13F-HR 1 cnadv13f.txt CN ADVISORS 4TH QTR 2002 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:Dec 31,2002 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: CooperNeff Advisors, Inc. Address: 555 CROTON RD KING OF PRUSSIA, PA 19406 13F File Number: 028 - 05262 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: John Pirner Title: Chief Financial Officer Phone: 610-491-1595 Signature ,Place, and Date of Signing: John Pirner KING OF PRUSSIA,PA 1/31/03 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. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total:180 Form 13F Information Table Value Total:$510961810 List of Other Included Managers: No. 13F File Number Name **NONE**

Manager: CooperNeff Advisors, Inc. Period End Date: Sep 30,2002 Page 1 of 2 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BRINKER INTERNATIONAL, INC0.00 BOND CV 109641AC4 0 3775000 PRN SOLE 3775000 0 0 CENDANT CORPORATION3.00000000 BOND CV 151313AH6 0 1000000 PRN SOLE 1000000 0 0 COX COMMUNICATIONS INC0.348000 BOND CV 224044BC0 0 1000000 PRN SOLE 1000000 0 0 ELECTRONIC DATA SYSTEMS CORP0. BOND CV 285661AB0 0 1550000 PRN SOLE 1550000 0 0 HCC INSUR HLDGS, INC.2.0000000 BOND CV 404132AA0 0 2500000 PRN SOLE 2500000 0 0 INCO LTD.0.00000000 03/29/2021 BOND CV 453258AM7 0 2500000 PRN SOLE 2500000 0 0 NEWS AMERICA INC.0.00000000 02 BOND CV 652482AZ3 0 4000000 PRN SOLE 4000000 0 0 OMNICOM GROUP INC0.00000000 07 BOND CV 681919AM8 0 2000000 PRN SOLE 2000000 0 0 XL CAPITAL LTD0.00000000 09/07 BOND CV 98372PAD0 0 3500000 PRN SOLE 3500000 0 0 ACT MANUF 7.00% 4/15/2007 Fixed Income Securi000973AB3 778 12360000 SH SOLE 12360000 0 0 ASMI 5 11/15/05 Fixed Income Securi00207DAC6 3984 3500000 SH SOLE 3500000 0 0 ACXM 3.75% 02/09 Fixed Income Securi005125AA7 6665 5750000 SH SOLE 5750000 0 0 AGERE 6.5 12/09 Fixed Income Securi00845VAA8 3497 3500000 SH SOLE 3500000 0 0 A 3.00% 12/01/21 Fixed Income Securi00846UAA9 4911 4000000 SH SOLE 4000000 0 0 A 3.00% 12/21 Fixed Income Securi00846UAB7 554 650000 SH SOLE 650000 0 0 AEM 4.5 02/15/12 Fixed Income Securi008474AB4 3926 3000000 SH SOLE 3000000 0 0 ALXN 5.75 03/07 Fixed Income Securi015351AB5 1305 2000000 SH SOLE 2000000 0 0 AM CONV 144A 7.00% DUE 7/15/20 Fixed Income Securi026375AH8 2623 2056000 SH SOLE 2056000 0 0 BEYOND.COM CONVT BOND Fixed Income Securi08860EAB7 252 852000 SH SOLE 852000 0 0 CBRL GROUP INC CONVERTIBL Fixed Income Securi12489VAB2 2502 6045000 SH SOLE 6045000 0 0 CPN 4 12/26/06 Fixed Income Securi131347BA3 1215 2000000 SH SOLE 2000000 0 0 CCL 0.00% CONV DUE 10/24/2021 Fixed Income Securi143658AS1 2741 5000000 SH SOLE 5000000 0 0 CTIC 5.75 06/08 Fixed Income Securi150934AC1 1615 2500000 SH SOLE 2500000 0 0 CHRS 4.75% 06/12 Fixed Income Securi161133AB9 5049 5000000 SH SOLE 5000000 0 0 CMNT 3.00 02-15-07 Fixed Income Securi204925AB7 3086 4000000 SH SOLE 4000000 0 0 CAL4.50 02/01/07 Fixed Income Securi210795PD6 894 900000 SH SOLE 900000 0 0 DRD 2.1478% 04/16/22 Fixed Income Securi263578AB2 2209 5000000 SH SOLE 5000000 0 0 DRD 2.1478 04/22 Fixed Income Securi263578AC0 2171 5000000 SH SOLE 5000000 0 0 EAGL 5 12/15/06 Fixed Income Securi268484AA0 15156 12500000 SH SOLE 12500000 0 0 FCX 8.25% CONV 144A DUE 1/31/2 Fixed Income Securi35671DAD7 5970 4724000 SH SOLE 4724000 0 0 FCX8.25 01/31/06 Fixed Income Securi35671DAF2 217 276000 SH SOLE 276000 0 0 GMT 7.5 02/01/07 Fixed Income Securi361448AB9 14635 13500000 SH SOLE 13500000 0 0 GPS 5.75% 03/15/09 Fixed Income Securi364760AH1 986 1000000 SH SOLE 1000000 0 0 HRS 3.50 08/15/22 Fixed Income Securi413875AG0 6606 6350000 SH SOLE 6350000 0 0 HMA 0.25% DUE 8/16/2020 Fixed Income Securi421933AB8 1706 2500000 SH SOLE 2500000 0 0 HMA 0% 1/28/22 Fixed Income Securi421933AD4 4216 5000000 SH SOLE 5000000 0 0 ICN6.5 07/15/08 Fixed Income Securi448924AM2 704 1725000 SH SOLE 1725000 0 0 IBAS 5.75 03/05 Fixed Income Securi450732AA0 850 3000000 SH SOLE 3000000 0 0 INHALE THERA REGS 5.0% DUE 2/8 Fixed Income Securi457191AF1 1232 1900000 SH SOLE 1900000 0 0 IKN 5.00% 05/07 Fixed Income Securi462230AA1 3859 4500000 SH SOLE 4500000 0 0 KLIC 5.25 08/09 Fixed Income Securi501242AJ0 436 473000 SH SOLE 473000 0 0 LRW 6.25 6-15-07 Fixed Income Securi505401AA7 3984 3500000 SH SOLE 3500000 0 0 LII 6.25 06-01-09 144A CONV Fixed Income Securi526107AA5 1697 1500000 SH SOLE 1500000 0 0 Manager: CooperNeff Advisors, Inc. Period End Date: Sep 30,2002 Page2 of 2 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MAIL.COM 10.0% DUE 01/08/06 RE Fixed Income Securi5603119V6 955 1470000 SH SOLE 1470000 0 0 MRX 2.50% 06/32 Fixed Income Securi584690AA9 15850 15850000 SH SOLE 15850000 0 0 MDT 1.25% 09/21 Fixed Income Securi585055AB2 5095 5000000 SH SOLE 5000000 0 0 MIR 5.75 07/15/07 Fixed Income Securi604675AC2 3470 4250000 SH SOLE 4250000 0 0 NT 4.25 09/01/08 Fixed Income Securi656568AB8 2493 4000000 SH SOLE 4000000 0 0 ORH4.375 6-15-22 Fixed Income Securi67612WAA6 3510 3500000 SH SOLE 3500000 0 0 OCAS 5 03/19/22 Fixed Income Securi677240AB9 10027 8830000 SH SOLE 8830000 0 0 OCAS 5.00 3-19-22 Fixed Income Securi677240AC7 333 1170000 SH SOLE 1170000 0 0 JCP 5.00% CONV 144A DUE 10/15/ Fixed Income Securi708160BU9 256 250000 SH SOLE 250000 0 0 JCP 5.00% 10/08 Fixed Income Securi708160BV7 10225 9750000 SH SOLE 9750000 0 0 PRGX 4.75% 11/06 Fixed Income Securi743168AA4 22101 17200000 SH SOLE 17200000 0 0 RDN 2.25 DUE 01-01-22 Fixed Income Securi750236AE1 5631 5000000 SH SOLE 5000000 0 0 RADIAN GROUP INC. 750236AF8 2463 2500000 SH SOLE 2500000 0 0 RBAK 5 04/01/07 Fixed Income Securi757209AB7 242 500000 SH SOLE 500000 0 0 REGN 5.5 10/08 Fixed Income Securi75886FAB3 1662 2000000 SH SOLE 2000000 0 0 ROYAL CARIBBEAN 0.00% 05/18/21 Fixed Income Securi780153AM4 7677 20075000 SH SOLE 20075000 0 0 SPW CONV 0.00% DUE 2/6/2021 Fixed Income Securi784635AD6 8178 12500000 SH SOLE 12500000 0 0 MARY 5.75 03/22 Fixed Income Securi792228AA6 2880 2500000 SH SOLE 2500000 0 0 MARY 5.75 03/22 Fixed Income Securi792228AC2 594 500000 SH SOLE 500000 0 0 SIGI 1.6155 09/32 Fixed Income Securi816300AA5 12118 31750000 SH SOLE 31750000 0 0 SKX 4.50% 04/07 Fixed Income Securi830566AA3 2533 2432000 SH SOLE 2432000 0 0 SKX 4.50 04-15-07 Fixed Income Securi830566AB1 0 1068000 SH SOLE 1068000 0 0 STAND MOTOR PROD 6.75% DUE 2009Fixed Income Securi853666AB1 725 900000 SH SOLE 900000 0 0 SRZ 5.25 01/09 Fixed Income Securi86768KAD8 10532 10950000 SH SOLE 10950000 0 0 TFONY 4.25% 06/04 Fixed Income Securi879403AD5 20005 18000000 SH SOLE 18000000 0 0 UHS 0.426% DUE 6/23/2020 Fixed Income Securi913903AL4 6326 10000000 SH SOLE 10000000 0 0 VGR 6.25% CONV 144A DUE 7/15/2 Fixed Income Securi92240MAA6 5282 5212000 SH SOLE 5212000 0 0 VGR 6.25% 07/15/08 Fixed Income Securi92240MAC2 2518 5688000 SH SOLE 5688000 0 0 VPHM 6 03/01/07 Fixed Income Securi928241AC2 1562 4000000 SH SOLE 4000000 0 0 WEBMD 3.25 4/1/7 Fixed Income Securi94769MAA3 8512 10000000 SH SOLE 10000000 0 0 XMSR 7.75% CONV DUE 3/1/2006 Fixed Income Securi983759AA9 20473 16657000 SH SOLE 16657000 0 0 XOXO 5.75% DUE 1/15/2009 Fixed Income Securi983764AA9 3497 15000000 SH SOLE 15000000 0 0 XOXO 5.75% REG S DUE 1/15/2009 Fixed Income Securi983764AC5 57 11000000 SH SOLE 11000000 0 0 ALT LVNG SERVS 5.25% 12/02 Fixed Income Securi02145KAB3 321 3573000 SH SOLE 3573000 0 0 BILL 10/03/02 Short Term Invst 912795LD1 36990 37000000 SH SOLE 37000000 0 0 CAPITAL ONE FINANCIAL Equities 14040H204 2159 82890 SH SOLE 82890 0 0 CENTURYTEL 6.875% CON Equities 156700403 336 13673 SH SOLE 13673 0 0 FPRS 6.5% CONV PFD Equities 345395206 2022 49327 SH SOLE 49327 0 0 NDEPR 6% CONV PFD Equities 456607209 2093 46100 SH SOLE 46100 0 0 PROVIDENT FINANCIAL CONV PFD Equities 74386X205 2072 82890 SH SOLE 82890 0 0 PUBLIC SVC ENT 10.25% CON Equities 744573304 1872 37341 SH SOLE 37341 0 0 PRUDENTIAL FINANCIALINC CONV P Equities 744320201 4883 94000 SH SOLE 94000 0 0 TPK 4.5% CONV PRFD Equities 89420G307 4094 176620 SH SOLE 176620 0 0 WM 5.375% CONV PFD Equities 939322848 3980 77800 SH SOLE 77800 0 0 FUJIYAMA PFD COM 359592201 420 420000 SH SOLE 420000 0 0 HEALTHSOUTH REHABILITATION COM 421924101 78 18700 SH SOLE 18700 0 0 MERRILL LYNCH PREMIER INSTIT COM 589978105 10504 10504400 SH SOLE 10504400 0 0 SR WIND CLASS B1 COM 784644205 1000 1000000 SH SOLE 1000000 0 0 SR WIND CLASS B2 COM 784644304 250 250000 SH SOLE 250000 0 0 SERVICE CORP INTERNATIONAL COM 817565104 81 23200 SH SOLE 23200 0 0 WESTERN CAPITAL COM 95799C991 1000 1000000 SH SOLE 1000000 0 0 RF MICRO DEVICES COM 749941100 70 11700 SH SOLE 11700 0 0 SIEBEL SYSTEMS COM 826170102 62 10700 SH SOLE 10700 0 0 UNISYS COM 909214108 75 10700 SH SOLE 10700 0 0 XEROX COM 984121103 60 12100 SH SOLE 12100 0 0

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