<PAGE>
===============================================================================
DIMENSIONAL INVESTMENT GROUP INC.
The DFA 6-10 Institutional PORTFOLIO
ANNUAL REPORT
Year Ended November 30, 1995
===============================================================================
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
ANNUAL REPORT
TABLE OF CONTENTS
<TABLE>
<CAPTION>
Page
---------
<S> <C>
Dimensional Investment Group Inc.
Performance Chart ................................................ 1
Statement of Assets and Liabilities .............................. 2
Statement of Operations .......................................... 3
Statements of Changes in Net Assets .............................. 4
Financial Highlights ............................................. 5
Notes to Financial Statements .................................... 6
Report of Independent Accountants ................................ 7
The DFA Investment Trust Company -- The U.S. 6-10 Small Company Series
Performance Chart ................................................ 8
Statement of Net Assets .......................................... 9-37
Statement of Operations .......................................... 38
Statements of Changes in Net Assets .............................. 39
Financial Highlights ............................................. 40
Notes to Financial Statements .................................... 41-42
Report of Independent Accountants ................................ 43
</TABLE>
This report is submitted for the information of the Fund's shareholders. It
is not authorized for distribution to prospective investors unless preceded
or accompanied by an effective prospectus.
i
<PAGE>
DFA INVESTMENT DIMENSIONS GROUP INC.
PERFORMANCE CHARTS
==============================================================================
DFA 6-10 Institutional Portfolio vs.
CRSP 6-10 Index
June 1993-November 1995
The following reflects the growth of a $10,000 investment.
DFA 6-10 CRSP
Institutional 6-10
Portfolio Index
------------- -----
9305 10000 10000
9306 9921 10038
9307 9989.45 10157.45
9308 10314.11 10625.71
9309 10589.5 10931.73
9310 10805.52 11269.52
9311 10606.7 10922.42
9312 10900.51 11253.37
9401 11243.87 11641.61
9402 11152.8 11572.93
9403 10617.47 10942.2
9404 10637.64 10898.43
9405 10587.64 10800.35
9406 10284.83 10520.62
9407 10436.02 10702.62
9408 10930.69 11314.81
9409 10990.81 11355.55
9410 11031.47 11344.19
9411 10660.82 10905.17
9412 10788.75 11048.03
9501 10862.11 11066.81
9502 11217.3 11470.75
9503 11437.16 11715.08
9504 11813.44 12020.84
9505 12043.8 12234.81
9506 12660.45 12912.62
9507 13444.13 13736.44
9508 13840.73 14092.22
9509 14081.56 14393.79
9510 13360.58 13659.71
9511 13761.4 14144.63
Annualized One From
Total Return (%) Year June 1993
- ------------------------------------------------------------------------------
29.08 13.62
* The portfolio seeks to capture
premimum returns and diversification
benefits by investing in the U.S.
6-10 Small Company Series of the DFA
Investment Trust Company which in
turn invests in a broad cross-section
of U.S. small companies on a market
cap-weighted basis.
* This portfolio's returns in fiscal
1995 reflected the performance of
decile 6-10 companies in the U.S.
Past performance is not predictive of
future performance.
CRSP 6-10 Index courtesy of the Center for Research in Security
Prices, University of Chicago.
- ------------------------------------------------------------------------------
1
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF ASSETS AND LIABILITIES
NOVEMBER 30, 1995
(AMOUNTS IN THOUSANDS, EXCEPT SHARE AMOUNTS)
<TABLE>
<CAPTION>
<S> <C>
ASSETS:
Investment in The U.S. 6-10 Small Company Series of The DFA Investment Trust
Company (1,881,853 Shares, Cost $18,664) at Value ................................ $ 21,194
Other Receivable .................................................................. 7
Prepaid Expenses and Other Assets ................................................. 2
-----------
Total Assets .................................................................. 21,203
-----------
LIABILITIES:
Accrued Expenses .................................................................. 11
-----------
Net Assets ........................................................................ $ 21,192
===========
SHARES OUTSTANDING, $.01 PAR VALUE (Authorized 100,000,000) ....................... 1,656,979
===========
Net Asset Value, Offering and Redemption Price Per Share .......................... $ 12.79
===========
NET ASSETS CONSIST OF:
Paid-In Capital ................................................................... $ 17,810
Undistributed Net Investment Income ............................................... 1
Undistributed Net Realized Gain ................................................... 851
Unrealized Appreciation of Investment Securities .................................. 2,530
-----------
Total Net Assets .............................................................. $ 21,192
===========
</TABLE>
See accompanying Notes to Financial Statements
2
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF OPERATIONS
FOR THE YEAR ENDED NOVEMBER 30, 1995
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
<S> <C>
Investment Income
Dividends.............................................................. $ 212
--------
Expenses
Administrative Services ............................................... 13
Accounting & Transfer Agent Fees ...................................... 16
Legal Fees ............................................................ 13
Audit Fees ............................................................ 3
Filing Fees ........................................................... 11
Shareholders Report ................................................... 7
Directors' Fees and Expenses .......................................... 6
Other ................................................................. 5
--------
Total Expenses ................................................... 74
Less: Fees Waived and Expenses Reimbursed ............................. (64)
--------
Net Expenses .......................................................... 10
--------
Net Investment Income ................................................... 202
--------
Net Realized and Unrealized Gain (Loss) on Investments
Net Realized Gain on Investment Securities .............................. 1,276
Change in Unrealized Appreciation (Depreciation) of Investment Securities 3,011
--------
Net Gain on Investment Securities ...................................... 4,287
--------
Net Increase in Net Assets Resulting from Operations .................... $4,489
========
</TABLE>
See accompanying Notes to Financial Statements
3
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENTS OF CHANGES IN NET ASSETS
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
Year Ended Year Ended
Nov. 30, Nov. 30,
1995 1994
------------ ------------
<S> <C> <C>
Increase (Decrease) in Net Assets
Operations:
Net Investment Income ................................................. $ 202 $ 157
Net Realized Gain on Investment Securities ............................ 1,276 337
Change in Unrealized Appreciation (Depreciation) of Investment
Securities ......................................................... 3,011 (543)
------------ ------------
Net Increase (Decrease) in Net Assets Resulting from Operations .... 4,489 (49)
------------ ------------
Distributions From:
Net Investment Income ................................................. (202) (169)
Net Realized Gains .................................................... (532) (230)
------------ ------------
Total Distributions .................................................. (734) (399)
------------ ------------
Capital Share Transactions (1):
Shares Issued ......................................................... 2,138 13,614
Shares Issued in Lieu of Cash Distributions ........................... 294 103
Shares Redeemed ....................................................... (65) --
------------ ------------
Net Increase From Capital Share Transactions ....................... 2,367 13,717
------------ ------------
Total Increase ..................................................... 6,122 13,269
Net Assets ..............................................................
Beginning of Period ................................................... 15,070 1,801
------------ ------------
End of Period ......................................................... $21,192 $15,070
============ ============
(1) Shares Issued and Redeemed:
Shares Issued ......................................................... 173 1,285
Shares Issued in Lieu of Cash Distributions ........................... 25 10
Shares Redeemed ....................................................... (6) --
------------ ------------
192 1,295
============ ============
</TABLE>
See accompanying Notes to Financial Statements
4
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
FINANCIAL HIGHLIGHTS
(FOR A SHARE OUTSTANDING THROUGHOUT EACH PERIOD)
<TABLE>
<CAPTION>
Year Ended Year Ended May 4 to
Nov. 30, Nov. 30, Nov. 30,
1995 1994 1993
------------ ------------ -----------
<S> <C> <C> <C>
Net Asset Value, Beginning of Period ..................... $ 10.29 $ 10.61 $10.00
------------ ------------ -----------
Income from Investment Operations
- ---------------------------------
Net Investment Income .................................. 0.13 0.13 0.10
Net Gains (Losses) on Securities (Realized and
Unrealized) ......................................... 2.84 (0.08) 0.68
------------ ------------ -----------
Total from Investment Operations................... 2.97 0.05 0.78
------------ ------------ -----------
Less Distributions
- ------------------
Net Investment Income .................................. (0.13) (0.21) (0.02)
Net Realized Gains ..................................... (0.34) (0.16) (0.15)
------------ ------------ -----------
Total Distributions ............................... (0.47) (0.37) (0.17)
------------ ------------ -----------
Net Asset Value, End of Period ........................... $ 12.79 $ 10.29 $10.61
============ ============ ===========
Total Return ............................................. 29.08% 0.53% 7.78%#
Net Assets, End of Period (thousands) .................... $21,192 $15,070 $1,801
Ratio of Expenses to Average Net Assets (1) .............. 0.20%(a) 0.20%(a) 0.20%*(a)
Ratio of Net Investment Income to Average Net Assets ..... 1.12%(a) 1.93%(a) 1.90%*(a)
Portfolio Turnover Rate .................................. 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 November 30, 1995,
1994 and 1993 would have been 0.56%. 0.82% and 2.29%, respectively, and
the ratios of net investment income to average net assets for the periods
ended November 30, 1995, 1994 and 1993 would have been 0.77%, 1.31% and
(0.19)%, respectively.
N/A Refer to the respective Master Fund Series.
See accompanying Notes to Financial Statements
5
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
NOTES TO FINANCIAL STATEMENTS
A. ORGANIZATION:
At November 30, 1995, Dimensional Investment Group Inc. (the "Fund")
consisted of eight 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, DFA One-Year Fixed Income Portfolio II, The DFA
International Value Portfolio, DFA International Value Portfolio II and DFA
International Value Portfolio III (the "Portfolios"). The Fund is an open-end
management investment company registered under the Investment Company Act of
1940, whose shares are offered to institutional investors, retirement plans,
and clients of registered investment advisors. The financial statements of
The DFA 6-10 Institutional Portfolio (the "Portfolio") are presented herein;
the financial statements for the other Portfolios are presented elsewhere.
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 November 30, 1995, the Portfolio owned 10% 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.
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 year ended November 30, 1995, 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 November 30, 1995, gross unrealized appreciation and depreciation for
financial reporting and federal income tax purposes of investment securities
was as follows (amounts in thousands):
<TABLE>
<CAPTION>
<S> <C>
Gross Unrealized Appreciation............................. $2,530
Gross Unrealized Depreciation............................. --
--------
Net....................................................... $2,530
========
</TABLE>
6
<PAGE>
REPORT OF INDEPENDENT ACCOUNTANTS
TO THE SHAREHOLDERS AND BOARD OF DIRECTORS OF
DIMENSIONAL INVESTMENT GROUP INC.:
We have audited the accompanying statement of assets and liabilities of the
Dimensional Investment Group Inc., The DFA 6-10 Institutional Portfolio, as
of November 30, 1995, and the related statement of operations for the year
then ended and the statements of changes in net assets for each of the two
years in the period then ended, and the financial highlights for each of the
periods presented. These financial statements and financial highlights are
the responsibility of the Fund's management. Our responsibility is to express
an opinion on these financial statements and financial highlights based on
our audits.
We conducted our audits in accordance with generally accepted auditing
standards. Those standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial statements and
financial highlights are free of material misstatement. An audit includes
examining, on a test basis, evidence supporting the amounts and disclosures
in the financial statements. Our procedures included confirmation of
investments owned as of November 30, 1995, by correspondence with the
custodian. An audit also includes assessing the accounting principles used
and significant estimates made by management, as well as evaluating the
overall financial statement presentation. We believe that our audits provide
a reasonable basis for our opinion.
In our opinion, the financial statements and financial highlights referred to
above present fairly, in all material respects, the financial position of the
Dimensional Investment Group Inc., The DFA 6-10 Institutional Portfolio, as
of November 30, 1995, and the results of its operations for the year then
ended and the changes in its net assets for each of the two years in the
period then ended, and its financial highlights for each of the periods
presented, in conformity with generally accepted accounting principles.
COOPERS & LYBRAND L.L.P.
2400 Eleven Penn Center
Philadelphia, Pennsylvania
January 19, 1996
7
<PAGE>
DFA INVESTMENT DIMENSIONS GROUP INC.
PERFORMANCE CHARTS
==============================================================================
U.S. 6-10 Small Company Series vs.
CRSP 6-10 Index
March 1993-November 1995
The following reflects the growth of a $10,000 investment.
U.S. 6-10 CRSP
Small Company 6-10
Series Index
------------- -----
9302 10000 10000
9303 10237 10313
9304 9927.843 10001.55
9305 10329.92 10457.62
9306 10288.6 10497.36
9307 10370.91 10622.28
9308 10721.45 11111.96
9309 11009.85 11431.99
9310 11247.67 11785.24
9311 10974.35 11422.25
9312 11289.31 11768.34
9401 11639.28 12174.35
9402 11548.49 12102.52
9403 10995.32 11442.94
9404 11018.41 11397.16
9405 10962.22 11294.59
9406 10646.51 11002.06
9407 10804.07 11192.4
9408 11322.67 11832.6
9409 11379.28 11875.2
9410 11424.8 11863.32
9411 11038.64 11404.21
9412 11177.73 11553.61
9501 11251.5 11573.25
9502 11620.55 11995.67
9503 11841.34 12251.18
9504 12234.47 12570.94
9505 12480.39 12794.7
9506 13119.38 13503.52
9507 13931.47 14365.05
9508 14336.88 14737.1
9509 14594.94 15052.48
9510 13844.76 14284.8
9511 14258.72 14791.91
Annualized One From
Total Return (%) Year March 1993
- ------------------------------------------------------------------------------
29.17 13.77
* The portfolio seeks to capture
premimum returns and diversification
benefits by investing in a broad
cross-section of small companies on a
market cap-weighted basis. The U.S. 6-10
Small Company Series provides access
to publicly traded U.S. Small
Companies with market capitalization
of approximately $500 million or
less.
* This portfolio's returns in fiscal
1995 reflected the performance of
decile 6-10 companies in the U.S.
Past performance is not predictive of
future performance.
CRSP 6-10 Index courtesy of the Center for Research in Security
Prices, University of Chicago.
- ------------------------------------------------------------------------------
8
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
STATEMENT OF NET ASSETS
THE U.S. 6-10 SMALL COMPANY SERIES
NOVEMBER 30, 1995
<TABLE>
<CAPTION>
Shares Value+
-------- ----------
<S> <C> <C>
COMMON STOCKS -- (99.5%)
*3 D Systems Corp. ................. 2,200 $ 44,550
*3D0 Co. ........................... 9,200 101,775
*A Plus Network, Inc. .............. 1,800 24,413
*AAON, Inc. ........................ 4,400 29,425
AAR Corp. ......................... 11,300 207,638
*ABC Rail Products Corp. ........... 2,400 52,950
ABM Industries, Inc. .............. 3,500 98,438
ABS Industries, Inc. .............. 1,400 12,075
*ABT Building Products Corp. ....... 5,000 75,625
ACC Corp. ......................... 2,500 53,750
ADAC Laboratories ................. 11,466 142,608
ADCO Technologies, Inc. ........... 1,300 9,344
*AEL Industries, Inc. Class A ...... 1,000 27,250
AEP Industries, Inc. .............. 3,000 67,875
*AER Energy Resources, Inc. ........ 7,000 18,813
*AFC Cable Systems, Inc. ........... 1,500 19,594
*AG Services America, Inc. ......... 1,700 14,450
*AMC Entertainment, Inc. ........... 1,300 28,194
*APS Holding Corp. Class A ......... 2,700 49,950
*ARI Holdings Corp. ................ 900 788
*ARI Network Services, Inc. ........ 6,800 13,600
*AST Research, Inc. ................ 13,013 119,557
*ATS Medical, Inc. ................. 3,000 26,250
Aames Financial Corp. ............. 6,200 196,850
Aaron Rents, Inc. Class A ......... 4,800 87,000
Aaron Rents, Inc. Class B ......... 4,800 85,200
*Abaxis, Inc. ...................... 4,400 27,775
Abington Savings Bank MA .......... 700 12,775
*Abiomed, Inc. ..................... 3,200 41,000
*Able Telcom Holding Corp. ......... 3,300 23,513
Abrams Industries, Inc. ........... 200 925
*Abraxas Petroleum Corp. ........... 2,400 15,750
*Accell International Corp. ........ 2,700 7,425
*Acceptance Insurance Companies,
Inc. .............................. 5,025 73,491
*Access Health Marketing, Inc. ..... 4,000 130,000
*Accustaff, Inc. ................... 2,200 65,450
*Ace Cash Express, Inc. ............ 200 1,900
Ackerley Communications, Inc. ..... 6,200 94,550
*Acme Electric Corp. ............... 3,000 25,125
*Acme Metals, Inc. ................. 3,100 47,856
*Acme United Corp. ................. 3,400 11,900
Acme-Cleveland Corp. .............. 7,000 159,250
Acordia, Inc. ..................... 5,200 145,600
*Actel Corp. ....................... 6,900 91,856
*Action Performance Companies, Inc... 2,000 27,375
*Active Voice Corp. ................ 1,300 34,125
*Acuson Corp. ...................... 20,000 235,000
*Acx Technologies, Inc. ............ 15,000 243,750
*Acxiom Corp. ...................... 15,200 433,200
*Adage, Inc. ....................... 3,100 13,756
Adams Resources & Energy, Inc. .... 1,300 8,694
*Addington Resources, Inc. ......... 11,100 167,194
*Adelphia Communications Corp.
Class A ........................... 6,000 47,250
*Adflex Solutions, Inc. ............ 2,000 56,250
*Advance Ross Corp. ................ 10,000 288,125
*#Advanced Logic Research, Inc. ..... 5,200 37,700
9
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Advanced Magnetics, Inc. .......... 6,000 $153,000
*Advanced Marketing Services, Inc. . 2,700 25,144
*Advanced Medical, Inc. ............ 6,500 19,906
*Advanced NMR Systems, Inc. ........ 13,692 20,324
*Advanced Polymer Systems, Inc. .... 5,400 30,459
*Advanced Promotion Technologies,
Inc. (Private Placement) .......... 11,624 11,442
*Advanced Technology Labs, Inc. .... 6,640 141,100
*Advanced Technology Materials,
Inc. .............................. 3,500 36,094
*#Advanced Tissue Sciences, Inc. .... 27,900 251,100
Advantage Bancorp, Inc. ........... 1,000 34,750
*Advantage Companies, Inc. ......... 1,000 17,750
*Advantage Health Corp. ............ 1,800 58,725
*Advest Group, Inc. ................ 4,300 38,700
Advo, Inc. ........................ 8,000 212,000
*Advocat, Inc. ..................... 3,000 31,125
*Aequitron Medical, Inc. ........... 2,200 17,325
*Aeroflex, Inc. .................... 5,900 26,550
*Aerosonic Corp. DE ................ 1,000 1,500
*Aerovox, Inc. ..................... 2,600 14,950
*Aetrium, Inc. ..................... 1,400 28,875
*Affiliated Community Bancorp ...... 1,600 27,900
*Agouron Pharmaceuticals, Inc. ..... 3,300 99,000
*Agri-Nutrition Group, Ltd. ........ 1,600 3,050
*Air & Water Technologies Corp.
Class A ........................... 15,000 82,500
Air Express International Corp. ... 7,350 170,888
*Air Methods Corp. ................. 4,000 15,500
*Air-Cure Environmental ............ 2,200 8,250
#Airborne Freight Corp. ............ 10,500 295,313
*Airsensors, Inc. .................. 2,500 20,469
*Airways Corp. ..................... 2,600 25,025
*Akorn, Inc. ....................... 5,100 12,750
Alabama National Bancorporation ... 700 9,713
*Alamco, Inc. ...................... 2,300 19,550
Alamo Group, Inc. ................. 2,500 43,125
*Alantec Corp. ..................... 5,000 206,250
*#Alaska Air Group, Inc. ............ 6,100 110,563
Alatenn Resources, Inc. ........... 1,300 27,788
*Alba-Waldensian, Inc. ............. 3,700 33,069
Albank Financial Corp. ............ 6,700 200,163
*Alcide Corp. ...................... 1,400 40,250
*Aldila, Inc. ...................... 8,200 37,413
*Alexander Energy Co. .............. 6,100 25,163
Alfa Corp. ........................ 18,400 204,700
Alico, Inc. ....................... 2,100 45,938
*Alkermes, Inc. .................... 8,200 49,200
*All American Semiconductor, Inc. .. 7,100 18,638
*Allcity Insurance Co. ............. 200 1,750
*Allegiant Physician Services, Inc. 3,000 3,000
Allen Organ Co. Class B ........... 200 8,775
*#Alliance Entertainment Corp. ...... 15,700 149,150
*#Alliance Gaming Corp. ............. 3,700 13,181
*Alliance Pharmaceuticals Corp. .... 12,900 153,188
*Alliant Techsystems, Inc. ......... 5,500 281,875
Allied Bankshares, Inc. ........... 900 10,125
Allied Capital Lending Corp. ...... 900 11,025
Allied Group, Inc. ................ 4,150 146,806
Allied Healthcare Products, Inc. .. 1,200 21,000
10
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Allied Holdings, Inc. ............. 5,000 $ 48,750
Allied Life Financial Corp. ....... 2,000 33,750
Allied Products Corp. ............. 9,500 198,313
*Allied Research Corp. ............. 2,200 8,800
*#Allied Waste Industries, Inc. ..... 13,200 94,875
*Allou Health & Beauty Care, Inc.
Class A ........................... 1,900 11,341
*Allstate Financial Corp. .......... 1,600 9,100
*Alltrista Corp. ................... 1,553 28,342
*Allwaste, Inc. .................... 18,600 79,050
*Aloette Cosmetics, Inc. ........... 1,000 2,125
*Alpha Beta Technology, Inc. ....... 3,500 23,844
Alpha Industries, Inc. ............ 10,000 147,500
*Alpha Microsystems, Inc. .......... 1,000 1,219
*Alpha Technologies Group, Inc. .... 7,500 68,906
*Alpharel, Inc. .................... 5,600 29,750
Alpharma, Inc. Class A ............ 8,800 191,400
*Alpine Group, Inc. ................ 15,736 75,730
*Alpine Lace Brands, Inc. .......... 1,700 17,106
*Alteon, Inc. ...................... 8,300 76,775
*Alternative Resources Corp. ....... 3,100 91,450
*Altron, Inc. ...................... 3,600 106,200
*Amati Communications Corp. ........ 11,800 77,438
*Amax Gold, Inc. ................... 40,600 258,825
*Ambar, Inc. ....................... 200 1,538
Amcast Industrial Corp. ........... 5,800 107,300
Amcol International Corp. ......... 9,500 138,938
Amcore Financial, Inc. ............ 3,150 69,694
*AmeriLink Corp. ................... 700 5,775
*America Services Group, Inc. ...... 3,000 26,438
American Annuity Group, Inc. ...... 19,600 215,600
American Bancorpation Ohio ........ 200 4,450
American Bank of Connecticut ...... 500 11,750
American Bankers Insurance Group,
Inc. .............................. 12,100 439,381
*American Banknote Corp. ........... 5,300 7,950
American Biltrite, Inc. ........... 4,800 92,400
*American Biogenetic Sciences, Inc.
Class A ........................... 5,200 14,138
*American Buildings Co. ............ 3,500 78,969
*#American Business Information,
Inc. .............................. 9,000 165,375
American Business Products, Inc. .. 4,950 115,706
*American Claims Evaluation, Inc. .. 1,000 1,828
American Classic Voyages Co. ...... 6,900 73,744
American Eagle Group, Inc. ........ 4,000 38,500
American Ecology Corp. ............ 5,250 21,000
*American Educational Products,
Inc. .............................. 1,900 3,088
American Federal Bank FSB
Greenville, SC .................... 2,900 43,138
American Filtrona Corp. ........... 200 7,550
*American Freightways Corp. ........ 12,300 169,125
*American Healthcorp, Inc. ......... 5,000 45,313
American Heritage Life Investment
Corp. ............................. 6,300 126,788
*American Homepatient, Inc. ........ 3,000 84,375
*American Homestar Corp. ........... 3,000 58,313
American Indemnity Financial Corp. 800 8,100
American List Corp. ............... 825 21,656
*American Management Systems, Inc.... 11,250 331,875
*American Medical Electronics, Inc.
(Escrow-Bonus) ..................... 4,400 0
11
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*American Medical Electronics, Inc.
(Escrow-Earnings) ................. 4,400 $ 0
*#American Medical Response, Inc. ... 7,700 220,413
*American Mobile Satellite Corp. ... 8,000 220,000
*American Oilfield Divers, Inc. .... 2,700 17,719
*American Pacific Corp. ............ 4,100 23,575
*American Paging, Inc. ............. 4,000 29,000
*American Physicians Services
Group, Inc. ....................... 1,000 5,063
American Precision Industries, Inc. 15,200 180,500
American Recreation Centers, Inc. . 4,300 27,950
*American Safety Razor Co. ......... 2,400 20,250
*American Science & Engineering,
Inc. .............................. 7,800 50,700
*American Shared Hospital Services . 600 825
*American Software, Inc. Class A ... 7,000 43,750
American Studios, Inc. ............ 12,500 17,969
*American Superconductor Corp. ..... 4,700 57,575
*American Technical Ceramics Corp.... 1,800 19,125
*American Telecasting, Inc. ........ 5,000 71,250
*American Travellers Corp. ......... 7,200 181,350
*American United Global, Inc. ...... 1,000 3,500
*American Waste Services, Inc.
Class A ........................... 10,000 25,000
*American White Cross, Inc. ........ 5,000 12,813
*American Woodmark Corp. ........... 660 2,970
Americana Bancorp, Inc. ........... 1,200 22,500
*Americredit Corp. ................. 13,300 171,238
*#Ameridata Technologies, Inc. ...... 8,100 86,063
*Amerihost Properties, Inc. ........ 4,000 25,000
*Ameriquest Technology, Inc. ....... 21,223 21,223
*Ameristar Casinos, Inc. ........... 8,100 54,675
*Ameriwood Industries International
Corp. ............................. 3,200 14,600
Ameron, Inc. ...................... 1,100 40,013
*Ames Department Stores, Inc. ...... 4,000 6,750
Amfed Financial, Inc. ............. 1,756 57,180
*Amistar Corp. ..................... 200 1,550
Ampco-Pittsburgh Corp. ............ 4,400 41,250
Amre, Inc. ........................ 11,200 141,400
*Amrep Corp. ....................... 3,900 21,938
Amresco, Inc. ..................... 13,600 164,050
*Amrion Corp. ...................... 2,500 26,875
*Amsco International, Inc. ......... 14,800 249,750
*Amserv, Inc. ...................... 200 450
Amtech Corp. ...................... 4,375 20,918
*Amtran, Inc. ...................... 2,300 30,331
Amtrol, Inc. ...................... 1,500 24,375
Amvestors Financial Corp. ......... 6,220 71,530
Amwest Insurance Group, Inc. ...... 3,900 68,250
*Amylin Pharmaceuticals, Inc. ...... 7,900 54,806
Analogic Corp. .................... 3,800 80,275
Analysis & Technology, Inc. ....... 800 11,100
Analysts International Corp. ...... 3,700 111,000
*Anaren Microwave, Inc. ............ 2,000 15,000
Anchor Bancorp Wisconsin, Inc. .... 1,500 52,875
*Anchor Gaming, Inc. ............... 4,500 91,125
Andover Bancorp, Inc. DE .......... 1,300 29,006
*Andrea Electronics Corp. .......... 1,500 20,063
*Andros, Inc. ...................... 5,000 79,375
*#Anergen, Inc. ..................... 3,800 15,438
Angelica Corp. .................... 4,600 102,925
*Anika Research, Inc. .............. 2,280 6,840
*#Ann Taylor Stores Corp. ........... 9,200 117,300
12
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Antec Corp. ....................... 4,400 $ 63,250
Anthony Industries, Inc. .......... 7,115 159,198
*Anuhco, Inc. ...................... 3,800 28,975
*Apertus Technologies, Inc. ........ 5,600 56,000
*#Aphton Corp. ...................... 6,200 63,938
Apogee Enterprises, Inc. .......... 8,000 119,000
*Apogee, Inc. ...................... 1,900 18,881
Apple South, Inc. ................. 14,350 303,144
*Appliance Recycling Centers of
America, Inc. ..................... 2,100 12,731
*Applied Bioscience International,
Inc. .............................. 12,800 83,200
*#Applied Digital Access, Inc. ...... 5,000 60,000
*Applied Extrusion Technologies,
Inc. .............................. 2,700 34,425
*Applied Innovation, Inc. .......... 5,600 52,500
*Applied Magnetics Corp. ........... 11,000 170,500
*Applied Microbiology, Inc. ........ 6,300 31,303
Applied Power, Inc. Class A ....... 7,600 247,950
*Applied Science & Technology, Inc. 800 11,500
*Applied Signal Technologies, Inc. . 5,000 24,063
Aptargroup, Inc. .................. 9,000 324,000
*Aquagenix, Inc. ................... 600 4,238
Aquarion Co. ...................... 1,800 42,075
Aquila Gas Pipeline Corp. ......... 200 2,300
*Arabian Shield Development Co. .... 200 213
Arbor Drugs, Inc. ................. 13,500 270,000
*Arbor Health Care Co. ............. 3,400 60,775
*#Arch Communications Group, Inc. ... 5,100 127,500
*Arch Petroleum, Inc. .............. 8,600 16,931
Arctco, Inc. ...................... 8,900 124,044
*Arden Industrial Products, Inc. ... 1,400 7,350
*Argosy Gaming Corp. ............... 9,900 81,675
*Ark Restaurants Corp. ............. 1,600 12,200
Arkansas Best Corp. ............... 9,000 73,688
Armor All Products Corp. .......... 9,700 181,875
Arnold Industries, Inc. ........... 6,800 124,100
*Aronex Pharmaceuticals, Inc. ...... 5,100 14,981
*Arrhythmia Research Technology,
Inc. .............................. 1,100 5,913
*Arris Pharmaceutical Corp. ........ 6,000 63,750
*Arrow Automotive Industries, Inc. . 4,800 27,900
Arrow Financial Corp. ............. 1,768 31,603
*Arrow Transportation Co. .......... 1,000 1,563
*Artisoft, Inc. .................... 6,400 60,800
*Artistic Greetings, Inc. .......... 2,900 8,700
*Arts Way Manufacturing Co., Inc. .. 200 1,038
Arvin Industries, Inc. ............ 10,200 179,775
*Asante Technologies, Inc. ......... 1,700 18,913
*Aseco Corp. ....................... 2,000 33,250
Ashland Coal, Inc. ................ 4,600 100,050
*#Ashworth, Inc. .................... 8,400 48,825
*Aspect Telecommunications Corp. ... 9,200 310,500
Aspen Bancshares, Inc. ............ 1,406 20,299
Associated Banc-Corp. ............. 7,012 276,974
*Astec Industries, Inc. ............ 10,400 113,750
*Astoria Financial Corp. ........... 2,300 100,194
Astro-Med, Inc. ................... 4,200 41,213
*Astronics Corp. ................... 1,200 3,713
*Astrosystems, Inc. ................ 3,400 19,550
*Astrotech International Corp. ..... 4,900 20,519
*Asyst Technologies, Inc. .......... 900 39,488
Atalanta Sosnoff Capital Corp. .... 1,800 16,875
*#Atari Corp. ....................... 35,300 55,156
*Atchison Casting Corp. ............ 1,600 22,000
13
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Athena Neurosciences, Inc. ........ 14,400 $131,400
*Athey Products Corp. .............. 2,940 13,965
Atkinson (Guy F.) of California ... 2,700 28,519
*Atlantic American Corp. ........... 5,600 13,300
*Atlantic Beverage, Inc. ........... 2,000 3,250
*Atlantic Coast Airlines, Inc. ..... 5,000 44,063
*Atlantic Gulf Communities Corp. ... 4,800 31,800
*Atlantic Tele-Network, Inc. ....... 5,600 60,550
Atlantis Plastics, Inc. ........... 2,700 10,463
*Atlas Corp. ....................... 6,400 10,400
Atmos Energy Corp. ................ 6,900 144,038
*Atria Software, Inc. .............. 4,200 176,925
*Atrix Labs, Inc. .................. 3,900 27,300
*Atwood Oceanics, Inc. ............. 4,800 90,000
*Au Bon Pain, Inc. Class A ......... 2,600 23,725
*#Audiovox Corp. Class A ............ 3,600 23,400
Augat, Inc. ....................... 11,100 191,475
*#Aura Systems, Inc. ................ 18,975 104,955
*Aurora Electronics, Inc. .......... 8,775 18,647
*Auspex Systems, Inc. .............. 11,500 171,781
Authentic Fitness Corp. ........... 8,900 188,013
*Autocam Corp. ..................... 3,941 52,706
*#Autoimmune, Inc. .................. 9,200 96,600
*Autoinfo, Inc. .................... 3,600 11,700
*#Autote Corp. Class A .............. 11,300 32,488
*Avatar Holdings, Inc. ............. 4,300 154,800
*Avecor Cardiovascular, Inc. ....... 1,500 23,438
Avemco Corp. ...................... 4,100 69,188
Aviall, Inc. ...................... 14,000 119,000
*Avondale Industries, Inc. ......... 6,600 98,588
*Aydin Corp. ....................... 3,000 46,500
*Aztar Corp. ....................... 17,000 148,750
Aztec Manufacturing Co. ........... 10,300 37,338
*#BBN Corp. ......................... 7,800 292,500
BEI Electronics, Inc. ............. 3,400 21,888
BGS Systems, Inc. ................. 2,600 93,925
BHA Group, Inc. Class A ........... 1,000 13,500
BHC Financial, Inc. ............... 1,400 25,813
*BI, Inc. .......................... 3,800 32,775
*BISYS Group, Inc. ................. 4,200 118,388
*BJ Services Co. ................... 4,200 103,425
BMC Industries, Inc. MN ........... 23,200 388,600
*BMC West Corp. .................... 2,700 33,413
BMJ Financial Corp. ............... 5,000 72,500
*BPI Packaging Technologies, Inc. .. 5,800 14,138
BSB Bancorp, Inc. ................. 2,200 75,900
BT Financial Corp. ................ 100 3,538
*BTG, Inc. ......................... 1,200 15,150
*BTU International, Inc. ........... 2,800 24,150
*BUM International, Inc. ........... 3,000 4,500
BW/IP, Inc. Class A ............... 10,000 155,625
*Bachman Information Systems, Inc. . 4,600 29,900
*Back Bay Restaurant Group, Inc. ... 2,000 10,750
Badger Meter, Inc. ................ 400 9,500
Badger Paper Mills, Inc. .......... 1,000 15,500
*Bailey Corp. ...................... 2,700 12,150
Bairnco Corp. ..................... 4,800 24,600
Baker (J.), Inc. .................. 6,700 42,294
*Baker (Michael) Corp. ............. 6,000 30,000
Balchem Corp. ..................... 1,350 11,813
Baldor Electric Co. ............... 12,390 280,324
*Baldwin Piano & Organ Co. ......... 2,000 25,250
*Baldwin Technology, Inc. Class A .. 9,400 49,350
Ballard Medical Products .......... 15,900 272,288
*Bally Entertainment Corp. ......... 33,500 406,188
14
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Bally Gaming International, Inc. .. 2,900 $ 26,100
*Baltek Corp. ...................... 1,500 12,938
*BancTec, Inc. ..................... 11,262 219,231
*Bancinsurance Corp. ............... 2,900 7,794
Bancorp Connecticut, Inc. ......... 1,000 18,125
BancorpSouth, Inc. ................ 2,300 50,888
Bangor Hydro-Electric Co. ......... 6,000 67,500
Bank of Granite Corp. ............. 200 5,600
Bank of New Hampshire Corp. ....... 2,800 112,525
BankAtlantic Bancorp, Inc. ........ 1,662 30,332
BankNorth Group, Inc. DE .......... 1,700 57,588
Bankers Corp. ..................... 10,440 179,438
Bankers First Corp. ............... 2,800 76,300
*Banner Aerospace, Inc. ............ 12,200 64,050
*Banyan System, Inc. ............... 7,900 97,269
Barefoot, Inc. .................... 5,000 57,500
Barnes Group, Inc. ................ 3,900 151,125
Barnwell Industries, Inc. ......... 600 10,313
*Barr Laboratories, Inc. ........... 3,900 89,700
*Barra, Inc. ....................... 6,000 86,250
*Barrett Business Services, Inc. ... 5,400 75,600
*Barrett Resources Corp. ........... 11,800 292,050
*Barry (R.G.) Corp. ................ 4,088 90,958
*Base Ten Systems, Inc. Class A .... 2,800 33,600
*Basin Exploration, Inc. ........... 4,900 22,050
Bassett Furniture Industries, Inc. 5,000 112,188
Bay State Gas Co. ................. 6,500 176,313
Bay View Capital Corp. ............ 2,000 56,625
*Bayou Steel Corp. Class A ......... 4,200 18,375
*Bayport Restaurant Group, Inc. .... 3,800 12,825
*Be Aerospace, Inc. ................ 7,300 65,700
Bearings, Inc. .................... 2,200 84,425
Beauticontrol Cosmetics, Inc. ..... 2,000 18,750
*Beazer Homes USA, Inc. ............ 2,800 53,900
*Beeba's Creations, Inc. ........... 785 3,974
*Bel Fuse, Inc. .................... 3,000 34,500
*Belden & Blake Corp. .............. 2,200 35,475
*Belding Heminway, Inc. Class A .... 175 569
Bell Bancorp, Inc. ................ 3,200 103,600
*Bell Industries, Inc. ............. 8,255 187,801
*Bell Microproducts, Inc. .......... 2,300 21,850
*Bell Sports Corp. ................. 5,345 42,426
*Bellwethwer Exporation Co. ........ 4,500 23,063
*Belmac Corp. ...................... 360 1,125
*#Ben & Jerry's Homemade, Inc.
Class A ........................... 2,100 33,206
*Ben Franklin Retail Stores, Inc. .. 4,964 17,995
*Benchmark Electronics, Inc. ....... 800 19,500
*Benihana, Inc. .................... 1,000 10,563
*#Benson Eyecare Corp. .............. 1,667 14,378
*Benson Financial Corp. ............ 700 11,725
*Benton Oil & Gas Co. .............. 12,400 181,350
Berkshire Gas Co. ................. 1,000 16,250
*Berlitz International, Inc. ....... 4,610 72,608
Berry Petroleum Corp. Class A ..... 13,400 142,375
*Bertuccis, Inc. ................... 2,400 12,150
*Bet Holdings, Inc. Class A ........ 6,700 156,613
*Bettis Corp. ...................... 6,200 32,550
#Big B, Inc. ....................... 7,100 70,113
*Big O Tires, Inc. ................. 2,000 27,375
Bindley Western Industries, Inc. .. 6,500 116,188
Binks Manufacturing Co. ........... 1,598 39,151
*Bio Dental Technologies Corp. ..... 3,100 10,075
*Bio Technology General Corp. ...... 18,800 67,563
*Bio-Logic Systems Corp. ........... 2,100 10,106
15
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Bio-Rad Laboratories, Inc. Class A 1,000 $ 41,250
*Biocircuits Corp. ................. 3,700 7,169
*#Biocraft Laboratories, Inc. ....... 8,000 113,000
*Biocryst Pharmaceuticals, Inc. .... 3,800 37,525
*Biomagnetic Technologies, Inc. .... 1,800 2,081
*Biomatrix, Inc. ................... 2,700 33,413
*Biosafety Systems, Inc. ........... 700 2,056
*Biospecifics Technologies Corp. ... 800 2,800
*Biospherics, Inc. ................. 2,000 20,125
*Biosys, Inc. ...................... 6,314 14,404
*Biowhittaker, Inc. ................ 4,300 28,488
*Bird Corp. ........................ 2,500 15,469
Birmingham Steel Corp. ............ 7,400 110,075
*Biscayne Apparel, Inc. ............ 1,433 1,433
*Black Box Corp. ................... 7,000 118,125
*Black Hawk Gaming &
Development, Inc. ................. 500 2,938
Black Hills Corp. ................. 9,600 237,600
Blair Corp. ....................... 2,800 87,150
Blanch (E.W.) Holdings, Inc. ...... 6,400 138,400
Blessings Corp. ................... 6,000 58,500
Blimpie International ............. 1,900 22,088
*Bliss & Laughlin Industries, Inc. . 200 1,675
Blount International, Inc. Class A 3,450 103,931
*Blyth Holdings, Inc. .............. 5,200 12,513
*Boca Research, Inc. ............... 2,200 63,800
*Bombay Co., Inc. .................. 18,300 123,525
*Bon-Ton Stores, Inc. .............. 8,000 44,000
*Books-a-Million, Inc. ............. 3,500 49,875
*Boole & Babbage, Inc. ............. 3,000 109,125
*Boomtown, Inc. .................... 5,900 36,138
*Borg-Warner Security Corp. ........ 13,700 160,975
*Borland International, Inc. ....... 17,200 305,300
*Borror Corp. ...................... 3,100 11,044
Boston Acoustics, Inc. ............ 3,400 70,125
Boston Bancorp .................... 2,400 88,950
*Boston Technology, Inc. ........... 17,000 242,250
*Bowmar Instrument Corp. ........... 11,700 27,788
Bowne & Co., Inc. ................. 7,900 158,000
*Box Energy Corp. Class B .......... 8,800 76,450
#Bradlees, Inc. .................... 3,000 4,875
*Bradley Pharmaceuticals, Inc.
Class A ........................... 1,500 1,688
Braintree Savings Bank MA ......... 600 10,800
Brandon Systems Corp. ............. 1,200 26,850
*Brauns Fashions Corp. ............. 1,000 2,313
Brenco, Inc. ...................... 11,200 118,300
*Brendle's, Inc. ................... 4,100 1,602
Brenton Banks, Inc. ............... 200 4,000
*Brewer (C.) Homes, Inc. Class A ... 5,600 25,900
Bridgford Foods Corp. ............. 2,505 24,737
*Brightpoint, Inc. ................. 1,250 22,344
*Brite Voice Systems, Inc. ......... 2,300 37,663
Broad National Bancorporation ..... 200 2,075
*Broadband Technologies, Inc. ...... 2,600 45,175
*Broadway & Seymour, Inc. .......... 3,500 64,750
*Brock Control Systems, Inc. ....... 2,400 23,400
*Brock Exploration Corp. ........... 1,100 3,575
*Brockway Standard Holdings Corp. .. 1,200 19,050
#Brooke Group, Ltd. ................ 6,800 52,700
*Brooklyn Bancorp, Inc. ............ 2,400 96,300
*Brookstone, Inc. .................. 3,400 29,325
*Brooktree Corp. ................... 8,100 103,781
*Brooktrout Technology, Inc. ....... 2,000 48,250
*Brothers Gourmet Coffees, Inc. .... 2,100 8,138
16
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Brown & Sharpe Manufacturing Co.
Class A ........................... 2,200 $ 22,275
*Brown (Tom), Inc. ................. 3,900 49,725
Brown Group, Inc. ................. 10,000 140,000
Brush Wellman, Inc. ............... 8,100 141,750
Bryn Mawr Bank Corp. .............. 200 9,550
*Buckle, Inc. ...................... 1,900 33,488
*Buffets, Inc. ..................... 15,400 202,125
*Bugaboo Creek Steak House, Inc. ... 2,100 18,900
*Builders Transport, Inc. .......... 1,800 15,300
*Bull Run Corp. GA ................. 21,300 62,569
*Burlington Coat Factory Warehouse
Corp. ............................. 20,600 236,900
*Burr Brown Corp. .................. 12,450 350,156
*Bush Boake Allen, Inc. ............ 5,000 153,750
Bush Industries, Inc. Class A ..... 2,400 40,200
*Business Records Corp. Holding Co... 3,500 130,813
*Butler International, Inc. ........ 1,000 4,656
Butler Manufacturing Co. .......... 2,100 71,663
*Buttrey Food & Drug Stores Co. .... 3,500 24,938
*C-COR Electronics, Inc. ........... 10,400 267,800
*C-TEC Corp. ....................... 3,000 87,000
*CAI Wireless Systems, Inc. ........ 5,115 43,478
CBT Corp. ......................... 200 4,375
*CCA Industries, Inc. .............. 2,700 3,966
CCB Financial Corp. ............... 6,650 330,838
CCH, Inc. Class A ................. 3,300 180,675
*CDI Corp. ......................... 13,100 242,350
*CE Software Holdings, Inc. ........ 600 2,025
*CEM Corp. ......................... 3,800 49,400
*CFI Proservices, Inc. ............. 900 11,475
CFSB Bancorp, Inc. ................ 1,210 25,108
CFW Communications Co. ............ 2,500 45,313
CFX Corp. ......................... 2,823 44,462
*CIS Technologies, Inc. DE ......... 13,500 52,734
CKE Restaurants, Inc. ............. 11,000 191,125
CMAC Investment Corp. ............. 3,200 149,600
*CMC Industries, Inc. .............. 1,200 5,325
*CMG Information Services, Inc. .... 900 67,163
*CMI Corp. Class A ................. 18,100 92,763
CML Group, Inc. ................... 23,500 143,938
CNB Bancshares, Inc. .............. 4,244 111,405
*#CNS Income ........................ 6,900 106,088
*CPAC, Inc. ........................ 1,756 24,145
CPB, Inc. ......................... 1,300 43,225
*CPI Aerostructures, Inc. .......... 200 234
CPI Corp. ......................... 9,800 204,575
CSB Financial Corp. ............... 500 8,750
*CSF Holdings, Inc. Class B ........ 3,250 127,969
*CSP, Inc. ......................... 2,800 25,200
*CSS Industries, Inc. .............. 3,400 71,188
*CTL Credit, Inc. .................. 1,400 19,950
CTS Corp. ......................... 1,500 54,188
CU Bancorp ........................ 1,800 17,213
CVB Financial Corp. ............... 2,395 35,027
*Cable Design Techologies Corp. .... 1,900 81,938
*Cablemaxx, Inc. ................... 5,000 35,313
Cabot Oil & Gas Corp. Class A ..... 11,400 161,025
*Cache, Inc. ....................... 5,025 17,745
*Caci International, Inc. Class A .. 1,000 11,875
*Cade Industries, Inc. ............. 1,500 984
*Cadiz Land, Inc. .................. 8,400 44,100
Cadmus Communications Corp. ....... 6,500 186,063
*Caere Corp. ....................... 5,300 49,025
17
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Cagle's, Inc. Class A ............. 2,250 $ 34,031
*Cairn Energy USA, Inc. ............ 6,100 75,869
*#Caldor Corp. ...................... 9,700 40,013
*#Calgene, Inc. ..................... 14,300 74,181
Calgon Carbon Corp. ............... 21,200 249,100
*California Amplifier, Inc. ........ 2,400 68,550
California Bancshares, Inc. ....... 2,000 53,250
*California Culinary Academy, Inc. . 200 1,325
California Financial Holding Corp. 4,000 83,750
*#California Micro Devices Corp. .... 3,400 32,725
*#California Microwave, Inc. ........ 5,500 118,250
California State Bank ............. 1,900 27,075
California Water Service Co. ...... 2,500 83,125
*Callon Petroleum Co. .............. 3,200 30,400
Calmat Co. ........................ 11,600 200,100
*Calprop Corp. ..................... 7,700 6,256
*Calumet Bancorp, Inc. ............. 1,100 30,663
*Cambex Corp. ...................... 5,200 39,325
Cambrex Corp. ..................... 3,300 122,100
*Cambridge Neuroscience, Inc. ...... 2,300 17,825
*#Cambridge Soundworks, Inc. ........ 600 3,150
*Cambridge Technology Partners
Massachusetts, Inc. ............... 2,700 134,663
Camco International, Inc. ......... 6,900 162,150
*Campo Eletronics, Appliances &
Computers, Inc. ................... 3,200 12,800
*Candela Laser Corp. ............... 1,000 4,375
*Candies, Inc. ..................... 1,600 4,100
*Cannon Express, Inc. Class A ...... 900 9,563
*Cannon Express, Inc. Class B ...... 900 6,638
*Cannondale Corp. .................. 1,400 20,125
*Cantel Industries, Inc. Class B ... 2,000 19,500
*Canterbury Educational Services,
Inc. .............................. 4,800 11,700
*Canyon Resources Corp. ............ 11,800 23,231
Cape Cod Bank & Trust Co. ......... 500 20,250
Capital Guarantee Corp. ........... 2,600 57,525
*Capital Pacific Holdings, Inc. .... 1,000 2,375
Capital Re Corp. .................. 8,100 243,000
Capitol American Financial Corp. .. 13,000 266,500
Capitol Bancorp, Ltd. ............. 900 9,450
Capitol Transamerica Corp. ........ 2,000 39,250
*Capstone Pharmacy Services, Inc. .. 3,200 18,800
*Capsure Holdings Corp. ............ 7,300 103,113
Caraustar Industries, Inc. ........ 8,200 164,000
*Cardinal Realty Services, Inc. .... 700 11,988
*Care Group, Inc. .................. 3,400 9,031
*Career Horizons, Inc. ............. 1,200 33,750
*Carlisle Plastics, Inc. Class A ... 7,100 31,063
*Carmike Cinemas, Inc. Class A ..... 4,000 98,000
#Carolina First Corp. .............. 1,102 17,357
Carpenter Technology Corp. ........ 4,200 181,650
*Carr-Gottstein Foods Co. .......... 1,554 8,353
*#Carrington Laboratories, Inc. ..... 3,400 77,988
*Carson Pirie Scott & Co. .......... 3,300 65,588
Carter-Wallace, Inc. .............. 18,500 210,438
*Carver Corp. WA ................... 3,800 5,938
Cascade Corp. ..................... 5,400 77,625
Cascade Natural Gas Corp. ......... 3,950 64,681
Casey's General Stores, Inc. ...... 11,800 272,138
Cash America International, Inc. .. 14,200 78,100
*Casino America, Inc. .............. 8,000 46,000
*Casino Data Systems ............... 3,500 59,500
*Casino Magic Corp. ................ 12,300 54,581
*Casino Resource Corp. ............. 3,000 9,000
18
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Castech Aluminum Group, Inc. ...... 5,200 $ 79,300
Castle (A.M.) & Co. ............... 18,750 459,375
*Catalina Lighting, Inc. ........... 5,000 25,000
*Catalina Marketing Corp. .......... 5,000 288,750
*Catalyst Semiconductor, Inc. ...... 4,000 31,000
*Catalytica, Inc. .................. 7,500 31,875
*Catellus Development Corp. ........ 42,500 249,688
Cathay Bancorp, Inc. .............. 1,100 17,600
*Catherines Stores Corp. ........... 2,400 19,650
Cato Corp. Class A ................ 11,000 77,688
Cavalier Homes, Inc. .............. 1,625 30,875
*Cedar Group, Inc. ................. 5,800 40,238
*Cel-Sci Corp. ..................... 1,000 3,000
*Celadon Group, Inc. ............... 1,600 14,400
*Celebrity, Inc. ................... 2,500 14,375
*Celestial Seasonings, Inc. ........ 1,600 31,000
*Celex Group, Inc. ................. 2,000 16,125
*#Celgene Corp. ..................... 4,800 46,200
*Cell Genesys, Inc. ................ 6,800 55,675
*Cellpro, Inc. ..................... 5,600 70,000
*Cellstar Corp. .................... 3,700 96,431
*Cellular Communications, Inc.
Class A ........................... 2,900 139,200
*Cellular Technical Services Co.,
Inc. .............................. 2,633 57,268
*#Celtrix Pharmaceuticals, Inc. ..... 5,000 9,531
Cenfed Financial Corp. ............ 1,200 27,450
Cenit Bancorp, Inc. ............... 200 7,375
*Centennial Bancorp ................ 1,333 16,829
*Centennial Cellular Corp. Class A . 6,100 115,138
*Centennial Technologies, Inc. ..... 1,000 16,500
Center Banks, Inc. ................ 200 2,875
Center Financial Corp. ............ 6,200 111,600
*Centex Construction Products, Inc. 5,000 70,000
*Centigram Communications Corp. .... 2,600 55,575
Central & Southern Holding Co. .... 1,500 13,594
*Central Co-Operative Bank
Somerville, MA .................... 900 11,475
Central Hudson Gas & Electric
Corp. ............................. 7,000 212,625
Central Louisiana Electric Co.,
Inc. .............................. 5,300 135,813
Central Maine Power Co. ........... 16,200 218,700
Central Reserve Life Corp. ........ 1,800 17,213
*Central Sprinkler Corp. ........... 2,500 84,688
*Central Tractor Farm & Country,
Inc. .............................. 2,100 19,688
Central Vermont Public Service
Corp. ............................. 5,250 70,875
Century Bancorp Income Class A .... 1,000 10,250
*Century Communications Corp.
Class A ........................... 11,300 96,050
*#Cephalon, Inc. .................... 10,300 287,113
*Ceradyne, Inc. .................... 11,800 64,163
*Cerberonics, Inc. Class A ......... 200 1,388
*Cerplex Group, Inc. ............... 6,000 43,125
*Chad Therapeutics ................. 2,450 37,975
*Champion Enterprises, Inc. ........ 10,400 312,000
#Champion Industries, Inc. ......... 1,000 22,625
Champion Parts, Inc. .............. 1,800 900
*Champps Entertainment, Inc. ....... 1,000 10,500
Chaparral Steel Co. ............... 11,200 117,600
*Charming Shoppes, Inc. ............ 50,000 117,188
*Chart House Enterprises, Inc. ..... 4,700 30,550
Chart Industries, Inc. ............ 5,000 36,875
Charter Federal Savings Bank ...... 2,100 32,288
19
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Charter Medical Corp. ............. 4,500 $ 82,125
Charter One Financial, Inc. ....... 28,760 916,725
Charter Power Systems, Inc. ....... 4,300 105,888
*Chattem, Inc. ..................... 2,500 11,250
*Check Technology Corp. ............ 2,400 19,800
*Checkers Drive-In Restaurant, Inc. 25,100 34,905
*Checkmate Electronics, Inc. ....... 1,000 15,000
*#Checkpoint System, Inc. ........... 9,700 299,488
*Cheesecake Factory, Inc. .......... 2,100 47,513
Chemed Corp. ...................... 2,500 97,188
*Chemfab Corp. ..................... 3,700 75,388
*Chempower, Inc. ................... 1,800 6,919
*Chemtrak, Inc. .................... 2,700 5,063
*Cherry Corp. Class A .............. 3,600 36,450
*Cherry Corp. Class B .............. 3,600 36,450
*Chesapeake Energy Corp. ........... 200 8,500
Chesapeake Utilities Corp. ........ 1,500 22,313
Chester Valley Bancorp ............ 210 4,016
*Chic by His, Inc. ................. 4,400 23,650
Chicago Rivet & Machine Co. ....... 700 21,088
*#Chicos Fas, Inc. .................. 4,000 19,750
*Children's Comprehensive Services,
Inc. .............................. 4,300 14,513
*Children's Discovery Centers of
America, Inc. Class A ............. 1,200 9,750
*#Chips & Technologies, Inc. ........ 10,100 107,313
Chittenden Corp. .................. 3,306 95,461
*#Chock Full O' Nuts Corp. .......... 10,130 58,248
*Cholestech Corp. .................. 4,500 14,625
*Christiana Companies, Inc. ........ 12,300 292,125
*Chromcraft Revington, Inc. ........ 1,000 24,250
*#Chronimed, Inc. ................... 4,850 72,144
Church & Dwight Co., Inc. ......... 11,700 213,525
*Ciber, Inc. ....................... 1,200 37,050
*#Cidco, Inc. ....................... 2,800 74,900
Cilcorp, Inc. ..................... 5,200 213,850
*Cimco, Inc. ....................... 1,200 11,475
*Cincinnati Microwave, Inc. ........ 7,300 50,188
*Cinergi Pictures Entertainment,
Inc. ............................... 2,800 10,675
*Ciprico, Inc. ..................... 600 7,425
*Circon Corp. ...................... 5,190 113,856
*Circuit Systems, Inc. ............. 2,100 11,944
*Citation Computer System, Inc. .... 1,500 6,000
*Citation Corp. .................... 2,700 43,875
*Citation Insurance Group .......... 2,400 10,650
Citfed Bancorp, Inc. .............. 2,100 71,925
Citicasters, Inc. Class A ......... 5,400 171,788
Citizens Bancorp MD ............... 6,400 215,200
Citizens Banking Corp. ............ 6,400 201,600
*Citizens, Inc. Class A ............ 11,000 96,250
City Holding Co. .................. 220 5,143
City National Corp. ............... 20,200 277,750
*Civic Bancorp ..................... 1,800 13,613
Claire's Stores, Inc. ............. 11,100 216,450
Clarcor, Inc. ..................... 8,500 185,938
*Clark (Dick) Productions, Inc. .... 3,300 30,525
*Clean Harbors, Inc. ............... 6,900 20,700
Cleveland Cliffs, Inc. ............ 3,400 133,025
*Cliffs Drilling Co. ............... 2,500 35,000
*Clintrials Research, Inc. ......... 1,800 31,500
*Clothestime, Inc. ................. 8,000 12,750
Co-Operative Bank of Concord, MA .. 3,000 54,375
Coachmen Industries, Inc. ......... 7,400 143,375
*Coast Distribution System ......... 4,700 27,613
*#Coast Savings Financial, Inc. ..... 5,400 161,325
20
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Coastal Bancorp, Inc. ............. 4,000 $ 67,750
*Coastal Physician Group, Inc. ..... 9,500 134,188
*Coastcast Corp. ................... 3,000 31,500
Cobancorp, Inc. ................... 206 3,966
*Cobra Electronic Corp. ............ 1,000 2,625
*Cobra Industries ,Inc. ............ 2,200 1,925
Coca Cola Bottling Co.
Consolidated ...................... 1,900 64,363
*Cocensys, Inc. .................... 6,700 46,481
*Coda Energy, Inc. ................. 15,200 114,950
*Code Alarm, Inc. .................. 1,500 11,250
#Coeur d'Alene Mines Corp. ID ...... 7,700 139,563
*Cognitronics Corp. ................ 3,800 22,563
*Coherent Communications Systems
Corp. ............................. 9,200 143,750
*Coherent, Inc. .................... 8,400 354,900
*Coho Energy, Inc. ................. 10,000 46,875
Cohu, Inc. ........................ 8,200 235,750
*Cold Metal Products, Inc. ......... 4,200 19,425
*Cole National Corp. Class A ....... 5,000 70,000
Collagen Corp. .................... 5,600 102,900
Collective Bancorp, Inc. .......... 9,149 242,449
*Collins & Aikman Corp. ............ 5,000 31,875
*Collins Industries, Inc. .......... 6,600 12,788
Colonial Bancgroup, Inc. .......... 3,600 105,750
*#Colonial Data Technologies Corp. .. 6,200 98,425
Colonial Gas Co. .................. 8,050 169,050
*Columbia Laboratories, Inc. ....... 10,100 70,700
*Columbus Energy Corp. ............. 1,300 7,638
*Comarco, Inc. ..................... 2,800 37,975
*Comdata Holding Corp. ............. 3,866 92,301
*Comdial Corp. ..................... 3,600 37,350
Commerce Bancorp, Inc. ............ 5,835 130,558
*Commercial Bancshares, Inc. ....... 200 2,900
Commercial Federal Corp. .......... 6,438 235,792
Commercial Intertech Corp. ........ 4,500 79,875
Commercial Metals Co. ............. 7,600 178,600
*Commnet Cellular, Inc. ............ 5,300 143,431
Commonwealth Energy System ........ 2,100 94,500
*Communication Cable, Inc. ......... 1,112 12,858
*Communications Central, Inc. ...... 2,300 11,500
Communications Systems, Inc. ...... 9,000 145,125
Community Bank System, Inc. ....... 2,500 82,813
Community Bankshares, Inc. NH ..... 800 14,900
Community First Bankshares, Inc. .. 2,300 47,725
Community Psychiatric Centers ..... 21,800 242,525
*Competitive Technologies, Inc. .... 1,400 12,338
*Compression Laboratories, Inc. .... 8,800 64,350
*Comptek Research, Inc. ............ 7,900 82,950
*Compucom Systems, Inc. ............ 10,000 82,500
Computer Data Systems, Inc. ....... 5,700 81,225
*Computer Horizons Corp. ........... 11,925 417,375
*Computer Identics Corp. ........... 4,200 9,450
Computer Language Research, Inc. .. 9,600 114,000
*Computer Network Technology Corp. 11,100 67,294
*Computer Outsourcing Services,
Inc. .............................. 700 3,019
*Computer Products, Inc. ........... 12,200 151,738
Computer Task Group, Inc. ......... 1,900 36,813
*Computer Telephone Corp. Class 1 .. 3,000 48,000
*Computervision Corp. .............. 23,700 296,250
*Computrac, Inc. ................... 2,400 5,250
*Comshare, Inc. .................... 6,000 145,500
*Comstock Resources, Inc. .......... 4,900 23,734
21
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Comtech Telecommunications Corp..... 1,000 $ 2,500
*Comverse Tecnology, Inc. .......... 9,900 224,606
*Condor Services, Inc. ............. 1,000 3,750
*Conductus, Inc. ................... 2,000 13,000
*Cone Mills Corp. NC ............... 15,000 168,750
*Conmed Corp. ...................... 8,850 276,563
Connecticut Energy Corp. .......... 3,800 76,475
Connecticut Natural Gas Corp. ..... 2,900 67,063
Connecticut Water Services, Inc. .. 1,400 38,850
*Consep, Inc. ...................... 4,300 12,631
Conservative Savings Corp. ........ 700 9,538
*Consilium, Inc. ................... 4,000 52,500
*Conso Products Co. ................ 1,500 24,188
*Consolidated Graphics, Inc. ....... 1,100 26,675
*Consolidated Products, Inc. ....... 5,457 89,017
*Consolidated Stainless, Inc. ...... 800 7,200
Consolidated Tokoma Land Co. ...... 1,700 26,988
*Consumer Portfolio Services, Inc. . 200 3,775
Consumers Water Co. ............... 4,100 71,750
*Continental Can, Inc. DE .......... 1,000 18,125
Continental Homes Holding Corp. ... 3,600 66,150
*Continental Waste Industries, Inc. 1,200 22,350
*Control Data Systems, Inc. ........ 8,300 141,619
*Convest Energy Corp. .............. 1,000 3,125
*Convex Computer Corp. ............. 11,600 55,100
Cooker Restaurant Corp. ........... 3,500 37,188
*Cooper Companies, Inc. ............ 4,800 30,600
*Copart, Inc. ...................... 4,400 103,675
*Copley Pharmaceutical, Inc. ....... 7,500 112,500
*Copytele, Inc. .................... 10,300 100,425
*Cor Therapeutics, Inc. ............ 10,700 115,694
*Coram Healthcare Corp. ............ 16,000 88,000
*Corcom, Inc. ...................... 700 4,638
Core Industries, Inc. ............. 5,200 71,500
*Core, Inc. ........................ 1,000 9,375
*Cornerstone Financial Corp. ....... 800 6,975
*Cornerstone Imaging, Inc. ......... 3,000 52,500
*Cornerstone Natural Gas, Inc. ..... 2,500 5,938
*Corrpro Companies, Inc. ........... 1,200 6,750
*Cortech, Inc. ..................... 7,100 11,981
*Corvas International, Inc. ........ 3,300 9,900
*Corvel Corp. ...................... 1,000 32,500
*Cosmetic Centers, Inc. Class A .... 1,100 7,975
*Cosmetic Centers, Inc. Class B .... 200 1,450
Cotton States Life Insurance Co. .. 250 2,375
Courier Corp. ..................... 800 20,200
*Covenant Transport, Inc. Class A .. 2,200 28,325
*Coventry Corp. .................... 10,000 195,625
Craftmade International, Inc. ..... 2,000 15,125
*#Craig (Jenny), Inc. ............... 11,900 113,050
*Craig Corp. ....................... 1,000 9,375
*#Cray Research, Inc. ............... 12,800 307,200
*Creative Biomolecules, Inc. ....... 7,900 47,400
*Creative Technologies Corp. ....... 1,000 2,156
*Credence Systems Corp. ............ 11,250 336,797
*#Cree Research, Inc. ............... 6,000 112,500
*Criticare Systems, Inc. ........... 3,000 9,375
*Crop Growers Corp. ................ 1,600 20,800
Cross (A.T.) Co. Class A .......... 8,900 141,844
Cross Timbers Oil Co. ............. 8,000 137,000
*Crosscomm Corp. ................... 2,300 27,600
*Crossman Communities, Inc. ........ 4,000 67,000
*Crown Books Corp. ................. 2,700 33,750
22
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Crown Central Petroleum Corp.
Class A ........................... 1,400 $ 19,775
*Crown Central Petroleum Corp.
Class B ........................... 1,500 20,250
Crown Crafts, Inc. ................ 5,100 62,475
*Crown Resources Corp. ............. 6,600 28,463
*Crown-Andersen, Inc. .............. 1,000 7,813
*Cruise America, Inc. .............. 2,600 14,300
*Cryenco Sciences, Inc. Class A .... 2,400 11,400
*Cryolife, Inc. .................... 900 11,475
*Cryomedical Sciences, Inc. ........ 12,300 29,213
*Crystal Oil Co. ................... 1,200 35,700
Cubic Corp. ....................... 1,600 38,200
*Culbro Corp. ...................... 2,200 110,550
Cullen Frost Bankers, Inc. ........ 5,030 253,386
Culp, Inc. ........................ 16,818 168,180
Cupertino National Bancorp ........ 220 2,888
*Curative Technologies, Inc. ....... 7,000 89,688
Curtiss-Wright Corp. .............. 1,300 61,913
*Custom Chrome, Inc. ............... 1,000 24,500
*Customedix Corp. .................. 1,100 2,063
*Cyberonics, Inc. .................. 4,100 27,163
*Cyberoptics Corp. ................. 1,900 64,600
*Cycare Systems, Inc. .............. 3,400 95,200
*Cygne Designs, Inc. ............... 5,000 7,188
*Cygnus, Inc. ...................... 4,100 64,319
*Cypros Pharmaceutical Corp. ....... 6,000 22,875
*Cypros Pharmaceuticals Corp.
(Private Placement) ............... 2,700 9,264
*Cyrk, Inc. ........................ 4,500 45,000
*Cytel Corp. ....................... 8,000 34,500
*#Cytogen Corp. ..................... 12,800 68,000
*Cytotherapeutics, Inc. ............ 7,400 91,113
*Cytrx Corp. ....................... 19,000 19,000
*D&N Financial Corp. ............... 2,700 31,894
*DAIG Corp. ........................ 3,000 62,625
*DBA Systems, Inc. ................. 1,700 8,606
*DDL Electronics, Inc. ............. 6,500 18,688
*DEP Corp. Class A ................. 1,900 2,375
*DEP Corp. Class B ................. 6,200 9,300
*DH Technology, Inc. ............... 3,750 83,906
*DIY Home Warehouse, Inc. .......... 10,000 45,625
*DM Management Co. ................. 2,000 4,000
*DMX, Inc. ......................... 13,000 35,750
*DNA Plant Technology Corp. ........ 17,300 12,975
*DNX Corp. ......................... 3,800 13,300
*DR Horten, Inc. ................... 17,549 177,684
*DRCA Medical Corp. ................ 2,100 7,219
*DS Bancor, Inc. ................... 764 18,718
*DSP Group, Inc. ................... 1,900 22,800
*DSP Technology, Inc. .............. 1,000 6,625
DT Industries, Inc. ............... 5,000 66,250
*DVI, Inc. ......................... 5,500 72,875
*Daily Journal Corp. ............... 200 7,100
*Dairy Mart Convenience Stores, Inc.
Class A ........................... 1,600 10,500
*Daka International, Inc. .......... 1,100 31,213
Dallas Semiconductor Corp. ........ 18,700 402,050
*Damark International, Inc. Class A 3,700 24,744
Dames & Moore, Inc. ............... 13,300 174,563
Daniel Industries, Inc. ........... 5,200 68,900
*Danskin, Inc. ..................... 2,400 11,550
*Darling International, Inc. ....... 1,000 23,625
Dart Group Corp. Class A .......... 700 65,013
23
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Data Broadcasting Corp. ........... 3,245 45,633
*Data General Corp. ................ 18,000 $218,250
*Data I/O Corp. .................... 3,700 29,369
*Data Measurement Corp. ............ 200 3,563
*Data Race, Inc. ................... 1,800 8,269
*Data Research Association, Inc. ... 1,000 17,438
*Data Systems & Software, Inc. ..... 1,800 15,075
*Data Translation, Inc. ............ 8,400 161,700
*Data Transmission Network Corp. ... 700 30,625
*Dataflex Corp. .................... 3,400 17,000
*Datakey, Inc. ..................... 1,000 5,500
*Datamarine International, Inc. .... 200 1,300
*Datametrics Corp. ................. 4,100 35,106
*Datapoint Corp. ................... 4,200 5,775
*Dataram Corp. ..................... 1,100 7,838
*Datascope Corp. ................... 10,800 273,375
*Dataware Technologies, Inc. ....... 4,000 45,000
*Datawatch Corp. ................... 2,400 12,525
*Datron Systems, Inc. .............. 1,800 34,650
*Datum, Inc. ....................... 1,600 15,900
*Davco Restaurants, Inc. ........... 3,000 36,375
*Dave and Busters, Inc. ............ 2,200 32,450
*Davel Communications Group, Inc. .. 700 8,750
Davis Water & Waste Industries,
Inc. .............................. 5,500 86,625
*Davox Corp. ....................... 5,000 53,438
*#Daw Technologies, Inc. ............ 5,000 30,625
*Dawson Geophysical Co. ............ 4,100 41,513
*Daxor Corp. ....................... 4,400 29,150
*Day Runner, Inc. .................. 1,200 33,450
*De Soto, Inc. ..................... 2,700 10,800
DeKalb Genetics Corp. Class B ..... 2,000 89,750
Deb Shops, Inc. ................... 4,800 17,550
*Deckers Outdoor Corp. ............. 1,800 12,150
Decorator Industries, Inc. ........ 900 7,425
*Deeptech International, Inc. ...... 6,100 25,163
Defiance, Inc. .................... 7,600 56,525
*Deflecta-Shield Corp. ............. 1,000 5,500
*Del Electronics Corp. ............. 1,423 9,250
Del Laboratories, Inc. ............ 9,066 177,920
*Delaware Ostego Corp. ............. 200 1,950
Delchamps, Inc. ................... 1,000 17,500
*Delphi Financial Group, Inc.
Class A ........................... 1,300 25,838
*Delphi Information Systems, Inc. .. 5,000 5,938
Delta & Pine Land Co. ............. 4,800 181,200
Delta Natural Gas Co., Inc. ....... 1,400 24,763
Delta Woodside Industries, Inc. ... 11,000 71,500
*Designs, Inc. ..................... 12,450 99,600
*Detection Systems, Inc. ........... 2,800 18,900
*Detrex Corp. ...................... 500 2,406
*Detroit Diesel Corp. .............. 10,000 182,500
*Devcon International Corp. ........ 2,000 15,125
*Devlieg-Bullard, Inc. ............. 6,500 15,438
Devon Energy Corp. ................ 14,700 354,638
*Devon Group, Inc. ................. 1,400 53,550
*Devry, Inc. ....................... 11,200 298,200
*Dewolfe Companies, Inc. ........... 200 1,125
Dexter Corp. CT ................... 12,100 294,938
Diagnostic Products Corp. ......... 5,000 179,375
*Diagnostic Retrieval Systems, Inc.
Class A ........................... 500 3,938
*#Dial Page, Inc. ................... 5,600 89,250
*Dialogic Corp. .................... 8,500 270,938
*Diametrics Medical, Inc. .......... 5,700 39,900
*Diana Corp. ....................... 1,550 22,669
24
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Dianon Systems, Inc. .............. 3,300 $ 12,581
*Digi International, Inc. .......... 4,100 95,069
*Digicon, Inc. ..................... 4,500 27,000
*Digital Biometrics, Inc. .......... 5,000 31,250
*Digital Link Corp. ................ 1,800 32,850
*Digital Microwave Corp. ........... 6,300 77,175
*Digital Sound Corp. ............... 7,900 15,553
*Digital Systems International, Inc. 6,500 88,156
*Dimac Corp. ....................... 1,300 35,263
*Dimark, Inc. ...................... 2,500 35,000
*Dime Financial Corp. .............. 2,300 27,600
#Dimon, Inc. ....................... 19,150 330,338
*Diodes, Inc. ...................... 1,800 24,750
*Dionex Corp. ...................... 2,400 135,000
*Discount Auto Parts, Inc. ......... 10,300 285,825
*Discovery Zone, Inc. .............. 200 653
Dixie Yarns, Inc. ................. 4,381 17,250
*Dixon Ticonderoga Co. ............. 1,700 10,200
*Dolco Packaging Corp. ............. 200 4,000
Donegal Group, Inc. ............... 1,800 33,525
Donnelly Corp. Class A ............ 3,000 42,375
*Donnkenny, Inc. ................... 1,400 46,288
*Dorsey Trailers, Inc. ............. 3,000 20,250
*Doubletree Corp. .................. 2,500 52,813
Douglas & Lomason Co. ............. 2,600 29,575
*Dovatron International, Inc. ...... 3,000 99,375
Downey Financial Corp. ............ 7,400 168,350
*Dravo Corp. ....................... 3,800 45,600
*Dress Barn, Inc. .................. 13,400 122,275
*Drew Industries, Inc. ............. 3,200 48,800
*#Drexler Technology Corp. .......... 3,300 44,138
Dreyer's Grand Ice Cream, Inc. .... 8,300 273,900
*Drug Emporium, Inc. ............... 5,300 21,863
*Drypers Corp. ..................... 1,500 2,766
*Dual Drilling Co. ................. 5,000 50,938
*Duckwall-Alco Stores, Inc. ........ 800 7,800
*Ducommun, Inc. .................... 4,800 49,200
Duff & Phelps Credit Rating Co. ... 2,566 39,452
*Duplex Products, Inc. ............. 4,300 32,788
*Dura Pharmaceuticals, Inc. ........ 5,100 147,900
*#Duracraft Corp. ................... 3,300 77,138
*Durakon Industries, Inc. .......... 5,200 71,500
*#Duramed Pharmaceuticals, Inc. ..... 3,200 51,600
Duriron Co., Inc. ................. 11,400 323,475
Duty Free International, Inc. ..... 15,000 202,500
*Dwyer Group, Inc. ................. 300 825
Dyersburg Corp. ................... 5,700 27,075
Dynamics Corp. of America ......... 7,500 174,375
*Dynamics Research Corp. ........... 4,471 26,267
*Dynatech Corp. .................... 8,400 123,900
*E for M Corp. ..................... 1,200 14,325
E'town Corp. ...................... 1,200 35,250
*E-Z-Em, Inc. Class A .............. 2,450 24,500
*E-Z-Em, Inc. Class B .............. 5,874 54,335
*EA Engineering Science &
Technology, Inc. .................. 5,625 22,148
*ECC International Corp. ........... 8,500 87,125
*ECCS, Inc. ........................ 800 1,350
*EFI Electronics Corp. ............. 800 863
*EIS International, Inc. ........... 5,200 80,275
*ELXSI Corp. ....................... 2,200 12,513
EMC Insurance Group, Inc. ......... 6,300 80,325
*EP Technologies, Inc. ............. 5,000 63,125
*ERLY Industries, Inc. ............. 300 2,156
*ERO, Inc. ......................... 3,000 18,375
25
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*ESCO Electronics Corp. Trust
Receipts .......................... 8,700 $ 69,600
ESELCO, Inc. ...................... 206 4,944
*ESSEF Corp. ....................... 1,500 23,813
*EZ Serve Corp. .................... 17,000 23,375
Eagle Bancshares, Inc. ............ 200 7,125
*Eagle Finance Corp. ............... 2,000 27,750
Eagle Financial Corp. ............. 2,200 60,500
*Eagle Food Centers, Inc. .......... 8,100 14,681
*#Eagle Hardware & Garden, Inc. ..... 9,400 71,088
*Earth Technology Corp. ............ 3,500 20,781
Eastern Bancorp, Inc. ............. 1,100 29,700
Eastern Co. ....................... 5,600 63,000
*Eastern Environment Services, Inc. 1,000 1,813
Eastern Utilities Associates ...... 8,900 204,700
*Eateries, Inc. .................... 1,500 3,891
Eaton Vance Corp. ................. 1,800 52,425
*Ecogen, Inc. ...................... 21,700 28,481
Ecology & Environment, Inc.
Class A ........................... 500 3,875
*Ecoscience Corp. .................. 6,000 3,375
*Edelbrock Corp. ................... 2,000 29,250
Edison Brothers Stores, Inc. ...... 11,000 20,625
*Edison Control Corp. .............. 1,000 5,000
*Edisto Resources Corp. ............ 7,600 38,000
*Editek, Inc. ...................... 1,700 5,313
*Edmark Corp. ...................... 1,200 49,050
*Edo Corp. ......................... 3,400 16,575
*#Education Alternatives, Inc. ...... 5,000 24,063
*Educational Development Corp. ..... 900 20,138
*Educational Insights, Inc. ........ 2,800 10,850
*Effective Management Systems, Inc... 1,400 7,350
*Egghead, Inc. ..................... 7,800 61,425
Ekco Group, Inc. .................. 8,800 52,800
*El Chico Restaurants, Inc. ........ 2,900 26,463
Elcor Corp. ....................... 6,000 125,250
Eldorado Bancorp CA ............... 770 12,705
*Electric & Gas Technology, Inc. ... 4,900 14,394
*Electric Fuel Corp. ............... 3,500 28,000
*Electro Rent Corp. ................ 6,000 122,250
*Electro Scientific Industries, Inc. 4,500 127,125
*Electroglas, Inc. ................. 200 11,775
*Electromagnetic Sciences, Inc. .... 11,500 124,344
*Electronic Associates, Inc. ....... 4,400 22,550
*Electronic Fab Technology, Inc. ... 5,000 20,000
*Electronic Retailing System
International, Inc. ............... 2,300 6,613
Electronic Tele Communications,
Inc. Class A ...................... 1,000 3,125
*Elek-Tek, Inc. .................... 4,000 13,250
*Eljer Industries, Inc. ............ 2,100 16,538
Ellett Brothers, Inc. ............. 3,000 24,563
*Eltron International, Inc. ........ 2,000 75,250
*Embrex, Inc. ...................... 2,300 13,800
*Emcare Holdings, Inc. ............. 1,600 36,900
*Emcon ............................. 3,200 12,400
*Emisphere Technologies, Inc. ...... 3,000 21,375
*Emmis Broadcasting Corp. Class A .. 1,600 43,200
*#Empi, Inc. ........................ 2,000 37,375
Empire District Electric Co. ...... 6,800 130,900
*Emulex Corp. ...................... 4,450 55,347
*Encad, Inc. ....................... 1,100 20,556
*Encore Computer Corp. ............. 6,800 13,069
*Encore Wire Corp. ................. 3,200 33,200
26
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Endosonics Corp. .................. 5,000 $ 71,563
Energen Corp. ..................... 6,600 153,450
*Energy Biosystems Corp. ........... 6,000 53,250
*Energy Research Corp. ............. 1,500 17,250
*Energy Ventures, Inc. ............. 4,400 92,400
Energy West, Inc. ................. 200 1,688
Energynorth, Inc. ................. 2,400 41,700
Engineered Support Systems, Inc. .. 200 1,238
*Engineering Measurements Co. ...... 1,000 2,563
Engle Homes, Inc. ................. 2,800 23,625
Enhance Financial Services Group,
Inc. .............................. 9,900 238,838
Ennis Business Forms, Inc. ........ 6,600 82,500
*Ensys Environmental Products, Inc. 1,000 2,875
*Envirogen, Inc. ................... 3,000 9,188
*Environmental Elements Corp. ...... 6,400 11,200
*Environmental Technologies Corp. .. 1,200 11,925
*Envirotest Systems Corp. Class A .. 7,200 18,900
*Envoy Corp. ....................... 2,000 30,000
*#Enzo Biochem, Inc. ................ 10,395 202,703
*Enzon, Inc. ....................... 10,200 23,906
*#Epitope, Inc. ..................... 4,800 56,400
*Equinox Systems, Inc. ............. 2,000 15,625
*Equitex, Inc. ..................... 1,000 1,625
*Equitrac Corp. .................... 1,500 8,531
*Equity Marketing, Inc. ............ 2,200 29,838
*Equity Oil Co. .................... 14,200 78,100
*Ernst Home Center, Inc. ........... 6,800 18,700
*Escalade, Inc. .................... 3,335 13,965
Eskimo Pie Corp. .................. 1,600 30,000
*Esmor Correctional Services, Inc. . 900 8,100
Espey Manufacturing & Electronics
Corp. ............................. 1,700 22,525
*Essex Corp. ....................... 1,000 2,625
Essex County Gas Co. .............. 200 5,050
*Esterline Technologies Corp. ...... 3,000 64,500
*Ethan Allen Interiors, Inc. ....... 3,700 81,400
*Evans & Sutherland Computer Corp. . 3,800 92,150
*Evans Systems, Inc. ............... 600 2,213
*Evans, Inc. ....................... 1,000 1,438
Evergreen Bancorp, Inc. DE ........ 900 19,913
*Evergreen Media Corp. Class A ..... 6,900 167,325
*Evergreen Resources, Inc. ......... 2,300 9,919
*Exabyte Corp. ..................... 10,700 133,750
*Exar Corp. ........................ 8,100 172,125
*Excalibur Technologies Corp. ...... 4,600 104,650
Excel Industries, Inc. ............ 7,600 93,100
*Excel Technology, Inc. ............ 3,300 21,656
Executive Risk, Inc. .............. 3,800 98,800
*Executive Telecard, Ltd. .......... 5,384 37,352
*Executone Information Systems,
Inc. .............................. 18,400 51,175
*Exide Electronics Group, Inc. ..... 1,352 20,280
Expeditors International of
Washington ........................ 4,800 121,200
*Express America Holdings Corp. .... 2,400 12,300
*Express Scripts, Inc. Class A ..... 900 37,688
*Ezcorp, Inc. Class A Non-Voting ... 4,900 21,438
F & M Bancorporation, Inc. ........ 1,000 26,625
F & M National Corp. .............. 3,177 58,377
FCB Financial Corp. ............... 200 3,425
*FDP Corp. ......................... 3,500 27,344
FFLC Bancorp ...................... 500 9,750
FFY Financial Corp. ............... 1,100 23,169
27
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*FLIR Systems, Inc. ................ 1,000 $ 12,875
*FM Properties, Inc. ............... 5,700 9,619
FMC Gold Co. ...................... 33,400 137,775
*FNB Rochester Corp. ............... 1,400 11,725
*FPA Corp. ......................... 2,000 2,000
*FPA Medical Management, Inc. ...... 3,000 19,125
*FRP Properties, Inc. .............. 2,500 44,063
*FSI International, Inc. ........... 10,400 208,000
Fab Industries, Inc. .............. 5,600 165,550
*Fabri-Centers of America, Inc.
Class A ........................... 9,200 134,550
*Fabri-Centers of America, Inc.
Class B ........................... 9,200 109,250
Facelifters Home Systems, Inc. .... 1,300 13,650
*Failure Group, Inc. ............... 4,300 27,950
Fair, Isaac & Co., Inc. ........... 2,000 57,250
*Fairchild Corp. Class A ........... 6,000 45,750
*Fairfield Communities, Inc. ....... 2,100 15,225
*Falcon Building Products, Inc.
Class A ........................... 3,000 27,375
Falcon Products, Inc. ............. 5,500 77,000
Family Bancorp .................... 1,650 29,288
*Family Golf Centers, Inc. ......... 1,000 16,063
Fansteel, Inc. .................... 4,000 27,500
*Farah, Inc. ....................... 8,000 50,000
Farmer Brothers Co. ............... 200 27,500
*Farr Co. .......................... 2,300 17,250
Farrel Corp. ...................... 2,400 9,000
*Fastcomm Communications Corp. ..... 5,700 34,200
Fay's, Inc. ....................... 10,175 69,953
*Featherlite Manufacturing, Inc. ... 1,200 6,300
*Fed One Bancorp ................... 600 9,225
Fedders Corp. ..................... 10,000 52,500
Fedders Corp. Class A ............. 8,750 36,094
Federal Screw Works ............... 1,800 41,400
*Ferrofluidics Corp. ............... 2,231 26,772
*Fiberstars, Inc. .................. 700 2,625
*Fibreboard Corp. .................. 2,400 52,500
Fidelity Bancorp, Inc. Delaware ... 700 10,850
Fidelity Federal Bancorp .......... 1,000 14,750
Fidelity Financial Bankshares Corp. 210 2,940
Fidelity National Financial, Inc. . 6,950 109,463
*Fieldcrest Cannon, Inc. ........... 1,000 20,125
*Fifty-Off Stores, Inc. ............ 5,600 6,475
*Figgie International, Inc. Class A 6,800 79,900
*Figgie International, Inc. Class B 3,500 38,500
*Filenes Basement Corp. ............ 12,200 43,081
*Filenet Corp. ..................... 3,200 136,000
*Financial Benefit Group, Inc.
Class A ........................... 4,200 19,294
*Financial Federal Corp. ........... 2,700 58,050
Financial Trust Corp. ............. 3,200 97,600
*Financing for Science
International, Inc................ 1,100 5,019
*Finish Line, Inc. Class A ......... 2,700 23,625
First Albany Companies, Inc. ...... 1,795 16,379
*#First Alert, Inc. ................. 9,600 100,800
First American Financial Corp. .... 5,000 114,375
First Bancorp ..................... 200 5,450
*First Cash, Inc. .................. 1,500 5,813
First Central Financial Corp. ..... 9,300 63,356
First Citizens Bancshares, Inc. NC 3,400 180,625
*First Citizens Financial Corp. .... 1,155 22,523
First Commercial Corp. ............ 8,557 275,428
28
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
First Commonwealth Financial Corp... 5,000 $ 85,625
*First Defiance Financial Corp....... 2,159 22,130
First Essex Bancorp................. 2,300 26,881
First Federal Capital Corp.......... 1,100 19,938
First Federal Savings & Loan
Association of East Hartford, CT .. 1,500 29,063
First Federal Savings Bank of
Colorado (Lakewood) ................ 1,800 65,475
First Financial Bancorp ........... 200 6,825
First Financial Bankshares, Inc..... 200 6,275
First Financial Corp. WI .......... 16,100 366,275
First Financial Holdings, Inc....... 3,000 58,500
First Franklin Corp................. 200 3,300
*First Georgia Holdings, Inc. ...... 200 1,775
First Harrisburg Bancor, Inc........ 220 3,039
First Home Savings Bank FSB
Pennsville, NJ .................... 200 3,700
First Indiana Corp.................. 5,366 141,528
First Liberty Financial Corp........ 1,200 26,250
*First Merchants Acceptance Corp..... 2,000 40,250
First Merchants Corp................ 300 7,913
First Michigan Bank Corp............ 7,425 209,756
First Midwest Bancorp, Inc.......... 5,500 160,875
First Mississippi Corp.............. 13,600 346,800
First Mutual Savings Bank........... 220 2,833
First National Bancorp GA .......... 4,700 141,588
First Northern Savings Bank S.A.
Green Bay, WI ..................... 1,100 17,050
First Oak Brook Bancshares, Inc.
Class A ........................... 700 14,656
*First Pacific Networks, Inc......... 9,700 15,005
First Palm Beach Bancorp, Inc....... 1,100 25,300
*First Republic Bancorp, Inc......... 4,682 52,673
*First Savings Bancorp, Inc. North
Carolina .......................... 700 13,475
First Source Corp................... 3,637 85,924
First State Financial Services,
Inc................................ 1,000 13,688
*#First Team Sports, Inc.............. 1,650 25,781
First United Bancorp................ 2,700 22,233
First Western Bancorp, Inc.......... 1,950 53,381
*FirstFed Financial Corp. DE ........ 6,400 98,400
FirstFederal Financial Services
Corp............................... 1,220 29,738
Firstbank of Illinois Co............ 2,100 63,525
Firstfed Bancshares, Inc............ 1,000 22,500
*#Firstmiss Gold, Inc................. 15,135 296,078
*Fischer Imaging Corp................ 2,200 23,925
Fisher Scientific International,
Inc................................ 8,000 261,000
Flag Financial Corp................. 200 3,000
*Flagstar Companies, Inc............. 21,900 87,600
Flamemaster Corp.................... 200 638
Flexsteel Industries, Inc........... 6,200 70,913
Florida First Bancorp, Inc.......... 200 1,538
Florida Public Utilities Co......... 500 9,438
Florida Rock Industries, Inc........ 4,300 113,950
*Flow International Corp............. 14,400 123,300
Fluke Corp.......................... 4,800 164,400
*Fluoroscan Imaging Systems, Inc..... 700 5,294
*Foamex International, Inc........... 5,300 37,431
*Foilmark, Inc....................... 1,600 10,400
*Foodarama Supermarkets, Inc......... 1,500 16,500
*Foodbrands America, Inc............. 3,300 37,744
*Foodmaker, Inc...................... 28,000 147,000
Foothill Independent Bancorp........ 1,155 9,529
29
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Foremost Corp. of America .......... 4,800 $234,000
Forest City Enterprises, Inc.
Class A ........................... 2,300 77,338
Forest City Enterprises, Inc.
Class B ........................... 1,700 56,950
*#Forest Oil Corp..................... 17,700 47,016
*Forschner Group, Inc................ 4,800 58,200
Fort Wayne National Corp............ 5,100 160,650
*Fortune Petroleum Corp.............. 3,700 17,113
*Fossil, Inc......................... 2,600 24,213
Foster (L.B.) Co. Class A .......... 20,900 94,050
*Fountain Oil, Inc................... 4,200 16,275
*Fountain Powerboat Industries, Inc. 600 3,225
*Fourth Shift Corp................... 1,900 6,413
*Foxmeyer Health Corp................ 13,584 353,184
*Framingham Savings Bank MA ......... 5,500 23,375
Franklin Bank National Association
Southfield, MI .................... 1,200 14,175
Franklin Electric Co., Inc.......... 3,300 103,125
*Franklin Electric Publishers, Inc. 4,700 192,700
*Franklin Quest Co................... 8,700 164,213
Frederick's of Hollywood, Inc.
Class A ........................... 3,966 18,343
Frederick's of Hollywood, Inc.
Class B ........................... 7,933 35,699
Freds, Inc. Class A ................ 2,100 16,013
#Fremont General Corp................ 12,595 434,528
*Fresenius USA, Inc.................. 9,200 158,700
*Fresh America Corp.................. 700 5,731
*Fresh Choice, Inc................... 1,100 7,631
*Fretter, Inc........................ 4,284 1,205
Friedman Industries, Inc............ 12,379 46,421
*Friedmans, Inc. Class A ............ 1,300 30,063
Frisch's Restaurants, Inc........... 27,746 254,918
Frontier Adjusters of America, Inc. 1,000 2,875
Frontier Insurance Group, Inc....... 5,835 194,014
Frozen Food Express Industries,
Inc................................ 7,207 65,313
*Fruehauf Trailer Corp............... 8,000 13,000
Fuller (H.B.) Co.................... 2,800 90,650
Fulton Financial Corp............... 9,060 197,055
*#Funco, Inc.......................... 2,300 9,200
*Fuqua Enterprises, Inc.............. 3,600 74,700
Furon Co............................ 3,900 69,713
*Fusion Systems Corp................. 1,500 46,500
*Future Healthcare, Inc.............. 3,400 5,311
G & K Services, Inc. Class A ....... 13,000 299,000
*G-III Apparel Group, Ltd............ 3,685 8,867
GBC Bancorp......................... 1,000 17,250
*GBC Technologies, Inc............... 3,000 25,313
*GC Companies, Inc................... 1,600 53,600
*GMIS, Inc........................... 2,300 29,900
*GNI Group, Inc...................... 2,400 16,200
*GRC International, Inc.............. 9,100 275,275
*GTI Corp............................ 5,600 84,700
*GTS Duratek, Inc.................... 1,700 23,800
*GZA Geoenvironmental
Technologies, Inc.................. 1,700 5,525
Gainsco, Inc........................ 10,052 103,033
*Galey & Lord, Inc................... 6,000 62,250
*Galileo Electro-Optics Corp......... 3,900 40,950
Gallagher (Arthur J.) & Co.......... 7,800 255,450
*Galoob (Lewis) Toys, Inc. DE ....... 9,600 109,200
Gamma Biologicals, Inc.............. 5,500 24,063
*Gander Mountain, Inc................ 4,300 26,069
30
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Gantos, Inc......................... 1,650 $ 3,661
Garan, Inc.......................... 7,400 127,650
*Gardner Denver Machinery, Inc....... 1,000 16,500
*Garnet Resources Corp............... 4,500 5,906
*Gasonics International, Inc......... 5,250 94,500
*Gaylord Container Corp. Class A .... 6,000 55,500
*#Geerling & Wade, Inc................ 700 4,594
*Gehl Co............................. 2,500 17,969
*Gelman Sciences, Inc................ 11,475 268,228
Gencorp, Inc........................ 16,000 188,000
*Genelabs Technologies, Inc.......... 9,800 37,363
*Genemedicine, Inc................... 4,800 31,650
General Binding Corp................ 7,200 160,200
*General Datacomm Industries, Inc.... 7,700 152,075
*General Host Corp................... 10,069 47,828
General Housewares Corp............. 3,100 31,000
General Magnaplate Corp............. 200 1,125
General Parametrics Corp............ 5,121 15,523
General Physics Corp................ 3,200 10,800
*Genesco, Inc........................ 11,035 46,899
Genesee Corp. Class B .............. 200 9,050
*#Genesis Health Ventures, Inc........ 7,200 234,900
*Geneva Steel Co. Class A ........... 2,600 18,850
*Genicom Corp........................ 4,300 20,425
*Genlyte Group, Inc.................. 8,900 58,406
*Genome Therapeutics Corp............ 6,300 52,763
Genovese Drug Stores, Inc.
Class A ........................... 1,210 14,520
Genrad, Inc......................... 12,000 106,500
*Gensia, Inc......................... 12,900 57,244
*Genta, Inc.......................... 4,500 8,719
*Gentex Corp......................... 24,300 528,525
*Genus, Inc.......................... 5,600 46,550
*Genzyme Transgenics Corp............ 1,320 5,528
Geodynamics Corp.................... 4,100 45,613
George Mason Bankshares, Inc........ 1,000 25,250
*Georgia-Bonded Fibres, Inc.......... 200 638
*Geotek Communications, Inc.......... 25,000 176,563
*Geoworks............................ 2,300 40,538
Gerber Scientific, Inc.............. 14,200 241,400
*Geriatric & Medical Companies,
Inc................................ 4,400 11,138
*#Gerrity Oil and Gas Corp............ 7,200 30,600
Getty Petroleum Corp................ 5,100 75,863
*Giant Cement Holding, Inc........... 2,000 21,125
*Giant Group, Ltd.................... 5,300 33,788
Giant Industries, Inc............... 7,900 84,925
*Gibraltar Packaging Group, Inc...... 1,000 3,688
*Gibraltar Steel Corp................ 2,000 24,625
Gibson Greetings, Inc............... 9,700 144,288
Giddings & Lewis, Inc............... 17,100 268,256
*Giga-Tronics, Inc................... 1,600 13,400
Gilbert Associates, Inc. Class A ... 1,300 19,338
*#Gilead Sciences, Inc................ 10,000 260,000
*Gish Biomedical, Inc................ 1,900 15,794
Glacier Bancorp, Inc................ 1,220 24,858
*Glacier Water Services, Inc......... 300 5,888
Gleason Corp........................ 3,600 120,150
*Global Industrial Technologies,
Inc................................ 11,700 207,675
*Global Natural Resources, Inc....... 19,000 185,250
*Global Village Communication, Inc... 3,200 73,200
*#Globalink, Inc...................... 3,000 24,000
*Go Video, Inc....................... 3,100 5,231
Golden Enterprises, Inc............. 5,000 40,625
Golden Poultry Co., Inc............. 2,783 24,177
31
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Golden Star Resources, Ltd.......... 10,000 $ 51,875
*Goldwyn (Samuel) Co................. 3,300 13,200
*Golf Enterprises, Inc............... 3,000 25,125
*Good Guys, Inc...................... 6,800 69,700
GoodMark Foods, Inc................. 7,800 144,300
*Goodrich Petroleum Corp............. 8,400 7,875
Goodys Family Clothing, Inc......... 9,700 107,913
Gorman-Rupp Co...................... 11,575 173,625
*Gottschalks, Inc.................... 5,800 38,425
Goulds Pumps, Inc................... 9,600 228,600
*Government Technology Services,
Inc................................ 4,000 16,000
Graco, Inc.......................... 6,800 243,950
*Gradco Systems, Inc................. 4,700 11,750
*Graff Pay-per-View, Inc............. 6,500 30,875
*Graham-Field Health Products, Inc. 6,500 21,938
*Grancare, Inc....................... 13,605 207,476
Granite Construction, Inc........... 6,400 177,200
Granite State Bankshares, Inc....... 800 13,200
*Grant Geophysical, Inc.............. 3,100 7,847
Graphic Industries, Inc............. 2,900 30,813
*Great Country Bank of Ansonia, CT .. 1,000 5,375
Great Southern Bancorp, Inc......... 200 4,675
*Greater New York Savings Bank NY ... 6,500 77,594
Green (A.P.) Industries, Inc........ 5,550 107,531
Green Mountain Power Corp........... 19,300 533,163
Greenbrier Companies, Inc........... 8,000 87,000
Greenfield Industries, Inc. DE ..... 3,000 92,625
*Greenman Brothers, Inc.............. 7,900 96,775
*Greenwich Air Services, Inc......... 200 3,650
Greiner Engineering, Inc............ 4,900 44,100
Grey Advertising, Inc............... 200 38,800
*Greyhound Lines, Inc................ 12,700 53,181
*Griffon Corp........................ 51,500 437,750
*Grist Mill & Co..................... 5,900 53,469
*Grossmans, Inc...................... 9,900 12,066
*Ground Round Restaurants, Inc....... 5,500 15,297
*Groundwater Technology, Inc......... 2,400 33,900
*Group 1 Software, Inc............... 3,000 35,250
*Group Technologies Corp............. 3,000 12,000
Grovebank for Savings............... 200 4,725
*Grow Biz International, Inc......... 200 1,813
*Gryphon Holdings, Inc............... 100 1,713
Guaranty National Corp.............. 5,500 79,750
Guardsman Products, Inc............. 12,000 156,000
*Guest Supply, Inc................... 6,000 129,000
Guilford Mills, Inc................. 6,700 154,100
*Gulfmark International, Inc......... 1,700 39,100
*Gulfsouth Medical Supply, Inc....... 2,700 64,800
*Gull Laboratories, Inc.............. 3,000 15,000
*Gundle/SLT Environmental, Inc....... 7,200 43,200
*Gupta Corp.......................... 2,400 15,900
*HCC Insurance Holdings, Inc......... 4,500 150,188
*HD Vest, Inc........................ 2,200 5,638
*HEI, Inc............................ 1,500 8,625
HF Financial Corp................... 200 6,200
*HMG Worldwide Corp.................. 2,500 5,625
HMI Industries, Inc................. 5,400 66,150
*HMN Financial, Inc.................. 1,200 18,600
*HPSC, Inc........................... 2,600 13,325
*HS Resources, Inc................... 5,000 66,875
HUBCO, Inc.......................... 4,530 89,751
*Ha-Lo Industries, Inc............... 1,700 33,788
Hach Co............................. 2,125 33,336
32
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Hadco Corp.......................... 6,100 $186,050
*Haemonetics Corp.................... 19,700 349,675
Haggar Corp......................... 1,700 29,963
*Hahn Automotive Warehouse, Inc...... 2,000 12,250
Hallwood Energy Corp................ 200 3,100
*Hallwood Group, Inc................. 950 9,263
*Halsey Drug Co., Inc................ 5,604 20,315
*Hamburger Hamlet Restaurants, Inc... 2,300 1,725
*Hampshire Group, Ltd................ 1,400 17,675
*Hampton Industries, Inc............. 2,846 14,230
Hancock Fabrics, Inc................ 12,900 124,163
Hancock Holding Co.................. 3,200 116,800
*Handex Environmental Recovery,
Inc................................ 3,100 15,500
Handleman Co........................ 15,200 95,000
Handy & Harman...................... 9,100 141,050
*Hanger Orthopedic Group, Inc........ 4,100 11,275
*Hanover Direct, Inc................. 55,600 90,350
*#Happiness Express, Inc.............. 3,000 13,500
*Harcor Energy, Inc.................. 2,900 7,069
*Harding Lawson Associates Group,
Inc................................ 5,000 35,000
*Harken Energy Corp.................. 11,700 19,013
Harleysville Group, Inc............. 9,000 259,875
Harleysville National Corp PA ...... 200 5,425
*Harlyn Products, Inc................ 2,900 5,075
Harman International Industries,
Inc................................ 3,465 152,027
Harmon Industries, Inc.............. 5,100 85,425
*Harolds Stores, Inc................. 1,996 23,703
Harper Group, Inc................... 5,100 87,019
*Harris & Harris Group, Inc.......... 4,800 25,500
*Harry's Farmers Market, Inc.
Class A ........................... 1,600 6,500
*Hartmarx Corp....................... 14,700 66,150
*Harvard Industries, Inc............. 1,300 34,694
*#Harvey Entertainment Co............. 2,000 16,250
Harvey's Casino Resorts ........... 3,700 55,500
Hastings Manufacturing Co........... 350 7,241
Hathaway Corp....................... 2,700 6,413
*Hauser Chemical Research, Inc....... 4,200 19,950
Haven Bancorp, Inc.................. 900 22,331
Haverfield Corp..................... 220 3,108
Haverty Furniture Co., Inc.......... 5,300 76,188
Haverty Furniture Co., Inc. Class A. 200 2,900
Hawkeye Bancorp..................... 8,000 209,500
Hawkins Chemical, Inc............... 3,188 25,504
*Hawthorne Financial Corp............ 700 3,369
Hayes Wheels International, Inc..... 8,800 235,400
Health Images, Inc.................. 3,100 24,025
*Health Management Systems, Inc...... 4,200 150,150
*Health Management, Inc.............. 5,200 69,875
*Health O Meter Products, Inc........ 3,600 14,850
*Health Professionals, Inc........... 12,500 2,734
*Health Risk Management, Inc......... 1,600 12,600
*Health-Chem Corp.................... 15,400 24,063
*Healthcare Imaging Services, Inc.... 1,200 975
*Healthcare Services Group, Inc...... 9,200 79,350
*Healthdyne Information Enterprises,
Inc................................ 10,100 14,514
*Healthdyne Technologies, Inc........ 9,572 102,899
*Healthdyne, Inc..................... 10,100 79,538
*Healthwise America, Inc............. 1,100 33,963
*Heart Technology, Inc............... 7,000 192,063
33
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Heartland Express, Inc.............. 6,875 $206,250
Hechinger Co. Class A .............. 14,900 67,050
Hechinger Co. Class B .............. 5,800 27,550
*Hecla Mining Co..................... 24,000 174,000
*Hector Communications Corp.......... 1,200 8,775
*Heftel Broadcasting Corp. Class A .. 1,100 17,050
Heico Corp.......................... 1,210 22,234
*Hein-Werner Corp.................... 2,914 13,295
*Heist (C.H.) Corp................... 2,100 14,963
Helene Curtis Industries, Inc....... 3,000 86,625
*Helian Health Group, Inc............ 2,200 11,825
Helix Technology Corp............... 14,800 497,650
Henry Jack & Associates, Inc........ 2,300 55,056
Herbalife International, Inc........ 15,000 112,500
Heritage Financial Services, Inc.... 1,000 19,125
*Heritage Media Corp. Class A ....... 7,100 185,488
*Hexcel Corp......................... 5,000 47,500
*Hi-Lo Automotive, Inc............... 8,700 48,938
*Hi-Shear Industries, Inc............ 5,500 38,500
*#Hi-Shear Technology Corp............ 1,300 11,538
*Hi-Tech Pharmacal, Inc.............. 3,500 28,219
Hibernia Savings Bank .............. 200 3,525
*High Plains Corp.................... 8,880 46,620
Hilb Rogal Hamilton Co.............. 6,500 91,000
*Hilite Industries, Inc.............. 1,000 11,000
*Hinsdale Financial Corp............. 1,250 27,188
*Hirsch International Corp. Class A 875 12,250
*Hitox Corp.......................... 2,500 7,813
Hoenig Group, Inc................... 3,900 15,356
*Hogan Systems, Inc.................. 12,000 108,750
*Holiday RV Superstores, Inc......... 3,000 8,531
Hollinger International, Inc.
Class A ........................... 1,700 19,975
#Holly Corp.......................... 2,100 46,200
*Hollywood Casino Corp. Class A ..... 15,000 80,625
*Hologic, Inc........................ 1,600 66,800
*Holopak Technologies, Inc........... 3,500 20,125
*Holophane Corp...................... 1,500 45,188
*Holson Burnes Group, Inc............ 2,400 9,000
Home Beneficial Corp. Class B ...... 5,200 127,400
Home Federal Bancorp................ 200 5,075
Home Financial Corp................. 5,000 74,375
Home Port Bancorp, Inc.............. 900 10,575
*Home State Holdings, Inc............ 5,000 41,875
*#Home Theater Products
International, Inc................. 4,000 2,250
*Homecorp, Inc....................... 200 3,350
*Homeowners Group, Inc............... 1,700 2,603
*Hometown Bancorp., Inc.............. 200 2,725
*Hometown Buffet, Inc................ 2,300 24,725
*#Hondo Oil and Gas Co................ 5,300 83,475
Hooper Holmes, Inc.................. 3,400 27,200
Horizon Bancorp, Inc................ 200 7,550
Horizon Financial Corp.............. 3,938 52,671
*Hornbeck Offshore Services, Inc..... 5,800 104,763
*Horsehead Resource Development
Co., Inc........................... 16,500 88,430
*Hospital Staffing Services, Inc..... 1,200 2,100
*Hosposable Products, Inc............ 200 1,550
*Hovnanian Enterprises, Inc.
Class A ........................... 6,050 40,838
*Hovnanian Enterprises, Inc.
Class B ........................... 1,150 7,763
Howell Corp......................... 4,700 59,338
Howell Industries, Inc.............. 1,600 38,800
*#Howtek, Inc......................... 3,600 31,050
34
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Hudson Foods, Inc. Class A .......... 6,100 $ 97,600
Hudson General Corp. ................ 1,700 53,763
Huffy Corp. ......................... 6,700 71,188
Hughes Supply, Inc. ................. 5,100 133,875
*Hugoton Energy Corp. ................ 3,100 26,350
*Human Genome Sciences, Inc. ......... 4,200 113,400
Hunt Manufacturing Co. .............. 7,600 114,000
Huntco, Inc. Class A ................ 1,500 26,438
*Hurco Companies, Inc. ............... 3,300 18,975
*Hutchinson Technology, Inc. ......... 2,400 117,600
*Hycor Biomedical, Inc. .............. 5,600 25,200
*Hyde Athletic Industries, Inc.
Class A ............................. 1,100 4,469
*Hyde Athletic Industries, Inc.
Class B ............................. 1,500 5,813
Hydron Technologies, Inc. ........... 9,800 20,213
*Hyperion Software Corp. ............. 2,000 89,250
*#I-Stat Corp. ........................ 4,400 152,350
*ICF Kaiser International, Inc. ...... 7,100 23,963
ICN Pharmaceuticals, Inc. ........... 14,511 293,848
*ICO, Inc. ........................... 3,500 18,594
*ICOS Corp. .......................... 12,800 88,000
*ICU Medical, Inc. ................... 3,500 41,344
*IDEC Pharmaceuticals Corp. .......... 4,900 67,375
*#IDM Environmental Corp. ............. 1,200 5,025
*IEC Electronics Corp. ............... 1,500 13,781
*IFR Systems, Inc. ................... 3,700 35,150
*IGEN, Inc. .......................... 2,900 17,400
*IGI, Inc. ........................... 8,700 91,350
*IHOP Corp. .......................... 4,100 106,088
*II-VI, Inc. ......................... 1,000 12,313
*ILC Technology, Inc. ................ 2,900 30,269
IMCO Recycling, Inc. ................ 7,700 174,213
*IMP, Inc. ........................... 10,500 89,906
*IPC Information Systems, Inc. ....... 300 4,463
*IPL Systems, Inc. Class A ........... 1,800 5,625
*IQ Software Corp. ................... 1,700 22,525
*ITI Technologies, Inc. .............. 3,600 89,550
*IVI Publishing, Inc. ................ 5,000 70,313
IWC Resources Corp. ................. 2,900 56,913
*Ibah, Inc. .......................... 7,100 31,063
*Identix, Inc. ....................... 13,400 135,675
Ideon Group, Inc. ................... 6,900 56,063
*Ikos Systems, Inc. .................. 1,500 17,719
*Illinois Superconductor Corp. ....... 700 12,250
*Image Entertainment, Inc. ........... 6,200 41,075
*Image Industries, Inc. .............. 4,000 45,000
*#Imatron, Inc. ....................... 11,000 23,031
*Imclone Systems, Inc. ............... 2,800 15,225
*Imclone Systems, Inc. (Private
Placement) .......................... 7,000 34,256
*Immucor, Inc. ....................... 3,900 41,438
*Immulogic Pharmaceutical Corp. ...... 7,800 97,013
*#Immune Response Corp. DE ............ 6,700 26,381
*Immunogen, Inc. ..................... 5,700 8,728
*Immunomedics, Inc. .................. 13,700 68,500
*Imo Industries, Inc. ................ 7,700 54,863
*Impact Systems, Inc. ................ 4,100 9,097
35
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Imperial Bancorp .................... 5,475 $125,925
*Imperial Credit Industries, Inc. .... 5,795 97,428
Imperial Holly Corp. ................ 5,100 33,150
*#In Focus Systems, Inc. .............. 8,000 270,000
*In Home Health, Inc. ................ 6,400 16,000
*Inacom Corp. ........................ 3,700 49,488
*Inbrand Corp. ....................... 4,000 71,000
*Incontrol, Inc. ..................... 2,400 29,100
*Incstar Corp. ....................... 6,500 26,000
*Incyte Pharmaceuticals, Inc. ........ 4,000 71,000
*Indenet, Inc. ....................... 1,100 4,211
Independence Holding Co. ............ 2,500 9,688
Independent Bank Corp. MA ........... 5,800 40,600
Independent Bank East ............... 1,050 28,744
Independent Insurance Group, Inc. ... 3,400 91,375
Indiana Energy, Inc. ................ 11,300 268,375
Indiana Federal Corp. ............... 1,500 29,063
Industrial Acoustics Co., Inc. ...... 200 2,125
*Industrial Holdings, Inc. ........... 200 750
*Industrial Scientific Corp. ......... 700 14,525
*Industrial Training Corp. ........... 1,000 10,188
*Information International, Inc. ..... 1,100 11,138
*Information Resources, Inc. ......... 10,000 120,625
*Infrasonics, Inc. ................... 7,100 44,375
Ingles Market, Inc. Class A ......... 900 9,731
*Inmac Corp. ......................... 5,000 48,438
*Innerdyne, Inc. ..................... 8,200 19,988
*Innodata Corp. ...................... 900 4,163
*Innoserv Technologies, Inc. ......... 200 500
*Innovative Gaming Corp of America ... 1,000 9,063
Innovex, Inc. ....................... 10,800 180,225
*Inphynet Medical Management, Inc. ... 5,000 90,000
*Insignia Financial Group, Inc.
Class A ............................. 500 14,938
*Insilco Corp. ....................... 1,800 58,838
*Insite Vision, Inc. ................. 5,700 13,003
Insituform East, Inc. ............... 1,700 7,225
*Insituform Technologies, Inc.
Class A ............................. 9,110 105,334
*Inso Corp. .......................... 400 16,100
Insteel Industries, Inc. ............ 3,770 24,976
Instron Corp. ....................... 11,200 141,400
*Insurance Auto Auctions, Inc. ....... 4,300 46,225
Integon Corp. ....................... 6,300 107,100
*Integrated Circuit Systems, Inc. .... 5,600 78,750
*Integrated Health Services, Inc. .... 6,200 137,175
*Integrated Systems, Inc. ............ 6,000 228,750
*Integrated Waste Services, Inc. ..... 2,400 3,825
*Intellicall, Inc. ................... 5,700 19,950
Intelligent Electronics, Inc. ....... 15,528 100,932
Inter-Regional Financial Group, Inc. 2,400 94,500
*Inter-Tel, Inc. ..................... 4,400 73,150
Intercargo Corp. .................... 3,100 28,675
*Intercel, Inc. ...................... 900 14,288
Interchange Financial Services Corp.
Saddle Brook ......................... 400 8,200
*Interco, Inc. ....................... 18,100 151,588
Intercontinental Bank ............... 1,000 29,813
*#Interdigital Communications Corp. ... 18,900 160,650
Interface Systems, Inc. ............. 3,400 22,100
Interface, Inc. Class A ............. 13,000 212,063
*Interferon Sciences, Inc. ........... 8,900 18,495
36
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Interferon Sciences, Inc. (Private
Placement) .......................... 7,000 $ 13,092
*Interfilm, Inc. ..................... 2,500 938
*Intergraph Corp. .................... 20,000 345,000
*Intergrated Process Equipment Corp. 5,000 152,813
*Interim Services, Inc. .............. 2,300 73,888
*Interlake Corp. ..................... 17,000 31,875
*Interleaf, Inc. ..................... 9,000 105,750
*Interlinq Software Corp. ............ 3,200 10,000
*#Intermagnetics General Corp. ........ 10,693 240,593
*Intermedia Communications of
Florida, Inc. ....................... 5,600 76,300
*Intermet Corp. ...................... 14,800 178,525
International Aluminum Corp. ........ 900 25,763
*International Dairy Queen, Inc.
Class A ............................. 7,100 160,638
*International Imaging Materials, Inc. 1,800 45,675
*International Jensen, Inc. .......... 2,300 16,100
*International Lottery & Totalizer
Systems, Inc. ....................... 6,900 11,105
International Multifoods Corp. ...... 9,000 210,375
*International Remote Imaging
Systems, Inc. ....................... 2,800 20,475
*International Research & Development
Corp. ................................ 4,600 575
International Shipholding Corp. ..... 3,375 64,969
*International Technology Corp. ...... 15,300 40,163
*International Thoroughbred
Breeders, Inc. ...................... 3,300 12,788
*Interneuron Pharmaceuticals, Inc. ... 2,500 44,844
*Interneuron Pharmaceuticals, Inc.
(Private Placement) ................. 16,931 273,330
*Interphase Corp. .................... 2,200 31,075
*Interpoint Corp. WA ................. 3,000 35,250
*Interpool, Inc. ..................... 5,000 84,375
*Interpore International ............. 1,000 4,750
*Intersolv, Inc. ..................... 5,700 62,344
Interstate Johnson Lane, Inc. ....... 1,300 13,163
Interstate Power Co. ................ 2,400 74,700
*#Intertan, Inc. ...................... 2,800 23,450
*Intervisual Books, Inc. Class A ..... 1,000 2,688
*Intervoice, Inc. .................... 9,300 205,181
Interwest Bancorp, Inc. ............. 1,300 24,375
Invacare Corp. ...................... 4,000 106,000
*Investment Technology Group, Inc. ... 7,400 66,600
*Investors Financial Services Corp. .. 503 9,871
*Investors Financial Services Corp.
Class A ............................. 96 1,884
Investors Title Co. ................. 800 8,500
*#Iomega Corp. ........................ 16,000 682,000
*Ionics, Inc. ........................ 8,600 371,950
Iroquois Bancorp .................... 400 5,450
Irwin Financial Corp. ............... 1,000 39,125
Isco, Inc. .......................... 43,935 453,080
*Isis Pharmaceuticals, Inc. .......... 11,900 137,594
*#Isolyser Co., Inc. .................. 4,800 77,400
*Isomedix, Inc. ...................... 4,900 69,825
*Itron, Inc. ......................... 4,900 136,588
*Iwerks Entertainment, Inc. .......... 4,024 24,144
*J & J Snack Foods Corp. ............. 4,600 55,775
JLG Industries, Inc. ................ 10,400 292,500
*JP Foodservice, Inc. ................ 3,100 48,631
*JPE, Inc. ........................... 800 8,400
JSB Financial, Inc. ................. 5,400 173,475
*Jabil Circuit, Inc. ................. 5,000 102,813
Jackpot Enterprises, Inc. ........... 4,654 63,411
37
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Jaclyn, Inc. ........................ 1,700 $ 7,119
*Jaco Electronics, Inc. .............. 1,173 14,149
*Jacobs Engineering Group, Inc. ...... 10,000 241,250
Jacobson Stores, Inc. ............... 2,900 26,100
*Jacor Communications, Inc. .......... 10,100 171,700
*Jan Bell Marketing, Inc. ............ 18,800 49,350
*Jason, Inc. ......................... 7,187 52,106
*Jean Philippe Fragrances, Inc. ...... 2,250 19,828
Jeffbanks, Inc. ..................... 500 11,438
Jefferson Bankshares, Inc. .......... 5,800 134,850
*Jefferson Savings Bancorp, Inc. ..... 3,000 78,750
*Jennifer Convertibles, Inc. ......... 1,300 3,088
John Alden Financial Corp. .......... 10,000 206,250
*Johnson Worldwide Associates, Inc.
Class A ............................. 1,200 27,150
Johnston Industries, Inc. ........... 10,800 87,750
*Johnstown American Industries, Inc. 5,200 27,625
*Jones Intercable, Inc. .............. 1,000 12,750
*Jones Intercable, Inc. Class A ...... 15,200 197,600
Jones Medical Industries, Inc. ...... 8,000 166,000
*Joseph A. Bank Clothiers, Inc. ...... 1,400 3,063
Juno Lighting, Inc. ................. 7,400 117,475
*Just Toys, Inc. ..................... 2,100 3,019
*Just for Feet, Inc. ................. 3,100 105,594
Justin Industries, Inc. ............. 13,600 147,900
K Swiss, Inc. Class A ............... 2,200 25,850
*K-Tron International, Inc. .......... 6,200 40,300
*K-V Pharmaceutical Co. Class A ...... 1,800 15,750
*K-V Pharmaceutical Co. Class B ...... 1,900 16,863
KCS Energy, Inc. .................... 3,200 44,000
*KLLM Transport Services, Inc. ....... 2,766 29,907
Kahler Realty Corp. ................. 1,700 21,569
*Kaiser Ventures, Inc. ............... 9,700 109,125
Kaman Corp. Class A ................. 9,400 106,925
*Kaneb Services, Inc. ................ 9,800 18,375
*Kasler Holding Co. .................. 17,700 101,775
Katy Industries, Inc. ............... 3,600 35,550
Kaufman (H.W.) Financial Group, Inc. 2,420 19,360
Kaydon Corp. ........................ 6,900 205,275
*Kaye Group, Inc. .................... 3,000 22,875
*Keane, Inc. ......................... 5,500 151,938
*Kelley Oil & Gas Corp. .............. 10,600 12,588
Kellwood Co. ........................ 8,500 164,688
*#Kenetech Corp. ...................... 20,000 63,750
*Kent Electronics Corp. .............. 7,950 431,288
*Kentucky Electric Steel, Inc. ....... 2,000 18,500
*Kentucky Medical Insurance Co.
Class A ............................. 800 9,650
*Kenwin Shops, Inc. .................. 400 963
*Kerr Group, Inc. .................... 6,300 55,913
*Kevlin Corp. ........................ 200 856
*Kewaunee Scientific Corp. ........... 1,500 4,781
*Key Energy Group, Inc. .............. 1,000 5,500
*Key Production Co., Inc. ............ 3,700 19,888
*Key Technology, Inc. ................ 3,000 43,500
*Key Tronic Corp. .................... 13,000 142,188
*Keystone Consolidated Industries,
Inc. ................................ 5,600 71,400
Keystone Heritage Group, Inc. ....... 1,600 50,600
Kimball International, Inc. Class B . 500 13,031
38
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Kimmins Environmental Service Corp. 8,100 $ 20,250
*Kinark Corp. ........................ 600 1,688
*Kinder-Care Learning Centers, Inc. .. 15,000 184,688
Kinetic Concepts, Inc. .............. 27,000 303,750
*Kinnard Investment, Inc. ............ 2,500 9,375
*Kirby Corp. ......................... 1,500 26,813
*Kit Manufacturing Co. ............... 2,700 30,375
*Kleinert's, Inc. .................... 2,000 32,500
Knape & Vogt Manufacturing Co. ...... 700 12,688
*Knogo North America, Inc. ........... 5,400 35,100
*Knowledgeware, Inc. (Escrow) ........ 6,600 0
*Koala Corp. ......................... 200 2,150
Kollmorgen Corp. .................... 3,900 37,538
*Kopin Corp. ......................... 3,700 62,438
*Koss Corp. .......................... 1,000 7,125
*Kronos, Inc. ........................ 1,400 61,775
*Krug International Corp. ............ 848 2,650
*Krystal Co. ......................... 4,900 34,300
Kuhlman Corp. ....................... 11,699 134,539
Kulicke & Soffa Industries, Inc. .... 5,400 152,550
Kysor Industrial Corp. .............. 1,700 39,100
*#L.A. Gear, Inc. ..................... 9,200 14,950
*LAT Sportswear, Inc. ................ 200 525
LCS Industries, Inc. ................ 1,760 27,940
*LDI Corp. ........................... 3,100 9,688
LSB Bancshares, Inc. NC ............. 900 17,888
LSB Industries, Inc. ................ 9,100 35,263
LSI Industries, Inc. ................ 10,867 162,326
*LTX Corp. ........................... 13,500 167,906
*LXE, Inc. ........................... 2,400 18,900
*La Jolla Pharmceutical Co. .......... 4,800 19,500
La-Z-Boy Chair Co. .................. 1,900 60,563
*LaBarge, Inc. ....................... 11,600 40,600
LaCrosse Footwear, Inc. ............. 3,000 31,125
Labone, Inc. ........................ 3,300 44,550
Laclede Gas Co. ..................... 7,000 147,875
*Laclede Steel Co. ................... 2,700 19,069
Ladd Furniture, Inc. ................ 2,666 35,491
Lafayette American Bank & Trust Co. 2,000 18,000
Laidlaw, Inc. Class B Non-Voting .... 5,500 50,875
*Lakeland Industries, Inc. ........... 1,000 3,563
*Lamson & Sessions Co. ............... 11,100 77,700
*Lance, Inc. ......................... 8,800 144,100
*Lancer Corp. ........................ 3,900 53,625
*Lancit Media Productions, Ltd. ...... 4,300 54,019
*Landair Services, Inc. .............. 3,000 37,125
Landauer, Inc. ...................... 5,900 115,788
Landmark Bancorp La Habra ........... 200 3,500
*Landmark Graphics Corp. ............. 3,800 75,525
*#Landrys Seafood Restaurants, Inc. ... 7,200 112,500
*Lands' End, Inc. .................... 20,000 295,000
*Landstar Systems, Inc. .............. 2,600 66,625
*Larizza Industries, Inc. ............ 6,900 43,988
*Lasermaster Technologies, Inc. ...... 4,500 26,438
*Laserscope .......................... 2,800 5,775
*Lattice Semiconductor Corp. ......... 7,350 236,119
Laurel Bancorp, Inc. ................ 200 2,950
Lawson Products, Inc. ............... 3,500 83,563
Lawter International, Inc. .......... 18,000 195,750
Lawyers Title Corp. ................. 3,800 65,075
*Layne, Inc. ......................... 2,900 25,556
*Lazare Kaplan International, Inc. ... 7,700 51,013
Leader Financial Corp. .............. 100 3,775
39
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Learning Co. ........................ 4,700 $284,938
Learonal, Inc. ...................... 5,200 146,250
*Leasing Solutions, Inc. ............. 2,500 39,531
*Lechters, Inc. ...................... 5,100 35,700
*Lectec Corp. ........................ 1,102 10,331
Legg Mason, Inc. .................... 3,400 101,150
Lennar Corp. ........................ 12,900 285,413
Lesco, Inc. ......................... 6,225 85,594
*Leslie Building Products, Inc. ...... 3,200 7,200
*Leslie's Poolmart ................... 1,874 26,236
*Level One Communications, Inc. ...... 2,500 53,125
*Levitz Furniture, Inc. .............. 10,000 32,500
Libbey, Inc. ........................ 3,000 67,875
Liberty Bancorp, Inc. Delaware ...... 1,100 29,150
Liberty Bancorp, Inc. Oklahoma ...... 4,300 161,788
Liberty Homes, Inc. Class A ......... 200 2,450
*Liberty Technologies, Inc. .......... 2,000 9,250
*Lidak Pharmaceuticals Class A ....... 11,000 46,406
Life Partners Group, Inc. ........... 11,100 137,363
*Life Quest Medical, Inc. ............ 1,000 2,938
Life Re Corp. ....................... 4,500 96,188
Life Technologies, Inc. ............. 2,800 70,000
*Life USA Holdings, Inc. ............. 7,400 63,825
*Lifecore Biomedical, Inc. ........... 4,800 64,500
*Lifeline Systems, Inc. .............. 2,500 29,531
*Lifetime Hoan Corp. ................. 2,420 21,326
*Ligand Pharmaceuticals, Inc.
Class B ............................. 3,021 25,112
Lillian Vernon Corp. ................ 4,300 62,350
Lilly Industry, Inc. Class A ........ 11,100 144,300
Lincoln Telecommunications Co. ...... 4,800 92,400
*Lindal Cedar Homes, Inc. ............ 4,482 21,570
Lindberg Corp. ...................... 8,200 54,838
*Lindsay Manufacturer Co. ............ 2,100 75,600
*#Liposome Co., Inc. .................. 11,700 196,706
Liqui Box Corp. ..................... 2,500 74,688
Litchfield Financial Corp. .......... 810 10,986
*Littlefield, Adams & Co. ............ 900 2,025
*Littlefuse, Inc. .................... 6,000 200,250
*Liuski International, Inc. .......... 1,800 5,400
*Living Centers of America, Inc. ..... 2,658 83,395
*Lodgenet Entertainment Corp. ........ 3,000 32,250
*Logic Devices, Inc. ................. 3,600 29,700
#Logicon, Inc. ....................... 5,500 154,688
*Lojack Corp. ........................ 10,600 99,375
*Lomak Petroleum, Inc. ............... 5,000 43,438
*Lomas Financial Corp. ............... 9,000 234
Lone Star Industries, Inc. .......... 6,000 149,250
*Lone Star Technologies, Inc. ........ 9,300 81,375
*Longhorn Steaks, Inc. ............... 3,300 52,800
*Lottery Enterprises, Inc. ........... 200 150
*Louis Dreyfus Natural Gas Corp. ..... 16,000 218,000
Loyola Capital Corp. ................ 5,200 195,650
Luby's Cafeterias, Inc. ............. 4,700 103,400
Lufkin Industries, Inc. ............. 1,200 24,150
Lukens, Inc. DE ..................... 5,900 180,688
*Lumex, Inc. ......................... 4,300 39,238
*Lunar Corp. ......................... 1,500 64,875
*Lund International Holdings, Inc. ... 1,300 17,550
*Luria & Son, Inc. ................... 1,800 10,575
*Lydall, Inc. DE ..................... 13,800 360,525
*Lynch Corp. ......................... 2,500 158,125
M A R C, Inc. ....................... 1,018 14,888
*M-Wave, Inc. ........................ 1,000 7,000
MAF Bancorp, Inc. ................... 1,100 27,706
40
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*MAI Systems Corp. ................... 1,416 $ 9,912
*MAIC Holdings, Inc. ................. 2,425 76,691
#MDC Holdings, Inc. .................. 7,700 51,013
*MDL Information Systems, Inc. ....... 1,600 37,000
*MDT Corp. ........................... 7,100 35,056
MDU Resources Group, Inc. ........... 5,700 114,713
*MFRI, Inc. .......................... 1,900 13,894
*MGI Pharma, Inc. .................... 11,400 53,438
*MI Schottenstein Homes, Inc. ........ 3,500 39,813
*MK Gold Corp. ....................... 7,800 23,400
*MLX Corp. ........................... 1,000 10,063
MMI Companies, Inc. ................. 3,300 77,550
*MRS Technology, Inc. ................ 2,200 7,425
*MRV Communications, Inc. ............ 1,200 31,650
*MS Carriers, Inc. ................... 9,300 175,538
*MTI Technology Corp. ................ 3,900 6,825
MTS Systems Corp. ................... 2,400 83,700
MacDermid, Inc. ..................... 200 11,050
*MacFrugals Bargain Close-outs, Inc. 10,000 131,250
MacNeal-Schwendler Corp. ............ 4,000 62,500
*Macheezmo Mouse Restaurants, Inc. .. 800 2,100
Madison Gas & Electric Co. .......... 2,700 89,100
*Magainin Pharmaceuticals, Inc. ...... 6,700 59,463
Magna Bancorp ....................... 2,000 58,500
Magna Group, Inc. ................... 8,400 204,750
*Magnetek, Inc. ...................... 12,100 99,825
*Magnetic Technologies Corp. ......... 1,100 4,538
*Mail Boxes, Etc. .................... 3,800 56,050
*Main Street & Main, Inc. ............ 1,450 5,030
Maine Public Service Co. ............ 2,700 56,700
*Mallon Resources Corp. .............. 1,400 2,450
*Manatron, Inc. ...................... 1,102 3,168
Manitowoc Co., Inc. ................. 2,900 85,188
*Manugistic Group, Inc. .............. 2,000 34,500
*Mapinfo Corp. ....................... 1,100 20,900
Marble Financial Corp. .............. 2,000 35,250
*#Marcam Corp. ........................ 6,200 104,625
Marcus Corp. ........................ 11,850 274,031
*Marine Drilling Companies, Inc. ..... 23,000 93,438
*Mariner Health Group, Inc. .......... 7,100 94,519
*Marisa Christina, Inc. .............. 1,700 28,794
Maritrans, Inc. ..................... 3,300 17,325
Mark Twain Bancshares, Inc. ......... 5,450 203,694
*Mark VII, Inc. ...................... 3,400 55,250
*Markel Corp. ........................ 2,200 159,225
Marsh Supermarkets, Inc. Class A .... 1,800 24,750
Marsh Supermarkets, Inc. Class B .... 1,300 16,900
*Marshall Industries ................. 7,800 274,950
*Martek Biosciences Corp. ............ 4,100 75,338
*Marten Transport, Ltd. .............. 2,800 44,100
Maryland Federal Bancorp ............ 1,000 30,438
Masland Corp. ....................... 5,000 72,188
Massbank Corp. Reading, MA .......... 1,350 42,188
*#Mastec, Inc. ........................ 5,000 51,250
*Matec Corp. DE ...................... 3,000 12,375
*Material Sciences Corp. ............. 8,850 117,263
*Mathsoft, Inc. ...................... 2,000 10,500
*Matlack Systems, Inc. ............... 7,500 66,563
*#Matrix Pharmaceutical, Inc. ......... 5,400 82,350
*Matrix Service Co. .................. 3,700 15,956
*Matthews Studio Equipment Group ..... 2,500 4,727
*Mattson Technology, Inc. ............ 2,600 58,175
*Maverick Tube Corp. ................. 3,000 19,125
41
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Max & Ermas Restaurants, Inc. ....... 1,237 $ 8,118
*Maxco, Inc. ......................... 1,900 15,200
*Maxicare Health Plans, Inc. ......... 11,500 250,125
*Maxim Group, Inc. ................... 1,400 17,150
*Maxtor Corp. ........................ 8,400 53,288
*Maxwell Laboratories, Inc. .......... 1,746 15,059
*Maxxam, Inc. ........................ 4,000 152,500
*#Maxxim Medical, Inc. ................ 5,500 87,313
Maybelline, Inc. .................... 5,600 151,200
*Maynard Oil Co. ..................... 2,400 14,700
*Mays (J.W.), Inc. ................... 200 1,525
*McAfee Associates, Inc. ............. 4,950 236,363
*McClain Industries, Inc. ............ 266 1,363
McDonald & Co. Investment, Inc. ..... 3,600 63,000
*McFarland Energy, Inc. .............. 6,100 45,750
McGrath Rent Corp. .................. 4,150 76,256
*McWhorter Technologies, Inc. ........ 4,400 66,550
Measurex Corp. ...................... 9,200 257,600
*Medalist Industries, Inc. ........... 1,900 12,588
*Medalliance, Inc. ................... 3,800 14,013
*Medar, Inc. ......................... 4,900 39,200
*Medarex, Inc. ....................... 3,500 22,969
*Medco Research, Inc. ................ 3,800 40,375
Medex, Inc. ......................... 3,000 31,875
Medford Savings Bank MA ............. 2,800 62,300
*Media Arts Group, Inc. .............. 1,900 5,938
*#Media Logic, Inc. ................... 1,000 7,875
*Medic Computer Systems, Inc. ........ 8,400 534,450
*Medical Action Industries, Inc. ..... 2,100 3,347
*Medical Graphics Corp. .............. 1,000 5,625
*Medical Management, Inc. ............ 1,200 7,350
*Medical Resource Companies America . 800 1,950
*Medical Technology System, Inc. ..... 800 1,350
*Medicalcontrol, Inc. ................ 800 4,200
*Medicore, Inc. ...................... 1,100 4,538
Medicus Systems Corp. ............... 2,600 23,400
*Medimmune, Inc. ..................... 8,000 103,000
*Medisense, Inc. ..................... 5,400 138,375
*Medquist Inc. ....................... 900 6,300
*Medstone International, Inc. ........ 2,100 19,688
Medusa Corp. ........................ 6,000 149,250
*Megacards, Inc. ..................... 333 208
*Megatest Corp. ...................... 200 4,725
*Mego Financial Corp. ................ 3,600 24,975
*Melamine Chemicals, Inc. ............ 3,300 28,875
*Mem Co., Inc. ....................... 2,700 8,606
*Mens Warehouse, Inc. ................ 3,750 107,813
Mentor Corp. MN ..................... 9,900 202,331
*Mercer International, Inc. .......... 5,600 120,050
Merchants Bancorp, Inc. ............. 500 14,000
*Merchants Bancshares, Inc. .......... 200 2,825
Merchants Group, Inc. ............... 1,300 22,425
Merchants New York Bancorp, Inc. .... 400 12,700
Mercury Air Group, Inc. ............. 1,000 8,500
*Mercury Interactive Corp. ........... 3,000 70,125
*Meridian Data, Inc. ................. 4,200 44,888
Meridian Diagnostics, Inc. .......... 7,935 80,342
Meridian Insurance Group, Inc. ...... 1,000 15,375
*Meridian Sports, Inc. ............... 1,600 9,300
*Meris Laboratories, Inc. ............ 1,600 2,100
*Merisel, Inc. ....................... 14,900 67,981
*Merit Medical Systems, Inc. ......... 2,700 15,694
*Merix Corp. ......................... 1,200 43,800
Merrill Corp. ....................... 3,650 63,419
42
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Merrimac Industries, Inc. ........... 700 $ 7,875
*Mesa Airlines, Inc. ................. 20,600 187,975
*Mesa, Inc. .......................... 31,300 101,725
Mesaba Holdings, Inc. ............... 2,600 17,875
*Mestek, Inc. ........................ 5,500 60,500
*Met-Coil Systems Corp. .............. 1,000 1,375
Met-Pro Corp. ....................... 9,450 128,756
*Metatec Corp. Class A ............... 2,100 21,131
Methode Electronics, Inc. Class A ... 16,500 243,375
*Metricom, Inc. ...................... 5,300 84,800
*Metrocall, Inc. ..................... 3,000 72,750
*Metrologic Instruments, Inc. ........ 1,000 9,625
*Metromedia International Group, Inc. 7,100 127,800
*Metropolitan Bancorp Washington ..... 1,500 19,594
*Metrotrans Corp. .................... 800 5,900
*Meyer (Fred), Inc. DE ............... 7,900 182,688
*Miami Subs Corp. .................... 9,600 18,000
*Michael Anthony Jewelers, Inc. ...... 4,500 11,813
Michael Foods, Inc. ................. 15,700 182,513
*#Michaels Stores, Inc. ............... 4,300 70,413
*Micom Communications Corp. .......... 3,333 33,122
*Micrel, Inc. ........................ 1,700 28,688
*Micrion Corp. ....................... 800 9,500
*Micro Bio-Medics, Inc. .............. 1,500 19,313
*Microage, Inc. ...................... 5,450 45,984
*Microcom, Inc. ...................... 9,100 228,638
*Microdyne Corp. ..................... 5,600 114,100
*Microfluidics International Corp. ... 1,000 2,063
*Micrografx, Inc. .................... 5,100 59,925
*Microlog Corp. ...................... 1,500 9,000
*Micron Electronics, Inc. ............ 2,600 38,350
*Micronics Computers, Inc. ........... 5,200 17,225
*Micropolis Corp. .................... 8,400 26,775
*Micros Systems, Inc. ................ 2,300 97,175
*Microsemi Corp. ..................... 5,200 57,525
*Microtek Medical, Inc. .............. 1,400 9,625
*Microtel International, Inc. ........ 9,800 8,575
*Microtest, Inc. ..................... 3,200 48,800
*Microtouch Systems, Inc. ............ 1,600 24,200
Mid Am, Inc. ........................ 3,751 62,360
Mid America Banccorp ................ 2,241 40,343
Mid-Atlantic Realty Trust ........... 666 5,661
*MidAmerican Waste System, Inc. ...... 10,200 40,800
MidSouth Insurance Co. .............. 4,320 65,880
Midconn Bank Kensington, CT ......... 900 12,375
*Middleby Corp. ...................... 1,100 8,525
Middlesex Water Co. ................. 2,300 41,400
*Midisoft Corp. ...................... 900 3,488
Midland Co. ......................... 2,600 128,863
Midland Financial Group, Inc. ....... 1,100 12,238
Midwest Grain Products, Inc. ........ 2,500 29,844
*Mikasa, Inc. ........................ 6,200 85,250
*Mikohn Gaming Corp. ................. 3,900 13,650
*Miller Building Systems, Inc. ....... 1,400 4,550
*Miltope Group, Inc. ................. 11,000 35,063
Mine Safety Appliances Co. .......... 1,600 69,400
*Minnesota Educational Computing
Corp. ............................... 2,600 85,150
Minntech Corp. ...................... 1,300 24,375
*Mission West Properties, Inc. ....... 1,600 8,400
Mississippi Chemical Corp. .......... 4,600 102,925
Mobile Gas Service Corp. ............ 2,000 45,000
*Mobley Environmental Services, Inc.
Class A ............................. 1,000 1,063
43
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Modern Controls, Inc. ............... 4,700 $ 48,763
*Mohawk Industries, Inc. ............. 12,900 224,138
*Molecular Biosystems, Inc. .......... 3,134 21,155
*Molecular Dynamics, Inc. ............ 2,000 9,875
*Molten Metal Technology, Inc. ....... 200 7,375
*Monaco Coach Corp. .................. 900 9,225
*#Monaco Finance, Inc. Class A ........ 1,300 7,678
*Monarch Casino and Resort, Inc. ..... 3,800 18,525
Monarch Machine Tool Co. ............ 2,300 30,475
*Mondavi (Robert) Corp. Class A ...... 2,700 86,738
*Monro Muffler Brake, Inc. ........... 1,102 16,186
*Monterey Pasta Co. .................. 2,700 15,863
*Moog, Inc. Class A .................. 1,200 17,700
*Moore Medical Corp. ................. 700 8,050
*Moore Products Co. .................. 1,600 28,600
Morgan Keegan, Inc. ................. 8,100 100,238
*Morgan Products, Ltd. ............... 6,400 38,400
*Morningstar Group, Inc. ............. 6,000 48,000
*#Morrison Knudsen Corp. .............. 17,700 106,200
Moscom Corp. ........................ 2,700 16,875
Mosinee Paper Corp. ................. 5,170 125,373
*Mother's Work, Inc. ................. 500 6,781
*Motor Car Parts & Accessories, Inc. 600 8,888
*Motor Club of America ............... 2,500 16,094
*Mountain Parks Financial Corp. ...... 1,000 22,125
*Mountasia Entertainment
International, Inc. ................. 1,500 7,547
*Moviefone, Inc. Class A ............. 1,100 5,638
Mueller (Paul) Co. .................. 2,200 69,438
*Mueller Industries, Inc. ............ 14,200 326,600
*Multi Color Corp. ................... 1,000 3,000
*Multicare Companies, Inc. ........... 3,500 73,063
*Munsingwear, Inc. ................... 200 1,450
*Musicland Stores Corp. .............. 13,700 87,338
*Mutual Savings Bank FSB
Bay City, MI ........................ 900 5,288
*Mycogen Corp. ....................... 7,700 99,619
Myers (L.E.) Co. Group .............. 1,700 25,713
Myers Industries, Inc. .............. 7,685 122,960
*Mylex Corp. ......................... 5,900 111,363
*NAB Asset Corp. ..................... 200 1,025
NAC RE Corp. ........................ 3,500 115,500
*NAI Technologies, Inc. .............. 4,087 6,386
NBT Bancorp ......................... 1,682 27,965
*NBTY, Inc. .......................... 4,800 26,700
NCH Corp. ........................... 3,300 178,613
*NCI Building Systems, Inc. .......... 1,000 22,625
*NMR of America, Inc. ................ 2,400 8,700
NN Ball & Roller, Inc. .............. 1,900 42,988
*NPC International, Inc. ............. 300 2,363
*NPS Pharmaceuticals, Inc. ........... 1,400 10,413
NS Bancorp, Inc. .................... 2,200 85,388
*NS Group, Inc. ...................... 6,300 14,175
*NSA International, Inc. ............. 1,900 6,413
NSC Corp. ........................... 5,700 10,688
*NTN Communications, Inc. ............ 5,000 22,188
*NTN Communications, Inc. (Private
Placement) .......................... 6,300 24,806
NUI Corp. ........................... 4,700 77,550
NYMAGIC, Inc. ....................... 5,100 84,788
Nacco Industries, Inc. Class A ...... 3,600 205,200
*Nantucket Industries, Inc. .......... 1,500 4,406
*Napco Security Systems, Inc. ........ 4,850 18,491
Nash Finch Co. ....................... 3,300 63,938
44
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Nashua Corp. ........................ 1,600 $ 25,200
*Nathans Famous, Inc. ................ 1,900 7,184
*National Auto Credit, Inc. .......... 11,600 195,750
National Bancorp of Alaska, Inc. .... 2,200 143,000
*National Beverage Corp. ............. 1,900 10,688
*National City Bancorp ............... 1,331 25,123
National City Bankshares, Inc. ...... 210 9,739
National Computer Systems, Inc. ..... 4,100 85,588
*#National Convenience Stores, Inc. ... 1,700 45,688
#National Data Corp. ................. 4,650 113,344
*National Dentex Corp. ............... 100 2,188
*National Education Corp. ............ 14,800 116,550
National Gas & Oil Co. .............. 10,160 102,869
*National Home Centers, Inc. ......... 4,000 12,000
*National Home Health Care Corp. ..... 900 4,838
*National Insurance Group ............ 3,000 16,500
*National Media Corp. ................ 2,800 50,400
*National Mercantile Bancorp. ........ 200 325
*National Patent Development Corp. ... 2,000 18,375
National Penn Bancshares, Inc. ...... 210 5,696
*National Picture and Frame Co. ...... 2,000 18,250
National Presto Industries, Inc. .... 3,000 124,875
National RE Corp. ................... 4,300 141,363
*National Record Mart, Inc. .......... 1,000 1,813
National Sanitary Supply Co. ........ 200 2,675
*National Standard Co. ............... 11,000 123,750
*National Techteam, Inc. ............. 4,900 28,175
*National Vision Association, Ltd. ... 8,200 25,625
*National Western Life Insurance Co.
Class A ............................. 1,000 54,375
*Natural Alternatives International,
Inc. ................................ 3,400 28,900
*Natural Microsystems Corp. .......... 600 17,025
*Natural Wonders, Inc. ............... 3,000 8,625
Natures Sunshine Products, Inc. ..... 12,906 287,159
*Nautica Enterprises, Inc. ........... 4,725 166,556
*Navarre Corp. ....................... 600 4,125
*Navigators Group, Inc. .............. 1,600 30,400
#Nelson (Thomas), Inc. ............... 3,750 60,938
*Neogen Corp. ........................ 900 5,456
*Neoprobe Corp. ...................... 5,900 89,238
*Neorx Corp. ......................... 5,325 32,948
*Neostar Retail Group, Inc. .......... 5,010 52,918
*Netframe Systems, Inc. .............. 5,400 31,388
*Netrix Corp. ........................ 3,700 18,500
*Network Computing Devices, Inc. ..... 6,500 54,844
*Network Equipment Technologies, Inc. 10,100 334,563
*Network General Corp. ............... 3,600 151,425
*Network Imaging Corp. ............... 6,800 31,238
*Network Peripherals, Inc. ........... 7,000 96,250
*Network Six, Inc. ................... 1,100 4,331
*Networth, Inc. ...................... 1,500 62,719
*Neurex Co. .......................... 6,500 39,813
*Neurobiological Technologies, Inc. .. 800 3,300
*Neurogen Corp. ...................... 4,200 87,150
New Brunswick Scientific Co., Inc. .. 2,200 14,713
New England Business Services, Inc. 7,000 158,375
New Hampsire Thrift BancShares, Inc. 200 2,063
*New Image Industries, Inc. .......... 3,300 5,981
New Jersey Resources Corp. .......... 5,400 150,525
*New Jersey Steel Corp. .............. 1,700 16,788
*New Mexico & Arizona Land Co. ....... 1,650 19,388
*New World Communication Group, Inc.
Class A ............................. 9,500 167,438
45
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*New World Power Corp. ............... 5,000 $ 10,313
New York Bancorp, Inc. .............. 4,985 100,946
Newcor, Inc. ........................ 4,750 38,000
*Newfield Exploration Co. ............ 6,400 189,600
Newmil Bancorp, Inc. ................ 3,500 23,625
*Newpark Resources, Inc. ............. 5,250 94,828
Newport Corp. ....................... 10,200 81,600
*Nexstar Pharmaceuticals, Inc. ....... 1,496 17,578
*Nexthealth, Inc. .................... 3,400 14,025
*Nichols Research Corp. .............. 3,100 70,913
*Noble Drilling Corp. ................ 31,075 229,178
*Noel Group, Inc. .................... 10,100 61,863
Noland Co. .......................... 200 3,700
*Norand Corp. ........................ 1,500 22,500
*Nord Resources Corp. ................ 8,900 18,913
*Norstan, Inc. ....................... 3,000 73,500
*Nortek, Inc. ........................ 3,500 33,250
*North American Biologicals, Inc. .... 10,486 99,617
North American Mortgage Co. ......... 6,000 135,750
*North American Recycling System,
Inc. ................................ 2,000 1,624
North American Watch Corp. .......... 1,200 22,575
North Carolina Natural Gas Corp. .... 1,900 43,700
North Fork Bancorporation, Inc. ..... 16,267 378,208
North Side Savings Bank NY .......... 578 16,979
*North Star Universal, Inc. .......... 4,300 25,531
Northbay Financial Corp. ............ 1,100 16,569
Northern Technologies International . 1,700 8,925
*Northfield Laboratories, Inc. ....... 5,600 92,400
Northland Cranberries, Inc. Class A . 1,400 26,600
*Northstar Health Services, Inc. ..... 1,000 6,500
Northwest Natural Gas Co. ........... 2,700 89,944
*Northwest Teleproductions, Inc. ..... 200 800
Northwestern Public Service Co. ..... 2,300 61,525
*Northwestern Steel & Wire Co. ....... 10,300 84,331
*Norton McNaughton, Inc. ............. 4,000 52,500
Norwich Financial Corp. ............. 2,400 31,500
*Norwood Promotional Products, Inc. . 200 3,450
*Novacare, Inc. ...................... 29,400 172,725
*Novametrix Medical Systems, Inc. .... 7,600 38,475
*Noven Pharmaceuticals, Inc. ......... 9,200 93,150
*Novitron Internarional, Inc. ........ 3,900 16,575
*Nu Horizons Electronics Corp. ....... 6,118 98,270
*Nu-Kote Holding, Inc. Class A ....... 6,600 127,875
*Nuclear Metals, Inc. ................ 6,500 78,000
*Nuclear Support Services, Inc. ...... 500 719
*Nuevo Energy Co. .................... 4,900 109,025
*Numar Corp. ......................... 1,700 18,488
*Numerex Corp. Class A ............... 2,000 13,375
*Nutramax Products, Inc. ............. 3,600 34,650
*Nview Corp. ......................... 2,000 8,375
*Nycor, Inc. ......................... 1,000 4,938
*Nycor, Inc. Class A ................. 3,100 15,113
*O Charleys, Inc. .................... 1,450 17,219
*O Reilly Automotive, Inc. ........... 1,700 50,575
*O'Brien Environmental Energy, Inc.
Class A ............................. 3,600 675
O'Sullivan Corp. .................... 13,400 140,700
*O'Sullivan Industries Holdings, Inc. 3,400 21,675
*O.I. Corp. .......................... 1,600 4,600
OEA, Inc. ........................... 6,000 162,750
*OEC Medical Systems, Inc. ........... 3,700 37,000
46
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*OESI Power Corp. .................... 1,000 $ 156
*OHM Corp. ........................... 7,200 58,500
OM Group, Inc. ...................... 2,300 70,150
*OMI Corp. ........................... 14,000 85,750
*OTR Express, Inc. ................... 200 900
*Oak Hill Sportswear Corp. ........... 800 1,600
*Oak Industries, Inc. ................ 10,700 258,138
*Oceaneering International, Inc. ..... 12,000 117,000
*Odetics, Inc. Class A ............... 300 2,850
*#Odwalla, Inc. ....................... 1,000 18,625
*Offshore Logistics, Inc. ............ 4,700 57,281
Oglebay Norton Co. .................. 2,200 80,575
Oil-Dri Corp. of America ............ 4,000 60,000
*Old America Stores, Inc. ............ 1,800 14,738
*Old Dominion Freight Lines, Inc. .... 3,800 40,375
*#Olympic Financial, Ltd. ............. 8,100 166,050
*Olympic Steel, Inc. ................. 4,000 35,750
*#Omega Environmental, Inc. ........... 12,700 50,800
*On Assignment, Inc. ................. 1,000 29,375
OnbanCorp, Inc. ..................... 2,800 92,925
*Oncogene Science, Inc. .............. 6,500 43,469
*Oncor, Inc. ......................... 12,500 73,438
*One Price Clothing Stores, Inc. ..... 4,100 16,913
One Valley Bancorp of West
Virginia ............................ 3,800 121,363
Oneida, Ltd. ........................ 2,700 46,913
*Oneita Industries, Inc. ............. 4,220 30,068
Oneok, Inc. ......................... 10,300 242,050
*Opinion Research Corp. .............. 800 5,000
*Opta Food Ingredients, Inc. ......... 3,500 44,188
*Opti, Inc. .......................... 2,100 21,263
Optical Coating Laboratory, Inc. .... 3,600 47,700
*Optical Data Systems, Inc. .......... 3,800 77,900
*Option Care, Inc. ................... 4,000 16,750
Orange & Rockland Utilities, Inc. ... 2,700 95,513
*Orange Co., Inc. .................... 5,200 41,600
*Orbit International Corp. ........... 3,000 2,813
*Orbital Sciences Corp. .............. 4,500 70,875
*Orchard Supply Hardware Stores Corp. 2,000 43,250
*Oregon Metallurgical Corp. .......... 4,200 44,888
Oregon Steel Mills, Inc. ............ 10,800 148,500
*#Organogenesis, Inc. ................. 4,075 76,406
Oriole Homes Corp. Class A
Convertible ......................... 800 4,400
Oriole Homes Corp. Class B .......... 1,100 5,913
Orion Capital Corp. ................. 4,400 183,700
*Orphan Medical, Inc. ................ 285 1,639
*Ortel Corp. ......................... 2,200 25,300
*Orthologic Corp. .................... 3,000 37,875
*Orthopedic Technology, Inc. ......... 1,400 11,375
*Osborn Communications Corp. ......... 8,100 64,800
Oshkosh B'Gosh, Inc. Class A ........ 4,700 72,850
Oshkosh B'Gosh, Inc. Class B ........ 600 10,650
Oshkosh Truck Corp. Class B ......... 2,300 33,350
*Oshman's Sporting Goods, Inc. ....... 2,900 39,150
*Osmonics, Inc. ...................... 8,250 148,500
*Osteotech, Inc. ..................... 3,000 19,313
Otter Tail Power Co. ................ 3,400 119,850
#Outboard Marine Corp. ............... 16,000 328,000
*Outlet Communications, Inc.
Class A ............................. 200 9,338
*Outlook Group Corp. ................. 1,900 14,250
Owens & Minor, Inc. ................. 15,375 199,875
Owosso Corp. ........................ 1,200 10,500
47
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Oxford Industries, Inc. ............. 5,600 $105,000
*Oxford Resources Corp. Class A ...... 1,100 28,188
*Oxis International, Inc. ............ 8,400 11,813
*P&F Industries, Inc. Class A ........ 200 513
*PAM Transportation Services, Inc. ... 1,000 7,125
PCA International, Inc. ............. 2,300 21,419
*PCI Services, Inc. .................. 2,500 25,156
*PHP Healthcare Corp. ................ 3,000 81,750
*PLM International, Inc. ............. 4,600 17,250
*PMR Corp. ........................... 1,300 6,663
*PMT Services, Inc. .................. 1,300 36,319
*PRI Automation, Inc. ................ 1,400 56,350
*PSC, Inc. ........................... 3,300 33,825
PXRE Corp. .......................... 3,700 91,113
*#Pacific Crest Capital, Inc. ......... 1,060 7,818
*Pacific Physician Services, Inc. .... 5,200 85,150
*Pacific Rehabilitation & Sports
Medicine, Inc. ...................... 1,400 9,844
*Pacific Rim Holding Corp. ........... 3,700 9,828
Pacific Scientific Co. .............. 16,000 406,000
*Pacific Sunwear of California, Inc. . 2,000 19,875
*Pages, Inc. ......................... 1,700 4,038
*Pairgain Technologies, Inc. ......... 2,900 145,363
*Palfed, Inc. ........................ 2,000 25,125
*Pamida Holdings Corp. ............... 1,000 3,875
Pamrapo Bancorp, Inc. ............... 1,300 30,388
*Panaco, Inc. ........................ 5,000 22,344
Panatech Research and
Development Corp. ................... 1,400 6,038
Pancho's Mexican Buffet, Inc. ....... 5,000 14,375
*Papa John's International, Inc. ..... 2,200 94,188
*Par Technology Corp. ................ 6,000 54,000
*Paragon Trade Brands, Inc. .......... 1,000 20,875
*Parallel Petroleum Corp. ............ 2,800 4,725
*Parcplace Systems, Inc. ............. 2,500 27,500
*Paris Business Forms, Inc. .......... 200 1,188
Park Electrochemical Corp. .......... 8,200 249,075
*Park-Ohio Industries, Inc. .......... 7,034 91,002
*Parker Drilling Co. ................. 31,700 162,463
*Parkervision, Inc. .................. 3,500 28,219
Parkvale Financial Corp. ............ 1,562 40,612
*Patlex Corp. ........................ 690 3,623
Patrick Industries, Inc. ............ 2,000 26,500
*Patten Corp. ........................ 7,005 33,274
*Patterson Dental Co. ................ 3,500 89,688
*Patterson Energy, Inc. .............. 500 5,750
*Paul Harris Stores, Inc. ............ 5,000 7,969
*Paxar Corp. ......................... 23,946 308,305
*Payco American Corp. ................ 3,000 25,500
*Payless Cashways, Inc. .............. 20,000 85,000
*Peak Technologies Group, Inc. ....... 1,600 43,600
*Pediatric Services of America, Inc. . 1,000 18,500
Peerless Manufacturing Co. .......... 200 2,088
*Penederm, Inc. ...................... 2,800 20,300
Penn Engineering & Manufacturing
Corp. ............................... 2,500 206,250
*Penn National Gaming, Inc. .......... 900 13,613
*Penn Traffic Co. .................... 3,400 44,200
*Penn Treaty American Corp. .......... 3,600 56,700
Penn Virginia Corp. ................. 1,100 35,750
#Penncorp Financial Group, Inc. ...... 5,400 149,850
Pennsylvania Enterprises, Inc. ...... 1,200 44,700
*Penril Datacomm Networks, Inc. ...... 3,700 34,919
*Pentech International, Inc. ......... 5,300 14,409
Penwest, Ltd. ....................... 2,100 55,125
48
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Peoples Bancorp ..................... 200 $ 4,250
Peoples Bank of Connecticut ......... 16,300 342,300
*Peoples Choice TV Corp. ............. 5,350 114,356
#Peoples Heritage Financial Group,
Inc. ................................ 6,680 140,280
*Peoples Savings Bank of
Brockton, MA ........................ 1,000 7,875
Peoples Savings Financial Corp. ..... 900 17,325
*Peoples Telephone Co., Inc. ......... 6,350 17,859
*Perceptron, Inc. .................... 900 31,838
*Performance Food Group Co. .......... 200 4,800
*Perfumania, Inc. .................... 3,200 17,200
*Perini Corp. ........................ 2,700 24,975
*Perseptive Biosystems, Inc. ......... 6,400 60,000
*Pet Food Warehouse, Inc. ............ 3,700 12,256
*Petco Animal Supplies, Inc. ......... 1,700 46,113
*Petrie Stores Corp. ................. 10,500 30,188
*Petrocorp, Inc. ..................... 3,400 25,075
Petroleum Heat & Power Co., Inc.
Class A ............................. 5,000 38,750
Petrolite Corp. ..................... 6,700 168,338
*#Pharmaceutical Marketing Services,
Inc. ................................ 5,800 77,938
*Pharmaceutical Resources, Inc. ...... 7,300 58,400
*Pharmchem Laboratories, Inc. ........ 2,800 13,475
*Pharmos Corp. (Private Placement) ... 9,000 12,403
Philadelphia Suburban Corp. ......... 5,200 100,100
Phillips-Van Heusen Corp. ........... 12,600 130,725
Phoenix Duff & Phelps Corp. ......... 7,700 51,975
*Phoenix Network, Inc. ............... 4,400 17,050
Phoenix Resource Companies, Inc. .... 4,200 72,450
*Phoenix Technologies, Ltd. .......... 5,500 67,375
*Photo Control Corp. ................. 1,000 3,688
*Photronics, Inc. .................... 4,600 144,900
*#Physician Computer Network, Inc. .... 15,000 99,375
*Physician Sales & Service, Inc. ..... 8,400 160,650
*#Physicians Clinical Laboratory, Inc. 1,200 524
*Physicians Insurance Co. of Ohio
Class A ............................. 1,000 19,500
Piccadilly Cafeterias, Inc. ......... 2,900 30,088
#Piedmont Natural Gas Co. ............ 12,700 298,450
Pier 1 Imports, Inc. DE ............. 19,740 214,673
Pikeville National Corp. ............ 200 4,100
Pilgrim Pride Corp. ................. 12,600 85,050
*Pillowtex Corp. ..................... 6,000 75,000
*Pinkertons, Inc. .................... 2,000 40,000
Pinnacle Financial Services, Inc. ... 200 3,600
*#Pinnacle Micro, Inc. ................ 1,000 27,500
*Pinnacle Systems, Inc. .............. 1,400 45,850
Pioneer Financial Services, Inc. .... 3,700 61,513
Pioneer Standard Electronics, Inc. .. 16,312 236,524
Piper Jaffray Companies, Inc. ....... 8,100 103,275
Pitt-Des Moines, Inc. ............... 2,400 91,800
*Pittencrieff Communications, Inc. ... 2,900 11,419
Pittston Co. Minerals Group ......... 4,400 58,300
*Plains Resources, Inc. .............. 5,900 43,881
*Planar Systems, Inc. ................ 6,000 93,000
*Plantronics, Inc. ................... 1,000 35,500
*Platinum Software Corp. ............. 2,600 17,388
*Platinum Technology, Inc. ........... 14,695 247,060
*Playboy Enterprises, Inc. Class B ... 6,100 49,563
*Players International, Inc. ......... 13,350 176,053
*Playtex Products, Inc. .............. 20,200 143,925
Plenum Publishing Corp. ............. 1,200 43,950
*Plexus Corp. ........................ 4,400 73,150
49
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Ply-Gem Industries, Inc. DE ......... 4,100 $ 74,825
Poe & Brown, Inc. ................... 3,400 84,575
*Polk Audio, Inc. .................... 500 4,813
*Pollo Tropical, Inc. ................ 5,200 21,450
*Polymedica Industries, Inc. ......... 2,100 14,700
*Polyvision Corp. .................... 5,396 10,792
*Pomeroy Computer Resource, Inc. ..... 1,100 16,225
*Pool Energy Services Co. ............ 8,700 78,844
Pope & Talbot, Inc. ................. 5,300 78,175
*#Porta Systems Corp. ................. 4,400 4,950
*Portec, Inc. ........................ 7,610 73,246
Portsmouth Bank Shares, Inc. ........ 1,560 22,815
*Positive Response Television, Inc. .. 700 5,775
*Positron Corp. ...................... 700 1,859
*Possis Medical, Inc. ................ 5,800 102,950
Poughkeepsie Savings Bank FSB NY ... 5,000 23,750
*Powell Industries, Inc. ............. 4,200 30,975
Pratt & Lambert United, Inc. ........ 3,400 118,788
*Pratt Hotel Corp. ................... 1,300 3,738
Pre-Paid Legal Services, Inc. ....... 7,100 60,350
*Precision Standard, Inc. ............ 3,800 4,750
Premier Bancorp, Inc. ............... 18,800 441,800
Premier Financial Services, Inc. .... 2,600 23,075
*Premiere Radio Networks, Inc. ....... 1,200 19,650
*President Casinos, Inc. ............. 11,000 26,469
Presidential Life Corp. ............. 16,900 165,831
*Presley Companies Class A ........... 5,600 7,700
*Price Communications Corp. .......... 4,250 34,000
*Pride Petroleum Services, Inc. ...... 14,700 146,081
*Prima Energy Corp. .................. 1,600 21,800
*Primark Corp. ....................... 8,400 232,050
Prime Bancorp, Inc. ................. 605 12,176
*Prime Hospitality Corp. ............. 14,700 141,488
*Prime Medical Services, Inc. ........ 5,900 40,378
Primesource Corp. ................... 4,581 29,204
*Printronix, Inc. .................... 3,750 67,500
*Procept, Inc. ....................... 1,300 4,469
*Procyte Corp. ....................... 8,000 19,250
Production Operators Corp. .......... 2,600 78,325
*Professional Sports Care
Management, Inc. .................... 1,500 9,844
*#Proffitts, Inc. ..................... 4,250 114,219
*Progress Financial Corp. ............ 1,000 5,688
*Progress Software Corp. ............. 2,000 62,750
Progressive Bank, Inc. .............. 1,000 29,000
*Progroup, Inc. ...................... 1,500 6,000
*Project Software & Development, Inc. 1,800 58,388
*Proler International Corp. .......... 8,500 63,750
*Pronet, Inc. ........................ 1,500 45,938
*Protein Design Labs, Inc. ........... 6,100 115,138
*Proteon, Inc. ....................... 6,100 47,275
*Protocol Systems, Inc. .............. 4,100 43,306
Providence & Worcester Railroad Co. 800 5,600
Providence Energy Corp. ............. 5,300 86,788
Provident Bancorp, Inc. ............. 3,100 134,075
Provident Bankshares Corp. .......... 5,565 168,341
*Proxim, Inc. ........................ 2,800 39,375
*#Proxima Corp. ....................... 1,700 30,388
*Psicor, Inc. ........................ 2,200 38,225
*Psychemedics Corp. .................. 3,900 22,425
Public Service Co. of North
Carolina ............................ 4,900 80,238
50
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Publicker Industries, Inc. .......... 200 $ 325
Pulaski Furniture Corp. ............. 1,300 22,263
Pulse Bancorp, Inc. ................. 800 13,500
*Pure Tech International, Inc.
(Private Placement) ................. 10,000 20,813
*Pure World, Inc. .................... 3,100 7,944
*Purepac, Inc. ....................... 5,000 36,250
*Pyxis Corp. ......................... 10,300 155,788
*Q Logic Corp. ....................... 4,450 35,600
*QMS, Inc. ........................... 6,500 28,438
*Quad Systems Corp. .................. 1,600 13,200
Quaker Chemical Corp. ............... 2,800 45,500
*Quaker Fabric Corp. ................. 4,000 37,000
Quaker State Corp. .................. 14,900 201,150
*Quality Dining, Inc. ................ 3,000 71,625
Quality Food Centers, Inc. .......... 9,700 195,213
*Quality Systems, Inc. ............... 1,800 45,113
Quanex Corp. ........................ 3,300 64,763
*Quantum Health Resources, Inc. ...... 9,100 84,175
*#Quantum Restaurant Group, Inc. ...... 3,000 36,750
*#Quarterdeck Office Systems, Inc. .... 10,100 323,200
Queens County Bancorp ............... 1,200 48,450
*Quest Medical, Inc. ................. 8,109 89,199
*Quickresponse Services, Inc. ........ 2,200 55,825
*Quickturn Design Systems, Inc. ...... 5,400 55,013
*Quidel Corp. ........................ 8,500 48,875
*Quiksilver, Inc. .................... 2,900 91,713
*Quipp, Inc. ......................... 200 2,000
Quixote Corp. ....................... 7,700 61,600
*R & B, Inc. ......................... 3,500 23,188
RCSB Financial, Inc. ................ 4,100 98,400
*RF Monolithics, Inc. ................ 2,000 14,125
RLI Corp. ........................... 5,000 120,000
*RMI Titanium Co. .................... 6,100 46,513
*RPC Energy Services, Inc. ........... 22,800 182,400
RS Financial Corp. .................. 1,400 55,125
*Racotek, Inc. ....................... 9,400 54,050
*Radius, Inc. ........................ 5,819 12,184
*Rag Shops, Inc. ..................... 2,300 4,816
*Ragan (Brad), Inc. .................. 3,800 129,200
*Railtex, Inc. ....................... 1,800 36,900
*Rainbow Technologies, Inc. .......... 2,800 63,700
*#Rally's Hamburgers, Inc. ............ 6,200 10,075
*Ramapo Financial Corp. .............. 3,200 12,700
*Ramsay Health Care, Inc. ............ 3,500 12,031
*Ramsay Managed Care, Inc. ........... 913 2,111
*#Ramtron International Corp. ......... 8,800 50,050
Raritan Bancorp, Inc. DE ............ 200 4,400
*Rational Software Corp. ............. 5,000 87,813
Rauch Industries, Inc. .............. 1,500 14,719
Raven Industries, Inc. .............. 9,150 147,544
*Rawlings Sporting Goods, Inc. ....... 1,500 11,250
*#Raymond Corp. ....................... 5,843 119,782
Raymond James Financial, Inc. ....... 4,000 90,500
*Readicare, Inc. ..................... 11,400 33,488
*Reading Co. Class A ................. 2,000 18,250
*Recoton Corp. ....................... 9,066 160,922
*Recovery Engineering, Inc. .......... 200 2,925
*#Reddi Brake Supply Corp. ............ 6,600 16,088
*Redman Industries, Inc. ............. 1,400 39,200
*Redwood Empire Bancorp .............. 500 4,250
*Reeds Jewelers, Inc. ................ 220 2,393
Refac Technology Development Corp. . 7,000 49,000
*Reflectone, Inc. .................... 1,000 14,375
51
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Regal Beloit Corp. .................. 10,200 $224,400
*Regal Cinemas, Inc. ................. 2,300 98,325
*Regency Health Services, Inc. ....... 6,600 70,950
*Regeneron Pharmaceuticals, Inc. ..... 5,900 66,375
*#Regional Acceptance Corp. ........... 3,000 26,250
Regis Corp. ......................... 3,100 72,850
*Rehabcare Corp. ..................... 1,800 30,825
*Rehabilicare, Inc. .................. 1,800 5,625
Reinsurance Group America, Inc. ..... 1,200 37,050
*Reliability, Inc. ................... 1,700 14,238
Reliance Steel and Aluminum Co. ..... 4,400 82,500
*Renal Treatment Centers, Inc. ....... 4,300 173,075
*Reno Air, Inc. ...................... 3,300 22,688
*Rentrak Corp. ....................... 4,500 27,141
*Repligen Corp. ...................... 6,100 7,816
*Reptron Electronics, Inc. ........... 1,900 32,894
Republic Automotive Parts, Inc. ..... 4,100 52,275
Republic Bancorp, Inc. .............. 8,466 97,884
*Republic Environmental Systems, Inc. 2,200 8,250
Republic Gypsum Co. ................. 13,300 171,238
Republic Savings Financial Corp. .... 1,500 8,438
*Res-Care, Inc. ...................... 3,200 54,000
*Research Industries Corp. ........... 5,000 138,125
*Resound Corp. ....................... 3,100 24,025
*Resource Bancshares Mortgage Group,
Inc. ................................. 5,800 80,113
*#Respironics, Inc. ................... 10,600 206,700
*Response Oncology, Inc. ............. 2,380 32,725
*Retirement Care Association, Inc. ... 4,200 53,288
*Retix, Inc. ......................... 7,000 16,188
*Rex Stores Corp. .................... 5,600 98,000
*Rexall Sundown, Inc. ................ 2,900 55,644
*Rexel, Inc. ......................... 17,900 241,650
*#Rexene Corp. ........................ 7,400 72,150
*Rexhall Industries, Inc. ............ 1,000 5,000
*Rexon, Inc. ......................... 5,600 613
*Rexworks, Inc. ...................... 1,000 2,625
*Rhodes, Inc. ........................ 3,200 32,800
*Ribi Immunochem Research, Inc. ...... 19,400 78,813
Richfood Holdings, Inc. ............. 13,955 388,996
*Riddell Sports, Inc. ................ 655 2,088
*Riggs National Corp. ................ 13,800 193,200
*Right Management Consultants, Inc. .. 1,800 48,375
*Right Start, Inc. ................... 1,900 8,431
*Rightchoice Managed Care, Inc.
Class A ............................. 700 8,838
*Ringer Corp. ........................ 6,500 10,156
*Rio Hotel & Casino, Inc. ............ 10,700 133,081
Riser Foods, Inc. Class A ........... 3,500 52,500
Rival Co. ........................... 2,600 54,600
River Forest Bancorp ................ 6,800 164,050
*River Oaks Furniture, Inc. .......... 2,400 17,400
*Riverside Group, Inc. ............... 1,000 4,625
Riverside National Bank CA .......... 1,000 13,688
*#Roadmaster Industries, Inc. ......... 16,900 48,588
Roanoke Electric Steel Corp. ........ 1,200 17,850
Robbins & Myers, Inc. ............... 3,900 124,800
*Roberds, Inc. ....................... 2,300 23,863
*Roberts Pharmaceutical Corp. ........ 7,400 124,875
*Robertson-Ceco Corp. ................ 6,418 38,508
Robinson Nugent, Inc. ............... 4,000 29,750
*Robotic Vision Systems, Inc. ........ 5,800 151,888
*Rock Bottom Restaurants, Inc. ....... 1,700 26,350
52
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Rock-Tenn Co. Class A ............... 2,800 $ 44,800
*Rocky Mountain Chocolate Factory .... 200 2,500
*Rocky Shoes & Boots, Inc. ........... 2,000 13,500
*Rodman & Renshaw Capital Group, Inc. 1,300 2,275
*Rogers Corp. ........................ 10,000 242,500
*#Rohr, Inc. .......................... 13,000 190,125
*Rollins Environmental Services, Inc. 24,300 72,900
Rollins Truck Leasing Corp. ......... 11,700 117,000
Roper Industries, Inc. .............. 6,000 216,750
Ross Stores, Inc. ................... 12,000 230,250
*Ross Systems, Inc. .................. 6,500 19,500
*Rotech Medical Corp. ................ 6,700 192,625
Roto-Rooter, Inc. ................... 3,600 112,950
*Rotonics Manufacturing, Inc. ........ 2,500 4,063
*Rottlund, Inc. ...................... 1,000 6,625
Rouge Steel Co. Class A ............. 2,600 56,550
Rowe Furniture Corp. ................ 5,412 26,384
*Royal Appliance Manufacturing Co. ... 7,200 22,500
Royal Bancshares of Pennsylvania
Class A ............................. 2,312 22,831
*Royal Grip, Inc. .................... 1,100 4,675
Ruddick Corp. ....................... 17,600 189,200
*Rule Industries, Inc. ............... 2,700 40,163
*Rural/Metro Corp. ................... 1,600 39,000
Russ Berrie & Co., Inc. ............. 12,800 174,400
Ryan Beck & Co. ..................... 200 1,500
*Ryans Family Steak Houses, Inc. ..... 21,400 159,163
Rykoff-Sexton, Inc. ................. 8,750 167,344
Ryland Group, Inc. .................. 7,800 96,525
*Rymer Foods, Inc. ................... 5,400 4,050
*#S&K Famous Brands, Inc. ............. 1,900 14,250
S&T Bancorp, Inc. ................... 2,200 56,650
*SBE, Inc. ........................... 900 11,813
*SBS Technologies, Inc. .............. 1,100 8,663
SCOR U.S. Corp. ..................... 8,200 125,050
*SCS/COMPUTE, Inc. ................... 2,700 6,919
SEI Corp. ........................... 3,800 80,750
SFFED Corp. ......................... 3,500 109,375
*SFX Broadcasting, Inc. Class A ...... 1,200 34,500
SI Handling, Inc. ................... 1,050 7,088
SJW Corp. ........................... 600 20,850
SKI, Ltd. ........................... 1,000 13,750
SL Industries, Inc. ................. 9,200 71,300
*#SLM International, Inc. ............. 5,200 7,800
*SPS Technologies, Inc. .............. 2,600 117,975
*SPSS, Inc. .......................... 200 3,713
SPX Corp. ........................... 6,300 101,588
*SSE Telecom, Inc. ................... 1,100 9,625
*STB Systems, Inc. ................... 900 9,394
*Safeguard Health Enterprises, Inc. .. 6,900 80,213
*Safeguard Scientifics, Inc. ......... 20,700 1,024,650
*Safeskin Corp. ...................... 1,800 33,750
*Safety 1st, Inc. .................... 1,400 28,000
*Safety Components International,
Inc. ................................ 1,500 23,625
*Safetytek Corp. ..................... 1,000 15,750
*Saga Communications, Inc.
Class A ............................. 1,625 24,375
*Sahara Gaming Corp. ................. 1,200 3,300
Saint Ives Laboratories Corp. ....... 3,500 51,625
Saint John Knits, Inc. .............. 200 9,375
Saint Joseph Light & Power Co. ...... 27,200 853,400
Saint Mary Land & Exploration Co. ... 1,800 24,413
Saint Paul Bancorp, Inc. ............ 7,350 183,750
53
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Salant Corp. DE ..................... 5,900 $ 21,388
Salem Corp. ......................... 2,950 60,844
*Salick Health Care, Inc.
Redeemable Shares ................... 2,850 104,381
*Salton/Maxim Housewares, Inc. ....... 1,200 3,675
*Sam & Libby, Inc. ................... 3,400 4,144
*San Filippo (John B.) & Son, Inc. ... 3,000 27,000
*San Francisco Co. Class A ........... 400 1,800
Sanderson Farms, Inc. ............... 4,200 45,675
Sands Regent Casino Hotel ........... 2,000 11,500
Sandwich Co-Operative Bank MA ....... 200 3,625
Sandy Corp. ......................... 1,000 12,625
*Sangstat Medical Corp. .............. 1,900 14,844
*#Sanifill, Inc. ...................... 7,100 237,850
*Sanmina Corp. ....................... 3,400 175,100
*Santa Cruz Operation, Inc. .......... 17,000 103,063
*Santa Monica Bank CA ................ 1,000 12,500
*Satcon Technology Corp. ............. 1,400 13,038
*Satellite Technology Management,
Inc. ................................ 2,300 37,663
Savannah Foods & Industries, Inc. ... 10,500 129,938
*Savoy Pictures Entertainment, Inc. .. 9,800 58,800
Sbarro, Inc. ........................ 8,100 181,238
*Scan-Optics, Inc. ................... 14,900 40,975
Schawk, Inc. Class A ................ 3,200 21,600
*Schieb (Earl), Inc. ................. 7,900 55,300
*Schuler Homes, Inc. ................. 12,300 110,700
Schult Homes Corp. .................. 1,100 18,975
Schultz Sav-O Stores, Inc. .......... 3,000 45,375
*Sciclone Pharmaceuticals, Inc. ...... 9,400 49,350
*Science Dynamics Corp. .............. 1,700 1,142
*Scientific Games Holdings Corp. ..... 1,800 60,750
*Scientific Software-Intercomp, Inc. . 3,500 9,188
Scientific Technologies, Inc. ....... 2,600 41,275
*Scios-Nova, Inc. .................... 14,087 54,587
Scope Industries, Inc. .............. 3,500 111,781
*Score Board, Inc. ................... 5,600 28,700
Scotsman Industries, Inc. ........... 3,000 49,500
*Scott's Liquid Gold, Inc. ........... 3,400 9,775
*Scotts Co. Class A .................. 11,300 228,119
Seacoast Banking Corp. Class A ...... 700 16,975
*Seacor Holdings, Inc. ............... 1,200 27,450
Seafield Capital Corp. .............. 1,700 60,988
Sealright Co., Inc. ................. 2,800 31,500
*Seattle Filmworks, Inc. ............. 1,400 26,775
Seaway Food Town, Inc. .............. 200 3,275
Second Bancorp, Inc. ................ 300 8,625
Security Connecticut Corp. .......... 2,200 56,100
*Seda Specialty Packaging Corp. ...... 2,000 25,625
*Seeq Technology, Inc. DE ............ 11,500 46,719
*Seitel, Inc. ........................ 1,800 45,000
Selas Corp. of America .............. 1,400 11,550
Selective Insurance Group, Inc. ..... 6,000 226,500
*Selfix, Inc. ........................ 1,000 5,375
*Semiconductor Packaging Materials
Co., Inc. ........................... 2,300 21,850
*Semtech Corp. ....................... 1,000 25,375
*Seneca Foods Corp. .................. 200 3,475
*Seneca Foods Corp. Class A .......... 200 3,188
*Sepracor, Inc. ...................... 9,100 144,463
*Sequa Corp. Class A ................. 2,000 58,250
*Sequent Computer Systems, Inc. ...... 6,200 98,038
*Sequoia Systems, Inc. ............... 6,100 31,072
*Sequus Pharmaceuticals, Inc. ........ 11,400 141,075
54
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*#Seragen, Inc. ....................... 6,600 $ 37,125
*Serv-Tech, Inc. ..................... 2,600 17,063
*Servico, Inc. ....................... 1,600 21,600
*Servotronics, Inc. .................. 954 4,412
Sevenson Environmental Services,
Inc. ................................ 1,300 22,913
*Shaman Pharmaceuticals .............. 5,200 36,075
*Shared Technologies, Inc. ........... 2,600 9,588
*Sharper Image Corp. ................. 5,900 36,875
*Shaw Group, Inc. .................... 1,700 16,363
*Sheffield Medical Technologies, Inc. 1,500 5,531
Shelby Williams Industries, Inc. .... 3,300 42,075
*Sheldahl, Inc. ...................... 10,300 201,494
Shelter Components, Inc. ............ 2,425 39,709
*Sherwood Group, Inc. ................ 5,000 42,500
*Shiloh Industries, Inc. ............. 2,600 29,250
*Shoe Carnival, Inc. ................. 3,000 12,188
*Sholodge, Inc. ...................... 3,600 33,300
*#Shoney's, Inc. ...................... 16,600 178,450
Shopko Stores, Inc. ................. 19,400 220,675
Shoreline Financial Corp. ........... 1,000 19,188
*Shorewood Packaging Corp. ........... 7,700 108,763
*Show Biz Pizza Time, Inc. ........... 7,400 94,350
Showboat, Inc. ...................... 6,800 183,600
*Showscan Corp. ...................... 4,000 26,000
*#Shuffle Master, Inc. ................ 1,800 24,300
*Sierra Health Services, Inc. ........ 5,921 193,913
*Sierra On-Line, Inc. ................ 3,200 109,600
*Sierra Semiconductor Corp. .......... 13,600 249,900
Sierra Tahoe Bancorp ................ 200 2,288
*Sifco Industries, Inc. .............. 8,800 39,050
*Sight Resource Corp. ................ 1,000 7,500
*Sigma Designs, Inc. ................. 8,700 52,200
*Signal Apparel Co., Inc. Class A .... 4,200 26,250
*Signal Technology Corp. ............. 2,700 15,356
*Silicon Valley Bancshares ........... 4,200 93,450
*Siliconix, Inc. ..................... 4,000 157,500
*#Silver King Communications, Inc. .... 1,300 45,338
*Silverado Foods, Inc. ............... 1,100 3,713
Simmons First National Corp.
Class A ............................. 200 5,850
*Simmons Outdoor Corp. ............... 1,000 10,313
Simpson Industries, Inc. ............ 7,650 72,675
*Simula, Inc. ........................ 3,450 70,294
*Sinter Metals, Inc. Class A ......... 1,000 10,625
*Sirena Apparel Group, Inc. .......... 700 4,025
*Sithe Energies, Inc. ................ 22,500 143,438
Sizzler International, Inc. ......... 16,200 62,775
Skyline Corp. ....................... 3,400 63,750
Skywest, Inc. ....................... 5,100 70,444
*Sloane's Supermarkets, Inc. ......... 900 3,375
Smart & Final Food, Inc. ............ 12,150 233,888
Smith (A.O.) Corp. .................. 5,900 140,125
*Smith Environmental Technologies
Corp. ............................... 2,900 12,506
*Smithfield Foods, Inc. .............. 6,600 204,600
Snyder Oil Corp. .................... 12,100 140,663
*Sodak Gaming, Inc. .................. 3,000 58,500
*Sofamor/Danek Group, Inc. ........... 9,500 218,500
*Softdesk, Inc. ...................... 3,000 67,875
*Softech, Inc. ....................... 1,600 6,100
*Softnet Systems, Inc. (Private
Placement) .......................... 2,536 22,539
*Software Publishing Corp. ........... 5,000 16,875
55
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Software Spectrum, Inc. ............. 1,900 $ 37,644
*Somatix Therapies Corp. ............. 6,100 30,500
*Somatogen, Inc. ..................... 8,200 112,750
Somerset Group, Inc. ................ 200 3,550
*Sonic Corp. ......................... 6,000 129,750
*Sonic Solutions ..................... 1,500 11,156
*Sound Advice, Inc. .................. 1,900 3,800
South Jersey Industries, Inc. ....... 3,448 73,701
*#Southdown, Inc. ..................... 12,400 34,050
Southeastern Michigan Gas
Enterprises, Inc. ................... 2,371 42,085
Southern California Water Co. ....... 3,900 73,613
*Southern Electronics Corp. .......... 2,750 14,266
*Southern Energy Homes, Inc. ......... 3,750 67,031
#Southern Indiana Gas & Electric Co. 3,200 106,800
*Southern Union Co. .................. 5,990 143,011
*Southwall Technologies, Inc. ........ 3,500 14,438
Southwest Bancorp, Inc. ............. 1,500 26,250
Southwest Bancshares, Inc. DE ....... 900 24,638
Southwest Gas Corp. ................. 6,300 113,400
Southwest National Corp. ............ 200 6,800
Southwest Securities Group, Inc ..... 1,600 16,400
Southwest Water Co. ................. 1,000 9,313
Southwestern Energy Co. ............. 6,600 85,800
*Southwestern Life Corp. ............. 19,200 749
Sovereign Bancorp, Inc. ............. 19,307 203,930
*Spacelabs Medical, Inc. ............. 3,000 79,500
*Spaghetti Warehouse, Inc. ........... 3,400 16,575
Span-American Medical System, Inc. . 1,700 9,881
Spartan Motors, Inc. ................ 8,900 99,013
Spartech Corp. ...................... 5,600 37,800
*Sparton Corp. ....................... 7,700 31,763
*Spec's Music, Inc. .................. 5,300 11,925
*Special Devices, Inc. ............... 2,900 44,406
*Specialty Chemical Resources, Inc. .. 2,600 6,825
*Specialty Equipment Co., Inc. ....... 3,300 34,238
*Specialty Paperboard, Inc. .......... 1,600 20,200
*Spectran Corp. ...................... 3,200 17,200
*Spectranetics Corp. ................. 7,302 22,362
*Spectrian Corp. ..................... 1,500 35,438
*Spectrum Control, Inc. .............. 4,200 14,438
*Spectrum Holobyte, Inc. ............. 10,400 89,050
*Speizman Industries, Inc. ........... 1,800 5,288
*Spire Corp. ......................... 3,200 8,200
*Sport Chalet, Inc. .................. 1,400 3,675
Sport Supply Group, Inc. ............ 1,250 9,063
*#Sportmart, Inc. ..................... 1,300 10,238
*Sports & Recreation, Inc. ........... 9,900 69,300
*Sports Authority, Inc. .............. 200 4,225
*Spreckels Industries, Inc. Class A .. 1,200 16,725
*Staar Surgical Co. .................. 3,700 43,475
*Stac Electronics .................... 9,300 111,600
*Stacey's Buffet, Inc. ............... 3,700 2,197
*Staff Builders, Inc. ................ 8,300 24,900
Stage II Apparel Corp. .............. 1,700 5,100
*Standard Brands Paint Co. ........... 5,100 5,100
*Standard Commercial Corp. ........... 2,311 26,864
*Standard Management Corp. ........... 2,000 9,750
*Standard Microsystems Corp. ......... 8,800 181,500
Standard Motor Products, Inc.
Class A ............................. 3,900 58,500
Standard Pacific Corp. DE ........... 12,200 70,150
Standard Products Co. ............... 6,700 108,038
Standard Register Co. ............... 4,500 92,531
56
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Standex International Corp. ......... 4,400 $160,050
*Stanford Telecommunications, Inc. ... 6,900 128,513
*Stanley Furniture, Inc. ............. 200 1,650
Stant Corp. ......................... 10,000 90,000
*Starcraft Corp. ..................... 200 963
Starret Housing Corp. ............... 3,900 29,494
Starrett (L.S.) Co. Class A ......... 1,400 32,725
*Starsight Telecast, Inc. ............ 8,400 35,700
*Starter Corp. ....................... 5,300 35,775
State Auto Financial Corp. .......... 400 9,200
*State of the Art, Inc. .............. 5,200 52,650
*Station Casinos, Inc. ............... 200 3,000
*Steck-Vaughn Publishing Corp. ....... 1,000 7,250
Steel Technologies, Inc. ............ 3,100 27,125
*Steel of West Virginia, Inc. ........ 4,400 44,000
*Stein Mart, Inc. .................... 6,200 78,275
Stepan Co. .......................... 6,400 99,200
Stephan Co. ......................... 1,700 26,988
*Sterile Concepts Holdings, Inc. ..... 900 12,600
*Steris Corp. ........................ 7,000 284,375
Sterling Bancorp .................... 3,900 42,900
Sterling Bancshares ................. 200 3,450
*Sterling Chemicals, Inc. ............ 16,700 139,863
*Sterling Electronics Corp. .......... 4,800 80,400
*Sterling Financial Corp. WA ......... 220 2,970
*Stevens Graphics Corp. Class A ...... 4,000 27,750
Stewart Information Services Corp. .. 1,500 33,188
Stifel Financial Corp. .............. 1,600 9,400
*Stimsonite Corp. .................... 500 4,563
*Stokely USA, Inc. ................... 10,100 56,813
Stone & Webster, Inc. ............... 7,200 266,400
*Strategic Distribution, Inc. ........ 6,400 40,400
Strawbridge & Clothier Class A ...... 4,200 93,450
Stride Rite Corp. ................... 300 2,625
*Strouds, Inc. ....................... 1,700 6,853
*Structural Dynamics Research Corp. . 8,700 177,806
*Struthers Industries, Inc. .......... 2,100 4,594
*Stuart Entertainment, Inc. .......... 1,000 6,750
Student Loan Corp. .................. 5,600 198,100
Sturm Ruger & Co., Inc. ............. 8,500 248,625
*Submicron Systems Corp. ............. 4,600 46,575
*Sudbury, Inc. ....................... 3,200 25,200
Suffolk Bancorp ..................... 1,000 36,000
*Sugen, Inc. ......................... 1,700 18,488
*Sulcus Computer Corp. ............... 5,800 11,963
Sullivan Dental Products, Inc. ...... 5,800 53,288
Sumitomo Bank of California ......... 3,900 93,600
*Summa Four, Inc. .................... 1,300 19,825
*Summagraphics Corp. ................. 1,500 2,859
Summit Bancorp, Inc. WA ............. 3,378 97,751
*Summit Care Corp. ................... 1,400 31,500
Summit Family Restaurants, Inc. ..... 2,900 15,044
*Summit Technology, Inc. ............. 6,400 305,600
*Sun Coast Plastics, Inc. ............ 1,600 13,400
*Sun Sportswear, Inc. ................ 2,300 8,050
Sun Television and Appliances, Inc. . 8,600 48,375
*Sunair Electronics, Inc. ............ 3,000 7,500
*Sunbelt Company, Inc. ............... 200 1,575
*Sunbelt Nursery Group, Inc. ......... 2,600 7,963
*Suncoast Savings & Loan
Association FSA ..................... 800 5,088
*Sundance Homes, Inc. ................ 4,300 11,019
*Sunrise Bancorp CA .................. 1,300 3,331
*Sunrise Leasing Corp. ............... 1,700 5,313
57
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Sunrise Medical, Inc. ............... 7,200 $124,200
*#Sunshine Mining and Refining Co. .... 3,000 4,875
Super Food Services, Inc. ........... 7,300 93,075
*Superconductor Technologies, Inc. ... 1,200 5,925
*Supercuts, Inc. ..................... 6,800 56,950
Superior Surgical Manufacturing Co.,
Inc. ................................ 39,800 358,200
*Supertex, Inc. ...................... 31,300 324,738
*Suprema Specialties, Inc. ........... 1,000 5,000
*Supreme Industries, Inc. ............ 2,300 18,544
*Supreme International Corp. ......... 700 11,463
*Surgical Laser Technologies, Inc. ... 2,500 2,813
*Surgical Technologies, Inc. ......... 1,000 1,531
*Survival Technology, Inc. ........... 1,200 10,950
Susquehanna Bancshares, Inc. ........ 3,875 112,859
*Swift Energy Corp. .................. 6,820 74,168
*Swift Transportation, Inc. .......... 7,200 119,700
*Swing-n-Slide Corp. ................. 4,800 19,800
*Swisher International, Inc. ......... 200 900
*Sybron Chemicals, Inc. .............. 1,100 13,613
*Sylvan Foods Holdings, Inc. ......... 2,469 27,005
*Sylvan Learning Systems, Inc. ....... 1,800 43,650
*Symix Systems, Inc. ................. 1,000 11,125
*Symmetricom, Inc. ................... 9,800 147,000
*Syms Corp. .......................... 9,900 75,488
Synalloy Corp. DE ................... 14,400 297,900
*Synbiotics Corp. .................... 2,300 6,038
*Syncor International Corp. DE ....... 4,200 29,925
*Synetic, Inc. ....................... 7,100 186,375
*Syntellect, Inc. .................... 4,500 15,188
*#Syquest Technology, Inc. ............ 3,100 33,131
*Syratech Corp. ...................... 300 6,188
*Systemed, Inc. ...................... 17,976 105,609
*Systemix, Inc. ...................... 2,800 40,600
*#Systems & Computer Technology Corp. .. 16,700 308,950
*Systemsoft Corp. .................... 2,000 26,750
*T Cell Sciences, Inc. ............... 6,900 23,719
*T-HQ, Inc. .......................... 200 775
*TBC Corp. ........................... 8,950 63,769
TCBY Enterprises, Inc. .............. 7,900 33,575
*TCC Industries, Inc. ................ 1,100 2,750
*TCI International, Inc. ............. 1,600 14,800
*TCSI Corp. .......................... 3,800 66,263
*TFC Enterprises, Inc. ............... 3,200 22,200
*TII Industries, Inc. ................ 1,760 15,290
#TJ International, Inc. .............. 8,800 155,100
*TMBR/Sharp Drilling, Inc. ........... 1,300 10,969
TNP Enterprises, Inc. ............... 3,200 58,800
TNT Freightways Corp. ............... 6,600 129,525
*TPI Enterprises, Inc. ............... 6,100 20,969
TR Financial Corp. .................. 3,900 97,013
*TRC Companies, Inc. ................. 4,600 27,025
*TRM Copy Centers Corp. .............. 4,000 38,750
*TRO Learning, Inc. .................. 2,400 19,500
*TSF Communications Corp. ............ 2,400 30,300
TSI, Inc. MN ........................ 2,100 25,463
TSR, Inc. ........................... 200 1,175
*TSX Corp. ........................... 3,500 71,313
Tab Products Co. DE ................. 2,400 16,200
*Taco Cabana Inc. .................... 9,200 50,600
*Talley Industries, Inc. ............. 2,800 22,050
*Tandy Brand Accessories, Inc. ....... 2,100 14,438
*Tandy Crafts, Inc. .................. 5,600 42,000
*Tanknology Environmental, Inc. ...... 5,700 12,825
58
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Target Technologies, Inc. ........... 900 $ 6,694
*Target Therapeutics, Inc. ........... 1,400 109,725
*Targeted Genetics Corp. ............. 5,000 25,938
Tasty Baking Co. .................... 3,700 49,488
*Tatham Off-Shore, Inc. .............. 5,000 5,625
*Team, Inc. .......................... 2,300 5,463
*Tech Data Corp. ..................... 7,600 128,725
*Tech-Sym Corp. ...................... 2,700 80,663
Tech/Ops Sevcon, Inc. ............... 2,800 30,100
Technalysis Corp. ................... 500 6,188
*Techne Corp. ........................ 2,700 63,113
*Technical Communications Corp. ...... 1,000 8,750
Technitrol, Inc. .................... 4,200 81,900
*Technol Medical Products, Inc. ...... 6,000 105,375
*Technology Solutions Corp. .......... 5,000 85,000
*Tejas Gas Corp. ..................... 3,960 195,030
*Tejas Power Corp. ................... 5,200 41,600
Tejon Ranch Co. ..................... 9,100 133,088
*Tekelec ............................. 4,200 67,725
*Telco Systems, Inc. ................. 5,800 56,188
*Telebit Corp. ....................... 5,300 23,519
Telxon Corp. ........................ 4,700 110,450
*Temtex Industries, Inc. ............. 700 3,150
Tennant Co. ......................... 2,200 55,000
*#Terex Corp. ......................... 4,500 20,813
*Tesoro Petroleum Corp. .............. 9,800 82,075
*Tetra Tech, Inc. .................... 4,250 98,813
*Tetra Technologies, Inc. ............ 6,200 102,300
*Texas Biotechnology Corp. ........... 3,500 5,906
Texas Industries, Inc. .............. 7,700 394,625
*Texas Meridian Resources Corp. ...... 2,100 25,988
*Texfi Industries, Inc. .............. 3,800 10,925
*Thackeray Corp. ..................... 3,600 15,750
*Theragenics Corp. ................... 4,400 24,475
*#Theratech, Inc. UT .................. 3,000 55,875
*Theratx, Inc. ....................... 8,600 116,100
*Thermedics, Inc. .................... 12,900 282,188
*Thermo Fibertek, Inc. ............... 29,550 583,613
*Thermo Power Corp. .................. 7,600 104,500
*Thermo Process Systems, Inc. ........ 4,300 55,900
Thermo Remediation, Inc. ............ 2,100 29,400
*Thermo Voltek Corp. ................. 1,200 19,500
*Thermwood Corp. ..................... 1,000 2,313
Thiokol Corp. ....................... 7,400 250,675
*Thomas Group, Inc. .................. 1,800 27,000
Thomas Industries, Inc. ............. 1,900 38,713
Thomaston Mills, Inc. ............... 1,000 13,125
Thor Industries, Inc. ............... 4,000 66,500
Thorn Apple Valley, Inc. ............ 4,000 66,000
*Three-Five Systems, Inc. ............ 3,100 67,038
*#Timberland Co. Class A .............. 3,000 57,750
Timberline Software Corp. ........... 1,400 12,513
*Tipperary Corp. ..................... 4,500 19,125
*Titan Corp. ......................... 7,500 51,563
Titan Holdings, Inc. ................ 1,510 20,574
Titan Wheel International, Inc. ..... 6,400 109,600
Toastmaster, Inc. ................... 2,300 10,063
*#Todays Man, Inc. .................... 4,900 22,356
*Todd Shipyards Corp. ................ 4,200 25,200
Todd-AO Corp. Class A ............... 220 1,733
*Todhunter International, Inc.
(Private Placement) ................. 3,600 25,110
*Tokheim Corp. ....................... 3,100 20,538
*Tokos Medical Corp. ................. 5,300 43,063
59
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*#Toll Brothers, Inc. ................. 13,400 $242,875
Tompkins County Trust Co. ........... 220 6,243
*#Top Source Technologies, Inc. ....... 10,600 85,463
*Topps, Inc. ......................... 20,000 101,250
*Tops Appliance City, Inc. ........... 2,900 9,788
*Toreador Royalty Corp. .............. 1,500 3,750
Toro Co. ............................ 3,700 117,013
Tower Air, Inc. ..................... 9,000 62,438
*Tower Automotive, Inc. .............. 1,100 16,638
*Tracor, Inc. ........................ 2,700 40,500
*Tractor Supply Co. .................. 5,000 98,125
*Trak Auto Corp. ..................... 3,300 51,975
*Trans World Entertainment Corp. ..... 3,900 10,238
*TransNet Corp. ...................... 2,000 7,063
*Transaction Network Services, Inc. .. 500 12,063
*Transcend Services, Inc. ............ 200 975
*Transcisco Industries, Inc. ......... 1,100 3,163
*Transmation, Inc. ................... 1,000 6,125
Transmedia Network, Inc. ............ 5,650 57,913
Transport Financial Bancorp, Inc. ... 2,100 35,831
Transport Leasing International,
Inc. ................................ 1,700 6,269
Transtechnology Corp. ............... 3,000 36,000
*Transworld Bancorp .................. 200 2,875
*Travel Ports of America, Inc. ....... 1,500 4,313
Treadco, Inc. ....................... 3,000 17,625
Tredegar Industries, Inc. ........... 1,300 41,275
*Tremont Corp. DE .................... 4,700 78,138
*Trend-Lines, Inc. Class A ........... 600 7,050
#Trenwick Group, Inc. ................ 3,000 154,125
*Tri-Lite, Inc. ...................... 29 16
*Triad Guaranty, Inc. ................ 200 5,350
*Triad Systems Corp. ................. 4,500 25,031
*Triangle Pacific Corp. .............. 6,500 103,594
*Tricord Systems, Inc. ............... 5,200 15,925
*Trident Microsystems, Inc. .......... 2,300 81,075
*Tridex Corp. ........................ 1,500 11,719
*Trimark Holdings, Inc. .............. 1,700 12,325
*Trimble Navigation, Ltd. ............ 5,200 105,300
*Trimedyne, Inc. ..................... 3,800 10,450
*Trinitec Systems, Inc. Class A ...... 1,400 7,175
Trion, Inc. ......................... 2,300 11,788
*Triple S Plastics, Inc. ............. 700 4,725
*Tripos, Inc. ........................ 2,000 15,500
*Triquint Semiconductor, Inc. ........ 200 3,325
*Trism, Inc. ......................... 1,100 8,525
*Tristar Corp. ....................... 1,000 6,875
True North Communications, Inc. ..... 12,600 258,300
*Truevision, Inc. .................... 3,800 27,788
Trust Company of New Jersey ......... 7,700 102,506
Trustco Bank Corp. NY ............... 8,184 178,002
Tseng Laboratories, Inc. ............ 5,900 57,156
*Tuboscope Vetco International, Inc. . 8,400 49,350
*Tucker Drilling Co., Inc. ........... 500 3,844
*Tuesday Morning Corp. ............... 3,600 20,250
*Tultex Corp. ........................ 14,900 70,775
*Turner Corp. ........................ 2,600 24,050
Tuscarora Plastics, Inc. ............ 3,500 83,125
Twin Disc, Inc. ..................... 1,400 32,025
*Tyco Toys, Inc. ..................... 15,800 86,900
*Tyler Corp. ......................... 7,900 27,650
U.S. Bancorp, Inc. .................. 1,000 31,375
*UNC, Inc. ........................... 12,600 70,875
UNR Industries, Inc. ................ 18,300 163,556
*URS Corp. ........................... 5,000 34,375
*US Can Corp. ........................ 8,800 113,300
60
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*US Delivery Systems, Inc. ........... 1,200 $ 28,200
*US Servis, Inc. ..................... 2,500 10,938
*US Trust Corp. ...................... 2,900 137,750
*USA Truck, Inc. ..................... 1,900 21,256
*USData Corp. ........................ 3,450 64,688
*USMX, Inc. .......................... 5,900 11,063
*UST Corp. ........................... 7,900 117,513
USX-Delhi Group ..................... 5,000 51,250
*Ultimate Electronics, Inc. .......... 1,100 9,213
*Ultra Pacific, Inc. ................. 1,700 6,481
*Ultrak, Inc. ........................ 2,600 13,325
*Ultralife Batteries, Inc. ........... 3,000 65,250
Uni-Marts, Inc. ..................... 2,500 22,813
Unico American Corp. ................ 3,000 18,188
Unifirst Corp. ...................... 6,200 98,425
*Uniflex, Inc. ....................... 900 8,213
Uniforce Temporary Personnel, Inc. .. 2,700 25,988
*Unigene Laboratories, Inc. .......... 5,100 8,288
*Unilab Corp. ........................ 11,900 35,700
*Unimed, Inc. ........................ 2,800 18,550
*Union Corp. DE ...................... 3,900 66,300
*Union Switch & Signal, Inc. ......... 5,900 40,563
*#Uniphase Corp. ...................... 3,000 105,375
*Unique Mobility, Inc. ............... 4,000 16,000
*Uniroyal Technology Corp. ........... 5,200 16,900
*Unit Corp. .......................... 5,400 20,925
Unit Instruments, Inc. .............. 2,100 29,400
*United American Healthcare Corp. .... 3,700 39,313
United Bankshares, Inc. WV .......... 1,500 45,563
United Carolina Bancshares Corp. .... 6,300 235,463
United Cities Gas Co. ............... 4,950 82,913
*United Foods, Inc. Class A .......... 1,000 2,000
*United Guardian, Inc. ............... 1,000 2,250
United Illuminating Co. ............. 5,600 208,600
United Industrial Corp. ............. 5,300 25,175
*United Insurance Companies, Inc. .... 14,000 241,500
*United Meridian Corp. ............... 5,600 93,100
United National Bancorp ............. 212 6,996
*United Retail Group, Inc. ........... 5,500 26,125
*United States Alcohol Testing
America, Inc. ....................... 13,200 27,225
*#United States Bioscience, Inc. ...... 22,400 84,000
*United States Energy Corp. .......... 2,100 8,334
United States Facilities Corp. ...... 5,700 124,688
*#United States Filter Corp. .......... 6,000 132,000
*United States Home Corp. ............ 2,600 67,600
*United States Homecare Corp. ........ 3,800 9,500
*United States Long Distance Corp. ... 3,300 43,106
United Stationers, Inc. ............. 222 4,967
*United Video Satellite Group, Inc.
Class A ............................. 200 5,600
*United Waste Systems, Inc. .......... 2,400 96,300
United Water Resources, Inc. ........ 13,300 161,263
United Wisconsin Services, Inc. ..... 3,100 70,913
*Unitel Video, Inc. .................. 600 3,113
Unitil Corp. ........................ 200 4,050
Unitog Co. .......................... 1,500 36,938
*Unitrode Corp. ...................... 3,800 108,775
Univar Corp. ........................ 8,700 106,575
*Universal Electronics, Inc. ......... 2,700 19,575
Universal Forest Products, Inc. ..... 8,200 72,775
*Universal Health Services, Inc.
Class B ............................. 5,500 226,875
*Universal Hospital Services, Inc. ... 2,200 21,175
61
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Universal International, Inc. ....... 1,500 $ 7,500
*Universal Seismic Association, Inc. . 1,700 4,834
*Universal Standard Medical Labs,
Inc. ................................ 1,700 8,181
*Uno Restaurant Corp. ................ 7,000 48,125
Upper Peninsula Energy Corp. ........ 1,000 19,250
*Uranuim Resources, Inc. ............. 2,000 11,000
*Urban Outfitters, Inc. .............. 1,700 38,463
*#Uromed Corp. ........................ 10,000 100,625
*Utah Medical, Inc. .................. 3,000 44,063
*Utilx Corp. ......................... 2,900 6,163
*V Band Systems, Inc. ................ 1,000 1,469
*V Mark Software, Inc. ............... 1,538 10,189
*VTEL Corp. .......................... 4,000 79,750
VWR Scientific Products Corp. ....... 3,300 39,188
*Valence Technology, Inc. ............ 12,100 54,450
*Vallen Corp. ........................ 4,200 91,875
Valley Forge Corp. .................. 100 1,800
Valley Resources, Inc. .............. 1,500 15,938
Vallicorp Holdings, Inc. ............ 3,200 43,200
Valmont Industries, Inc. ............ 3,200 81,600
*Value City Department Stores, Inc. .. 12,800 86,400
Value Line, Inc. .................... 3,500 122,938
*Valuevision International, Inc.
Class A ............................. 10,800 60,075
*Vans, Inc. .......................... 5,000 36,406
*Varco International, Inc. ........... 13,400 122,275
*Vari L Co., Inc. .................... 500 6,750
*Variflex, Inc. ...................... 3,900 31,200
*Varitronic Systems, Inc. ............ 900 8,775
#Varlen Corp. ........................ 1,100 28,738
Varsity Spirit Corp. ................ 200 2,850
*Vaughn Communications, Inc. ......... 1,100 10,038
*Vectra Technologies, Inc. ........... 2,700 7,594
*#Ventritex, Inc. ..................... 5,000 108,438
*Ventura County National Bancorp ..... 2,564 9,615
Venture Stores, Inc. ................ 10,400 37,700
*Venturian Corp. ..................... 200 1,125
Vermont Financial Services Corp. .... 2,000 63,500
*Vermont Teddy Bear, Inc. ............ 200 800
Versa Technologies, Inc. ............ 1,100 15,675
*Versar, Inc. ........................ 600 2,138
*Vertex Communications Corp. ......... 1,600 24,800
*Vertex Pharmaceuticals, Inc. ........ 6,400 130,000
Vesta Insurance Group, Inc. ......... 1,800 80,550
*Veterinary Centers of America, Inc. . 1,400 21,350
*Vical, Inc. ......................... 7,000 65,188
*Vicorp Restaurants, Inc. ............ 3,100 35,456
Victoria Bankshares, Inc. ........... 2,000 65,500
*Video Display Corp. ................. 700 2,669
*Video Lottery Technologies, Inc. .... 1,400 5,600
*Videonics, Inc. ..................... 1,100 13,338
*Vie de France Corp. ................. 5,500 18,563
*Viewlogic Systems, Inc. ............. 3,900 43,144
Vintage Petroleum, Inc. ............. 6,200 127,100
Virco Manufacturing Corp. ........... 1,464 14,823
Virginia Beach Federal Financial
Corp. ............................... 2,000 15,875
Virginia First Financial Corp. ...... 400 4,350
*Vision Sciences, Inc. ............... 2,000 5,125
*Visx, Inc. DE ....................... 2,500 85,938
Vital Signs, Inc. ................... 4,000 80,500
*Vitalink Pharmacy Services, Inc. .... 1,000 19,063
*Vitesse Semiconductor, Inc. ......... 8,800 98,450
*Vitronics Corp. ..................... 3,000 7,500
*Volt Information Sciences, Inc. ..... 2,000 52,500
62
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
*Volunteer Capital Corp. ............. 1,800 $ 18,450
WD-40 Co. ........................... 2,000 80,000
*#WHX Corp. ........................... 20,300 223,300
WICOR, Inc. ......................... 8,500 261,375
WLR Foods, Inc. ..................... 8,700 141,375
*WMS Industries, Inc. ................ 9,600 176,400
*WPI Group, Inc. ..................... 2,300 7,475
*WRT Energy Corp. .................... 3,700 2,948
Wabash National Corp. ............... 5,000 140,000
Wackenhut Corp. Class A ............. 1,100 18,700
Wackenhut Corp. Class B Non-Voting ... 1,025 15,119
*Wahlco Environmental System, Inc. ... 5,400 10,800
*Wainoco Oil Corp. ................... 8,100 23,288
Walbro Corp. ........................ 6,000 118,500
*Walker Interactive Systems, Inc. .... 7,400 55,500
*#Wall Data, Inc. ..................... 1,900 29,688
*Wall Street Deli, Inc. .............. 1,500 10,500
Walshire Assurance Co. .............. 1,050 17,391
*Warner Insurance Services, Inc. ..... 5,300 7,288
*Warrantech Corp. .................... 5,200 26,650
Warren Bancorp, Inc. ................ 1,000 10,688
Washington Energy Co. ............... 9,400 172,725
*Washington Homes, Inc. .............. 2,400 12,000
Washington National Corp. ........... 7,300 180,675
Washington Savings Bank FSB
Waldorf, MD ........................ 1,100 6,050
*Washington Scientific Industries,
Inc. ................................ 1,000 4,250
#Waterhouse Investor Services, Inc. .. 6,250 123,438
Waters Instruments, Inc. ............ 200 863
Watkins-Johnson Co. ................. 4,900 222,338
Watsco, Inc. Class A ................ 900 14,850
Watts Industries, Inc. Class A ...... 8,600 176,300
*Waxman Industries, Inc. ............. 1,800 1,463
Webb (Del) Corp. .................... 6,700 135,675
Webster Financial Corp. ............. 1,184 30,636
*Wedco Technology, Inc. .............. 1,155 13,138
*Weirton Steel Corp. ................. 16,700 73,063
*Weitek Corp. ........................ 6,000 20,625
*Welcome Home, Inc. .................. 1,000 2,469
*Wellcare Management Group, Inc. ..... 1,000 21,125
*Wells-Gardner Electronics Corp. ..... 1,600 6,000
Werner Enterprises, Inc. ............ 5,200 109,850
Wesbanco, Inc. ...................... 1,000 27,125
West Coast Bancorp .................. 990 16,706
West, Inc. .......................... 9,900 237,600
Westamerica Bancorporation .......... 4,800 196,200
*Westbridge Capital Corp. ............ 1,100 6,600
Westco Bancorp, Inc. ................ 800 21,900
Westcorp, Inc. ...................... 17,330 337,935
*Westcott Communications, Inc. ....... 5,800 81,925
Westerfed Financial Corp. ........... 900 14,288
Western Bank Coos Bay, OR ........... 1,259 23,449
*Western Beef, Inc. .................. 2,700 15,863
Western Gas Resources, Inc. ......... 6,100 99,125
*Western Micro Technology, Inc. ...... 1,000 5,688
*Western Publishing Group, Inc. ...... 6,400 57,200
*Western Waste Industries ............ 10,400 191,100
*Western Water Co. ................... 800 20,700
*Westmoreland Coal Co. ............... 3,800 9,500
*Weston (Roy F.), Inc. Class A ....... 3,000 16,875
Westwood One, Inc. .................. 13,800 194,063
*Wet Seal, Inc. Class A .............. 1,700 14,556
*Whitehall Corp. ..................... 200 7,025
63
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
------ ------
Whitney Holdings Corp. .............. 6,600 $203,775
*Whittaker Corp. ..................... 1,700 30,175
*Whole Foods Market, Inc. ............ 7,800 113,100
*Wholesome & Hearty Foods, Inc. ...... 2,100 19,163
Wiley (John) & Sons, Inc. Class A ... 400 13,000
*Williams Clayton Energy, Inc. ....... 2,300 5,463
*Williams Controls, Inc. ............. 6,700 18,634
*Williams-Sonoma, Inc. ............... 7,625 151,547
Wilshire Oil Co. of Texas ........... 3,975 23,850
*Wind River Systems, Inc. ............ 1,700 49,194
#Windmere Corp. ...................... 7,400 44,400
Winnebago Industries, Inc. .......... 8,300 64,325
*Winstar Communications, Inc. ........ 6,200 86,800
Winthrop Resources Corp. ............ 1,600 26,900
Wireless Telecom Group, Inc. ........ 1,650 28,463
*#Wisconsin Pharmacal Co. ............. 2,100 8,138
Wiser Oil Co. ....................... 2,300 28,750
Wolohan Lumber Co. .................. 2,200 19,663
*Wolverine Tube, Inc. ................ 3,600 121,950
Wolverine World Wide, Inc. .......... 4,975 156,713
*Wonderware Corp. .................... 3,000 79,125
Woodhead Industries, Inc. ........... 2,100 33,469
Workingmens Capital Holdings, Inc. .. 200 3,500
*World Acceptance Corp. .............. 12,300 146,063
World Fuel Services Corp. ........... 4,704 67,032
*Worldcorp, Inc. ..................... 12,200 122,000
*Worldtex, Inc. ...................... 8,800 49,500
Worthington Foods, Inc. ............. 1,500 24,000
Wyle Laboratories, Inc. ............. 3,200 126,000
*Wyman-Gordon Co. .................... 13,900 205,894
Wynns International, Inc. ........... 4,750 136,563
X-Rite, Inc. ........................ 6,400 95,200
*Xicor, Inc. ......................... 5,400 41,344
*#Xircom, Inc. ........................ 6,700 83,331
*#Xoma Corp. .......................... 9,000 19,406
*Xpedite Systems, Inc. ............... 1,300 18,850
*Xylogics, Inc. ...................... 2,000 141,000
*Xytronyx, Inc. ...................... 1,100 1,788
Yankee Energy Systems, Inc. ......... 4,700 108,688
*Yellow Corp. ........................ 6,000 71,625
*Yes Clothing Co. .................... 1,500 3,188
York Financial Corp. ................ 1,210 20,116
*York Research Corp. ................. 5,000 28,906
*Younkers, Inc. ...................... 2,500 63,125
*Youth Services International, Inc. .. 2,000 30,625
*Zale Corp. .......................... 14,000 232,750
*Zemex Corp. ......................... 1,428 12,317
*#Zenith Electronics Corp. ............ 18,000 139,500
Zenith National Insurance Corp. ..... 8,500 188,063
Zero Corp. .......................... 4,800 76,200
*Zing Technologies, Inc. ............. 1,500 22,875
*#Zitel Corp. ......................... 3,000 33,188
*Zoll Medical Corp. .................. 1,800 16,200
*Zoltek Companies, Inc. .............. 300 4,219
Zurn Industries, Inc. ............... 7,800 191,100
*Zycad Corp. ......................... 5,800 36,975
*Zygo Corp. .......................... 750 21,563
*Zytec Corp. ......................... 800 7,300
-------------
TOTAL COMMON STOCKS
(Cost $182,185,010) .................. 220,940,925
-------------
PREFERRED STOCKS -- (0.0%)
Phoenix Duff & Phelps Corp. Class A
(Cost $25,085) ...................... 770 19,250
-------------
RIGHTS/WARRANTS -- (0.0%)
*Advanced NMR Systems, Inc. Warrants
08/30/00 ............................ 696 0
*American Satellite Network, Inc.
Warrants 06/30/99 .................. 2,525 0
*BJ Services Co. Warrants 01/15/15 .. 1,020 4,973
*Envoy Corp. Contingent Payment
Rights ............................. 2,000 0
*Jamesway Corp. Warrants 01/28/10 .. 559 56
</TABLE>
64
<PAGE>
<TABLE>
<CAPTION>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
Shares Value+
-------- ------------
<S> <C> <C>
*Krug International Corp. Warrants 01/31/98 ............................................. 169 $ 42
*Millicom, Inc. Contingent Value Rights ................................................. 10,100 0
*Sound Advice, Inc. Warrants 06/14/99 ................................................... 478 0
*Statesman Group, Inc. Contingent Payment Rights ........................................ 9,765 0
------------
TOTAL RIGHTS/WARRANTS (Cost $5,704) ...................................................... 5,071
------------
Face
Amount
--------
(000)
TEMPORARY CASH INVESTMENTS -- (0.4%)
Repurchase Agreement, PNC Securities Corp. 5.65%, 12/01/95 (Collateralized by U.S.
Treasury Notes 6.125%, 05/31/97) (Cost $780,000) ...................................... $ 780 780,000
------------
TOTAL INVESTMENTS -- (99.9%) (Cost $182,995,799) ......................................... 221,745,246
------------
</TABLE>
<TABLE>
<CAPTION>
<S> <C>
OTHER ASSETS AND LIABILITIES -- (0.1%)
Other Assets ........................................................................... 298,883
Liabilities ............................................................................ (60,281)
--------------
238,602
--------------
NET ASSETS -- (100.0%) Applicable to 19,710,548 Outstanding $.01 Par Value Shares
(Unlimited Number of Shares Authorized) ................................................. $221,983,848
===============
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE ................................. $ 11.26
===============
</TABLE>
- ------
+See Note B to Financial Statements.
*Non-Income Producing Securities
#Securities on Loan
See accompanying Notes to Financial Statements
65
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENT OF OPERATIONS
FOR THE YEAR ENDED NOVEMBER 30, 1995
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
<S> <C>
Investment Income
Dividends ............................................................. $ 2,197
Interest .............................................................. 331
Income from Securities Lending ........................................ 8
--------
Total Investment Income ............................................... 2,536
--------
Expenses
Investment Advisory Services .......................................... 57
Accounting & Transfer Agent Fees ...................................... 150
Custodian's Fee ....................................................... 36
Legal Fees ............................................................ 4
Audit Fees ............................................................ 5
Shareholders' Reports ................................................. 5
Trustees' Fees and Expenses ........................................... 1
Other ................................................................. 24
--------
Total Expenses ....................................................... 282
--------
Net Investment Income ................................................... 2,254
--------
Net Realized and Unrealized Gain (Loss) on Investments
Net Realized Gain on Investment Securities .............................. 16,628
Change in Unrealized Appreciation (Depreciation) of Investment Securities 29,313
--------
Net Gain on Investment Securities ..................................... 45,941
--------
Net Increase in Net Assets Resulting from Operations .................... $48,195
========
</TABLE>
See accompanying Notes to Financial Statements
66
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENTS OF CHANGES IN NET ASSETS
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
Year Ended Year Ended
Nov. 30, Nov. 30,
1995 1994
------------ ------------
<S> <C> <C>
Increase (Decrease) in Net Assets
Operations:
Net Investment Income ................................................. $ 2,254 $ 1,709
Net Realized Gain on Investment Securities ............................ 16,628 10,407
Change in Unrealized Appreciation (Depreciation) of Investment
Securities ......................................................... 29,313 (10,836)
-------- --------
Net Increase in Net Assets Resulting from Operations .................. 48,195 1,280
-------- --------
Distributions From:
Net Investment Income ................................................. (2,197) (1,700)
Net Realized Gains .................................................... (12,660) (12,200)
-------- --------
Total Distributions .................................................. (14,857) (13,900)
-------- --------
Capital Share Transactions (1):
Shares Issued ......................................................... 44,394 30,430
Shares Issued in Lieu of Cash Distributions ........................... 12,291 12,416
Shares Redeemed ....................................................... (11,669) (48,521)
-------- --------
Net Increase (Decrease) From Capital Share Transactions ............ 45,016 (5,675)
-------- --------
Total Increase (Decrease) ............................................. 78,354 (18,295)
Net Assets ..............................................................
Beginning of Period ................................................... 143,630 161,925
-------- --------
End of Period ......................................................... $221,984 $143,630
======== ========
(1) Shares Issued and Redeemed:
Shares Issued ......................................................... 4,479 3,052
Shares Issued in Lieu of Cash Distributions ........................... 1,283 1,284
Shares Redeemed ....................................................... (1,104) (4,868)
-------- --------
4,658 (532)
======== ========
</TABLE>
See accompanying Notes to Financial Statements
67
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
FINANCIAL HIGHLIGHTS
(FOR A SHARE OUTSTANDING THROUGHOUT EACH PERIOD)
<TABLE>
<CAPTION>
Year Ended Year Ended Feb. 3 to
Nov. 30, Nov. 30, Nov. 30,
1995 1994 1993
------------ ------------ -----------
<S> <C> <C> <C>
Net Asset Value, Beginning of Period ..................... $ 9.54 $ 10.39 $ 10.00
-------- -------- --------
Income from Investment Operations ........................
- --------------------------------
Net Investment Income .................................. 0.12 0.12 0.10
Net Gains (Losses) on Securities (Realized and
Unrealized) ......................................... 2.50 (0.07) 0.54
-------- -------- --------
Total from Investment Operations ....................... 2.62 0.05 0.64
-------- -------- --------
Less Distributions
- ----------------------------
Net Investment Income .................................. (0.12) (0.11) (0.10)
Net Realized Gains ..................................... (0.78) (0.79) (0.15)
-------- -------- --------
Total Distributions .................................... (0.90) (0.90) (0.25)
-------- -------- --------
Net Asset Value, End of Period ........................... $ 11.26 $ 9.54 $ 10.39
======== ======== ========
Total Return ............................................. 29.19% 0.59% 6.35%#
Net Assets, End of Period (thousands) .................... $221,984 $143,630 $161,925
Ratio of Expenses to Average Net Assets .................. 0.15% 0.17% 0.17%*
Ratio of Net Investment Income to Average Net Assets ..... 1.18% 1.11% 1.18%*
Portfolio Turnover Rate .................................. 21.16% 27.65% 32.88%*
</TABLE>
- ------
*Annualized
#Non-Annualized
See accompanying Notes to Financial Statements
68
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
NOTES TO FINANCIAL STATEMENTS
A. ORGANIZATION:
The DFA Investment Trust Company (the "Trust") is an open-end management
investment company registered under the Investment Company Act of 1940. At
November 30, 1995, The Trust consisted of seven investment portfolios: The
U.S. 6-10 Small Company Series, The U.S. Large Company Series, The U.S. Small
Cap Value Series, The U.S. Large Cap Value Series, The DFA One-Year Fixed
Income Series, The DFA International Value Series and The Emerging Markets
Series. These financial statements relate solely to The U.S. 6-10 Small
Company Series (the "Series").
In February 1993, The U.S. 6-10 Small Company Portfolio of DFA Investment
Dimensions Group Inc. (the "Fund"), transferred its investable assets for
shares with equal values of a corresponding Series of the Trust (the
"Exchange"). 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 November 30, 1995.
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 attribute to a Series
are directly charged. Common expenses are allocated using methods determined
by the Board of Directors.
C. INVESTMENT ADVISOR:
Dimensional Fund Advisors Inc. (the "Advisor") provides investment
advisory services to the Series. For the period ended November 30, 1995, the
Series' advisory fees were computed daily and paid monthly to the Advisor
based on an effective annual rate of .03 of 1%.
69
<PAGE>
Certain officers of the Series are also officers, directors and
shareholders of the Advisor.
D. PURCHASES AND SALES OF SECURITIES:
For the year ended November 30, 1995, the Series made the following
purchases and sales of investment securities other than U.S. Government
Securities (amounts in thousands):
Purchases ...................................... $158,073
Sales ......................................... 39,798
E. INVESTMENT TRANSACTIONS:
At November 30, 1995, 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................... $ 60,814
Gross Unrealized Depreciation................... (22,065)
---------
Net ........................................... $ 38,749
=========
F. COMPONENTS OF NET ASSETS:
At November 30, 1995, net assets consisted of (amounts in thousands):
Paid-In Capital ............................... $170,932
Undistributed Net Investment Income ........... 119
Undistributed Net Realized Gain ............... 12,184
Unrealized Appreciation of Investment Securities 38,749
---------
$221,984
=========
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. The market value of securities on loan to brokers from
the Series is $16,594,501 and the related collateral cash indemnification
received is $17,156,440 at November 30, 1995.
70
<PAGE>
REPORT OF INDEPENDENT ACCOUNTANTS
TO THE SHAREHOLDERS AND BOARD OF TRUSTEES OF
THE DFA INVESTMENT TRUST COMPANY:
We have audited the accompanying statement of net assets of The DFA
Investment Trust Company, The U.S. 6-10 Small Company Series as of November
30, 1995, and the related statement of operations for the year then ended and
the statements of changes in net assets for each of the two years in the
period then ended, and the financial highlights for each of the periods
presented. These financial statements and financial highlights are the
responsibility of the Fund's management. Our responsibility is to express an
opinion on these financial statements and financial highlights based on our
audits.
We conducted our audits in accordance with generally accepted auditing
standards. Those standards require that we plan and perform the audit to
obtain reasonable assurance about whether the financial statements and
financial highlights are free of material misstatement. An audit includes
examining, on a test basis, evidence supporting the amounts and disclosures
in the financial statements. Our procedures included confirmation of
investments owned as of November 30, 1995, by correspondence with the
custodian. An audit also includes assessing the accounting principles used
and significant estimates made by management, as well as evaluating the
overall financial statement presentation. We believe that our audits provide
a reasonable basis for our opinion.
In our opinion, the financial statements and financial highlights referred to
above present fairly, in all material respects, the financial position of The
DFA Investment Trust Company, The U.S. 6-10 Small Company Series, as of
November 30, 1995, and the results of its operations for the year then ended
and the changes in its net assets for each of the two years in the period
then ended, and its financial highlights for each of the periods presented,
in conformity with generally accepted accounting principles.
COOPERS & LYBRAND L.L.P.
2400 Eleven Penn Center
Philadelphia, Pennsylvania
January 19, 1996
71
