<PAGE>
==============================================================================
Dimensional Investment Group Inc.
The DFA 6-10 Institutional Portfolio
Annual Report
Year Ended November 30, 1994
==============================================================================
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
ANNUAL REPORT
TABLE OF CONTENTS
<TABLE>
<CAPTION>
Page
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<S> <C>
Dimensional Investment Group Inc.
Performance Chart ................................................... 1
Statement of Assets and Liabilities ................................. 2
Statement of Operations ............................................. 3
Statement of Changes in Net Assets .................................. 4
Financial Highlights ................................................ 5
Notes to Financial Statements ....................................... 6-7
Report of Independent Accountants ................................... 8
The DFA Investment Trust Company
Performance Chart ................................................... 9
Statement of Net Assets
The U.S. 6-10 Small Company Series .................................. 10-31
Statement of Operations ............................................. 32
Statement of Changes in Net Assets .................................. 33
Financial Highlights ................................................ 34
Notes to Financial Statements ....................................... 35-36
Report of Independent Accountants ................................... 37
</TABLE>
This report is submitted for the information of the Fund's shareholders. It
is not authorized for distribution to prospective investors unless preceded or
accompanied by an effective prospectus.
i
<PAGE>
DFA INVESTMENT DIMENSIONS GROUP INC.
PERFORMANCE CHARTS
==============================================================================
The DFA 6-10 Institutional Portfolio
Vs. CRSP 6-10 Index
June 1993-November 1994
The following reflects the growth of a $10,000 investment.
THE DFA 6-10 CRSP
INSTITUTIONAL 6-10
PORTFOLIO INDEX
------------- -----
$10000 $10000
Jun-93 9900 10000
Jul-93 10000 10200
Aug-93 10300 10600
Sep-93 10600 10900
Oct-93 10800 11300
Nov-93 10600 10900
Dec-93 10900 11300
Jan-94 11200 11600
Feb-94 11200 11600
Mar-94 10600 10900
Apr-94 10600 10900
May-94 10600 10800
Jun-94 10300 10500
Jul-94 10400 10700
Aug-94 10900 11300
Sep-94 11000 11400
Oct-94 11000 11300
Nov-94 10700 10900
Annualized One From
Total Return (%) Year June 1993
- ------------------------------------------------------------------------------
0.53 4.36
* The portfolio seeks to capture premium returns and diversification benefits by
investing in the 6-10 Small Company Series of the DFA Investment Trust Company
which in turn invests in a broad cross-section of small U.S. companies on a
market cap weighted basis.
* This portfolio's returns in fiscal 1994 reflected the performance of decile
6-10 companies in the U.S.
Past performance is not predictive of future performance.
CRSP 6-10 Index courtesy Center for Research in Security Prices, University of
Chicago.
1
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF ASSETS AND LIABILITIES
NOVEMBER 30, 1994
(AMOUNTS IN THOUSANDS, EXCEPT SHARE AMOUNTS)
<TABLE>
<CAPTION>
<S> <C>
ASSETS:
Investment in The U.S. 6-10 Small Company Series of The DFA Investment Trust
Company (1,578,291 Shares, Cost $15,541) at Value ................................ $ 15,060
Other Receivable .................................................................. 29
Prepaid Expenses and Other Assets ................................................. 6
-----------
Total Assets ............................................................ 15,095
-----------
LIABILITIES:
Accrued Expenses and Other Liabilities ............................................ 25
-----------
Total Liabilities ....................................................... 25
-----------
Net Assets ........................................................................ $ 15,070
===========
SHARES OUTSTANDING, $.01 PAR VALUE (Authorized 100,000,000) ....................... 1,464,684
===========
Net Asset Value, Offering and Redemption Price Per Share .......................... $ 10.29
===========
NET ASSETS CONSIST OF:
Paid-In Capital ................................................................... $ 15,443
Undistributed Net Investment Income ............................................... 1
Undistributed Net Realized Gain ................................................... 107
Unrealized Appreciation (Depreciation) of Investment Securities ................... (481)
-----------
Total Net Assets ........................................................ $ 15,070
===========
</TABLE>
See accompanying Notes to Financial Statements
2
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF OPERATIONS
FOR THE YEAR ENDED NOVEMBER 30, 1994
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
<S> <C>
Investment Income
Dividends ............................................................. $ 389
-------
Expenses
Administrative Services ............................................... 6
Accounting & Transfer Agent Fees ...................................... 16
Legal Fees ............................................................ 8
Audit Fees ............................................................ 3
Shareholders Report ................................................... 11
Directors' Fees and Expenses .......................................... 5
Other ................................................................. 3
-------
Total Expenses ..................................................... 52
Less: Fees Waived and Expenses Reimbursed ............................. (50)
-------
Net Expenses .......................................................... 2
-------
Net Investment Income ................................................. 387
-------
Net Realized and Unrealized Gain (Loss) on Investments
Net Realized Gain on Investment Securities .............................. 107
Change in Unrealized Appreciation (Depreciation) of Investment Securities (543)
-------
Net Loss on Investment Securities ..................................... (436)
-------
Net Decrease in Net Assets Resulting from Operations .................... $ (49)
=======
</TABLE>
See accompanying Notes to Financial Statements
3
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF CHANGES IN NET ASSETS
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
Year Ended May 4 to
Nov. 30, Nov. 30,
1994 1993
------------ ----------
<S> <C> <C>
Increase (Decrease) in Net Assets
Operations:
Net Investment Income ................................................. $ 387 $ 41
Net Realized Gain on Investment Securities ............................ 107 --
Change in Unrealized Appreciation (Depreciation) of Investment
Securities ......................................................... (543) 62
------------ ----------
Net Increase (Decrease) in Net Assets Resulting from Operations .... (49) 103
------------ ----------
Distributions From:
Net Investment Income ................................................. (399) (28)
------------ ----------
Capital Share Transactions (1):
Shares Issued ......................................................... 13,614 1,698
Shares Issued in Lieu of Cash Distributions ........................... 103 28
Shares Redeemed ....................................................... -- --
------------ ----------
Net Increase From Capital Share Transactions ....................... 13,717 1,726
------------ ----------
Total Increase ..................................................... 13,269 1,801
Net Assets
Beginning of Period ................................................... 1,801 --
------------ ----------
End of Period ......................................................... $15,070 $1,801
============ ==========
(1) Shares Issued and Redeemed:
Shares Issued ......................................................... 1,285 167
Shares Issued in Lieu of Cash Distributions ........................... 10 3
Shares Redeemed ....................................................... -- --
------------ ----------
1,295 170
============ ==========
</TABLE>
See accompanying Notes to Financial Statements
4
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
FINANCIAL HIGHLIGHTS
(FOR A SHARE OUTSTANDING THROUGHOUT EACH PERIOD)
<TABLE>
<CAPTION>
Year Ended May 4 to
Nov. 30, Nov. 30,
1994 1993
------------ -----------
<S> <C> <C>
Net Asset Value, Beginning of Period ..................... $ 10.61 $ 10.00
------------ -----------
Income from Investment Operations
Net Investment Income .................................. 0.29 0.25
Net Gains (Losses) on Securities (Realized and
Unrealized) ......................................... (0.24) 0.53
------------ -----------
Total from Investment Operations ...................... 0.05 0.78
------------ -----------
Less Distributions
Net Investment Income .................................. (0.37) (0.17)
------------ -----------
Net Asset Value, End of Period ........................... $ 10.29 $ 10.61
============ ===========
Total Return ............................................. 0.53% 7.78%#
Net Assets, End of Period (thousands) .................... $15,070 $1,801
Ratio of Expenses to Average Net Assets (1) .............. 0.20%(a) 0.20%*(a)
Ratio of Net Investment Income to Average Net Assets ..... 4.76%(a) 5.35%*(a)
Portfolio Turnover Rate .................................. N/A N/A
</TABLE>
- ------
*Annualized
#Non-Annualized
(1) Represents the combined ratio for the Portfolio and its respective
pro-rata share of its Master Fund Series.
(a) Had certain waivers and reimbursements not been in effect, the annualized
ratios of expenses to average net assets for the periods ended November 30,
1994 and 1993 would have been 0.82% and 2.29%, respectively, and the
annualized ratios of net investment income to average net assets for the
periods ended November 30, 1994 and 1993 would have been 4.15% and 3.26%,
respectively.
N/A Refer to the respective Master Fund Series.
See accompanying Notes to Financial Statements
5
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
NOTES TO FINANCIAL STATEMENTS
A. ORGANIZATION:
At November 30, 1994, Dimensional Investment Group Inc. ("the Fund")
consisted of six portfolios, The DFA 6-10 Institutional Portfolio, The DFA
International Value Portfolio, The U.S. Small Cap Value Portfolio II, The
U.S. Large Cap Value Portfolio II, The DFA International Value Portfolio II
and The DFA One-Year Fixed Income Portfolio II ("the Portfolios"). The Fund
is an open-end management investment company registered under the Investment
Company Act of 1940, whose shares are offered to institutional investors,
retirement plans, and clients of registered investment advisors. The
financial statements of The DFA 6-10 Institutional Portfolio ("the
Portfolio") are presented herein; the financial statements for the other
Portfolios are presented elsewhere, except for The DFA One-Year Fixed Income
Portfolio II which had not yet commenced operations as of November 30, 1994.
The DFA 6-10 Institutional Portfolio invests all of its assets in The U.S.
6-10 Small Company Series ("the Series"), a corresponding series of The DFA
Investment Trust Company. At November 30, 1994, The DFA 6-10 Institutional
Portfolio owned 10% of the outstanding shares of The U.S. 6-10 Small Company
Series. The financial statements of the Series are included elsewhere in this
report and should be read in conjunction with the financial statements of the
Portfolio.
B. SIGNIFICANT ACCOUNTING POLICIES:
The following significant accounting policies are in conformity with
generally accepted accounting principles for investment companies. Such
policies are consistently followed by the Fund in preparation of its
financial statements.
1. Security Valuation: The shares of the Series held by the Portfolio are
valued at its respective daily Net Asset Value.
2. Federal Income Taxes: It is the Portfolio's intention to continue to
qualify as a regulated investment company and distribute all of its taxable
income. Accordingly, no provision for Federal income tax is required in the
financial statements.
3. Reclassifications: As of December 1, 1993, the Portfolio implemented
AICPA Statement of Position 93-2 -- Determination, Disclosure and Financial
Statement Presentation of Income, Capital Gain, and Return of Capital
Distributions by Investment Companies. Adoption of this standard results in
the reclassification to paid-in capital of permanent differences between tax
and financial reporting of net investment income and net realized
gain/(loss). The change has had no material effect on paid-in capital or
other components of net assets at December 1, 1993. Distributions to
shareholders and net asset values were not affected by this change.
4. Other: Security transactions are accounted for on the date the
securities are purchased or sold. Costs used in determining realized gains
and losses on the sale of investment securities are those of specific
securities sold. Dividend income and distributions to shareholders are
recorded on the ex-dividend date. Expenses directly attributable to the
Portfolio or to the Series are directly charged. Common expenses are
allocated using methods determined by the Board of Directors.
C. INVESTMENT ADVISOR:
Dimensional Fund Advisors Inc. ("the Advisor") provides administrative
services to the Portfolio, including supervision of services provided by
others, providing information to the shareholders and to the Board of
Directors, and other administrative services. The Advisor provides investment
advisory services to the Series. For the period ended November 30, 1994, the
Portfolio's administrative fees were computed daily and paid monthly to the
Advisor based on an effective annual rate of .07 of 1%.
Certain officers of the Portfolio are also officers, directors and
shareholders of the Advisor.
6
<PAGE>
The Advisor has agreed to waive its fees and reimburse The DFA 6-10
Institutional Portfolio to the extent necessary to keep the annual combined
expenses of the Portfolio and its respective Master Fund to not more than
0.20% of average daily net assets.
D. INVESTMENTS:
At November 30, 1994, gross unrealized appreciation and depreciation for
financial reporting and federal income tax purposes of investment securities
was as follows (amounts in thousands):
<TABLE>
<CAPTION>
<S> <C>
Gross Unrealized Appreciation ......................... $ --
Gross Unrealized Depreciation ......................... (481)
--------
Net ................................................... $(481)
========
</TABLE>
7
<PAGE>
REPORT OF INDEPENDENT ACCOUNTANTS
TO THE SHAREHOLDERS AND BOARD OF DIRECTORS OF
DIMENSIONAL INVESTMENT GROUP INC.:
We have audited the accompanying statement of assets and liabilities of
the Dimensional Investment Group Inc., The U.S. 6-10 Institutional Portfolio,
as of November 30, 1994, and the related statements of operations for the
year then ended and the statements of changes in net assets and financial
highlights for each of the two years in the period then ended. These
financial statements and financial highlights are the responsibility of the
Fund's management. Our responsibility is to express an opinion on these
financial statements and financial highlights based on our audit.
We conducted our audits in accordance with generally accepted auditing
standards. Those standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial statements and
financial highlights are free of material misstatement. An audit includes
examining, on a test basis, evidence supporting the amounts and disclosures
in the financial statements. Our procedures included confirmation of
investments owned as of November 30, 1994, by correspondence with the
custodian. An audit also includes assessing the accounting principles used
and significant estimates made by management, as well as evaluating the
overall financial statement presentation. We believe that our audits provide
a reasonable basis for our opinion.
In our opinion, the financial statements and financial highlights referred
to above present fairly, in all material respects, the financial position of
the Dimensional Investment Group Inc., The DFA 6-10 Institutional Portfolio,
as of November 30, 1994, and the results of its operations for the year then
ended and the changes in its net assets and its financial highlights for each
of the two years in the period then ended, in conformity with generally
accepted accounting principles.
COOPERS & LYBRAND L.L.P.
2400 Eleven Penn Center
Philadelphia, Pennsylvania
January 23, 1995
8
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
PERFORMANCE CHART
==============================================================================
The U.S. 6-10 Small Company Series
Vs. CRSP 6-10 Index
March 1993-November 1994
The following reflects the growth of a 10,000 investment.
The U.S. 6-10 CRSP
Small Company 6-10
Series Index
------------- -------
$10000 $10000
Mar-93 10200 10300
Apr-93 9900 10000
May-93 10300 10500
Jun-93 10300 10500
Jul-93 10400 10600
Aug-93 10700 11100
Sep-93 11000 11400
Oct-93 11200 11800
Nov-93 11000 11400
Dec-93 11300 11800
Jan-94 11600 12200
Feb-94 11500 12100
Mar-94 11000 11400
Apr-94 11000 11400
May-94 11000 11300
Jun-94 10600 11000
Jul-94 10800 11200
Aug-94 11300 11800
Sep-94 11400 11900
Oct-94 11400 11900
Nov-94 11000 11400
Annualized From
Total Return (%) One Year March 1993
- ------------------------------------------------------------------------------
0.59 5.81
* The portfolio seeks to capture premium returns and diversification benefits
by investing in a broad cross-section of small companies on a market cap
weighted basis. The U.S. 6-10 Small Company Series provides access to publicly
traded U.S. Small Companies with market capitalization of approximately $400
million or less.
* This portfolio's return in fiscal 1994 reflected the performance of decile
6-10 companies in the U.S.
Past performance is not predictive of future performance.
CRSP 6-10 Index courtesy Center for Research in Security Prices, University of
Chicago.
9
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
STATEMENT OF NET ASSETS
THE U.S. 6-10 SMALL COMPANY SERIES
NOVEMBER 30, 1994
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
COMMON STOCKS - (96.8%)
*3D0 Co. ................................................ 4,600 $ 61,525
AAR Corp. .............................................. 11,300 148,313
ABM Industries, Inc. ................................... 3,500 72,625
ABS Industries, Inc. ................................... 1,400 19,075
ACC Corp. .............................................. 2,500 40,625
*ACS Enterprises, Inc. .................................. 1,000 7,125
*ACX Technologies, Inc. ................................. 2,500 90,938
ADAC Laboratories (New) ................................ 11,466 96,028
*AEL Industries, Inc. Class A ........................... 1,000 9,000
AEP Industries, Inc. ................................... 3,000 48,375
*AER Energy Resources, Inc. ............................. 5,000 25,938
AL Laboratories, Inc. Class A .......................... 8,800 151,800
*AMC Entertainment, Inc. ................................ 1,300 14,138
*ARI Holdings Corp. ..................................... 900 4,838
*ARI Network Services, Inc. ............................. 2,800 8,575
*ARK Restaurants Corp. .................................. 1,000 7,750
*AST Research, Inc. ..................................... 10,000 150,000
Aaron Rents, Inc. Class A .............................. 4,800 60,900
Aaron Rents, Inc. Class B .............................. 4,800 60,600
*Abaxis, Inc. ........................................... 2,000 7,875
*Abbey Healthcare Group, Inc. ........................... 2,853 67,046
*Abex, Inc. ............................................. 5,700 40,613
Abington Savings Bank MA ............................... 700 9,100
*Abiomed, Inc. .......................................... 2,600 16,575
*Accell International Corp. ............................. 2,700 6,919
*Acceptance Insurance Companies, Inc. ................... 5,025 72,234
*Access Health Marketing, Inc. .......................... 1,000 17,375
*Ackerley Communications, Inc. .......................... 600 3,975
*Acme Electric Corp. .................................... 3,000 40,125
*Acme Metals, Inc. ...................................... 2,100 33,338
*Acme United Corp. ...................................... 3,400 9,775
Acme-Cleveland Corp. ................................... 7,000 76,125
Actava Group, Inc. ..................................... 7,100 70,113
*Action Industries, Inc. ................................ 3,600 6,300
*Acuson Corp. ........................................... 20,000 335,000
*Acxiom Corp. ........................................... 7,600 204,250
*Adage, Inc. ............................................ 3,100 14,725
*Adams Resources & Energy, Inc. (New) ................... 1,000 9,000
*Addington Resources, Inc. .............................. 4,200 36,750
*Adelphia Communications Corp. Class A .................. 6,000 67,500
*Advance Circuits, Inc. ................................. 7,475 92,503
*Advance Ross Corp. (New) ............................... 5,000 103,750
*Advanced Logic Research, Inc. .......................... 5,200 24,375
*Advanced Magnetics, Inc. ............................... 6,000 83,250
*Advanced Marketing Services, Inc. ...................... 2,700 16,875
*Advanced Medical, Inc. ................................. 2,800 5,425
*Advanced NMR Systems, Inc. ............................. 4,700 11,163
*Advanced Polymer Systems, Inc. ......................... 5,400 24,469
*Advanced Technology Labs, Inc. ......................... 6,640 118,690
*Advanced Tissue Sciences, Inc. ......................... 22,900 198,944
*Advantage Bancorp, Inc. ................................ 1,000 28,375
*Advantage Health Corp. ................................. 1,000 29,250
*Advest Group, Inc. ..................................... 2,700 14,175
Advo, Inc. ............................................. 8,000 143,000
</TABLE>
10
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Aequitron Medical, Inc. ................................ 2,200 $ 8,663
*Aeroflex, Inc. ......................................... 2,500 9,688
*Aerosonic Corp. DE ..................................... 1,000 2,000
*Aerovox, Inc. .......................................... 1,000 7,000
*Agouron Pharmaceuticals, Inc. .......................... 3,300 37,538
*Aileen, Inc. ........................................... 7,800 13,650
*Air & Water Technologies Corp. Class A ................. 15,000 88,125
Air Express International Corp. ........................ 3,300 88,275
*Air Methods Corp. (New) ................................ 1,500 3,000
Airborne Freight Corp. ................................. 6,300 124,425
*Airsensors, Inc. ....................................... 2,500 23,750
Airtran Corp. .......................................... 1,900 14,963
*Akorn, Inc. ............................................ 5,100 16,097
*Alamco, Inc. (New) ..................................... 1,300 8,125
*Alantec Corp. .......................................... 5,000 103,750
*Alaska Air Group, Inc. ................................. 6,100 99,888
Alatenn Resources, Inc. ................................ 1,300 22,425
*Alba-Waldensian, Inc. .................................. 3,700 39,775
Albank Financial Corp. ................................. 3,700 78,856
Alex Brown, Inc. ....................................... 4,600 130,525
*Alexander Energy Co. ................................... 1,000 6,500
Alfa Corp. ............................................. 8,000 83,000
Alico, Inc. ............................................ 2,100 35,438
*Alkermes, Inc. ......................................... 8,200 27,675
*All American Semiconductor, Inc. ....................... 3,400 6,906
*Allegheny & Western Energy Corp. ....................... 4,800 51,900
*Allegiant Physician Services, Inc. ..................... 3,000 6,469
*Alliance Entertainment Corp. ........................... 6,300 32,288
*Alliance Pharmaceuticals Corp. ......................... 12,900 95,944
*Alliant Techsystems, Inc. .............................. 5,500 194,463
Allied Group, Inc. ..................................... 4,150 104,269
*Allied Holdings, Inc. .................................. 5,000 60,625
Allied Life Financial Corp. ............................ 2,000 28,500
*Allied Products Corp. .................................. 9,500 130,625
*Allied Research Corp. .................................. 1,400 7,700
*Allied Waste Industries, Inc. .......................... 5,200 23,400
*Allou Health & Beauty Care, Inc. Class A ............... 1,600 12,200
*Allstate Financial Corp. ............................... 1,000 6,156
*Alltrista Corp. ........................................ 653 12,815
*Allwaste, Inc. ......................................... 11,100 67,988
*Aloette Cosmetics, Inc. ................................ 1,000 2,250
*Alpha Beta Technology, Inc. ............................ 2,000 22,500
*Alpha Industries, Inc. ................................. 10,000 63,750
*Alpha Microsystems, Inc. ............................... 1,000 1,250
*Alpine Group, Inc. ..................................... 15,736 90,482
*Alpine Lace Brands, Inc. ............................... 1,700 6,481
*Alteon, Inc. ........................................... 8,300 50,838
*Altron, Inc. ........................................... 2,400 49,800
*Ambers Stores, Inc. .................................... 1,000 1,750
Amcast Industrial Corp. ................................ 5,800 117,450
Amcore Financial, Inc. ................................. 3,150 53,944
*Amdura Corp. (New) ..................................... 1,800 3,150
*America Online, Inc. ................................... 4,800 201,600
*America Services Group, Inc. ........................... 3,000 17,438
American Annuity Group, Inc. ........................... 13,000 118,625
</TABLE>
11
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
American Bankers Insurance Group, Inc. ................. 6,000 $118,500
American Biltrite, Inc. ................................ 4,800 121,500
*American Biogenetic Sciences, Inc. Class A ............. 3,700 6,706
*American Business Information, Inc. .................... 6,000 102,750
American Business Products, Inc. ....................... 3,300 66,413
*American City Business Journals, Inc. .................. 2,000 32,750
*American Claims Evaluation, Inc. ....................... 1,000 2,000
American Classic Voyages Co. ........................... 3,900 62,888
American Colloid Co. ................................... 6,200 108,888
*American Consumer Products, Inc. ....................... 1,500 4,688
American Ecology Corp. ................................. 5,250 38,719
*American Educational Products, Inc. .................... 1,900 4,513
American Federal Bank FSB Greenville, SC ............... 2,900 31,900
*American Healthcorp, Inc. .............................. 5,000 27,500
American Heritage Life Investment Corp. ................ 6,300 111,038
*American Homepatient, Inc. ............................. 3,000 61,125
American Indemnity Financial Corp. ..................... 800 8,400
*American International Petroleum Corp. ................. 30 33
American List Corp. .................................... 825 14,644
American Maize Products Co. Class A .................... 2,000 47,000
*American Management Systems, Inc. ...................... 11,250 187,734
*American Medical Electronics, Inc. ..................... 4,400 28,325
*American Medical Response, Inc. ........................ 7,700 196,350
*American Mobil Systems, Inc. ........................... 1,500 12,938
*American Mobile Satellite Corp. ........................ 8,000 104,000
*American Pacific Corp. ................................. 2,500 22,500
*American Physicians Services Group, Inc. ............... 1,000 2,531
American Precision Industries, Inc. .................... 15,200 108,300
American Recreation Centers, Inc. ...................... 1,000 6,000
*American Recreation Co. Holdings, Inc. ................. 5,000 38,750
*American Savings of Florida, FSB (New) ................. 6,900 111,263
*American Science & Engineering, Inc. ................... 7,800 43,875
*American Shared Hospital Services ..................... 600 263
American Software, Inc. Class A ........................ 3,100 11,431
American Studios, Inc. ................................. 12,500 46,094
*American Superconductor Corp. .......................... 1,500 34,500
*American Technical Ceramics Corp. ...................... 1,800 5,963
*American Travellers Corp. .............................. 2,600 43,225
*American United Global, Inc. ........................... 1,000 3,656
*American White Cross, Inc. ............................. 5,000 16,250
*American Woodmark Corp. ................................ 660 3,300
Americana Bancorp, Inc. ................................ 1,200 17,850
*Americredit Corp. ...................................... 13,300 79,800
*Ameridata Technologies, Inc. ........................... 3,000 39,375
Amerifed Financial Corp. ............................... 1,000 44,375
*Amerihost Properties, Inc. ............................. 4,000 16,250
*Ameriquest Technology, Inc. ............................ 1,000 3,000
</TABLE>
12
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Ameriwood Industries International Corp. ............... 3,200 $ 28,600
Ameron, Inc. ........................................... 1,100 35,750
*Amfed Financial, Inc. .................................. 456 9,006
Ampco-Pittsburgh Corp. ................................. 4,400 30,800
Amre, Inc. ............................................. 11,200 61,600
*Amrep Corp. (New) ...................................... 10,900 76,300
Amresco, Inc. .......................................... 8,600 62,350
*Amsco International, Inc. .............................. 8,000 76,000
Amtech Corp. ........................................... 4,375 39,102
Amvestors Financial Corp. (New) ........................ 6,220 52,870
Amwest Insurance Group, Inc. ........................... 3,900 45,825
*Amylin Pharmaceuticals, Inc. ........................... 2,500 15,313
*Anacomp, Inc. .......................................... 12,300 27,675
*Analogic Corp. ......................................... 3,800 72,675
Analysis & Technology, Inc. ............................ 800 12,200
Analysts International Corp. ........................... 3,700 70,300
*Anaren Microwave, Inc. ................................. 2,000 6,250
*Anchor Bancorp, Inc. ................................... 10,500 147,000
Andover Bancorp, Inc. DE ............................... 800 11,550
*Andrea Electronics Corp. ............................... 1,000 22,000
*Andros, Inc. ........................................... 5,000 80,625
*Anergen, Inc. .......................................... 1,000 3,000
Angelica Corp. ......................................... 4,600 116,725
*Anika Research, Inc. ................................... 2,280 4,133
Anthony Industries, Inc. ............................... 7,116 117,412
*Anuhco, Inc. ........................................... 2,200 23,925
*Apertus Technologies, Inc. ............................. 3,700 36,538
*Aphton Corp. ........................................... 2,500 31,875
Apogee Enterprises, Inc. ............................... 4,000 73,000
Apple South, Inc. ...................................... 6,750 85,219
Applebee's International, Inc. ......................... 4,400 65,450
*Appliance Recycling Centers of America, Inc. ........... 1,000 5,000
*Applied Bioscience International, Inc. ................. 12,800 60,800
*Applied Extrusion Technologies, Inc. ................... 2,700 28,350
*Applied Magnetics Corp. ................................ 6,000 17,250
*Applied Microbiology, Inc. ............................. 3,600 12,150
Applied Power, Inc. Class A ............................ 3,500 77,000
*Applied Signal Technologies, Inc. ...................... 5,000 20,938
Aptargroup, Inc. ....................................... 3,200 82,400
Aquarion Co. ........................................... 1,800 39,600
Arbor Drugs, Inc. ...................................... 9,000 191,250
*Arbor National Holdings, Inc. .......................... 5,000 72,188
*Arch Communications Group, Inc. ........................ 5,100 101,044
*Arch Petroleum, Inc. (New) ............................. 4,600 9,344
*Argosy Gaming Corp. .................................... 4,900 59,106
Arkansas Best Corp. .................................... 9,000 109,125
Armor All Products Corp. ............................... 9,700 204,913
*Arrhythmia Research Technology, Inc. ................... 1,100 3,025
*Arrow Automotive Industries, Inc. ...................... 4,800 35,400
*Arrow Electronics, Inc. ................................ 5,338 194,152
Arrow International, Inc. .............................. 1,000 28,250
*Artisoft, Inc. ......................................... 6,400 56,800
Artistic Greetings, Inc. ............................... 1,700 7,013
Ashland Coal, Inc. ..................................... 4,600 133,400
*Ashworth, Inc. ......................................... 8,400 70,875
*Aspect Telecommunications Corp. ........................ 4,600 144,325
Aspen Bancshares, Inc. ................................. 1,125 14,344
Associated Banc-Corp. .................................. 5,610 178,118
Associated Natural Gas Corp. ........................... 7,450 288,688
*Astec Industries, Inc. ................................. 10,400 136,500
</TABLE>
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<TABLE>
<CAPTION>
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Astro-Med, Inc. ........................................ 4,200 $ 44,363
Astronics Corp. ........................................ 1,200 2,550
*Astrosystems, Inc. ..................................... 3,400 13,600
*Astrotech International Corp. (New) .................... 1,800 4,725
*Atari Corp. ............................................ 35,300 185,325
*Athena Neurosciences, Inc. ............................. 14,400 103,500
*Athey Products Corp. ................................... 2,940 20,213
*Atkinson (Guy F.) of California ........................ 2,700 28,013
*Atlantic Coast Airlines, Inc. .......................... 5,000 9,375
*Atlantic Gulf Communities Corp. ........................ 2,600 24,700
*Atlantic Tele-Network, Inc. ............................ 5,600 47,250
Atlantis Plastics, Inc. ................................ 1,100 6,600
*Atlas Corp. ............................................ 6,400 15,200
Atmos Energy Corp. ..................................... 6,900 119,888
*Atrix Labs, Inc. ....................................... 2,300 12,650
*Atwood Oceanics, Inc. .................................. 4,800 62,700
*Au Bon Pain, Inc. Class A .............................. 2,600 41,925
Augat, Inc. ............................................ 11,100 191,475
*Aura Systems, Inc. ..................................... 8,700 38,334
*Aurora Electronics, Inc. ............................... 8,775 40,036
*Auspex Systems, Inc. ................................... 6,800 48,025
*Authentic Fitness Corp. ................................ 5,000 68,125
*Autocam Corp. .......................................... 3,575 47,816
Autoclave Engineers, Inc. .............................. 2,100 18,244
*Autofinance Group, Inc. ................................ 2,520 22,365
*Autoinfo, Inc. ......................................... 3,600 10,013
*Automotive Industries Holding, Inc. Class A ............ 3,400 61,200
*Autotote Corp. Class A ................................. 5,700 71,250
*Avatar Holdings, Inc. .................................. 4,300 147,813
Avemco Corp. ........................................... 4,100 57,400
Aviall, Inc. (New) ..................................... 14,000 127,750
*Avondale Industries, Inc. .............................. 6,600 47,438
*Aydin Corp. ............................................ 3,000 33,750
*Aztar Corp. ............................................ 17,000 102,000
Aztec Manufacturing Co. ................................ 10,300 44,419
*BE Aerospace, Inc. ..................................... 7,300 57,488
BEI Electronics, Inc. .................................. 2,000 10,375
BGS Systems, Inc. ...................................... 2,600 72,475
*BI, Inc. (New) ......................................... 3,800 18,288
*BISYS Group, Inc. ...................................... 1,900 41,088
BJ Services Co. ........................................ 4,200 77,700
BMC Industries, Inc. MN ................................ 11,600 174,000
*BMC West Corp. ......................................... 1,500 18,750
*BMJ Financial Corp. .................................... 5,000 55,000
BSB Bancorp, Inc. ...................................... 2,200 59,400
*BTU International, Inc. ................................ 2,000 9,375
BW/IP, Inc. Class A .................................... 10,000 176,250
*Babbages, Inc. ......................................... 2,700 39,825
*Bachman Information Systems, Inc. ...................... 4,000 14,750
*Back Bay Restaurant Group, Inc. ........................ 2,000 17,750
Bairnco Corp. .......................................... 4,800 21,000
Baker (J), Inc. ........................................ 6,700 110,550
*Baker (Michael) Corp. .................................. 6,000 24,000
Balchem Corp. .......................................... 1,350 7,931
Baldor Electric Co. .................................... 8,260 211,663
*Baldwin Piano & Organ Co. .............................. 2,000 26,000
*Baldwin Technology, Inc. Class A ....................... 9,400 45,238
Ballard Medical Products ............................... 15,900 160,988
*Bally Entertainment Corp. .............................. 8,000 47,000
*Bally Gaming International, Inc. ....................... 2,900 26,100
*Baltek Corp. ........................................... 1,500 11,063
BanCorp New Jersey, Inc. ............................... 1,000 31,000
</TABLE>
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<TABLE>
<CAPTION>
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<S> <C> <C>
*BancTec, Inc. .......................................... 7,250 $154,969
*Bancinsurance Corp. .................................... 1,000 3,250
Bancorp Connecticut, Inc. .............................. 1,000 13,250
BancorpSouth, Inc. ..................................... 1,150 36,656
Bangor Hydro-Electric Co. .............................. 6,000 61,500
Bank of New Hampshire Corp. ............................ 2,800 56,000
BankAtlantic Bancorp, Inc. ............................. 690 9,833
BankNorth Group, Inc. DE (New) ......................... 1,700 40,588
Bankers Corp. .......................................... 10,440 135,720
Bankers First Corp. .................................... 1,000 19,000
*Banner Aerospace, Inc. ................................. 12,200 48,800
*Banyan System, Inc. .................................... 7,900 153,063
Barefoot, Inc. ......................................... 5,000 64,375
Barnes Group, Inc. ..................................... 1,600 58,800
Barnwell Industries, Inc. .............................. 600 11,475
*Barr Laboratories, Inc. ................................ 3,900 100,425
*Barra, Inc. ............................................ 6,000 45,750
*Barrett Business Services, Inc. ........................ 2,400 37,200
*Barrett Resources Corp. ................................ 7,900 157,013
*Barry (R.G.) Corp. ..................................... 3,066 55,955
*Base Ten Systems, Inc. Class A ......................... 1,000 7,688
*Basin Exploration, Inc. ................................ 4,900 50,531
*Bassett Furniture Industries, Inc. ..................... 2,900 83,375
Bay State Gas Co. ...................................... 6,500 150,313
Bay View Capital Corp. ................................. 2,000 38,750
*Bayou Steel Corp. Class A .............................. 3,200 10,600
Bearings, Inc. ......................................... 2,200 73,150
Beauticontrol Cosmetics, Inc. .......................... 1,000 14,500
Beeba's Creations, Inc. ................................ 1,600 5,800
*Bel Fuse, Inc. ......................................... 3,000 22,875
Bell Bancorp, Inc. ..................................... 3,200 77,200
*Bell Industries, Inc. .................................. 7,862 172,964
*Bell Sports Corp. ...................................... 1,900 31,350
*Belmac Corp. ........................................... 603 377
*Ben & Jerry's Homemade, Inc. Class A ................... 2,100 26,775
*Ben Franklin Retail Stores, Inc. ....................... 2,200 8,938
*Benchmark Electronics, Inc. ............................ 800 21,600
*Benihana National Corp. ................................ 1,000 6,563
*Benson Eyecare Corp. ................................... 1,047 7,067
*Benton Oil & Gas Co. ................................... 5,300 40,081
*Berlitz International, Inc. (New) ...................... 4,610 57,913
Berry Petroleum Corp. Class A .......................... 13,400 149,075
*Bertuccis, Inc. ........................................ 1,600 20,200
*Bet Holdings, Inc. Class A ............................. 3,700 54,575
*Bettis Corp. ........................................... 6,200 18,213
Big B, Inc. ............................................ 7,100 89,638
*Big O Tires, Inc. ...................................... 2,000 32,125
Bindley Western Industries, Inc. ....................... 6,500 86,125
Binks Manufacturing Co. ................................ 1,598 30,961
*Bio-Logic Systems Corp. ................................ 1,400 3,588
*Bio-Rad Laboratories, Inc.
Class A .............................................. 1,000 27,750
*Biocircuits Corp. ...................................... 3,700 3,469
Biocraft Laboratories, Inc. ............................ 8,000 135,000
*Biomagnetic Technologies, Inc. ......................... 1,800 1,913
*Biomatrix, Inc. ........................................ 2,700 12,488
*Biospherics, Inc. ...................................... 700 4,200
*Biosurface Technology, Inc. ............................ 7,000 20,125
*Biosys, Inc. ........................................... 5,000 15,938
*Biowhittaker, Inc. ..................................... 2,700 19,575
*Bird Corp. ............................................. 2,500 21,094
*Bird Medical Technologies, Inc. ........................ 1,800 6,525
*Biscayne Apparel, Inc. ................................. 1,365 3,370
*Black Box Corp. ........................................ 7,000 101,500
</TABLE>
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<TABLE>
<CAPTION>
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<S> <C> <C>
Black Hills Corp. ...................................... 9,600 $187,200
Blair Corp. ............................................ 2,800 114,450
Blanch (E.W.) Holdings, Inc. ........................... 6,400 122,400
Blessings Corp. ........................................ 3,000 95,625
*Bloc Development Corp. ................................. 7,100 8,209
Blount, Inc. Class A ................................... 2,300 102,925
*Bolt Beranek & Newman, Inc. ............................ 7,800 155,025
*Bombay Co., Inc. ....................................... 7,000 74,375
*Bon-Ton Stores, Inc. ................................... 1,000 12,250
*Boole & Babbage, Inc. .................................. 3,000 75,375
*Boomtown, Inc. ......................................... 3,900 48,750
*Borg-Warner Security Corp. ............................. 13,700 128,438
*Borland International, Inc. ............................ 17,200 163,400
Boston Acoustics, Inc. ................................. 3,400 60,775
Boston Bancorp ......................................... 2,400 66,300
*Boston Technology, Inc. ................................ 17,000 287,938
*Bowmar Instrument Corp. ................................ 11,700 35,100
Bowne & Co., Inc. ...................................... 7,900 127,388
*Box Energy Corp. Class B ............................... 3,500 35,000
Bradlees, Inc. ......................................... 3,000 41,250
Braintree Savings Bank MA .............................. 600 7,050
Brandon Systems Corp. .................................. 1,200 20,550
*Brauns Fashions Corp. .................................. 1,000 3,188
Brenco, Inc. ........................................... 11,200 135,100
*Brendle's, Inc. ........................................ 4,100 3,331
Bridgford Foods Corp. .................................. 2,505 25,363
*Brite Voice Systems, Inc. .............................. 600 11,138
*Broadcast International, Inc. .......................... 3,200 17,600
*Broadway & Seymour, Inc. ............................... 1,000 19,875
*Broadway Stores, Inc. .................................. 8,000 82,000
*Brock Exploration Corp. ................................ 1,100 4,263
*Broderbund Software, Inc. .............................. 3,800 136,800
*Brooke Group, Ltd. ..................................... 4,700 13,513
*Brookstone, Inc. ....................................... 3,400 47,175
*Brooktree Corp. ........................................ 8,100 70,875
*Brooktrout Technology, Inc. ............................ 2,000 23,000
*Brown & Sharpe Manufacturing Co. Class A ............... 1,000 5,750
*Brown (Tom), Inc. (New) ................................ 3,900 38,756
Brush Wellman, Inc. .................................... 4,100 62,013
*Buckle, Inc. ........................................... 1,900 24,700
*Buffets, Inc. .......................................... 6,200 56,963
*Builders Transport, Inc. ............................... 1,800 20,250
*Bull Run Corp. GA ...................................... 21,300 35,278
*Burlington Coat Factory
Warehouse Corp. ...................................... 1,000 11,500
*Burr Brown Corp. ....................................... 8,300 119,313
*Business Records Corp. Holding Co. ..................... 3,500 119,875
*Butler International, Inc. ............................. 1,000 6,250
Butler Manufacturing Co. ............................... 1,400 47,250
*Buttrey Food & Drug Stores Co. ......................... 2,500 18,281
*C-COR Electronics, Inc. ................................ 5,200 262,600
*CCA Industries, Inc. ................................... 1,600 6,200
CCB Financial Corp. .................................... 4,300 165,550
CCP Insurance, Inc. .................................... 5,400 79,650
*CDI Corp. .............................................. 13,100 234,163
*CE Software Holdings, Inc. ............................. 600 1,388
*CEM Corp. .............................................. 3,800 45,600
CFSB Bancorp, Inc. ..................................... 1,000 18,500
CFX Corp. .............................................. 840 14,910
*CII Financial, Inc. .................................... 3,300 17,738
*CIS Technologies, Inc. DE .............................. 8,200 23,831
CKE Restaurants, Inc. .................................. 5,600 42,700
CMAC Investment Corp. .................................. 3,200 88,000
</TABLE>
16
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<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*CMI Corp. Class A ...................................... 18,100 $108,600
CNB Bancshares, Inc. ................................... 4,043 125,318
CPAC, Inc. ............................................. 525 6,891
CPB, Inc. .............................................. 1,300 29,900
CPI Corp. .............................................. 9,800 191,100
CRSS, Inc. ............................................. 8,200 90,200
*CSF Holdings, Inc. Class B ............................. 2,600 60,775
*CSP, Inc. .............................................. 2,800 23,800
*CSS Industries, Inc. ................................... 3,400 55,250
CTS Corp. .............................................. 1,500 43,500
*CU Bancorp ............................................. 600 4,350
CVB Financial Corp. .................................... 2,178 30,764
*CXR Corp. .............................................. 9,800 8,269
*Cablemaxx, Inc. ........................................ 5,000 25,938
*Cabot Medical Corp. .................................... 3,109 17,100
Cabot Oil & Gas Corp. Class A .......................... 4,100 68,675
*Cache, Inc. ............................................ 5,025 30,778
*Caci International, Inc. Class A ....................... 1,000 10,313
*Cade Industries, Inc. .................................. 1,500 1,102
*Cadiz Land, Inc. ....................................... 3,300 16,706
Cadmus Communications Corp. ............................ 6,500 103,188
*Caere Corp. ............................................ 3,300 51,975
Cagle's, Inc. Class A .................................. 1,125 36,984
*Caldor Corp. ........................................... 9,700 282,513
*Calgene, Inc. .......................................... 14,300 109,038
Calgon Carbon Corp. .................................... 4,100 46,125
*California Amplifier, Inc. ............................. 2,400 15,150
California Financial Holding Corp. ..................... 4,000 53,000
*California Micro Devices Corp. ......................... 3,400 21,250
*California Microwave, Inc. ............................. 5,500 173,938
California State Bank .................................. 1,900 19,000
California Water Service Co. ........................... 1,000 31,000
Calmat Co. ............................................. 5,000 95,000
*Calprop Corp. .......................................... 7,700 5,294
*Cambex Corp. ........................................... 5,200 21,125
Cambrex Corp. .......................................... 3,300 84,563
*Cambridge Neuroscience, Inc. ........................... 2,300 9,200
*Camco International, Inc. .............................. 4,800 91,200
*Candela Laser Corp. .................................... 1,000 2,125
*Candies, Inc. .......................................... 1,000 1,563
*Canonie Environmental Services Corp. ................... 2,900 15,225
*Cantel Industries, Inc. Class B ........................ 2,000 9,500
*Canterbury Educational Services, Inc. .................. 2,500 5,625
*Canyon Resources Corp. ................................. 11,800 19,544
Cape Cod Bank & Trust Co. .............................. 500 12,625
Capital Re Corp. ....................................... 8,100 182,250
Capitol American Financial Corp. ....................... 13,000 281,125
Capitol Transamerica Corp. ............................. 2,000 32,750
*Capsure Holdings Corp. ................................. 7,300 97,638
Caraustar Industries, Inc. ............................. 7,200 149,400
*Cardiovascular Imaging Systems ......................... 2,500 21,875
*Care Group, Inc. ....................................... 1,800 7,144
*CareNetwork, Inc. ...................................... 1,000 24,875
*Carlisle Plastics, Inc. Class A ........................ 5,100 21,038
*Carmike Cinemas, Inc. Class A .......................... 4,000 90,000
*Carolco Pictures, Inc. ................................. 2,800 168
Carolina First Corp. ................................... 1,050 14,175
*Carolina Freight Corp. ................................. 2,000 18,750
Carpenter Technology Corp. ............................. 2,100 112,875
*Carrington Laboratories, Inc. .......................... 3,400 29,325
Carter-Wallace, Inc. ................................... 6,700 89,613
*Carver Corp. WA ........................................ 3,800 11,638
Cascade Corp. .......................................... 2,700 58,388
</TABLE>
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<TABLE>
<CAPTION>
Shares Value+
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<S> <C> <C>
Cascade Natural Gas Corp. .............................. 3,950 $ 55,794
Casey's General Stores, Inc............................. 11,800 160,038
Cash America International, Inc. ....................... 8,700 75,038
*Casino America, Inc. ................................... 3,000 25,688
*Casino Magic Corp. ..................................... 7,300 36,728
*Castle & Cooke Homes, Inc. ............................. 20,500 322,775
Castle (A.M.) & Co. .................................... 18,750 243,750
*Catalina Lighting, Inc. ................................ 5,000 38,125
*Catalyst Semiconductor, Inc. ........................... 4,000 11,500
*Catalytica, Inc. ....................................... 7,500 26,250
*Catellus Development Corp. ............................. 10,000 65,000
Cathay Bancorp, Inc. ................................... 1,100 14,713
*Catherines Stores Corp. ................................ 2,400 18,600
Cato Corp. Class A ..................................... 5,700 42,038
Cavalier Homes, Inc. ................................... 1,000 11,750
*Celgene Corp. .......................................... 4,800 33,750
*Cell Genesys, Inc. ..................................... 1,000 9,188
*Cellpro, Inc. .......................................... 2,700 50,625
*Celtrix Pharmaceuticals, Inc. .......................... 5,000 15,000
Cenfed Financial Corp. ................................. 1,200 19,950
*Centennial Bancorp ..................................... 1,155 11,983
*Centennial Cellular Corp. Class A ...................... 6,100 99,125
*Centerbank Waterbury, CT ............................... 6,200 62,000
*Centigram Communications Corp. ......................... 1,000 19,750
Central & Southern Holding Co. ......................... 1,500 9,563
*Central Co-Operative Bank Somerville, MA .............. 900 9,338
Central Jersey Bancorp ................................. 2,600 86,450
Central Maine Power Co. ................................ 6,500 81,250
Central Reserve Life Corp. ............................. 1,800 14,625
*Central Sprinkler Corp. ................................ 2,500 25,000
Central Vermont Public Service Corp. ................... 5,250 68,250
Centura Banks, Inc. .................................... 9,500 204,250
Century Bancorp Income Class A ......................... 1,000 6,500
*Cephalon, Inc. ......................................... 10,300 86,263
*Ceradyne, Inc. ......................................... 11,800 33,188
*Cerner Corp. ........................................... 2,700 108,000
*Chambers Development Co., Inc. ......................... 4,800 18,000
*Chambers Development Co., Inc. Class A ................. 8,000 30,500
*Champion Enterprises, Inc. ............................. 5,200 147,550
*Champion Parts, Inc. ................................... 1,800 6,413
Chaparral Steel Co. .................................... 9,100 62,563
*Chart House Enterprises, Inc. .......................... 3,700 38,388
*Chart Industries, Inc. ................................. 5,000 18,750
Charter One Financial, Inc. ............................ 16,400 304,425
Charter Power Systems, Inc. ............................ 4,300 74,713
*Chattem, Inc. .......................................... 2,500 13,125
*Check Technology Corp. ................................. 1,000 5,250
*Checkers Drive-In Restaurant, Inc. ..................... 9,700 28,797
*Checkpoint System, Inc. ................................ 9,700 192,788
Chemed Corp. ........................................... 2,500 78,750
*Chemfab Corp. .......................................... 3,700 49,025
*Chempower, Inc. ........................................ 1,800 7,313
*Chemtrak, Inc. ......................................... 2,700 9,788
*Cherry Corp. Class A ................................... 3,600 51,300
*Cherry Corp. Class B ................................... 3,600 52,200
Chesapeake Utilities Corp. ............................. 1,000 12,625
*Cheyenne Software, Inc. ................................ 7,800 94,575
Chicago Rivet & Machine Co. ............................ 700 18,550
*Chicos Fas, Inc. ....................................... 4,000 26,250
*Chips & Technologies, Inc. ............................. 10,100 70,700
Chittenden Corp. ....................................... 625 12,734
*Chock Full O' Nuts Corp. ............................... 9,835 59,010
</TABLE>
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<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Choice Drug System, Inc. ............................... 1,000 $ 4,031
*Cholestech Corp. ....................................... 4,500 8,719
*Christiana Companies, Inc. ............................. 12,300 392,001
*Chromcraft Revington, Inc. ............................. 1,000 20,875
*Chronimed, Inc. ........................................ 2,850 42,394
Church & Dwight Co., Inc. .............................. 9,100 186,550
*Cimco, Inc. ............................................ 700 3,588
*Cincinnati Microwave, Inc. ............................. 7,300 32,850
*Ciprico, Inc. .......................................... 600 2,888
*Circa Pharmaceuticals, Inc. ............................ 4,300 73,638
*Circon Corp. ........................................... 3,900 46,800
*Circuit Systems, Inc. .................................. 1,600 8,000
*Citation Computer System, Inc. ......................... 1,000 6,938
*Citation Insurance Group ............................... 1,000 3,938
Citfed Bancorp, Inc. ................................... 2,100 58,013
Citizens Bancorp MD .................................... 6,400 171,200
Citizens Banking Corp. ................................. 6,400 175,200
*Citizens, Inc. Class A ................................. 11,000 88,000
City National Corp. .................................... 20,200 191,900
*Civic Bancorp .......................................... 1,000 5,875
Claire's Stores, Inc. .................................. 11,100 140,138
Clarcor, Inc. .......................................... 8,500 164,688
*Clark (Dick) Productions, Inc. ......................... 1,000 9,000
*Clean Harbors, Inc. .................................... 6,900 41,831
Cleveland Cliffs, Inc. ................................. 3,400 119,425
*Cliffs Drilling Co. .................................... 2,500 29,688
*Clothestime, Inc. ...................................... 8,000 32,000
Co-Operative Bank of Concord, MA ....................... 3,000 40,875
Coachmen Industries, Inc. .............................. 7,400 107,300
*Coast Distribution System .............................. 4,700 37,600
*Coast Savings Financial, Inc. .......................... 5,400 74,925
Coastal Bancorp, Inc. .................................. 4,000 65,000
*Cobra Electronic Corp. ................................. 1,000 1,938
Coca Cola Bottling Co. Consolidated ................... 1,000 24,375
*Coda Energy, Inc. ...................................... 15,200 101,650
*Code Alarm, Inc. ....................................... 1,500 15,938
Coeur d'Alene Mines Corp. ID ........................... 3,900 64,350
*Cognex Corp. ........................................... 5,200 118,300
*Cognitronics Corp. ..................................... 3,800 6,650
*Coherent Communications Systems Corp.................... 4,600 69,575
*Coherent, Inc. ......................................... 8,400 121,800
*Coho Energy, Inc. ...................................... 2,000 10,000
Cohu, Inc. ............................................. 4,100 81,488
Collagen Corp. ......................................... 5,600 116,200
Collective Bancorp, Inc. ............................... 9,149 160,679
*Collins Industries, Inc. ............................... 6,600 12,375
Colonial Bancgroup, Inc. Class A ....................... 1,000 20,750
Colonial Gas Co. ....................................... 8,050 154,963
Colonial Group, Inc. Class A ........................... 1,500 48,938
*Columbia First Bank, A Federal Savings Bank ............ 4,300 159,638
*Columbia Laboratories, Inc. ............................ 10,100 47,344
*Comarco, Inc. .......................................... 2,800 24,150
*Comcoa, Inc. ........................................... 1,000 15,125
*Comdata Holding Corp. .................................. 3,866 38,660
*Comdial Corp. .......................................... 4,200 12,075
Commerce Bancorp, Inc. ................................. 1,653 29,341
*Commercial Federal Corp. ............................... 5,800 113,100
Commercial Intertech Corp. ............................. 4,500 72,000
Commercial Metals Co. .................................. 3,600 90,000
*Commnet Cellular, Inc. ................................. 5,300 154,363
*Communication Cable, Inc. .............................. 1,080 13,365
</TABLE>
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
Communications Systems, Inc. ........................... 9,000 $105,750
Community Bank System, Inc. ............................ 2,500 74,063
Community Bankshares, Inc. NH .......................... 800 10,700
*Community Health Systems, Inc. ......................... 3,300 80,850
*Community Psychiatric Centers .......................... 8,700 87,000
*CompUSA, Inc. .......................................... 5,300 72,875
*Compression Laboratories, Inc. ......................... 8,800 67,100
*Comptek Research, Inc. ................................. 7,900 112,575
*Compucom Systems, Inc. ................................. 3,000 10,875
Computer Data Systems, Inc. ............................ 5,700 57,713
*Computer Horizons Corp. ................................ 7,950 118,256
*Computer Identics Corp. ................................ 1,400 2,275
Computer Language Research, Inc. ....................... 9,600 85,200
*Computer Network Technology Corp. ...................... 5,100 35,063
*Computer Products, Inc. ................................ 12,200 36,600
Computer Task Group, Inc. .............................. 1,900 15,200
*Computervision Corp. (New) ............................. 13,900 46,913
*Computrac, Inc. ........................................ 2,400 3,000
*Comshare, Inc. ......................................... 4,000 48,500
*Comstock Resources, Inc. ............................... 2,300 7,116
*Comtech Telecommunications Corp. (New) ................. 1,000 3,313
*Comverse Tecnology, Inc. ............................... 5,300 66,581
*Concord EFS, Inc. ...................................... 12,300 292,125
*Condor Services, Inc. .................................. 1,000 2,500
*Cone Mills Corp. NC .................................... 5,000 60,000
*Confertech International, Inc. ......................... 7,000 32,813
*Conmed Corp. ........................................... 5,900 148,238
Connecticut Energy Corp. ............................... 3,800 74,100
Connecticut Natural Gas Corp. .......................... 2,900 65,613
Connecticut Water Services, Inc. ....................... 1,400 32,900
*Consilium, Inc. ........................................ 4,000 26,000
*Consolidated Products, Inc. ............................ 4,961 50,850
Consolidated Tokoma Land Co. ........................... 1,700 20,825
Consumers Water Co. .................................... 4,100 66,625
*Continental Can, Inc. DE ............................... 1,000 22,375
Continental Homes Holding Corp. ........................ 3,600 49,050
*Continental Medical Systems, Inc. ...................... 9,000 64,125
*Continuum Co., Inc. .................................... 5,100 143,438
*Control Data Systems, Inc. ............................. 8,300 49,800
*Convex Computer Corp. .................................. 11,600 71,050
Cooker Restaurant Corp. (New) .......................... 3,500 22,750
*Cooper Companies, Inc. ................................. 6,100 13,725
*Copley Pharmaceutical, Inc. ............................ 3,800 67,925
*Copytele, Inc. ......................................... 7,300 44,256
*Cor Therapeutics, Inc. ................................. 8,200 110,700
Core Industries, Inc. .................................. 5,200 53,300
*Corrections Corp. of America ........................... 7,900 116,525
*Cortech, Inc. .......................................... 3,500 10,719
*Corvel Corp. ........................................... 1,000 23,750
Craftmade International, Inc. .......................... 1,000 10,000
Craig (Jenny), Inc. .................................... 11,900 84,788
*Craig Corp. ............................................ 1,000 9,875
*Cray Research, Inc. .................................... 5,100 93,713
*Credence Systems Corp. ................................. 7,500 199,688
*Cree Research, Inc. .................................... 3,000 24,375
*Criticare Systems, Inc. ................................ 3,000 6,469
*Crop Genetics International Corp. ...................... 6,900 5,606
Cross (A.T.) Co. Class A ............................... 6,900 109,969
Cross Timbers Oil Co. .................................. 2,000 29,500
*Crosscomm Corp. ........................................ 2,300 21,706
*Crossman Communities, Inc. ............................. 4,000 26,500
*Crown Books Corp. ...................................... 2,700 45,225
</TABLE>
20
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Crown Central Petroleum Corp. Class A .................. 1,400 $ 21,000
*Crown Central Petroleum Corp. Class B .................. 1,500 20,625
Crown Crafts, Inc. ..................................... 5,100 82,238
*Crown Resources Corp. .................................. 2,300 10,063
*Crown-Andersen, Inc. ................................... 1,000 7,000
*Cruise America, Inc. ................................... 2,600 7,963
*Cryenco Sciences, Inc. Class A ......................... 2,400 9,900
*Cryomedical Sciences, Inc. ............................. 7,000 23,625
*Crystal Brands, Inc. ................................... 2,300 503
*Crystal Oil Co. (New) .................................. 1,200 33,750
Cubic Corp. ............................................ 1,600 28,000
*Culbro Corp. ........................................... 2,200 30,525
Cullen Frost Bankers, Inc. ............................. 5,030 157,816
Culp, Inc. ............................................. 16,818 166,078
*Curative Technologies, Inc. ............................ 7,000 27,125
Curtiss-Wright Corp. ................................... 1,300 45,175
*Custom Chrome, Inc. .................................... 1,000 18,063
*Customedix Corp. (New) ................................. 1,100 3,025
*Cyberonics, Inc. ....................................... 4,100 13,838
*Cyberoptics Corp. ...................................... 1,900 16,031
*Cycare Systems, Inc. ................................... 3,400 39,950
*Cygnus Therapeutic System .............................. 4,100 25,625
*Cytec Industries, Inc. ................................. 2,600 98,150
*Cytel Corp. ............................................ 4,400 12,375
*Cytocare, Inc. ......................................... 600 3,263
*Cytogen Corp. .......................................... 10,200 31,238
*Cytotherapeutics, Inc. ................................. 7,400 36,075
*Cytrx Corp. ............................................ 19,000 36,813
*DBA Systems, Inc. ...................................... 1,700 13,175
*DEP Corp. Class A ...................................... 1,900 5,581
*DEP Corp. Class B ...................................... 6,200 19,375
*DH Technology, Inc. .................................... 2,500 57,188
*DIY Home Warehouse, Inc. ............................... 5,000 32,500
*DNA Plant Technology Corp. ............................. 17,300 54,603
*DNX Corp. .............................................. 3,800 18,050
*DR Horton, Inc. ........................................ 3,000 32,625
*DRCA Medical Corp. ..................................... 600 1,538
*DS Bancor, Inc. ........................................ 694 16,049
*DSP Technology, Inc. ................................... 1,000 4,875
*DVI, Inc. .............................................. 5,500 56,375
*Dairy Mart Convenience Stores, Inc. Class A ............ 1,600 6,100
*Daka International, Inc. ............................... 1,100 16,156
*Dallas Semiconductor Corp. ............................. 18,700 264,138
*Damark International, Inc. Class A ..................... 1,000 10,875
Dames & Moore, Inc. .................................... 10,300 139,050
Daniel Industries, Inc. ................................ 5,200 65,650
*Danielson Holding Corp. ................................ 3,000 21,000
*Danskin, Inc. .......................................... 1,700 6,375
Dart Group Corp. Class A ............................... 700 58,450
*Data General Corp. ..................................... 10,200 109,650
*Data I/O Corp. ......................................... 3,700 15,956
*Data Race, Inc. ........................................ 1,200 5,250
*Data Research Association, Inc. ........................ 1,000 10,000
*Data Switch Corp. ...................................... 9,300 21,506
*Data Systems & Software, Inc. .......................... 1,800 9,788
*Data Translation, Inc. ................................. 4,200 64,575
*Dataflex Corp. ......................................... 3,400 31,238
*Datakey, Inc. .......................................... 1,000 3,625
*Datametrics Corp. ...................................... 4,100 24,088
*Datapoint Corp. ........................................ 4,200 8,925
*Dataram Corp. .......................................... 1,100 7,563
*Datascope Corp. ........................................ 10,800 201,150
</TABLE>
21
<PAGE>
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Dataware Technologies, Inc. ............................ 4,000 $ 47,500
*Datron Systems, Inc. ................................... 1,800 20,475
*Datum, Inc. ............................................ 1,000 8,875
*Davis Water & Waste Industries, Inc. ................... 5,500 46,063
*Davox Corp. ............................................ 5,000 24,375
*Dawson Geophysical Co. ................................. 4,100 45,100
*Daxor Corp. ............................................ 4,400 25,850
DeKalb Genetics Corp. Class B .......................... 2,000 57,250
Deb Shops, Inc. ........................................ 4,800 25,500
Decorator Industries, Inc. ............................. 900 7,088
*Defiance, Inc. ......................................... 7,600 53,675
*Del Electronics Corp. .................................. 1,060 5,433
Del Laboratories, Inc. ................................. 4,533 159,788
Delchamps, Inc. ........................................ 1,000 16,250
*Delphi Financial Group, Inc. Class A .................. 1,300 24,863
*Delphi Information Systems, Inc. ....................... 5,000 3,438
Delta Natural Gas Co., Inc. ............................ 1,400 23,625
Delta Woodside Industries, Inc. (New) .................. 11,000 107,250
Deposit Guaranty Corp. ................................. 3,500 93,188
*Designatronics, Inc. ................................... 1,000 4,625
*Designs, Inc. .......................................... 12,450 108,938
*Detection Systems, Inc. ................................ 2,800 22,750
*Detrex Corp. ........................................... 500 6,094
*Devcon International Corp. ............................. 2,000 16,750
Devon Energy Corp. ..................................... 14,700 282,975
*Devon Group, Inc. (New) ................................ 1,400 35,350
*Devry, Inc. ............................................ 5,600 158,900
Dexter Corp. CT ........................................ 4,900 101,063
*Diagnostek, Inc. ....................................... 6,300 93,713
Diagnostic Products Corp. .............................. 3,300 71,775
*Dial Page, Inc. ........................................ 2,600 40,950
*Diana Corp. ............................................ 1,050 7,088
*Dianon Systems, Inc. ................................... 3,300 12,994
*Digi International, Inc. ............................... 4,100 69,700
*Digital Biometrics, Inc. ............................... 3,000 23,625
*Digital Microwave Corp. ................................ 3,100 53,088
*Digital Sound Corp. .................................... 1,800 4,950
*Digital Systems International, Inc. .................... 1,700 20,506
*Dimark, Inc. ........................................... 2,000 30,000
*Dime Bancorp, Inc. ..................................... 15,600 126,750
*Dime Financial Corp. ................................... 2,300 18,400
*Diodes, Inc. ........................................... 1,200 6,300
*Dionex Corp. ........................................... 2,400 88,800
*Discount Auto Parts, Inc. .............................. 10,300 173,813
*Diversified Communications Industries, Ltd.............. 1,000 1,063
Dixie Yarns, Inc. ...................................... 4,381 30,941
*Dixon Ticonderoga Co. .................................. 1,700 14,663
Donegal Group, Inc. .................................... 1,800 21,825
Donnelly Corp. Class A ................................. 3,000 46,500
*Doskocil Companies, Inc. ............................... 2,100 14,700
Douglas & Lomason Co. .................................. 2,600 39,650
Downey Savings & Loan Association ..................... 7,400 114,700
*Dravo Corp. ............................................ 3,800 39,900
*Dress Barn, Inc. ....................................... 13,400 136,513
*Drew Industries, Inc. (New) ............................ 3,200 28,000
*Drexler Technology Corp. ............................... 1,300 7,963
Dreyer's Grand Ice Cream, Inc. ......................... 8,300 211,650
*Drug Emporium, Inc. .................................... 4,000 19,500
*Dual Drilling Co. ...................................... 5,000 46,563
*Ducommun, Inc. ......................................... 4,800 21,750
</TABLE>
22
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<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
Duff & Phelps Corp. .................................... 7,700 $ 85,663
*Duff & Phelps Credit Rating Co. ........................ 2,566 23,094
*Duplex Products, Inc. .................................. 2,000 17,500
*Dura Pharmaceuticals, Inc. ............................. 1,400 17,850
*Durakon Industries, Inc. ............................... 5,200 91,000
Duriron Co., Inc. ...................................... 8,600 145,125
Duty Free International, Inc. .......................... 10,000 121,250
Dyersburg Corp. ........................................ 4,100 24,600
Dynamics Corp. of America .............................. 7,500 136,875
*Dynamics Research Corp. ................................ 4,471 13,134
*Dynasty Classics Corp. ................................. 3,000 150
*Dynatech Corp. ......................................... 4,200 114,450
E'town Corp. ........................................... 1,200 30,450
*E-Z-Em, Inc. Class A ................................... 2,450 11,944
*E-Z-Em, Inc. Class B ................................... 5,633 24,644
*EA Engineering Science & Technology, Inc................ 5,625 42,188
*ECC International Corp. ................................ 8,500 86,063
*EFI Electronics Corp. .................................. 800 1,300
*ELXSI Corp. ............................................ 1,000 5,375
EMC Insurance Group, Inc. .............................. 6,300 63,000
*EP Technologies, Inc. .................................. 5,000 46,875
*ERO, Inc. .............................................. 3,000 26,625
*ESCO Electronics Corp. Trust Receipts .................. 3,200 25,200
*ESSEF Corp. ............................................ 1,500 21,938
*EZ Serve Corp. ......................................... 17,000 24,969
Eagle Financial Corp. .................................. 2,000 39,000
*Eagle Food Centers, Inc. ............................... 8,100 16,200
*Eagle Hardware & Garden, Inc. .......................... 6,600 61,463
*Earth Technology Corp. ................................. 1,000 9,313
*Easel Corp. ............................................ 3,000 9,000
Eastern Bancorp, Inc. .................................. 1,100 19,113
Eastern Co. ............................................ 5,600 74,200
*Eastern Environment Services, Inc. ..................... 1,000 1,125
Eastern Utilities Associates ........................... 2,100 46,200
*Eastex Energy, Inc. .................................... 1,100 2,475
*Ecogen, Inc. ........................................... 21,700 63,744
*Ecoscience Corp. ....................................... 6,000 15,375
Edison Brothers Stores, Inc. ........................... 4,400 84,150
*Edison Control Corp. ................................... 1,000 4,125
*Edisto Resources Corp. (New) ........................... 2,600 18,850
*Editek, Inc. ........................................... 1,700 6,694
Edo Corp. .............................................. 3,400 11,475
*Education Alternatives, Inc. ........................... 5,000 97,500
*Egghead, Inc. .......................................... 7,800 80,925
*Ekco Group, Inc. ....................................... 8,800 58,300
*El Chico Restaurants, Inc. ............................. 2,900 28,275
Elco Industries, Inc. .................................. 4,300 73,100
*Elcor Corp. ............................................ 6,000 90,000
Eldorado Bancorp CA .................................... 700 7,000
*Electric & Gas Technology, Inc. ........................ 4,900 9,647
*Electro Rent Corp. ..................................... 4,000 67,500
*Electro Scientific Industries, Inc. .................... 4,500 87,750
*Electromagnetic Sciences, Inc. ......................... 11,500 132,969
Electronic Tele Communications, Inc. Class A ........... 1,000 4,500
*Electronics for Imaging, Inc. .......................... 7,600 178,600
*Elek-Tek, Inc. ......................................... 4,000 36,500
*Eljer Industries, Inc. ................................. 2,100 13,913
*Embrex, Inc. ........................................... 1,000 6,250
*Emcon .................................................. 3,200 14,400
*Emisphere Technologies, Inc. ........................... 2,200 6,325
*Empi, Inc. ............................................. 2,000 18,750
</TABLE>
23
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
Empire District Electric Co. ........................... 6,800 $106,250
*Employee Benefit Plans, Inc. ........................... 2,500 25,000
*Emulex Corp. ........................................... 4,450 50,063
*Encore Computer Corp. .................................. 3,100 11,577
Energen Corp. .......................................... 6,600 132,000
*Energy Biosystems Corp. ................................ 6,000 40,500
*Energy Ventures, Inc. .................................. 2,200 29,425
Energynorth, Inc. ...................................... 2,400 39,600
*Engineering Measurements Co. CO ........................ 1,000 3,375
Engle Homes, Inc. ...................................... 2,000 15,250
Enhance Financial Services Group, Inc. ................. 1,000 17,000
Ennis Business Forms, Inc. ............................. 4,600 60,950
*Ensys Environmental Products, Inc. ..................... 1,000 3,750
*Enterra Corp. DE ....................................... 7,500 148,125
*Environmental Elements Corp. ........................... 6,400 22,400
*Enviroq Corp. .......................................... 1,400 4,288
*Envirotest Systems Corp. Class A ....................... 7,200 49,500
*Envoy Corp. ............................................ 2,000 39,250
*Enzo Biochem, Inc. ..................................... 5,600 67,200
*Enzon, Inc. ............................................ 6,300 13,584
*Epitope, Inc. .......................................... 2,200 45,100
*Equinox Systems, Inc. .................................. 2,000 12,500
*Equitex, Inc. .......................................... 1,000 2,094
*Equity Oil Co. ......................................... 14,200 67,450
*Escagenetics Corp. ..................................... 3,500 4,813
*Escalade, Inc. ......................................... 3,335 15,841
Eskimo Pie Corp. ....................................... 1,600 27,600
Espey Manufacturing & Electronics Corp. ................ 1,700 22,313
*Essex Corp. ............................................ 1,000 2,000
*Esterline Technologies Corp. ........................... 3,000 34,875
*Evans & Sutherland Computer Corp. ...................... 3,800 53,675
*Evans, Inc. ............................................ 1,000 2,750
*Evergreen Media Corp. Class A .......................... 2,800 49,700
*Evergreen Resources, Inc. .............................. 1,500 9,938
*Exabyte Corp. .......................................... 6,400 136,400
*Exar Corp. ............................................. 8,100 173,138
*Excalibur Technologies Corp. ........................... 4,600 31,050
Excel Industries, Inc. ................................. 7,600 108,300
*Excel Technology, Inc. ................................. 1,700 8,181
*Executive Telecard, Ltd. ............................... 2,795 13,276
*Executone Information Systems, Inc. .................... 1,000 3,281
*Exide Electronics Group, Inc. .......................... 700 11,550
Expeditors International of Washington ................. 2,000 43,750
*Express America Holdings Corp. ......................... 2,400 9,750
*Ezcorp, Inc. Class A Non-Voting ........................ 4,900 56,350
*F & M Distributors, Inc. ............................... 3,000 5,063
F & M National Corp. ................................... 3,177 50,832
*FDP Corp. .............................................. 3,500 22,750
FMC Gold Co. ........................................... 33,400 104,375
*FPA Corp. .............................................. 2,000 2,500
*FRP Properties, Inc. ................................... 2,500 43,125
*FSI International, Inc. ................................ 2,700 76,275
Fab Industries, Inc. ................................... 5,600 174,300
*Fabri-Centers of America, Inc. ......................... 9,200 134,550
*Failure Group, Inc. .................................... 4,300 19,350
*Fairchild Corp. Class A ................................ 6,000 19,500
*Falcon Oil & Gas Co., Inc. ............................. 1,000 719
Falcon Products, Inc. .................................. 5,500 61,875
</TABLE>
24
<PAGE>
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
Fansteel, Inc. ......................................... 4,000 $ 26,000
*Farah, Inc. ............................................ 8,000 65,000
*Farr Co. ............................................... 2,300 15,381
Farrel Corp. (New) ..................................... 1,800 10,125
*Fastcomm Communications Corp. .......................... 5,700 18,881
Fay's, Inc. ............................................ 5,075 31,719
*Fedders Corp. .......................................... 10,000 63,750
*Fedders Corp. Class A .................................. 5,000 27,188
Federal Screw Works .................................... 1,800 35,550
*Ferrofluidics Corp. .................................... 1,600 7,800
*Fibreboard Corp. ....................................... 1,200 34,350
Fidelity National Financial, Inc. ...................... 6,950 75,581
*Fieldcrest Cannon, Inc. ................................ 1,000 25,000
*Fifty-Off Stores, Inc. ................................. 5,600 24,500
Figgie International, Inc. Class A ..................... 4,000 27,000
Figgie International, Inc. Class B ..................... 1,000 6,375
*Filenes Basement Corp. ................................. 9,200 55,200
*Filenet Corp. .......................................... 3,200 81,600
*Financial Benefit Group, Inc. Class A .................. 4,000 10,500
*Financial Federal Corp. ................................ 2,700 47,925
*Finish Line, Inc. Class A .............................. 2,700 20,250
First American Financial Corp. ......................... 5,000 93,750
First Central Financial Corp. .......................... 9,300 60,450
*First Citizens Financial Corp. ......................... 1,050 14,700
First Colonial Bankshares Corp. Class A ................ 2,300 46,288
*First Commercial Bancorp, Inc. ......................... 2,100 1,969
First Commercial Corp. ................................. 8,150 182,866
First Essex Bancorp .................................... 2,300 16,963
First Federal Capital Corp. ............................ 1,100 16,225
First Federal Savings & Loan Association of East
Hartford, CT ......................................... 1,500 22,875
First Federal Savings Bank of Colorado (Lakewood) ...... 1,800 39,150
First Financial Corp. WI ............................... 16,100 237,475
First Financial Holdings, Inc. ......................... 3,000 42,000
First Indiana Corp. .................................... 5,366 79,819
First Liberty Financial Corp. .......................... 600 7,875
First Michigan Bank Corp. .............................. 7,072 155,584
First Midwest Bancorp, Inc. ............................ 5,500 131,313
First Mississippi Corp. ................................ 13,600 300,900
First National Bancorp GA .............................. 4,700 80,194
*First Pacific Networks, Inc. ........................... 9,700 50,925
*First Republic Bancorp, Inc. ........................... 4,682 49,161
First Source Corp. ..................................... 2,310 54,863
First State Financial Services, Inc. ................... 1,000 7,000
*First Team Sports, Inc. ................................ 1,100 17,600
First Western Bancorp, Inc. ............................ 1,300 34,613
*FirstFed Financial Corp. DE ............................ 6,400 80,000
FirstFed Michigan Corp. ................................ 1,100 22,138
Firstbank of Illinois Co. .............................. 1,400 52,850
*Firstmiss Gold, Inc. ................................... 5,500 50,188
*Fischer Imaging Corp. .................................. 1,000 6,000
*Fisher Scientific International, Inc. .................. 3,200 82,000
*Flagstar Companies, Inc. ............................... 8,000 58,500
Flexsteel Industries, Inc. ............................. 6,200 70,525
Florida Public Utilities Co. ........................... 500 8,125
Florida Rock Industries, Inc. .......................... 4,300 109,113
*Flow International Corp. ............................... 14,400 92,700
Fluke Corp. ............................................ 2,100 59,063
*Foodarama Supermarkets, Inc. ........................... 1,500 17,063
*Foodmaker, Inc. ........................................ 28,000 147,000
Foote, Cone & Belding Communications, Inc............... 6,300 260,663
</TABLE>
25
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
Foothill Group, Inc. Class A ........................... 10,700 $163,175
Foothill Independent Bancorp ........................... 1,050 8,925
Foremost Corp. of America .............................. 4,800 158,400
*Forest City Enterprises, Inc. Class A .................. 2,300 67,850
*Forest City Enterprises, Inc. Class B .................. 1,700 53,125
*Forest Oil Corp. ....................................... 17,700 44,250
*Forschner Group, Inc. .................................. 4,800 57,900
*Forstmann & Co., Inc. .................................. 1,000 5,625
Fort Wayne National Corp. .............................. 5,100 132,600
*Foster (L.B.) Co. Class A .............................. 20,900 70,538
*Foxmeyer Health Corp. .................................. 13,584 208,854
*Frame Technology Corp. ................................. 6,300 93,713
*Framingham Savings Bank MA ............................. 700 2,100
Franklin Electric Co., Inc. ............................ 3,300 104,775
*Franklin Electric Publishers, Inc. ..................... 4,700 90,475
Frederick's of Hollywood, Inc. Class A ................. 3,966 16,360
Frederick's of Hollywood, Inc. Class B ................. 7,933 33,715
Freds, Inc. Class A .................................... 1,000 9,375
Fremont General Corp. .................................. 3,750 86,719
*Fresenius USA, Inc. .................................... 9,200 74,750
*Fretter, Inc. (New) .................................... 4,284 12,584
*Freymiller Trucking, Inc. .............................. 1,500 3,656
Friedman Industries, Inc. .............................. 11,790 44,213
Frisch's Restaurants, Inc. ............................. 26,679 270,126
Frontier Adjusters of America, Inc. .................... 1,000 2,750
Frontier Insurance Group, Inc. ......................... 5,835 112,324
Frozen Food Express Industries, Inc. ................... 5,766 90,815
*Fruehauf Trailer Corp. ................................. 5,800 26,825
Fuller (H.B.) Co. ...................................... 2,800 91,000
Fulton Financial Corp. ................................. 8,237 141,059
*Funco, Inc. ............................................ 1,700 24,650
Furon Co. .............................................. 3,900 76,050
*Future Now, Inc. ....................................... 2,000 16,000
G & K Services, Inc. Class A ........................... 13,000 206,375
*G-III Apparel Group, Ltd. .............................. 3,685 5,988
GBC Bancorp ............................................ 1,000 12,250
*GBC Technologies, Inc. ................................. 3,000 22,688
*GMIS, Inc. ............................................. 2,300 44,275
*GNI Group, Inc. ........................................ 1,000 4,500
*GRC International, Inc. ................................ 9,100 133,088
*GTI Corp. .............................................. 5,600 85,400
*GZA Geoenvironmental Technologies, Inc.................. 1,700 7,225
Gainsco, Inc. .......................................... 9,119 76,372
*Galey & Lord, Inc. ..................................... 1,000 16,125
*Galileo Electro-Optics Corp. ........................... 3,900 15,600
Gallagher (Arthur J.) & Co. ............................ 3,000 93,750
*Galoob (Lewis) Toys, Inc. DE ........................... 9,600 60,000
Galveston-Houston Co. .................................. 12,400 20,150
Gamma Biologicals, Inc. ................................ 5,500 23,719
*Gander Mountain, Inc. .................................. 4,300 76,325
*Gantos, Inc. ........................................... 3,300 6,497
Garan, Inc. ............................................ 7,400 124,875
*Garnet Resources Corp. ................................. 2,800 10,500
Gateway Bancorp, Inc. .................................. 1,260 13,703
*Gaylord Container Corp. Class A ........................ 21,600 191,700
*Gehl Co. ............................................... 1,800 11,700
*Gelman Sciences, Inc. .................................. 11,475 160,650
*Gencare Health Systems, Inc. ........................... 2,800 130,550
Gencorp, Inc. .......................................... 6,000 62,250
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*Genelabs Technologies, Inc. ............................ 9,800 $ 19,600
General Binding Corp. .................................. 7,200 141,300
*General Computer Corp. ................................. 500 3,313
*General Datacomm Industries, Inc. ...................... 7,700 212,713
General Host Corp. ..................................... 9,590 49,149
General Housewares Corp. ............................... 3,100 49,600
*General Kinetics, Inc. ................................. 5,000 2,813
General Parametrics Corp. .............................. 5,121 8,322
General Physics Corp. .................................. 3,200 8,800
*Genesco, Inc. .......................................... 11,035 20,691
*Genesis Health Ventures, Inc. .......................... 2,700 76,275
*Genetic Therapy, Inc. .................................. 6,800 50,150
*Genicom Corp. .......................................... 3,200 6,400
*Genlyte Group, Inc. .................................... 8,900 36,156
*Genome Therapeutics Corp. .............................. 6,300 13,584
Genovese Drug Stores, Inc. Class A ..................... 1,100 11,138
*Genrad, Inc. ........................................... 12,000 52,500
*Gensia, Inc. ........................................... 2,500 12,344
*Genta, Inc. ............................................ 4,500 32,063
*Gentex Corp. ........................................... 24,300 525,488
*Genus, Inc. ............................................ 5,600 36,750
*Genzyme Transgenics Corp. .............................. 320 840
Geodynamics Corp. ...................................... 4,100 31,263
*Geotek Communications, Inc. ............................ 2,900 25,375
Gerber Scientific, Inc. ................................ 7,300 96,725
*Geriatric & Medical Companies, Inc. .................... 4,400 12,513
Germantown Savings Bank Bala Cynwyd, PA ................ 2,300 140,731
*Gerrity Oil and Gas Corp. .............................. 7,200 37,800
*Getty Petroleum Corp. .................................. 3,200 36,400
*Giant Group, Ltd. ...................................... 5,300 39,750
*Giant Industries, Inc. ................................. 7,900 65,175
*Gibraltar Packaging Group, Inc. ........................ 1,000 7,250
Gibson (C.R.) Co. ...................................... 4,300 31,175
Gibson Greetings, Inc. ................................. 9,700 128,525
Giddings & Lewis, Inc. ................................. 6,900 100,050
*Giga-Tronics, Inc. ..................................... 1,600 9,400
*Gilead Sciences, Inc. .................................. 10,000 102,500
*Gish Biomedical, Inc. .................................. 1,900 11,400
Gleason Corp. .......................................... 1,000 14,625
*Global Natural Resources, Inc. ......................... 19,000 163,875
*Glycomed, Inc. ......................................... 5,700 20,663
*Go Video, Inc. ......................................... 3,100 8,331
Golden Enterprises, Inc. ............................... 5,000 34,375
Golden Poultry Co., Inc. ............................... 2,783 17,220
*Goldwyn (Samuel) Co. (New) ............................. 3,300 21,450
*Good Guys, Inc. ........................................ 6,800 82,450
GoodMark Foods, Inc. ................................... 7,800 118,950
*Goodys Family Clothing, Inc. ........................... 9,700 81,238
Gorman-Rupp Co. ........................................ 11,575 202,563
*Gottschalks, Inc. ...................................... 5,800 47,850
Goulds Pumps, Inc. ..................................... 9,600 195,600
*Government Technology Services, Inc. ................... 2,000 25,750
Graco, Inc. ............................................ 5,300 100,038
*Gradco Systems, Inc. ................................... 4,700 17,331
*Graham-Field Health Products, Inc. ..................... 6,500 21,125
*Grancare, Inc. ......................................... 8,800 154,000
*Grand Casinos, Inc. .................................... 4,500 63,000
Granite Construction, Inc. ............................. 6,400 135,200
Granite State Bankshares, Inc. ......................... 800 9,250
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COMMON STOCKS - (96.8%)
*Grant Geophysical, Inc. ................................ 3,100 $ 7,847
Graphic Industries, Inc. ............................... 2,900 29,000
Great Bay Bankshares, Inc. ............................. 1,000 18,875
*Great Country Bank of Ansonia, CT ...................... 1,000 2,438
*Great Lakes Bancorp, A Federal Savings Bank ............ 3,131 76,905
*Greater New York Savings Bank NY ....................... 6,500 54,438
Green (A.P.) Industries, Inc. .......................... 5,550 106,144
Green Mountain Power Corp. ............................. 19,300 513,863
Greenfield Industries, Inc. DE ......................... 3,000 60,000
*Greenman Brothers, Inc. ................................ 7,900 47,400
Greiner Engineering, Inc. .............................. 4,900 61,250
*Greyhound Lines, Inc. .................................. 3,000 6,563
*Grist Mill & Co. ....................................... 5,900 65,269
*Grossmans, Inc. ........................................ 7,900 20,984
*Ground Round Restaurants, Inc. ......................... 5,500 37,125
*Groundwater Technology, Inc. ........................... 2,400 32,400
*Group 1 Software, Inc. ................................. 3,000 29,250
Grow Group, Inc. ....................................... 7,300 101,288
Guaranty National Corp. (New) .......................... 5,500 85,938
*Guardian Bancorp Los Angeles, CA ....................... 2,500 1,406
Guardsman Products, Inc. ............................... 12,000 139,500
*Guest Supply, Inc. ..................................... 4,000 64,750
Guilford Mills, Inc. ................................... 6,700 134,838
*Gulfmark International, Inc. ........................... 1,700 29,113
*Gull Laboratories, Inc. (New) .......................... 3,000 13,125
*Gundle Environmental Systems, Inc. ..................... 7,200 37,800
*HPSC, Inc. ............................................. 2,600 9,263
HUBCO, Inc. ............................................ 3,020 57,380
Hach Co. ............................................... 2,125 29,219
*Hadco Corp. ............................................ 6,100 53,375
*Hallwood Group, Inc. ................................... 3,800 8,075
*Halsey Drug Co., Inc. .................................. 4,400 9,900
*Hamburger Hamlet Restaurants, Inc. ..................... 2,300 11,788
*Hampton Industries, Inc. ............................... 2,846 15,297
Hancock Fabrics, Inc. .................................. 12,900 96,750
Hancock Holding Co. .................................... 3,200 93,600
*Handex Environmental Recovery, Inc. .................... 3,100 22,669
Handleman Co. .......................................... 15,200 174,800
Handy & Harman ......................................... 9,100 127,400
*Hanger Orthopedic Group, Inc. .......................... 4,100 12,300
*Hanover Direct, Inc. ................................... 4,100 15,375
*Harding Associates, Inc. ............................... 5,000 34,375
*Harken Energy Corp. .................................... 5,100 9,881
Harleysville Group, Inc. ............................... 9,000 205,875
*Harlyn Products, Inc. .................................. 2,900 12,144
Harman International Industries, Inc. (New) ............ 3,300 113,850
Harmon Industries, Inc. (New) .......................... 5,100 90,206
*Harnischfeger Industries, Inc. ......................... 2,826 75,242
*Harolds Stores, Inc. ................................... 1,815 19,965
Harper Group, Inc. ..................................... 5,100 75,225
*Harris & Harris Group, Inc. ............................ 4,800 26,100
*Harry's Farmers Market, Inc. Class A ................... 1,100 11,550
*Hartmarx Corp. ......................................... 14,700 79,013
Hastings Manufacturing Co. ............................. 350 7,875
Hathaway Corp. ......................................... 2,700 8,606
*Hauser Chemical Research, Inc. ......................... 3,200 19,400
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Haverty Furniture Company, Inc. ........................ 5,300 $ 71,550
Hawkeye Bancorp ........................................ 8,000 143,000
Hawkins Chemical, Inc. ................................. 2,535 17,111
*Hawthorne Financial Corp. .............................. 700 3,806
Hayes Wheels International, Inc. ....................... 3,500 71,313
*He-Ro Group, Ltd. ...................................... 2,000 2,750
Health Images, Inc. .................................... 2,100 13,125
*Health Professionals, Inc. ............................. 12,500 7,031
*Health Risk Management, Inc. ........................... 1,000 6,750
*Health-Chem Corp. ...................................... 15,400 40,425
Health-Mor, Inc. ....................................... 5,400 85,050
*Healthcare Imaging Services, Inc. ...................... 1,200 2,175
*Healthcare Services Group, Inc. ........................ 9,200 106,375
*Healthdyne, Inc. ....................................... 10,100 87,113
*Heart Technology, Inc. ................................. 4,600 91,425
*Heartland Express, Inc. ................................ 6,875 198,516
Hechinger Co. Class A .................................. 6,000 60,750
Hechinger Co. Class B .................................. 1,500 15,188
*Hecla Mining Co. ....................................... 9,900 96,525
*Hector Communications Corp. ............................ 1,200 8,100
Heico Corp. ............................................ 1,100 10,588
*Hein-Werner Corp. ...................................... 2,776 13,880
*Heist (C.H.) Corp. ..................................... 2,100 14,963
Helene Curtis Industries, Inc. ......................... 3,000 95,250
*Helian Health Group, Inc. .............................. 1,500 8,719
*Helionetics, Inc. (New) ................................ 4,200 6,825
Helix Technology Corp. ................................. 14,800 223,850
Henry Jack & Associates, Inc. .......................... 1,000 10,000
Herbalife International, Inc. .......................... 5,900 93,663
Heritage Financial Services, Inc. ...................... 1,000 16,375
*Heritage Media Corp. Class A ........................... 3,300 79,200
*Hexcel Corp. ........................................... 5,000 21,250
*Hi-Lo Automotive, Inc. ................................. 3,300 33,825
*Hi-Shear Industries, Inc. .............................. 5,500 26,813
*Hi-Tech Pharmacal, Inc. ................................ 1,500 8,156
*High Plains Corp. ...................................... 2,160 24,165
Hilb Rogal Hamilton Co. ................................ 6,500 73,125
*Hillhaven Corp. (New) .................................. 6,100 129,625
*Hitox Corp. ............................................ 2,500 5,938
Hogan Systems, Inc. .................................... 12,000 73,500
Holly Corp. ............................................ 2,100 54,075
*Hollywood Casino Corp. Class A ......................... 15,000 78,750
*Hollywood Entertainment Corp. .......................... 2,800 93,100
*Hologic, Inc. .......................................... 1,000 13,313
*Holopak Technologies, Inc. ............................. 3,500 32,375
*Holson Burnes Group, Inc. .............................. 1,600 10,500
Home Port Bancorp, Inc. ................................ 900 11,700
*Home State Holdings, Inc. .............................. 5,000 63,750
*Homedco Group, Inc. .................................... 3,800 137,275
*Homeowners Group, Inc. ................................. 1,700 956
*Hondo Oil and Gas Co. .................................. 3,300 43,313
Hooper Holmes, Inc. .................................... 3,400 21,250
Horizon Bank Bellingham, WA ............................ 3,938 46,764
*Horizon Healthcare Corp. ............................... 12,050 320,831
*Hornbeck Offshore Services, Inc. ....................... 5,800 74,313
Horsehead Resource Development Co., Inc. ............... 16,500 80,438
*Hospital Staffing Services, Inc. ....................... 1,200 1,950
*House of Fabrics, Inc. ................................. 2,200 2,200
*Hovnanian Enterprises, Inc. Class A .................... 6,050 34,031
*Hovnanian Enterprises, Inc. Class B .................... 1,150 6,469
Howell Corp. ........................................... 4,700 61,100
Howell Industries, Inc. ................................ 1,600 43,800
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*Howtek, Inc. ........................................... 3,600 $ 35,100
Hudson Foods, Inc. Class A ............................. 1,000 22,625
*Hudson General Corp. ................................... 1,700 29,644
*Huffman Koos, Inc. ..................................... 1,000 8,500
Huffy Corp. ............................................ 6,700 95,475
Hughes Supply, Inc. .................................... 5,100 90,525
Hunt Manufacturing Co. ................................. 7,600 109,250
Huntco, Inc. Class A ................................... 1,500 33,000
*Hurco Companies, Inc. .................................. 3,300 13,200
*Hutchinson Technology, Inc. ............................ 2,400 62,400
*Hycor Biomedical, Inc. ................................. 5,600 23,450
*Hyde Athletic Industries, Inc. Class B ................. 100 531
*Hydron Technologies, Inc. .............................. 9,800 49,919
*ICF Kaiser International, Inc. ......................... 6,000 21,750
*ICN Pharmaceuticals, Inc. .............................. 13,621 304,770
*ICO, Inc. .............................................. 1,000 4,938
*ICOS Corp. ............................................. 2,100 8,531
*ICU Medical, Inc. ...................................... 2,000 28,500
*IFR Systems, Inc. ...................................... 3,700 35,150
*IG Laboratories, Inc. .................................. 2,900 10,150
*IGI, Inc. .............................................. 8,700 117,450
*IHOP Corp. ............................................. 4,100 100,450
*ILC Technology, Inc. ................................... 2,900 26,825
*IMCO Recycling, Inc. ................................... 7,700 108,763
*IMRS, Inc. ............................................. 2,000 66,000
*IPL Systems, Inc. Class A .............................. 1,000 2,813
IWC Resources Corp. .................................... 1,200 23,400
*Ibah, Inc. ............................................. 1,000 2,813
*Icot Corp. ............................................. 11,800 11,800
*Identix, Inc. .......................................... 8,400 24,150
*Idex Corp. ............................................. 3,900 160,388
*Idexx Laboratories Corp. ............................... 3,100 106,950
*Ikos Systems, Inc. ..................................... 3,000 7,031
*Image Entertainment, Inc. (New) ........................ 6,200 44,563
*Image Industries, Inc. ................................. 4,000 46,250
*Imclone Systems, Inc. .................................. 2,800 4,113
*Imclone Systems, Inc. (Private Placement) .............. 7,000 9,253
*Immucor, Inc. .......................................... 2,000 12,000
*Immulogic Pharmaceutical Corp. ......................... 4,300 32,788
*Immune Response Corp. DE ............................... 4,700 34,663
*Immunogen, Inc. ........................................ 5,700 22,800
*Immunomedics, Inc. ..................................... 13,700 59,081
*Imo Industries, Inc. ................................... 7,700 76,038
*Imperial Bancorp ....................................... 2,262 31,385
*Imperial Credit Industries, Inc. ....................... 2,530 21,505
Imperial Holly Corp. ................................... 5,100 44,625
*In Focus Systems, Inc. ................................. 8,000 215,000
*In Home Health, Inc. ................................... 4,700 10,869
*Inacom Corp. ........................................... 3,700 36,075
*Incstar Corp. .......................................... 4,100 8,713
Independence Holding Co. (New) ......................... 1,000 3,063
Independent Bank Corp. MA .............................. 1,000 5,313
Independent Bank East .................................. 1,000 24,125
Independent Insurance Group, Inc. ...................... 3,400 35,700
Indiana Energy, Inc. ................................... 4,500 79,875
Indiana Federal Corp. .................................. 1,500 23,063
*Indresco, Inc. ......................................... 5,000 63,125
*Industrial Funding Corp. Class A ....................... 1,000 1,719
*Industrial Training Corp. .............................. 1,000 7,813
*Information Resources, Inc. ............................ 10,000 147,500
*Infrasonics, Inc. ...................................... 7,100 25,738
Ingles Market, Inc. Class A ............................ 400 4,050
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*Inmac Corp. ............................................ 5,000 $ 25,313
*Innerdyne, Inc. ........................................ 3,200 11,400
Innovex, Inc. .......................................... 7,200 102,600
*Input/Output, Inc. ..................................... 6,000 116,250
*Insituform Technologies, Inc. Class A .................. 2,900 32,625
Insteel Industries, Inc. ............................... 3,770 27,804
Instron Corp. .......................................... 11,200 130,200
*Instrument Systems Corp. ............................... 51,500 431,313
*Insurance Auto Auctions, Inc. .......................... 4,300 125,238
Integon Corp. .......................................... 4,700 64,038
*Integrated Circuit Systems, Inc. ....................... 2,600 21,775
*Integrated Systems, Inc. ............................... 6,000 95,250
*Integrated Waste Services, Inc. ........................ 2,400 6,600
*Intellicall, Inc. ...................................... 2,200 8,525
Intelligent Electronics, Inc. .......................... 6,900 89,269
*Intelogic Trace, Inc. .................................. 3,200 800
Inter-Regional Financial Group, Inc. ................... 2,400 56,100
*Inter-Tel, Inc. ........................................ 4,400 30,525
*Interactive Network, Inc. .............................. 3,400 10,094
Intercargo Corp. ....................................... 1,600 13,800
Intercontinental Bank .................................. 1,000 19,000
*Interdigital Communications Corp. ...................... 9,500 29,094
Interface Systems, Inc. ................................ 3,400 29,113
Interface, Inc. Class A ................................ 13,000 144,625
*Interferon Sciences, Inc. .............................. 8,900 13,350
*Interferon Sciences, Inc. (Private Placement) .......... 7,000 9,450
*Intergraph Corp. ....................................... 20,000 160,000
*Interlake Corp. ........................................ 17,000 27,625
*Interleaf, Inc. ........................................ 9,000 37,125
*Intermagnetics General Corp. ........................... 10,382 151,837
*Intermedia Communications of Florida, Inc. ............. 2,600 31,200
*Intermet Corp. ......................................... 14,800 85,100
Intermetrics, Inc. ..................................... 3,400 17,000
International Aluminum Corp. ........................... 900 27,113
*International Cablecasting Technologies, Inc............ 13,000 21,938
*International Dairy Queen, Inc. Class A ................ 7,100 120,700
*International Jensen, Inc. ............................. 1,700 15,725
International Multifoods Corp. ......................... 5,000 80,000
*International Power Machines Corp. ..................... 3,100 8,913
International Recovery Co. ............................. 3,000 46,875
*International Rectifier Corp. .......................... 9,300 202,275
*International Remote Imaging
Systems, Inc. ........................................ 2,800 15,400
International Research & Development Corp. ............. 4,600 9,631
International Shipholding Corp. ........................ 2,700 56,700
*International Technology Corp. ......................... 15,300 47,813
*International Thoroughbred
Breeders, Inc. ....................................... 1,200 3,900
*International Totalizator Systems ...................... 6,900 24,150
*Interneuron Pharmaceuticals, Inc. ...................... 2,500 10,156
*Interphase Corp. ....................................... 2,200 25,988
*Interpoint Corp. WA .................................... 3,000 26,438
*Interpool, Inc. ........................................ 5,000 68,750
*Interpore International ................................ 1,000 7,375
*Intersolv, Inc. ........................................ 5,700 94,763
Interstate Bakeries Corp. DE (New) ..................... 8,100 103,275
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Interstate Power Co. ................................... 2,400 $ 52,200
*Intertan, Inc. ......................................... 2,300 18,113
Intertrans Corp. ....................................... 82,800 1,086,750
*Intervisual Books, Inc. Class A ........................ 1,000 2,500
*Intervoice, Inc. ....................................... 9,300 120,900
Invacare Corp. ......................................... 2,000 65,000
Investors Bank Corp. (Minnetonka, MN) .................. 1,333 29,826
*Iomega Corp. ........................................... 16,000 53,500
*Ionics, Inc. ........................................... 4,300 231,663
Irwin Financial Corp. .................................. 1,000 27,125
Isco, Inc. ............................................. 43,935 395,415
*Isis Pharmaceuticals, Inc. ............................. 11,900 58,013
*Isomedix, Inc. ......................................... 4,900 80,238
*Ithaca Bancorp, Inc. ................................... 1,000 19,000
*Iwerks Entertainment, Inc. ............................. 424 2,544
*J & J Snack Foods Corp. ................................ 4,600 55,488
*JB's Restaurants, Inc. ................................. 2,900 12,688
JLG Industries, Inc. ................................... 2,600 104,975
*Jabil Circuit, Inc. .................................... 5,000 23,750
Jackpot Enterprises, Inc. .............................. 4,654 37,814
Jaclyn, Inc. ........................................... 1,700 10,200
*Jaco Electronics, Inc. ................................. 800 5,400
Jacobson Stores, Inc. .................................. 2,900 36,431
*Jacor Communications, Inc. ............................. 3,900 43,875
*Jamesway Corp. ......................................... 10,800 4,050
*Jan Bell Marketing, Inc. ............................... 18,800 92,825
*Jason, Inc. ............................................ 7,187 62,886
*Jean Philippe Fragrances, Inc. ......................... 2,250 16,453
Jefferson Bankshares, Inc. ............................. 5,800 104,038
*Jefferson Savings Bancorp, Inc. ........................ 3,000 47,250
*Jennifer Convertibles, Inc. ............................ 1,300 9,750
Johnston Industries, Inc. .............................. 10,800 110,700
*Jones Intercable, Inc. ................................. 1,000 14,563
*Jones Intercable, Inc. Class A ......................... 3,500 47,688
Jones Medical Industries, Inc. ......................... 8,000 64,000
*Jones Plumbing System, Inc. ............................ 1,500 2,250
Joslyn Manufacturing Co. ............................... 2,100 55,125
Juno Lighting, Inc. .................................... 5,600 100,800
*Just Toys, Inc. ........................................ 2,100 7,088
Justin Industries, Inc. ................................ 7,900 98,750
*K-Tron International, Inc. ............................. 6,200 69,750
*K-V Pharmaceutical Co. Class A ......................... 1,800 12,375
KCS Energy, Inc. ....................................... 3,200 46,400
*KLLM Transport Services, Inc. .......................... 2,766 43,219
Kahler Realty Corp. .................................... 1,000 9,500
*Kaiser Resources, Inc. ................................. 9,700 72,750
Kaman Corp. Class A .................................... 9,400 96,350
*Kaneb Services, Inc. ................................... 9,800 22,050
Kasler Holding Co. ..................................... 17,700 77,438
*Kaufman (H.W.) Financial Group, Inc. ................... 2,200 9,625
Kaydon Corp. ........................................... 2,700 61,425
*Keane, Inc. ............................................ 5,500 123,750
*Kelley Oil Corp. ....................................... 10,600 47,700
Kellwood Co. ........................................... 4,200 86,100
*Kemet Corp. ............................................ 5,000 108,750
*Kent Electronics Corp. ................................. 5,300 198,088
*Kenwin Shops, Inc. ..................................... 400 1,363
*Keptel, Inc. ........................................... 4,300 75,250
*Kerr Group, Inc. ....................................... 6,300 52,763
*Ketema, Inc. ........................................... 800 11,800
*Kewaunee Scientific Corp. .............................. 1,500 4,031
*Key Energy Group, Inc. ................................. 1,000 5,000
*Key Production Co., Inc. ............................... 3,000 14,813
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*Key Technology, Inc. ................................... 3,000 $ 19,125
*Key Tronic Corp. ....................................... 13,000 138,125
*Keystone Consolidated Industries, Inc. ................. 5,600 81,900
*Kimball International, Inc. Class B .................... 500 11,938
*Kinark Corp. ........................................... 300 1,013
*Kinder-Care Learning Centers, Inc. (New) ............... 15,000 195,938
Kinetic Concepts, Inc. ................................. 22,000 129,250
*Kirschner Medical Corp. ................................ 6,100 63,669
*Kit Manufacturing Co. .................................. 2,700 30,713
*Kleinert's, Inc. ....................................... 2,000 34,250
*Knogo Corp. ............................................ 5,400 101,250
*Knowledgeware, Inc. .................................... 6,600 26,400
*Komag, Inc. ............................................ 5,600 136,500
*Kopin Corp. ............................................ 2,200 24,200
*Kronos, Inc. ........................................... 1,400 32,725
*Krug International Corp. ............................... 848 4,187
*Krystal Co. ............................................ 4,900 51,450
Kuhlman Corp. .......................................... 4,200 50,925
*Kulicke & Soffa Industries, Inc. ....................... 2,700 54,675
Kysor Industrial Corp. ................................. 1,700 37,188
*L.A. Gear, Inc. ........................................ 6,600 35,475
LCS Industries, Inc. ................................... 800 6,300
LDI Corp. .............................................. 3,100 14,725
LSB Industries, Inc. ................................... 9,100 53,463
LSI Industries, Inc. ................................... 7,245 77,884
*LTX Corp. .............................................. 9,600 42,000
*LVI Group, Inc. (New) .................................. 1,100 756
*LXE, Inc. .............................................. 2,400 34,800
*LaBarge, Inc. .......................................... 11,600 15,950
*LaCrosse Footwear, Inc. ................................ 3,000 34,125
Labone, Inc. ........................................... 3,300 54,038
Laclede Gas Co. ........................................ 4,800 100,200
*Laclede Steel Co. ...................................... 2,700 27,338
Ladd Furniture, Inc. ................................... 8,000 47,500
*Lakeland Industries, Inc. .............................. 1,000 3,875
*Lamson & Sessions Co. .................................. 11,100 62,438
*Lancer Corp. ........................................... 2,600 46,800
*Lancit Media Productions, Ltd. ......................... 4,300 61,006
Landauer, Inc. ......................................... 56,900 967,300
*Landmark Graphics Corp. ................................ 3,800 72,200
*Larizza Industries, Inc. ............................... 4,200 19,425
*Laser Precision Corp. .................................. 2,400 19,125
*Lasermaster Technologies, Inc. ......................... 3,000 41,063
*Laserscope ............................................. 2,000 9,000
*Lattice Semiconductor Corp. ............................ 4,350 74,494
Lawson Products, Inc. .................................. 3,500 88,375
Lawyers Title Corp. .................................... 3,800 42,750
*Layne, Inc. ............................................ 1,000 6,938
*Lazare Kaplan International, Inc. ...................... 7,700 74,113
*Learning Co. ........................................... 4,700 106,925
Learonal, Inc. ......................................... 2,500 44,688
*Lechters, Inc. ......................................... 5,100 85,425
*Lectec Corp. ........................................... 1,102 10,331
*Lee Pharmaceuticals, Inc. .............................. 1,200 825
Legg Mason, Inc. ....................................... 3,400 73,525
Lennar Corp. ........................................... 3,200 50,000
Lesco, Inc. ............................................ 6,225 90,263
*Leslie Building Products, Inc. ......................... 3,200 5,440
*Leslie Fay Companies, Inc. ............................. 7,000 8,750
*Leslie's Poolmart ...................................... 1,785 23,205
*Levitz Furniture, Inc. ................................. 10,000 80,000
Lexington Savings Bank MA .............................. 1,000 15,250
Liberty Bancorp, Inc. .................................. 4,300 128,463
</TABLE>
33
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
Liberty Corp. .......................................... 4,000 $102,000
*Life Quest Medical, Inc. ............................... 1,000 2,688
Life Re Corp. .......................................... 4,500 77,625
Life Technologies, Inc. ................................ 1,000 17,250
*Life USA Holdings, Inc. ................................ 5,600 44,100
*Lifecore Biomedical, Inc. .............................. 4,800 19,800
*Lifeline Systems, Inc. ................................. 2,500 14,688
Lillian Vernon Corp. ................................... 4,300 70,950
Lilly Industry, Inc. Class A ........................... 1,500 20,250
Lincoln Telecommunications Co. ......................... 4,800 69,600
*Lindal Cedar Homes, Inc. ............................... 4,482 15,687
Lindberg Corp. ......................................... 8,200 55,350
*Lindsay Manufacturer Co. ............................... 2,100 62,213
*Liposome Co., Inc. ..................................... 7,200 65,700
*Liposome Technology, Inc. .............................. 11,400 77,663
Liqui Box Corp. ........................................ 1,000 33,375
*Littlefuse, Inc. ....................................... 6,000 153,000
*Liuski International, Inc. ............................. 1,300 6,256
*Living Centers of America, Inc. ........................ 2,658 85,721
*Lodgenet Entertainment Corp. ........................... 3,000 24,375
*Logic Devices, Inc. .................................... 3,600 10,013
Logicon, Inc. .......................................... 1,900 56,525
*Lojack Corp. ........................................... 4,200 25,200
*Lomas Financial Corp. .................................. 4,000 14,500
*Lone Star Technologies, Inc. ........................... 9,300 70,331
*Longhorn Steaks, Inc. .................................. 3,300 28,875
*Louis Dreyfus Natural Gas Corp. ........................ 16,000 196,000
Loyola Capital Corp. ................................... 5,200 93,600
Lufkin Industries, Inc. ................................ 1,200 19,650
Lukens, Inc. DE ........................................ 2,900 80,475
*Lumex, Inc. ............................................ 4,300 54,825
*Lunar Corp. ............................................ 1,500 28,500
*Lund International Holdings, Inc. ...................... 1,300 22,750
*Lydall, Inc. DE ........................................ 6,900 231,150
*Lynch Corp. ............................................ 2,500 73,750
*M-Wave, Inc. ........................................... 1,000 14,875
*M.S. Carriers, Inc. .................................... 9,300 204,600
*M/A-COM, Inc. .......................................... 7,400 46,250
*M/A/R/C, Inc. .......................................... 1,018 12,089
MAF Bancorp, Inc. ...................................... 1,000 18,625
MDC Holdings, Inc. ..................................... 6,200 31,775
*MDT Corp. .............................................. 7,100 44,819
MDU Resources Group, Inc. .............................. 3,800 97,850
*MFRI, Inc. ............................................. 1,000 5,750
*MGI Pharma, Inc. ....................................... 11,400 84,075
*MRS Technology, Inc. ................................... 2,000 9,500
MTS Systems Corp. ...................................... 2,400 53,700
*MacFrugals Bargain Close-outs, Inc. .................... 10,000 195,000
MacNeal-Schwendler Corp. ............................... 3,000 32,625
*Macromedia, Inc. ....................................... 3,000 59,250
Madison Gas & Electric Co. ............................. 2,700 87,413
Magna Bancorp .......................................... 2,000 39,250
Magna Group, Inc. ...................................... 4,400 80,300
*Magnetek, Inc. ......................................... 7,000 94,500
*Mail Boxes, Etc. ....................................... 3,800 40,613
*Main Street & Main, Inc. ............................... 2,600 7,638
Maine Public Service Co. ............................... 2,700 60,413
*Mallon Resources Corp. ................................. 1,400 3,938
*Manatron, Inc. ......................................... 1,102 3,857
Manitowoc Co., Inc. .................................... 2,900 69,238
Marble Financial Corp. ................................. 1,000 10,813
*Marcam Corp. ........................................... 6,200 61,225
Marcus Corp. ........................................... 7,900 203,425
*Marine Drilling Companies, Inc. ........................ 23,000 79,063
</TABLE>
34
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Maritrans, Inc. ........................................ 3,300 $ 18,563
Mark Twain Bancshares, Inc. ............................ 5,450 148,513
*Mark VII, Inc. ......................................... 3,400 35,275
*Markel Corp. ........................................... 2,200 91,025
*Marsam Pharmaceuticals, Inc. ........................... 5,000 58,750
Marsh Supermarkets, Inc. Class A ....................... 1,800 19,350
Marsh Supermarkets, Inc. Class B ....................... 1,300 13,000
*Marshall Industries .................................... 7,800 195,975
*Marten Transport, Ltd. ................................. 2,800 53,900
*Martin Lawrence Limited Editions, Inc. ................. 1,700 850
Maryland Federal Bancorp ............................... 1,000 23,500
Massbank Corp. Reading, MA ............................. 1,350 29,363
*Mastec, Inc. ........................................... 5,000 39,375
*Matec Corp. DE ......................................... 3,000 12,000
*Material Sciences Corp. ................................ 8,850 126,113
*Mathsoft, Inc. ......................................... 2,000 5,875
*Matlack Systems, Inc. .................................. 7,500 71,250
*Matrix Service Co. ..................................... 1,700 11,794
*Matthews Studio Equipment Group ........................ 2,500 6,406
*Maverick Tube Corp. .................................... 1,400 12,863
*Max & Ermas Restaurants, Inc. .......................... 1,125 7,734
*Maxco, Inc. ............................................ 1,900 16,031
*Maxicare Health Plans, Inc. (New) ...................... 2,600 40,788
*Maxtor Corp. ........................................... 8,400 33,600
*Maxwell Laboratories, Inc. ............................. 1,746 13,750
*Maxxam, Inc. ........................................... 4,000 132,500
*Maxxim Medical, Inc. ................................... 5,500 65,313
*Maynard Oil Co. ........................................ 2,400 12,150
*McAfee Associates, Inc. ................................ 3,300 48,056
*McFarland Energy, Inc. ................................. 6,100 38,888
McGrath Rent Corp. ..................................... 4,150 66,919
Measurex Corp. ......................................... 8,200 175,275
*Medalist Industries, Inc. .............................. 1,900 10,688
*Medalliance, Inc. ...................................... 2,800 5,338
*Medaphis Corp. ......................................... 3,800 150,100
*Medar, Inc. ............................................ 4,900 65,538
*Medarex, Inc. .......................................... 1,000 3,125
*Medchem Products, Inc. ................................. 4,600 25,300
*Medco Research, Inc. ................................... 2,800 30,800
Medex, Inc. ............................................ 3,000 47,625
Medford Savings Bank MA (New) .......................... 2,800 39,200
*Media Logic, Inc. ...................................... 1,000 2,375
*Medical Action Industries, Inc. ........................ 2,100 2,559
*Medical Graphics Corp. ................................. 1,000 5,750
*Medical Resource Companies America ..................... 800 800
*Medical Technology System, Inc. ........................ 800 5,350
Medicine Shoppe International, Inc. .................... 1,200 27,750
Medicus Systems Corp. .................................. 1,800 25,650
*Medimmune, Inc. ........................................ 8,000 36,000
*Medstat Group, Inc. .................................... 3,100 83,119
Medusa Corp. ........................................... 1,600 32,000
*Megacards, Inc. ........................................ 333 624
*Melamine Chemicals, Inc. ............................... 3,300 33,825
*Mem Co., Inc. .......................................... 2,700 11,813
*Mens Warehouse, Inc. ................................... 2,500 63,750
Mentor Corp. MN ........................................ 3,200 51,200
Merchants Group, Inc. .................................. 600 8,475
Meridian Diagnostics, Inc. ............................. 5,290 37,692
Meridian Insurance Group, Inc. ......................... 1,000 10,500
*Merisel, Inc. .......................................... 5,900 50,150
*Merit Medical Systems, Inc. ............................ 1,100 5,500
</TABLE>
35
<PAGE>
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
Merrill Corp. .......................................... 3,650 $ 51,100
Merrimac Industries, Inc. .............................. 700 5,644
*Merry-Go-Round Enterprises, Inc. ....................... 11,000 13,750
*Mesa Airlines, Inc. .................................... 7,100 65,231
*Mesa, Inc. ............................................. 11,300 49,438
*Mestek, Inc. ........................................... 5,500 53,281
*Met-Coil Systems Corp. ................................. 1,000 3,125
Met-Pro Corp. .......................................... 6,300 104,738
Methode Electronics, Inc. Class A ...................... 3,300 46,613
*Metricom, Inc. ......................................... 2,300 36,800
Metro Bancshares, Inc. ................................. 1,500 34,313
*Metrocall, Inc. ........................................ 3,000 54,375
*Miami Subs Corp. ....................................... 6,200 13,756
*Michael Anthony Jewelers, Inc. ......................... 2,500 16,563
Michael Foods, Inc. .................................... 6,000 62,250
Mickelberry Communications, Inc. ....................... 5,600 17,850
*Micom Communications Corp. ............................. 3,333 47,495
*Micro Bio-Medics, Inc. ................................. 1,000 9,688
*Micro Healthsystems, Inc. .............................. 1,000 3,563
*Microage, Inc. ......................................... 5,450 64,378
*Microcom, Inc. ......................................... 9,100 91,000
*Microdyne Corp. ........................................ 5,600 46,550
*Micrografx, Inc. ....................................... 2,600 14,950
*Microlog Corp. ......................................... 1,500 1,031
*Micronics Computers, Inc. .............................. 3,300 15,675
*Micropolis Corp. ....................................... 8,400 74,550
*Micros Systems, Inc. ................................... 2,300 84,525
*Microsemi Corp. ........................................ 5,200 24,700
*Microtouch Systems, Inc. ............................... 2,000 80,500
Mid Am, Inc. ........................................... 3,410 44,969
Mid America Banccorp ................................... 2,113 37,770
Mid-Atlantic Realty Trust .............................. 666 5,162
*MidAmerican Waste System, Inc. ......................... 7,900 53,325
MidSouth Insurance Co. ................................. 4,320 39,420
Midconn Bank Kensington, CT ............................ 900 12,038
*Middleby Corp. ......................................... 1,100 5,088
Middlesex Water Co. .................................... 1,000 18,000
Midland Co. ............................................ 24,600 962,475
Midwest Grain Products, Inc. ........................... 2,500 67,500
*Miller Building Systems, Inc. .......................... 1,400 4,900
Millicom, Inc. (Escrow) ................................ 10,100 0
*Miltope Group, Inc. .................................... 11,000 50,188
*Milwaukee Insurance Group, Inc. ........................ 800 7,400
Mine Safety Appliances Co. ............................. 1,600 70,400
*Mission West Properties, Inc. .......................... 1,600 10,600
*Mitek Surgical Products, Inc. .......................... 2,600 54,600
Mobile Gas Service Corp. ............................... 2,000 41,500
*Mobley Environmental Services, Inc. Class A ............ 1,000 1,750
Modern Controls, Inc. .................................. 4,700 34,956
*Molecular Biosystems, Inc. ............................. 3,000 32,625
Monarch Machine Tool Co. ............................... 2,300 20,988
Money Store, Inc. ...................................... 3,600 63,000
Monk-Austin, Inc. ...................................... 2,100 28,350
*Monro Muffler Brake, Inc. .............................. 1,050 19,425
Moorco International, Inc. ............................. 3,100 43,400
*Moore Products Co. ..................................... 1,600 25,800
Morgan Keegan, Inc. .................................... 4,200 54,075
*Morgan Products, Ltd. .................................. 6,400 39,200
*Morgan's Foods, Inc. ................................... 5,200 7,475
*Morningstar Group, Inc. ................................ 1,200 8,400
*Morrison Knudsen Corp. ................................. 6,400 94,400
Moscom Corp. ........................................... 2,000 16,750
Mosinee Paper Corp. .................................... 4,700 122,788
*Motor Club of America .................................. 2,500 7,188
</TABLE>
36
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THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Motts Holdings, Inc. ................................... 4,000 $ 16,500
*Movie Star, Inc. ....................................... 13,800 16,388
Mueller (Paul) Co. ..................................... 2,200 69,025
*Mueller Industries, Inc. ............................... 2,900 86,638
*Multi Color Corp. ...................................... 1,000 7,375
*Mutual Assurance, Inc. ................................. 2,310 65,258
*Mycogen Corp. .......................................... 7,700 75,075
Myers (L.E.) Co. Group ................................. 1,700 19,763
Myers Industries, Inc. ................................. 6,987 102,185
*Mylex Corp. ............................................ 3,100 27,125
NAC RE Corp. ........................................... 3,500 89,250
*NAI Technologies, Inc. ................................. 4,087 11,750
NBB Bancorp, Inc. ...................................... 5,200 248,300
NBSC Corp. ............................................. 1,400 40,775
NBT Bancorp ............................................ 1,103 17,089
*NCI Building Systems, Inc. ............................. 1,000 17,750
NFS Financial Corp. .................................... 1,000 21,000
*NMR of America, Inc. ................................... 1,700 7,650
NS Bancorp, Inc. ....................................... 2,200 57,338
*NS Group, Inc. ......................................... 6,300 30,713
NSC Corp. .............................................. 3,700 12,025
*NTN Communications, Inc. ............................... 5,000 28,750
NUI Corp. .............................................. 4,700 67,563
NYMAGIC, Inc. .......................................... 5,100 83,513
*Nabors Industries, Inc. DE ............................. 10,360 75,110
Nacco Industries, Inc. Class A ......................... 1,100 57,338
*Nahama Weagant Energy Co. (New) ........................ 4,000 625
*Namic USA Corp. ........................................ 2,400 44,400
*Nantucket Industries, Inc. ............................. 1,500 8,625
*Napco Security Systems, Inc. ........................... 4,850 14,550
Nash Finch Co. ......................................... 3,300 53,213
Nashua Corp. ........................................... 1,000 21,000
*Natec Resources, Inc. .................................. 5,300 828
*National Auto Credit, Inc. ............................. 11,600 121,800
National Bancorp of Alaska, Inc. ....................... 2,200 112,750
*National City Bancorp .................................. 1,210 18,150
National Computer Systems, Inc. ........................ 4,000 62,000
*National Convenience Stores, Inc. ...................... 1,700 12,113
National Data Corp. .................................... 3,100 66,650
*National Education Corp. ............................... 9,200 37,950
National Gas & Oil Co. ................................. 6,576 102,750
*National Home Health Care Corp. ........................ 900 2,081
*National Media Corp. ................................... 2,800 16,100
National Presto Industries, Inc. ....................... 3,000 123,750
*National Re Corp. ...................................... 1,800 42,525
*National Standard Co. .................................. 11,000 112,750
*National Techteam, Inc. ................................ 4,900 25,113
*National Vision Association, Ltd. ...................... 5,600 25,200
*National Western Life Insurance Co. Class A ............ 1,000 34,500
*Nationwide Cellular Service, Inc. ...................... 1,900 31,825
*Natural Alternatives International, Inc. ............... 3,400 17,000
*Natural Wonders, Inc. .................................. 2,200 10,450
*Nature's Bounty, Inc. .................................. 4,800 27,000
Natures Sunshine Products, Inc. ........................ 11,733 165,729
*Nautica Enterprises, Inc. .............................. 3,150 88,988
*Navigators Group, Inc. ................................. 1,600 24,000
*Nellcor, Inc. .......................................... 4,900 165,375
Nelson (Thomas), Inc. .................................. 3,000 64,125
*Neoprobe Corp. ......................................... 5,900 11,616
*Neorx Corp. ............................................ 4,525 26,584
*Netframe Systems, Inc. ................................. 2,700 21,769
*Network Computing Devices, Inc. ........................ 6,500 28,844
</TABLE>
37
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Network Equipment Technologies, Inc. ................... 10,100 $209,575
*Network General Corp. .................................. 4,800 109,200
*Network Imaging Corp. .................................. 2,700 12,150
*Network Systems Corp. .................................. 9,300 70,913
*Neurogen Corp. ......................................... 2,000 13,250
*New Brunswick Scientific Co., Inc. ..................... 2,200 11,963
New England Business Services, Inc. .................... 7,000 127,750
*New Image Industries, Inc. ............................. 3,300 16,913
New Jersey Resources Corp. ............................. 4,600 105,225
*New Jersey Steel Corp. ................................. 1,700 27,094
*New Mexico & Arizona Land Co. .......................... 1,500 13,688
*New World Power Corp. .................................. 2,000 14,000
New York Bancorp, Inc. ................................. 1,485 27,844
Newcor, Inc. ........................................... 4,750 38,891
Newmil Bancorp, Inc. ................................... 3,500 15,313
*Newpark Resources, Inc. ................................ 5,000 113,750
Newport Corp. .......................................... 10,200 72,675
*Nichols Research Corp. ................................. 3,100 37,975
*Noble Drilling Corp. ................................... 23,575 147,344
*Noel Group, Inc. ....................................... 1,000 6,375
*Nord Resources Corp. ................................... 3,900 21,938
*Norstan, Inc. .......................................... 3,000 56,625
*Nortek, Inc. ........................................... 3,500 37,625
*North American Biologicals, Inc. ....................... 5,800 40,600
North American Mortgage Co. ............................ 4,500 74,250
*North American Recycling System, Inc. .................. 2,000 3,500
North Carolina Natural Gas Corp. ....................... 1,900 40,850
North Fork Bancorporation, Inc. ........................ 13,800 193,200
North Side Savings Bank NY ............................. 551 10,262
*North Star Universal, Inc. ............................. 4,300 23,113
*Northeast Federal Corp. ................................ 4,000 33,000
Northland Cranberries, Inc. Class A ................... 1,000 12,563
Northwest Natural Gas Co. .............................. 2,700 78,638
Northwestern Public Service Co. ........................ 2,300 59,513
*Northwestern Steel & Wire Co. .......................... 10,300 60,513
Norwich Financial Corp. ................................ 2,400 24,000
*Novametrix Medical Systems, Inc. ....................... 7,600 37,525
*Noven Pharmaceuticals, Inc. ............................ 4,000 60,000
*Novitron Internarional, Inc. ........................... 3,900 23,400
*Nu Horizons Electronics Corp. .......................... 6,118 50,856
*Nuclear Metals, Inc. ................................... 6,500 94,250
*Nuclear Support Services, Inc. ......................... 500 1,906
*Nuevo Energy Co. ....................................... 4,900 96,163
*Nutramax Products, Inc. ................................ 3,600 34,200
*Nuvision, Inc. ......................................... 1,800 6,750
*Nview Corp. ............................................ 1,000 8,125
*Nycor, Inc. (New) ...................................... 1,000 2,406
*Nycor, Inc. Class A (New) .............................. 1,000 2,375
*O Charleys, Inc. ....................................... 750 8,156
*O'Brien Environmental Energy, Inc. Class A ............. 3,600 1,125
O'Sullivan Corp. ....................................... 5,100 46,538
*O.I. Corp. ............................................. 500 2,313
*OEC Medical Systems, Inc. .............................. 3,700 23,125
*OESI Power Corp. ....................................... 1,000 1,000
*OHM Corp. .............................................. 4,400 30,250
*OMI Corp. .............................................. 14,000 85,750
*Oak Hill Sportswear Corp. .............................. 800 3,700
*Oak Industries, Inc. ................................... 4,700 131,013
Oakwood Homes Corp. .................................... 4,200 88,200
*Oceaneering International, Inc. ........................ 6,700 78,725
</TABLE>
38
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
C
*Octel Communications Corp. ............................. 1,620 $ 35,033
*Odetics, Inc. Class A .................................. 300 1,913
*Offshore Logistics, Inc. ............................... 4,500 60,750
*Offshore Pipelines, Inc. ............................... 4,300 88,688
Oglebay Norton Co. ..................................... 2,200 66,550
Oil-Dri Corp. of America ............................... 1,000 19,000
*Old Dominion Freight Lines, Inc. ....................... 3,800 60,325
*Olympus Capital Corp. .................................. 1,000 14,625
*Omega Environmental, Inc. .............................. 8,000 45,500
Omnicare, Inc. ......................................... 4,200 174,825
*Oncogene Science, Inc. ................................. 4,600 12,363
*Oncor, Inc. ............................................ 4,100 18,450
*One Price Clothing Stores, Inc. ........................ 3,000 27,000
One Valley Bancorp of West Virginia .................... 3,800 108,300
Oneida, Ltd. ........................................... 2,700 35,100
*Oneita Industries, Inc. ................................ 4,220 43,255
Oneok, Inc. ............................................ 5,300 91,425
*Opta Food Ingredients, Inc. ............................ 1,000 5,313
Optical Coating Laboratory, Inc. ....................... 1,000 6,125
*Optical Data Systems, Inc. ............................. 1,000 24,875
*Option Care, Inc. ...................................... 2,900 7,794
Orange & Rockland Utilities, Inc. ...................... 2,700 79,313
*Orbit International Corp. .............................. 4,000 10,750
*Orbital Sciences Corp. ................................. 3,000 59,625
*Orchard Supply Hardware Stores Corp. ................... 2,000 19,000
*Oregon Metallurgical Corp. ............................. 3,200 20,800
Oregon Steel Mills, Inc. ............................... 3,900 56,550
*Organogenesis, Inc. .................................... 2,300 34,500
Orion Capital Corp. .................................... 4,400 140,800
*Ornda Healthcorp ....................................... 8,395 107,561
*Orphan Medical, Inc. ................................... 285 1,176
*Orthomet, Inc. ......................................... 700 7,569
*Osborn Communications Corp. ............................ 8,100 52,144
Oshkosh B'Gosh, Inc. Class A ........................... 2,400 32,400
Oshkosh B'Gosh, Inc. Class B ........................... 600 8,325
Oshkosh Truck Corp. Class B ............................ 2,300 24,869
*Oshman's Sporting Goods, Inc. .......................... 2,900 22,475
*Osmonics, Inc. ......................................... 8,250 113,438
*Osteotech, Inc. ........................................ 3,000 12,563
Otter Tail Power Co. ................................... 3,400 107,950
Outboard Marine Corp. .................................. 6,000 111,750
*Outlook Group Corp. .................................... 1,300 15,925
Owens & Minor, Inc. .................................... 9,075 137,259
Oxford Industries, Inc. ................................ 5,600 159,600
*Oxis International, Inc. ............................... 8,400 21,525
PCA International, Inc. ................................ 2,300 26,163
*PHP Healthcare Corp. ................................... 1,500 17,438
*PLM International, Inc. ................................ 2,500 6,875
*PSC, Inc. .............................................. 3,300 31,350
PXRE Corp. ............................................. 1,000 26,250
*Pacific Crest Capital, Inc. ............................ 1,060 4,770
*Pacific Physician Services, Inc. ....................... 3,200 51,200
*Pacific Rim Holding Corp. .............................. 2,700 6,581
Pacific Scientific Co. ................................. 8,000 309,000
Paco Pharmaceutical Services, Inc. ..................... 1,000 9,000
*Page America Group, Inc. ............................... 1,200 3,975
*Pages, Inc. ............................................ 1,000 4,688
*Palfed, Inc. ........................................... 2,000 15,125
*Pamida Holdings Corp. .................................. 1,000 6,125
Pancho's Mexican Buffet, Inc. .......................... 5,000 40,000
*Par Technology Corp. ................................... 6,000 39,000
*Parallan Computer, Inc. ................................ 4,200 20,869
</TABLE>
39
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CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Parallel Petroleum Corp. ............................... 2,800 $ 8,400
*Park Communications, Inc. .............................. 100 2,800
Park Electrochemical Corp. ............................. 4,100 127,100
*Parker Drilling Co. .................................... 31,700 158,500
Parkvale Financial Corp. ............................... 1,250 27,500
*Patrick Industries, Inc. ............................... 2,000 17,250
*Patrick Petroleum Co. .................................. 8,400 10,500
*Patten Corp. ........................................... 5,624 19,684
*Paxar Corp. ............................................ 19,157 196,359
*Payco American Corp. ................................... 3,000 23,625
*Peer Review Analysis, Inc. ............................. 1,000 2,781
Penn Engineering & Manufacturing Corp. ................. 2,500 103,438
*Penn Traffic Co. (New) ................................. 3,400 134,300
*Penn Treaty American Corp. ............................. 2,400 36,600
Penn Virginia Corp. .................................... 1,100 37,125
Penncorp Financial Group, Inc. ......................... 5,400 71,550
Pennsylvania Enterprises, Inc. ......................... 1,200 33,750
Penril Datacomm Networks, Inc. ......................... 3,700 8,325
*Pentech International, Inc. ............................ 5,300 24,181
Penwest, Ltd. .......................................... 2,100 46,988
Peoples Bank of Connecticut ............................ 8,000 102,000
Peoples Heritage Financial Group, Inc. ................. 6,680 80,995
*Peoples Savings Bank of Brockton, MA ................... 1,000 5,438
Peoples Savings Financial Corp. ........................ 900 15,525
*Peoples Telephone Co., Inc. ............................ 3,650 14,828
*Perfumania, Inc. ....................................... 3,200 10,600
*Perini Corp. ........................................... 2,700 27,338
*Perry Drug Stores, Inc. ................................ 7,300 54,750
Petrolite Corp. ........................................ 3,400 92,225
*Pharmaceutical Marketing Services, Inc. ................ 5,800 55,825
*Pharmaceutical Resources, Inc. ......................... 5,800 63,075
*Pharmacy Management Services, Inc. ..................... 3,900 66,300
*Pharmchem Laboratories, Inc. ........................... 2,800 7,525
*Pharmos Corp. (Private Placement) ...................... 9,000 10,378
Philadelphia Suburban Corp. ............................ 5,200 93,600
*Phoenix Laser Systems, Inc. (New) ...................... 2,000 2,000
Phoenix Resource Companies, Inc. ....................... 800 32,100
*Phoenix Technologies, Ltd. ............................. 3,100 22,088
*Photo Control Corp. .................................... 1,000 6,500
*Photronics, Inc. ....................................... 1,400 37,275
*Physician Computer Network, Inc. ....................... 6,700 39,781
*Physicians Insurance Co. of Ohio Class A ............... 1,000 5,313
Piccadilly Cafeterias, Inc. ............................ 2,900 23,200
*Picturetel Corp. ....................................... 3,800 84,788
Piedmont Natural Gas Co. ............................... 4,800 94,200
Pier 1 Imports, Inc. DE ................................ 11,500 90,563
Pilgrim Pride Corp. .................................... 12,600 126,000
*Pinkertons, Inc. ....................................... 2,000 36,000
Pioneer Financial Services, Inc. ....................... 3,700 36,075
Pioneer Standard Electronics, Inc. ..................... 10,875 178,078
Piper Jaffray Companies, Inc. .......................... 2,800 28,350
Pitt-Des Moines, Inc. .................................. 2,400 81,600
Plains Petroleum Co. ................................... 3,000 76,875
*Plains Resources, Inc. ................................. 5,900 32,450
*Platinum Technology, Inc. .............................. 10,600 208,688
*Playboy Enterprises, Inc. Class B ...................... 4,600 34,500
</TABLE>
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<TABLE>
<CAPTION>
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*Players International, Inc. ............................ 3,500 $ 71,531
Plenum Publishing Corp. ................................ 1,200 35,100
*Plexus Corp. ........................................... 4,400 43,450
Ply-Gem Industries, Inc. DE ............................ 2,700 50,963
*Polk Audio, Inc. ....................................... 500 5,188
*Polymedica Industries, Inc. ............................ 2,100 9,056
*Pool Energy Services Co. ............................... 8,700 62,531
Pope & Talbot, Inc. .................................... 3,500 56,438
*Porta Systems Corp. .................................... 4,400 25,300
*Portec, Inc. ........................................... 7,611 96,088
Portsmouth Bank Shares, Inc. ........................... 1,530 18,360
*Possis Medical, Inc. ................................... 5,800 34,438
*Poughkeepsie Savings Bank FSB NY ....................... 2,500 10,781
*Powell Industries, Inc. ................................ 2,700 15,188
Pratt & Lambert United, Inc. ........................... 3,400 66,725
*Pratt Hotel Corp. ...................................... 1,300 5,769
Precision Castparts Corp. .............................. 6,450 129,806
*Precision Standard, Inc. ............................... 3,800 7,600
Presidential Life Corp. ................................ 6,800 33,150
*Presidio Oil Co. Class A ............................... 3,200 1,200
*Presley Companies Class A .............................. 5,600 14,000
*Presstek, Inc. ......................................... 1,875 79,570
*Price Communications Corp. ............................. 3,400 23,375
*Pride Petroleum Services, Inc. ......................... 14,700 75,338
*Primark Corp. .......................................... 8,400 105,000
Prime Bancorp, Inc. .................................... 605 9,907
*Prime Hospitality Corp. ................................ 7,700 57,750
Primesource Corp. ...................................... 4,581 48,101
*Printronix, Inc. ....................................... 2,500 71,875
*Procyte Corp. .......................................... 8,000 23,375
Production Operators Corp. ............................. 2,600 56,225
*Proffitts, Inc. ........................................ 4,250 100,938
*Progress Financial Corp. ............................... 1,000 4,250
*Progress Software Corp. ................................ 1,000 36,250
Progressive Bank, Inc. ................................. 1,000 20,875
*Proler International Corp. ............................. 8,500 59,500
*Pronet, Inc. ........................................... 1,500 21,000
*Protein Design Labs, Inc. .............................. 3,600 56,250
*Proteon, Inc. .......................................... 4,400 26,400
*Protocol Systems, Inc. ................................. 5,100 45,900
Providence Energy Corp. ................................ 5,300 81,488
Provident Bankshares Corp. ............................. 5,300 110,638
*Proxima Corp. .......................................... 1,700 62,263
*Psicor, Inc. ........................................... 2,200 20,075
*Public Service Co. of New Mexico ....................... 3,000 38,625
Public Service Co. of North Carolina .................. 4,900 71,050
Pulaski Furniture Corp. ................................ 1,300 24,050
*Pulse Engineering, Inc. ................................ 1,700 9,563
*Pure Tech International, Inc.(Private Placement) ....... 10,000 50,063
*Purepac, Inc. .......................................... 3,000 43,500
Puritan Bennett Corp. .................................. 8,000 172,000
Putnam Trust Co. Greenwich, CT ......................... 1,000 26,250
*Pyramid Technology Corp. ............................... 3,800 39,900
*Q Logic Corp. .......................................... 4,450 29,759
*QMS, Inc. .............................................. 6,500 57,688
Quaker Chemical Corp. .................................. 2,800 51,100
Quaker State Corp. ..................................... 14,900 204,875
Quality Food Centers, Inc. ............................. 3,900 84,338
Quanex Corp. ........................................... 3,300 74,250
*Quantum Restaurant Group, Inc. ......................... 3,000 31,125
*Quarterdeck Office Systems, Inc. ....................... 6,100 13,344
*Quest Medical, Inc. .................................... 8,109 36,491
</TABLE>
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Quick & Reilly Group, Inc. DE .......................... 3,300 $ 81,675
*Quickresponse Services, Inc. ........................... 2,200 31,625
*Quidel Corp. ........................................... 4,000 11,250
*Quiksilver, Inc. ....................................... 2,900 46,944
Quixote Corp. .......................................... 7,700 120,313
*R & B, Inc. ............................................ 3,500 23,188
*RB & W Corp. ........................................... 1,600 12,200
RLI Corp. .............................................. 4,000 81,500
*RPC Energy Services, Inc. .............................. 22,800 159,600
RS Financial Corp. ..................................... 1,400 30,100
*Radius, Inc. ........................................... 5,819 54,553
*Rag Shops, Inc. ........................................ 2,300 5,463
*Ragan (Brad), Inc. ..................................... 3,800 125,400
*Railroad Financial Corp. ............................... 1,000 9,250
*Rainbow Technologies, Inc. ............................. 2,800 33,950
*Rally's Hamburgers, Inc. ............................... 3,100 10,850
*Ralston-Continental Baking Group ....................... 4,100 17,425
*Ramsay Health Care, Inc. (New) ......................... 3,500 25,813
*Ramtron International Corp. ............................ 3,500 18,156
Rauch Industries, Inc. ................................. 500 4,500
Raven Industries, Inc. ................................. 9,150 174,994
*Raymond Corp. .......................................... 5,565 97,388
Raymond James Financial, Inc. .......................... 4,000 57,500
Re Capital Corp. ....................................... 4,300 53,750
*Readicare, Inc. ........................................ 11,400 15,675
*Reading & Bates Corp. .................................. 6,000 35,250
*Reading Co. Class A .................................... 1,000 11,313
*Recognition International, Inc. ........................ 6,800 50,150
*Recoton Corp. .......................................... 9,066 160,922
Refac Technology Development Corp. ..................... 7,000 49,875
*Reflectone, Inc. ....................................... 1,000 8,000
Regal Beloit Corp. ..................................... 3,800 47,975
*Regency Health Services, Inc. .......................... 2,000 23,250
*Regeneron Pharmaceuticals, Inc. ........................ 3,200 13,200
*Regis Corp. ............................................ 1,000 14,625
*Rehabilicare, Inc. ..................................... 1,000 2,563
*Rehability Corp. ....................................... 1,000 7,313
*Reliability, Inc. ...................................... 1,000 2,250
*Relife, Inc. Class A ................................... 4,500 104,063
*Ren Corp.- USA ......................................... 4,900 67,069
*Rentrak Corp. .......................................... 2,300 17,106
*Repligen Corp. ......................................... 3,000 9,000
*Republic Automotive Parts, Inc. ........................ 4,100 58,425
Republic Bancorp, Inc. ................................. 1,997 21,962
Republic Gypsum Co. .................................... 13,300 121,363
*Republic Waste Industries, Inc. ........................ 2,200 8,388
*Research Industries Corp. .............................. 5,000 65,938
*Respironics, Inc. ...................................... 5,300 119,913
*Response Technologies, Inc. ............................ 11,900 23,056
*Retix, Inc. ............................................ 4,800 22,800
*Revell Monogram, Inc. .................................. 3,500 21,438
*Rex Stores Corp. ....................................... 5,600 94,500
*Rexhall Industries, Inc. ............................... 1,000 6,375
*Rexon, Inc. ............................................ 5,600 28,350
*Rexworks, Inc. ......................................... 1,000 4,375
*Rhodes, Inc. ........................................... 3,200 31,600
*Ribi Immunichem Research, Inc. ......................... 19,400 80,025
Richfood Holdings, Inc. ................................ 11,200 169,400
*Riddell Sports, Inc. ................................... 655 1,556
*Riggs National Corp. ................................... 13,800 118,163
*Right Management Consultants, Inc. ..................... 1,200 27,600
*Right Start, Inc. ...................................... 1,900 7,363
*Ringer Corp. ........................................... 6,500 10,359
</TABLE>
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<TABLE>
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*Rio Hotel & Casino, Inc. ............................... 5,700 $ 73,388
Rival Co. .............................................. 2,600 62,075
River Forest Bancorp ................................... 3,400 111,350
*River Oaks Furniture, Inc. ............................. 2,400 33,900
*Riverside Group, Inc. .................................. 1,000 6,375
*Riverside National Bank CA ............................. 1,000 7,375
*Roadmaster Industries, Inc. ............................ 7,500 30,469
Roanoke Electric Steel Corp. ........................... 800 12,600
Robbins & Myers, Inc. .................................. 3,900 68,250
*Robec, Inc. ............................................ 4,700 8,078
*Robert Half International, Inc. ........................ 5,400 134,325
*Roberts Pharmaceutical Corp. ........................... 1,000 30,625
*Robertson-Ceco Corp. ................................... 1,218 4,415
Robinson Nugent, Inc. .................................. 4,000 33,750
Rochester Community Savings Bank of New York ........... 4,100 68,163
*Rogers Corp. ........................................... 5,000 209,375
*Rohr, Inc. ............................................. 13,000 118,625
*Rollins Environmental Services, Inc. ................... 16,100 76,475
Roosevelt Financial Group, Inc. ........................ 17,345 252,587
*Ropak Corp. ............................................ 900 9,225
Roper Industries, Inc. ................................. 3,000 75,750
Ross Stores, Inc. ...................................... 7,000 95,375
*Ross Systems, Inc. ..................................... 3,800 20,425
*Rotech Medical Corp. ................................... 6,700 190,950
Roto-Rooter, Inc. ...................................... 3,600 83,700
*Rottlund, Inc. ......................................... 1,000 6,250
Rowe Furniture Corp. ................................... 2,475 22,275
*Royal Appliance Manufacturing Co. ...................... 7,200 27,900
Ruddick Corp. .......................................... 4,600 82,225
*Rule Industries, Inc. .................................. 2,700 37,294
Russ Berrie & Co., Inc. ................................ 9,800 138,425
*Ryans Family Steak Houses, Inc. ........................ 7,500 52,969
*Rykoff-Sexton, Inc. .................................... 3,000 61,875
Ryland Group, Inc. ..................................... 7,800 108,225
*Rymer Foods, Inc. ...................................... 5,400 18,900
S I Handling, Inc. ..................................... 700 5,950
*S&K Famous Brands, Inc. ................................ 1,000 8,125
*SBE, Inc. .............................................. 900 9,113
*SCI Systems, Inc. ...................................... 5,500 101,406
SCOR U.S. Corp. ........................................ 8,200 72,775
*SCS/COMPUTE, Inc. ...................................... 2,700 6,413
SEI Corp. .............................................. 1,000 18,875
SFFED Corp. ............................................ 3,500 46,813
SJW Corp. .............................................. 600 21,000
SKI, Ltd. .............................................. 1,000 16,000
SL Industries, Inc. .................................... 9,200 41,400
*SLM International, Inc. ................................ 5,200 20,150
*SPS Technologies, Inc. ................................. 2,600 59,150
SPX Corp. .............................................. 6,300 97,650
Safecard Services, Inc. ................................ 6,900 108,675
*Safeguard Health Enterprises, Inc. ..................... 6,900 64,256
*Safeguard Scientifics, Inc. ............................ 13,800 236,325
*Safetytek Corp. ........................................ 1,000 8,500
*Saga Communications, Inc. Class A ...................... 1,300 19,500
Saint Ives Laboratories Corp. .......................... 3,500 29,969
Saint Joseph Light & Power Co. ......................... 27,200 724,200
Saint Paul Bancorp, Inc. ............................... 7,350 131,381
Salem Corp. ............................................ 2,950 45,356
*Salick Health Care, Inc. ............................... 5,700 142,500
San Filippo (John B.) & Son, Inc. ...................... 3,000 21,375
*San Francisco Co. Class A .............................. 400 2,900
</TABLE>
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<TABLE>
<CAPTION>
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Sanderson Farms, Inc. .................................. 2,800 $ 55,300
Sands Regent Casino Hotel .............................. 2,000 14,250
Sandy Corp. ............................................ 1,000 6,125
*Sanifill, Inc. ......................................... 7,100 164,188
*Santa Cruz Operation, Inc. ............................. 2,000 18,625
*Santa Monica Bank CA ................................... 1,000 8,250
*Sarnia Corp. ........................................... 600 204
*Satellite Technology Management, Inc. .................. 1,300 13,650
Savannah Foods & Industries, Inc. ...................... 7,300 85,775
*Savoy Pictures Entertainment, Inc. ..................... 9,800 66,150
*Scan-Optics, Inc. ...................................... 14,900 96,850
*Schieb (Earl), Inc. .................................... 7,900 45,425
*Schuler Homes, Inc. .................................... 1,000 14,750
Schult Homes Corp. ..................................... 1,100 11,963
Schultz Sav-O Stores, Inc. ............................. 1,500 29,813
*Schwitzer, Inc. ........................................ 7,800 63,375
*Sciclone Pharmaceuticals, Inc. ......................... 4,400 28,050
*Science Dynamics Corp. ................................. 1,700 1,966
*Scientific Software-Intercomp, Inc. .................... 3,500 19,688
Scientific Technologies, Inc. .......................... 1,300 16,250
*Scios-Nova, Inc. ....................................... 10,687 64,790
Scope Industries, Inc. ................................. 3,500 84,438
*Score Board, Inc. ...................................... 3,200 13,400
Scotsman Industries, Inc. .............................. 3,000 51,750
*Scotts Co. Class A ..................................... 11,300 168,088
*Seacor Holdings, Inc. .................................. 1,200 25,650
Seafield Capital Corp. ................................. 1,700 58,438
Sealright Co., Inc. .................................... 2,800 48,650
*Seitel, Inc. ........................................... 6,767 156,487
Selas Corp. of America ................................. 700 6,825
Selective Insurance Group, Inc. ........................ 6,000 145,500
*Selfix, Inc. ........................................... 1,000 4,875
*Sepracor, Inc. ......................................... 5,300 21,531
*Sequent Computer Systems, Inc. ......................... 3,400 63,538
*Seragen, Inc. .......................................... 4,200 24,150
*Serv-Tech, Inc. ........................................ 2,600 17,550
*Servotronics, Inc. ..................................... 900 3,938
*Sharper Image Corp. .................................... 5,900 39,825
Shelby Williams Industries, Inc. ....................... 3,300 28,463
*Sheldahl, Inc. ......................................... 10,300 141,625
Shelter Components, Inc. ............................... 1,125 12,375
*Shiloh Industries, Inc. ................................ 1,000 7,250
*Shoe Carnival, Inc. .................................... 3,000 15,750
Shopko Stores, Inc. .................................... 14,400 144,000
*Shorewood Packaging Corp. .............................. 5,800 111,650
*Show Biz Pizza Time, Inc. .............................. 5,900 44,619
Showboat, Inc. ......................................... 6,800 83,300
*Showscan Corp. ......................................... 4,000 24,500
*Sierra Health Services, Inc. ........................... 3,000 92,250
*Sierra On-Line, Inc. ................................... 1,300 37,375
*Sierra Semiconductor Corp. ............................. 6,800 100,725
*Sierra Tucson Companies, Inc. .......................... 1,000 3,000
*Sifco Industries, Inc. ................................. 8,800 28,600
*Sigma Designs, Inc. .................................... 8,700 59,269
*Signal Apparel Co., Inc. Class A ....................... 2,700 15,525
*Silicon Valley Bancshares .............................. 4,200 51,450
*Silicon Valley Group, Inc. ............................. 15,200 304,000
*Siliconix, Inc. (New) .................................. 1,000 11,500
Simpson Industries, Inc. ............................... 7,650 77,456
Sizzler International, Inc. ............................ 13,200 74,250
*Skybox International, Inc. ............................. 4,700 55,519
Skyline Corp. .......................................... 3,400 62,900
Skywest, Inc. .......................................... 5,100 72,038
Smart & Final Food, Inc. ............................... 12,150 176,175
</TABLE>
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<TABLE>
<CAPTION>
Shares Value+
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<S> <C> <C>
*Smithfield Foods, Inc. ................................. 5,000 $141,250
Snyder Oil Corp. ....................................... 7,000 108,500
*Sodak Gaming, Inc. ..................................... 3,000 41,250
*Sofamor/Danek Group, Inc. .............................. 4,900 79,013
*Softech, Inc. .......................................... 1,000 6,500
*Softkey International, Inc. ............................ 2,843 57,215
*Softnet Systems, Inc. (Private Placement) .............. 2,400 15,660
*Software Publishing Corp. .............................. 3,700 20,350
*Software Spectrum, Inc. ................................ 1,900 31,113
*Somatix Therapies Corp. ................................ 4,100 14,350
*Somatogen, Inc. ........................................ 4,300 31,444
*Sonic Corp. ............................................ 4,000 86,500
*Sound Advice, Inc. ..................................... 1,900 11,281
South Jersey Industries, Inc. .......................... 2,448 41,310
*Southdown, Inc. ........................................ 12,400 212,350
Southeastern Michigan Gas Enterprises, Inc.............. 735 13,414
Southern California Water Co. .......................... 3,900 61,913
*Southern Electronics Corp. ............................. 1,650 9,900
*Southern Energy Homes, Inc. ............................ 3,000 36,750
Southern Indiana Gas & Electric Co. .................... 2,100 54,075
*Southern Union Co. ..................................... 5,705 101,977
*Southwall Technologies, Inc. ........................... 3,500 10,281
Southwest Gas Corp. .................................... 6,300 96,075
Southwest Water Co. .................................... 1,000 9,375
Southwestern Energy Co. ................................ 6,600 104,775
*Southwestern Life Corp. ................................ 19,200 44,400
Sovereign Bancorp, Inc. ................................ 14,488 135,825
*Spacelabs Medical, Inc. ................................ 3,000 67,500
*Spaghetti Warehouse, Inc. .............................. 3,400 19,125
Span-American Medical System, Inc. ..................... 1,700 8,500
Spartan Motors, Inc. ................................... 3,900 55,088
*Spartech Corp. (New) ................................... 2,400 13,200
*Sparton Corp. .......................................... 7,700 38,500
*Spec's Music, Inc. ..................................... 5,300 29,813
*Special Devices, Inc. .................................. 2,900 49,663
*Specialty Chemical Resources, Inc. ..................... 2,600 8,450
*Spectran Corp. ......................................... 3,200 17,400
*Spectranetics Corp. .................................... 802 1,103
*Spectrum Control, Inc. ................................. 3,000 6,375
*Spectrum Holobyte, Inc. ................................ 1,000 13,250
*Speizman Industries, Inc. .............................. 800 3,300
*Spire Corp. ............................................ 3,200 8,600
Sport Supply Group, Inc. ............................... 1,250 12,969
*Sports & Recreation, Inc. .............................. 2,400 54,600
*Staar Surgical Co. (New) ............................... 3,700 38,850
*Stac Electronics ....................................... 3,000 16,125
*Stacey's Buffet, Inc. .................................. 3,700 4,625
*Staff Builders, Inc. ................................... 6,300 20,377
Stage II Apparel Corp. ................................. 500 2,000
Standard Commercial Corp. .............................. 2,222 31,941
*Standard Microsystems Corp. ............................ 8,800 210,100
Standard Motor Products, Inc. Class A .................. 3,900 71,175
Standard Pacific Corp. DE .............................. 8,600 51,600
Standard Products Co. .................................. 300 6,675
Standex International Corp. ............................ 4,400 139,150
*Stanford Telecommunications, Inc. ...................... 6,900 122,475
Stant Corp. ............................................ 5,000 70,000
Starret Housing Corp. .................................. 3,900 27,056
Starrett (L.S.) Co. Class A ............................ 1,400 29,225
</TABLE>
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<TABLE>
<CAPTION>
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<S> <C> <C>
*State of the Art, Inc. ................................. 5,200 $ 36,075
Statesman Group, Inc. (Escrow) ......................... 9,765 0
Steel Technologies, Inc. ............................... 3,100 34,100
*Steel of West Virginia, Inc. ........................... 4,400 41,800
*Stein Mart, Inc. ....................................... 6,200 99,975
Stepan Co. ............................................. 3,200 100,800
Sterling Bancorp ....................................... 3,900 26,325
*Sterling Electronics Corp. ............................. 4,800 54,600
*Stevens Graphics Corp. Class A ......................... 4,000 27,000
Stewart Information Services Corp. ..................... 1,500 22,125
*Stokely USA, Inc. ...................................... 10,100 90,900
Stone & Webster, Inc. .................................. 7,200 239,400
*Stratacom, Inc. ........................................ 7,100 398,488
*Structural Dynamics Research Corp. ..................... 3,300 19,181
*Struthers Industries, Inc. ............................. 2,100 3,806
*Stuart Entertainment, Inc. ............................. 1,000 4,563
Student Loan Corp. ..................................... 5,600 109,200
Sturm Ruger & Co., Inc. ................................ 8,500 231,625
*Suave Shoe Corp. ....................................... 2,500 6,406
Suffolk Bancorp ........................................ 1,000 27,750
*Sulcus Computer Corp. .................................. 4,100 10,763
*Sullivan Dental Products, Inc. ......................... 2,800 36,400
Sumitomo Bank of California ............................ 3,900 90,188
*Summagraphics Corp. .................................... 1,500 12,750
Summit Bancorp, Inc. WA ................................ 3,378 65,028
*Summit Technology, Inc. ................................ 6,400 193,600
*Sun Coast Plastics, Inc. (New) ......................... 1,000 15,500
*Sun Sportswear, Inc. ................................... 1,700 7,650
Sun Television and Appliances, Inc. .................... 8,600 76,863
*Sunair Electronics, Inc. ............................... 3,000 5,813
*Sunbelt Nursery Group, Inc. ............................ 2,600 6,013
*Sundance Homes, Inc. ................................... 4,300 10,750
*Sunrise Bancorp CA ..................................... 1,300 2,113
*Sunrise Technologies, Inc. ............................. 2,700 5,569
*Sunshine Mining Co. .................................... 3,000 5,250
Super Food Services, Inc. .............................. 7,300 81,213
*Super Rite Corp. ....................................... 2,700 30,375
*Supercuts, Inc. ........................................ 2,800 26,600
Superior Surgical Manufacturing Co., Inc. .............. 39,800 537,300
*Supertex, Inc. ......................................... 31,300 195,625
*Suprema Specialties, Inc. .............................. 1,000 3,188
*Surgical Laser Technologies, Inc. ...................... 2,500 7,188
*Surgical Technologies, Inc. ............................ 1,000 4,031
*Survival Technology, Inc. .............................. 700 6,213
Susquehanna Bancshares, Inc. ........................... 1,875 41,250
*Swift Energy Corp. ..................................... 6,820 68,200
*Swift Transportation, Inc. ............................. 7,200 130,500
*Swing-n-Slide Corp. .................................... 4,800 40,800
*Sylvan Foods Holdings, Inc. ............................ 69 750
*Symix Systems, Inc. .................................... 1,000 8,000
*Symmetricom, Inc. ...................................... 9,800 123,113
Syms Corp. ............................................. 9,900 68,063
Synalloy Corp. DE ...................................... 9,600 171,600
*Syncor International Corp. DE .......................... 1,000 8,438
*Synercom Technology, Inc. .............................. 7,500 38,438
*Synergen, Inc. ......................................... 7,600 68,994
*Synetic, Inc. .......................................... 3,600 56,700
*Syntellect, Inc. ....................................... 3,000 19,500
*Syntro Corp. ........................................... 2,900 5,981
*Syquest Technology, Inc. ............................... 3,100 49,600
System Software Associates, Inc. ....................... 8,100 117,956
</TABLE>
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<TABLE>
<CAPTION>
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------------------ ------------------
<S> <C> <C>
*Systemed, Inc. ......................................... 17,976 $120,215
*Systemix, Inc. ......................................... 2,800 44,450
*Systems & Computer Technology Corp. .................... 16,700 319,388
*T Cell Sciences, Inc. .................................. 6,900 17,250
*TBC Corp. .............................................. 8,950 82,228
TCBY Enterprises, Inc. ................................. 7,900 45,425
*TCC Industries, Inc. ................................... 1,100 2,200
TCF Financial Corp. .................................... 5,625 207,422
*TCI International, Inc. ................................ 1,600 6,600
*TIE/Communications, Inc. (New) ......................... 1,100 6,188
*TII Industries, Inc. ................................... 160 940
TJ International, Inc. ................................. 1,000 16,625
TNP Enterprises, Inc. .................................. 3,200 45,200
*TPI Enterprises, Inc. .................................. 6,100 25,544
*TRC Companies, Inc. .................................... 4,600 40,825
*TRM Copy Centers Corp. ................................. 4,000 19,250
*TSF Communications Corp. ............................... 2,400 13,800
TSI, Inc. MN ........................................... 1,500 11,250
Tab Products Co. DE .................................... 2,400 19,800
*Taco Cabana Inc. ....................................... 3,100 26,738
*Talley Industries, Inc. ................................ 2,800 24,150
*Tandy Brand Accessories, Inc. .......................... 1,000 14,250
*Tandy Crafts, Inc. ..................................... 5,600 67,200
*Tanknology Environmental, Inc. ......................... 4,400 11,413
Tasty Baking Co. ....................................... 3,700 49,488
*Team, Inc. ............................................. 2,300 6,613
*Tech-Sym Corp. ......................................... 2,700 59,063
Tech/Ops Sevcon, Inc. .................................. 1,400 19,425
Technalysis Corp. ...................................... 500 5,375
*Techne Corp. ........................................... 2,700 29,025
*Technical Communications Corp. ......................... 1,000 7,500
Technitrol, Inc. ....................................... 4,200 61,425
*Technol Medical Products, Inc. ......................... 6,000 98,250
*Technology Solutions Corp. ............................. 1,000 7,875
*Tejas Power Corp. ...................................... 5,200 44,200
Tejon Ranch Co. ........................................ 9,100 110,338
*Tekelec ................................................ 2,100 50,925
*Teknekron Communication System, Inc. ................... 3,800 36,575
*Telco Systems, Inc. .................................... 5,800 97,150
*Telebit Corp. .......................................... 3,200 15,200
Telxon Corp. ........................................... 4,700 56,988
Tennant Co. ............................................ 1,100 48,813
*Terex Corp. (New) ...................................... 4,500 32,625
*Tesoro Petroleum Corp. ................................. 3,900 35,588
*Tetra Technologies, Inc. ............................... 12,200 115,138
Texas Industries, Inc. ................................. 2,800 92,750
*Texfi Industries, Inc. ................................. 3,800 9,975
*Thackeray Corp. ........................................ 3,600 14,400
*Theragenics Corp. ...................................... 2,800 7,175
*Theratech, Inc. UT ..................................... 3,000 33,750
*Thermedics, Inc. ....................................... 6,600 85,800
*Thermo Cardiosystems, Inc. ............................. 5,600 86,800
*Thermo Fibertek, Inc. .................................. 19,700 307,813
*Thermo Power Corp. ..................................... 5,600 49,700
*Thermo Process Systems, Inc. ........................... 4,300 33,325
*Thermo Voltek Corp. .................................... 1,100 8,388
*Thermotrex Corp. ....................................... 1,000 13,875
Thiokol Corp. .......................................... 3,700 98,513
Thomas Industries, Inc. ................................ 1,900 25,413
Thomaston Mills, Inc. .................................. 1,000 14,375
Thor Industries, Inc. .................................. 4,000 79,500
Thorn Apple Valley, Inc. ............................... 4,000 113,000
*Tipperary Corp. ........................................ 2,700 7,425
</TABLE>
47
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Titan Corp. ............................................ 7,500 $ 41,250
Toastmaster, Inc. ...................................... 2,300 16,100
*Todays Man, Inc. ....................................... 4,900 76,563
*Todd Shipyards Corp. ................................... 3,100 14,338
*Todhunter International, Inc.(Private Placement) ....... 3,600 49,613
*Tokheim Corp. .......................................... 2,200 18,425
*Tokos Medical Corp. .................................... 5,300 35,113
*Toll Brothers, Inc. .................................... 6,700 63,650
*Top Source Technologies, Inc. .......................... 6,600 46,200
Topps, Inc. ............................................ 20,000 121,250
*Tops Appliance City, Inc. .............................. 2,200 15,125
*Toreador Royalty Corp. ................................. 500 1,625
Toro Co. ............................................... 3,700 103,600
Tower Air, Inc. ........................................ 7,000 59,500
*Town & Country Corp. Class A ........................... 6,100 5,719
*Tracor, Inc. ........................................... 2,000 25,000
*Trak Auto Corp. ........................................ 3,000 48,375
*Trans World Entertainment Corp. ........................ 3,000 32,625
*Transmation, Inc. ...................................... 1,000 4,375
Transmedia Network, Inc. (New) ......................... 1,650 16,706
Transport Financial Bancorp, Inc. ...................... 1,000 13,625
*Transport Leasing International, Inc. .................. 1,200 4,163
Transtechnology Corp. .................................. 3,000 34,500
*Travel Ports of America, Inc. .......................... 1,500 3,469
Treadco, Inc. .......................................... 3,000 47,625
Tredegar Industries, Inc. .............................. 3,600 64,800
*Tremont Corp. DE ....................................... 4,700 51,113
Trenwick Group, Inc. ................................... 3,000 111,000
*Tri-Lite, Inc. ......................................... 29 65
*Triad Systems Corp. .................................... 4,500 22,781
*Trico Products Corp. ................................... 900 75,600
*Triconex Corp. ......................................... 2,500 43,906
*Tricord Systems, Inc. .................................. 1,500 9,094
*Tridex Corp. ........................................... 500 2,813
*Trimark Holdings, Inc. ................................. 1,000 7,500
*Trimble Navigation, Ltd. ............................... 5,200 70,525
*Trimedyne, Inc. ........................................ 2,300 9,631
*Trinzic Corp. .......................................... 12,300 63,806
*Trion, Inc. ............................................ 2,300 12,794
*Tripos, Inc. ........................................... 2,000 9,125
*Tristar Corp. .......................................... 1,000 5,500
Trust Company of New Jersey ............................ 4,500 54,281
Trustco Bank Corp. NY .................................. 6,820 130,859
Tseng Laboratories, Inc. ............................... 5,900 40,563
*Tuboscope Vetco International, Inc. .................... 8,400 60,375
*Tucker Drilling Co., Inc. .............................. 500 3,000
*Tuesday Morning Corp. .................................. 3,600 24,750
Tultex Corp. ........................................... 14,900 81,950
*Turner Corp. ........................................... 2,600 20,800
Tuscarora Plastics, Inc. ............................... 3,500 60,813
Twin Disc, Inc. ........................................ 1,400 28,350
*Tyco Toys, Inc. ........................................ 15,800 94,800
*Tyler Corp. ............................................ 5,800 21,025
U.S. Bancorp, Inc. ..................................... 1,000 21,500
*UDC Homes, Inc. ........................................ 2,600 4,550
*UNC, Inc. .............................................. 12,600 63,000
UNR Industries, Inc. ................................... 14,300 87,588
*URS Corp. (New) ........................................ 5,000 25,625
*US Can Corp. ........................................... 8,800 156,200
*USA Waste Services, Inc. ............................... 3,200 38,400
*USAir Group, Inc. ...................................... 10,000 48,750
USILICO Corp. .......................................... 4,900 98,000
</TABLE>
48
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*USMX, Inc. ............................................. 4,600 $ 11,213
*UST Corp. .............................................. 7,900 83,444
*Ultra Pacific, Inc. .................................... 1,700 11,156
Unico American Corp. ................................... 3,000 12,563
Unifirst Corp. ......................................... 6,200 76,338
Uniforce Temporary Personnel, Inc. ..................... 2,700 31,388
*Unigene Laboratories, Inc. ............................. 5,100 14,184
*Unilab Corp. ........................................... 11,900 54,294
*Unimed, Inc. ........................................... 2,800 8,575
*Union Corp. DE ......................................... 3,900 54,600
Union Planters Corp. ................................... 14,117 291,163
*Union Switch & Signal, Inc. ............................ 4,000 62,000
*Uniphase Corp. ......................................... 3,000 43,500
*Unique Mobility, Inc. .................................. 2,400 12,300
*Unit Corp. ............................................. 5,400 16,875
*United American Healthcare Corp. ....................... 2,000 49,000
United Bankshares, Inc. WV ............................. 1,000 23,375
United Carolina Bancshares Corp. ....................... 6,300 151,200
United Cities Gas Co. .................................. 4,950 77,963
United Companies Financial Corp. ....................... 2,400 73,500
United Financial Corp. ................................. 2,000 26,000
*United Foods, Inc. Class A ............................. 1,000 2,125
*United Gaming, Inc. .................................... 3,700 19,888
*United Guardian, Inc. .................................. 1,000 1,750
United Illuminating Co. ................................ 1,300 39,000
United Industrial Corp. ................................ 5,300 25,838
*United Insurance Companies, Inc. ....................... 3,500 107,844
*United Retail Group, Inc. .............................. 5,500 37,813
*United States Alcohol Testing America, Inc. ............ 4,600 19,838
*United States Banknote Corp. ........................... 5,300 11,925
*United States Bioscience, Inc. ......................... 9,800 79,625
*United States Energy Corp. ............................. 1,000 4,063
*United States Facilities Corp. ......................... 5,700 57,000
*United States Filter Corp. (New) ....................... 1,000 20,000
*United States Home Corp. ............................... 2,600 40,950
*United States Homecare Corp. ........................... 3,800 8,550
*United States Intec, Inc. .............................. 2,500 14,063
*United States Long Distance Corp. (New) ................ 3,300 39,188
*United States Paging Corp. ............................. 1,000 7,125
*United States Robotics, Inc. ........................... 2,900 112,375
United Stationers, Inc. ................................ 3,500 35,875
*United Television, Inc. ................................ 200 10,600
United Water Resources, Inc. ........................... 13,300 172,900
United Wisconsin Services, Inc. ........................ 3,100 113,150
*Unitel Video, Inc. ..................................... 600 3,525
Unitog Co. ............................................. 1,500 27,188
*Unitrode Corp. ......................................... 3,800 71,250
Univar Corp. ........................................... 5,000 61,875
*Universal Health Services, Inc. Class B ................ 5,500 137,500
*Universal International, Inc. .......................... 1,500 3,375
*University Patents, Inc. ............................... 1,400 9,800
*Uno Restaurant Corp. ................................... 5,600 70,700
Upper Peninsula Energy Corp. ........................... 1,000 15,500
*Uranuim Resources, Inc. (New) .......................... 2,000 10,875
*Uromed Corp. ........................................... 10,000 48,125
*Utah Medical, Inc. ..................................... 3,000 24,750
*Utilx Corp. ............................................ 1,500 5,344
*V Band Systems, Inc. ................................... 1,000 4,125
*VLSI Technology, Inc. .................................. 9,700 113,369
*VTEL Corp. ............................................. 2,100 14,963
VWR Corp. .............................................. 3,300 25,163
</TABLE>
49
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Valence Technology, Inc. ............................... 12,100 $ 33,653
*Vallen Corp. ........................................... 4,200 49,088
Valley Resources, Inc. ................................. 1,000 12,625
Vallicorp Holdings, Inc. ............................... 1,000 14,000
Valmont Industries, Inc. ............................... 3,200 54,000
*Value City Department Stores, Inc. ..................... 1,900 22,088
*Value-Added Communications, Inc. ....................... 2,400 3,900
*Valuevision International, Inc. Class A ................ 1,000 4,750
*Vans, Inc. ............................................. 5,000 30,313
*Varco International, Inc. .............................. 8,500 54,188
Varlen Corp. ........................................... 1,000 23,875
*Vectra Technologies, Inc. .............................. 2,700 8,438
*Ventritex, Inc. ........................................ 5,000 128,750
Venture Stores, Inc. ................................... 4,400 55,550
*Verifone, Inc. ......................................... 5,000 105,000
Vermont Financial Services Corp. ....................... 2,000 40,500
Versa Technologies, Inc. ............................... 1,100 14,575
*Versar, Inc. ........................................... 600 1,763
*Vertex Communications Corp. ............................ 1,000 13,500
*Vestar, Inc. ........................................... 1,700 7,756
*Vicorp Restaurants, Inc. ............................... 3,100 52,700
Victoria Bankshares, Inc. .............................. 2,000 46,750
*Video Display Corp. .................................... 700 1,838
*Video Lottery Technologies, Inc. ....................... 1,400 13,125
*Vie de France Corp. .................................... 4,200 15,488
*Viewlogic Systems, Inc. ................................ 3,900 82,875
Vintage Petroleum, Inc. ................................ 6,200 101,525
Virco Manufacturing Corp. .............................. 1,331 12,478
Virginia Beach Federal Financial Corp. ................. 1,200 7,650
*Vista Resources, Inc. .................................. 3,600 76,050
*Visx, Inc. DE .......................................... 2,500 28,125
Vital Signs, Inc. ...................................... 4,000 44,000
*Vitalink Pharmacy Services, Inc. ....................... 1,000 11,250
*Vitesse Semiconductor, Inc. ............................ 3,800 17,813
*Vivra, Inc. ............................................ 5,850 167,456
*Volt Information Sciences, Inc. ........................ 1,000 27,625
*Volunteer Capital Corp. (New) .......................... 1,800 12,600
WD-40 Co. .............................................. 2,000 84,000
*WHX Corp. .............................................. 20,300 289,275
WICOR, Inc. ............................................ 2,300 64,113
WLR Foods, Inc. ........................................ 1,200 30,600
*WMS Industries, Inc. ................................... 4,600 79,925
Wackenhut Corp. Class A ................................ 1,100 14,713
Wackenhut Corp. Class B Non-Voting ..................... 600 6,900
*Wahlco Environmental System, Inc. ...................... 5,400 12,150
*Wainoco Oil Corp. ...................................... 8,100 39,488
Walbro Corp. ........................................... 2,600 44,200
*Walker Interactive Systems, Inc. ....................... 3,300 20,625
*Wall Street Deli, Inc. ................................. 1,500 15,938
Walshire Assurance Co. ................................. 1,050 10,566
Warner Insurance Services, Inc. ........................ 5,300 14,575
*Warrantech Corp. ....................................... 3,900 22,303
*Warren Bancorp, Inc. ................................... 1,000 8,000
Washington Energy Co. .................................. 2,000 26,750
Washington Homes, Inc. (New) ........................... 2,400 9,300
Washington Mutual Savings Bank of Seattle .............. 581 9,986
Washington National Corp. .............................. 7,300 146,000
Washington Savings Bank FSB Waldorf, MD ................ 1,100 4,228
</TABLE>
50
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*Washington Scientific Industries, Inc. ................. 1,000 $ 3,750
Waterhouse Investor Services, Inc. ..................... 2,600 37,050
Watkins-Johnson Co. .................................... 4,900 161,700
*Watson Pharmaceuticals, Inc. ........................... 4,600 117,875
Watts Industries, Inc. Class A ......................... 3,600 73,350
*Waxman Industries, Inc. ................................ 1,800 2,475
*Weatherford International, Inc. ........................ 394 3,645
Webb (Del) Corp. ....................................... 6,700 110,550
Webster Financial Corp. ................................ 1,000 18,750
*Wedco Technology, Inc. ................................. 1,155 11,622
*Weirton Steel Corp. .................................... 13,000 108,875
*Weitek Corp. ........................................... 6,000 19,125
*Wells-Gardner Electronics Corp. ........................ 800 2,400
*Wendt-Bristol Health Services Corp. .................... 1,000 500
Wesbanco, Inc. ......................................... 1,000 23,625
West, Inc. ............................................. 4,800 125,400
Westamerica Bancorporation ............................. 4,800 145,800
*Westbridge Capital Corp. ............................... 1,100 8,663
Westcorp DE ............................................ 6,405 55,243
*Westcott Communications, Inc. .......................... 5,800 70,325
Western Bank Coos Bay, OR .............................. 1,177 14,713
*Western Beef, Inc. ..................................... 1,000 7,313
*Western Co. North America (New) ........................ 5,100 86,700
*Western Micro Technology, Inc. ......................... 1,000 8,125
*Western Publishing Group, Inc. ......................... 6,400 72,400
*Western Waste Industries ............................... 10,400 158,600
*Westmoreland Coal Co. .................................. 3,800 19,950
*Weston (Roy F.), Inc. Class A .......................... 1,000 5,688
*Westwood One, Inc. ..................................... 13,800 125,063
*Wet Seal, Inc. Class A ................................. 1,200 5,850
Whitney Holdings Corp. ................................. 6,600 147,675
*Whittaker Corp. ........................................ 1,200 19,500
*Whole Foods Market, Inc. ............................... 3,800 57,000
*Wholesome & Hearty Foods, Inc. ......................... 2,100 26,513
*Willcox & Gibbs, Inc. .................................. 17,900 114,113
*Williams-Sonoma, Inc. .................................. 2,025 61,256
Wilshire Oil Co. of Texas .............................. 2,575 17,703
*Wilshire Technologies, Inc. ............................ 1,000 1,750
Windmere Corp. ......................................... 4,400 42,900
*Winnebago Industries, Inc. ............................. 8,300 75,738
Wiser Oil Co. .......................................... 2,300 33,350
Wolohan Lumber Co. ..................................... 2,200 33,550
*Wolverine Tube, Inc. ................................... 3,600 86,400
Wolverine World Wide, Inc. ............................. 2,250 50,063
*Wonderware Corp. ....................................... 3,000 89,625
Woodhead Industries, Inc. .............................. 1,000 14,750
*World Acceptance Corp. ................................. 4,100 90,200
*Worldcorp, Inc. ........................................ 12,200 97,600
*Worldtex, Inc. ......................................... 8,800 38,500
Worthen Banking Corp. .................................. 9,000 243,000
Worthington Foods, Inc. ................................ 1,500 13,031
Wyle Laboratories, Inc. ................................ 3,200 59,600
*Wyman-Gordon Co. ....................................... 5,500 30,938
Wynns International, Inc. .............................. 1,950 46,313
X-Rite, Inc. ........................................... 3,200 123,200
*Xicor, Inc. ............................................ 2,000 4,813
*Xircom, Inc. ........................................... 4,700 86,363
*Xoma Corp. ............................................. 6,600 22,275
*Xylogics, Inc. ......................................... 1,000 39,500
*Xytronyx, Inc. ......................................... 1,100 4,125
Yankee Energy Systems, Inc. ............................ 4,700 101,638
*Yes Clothing Co. ....................................... 1,000 1,813
</TABLE>
51
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES --
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
------------------ ------------------
<S> <C> <C>
*York Research Corp. .................................... 3,700 $ 16,650
*Younkers, Inc. ......................................... 2,500 43,438
*Zale Corp. ............................................. 7,000 90,125
*Zenith Electronics Corp. ............................... 10,200 124,950
*Zenith Laboratories, Inc. .............................. 4,200 99,750
Zenith National Insurance Corp. ........................ 8,500 183,813
*Zeos International, Ltd. ............................... 2,600 18,525
Zero Corp. ............................................. 4,800 63,000
*Zilog, Inc. ............................................ 3,700 103,600
*Zitel Corp. ............................................ 3,000 23,625
*Zoll Medical Corp. ..................................... 1,800 24,975
Zurn Industries, Inc. .................................. 3,800 66,500
------------------
TOTAL COMMON STOCKS (Cost $129,626,934) ................... 139,064,179
------------------
PREFERRED STOCKS -- (0.0%)
*Alfin, Inc. ............................................ 1,200 1,050
*Comptronix Corp. 6% Convertible Series A ............... 629 0
------------------
TOTAL PREFERRED STOCKS (Cost $1,950) ...................... 1,050
------------------
RIGHTS/WARRANTS -- (0.0%)
*Alta Energy Corp. Contingent Payment Rights ............ 10,000 0
*American Satellite Network, Inc. Warrants 06/30/99 ..... 2,525 0
*Patlex Corp. Contingent Payment Rights ................. 1,800 0
*SPS Technologies, Inc. Rights 12/16/94 ................. 260 14
------------------
TOTAL RIGHTS/WARRANTS (Cost $0) ........................... 14
------------------
</TABLE>
<TABLE>
<CAPTION>
Face
Amount
------------------
(000)
<S> <C> <C>
BONDS -- (0.0%)
MacNeal Schwendler Corp. 7.875%, 08/18/04 (Cost $910) ... $ 1 796
------------------
TEMPORARY CASH INVESTMENTS -- (4.9%)
Repurchase Agreement, PNC Securities Corp. 5.50%,
12/01/94 (Collateralized by U.S. Treasury Bills 5.55%,
02/09/95) (Cost $7,006,000) .......................... 7,006 7,006,000
------------------
TOTAL INVESTMENTS -- (101.7%) (Cost $136,635,794) ......... 146,072,039
------------------
OTHER ASSETS AND LIABILITIES -- (|P-1.7%)
Other Assets ............................................ 293,253
Liabilities ............................................. (2,735,734)
------------------
(2,442,481)
------------------
NET ASSETS -- (100.0%) Applicable to 15,052,182 Outstanding
$.01 Par Value Shares (Unlimited Number of Shares
Authorized) ............................................. $143,629,558
==================
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE .. $ 9.54
==================
</TABLE>
- ------
+See Note B to Financial Statements.
*Non-Income Producing Securities
See accompanying Notes to Financial Statements
52
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENTS OF OPERATIONS
FOR THE YEAR ENDED NOVEMBER 30, 1994
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
<S> <C>
Investment Income
Dividends ............................................................. $ 1,870
Interest .............................................................. 105
----------
Total Investment Income ............................................ 1,975
----------
Expenses
Investment Advisory Services .......................................... 46
Accounting & Transfer Agent Fees ...................................... 133
Custodian's Fee ....................................................... 29
Legal Fees ............................................................ 11
Audit Fees ............................................................ 12
Shareholders' Reports ................................................. 10
Trustees' Fees and Expenses ........................................... 6
Other ................................................................. 19
----------
Total Expenses ..................................................... 266
----------
Net Investment Income ................................................. 1,709
----------
Net Realized and Unrealized Gain (Loss) on Investments
Net Realized Gain on Investment Securities .............................. 10,407
Change in Unrealized Appreciation (Depreciation) of Investment Securities (10,836)
----------
Net Loss on Investment Securities ..................................... (429)
----------
Net Increase in Net Assets Resulting from Operations .................... $ 1,280
==========
</TABLE>
See accompanying Notes to Financial Statements
53
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENTS OF CHANGES IN NET ASSETS
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
Year Ended Feb. 3 to
Nov. 30, Nov. 30,
1994 1993
------------ -----------
<S> <C> <C>
Increase (Decrease) in Net Assets
Operations:
Net Investment Income ................................................. $ 1,709 $ 1,578
Net Realized Gain on Investment Securities ............................ 10,407 12,297
Change in Unrealized Appreciation (Depreciation) of Investment
Securities ......................................................... (10,836) (3,369)
------------ -----------
Net Increase in Net Assets Resulting from Operations ............. 1,280 10,506
------------ -----------
Distributions From:
Net Investment Income ................................................. (1,700) (1,525)
Net Realized Gain ..................................................... (2,200) (2,288)
------------ -----------
Total Distributions ................................................ (13,900) (3,813)
------------ -----------
Capital Share Transactions (1):
Shares Issued ......................................................... 30,430 179,416
Shares Issued in Lieu of Cash Distributions ........................... 12,416 2,816
Shares Redeemed ....................................................... (48,521) (27,000)
------------ -----------
Net Increase (Decrease) From Capital Share Transactions ............ (5,675) 155,232
------------ -----------
Total Increase (Decrease) .......................................... (18,295) 161,925
Net Assets
Beginning of Period ................................................... 161,925 --
------------ -----------
End of Period ......................................................... $143,630 $161,925
============ ===========
(1) Shares Issued and Redeemed:
Shares Issued ......................................................... 3,052 17,967
Shares Issued in Lieu of Cash Distributions ........................... 1,284 266
Shares Redeemed ....................................................... (4,868) (2,649)
------------ -----------
(532) 15,584
============ ===========
</TABLE>
See accompanying Notes to Financial Statements
54
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
FINANCIAL HIGHLIGHTS
(FOR A SHARE OUTSTANDING THROUGHOUT EACH PERIOD)
<TABLE>
<CAPTION>
Year Ended Feb. 3 to
Nov. 30, Nov. 30
1994 1993
------------ -----------
<S> <C> <C>
Net Asset Value, Beginning of Period ..................... $10.39 $10.00
------------ -----------
Income from Investment Operations
Net Investment Income .................................... 0.12 0.10
Net Gains (Losses) on Securities (Realized and Unrealized) (0.07) 0.54
------------ -----------
Total from Investment Operations .................... 0.05 0.64
------------ -----------
Less Distributions
Net Investment Income .................................... (0.11) (0.10)
Net Realized Gains ....................................... (0.79) (0.15)
------------ -----------
Total Distributions ................................. (0.90) (0.25)
------------ -----------
Net Asset Value, End of Period ........................... $ 9.54 $10.39
============ ===========
Total Return ............................................. 0.59% 6.35%#
Net Assets, End of Period (thousands) .................... $143,630 $161,925
Ratio of Expenses to Average Net Assets .................. 0.17% 0.17%*
Ratio of Net Investment Income to Average Net Assets ..... 1.11% 1.18%*
Portfolio Turnover Rate .................................. 27.65% 32.88%*
</TABLE>
- ------
*Annualized
#Non-Annualized
See accompanying Notes to Financial Statements
55
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
NOTES TO FINANCIAL STATEMENTS
A. ORGANIZATION:
The DFA Investment Trust Company ("the Trust") is an open-end management
investment company registered under the Investment Company Act of 1940. At
November 30, 1994, the Trust consisted of seven investment portfolios: The
U.S. 6-10 Small Company Series, The U.S. Large Company Series, The U.S. Small
Cap Value Series, The U.S. Large Cap Value Series, The DFA One-Year Fixed
Income Series, The DFA International Value Series and The Emerging Markets
Series. These financial statements relate solely to The U.S. 6-10 Small
Company Series (the "Series").
On February 3, 1993, The U.S. 6-10 Small Company Portfolio of DFA
Investment Dimensions Group Inc. (the "Fund"), transferred its investable
assets for shares with equal values of the Series (the "Exchange"). The
Series also issues its shares to other investors.
B. SIGNIFICANT ACCOUNTING POLICIES:
The following significant accounting policies are in conformity with
generally accepted accounting principles for investment companies. Such
policies are consistently followed by the Trust in preparation of its
financial statements.
1. Security Valuation: Securities held by The U.S. 6-10 Small Company
Series which are listed on a securities exchange and for which market
quotations are readily available are valued at the last quoted sale price of
the day, or if there is no such reported sale, at the mean between the most
recent bid and asked prices. Price information on listed securities is taken
from the exchange where the security is primarily traded.
Unlisted securities for which market quotations are readily available are
valued at the mean between the most recent bid and asked prices. The value of
securities for which no quotations are readily available are determined in
good faith at fair value using methods determined by the Board of Directors.
2. Federal Income Taxes: It is the Series' intention to continue to
qualify as a regulated investment company and distribute all of its taxable
income. Accordingly, no provision for Federal taxes is required in the
financial statements.
3. Repurchase Agreements: The Series may purchase money market instruments
subject to the seller's agreement to repurchase them at an agreed upon date
and price. The seller will be required on a daily basis to maintain the value
of the collateral subject to the agreement at not less than the repurchase
price (including accrued interest). The agreements are conditioned upon the
collateral being deposited under the Federal Reserve book-entry system or
with the Fund's custodian or a third party sub-custodian. All repurchase
agreements were entered into on November 30, 1994.
4. Reclassifications: As of December 1, 1993, the Series implemented AICPA
Statement of Position 93-2 - Determination, Disclosure and Financial
Statement Presentation of Income, Capital Gain, and Return of Capital
Distributions by Investment Companies. Adoption of this standard results in
the reclassification to paid-in capital of permanent differences between tax
and financial reporting of net investment income and net realized
gain/(loss). The change has had no material effect on paid-in capital or
other components of net assets at December 1, 1993. Distributions to
shareholders and net asset values were not affected by this change.
5. Other: Security transactions are accounted for on the date the
securities are purchased or sold. Costs used in determining realized gains
and losses on the sale of investment securities are those of specific
securities sold. Dividend income and distributions to shareholders are
recorded on the ex-dividend date. Interest income is recorded on the accrual
basis. Discount and premium on securities purchased are amortized over the
lives of the respective securities. Expenses directly attributable to a
Series are directly charged. Common expenses are allocated using methods
determined by the Board of Directors.
56
<PAGE>
C. INVESTMENT ADVISOR:
Dimensional Fund Advisors Inc. ("the Advisor") provides investment
advisory services to the Series. For the period ended November 30, 1994, the
Series' advisory fees were computed daily and paid monthly to the Advisor
based on an effective annual rate of .03 of 1%.
Certain officers of the Series are also officers, directors and
shareholders of the Advisor.
D. PURCHASES AND SALES OF SECURITIES:
For the year ended November 30, 1994, the Series made the following
purchases and sales of investment securities other than U.S. Government
securities (amounts in thousands):
<TABLE>
<CAPTION>
<S> <C>
Purchases ............................................. $45,862
Sales ................................................. 66,191
</TABLE>
E. INVESTMENT TRANSACTIONS:
At November 30, 1994, gross unrealized appreciation and depreciation for
financial reporting and federal income tax purposes of investment securities
was as follows (amounts in thousands):
<TABLE>
<CAPTION>
<S> <C>
Gross Unrealized Appreciation ......................... $ 26,617
Gross Unrealized Depreciation ......................... (17,181)
----------
Net ................................................... $ 9,436
==========
</TABLE>
At November 30, 1994 the unrealized appreciation of investment securities
includes approximately $23,641,000 of unrealized appreciation at time of
tax-free Exchange.
F. COMPONENTS OF NET ASSETS:
At November 30, 1994, net assets consisted of (amounts in thousands):
<TABLE>
<CAPTION>
<S> <C>
Paid-In Capital ....................................... $125,916
Undistributed Net Investment Income ................... 62
Undistributed Net Realized Gain ....................... 8,216
Unrealized Appreciation of Investment Securities ...... 9,436
----------
$143,630
==========
</TABLE>
57
<PAGE>
REPORT OF INDEPENDENT ACCOUNTANTS
TO THE SHAREHOLDERS AND BOARD OF TRUSTEES OF
THE DFA INVESTMENT TRUST COMPANY:
We have audited the accompanying statement of net assets of The DFA
Investment Trust Company, The U.S. 6-10 Small Company Series as of November
30, 1994, and the related statements of operations for the year then ended
and the statements of changes in net assets and financial highlights for each
of the two years in the period then ended. These financial statements and
financial highlights are the responsibility of the Fund's management. Our
responsibility is to express an opinion on these financial statements and
financial highlights based on our audit.
We conducted our audits in accordance with generally accepted auditing
standards. Those standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial statements and
financial highlights are free of material misstatement. An audit includes
examining, on a test basis, evidence supporting the amounts and disclosures
in the financial statements. Our procedures included confirmation of
investments owned as of November 30, 1994, by correspondence with the
custodian and brokers. An audit also includes assessing the accounting
principles used and significant estimates made by management, as well as
evaluating the overall financial statement presentation. We believe that our
audits provide a reasonable basis for our opinion.
In our opinion, the financial statements and financial highlights referred
to above present fairly, in all material respects, the financial position of
The DFA Investment Trust Company, The U.S. 6-10 Small Company Series, as of
November 30, 1994, and the results of its operations for the year then ended
and the changes in its net assets and its financial highlights for each of
the two years in the period then ended, in conformity with generally accepted
accounting principles.
COOPERS & LYBRAND L.L.P.
2400 Eleven Penn Center
Philadelphia, Pennsylvania
January 23, 1995
58
