<PAGE>
===============================================================================
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
SEMI-ANNUAL
REPORT
Six Months Ended May 31, 1996
(Unaudited)
===============================================================================
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
SEMI-ANNUAL REPORT
(UNAUDITED)
TABLE OF CONTENTS
Page
------
Dimensional Investment Group Inc.
Statement of Assets and Liabilities ............................ 1
Statement of Operations ........................................ 2
Statements of Changes in Net Assets ............................ 3
Financial Highlights ........................................... 4
Notes to Financial Statements .................................. 5-6
The DFA Investment Trust Company - The U.S. 6-10 Small Company Series
Statement of Net Assets ........................................ 7-35
Statement of Operations ........................................ 36
Statements of Changes in Net Assets ............................ 37
Financial Highlights ........................................... 38
Notes to Financial Statements .................................. 39-40
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>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF ASSETS AND LIABILITIES
MAY 31, 1996
(UNAUDITED)
(AMOUNTS IN THOUSANDS, EXCEPT SHARE AMOUNTS)
<TABLE>
<CAPTION>
ASSETS:
<S> <C>
Investment in The U.S. 6-10 Small Company Series of The DFA Investment Trust Company
(2,122,340 Shares, Cost $21,293) at Value ........................................ $ 27,475
Other Receivable .................................................................. 6
Prepaid Expenses and Other Assets ................................................. 1
-----------
Total Assets ................................................................. 27,482
-----------
LIABILITIES:
Accrued Expenses .................................................................. 21
-----------
Net Assets ........................................................................ $ 27,461
===========
SHARES OUTSTANDING, $.01 PAR VALUE (Authorized 100,000,000) ....................... 1,840,587
===========
Net Asset Value, Offering and Redemption Price Per Share .......................... $ 14.92
===========
NET ASSETS CONSIST OF:
Paid-In Capital ................................................................... $ 20,153
Accumulated Net Investment Loss ................................................... (10)
Undistributed Net Realized Gain ................................................... 1,136
Unrealized Appreciation of Investment Securities .................................. 6,182
-----------
Total Net Assets ............................................................. $ 27,461
===========
</TABLE>
See accompanying Notes to Financial Statements
1
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF OPERATIONS
FOR THE SIX MONTHS ENDED MAY 31, 1996
(UNAUDITED)
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
<S> <C>
Investment Income
Income Distributions Received ......................................... $ 29
--------
Expenses
Administrative Services ............................................... 8
Accounting & Transfer Agent Fees ...................................... 8
Legal Fees ............................................................ 6
Audit Fees ............................................................ 2
Filing Fees ........................................................... 4
Shareholders' Report .................................................. 5
Directors' Fees and Expenses .......................................... 3
Other ................................................................. 2
--------
Total Expenses ..................................................... 38
Less: Fees Waived and Expenses Reimbursed ............................. (30)
--------
Net Expenses .......................................................... 8
--------
Net Investment Income ................................................. 21
--------
Net Realized and Unrealized Gain (Loss) on Investments
Capital Gain Distributions Received ..................................... 1,191
Net Realized Loss on Investment Securities .............................. (33)
Change in Unrealized Appreciation (Depreciation) of Investment Securities. 3,652
--------
Net Gain on Investment Securities ...................................... 4,810
--------
Net Increase in Net Assets Resulting from Operations .................... $4,831
========
</TABLE>
See accompanying Notes to Financial Statements
2
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENTS OF CHANGES IN NET ASSETS
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
Six Months Year
Ended Ended
May 31, Nov. 30,
1996 1995
------------ ----------
(Unaudited)
<S> <C> <C>
Increase (Decrease) in Net Assets
Operations:
Net Investment Income ............................ $ 21 $ 202
Capital Gain Distributions Received .............. 1,191 422
Net Realized Gain (Loss) on Investment Securities. (33) 854
Change in Unrealized Appreciation (Depreciation)
of Investment Securities ...................... 3,652 3,011
------------ ----------
Net Increase in Net Assets Resulting from
Operations ............................... 4,831 4,489
------------ ----------
Distributions From:
Net Investment Income ............................ (32) (202)
Net Realized Gains ............................... (873) (532)
------------ ----------
Total Distributions ......................... (905) (734)
------------ ----------
Capital Share Transactions (1):
Shares Issued .................................... 3,422 2,138
Shares Issued in Lieu of Cash Distributions ...... 880 294
Shares Redeemed .................................. (1,959) (65)
------------ ----------
Net Increase From Capital Share Transactions. 2,343 2,367
------------ ----------
Total Increase .............................. 6,269 6,122
Net Assets
Beginning of Period .............................. 21,192 15,070
------------ ----------
End of Period .................................... $27,461 $21,192
============ ==========
(1) Shares Issued and Redeemed:
Shares Issued .................................... 264 173
Shares Issued in Lieu of Cash Distributions ...... 70 25
Shares Redeemed .................................. (150) (6)
------------ ----------
184 192
============ ==========
</TABLE>
See accompanying Notes to Financial Statements
3
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
FINANCIAL HIGHLIGHTS
(FOR A SHARE OUTSTANDING THROUGHOUT EACH PERIOD)
<TABLE>
<CAPTION>
Six Months Year Year May 4
Ended Ended Ended to
May 31, Nov. 30, Nov. 30, Nov. 30,
1996 1995 1994 1993
------------ ---------- ---------- -----------
(Unaudited)
<S> <C> <C> <C> <C>
Net Asset Value, Beginning of Period ........ $ 12.79 $ 10.29 $ 10.61 $10.00
------------ ---------- ---------- -----------
Income from Investment Operations
Net Investment Income ..................... 0.01 0.13 0.13 0.10
Net Gains (Losses) on Securities (Realized and
Unrealized) ............................ 2.66 2.84 (0.08) 0.68
------------ ---------- ---------- -----------
Total from Investment Operations .......... 2.67 2.97 0.05 0.78
------------ ---------- ---------- -----------
Less Distributions
Net Investment Income ..................... (0.02) (0.13) (0.21) (0.02)
Net Realized Gains ........................ (0.52) (0.34) (0.16) (0.15)
------------ ---------- ---------- -----------
Total Distributions ....................... (0.54) (0.47) (0.37) (0.17)
------------ ---------- ---------- -----------
Net Asset Value, End of Period .............. $ 14.92 $ 12.79 $ 10.29 $10.61
============ ========== ========== ===========
Total Return ................................ 21.65%# 29.08% 0.53% 7.78%#
Net Assets, End of Period (thousands) ....... $27,461 $21,192 $15,070 $1,801
Ratio of Expenses to Average Net Assets (1) . 0.20%*(a) 0.20%(a) 0.20%(a) 0.20%*(a)
Ratio of Net Investment Income to Average Net Assets 0.18%*(a) 1.12%(a) 1.93%(a) 1.90%*(a)
Portfolio Turnover Rate ..................... N/A N/A N/A N/A
Average Commission Rate ..................... N/A N/A 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 ratios of
expenses to average net assets for the periods ended May 31, 1996,
November 30, 1995, 1994 and 1993 would have been 0.45%, 0.56%.0.82% and
2.29%, respectively, and the ratios of net investment income to average
net assets for the periods ended May 31, 1996, November 30, 1995, 1994
and 1993 would have been (0.07)%, 0.77%, 1.31% and (0.19)%, respectively.
N/A Refer to the respective Master Fund Series.
See accompanying Notes to Financial Statements
4
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
NOTES TO FINANCIAL STATEMENTS
(UNAUDITED)
A. ORGANIZATION:
At May 31, 1996, Dimensional Investment Group Inc. (the "Fund") consisted
of eleven portfolios, The DFA 6-10 Institutional Portfolio, U.S. Small Cap
Value Portfolio II, U.S. Large Cap Value Portfolio II, U.S. Large Cap Value
Portfolio III, RWB/DFA U.S. High Book to Market Portfolio, DFA One-Year Fixed
Income Portfolio II, RWB/DFA Two-Year Corporate Fixed Income Portfolio,
RWB/DFA Two-Year Government Portfolio, The DFA International Value Portfolio,
DFA International Value Portfolio II and DFA International Value Portfolio
III (the "Portfolios"). At May 31, 1996, RWB/DFA U.S. High Book to Market
Portfolio, RWB/DFA Two-Year Corporate Fixed Income Portfolio and RWB/DFA
Two-Year Government Portfolio had not yet commenced operations. 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.
The 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 May 31, 1996, the Portfolio owned 9% of the outstanding shares of
the Series. The financial statement 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. 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.
Certain prior period amounts have been restated to conform with current
period presentation.
5
<PAGE>
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 six months ended May 31, 1996, the
Portfolio's administrative fees were computed daily and paid monthly to the
Advisor based on an effective annual rate of 0.07 of 1%.
Certain officers of the Portfolio are also officers, directors and
shareholders of the Advisor.
The Advisor has agreed to waive its fees and reimburse the 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 May 31, 1996, gross unrealized appreciation and depreciation for
financial reporting and federal income tax purposes of investment securities
was as follows (amounts in thousands):
Gross Unrealized Appreciation .......... $6,182
Gross Unrealized Depreciation .......... --
--------
Net .................................... $6,182
6
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENT OF NET ASSETS
MAY 31, 1996
(UNAUDITED)
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
COMMON STOCKS -- (97.1%)
*3 D Systems Corp. ................. 6,200 $143,375
*3D0 Co. ........................... 10,300 119,738
*A Plus Network, Inc. .............. 4,100 84,306
*AAON, Inc. ........................ 4,400 20,625
AAR Corp. ......................... 11,300 250,013
ABC Bancorp ....................... 1,300 20,150
*ABC Rail Products Corp. ........... 3,200 69,800
ABM Industries, Inc. .............. 3,500 133,438
ABS Industries, Inc. .............. 1,400 1,050
*ABT Building Products Corp. ....... 5,000 102,500
*ACC Corp. ......................... 4,700 195,344
*ACT Manufacturing, Inc. ........... 4,300 73,100
*ACX Technologies, Inc. ............ 15,000 307,500
ADAC Laboratories ................. 11,466 186,323
ADCO Technologies, Inc. ........... 1,300 12,431
AEP Industries, Inc. .............. 3,000 76,313
*AER Energy Resources, Inc. ........ 8,600 55,900
*AFC Cable Systems, Inc. ........... 2,500 35,625
*AG Services America, Inc. ......... 1,700 22,100
*#AMC Entertainment, Inc. ........... 2,700 89,775
*APS Holding Corp. Class A ......... 6,900 150,075
ARI Holdings, Inc. ................ 900 0
*ARI Network Services, Inc. ........ 6,800 12,750
*AST Research, Inc. ................ 27,113 216,904
*ATS Medical, Inc. ................. 7,500 85,313
*AW Computer Systems, Inc.
Class A ......................... 1,900 4,275
Aames Financial Corp. ............. 9,300 304,575
Aaron Rents, Inc. Class A ......... 4,800 135,600
Aaron Rents, Inc. Class B ......... 4,800 135,000
*Abaxis, Inc. ...................... 4,900 32,463
Abington Savings Bank MA .......... 700 10,850
*Abiomed, Inc. ..................... 3,200 55,400
*Able Telcom Holding Corp. ......... 3,300 23,100
Abrams Industries, Inc. ........... 200 788
*Abraxas Petroleum Corp. ........... 2,400 16,500
*Accell International Corp. ........ 2,700 8,269
*Acceptance Insurance Companies,
Inc. ............................ 7,525 130,747
*Access Health Marketing, Inc. ..... 6,000 327,000
*Acclaim Entertainment, Inc. ....... 25,000 300,000
*Ace Cash Express, Inc. ............ 1,700 26,138
Aceto Corp. ....................... 2,100 32,025
Ackerley Communications, Inc. ..... 7,800 185,250
*Acme Electric Corp. ............... 3,000 37,125
*Acme Metals, Inc. ................. 4,600 78,200
*Acme United Corp. ................. 3,400 12,750
Acme-Cleveland Corp. .............. 7,000 207,375
Acordia, Inc. ..................... 5,400 171,450
*Actel Corp. ....................... 8,600 167,700
*Action Performance Companies, Inc. 5,200 92,300
*Active Voice Corp. ................ 1,300 17,225
*Activision, Inc. .................. 7,100 95,850
*Acuson Corp. ...................... 20,000 382,500
*Acxiom Corp. ...................... 15,200 476,900
*Adage, Inc. ....................... 3,100 14,047
Adams Resources & Energy, Inc. .... 2,500 18,438
*Addington Resources, Inc. ......... 11,100 228,938
<PAGE>
Shares Value+
-------- -----------
*#Adelphia Communications Corp. Class
Class A .......................... 7,700 $ 55,825
*Adflex Solutions, Inc. ............ 3,600 57,600
*Advanced Logic Research, Inc. ..... 5,900 57,525
*Advanced Magnetics, Inc. .......... 6,000 112,500
*Advanced Marketing Services, Inc. . 2,700 39,319
*Advanced Medical, Inc. ............ 6,500 15,438
*Advanced NMR Systems, Inc. ........ 13,692 21,608
*Advanced Photonix, Inc. Class A ... 4,200 17,325
*Advanced Polymer Systems, Inc. .... 8,300 83,000
*Advanced Promotion Technologies,
Inc. (Private Placement) ........ 9,863 3,329
*Advanced Technology Labs, Inc. .... 6,640 235,720
*Advanced Technology Materials, Inc. 4,300 63,156
*Advanced Tissue Sciences, Inc. .... 27,900 512,663
Advantage Bancorp, Inc. ........... 1,750 58,844
*Advest Group, Inc. ................ 4,300 46,225
Advo, Inc. ........................ 10,400 113,100
*Advocat, Inc. ..................... 3,000 30,750
*Aequitron Medical, Inc. ........... 2,900 21,750
*Aeroflex, Inc. .................... 5,900 36,875
*Aerosonic Corp. DE ................ 1,000 2,500
*Aerovox, Inc. ..................... 2,600 20,638
*Aetrium, Inc. ..................... 4,100 78,669
Affiliated Community Bancorp ...... 1,600 27,300
*Agouron Pharmaceuticals, Inc. ..... 5,200 222,300
*Agri-Nutrition Group, Ltd. ........ 1,600 3,650
*Air & Water Technologies Corp.
Class A ......................... 16,000 102,000
Air Express International Corp. ... 7,350 208,556
*Air Methods Corp. ................. 4,000 17,000
*Air-Cure Environmental ............ 5,800 22,294
Airborne Freight Corp. ............ 11,200 282,800
*Airsensors, Inc. .................. 2,500 27,500
*Airways Corp. ..................... 2,600 24,213
*Akorn, Inc. ....................... 5,700 15,675
*Alamco, Inc. ...................... 2,300 24,150
Alamo Group, Inc. ................. 4,200 75,600
*#Alaska Air Group, Inc. ............ 6,800 175,950
*Alba-Waldensian, Inc. ............. 3,700 28,675
Albank Financial Corp. ............ 8,040 220,095
Albany International Corp. Class A 5,000 100,625
*Alcide Corp. ...................... 1,400 31,150
*Aldila, Inc. ...................... 8,200 37,669
*Alexander Energy Co. .............. 6,100 23,256
Alfa Corp. ........................ 18,400 221,950
*Alfin, Inc. ....................... 5,800 14,863
Alico, Inc. ....................... 2,800 62,300
*Alkermes, Inc. .................... 8,200 127,613
*All American Semiconductor, Inc. .. 7,100 17,306
*Allcity Insurance Co. ............. 200 1,750
*Allegiant Physician Services, Inc. 3,000 1,470
Allen Group, Inc. ................. 10,600 291,500
Allen Organ Co. Class B ........... 200 7,725
*Alliance Entertainment Corp. ...... 18,000 105,750
*#Alliance Gaming Corp. ............. 8,000 31,000
*Alliance Pharmaceuticals Corp. .... 12,900 277,350
*#Alliance Semiconductor Corp. ...... 19,800 196,763
*Alliant Techsystems, Inc. ......... 6,000 288,000
</TABLE>
7
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
Allied Bankshares, Inc. ........... 5,090 $ 60,444
*Allied Capital Advisers, Inc. ..... 3,600 25,650
Allied Capital Lending Corp. ...... 2,200 30,525
Allied Group, Inc. ................ 4,150 163,925
Allied Healthcare Products, Inc. .. 1,200 13,350
*Allied Holdings, Inc. ............. 5,000 49,375
Allied Life Financial Corp. ....... 2,000 42,000
Allied Products Corp. ............. 9,500 279,063
*Allied Research Corp. ............. 2,200 10,450
*Allied Waste Industries, Inc. ..... 15,100 151,000
*Allou Health & Beauty Care, Inc.
Class A ......................... 1,900 13,300
*Allstate Financial Corp. .......... 1,600 9,200
*Alltrista Corp. ................... 3,953 91,413
*Allwaste, Inc. .................... 19,800 84,150
*Aloette Cosmetics, Inc. ........... 1,000 4,063
*Alpha Beta Technology, Inc. ....... 6,500 77,188
*Alpha Industries, Inc. ............ 10,000 96,250
*#Alpha Microsystems, Inc. .......... 2,600 10,481
*Alpha Technologies Group, Inc. .... 7,500 50,859
*Alpharel, Inc. .................... 7,800 64,106
Alpharma, Inc. Class A ............ 8,800 215,600
*Alpine Group, Inc. ................ 15,736 84,581
*#Alpine Lace Brands, Inc. .......... 1,700 10,200
*Alta Gold Co. ..................... 14,100 57,281
*Alteon, Inc. ...................... 9,000 132,750
*Alternative Resources Corp. ....... 3,100 120,125
*Altron, Inc. ...................... 5,400 126,900
*#Amati Communications Corp. ........ 11,800 371,700
*Amax Gold, Inc. ................... 40,600 274,050
*Ambar, Inc. ....................... 200 2,350
Amcast Industrial Corp. ........... 5,800 112,375
Amcol International Corp. ......... 9,500 135,969
Amcore Financial, Inc. ............ 4,350 88,088
*#AmeriLink Corp. ................... 1,400 11,025
*America Services Group, Inc. ...... 3,000 55,313
American Annuity Group, Inc. ...... 21,500 279,500
American Bancorpation Ohio ........ 200 4,000
American Bank of Connecticut ...... 500 12,313
American Bankers Insurance Group,
Inc. ............................ 2,100 81,244
*American Banknote Corp. ........... 9,600 43,200
American Biltrite, Inc. ........... 4,800 95,400
*#American Biogenetic Sciences, Inc.
Class A ......................... 6,300 46,856
*American Buildings Co. ............ 3,500 106,969
*American Business Information, Inc. 10,400 191,100
American Business Products, Inc. .. 8,150 176,244
*American Claims Evaluation, Inc. .. 1,000 2,750
American Classic Voyages Co. ...... 6,900 55,200
American Eagle Group, Inc. ........ 4,000 20,000
*American Eagle Outfitters, Inc. ... 3,900 67,763
*American Ecology Corp. ............ 5,250 9,188
*American Educational Products, Inc. 1,900 2,494
*American Exploration Co. .......... 5,800 76,125
American Federal Bank FSB
Greenville, SC .................. 4,400 69,300
American Filtrona Corp. ........... 200 6,450
*American Freightways Corp. ........ 15,500 199,563
*American Healthcorp, Inc. ......... 5,000 57,500
American Heritage Life Investment
Corp. ........................... 6,300 132,300
*American Homepatient, Inc. ........ 3,800 168,625
<PAGE>
Shares Value+
-------- -----------
*American Homestar Corp. ........... 3,950 $ 88,628
American Indemnity Financial Corp. 800 10,200
American List Corp. ............... 825 20,831
*American Media, Inc. Class A ...... 10,000 47,500
American Medical Electronics, Inc.
(Escrow-Bonus) .................. 4,400 0
American Medical Electronics, Inc.
(Escrow-Earnings) ............... 4,400 0
*American Medical Response, Inc. ... 7,700 280,088
*American Mobile Satellite Corp. ... 9,800 178,850
*American Oilfield Divers, Inc. .... 2,700 26,663
*American Pacific Corp. ............ 4,100 26,394
*American Paging, Inc. ............. 11,000 99,000
*American Physicians Services Group,
Inc. ............................ 1,500 17,344
American Precision Industries, Inc. 15,200 191,900
American President Companies, Ltd. 10,300 271,663
American Recreation Centers, Inc. . 4,300 27,681
*American Safety Razor Co. ......... 4,800 57,300
*American Science & Engineering,
Inc. ............................ 7,800 82,875
*American Shared Hospital Services . 600 975
*American Software, Inc. Class A ... 8,700 46,763
American Studios, Inc. ............ 12,500 15,234
*American Superconductor Corp. ..... 4,700 66,975
*American Technical Ceramics Corp. . 1,800 17,325
*American Telecasting, Inc. ........ 8,200 113,263
*American Travellers Corp. ......... 10,800 233,550
*American United Global, Inc. ...... 1,000 9,000
*American Waste Services, Inc.
Class A ........................ 12,400 44,950
*American White Cross, Inc. ........ 5,000 11,406
*American Woodmark Corp. ........... 660 3,424
Americana Bancorp, Inc. ........... 1,600 21,100
*Americredit Corp. ................. 14,200 214,775
*Ameridata Technologies, Inc. ...... 8,600 135,450
*Amerihost Properties, Inc. ........ 4,000 36,750
*Ameriquest Technology, Inc. ....... 21,223 21,223
*Ameristar Casinos, Inc. ........... 10,200 111,563
*Ameriwood Industries International
Corp. ........................... 3,200 19,200
Ameron, Inc. ...................... 1,600 66,600
*Ames Department Stores, Inc. ...... 8,700 25,556
Ametek, Inc. ...................... 2,500 53,750
*Amistar Corp. ..................... 1,300 5,119
Ampco-Pittsburgh Corp. ............ 4,400 51,700
Amre, Inc. ........................ 12,500 334,375
*Amrep Corp. ....................... 3,900 19,013
Amresco, Inc. ..................... 13,600 252,450
*Amrion Corp. ...................... 2,500 44,375
*Amserv, Inc. ...................... 200 438
*Amtech Corp. ...................... 7,375 65,914
*Amtran, Inc. ...................... 4,700 44,650
Amtrol, Inc. ...................... 1,500 32,625
Amvestors Financial Corp. ......... 7,825 117,375
Amwest Insurance Group, Inc. ...... 4,400 55,000
*Amylin Pharmaceuticals, Inc. ...... 11,200 136,500
Analogic Corp. .................... 5,000 125,625
Analysis & Technology, Inc. ....... 800 11,000
Analysts International Corp. ...... 3,700 157,713
*Anaren Microwave, Inc. ............ 2,000 14,125
Anchor Bancorp Wisconsin, Inc. .... 2,100 71,925
*Anchor Gaming, Inc. ............... 5,100 324,488
</TABLE>
8
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
Andover Bancorp, Inc. DE .......... 2,100 $ 53,944
*Andrea Electronics Corp. .......... 1,500 21,188
*Anergen, Inc. ..................... 6,000 32,250
Angelica Corp. .................... 4,600 113,275
*#Anika Research, Inc. .............. 2,280 13,823
*#Ann Taylor Stores Corp. ........... 11,500 237,188
*Antec Corp. ....................... 7,600 128,725
Anthony Industries, Inc. .......... 8,315 248,411
*Anuhco, Inc. ...................... 3,800 35,625
Apache Corp. ...................... 4,650 133,106
*Apertus Technologies, Inc. ........ 7,000 28,219
*Aphton Corp. ...................... 6,200 147,250
Apogee Enterprises, Inc. .......... 8,000 215,000
*Apogee, Inc. ...................... 3,800 26,363
*Appliance Recycling Centers of
America, Inc. ................... 2,100 9,450
*Applied Bioscience International,
Inc. ............................ 14,500 130,500
*Applied Digital Access, Inc. ...... 5,900 91,450
*Applied Extrusion Technologies,
Inc. ............................ 4,700 64,038
*Applied Innovation, Inc. .......... 7,800 96,525
*Applied Magnetics Corp. ........... 13,100 224,338
*#Applied Microbiology, Inc. ........ 9,200 66,125
Applied Power, Inc. Class A ....... 7,600 224,200
*Applied Science & Technology, Inc. 2,000 26,750
*Applied Signal Technologies, Inc. . 5,000 29,375
Aptargroup, Inc. .................. 9,000 381,375
*#Aquagenix, Inc. ................... 1,300 6,500
Aquarion Co. ...................... 2,600 63,050
Aquila Gas Pipeline Corp. ......... 14,700 194,775
*Arabian Shield Development Co. .... 200 638
*Arbatax International, Inc. ....... 2,800 17,500
Arbor Drugs, Inc. ................. 13,500 256,500
*Arbor Health Care Co. ............. 3,400 94,775
*Arch Communications Group, Inc. ... 9,600 220,800
*Arch Petroleum, Inc. .............. 8,600 18,544
Arctco, Inc. ...................... 14,800 142,450
*Arden Industrial Products, Inc. ... 2,800 14,350
*Argosy Gaming Corp. ............... 12,200 95,313
*Ariel Corp. ....................... 3,300 50,944
*Ark Restaurants Corp. ............. 1,600 17,400
Arkansas Best Corp. ............... 9,800 75,950
Armor All Products Corp. .......... 9,700 147,925
Arnold Industries, Inc. ........... 11,400 177,413
*Aronex Pharmaceuticals, Inc. ...... 9,100 58,013
*Arrhythmia Research Technology,
Inc. ............................ 1,600 5,200
*Arris Pharmaceutical Corp. ........ 6,000 84,375
*Arrow Automotive Industries, Inc. . 4,800 27,600
Arrow Financial Corp. ............. 2,268 50,180
*Arrow Transportation Co. .......... 1,000 813
*Artisoft, Inc. .................... 7,200 74,700
*Artistic Greetings, Inc. .......... 2,900 10,966
*Arts Way Manufacturing Co., Inc. .. 200 975
Arvin Industries, Inc. ............ 10,800 264,600
*Asante Technologies, Inc. ......... 4,300 34,669
*Aseco Corp. ....................... 2,000 23,750
Ashland Coal, Inc. ................ 6,900 163,013
*Ashworth, Inc. .................... 8,400 53,550
Aspen Bancshares, Inc. ............ 1,406 21,969
*Aspen Technology, Inc. ............ 3,900 215,475
Associated Banc-Corp. ............. 7,012 272,592
*Astec Industries, Inc. ............ 10,400 105,300
Astoria Financial Corp. ........... 5,700 316,706
<PAGE>
Shares Value+
-------- -----------
Astro-Med, Inc. ................... 4,200 $ 36,750
*Astronics Corp. ................... 1,200 7,725
*Astrosystems, Inc. ................ 3,400 19,125
*Astrotech International Corp. ..... 4,900 34,606
*Asyst Technologies, Inc. .......... 2,500 58,438
Atalanta Sosnoff Capital Corp. .... 3,000 29,250
*Atari Corp. ....................... 35,300 286,813
*Atchison Casting Corp. ............ 2,200 33,000
*Athena Neurosciences, Inc. ........ 14,400 264,600
*Athey Products Corp. .............. 2,940 13,046
*Atkinson (Guy F.) of California ... 3,600 47,925
*Atlantic American Corp. ........... 7,500 27,188
*Atlantic Beverage, Inc. ........... 2,000 7,250
*Atlantic Coast Airlines, Inc. ..... 5,000 73,125
*Atlantic Gulf Communities Corp. ... 4,800 29,100
*Atlantic Tele-Network, Inc. ....... 5,600 144,900
Atlantis Plastics, Inc. ........... 2,700 15,188
*Atlas Corp. ....................... 6,400 8,800
Atmos Energy Corp. ................ 7,800 188,175
*Atria Software, Inc. .............. 5,700 361,238
Atrion Corp. ...................... 1,300 32,175
*Atrix Labs, Inc. .................. 3,900 47,775
*Atwood Oceanics, Inc. ............. 4,800 198,600
*Au Bon Pain, Inc. Class A ......... 5,000 43,750
*Audiovox Corp. Class A ............ 3,600 22,275
*Audits & Surveys Worldwide, Inc. .. 6,500 14,422
Augat, Inc. ....................... 11,100 240,038
*Aura Systems, Inc. ................ 29,975 122,710
*Auspex Systems, Inc. .............. 11,500 267,375
Authentic Fitness Corp. ........... 10,200 193,800
*Autocam Corp. ..................... 3,940 44,325
*Autoimmune, Inc. .................. 9,200 92,000
*Autoinfo, Inc. .................... 3,600 12,150
*Autologic Information
International, Inc. ............. 2,300 18,113
*Autote Corp. Class A .............. 12,600 40,163
*Avatar Holdings, Inc. ............. 4,300 154,263
*Avecor Cardiovascular, Inc. ....... 5,100 62,794
Avemco Corp. ...................... 4,100 64,063
*#Avert, Inc. ....................... 1,400 7,875
Aviall, Inc. ...................... 14,000 140,000
*Avid Technology, Inc. ............. 10,400 235,950
*Aviva Petroleum, Inc. Deposit
Shares (Representing 5 Shares) .. 1,500 5,250
*Avondale Industries, Inc. ......... 7,200 136,800
*Aydin Corp. ....................... 3,100 47,663
*Aztar Corp. ....................... 19,200 220,800
Aztec Manufacturing Co. ........... 10,300 63,088
*#BBN Corp. ......................... 8,800 231,000
*BCT International, Inc. ........... 700 2,363
*BEC Group, Inc. ................... 10,683 65,433
BEI Electronics, Inc. ............. 3,400 41,438
BGS Systems, Inc. ................. 2,600 128,700
BHA Group, Inc. Class A ........... 2,700 46,575
BHC Financial, Inc. ............... 3,500 48,781
*BI, Inc. .......................... 4,000 64,500
BMC Industries, Inc. MN ........... 23,200 690,200
*BMC West Corp. .................... 4,700 82,250
BMJ Financial Corp. ............... 5,000 67,500
*BPI Packaging Technologies, Inc. .. 5,800 19,394
*BRC Holdings, Inc. ................ 3,500 126,875
BSB Bancorp, Inc. ................. 3,300 85,388
BT Financial Corp. ................ 1,500 54,563
*BTG, Inc. ......................... 1,200 17,025
*BTU International, Inc. ........... 2,800 13,300
</TABLE>
9
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
*BUM International, Inc. ........... 3,000 $ 1,500
BW/IP, Inc. Class A ............... 10,000 200,000
*BWAY Corp. ........................ 3,200 58,400
*Bachman Information Systems, Inc. . 4,600 37,663
*Back Bay Restaurant Group, Inc. ... 2,000 8,125
Badger Meter, Inc. ................ 400 10,850
Badger Paper Mills, Inc. .......... 1,000 14,375
*Bailey Corp. ...................... 2,700 22,444
Bairnco Corp. ..................... 4,800 34,800
Baker (J.), Inc. .................. 6,700 65,325
*Baker (Michael) Corp. ............. 6,000 33,000
Balchem Corp. ..................... 1,350 13,331
Baldor Electric Co. ............... 12,390 274,129
*Baldwin Piano & Organ Co. ......... 2,000 28,875
*Baldwin Technology, Inc. Class A .. 9,400 36,425
Ballard Medical Products .......... 15,900 316,013
*Bally Entertainment Corp. ......... 33,500 804,000
*Bally Gaming International, Inc. .. 2,900 25,375
*Bally Total Fitness Holding Corp. . 8,375 41,875
*Baltek Corp. ...................... 1,500 15,844
*BancTec, Inc. ..................... 11,262 228,056
*Bancinsurance Corp. ............... 2,900 9,788
Bancorp Connecticut, Inc. ......... 1,000 24,875
BancorpSouth, Inc. ................ 7,800 178,425
Bangor Hydro-Electric Co. ......... 6,000 63,750
Bank of Granite Corp. ............. 200 7,625
BankAtlantic Bancorp, Inc. ........ 4,277 61,482
BankNorth Group, Inc. DE .......... 2,700 90,113
Bankers Corp. ..................... 10,440 181,395
*Banner Aerospace, Inc. ............ 12,200 85,400
*Banyan System, Inc. ............... 8,400 77,700
Barefoot, Inc. .................... 6,100 67,100
Barnes Group, Inc. ................ 3,900 190,125
*Barnwell Industries, Inc. ......... 600 9,938
*Barr Laboratories, Inc. ........... 6,950 203,288
*Barra, Inc. ....................... 6,000 162,000
*Barrett Business Services, Inc. ... 5,400 98,550
*Barrett Resources Corp. ........... 11,800 308,275
*Barry (R.G.) Corp. ................ 4,388 86,663
*Base Ten Systems, Inc. Class A .... 2,800 35,350
*Basin Exploration, Inc. ........... 5,400 31,050
Bassett Furniture Industries, Inc. 5,600 142,100
Bay State Gas Co. ................. 6,500 171,438
Bay View Capital Corp. ............ 3,400 111,563
*Bayou Steel Corp. Class A ......... 5,300 20,538
*Bayport Restaurant Group, Inc. .... 3,800 15,081
*Be Aerospace, Inc. ................ 8,100 118,463
Bearings, Inc. .................... 5,900 168,888
Beauticontrol Cosmetics, Inc. ..... 2,500 24,375
*Beazer Homes USA, Inc. ............ 2,800 47,950
*Bel Fuse, Inc. .................... 3,000 49,125
*Belden & Blake Corp. .............. 2,600 50,375
*Belding Heminway, Inc. Class A .... 175 372
Bell Bancorp, Inc. ................ 3,200 120,000
*Bell Industries, Inc. ............. 8,668 190,691
*Bell Microproducts, Inc. .......... 4,200 36,488
*Bell Sports Corp. ................. 7,145 69,664
*Bellwethwer Exporation Co. ........ 4,500 27,563
*Ben & Jerry's Homemade, Inc.
Class A ......................... 2,600 42,575
*Ben Franklin Retail Stores, Inc. .. 4,964 12,410
*Benchmark Electronics, Inc. ....... 1,600 51,200
*Benihana, Inc. .................... 1,000 14,688
*Benson Financial Corp. ............ 1,500 29,344
*Bentley Pharmaceuticals, Inc. ..... 360 1,238
<PAGE>
Shares Value+
-------- -----------
*Benton Oil & Gas Co. .............. 12,400 $217,775
Berkshire Gas Co. ................. 1,000 15,250
*Berlitz International, Inc. ....... 4,610 88,166
Berry Petroleum Corp. Class A ..... 13,400 145,725
*Bertuccis, Inc. ................... 3,500 22,313
*Bet Holdings, Inc. Class A ........ 6,700 178,388
*Bettis Corp. ...................... 6,200 34,100
Big B, Inc. ....................... 7,100 69,669
*Big Flower Press Holding, Inc. .... 5,000 71,875
*Big O Tires, Inc. ................. 2,000 31,625
Bindley Western Industries, Inc. .. 6,500 111,313
Binks Manufacturing Co. ........... 1,898 44,840
*Bio Dental Technologies Corp. ..... 3,100 12,594
*Bio Technology General Corp. ...... 21,600 155,925
*Bio-Logic Systems Corp. ........... 2,100 6,956
*Bio-Plexus, Inc. .................. 2,600 29,413
*Bio-Rad Laboratories, Inc. Class A 2,600 133,900
*Biocircuits Corp. ................. 925 6,244
*Biocraft Laboratories, Inc. ....... 8,000 164,000
*Biocryst Pharmaceuticals, Inc. .... 4,800 66,300
*Biomagnetic Technologies, Inc. .... 1,800 2,700
*Biomatrix, Inc. ................... 5,000 84,375
*Biospecifics Technologies Corp. ... 1,800 9,338
*Biospherics, Inc. ................. 4,000 34,500
*Biosys, Inc. ...................... 2,525 14,834
*Biowhittaker, Inc. ................ 5,400 47,925
*Bird Corp. ........................ 2,500 10,000
Birmingham Steel Corp. ............ 14,300 230,588
*Biscayne Apparel, Inc. ............ 1,433 1,433
*Black Box Corp. ................... 7,000 143,500
*Black Hawk Gaming & Development,
Inc. ............................ 1,000 8,938
Black Hills Corp. ................. 9,600 231,600
Blair Corp. ....................... 4,700 116,913
Blanch (E.W.) Holdings, Inc. ...... 6,400 136,000
Blessings Corp. ................... 6,000 65,250
Blimpie International ............. 4,600 72,738
Blount International, Inc. Class A 6,550 217,788
Blount International, Inc. Class B 3,600 120,150
*Bluegreen Corp. ................... 8,395 35,679
*Blyth Holdings, Inc. .............. 5,200 18,363
*Boca Research, Inc. ............... 3,400 79,475
*Bombay Co., Inc. .................. 18,300 141,825
*Bon-Ton Stores, Inc. .............. 8,000 51,500
*Bone Care International, Inc. ..... 1,125 9,000
*Books-a-Million, Inc. ............. 7,000 82,688
*Boole & Babbage, Inc. ............. 5,400 133,650
*Boomtown, Inc. .................... 5,900 33,925
*Borg-Warner Security Corp. ........ 13,700 160,975
*Borland International, Inc. ....... 17,200 231,125
*Borror Corp. ...................... 3,100 13,756
Boston Acoustics, Inc. ............ 3,400 68,425
Boston Bancorp .................... 2,400 100,950
*Boston Technology, Inc. ........... 17,000 306,000
*Bowmar Instrument Corp. ........... 11,700 25,594
Bowne & Co., Inc. ................. 8,700 178,350
*Box Energy Corp. Class A .......... 400 4,150
*Box Energy Corp. Class B .......... 8,800 88,000
*#Bradlees, Inc. .................... 3,000 5,250
*Bradley Pharmaceuticals, Inc.
Class A ......................... 1,500 2,484
*Brauns Fashions Corp. ............. 1,000 1,406
Breed Technologies, Inc. .......... 12,600 283,500
Brenco, Inc. ...................... 11,200 145,600
*Brendle's, Inc. ................... 4,100 1,025
</TABLE>
10
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
Brenton Banks, Inc. ............... 200 $ 4,750
*Brewer (C.) Homes, Inc. Class A ... 5,600 19,250
Bridgford Foods Corp. ............. 3,805 33,769
*Brightpoint, Inc. ................. 5,550 143,953
*Brite Voice Systems, Inc. ......... 5,700 145,350
Broad National Bancorporation ..... 200 2,200
*Broadband Technologies, Inc. ...... 6,600 203,363
*Broadway & Seymour, Inc. .......... 4,400 67,100
*Brock International, Inc. ......... 2,400 18,450
#Brooke Group, Ltd. ................ 8,300 51,875
*#Brookstone, Inc. .................. 3,400 37,825
*Brooktree Corp. ................... 8,100 97,200
*Brooktrout Technology, Inc. ....... 3,000 135,375
*Brothers Gourmet Coffees, Inc. .... 5,600 21,350
*Brown & Sharpe Manufacturing Co.
Class A ......................... 4,100 42,025
*Brown (Tom), Inc. ................. 9,400 162,150
Brown Group, Inc. ................. 10,000 170,000
Brush Wellman, Inc. ............... 8,100 151,875
Bryn Mawr Bank Corp. .............. 400 9,350
*Buckle, Inc. ...................... 2,700 97,538
*Buffets, Inc. ..................... 15,400 192,500
*Bugaboo Creek Steak House, Inc. ... 2,100 16,538
*Builders Transport, Inc. .......... 1,800 14,175
*Bull Run Corp. GA ................. 21,300 61,238
*Burlington Coat Factory Warehouse
Corp. ........................... 21,000 223,125
*Burr Brown Corp. .................. 12,450 266,119
*Bush Boake Allen, Inc. ............ 9,600 237,600
Bush Industries, Inc. Class A ..... 3,100 110,438
*Butler International, Inc. ........ 1,000 8,125
Butler Manufacturing Co. .......... 2,100 78,488
*Buttrey Food & Drug Stores Co. .... 3,500 27,781
*C-COR Electronics, Inc. ........... 10,400 244,400
*CAI Wireless Systems, Inc. ........ 5,115 54,667
CBT Corp. ......................... 200 4,600
*CCA Industries, Inc. .............. 2,700 9,366
*CDI Corp. ......................... 13,100 445,400
*CE Software Holdings, Inc. ........ 600 1,463
*CEM Corp. ......................... 3,800 52,250
*CFI Proservices, Inc. ............. 1,800 45,000
CFSB Bancorp, Inc. ................ 1,210 25,108
CFW Communications Co. ............ 5,100 102,000
CFX Corp. ......................... 3,764 52,696
*CIS Technologies, Inc. DE ......... 18,100 58,825
CKE Restaurants, Inc. ............. 11,000 254,375
CMAC Investment Corp. ............. 5,600 305,200
*CMC Industries, Inc. .............. 2,400 20,100
*CMG Information Services, Inc. .... 4,600 108,675
*CMI Corp. Class A ................. 18,100 106,338
CML Group, Inc. ................... 24,600 132,225
CNB Bancshares, Inc. .............. 7,144 203,604
*CNS Income ........................ 8,900 195,244
*CPAC, Inc. ........................ 3,320 39,425
CPB, Inc. ......................... 1,300 41,925
*CPI Aerostructures, Inc. .......... 200 550
CPI Corp. ......................... 9,800 160,475
CSF Holdings, Inc. Escrow ......... 3,250 0
*CSP, Inc. ......................... 2,800 26,250
*CSS Industries, Inc. .............. 4,300 110,188
*CTL Credit, Inc. .................. 1,400 24,763
CTS Corp. ......................... 2,100 94,763
CU Bancorp ........................ 2,800 30,100
CVB Financial Corp. ............... 2,634 39,839
*Cable Design Techologies Corp. .... 7,050 318,131
<PAGE>
Shares Value+
-------- -----------
Cabot Oil & Gas Corp. Class A ..... 11,400 $193,800
*Cache, Inc. ....................... 5,025 27,323
*Caci International, Inc. Class A .. 1,000 13,000
*Cade Industries, Inc. ............. 1,500 2,039
*Cadiz Land, Inc. .................. 8,400 47,775
Cadmus Communications Corp. ....... 6,500 107,656
*Caere Corp. ....................... 6,600 87,450
Cagle's, Inc. Class A ............. 2,250 32,906
*Cairn Energy USA, Inc. ............ 8,800 103,950
*Caldor Corp. ...................... 9,700 30,313
*Calgene, Inc. ..................... 14,300 87,588
Calgon Carbon Corp. ............... 21,200 272,950
*California Amplifier, Inc. ........ 6,600 288,750
California Bancshares, Inc. ....... 4,000 135,000
*#California Culinary Academy, Inc. . 1,200 8,025
California Financial Holding Corp. 4,000 83,000
*California Micro Devices Corp. .... 3,400 36,338
*California Microwave, Inc. ........ 8,000 153,000
California State Bank ............. 2,059 30,885
California Water Service Co. ...... 3,100 106,950
*Callon Petroleum Co. .............. 3,200 40,800
Calmat Co. ........................ 11,600 213,150
*Calprop Corp. ..................... 7,700 6,016
*Calumet Bancorp, Inc. ............. 1,100 30,800
*Cambex Corp. ...................... 5,200 33,150
Cambrex Corp. ..................... 3,300 158,400
*Cambridge Neuroscience, Inc. ...... 5,300 51,013
*Cambridge Soundworks, Inc. ........ 1,200 4,275
Camco International, Inc. ......... 4,900 161,088
*Campo Eletronics, Appliances &
Computers, Inc. ................. 3,200 7,600
*Candela Laser Corp. ............... 2,600 20,313
*Candies, Inc. ..................... 3,300 8,456
*Canisco Resources, Inc. ........... 500 1,219
*Cannon Express, Inc. Class A ...... 900 10,013
*Cannondale Corp. .................. 4,300 93,525
*#Cantel Industries, Inc. Class B ... 2,000 21,000
*Canterbury Educational Services,
Inc. ............................ 4,800 9,675
*Canyon Resources Corp. ............ 11,800 42,038
Cape Cod Bank & Trust Co. ......... 1,000 21,750
*Capital Pacific Holdings, Inc. .... 1,000 3,875
Capital Re Corp. .................. 8,100 295,650
Capitol American Financial Corp. .. 13,000 321,750
Capitol Bancorp, Ltd. ............. 900 9,450
Capitol Transamerica Corp. ........ 2,900 58,000
*Capstone Pharmacy Services, Inc. .. 5,800 58,363
*Capsure Holdings Corp. ............ 7,300 134,138
Caraustar Industries, Inc. ........ 8,200 215,250
Cardinal Health, Inc. ............. 4,187 267,445
*Cardinal Realty Services, Inc. .... 1,400 29,575
*Care Group, Inc. .................. 3,400 5,950
*Career Horizons, Inc. ............. 3,000 118,875
*Carlisle Plastics, Inc. Class A ... 8,900 60,075
*Carmike Cinemas, Inc. Class A ..... 5,600 156,100
Carolina First Corp. .............. 5,702 115,466
Carpenter Technology Corp. ........ 4,200 151,725
*Carr-Gottstein Foods Co. .......... 7,654 36,357
*Carrington Laboratories, Inc. ..... 4,200 164,850
*Carson Pirie Scott & Co. .......... 8,200 227,550
Carter-Wallace, Inc. .............. 18,500 259,000
*Carver Corp. WA ................... 3,800 11,163
Cascade Corp. ..................... 5,400 81,338
Cascade Natural Gas Corp. ......... 4,050 61,763
Casey's General Stores, Inc. ...... 11,800 276,563
</TABLE>
11
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
Cash America International, Inc. .. 14,200 $ 81,650
*Casino America, Inc. .............. 8,000 74,000
*Casino Data Systems ............... 8,250 122,719
*Casino Magic Corp. ................ 17,600 104,500
*#Casino Resource Corp. ............. 3,000 5,719
*Castech Aluminum Group, Inc. ...... 6,500 114,563
Castle (A.M.) & Co. ............... 23,438 665,039
*Catalina Lighting, Inc. ........... 5,000 29,375
*Catalina Marketing Corp. .......... 5,000 387,500
*Catalyst Semiconductor, Inc. ...... 4,100 30,750
*Catalytica, Inc. .................. 9,600 45,600
*Catellus Development Corp. ........ 42,500 393,125
Cathay Bancorp, Inc. .............. 1,100 17,875
*Catherines Stores Corp. ........... 3,100 30,225
Cato Corp. Class A ................ 12,000 92,250
Cavalier Homes, Inc. .............. 4,537 106,052
*#Cedar Group, Inc. ................. 7,300 29,656
*Cel-Sci Corp. ..................... 2,000 22,000
*Celadon Group, Inc. ............... 3,100 32,356
*Celebrity, Inc. ................... 3,200 15,000
*Celestial Seasonings, Inc. ........ 1,600 33,200
*Celex Group, Inc. ................. 2,000 16,250
*Celgene Corp. ..................... 5,100 81,281
*Cell Genesys, Inc. ................ 8,000 70,000
*Cellpro, Inc. ..................... 7,100 129,575
*Cellstar Corp. .................... 9,600 97,800
*Cellular Communications, Inc.
Class A ......................... 2,900 155,150
*Cellular Technical Services Co.,
Inc. ............................ 4,333 150,572
*Celtrix Pharmaceuticals, Inc. ..... 5,000 17,188
Cenfed Financial Corp. ............ 1,980 41,580
#Cenit Bancorp, Inc. ............... 200 6,975
*Centennial Bancorp ................ 1,466 21,074
*Centennial Cellular Corp. Class A . 6,100 103,700
*Centennial Technologies, Inc. ..... 4,100 103,525
Center Banks, Inc. ................ 600 8,625
Center Financial Corp. ............ 6,513 138,401
Centex Construction Products, Inc. 11,800 166,675
*Centigram Communications Corp. .... 3,400 58,438
Central & Southern Holding Co. .... 1,500 12,938
*Central Co-Operative Bank
Somerville, MA .................. 900 14,175
*Central Garden & Pet Co. .......... 5,800 85,188
Central Hudson Gas & Electric Corp. 7,000 209,125
Central Louisiana Electric Co.,
Inc. ............................ 11,200 298,200
Central Maine Power Co. ........... 16,200 216,675
Central Reserve Life Corp. ........ 1,800 14,738
*Central Sprinkler Corp. ........... 2,500 57,500
*Central Tractor Farm & Country,
Inc. ............................ 2,100 27,300
Central Vermont Public Service
Corp. ........................... 5,650 78,394
Century Bancorp Income Class A .... 1,000 12,250
*Century Communications Corp.
Class A ......................... 16,300 152,813
*Cephalon, Inc. .................... 10,300 279,388
*Ceradyne, Inc. .................... 11,800 128,325
*Cerberonics, Inc. Class A ......... 200 1,463
*Cerplex Group, Inc. ............... 6,000 40,500
*Chad Therapeutics ................. 4,750 85,500
*Champion Enterprises, Inc. ........ 10,400 421,200
*Champion Healthcare Corp. ......... 100 1,138
#Champion Industries, Inc. ......... 2,550 47,175
<PAGE>
Shares Value+
-------- -----------
*Champion Parts, Inc. .............. 1,800 $ 1,856
Chaparral Steel Co. ............... 11,200 163,800
*Charming Shoppes, Inc. ............ 51,600 411,188
*Chart House Enterprises, Inc. ..... 4,700 37,600
Chart Industries, Inc. ............ 5,000 70,625
Charter Federal Savings Bank
(Escrow) ........................ 2,100 0
Charter Power Systems, Inc. ....... 4,300 146,738
*Chase Brass Industries, Inc. ...... 5,000 93,750
*Chattem, Inc. ..................... 2,500 22,188
*Check Technology Corp. ............ 2,400 28,350
*Checkers Drive-In Restaurant, Inc. 25,100 36,473
*Checkfree Corp. ................... 13,300 297,588
*Checkmate Electronics, Inc. ....... 2,000 30,250
*Checkpoint System, Inc. ........... 19,400 754,175
*Cheesecake Factory, Inc. .......... 2,500 65,625
Chemed Corp. ...................... 4,900 184,363
*Chemfab Corp. ..................... 5,550 74,925
Chemical Financial Corp. .......... 4,600 173,075
*Chempower, Inc. ................... 1,800 7,650
*Chemtrak, Inc. .................... 4,900 22,663
*Cherry Corp. Class A .............. 3,600 42,300
*Cherry Corp. Class B .............. 3,600 45,450
Chesapeake Utilities Corp. ........ 1,500 24,750
Chester Valley Bancorp ............ 210 4,016
*Chic by His, Inc. ................. 4,900 29,400
Chicago Rivet & Machine Co. ....... 700 24,500
*Chicos Fas, Inc. .................. 4,700 47,588
*Children's Comprehensive Services,
Inc. ............................ 2,150 48,778
*Children's Discovery Centers of
America, Inc. Class A ........... 1,800 11,813
*Chips & Technologies, Inc. ........ 10,100 112,363
Chittenden Corp. .................. 4,134 89,651
*#Chock Full O' Nuts Corp. .......... 10,130 51,916
*Cholestech Corp. .................. 4,500 31,500
*Christiana Companies, Inc. ........ 12,300 264,450
*Chromcraft Revington, Inc. ........ 1,000 24,875
*Chronimed, Inc. ................... 6,150 126,844
#Church & Dwight Co., Inc. ......... 11,700 234,000
*Ciber, Inc. ....................... 3,900 177,450
*#Cidco, Inc. ....................... 7,100 280,450
Cilcorp, Inc. ..................... 6,600 281,325
*Cincinnati Microwave, Inc. ........ 7,300 32,850
*Cinergi Pictures Entertainment,
Inc. ............................ 2,800 5,556
*Ciprico, Inc. ..................... 1,400 30,975
*Circon Corp. ...................... 7,390 96,070
*Circuit Systems, Inc. ............. 2,700 17,888
*Citadel Holding Corp. ............. 2,400 5,700
*Citation Computer System, Inc. .... 1,500 27,094
*Citation Corp. .................... 10,100 150,238
*Citation Insurance Group .......... 2,400 10,800
Citfed Bancorp, Inc. .............. 2,100 79,538
Citicasters, Inc. Class A ......... 8,100 251,100
Citizens Bancorp MD ............... 7,500 225,000
Citizens Banking Corp. ............ 6,400 188,000
*Citizens, Inc. Class A ............ 11,000 82,500
City Holding Co. .................. 220 5,280
City National Corp. ............... 20,200 310,575
*Civic Bancorp ..................... 1,800 15,075
Claire's Stores, Inc. ............. 16,650 416,250
Clarcor, Inc. ..................... 8,500 175,313
*Clark (Dick) Productions, Inc. .... 3,300 48,675
*Clean Harbors, Inc. ............... 6,900 25,013
Cleveland Cliffs, Inc. ............ 5,900 236,738
</TABLE>
12
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
*Cliffs Drilling Co. ............... 2,500 $ 66,719
*Clintrials Research, Inc. ......... 4,400 210,650
*Clothestime, Inc. ................. 8,000 11,500
Coachmen Industries, Inc. ......... 7,400 272,875
*Coast Distribution System ......... 4,700 34,663
*Coast Savings Financial, Inc. ..... 9,300 311,550
Coastal Bancorp, Inc. ............. 4,000 73,750
*Coastal Physician Group, Inc. ..... 11,900 99,663
*Coastcast Corp. ................... 3,600 92,250
Cobancorp, Inc. ................... 206 4,146
*Cobra Electronic Corp. ............ 2,500 6,875
*Cobra Industries ,Inc. ............ 2,200 111
Coca Cola Bottling Co. Consolidated 3,700 127,650
*Cocensys, Inc. .................... 8,700 73,406
*Code Alarm, Inc. .................. 1,500 7,500
Coeur d'Alene Mines Corp. ID ...... 10,900 241,163
*Cognitronics Corp. ................ 3,800 18,763
*Coherent Communications Systems
Corp. ........................... 9,200 242,650
*Coherent, Inc. .................... 8,400 411,600
*Coho Energy, Inc. ................. 10,000 65,000
Cohu, Inc. ........................ 8,200 197,825
*Cold Metal Products, Inc. ......... 4,200 27,825
*Cole National Corp. Class A ....... 5,000 101,250
Collagen Corp. .................... 5,600 118,300
Collective Bancorp, Inc. .......... 10,149 246,748
*Collins & Aikman Corp. ............ 27,800 187,650
*Collins Industries, Inc. .......... 6,600 29,288
Colonial Bancgroup, Inc. .......... 5,000 175,000
*#Colonial Data Technologies Corp. .. 7,700 151,113
Colonial Gas Co. .................. 8,050 182,131
*Columbia Banking System, Inc. ..... 1,365 21,499
*Columbia Laboratories, Inc. ....... 13,900 189,388
*Columbus Energy Corp. ............. 1,300 9,263
*Comarco, Inc. ..................... 2,800 57,050
*Comdial Corp. ..................... 3,600 39,600
*#Comforce Corp. .................... 1,300 32,825
Commerce Bancorp, Inc. ............ 6,126 147,790
Commercial Bancshares, Inc. ....... 1,300 18,200
Commercial Federal Corp. .......... 8,709 337,474
Commercial Intertech Corp. ........ 5,100 106,463
Commercial Metals Co. ............. 7,600 238,450
*Commnet Cellular, Inc. ............ 6,700 229,894
Commonwealth Energy System ........ 4,000 193,500
*Communications Central, Inc. ...... 2,300 16,963
Communications Systems, Inc. ...... 9,000 144,000
Community Bank System, Inc. ....... 2,500 80,313
#Community Bankshares, Inc. NH ..... 800 13,950
Community First Bankshares, Inc. .. 2,300 53,763
*Community Psychiatric Centers ..... 21,800 207,100
*Competitive Technologies, Inc. .... 3,500 41,563
*Complete Management, Inc. ......... 933 11,196
*Compression Laboratories, Inc. .... 8,800 68,750
*Comptek Research, Inc. ............ 7,900 50,363
*Compucom Systems, Inc. ............ 22,100 276,250
Computer Data Systems, Inc. ....... 5,700 125,756
*Computer Horizons Corp. ........... 17,887 838,453
*Computer Identics Corp. ........... 4,200 9,975
Computer Language Research, Inc. .. 9,600 132,000
*Computer Network Technology Corp. . 11,100 92,269
*Computer Outsourcing Services, Inc. 700 3,019
*Computer Products, Inc. ........... 12,200 248,575
<PAGE>
Shares Value+
-------- -----------
Computer Task Group, Inc. ......... 4,100 $116,338
*Computer Telephone Corp. Class 1 .. 4,700 76,669
*Computrac, Inc. ................... 3,100 8,525
*Comshare, Inc. .................... 6,000 179,250
*Comstock Resources, Inc. .......... 6,400 49,600
*Comtech Telecommunications Corp. .. 1,000 5,188
*Comverse Tecnology, Inc. .......... 10,600 312,038
*Concentra Corp. ................... 2,700 16,200
*Concord Fabrics, Inc. Class A ..... 200 1,150
*Concurrent Computer Corp. ......... 10,000 29,375
*Conductus, Inc. ................... 2,000 29,000
*Cone Mills Corp. NC ............... 15,000 174,375
*Congoleum Corp. Class A ........... 1,900 20,663
*Conmed Corp. ...................... 13,275 438,075
Connecticut Energy Corp. .......... 4,400 89,650
Connecticut Natural Gas Corp. ..... 5,000 117,500
Connecticut Water Services, Inc. .. 1,800 47,250
*Consep, Inc. ...................... 4,300 18,275
*Consilium, Inc. ................... 4,000 29,750
*Conso Products Co. ................ 2,500 42,813
*Consolidated Graphics, Inc. ....... 2,200 58,025
*Consolidated Products, Inc. ....... 6,002 105,035
*Consolidated Stainless, Inc. ...... 1,300 13,406
Consolidated Tokoma Land Co. ...... 3,100 62,775
*Consumer Portfolio Services, Inc. . 4,600 47,150
Consumers Water Co. ............... 4,100 72,775
*Continental Can, Inc. DE .......... 1,000 14,250
Continental Homes Holding Corp. ... 3,600 88,650
*Continental Waste Industries, Inc. 7,000 131,688
*Continuum Co., Inc. ............... 3,780 232,470
*Control Data Systems, Inc. ........ 8,300 205,944
*Converse, Inc. .................... 8,300 38,388
*Convest Energy Corp. .............. 1,000 5,313
Cooker Restaurant Corp. ........... 3,500 52,500
*Cooper Companies, Inc. ............ 5,800 73,950
*Cooperative Bankshares, Inc. ...... 700 12,338
*Copart, Inc. ...................... 5,000 85,625
*Copley Pharmaceutical, Inc. ....... 9,500 152,000
*Copytele, Inc. .................... 13,300 247,713
*Cor Therapeutics, Inc. ............ 10,700 107,669
*Coram Healthcare Corp. ............ 20,200 98,475
*Corcom, Inc. ...................... 700 8,313
Core Industries, Inc. ............. 5,200 75,400
*Core, Inc. ........................ 2,400 39,600
*Cornerstone Imaging, Inc. ......... 3,600 33,300
Corpus Christi Bankshares, Inc. ... 600 9,750
*Corrpro Companies, Inc. ........... 2,400 22,500
*Cortech, Inc. ..................... 7,100 21,966
*Corvas International, Inc. ........ 3,300 19,388
*Corvel Corp. ...................... 1,000 33,000
*Cosmetic Centers, Inc. Class A .... 1,100 6,188
*Cosmetic Centers, Inc. Class B .... 800 4,600
Cotton States Life Insurance Co. .. 1,350 14,766
Courier Corp. ..................... 800 14,900
*Covenant Transport, Inc. Class A .. 4,400 67,100
*Coventry Corp. .................... 12,900 238,650
Craftmade International, Inc. ..... 2,000 16,125
*Craig (Jenny), Inc. ............... 11,900 208,250
*Craig Corp. ....................... 1,800 21,600
Crawford & Co. Class A ............ 8,000 131,000
Crawford & Co. Class B ............ 8,600 141,900
*Cray Research, Inc. ............... 2,817 77,115
*Creative Biomolecules, Inc. ....... 15,400 155,925
*Creative Technologies Corp. ....... 1,000 969
</TABLE>
13
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
*Credence Systems Corp. ............ 11,250 $226,406
*Cree Research, Inc. ................ 6,000 99,375
*Criticare Systems, Inc. ........... 3,200 11,950
*Crop Growers Corp. ................ 4,100 42,025
Cross (A.T.) Co. Class A .......... 8,900 142,400
Cross Timbers Oil Co. ............. 8,000 179,000
*Crosscomm Corp. ................... 3,700 42,088
*Crossman Communities, Inc. ........ 4,000 84,000
*Crown Books Corp. ................. 2,700 34,088
*Crown Central Petroleum Corp.
Class A ......................... 1,900 32,775
*Crown Central Petroleum Corp.
Class B ......................... 2,500 40,313
Crown Crafts, Inc. ................ 5,100 53,550
*Crown Resources Corp. ............. 6,600 42,075
*Crown-Andersen, Inc. .............. 1,000 7,375
*Cruise America, Inc. .............. 2,600 17,550
*Cryenco Sciences, Inc. Class A .... 2,400 10,050
*Cryolife, Inc. .................... 1,300 46,963
*Cryomedical Sciences, Inc. ........ 12,300 30,366
*Crystal Oil Co. ................... 1,200 40,800
Cubic Corp. ....................... 2,400 80,400
*Culbro Corp. ...................... 2,200 126,775
Cullen Frost Bankers, Inc. ........ 5,630 290,649
Culp, Inc. ........................ 16,818 231,248
Cupertino National Bancorp ........ 220 2,998
*Curative Technologies, Inc. ....... 7,000 181,563
Curtiss-Wright Corp. .............. 2,000 103,000
*Custom Chrome, Inc. ............... 2,000 52,625
*Customedix Corp. .................. 1,100 2,269
*Cyberonics, Inc. .................. 4,100 22,550
*Cyberoptics Corp. ................. 1,900 29,450
*Cycare Systems, Inc. .............. 3,400 168,725
*Cygne Designs, Inc. ............... 5,000 5,703
*Cygnus, Inc. ...................... 9,100 168,919
*Cypros Pharmaceutical Corp. ....... 8,700 50,025
*Cyrix Corp. ....................... 7,700 238,700
*Cyrk, Inc. ........................ 5,400 68,513
*Cytel Corp. ....................... 9,100 71,663
*Cytogen Corp. ..................... 23,025 206,505
*Cytotherapeutics, Inc. ............ 7,400 90,650
*Cytrx Corp. ....................... 4,750 23,898
*D&N Financial Corp. ............... 3,400 41,438
*DAIG Corp. ........................ 6,100 152,119
*DBA Systems, Inc. ................. 1,700 8,606
*DDL Electronics, Inc. ............. 6,500 12,188
*DEP Corp. Class A ................. 1,900 2,138
*DEP Corp. Class B ................. 6,200 7,363
*DH Technology, Inc. ............... 3,750 98,438
*DII Group, Inc. ................... 3,000 99,750
*DIY Home Warehouse, Inc. .......... 10,000 53,125
*DM Management Co. ................. 2,000 9,375
*DMX, Inc. ......................... 13,000 16,250
*DNA Plant Technology Corp. ........ 17,300 12,705
*DNX Corp. ......................... 3,800 27,313
*DR Horten, Inc. ................... 18,952 198,996
*DRCA Medical Corp. ................ 2,100 8,400
DS Bancor, Inc. ................... 1,764 56,007
*DSP Group, Inc. ................... 4,700 54,638
*DSP Technology, Inc. .............. 1,000 6,438
DT Industries, Inc. ............... 5,000 95,625
*DVI, Inc. ......................... 5,500 76,313
*Daily Journal Corp. ............... 200 5,400
*Dairy Mart Convenience Stores, Inc.
Class A ......................... 1,600 9,200
<PAGE>
Shares Value+
-------- -----------
*Daka International, Inc. .......... 2,145 $ 54,161
Dallas Semiconductor Corp. ........ 18,700 392,700
*Damark International, Inc. Class A 4,500 54,563
Dames & Moore, Inc. ............... 13,300 161,263
Daniel Industries, Inc. ........... 5,200 76,700
*Danskin, Inc. ..................... 2,400 8,100
*Darling International, Inc. ....... 2,500 65,313
Dart Group Corp. Class A .......... 700 59,238
*Data Broadcasting Corp. ........... 3,245 32,450
*Data General Corp. ................ 19,100 243,525
*Data I/O Corp. .................... 4,600 30,475
*Data Race, Inc. ................... 1,800 7,988
*Data Research Association, Inc. ... 1,500 35,250
*Data Systems & Software, Inc. ..... 2,900 24,288
*Data Translation, Inc. ............ 8,400 219,450
*Data Transmission Network Corp. ... 1,000 64,250
*Dataflex Corp. .................... 3,400 22,950
*Datakey, Inc. ..................... 1,000 7,875
*Datamarine International, Inc. .... 200 2,725
*#Datametrics Corp. ................. 5,700 39,900
*Datapoint Corp. ................... 4,200 6,300
*Dataram Corp. ..................... 1,900 11,638
*Datascope Corp. ................... 10,800 189,000
*Dataware Technologies, Inc. ....... 4,000 27,000
*Datawatch Corp. ................... 4,300 43,538
*Datron Systems, Inc. .............. 1,800 23,738
*Datum, Inc. ....................... 1,600 21,700
*Davco Restaurants, Inc. ........... 3,000 22,875
*Dave and Busters, Inc. ............ 2,200 50,188
*Davel Communications Group, Inc. .. 1,800 31,725
Davis Water & Waste Industries,
Inc. ............................ 5,500 164,313
*Davox Corp. ....................... 5,000 149,375
*Daw Technologies, Inc. ............ 5,000 30,313
*Dawson Geophysical Co. ............ 4,100 46,125
*Daxor Corp. ....................... 4,400 52,800
*Day Runner, Inc. .................. 3,100 88,350
*De Soto, Inc. ..................... 2,800 15,400
Deb Shops, Inc. ................... 4,800 24,600
*Deckers Outdoor Corp. ............. 3,700 32,375
Decorator Industries, Inc. ........ 900 10,013
*Deeptech International, Inc. ...... 8,300 47,725
Defiance, Inc. .................... 7,600 45,125
*Deflecta-Shield Corp. ............. 1,000 5,875
*Del Electronics Corp. ............. 1,465 18,862
Del Laboratories, Inc. ............ 9,066 258,381
*Delaware Ostego Corp. ............. 210 2,126
Delchamps, Inc. ................... 1,300 30,388
*Delphi Financial Group, Inc.
Class A ......................... 1,300 35,913
*Delphi Information Systems, Inc. .. 5,000 9,844
Delta & Pine Land Co. ............. 9,598 412,714
Delta Natural Gas Co., Inc. ....... 1,400 22,925
Delta Woodside Industries, Inc. ... 11,900 68,425
*Denamerica Corp. .................. 3,100 16,663
*Department 56, Inc. ............... 10,800 259,200
*Designs, Inc. ..................... 12,450 82,481
*Detection Systems, Inc. ........... 2,800 40,075
*Detrex Corp. ...................... 500 3,063
*Detroit Diesel Corp. .............. 12,300 232,163
*Devcon International Corp. ........ 2,000 19,750
*Devlieg-Bullard, Inc. ............. 6,500 17,875
Devon Energy Corp. ................ 14,700 374,850
*Devon Group, Inc. ................. 2,900 85,550
*Devry, Inc. ....................... 11,200 445,200
</TABLE>
14
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
*Dewolfe Companies, Inc. ........... 200 $ 1,150
Dexter Corp. CT ................... 12,100 346,363
*Diagnostic Health Services, Inc. .. 1,900 15,556
Diagnostic Products Corp. ......... 6,500 244,563
*Diagnostic Retrieval Systems, Inc. 1,300 14,138
*Dialogic Corp. .................... 8,500 455,813
*Diametrics Medical, Inc. .......... 5,700 37,406
*Diana Corp. ....................... 766 73,823
*Dianon Systems, Inc. .............. 3,300 23,306
*Digi International, Inc. .......... 5,900 165,938
*Digicon, Inc. ..................... 4,500 75,375
*Digital Biometrics, Inc. .......... 5,000 34,375
*Digital Communications Technology
Corp. ........................... 2,520 8,820
*Digital Link Corp. ................ 4,400 76,450
*Digital Microwave Corp. ........... 6,300 98,831
*Digital Sound Corp. ............... 7,900 14,813
*Digital Systems International, Inc. 6,500 142,594
Dime Financial Corp. .............. 2,300 31,625
Dimon, Inc. ....................... 19,150 344,700
*Diodes, Inc. ...................... 2,500 22,813
*Dionex Corp. ...................... 5,400 195,750
*Discount Auto Parts, Inc. ......... 10,300 265,225
*#Discovery Zone, Inc. .............. 12,200 5,338
*Dixie Yarns, Inc. ................. 4,381 23,000
*Dixon Ticonderoga Co. ............. 1,700 11,475
Donegal Group, Inc. ............... 1,800 31,500
Donnelly Corp. Class A ............ 3,000 47,625
*Donnkenny, Inc. ................... 5,600 106,400
*Dorsey Trailers, Inc. ............. 3,000 15,188
*Doubletree Corp. .................. 2,500 88,438
Douglas & Lomason Co. ............. 2,600 34,775
Downey Financial Corp. ............ 10,770 234,248
*Dravo Corp. ....................... 7,400 96,200
*Dress Barn, Inc. .................. 13,400 159,125
*Drew Industries, Inc. ............. 3,200 54,800
*#Drexler Technology Corp. .......... 5,300 87,450
Dreyer's Grand Ice Cream, Inc. .... 8,300 275,975
*Drug Emporium, Inc. ............... 5,300 22,194
*Drypers Corp. ..................... 2,600 10,075
*Dual Drilling Co. ................. 6,300 120,488
*Duckwall-Alco Stores, Inc. ........ 1,300 17,144
*Ducommun, Inc. .................... 4,800 69,600
Duff & Phelps Credit Rating Co. ... 2,566 48,433
*Dura Pharmaceuticals, Inc. ........ 5,100 314,925
*Durakon Industries, Inc. .......... 5,200 69,550
*Duramed Pharmaceuticals, Inc. ..... 4,200 75,075
Duriron Co., Inc. ................. 11,400 319,200
Duty Free International, Inc. ..... 15,000 225,000
*Dwyer Group, Inc. ................. 2,800 7,000
Dyersburg Corp. ................... 5,700 31,350
Dynamics Corp. of America ......... 7,500 191,250
*Dynamics Research Corp. ........... 4,471 34,091
*Dynatech Corp. .................... 9,200 319,700
E'town Corp. ...................... 3,700 103,138
*E-Z-Em, Inc. Class A .............. 2,450 34,606
*E-Z-Em, Inc. Class B .............. 6,123 81,130
*EA Engineering Science &
Technology, Inc. ................ 5,625 17,578
*EA Industries, Inc. ............... 7,500 36,563
*ECC International Corp. ........... 8,500 76,500
*ECCS, Inc. ........................ 1,700 5,738
*EFI Electronics Corp. ............. 800 1,000
*EIS International, Inc. ........... 5,200 152,425
*ELXSI Corp. ....................... 2,200 14,163
<PAGE>
Shares Value+
-------- -----------
EMC Insurance Group, Inc. ......... 6,300 $ 85,838
*ERLY Industries, Inc. ............. 1,300 11,700
*ERO, Inc. ......................... 4,100 25,625
*ESCO Electronics Corp. Trust
Receipts ........................ 8,700 109,838
ESELCO, Inc. ...................... 212 5,777
*ESSEF Corp. ....................... 3,100 52,700
*EZ Serve Corp. .................... 17,000 27,625
Eagle Bancshares, Inc. ............ 1,800 29,700
*#Eagle Finance Corp. ............... 2,000 15,750
Eagle Financial Corp. ............. 2,200 50,050
*Eagle Food Centers, Inc. .......... 8,100 36,956
*Eagle Hardware & Garden, Inc. ..... 9,400 130,425
Eastern Bancorp, Inc. ............. 1,100 26,538
Eastern Co. ....................... 5,600 65,100
*Eastern Environment Services, Inc. 1,000 5,188
Eastern Utilities Associates ...... 8,900 169,100
*Eateries, Inc. .................... 1,500 7,500
Eaton Vance Corp. ................. 3,800 123,025
*Ecogen, Inc. ...................... 4,340 22,107
Ecology & Environment, Inc.
Class A ......................... 1,100 9,350
*Edelbrock Corp. ................... 2,000 33,875
#Edison Brothers Stores, Inc. ...... 11,000 28,875
*Edison Control Corp. .............. 1,000 7,375
*Edisto Resources Corp. ............ 7,600 75,050
*#Editek, Inc. ...................... 4,100 5,638
*Edmark Corp. ...................... 2,600 76,700
*Edo Corp. ......................... 3,400 26,350
*Education Alternatives, Inc. ...... 5,000 19,375
*Educational Development Corp. ..... 1,800 18,000
*Educational Insights, Inc. ........ 2,800 9,975
*Effective Management Systems, Inc. 1,400 8,925
*Egghead, Inc. ..................... 8,800 105,050
Ekco Group, Inc. .................. 8,800 53,900
*El Chico Restaurants, Inc. ........ 2,900 23,744
Elcor Corp. ....................... 6,000 132,750
Eldorado Bancorp CA ............... 1,470 22,050
*Electric & Gas Technology, Inc. ... 4,900 12,709
*Electric Fuel Corp. ............... 4,800 30,600
*Electro Rent Corp. ................ 6,000 145,500
*Electro Scientific Industries, Inc. 4,500 119,813
*Electroglas, Inc. ................. 10,200 196,988
*Electromagnetic Sciences, Inc. .... 11,500 165,313
*Electronic Fab Technology, Inc. ... 5,000 19,063
*Electronic Retailing System
International, Inc. ............. 2,300 4,888
Electronic Tele Communications,
Inc. Class A .................... 1,000 2,625
*Elek-Tek, Inc. .................... 4,000 16,000
*Eljer Industries, Inc. ............ 3,600 40,950
Ellett Brothers, Inc. ............. 3,000 20,813
*Eltron International, Inc. ........ 2,700 74,250
*Embrex, Inc. ...................... 2,300 16,100
*Emcare Holdings, Inc. ............. 1,600 49,600
*Emcon ............................. 3,200 14,000
*#Emerson Radio Corp. ............... 16,100 34,213
*Emisphere Technologies, Inc. ...... 4,200 49,613
*Emmis Broadcasting Corp. Class A .. 3,300 144,375
*Empi, Inc. ........................ 4,300 75,250
Empire District Electric Co. ...... 8,000 146,000
*Empire of Carolina, Inc. .......... 2,600 33,475
*Emulex Corp. ...................... 4,450 85,106
*Encad, Inc. ....................... 2,800 125,125
</TABLE>
15
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
*Encore Computer Corp. ............. 17,800 $ 62,022
*Encore Wire Corp. ................. 3,200 31,800
*Endosonics Corp. .................. 7,500 113,438
Energen Corp. ..................... 6,600 155,100
*Energy Biosystems Corp. ........... 6,000 39,000
*Energy Research Corp. ............. 1,500 27,938
*Energy Ventures, Inc. ............. 7,600 253,650
Energy West, Inc. ................. 200 1,763
Energynorth, Inc. ................. 2,400 47,100
Engineered Support Systems, Inc. .. 1,200 9,075
*Engineering Measurements Co. ...... 1,000 3,125
#Engle Homes, Inc. ................. 2,800 25,200
Enhance Financial Services Group,
Inc. ............................ 9,900 287,100
Ennis Business Forms, Inc. ........ 8,200 89,175
*Ensys Environmental Products, Inc. 1,000 1,813
*Envirogen, Inc. ................... 3,000 11,438
*Environmental Elements Corp. ...... 6,400 12,000
*Environmental Technologies Corp. .. 1,200 12,000
Enviroq Corp. ..................... 280 0
*Envirotest Systems Corp. Class A .. 7,200 21,600
*Envoy Corp. ....................... 6,700 214,400
*Enzo Biochem, Inc. ................ 10,395 181,913
*Enzon, Inc. ....................... 11,100 43,706
*Epitope, Inc. ..................... 6,300 129,938
*Equinox Systems, Inc. ............. 2,000 27,875
*Equitex, Inc. ..................... 500 1,563
*Equitrac Corp. .................... 1,500 13,781
*Equity Corp. International ........ 2,900 85,188
*Equity Marketing, Inc. ............ 2,800 39,900
*Equity Oil Co. .................... 14,200 84,313
*#Ernst Home Center, Inc. ........... 6,800 16,575
*Escalade, Inc. .................... 3,335 17,092
Eskimo Pie Corp. .................. 1,600 33,500
*Esmor Correctional Services, Inc. . 2,000 35,750
Espey Manufacturing & Electronics
Corp. ........................... 1,700 26,775
*Essex Corp. ....................... 1,000 3,250
Essex County Gas Co. .............. 200 4,925
*Esterline Technologies Corp. ...... 4,200 96,600
*Ethan Allen Interiors, Inc. ....... 7,100 186,375
*Evans & Sutherland Computer Corp. . 3,800 88,350
*Evans Systems, Inc. ............... 1,400 8,881
*Evans, Inc. ....................... 1,000 2,125
Evergreen Bancorp, Inc. DE ........ 1,900 46,669
*Evergreen Media Corp. Class A ..... 6,900 274,275
*Evergreen Resources, Inc. ......... 2,300 15,956
*Exabyte Corp. ..................... 10,700 210,656
*Exar Corp. ........................ 8,100 129,600
*Excalibur Technologies Corp. ...... 5,800 110,200
Excel Industries, Inc. ............ 7,600 114,000
*#Excel Technology, Inc. ............ 3,300 37,125
Executive Risk, Inc. .............. 4,600 162,150
*Executive Telecard, Ltd. .......... 7,184 98,331
*Executone Information Systems, Inc. 18,400 64,975
Exide Corp. ....................... 10,500 246,750
*Exide Electronics Group, Inc. ..... 3,952 58,786
Expeditors International of
Washington ...................... 4,800 147,600
*Express America Holdings Corp. .... 2,400 10,650
*Express Scripts, Inc. Class A ..... 3,300 165,000
*Ezcorp, Inc. Class A Non-Voting ... 4,900 31,544
F & M Bancorp (MD) ................ 1,800 43,425
<PAGE>
Shares Value+
-------- -----------
F & M Bancorporation, Inc. ........ 1,100 $ 31,900
F & M National Corp. .............. 8,268 144,690
FCB Financial Corp. ............... 1,100 19,525
FCNB Corp. ........................ 153 2,773
FDP Corp. ......................... 3,500 42,438
FFLC Bancorp ...................... 500 9,156
FFY Financial Corp. ............... 2,200 51,425
*FLIR Systems, Inc. ................ 2,100 29,663
*FM Properties, Inc. ............... 5,700 13,716
FMC Gold Co. ...................... 33,400 192,050
*FNB Rochester Corp. ............... 1,400 12,950
*FPA Corp. ......................... 2,000 2,375
*#FPA Medical Management, Inc. ...... 5,500 97,281
*FRP Properties, Inc. .............. 2,500 51,250
*FSI International, Inc. ........... 11,000 143,688
*FTP Software, Inc. ................ 13,200 154,275
Fab Industries, Inc. .............. 5,600 163,100
*Fabri-Centers of America, Inc.
Class A ......................... 9,200 135,700
*Fabri-Centers of America, Inc.
Class B ......................... 9,200 132,250
*Failure Group, Inc. ............... 4,300 25,263
Fair, Isaac & Co., Inc. ........... 3,100 143,763
*Fairchild Corp. Class A ........... 8,000 117,000
*Fairfield Communities, Inc. ....... 5,000 51,250
*Falcon Building Products, Inc.
Class A ......................... 3,000 34,125
Falcon Products, Inc. ............. 6,050 100,581
Family Bancorp .................... 1,650 39,394
*Family Golf Centers, Inc. ......... 3,900 104,569
Fansteel, Inc. .................... 4,000 26,000
*Farah, Inc. ....................... 8,000 68,000
Farmer Brothers Co. ............... 200 27,900
*Farr Co. .......................... 2,300 32,056
Farrel Corp. ...................... 2,400 10,350
*Fastcomm Communications Corp. ..... 5,700 109,013
*Faulding Corp. .................... 5,000 32,500
Fay's, Inc. ....................... 10,175 82,672
*Featherlite Manufacturing, Inc. ... 2,400 13,200
Fed One Bancorp ................... 600 9,000
Fedders Corp. ..................... 10,000 72,500
Fedders Corp. Class A ............. 8,750 52,500
Federal Screw Works ............... 1,800 48,600
*#Female Health Co. ................. 3,000 18,375
*Ferrofluidics Corp. ............... 3,031 51,906
*Fiberstars, Inc. .................. 700 3,456
*Fibreboard Corp. .................. 4,200 105,000
Fidelity Bancorp, Inc. Delaware ... 1,300 21,856
Fidelity Federal Bancorp .......... 1,100 13,613
Fidelity Financial Bankshares Corp. 210 2,599
Fidelity National Financial, Inc. . 7,645 106,074
*Fieldcrest Cannon, Inc. ........... 4,500 94,500
*Fifty-Off Stores, Inc. ............ 5,600 6,825
*Figgie International, Inc. Class A 6,800 100,300
*Figgie International, Inc. Class B 3,500 49,000
*Filenes Basement Corp. ............ 12,200 70,913
*Filenet Corp. ..................... 3,200 148,800
*Financial Federal Corp. ........... 4,050 66,319
Financial Trust Corp. ............. 3,520 101,200
*Financing for Science
International, Inc. ............. 2,100 12,797
*Finish Line, Inc. Class A ......... 2,700 68,344
*Finishmaster, Inc. ................ 3,000 34,313
First Albany Companies, Inc. ...... 1,884 19,782
*First Alert, Inc. ................. 12,000 79,500
16
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
</TABLE>
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
First American Financial Corp. .... 5,700 $174,563
*First American Health Concepts,
Inc. ............................ 1,100 5,225
First Bancorp ..................... 200 5,900
*First Cash, Inc. .................. 1,500 8,906
First Central Financial Corp. ..... 9,300 54,638
First Charter Corp. ............... 1,900 35,388
First Citizens Bancshares, Inc. NC 3,400 218,450
*First Citizens Financial Corp. .... 1,271 23,345
First Colorado Bancorp ............ 5,455 72,620
First Commercial Corp. ............ 9,155 281,516
First Commonwealth Financial Corp. 8,900 169,100
First Defiance Financial Corp. .... 2,159 23,344
First Essex Bancorp ............... 3,000 31,875
First Federal Capital Corp. ....... 2,600 56,875
First Federal Savings & Loan
Association of East Hartford, CT 1,500 26,625
First Financial Bancorp ........... 5,200 167,700
First Financial Bankshares, Inc. .. 200 8,300
First Financial Corp. WI .......... 16,100 370,300
First Financial Corp. of Western
Maryland ........................ 900 17,775
First Financial Holdings, Inc. .... 3,000 57,750
First Franklin Corp. .............. 200 3,075
First Georgia Holdings, Inc. ...... 300 2,100
First Home Savings Bank FSB
Pennsville, NJ .................. 200 3,650
First Indiana Corp. ............... 6,439 159,365
First Liberty Financial Corp. ..... 1,200 26,850
*First Merchants Acceptance Corp. .. 2,600 57,525
First Merchants Corp. ............. 300 7,950
First Michigan Bank Corp. ......... 7,796 235,837
First Midwest Bancorp, Inc. ....... 5,500 158,813
First Mississippi Corp. ........... 13,600 336,600
First Mutual Savings Bank ......... 264 3,498
First Northern Capital Corp. ...... 1,800 28,800
First Oak Brook Bancshares, Inc.
Class A ......................... 700 16,625
*First Pacific Networks, Inc. ...... 9,700 27,736
First Palm Beach Bancorp, Inc. .... 2,700 57,713
*First Republic Bancorp, Inc. ...... 4,682 69,645
First Savings Bancorp, Inc. North
Carolina ........................ 1,500 28,313
First Source Corp. ................ 7,493 170,466
First Southeast Financial Corp. ... 1,600 29,000
First State Financial Services,
Inc. ............................ 1,000 10,500
*#First Team Sports, Inc. ........... 2,850 40,078
First United Bancorp .............. 2,700 26,958
First Western Bancorp, Inc. ....... 2,750 72,188
*FirstFed Financial Corp. DE ....... 6,400 106,400
FirstFederal Financial Services
Corp. ........................... 1,342 32,879
Firstbank of Illinois Co. ......... 3,900 121,388
Firstfed Bancshares, Inc. ......... 1,500 23,625
*Firstmiss Gold, Inc. .............. 15,135 587,427
*Fischer Imaging Corp. ............. 2,200 29,013
Fisher Scientific International,
Inc. ............................ 8,000 327,000
Flag Financial Corp. .............. 200 2,600
*Flagstar Companies, Inc. .......... 21,900 78,019
Flamemaster Corp. ................. 200 838
Fleming Companies, Inc. ........... 10,000 156,250
Flexsteel Industries, Inc. ........ 6,200 68,200
*Flores & Rucks, Inc. .............. 2,000 59,750
Florida First Bancorp, Inc. ....... 200 2,225
<PAGE>
Shares Value+
-------- -----------
Florida Public Utilities Co. ...... 500 $ 9,688
Florida Rock Industries, Inc. ..... 4,300 109,650
*Flow International Corp. .......... 14,400 127,800
Fluke Corp. ....................... 4,800 186,600
*Fluor Daniel/GTI, Inc. ............ 1,265 12,808
*Fluoroscan Imaging Systems, Inc. .. 700 6,606
*Foamex International, Inc. ........ 12,900 158,831
*Foilmark, Inc. .................... 1,600 6,550
*Foodarama Supermarkets, Inc. ...... 1,500 31,688
*Foodbrands America, Inc. .......... 3,300 51,150
*Foodmaker, Inc. ................... 28,000 227,500
*Foothill Independent Bancorp ...... 1,770 15,488
Foremost Corp. of America ......... 4,800 276,000
Forest City Enterprises, Inc.
Class A ......................... 2,300 90,563
Forest City Enterprises, Inc.
Class B ......................... 1,700 68,000
*Forest Oil Corp. .................. 3,540 45,135
Fort Wayne National Corp. ......... 5,100 160,969
*#Fortune Petroleum Corp. ........... 5,000 18,750
*Fossil, Inc. ...................... 6,600 105,188
Foster (L.B.) Co. Class A ......... 20,900 86,866
*#Fountain Oil, Inc. ................ 4,200 21,263
*Fountain Powerboat Industries, Inc. 1,200 11,925
*Fourth Shift Corp. ................ 3,700 32,838
*Foxmeyer Health Corp. ............. 13,584 236,022
Framingham Savings Bank MA ........ 5,500 22,000
Franklin Bank National Association
Southfield, MI .................. 1,260 13,939
Franklin Electric Co., Inc. ....... 3,300 119,213
*Franklin Electronic Publishers,
Inc. ............................ 4,700 115,738
*Franklin Quest Co. ................ 10,900 237,075
Frederick's of Hollywood, Inc.
Class A ......................... 3,966 17,599
Frederick's of Hollywood, Inc.
Class B ......................... 7,933 34,707
Freds, Inc. Class A ............... 3,700 40,469
Fremont General Corp. ............. 18,892 451,047
*Fresenius USA, Inc. ............... 10,900 220,725
*Fresh America Corp. ............... 1,400 18,900
*Fresh Choice, Inc. ................ 3,300 23,100
*Fretter, Inc. ..................... 4,284 750
Friedman Industries, Inc. ......... 12,997 53,613
*Friedmans, Inc. Class A ........... 2,800 79,800
Frisch's Restaurants, Inc. ........ 27,746 322,547
Frontier Adjusters of America, Inc. 1,000 3,250
Frontier Insurance Group, Inc. .... 6,535 224,641
Frozen Food Express Industries,
Inc. ............................ 7,607 86,054
*#Fruehauf Trailer Corp. ............ 8,000 5,000
Fuller (H.B.) Co. ................. 7,000 238,875
Fulton Financial Corp. ............ 9,966 198,074
*Funco, Inc. ....................... 2,300 19,550
*Fuqua Enterprises, Inc. ........... 3,600 102,600
*Furniture Brands International,
Inc. ............................ 23,500 255,563
Furon Co. ......................... 4,500 107,438
*Fusion Systems Corp. .............. 3,300 96,938
*Future Healthcare, Inc. ........... 3,400 371
G & K Services, Inc. Class A ...... 13,000 391,625
*G-III Apparel Group, Ltd. ......... 3,685 13,013
GBC Bancorp ....................... 2,700 62,775
*GC Companies, Inc. ................ 3,900 143,325
*GMIS, Inc. ........................ 4,000 58,000
*GNI Group, Inc. ................... 2,400 11,700
*GRC International, Inc. ........... 9,100 389,025
</TABLE>
17
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
*GTI Corp. ......................... 5,600 $ 50,050
*GTS Duratek, Inc. ................. 4,500 77,625
*GZA Geoenvironmental Technologies,
Inc. ............................ 1,700 6,056
Gainsco, Inc. ..................... 10,352 108,696
*Galey & Lord, Inc. ................ 6,000 68,250
*Galileo Electro-Optics Corp. ...... 3,900 111,394
Gallagher (Arthur J.) & Co. ....... 7,800 250,575
*Galoob (Lewis) Toys, Inc. DE ...... 9,600 208,800
Gamma Biologicals, Inc. ........... 5,500 23,031
*Gander Mountain, Inc. ............. 4,300 8,600
*Gantos, Inc. ...................... 3,050 21,159
Garan, Inc. ....................... 7,400 127,650
*Gardner Denver Machinery, Inc. .... 2,400 62,700
*Garnet Resources Corp. ............ 4,500 2,742
*Gasonics International, Inc. ...... 6,650 88,113
*Gaylord Container Corp. Class A ... 21,600 193,050
*Geerling & Wade, Inc. ............. 1,400 7,788
*Gehl Co. .......................... 2,500 20,625
*Gelman Sciences, Inc. ............. 11,475 256,753
Gencorp, Inc. ..................... 16,700 252,588
*Genelabs Technologies, Inc. ....... 19,500 168,188
*Genemedicine, Inc. ................ 4,800 31,200
General Binding Corp. ............. 7,200 157,500
*General Datacomm Industries, Inc. . 11,700 185,738
*General Host Corp. ................ 11,672 39,393
General Housewares Corp. .......... 3,100 39,138
General Magnaplate Corp. .......... 200 1,275
General Physics Corp. ............. 4,100 16,913
*Genesco, Inc. ..................... 11,035 84,142
Genesee Corp. Class B ............. 200 9,025
*#Genesis Health Ventures, Inc. ..... 10,800 341,550
*#Geneva Steel Co. Class A .......... 6,700 39,363
*Genicom Corp. ..................... 4,300 25,531
*Genlyte Group, Inc. ............... 8,900 70,088
*Genome Therapeutics Corp. ......... 6,800 73,525
Genovese Drug Stores, Inc.
Class A ......................... 2,431 23,095
*Genrad, Inc. ...................... 12,000 204,000
*Gensia, Inc. ...................... 17,400 89,175
*Genta, Inc. ....................... 5,600 11,025
*Gentex Corp. ...................... 24,300 1,093,500
*Genus, Inc. ....................... 7,900 85,913
*Genzyme Transgenics Corp. ......... 5,220 46,001
George Mason Bankshares, Inc. ..... 1,500 31,125
*Georgia-Bonded Fibres, Inc. ....... 200 800
*Geotek Communications, Inc. ....... 30,000 418,125
*Geoworks .......................... 5,200 183,300
Gerber Scientific, Inc. ........... 14,200 246,725
*Geriatric & Medical Companies, Inc. 6,100 12,963
Getty Petroleum Corp. ............. 5,100 69,488
*Giant Cement Holding, Inc. ........ 4,000 55,250
*Giant Group, Ltd. ................. 5,300 45,713
Giant Industries, Inc. ............ 7,900 117,513
*Gibraltar Packaging Group, Inc. ... 1,500 7,781
*Gibraltar Steel Corp. ............. 4,100 85,844
*Gibson Greetings, Inc. ............ 9,700 138,225
Giddings & Lewis, Inc. ............ 17,100 283,219
*Giga-Tronics, Inc. ................ 1,600 18,600
Gilbert Associates, Inc. Class A .. 2,500 33,438
*Gilead Sciences, Inc. ............. 10,000 347,500
*Gish Biomedical, Inc. ............. 1,900 13,300
Glacier Bancorp, Inc. ............. 1,342 29,021
*Glacier Water Services, Inc. ...... 2,300 44,275
<PAGE>
Shares Value+
-------- -----------
Gleason Corp. ..................... 3,600 $146,700
*Global Industrial Technologies,
Inc. ............................ 11,700 216,450
*Global Natural Resources, Inc. .... 19,000 306,375
*Global Village Communication, Inc. 7,700 74,594
*Globalink, Inc. ................... 3,000 25,875
*Go Video, Inc. .................... 3,100 3,488
*Golden Books Family Entertainment,
Inc. ............................ 6,400 87,600
Golden Enterprises, Inc. .......... 6,100 59,094
Golden Poultry Co., Inc. .......... 7,283 66,457
*Goldwyn (Samuel) Co. .............. 3,300 15,881
*Golf Enterprises, Inc. ............ 3,000 34,875
*Good Guys, Inc. ................... 6,800 64,600
GoodMark Foods, Inc. .............. 7,800 117,975
*Goodrich Petroleum Corp. .......... 8,400 7,875
Goodys Family Clothing, Inc. ...... 9,700 95,788
Gorman-Rupp Co. ................... 11,575 160,603
*Gottschalks, Inc. ................. 5,800 39,150
Goulds Pumps, Inc. ................ 10,000 238,750
*Government Technology Services,
Inc. ............................ 4,000 27,250
Graco, Inc. ....................... 10,200 216,750
*Gradco Systems, Inc. .............. 4,700 20,563
*Graff Pay-per-View, Inc. .......... 6,500 19,094
*Graham-Field Health Products, Inc. 7,000 49,875
*Grancare, Inc. .................... 13,605 249,992
Granite Construction, Inc. ........ 9,600 214,200
Granite State Bankshares, Inc. .... 800 14,600
*Grant Geophysical, Inc. ........... 3,100 13,369
Graphic Industries, Inc. .......... 3,800 40,850
Great Southern Bancorp, Inc. ...... 200 5,338
*Greater New York Savings Bank NY .. 6,500 73,125
Green (A.P.) Industries, Inc. ..... 5,550 112,388
Green Mountain Power Corp. ........ 19,300 511,450
*Greenbriar Corp. .................. 160 2,440
Greenbrier Companies, Inc. ........ 8,000 128,000
Greenfield Industries, Inc. DE .... 6,500 247,000
#Greenwich Air Services, Inc.
Class A ......................... 3,000 113,250
*Greenwich Air Services, Inc.
Class B ......................... 2,200 70,400
Grey Advertising, Inc. ............ 200 46,700
*Greyhound Lines, Inc. ............. 24,800 113,150
*Griffon Corp. ..................... 51,500 469,938
*Grist Mill & Co. .................. 5,900 38,350
*Grossmans, Inc. ................... 9,900 17,016
*Ground Round Restaurants, Inc. .... 5,500 19,078
*Group 1 Software, Inc. ............ 3,000 27,375
*Group Technologies Corp. .......... 8,700 32,625
Grovebank for Savings ............. 700 18,025
*Grow Biz International, Inc. ...... 2,900 23,381
*Gryphon Holdings, Inc. ............ 100 1,825
Guaranty National Corp. ........... 7,500 127,500
*Guest Supply, Inc. ................ 6,000 93,000
Guilford Mills, Inc. .............. 6,700 163,313
*Gulfmark International, Inc. ...... 1,700 61,838
*Gulfsouth Medical Supply, Inc. .... 5,500 261,250
*Gull Laboratories, Inc. ........... 3,000 14,625
*Gundle/SLT Environmental, Inc. .... 8,200 54,325
*Gupta Corp. ....................... 4,900 30,625
*Gymboree Corp. .................... 2,500 85,313
*HCC Insurance Holdings, Inc. ...... 11,250 243,281
*HD Vest, Inc. ..................... 2,200 8,113
*HEI, Inc. ......................... 1,500 11,813
</TABLE>
18
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
HF Financial Corp. ................ 1,200 $ 18,000
*HMG Worldwide Corp. ............... 2,500 4,375
HMI Industries, Inc. .............. 5,400 44,550
*HMN Financial, Inc. ............... 2,200 34,238
*HPSC, Inc. ........................ 2,600 18,525
*HS Resources, Inc. ................ 5,000 60,000
HUBCO, Inc. ....................... 5,230 110,157
*Ha-Lo Industries, Inc. ............ 2,500 87,188
Hach Co. .......................... 2,125 34,266
*Hadco Corp. ....................... 6,100 144,494
*Haemonetics Corp. ................. 19,700 391,538
Haggar Corp. ...................... 3,400 50,788
*Hahn Automotive Warehouse, Inc. ... 2,080 18,460
Hallwood Energy Corp. ............. 200 2,275
*Hallwood Group, Inc. .............. 950 13,181
*Halsey Drug Co., Inc. ............. 5,604 36,426
*Hamburger Hamlet Restaurants, Inc. 2,300 2,372
*Hammons (John Q.) Hotels, Inc.
Class A ......................... 3,200 34,800
*Hampshire Group, Ltd. ............. 1,400 16,450
*Hampton Industries, Inc. .......... 2,846 12,985
Hancock Fabrics, Inc. ............. 12,900 146,738
Hancock Holding Co. ............... 3,200 119,200
*Handex Environmental Recovery, Inc. 3,100 34,875
Handleman Co. ..................... 18,200 134,225
Handy & Harman .................... 9,100 160,388
*Hanger Orthopedic Group, Inc. ..... 4,100 20,244
*Hanover Direct, Inc. .............. 55,600 79,925
*Happiness Express, Inc. ........... 3,000 7,781
*Harcor Energy, Inc. ............... 3,500 16,078
*Harding Lawson Associates Group,
Inc. ............................ 5,000 31,875
*#Harken Energy Corp. ............... 29,700 83,531
Harleysville Group, Inc. .......... 9,000 239,625
Harleysville National Corp PA ..... 200 5,425
*Harlyn Products, Inc. ............. 2,900 3,172
Harman International Industries,
Inc. ............................ 6,465 339,413
Harmon Industries, Inc. ........... 5,100 86,700
*Harolds Stores, Inc. .............. 2,095 33,782
Harper Group, Inc. ................ 6,500 131,625
*Harris & Harris Group, Inc. ....... 4,800 33,300
*Harry's Farmers Market, Inc.
Class A ......................... 1,600 4,800
Harte-Hanks Communications, Inc. .. 1,902 50,165
*Hartmarx Corp. .................... 15,200 95,000
*Harvard Industries, Inc. .......... 2,600 40,625
*#Harvey Entertainment Co. .......... 2,000 19,000
Harvey's Casino Resorts ........... 3,700 79,550
Haskel International, Inc. ........ 1,900 13,063
Hastings Manufacturing Co. ........ 350 8,859
Hathaway Corp. .................... 2,700 7,425
*Hauser Chemical Research, Inc. .... 4,200 30,975
Haven Bancorp, Inc. ............... 1,800 50,738
Haverfield Corp. .................. 220 3,988
Haverty Furniture Co., Inc. ....... 5,300 71,550
Haverty Furniture Co., Inc. Class A 200 2,700
Hawkins Chemical, Inc. ............ 4,397 38,474
*Hawthorne Financial Corp. ......... 700 5,031
Hayes Wheels International, Inc. .. 8,800 275,000
Health Images, Inc. ............... 5,700 54,863
*Health Management Systems, Inc. ... 8,200 250,100
*Health Management, Inc. ........... 5,200 28,600
<PAGE>
Shares Value+
-------- -----------
*Health O Meter Products, Inc. ..... 3,600 $ 21,263
*Health Power, Inc. ................ 1,900 14,250
*Health Professionals, Inc. ........ 1,250 5,938
*Health Risk Management, Inc. ...... 2,400 29,100
*Health-Chem Corp. ................. 15,400 31,763
*Healthcare Imaging Services, Inc. . 1,200 2,775
*Healthcare Services Group, Inc. ... 9,200 82,225
*Healthdyne Information Enterprises,
Inc. ............................ 10,100 73,856
*Healthdyne Technologies, Inc. ..... 9,572 127,427
*Healthy Planet Products, Inc. ..... 700 4,900
*Heartland Express, Inc. ........... 10,584 312,228
*Heartland Wireless Communications,
Inc. ............................ 1,516 40,458
Hechinger Co. Class A ............. 14,900 66,584
Hechinger Co. Class B ............. 5,800 35,163
*Hecla Mining Co. .................. 26,200 209,600
*Hector Communications Corp. ....... 1,200 9,150
*Heftel Broadcasting Corp. Class A . 1,100 23,925
Heico Corp. ....................... 3,146 62,527
*Hein-Werner Corp. ................. 3,059 24,472
*Heist (C.H.) Corp. ................ 2,100 16,013
Helix Technology Corp. ............ 14,800 538,350
Henry Jack & Associates, Inc. ..... 4,700 155,688
Herbalife International, Inc. ..... 15,000 239,063
Heritage Financial Services, Inc. . 2,700 54,338
*Heritage Media Corp. Class A ...... 7,100 282,225
*Hexcel Corp. ...................... 5,000 75,625
*Hi-Lo Automotive, Inc. ............ 8,700 41,325
*Hi-Shear Industries, Inc. ......... 5,500 34,375
*Hi-Shear Technology Corp. ......... 1,300 9,588
*Hi-Tech Pharmacal, Inc. ........... 3,500 31,938
Hibernia Savings Bank ............. 200 2,925
*High Plains Corp. ................. 9,580 35,626
Hilb Rogal Hamilton Co. ........... 6,500 87,750
*Hilite Industries, Inc. ........... 2,000 20,750
*Hinsdale Financial Corp. .......... 1,250 26,719
*Hirsch International Corp. Class A 1,675 30,464
*Hitox Corp. ....................... 2,500 9,375
Hoenig Group, Inc. ................ 3,900 17,550
*Holiday RV Superstores, Inc. ...... 3,000 5,953
Hollinger International, Inc.
Class A ......................... 3,300 40,838
Holly Corp. ....................... 4,100 110,700
*Hollywood Casino Corp. Class A .... 15,000 74,063
*Hollywood Entertainment Corp. ..... 14,400 221,400
*Hologic, Inc. ..................... 5,000 199,375
*Holopak Technologies, Inc. ........ 3,500 15,313
*Holophane Corp. ................... 7,050 126,019
Home Beneficial Corp. Class B ..... 5,200 133,250
Home Federal Bancorp .............. 900 23,288
Home Financial Corp ............... 10,300 143,556
Home Port Bancorp, Inc. ........... 900 12,263
*Home State Holdings, Inc. ......... 5,000 42,500
*Home Theater Products
International, Inc. ............. 4,000 376
*Homecorp, Inc. .................... 200 3,625
*Homeowners Group, Inc. ............ 1,700 3,241
*Hometown Bancorp., Inc. ........... 200 3,438
*Hometown Buffet, Inc. ............. 5,800 86,638
*Hondo Oil and Gas Co. ............. 5,600 77,000
Hooper Holmes, Inc. ............... 4,000 45,000
Horizon Bancorp, Inc. ............. 200 7,950
Horizon Financial Corp. ........... 3,938 50,702
*Horsehead Resource Development Co.,
Inc. ............................ 16,500 94,875
</TABLE>
19
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
*Hospital Staffing Services, Inc. .. 2,200 $ 7,975
*Hosposable Products, Inc. ......... 200 1,550
*Hovnanian Enterprises, Inc.
Class A ......................... 7,550 52,850
*Hovnanian Enterprises, Inc.
Class B ......................... 1,150 8,050
#Howell Corp. ...................... 4,700 68,150
Howell Industries, Inc. ........... 1,600 46,800
*Howtek, Inc. ...................... 3,600 18,675
Hudson Foods, Inc. Class A ........ 12,900 172,538
Hudson General Corp. .............. 1,700 65,450
Huffy Corp. ....................... 6,700 91,288
Hughes Supply, Inc. ............... 5,100 205,275
*Hugoton Energy Corp. .............. 7,900 64,188
*Human Genome Sciences, Inc. ....... 4,200 154,350
Hunt Manufacturing Co. ............ 8,200 135,300
Huntco, Inc. Class A .............. 1,500 28,500
*Hurco Companies, Inc. ............. 3,300 21,863
*Hutchinson Technology, Inc. ....... 2,400 135,300
*Hycor Biomedical, Inc. ............ 5,600 26,600
*Hyde Athletic Industries, Inc.
Class A ......................... 1,100 5,500
*Hyde Athletic Industries, Inc.
Class B ......................... 1,500 7,406
Hydron Technologies, Inc. ......... 9,800 26,950
*Hyperion Software Corp. ........... 8,400 119,175
*#I-Stat Corp. ...................... 4,400 89,650
*ICF Kaiser International, Inc. .... 17,900 55,938
*ICH Corp. ......................... 19,200 1,200
ICN Pharmaceuticals, Inc. ......... 14,692 389,338
ICO, Inc. ......................... 4,500 29,813
*ICOS Corp. ........................ 12,800 115,200
*ICU Medical, Inc. ................. 4,300 95,138
*IDEC Pharmaceuticals Corp. ........ 8,200 211,663
*IDM Environmental Corp. ........... 1,200 9,225
*IEC Electronics Corp. ............. 3,000 24,000
*IFR Systems, Inc. ................. 3,700 55,500
*IGEN, Inc. ........................ 5,900 30,975
*IGI, Inc. ......................... 8,700 75,038
*IHOP Corp. ........................ 4,100 116,338
*II-VI, Inc. ....................... 3,100 46,888
*ILC Technology, Inc. .............. 2,900 35,888
IMCO Recycling, Inc. .............. 7,700 179,025
*IMP, Inc. ......................... 13,400 206,863
*IPC Information Systems, Inc. ..... 300 6,300
*IPL Systems, Inc. Class A ......... 1,800 12,431
*IQ Software Corp. ................. 2,200 52,525
*ITI Technologies, Inc. ............ 3,600 119,700
*IVF America, Inc. ................. 3,000 11,438
*IVI Publishing, Inc. .............. 5,000 47,813
IWC Resources Corp. ............... 2,900 56,188
*Ibah, Inc. ........................ 7,100 60,350
*#Identix, Inc. ..................... 13,400 212,725
Ideon Group, Inc. ................. 6,900 95,738
*Ikos Systems, Inc. ................ 3,500 99,969
*#Illinois Superconductor Corp. ..... 1,400 31,325
*Image Entertainment, Inc. ......... 6,900 44,850
*Image Industries, Inc. ............ 4,000 51,500
*Imatron, Inc. ..................... 31,000 116,250
*Imclone Systems, Inc. ............. 9,800 126,788
*Immucor, Inc. ..................... 3,900 47,775
*Immulogic Pharmaceutical Corp. .... 9,800 90,650
*Immune Response Corp. DE .......... 6,700 83,750
*Immunex Corp. ..................... 5,200 80,925
*Immunogen, Inc. ................... 7,800 38,025
<PAGE>
Shares Value+
-------- -----------
*Immunomedics, Inc. ................ 19,700 $156,369
*Imo Industries, Inc. .............. 8,000 57,000
*Impact Systems, Inc. .............. 6,200 19,956
*Imperial Bancorp .................. 5,913 143,390
*Imperial Credit Industries, Inc. .. 6,375 188,063
*Imperial Holly Corp. .............. 5,100 61,838
*In Focus Systems, Inc. ............ 8,000 462,000
*In Home Health, Inc. .............. 6,400 13,600
*Inacom Corp. ...................... 3,700 79,088
*Inbrand Corp. ..................... 4,000 115,250
*Incontrol, Inc. ................... 2,400 35,850
*Incstar Corp. ..................... 8,200 51,250
*Incyte Pharmaceuticals, Inc. ...... 4,000 135,500
*Indenet, Inc. ..................... 6,100 37,934
Independence Holding Co. .......... 4,500 21,094
Independent Bank Corp. MA ......... 5,800 45,313
Independent Bank East ............. 1,050 29,925
Indiana Energy, Inc. .............. 11,300 268,375
Indiana Federal Corp. ............. 1,500 28,313
Industrial Acoustics Co., Inc. .... 200 2,175
*#Industrial Holdings, Inc. ......... 1,200 11,400
*Industrial Scientific Corp. ....... 700 13,125
*Industrial Training Corp. ......... 1,000 7,938
*Information Resource Engineering,
Inc. ............................ 1,700 45,688
*Information Resources, Inc. ....... 13,800 172,500
*Infrasonics, Inc. ................. 7,100 43,266
Ingles Market, Inc. Class A ....... 900 11,756
*Inhale Therapeutic Systems ........ 3,000 52,125
*Innerdyne, Inc. ................... 8,200 40,488
*Innodata Corp. .................... 900 3,544
*Innoserv Technologies, Inc. ....... 200 925
*#Innovative Gaming Corp of America . 3,000 31,125
Innovex, Inc. ..................... 10,800 183,600
*Inphynet Medical Management, Inc. . 7,300 159,688
*Insignia Financial Group, Inc.
Class A ......................... 1,000 26,000
*Insilco Corp. ..................... 4,800 174,600
*Insite Vision, Inc. ............... 5,700 38,831
Insituform East, Inc. ............. 1,700 6,481
*Insituform Technologies, Inc.
Class A ......................... 11,810 112,933
*Inso Corp. ........................ 400 22,400
Insteel Industries, Inc. .......... 3,770 25,919
Instron Corp. ..................... 11,200 152,600
*Insurance Auto Auctions, Inc. ..... 5,600 66,850
Integon Corp. ..................... 7,900 149,113
*Integrated Circuit Systems, Inc. .. 5,600 68,950
#Integrated Health Services, Inc. .. 8,600 224,675
*Integrated Systems, Inc. .......... 12,000 402,000
*Integrated Waste Services, Inc. ... 2,400 5,400
*Intellicall, Inc. ................. 5,700 34,913
Intelligent Electronics, Inc. ..... 17,228 167,973
Inter-Regional Financial Group,
Inc. ............................ 6,000 150,000
*Inter-Tel, Inc. ................... 6,400 177,200
Intercargo Corp. .................. 3,800 34,200
*Intercel, Inc. .................... 10,300 247,200
Interchange Financial Services
Corp. Saddle Brook .............. 920 18,170
*Interdigital Communications Corp. . 22,200 209,513
Interface Systems, Inc. ........... 3,400 33,575
Interface, Inc. Class A ........... 13,000 184,438
*Interferon Sciences, Inc. ......... 15,900 37,763
*#Interfilm, Inc. ................... 2,500 468
</TABLE>
20
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Intergrated Process Equipment Corp. 7,000 $202,125
*Interim Services, Inc. ............. 6,536 308,009
*Interlake Corp. .................... 17,000 51,000
*Interleaf, Inc. .................... 9,000 71,438
*Interlink Electronics .............. 1,700 14,025
*Interlinq Software Corp. ........... 3,200 14,400
*Intermagnetics General Corp. ....... 10,693 172,425
*Intermedia Communications of
Florida, Inc. ..................... 5,600 193,900
*Intermet Corp. ..................... 14,800 247,900
International Aluminum Corp. ....... 900 23,288
*International Dairy Queen, Inc.
Class A ........................... 7,100 147,325
*International Family Entertainment,
Inc. Class B ........................ 300 5,400
*International Imaging Materials,
Inc. .............................. 3,600 84,150
*International Jensen, Inc. ......... 2,300 23,431
*International Lottery & Totalizer
Systems, Inc. ..................... 6,900 16,711
*International Lottery, Inc. ........ 1,600 18,800
International Multifoods Corp. ..... 9,000 178,875
*International Remote Imaging
Systems, Inc. ..................... 2,800 29,050
*International Research & Development
Corp. ............................. 4,600 230
International Shipholding Corp. .... 3,375 64,969
*International Technology Corp. ..... 17,300 47,575
*International Thoroughbred Breeders,
Inc. .............................. 4,800 19,200
*Interneuron Pharmaceuticals, Inc. .. 19,666 766,974
*Interphase Corp. ................... 2,200 41,388
*Interpoint Corp. WA ................ 3,000 88,500
Interpool, Inc. .................. 6,900 133,688
*Interpore International ............ 3,400 26,988
*Interscience Computer Corp. ........ 300 1,463
*Intersolv, Inc. .................... 9,800 115,763
Interstate Johnson Lane, Inc. .... 3,100 35,650
Interstate Power Co. ............... 2,400 76,800
*#Intertan, Inc. ..................... 5,200 35,100
*Intervisual Books, Inc. Class A .... 1,000 2,406
*Intervoice, Inc. ................... 9,300 208,088
Interwest Bancorp, Inc. ............ 2,600 62,888
*Investment Technology Group, Inc. .. 9,200 142,600
Investors Financial Services Corp. . 503 11,318
Investors Financial Services Corp.
Class A ........................... 96 2,160
Investors Title Co. ................ 800 9,700
*Ionics, Inc. ....................... 8,600 425,700
Iroquois Bancorp ................... 400 6,150
Irwin Financial Corp. .............. 1,000 41,625
Isco, Inc. ......................... 43,935 499,761
*Isis Pharmaceuticals, Inc. ......... 12,600 226,800
*Isolyser Co., Inc. ................. 9,000 124,313
*Isomedix, Inc. ..................... 4,900 74,113
*Itron, Inc. ........................ 4,900 167,213
*Iwerks Entertainment, Inc. ......... 5,324 55,569
*J & J Snack Foods Corp. ............ 4,600 61,238
JLG Industries, Inc. ............... 10,400 821,600
*JMAR Industries, Inc. .............. 5,700 18,436
*JP Foodservice, Inc. ............... 3,100 72,463
*JPE, Inc. .......................... 1,300 12,188
JSB Financial, Inc. ................ 5,400 179,213
*Jabil Circuit, Inc. ................ 8,800 116,600
Jackpot Enterprises, Inc. .......... 4,654 58,757
<PAGE>
Shares Value+
-------- -----------
*Jaclyn, Inc. ....................... 1,700 $ 7,650
*Jaco Electronics, Inc. ............. 1,973 24,786
*Jacobs Engineering Group, Inc. ..... 10,000 268,750
Jacobson Stores, Inc. .............. 2,900 33,713
*Jacor Communications, Inc. ......... 10,100 294,163
*Jalate, Ltd. ....................... 1,000 4,375
*Jan Bell Marketing, Inc. ........... 18,800 50,525
*Jason, Inc. ........................ 8,187 66,519
*Jean Philippe Fragrances, Inc. ..... 3,750 35,156
Jeffbanks, Inc. .................... 1,125 25,734
Jefferson Bankshares, Inc. ......... 9,100 199,063
Jefferson Savings Bancorp, Inc. .... 3,000 81,750
*Jennifer Convertibles, Inc. ........ 1,300 3,819
John Alden Financial Corp. ......... 11,900 266,263
*Johnson Worldwide Associates, Inc.
Class A ........................... 2,900 50,388
Johnston Industries, Inc. .......... 10,800 93,150
*Johnstown American Industries, Inc. 5,200 21,775
*Jones Intercable, Inc. ............. 1,000 14,500
*Jones Intercable, Inc. Class A ..... 15,200 207,100
Jones Medical Industries, Inc. ..... 12,000 632,250
*Joseph A. Bank Clothiers, Inc. ..... 2,700 13,669
Juno Lighting, Inc. ................ 9,200 142,025
*Just Toys, Inc. .................... 2,100 2,888
*Just for Feet, Inc. ................ 7,000 374,938
Justin Industries, Inc. ............ 13,600 168,300
K Swiss, Inc. Class A .............. 2,200 25,025
*K-Tron International, Inc. ......... 6,200 51,150
*K-V Pharmaceutical Co. Class A ..... 2,800 37,800
*K-V Pharmaceutical Co. Class B ..... 1,900 25,650
KCS Energy, Inc. ................... 5,700 143,213
*KLLM Transport Services, Inc. ...... 2,766 36,995
Kahler Realty Corp. ................ 1,700 28,050
*Kaiser Ventures, Inc. .............. 9,700 103,063
Kaman Corp. Class A ................ 9,400 115,738
*Kaneb Services, Inc. ............... 9,800 35,525
Katy Industries, Inc. .............. 4,400 66,000
Kaydon Corp. ....................... 6,900 296,700
Kaye Group, Inc. ................... 3,000 19,500
*Keane, Inc. ........................ 6,400 255,200
*Kelley Oil & Gas Corp. ............. 34,100 105,497
Kellwood Co. ....................... 10,600 182,850
*#Kenetech Corp. ..................... 20,000 13,125
*Kent Electronics Corp. ............. 5,900 209,450
*Kentucky Electric Steel, Inc. ...... 2,000 16,625
*Kenwin Shops, Inc. ................. 400 700
*Kerr Group, Inc. ................... 6,300 32,288
*Kewaunee Scientific Corp. .......... 1,500 6,563
*Key Energy Group, Inc. ............. 5,300 42,400
*Key Production Co., Inc. ........... 4,458 33,992
*Key Technology, Inc. ............... 3,000 76,125
*Key Tronic Corp. ................... 13,000 98,313
*Keystone Consolidated Industries,
Inc. .............................. 5,600 55,650
Keystone Heritage Group, Inc. ...... 2,133 44,793
Kimball International, Inc. Class B 500 15,000
*Kimmins Corp. .................... 2,700 14,175
*Kinark Corp. ....................... 3,000 13,875
*Kinder-Care Learning Centers, Inc. . 15,000 225,000
Kinetic Concepts, Inc. ............. 27,000 459,000
*Kinnard Investment, Inc. ........... 2,500 12,813
*Kirby Corp. ........................ 12,900 227,363
*Kit Manufacturing Co. .............. 2,700 31,219
*Kleinert's, Inc. ................... 2,000 32,250
</TABLE>
21
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
Knape & Vogt Manufacturing Co. ..... 1,800 $ 29,025
*Knogo North America, Inc. .......... 5,400 52,650
Knowledgeware, Inc. (Escrow) ....... 6,600 0
*Koala Corp. ........................ 700 12,250
Kollmorgen Corp. ................... 4,300 61,813
*Koo Koo Roo, Inc. (Private
Placement) ........................ 8,300 65,363
*Kopin Corp. ........................ 3,700 36,769
*Koss Corp. ......................... 1,000 7,000
*Kronos, Inc. ....................... 3,000 95,625
*Krug International Corp. ........... 848 4,505
*Krystal Co. ........................ 4,900 21,744
Kuhlman Corp. ...................... 11,699 201,808
#Kulicke & Soffa Industries, Inc. ... 7,700 136,675
Kysor Industrial Corp. ............. 2,800 73,850
*L.A. Gear, Inc. .................... 11,500 38,813
*LAT Sportswear, Inc. ............... 200 513
LCS Industries, Inc. ............... 1,760 29,480
LSB Bancshares, Inc. NC ............ 2,525 39,138
LSB Industries, Inc. ............... 9,100 51,188
LSI Industries, Inc. ............... 10,867 207,831
*LTX Corp. .......................... 14,200 151,763
*LXE, Inc. .......................... 2,400 24,150
*#LXR Biotechnology, Inc. ............ 7,800 35,100
*La Jolla Pharmceutical Co. ......... 6,000 42,000
La-Z-Boy Chair Co. ................. 7,400 241,425
*LaBarge, Inc. ...................... 11,600 106,575
LaCrosse Footwear, Inc. ............ 3,000 31,125
Labone, Inc. ....................... 6,400 116,000
Laclede Gas Co. .................... 8,100 185,288
*Laclede Steel Co. .................. 2,700 17,888
Ladd Furniture, Inc. ............... 2,666 29,826
Lafayette American Bank & Trust Co. 2,000 24,125
*Lakeland Industries, Inc. .......... 1,000 3,469
*Lamson & Sessions Co. .............. 11,100 129,038
Lance, Inc. ........................ 13,100 216,150
*Lancer Corp. ....................... 3,900 88,969
*Lancit Media Productions, Ltd. ..... 4,300 56,438
*Landair Services, Inc. ............. 3,000 42,750
Landauer, Inc. ..................... 5,900 121,688
*Landmark Graphics Corp. ............ 8,200 155,800
*Landrys Seafood Restaurants, Inc. .. 9,000 217,125
*Lands' End, Inc. ................... 20,000 437,500
*Landstar Systems, Inc. ............. 5,100 149,175
*Lasermaster Technologies, Inc. ..... 4,720 23,305
*Laserscope ......................... 2,800 21,963
*Lattice Semiconductor Corp. ........ 7,350 254,953
Lawson Products, Inc. .............. 6,500 147,875
Lawter International, Inc. ......... 22,500 258,750
Lawyers Title Corp. ................ 4,400 73,700
*Layne, Inc. ........................ 2,900 36,975
*Lazare Kaplan International, Inc. .. 7,700 111,650
Leader Financial Corp. ............. 3,000 136,500
Learonal, Inc. ..................... 5,200 146,250
*Leasing Solutions, Inc. ............ 3,200 52,000
*Lechters, Inc. ..................... 6,900 47,869
*Lectec Corp. ....................... 1,302 15,299
Legg Mason, Inc. ................... 7,000 232,750
Lennar Corp. ....................... 12,900 320,888
Lesco, Inc. ........................ 6,225 98,822
*Leslie Building Products, Inc. ..... 3,200 6,800
*Leslie's Poolmart .................. 1,874 35,138
*Level One Communications, Inc. ..... 7,900 202,438
*Levitz Furniture, Inc. ............. 13,600 59,500
<PAGE>
Shares Value+
-------- -------------
Libbey, Inc. ....................... 8,500 $206,125
Liberty Bancorp, Inc. Delaware ..... 1,100 25,575
Liberty Bancorp, Inc. Oklahoma ..... 4,300 155,338
Liberty Homes, Inc. Class A ........ 200 2,800
*Liberty Technologies, Inc. ......... 2,400 15,600
*Lidak Pharmaceuticals Class A ...... 14,800 40,238
Life Partners Group, Inc. .......... 16,100 340,113
*Life Quest Medical, Inc. ........... 1,000 2,688
Life Re Corp. ...................... 7,000 213,500
Life Technologies, Inc. ............ 2,800 85,925
*Life USA Holdings, Inc. ............ 9,400 75,200
*Lifecore Biomedical, Inc. .......... 4,800 85,800
*Lifeline Systems, Inc. ............. 2,500 35,625
*Lifetime Hoan Corp. ................ 2,420 25,713
*Ligand Pharmaceuticals, Inc.
Class B ........................... 3,021 50,224
Lillian Vernon Corp. ............... 4,300 61,813
Lilly Industry, Inc. Class A ....... 11,100 174,825
Lincoln Telecommunications Co. ..... 11,800 196,175
*Lindal Cedar Homes, Inc. ........... 4,482 18,488
Lindberg Corp. ..................... 8,200 87,638
Lindsay Manufacturer Co. ........... 3,150 120,488
*Liposome Co., Inc. ................. 11,700 235,463
Liqui Box Corp. .................... 2,500 77,188
Litchfield Financial Corp. ......... 1,510 21,329
*Littlefield, Adams & Co. ........... 900 1,744
*#Littlefuse, Inc. ................... 6,000 230,250
*Liuski International, Inc. ......... 1,800 8,325
*Lodgenet Entertainment Corp. ....... 3,000 42,938
*#Logic Devices, Inc. ................ 3,600 18,900
*Logic Works, Inc. .................. 7,000 106,313
Logicon, Inc. ...................... 7,000 203,875
*Lojack Corp. ....................... 13,600 178,500
Lomak Petroleum, Inc. .............. 6,700 92,963
*#Lomas Financial Corp. .............. 9,000 225
Lone Star Industries, Inc. ......... 6,000 199,500
*Lone Star Technologies, Inc. ....... 9,300 102,300
*Longhorn Steaks, Inc. .............. 4,000 104,000
*Loronix Information Systems, Inc. .. 1,900 6,650
*Lottery Enterprises, Inc. .......... 200 163
*Louis Dreyfus Natural Gas Corp. .... 16,000 224,000
Luby's Cafeterias, Inc. ............ 11,800 290,575
Lufkin Industries, Inc. ............ 1,200 25,500
Lukens, Inc. DE .................... 7,400 198,875
*Lumex, Inc. ........................ 4,300 46,763
*Lunar Corp. ........................ 4,150 163,406
*Lund International Holdings, Inc. .. 2,200 31,625
*Luria & Son, Inc. .................. 2,500 11,875
*Lydall, Inc. DE .................... 13,800 320,850
*Lynch Corp. ........................ 2,500 205,000
M A R C, Inc. ...................... 1,018 21,378
*M-Wave, Inc. ....................... 1,000 5,000
#MARC, Inc. ......................... 1,018 21,378
MAF Bancorp, Inc. .................. 2,200 53,900
*MAI Systems Corp. .................. 1,416 13,098
*MAIC Holdings, Inc. ................ 2,570 89,950
MDC Holdings, Inc. ................. 7,700 53,900
*MDL Information Systems, Inc. ...... 4,200 127,838
*MDT Corp. .......................... 7,100 31,950
MDU Resources Group, Inc. .......... 5,700 119,700
*MFRI, Inc. ......................... 1,900 13,300
*MGI Pharma, Inc. ................... 11,400 57,713
*MI Schottenstein Homes, Inc. ....... 3,500 34,125
*MK Gold Corp. ...................... 7,800 14,869
*MLX Corp. .......................... 1,000 15,438
</TABLE>
22
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -----------
<S> <C> <C>
MMI Companies, Inc. ................ 4,200 $124,425
*MRS Technology, Inc. ............... 3,300 14,850
*#MRV Communications, Inc. ........... 5,700 381,188
*MS Carriers, Inc. .................. 9,300 179,025
*MTI Technology Corp. ............... 5,900 15,856
MTS Systems Corp. .................. 4,800 88,800
MYR Group, Inc. .................... 2,266 25,776
MacDermid, Inc. .................... 200 13,750
*MacFrugals Bargain Close-outs, Inc. 15,000 285,000
MacNeal-Schwendler Corp. ......... 6,700 74,538
*Macheezmo Mouse Restaurants, Inc. .. 800 1,950
Madison Gas & Electric Co. ......... 6,450 157,219
*Magainin Pharmaceuticals, Inc. ..... 10,200 114,750
*Magellan Health Services, Inc. ..... 4,500 108,000
Magna Bancorp ...................... 2,000 71,000
Magna Group, Inc. .................. 8,400 200,550
*Magnetek, Inc. ..................... 12,100 117,975
*Magnetic Technologies Corp. ........ 1,100 4,056
*Mail Boxes, Etc. ................... 4,500 75,375
*Main Street & Main, Inc. ........... 1,450 4,894
Maine Public Service Co. ........... 2,700 48,938
Mainstreet Bankgroup, Inc. ......... 3,400 55,250
*Mallon Resources Corp. ............. 1,400 2,975
Managed Care Solutions, Inc. ....... 866 5,304
*Manatron, Inc. ..................... 1,102 2,135
Manitowoc Co., Inc. ................ 3,800 141,075
*Manugistic Group, Inc. ............. 4,100 63,550
*Mapinfo Corp. ...................... 2,300 39,100
*Marcam Corp. ....................... 6,200 79,825
Marcus Corp. ....................... 11,850 308,100
*Marine Drilling Companies, Inc. .... 23,000 232,875
*Mariner Health Group, Inc. ......... 13,200 235,950
*Marisa Christina, Inc. ............. 4,200 113,400
Maritrans, Inc. .................... 3,300 19,800
#Mark Twain Bancshares, Inc. ........ 5,450 200,288
*Mark VII, Inc. ..................... 3,400 67,788
*Markel Corp. ....................... 2,200 195,250
*Marlton Technologies, Inc. ......... 1,600 4,600
Marsh Supermarkets, Inc. Class A ... 1,800 22,950
Marsh Supermarkets, Inc. Class B ... 1,300 16,819
*Marshall Industries ................ 7,800 244,725
*Martek Biosciences Corp. ........... 5,500 198,000
*Marten Transport, Ltd. ............. 2,800 48,300
Maryland Federal Bancorp ........... 1,400 41,650
Masland Corp. ...................... 5,000 131,250
Massbank Corp. Reading, MA ......... 1,350 44,888
*Mastec, Inc. ....................... 8,000 251,500
*Matec Corp. DE ..................... 3,000 18,375
*Material Sciences Corp. ............ 8,850 149,344
*Mathsoft, Inc. ..................... 2,000 16,000
*Matlack Systems, Inc. .............. 7,500 61,875
*Matria Healthcare, Inc. ............ 17,100 145,350
*Matrix Pharmaceutical, Inc. ........ 9,600 211,200
*Matrix Service Co. ................. 5,700 34,556
Matthews International Corp.
Class A ........................... 5,000 140,625
*Matthews Studio Equipment Group .... 2,500 5,234
*Mattson Technology, Inc. ........... 11,100 160,950
*Maverick Tube Corp. ................ 3,000 39,000
*Max & Ermas Restaurants, Inc. ...... 1,237 9,896
*Maxco, Inc. ........................ 1,900 17,575
*Maxicare Health Plans, Inc. ........ 11,500 279,594
*Maxim Group, Inc. .................. 3,600 55,125
<PAGE>
Shares Value+
-------- -------------
*Maxwell Laboratories, Inc. ......... 1,746 $ 24,662
*Maxxam, Inc. ....................... 4,000 171,500
*Maxxim Medical, Inc. ............... 5,500 100,375
*Maynard Oil Co. .................... 2,400 20,400
*Mays (J.W.), Inc. .................. 200 1,700
*McClain Industries, Inc. ........... 266 1,131
McDonald & Co. Investment, Inc. .... 4,200 81,900
*McFarland Energy, Inc. ............. 6,100 59,475
McGrath Rent Corp. ................. 4,150 86,631
*McWhorter Technologies, Inc. ....... 4,400 81,400
Measurex Corp. ..................... 9,200 265,650
*Medalist Industries, Inc. .......... 1,900 26,838
Medalliance, Inc. (Escrow) ......... 3,800 0
*Medar, Inc. ........................ 4,900 48,081
*Medarex, Inc. ...................... 5,900 59,738
*Medco Research, Inc. ............... 3,800 38,475
Medex, Inc. ........................ 3,000 38,625
Medford Savings Bank MA ............ 2,800 62,300
*Media Arts Group, Inc. ............. 3,700 10,753
*Media Logic, Inc. .................. 2,500 20,000
*Medical Action Industries, Inc. .... 2,100 4,725
*Medical Graphics Corp. ............. 1,000 7,375
*#Medical Resources, Inc. ............ 3,200 28,000
*Medicalcontrol, Inc. ............... 800 4,775
*Medicore, Inc. ..................... 2,200 12,788
Medicus Systems Corp. .............. 2,600 15,600
*Medimmune, Inc. .................... 10,400 192,400
*Mediq, Inc. ........................ 7,100 43,488
*#Medquist Inc. ...................... 900 18,000
*Medstone International, Inc. ....... 2,100 18,113
Medusa Corp. ....................... 8,200 251,125
*Megacards, Inc. .................... 333 135
*Mego Financial Corp. ............... 3,600 31,725
*Melamine Chemicals, Inc. ........... 3,300 30,525
*Mem Co., Inc. ...................... 2,700 10,294
*Mens Warehouse, Inc. ............... 6,250 208,594
Mentor Corp. MN .................... 12,400 274,350
*#Mercer International, Inc. ......... 5,600 109,550
Merchants Bancorp, Inc. ............ 500 15,813
*Merchants Bancshares, Inc. ......... 200 2,925
Merchants Group, Inc. .............. 1,300 24,863
Merchants New York Bancorp, Inc. ... 400 11,900
#Mercury Air Group, Inc. ............ 1,760 17,050
*Mercury Interactive Corp. .......... 6,200 89,125
*Meridian Data, Inc. ................ 4,200 72,450
Meridian Diagnostics, Inc. ......... 8,135 97,112
Meridian Insurance Group, Inc. ..... 2,700 37,125
*Meridian Sports, Inc. .............. 3,200 12,200
*Meris Laboratories, Inc. ........... 1,600 1,850
*Merisel, Inc. ...................... 16,400 70,725
*Merit Medical Systems, Inc. ........ 2,700 28,688
*Merix Corp. ........................ 3,100 96,681
Merrill Corp. ...................... 3,650 90,794
Merrimac Industries, Inc. .......... 700 7,613
*#Mesa Airlines, Inc. ................ 20,600 274,238
*Mesa, Inc. ......................... 31,300 113,463
Mesaba Holdings, Inc. .............. 6,400 70,800
*Mestek, Inc. ....................... 5,500 74,250
*Met-Coil Systems Corp. ............. 1,000 2,313
Met-Pro Corp. ...................... 9,450 179,550
Metal Management, Inc. ............. 5,121 24,965
*Metatec Corp. Class A .............. 3,500 43,750
Methode Electronics, Inc. Class A .. 16,500 288,750
Methode Electronics, Inc. Class B .. 500 9,063
*Metricom, Inc. ..................... 5,300 99,044
</TABLE>
23
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Metrocall, Inc. .................... 7,300 $140,981
*Metrologic Instruments, Inc. ....... 3,000 35,063
*Metromedia International Group, Inc. 17,200 240,800
*Metropolitan Bancorp Washington .... 1,500 21,094
*Metrotrans Corp. ................... 1,500 19,688
*Meyer (Fred), Inc. DE .............. 7,900 228,113
*Miami Subs Corp. ................... 9,600 16,500
*Michael Anthony Jewelers, Inc. ..... 4,500 15,469
Michael Foods, Inc. ................ 15,700 162,888
*Michaels Stores, Inc. .............. 8,500 142,375
*Micom Communications Corp. ......... 3,333 39,579
*Micrel, Inc. ....................... 1,700 27,413
*Micrion Corp. ...................... 2,000 71,750
*Micro Bio-Medics, Inc. ............. 2,100 30,450
*Micro Linear Corp. ................. 4,900 53,288
*Microage, Inc. ..................... 7,150 96,525
*Microcom, Inc. ..................... 9,100 178,019
*Microdyne Corp. .................... 5,600 44,450
*Microfluidics International Corp. .. 1,000 2,156
*Micrografx, Inc. ................... 5,100 85,744
*Microlog Corp. ..................... 1,500 18,094
*Micronics Computers, Inc. .......... 7,200 22,838
*Micros Systems, Inc. ............... 3,200 96,000
*Microsemi Corp. .................... 5,200 49,400
*Microtek Medical, Inc. ............. 1,400 20,300
*Microtel International, Inc. ....... 9,800 14,700
*Microtest, Inc. .................... 3,200 37,800
*Microtouch Systems, Inc. ........... 3,200 67,200
Mid Am, Inc. ....................... 5,751 106,394
Mid America Banccorp ............... 3,941 69,460
*MidAmerican Waste System, Inc. ..... 10,200 9,563
Midconn Bank Kensington, CT ........ 900 13,838
*Middleby Corp. ..................... 1,100 11,756
Middlesex Water Co. ................ 2,300 38,238
*Midisoft Corp. ..................... 3,400 8,713
Midland Co. ........................ 2,600 126,100
Midland Financial Group, Inc. ...... 2,200 27,638
Midwest Grain Products, Inc. ....... 3,900 47,288
*Mikasa, Inc. ....................... 9,700 111,550
*Mikohn Gaming Corp. ................ 3,900 34,856
*Miller Building Systems, Inc. ...... 1,400 6,738
*Miltope Group, Inc. ................ 11,000 28,531
Mine Safety Appliances Co. ......... 2,300 107,813
Minntech Corp. ..................... 2,600 44,363
Minuteman International, Inc. ...... 1,000 9,125
*Mission West Properties, Inc. ...... 1,600 10,200
Mississippi Chemical Corp. ......... 8,900 196,913
*Mity-Lite, Inc. .................... 1,000 7,813
Mobile Gas Service Corp. ........... 2,000 48,000
*Mobilemedia Corp. Class A .......... 4,000 77,000
*Mobley Environmental Services, Inc.
Class A ........................... 1,000 875
Modern Controls, Inc. .............. 4,700 48,763
*Mohawk Industries, Inc. ............ 16,500 278,438
*Molecular Biosystems, Inc. ......... 6,634 64,682
*Molecular Dynamics, Inc. ........... 3,000 20,438
*Monaco Coach Corp. ................. 1,800 21,600
*Monaco Finance, Inc. Class A ....... 1,300 3,169
*Monarch Casino and Resort, Inc. .... 5,800 21,750
Monarch Machine Tool Co. ........... 2,300 26,450
*Mondavi (Robert) Corp. Class A ..... 2,700 81,000
*Monro Muffler Brake, Inc. .......... 1,102 21,351
*Monroc, Inc. ....................... 1,700 8,819
*Monterey Pasta Co. ................. 2,700 18,563
<PAGE>
Shares Value+
-------- -------------
*Moog, Inc. Class A ................. 2,800 $ 57,400
*Moore Medical Corp. ................ 1,200 16,500
*Moore Products Co. ................. 1,600 30,200
*Moovies, Inc. ...................... 3,300 34,031
Morgan Keegan, Inc. ................ 8,100 107,325
*Morgan Products, Ltd. .............. 6,400 39,200
*Morningstar Group, Inc. ............ 7,600 89,300
Morrison Fresh Cooking, Inc. ....... 3,025 22,309
Morrison Health Care, Inc. ......... 4,033 57,974
*#Morrison Knudsen Corp. ............. 17,700 22,125
*Morton's Restaurant Group, Inc. .... 3,000 54,000
Moscom Corp. ....................... 3,400 48,875
Mosinee Paper Corp. ................ 6,893 183,526
*Mother's Work, Inc. ................ 500 13,125
*Motor Car Parts & Accessories, Inc. 2,600 44,200
*Motor Club of America .............. 2,500 19,063
*Mountain Parks Financial Corp. ..... 1,500 33,938
*Mountasia Entertainment
International, Inc. ............... 5,100 14,503
Movado Group, Inc. ................. 1,200 22,875
*#Movie Gallery, Inc. ................ 4,700 141,588
*Moviefone, Inc. Class A ............ 3,100 14,919
Mueller (Paul) Co. ................. 2,200 69,575
*Mueller Industries, Inc. ........... 14,200 615,925
*Multi Color Corp. .................. 1,000 6,938
*#Multicare Companies, Inc. .......... 12,600 252,000
*Munsingwear, Inc. .................. 800 5,300
*Musicland Stores Corp. ............. 17,100 74,813
*Mutual Savings Bank FSB Bay City, MI 1,700 9,669
*Mycogen Corp. ...................... 11,000 198,000
Myers Industries, Inc. ............. 8,485 172,882
*Mylex Corp. ........................ 9,100 235,463
*NAB Asset Corp. .................... 200 1,175
*NABI, Inc. ......................... 17,086 232,797
NAC RE Corp. ....................... 3,500 113,750
*NAI Technologies, Inc. ............. 4,087 12,006
NBT Bancorp ........................ 2,482 42,194
*NBTY, Inc. ......................... 4,800 44,700
NCH Corp. .......................... 3,900 221,325
*NCI Building Systems, Inc. ......... 1,000 33,875
*NMR of America, Inc. ............... 2,400 11,850
NN Ball & Roller, Inc. ............. 8,750 202,344
*NPC International, Inc. ............ 300 2,859
*NPS Pharmaceuticals, Inc. .......... 2,100 32,813
*NRG Generating (U.S.), Inc. ........ 792 6,336
NS Bancorp, Inc. ................... 2,200 89,925
*NS Group, Inc. ..................... 6,300 18,113
*NSA International, Inc. ............ 1,900 5,938
NSC Corp. .......................... 5,700 13,003
*NTN Communications, Inc. ........... 11,300 70,625
NUI Corp. .......................... 4,700 84,600
NYMAGIC, Inc. ...................... 6,100 114,375
Nacco Industries, Inc. Class A ..... 4,500 252,000
*Nantucket Industries, Inc. ......... 1,500 10,406
*Napco Security Systems, Inc. ....... 4,850 19,400
Nash Finch Co. ..................... 4,900 83,913
Nashua Corp. ....................... 3,300 55,275
*Nathans Famous, Inc. ............... 1,900 6,472
*National Auto Credit, Inc. ......... 12,760 156,310
National Bancorp of Alaska, Inc. ... 2,200 137,225
*National Beverage Corp. ............ 1,900 25,650
*National City Bancorp .............. 3,264 66,912
National City Bankshares, Inc. ..... 3,098 87,519
</TABLE>
24
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
National Computer Systems, Inc. .... 6,700 $160,800
National Data Corp. ................ 6,850 258,588
*National Dentex Corp. .............. 1,000 22,375
*National Education Corp. ........... 14,800 275,650
National Gas & Oil Co. ............. 10,159 104,130
*National Home Centers, Inc. ........ 4,000 11,000
*National Home Health Care Corp. .... 900 6,244
*National Insurance Group ........... 3,000 17,250
*#National Media Corp. ............... 8,032 149,590
National Media Corp. (Escrow) ...... 1,400 0
*National Mercantile Bancorp. ....... 200 356
*National Patent Development Corp. .. 3,400 38,675
National Penn Bancshares, Inc. ..... 210 5,618
*National Picture and Frame Co. ..... 2,000 20,125
National Presto Industries, Inc. ... 4,000 162,000
National RE Corp. .................. 8,000 264,000
*National Record Mart, Inc. ......... 1,000 1,406
National Sanitary Supply Co. ....... 200 2,650
*National Standard Co. .............. 11,000 85,250
*National Steel Corp. Class B ....... 10,600 140,450
*National Techteam, Inc. ............ 4,900 71,356
*National Vision Association, Ltd. .. 10,300 45,706
*National Western Life Insurance Co.
Class A ........................... 1,000 66,625
*Natural Alternatives International,
Inc. .............................. 3,400 35,700
*Natural Microsystems Corp. ......... 600 22,500
*Natural Wonders, Inc. .............. 3,000 19,125
Natures Sunshine Products, Inc. .... 19,359 542,052
*Navarre Corp. ...................... 1,900 47,738
*Navigators Group, Inc. ............. 3,300 58,575
Nelson (Thomas), Inc. .............. 9,650 119,419
*Neogen Corp. ....................... 900 7,031
*Neoprobe Corp. ..................... 10,200 180,413
*Neorx Corp. ........................ 7,625 55,758
*Neostar Retail Group, Inc. ......... 6,810 36,178
*Netframe Systems, Inc. ............. 7,400 37,000
*Netmanage, Inc. .................... 20,800 352,300
*Netrix Corp. ....................... 3,700 35,613
*Network Computing Devices, Inc. .... 7,700 32,966
*Network Equipment Technologies, Inc. 10,300 288,400
*Network Imaging Corp. .............. 7,800 34,856
*Network Peripherals, Inc. .......... 7,000 126,438
*Network Six, Inc. .................. 1,100 3,197
*Neurex Co. ......................... 9,100 189,963
*Neurobiological Technologies, Inc. . 800 5,750
*Neurogen Corp. ..................... 7,000 202,125
*New Brunswick Scientific Co., Inc. . 2,310 19,491
New England Business Services, Inc. 7,000 128,625
New England Community Bancorp, Inc.
Class A ........................... 600 6,600
New Hampsire Thrift BancShares, Inc. 200 2,000
*New Image Industries, Inc. ......... 3,300 11,963
New Jersey Resources Corp. ......... 7,100 195,250
*New Jersey Steel Corp. ............. 2,500 20,938
*New Mexico & Arizona Land Co. ...... 1,650 25,163
*New World Power Corp. .............. 5,000 3,438
New York Bancorp, Inc. ............. 5,985 152,618
Newcor, Inc. ....................... 4,750 51,953
*Newfield Exploration Co. ........... 6,400 238,400
Newmil Bancorp, Inc. ............... 3,500 24,938
*Newpark Resources, Inc. ............ 5,250 190,313
<PAGE>
Shares Value+
-------- -------------
Newport Corp. ...................... 10,200 $ 98,175
*Nexstar Pharmaceuticals, Inc. ...... 1,496 36,652
*Nexthealth, Inc. ................... 4,300 11,825
*Nichols Research Corp. ............. 3,100 101,138
*Nitches, Inc. ...................... 785 5,986
Nobility Homes ..................... 600 11,663
*Noel Group, Inc. ................... 10,100 83,956
Noland Co. ......................... 200 4,025
*Noodle Kidoodle, Inc. .............. 7,900 52,831
*Norand Corp. ....................... 1,500 30,375
*Nord Resources Corp. ............... 9,500 57,000
*Norrell Corp. ...................... 200 8,275
*Norstan, Inc. ...................... 3,000 106,125
*Nortek, Inc. ....................... 6,000 85,500
North American Mortgage Co. ........ 7,600 131,100
*North American Recycling System,
Inc. .............................. 2,000 686
North Carolina Natural Gas Corp. ... 3,200 82,400
North Fork Bancorporation, Inc. .... 16,267 396,508
North Side Savings Bank NY ......... 678 24,239
*North Star Universal, Inc. ......... 4,300 32,788
Northern Technologies International 1,700 8,500
*Northfield Laboratories, Inc. ...... 6,500 110,094
Northland Cranberries, Inc. Class A 3,000 83,250
*Northstar Health Services, Inc. .... 1,000 3,000
Northwest Natural Gas Co. .......... 5,900 203,550
*Northwest Teleproductions, Inc. .... 200 425
Northwestern Public Service Co. .... 4,500 124,875
*Northwestern Steel & Wire Co. ...... 10,300 63,088
*Norton McNaughton, Inc. ............ 4,000 41,000
Norwich Financial Corp. ............ 2,400 31,050
*Norwood Promotional Products, Inc. . 2,200 45,100
*Novacare, Inc. ..................... 32,900 213,850
*Novametrix Medical Systems, Inc. ... 7,600 46,550
*Novavax, Inc. ...................... 8,700 68,513
*Noven Pharmaceuticals, Inc. ........ 9,800 170,275
*Novitron Internarional, Inc. ....... 3,900 8,044
*Nu Horizons Electronics Corp. ...... 6,118 89,093
*Nu-Kote Holding, Inc. Class A ...... 16,600 298,800
*Nuclear Metals, Inc. ............... 6,500 112,125
*Nuevo Energy Co. ................... 9,000 279,000
*Numar Corp. ........................ 4,100 72,006
Numerex Corp. Class A .............. 2,000 12,375
*Nutramax Products, Inc. ............ 3,600 35,775
*Nview Corp. ........................ 2,500 18,906
*Nycor, Inc. ........................ 1,700 9,563
*Nycor, Inc. Class A ................ 3,100 17,438
*O Charleys, Inc. ................... 4,350 54,375
*O Reilly Automotive, Inc. .......... 4,100 158,875
O'Sullivan Corp. ................... 13,400 157,450
*O'Sullivan Industries Holdings, Inc. 9,500 72,438
*O.I. Corp. ......................... 1,600 7,700
OEA, Inc. .......................... 6,000 246,000
*OEC Medical Systems, Inc. .......... 4,900 60,025
*OHM Corp. .......................... 13,400 118,925
OM Group, Inc. ..................... 6,200 249,550
*OMI Corp. .......................... 15,500 135,625
*OTR Express, Inc. .................. 200 1,063
*Oak Hill Sportswear Corp. .......... 800 1,650
*Oak Industries, Inc. ............... 10,700 334,375
*Oceaneering International, Inc. .... 12,000 198,000
*Odetics, Inc. Class A .............. 300 5,513
*#Odwalla, Inc. ...................... 2,000 51,500
*Offshore Logistics, Inc. ........... 7,800 112,125
</TABLE>
25
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
Oglebay Norton Co. ................. 2,200 $ 95,975
Oil-Dri Corp. of America ........... 4,000 54,500
*Old America Stores, Inc. ........... 1,800 14,850
*Old Dominion Freight Lines, Inc. ... 3,800 43,225
*Olympic Financial, Ltd. ............ 13,100 309,488
*Olympic Steel, Inc. ................ 4,000 73,250
*Omega Environmental, Inc. .......... 18,500 56,656
*On Assignment, Inc. ................ 1,900 75,525
OnbanCorp, Inc. .................... 5,500 173,938
*Oncogene Science, Inc. ............. 10,400 120,900
*Oncor, Inc. ........................ 12,600 80,325
*One Price Clothing Stores, Inc. .... 4,100 23,063
One Valley Bancorp of West Virginia 5,138 167,306
Oneida, Ltd. ....................... 5,500 95,563
*Oneita Industries, Inc. ............ 4,220 17,408
Oneok, Inc. ........................ 10,300 280,675
*Opinion Research Corp. ............. 1,700 11,900
*Opta Food Ingredients, Inc. ........ 5,400 94,500
*Opti, Inc. ......................... 4,600 33,925
Optical Coating Laboratory, Inc. ... 4,800 83,700
*Optical Data Systems, Inc. ......... 10,300 234,325
*Option Care, Inc. .................. 5,000 36,250
Orange & Rockland Utilities, Inc. .. 6,800 237,150
Orange Co., Inc. ................... 5,200 42,250
*Orbit International Corp. .......... 3,000 3,469
*Orbital Sciences Corp. ............. 13,400 241,200
*Orchard Supply Hardware Stores Corp. 3,000 85,875
*Oregon Metallurgical Corp. ......... 5,500 171,531
Oregon Steel Mills, Inc. ........... 10,800 172,800
*#Organogenesis, Inc. ................ 6,975 156,066
*Oriole Homes Corp. Class A
Convertible ....................... 800 6,150
*Oriole Homes Corp. Class B ......... 1,100 8,456
Orion Capital Corp. ................ 5,600 264,600
*Oroamerica, Inc. ................... 2,500 12,188
*Orphan Medical, Inc. ............... 285 2,850
*Ortel Corp. ........................ 5,700 138,938
*Orthologic Corp. ................... 3,500 154,438
*Osborn Communications Corp. ........ 8,100 87,075
Oshkosh B'Gosh, Inc. Class A ....... 4,800 84,900
Oshkosh B'Gosh, Inc. Class B ....... 600 11,550
Oshkosh Truck Corp. Class B ........ 2,300 33,925
*Oshman's Sporting Goods, Inc. ...... 2,900 25,375
*Osmonics, Inc. ..................... 8,250 195,938
*Osteotech, Inc. .................... 4,000 29,000
*Ostex International, Inc. .......... 6,200 88,738
Otter Tail Power Co. ............... 5,600 184,800
Outboard Marine Corp. .............. 16,000 310,000
*Outlook Group Corp. ................ 2,500 14,063
Owens & Minor, Inc. ................ 18,375 229,688
Owosso Corp. ....................... 1,200 9,975
Oxford Industries, Inc. ............ 5,600 102,200
*Oxford Resources Corp. Class A ..... 2,700 69,525
*Oxis International, Inc. ........... 8,400 19,163
*P&F Industries, Inc. Class A ....... 200 613
*P-Com, Inc. ........................ 6,600 198,000
*PAM Transportation Services, Inc. .. 1,500 9,750
*PC Quote, Inc. ..................... 2,900 30,450
PCA International, Inc. ............ 3,000 49,500
*PCI Services, Inc. ................. 2,500 50,000
*PHP Healthcare Corp. ............... 4,300 142,438
*PLM International, Inc. ............ 4,600 16,100
*PMR Corp. .......................... 1,300 14,950
<PAGE>
Shares Value+
-------- -------------
*PMT Services, Inc. ................. 5,000 $169,688
*PRI Automation, Inc. ............... 2,800 110,250
*PSC, Inc. .......................... 4,000 45,500
PXRE Corp. ......................... 3,700 90,881
*Pacific Crest Capital, Inc. ........ 1,060 8,546
*Pacific Rehabilitation & Sports
Medicine, Inc. .................... 2,300 11,788
*Pacific Rim Holding Corp. .......... 3,700 8,325
Pacific Scientific Co. ............. 16,000 306,000
*Pacific Sunwear of California, Inc. 2,000 50,250
*Pages, Inc. ........................ 1,700 4,250
Palfed, Inc. ....................... 2,000 24,000
*Pamida Holdings Corp. .............. 4,000 10,000
Pamrapo Bancorp, Inc. .............. 1,300 25,513
*Panaco, Inc. ....................... 5,000 19,375
#Panatech Research and Development
Corp. ............................. 1,400 7,000
Pancho's Mexican Buffet, Inc. ...... 5,000 13,438
*Papa John's International, Inc. .... 5,250 256,594
*Par Technology Corp. ............... 6,000 99,000
*Paragon Trade Brands, Inc. ......... 4,800 118,200
*#Parallel Petroleum Corp. ........... 4,900 18,834
*Parcplace Systems, Inc. ............ 4,500 59,063
*Paris Business Forms, Inc. ......... 200 888
Park Electrochemical Corp. ......... 8,200 197,825
*Park-Ohio Industries, Inc. ......... 7,034 156,946
*Parker Drilling Co. ................ 31,700 225,863
*Parkervision, Inc. ................. 3,500 53,594
Parkvale Financial Corp. ........... 1,562 43,346
*Parlux Fragrances, Inc. ............ 3,900 44,850
*Patina Oil & Gas Corp. ............. 3,134 21,938
*Patlex Corp. ....................... 690 37,001
Patrick Industries, Inc. ........... 2,000 27,500
*Patterson Dental Co. ............... 5,300 170,263
*#Patterson Energy, Inc. ............. 1,300 21,531
*Paul Harris Stores, Inc. ........... 5,000 35,938
*#Paul-Son Gaming Corp. .............. 1,000 8,500
*Paxar Corp. ........................ 23,946 401,096
*Payco American Corp. ............... 3,000 26,625
*Payless Cashways, Inc. ............. 20,000 95,000
*Peak Technologies Group, Inc. ...... 3,400 82,025
*Pediatric Services of America, Inc. 2,000 49,375
Peerless Manufacturing Co. ......... 200 2,063
*Penederm, Inc. ..................... 2,800 45,850
Penn Engineering & Manufacturing
Corp. Class A ..................... 2,500 63,438
*Penn Engineering & Manufacturing
Corp. Non-voting .................. 7,500 191,250
*Penn National Gaming, Inc. ......... 2,550 63,431
*Penn Traffic Co. ................... 4,300 54,825
*Penn Treaty American Corp. ......... 3,600 69,300
Penn Virginia Corp. ................ 1,700 60,138
Penn-America Group, Inc. ........... 1,300 20,150
Penncorp Financial Group, Inc. ..... 5,400 164,700
*Pennfed Financial Services, Inc. ... 2,100 32,813
*#Penril Datacomm Networks, Inc. ..... 3,700 34,225
*Pentech International, Inc. ........ 5,300 11,263
Penwest, Ltd. ...................... 2,100 40,425
Peoples Bancorp .................... 200 4,125
Peoples Bancshares, Inc.
Massachusetts ..................... 1,000 9,938
*Peoples Choice TV Corp. ............ 5,350 92,288
Peoples Heritage Financial Group,
Inc. .............................. 12,280 244,833
Peoples Savings Financial Corp. .... 900 18,675
</TABLE>
26
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Peoples Telephone Co., Inc. ........ 6,350 $ 20,241
*Perceptron, Inc. ................... 2,650 95,897
*Performance Food Group Co. ......... 1,800 57,150
*Perfumania, Inc. ................... 3,200 16,700
*Perini Corp. ....................... 2,700 30,038
*Perseptive Biosystems, Inc. ........ 6,400 62,400
*Pet Food Warehouse, Inc. ........... 3,700 14,453
*Petco Animal Supplies, Inc. ........ 5,550 157,481
*Petrocorp, Inc. .................... 3,400 24,225
Petroleum Heat & Power Co., Inc.
Class A ........................... 9,100 63,700
Petrolite Corp. .................... 6,700 216,075
*#Pharmaceutical Marketing Services,
Inc. ................................ 5,800 60,538
*Pharmaceutical Resources, Inc. ..... 7,300 52,925
*Pharmchem Laboratories, Inc. ....... 3,300 11,550
*Pharmos Corp. ...................... 9,000 22,359
Philadelphia Suburban Corp. ........ 5,200 126,750
*Phildelphia Consolidated Holding
Corp. ............................. 2,000 39,625
Phillips-Van Heusen Corp. .......... 12,600 168,525
Phoenix Duff & Phelps Corp. ........ 21,800 158,050
*Phoenix Network, Inc. .............. 5,800 31,538
*Phoenix Technologies, Ltd. ......... 5,500 108,969
*Photo Control Corp. ................ 1,000 3,500
*Photronics, Inc. ................... 4,600 136,850
*Physician Computer Network, Inc. ... 21,000 255,938
*Physician Corp. of America ......... 10,000 130,000
*#Physicians Clinical Laboratory, Inc. 1,200 1,087
*Physicians Health Services, Inc.
Class A ........................... 2,000 55,000
*Physicians Insurance Co. of Ohio
Class A ........................... 1,000 23,750
Piccadilly Cafeterias, Inc. ........ 4,200 43,050
Piedmont Natural Gas Co. ........... 12,700 274,638
Pier 1 Imports, Inc. DE ............ 19,740 310,905
Pikeville National Corp. ........... 2,700 61,088
Pilgrim Pride Corp. ................ 12,800 91,200
Pillowtex Corp. .................... 6,000 80,250
*Pinkertons, Inc. ................... 3,300 81,675
Pinnacle Financial Services, Inc. .. 200 4,050
*#Pinnacle Micro, Inc. ............... 3,100 30,613
*Pinnacle Systems, Inc. ............. 2,200 53,075
#Pioneer Financial Services, Inc. ... 3,700 60,125
Pioneer Standard Electronics, Inc. . 16,312 248,758
Piper Jaffray Companies, Inc. ...... 9,100 121,713
Pitt-Des Moines, Inc. .............. 2,400 108,000
*Pittencrieff Communications, Inc. .. 5,700 45,244
Pittston Co. Minerals Group ........ 4,400 61,600
*Plains Resources, Inc. ............. 8,900 100,125
*Planar Systems, Inc. ............... 6,000 93,000
*Plantronics, Inc. .................. 3,400 120,275
*Plasti-Line, Inc. .................. 800 6,900
*Platinum Software Corp. ............ 5,300 57,306
*Playboy Enterprises, Inc. Class A .. 2,800 33,250
*Playboy Enterprises, Inc. Class B .. 6,100 78,538
*Players International, Inc. ........ 13,350 129,954
*Playtex Products, Inc. ............. 20,200 194,425
Plenum Publishing Corp. ............ 1,500 54,563
*Plexus Corp. ....................... 4,400 61,050
Ply-Gem Industries, Inc. DE ........ 5,800 86,275
Poe & Brown, Inc. .................. 3,400 82,025
*Polk Audio, Inc. ................... 500 6,750
*Pollo Tropical, Inc. ............... 5,200 24,700
*Polymedica Industries, Inc. ........ 2,700 24,975
<PAGE>
Shares Value+
-------- -------------
*#Polyphase Corp. .................... 5,200 $ 19,175
*Polyvision Corp. ................... 5,396 9,106
*Pomeroy Computer Resource, Inc. .... 1,100 17,188
*Ponder Industries, Inc. ............ 2,000 9,250
*Pool Energy Services Co. ........... 8,700 122,344
Pope & Talbot, Inc. ................ 5,300 88,775
*Porta Systems Corp. ................ 4,400 3,575
*Portec, Inc. ....................... 7,610 79,905
Portsmouth Bank Shares, Inc. ....... 2,291 33,076
*Positron Corp. ..................... 1,500 5,906
*Possis Medical, Inc. ............... 6,700 125,206
Poughkeepsie Savings Bank FSB NY ... 5,000 27,188
*Powell Industries, Inc. ............ 4,200 48,038
*Pratt Hotel Corp. .................. 2,100 6,431
*Pre-Paid Legal Services, Inc. ...... 10,300 215,013
*Precision Standard, Inc. ........... 3,800 6,175
Premier Financial Services, Inc. ... 2,600 26,650
*Premiere Radio Networks, Inc. ...... 1,200 15,300
*Premiere Radio Networks, Inc.
Class A ........................... 600 7,388
*President Casinos, Inc. ............ 11,900 25,288
Presidential Life Corp. ............ 16,900 165,831
*Presley Companies Class A .......... 5,600 10,500
*Price Communications Corp. ......... 4,250 33,203
*Price Enterprises, Inc. ............ 6,600 104,363
*Pride Petroleum Services, Inc. ..... 14,700 255,413
*Prima Energy Corp. ................. 1,600 23,800
*Primadonna Resorts, Inc. ........... 12,300 283,669
*Primark Corp. ...................... 8,400 296,100
Prime Bancorp, Inc. ................ 665 11,970
*Prime Hospitality Corp. ............ 14,700 235,200
*Prime Medical Services, Inc. ....... 5,900 111,731
Primesource Corp. .................. 4,581 28,631
*Prins Recycling Corp. .............. 6,000 15,375
*Printronix, Inc. ................... 3,750 95,625
*Procept, Inc. ...................... 3,500 11,047
*Procyte Corp. ...................... 8,000 32,500
Production Operators Corp. ......... 4,100 150,675
*Professional Sports Care Management,
Inc. .............................. 3,100 23,928
*Proffitts, Inc. .................... 6,700 247,900
*Progress Financial Corp. ........... 1,000 6,750
*Progress Software Corp. ............ 5,100 80,006
Progressive Bank, Inc. ............. 1,000 29,125
*Progroup, Inc. ..................... 1,600 7,700
*Project Software & Development, Inc. 3,700 143,838
Proler International Corp. ......... 8,500 61,625
*Pronet, Inc. ....................... 2,600 65,163
*Protein Design Labs, Inc. .......... 6,100 160,888
*Proteon, Inc. ...................... 6,100 34,313
*Protocol Systems, Inc. ............. 4,400 110,000
Providence & Worcester Railroad Co. 800 6,400
Providence Energy Corp. ............ 5,300 91,425
Provident Bankshares Corp. ......... 5,843 194,280
*Proxim, Inc. ....................... 2,800 115,850
*Proxima Corp. ...................... 3,400 56,950
*Psychemedics Corp. ................. 7,900 58,263
Public Service Co. of North Carolina 4,900 79,013
*Publicker Industries, Inc. ......... 13,200 28,050
Pulaski Furniture Corp. ............ 1,300 23,563
Pulse Bancorp, Inc. ................ 800 13,650
</TABLE>
27
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Pure Tech International, Inc.
(Private Placement) ............... 10,000 $ 27,000
*Pure World, Inc. ................... 3,100 8,331
*Q Logic Corp. ...................... 4,450 47,559
*QMS, Inc. .......................... 6,500 39,000
*Quad Systems Corp. ................. 1,600 14,800
Quaker Chemical Corp. .............. 2,800 37,100
*Quaker City Bancorp, Inc. .......... 1,600 23,300
*Quaker Fabric Corp. ................ 4,000 37,000
Quaker State Corp. ................. 17,900 275,213
*Quality Dining, Inc. ............... 3,000 99,188
*Quality Food Centers, Inc. ......... 9,700 261,900
*Quality Semiconductor, Inc. ......... 2,200 17,875
*Quality Systems, Inc. .............. 2,300 68,138
Quanex Corp. ....................... 5,500 127,875
*Quantum Health Resources, Inc. ..... 9,100 160,388
*Quarterdeck Office Systems, Inc. ... 12,600 182,700
Queens County Bancorp .............. 2,500 119,375
*Quest Medical, Inc. ................ 8,109 101,363
*Quickresponse Services, Inc. ....... 3,300 109,313
*Quickturn Design Systems, Inc. ..... 5,400 79,313
*Quidel Corp. ....................... 8,500 47,813
*Quiksilver, Inc. ................... 2,900 126,875
*Quipp, Inc. ........................ 200 2,325
Quixote Corp. ...................... 7,700 61,119
*R & B, Inc. ........................ 3,500 23,406
RCSB Financial, Inc. ............... 5,600 131,600
*RF Monolithics, Inc. ............... 2,000 20,250
RLI Corp. .......................... 5,000 116,250
*RMI Titanium Co. ................... 6,100 122,763
*RPC Energy Services, Inc. .......... 22,800 285,000
*Racotek, Inc. ...................... 9,400 57,575
*Radius, Inc. ....................... 6,919 23,568
*Rag Shops, Inc. .................... 2,300 5,355
*Ragan (Brad), Inc. ................. 3,800 121,600
*Railtex, Inc. ...................... 3,600 87,750
*Rainbow Technologies, Inc. ......... 2,800 64,225
*#Rally's Hamburgers, Inc. ........... 6,200 20,150
*Ramapo Financial Corp. ............. 3,200 15,700
*Ramsay Health Care, Inc. ........... 3,500 12,359
*Ramsay Managed Care, Inc. .......... 913 1,626
*Ramtron International Corp. ........ 11,400 88,706
Raritan Bancorp, Inc. DE ........... 200 4,200
*Rational Software Corp. ............ 5,000 310,625
Raven Industries, Inc. ............. 9,150 187,575
*Rawlings Sporting Goods, Inc. ...... 3,100 28,869
*Raymond Corp. ...................... 6,135 108,129
Raymond James Financial, Inc. ...... 10,200 232,050
*Readicare, Inc. .................... 11,400 54,863
*Reading Co. Class A ................ 2,000 21,500
*Recoton Corp. ...................... 9,066 158,655
*Recovery Engineering, Inc. ......... 1,300 20,963
*Reddi Brake Supply Corp. ........... 6,600 15,469
*Redman Industries, Inc. ............ 4,100 89,688
*Redwood Empire Bancorp ............. 900 9,450
*Reeds Jewelers, Inc. ............... 220 1,870
Refac Technology Development Corp. . 7,000 58,625
*Reflectone, Inc. ................... 1,000 22,000
Regal Beloit Corp. ................. 10,200 211,650
*Regal Cinemas, Inc. ................ 5,250 242,813
*Regency Health Services, Inc. ...... 7,100 71,888
*Regeneron Pharmaceuticals, Inc. .... 6,600 115,088
*Regional Acceptance Corp. .......... 6,000 60,000
Regis Corp. ........................ 3,100 138,725
<PAGE>
Shares Value+
-------- -------------
*Rehabcare Corp. .................... 1,800 $ 28,350
*#Rehabilicare, Inc. ................. 1,800 7,200
Reinsurance Group America, Inc. .... 1,200 47,850
*Reliability, Inc. .................. 2,500 18,750
Reliance Steel and Aluminum Co. .... 4,400 165,000
Reliv International, Inc. .......... 2,800 9,100
*Renal Treatment Centers, Inc. ...... 8,600 292,400
*#Reno Air, Inc. ..................... 4,400 55,275
*Rentrak Corp. ...................... 4,500 23,203
*Repligen Corp. ..................... 6,100 7,625
*Reptron Electronics, Inc. .......... 1,900 33,131
*Republic Automotive Parts, Inc. .... 4,100 62,525
Republic Bancorp, Inc. ............. 8,465 95,231
*#Republic Environmental Systems, Inc. 2,200 40,425
Republic Gypsum Co. ................ 13,300 187,863
Republic Savings Financial Corp. ... 1,500 8,813
*Res-Care, Inc. ..................... 3,200 111,600
*Research Industries Corp. .......... 5,000 126,875
*Resound Corp. ...................... 7,700 92,881
*Resource Bancshares Mortgage Group,
Inc. .............................. 9,800 131,075
*Respironics, Inc. .................. 10,600 206,700
*Response Oncology, Inc. ............ 2,480 48,050
*Retirement Care Association, Inc. .. 4,410 58,433
*Retix, Inc. ........................ 7,000 62,563
*Rex Stores Corp. ................... 5,600 87,500
*Rexall Sundown, Inc. ............... 2,550 66,938
*Rexel, Inc. ........................ 17,900 261,788
Rexene Corp. ....................... 7,400 86,950
*Rexhall Industries, Inc. ........... 1,050 7,613
*Rexon, Inc. ........................ 5,600 0
*Rexworks, Inc. ..................... 1,000 3,000
*Rhodes, Inc. ....................... 3,200 40,400
*Ribi Immunochem Research, Inc. ..... 19,400 97,000
*Riddell Sports, Inc. ............... 3,255 16,784
Riggs National Corp. ............... 17,800 213,600
*Right Management Consultants, Inc. . 1,800 63,900
*Right Start, Inc. .................. 1,900 12,706
*Rightchoice Managed Care, Inc.
Class A ........................... 1,500 25,688
*Rimage Corp. ....................... 2,000 18,250
*Ringer Corp. ....................... 6,500 13,406
*Rio Hotel & Casino, Inc. ........... 10,700 192,600
Riser Foods, Inc. Class A .......... 3,500 74,375
Rival Co. .......................... 3,900 92,625
River Forest Bancorp ............... 6,800 205,700
*River Oaks Furniture, Inc. ......... 2,400 14,700
*Riverside Group, Inc. .............. 1,000 3,375
Riverside National Bank CA ......... 1,000 13,563
*#Roadmaster Industries, Inc. ........ 16,900 31,688
Roanoke Electric Steel Corp. ....... 1,200 17,475
Robbins & Myers, Inc. .............. 3,900 173,063
*Roberds, Inc. ...................... 2,300 23,288
*Roberts Pharmaceutical Corp. ....... 7,400 156,325
*Robertson-Ceco Corp. ............... 6,418 33,695
Robinson Nugent, Inc. .............. 4,000 26,250
*Robotic Vision Systems, Inc. ....... 6,584 125,508
*Rock Bottom Restaurants, Inc. ...... 3,700 50,413
Rock-Tenn Co. Class A .............. 8,600 168,775
*Rocky Mountain Chocolate Factory ... 1,500 13,313
*Rocky Shoes & Boots, Inc. .......... 2,000 14,500
*Rodman & Renshaw Capital Group, Inc. 1,300 2,600
</TABLE>
28
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Rogers Corp. ....................... 10,000 $ 243,750
*Rohr, Inc. ......................... 13,000 274,625
*Rollins Environmental Services, Inc. 27,800 97,300
Rollins Truck Leasing Corp. ........ 23,000 250,125
Roper Industries, Inc. ............. 6,000 278,250
Ross Stores, Inc. .................. 12,000 469,500
*#Ross Systems, Inc. ................. 6,500 45,500
*Rotech Medical Corp. ............... 13,400 284,750
Roto-Rooter, Inc. .................. 3,600 143,100
Rotonics Manufacturing, Inc. ....... 2,500 3,750
*Rottlund, Inc. ..................... 1,700 13,388
Rouge Steel Co. Class A ............ 5,400 120,150
Rowe Furniture Corp. ............... 5,412 29,766
*#Royal Appliance Manufacturing Co. .. 9,600 60,000
Royal Bancshares of Pennsylvania
Class A ........................... 2,450 25,878
*Royal Grip, Inc. ................... 1,100 5,844
*Ruby Tuesday, Inc. ................. 7,050 149,813
Ruddick Corp. ...................... 18,600 251,100
*Rural/Metro Corp. .................. 4,200 142,275
Russ Berrie & Co., Inc. ............ 12,800 222,400
Ryan Beck & Co. .................... 210 1,523
*Ryans Family Steak Houses, Inc. .... 21,400 187,250
Rykoff-Sexton, Inc. ................ 8,750 135,625
Ryland Group, Inc. ................. 7,800 127,725
*Rymer Foods, Inc. .................. 5,400 4,556
*S&K Famous Brands, Inc. ............ 1,900 16,744
S&T Bancorp, Inc. .................. 2,200 66,000
*S3, Inc. ........................... 13,000 185,250
*SBE, Inc. .......................... 900 9,675
*SBS Technologies, Inc. ............. 1,100 17,531
SEI Corp. .......................... 7,400 162,338
*SFX Broadcasting, Inc. Class A ..... 1,900 70,300
SI Handling, Inc. .................. 1,050 10,434
SJW Corp. .......................... 600 22,313
SKI, Ltd. .......................... 1,700 29,644
SL Industries, Inc. ................ 9,200 94,300
*#SLM International, Inc. ............ 5,200 7,311
*SMC Corp. .......................... 2,600 23,075
*SMT Health Services, Inc. .......... 1,100 9,694
*SPS Technologies, Inc. ............. 2,600 159,250
*SPSS, Inc. ......................... 2,900 72,500
SPX Corp. .......................... 6,300 168,525
*SSE Telecom, Inc. .................. 2,300 33,063
*STB Systems, Inc. .................. 1,800 28,575
*STM Wireless, Inc. Class A ......... 2,900 36,069
*Safeguard Health Enterprises, Inc. . 6,900 129,375
*Safeguard Scientifics, Inc. ........ 20,700 1,823,803
*Safeskin Corp. ..................... 4,700 170,081
*Safety 1st, Inc. ................... 2,900 44,225
*Safety Components International,
Inc. .............................. 2,100 28,613
*Safetytek Corp. .................... 1,000 12,375
*Saga Communications, Inc.
Class A ........................... 2,781 57,011
Saint Francis Capital Corp. ........ 2,400 61,200
Saint John Knits, Inc. ............. 6,600 278,850
Saint Joseph Light & Power Co. ..... 27,200 887,400
Saint Mary Land & Exploration Co. .. 1,800 31,388
Saint Paul Bancorp, Inc. ........... 9,800 227,850
*Salant Corp. DE .................... 5,900 23,600
Salem Corp. ........................ 2,950 63,425
*Salick Health Care, Inc. Redeemable
Shares ............................ 2,850 108,656
<PAGE>
Shares Value+
-------- -------------
*Salton/Maxim Housewares, Inc. ...... 2,600 $ 10,319
*Sam & Libby, Inc. .................. 3,400 2,656
*San Filippo (John B.) & Son, Inc. .. 3,000 21,375
*San Francisco Co. Class A .......... 400 140
Sanderson Farms, Inc. .............. 5,400 72,900
Sands Regent Casino Hotel .......... 2,000 11,000
Sandwich Co-Operative Bank MA ...... 200 3,950
*Sangstat Medical Corp. ............. 5,000 99,688
*Sanmina Corp. ...................... 6,800 249,900
*Santa Cruz Operation, Inc. ......... 17,000 128,563
*Santa Fe Gaming Corp. .............. 2,500 7,500
Santa Monica Bank CA ............... 2,800 35,700
*Satcon Technology Corp. ............ 2,200 21,450
Savannah Foods & Industries, Inc. .. 10,500 129,938
*Savoy Pictures Entertainment, Inc. . 9,800 58,188
Sbarro, Inc. ....................... 8,100 215,663
*Scan-Optics, Inc. .................. 14,900 59,600
Schawk, Inc. Class A ............... 4,300 36,013
*Schieb (Earl), Inc. ................ 7,900 62,213
*Schuler Homes, Inc. ................ 12,300 86,100
Schult Homes Corp. ................. 1,100 21,175
Schultz Sav-O Stores, Inc. ......... 3,000 40,875
*Sciclone Pharmaceuticals, Inc. ..... 9,400 116,325
*Science Dynamics Corp. ............. 1,700 1,700
*Scientific Games Holdings Corp. .... 5,200 171,600
*Scientific Software-Intercomp, Inc. 3,500 9,188
Scientific Technologies, Inc. ...... 3,800 54,625
*Scios-Nova, Inc. ................... 14,087 101,691
Scope Industries, Inc. ............. 3,500 129,500
*Score Board, Inc. .................. 6,700 33,919
Scotsman Industries, Inc. .......... 3,400 69,275
*Scott's Liquid Gold, Inc. .......... 4,000 10,000
*Scotts Co. Class A ................. 11,300 207,638
Seacoast Banking Corp. Class A ..... 1,500 33,375
*Seacor Holdings, Inc. .............. 3,200 154,800
Seafield Capital Corp. ............. 1,700 66,513
Sealright Co., Inc. ................ 4,400 58,300
*Seattle Filmworks, Inc. ............ 5,300 94,075
Seaway Food Town, Inc. ............. 200 3,325
Second Bancorp, Inc. ............... 300 7,913
Security Connecticut Corp. ......... 3,400 98,600
*Seda Specialty Packaging Corp. ..... 2,000 43,750
*Seeq Technology, Inc. DE ........... 12,000 44,625
*Seitel, Inc. ....................... 3,700 97,125
Selas Corp. of America ............. 1,400 15,050
Selective Insurance Group, Inc. .... 6,000 192,000
*Selfix, Inc. ....................... 1,000 4,625
*Semiconductor Packaging Materials
Co., Inc. ......................... 2,300 26,594
*Semitool, Inc. ..................... 1,500 23,250
*#Semtech Corp. ...................... 2,300 26,594
*Seneca Foods Corp. ................. 1,100 18,700
*Seneca Foods Corp. Class A ......... 200 3,413
*Sepracor, Inc. ..................... 13,300 192,850
*Sequa Corp. Class A ................ 2,600 106,275
*Sequent Computer Systems, Inc. ..... 13,300 175,394
*Sequoia Systems, Inc. .............. 6,100 22,494
*Sequus Pharmaceuticals, Inc. ....... 11,400 243,675
*Seragen, Inc. ...................... 6,600 31,350
*Serv-Tech, Inc. .................... 2,600 15,925
*Service Merchandise Co., Inc. ...... 46,900 252,088
*Servico, Inc. ...................... 3,700 52,725
*Servotronics, Inc. ................. 1,030 5,023
Sevenson Environmental Services,
Inc. .............................. 1,300 25,025
</TABLE>
29
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Shaman Pharmaceuticals ............. 5,200 $ 42,900
*Shared Technologies Fairchild, Inc. 4,700 39,950
*Sharper Image Corp. ................ 5,900 30,975
*Shaw Group, Inc. ................... 3,400 59,288
*Sheffield Medical Technologies, Inc. 3,700 20,119
Shelby Williams Industries, Inc. ... 3,300 37,538
*Sheldahl, Inc. ..................... 10,300 264,581
Shelter Components, Inc. ........... 2,425 37,891
*Sherwood Group, Inc. ............... 5,000 53,750
*Shiloh Industries, Inc. ............ 3,000 47,438
*Shoe Carnival, Inc. ................ 5,200 24,375
*Sholodge, Inc. ..................... 3,600 54,450
*Shoney's, Inc. ..................... 16,600 203,350
Shopko Stores, Inc. ................ 19,400 293,425
Shoreline Financial Corp. .......... 1,680 35,490
*Shorewood Packaging Corp. .......... 7,700 126,569
*Show Biz Pizza Time, Inc. .......... 11,100 178,988
Showboat, Inc. ..................... 6,800 189,550
*Showscan Corp. ..................... 4,000 30,000
*#Shuffle Master, Inc. ............... 4,400 66,000
*Sierra Health Services, Inc. ....... 6,365 205,271
*Sierra On-Line, Inc. ............... 3,200 143,000
*Sierra Semiconductor Corp. ......... 13,600 201,450
Sierra Tahoe Bancorp ............... 200 2,663
*Sifco Industries, Inc. ............. 8,800 70,675
Sigcorp, Inc. ...................... 5,900 196,913
*Sight Resource Corp. ............... 1,600 11,000
*Sigma Circuits, Inc. ............... 1,600 12,500
*Sigma Designs, Inc. ................ 8,700 113,100
*Sigmatron International, Inc. ...... 800 10,950
*#Signal Apparel Co., Inc. Class A ... 4,200 23,100
*Signal Technology Corp. ............ 2,700 22,950
*Silicon Valley Bancshares .......... 4,200 101,850
*Siliconix, Inc. .................... 4,000 107,000
*Silver King Communications, Inc. ... 2,800 91,700
*Silverado Foods, Inc. .............. 2,400 8,400
Simmons First National Corp.
Class A ........................... 1,100 36,575
Simpson Industries, Inc. ........... 8,750 85,313
*Simula, Inc. ....................... 5,450 109,000
*Sinter Metals, Inc. Class A ........ 2,000 34,000
*Sirena Apparel Group, Inc. ......... 2,100 8,794
Sizzler International, Inc. ........ 16,200 60,750
Skyline Corp. ...................... 4,200 108,675
Skywest, Inc. ...................... 5,400 102,600
*Sloane's Supermarkets, Inc. ........ 1,900 5,938
Smart & Final Food, Inc. ........... 12,150 296,156
Smith (A.O.) Corp. ................. 7,500 200,625
Smith (A.O.) Corp. Convertible
Class A ........................... 1,500 40,781
*Smith Environmental Technologies
Corp. ............................. 2,900 7,431
*Smithfield Foods, Inc. ............. 7,200 185,400
Smucker (J.M.) Co. Class A ......... 4,800 97,800
Smucker (J.M.) Co. Class B ......... 4,400 87,450
Snyder Oil Corp. ................... 17,600 173,800
*Sodak Gaming, Inc. ................. 4,400 135,850
*Softdesk, Inc. ..................... 3,000 33,000
*Softech, Inc. ...................... 1,600 5,000
*Softkey International, Inc. ........ 2,971 73,532
*Softnet Systems, Inc. (Private
Placement) ........................ 2,536 18,117
*Software Publishing Corp. .......... 5,525 14,503
*Software Spectrum, Inc. ............ 1,900 47,025
*Somatix Therapies Corp. ............ 9,200 70,725
<PAGE>
Shares Value+
-------- -------------
*Somatogen, Inc. .................... 8,200 $136,838
Somerset Group, Inc. ............... 250 3,875
*Sonic Corp. ........................ 6,000 143,250
*Sonic Solutions .................... 3,000 25,500
*Sound Advice, Inc. ................. 1,900 4,928
South Jersey Industries, Inc. ...... 3,948 89,817
Southdown, Inc. .................... 12,400 286,750
Southeastern Michigan Gas
Enterprises, Inc. ................. 4,749 76,578
Southern California Water Co. ...... 3,900 86,775
*Southern Electronics Corp. ......... 2,750 15,984
*Southern Energy Homes, Inc. ........ 4,250 89,516
*Southern Union Co. ................. 7,986 187,671
*Southwall Technologies, Inc. ....... 3,500 28,438
Southwest Bancorp, Inc. ............ 1,500 28,500
Southwest Bancshares, Inc. DE ...... 900 24,413
Southwest Gas Corp. ................ 9,700 167,325
Southwest National Corp. ........... 200 6,600
Southwest Securities Group, Inc .... 3,000 34,313
Southwest Water Co. ................ 1,050 11,681
Southwestern Energy Co. ............ 10,700 152,475
Sovereign Bancorp, Inc. ............ 20,272 214,123
*Spacelabs Medical, Inc. ............ 3,000 72,000
*Spaghetti Warehouse, Inc. .......... 3,400 18,700
Span-American Medical System, Inc. . 1,700 8,819
Spartan Motors, Inc. ............... 8,900 70,922
Spartech Corp. ..................... 9,300 94,163
*Sparton Corp. ...................... 7,700 34,650
*Spec's Music, Inc. ................. 5,300 10,931
*Special Devices, Inc. .............. 2,900 58,363
*Specialty Chemical Resources, Inc. . 2,600 8,775
*Specialty Equipment Co., Inc. ...... 8,800 121,550
*Specialty Paperboard, Inc. ......... 1,600 23,000
*Spectran Corp. ..................... 3,200 66,400
*Spectranetics Corp. ................ 7,302 46,550
*Spectrian Corp. .................... 3,200 62,000
*Spectrum Control, Inc. ............. 4,200 24,150
*Spectrum Holobyte, Inc. ............ 10,400 76,050
*Speizman Industries, Inc. .......... 1,800 8,550
*Spire Corp. ........................ 3,200 13,000
*Sport Chalet, Inc. ................. 1,400 3,413
Sport Supply Group, Inc. ........... 3,350 24,706
*Sportmart, Inc. .................... 2,100 9,975
*Sports & Recreation, Inc. .......... 9,900 94,050
*Sports Authority, Inc. ............. 7,200 214,200
*Sports Club Co., Inc. .............. 4,500 11,813
*Spreckels Industries, Inc. Class A . 1,200 19,875
*Staar Surgical Co. ................. 5,100 75,863
*#Stac Electronics ................... 9,900 127,463
*Stacey's Buffet, Inc. .............. 3,700 2,486
*Staff Builders, Inc. Class A ....... 13,300 45,719
*Stage II Apparel Corp. ............. 1,700 5,100
*Standard Commercial Corp. .......... 3,669 33,483
*Standard Management Corp. .......... 2,100 9,056
*Standard Microsystems Corp. ........ 8,800 136,400
Standard Motor Products, Inc.
Class A ........................... 5,300 90,100
Standard Pacific Corp. DE .......... 12,200 88,450
Standard Products Co. .............. 6,700 182,575
Standard Register Co. .............. 4,500 126,000
Standex International Corp. ........ 5,500 146,438
*Stanford Telecommunications, Inc. .. 6,900 385,538
Stanhome, Inc. ..................... 8,000 232,000
*Stanley Furniture, Inc. ............ 200 2,400
</TABLE>
30
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
Stant Corp. ........................ 10,000 $115,625
*Starcraft Corp. .................... 1,300 5,606
Starret Housing Corp. .............. 3,900 45,338
Starrett (L.S.) Co. Class A ........ 2,400 61,800
*Starsight Telecast, Inc. ........... 8,400 82,950
*Starter Corp. ...................... 10,500 93,188
State Auto Financial Corp. ......... 4,800 120,000
*State of the Art, Inc. ............. 5,200 99,450
*Station Casinos, Inc. .............. 14,100 221,194
*Steck-Vaughn Publishing Corp. ...... 1,000 12,875
Steel Technologies, Inc. ........... 4,800 69,600
*Steel of West Virginia, Inc. ....... 4,400 40,700
*Stein Mart, Inc. ................... 8,900 152,969
Stepan Co. ......................... 6,400 125,600
Stephan Co. ........................ 1,700 25,713
Sterile Concepts Holdings, Inc. .... 1,700 39,100
*Steris Corp. ....................... 14,452 496,788
Sterling Bancorp ................... 3,900 44,363
Sterling Bancshares ................ 2,350 32,313
*Sterling Chemicals, Inc. ........... 16,700 192,050
*Sterling Electronics Corp. ......... 5,040 76,230
*Sterling Financial Corp. WA ........ 1,820 24,570
*Stevens Graphics Corp. Class A ..... 4,000 11,000
Stewart Information Services Corp. . 1,500 30,375
Stifel Financial Corp. ............. 1,680 13,440
*Stimsonite Corp. ................... 3,600 31,725
*Stokely USA, Inc. .................. 10,100 36,613
Stone & Webster, Inc. .............. 7,200 252,000
*Stone Energy Corp. ................. 1,900 35,388
*Strategic Distribution, Inc. ....... 12,692 105,502
Strawbridge & Clothier Class A ..... 4,200 76,650
*Streamlogic Corp. .................. 8,400 53,550
Stride Rite Corp. .................. 29,300 263,700
*Strouds, Inc. ...................... 4,700 17,919
*Struthers Industries, Inc. ......... 4,700 18,800
*Stuart Entertainment, Inc. ......... 2,700 18,394
Student Loan Corp. ................. 5,600 200,900
Sturm Ruger & Co., Inc. ............ 8,500 421,813
*Submicron Systems Corp. ............ 4,600 46,863
*Sudbury, Inc. ...................... 4,200 37,275
Suffolk Bancorp .................... 1,000 31,875
*#Sugen, Inc. ........................ 5,100 69,806
*Sulcus Computer Corp. .............. 5,800 20,300
Sullivan Dental Products, Inc. ..... 5,800 65,613
Sumitomo Bank of California ........ 4,400 109,450
*Summa Four, Inc. ................... 2,500 45,313
*Summagraphics Corp. ................ 1,500 4,453
*Summit Care Corp. .................. 2,700 64,800
*Summit Family Restaurants, Inc. .... 2,900 14,319
*#Summit Technology, Inc. ............ 14,600 250,938
*Sun Coast Plastics, Inc. ........... 1,600 8,000
*Sun Healthcare Group, Inc. ......... 26,000 383,500
*Sun Sportswear, Inc. ............... 2,300 7,475
Sun Television and Appliances, Inc. 8,600 43,000
*Sunair Electronics, Inc. ........... 3,000 10,875
*Sunbelt Nursery Group, Inc. ........ 2,600 3,981
*Suncoast Savings & Loan Association
FSA ............................... 1,200 7,425
*Sundance Homes, Inc. ............... 4,300 6,719
*Sunrise Bancorp CA ................. 1,300 3,575
*Sunrise Medical, Inc. .............. 7,200 135,900
*Sunrise Resources, Inc. ............ 2,200 7,425
*#Sunshine Mining and Refining Co. ... 3,000 4,500
Super Food Services, Inc. .......... 7,300 89,425
*Superconductor Technologies, Inc. .. 2,400 18,450
<PAGE>
Shares Value+
-------- -------------
*Supercuts, Inc. .................... 6,800 $ 53,975
Superior Surgical Manufacturing Co.,
Inc. .............................. 39,800 457,700
*Supertex, Inc. ..................... 31,300 624,044
*Suprema Specialties, Inc. .......... 1,000 5,250
*Supreme Industries, Inc. ........... 2,530 19,924
*Supreme International Corp. ........ 1,800 29,700
*Surety Capital Corp. ............... 1,100 4,675
*Surgical Laser Technologies, Inc. .. 2,800 7,875
*Surgical Technologies, Inc. ........ 1,000 6,000
*#Survival Technology, Inc. .......... 1,200 11,625
Susquehanna Bancshares, Inc. ....... 5,175 149,428
*Swift Energy Corp. ................. 6,820 121,908
*Swift Transportation, Inc. ......... 9,500 174,563
*Swing-n-Slide Corp. ................ 1,936 7,018
*Swisher International, Inc. ........ 200 863
*Swiss Army Brands, Inc. ............ 4,800 64,200
*Sybron Chemicals, Inc. ............. 1,100 15,400
*Sylvan Foods Holdings, Inc. ........ 2,469 34,103
*Sylvan Learning Systems, Inc. ...... 4,600 177,388
*Symix Systems, Inc. ................ 1,000 16,125
*Symmetricom, Inc. .................. 9,800 131,688
*Syms Corp. ......................... 9,900 77,963
Synalloy Corp. DE .................. 14,400 280,800
*Synbiotics Corp. ................... 2,300 10,206
*Syncor International Corp. DE ...... 4,200 58,275
*Synetic, Inc. ...................... 7,100 244,063
*Syntellect, Inc. ................... 5,300 34,781
*#Syquest Technology, Inc. ........... 4,400 47,850
*Syratech Corp. ..................... 4,600 121,325
*Systemed, Inc. ..................... 17,976 51,681
*Systemix, Inc. ..................... 4,300 76,056
*Systems & Computer Technology Corp. 16,700 285,988
*Systemsoft Corp. ................... 4,100 192,444
*T Cell Sciences, Inc. .............. 8,900 33,375
*T-HQ, Inc. ......................... 200 1,163
*TBC Corp. .......................... 9,550 85,950
TCBY Enterprises, Inc. ............. 10,100 44,188
*TCC Industries, Inc. ............... 1,100 2,475
*TCI International, Inc. ............ 1,600 11,600
*TCSI Corp. ......................... 5,000 151,875
*TESSCO Technologies, Inc. .......... 1,000 35,875
*TFC Enterprises, Inc. .............. 4,500 11,250
*TII Industries, Inc. ............... 2,260 16,103
TJ International, Inc. ............. 8,800 167,200
*TMBR/Sharp Drilling, Inc. .......... 1,300 10,156
TNP Enterprises, Inc. .............. 4,400 117,700
*TPC Corp. .......................... 7,900 65,175
*TPI Enterprises, Inc. .............. 6,100 23,638
TR Financial Corp. ................. 3,900 105,788
*TRC Companies, Inc. ................ 4,600 28,750
*TRM Copy Centers Corp. ............. 4,000 44,000
*TRO Learning, Inc. ................. 2,400 40,800
*TSF Communications Corp. ........... 2,400 42,000
TSI, Inc. MN ....................... 3,300 69,713
TSR, Inc. .......................... 200 2,400
*TSX Corp. .......................... 3,500 101,500
Tab Products Co. DE ................ 2,400 18,000
*Taco Cabana Inc. ................... 9,200 80,500
*Talley Industries, Inc. ............ 5,400 43,875
*Tandy Brand Accessories, Inc. ...... 2,100 18,375
*Tandy Crafts, Inc. ................. 5,600 42,700
*Tanknology Environmental, Inc. ..... 5,700 15,497
*Target Technologies, Inc. .......... 2,200 14,163
</TABLE>
31
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Target Therapeutics, Inc. .......... 2,800 $137,550
*Targeted Genetics Corp. ............ 5,000 26,875
Tasty Baking Co. ................... 3,700 42,088
*#Tatham Off-Shore, Inc. ............. 5,000 6,719
*Team, Inc. ......................... 2,300 5,750
*Tech Data Corp. .................... 11,400 265,763
*Tech-Sym Corp. ..................... 2,700 92,138
Tech/Ops Sevcon, Inc. .............. 2,800 53,900
*Techne Corp. ....................... 3,800 111,625
*Technical Communications Corp. ..... 1,000 19,000
Technitrol, Inc. ................... 4,700 168,025
*Technol Medical Products, Inc. ..... 7,900 158,000
*Technology Solutions Corp. ......... 5,000 177,500
*Tejas Gas Corp. .................... 6,990 256,009
Tejon Ranch Co. .................... 9,100 161,525
*Tekelec ............................ 4,200 64,575
*Telco Systems, Inc. ................ 6,200 111,600
*Telebit Corp. ...................... 5,300 60,288
Telxon Corp. ....................... 6,400 118,000
*Temtex Industries, Inc. ............ 1,400 6,125
Tennant Co. ........................ 2,200 56,650
*Terex Corp. ........................ 4,500 40,500
*Tesoro Petroleum Corp. ............. 10,300 115,875
*Tetra Tech, Inc. ................... 4,250 106,250
*Tetra Technologies, Inc. ........... 6,200 129,425
*Texas Biotechnology Corp. .......... 8,500 46,219
Texas Industries, Inc. ............. 7,700 482,213
*Texas Meridian Resources Corp. ..... 5,800 62,350
*Texfi Industries, Inc. ............. 5,200 12,350
*Thackeray Corp. .................... 3,600 12,600
*Theragenics Corp. .................. 4,400 65,450
*Theratech, Inc. UT ................. 5,300 121,900
*Theratx, Inc. ...................... 9,586 140,195
*Thermo Ecotek Corp. ................ 4,100 98,913
*Thermo Fibertek, Inc. .............. 5,550 165,113
*Thermo Power Corp. ................. 7,600 106,400
Thermo Remediation, Inc. ........... 5,000 70,625
*Thermo Terratech, Inc. ............. 6,400 80,000
*#Thermo Voltek Corp. ................ 1,200 26,400
*Thermwood Corp. .................... 1,000 1,938
Thiokol Corp. ...................... 2,400 98,700
*Thomas Group, Inc. ................. 3,100 59,675
Thomas Industries, Inc. ............ 4,000 82,500
Thomaston Mills, Inc. .............. 1,500 16,875
Thor Industries, Inc. .............. 4,000 87,000
Thorn Apple Valley, Inc. ........... 4,000 55,500
*Three-Five Systems, Inc. ........... 3,100 42,625
*Tide West Oil Co. .................. 3,900 62,888
*Timberland Co. Class A ............. 3,000 68,250
Timberline Software Corp. .......... 2,100 20,738
*Tipperary Corp. .................... 4,500 23,344
*Titan Corp. ........................ 8,300 57,063
Titan Holdings, Inc. ............... 4,420 69,615
#Titan Wheel International, Inc. .... 8,900 153,525
Toastmaster, Inc. .................. 3,000 16,125
*#Todays Man, Inc. ................... 4,900 10,413
*Todd Shipyards Corp. ............... 4,200 32,025
Todd-AO Corp. Class A .............. 220 3,823
*Todhunter International, Inc. ...... 3,600 35,100
*Tokheim Corp. ...................... 3,100 29,450
*Toll Brothers, Inc. ................ 13,400 224,450
Tompkins County Trustco, Inc. ...... 220 6,463
*Top Source Technologies, Inc. ...... 11,200 81,200
*Topps, Inc. ........................ 20,000 126,250
*#Tops Appliance City, Inc. .......... 2,900 6,525
<PAGE>
Shares Value+
-------- -------------
*Toreador Royalty Corp. ............. 1,500 $ 4,031
Toro Co. ........................... 4,900 154,963
Tosco Corp. ........................ 1,417 70,154
Tower Air, Inc. .................... 9,000 54,000
*Tower Automotive, Inc. ............. 3,200 76,800
*Toy Biz, Inc. Class A .............. 6,700 146,563
*Tracor, Inc. ....................... 5,300 111,300
*Tractor Supply Co. ................. 5,000 121,875
*Trak Auto Corp. .................... 3,300 54,863
Trans Financial, Inc. .............. 3,400 52,700
*Trans World Entertainment Corp. .... 3,900 22,425
*TransNet Corp. ..................... 2,000 6,000
*Transaction Network Services, Inc. . 3,600 90,450
*Transcend Services, Inc. ........... 200 2,175
*Transcisco Industries, Inc. ........ 1,600 9,100
*Transmation, Inc. .................. 1,000 8,938
Transmedia Network, Inc. ........... 5,650 49,438
Transnational RE Corp. Class A ..... 2,200 53,075
Transport Leasing International,
Inc. .............................. 1,700 6,003
Transtechnology Corp. .............. 3,000 58,875
*#Transworld Bancorp ................. 250 2,938
*#Travel Ports of America, Inc. ...... 1,500 4,219
Treadco, Inc. ...................... 3,000 21,188
Tredegar Industries, Inc. .......... 2,050 65,600
*Tremont Corp. DE ................... 4,700 174,488
*Trend-Lines, Inc. Class A .......... 2,500 12,031
Trenwick Group, Inc. ............... 3,000 141,750
*Tri-Lite, Inc. ..................... 29 0
*Triad Guaranty, Inc. ............... 1,800 64,013
*Triad Systems Corp. ................ 5,600 37,100
Triangle Bancorp, Inc. ............. 4,100 56,888
*Triangle Pacific Corp. ............. 6,500 133,250
*Tricord Systems, Inc. .............. 5,200 32,663
*Trident Microsystems, Inc. ......... 5,400 79,988
*Tridex Corp. ....................... 1,500 17,250
*Trimark Holdings, Inc. ............. 1,700 10,200
*Trimble Navigation, Ltd. ........... 8,600 206,400
*Trimedyne, Inc. .................... 3,800 31,469
*Trinitec Systems, Inc. Class A ..... 2,900 14,500
Trion, Inc. ........................ 2,300 19,119
*Triple S Plastics, Inc. ............ 700 4,550
*Tripos, Inc. ....................... 2,000 13,500
*Triquint Semiconductor, Inc. ....... 4,700 116,031
*Trism, Inc. ........................ 1,100 5,775
*Tristar Corp. ...................... 1,000 7,688
True North Communications, Inc. .... 12,600 324,450
*Truevision, Inc. ................... 5,000 39,688
Trust Company of New Jersey ........ 7,700 103,469
Trustco Bank Corp. NY .............. 8,184 180,048
Tseng Laboratories, Inc. ........... 7,600 86,925
*Tuboscope Vetco International, Inc. 10,600 141,113
*Tucker Drilling Co., Inc. .......... 500 5,906
*Tucson Electric Power Co. .......... 11,780 173,755
*Tuesday Morning Corp. .............. 3,600 47,250
*Tultex Corp. ....................... 14,900 80,088
*Turner Corp. ....................... 2,600 26,650
Tuscarora Plastics, Inc. ........... 3,500 86,188
Twin Disc, Inc. .................... 1,400 33,075
*Tyco Toys, Inc. .................... 17,200 92,450
*Tyler Corp. ........................ 10,900 29,975
U.S. Bancorp, Inc. ................. 1,300 42,169
*U.S. Bioscience, Inc. .............. 11,200 191,800
U.S. Freightways Corp. ............. 13,100 286,563
*UNC, Inc. .......................... 12,600 113,400
</TABLE>
32
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
UNR Industries, Inc. ............... 18,300 $178,425
*URS Corp. .......................... 6,460 48,450
*US Can Corp. ....................... 8,800 150,700
*US Servis, Inc. .................... 2,500 12,578
US Trust Corp. ..................... 3,900 210,113
*US Xpress Enterprises, Inc.
Class A ........................... 2,700 19,238
*USA Truck, Inc. .................... 1,900 22,563
*USA Waste Services, Inc. ........... 15,600 460,200
*USData Corp. ....................... 3,450 75,038
*USMX, Inc. ......................... 5,900 17,516
UST Corp. .......................... 7,900 104,181
USX-Delhi Group .................... 5,000 68,750
*UTI Energy Corp. ................... 1,000 12,250
*Ultimate Electronics, Inc. ......... 3,100 15,113
*Ultra Pacific, Inc. ................ 1,700 7,384
*Ultrak, Inc. ....................... 2,600 50,213
*#Ultralife Batteries, Inc. .......... 3,000 43,500
*Ultratech Stepper, Inc. ............ 9,900 249,356
Uni-Marts, Inc. .................... 4,500 35,438
Unico American Corp. ............... 3,000 22,688
Unifirst Corp. ..................... 8,200 186,550
*Uniflex, Inc. ...................... 900 7,875
Uniforce Temporary Personnel, Inc. . 2,700 48,938
*#Unigene Laboratories, Inc. ......... 8,500 33,336
*Unilab Corp. ....................... 11,900 23,056
*Unimed, Inc. ....................... 2,800 22,750
*Union Corp. DE ..................... 3,900 77,513
*Union Switch & Signal, Inc. ........ 5,900 61,213
*Uniphase Corp. ..................... 3,000 197,625
*Unique Mobility, Inc. .............. 4,000 17,500
*Uniroyal Technology Corp. .......... 5,200 19,013
*Unit Corp. ......................... 12,600 89,775
Unit Instruments, Inc. ............. 2,100 29,663
*United American Healthcare Corp. ... 3,700 42,550
United Bankshares, Inc. WV ......... 4,600 124,775
United Carolina Bancshares Corp. ... 9,450 209,081
United Cities Gas Co. .............. 4,950 74,869
*United Foods, Inc. Class A ......... 1,000 2,063
*United Guardian, Inc. .............. 1,900 5,700
United Illuminating Co. ............ 5,600 206,500
United Industrial Corp. ............ 5,300 33,125
*United Insurance Companies, Inc. ... 9,000 193,500
*United Meridian Corp. .............. 8,400 239,400
United National Bancorp ............ 1,012 31,625
*United Retail Group, Inc. .......... 5,500 24,063
*United States Alcohol Testing
America, Inc. ..................... 15,200 45,600
*United States Energy Corp. ......... 2,100 43,444
United States Facilities Corp. ..... 5,700 101,531
*United States Filter Corp. ......... 6,000 209,250
*United States Home Corp. ........... 3,900 100,425
*United States Homecare Corp. ....... 3,800 8,075
*United States Long Distance Corp. .. 5,400 194,063
*United Stationers, Inc. ............ 222 4,745
*United Video Satellite Group, Inc.
Class A ........................... 3,300 64,763
*United Waste Systems, Inc. ......... 2,400 131,850
United Water Resources, Inc. ....... 13,300 177,888
United Wisconsin Services, Inc. .... 5,000 98,750
*Unitel Video, Inc. ................. 600 3,600
Unitil Corp. ....................... 1,100 25,369
Unitog Co. ......................... 2,800 74,900
*Unitrode Corp. ..................... 4,600 131,675
Univar Corp. ....................... 8,700 107,663
<PAGE>
Shares Value+
-------- -------------
*Universal Electronics, Inc. ........ 2,700 $ 31,219
Universal Forest Products, Inc. .... 8,700 92,438
*Universal Health Services, Inc.
Class B ........................... 11,000 286,000
*Universal Hospital Services, Inc. .. 2,200 18,425
*Universal International, Inc. ...... 1,500 7,359
*Universal Seismic Association, Inc. 1,700 8,819
*Universal Standard Medical Labs,
Inc. .............................. 2,500 14,063
*Uno Restaurant Corp. ............... 7,000 49,875
Upper Peninsula Energy Corp. ....... 1,000 19,125
*Uranuim Resources, Inc. ............ 3,300 49,913
*Urban Outfitters, Inc. ............. 2,600 109,525
Urogen Corp. ....................... 2,100 0
*Uromed Corp. ....................... 10,000 120,000
*Utah Medical, Inc. ................. 3,000 44,813
*Utilx Corp. ........................ 2,900 8,338
*V Band Systems, Inc. ............... 2,100 6,300
*V Mark Software, Inc. .............. 3,238 37,642
*VLSI Technology, Inc. .............. 7,300 125,469
*VTEL Corp. ......................... 5,400 64,463
VWR Scientific Products Corp. ...... 3,900 64,838
*Valence Technology, Inc. ........... 12,100 78,272
*Vallen Corp. ....................... 4,200 82,950
Valley Forge Corp. ................. 850 12,644
Valley Resources, Inc. ............. 2,600 30,875
Vallicorp Holdings, Inc. ........... 6,700 91,288
Valmont Industries, Inc. ........... 4,100 128,125
*Value City Department Stores, Inc. . 17,800 182,450
Value Line, Inc. ................... 4,000 149,000
*Valuevision International, Inc.
Class A ........................... 11,700 83,363
*Vans, Inc. ......................... 5,000 100,000
*Varco International, Inc. .......... 13,400 222,775
*Vari L Co., Inc. ................... 1,400 19,688
*Variflex, Inc. ..................... 3,900 28,763
Varlen Corp. ....................... 2,200 48,263
Varsity Spirit Corp. ............... 200 3,250
*Vaughn Communications, Inc. ........ 1,100 18,975
*Vectra Banking Corp. ............... 800 9,800
*Vectra Technologies, Inc. .......... 2,700 8,775
*#Ventritex, Inc. .................... 8,300 165,481
*Ventura County National Bancorp .... 2,564 10,176
Venture Stores, Inc. ............... 10,400 75,400
*Venturian Corp. .................... 200 2,475
Vermont Financial Services Corp. ... 2,000 66,500
*Vermont Teddy Bear, Inc. ........... 200 550
Versa Technologies, Inc. ........... 2,400 32,700
*Versar, Inc. ....................... 1,300 4,550
*Vertex Communications Corp. ........ 2,800 49,875
*Vertex Pharmaceuticals, Inc. ....... 6,400 236,800
Vesta Insurance Group, Inc. ........ 9,200 319,700
*Veterinary Centers of America, Inc. 4,600 113,563
*Vical, Inc. ........................ 7,000 135,188
*Vicorp Restaurants, Inc. ........... 3,600 46,800
*Video Display Corp. ................ 1,200 7,425
*Video Lottery Technologies, Inc. ... 3,200 16,000
*Videonics, Inc. .................... 1,100 10,450
*Vie de France Corp. ................ 8,300 22,825
*Viewlogic Systems, Inc. ............ 6,700 103,850
Vintage Petroleum, Inc. ............ 8,300 215,800
Virco Manufacturing Corp. .......... 1,464 14,274
Virginia Beach Federal Financial
Corp. ............................. 2,000 15,500
Virginia First Financial Corp. ..... 400 4,800
</TABLE>
33
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Vision Sciences, Inc. .............. 5,100 $ 13,069
*Visx, Inc. DE ...................... 5,900 192,488
Vital Signs, Inc. .................. 5,200 125,775
*Vitalink Pharmacy Services, Inc. ... 8,300 194,013
*Vitesse Semiconductor, Inc. ........ 8,800 247,500
*Vitronics Corp. .................... 3,000 6,000
*Vivus, Inc. ........................ 5,400 159,975
*Volt Information Sciences, Inc. .... 2,000 59,750
*Volunteer Capital Corp. ............ 1,800 19,575
Vulcan International Corp. ......... 700 17,675
*WCI Steel, Inc. .................... 6,500 30,875
WD-40 Co. .......................... 2,000 95,250
*WHX Corp. .......................... 20,300 203,000
WICOR, Inc. ........................ 8,500 310,250
WLR Foods, Inc. .................... 8,700 112,556
*WMS Industries, Inc. ............... 9,600 211,200
*WPI Group, Inc. .................... 2,300 23,719
*#WRT Energy Corp. ................... 3,700 1,040
Wabash National Corp. .............. 11,600 236,350
Wackenhut Corp. Class A ............ 1,100 29,975
Wackenhut Corp. Class B Non- Voting 3,156 72,983
*Wahlco Environmental System, Inc. .. 5,400 5,400
*Wainoco Oil Corp. .................. 14,900 55,875
Walbro Corp. ....................... 6,000 131,625
Walden Bancorp, Inc. ............... 3,600 68,850
*Walker Interactive Systems, Inc. ... 7,400 88,338
*Wall Data, Inc. .................... 3,700 82,788
*Wall Street Deli, Inc. ............. 1,500 8,344
Walshire Assurance Co. ............. 1,655 25,239
*Warner Insurance Services, Inc. .... 5,300 27,163
*Warrantech Corp. ................... 5,200 22,750
Warren Bancorp, Inc. ............... 1,000 12,813
*Washington Construction Group, Inc. 17,700 183,638
Washington Energy Co. .............. 9,400 176,250
*Washington Homes, Inc. ............. 4,400 18,700
Washington National Corp. .......... 7,300 193,450
Washington Savings Bank FSB
Waldorf, MD ....................... 1,700 9,031
*Washington Scientific Industries,
Inc. .............................. 1,000 4,063
#Waterhouse Investor Services, Inc. . 6,250 228,906
#Waters Instruments, Inc. ........... 200 1,025
Watkins-Johnson Co. ................ 4,900 150,063
Watsco, Inc. Class A ............... 2,900 87,363
Watsco, Inc. Class B ............... 600 17,775
Watts Industries, Inc. Class A ..... 8,600 162,325
*Wave Technologies International,
Inc. .............................. 1,100 6,463
*Waxman Industries, Inc. ............ 3,800 17,575
Webb (Del) Corp. ................... 6,700 118,925
Webster Financial Corp. ............ 3,184 91,739
*Wedco Technology, Inc. ............. 2,155 40,137
*Weirton Steel Corp. ................ 16,700 64,713
*Weitek Corp. ....................... 6,000 8,250
*Welcome Home, Inc. ................. 1,000 2,563
*#Wellcare Management Group, Inc. .... 1,900 23,750
*#Wells-Gardner Electronics Corp. .... 2,400 9,900
Werner Enterprises, Inc. ........... 5,300 128,525
Wesbanco, Inc. ..................... 2,500 66,875
West Coast Bancorp ................. 1,490 27,193
*West Marine, Inc. .................. 2,200 156,750
West, Inc. ......................... 9,900 246,263
Westamerica Bancorporation ......... 4,800 233,400
<PAGE>
Shares Value+
-------- -------------
*Westbridge Capital Corp. ........... 1,100 $ 7,288
Westco Bancorp, Inc. ............... 1,200 25,350
Westcorp, Inc. ..................... 18,197 327,537
Westerfed Financial Corp. .......... 1,400 20,388
*Western Beef, Inc. ................. 2,700 25,144
Western Gas Resources, Inc. ........ 10,300 153,213
*Western Micro Technology, Inc. ..... 1,000 10,500
*Western Water Co. .................. 3,500 70,875
*Westmoreland Coal Co. .............. 3,800 15,200
*Weston (Roy F.), Inc. Class A ...... 3,000 15,563
*Westwood One, Inc. ................. 13,800 240,638
*Wet Seal, Inc. Class A ............. 1,700 43,031
*Whitehall Corp. .................... 1,600 62,400
Whitney Holdings Corp. ............. 9,300 288,300
*Whittaker Corp. .................... 3,800 73,150
*Whole Foods Market, Inc. ........... 7,800 192,075
*Wholesome & Hearty Foods, Inc. ..... 4,100 29,725
*Wickes Lumber Co. .................. 1,800 9,675
Wiley (John) & Sons, Inc. Class A .. 400 12,650
*Williams Clayton Energy, Inc. ...... 2,300 14,950
*Williams Controls, Inc. ............ 6,700 14,238
*Williams-Sonoma, Inc. .............. 10,125 282,234
Wilshire Oil Co. of Texas .......... 3,975 22,359
*Wind River Systems, Inc. ........... 4,200 133,875
Windmere Corp. ..................... 7,400 96,200
Winnebago Industries, Inc. ......... 10,100 103,525
*Winstar Communications, Inc. ....... 15,500 484,375
Winthrop Resources Corp. ........... 4,600 100,050
Wireless Telecom Group, Inc. ....... 6,900 101,775
Wiser Oil Co. ...................... 2,300 30,188
Wolohan Lumber Co. ................. 2,200 23,788
*Wolverine Tube, Inc. ............... 5,500 200,750
Wolverine World Wide, Inc. ......... 5,175 172,069
*Wonderware Corp. ................... 8,000 160,000
Woodhead Industries, Inc. .......... 3,100 43,206
#Workingmens Capital Holdings, Inc. . 200 4,000
*World Acceptance Corp. ............. 12,300 110,700
World Fuel Services Corp. .......... 4,704 84,084
*Worldcorp, Inc. .................... 12,200 94,550
*Worldtex, Inc. ..................... 8,800 55,000
Worthington Foods, Inc. ............ 2,575 40,234
Wyle Laboratories, Inc. ............ 4,100 174,250
*Wyman-Gordon Co. ................... 13,900 237,169
Wynns International, Inc. .......... 7,125 195,047
X-Rite, Inc. ....................... 6,800 119,425
*Xicor, Inc. ........................ 7,300 88,513
*Xircom, Inc. ....................... 7,600 124,450
*#Xoma Corp. ......................... 11,300 81,572
*Xpedite Systems, Inc. .............. 1,900 51,300
*Xytronyx, Inc. ..................... 1,100 3,369
Yankee Energy Systems, Inc. ........ 4,700 104,575
*Yellow Corp. ....................... 11,200 144,900
*Yes Clothing Co. ................... 1,500 2,813
York Financial Corp. ............... 1,810 30,091
*York Research Corp. ................ 5,000 48,750
*Youth Services International, Inc. . 3,000 79,500
*Zale Corp. ......................... 14,500 280,938
*Zaring Homes, Inc. ................. 1,500 18,375
*Zebra Technologies Corp. Class A ... 200 5,000
*Zemex Corp. ........................ 3,528 32,634
*Zenith Electronics Corp. ........... 20,300 294,350
Zenith National Insurance Corp. .... 8,500 236,938
Zero Corp. ......................... 4,800 102,600
*Zing Technologies, Inc. ............ 1,500 16,688
*Zitel Corp. ........................ 4,300 76,594
</TABLE>
34
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
Shares Value+
-------- -------------
<S> <C> <C>
*Zoll Medical Corp. ................. 1,800 $ 27,900
*#Zoltek Companies, Inc. ............. 2,500 211,875
Zurn Industries, Inc. .............. 7,800 158,925
*Zycad Corp. ........................ 11,800 87,394
*Zygo Corp. ......................... 1,950 113,344
*Zytec Corp. ........................ 1,700 73,738
-------------
TOTAL COMMON STOCKS
(Cost $222,063,825) ................. 302,049,287
-------------
PREFERRED STOCKS -- (0.0%)
Phoenix Duff & Phelps Corp. Class A
(Cost $25,085) ...................... 770 19,924
-------------
RIGHTS/WARRANTS -- (0.0%)
*Advanced NMR Systems, Inc. Warrants
08/30/00 .......................... 696 413
*Allied Capital Lending Corp. Rights
06/04/96 .......................... 2,200 0
*American Satellite Network, Inc.
Warrants 06/30/99 ................. 2,525 0
*Amvestors Financial Corp. Warrants
Class A 03/04/02 .................. 391 2,077
*Envoy Corp. Contingent Payment
Rights ............................ 2,000 0
*Jamesway Corp. Warrants 01/28/10 ... 559 56
*Krug International Corp. Warrants
01/31/98 .......................... 169 58
*Millicom, Inc. Contingent Value
Rights ............................ 10,100 0
*Patina Oil & Gas Corp. Warrants
05/02/01 .......................... 1,567 2,742
*Sound Advice, Inc. Warrants 06/14/99 478 0
*Statesman Group, Inc. Contingent
Payment Rights .................... 9,765 0
-------------
TOTAL RIGHTS/WARRANTS
(Cost $2,895) ....................... 5,346
-------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Face
Amount Value+
-------- --------------
(000)
<S> <C> <C>
TEMPORARY CASH INVESTMENTS -- (2.9%)
Repurchase Agreement, PNC
Securities Corp. 5.05%, 06/03/96
(Collateralized by U.S. Treasury
Notes 6.50%, 09/30/96)
(Cost $9,058,000) ................ $9,058 $ 9,058,000
--------------
TOTAL INVESTMENTS -- (100.0%)
(Cost $231,149,805) .............. 311,132,557
--------------
OTHER ASSETS AND LIABILITIES -- (0.0%)
Other Assets .................... 368,397
Payable for Investment Securities
Purchased .................... (247,655)
Other Liabilities ............... (67,182)
--------------
53,560
--------------
NET ASSETS -- (100.0%) Applicable
to 24,037,996 Outstanding $.01
Par Value Shares (Unlimited
Number of Shares Authorized) .... $311,186,117
==============
NET ASSET VALUE, OFFERING AND
REDEMPTION PRICE PER SHARE ...... $ 12.95
==============
</TABLE>
- ------
+See Note B to Financial Statements.
*Non-Income Producing Securities
#Securities on Loan
See accompanying Notes to Financial Statements
35
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENT OF OPERATIONS
FOR THE SIX MONTHS ENDED MAY 31, 1996
(UNAUDITED)
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
<S> <C>
Investment Income
Dividends .......................................................... $ 1,271
Interest ........................................................... 177
Income from Securities Lending ..................................... 53
---------
Total Investment Income ....................................... 1,501
---------
Expenses
Investment Advisory Services ....................................... 38
Accounting & Transfer Agent Fees ................................... 86
Custodian's Fee .................................................... 23
Legal Fees ......................................................... 2
Audit Fees ......................................................... 5
Shareholders' Reports .............................................. 2
Trustees' Fees and Expenses ........................................ 1
Other .............................................................. 12
---------
Total Expenses ................................................ 169
---------
Net Investment Income ......................................... 1,332
---------
Net Realized and Unrealized Gain (Loss) on Investments
Net Realized Gain on Investment Securities .............................. 9,651
Change in Unrealized Appreciation (Depreciation) of Investment Securities. 41,234
---------
Net Gain on Investment Securities ..................................... 50,885
---------
Net Increase in Net Assets Resulting from Operations .................... $52,217
=========
</TABLE>
See accompanying Notes to Financial Statements
36
<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>
Six Months Year
Ended Ended
May 31, Nov. 30,
1996 1995
------------ ----------
(Unaudited)
<S> <C> <C>
Increase (Decrease) in Net Assets
Operations:
Net Investment Income .......................... $ 1,332 $ 2,254
Net Realized Gain on Investment Securities ..... 9,651 16,628
Change in Unrealized Appreciation (Depreciation)
of Investment Securities ..................... 41,234 29,313
------------ ----------
Net Increase in Net Assets Resulting from
Operations ................................... 52,217 48,195
------------ ----------
Distributions From:
Net Investment Income .......................... (296) (2,197)
Net Realized Gains ............................. (12,249) (12,660)
------------ ----------
Total Distributions ....................... (12,545) (14,857)
------------ ----------
Capital Share Transactions (1):
Shares Issued .................................. 41,929 44,394
Shares Issued in Lieu of Cash Distributions .... 12,315 12,291
Shares Redeemed ................................ (4,714) (11,669)
------------ ----------
Net Increase From Capital Share Transactions 49,530 45,016
------------ ----------
Total Increase ............................ 89,202 78,354
Net Assets
Beginning of Period ............................ 221,984 143,630
------------ ----------
End of Period .................................. $311,186 $221,984
============ ==========
(1) Shares Issued and Redeemed:
Shares Issued ................................... 3,609 4,479
Shares Issued in Lieu of Cash Distributions ..... 1,136 1,283
Shares Redeemed ................................. (418) (1,104)
------------ ----------
4,327 4,658
============ ==========
</TABLE>
See accompanying Notes to Financial Statements
37
<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>
Six Months Year Year Feb. 3
Ended Ended Ended to
May 31, Nov. 30, Nov. 30, Nov. 30,
1996 1995 1994 1993
------------ ---------- ---------- ----------
(Unaudited)
<S> <C> <C> <C> <C>
Net Asset Value, Beginning of Period .... $ 11.26 $ 9.54 $ 10.39 $ 10.00
------------ ---------- ---------- ----------
Income from Investment Operations
Net Investment Income .............. 0.06 0.12 0.12 0.10
Net Gains (Losses) on Securities
(Realized and Unrealized) ........ 2.27 2.50 (0.07) 0.54
------------ ---------- ---------- ----------
Total from Investment Operations ... 2.33 2.62 0.05 0.64
------------ ---------- ---------- ----------
Less Distributions
Net Investment Income .............. (0.02) (0.12) (0.11) (0.10)
Net Realized Gains ................. (0.62) (0.78) (0.79) (0.15)
------------ ---------- ---------- ----------
Total Distributions ................ (0.64) (0.90) (0.90) (0.25)
------------ ---------- ---------- ----------
Net Asset Value, End of Period .......... $ 12.95 $ 11.26 $ 9.54 $ 10.39
============ ========== ========== ==========
Total Return ............................ 21.75%# 29.19% 0.59% 6.35%#
Net Assets, End of Period (thousands) ... $311,186 $221,984 $143,630 $161,925
Ratio of Expenses to Average Net Assets . 0.13%* 0.15% 0.17% 0.17%*
Ratio of Net Investment Income to Average
Net Assets ............................ 1.05%* 1.18% 1.11% 1.18%*
Portfolio Turnover Rate ................. 17.08%* 21.16% 27.65% 32.88%*
Average Commission Rate (1) ............. $ 0.0614 N/A N/A N/A
</TABLE>
- ------
*Annualized
#Non-Annualized
(1) Computed by dividing the total amount of brokerage commissions paid by
the total shares of investment securities purchased and sold during the
period for which commissions were charged, as required by the SEC for
fiscal years beginning after September 1, 1995.
See accompanying Notes to Financial Statements
38
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
NOTES TO FINANCIAL STATEMENTS
(UNAUDITED)
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
May 31, 1996, The Trust consisted of eleven investment portfolios: The U.S.
6-10 Small Company Series, The U.S. Large Company Series, The Enhanced 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 Two-Year
Corporate Fixed Income Series, The DFA Two-Year Government Series, The DFA
Two-Year Global Fixed Income Series, The DFA International Value Series and
The Emerging Markets Series. At May 31, 1996, The Enhanced U.S. Large Company
Series, The DFA Two-Year Corporate Fixed Income Series and The DFA Two-Year
Government Series had not yet commenced operations. These financial
statements relate solely to The U.S. 6-10 Small Company Series (the
"Series").
The DFA 6-10 Institutional Portfolio invests solely in the Series. 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 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. Securities for which quotations are not readily available are
valued 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 May 31, 1996.
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. 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.
39
<PAGE>
C. INVESTMENT ADVISOR:
Dimensional Fund Advisors Inc. (the "Advisor") provides investment
advisory services to the Series. For the six months ended May 31, 1996, 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 six months ended May 31, 1996, the Series made the following
purchases and sales of investment securities other than U.S. Government
Securities (amounts in thousands):
Purchases ............................... $50,998
Sales ................................... $20,971
E. INVESTMENT TRANSACTIONS:
At May 31, 1996, gross unrealized appreciation and depreciation for
financial reporting and federal income tax purposes of investment securities
was as follows (amounts in thousands):
Gross Unrealized Appreciation ........... $ 98,149
Gross Unrealized Depreciation ........... (18,166)
----------
Net ..................................... $ 79,983
==========
F. COMPONENTS OF NET ASSETS:
At May 31, 1996, net assets consisted of (amounts in thousands):
Paid-In Capital ......................... $220,462
Undistributed Net Investment Income ..... 1,155
Undistributed Net Realized Gain ......... 9,586
Unrealized Appreciation of
Investment Securities................... 79,983
----------
$311,186
==========
G. SECURITIES LENDING
Loans of domestic securities are required at all times to be secured by
collateral at least equal to 102% of the market value of the securities on
loan. However, in the event of default or bankruptcy by the other party to
the agreement, realization and/or retention of the collateral may be subject
to legal proceedings. In the event that the borrower fails to return loaned
securities, and cash collateral being maintained by the borrower is
insufficient to cover the value of loaned securities, and provided such
collateral insufficiency is not the result of investment losses, the lending
agent has agreed to pay the amount of the shortfall to the Series or, at the
option of the lending agent, replace the loaned securities. The market value
of securities on loan to brokers from the Series is $8,672,031, and the
related collateral cash and indemnification received is $9,056,265 at May 31,
1996.
40
