE COM 884425109 202 9907 SH SOLE 9907 0 0
THORNBURG MTG ASSET CORP COM 885218107 192 23300 SH SOLE 23300 0 0
THQ INC COM 872443403 263 11336 SH SOLE 11336 0 0
TIDEWATER INCORPORATED COM 886423102 990 27503 SH SOLE 27503 0 0
TIFFANY & CO NEW COM 886547108 3518 39422 SH SOLE 39422 0 0
TIMBERLAND CO CLASS A COM 887100105 353 6684 SH SOLE 6684 0 0
TIME MIRROR CO - CL A COM 887364107 813 12136 SH SOLE 12136 0 0
TIME WARNER INC COM 887315109 13998 193574 SH SOLE 193574 0 0
TIMKEN COMPANY COM 887389104 834 40818 SH SOLE 40818 0 0
TITAN CORP COM 888266103 1267 26770 SH SOLE 26770 0 0
TITANIUM METALS CORP COM 888339108 53 11800 SH SOLE 11800 0 0
TJX COS INC NEW COM 872540109 886 43367 SH SOLE 43367 0 0
TOLL BROTHERS INC COM 889478103 255 13688 SH SOLE 13688 0 0
TOM BROWN INC NEW COM 115660201 227 17000 SH SOLE 17000 0 0
TOPPS INC (THE) COM 890786106 266 25650 SH SOLE 25650 0 0
TORCHMARK CORPORATION COM 891027104 745 25627 SH SOLE 25627 0 0
TORO COMPANY COM 891092108 297 7957 SH SOLE 7957 0 0
TOSCO CORP NEW COM 891490302 230 8477 SH SOLE 8477 0 0
TOTAL RENAL CARE HOLDINGS INS COM 89151A107 588 87917 SH SOLE 87917 0 0
TOWER AUTOMOTIVE INC COM 891707101 379 24541 SH SOLE 24541 0 0
TOWN & CTRY TR COM 892081100 194 10800 SH SOLE 10800 0 0
TOYS R US INC COM 892335100 367 25648 SH SOLE 25648 0 0
TRAMMELL CROW CO COM 89288R106 204 17549 SH SOLE 17549 0 0
TRANS WORLD AIRLINES COM 893349837 62 22480 SH SOLE 22480 0 0
TRANS WORLD ENTERTAINMENT COR COM 89336Q100 203 19344 SH SOLE 19344 0 0
TRANSACTION SYSTEMS ACRHITECT COM 893416107 1028 36700 SH SOLE 36700 0 0
TRANSKARYOTIC THERAPIES INC COM 893735100 400 10400 SH SOLE 10400 0 0
TRANSMONTAIGNE OIL CORP COM 893934109 117 16724 SH SOLE 16724 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 993 29484 SH SOLE 29484 0 0
TRANSWITCH CORP. COM 894065101 1167 16076 SH SOLE 16076 0 0
TREDEGAR INDS INC COM 894650100 273 13204 SH SOLE 13204 0 0
TRIAD HOSPITALS COM 89579K109 303 20008 SH SOLE 20008 0 0
TRIANGLE BANCORP INC COM 895835106 299 15410 SH SOLE 15410 0 0
TRIANGLE PHARMACEUTICAL COM 89589H104 250 19550 SH SOLE 19550 0 0
TRIARC CO'S INC COM 895927101 184 10030 SH SOLE 10030 0 0
TRIBUNE COMPANY NEW COM 896047107 2433 44192 SH SOLE 44192 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 1013 26237 SH SOLE 26237 0 0
TRIGON HEALTHCARE INC COM 89618L100 731 24766 SH SOLE 24766 0 0
TRIMBLE NAVIGATION LTD COM 896239100 279 12900 SH SOLE 12900 0 0
TRINITY INDUSTRIES INC COM 896522109 1448 50912 SH SOLE 50912 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 1005 9038 SH SOLE 9038 0 0
TRU NORTH COMMUNICATIONS INC COM 897844106 1342 30041 SH SOLE 30041 0 0
TRUSTCO BANK CORP N.Y. COM 898349105 428 32326 SH SOLE 32326 0 0
TSI INTL SOFTWARE LTD COM 872879101 531 9371 SH SOLE 9371 0 0
TUBOSCOPE INC COM 898600101 320 20186 SH SOLE 20186 0 0
TUPPERWARE CORP. COM 899896104 680 40130 SH SOLE 40130 0 0
TUT SYSTEMS COM 901103101 389 7246 SH SOLE 7246 0 0
TWEETER HOME ENTERTAINMENT COM 901167106 239 6726 SH SOLE 6726 0 0
TWINLAB CORP COM 901774109 117 14800 SH SOLE 14800 0 0
TYCO INTERNATIONAL LTD COM 902124106 8149 208955 SH SOLE 208955 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 36 of 39
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>
TYLER TECHNOLOGIES COM 902252105 148 26952 SH SOLE 26952 0 0
TYSON FOODS INC CLASS A DEL COM 902494103 1762 108428 SH SOLE 108428 0 0
U S T INC FORMERLY COM 902911106 307 12189 SH SOLE 12189 0 0
U.S WEST INC COM 91273H101 5554 77136 SH SOLE 77136 0 0
U.S. BANCORP (NEW) COM 902973106 2159 90678 SH SOLE 90678 0 0
U.S. FOODSERVICE COM 90331R101 859 51254 SH SOLE 51254 0 0
U.S. OFFICE PRODUCTS CO COM 912325305 61 19667 SH SOLE 19667 0 0
UCAR INTERNATIONAL COM 90262K109 900 50513 SH SOLE 50513 0 0
UGI HOLDING CO COM 902681105 446 21800 SH SOLE 21800 0 0
UICI COM 902737105 263 24916 SH SOLE 24916 0 0
ULTRAMAN DIAMOND SHAMRORK COR COM 904000106 994 43797 SH SOLE 43797 0 0
ULTRATECH STEPPER INC COM 904034105 210 13050 SH SOLE 13050 0 0
UMB FINANCIAL CORP COM 902788108 373 9885 SH SOLE 9885 0 0
UNICAPITAL CORP COM 90459D108 115 31114 SH SOLE 31114 0 0
UNICOM CORP COM 904911104 401 11974 SH SOLE 11974 0 0
UNIFI INC COM 904677101 767 62263 SH SOLE 62263 0 0
UNILEVER NV (NEW) COM 904784709 4241 77915 SH SOLE 77915 0 0
UNION CARBIDE CORPORATION COM 905581104 1660 24872 SH SOLE 24872 0 0
UNION PACIFIC CORP COM 907818108 1612 36893 SH SOLE 36893 0 0
UNION PACIFIC RESOURCES COM 907834105 374 29338 SH SOLE 29338 0 0
UNION PLANTERS CORP OF MEMPHI COM 908068109 477 12090 SH SOLE 12090 0 0
UNISOURCE ENERGY COPR HLD COM 909205106 235 21000 SH SOLE 21000 0 0
UNISYS CORP COM 909214108 825 25846 SH SOLE 25846 0 0
UNITED ASSET MANAGEMENT CORP COM 909420101 628 33855 SH SOLE 33855 0 0
UNITED AUTO GROP INC COM 909440109 129 14441 SH SOLE 14441 0 0
UNITED BANKSHARES INC COM 909907107 555 23250 SH SOLE 23250 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 178 17886 SH SOLE 17886 0 0
UNITED DOMINION REALTY TR INC COM 910197102 634 64234 SH SOLE 64234 0 0
UNITED HEALTHCARE CORP COM 910581107 1086 20450 SH SOLE 20450 0 0
UNITED ILLUMINATING COMPANY COM 910637107 483 9400 SH SOLE 9400 0 0
UNITED NATL BANCORP COM 910909100 207 9321 SH SOLE 9321 0 0
UNITED STATIONERS INC COM 913004107 574 20100 SH SOLE 20100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4036 62091 SH SOLE 62091 0 0
UNITED TELEVISION INCORPORATE COM 913066106 303 2200 SH SOLE 2200 0 0
UNITED WATER RESOURCES INC COM 913190104 421 12300 SH SOLE 12300 0 0
UNITRIN INC COM 913275103 1381 36700 SH SOLE 36700 0 0
UNIVERSAL CORP VA COM 913456109 767 33633 SH SOLE 33633 0 0
UNIVERSAL FOODS CORPORATION COM 913538104 1163 57068 SH SOLE 57068 0 0
UNIVISION COMMUNCIATIONS INC COM 914906102 5498 53805 SH SOLE 53805 0 0
UNOCAL CORPORATION COM 915289102 1061 31607 SH SOLE 31607 0 0
UNOVA INC COM 91529B106 362 27862 SH SOLE 27862 0 0
UNUM CORP COM 91529Y106 1772 55271 SH SOLE 55271 0 0
URBAN SHOPPING CENTERS INC COM 917060105 336 12400 SH SOLE 12400 0 0
US AIRWAYS GROUP INC COM 911905107 282 8797 SH SOLE 8797 0 0
US FREIGHTWAYS CORP COM 916906100 773 16150 SH SOLE 16150 0 0
US LEC CORP CL A COM 90331S109 212 6564 SH SOLE 6564 0 0
US PLASTIC LUMBER INC COM 902948108 136 17651 SH SOLE 17651 0 0
USA NEWORKS INC COM 902984103 665 12030 SH SOLE 12030 0 0
USEC INC COM 90333E108 446 63744 SH SOLE 63744 0 0
USG CORP NEW COM 903293405 1178 25000 SH SOLE 25000 0 0
USINTERNETWORKING INC COM 917311805 636 9099 SH SOLE 9099 0 0
USONCOLOGY COM 90338W103 155 31462 SH SOLE 31462 0 0
UST CORP COM 902900109 479 15072 SH SOLE 15072 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 37 of 39
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>
USX MARATHON GROUP COM 902905827 1111 44983 SH SOLE 44983 0 0
USX U.S STEEL GROUP COM 90337T101 356 10786 SH SOLE 10786 0 0
UTILICORP UNITED INC COM 918005109 825 42460 SH SOLE 42460 0 0
V F CORPORATION COM 918204108 560 18663 SH SOLE 18663 0 0
VAIL RESORTS INC COM 91879Q109 268 14928 SH SOLE 14928 0 0
VALENCE TECHNOLOGY INC COM 918914102 274 14415 SH SOLE 14415 0 0
VALERO ENERGY CORP COM 91913Y100 912 45891 SH SOLE 45891 0 0
VALMONT INDUSTRIES INC COM 920253101 165 10300 SH SOLE 10300 0 0
VALUEVISION INTL INC CL A COM 92047K107 1299 22666 SH SOLE 22666 0 0
VANTIVE CORP COM 922091103 248 13800 SH SOLE 13800 0 0
VARCO INTERNATIONAL INC COM 922126107 702 68920 SH SOLE 68920 0 0
VARIAN INC COM 922206107 421 18699 SH SOLE 18699 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 531 17799 SH SOLE 17799 0 0
VARIAN SEMICONDUCTOR COPR COM 922207105 660 19399 SH SOLE 19399 0 0
VEECO INSTRUMENTS INC COM 922417100 243 5200 SH SOLE 5200 0 0
VENTANA MEDICAL SYSTEMS COM 92276H106 211 8500 SH SOLE 8500 0 0
VENTAS INC COM 92276F100 140 33340 SH SOLE 33340 0 0
VERITAS DGS INC COM 92343P107 203 14492 SH SOLE 14492 0 0
VERITAS SOFTWARE CORP COM 923436109 21894 152974 SH SOLE 152974 0 0
VERITY INC. COM 92343C106 744 17490 SH SOLE 17490 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 567 16200 SH SOLE 16200 0 0
VERTICALNET INC COM 92532L107 3368 20534 SH SOLE 20534 0 0
VETERINARY CENTERS OF COM 925514101 173 13400 SH SOLE 13400 0 0
VIACOM INC NON VOTING COM 925524308 5577 92279 SH SOLE 92279 0 0
VIAD CORP COM 92552R109 1352 48486 SH SOLE 48486 0 0
VIATEL INC COM 925529208 457 8513 SH SOLE 8513 0 0
VICAL INC COM 925602104 296 9900 SH SOLE 9900 0 0
VICOR CORP COM 925815102 478 11800 SH SOLE 11800 0 0
VINTAGE PETROLEUM INC COM 927460105 330 27356 SH SOLE 27356 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1408 44523 SH SOLE 44523 0 0
VISIO CORP COM 927914101 662 13928 SH SOLE 13928 0 0
VISUAL NETWORKS INC COM 928444108 1022 12900 SH SOLE 12900 0 0
VISX INC COM 92844S105 2019 39022 SH SOLE 39022 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 4894 93330 SH SOLE 93330 0 0
VLASIC INT'L INC COM 928559103 227 39830 SH SOLE 39830 0 0
VOICESTREAM WIRELESS CORP COM 928615103 1205 8467 SH SOLE 8467 0 0
VULCAN MATERIALS COMPANY COM 929160109 351 8780 SH SOLE 8780 0 0
W HOLDING COMPANY INC COM 929251106 191 18400 SH SOLE 18400 0 0
W M S INDUSTRIES INC FORMERLY COM 929297109 228 17367 SH SOLE 17367 0 0
W W GRAINGER INC COM 384802104 335 7000 SH SOLE 7000 0 0
W.R. GRACE & CO. COM 38388F108 648 45844 SH SOLE 45844 0 0
WABASH NATL CORP COM 929566107 208 13860 SH SOLE 13860 0 0
WACHOVIA CORP COM 929771103 2705 39785 SH SOLE 39785 0 0
WACKENHUT CORRECTIONS CORP COM 929798106 137 11733 SH SOLE 11733 0 0
WAL-MART STORES INC COM 931142103 43626 631120 SH SOLE 631120 0 0
WALGREEN COMPANY COM 931422109 3932 134420 SH SOLE 134420 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 824 49555 SH SOLE 49555 0 0
WALTER INDUSTRIES IC COM 93317Q105 292 26996 SH SOLE 26996 0 0
WARNER-LAMBERT COMPANY COM 934488107 9088 110910 SH SOLE 110910 0 0
WARNICO GROUP INC CL A COM 934390105 362 29441 SH SOLE 29441 0 0
WASHINGTON FEDERAL INC. COM 938824109 675 34186 SH SOLE 34186 0 0
WASHINGTON GAS LIGHT COMPANY COM 938837101 1458 53023 SH SOLE 53023 0 0
WASHINGTON MUTUAL INC COM 939322103 1398 54042 SH SOLE 54042 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 38 of 39
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>
WASHINGTON POST CO COM 939640108 2264 4072 SH SOLE 4072 0 0
WASHINGTON REAL ESTATE COM 939653101 336 22413 SH SOLE 22413 0 0
WASTE MANAGEMENT INC COM 94106L109 1248 72605 SH SOLE 72605 0 0
WATERS CORP. COM 941848103 1733 32700 SH SOLE 32700 0 0
WATSCO INCORPORATED COM 942622200 172 14910 SH SOLE 14910 0 0
WATTS INDUSTRIES INC CL A COM 942749102 159 10790 SH SOLE 10790 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 697 59654 SH SOLE 59654 0 0
WAVE SYSTEMS CORP CL-A COM 943526103 292 24501 SH SOLE 24501 0 0
WAVO CORP COM 944027101 43 11000 SH SOLE 11000 0 0
WEATHERFORD INTERNATIONAL COM 947074100 2321 58108 SH SOLE 58108 0 0
WEBLINK WIRELESS INC COM 94769A101 349 22500 SH SOLE 22500 0 0
WEBSTER FINL CORP WATERBURY COM 947890109 1110 47100 SH SOLE 47100 0 0
WEBTRENDS CORP COM 94844D104 336 4154 SH SOLE 4154 0 0
WEINGARTEN RLTY INVS FORMERLY COM 948741103 716 18400 SH SOLE 18400 0 0
WELLMAN INC COM 949702104 682 36603 SH SOLE 36603 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 1081 16393 SH SOLE 16393 0 0
WELLS FARGO COMPANY COM 949746101 9439 233415 SH SOLE 233415 0 0
WELLSFORD REAL PROPERTIES COM 950240101 100 11723 SH SOLE 11723 0 0
WENDYS INTERNATIONAL INC COM 950590109 348 16700 SH SOLE 16700 0 0
WERNER ENTERPRISES INC COM 950755108 254 18087 SH SOLE 18087 0 0
WESCO INTERNATIONAL INC COM 95082P105 208 23398 SH SOLE 23398 0 0
WESLEY JESSEN VISION COM 951018100 398 10511 SH SOLE 10511 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 235 7600 SH SOLE 7600 0 0
WESTAMERICA BANCORP COM 957090103 537 19232 SH SOLE 19232 0 0
WESTBANCO INC COM 950810101 290 11150 SH SOLE 11150 0 0
WESTELL TECHNOLOGIES INC. COM 957541105 135 12600 SH SOLE 12600 0 0
WESTERN DIGITAL CORPORATION COM 958102105 240 57202 SH SOLE 57202 0 0
WESTERN PROPERTIES TRUST COM 959261108 161 16888 SH SOLE 16888 0 0
WESTFIELD AMERICA INC COM 959910100 274 22255 SH SOLE 22255 0 0
WESTINGHOUSE AIR BRAKE COM 960386100 520 29297 SH SOLE 29297 0 0
WESTPOINT STEVENS INC COM 961238102 427 24428 SH SOLE 24428 0 0
WESTWOOD ONE INC COM 961815107 4215 55457 SH SOLE 55457 0 0
WEYERHAEUSER COMPANY COM 962166104 2402 33448 SH SOLE 33448 0 0
WHIRLPOOL CORPORATION COM 963320106 989 15207 SH SOLE 15207 0 0
WHITEHALL JEWELERS COM 965063100 211 5720 SH SOLE 5720 0 0
WHITMAN CORP COM 96647R107 915 68129 SH SOLE 68129 0 0
WHITNEY HOLDING CORPORATION COM 966612103 500 13500 SH SOLE 13500 0 0
WHOLE FOODS MKT INC COM 966837106 775 16703 SH SOLE 16703 0 0
WICOR INC COM 929253102 501 17155 SH SOLE 17155 0 0
WILD OATS MARKETS INC COM 96808B107 216 9750 SH SOLE 9750 0 0
WILLAMETTE INDUSTRIES COM 969133107 971 20906 SH SOLE 20906 0 0
WILLIAMS COMPANIES COM 969457100 1923 62912 SH SOLE 62912 0 0
WILLIAMS-SONOMA INC COM 969904101 1362 29600 SH SOLE 29600 0 0
WILMINGTON TRUST CORP COM 971807102 793 16435 SH SOLE 16435 0 0
WIND RIVER SYSTEMS LTD COM 973149107 806 22012 SH SOLE 22012 0 0
WINDMERE CORPORATION COM 973411101 238 13990 SH SOLE 13990 0 0
WINN-DIXIE STORES INC COM 974280109 628 26226 SH SOLE 26226 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 320 15945 SH SOLE 15945 0 0
WISCONSIN CENTRAL TRANSPORTAT COM 976592105 748 55668 SH SOLE 55668 0 0
WISCONSIN ENERGY CORP FORMERL COM 976657106 1203 62479 SH SOLE 62479 0 0
WOLVERINE WORLD WIDE COM 978097103 314 28713 SH SOLE 28713 0 0
WORLD ACCESS INC COM 98141A101 516 26800 SH SOLE 26800 0 0
WORLDGATE COMMUNICATIONS INC COM 98156L307 333 6992 SH SOLE 6992 0 0
<PAGE>
<CAPTION>
Manager: BNP/Cooper Neff, Inc. Period End Date: December 31, 1999 Page 39 of 39
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>
WORTHINGTON INDUSTRIES INC COM 981811102 1005 60675 SH SOLE 60675 0 0
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