<PAGE>
================================================================================
DIMENSIONAL INVESTMENT GROUP INC.
The DFA 6-10 Institutional PORTFOLIO
ANNUAL REPORT
Year Ended November 30, 1996
================================================================================
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
ANNUAL REPORT
TABLE OF CONTENTS
Page
-------
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 ................................. 6-7
Report of Independent Accountants ............................. 8
The DFA Investment Trust Company -- The U.S. 6-10 Small Company
Series
Performance Chart ............................................. 9
Statement of Net Assets ....................................... 10-37
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
This report is submitted for the information of the Fund's shareholders. It
is not authorized for distribution to prospective investors unless preceded
or accompanied by an effective prospectus.
i
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
PERFORMANCE CHART
DFA 6-10 Institutional Portfolio vs.
CRSP 6-10 Index
June 1993-November 1996
The following reflects the growth of a $10,000 investment.
DFA 6-10
Institutional
Portfolio CRSP 6-10 Index
------------- ---------------
5/31/93 10000 10000
6/30/93 9921 10038
7/30/93 9989.4549 10157.4522
8/30/93 10314.11218 10625.71075
9/30/93 10589.49898 10931.73122
10/30/93 10805.52476 11269.52171
11/30/93 10606.7031 10922.42044
12/30/93 10900.50878 11253.36978
1/30/94 11243.87481 11641.61104
2/28/94 11152.79942 11572.92553
3/30/94 10617.46505 10942.20109
4/30/94 10637.63823 10898.43229
5/30/94 10587.64133 10800.3464
6/30/94 10284.83479 10520.61743
7/30/94 10436.02186 10702.62411
8/30/94 10930.6893 11314.81421
9/30/94 10990.80809 11355.54754
10/30/94 11031.47408 11344.19199
11/30/94 10660.81655 10905.17176
12/30/94 10788.74635 11048.02951
1/30/95 10862.10982 11066.81116
2/28/95 11217.30081 11470.74977
3/30/95 11437.15991 11715.07674
4/30/95 11813.44247 12020.84024
5/30/95 12043.8046 12234.8112
6/30/95 12660.44739 12912.61974
7/30/95 13444.12909 13736.44488
8/30/95 13840.7309 14092.2188
9/30/95 14081.55961 14393.79228
10/30/95 13360.58376 13659.70887
11/30/95 13761.40127 14144.62854
12/30/95 14080.66578 14455.81037
1/30/96 14125.72391 14551.21871
2/29/96 14597.52309 15043.04991
3/30/96 14923.04786 15383.02284
4/30/96 15921.39976 16539.82615
5/30/96 16739.75971 17338.69976
6/30/96 15976.42667 16554.99053
7/30/96 14651.98089 15026.9649
8/30/96 15516.44777 15909.04774
9/30/96 15999.00929 16532.68241
10/30/96 15775.02316 16218.56145
11/30/96 16380.78405 16722.95871
<PAGE>
Annualized One From
Total Return(%) Year June 1993
- ----------------------------------------------------------------------------
19.03 15.14
* The portfolio seeks to capture premium 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 1996 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, 1996
(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 (876,524 Shares, Cost $8,451) at Value ................................... $ 11,007
Prepaid Expenses and Other Assets ................................................. 2
---------
Total Assets ............................................................ 11,009
---------
LIABILITIES:
Accrued Expenses .................................................................. 19
---------
Net Assets ........................................................................ $ 10,990
=========
SHARES OUTSTANDING, $.01 PAR VALUE (Authorized 100,000,000) ....................... 752,629
=========
Net Asset Value, Offering and Redemption Price Per Share .......................... $ 14.60
=========
NET ASSETS CONSIST OF:
Paid-In Capital ................................................................... $ 4,798
Undistributed Net Investment Income ............................................... 83
Undistributed Net Realized Gain ................................................... 3,553
Unrealized Appreciation of Investment Securities .................................. 2,556
---------
Total Net Assets ........................................................ $ 10,990
=========
</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, 1996
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
<S> <C>
Investment Income
Income Distributions Received ........................................ $ 129
-------
Expenses
Administrative Services .............................................. 17
Accounting & Transfer Agent Fees ..................................... 16
Legal Fees ........................................................... 9
Audit Fees ........................................................... 1
Filing Fees .......................................................... 4
Shareholders' Report ................................................. 5
Directors' Fees and Expenses ......................................... 5
Other ................................................................ 3
-------
Total Expenses .................................................. 60
Less: Fees Waived and Expenses Reimbursed ............................ (45)
-------
Net Expenses ........................................................... 15
-------
Net Investment Income .................................................. 114
-------
Net Realized and Unrealized Gain (Loss) on Investments
Capital Gain Distributions Received .................................... 1,191
Net Realized Gain on Investment Securities ............................. 2,384
Change in Unrealized Appreciation (Depreciation) of Investment
Securities ........................................................... 26
-------
Net Gain on Investment Securities ...................................... 3,601
-------
Net Increase in Net Assets Resulting from Operations ................... $3,715
=======
</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 Year
Ended Ended
Nov. 30, Nov. 30,
1996 1995
---------- ----------
<S> <C> <C>
Increase (Decrease) in Net Assets
Operations:
Net Investment Income ................................................ $ 114 $ 202
Capital Gain Distributions Received .................................. 1,191 422
Net Realized Gain on Investment Securities ........................... 2,384 854
Change in Unrealized Appreciation (Depreciation) of Investment
Securities ........................................................ 26 3,011
---------- ----------
Net Increase in Net Assets Resulting from Operations .............. 3,715 4,489
---------- ----------
Distributions From:
Net Investment Income ................................................ (32) (202)
Net Realized Gains ................................................... (873) (532)
---------- ----------
Total Distributions ............................................... (905) (734)
---------- ----------
Capital Share Transactions (1):
Shares Issued ........................................................ 4,975 2,138
Shares Issued in Lieu of Cash Distributions .......................... 880 294
Shares Redeemed ...................................................... (18,867) (65)
---------- ----------
Net Increase (Decrease) From Capital Share Transactions ........... (13,012) 2,367
---------- ----------
Total Increase (Decrease) .............................................. (10,202) 6,122
Net Assets
Beginning of Period .................................................. 21,192 15,070
---------- ----------
End of Period ........................................................ $ 10,990 $21,192
========== ==========
(1) Shares Issued and Redeemed:
Shares Issued ........................................................ 374 173
Shares Issued in Lieu of Cash Distributions .......................... 70 25
Shares Redeemed ...................................................... (1,348) (6)
---------- ----------
(904) 192
========== ==========
</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 Year Year May 4
Ended Ended Ended to
Nov. 30, Nov. 30, Nov. 30, Nov. 30,
1996 1995 1994 1993
---------- ---------- ---------- -----------
<S> <C> <C> <C> <C>
Net Asset Value, Beginning of Period ........ $ 12.79 $ 10.29 $ 10.61 $ 10.00
---------- ---------- ---------- -----------
Income from Investment Operations
Net Investment Income ..................... 0.13 0.13 0.13 0.10
Net Gains (Losses) on Securities (Realized
and Unrealized) ........................ 2.22 2.84 (0.08) 0.68
---------- ---------- ---------- -----------
Total from Investment Operations ..... 2.35 2.97 0.05 0.78
---------- ---------- ---------- -----------
Less Distributions
Net Investment Income ..................... (0.02) (0.13) (0.21) (0.02)
Net Realized Gains ........................ (0.52) (0.34) (0.16) (0.15)
---------- ---------- ---------- -----------
Total Distributions .................. (0.54) (0.47) (0.37) (0.17)
---------- ---------- ---------- -----------
Net Asset Value, End of Period .............. $ 14.60 $ 12.79 $ 10.29 $ 10.61
========== ========== ========== ===========
Total Return ................................ 19.04% 29.08% 0.53% 7.78%#
Net Assets, End of Period (thousands) ....... $10,990 $21,192 $15,070 $1,801
Ratio of Expenses to Average Net Assets (1) . 0.20%(a) 0.20%(a) 0.20%(a) 0.20%*(a)
Ratio of Net Investment Income to Average Net
Assets .................................... 0.47%(a) 1.12%(a) 1.93%(a) 1.90%*(a)
Portfolio Turnover Rate ..................... N/A N/A N/A N/A
Average Commission Rate ..................... N/A N/A N/A N/A
</TABLE>
- ------
* Annualized
# Non-Annualized
(1) Represents the combined ratio for the Portfolio and its respective pro-rata
share of its Master Fund Series.
(a) Had certain waivers and reimbursements not been in effect, the ratios of
expenses to average net assets for the periods ended November 30, 1996,
1995, 1994 and 1993 would have been 0.38%, 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, 1996, 1995, 1994 and 1993 would
have been 0.28%, 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, 1996, Dimensional Investment Group Inc. (the "Fund")
consisted of eleven portfolios, The DFA 6-10 Institutional Portfolio, U.S.
Small Cap Value Portfolio II, U.S. Large Cap Value Portfolio II, U.S. Large
Cap Value Portfolio III, RWB/DFA U.S. High Book to Market Portfolio, The DFA
International Value Portfolio, DFA International Value Portfolio II, DFA
International Value Portfolio III, DFA One-Year Fixed Income Portfolio II,
RWB/DFA Two-Year Corporate Fixed Income Portfolio, and RWB/DFA Two-Year
Government Portfolio (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, 1996, the Portfolio owned 4% 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. The preparation of financial statements in accordance with generally
accepted accounting principles may require management to make estimates and
assumptions that affect the reported amounts and disclosures in the financial
statements. Actual results could differ from those estimates.
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.
6
<PAGE>
C. INVESTMENT ADVISOR:
Dimensional Fund Advisors Inc. (the "Advisor") provides administrative
services to the Portfolio, including supervision of services provided by
others, providing information to the shareholders and to the Board of
Directors, and other administrative services. The Advisor provides investment
advisory services to the Series. For the year ended November 30, 1996, the
Portfolio's administrative fees were computed daily and paid monthly to the
Advisor based on an effective annual rate of 0.07 of 1%.
Certain officers of the Portfolio are also officers, directors and
shareholders of the Advisor.
The Advisor has agreed to waive its fees and reimburse the Portfolio to
the extent necessary to keep the annual combined expenses of the Portfolio
and its respective Master Fund to not more than 0.20% of average daily net
assets.
D. INVESTMENTS:
At November 30, 1996, gross unrealized appreciation and depreciation for
financial reporting and federal income tax purposes of investment securities
was as follows (amounts in thousands):
Gross Unrealized Appreciation ................. $2,556
Gross Unrealized Depreciation ................. --
-------
Net .......................................... $2,556
=======
E. LINE OF CREDIT
In July, 1996, the Fund, together with other DFA-advised portfolios, entered
into a $50 million unsecured line of credit with its domestic custodian bank.
Each portfolio is permitted to borrow between 25% and 33 1/3% of its net assets
as determined by its investment policies, up to a maximum of $50 million per
portfolio. Borrowings under the line are charged interest at the current
overnight federal funds rate plus a variable rate determined at the date of
borrowing. Each portfolio is individually, and not jointly liable for its
particular advances under the line. There is no commitment fee on the unused
portion of the line of credit. There were no borrowings under the line of credit
by the Portfolio during the year ended November 30, 1996.
7
<PAGE>
REPORT OF INDEPENDENT ACCOUNTANTS
To the Shareholders and Board of Directors of
Dimensional Investment Group Inc.:
We have audited the accompanying statement of assets and liabilities of the
Dimensional Investment Group Inc., The DFA 6-10 Institutional Portfolio, as
of November 30, 1996, and the related statement of operations for the year
then ended, 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, 1996, 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, 1996, and the results of its operations for the year then
ended, 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 17, 1997
8
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
PERFORMANCE CHART
U.S. 6-10 Small Company Series vs.
CRSP 6-10 Index
March 1993-November 1996
The following reflects the growth of a $10,000 investment.
U.S. 6-10
Small Company
Series CRSP 6-10 Index
------------- ---------------
2/28/93 10000 10000
3/31/93 10237 10313
4/30/93 9927.8426 10001.5474
5/31/93 10329.92023 10457.61796
6/30/93 10288.60054 10497.35691
7/31/93 10370.90935 10622.27546
8/31/93 10721.44608 11111.96236
9/30/93 11009.85298 11431.98687
10/31/93 11247.66581 11785.23527
11/30/93 10974.34753 11422.25002
12/31/93 11289.3113 11768.3442
1/31/94 11639.27995 12174.35207
2/28/94 11548.49357 12102.52339
3/31/94 10995.32073 11442.93587
4/30/94 11018.4109 11397.16412
5/31/94 10962.21701 11294.58965
6/30/94 10646.50516 11002.05978
7/31/94 10804.07343 11192.39541
8/31/94 11322.66896 11832.60043
9/30/94 11379.2823 11875.19779
10/31/94 11424.79943 11863.32259
11/30/94 11038.64121 11404.21201
12/31/94 11177.72809 11553.60718
1/31/95 11251.5011 11573.24832
2/28/95 11620.55033 11995.67188
3/31/95 11841.34079 12251.17969
4/30/95 12234.4733 12570.93548
5/31/95 12480.38622 12794.69813
6/30/95 13119.38199 13503.52441
7/31/95 13931.47173 14365.04927
8/31/95 14336.87756 14737.10404
9/30/95 14594.94136 15052.47807
10/31/95 13844.76137 14284.80169
11/30/95 14258.71974 14791.91215
12/31/95 14598.07727 15117.33421
1/31/96 14638.95188 15217.10862
2/29/96 15135.21235 15731.44689
3/31/96 15469.70055 16086.97759
4/30/96 16501.52957 17296.71831
5/31/96 17359.60911 18132.1498
6/30/96 16568.01093 17312.57663
7/31/96 15187.89562 15714.62581
8/31/96 16085.50025 16637.07434
9/30/96 16595.41061 17289.24765
10/31/96 16354.77716 16960.75195
11/30/96 16992.61347 17488.23133
<PAGE>
Annualized One From
Total Return(%) Year March 1993
- ----------------------------------------------------------------------------
19.17 15.19
* The portfolio seeks to capture premium returns and diversification benefits
by investing in a broad cross-section of small companies on a market
cap-weighted basis. The U.S. 6-10 Small Company Series provides access to
publicly traded U.S. Small Companies with market capitalization of
approximately $500 million or less.
* This portfolio's returns in fiscal 1996 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.
9
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
STATEMENT OF NET ASSETS
THE U.S. 6-10 SMALL COMPANY SERIES
NOVEMBER 30, 1996
Shares Value+
-------- ----------
COMMON STOCKS - (99.3%)
*3 D Systems Corp. ................... 6,700 $ 67,838
*3D0 Co. ............................. 13,000 84,906
*4 Health, Inc. ...................... 500 2,813
*AAON, Inc. .......................... 4,400 23,100
AAR Corp. ........................... 8,800 262,900
ABC Bancorp ......................... 1,300 22,588
*ABC Rail Products Corp. ............. 4,000 78,500
ABM Industries, Inc. ................ 7,700 132,825
*ABT Building Products Corp. ......... 5,000 118,125
*ACC Corp. ........................... 6,050 180,744
*ACT Manufacturing, Inc. ............. 4,300 105,619
*ACX Technologies, Inc. .............. 15,000 273,750
ADAC Laboratories ................... 11,466 251,535
*AEP Industries, Inc. ................ 3,000 151,875
*AER Energy Resources, Inc. .......... 12,300 46,894
*AFC Cable Systems, Inc. ............. 2,500 50,000
*AG Services America, Inc. ........... 2,800 38,325
*#AMC Entertainment, Inc. ............. 2,600 50,050
APL, Ltd. ........................... 10,300 247,200
*APS Holding Corp. Class A ........... 6,900 132,825
*ARI Network Services, Inc. .......... 6,800 17,000
*ARV Assisted Living, Inc. ........... 4,000 41,250
*AST Research, Inc. .................. 26,713 117,704
*ATC Group Services, Inc. ............ 3,900 41,194
*ATS Medical, Inc. ................... 7,500 56,250
*AW Computer Systems, Inc.
Class A ............................. 2,400 2,887
Aames Financial Corp. ............... 7,900 338,713
Aaron Rents, Inc. Class A ........... 4,800 69,600
Aaron Rents, Inc. Class B ........... 14,400 204,300
*Aasche Transportation Services, Inc... 1,300 4,794
*Abaxis, Inc. ........................ 4,400 14,988
Abington Savings Bank MA ............ 700 14,131
*Abiomed, Inc. ....................... 2,700 35,269
*Able Telcom Holding Corp. ........... 4,500 33,750
Abrams Industries, Inc. ............. 200 963
*Abraxas Petroleum Corp. ............. 2,300 17,825
*Accell International Corp. .......... 2,700 7,931
*Acceptance Insurance Companies, Inc... 6,825 139,913
*Access Beyond, Inc. ................. 300 2,400
*Access Health Marketing, Inc. ....... 5,500 215,188
*Acclaim Entertainment, Inc. ......... 23,200 119,625
*Accustaff, Inc. ..................... 4,590 92,948
*Ace Cash Express, Inc. .............. 1,700 26,244
Aceto Corp. ......................... 2,600 35,750
Ackerley Communications, Inc. ....... 10,900 141,700
*Acme Electric Corp. ................. 2,500 18,125
*Acme Metals, Inc. ................... 4,600 95,450
*Acme United Corp. ................... 3,400 14,875
Acordia, Inc. ....................... 6,300 187,425
*Actel Corp. ......................... 7,100 155,313
*Action Performance Companies, Inc..... 6,000 102,000
*Active Voice Corp. .................. 1,300 15,275
*Activision, Inc. .................... 7,100 82,094
*Acuson Corp. ........................ 15,300 349,988
*Adage, Inc. ......................... 3,100 11,722
<PAGE>
Shares Value+
-------- ----------
*Adam Software, Inc. ................. 1,000 $ 2,813
Adams Resources & Energy, Inc. ...... 2,100 20,738
*Addington Resources, Inc. ........... 6,000 178,500
*Adelphia Communications Corp.
Class A ............................. 7,700 51,494
*Adept Technology, Inc. .............. 5,000 35,938
*Adflex Solutions, Inc. .............. 3,400 36,125
*Advanced Digital Information Corp. .. 6,000 70,125
*Advanced Energy Industries, Inc. .... 4,000 26,500
*Advanced Logic Research, Inc. ....... 5,900 71,538
*Advanced Magnetics, Inc. ............ 6,000 101,250
*Advanced Marketing Services, Inc. ... 2,700 27,675
*Advanced Medical, Inc. .............. 6,400 21,600
*Advanced Photonix, Inc. Class A ..... 6,300 17,325
*Advanced Polymer Systems, Inc. ...... 9,000 67,500
*Advanced Promotion Technologies,
Inc. (Private Placement) ............ 11,624 112
*Advanced Technology Labs, Inc. ...... 5,740 165,025
*Advanced Technology Materials, Inc.... 4,300 59,394
*Advanced Tissue Sciences, Inc. ...... 24,700 299,488
Advantage Bancorp, Inc. ............. 1,750 56,219
*Advest Group, Inc. .................. 4,300 45,150
Advo, Inc. .......................... 13,300 167,913
*Advocat, Inc. ....................... 2,600 19,175
*Aequitron Medical, Inc. ............. 2,900 28,456
*Aeroflex, Inc. ...................... 5,900 26,550
*Aerosonic Corp. DE .................. 1,000 3,375
*Aerovox, Inc. ....................... 2,600 14,625
*Aetrium, Inc. ....................... 4,100 49,713
Affiliated Community Bancorp ........ 1,600 36,100
*Agouron Pharmaceuticals, Inc. ....... 6,600 363,825
*Agri-Nutrition Group, Ltd. .......... 1,600 2,225
*Air & Water Technologies Corp.
Class A ............................. 16,000 99,000
Air Express International Corp. ..... 9,250 302,938
*Air Methods Corp. ................... 4,000 8,625
*Air-Cure Environmental .............. 5,800 27,369
Airborne Freight Corp. .............. 8,400 180,600
*Airsensors, Inc. .................... 2,500 20,469
*Airways Corp. ....................... 2,600 9,750
*Akorn, Inc. ......................... 6,000 11,625
*Alamco, Inc. ........................ 1,800 20,700
Alamo Group, Inc. ................... 4,800 79,800
*#Alaska Air Group, Inc. .............. 6,300 151,988
*Alba-Waldensian, Inc. ............... 3,700 21,275
Albank Financial Corp. .............. 8,040 263,310
Albany International Corp. Class A .. 5,000 110,625
*Alcide Corp. ........................ 1,400 30,100
*Aldila, Inc. ........................ 8,200 36,900
Alfa Corp. .......................... 22,400 260,400
*Alfin, Inc. ......................... 5,800 6,888
Aliant Communications, Inc. ......... 20,200 326,988
Alico, Inc. ......................... 3,500 71,750
*Alkermes, Inc. ...................... 10,000 142,500
*#All American Communications, Inc. ... 3,200 39,200
*All American Semiconductor, Inc. .... 7,100 9,208
*Allcity Insurance Co. ............... 200 1,550
*Allen Group, Inc. ................... 13,100 289,838
Allen Organ Co. Class B ............. 200 7,975
10
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Alliance Entertainment Corp. ........ 18,100 $ 42,988
*Alliance Gaming Corp. ............... 17,528 61,896
*Alliance Pharmaceuticals Corp. ...... 15,000 187,500
*#Alliance Semiconductor Corp. ........ 17,600 140,800
*Alliant Techsystems, Inc. ........... 3,000 160,875
Allied Bankshares, Inc. ............. 6,290 74,694
*Allied Capital Advisers, Inc. ....... 4,500 27,000
Allied Capital Lending Corp. ........ 2,200 33,550
Allied Group, Inc. .................. 5,350 236,069
Allied Healthcare Products, Inc. .... 3,900 26,813
*Allied Holdings, Inc. ............... 5,000 40,625
Allied Life Financial Corp. ......... 2,000 35,000
Allied Products Corp. ............... 6,600 157,575
*Allied Research Corp. ............... 2,200 11,825
*Allied Waste Industries, Inc. ....... 32,200 287,788
*Allou Health & Beauty Care, Inc.
Class A ............................. 1,900 12,469
*Allstate Financial Corp. ............ 1,600 10,600
*Alltrista Corp. ..................... 3,953 101,296
*Allwaste, Inc. ...................... 19,800 86,625
*Aloette Cosmetics, Inc. ............. 1,000 2,938
*Alpha Beta Technology, Inc. ......... 6,600 60,225
*Alpha Industries, Inc. .............. 10,000 78,750
*Alpha Microsystems, Inc. ............ 3,300 5,517
*Alpha Technologies Group, Inc. ...... 7,500 34,688
Alpharma, Inc. Class A .............. 8,800 112,200
*Alpine Group, Inc. .................. 15,736 106,218
*Alpine Lace Brands, Inc. ............ 2,800 15,400
*Alta Gold Co. ....................... 13,700 53,516
*Alteon, Inc. ........................ 7,100 50,588
*Alternative Resources Corp. ......... 6,200 105,013
*Altris Software, Inc. ............... 5,200 33,475
*Altron, Inc. ........................ 6,800 127,500
*Amati Communications Corp. .......... 11,800 201,338
*Amax Gold, Inc. ..................... 43,400 260,400
Amcast Industrial Corp. ............. 3,400 80,325
Amcol International Corp. ........... 10,500 147,000
Amcore Financial, Inc. .............. 5,250 118,125
*AmeriLink Corp. ..................... 1,400 7,175
*America Services Group, Inc. ........ 3,000 32,438
*America West Airlines, Inc. Class B . 21,100 308,588
American Annuity Group, Inc. ........ 18,200 241,150
American Bancorpation Ohio .......... 200 4,975
American Bank of Connecticut ........ 1,100 32,175
*American Banknote Corp. ............. 7,900 38,513
American Biltrite, Inc. ............. 1,400 28,700
*American Biogenetic Sciences, Inc.
Class A ............................. 6,300 26,381
*American Buildings Co. .............. 3,500 75,250
*American Business Information, Inc. 11,400 196,650
American Business Products, Inc. .... 8,150 181,338
*American Claims Evaluation, Inc. .... 1,000 1,656
*American Classic Voyages Co. ........ 5,500 50,531
American Eagle Group, Inc. .......... 4,000 16,000
*American Eagle Outfitters, Inc. ..... 4,900 116,988
*American Ecology Corp. .............. 5,250 5,414
*American Educational Products, Inc. 1,900 1,930
*American Exploration Co. ............ 5,800 94,975
American Federal Bank FSB
Greenville, SC ...................... 5,500 105,531
American Filtrona Corp. ............. 200 8,400
*American Freightways Corp. .......... 17,500 182,656
*American Healthcorp, Inc. ........... 3,100 33,131
<PAGE>
Shares Value+
-------- ----------
American Heritage Life Investment
Corp. ............................... 5,500 $124,094
*American Homepatient, Inc. .......... 7,000 161,000
*American Homestar Corp. ............. 3,950 70,113
American Indemnity Financial Corp. .. 800 8,150
American List Corp. ................. 825 24,338
*American Media, Inc. Class A ........ 13,500 77,625
*American Medical Electronics, Inc.
(Escrow-Bonus) ...................... 4,400 0
*American Medical Electronics, Inc.
(Escrow-Earnings) ................... 4,400 0
*American Mobile Satellite Corp. ..... 12,500 153,906
*American Oilfield Divers, Inc. ...... 3,100 39,913
*American Pacific Corp. .............. 4,100 28,188
*American Paging, Inc. ............... 11,000 63,938
*American Physicians Services Group,
Inc. ............................... 1,500 9,000
American Precision Industries, Inc. . 14,600 266,450
American Recreation Centers, Inc. ... 4,300 21,769
*American Safety Razor Co. ........... 6,000 73,125
*American Science & Engineering, Inc. 7,800 90,675
*American Shared Hospital Services ... 600 863
*American Software, Inc. Class A ..... 8,700 51,656
*American Studios, Inc. .............. 12,500 26,953
*American Superconductor Corp. ....... 4,700 50,819
*American Technical Ceramics Corp. .. 1,800 10,800
*American Telecasting, Inc. .......... 9,200 73,025
*American Travellers Corp. ........... 6,500 229,125
*American United Global, Inc. ........ 2,200 21,863
*American Waste Services, Inc.
Class A ............................. 12,400 26,350
American Woodmark Corp. ............. 660 7,260
Americana Bancorp, Inc. ............. 1,600 25,200
*Americredit Corp. ................... 15,700 312,038
*Amerihost Properties, Inc. .......... 4,000 27,250
*Ameristar Casinos, Inc. ............. 10,300 54,075
*Ameriwood Industries International
Corp. ............................... 3,200 29,800
Ameron, Inc. ........................ 1,500 72,375
*Ames Department Stores, Inc. ........ 9,700 47,288
Ametek, Inc. ........................ 2,500 53,125
*Amistar Corp. ....................... 1,300 4,388
Ampco-Pittsburgh Corp. .............. 4,400 61,050
*Amre, Inc. .......................... 12,500 34,375
*Amrep Corp. ......................... 3,900 19,013
*Amresco, Inc. ....................... 13,600 294,100
*Amrion Corp. ........................ 2,500 57,500
*Amtech Corp. ........................ 5,800 43,863
*Amtran, Inc. ........................ 5,300 38,425
Amvestors Financial Corp. ........... 7,825 112,484
Amwest Insurance Group, Inc. ........ 4,400 55,275
*Amylin Pharmaceuticals, Inc. ........ 13,400 161,638
*Anadigics, Inc. ..................... 4,200 156,450
Analogic Corp. ...................... 6,200 170,500
Analysis & Technology, Inc. ......... 800 11,550
Analysts International Corp. ........ 8,200 227,550
*Analytical Surveys, Inc. ............ 2,100 19,819
*Anaren Microwave, Inc. .............. 2,000 12,250
Anchor Bancorp Wisconsin, Inc. ...... 2,100 74,025
Andover Bancorp, Inc. DE ............ 1,700 45,581
*Andrea Electronics Corp. ............ 1,500 18,188
*Anergen, Inc. ....................... 8,300 27,494
*Anesta Corp. ........................ 5,100 73,313
11
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
Angelica Corp. ...................... 4,100 $ 78,925
*Anicom, Inc. ........................ 4,800 45,900
*#Anika Research, Inc. ................ 2,280 9,405
*#Ann Taylor Stores Corp. ............. 10,100 204,525
*Antec Corp. ......................... 9,100 87,588
*Anuhco, Inc. ........................ 3,800 32,300
*Apertus Technologies, Inc. .......... 5,600 17,325
*#Aphton Corp. ........................ 6,200 110,825
Apogee Enterprises, Inc. ............ 8,000 355,000
*Apogee, Inc. ........................ 4,900 27,869
Apple South, Inc. ................... 10,000 146,875
*Appliance Recycling Centers of
America, Inc. ....................... 2,100 1,838
*Applied Digital Access, Inc. ........ 5,900 42,406
*Applied Extrusion Technologies, Inc... 4,100 38,438
*Applied Innovation, Inc. ............ 7,800 52,650
*Applied Magnetics Corp. ............. 13,100 358,613
*Applied Microbiology, Inc. .......... 10,600 32,131
Applied Power, Inc. Class A ......... 6,500 235,625
*Applied Science & Technology, Inc. .. 1,700 15,938
*Applied Signal Technologies, Inc. ... 5,000 22,813
Aptargroup, Inc. .................... 7,700 265,650
*Aquagenix, Inc. ..................... 1,300 7,516
Aquarion Co. ........................ 2,600 65,650
Aquila Gas Pipeline Corp. ........... 11,700 174,038
*Arabian Shield Development Co. ...... 200 563
*Arbatax International, Inc. ......... 2,800 18,900
*Arbor Health Care Co. ............... 3,400 81,175
*Arch Communications Group, Inc. ..... 11,300 122,888
*Arch Petroleum, Inc. ................ 8,600 23,650
Arctic Cat, Inc. .................... 16,300 156,888
*Arden Industrial Products, Inc. ..... 3,500 18,156
*Argosy Gaming Corp. ................. 12,200 68,625
*Ariel Corp. ......................... 4,600 59,800
*Ark Restaurants Corp. ............... 1,600 19,600
Arkansas Best Corp. ................. 9,800 49,613
*Armco, Inc. ......................... 5,000 22,500
Armor All Products Corp. ............ 11,800 223,463
Arnold Industries, Inc. ............. 16,500 262,969
*Aronex Pharmaceuticals, Inc. ........ 7,250 57,094
*Arrhythmia Research Technology, Inc. 1,600 4,800
*Arris Pharmaceutical Corp. .......... 6,700 87,519
*Arrow Automotive Industries, Inc. ... 1,800 7,425
Arrow Financial Corp. ............... 3,154 75,499
*Artisoft, Inc. ...................... 5,700 39,366
*Artistic Greetings, Inc. ............ 2,900 13,594
*Arts Way Manufacturing Co., Inc. .... 200 1,000
Arvin Industries, Inc. .............. 12,300 292,125
*Asante Technologies, Inc. ........... 4,300 24,456
*Aseco Corp. ......................... 1,400 13,475
Ashland Coal, Inc. .................. 5,400 139,050
*Ashworth, Inc. ...................... 8,400 52,500
Aspen Bancshares, Inc. .............. 1,406 27,066
*Aspen Technology, Inc. .............. 3,600 299,025
Associated Banc-Corp. ............... 7,012 305,022
*Astec Industries, Inc. .............. 10,400 92,300
Astro-Med, Inc. ..................... 3,000 25,875
*Astronics Corp. ..................... 2,375 11,430
*Astrosystems, Inc. .................. 3,400 18,913
*Astrotech International Corp. ....... 4,900 25,419
*Asyst Technologies, Inc. ............ 2,500 49,063
Atalanta Sosnoff Capital Corp. ...... 4,400 39,050
*Atchison Casting Corp. .............. 2,200 36,300
<PAGE>
Shares Value+
-------- ----------
*Athey Products Corp. ................ 2,940 $ 13,138
*Atkinson (Guy F.) of California ..... 4,500 45,844
*Atlantic American Corp. ............. 10,300 34,119
*Atlantic Beverage, Inc. ............. 2,000 6,250
*Atlantic Coast Airlines, Inc. ....... 5,000 64,063
*Atlantic Gulf Communities Corp. ..... 4,800 21,000
*Atlantic Tele-Network, Inc. ......... 6,100 117,044
*Atlantis Plastics, Inc. ............. 2,900 25,013
#Atmos Energy Corp. .................. 6,300 155,138
Atrion Corp. ........................ 1,300 33,963
*Atrix Labs, Inc. .................... 5,300 53,331
*Atwood Oceanics, Inc. ............... 4,800 267,600
*Au Bon Pain, Inc. Class A ........... 5,000 38,438
*#Audiovox Corp. Class A .............. 3,600 18,900
*Audits & Surveys Worldwide, Inc. .... 6,500 17,063
Augat, Inc. ......................... 7,900 223,175
*Aura Systems, Inc. .................. 29,975 74,469
*Auspex Systems, Inc. ................ 14,500 170,375
Authentic Fitness Corp. ............. 8,800 96,800
Autocam Corp. ....................... 4,137 45,248
*Autoimmune, Inc. .................... 9,200 121,900
*Autoinfo, Inc. ...................... 3,600 10,125
*Autologic Information International,
Inc. ................................ 2,300 13,800
*Autote Corp. Class A ................ 12,500 14,844
*Avatar Holdings, Inc. ............... 4,300 135,450
*Avecor Cardiovascular, Inc. ......... 3,100 34,100
Avemco Corp. ........................ 4,100 63,550
*Avert, Inc. ......................... 1,400 8,181
Aviall, Inc. ........................ 14,000 138,250
*Avid Technology, Inc. ............... 9,400 119,850
*Avigen, Inc. ........................ 1,000 5,438
*Aviva Petroleum, Inc. Deposit Shares
(Representing 5 Shares) ............ 6,500 26,000
*Avondale Industries, Inc. ........... 5,700 99,394
*Aydin Corp. ......................... 3,100 27,900
*Aztar Corp. ......................... 21,100 152,975
Aztec Manufacturing Co. ............. 10,300 73,388
*BBN Corp. ........................... 9,500 218,500
*BCT International, Inc. ............. 2,500 8,906
*BEC Group, Inc. ..................... 10,683 50,744
BEI Electronics, Inc. ............... 3,400 37,188
BGS Systems, Inc. ................... 5,200 126,100
BHA Group, Inc. Class A ............. 2,970 51,604
BHC Financial, Inc. ................. 3,500 56,000
*BI, Inc. ............................ 4,000 27,500
*BMC West Corp. ...................... 5,700 68,400
BMJ Financial Corp. ................. 5,000 123,750
*BNH Bancshares, Inc. ................ 1,400 13,738
*BPI Packaging Technologies, Inc. .... 5,300 12,422
*BRC Holdings, Inc. .................. 3,500 143,063
BSB Bancorp, Inc. ................... 3,300 88,275
BT Financial Corp. .................. 1,650 62,081
*BTG, Inc. ........................... 1,200 24,000
*BTU International, Inc. ............. 2,900 9,878
BW/IP, Inc. Class A ................. 12,100 184,525
*BWAY Corp. .......................... 3,200 57,800
*Baby Superstore, Inc. ............... 8,600 240,263
*Back Bay Restaurant Group, Inc. ..... 2,000 6,000
Badger Meter, Inc. .................. 400 15,650
Badger Paper Mills, Inc. ............ 1,000 11,063
Bairnco Corp. ....................... 3,900 24,375
Baker (J.), Inc. .................... 5,500 34,031
*Baker (Michael) Corp. ............... 6,000 38,250
Balchem Corp. ....................... 1,350 11,306
12
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
Baldor Electric Co. ................. 12,390 $289,616
*Baldwin Piano & Organ Co. ........... 2,000 25,750
*Baldwin Technology, Inc. Class A .... 7,800 20,475
*Ballantyne Omaha, Inc. .............. 2,200 33,550
Ballard Medical Products ............ 10,900 204,375
*Bally Entertainment Corp. ........... 7,400 215,525
*Bally Total Fitness Holding Corp. ... 8,375 47,109
*Baltek Corp. ........................ 1,500 11,438
*BancTec, Inc. ....................... 11,262 223,832
*Bancinsurance Corp. ................. 2,900 11,419
Bancorp Connecticut, Inc. ........... 1,200 27,300
BancorpSouth, Inc. .................. 10,500 278,250
Bangor Hydro-Electric Co. ........... 2,900 29,000
*Bank United Financial Corp.
Class A ............................. 1,200 10,875
Bank of Granite Corp. ............... 300 9,450
BankAtlantic Bancorp, Inc. .......... 5,277 68,271
BankAtlantic Bancorp, Inc. Class A .. 1,319 17,065
BankNorth Group, Inc. DE ............ 3,900 150,638
Bankers Corp. ....................... 10,440 202,275
*Banner Aerospace, Inc. .............. 12,200 102,175
*Banyan System, Inc. ................. 6,800 28,050
Barefoot, Inc. ...................... 5,800 74,313
Barnes Group, Inc. .................. 3,600 204,300
*Barnwell Industries, Inc. ........... 500 9,438
*Barr Laboratories, Inc. ............. 6,950 175,488
*Barra, Inc. ......................... 6,000 153,000
*Barrett Business Services, Inc. ..... 5,400 80,325
*Barry (R.G.) Corp. .................. 3,700 41,163
*Base Ten Systems, Inc. Class A ...... 3,300 38,569
*Basin Exploration, Inc. ............. 5,400 33,413
Bassett Furniture Industries, Inc. .. 7,200 163,350
*Bay Networks, Inc. .................. 134 3,585
Bay State Gas Co. ................... 6,500 189,313
Bay View Capital Corp. .............. 3,400 141,100
*Bayou Steel Corp. Class A ........... 4,700 13,219
*Be Aerospace, Inc. .................. 7,900 182,194
Bearings, Inc. ...................... 5,600 154,700
Beauticontrol Cosmetics, Inc. ....... 2,500 34,531
*Beazer Homes USA, Inc. .............. 2,600 41,925
*Bel Fuse, Inc. ...................... 3,000 37,875
*Belden & Blake Corp. ................ 5,600 142,100
*Belding Heminway, Inc. Class A ...... 175 306
*Bell Industries, Inc. ............... 5,867 118,807
*Bell Microproducts, Inc. ............ 4,200 33,075
*Bell Sports Corp. ................... 7,145 45,103
*Bellwethwer Exporation Co. .......... 4,500 34,875
*Ben & Jerry's Homemade, Inc. Class A 3,600 46,125
*Ben Franklin Retail Stores, Inc. .... 4,964 496
*Benchmark Electronics, Inc. ......... 1,800 53,325
*Benihana, Inc. ...................... 1,000 12,125
*Bentley International, Inc. ......... 55 62
*Bentley Pharmaceuticals, Inc. ....... 960 2,520
*Benton Oil & Gas Co. ................ 4,600 117,013
Berkshire Gas Co. ................... 1,000 16,000
*Berlitz International, Inc. ......... 4,610 88,743
Berry Petroleum Corp. Class A ....... 13,400 179,225
*Bertuccis, Inc. ..................... 3,500 19,031
*Bet Holdings, Inc. Class A .......... 6,700 185,925
*Bettis Corp. ........................ 6,200 49,213
*Big Flower Press Holding, Inc. ...... 5,400 94,500
*Billing Information Concepts Corp. .. 5,400 161,663
Bindley Western Industries, Inc. .... 6,500 115,375
Binks Manufacturing Co. ............. 1,598 44,744
<PAGE>
Shares Value+
-------- ----------
*Bio Dental Technologies Corp. ....... 3,100 $ 16,081
*Bio Technology General Corp. ........ 24,000 220,500
*Bio-Logic Systems Corp. ............. 2,100 5,644
*#Bio-Plexus, Inc. .................... 3,300 20,419
*Bio-Rad Laboratories, Inc. Class A .. 4,800 143,400
*Biocircuits Corp. ................... 925 2,630
*Biocryst Pharmaceuticals, Inc. ...... 5,300 74,863
*Biomatrix, Inc. ..................... 4,000 59,250
*Biosource International, Inc. ....... 4,200 29,531
*Biospecifics Technologies Corp. ..... 1,800 8,775
*Biospherics, Inc. ................... 4,000 31,250
*Biowhittaker, Inc. .................. 4,900 39,813
*Bird Corp. .......................... 2,500 13,438
Birmingham Steel Corp. .............. 15,700 276,713
*Black Box Corp. ..................... 7,300 297,475
*Black Hawk Gaming &
Development, Inc. ................... 1,000 6,000
Black Hills Corp. ................... 7,700 198,275
Blair Corp. ......................... 3,700 72,613
Blanch (E.W.) Holdings, Inc. ........ 6,400 125,600
Blessings Corp. ..................... 6,000 58,875
Blimpie International ............... 4,600 51,463
Blount International, Inc. Class A .. 6,550 243,169
Blount International, Inc. Class B .. 3,600 132,300
*Blowout Entertainment, Inc. ......... 791 3,017
*Bluegreen Corp. ..................... 8,395 24,136
*Blyth Holdings, Inc. ................ 5,200 4,388
Bob Evans Farms, Inc. ............... 15,000 196,875
*#Boca Research, Inc. ................. 3,900 46,313
*Bombay Co., Inc. .................... 18,300 86,925
*Bon-Ton Stores, Inc. ................ 6,900 39,675
*Bone Care International, Inc. ....... 1,125 7,031
*Books-a-Million, Inc. ............... 6,900 47,006
*Boole & Babbage, Inc. ............... 6,500 184,438
*Boomtown, Inc. ...................... 5,900 38,719
*Borg-Warner Security Corp. .......... 13,600 142,800
*Borland International, Inc. ......... 12,400 100,363
*Borror Corp. ........................ 3,100 13,950
Boston Acoustics, Inc. .............. 3,400 61,625
*Boston Technology, Inc. ............. 17,000 336,813
*Bowmar Instrument Corp. ............. 11,700 18,281
Bowne & Co., Inc. ................... 9,700 237,650
*Box Energy Corp. Class A ............ 400 4,100
*Box Energy Corp. Class B ............ 8,800 75,350
*Boyd Gaming Corp. ................... 10,000 81,250
*#Bradlees, Inc. ...................... 3,000 3,000
*Bradley Pharmaceuticals, Inc.
Class A ............................. 1,500 1,102
*Brauns Fashions Corp. ............... 1,000 6,938
Brenton Banks, Inc. ................. 220 5,583
*Brewer (C.) Homes, Inc. Class A ..... 1,800 3,375
Bridgford Foods Corp. ............... 4,705 37,346
*Brightpoint, Inc. ................... 4,850 175,813
*Brite Voice Systems, Inc. ........... 2,900 42,050
Broad National Bancorporation ....... 220 2,475
*Broadband Technologies, Inc. ........ 5,200 100,425
*Broadway & Seymour, Inc. ............ 4,400 40,975
*Brock International, Inc. ........... 2,400 7,650
*Broderbund Software, Inc. ........... 10,000 300,625
#Brooke Group, Ltd. .................. 7,300 31,938
*Brookstone, Inc. .................... 3,300 34,031
*Brooktrout Technology, Inc. ......... 3,900 125,775
*Brothers Gourmet Coffees, Inc. ...... 5,600 14,700
*Brown & Sharpe Manufacturing Co.
Class A ............................. 4,100 58,938
13
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Brown (Tom), Inc. ................... 11,700 $220,838
Brown Group, Inc. .................... 10,000 190,000
Brush Wellman, Inc. ................. 8,100 135,675
Bryn Mawr Bank Corp. ................ 400 10,900
*Buckeye Cellulose Corp. ............. 6,900 185,438
*Buckhead America Corp. .............. 900 5,513
*Buckle, Inc. ........................ 3,400 97,325
*Buffets, Inc. ....................... 12,586 117,994
*Builders Transport, Inc. ............ 1,800 5,400
*Bull Run Corp. GA ................... 21,300 47,925
*Burlington Coat Factory Warehouse
Corp. ............................... 21,000 252,000
*Burr Brown Corp. .................... 12,450 322,144
*Bush Boake Allen, Inc. .............. 9,600 244,800
Bush Industries, Inc. Class A ....... 4,050 73,406
*Butler International, Inc. .......... 3,100 30,225
Butler Manufacturing Co. ............ 3,800 121,125
*Buttrey Food & Drug Stores Co. ...... 3,800 31,350
*C-COR Electronics, Inc. ............. 10,400 157,950
*C-Phone Corp. ....................... 2,500 8,125
*CAI Wireless Systems, Inc. .......... 5,115 13,587
CBT Corp. ........................... 200 4,900
*CCA Industries, Inc. ................ 3,600 8,438
*CDI Corp. ........................... 11,900 346,588
*CE Software Holdings, Inc. .......... 2,900 3,444
*CEM Corp. ........................... 3,800 33,250
*CFI Proservices, Inc. ............... 1,800 34,425
CFSB Bancorp, Inc. .................. 1,331 25,289
CFW Communications Co. .............. 6,500 143,000
CFX Corp. ........................... 5,800 87,000
CKE Restaurants, Inc. ............... 8,502 260,374
CMAC Investment Corp. ............... 5,600 427,000
*CMC Industries, Inc. ................ 3,100 29,256
*#CMG Information Services, Inc. ...... 3,600 56,700
*CMI Corp. Class A ................... 18,100 85,975
CML Group, Inc. ..................... 24,600 98,400
CNB Bancshares, Inc. ................ 9,391 336,902
*#CNS Income .......................... 9,100 127,969
*CPAC, Inc. .......................... 3,320 45,650
CPB, Inc. ........................... 2,600 77,025
*CPI Aerostructures, Inc. ............ 200 488
CPI Corp. ........................... 7,700 130,900
*CSP, Inc. ........................... 2,800 22,750
*CSS Industries, Inc. ................ 4,800 115,800
*CTC Communications Corp.
Class 1 ............................. 4,700 32,606
CTS Corp. ........................... 2,100 83,213
CU Bancorp .......................... 2,300 26,019
*CUNO, Inc. .......................... 6,200 96,100
CVB Financial Corp. ................. 2,634 52,351
*Cable Design Techologies Corp. ...... 7,050 203,569
Cabot Oil & Gas Corp. Class A ....... 9,100 161,525
*Cache, Inc. ......................... 5,025 17,902
*Caci International, Inc. Class A .... 1,000 18,938
*Cade Industries, Inc. ............... 1,500 2,133
*Cadiz Land, Inc. .................... 10,800 46,575
Cadmus Communications Corp. ......... 4,800 79,500
*Caere Corp. ......................... 5,400 46,238
Cagle's, Inc. Class A ............... 2,250 31,781
*Cairn Energy USA, Inc. .............. 7,900 93,813
*Calcomp Technology, Inc. ............ 1,500 4,266
*Caldor Corp. ........................ 9,700 15,763
*Calgene, Inc. ....................... 28,700 156,953
Calgon Carbon Corp. ................. 22,200 258,075
*California Amplifier, Inc. .......... 6,600 54,863
<PAGE>
Shares Value+
-------- ----------
*California Culinary Academy, Inc. ... 1,200 $ 10,425
California Financial Holding Corp. .. 1,800 52,425
*California Micro Devices Corp. ...... 3,400 22,738
*California Microwave, Inc. .......... 6,400 96,000
California State Bank ............... 2,059 34,488
California Water Service Co. ........ 3,100 121,288
*#Callon Petroleum Co. ................ 3,200 59,200
Calmat Co. .......................... 12,800 233,600
*Calumet Bancorp, Inc. ............... 1,100 36,988
*Cambex Corp. ........................ 5,200 13,325
Cambrex Corp. ....................... 4,850 153,988
*Cambridge Neuroscience, Inc. ........ 6,800 95,625
*Cambridge Soundworks, Inc. .......... 1,200 6,000
*Campo Eletronics, Appliances &
Computers, Inc. ..................... 3,200 4,800
*Candela Laser Corp. ................. 2,100 14,175
*Candies, Inc. ....................... 4,700 10,281
*Canisco Resources, Inc. ............. 500 2,438
*Cannon Express, Inc. Class A ........ 900 7,538
*#Cannondale Corp. .................... 4,300 82,506
*Cantel Industries, Inc. Class B ..... 2,000 15,750
*Canterbury Educational Services,
Inc. ................................ 4,800 5,100
*Canyon Resources Corp. .............. 20,500 52,531
Cape Cod Bank & Trust Co. ........... 1,000 23,563
*Capital Pacific Holdings, Inc. ...... 1,000 2,500
Capital Re Corp. .................... 8,100 310,838
Capitol American Financial Corp. .... 13,000 471,250
Capitol Bancorp, Ltd. ............... 990 15,964
Capitol Transamerica Corp. .......... 3,700 99,438
*Capstone Pharmacy Services, Inc. .... 16,300 175,225
Capsure Holdings Corp. .............. 7,300 69,350
Caraustar Industries, Inc. .......... 2,600 88,400
Cardinal Health, Inc. ............... 840 70,245
*Cardinal Realty Services, Inc. ...... 1,400 29,225
*Cardiotech International, Inc. ...... 1,301 3,253
*Care Group, Inc. .................... 3,400 5,950
*Carmike Cinemas, Inc. Class A ....... 5,000 136,250
Carolina First Corp. ................ 5,602 108,889
Carpenter Technology Corp. .......... 6,600 234,300
*Carr-Gottstein Foods Co. ............ 7,654 27,746
*#Carrington Laboratories, Inc. ....... 3,500 34,781
*Carson Pirie Scott & Co. ............ 7,300 188,888
Carter-Wallace, Inc. ................ 17,400 271,875
*Carver Corp. WA ..................... 1,400 4,463
Cascade Corp. ....................... 4,700 68,150
Cascade Natural Gas Corp. ........... 5,350 91,619
Casey's General Stores, Inc. ........ 14,400 246,600
Cash America International, Inc. .... 11,500 90,563
*Casino America, Inc. ................ 10,600 37,100
*Casino Data Systems ................. 9,850 129,897
*Casino Magic Corp. .................. 19,500 55,453
*#Casino Resource Corp. ............... 3,000 4,781
Castle (A.M.) & Co. ................. 23,437 430,655
*Catalina Lighting, Inc. ............. 5,000 25,000
*Catalyst Semiconductor, Inc. ........ 2,700 8,269
*Catalytica, Inc. .................... 9,600 38,400
*Catellus Development Corp. .......... 42,500 425,000
Cathay Bancorp, Inc. ................ 1,100 20,075
*Catherines Stores Corp. ............. 3,800 21,850
Cato Corp. Class A .................. 14,200 70,113
Cavalier Homes, Inc. ................ 3,800 42,750
*Cayenne Software, Inc. .............. 4,600 20,269
*Cel-Sci Corp. ....................... 2,500 10,859
*Celadon Group, Inc. ................. 9,000 90,563
14
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Celebrity, Inc. ..................... 3,200 $ 10,800
*Celeritek, Inc. ..................... 3,400 52,913
*Celestial Seasonings, Inc. .......... 1,600 32,000
*Celgene Corp. ....................... 3,800 36,338
*Cell Genesys, Inc. .................. 9,000 61,313
*Cellpro, Inc. ....................... 7,100 88,306
*Cellstar Corp. ...................... 7,700 90,956
*Cellular Technical Services Co.,
Inc. ................................ 8,766 145,187
*Celtrix Pharmaceuticals, Inc. ....... 5,000 10,625
Cenfed Financial Corp. .............. 1,980 59,895
Cenit Bancorp, Inc. ................. 800 31,600
*Centennial Bancorp .................. 1,539 23,855
*Centennial Cellular Corp. Class A ... 6,400 74,800
*Centennial Technologies, Inc. ....... 6,600 235,950
Center Banks, Inc. .................. 600 10,013
Centex Construction Products, Inc. .. 11,800 187,325
*Centigram Communications Corp. ...... 2,700 38,138
Central & Southern Holding Co. ...... 1,500 14,719
Central Co-Operative Bank
Somerville, MA ...................... 900 15,975
*Central Garden & Pet Co. ............ 6,800 148,325
Central Hudson Gas & Electric Corp. 7,900 238,975
Central Louisiana Electric Co., Inc. 10,000 282,500
Central Maine Power Co. ............. 19,200 228,000
Central Reserve Life Corp. .......... 1,800 13,725
*Central Sprinkler Corp. ............. 2,500 46,563
*Central Tractor Farm & Country, Inc. 4,200 58,800
Central Vermont Public Service Corp. 5,650 70,625
*Centura Software Corp. .............. 6,100 20,969
Century Bancorp Income Class A ...... 1,000 13,500
*Century Communications Corp. Class A 16,300 107,988
*Cephalon, Inc. ...................... 4,900 85,750
*Ceradyne, Inc. ...................... 11,800 86,288
Cerberonics, Inc. Class A ........... 200 1,238
*Cerner Corp. ........................ 18,000 267,750
*Cerplex Group, Inc. ................. 6,700 8,794
*Cerprobe Corp. ...................... 2,100 23,100
*Chad Therapeutics ................... 4,592 72,324
*Champion Enterprises, Inc. .......... 29,108 607,630
Champion Industries, Inc. ........... 3,250 72,719
Chaparral Steel Co. ................. 14,400 185,400
*Charming Shoppes, Inc. .............. 50,100 253,631
*Chart House Enterprises, Inc. ....... 4,700 25,263
Chart Industries, Inc. .............. 5,000 85,000
Charter Financial, Inc. ............. 2,500 31,875
Charter Power Systems, Inc. ......... 2,500 67,188
*Chase Brass Industries, Inc. ........ 5,000 90,625
*Chattem, Inc. ....................... 4,700 43,475
*Check Technology Corp. .............. 3,100 27,125
*Checkfree Corp. ..................... 16,800 283,500
*Checkmate Electronics, Inc. ......... 2,500 29,688
*Cheesecake Factory, Inc. ............ 5,400 109,350
Chemed Corp. ........................ 3,900 146,250
*Chemfab Corp. ....................... 5,550 79,088
Chemical Financial Corp. ............ 4,600 170,775
*Chempower, Inc. ..................... 1,800 10,013
*#Chemtrak, Inc. ...................... 4,400 5,775
*Cherry Corp. Class A ................ 3,600 40,050
*Cherry Corp. Class B ................ 3,600 38,250
Chesapeake Utilities Corp. .......... 1,500 25,500
<PAGE>
Shares Value+
-------- ----------
Chester Valley Bancorp .............. 220 $ 4,235
*Chic by His, Inc. ................... 4,900 23,275
Chicago Rivet & Machine Co. ......... 700 21,875
*Chicos Fas, Inc. .................... 4,700 27,906
*Children's Comprehensive Services,
Inc. ................................ 2,150 33,863
*Children's Discovery Centers of
America, Inc. Class A ............... 3,100 17,438
*Chips & Technologies, Inc. .......... 11,600 243,600
Chittenden Corp. .................... 6,133 155,242
*Chock Full O' Nuts Corp. ............ 10,130 46,851
*Cholestech Corp. .................... 5,200 28,600
*Christiana Companies, Inc. .......... 9,000 222,750
*Chromcraft Revington, Inc. .......... 1,000 26,813
*Chronimed, Inc. ..................... 6,150 89,944
Church & Dwight Co., Inc. ........... 10,500 236,250
*Ciber, Inc. ......................... 7,800 253,500
*#Cidco, Inc. ......................... 5,700 111,506
Cilcorp, Inc. ....................... 6,600 240,900
*Cincinnati Microwave, Inc. .......... 7,000 5,906
*Cinergi Pictures Entertainment, Inc. 2,800 5,600
*Ciprico, Inc. ....................... 1,900 25,650
*Circon Corp. ........................ 7,390 119,626
*Circuit Systems, Inc. ............... 2,100 9,713
*Citadel Holding Corp. ............... 2,400 6,450
*Citation Computer System, Inc. ...... 1,500 14,906
*Citation Corp. ...................... 10,100 100,369
Citfed Bancorp, Inc. ................ 2,100 97,388
Citizens Bancorp MD ................. 2,000 115,250
Citizens Banking Corp. .............. 6,400 196,000
*Citizens, Inc. Class A .............. 9,400 88,713
City Holding Co. .................... 242 5,294
*Civic Bancorp ....................... 2,300 24,006
Clarcor, Inc. ....................... 8,500 187,000
*Clark (Dick) Productions, Inc. ...... 4,100 45,613
*Clean Harbors, Inc. ................. 6,900 15,525
Cleveland Cliffs, Inc. .............. 5,300 234,525
*Cliffs Drilling Co. ................. 2,900 150,075
*Clintrials Research, Inc. ........... 8,250 176,344
Coachmen Industries, Inc. ........... 14,800 377,400
*Coast Distribution System ........... 4,700 18,506
*Coast Savings Financial, Inc. ....... 8,400 298,200
Coastal Bancorp, Inc. ............... 4,000 98,500
*Coastal Physician Group, Inc. ....... 11,900 44,625
*Coastcast Corp. ..................... 3,500 54,688
Cobancorp, Inc. ..................... 206 4,506
*Cobra Electronic Corp. .............. 2,500 7,813
*Cobra Industries ,Inc. .............. 2,200 1,169
Coca Cola Bottling Co.
Consolidated ........................ 4,200 193,725
*Cocensys, Inc. ...................... 12,100 73,356
*Code Alarm, Inc. .................... 1,500 5,813
Coeur d'Alene Mines Corp. ID ........ 10,900 159,413
*Cognex Corp. ........................ 7,500 149,063
*Cognitronics Corp. .................. 2,100 8,925
*Coherent Communications Systems
Corp. ............................... 9,200 186,300
*Coherent, Inc. ...................... 4,400 189,475
*Coho Energy, Inc. ................... 10,400 79,300
Cohu, Inc. .......................... 8,200 195,263
*Cold Metal Products, Inc. ........... 3,500 23,188
*Cole National Corp. Class A ......... 6,000 157,500
Collagen Corp. ...................... 5,600 112,350
Collective Bancorp, Inc. ............ 8,449 299,940
*Collins & Aikman Corp. .............. 37,900 227,400
15
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Collins Industries, Inc. ............ 6,600 $ 37,331
Colonial Bancgroup, Inc. ............ 8,900 356,000
#Colonial Gas Co. .................... 8,050 184,144
*#Columbia Banking System, Inc. ....... 1,365 21,499
*Columbia Laboratories, Inc. ......... 11,100 133,200
*Columbus Energy Corp. ............... 1,300 13,650
*Comarco, Inc. ....................... 2,800 49,000
*Comdial Corp. ....................... 3,500 24,281
*Comforce Corp. ...................... 4,700 68,150
Commerce Bancorp, Inc. .............. 6,126 177,654
Commercial Bancshares, Inc. ......... 1,300 19,988
Commercial Federal Corp. ............ 4,409 213,285
Commercial Intertech Corp. .......... 5,800 60,175
Commercial Metals Co. ............... 7,100 226,313
*Commnet Cellular, Inc. .............. 6,700 188,856
Commonwealth Energy System .......... 10,800 261,900
*Communications Central, Inc. ........ 3,000 21,563
Communications Systems, Inc. ........ 9,000 113,625
Community Bank System, Inc. ......... 2,500 97,813
Community Bankshares, Inc. NH ....... 800 16,000
Community First Bankshares, Inc. .... 5,700 155,325
*Community Psychiatric Centers ....... 17,700 159,300
*Competitive Technologies, Inc. ...... 3,500 35,000
*#Complete Management, Inc. ........... 933 14,228
*Compression Laboratories, Inc. ...... 8,800 36,300
*Comptek Research, Inc. .............. 2,200 11,275
*Compucom Systems, Inc. .............. 24,500 284,813
Computer Data Systems, Inc. ......... 5,700 183,825
*Computer Horizons Corp. ............. 15,087 512,958
Computer Language Research, Inc. .... 9,600 95,400
*Computer Network Technology Corp. .. 9,300 56,963
*Computer Outsourcing Services, Inc. 1,800 5,625
*Computer Products, Inc. ............. 12,200 245,525
Computer Task Group, Inc. ........... 6,100 255,438
*Computervision Corp. ................ 10,000 95,000
*Computrac, Inc. ..................... 2,400 4,800
*Comshare, Inc. ...................... 6,000 88,125
*Comstock Resources, Inc. ............ 6,400 81,200
*Comtech Telecommunications Corp. ... 1,000 3,094
*Comverse Tecnology, Inc. ............ 1,000 34,000
*Concentra Corp. ..................... 2,700 23,625
*Concord Fabrics, Inc. Class A ....... 1,100 6,600
*Concurrent Computer Corp. ........... 15,300 30,600
*Conductus, Inc. ..................... 2,000 15,875
*Cone Mills Corp. NC ................. 13,000 108,875
*Congoleum Corp. Class A ............. 1,900 24,225
*Conmed Corp. ........................ 13,275 233,972
Connecticut Energy Corp. ............ 4,400 95,150
Connecticut Natural Gas Corp. ....... 5,000 118,750
Connecticut Water Services, Inc. .... 1,800 51,975
*Consep, Inc. ........................ 4,300 14,378
*Consilium, Inc. ..................... 4,000 25,000
*Conso Products Co. .................. 3,750 47,813
*Consolidated Graphics, Inc. ......... 3,000 136,125
*Consolidated Products, Inc. ......... 6,902 124,236
*Consolidated Stainless, Inc. ........ 1,300 6,094
Consolidated Tokoma Land Co. ........ 3,100 51,925
*Consumer Portfolio Services, Inc. ... 6,700 85,844
Consumers Water Co. ................. 4,100 75,850
*Continental Can, Inc. DE ............ 1,400 19,425
Continental Homes Holding Corp. ..... 2,700 55,350
*Continental Waste Industries, Inc. .. 7,000 186,375
<PAGE>
Shares Value+
-------- ----------
*Control Data Systems, Inc. .......... 5,400 $106,988
*Converse, Inc. ...................... 6,600 65,175
*Convest Energy Corp. ................ 1,000 6,000
Cooker Restaurant Corp. ............. 3,800 42,275
*Cooper Companies, Inc. .............. 5,800 84,825
*Cooperative Bankshares, Inc. ........ 700 14,263
*Copart, Inc. ........................ 5,000 87,188
*Copley Pharmaceutical, Inc. ......... 10,500 135,188
*Copytele, Inc. ...................... 29,400 174,563
*Cor Therapeutics, Inc. .............. 7,800 82,388
*Coram Healthcare Corp. .............. 15,200 66,500
*Corcom, Inc. ........................ 1,900 13,656
Core Industries, Inc. ............... 5,200 75,400
*Core, Inc. .......................... 3,800 37,050
*Cornerstone Imaging, Inc. ........... 3,600 31,950
Corpus Christi Bankshares, Inc. ..... 600 10,725
*Correctional Services Corp. ......... 4,000 55,500
*Corrpro Companies, Inc. ............. 3,300 26,400
*Cortech, Inc. ....................... 9,000 15,469
Corus Bankshares, Inc. .............. 7,400 238,650
*Corvas International, Inc. .......... 6,900 28,463
*Corvel Corp. ........................ 1,000 26,125
*Cosmetic Centers, Inc. Class A ...... 1,100 6,738
*Cosmetic Centers, Inc. Class B ...... 800 4,950
Cotton States Life Insurance Co. .... 1,350 15,019
Courier Corp. ....................... 800 10,900
*Covenant Transport, Inc. Class A .... 6,100 94,550
*Coventry Corp. ...................... 18,100 178,738
*Cover-All Technologies, Inc. ........ 5,300 6,459
Craftmade International, Inc. ....... 2,000 13,500
*Craig (Jenny), Inc. ................. 8,300 76,775
*Craig Corp. ......................... 1,800 25,875
*Crane Co. ........................... 547 25,572
Crawford & Co. Class A .............. 8,000 161,000
*Creative Biomolecules, Inc. ......... 12,400 98,425
*Creative Technologies Corp. ......... 333 364
*Credence Systems Corp. .............. 8,550 168,328
*Cree Research, Inc. ................. 6,000 60,375
*Criticare Systems, Inc. ............. 3,200 7,900
*Crop Growers Corp. .................. 3,700 25,669
Cross (A.T.) Co. Class A ............ 8,900 97,900
Cross Timbers Oil Co. ............... 8,000 192,000
*Crosscomm Corp. ..................... 3,700 21,738
*Crossman Communities, Inc. .......... 4,000 73,000
*Crown Books Corp. ................... 2,700 27,675
*Crown Central Petroleum Corp.
Class A ............................. 2,200 31,350
*Crown Central Petroleum Corp.
Class B ............................. 2,000 26,250
Crown Crafts, Inc. .................. 5,100 47,175
*Crown Resources Corp. ............... 6,600 36,300
*Crown-Andersen, Inc. ................ 1,000 6,000
*Cruise America, Inc. ................ 2,600 14,138
*Cryenco Sciences, Inc. Class A ...... 3,500 7,438
*Cryolife, Inc. ...................... 4,800 69,600
*Cryomedical Sciences, Inc. .......... 9,900 5,569
*Crystal Oil Co. ..................... 1,200 42,900
Cubic Corp. ......................... 4,500 95,063
*Culbro Corp. ........................ 2,200 125,400
Cullen Frost Bankers, Inc. .......... 8,460 300,330
Culp, Inc. .......................... 16,518 253,964
Cupertino National Bancorp .......... 220 3,603
*Curative Technologies, Inc. ......... 5,900 151,925
Curtiss-Wright Corp. ................ 2,000 101,125
*Custom Chrome, Inc. ................. 2,500 47,969
16
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Cyberonics, Inc. .................... 4,100 $ 12,044
*Cyberoptics Corp. ................... 2,200 25,438
*Cybex International, Inc. ........... 4,300 41,388
*Cygne Designs, Inc. ................. 5,000 4,688
*Cygnus, Inc. ........................ 8,800 107,800
*Cypros Pharmaceutical Corp. ......... 7,000 27,781
*#Cyrix Corp. ......................... 9,200 174,225
*Cyrk, Inc. .......................... 5,400 67,838
*Cytel Corp. ......................... 13,700 52,659
*Cytogen Corp. ....................... 22,725 121,792
*Cytotherapeutics, Inc. .............. 8,500 76,500
*Cytrx Corp. ......................... 4,750 16,477
*D&N Financial Corp. ................. 3,200 49,400
*DBA Systems, Inc. ................... 1,700 10,200
*DBT Online, Inc. .................... 690 22,253
*DDL Electronics, Inc. ............... 6,500 6,500
*DEP Corp. ........................... 8,100 20,250
*DH Technology, Inc. ................. 4,450 104,575
*DII Group, Inc. ..................... 4,100 100,963
*DIY Home Warehouse, Inc. ............ 4,600 20,700
*DM Management Co. ................... 2,000 6,750
*DMX, Inc. ........................... 13,000 15,844
*DNAP Holding Corp. .................. 1,270 7,144
*DNX Corp. ........................... 4,300 20,156
*DR Horten, Inc. ..................... 18,952 198,996
*DRCA Medical Corp. .................. 2,600 8,775
DS Bancor, Inc. ..................... 1,764 74,970
*DSP Group, Inc. ..................... 4,700 42,594
*DSP Technology, Inc. ................ 1,000 4,750
DT Industries, Inc. ................. 4,300 150,231
*DVI, Inc. ........................... 5,500 71,500
*Daily Journal Corp. ................. 200 6,200
*Dairy Mart Convenience Stores, Inc.
Class A ............................. 1,600 7,900
*Daka International, Inc. ............ 4,400 41,250
Dallas Semiconductor Corp. .......... 17,500 380,625
*Damark International, Inc. Class A .. 4,500 40,500
Dames & Moore, Inc. ................. 13,300 181,213
Daniel Industries, Inc. ............. 4,800 67,200
*Danskin, Inc. ....................... 3,000 7,688
*Darling International, Inc. ......... 2,500 83,438
Dart Group Corp. Class A ............ 700 68,075
*Data Broadcasting Corp. ............. 3,245 25,554
*Data General Corp. .................. 17,400 254,475
*Data I/O Corp. ...................... 4,600 22,138
*Data Race, Inc. ..................... 1,800 30,488
*Data Research Association, Inc. ..... 2,250 30,938
*Data Systems & Software, Inc. ....... 2,900 14,681
*Data Translation, Inc. .............. 8,400 94,500
*Data Transmission Network Corp. ..... 6,100 132,675
*Dataflex Corp. ...................... 3,400 9,350
*Datakey, Inc. ....................... 1,000 4,313
*Datamarine International, Inc. ...... 200 1,500
*Datametrics Corp. ................... 4,800 6,300
*Datapoint Corp. ..................... 4,200 4,200
*Dataram Corp. ....................... 1,900 14,725
*Datascope Corp. ..................... 10,000 187,500
*Dataware Technologies, Inc. ......... 4,000 14,500
*Datawatch Corp. ..................... 4,000 22,125
*Datron Systems, Inc. ................ 1,800 17,213
*Datum, Inc. ......................... 1,600 21,000
*Davco Restaurants, Inc. ............. 3,000 27,188
*Dave and Busters, Inc. .............. 2,200 45,375
*Davel Communications Group, Inc. .... 1,800 33,075
*#Davox Corp. ......................... 5,000 190,625
<PAGE>
Shares Value+
-------- ----------
*Daw Technologies, Inc. .............. 5,200 $ 18,200
*Dawson Geophysical Co. .............. 3,100 28,675
*Daxor Corp. ......................... 4,400 59,400
*#Day Runner, Inc. .................... 2,800 67,550
Deb Shops, Inc. ..................... 6,300 28,744
*Deckers Outdoor Corp. ............... 4,600 40,250
Decorator Industries, Inc. .......... 1,000 10,375
*Deeptech International, Inc. ........ 8,300 56,544
Defiance, Inc. ...................... 7,600 49,400
*Deflecta-Shield Corp. ............... 1,900 16,388
*Del Electronics Corp. ............... 2,729 24,049
Del Laboratories, Inc. .............. 9,066 254,981
*Delaware Ostego Corp. ............... 210 2,126
Delchamps, Inc. ..................... 3,600 75,150
*Delphi Financial Group, Inc.
Class A ............................. 1,560 44,070
Delta Natural Gas Co., Inc. ......... 1,400 26,425
Delta Woodside Industries, Inc. ..... 13,500 81,000
*Denamerica Corp. .................... 6,500 27,625
*Dense-Pac Microsystems, Inc. ........ 9,300 18,309
*Department 56, Inc. ................. 9,300 216,225
*Depotech Corp. ...................... 1,000 13,625
*Designs, Inc. ....................... 9,550 64,164
*Detection Systems, Inc. ............. 600 10,988
*Detrex Corp. ........................ 500 3,250
*Detroit Diesel Corp. ................ 11,100 219,225
*Devcon International Corp. .......... 2,000 13,125
*Devlieg-Bullard, Inc. ............... 6,500 15,641
Devon Energy Corp. .................. 11,800 427,750
*Devon Group, Inc. ................... 3,700 92,038
*Dewolfe Companies, Inc. ............. 200 1,075
Dexter Corp. CT ..................... 9,100 298,025
*Diagnostic Health Services, Inc. .... 3,100 21,894
Diagnostic Products Corp. ........... 7,500 197,813
*#Diagnostic Retrieval Systems, Inc. .. 2,700 28,013
*Dialogic Corp. ...................... 7,400 225,700
*Diametrics Medical, Inc. ............ 8,200 32,800
*#Diana Corp. ......................... 2,069 71,122
*Dianon Systems, Inc. ................ 3,300 26,400
*Digi International, Inc. ............ 6,600 85,800
*Digital Biometrics, Inc. ............ 5,000 14,375
*Digital Communications Technology
Corp. ............................... 2,520 3,150
*Digital Link Corp. .................. 3,600 81,450
*Digital Microwave Corp. ............. 7,900 189,600
*Digital Sound Corp. ................. 8,000 16,250
*Digital Systems International, Inc. . 3,800 57,713
Dime Financial Corp. ................ 2,300 41,113
*Diodes, Inc. ........................ 1,900 13,538
*Dionex Corp. ........................ 6,500 231,563
*Discount Auto Parts, Inc. ........... 10,300 263,938
*Discovery Zone, Inc. ................ 12,200 4,575
*Dixie Yarns, Inc. ................... 4,981 32,999
*Dixon Ticonderoga Co. ............... 1,700 12,113
*Dominion Bridge Corp. ............... 7,300 18,934
Donegal Group, Inc. ................. 1,800 34,875
Donnelly Corp. Class A .............. 2,900 62,350
*Donnkenny, Inc. ..................... 5,500 22,000
*Dorsey Trailers, Inc. ............... 3,000 11,625
Downey Financial Corp. .............. 6,700 192,625
*Dravo Corp. ......................... 5,800 76,850
*Dress Barn, Inc. .................... 9,000 128,813
*Drew Industries, Inc. ............... 3,100 71,300
*Drexler Technology Corp. ............ 5,300 66,913
Dreyer's Grand Ice Cream, Inc. ...... 8,300 228,250
17
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Drug Emporium, Inc. ................. 6,600 $ 26,813
*Drypers Corp. ....................... 3,600 16,650
*Duckwall-Alco Stores, Inc. .......... 2,000 25,250
*Ducommun, Inc. ...................... 4,800 106,200
Duff & Phelps Credit Rating Co. ..... 2,100 48,563
*Durakon Industries, Inc. ............ 5,200 63,050
*#Duramed Pharmaceuticals, Inc. ....... 6,200 43,788
Duriron Co., Inc. ................... 8,600 234,350
Duty Free International, Inc. ....... 10,900 171,675
*Dwyer Group, Inc. ................... 2,800 4,900
Dyersburg Corp. ..................... 5,700 34,200
Dynamics Corp. of America ........... 7,500 213,750
*Dynamics Research Corp. ............. 4,471 43,872
E'town Corp. ........................ 3,400 102,000
*E-Z-Em, Inc. Class A ................ 2,250 24,891
*E-Z-Em, Inc. Class B ................ 6,123 65,822
*EA Engineering Science &
Technology, Inc. .................... 5,625 11,250
*EA Industries, Inc. ................. 7,600 8,550
*ECC International Corp. ............. 8,500 69,063
*ECCS, Inc. .......................... 1,700 5,047
*EFI Electronics Corp. ............... 800 1,000
*EIS International, Inc. ............. 5,200 45,175
*ELXSI Corp. ......................... 2,200 11,550
EMC Insurance Group, Inc. ........... 6,300 73,238
*ERLY Industries, Inc. ............... 1,810 16,403
*ERO, Inc. ........................... 4,100 27,163
*ESCO Electronics Corp. Trust
Receipts ............................ 8,700 84,825
ESELCO, Inc. ........................ 212 5,274
*ESSEF Corp. ......................... 3,100 55,413
*EZ Serve Corp. ...................... 17,000 19,125
Eagle Bancshares, Inc. .............. 1,800 26,775
*Eagle Finance Corp. ................. 2,000 10,750
Eagle Financial Corp. ............... 2,200 66,275
*Eagle Food Centers, Inc. ............ 8,100 35,438
Eastern Bancorp, Inc. ............... 1,650 36,919
Eastern Co. ......................... 3,300 44,550
*Eastern Environment Services, Inc. .. 1,600 15,200
Eastern Utilities Associates ........ 10,200 172,125
*Eateries, Inc. ...................... 1,500 5,250
Eaton Vance Corp. ................... 3,700 159,100
*Ecogen, Inc. ........................ 4,340 12,749
Ecology & Environment, Inc.
Class A ............................. 1,100 10,381
*Edelbrock Corp. ..................... 4,000 64,000
*Edison Brothers Stores, Inc. ........ 11,000 15,125
*Edison Control Corp. ................ 1,000 5,250
*Edisto Resources Corp. .............. 6,100 55,663
*#Editek, Inc. ........................ 4,100 3,588
*Edmark Corp. ........................ 3,600 55,350
*Edo Corp. ........................... 3,400 24,650
*Education Alternatives, Inc. ........ 5,000 21,250
*Educational Development Corp. ....... 1,800 14,288
*Educational Insights, Inc. .......... 3,500 8,750
*Effective Management Systems, Inc. ... 1,400 9,100
*Egghead, Inc. ....................... 7,000 43,313
Ekco Group, Inc. .................... 10,200 34,425
*El Chico Restaurants, Inc. .......... 2,900 22,475
Elcor Corp. ......................... 3,500 74,375
Eldorado Bancorp CA ................. 1,470 30,319
*Electric Fuel Corp. ................. 6,200 38,750
*Electro Rent Corp. .................. 6,000 141,000
*Electro Scientific Industries, Inc. . 4,500 110,250
<PAGE>
Shares Value+
-------- ----------
*Electroglas, Inc. ................... 8,700 $152,250
*Electromagnetic Sciences, Inc. ...... 11,400 235,125
*Electronic Fab Technology, Inc. ..... 5,000 17,188
*Electronic Retailing System
International, Inc. ................. 2,300 7,044
Electronic Tele Communications, Inc.
Class A ............................. 1,000 2,125
*Elek-Tek, Inc. ...................... 4,000 18,250
*Eljer Industries, Inc. .............. 2,800 33,600
Ellett Brothers, Inc. ............... 3,000 15,563
*Eltron International, Inc. .......... 4,000 123,000
*Embrex, Inc. ........................ 2,700 17,888
*Emcare Holdings, Inc. ............... 1,600 31,600
*Emcon ............................... 4,200 16,275
Emerald Isle Corp. .................. 200 3,700
*#Emerson Radio Corp. ................. 16,100 23,144
*Emisphere Technologies, Inc. ........ 1,900 29,450
*Emmis Broadcasting Corp. Class A .... 4,400 150,700
*Empi, Inc. .......................... 4,300 79,013
Empire District Electric Co. ........ 7,200 135,900
*Empire of Carolina, Inc. ............ 2,600 16,900
*Employee Solutions, Inc. Class B .... 12,200 224,938
*Emulex Corp. ........................ 2,250 37,688
*Encad, Inc. ......................... 4,400 165,825
*Encore Computer Corp. ............... 17,800 23,919
*Encore Wire Corp. ................... 4,200 66,150
*Endosonics Corp. .................... 6,100 69,006
Energen Corp. ....................... 6,600 179,025
*Energy Biosystems Corp. ............. 6,000 39,000
*Energy Research Corp. ............... 1,500 16,500
Energy West, Inc. ................... 200 1,700
Energynorth, Inc. ................... 2,400 48,900
Engineered Support Systems, Inc. .... 1,200 12,525
*Engineering Measurements Co. ........ 1,000 3,656
Engle Homes, Inc. ................... 2,800 23,100
Enhance Financial Services Group,
Inc. ................................ 8,700 297,975
*Enlighten Software Solutions, Inc. .. 1,100 4,950
Ennis Business Forms, Inc. .......... 8,200 83,025
*Ensys Environmental Products, Inc. .. 1,000 1,875
*Envirogen, Inc. ..................... 3,700 9,713
*Environmental Elements Corp. ........ 4,200 10,500
*Environmental Technologies Corp. .... 2,200 15,263
*Enviroq Corp. ....................... 280 403
*Envirotest Systems Corp. Class A .... 7,200 16,425
*Envoy Corp. ......................... 6,700 247,063
*Enzo Biochem, Inc. .................. 11,014 207,889
*Enzon, Inc. ......................... 13,800 33,206
*Epitope, Inc. ....................... 6,300 77,175
*Equinox Systems, Inc. ............... 2,000 23,375
*Equitex, Inc. ....................... 1,600 3,800
*Equitrac Corp. ...................... 1,500 15,750
*Equity Corp. International .......... 7,200 151,200
*Equity Marketing, Inc. .............. 2,800 63,875
*Equity Oil Co. ...................... 14,200 46,594
Eskimo Pie Corp. .................... 1,600 16,800
Espey Manufacturing & Electronics
Corp. ............................... 400 6,750
*Essex Corp. ......................... 1,000 2,000
Essex County Gas Co. ................ 800 20,300
*Esterline Technologies Corp. ........ 3,300 83,738
Ethan Allen Interiors, Inc. ......... 6,400 212,800
*Evans & Sutherland Computer Corp. .. 4,300 109,113
*Evans Systems, Inc. ................. 1,400 7,000
18
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Evans, Inc. ......................... 1,000 $ 1,938
Evergreen Bancorp, Inc. DE .......... 3,800 61,038
*Evergreen Resources, Inc. ........... 2,800 18,375
*Exabyte Corp. ....................... 8,700 126,694
*Exar Corp. .......................... 8,100 128,081
*Excalibur Technologies Corp. ........ 5,800 91,350
Excel Industries, Inc. .............. 4,200 63,000
*Excel Technology, Inc. .............. 4,600 38,238
Executive Risk, Inc. ................ 3,700 148,000
*Executive Telecard, Ltd. ............ 8,002 57,014
*Executone Information Systems, Inc. 25,900 67,178
Exide Corp. ......................... 11,500 293,250
*Exide Electronics Group, Inc. ....... 5,452 59,291
Expeditors International of
Washington .......................... 4,800 212,400
*Expert Software, Inc. ............... 2,500 11,250
*Express America Holdings Corp. ...... 2,400 15,600
*Express Scripts, Inc. Class A ....... 3,300 117,150
*Ezcorp, Inc. Class A Non-Voting ..... 4,900 37,669
F & M Bancorp (MD) .................. 1,800 41,850
F & M Bancorporation, Inc. .......... 2,100 64,838
F & M National Corp. ................ 7,600 150,100
FCB Financial Corp. ................. 1,100 20,900
FCNB Corp. .......................... 153 3,137
FDP Corp. ........................... 2,500 35,313
FFLC Bancorp ........................ 500 9,938
FFY Financial Corp. ................. 2,200 56,513
*FLIR Systems, Inc. .................. 2,200 29,838
*FM Properties, Inc. ................. 5,700 16,744
*FNB Rochester Corp. ................. 1,400 17,238
*FPA Corp. ........................... 2,000 2,125
*FPA Medical Management, Inc. ........ 7,948 152,006
*FRP Properties, Inc. ................ 2,500 52,500
*FSI International, Inc. ............. 10,000 145,625
*FTP Software, Inc. .................. 13,300 104,738
Fab Industries, Inc. ................ 3,500 93,625
*Fabri-Centers of America, Inc.
Class A ............................. 6,400 99,200
*Fabri-Centers of America, Inc.
Class B ............................. 6,700 97,988
*Failure Group, Inc. ................. 4,300 25,263
Fair, Isaac & Co., Inc. ............. 6,900 241,500
*Fairchild Corp. Class A ............. 8,000 133,000
*#Fairfield Communities, Inc. ......... 3,900 95,550
*Falcon Building Products, Inc.
Class A ............................. 5,500 68,063
Falcon Products, Inc. ............... 6,050 87,725
Family Bancorp ...................... 1,650 57,956
*Family Golf Centers, Inc. ........... 5,800 179,800
*Fansteel, Inc. ...................... 4,000 26,500
*Farah, Inc. ......................... 8,000 53,000
Farmer Brothers Co. ................. 200 30,300
*Farr Co. ............................ 2,300 40,250
Farrel Corp. ........................ 2,400 6,900
*Fastcomm Communications Corp. ....... 5,700 47,025
*Faulding Corp. ...................... 5,000 29,688
*Featherlite Manufacturing, Inc. ..... 2,400 13,950
Fed One Bancorp ..................... 600 9,413
Fedders Corp. ....................... 8,800 50,600
Fedders Corp. Class A ............... 8,000 38,000
Federal Screw Works ................. 1,800 50,850
*Female Health Co. ................... 3,400 14,450
*Ferrofluidics Corp. ................. 3,031 27,658
*Fiberstars, Inc. .................... 700 3,369
<PAGE>
Shares Value+
-------- ----------
*Fibreboard Corp. .................... 3,300 $114,263
Fidelity Bancorp, Inc. Delaware ..... 1,300 22,181
Fidelity Federal Bancorp ............ 1,100 11,275
Fidelity Financial Bankshares Corp. . 210 5,329
Fidelity National Financial, Inc. ... 7,645 126,143
*Fieldcrest Cannon, Inc. ............. 4,500 64,688
*Fifty-Off Stores, Inc. .............. 5,600 963
*Figgie International, Inc. Class A .. 5,500 68,750
*Figgie International, Inc. Class B .. 2,500 28,594
*Filenes Basement Corp. .............. 8,200 40,231
*Filenet Corp. ....................... 6,700 239,525
*Financial Federal Corp. ............. 5,450 82,431
Financial Trust Corp. ............... 3,520 99,440
*Finish Line, Inc. Class A ........... 10,600 235,850
*Finishmaster, Inc. .................. 3,000 25,125
First Albany Companies, Inc. ........ 1,978 18,297
*First Alert, Inc. ................... 12,000 47,250
First American Financial Corp. ...... 4,500 164,813
*First American Health Concepts, Inc. 1,100 4,125
First Bancorp ....................... 400 7,050
*First Cash, Inc. .................... 1,500 7,969
First Central Financial Corp. ....... 9,300 35,456
First Charter Corp. ................. 1,900 41,800
First Citizens Bancshares, Inc. NC .. 1,700 135,150
*First Citizens Financial Corp. ...... 1,270 23,654
First Colorado Bancorp .............. 5,455 96,144
First Commercial Corp. .............. 1,927 69,854
First Commonwealth Financial Corp. . 11,200 205,800
First Defiance Financial Corp. ...... 2,159 26,448
First Essex Bancorp ................. 3,000 41,625
First Federal Capital Corp. ......... 2,600 61,100
First Federal Savings & Loan
Association of East Hartford, CT .... 1,500 34,500
First Financial Bancorp ............. 6,020 185,868
First Financial Bankshares, Inc. .... 250 9,063
First Financial Corp. of Western
Maryland ............................ 900 28,688
First Financial Holdings, Inc. ...... 3,000 70,875
First Franklin Corp. ................ 200 3,375
First Georgia Holdings, Inc. ........ 300 2,588
First Home Bancorp, Inc. NJ ......... 200 3,700
First Indiana Corp. ................. 6,439 164,195
First Liberty Financial Corp. ....... 1,800 37,575
*First Merchants Acceptance Corp. .... 2,600 54,113
First Merchants Corp. ............... 2,000 52,000
First Michigan Bank Corp. ........... 8,594 242,781
First Midwest Bancorp, Inc. ......... 7,500 269,531
First Mississippi Corp. ............. 13,600 392,700
First Mutual Savings Bank ........... 264 4,884
First Northern Capital Corp. ........ 1,800 30,600
First Oak Brook Bancshares, Inc.
Class A ............................. 700 15,050
First Palm Beach Bancorp, Inc. ...... 2,700 68,006
*First Republic Bancorp, Inc. ........ 2,900 51,838
First Savings Bancorp, Inc. North
Carolina ............................ 1,500 27,750
First Source Corp. .................. 6,293 150,245
First Southeast Financial Corp. ..... 1,600 16,300
First State Financial Services, Inc. 1,000 15,563
*#First Team Sports, Inc. ............. 2,850 25,472
First Union Corp. ................... 4,630 353,590
First United Bancorp ................ 2,699 30,702
First Western Bancorp, Inc. ......... 2,750 73,906
19
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*FirstFed Financial Corp. DE ......... 5,300 $126,538
FirstFederal Financial Services
Corp. ............................... 1,342 50,996
Firstbank of Illinois Co. ........... 4,100 139,913
Firstfed Bancshares, Inc. ........... 1,500 25,313
*Fischer Imaging Corp. ............... 2,700 18,056
Flag Financial Corp. ................ 200 2,275
*Flagstar Companies, Inc. ............ 21,900 25,322
Flamemaster Corp. ................... 200 913
Fleming Companies, Inc. ............. 15,100 247,263
Flexsteel Industries, Inc. .......... 6,200 79,825
Florida First Bancorp, Inc. ......... 200 2,313
Florida Public Utilities Co. ........ 500 9,969
Florida Rock Industries, Inc. ....... 4,300 132,225
*Florsheim Shoe Co. .................. 3,300 15,675
*Flow International Corp. ............ 14,400 121,500
Fluke Corp. ......................... 4,000 172,500
*Fluor Daniel/GTI, Inc. .............. 1,265 10,911
*Foamex International, Inc. .......... 13,900 232,825
*Foilmark, Inc. ...................... 1,600 4,000
*Foodarama Supermarkets, Inc. ........ 1,500 21,000
*Foodbrands America, Inc. ............ 3,300 43,725
*Foodmaker, Inc. ..................... 28,000 255,500
*Foothill Independent Bancorp ........ 1,770 19,028
Foremost Corp. of America ........... 4,800 268,200
Forest City Enterprises, Inc.
Class A ............................. 2,300 122,906
Forest City Enterprises, Inc.
Class B ............................. 1,400 74,375
*Forest Oil Corp. .................... 3,540 55,313
Fort Wayne National Corp. ........... 6,300 238,613
*Fortune Petroleum Corp. ............. 4,800 14,400
*Fossil, Inc. ........................ 6,600 86,625
*Foster (L.B.) Co. Class A ........... 20,900 85,559
*Fountain Oil, Inc. .................. 6,900 48,516
*Fountain Powerboat Industries, Inc. . 1,200 17,625
*Fourth Shift Corp. .................. 4,800 26,700
*Foxmeyer Health Corp. ............... 6,300 14,175
Franklin Bank National Associaton
Southfield, MI ....................... 1,260 15,356
Franklin Electric Co., Inc. ......... 3,300 134,063
*Franklin Electronic Publishers, Inc. 4,700 58,750
*Franklin Quest Co. .................. 8,200 174,250
Frederick's of Hollywood, Inc.
Class A ............................. 3,966 21,813
Frederick's of Hollywood, Inc.
Class B ............................. 3,633 16,349
Freds, Inc. Class A ................. 5,100 46,219
*Fresh America Corp. ................. 1,400 23,363
*Fresh Choice, Inc. .................. 3,300 16,500
Friedman Industries, Inc. ........... 10,397 62,382
*Friedmans, Inc. Class A ............. 6,300 86,231
Frisch's Restaurants, Inc. .......... 13,984 188,782
*Fritz Companies, Inc. ............... 10,000 150,625
Frontier Adjusters of America, Inc. . 1,000 3,250
Frontier Insurance Group, Inc. ...... 5,700 218,025
Frozen Food Express Industries, Inc. 6,607 63,592
Fuller (H.B.) Co. ................... 7,000 332,500
Fulton Financial Corp. .............. 9,966 204,303
*Funco, Inc. ......................... 2,300 18,975
*Fuqua Enterprises, Inc. ............. 3,600 86,850
*Furniture Brands International, Inc. 3,500 43,313
Furon Co. ........................... 3,500 71,313
*Fusion Systems Corp. ................ 4,300 80,625
<PAGE>
Shares Value+
-------- ----------
*Future Healthcare, Inc. ............. 3,400 $ 136
G & K Services, Inc. Class A ........ 10,000 365,000
*G-III Apparel Group, Ltd. ........... 3,685 10,479
GBC Bancorp ......................... 2,700 76,613
*GC Companies, Inc. .................. 3,100 108,500
*GMIS, Inc. .......................... 3,200 76,600
*GNI Group, Inc. ..................... 2,400 15,600
*GRC International, Inc. ............. 9,100 135,363
*GTI Corp. ........................... 5,600 30,100
*GTS Duratek, Inc. ................... 6,200 78,663
*GZA Geoenvironmental
Technologies, Inc. .................. 1,700 5,313
Gainsco, Inc. ....................... 8,600 80,625
*Galey & Lord, Inc. .................. 6,000 78,000
*Galileo Electro-Optics Corp. ........ 3,900 94,088
Gallagher (Arthur J.) & Co. ......... 7,800 239,850
*Galoob (Lewis) Toys, Inc. DE ........ 5,900 171,838
*Game Financial Corp. ................ 2,000 17,250
Gamma Biologicals, Inc. ............. 5,500 17,188
*Gander Mountain, Inc. ............... 90 16
*Gantos, Inc. ........................ 4,150 15,433
Garan, Inc. ......................... 3,042 54,376
*Gardner Denver Machinery, Inc. ...... 1,900 69,825
*Gasonics International, Inc. ........ 6,650 72,319
*Gaylord Container Corp. Class A ..... 25,000 159,375
*#Geerling & Wade, Inc. ............... 1,400 6,913
*Gehl Co. ............................ 2,500 20,938
*Gelman Sciences, Inc. ............... 7,275 230,981
Gencorp, Inc. ....................... 19,300 357,050
*Genelabs Technologies, Inc. ......... 19,500 75,563
*Genemedicine, Inc. .................. 6,500 22,750
General Binding Corp. ............... 7,200 201,600
*General Communications, Inc. Class A 5,400 38,813
*General Datacomm Industries, Inc. ... 11,700 130,163
*#General Host Corp. .................. 9,200 32,200
General Housewares Corp. ............ 1,600 16,000
General Magnaplate Corp. ............ 200 1,338
General Physics Corp. ............... 4,100 16,913
*Genesco, Inc. ....................... 9,800 99,225
Genesee Corp. Class B ............... 200 8,500
*#Geneva Steel Co. Class A ............ 5,300 18,550
*Genicom Corp. ....................... 6,000 23,813
*Genlyte Group, Inc. ................. 8,900 80,100
*Genome Therapeutics Corp. ........... 6,900 62,963
Genovese Drug Stores, Inc.
Class A ............................. 2,200 38,500
*Genrad, Inc. ........................ 8,800 194,700
*Gensia, Inc. ........................ 17,500 80,391
*Genta, Inc. ......................... 5,600 3,413
*Gentex Corp. ........................ 9,500 185,844
*Genus, Inc. ......................... 9,100 62,563
*Genzyme Transgenics Corp. ........... 9,120 52,440
Geon Co. ............................ 4,700 88,713
George Mason Bankshares, Inc. ....... 2,500 56,875
*Georgia-Bonded Fibres, Inc. ......... 200 788
*Geotek Communications, Inc. ......... 27,200 192,100
*Geoworks ............................ 7,700 170,844
Gerber Scientific, Inc. ............. 14,200 220,100
Getty Petroleum Corp. ............... 5,100 81,600
*Giant Cement Holding, Inc. .......... 4,000 61,000
*Giant Group, Ltd. ................... 5,300 44,388
Giant Industries, Inc. .............. 7,900 120,475
*Gibraltar Packaging Group, Inc. ..... 1,500 5,438
*Gibraltar Steel Corp. ............... 5,800 135,575
20
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Gibson Greetings, Inc. .............. 9,400 $178,600
Giddings & Lewis, Inc. .............. 17,100 198,788
*Giga-Tronics, Inc. .................. 1,600 13,400
Gilbert Associates, Inc. Class A .... 3,500 47,250
*Gilead Sciences, Inc. ............... 3,300 84,769
*Gish Biomedical, Inc. ............... 1,900 12,588
Glacier Bancorp, Inc. ............... 1,342 32,208
*Glacier Water Services, Inc. ........ 2,300 47,150
Gleason Corp. ....................... 2,800 82,600
*Global Industrial Technologies, Inc. 11,700 239,850
*Global Village Communication, Inc. .. 9,200 61,525
*Globalink, Inc. ..................... 2,600 7,800
*Go Video, Inc. ...................... 3,100 4,069
*Golden Books Family
Entertainment, Inc. ................. 8,600 98,363
Golden Enterprises, Inc. ............ 6,100 46,131
Golden Poultry Co., Inc. ............ 5,800 59,450
*Good Guys, Inc. ..................... 5,400 43,538
GoodMark Foods, Inc. ................ 7,800 132,600
*Goodys Family Clothing, Inc. ........ 9,700 157,625
Gorman-Rupp Co. ..................... 5,175 71,803
*Gottschalks, Inc. ................... 4,900 33,075
Goulds Pumps, Inc. .................. 8,500 209,844
*Government Technology Services, Inc. 4,000 24,750
Graco, Inc. ......................... 9,600 247,200
*Gradco Systems, Inc. ................ 4,700 16,744
*Graff Pay-per-View, Inc. ............ 6,500 9,750
Graham-Field Health Products, Inc. .. 6,300 51,188
*Grancare, Inc. ...................... 13,605 241,489
Grand Premier Financial, Inc. ....... 2,901 30,823
Granite Construction, Inc. .......... 7,200 146,700
Granite State Bankshares, Inc. ...... 800 17,700
*Grant Geophysical, Inc. ............. 3,100 678
Graphic Industries, Inc. ............ 4,600 41,688
Great Southern Bancorp, Inc. ........ 400 6,900
*Greater New York Savings
Bank NY ............................. 6,500 86,125
Green (A.P.) Industries, Inc. ....... 11,100 109,613
Green Mountain Power Corp. .......... 3,000 74,625
*Greenbriar Corp. .................... 160 2,240
Greenbrier Companies, Inc. .......... 8,000 77,000
Greenfield Industries, Inc. DE ...... 7,400 214,600
Greenwich Air Services, Inc.
Class A ............................. 3,300 80,850
*Greenwich Air Services, Inc.
Class B ............................. 2,200 51,425
Grey Advertising, Inc. .............. 200 46,800
*Greyhound Lines, Inc. ............... 26,900 104,238
*Griffon Corp. ....................... 51,500 553,625
*Grist Mill & Co. .................... 5,900 35,031
*Grossmans, Inc. ..................... 9,900 10,828
*Ground Round Restaurants, Inc. ...... 5,500 13,836
*Group 1 Software, Inc. .............. 3,000 28,500
*Group Technologies Corp. ............ 8,700 16,313
Grovebank for Savings ............... 700 34,388
*Grow Biz International, Inc. ........ 2,900 26,100
*Gryphon Holdings, Inc. .............. 100 1,431
Guaranty National Corp. ............. 2,407 40,016
*Guest Supply, Inc. .................. 6,000 98,250
Guilford Mills, Inc. ................ 6,700 171,688
*Gulfmark International, Inc. ........ 1,700 93,500
*Gulfsouth Medical Supply, Inc. ...... 7,700 224,263
*Gull Laboratories, Inc. ............. 3,000 18,750
*Gundle/SLT Environmental, Inc. ...... 8,500 54,188
<PAGE>
Shares Value+
-------- ----------
*HD Vest, Inc. ....................... 2,200 $ 9,350
*HEI, Inc. ........................... 1,500 13,031
HF Financial Corp. .................. 1,200 19,950
*HMG Worldwide Corp. ................. 2,500 3,516
HMI Industries, Inc. ................ 5,400 29,025
*HMN Financial, Inc. ................. 2,200 39,738
*HPR, Inc. ........................... 2,000 29,875
*HPSC, Inc. .......................... 2,600 16,413
*HS Resources, Inc. .................. 10,355 176,035
HUBCO, Inc. ......................... 6,598 161,651
*Ha-Lo Industries, Inc. .............. 4,800 186,000
Hach Co. ............................ 6,225 105,825
*Hadco Corp. ......................... 4,100 190,394
*Haemonetics Corp. ................... 11,500 199,813
Haggar Corp. ........................ 4,100 73,031
*Hahn Automotive Warehouse, Inc. ..... 2,080 17,680
Halliburton Co. ..................... 4,706 283,537
*Hallwood Group, Inc. ................ 950 13,538
*Halsey Drug Co., Inc. ............... 5,604 27,670
*Hammons (John Q.) Hotels, Inc.
Class A ............................. 3,200 25,800
*Hampshire Group, Ltd. ............... 1,400 18,200
*Hampton Industries, Inc. ............ 1,800 9,450
Hancock Fabrics, Inc. ............... 12,900 119,325
Hancock Holding Co. ................. 3,200 138,400
*Handex Environmental Recovery, Inc. 3,100 36,813
Handleman Co. ....................... 18,200 150,150
#Handy & Harman ...................... 9,100 152,425
*Hanger Orthopedic Group, Inc. ....... 3,300 19,800
*Harcor Energy, Inc. ................. 5,500 27,156
*Harding Lawson Associates Group,
Inc. ................................ 5,000 33,125
*#Harken Energy Corp. ................. 51,900 152,456
Harleysville Group, Inc. ............ 9,000 276,750
Harleysville National Corp PA ....... 210 5,329
*Harlyn Products, Inc. ............... 2,900 1,813
Harmon Industries, Inc. ............. 5,100 88,613
*Harolds Stores, Inc. ................ 2,095 31,949
Harper Group, Inc. .................. 7,000 161,000
*Harris & Harris Group, Inc. ......... 4,800 19,200
Harris Savings Bank PA .............. 1,000 18,250
*Harry's Farmers Market, Inc.
Class A ............................. 1,600 5,700
*Hartmarx Corp. ...................... 14,200 74,550
*Harvard Industries, Inc. ............ 2,600 13,488
*Harvey Entertainment Co. ............ 2,000 14,125
Harvey's Casino Resorts ............. 5,200 86,450
Haskel International, Inc. .......... 1,900 14,844
Hastings Manufacturing Co. .......... 350 8,925
*Hathaway Corp. ...................... 2,700 10,631
*Hauser Chemical Research, Inc. ...... 5,800 34,075
Haven Bancorp, Inc. ................. 1,800 50,288
Haverfield Corp. .................... 220 4,180
Haverty Furniture Co., Inc. ......... 5,300 69,563
Haverty Furniture Co., Inc. Class A . 200 2,600
Hawkins Chemical, Inc. .............. 5,497 40,540
*Hawthorne Financial Corp. ........... 700 5,556
*Hays Wheels International, Inc. ..... 880 30,140
Health Images, Inc. ................. 5,700 89,063
*Health Management Systems, Inc. ..... 9,400 140,413
*Health Management, Inc. ............. 4,500 6,047
*Health O Meter Products, Inc. ....... 3,600 21,825
*Health Power, Inc. .................. 1,900 6,294
*Health Professionals, Inc. .......... 1,250 3,438
21
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Health Risk Management, Inc. ........ 1,600 $ 23,700
*Health-Chem Corp. ................... 4,789 5,088
*Healthcare Imaging Services, Inc. ... 1,200 1,838
*Healthcare Services Group, Inc. ..... 6,200 60,450
*Healthdyne Information Enterprises,
Inc. ................................ 10,100 46,081
*Healthdyne Technologies, Inc. ....... 9,572 87,345
*Healthy Planet Products, Inc. ....... 700 3,106
*Heartland Express, Inc. ............. 15,876 378,047
*Heartland Wireless
Communications, Inc. ................ 1,516 18,192
Hechinger Co. Class A ............... 13,900 37,356
Hechinger Co. Class B ............... 5,800 25,013
*Hecla Mining Co. .................... 26,200 153,925
*Hector Communications Corp. ......... 1,200 9,000
*Heftel Broadcasting Corp. Class A ... 1,100 36,300
Heico Corp. ......................... 3,460 69,200
*Hein-Werner Corp. ................... 2,059 12,997
*Heist (C.H.) Corp. .................. 2,100 17,325
Helix Technology Corp. .............. 14,800 468,975
Henry Jack & Associates, Inc. ....... 6,200 234,050
Herbalife International, Inc. ....... 14,100 363,956
Heritage Financial Services, Inc. ... 3,100 65,875
*Heritage Media Corp. Class A ........ 14,200 197,025
*Hexcel Corp. ........................ 5,000 90,625
*Hi-Lo Automotive, Inc. .............. 4,300 11,288
*Hi-Shear Industries, Inc. ........... 500 1,367
*Hi-Shear Technology Corp. ........... 1,300 7,800
*Hi-Tech Pharmacal, Inc. ............. 3,500 15,969
*High Plains Corp. ................... 9,580 51,193
Hilb Rogal Hamilton Co. ............. 6,500 86,125
*Hilite Industries, Inc. ............. 2,000 10,500
*Hinsdale Financial Corp. ............ 1,250 34,375
*Hirsch International Corp. Class A .. 2,093 39,505
*Hitox Corp. ......................... 2,500 6,406
Hoenig Group, Inc. .................. 3,600 15,750
*Holiday RV Superstores, Inc. ........ 3,000 4,922
Holly Corp. ......................... 4,100 109,675
*Hollywood Casino Corp. Class A ...... 15,000 63,750
*Hollywood Entertainment Corp. ....... 8,100 162,000
*Hologic, Inc. ....................... 5,100 125,588
*Holopak Technologies, Inc. .......... 3,500 11,375
*Holophane Corp. ..................... 7,050 133,950
Home Beneficial Corp. Class B ....... 5,200 131,950
Home Federal Bancorp ................ 900 31,275
Home Port Bancorp, Inc. ............. 900 15,356
*Home State Holdings, Inc. ........... 2,200 16,913
*Homecorp, Inc. ...................... 200 3,775
*Homeowners Group, Inc. .............. 1,700 2,922
*Hondo Oil and Gas Co. ............... 7,600 92,150
Hooper Holmes, Inc. ................. 2,600 40,950
Horizon Bancorp, Inc. ............... 200 7,950
Horizon Financial Corp. ............. 3,438 46,843
*Horizon/CMS Healthcare Corp. ........ 3,000 32,250
*Hospital Staffing Services, Inc. .... 2,390 5,378
*Hosposable Products, Inc. ........... 200 1,013
*Hovnanian Enterprises, Inc.
Class A ............................. 6,000 35,250
*Hovnanian Enterprises, Inc.
Class B ............................. 1,150 6,756
Howell Corp. ........................ 1,900 27,075
Howell Industries, Inc. ............. 200 8,150
*Howtek, Inc. ........................ 3,600 7,313
Hudson Foods, Inc. Class A .......... 8,900 162,425
Hudson General Corp. ................ 400 14,500
<PAGE>
Shares Value+
-------- ----------
*Hudson Technologies, Inc. ........... 1,700 $ 10,200
Huffy Corp. ......................... 6,700 92,125
Hughes Supply, Inc. ................. 5,100 219,300
*Hugoton Energy Corp. ................ 10,800 117,450
*Human Genome Sciences, Inc. ......... 2,100 77,175
Hunt (J.B.) Transportation Services,
Inc. ................................ 10,000 141,250
Hunt Manufacturing Co. .............. 5,200 91,650
Huntco, Inc. Class A ................ 1,500 23,438
*Hurco Companies, Inc. ............... 3,300 17,738
*Hutchinson Technology, Inc. ......... 2,100 111,825
*Hycor Biomedical, Inc. .............. 5,600 19,950
*Hyde Athletic Industries, Inc.
Class A ............................. 1,000 5,125
*Hyde Athletic Industries, Inc.
Class B ............................. 1,500 7,359
Hydron Technologies, Inc. ........... 9,800 18,988
*Hyperion Software Corp. ............. 7,500 162,188
*#I-Stat Corp. ........................ 4,400 107,800
*ICF Kaiser International, Inc. ...... 13,500 25,313
ICN Pharmaceuticals, Inc. ........... 11,092 214,908
ICO, Inc. ........................... 10,620 69,694
*ICOS Corp. .......................... 19,200 148,800
*ICU Medical, Inc. ................... 4,600 37,088
*IDEC Pharmaceuticals Corp. .......... 6,900 166,894
*IDM Environmental Corp. ............. 1,200 2,644
*IEC Electronics Corp. ............... 3,000 23,250
*IFR Systems, Inc. ................... 3,700 56,194
*IGEN, Inc. .......................... 8,200 49,200
*IGI, Inc. ........................... 8,700 50,025
*IHOP Corp. .......................... 4,100 99,425
*II-VI, Inc. ......................... 1,300 34,288
*ILC Technology, Inc. ................ 2,900 34,981
IMCO Recycling, Inc. ................ 4,700 76,963
*IMP, Inc. ........................... 10,800 34,594
*IPC Information Systems, Inc. ....... 4,800 78,000
*IPL Systems, Inc. Class A ........... 1,800 3,544
*IQ Software Corp. ................... 1,800 42,750
*ITI Technologies, Inc. .............. 3,500 42,875
*ITT Educational Services, Inc. ...... 750 14,531
*IVI Publishing, Inc. ................ 5,000 17,656
IWC Resources Corp. ................. 4,800 108,000
*Ibah, Inc. .......................... 9,400 61,100
*Identix, Inc. ....................... 13,400 106,363
*Ikos Systems, Inc. .................. 3,100 60,063
*Illinois Superconductor Corp. ....... 1,800 30,150
*Image Entertainment, Inc. ........... 6,900 28,894
*Imatron, Inc. ....................... 42,200 148,359
*Imclone Systems, Inc. ............... 11,000 112,750
*Immucor, Inc. ....................... 3,900 40,219
*Immulogic Pharmaceutical Corp. ...... 8,000 68,000
*Immune Response Corp. DE ............ 9,500 75,406
*Immunex Corp. ....................... 21,800 292,938
*Immunogen, Inc. ..................... 7,800 21,694
*Immunomedics, Inc. .................. 19,700 135,438
*Imo Industries, Inc. ................ 6,800 22,950
*Impact Systems, Inc. ................ 6,200 8,913
*Imperial Bancorp .................... 12,469 279,773
*Imperial Credit Industries, Inc. .... 11,150 239,725
*Imperial Holly Corp. ................ 5,100 79,050
*In Focus Systems, Inc. .............. 4,200 88,200
*In Home Health, Inc. ................ 6,400 12,400
*Inacom Corp. ........................ 4,900 152,206
*Inbrand Corp. ....................... 6,000 144,000
*Incontrol, Inc. ..................... 9,300 81,956
22
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Incstar Corp. ....................... 8,200 $ 34,850
*Incyte Pharmaceuticals, Inc. ........ 4,000 152,250
*Indenet, Inc. ....................... 9,300 19,181
Independence Holding Co. ............ 2,500 21,094
Independent Bank Corp. MA ........... 7,100 67,006
Independent Bank East ............... 1,102 37,606
Indiana Energy, Inc. ................ 11,300 272,613
Indiana Federal Corp. ............... 1,500 33,000
Industrial Acoustics Co., Inc. ...... 200 2,025
*Industrial Holdings, Inc. ........... 1,200 11,400
*Industrial Scientific Corp. ......... 700 11,113
*Industrial Training Corp. ........... 1,000 4,500
*Information Resource Engineering,
Inc. ................................ 2,200 23,375
*Information Resources, Inc. ......... 11,100 126,956
#Ingles Market, Inc. Class A ......... 1,800 26,100
*Inhale Therapeutic Systems .......... 5,700 84,788
*Innerdyne, Inc. ..................... 11,800 36,138
*Innodata Corp. ...................... 1,800 2,588
*Innoserv Technologies, Inc. ......... 200 588
*Innovative Gaming Corp of America ... 2,800 22,400
Innovex, Inc. ....................... 8,100 329,063
*Inphynet Medical Management, Inc. ... 7,300 130,944
*Insignia Financial Group, Inc.
Class A ............................. 1,000 22,750
*Insilco Corp. ....................... 4,800 187,200
*Insite Vision, Inc. ................. 7,000 30,406
Insituform East, Inc. ............... 1,700 4,888
*Insituform Technologies, Inc.
Class A ............................. 13,810 108,754
Insteel Industries, Inc. ............ 3,300 26,400
Instron Corp. ....................... 11,200 145,600
*Insurance Auto Auctions, Inc. ....... 5,600 52,500
Integon Corp. ....................... 6,200 119,350
*Integramed America, Inc. ............ 3,600 6,188
*Integrated Circuit Systems, Inc. .... 5,600 59,500
Integrated Health Services, Inc. .... 8,900 195,800
*#Integrated Process Equipment Corp. . 7,000 119,438
*#Integrated Silicon Solution, Inc. ... 10,000 100,469
*Integrated Systems, Inc. ............ 200 4,225
*Integrated Waste Services, Inc. ..... 2,400 2,700
*Intellicall, Inc. ................... 3,200 15,600
*Intellidate Technologies Corp. ...... 13,700 99,325
Intelligent Electronics, Inc. ....... 19,128 143,460
Inter-Regional Financial Group, Inc. 6,000 210,750
*Inter-Tel, Inc. ..................... 5,100 91,163
Intercargo Corp. .................... 3,800 31,350
*Intercel, Inc. ...................... 14,700 222,338
Interchange Financial Services Corp.
Saddle Brook ......................... 920 21,735
*Interdigital Communications Corp. ... 22,000 159,500
*Interface Systems, Inc. ............. 3,400 19,125
Interface, Inc. Class A ............. 10,100 200,738
*Interferon Sciences, Inc. ........... 15,900 24,347
*Interim Services, Inc. .............. 3,336 130,938
*Interlake Corp. ..................... 17,000 63,750
*Interleaf, Inc. ..................... 10,000 22,188
*Interlink Electronics ............... 1,700 8,394
*Interlinq Software Corp. ............ 3,200 15,300
*Intermagnetics General Corp. ........ 9,906 132,493
*Intermedia Communications of
Florida, Inc. ....................... 7,600 223,250
Intermet Corp. ...................... 14,800 201,650
*#International Alliance Services, Inc. 4,400 40,425
<PAGE>
Shares Value+
-------- ----------
International Aluminum Corp. ........ 900 $ 23,175
*International Dairy Queen, Inc.
Class A ............................. 8,500 163,625
*International Family Entertainment,
Inc. Class B ........................ 300 4,613
*International Imaging Materials, Inc. 4,800 117,000
*International Lottery & Totalizer
Systems, Inc. ....................... 6,900 7,331
*International Lottery, Inc. ......... 1,600 11,800
International Multifoods Corp. ...... 9,000 141,750
*International Remote Imaging
Systems, Inc. ....................... 2,800 11,550
International Shipholding Corp. ..... 3,375 59,484
*International Technology Corp. ...... 5,025 50,878
*International Thoroughbred
Breeders, Inc. ...................... 4,800 16,500
*Interneuron Pharmaceuticals, Inc. ... 2,366 46,729
*Interphase Corp. .................... 2,200 24,613
Interpool, Inc. ..................... 6,900 165,600
*Interpore International ............. 3,400 16,150
*Interscience Computer Corp. ......... 1,000 3,375
*Intersolv, Inc. ..................... 7,900 73,569
Interstate Johnson Lane, Inc. ....... 2,300 30,188
Interstate Power Co. ................ 2,400 71,700
*#Intertan, Inc. ...................... 5,200 29,900
*Intervisual Books, Inc. Class A ..... 1,000 1,594
*Intervoice, Inc. .................... 9,300 117,994
Interwest Bancorp, Inc. ............. 2,600 85,475
*Investment Technology Group, Inc. ... 9,200 169,050
Investors Financial Services Corp. .. 503 13,770
Investors Financial Services Corp.
Class A ............................. 96 2,628
Investors Title Co. ................. 800 12,500
*Invivo Corp. ........................ 1,000 13,688
*Ion Laser Technology, Inc. .......... 2,900 35,525
Iroquois Bancorp .................... 400 6,650
Irwin Financial Corp. ............... 1,000 48,750
Isco, Inc. .......................... 43,935 433,858
*Isis Pharmaceuticals, Inc. .......... 14,100 229,125
*Isolyser Co., Inc. .................. 11,610 94,331
*Isomedix, Inc. ...................... 4,900 67,375
*Itron, Inc. ......................... 5,100 101,363
*Iwerks Entertainment, Inc. .......... 6,424 41,355
*J & J Snack Foods Corp. ............. 3,500 38,281
J & L Specialty Steel, Inc. ......... 4,800 58,500
JLG Industries, Inc. ................ 31,200 561,415
*JMAR Industries, Inc. ............... 8,900 22,111
*JP Foodservice, Inc. ................ 3,100 74,594
*JPE, Inc. ........................... 1,800 13,725
JSB Financial, Inc. ................. 5,400 196,425
*#JTS Corp. ........................... 33,800 137,313
*Jabil Circuit, Inc. ................. 9,500 242,844
Jackpot Enterprises, Inc. ........... 4,654 46,540
*Jaclyn, Inc. ........................ 1,700 9,031
*Jaco Electronics, Inc. .............. 1,973 17,387
*Jacobs Engineering Group, Inc. ...... 10,200 246,075
Jacobson Stores, Inc. ............... 2,300 22,138
*Jalate, Ltd. ........................ 1,000 3,688
*Jan Bell Marketing, Inc. ............ 12,926 29,891
*Jason, Inc. ......................... 8,187 58,332
*Jayhawk Acceptance Corp. ............ 1,000 12,188
*Jean Philippe Fragrances, Inc. ...... 3,750 26,484
Jeffbanks, Inc. ..................... 1,125 31,359
*Jefferies Group, Inc. ............... 6,000 215,250
Jefferson Bankshares, Inc. .......... 9,100 266,744
23
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
Jefferson Savings Bancorp, Inc. ..... 3,000 $ 70,875
*Jennifer Convertibles, Inc. ......... 1,300 2,986
John Alden Financial Corp. .......... 13,900 244,988
*Johnson Worldwide Associates, Inc.
Class A ............................ 2,900 33,713
Johnston Industries, Inc. ........... 10,800 85,050
*Johnstown American Industries, Inc. 5,200 21,450
*Jones Intercable, Inc. .............. 2,000 21,750
*Jones Intercable, Inc. Class A ...... 15,200 162,450
*Joseph A. Bank Clothiers, Inc. ...... 3,700 15,956
Juno Lighting, Inc. ................. 10,200 160,650
*Just Toys, Inc. ..................... 2,100 3,413
Justin Industries, Inc. ............. 13,600 143,650
K Swiss, Inc. Class A ............... 2,100 23,231
*K-Tron International, Inc. .......... 6,200 66,263
*K-V Pharmaceutical Co. Class A ...... 4,000 47,500
*K-V Pharmaceutical Co. Class B ...... 1,900 22,800
K2, Inc. ............................ 8,315 216,190
KCS Energy, Inc. .................... 4,600 155,250
*KLLM Transport Services, Inc. ....... 2,766 31,118
*Kaiser Ventures, Inc. ............... 9,700 95,788
Kaman Corp. Class A ................. 9,400 117,500
*Kaneb Services, Inc. ................ 13,500 47,250
Katy Industries, Inc. ............... 4,400 61,050
Kaydon Corp. ........................ 6,900 282,038
Kaye Group, Inc. .................... 3,000 17,063
*Keithley Instruments, Inc. .......... 1,000 10,375
*Kelley Oil & Gas Corp. .............. 53,000 149,063
Kellwood Co. ........................ 8,500 153,000
*Kent Electronics Corp. .............. 9,900 258,638
*Kentucky Electric Steel, Inc. ....... 2,000 14,125
*Kenwin Shops, Inc. .................. 400 1,200
*Kerr Group, Inc. .................... 2,400 6,600
*Kewaunee Scientific Corp. ........... 1,500 8,906
*#Key Energy Group, Inc. .............. 5,300 64,263
*Key Production Co., Inc. ............ 4,600 58,075
*Key Technology, Inc. ................ 3,000 67,125
*Key Tronic Corp. .................... 13,000 112,938
*Keystone Consolidated Industries,
Inc. ................................ 3,490 25,739
Keystone Heritage Group, Inc. ....... 1,600 36,800
Kimball International, Inc. Class B . 500 20,750
*Kimmins Corp. ....................... 2,700 10,800
*Kinark Corp. ........................ 3,000 9,000
*Kinder-Care Learning Centers, Inc. .. 15,000 298,125
Kinetic Concepts, Inc. .............. 20,300 251,213
*Kinnard Investment, Inc. ............ 2,500 14,219
*Kirby Corp. ......................... 9,800 194,775
*Kit Manufacturing Co. ............... 2,700 29,869
*Kleinert's, Inc. .................... 2,000 36,250
Knape & Vogt Manufacturing Co. ...... 1,800 28,800
*Knickerbocker (L.L.) Co., Inc. ...... 5,000 44,375
*Knight Transportation, Inc. ......... 100 2,319
*Knogo North America, Inc. ........... 5,400 31,388
*Koala Corp. ......................... 700 8,969
Kollmorgen Corp. .................... 5,400 61,425
*Koo Koo Roo, Inc. ................... 8,300 67,697
*Kopin Corp. ......................... 5,500 51,219
*Koss Corp. .......................... 1,000 6,313
*Kronos, Inc. ........................ 3,200 88,800
*Krug International Corp. ............ 848 3,922
*Krystal Co. ......................... 4,900 29,094
Kuhlman Corp. ....................... 11,699 206,195
*Kulicke & Soffa Industries, Inc. .... 10,700 218,013
<PAGE>
Shares Value+
-------- ----------
Kysor Industrial Corp. .............. 2,800 $ 85,400
*#L.A. Gear, Inc. ..................... 12,600 29,925
*LAT Sportswear, Inc. ................ 200 125
LCS Industries, Inc. ................ 1,760 22,880
LSB Bancshares, Inc. NC ............. 2,525 40,084
LSB Industries, Inc. ................ 9,100 42,088
LSI Industries, Inc. ................ 10,867 127,687
*LTX Corp. ........................... 16,600 97,525
*LXE, Inc. ........................... 2,400 36,000
*LXR Biotechnology, Inc. ............. 6,300 13,388
*La Jolla Pharmceutical Co. .......... 9,700 40,013
La-Z-Boy Chair Co. .................. 7,400 222,000
*LaBarge, Inc. ....................... 8,900 53,400
LaCrosse Footwear, Inc. ............. 3,000 34,125
Labone, Inc. ........................ 6,400 100,400
Laclede Gas Co. ..................... 9,300 222,038
*Laclede Steel Co. ................... 2,700 8,944
Ladd Furniture, Inc. ................ 4,266 57,324
*Lakeland Industries, Inc. ........... 1,000 3,281
*Lamson & Sessions Co. ............... 10,900 81,750
Lance, Inc. ......................... 16,600 295,688
*Lancer Corp. ........................ 5,850 87,019
*Lancit Media Productions, Ltd. ...... 4,300 34,131
*Landair Services, Inc. .............. 3,000 31,875
Landauer, Inc. ...................... 5,900 123,163
*Landrys Seafood Restaurants, Inc. ... 9,718 230,803
*Landstar Systems, Inc. .............. 6,400 146,000
*Lasermaster Technologies, Inc. ...... 5,720 31,103
*Laserscope .......................... 2,800 15,400
*Lattice Semiconductor Corp. ......... 50 2,241
Lawson Products, Inc. ............... 6,100 132,294
Lawter International, Inc. .......... 24,800 297,600
Lawyers Title Corp. ................. 4,400 83,600
*Layne, Inc. ......................... 2,900 40,238
*Lazare Kaplan International, Inc. ... 7,700 149,188
Learonal, Inc. ...................... 3,500 81,375
*Leasing Solutions, Inc. ............. 4,700 134,831
*Lechters, Inc. ...................... 9,400 44,650
*Lectec Corp. ........................ 1,302 8,626
Legg Mason, Inc. .................... 7,200 279,900
Lennar Corp. ........................ 9,700 252,200
Lesco, Inc. ......................... 6,225 102,713
*Leslie Building Products, Inc. ...... 3,200 11,000
*Leslie's Poolmart ................... 3,774 49,062
*Level One Communications, Inc. ...... 7,900 271,563
*Levitz Furniture, Inc. .............. 16,300 59,088
Libbey, Inc. ........................ 8,500 228,438
Liberty Bancorp, Inc. Delaware ...... 1,100 26,675
Liberty Bancorp, Inc. Oklahoma ...... 4,300 176,300
Liberty Homes, Inc. Class A ......... 200 2,588
*Liberty Technologies, Inc. .......... 2,400 6,900
*Lidak Pharmaceuticals Class A ....... 14,800 20,581
*Life Quest Medical, Inc. ............ 1,000 2,938
Life Re Corp. ....................... 7,000 258,125
Life Technologies, Inc. ............. 12,600 277,200
*Life USA Holdings, Inc. ............. 10,400 104,000
*Lifecore Biomedical, Inc. ........... 6,700 104,688
*Lifetime Hoan Corp. ................. 2,420 24,805
*#Ligand Pharmaceuticals, Inc.
Class B ............................. 3,021 36,441
Lillian Vernon Corp. ................ 3,800 45,600
Lilly Industry, Inc. Class A ........ 12,400 229,400
*Lindal Cedar Homes, Inc. ............ 4,482 16,808
Lindberg Corp. ...................... 8,200 80,975
Lindsay Manufacturer Co. ............ 3,150 130,331
24
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Liposome Co., Inc. .................. 4,400 $ 79,200
Liqui Box Corp. ..................... 2,500 82,188
Litchfield Financial Corp. .......... 2,114 27,488
*Littlefield, Adams & Co. ............ 900 2,925
*Littlefuse, Inc. .................... 6,000 264,750
*Liuski International, Inc. .......... 1,800 4,388
*Living Centers of America, Inc. ..... 11,500 291,813
*Lodgenet Entertainment Corp. ........ 6,200 92,225
*#Logic Devices, Inc. ................. 2,400 7,725
*Logic Works, Inc. ................... 4,500 27,000
Logicon, Inc. ....................... 7,000 285,250
*Lojack Corp. ........................ 13,600 128,350
Lomak Petroleum, Inc. ............... 6,700 109,713
Lone Star Industries, Inc. .......... 6,000 222,000
*Lone Star Technologies, Inc. ........ 11,300 200,575
*Longhorn Steaks, Inc. ............... 4,581 91,047
*Loronix Information Systems, Inc. ... 1,800 8,213
*Louis Dreyfus Natural Gas Corp. ..... 11,100 190,088
Luby's Cafeterias, Inc. ............. 9,600 211,200
Lufkin Industries, Inc. ............. 3,700 78,163
Lukens, Inc. DE ..................... 5,900 108,413
*Lunar Corp. ......................... 4,150 130,206
*Lund International Holdings, Inc. ... 2,200 27,500
*Luria & Son, Inc. ................... 2,500 7,188
*Lydall, Inc. DE ..................... 10,600 241,150
*Lynch Corp. ......................... 2,500 166,250
M A R C, Inc. ....................... 1,018 22,142
*M-Wave, Inc. ........................ 1,000 3,250
MAF Bancorp, Inc. ................... 2,000 68,500
*MAI Systems Corp. ................... 4,516 30,483
*MAIC Holdings, Inc. ................. 4,370 144,210
MDC Holdings, Inc. .................. 7,700 57,750
*MDL Information Systems, Inc. ....... 4,200 71,138
MDU Resources Group, Inc. ........... 5,700 127,538
*MFRI, Inc. .......................... 1,900 15,081
*MGI Pharma, Inc. .................... 11,400 56,288
*MI Schottenstein Homes, Inc. ........ 3,500 34,563
*MK Gold Corp. ....................... 7,800 11,700
*#MK Rail Corp. ....................... 9,700 71,538
*MLX Corp. ........................... 1,000 13,000
MMI Companies, Inc. ................. 3,900 120,413
*MRS Technology, Inc. ................ 3,300 7,838
*#MRV Communications, Inc. ............ 11,400 259,350
*MS Carriers, Inc. ................... 9,300 174,375
*MTI Technology Corp. ................ 5,900 14,566
MTS Systems Corp. ................... 4,800 97,800
MYR Group, Inc. ..................... 2,266 24,076
MacDermid, Inc. ..................... 600 20,550
*MacFrugals Bargain Close-outs, Inc. 11,300 278,263
MacNeal-Schwendler Corp. ............ 7,700 67,375
*Macheezmo Mouse Restaurants, Inc. .. 1,600 2,950
Madison Gas & Electric Co. .......... 8,050 171,566
*Magainin Pharmaceuticals, Inc. ...... 10,200 85,425
*Magellan Health Services, Inc. ...... 6,000 125,250
Magna Bancorp ....................... 5,400 97,200
Magna Group, Inc. ................... 2,600 78,975
*Magnetek, Inc. ...................... 9,800 122,500
*Magnetic Technologies Corp. ......... 1,100 4,538
*Magnum Petroleum, Inc. .............. 4,700 22,619
*Mail Boxes, Etc. .................... 5,800 127,238
*Main Street & Main, Inc. ............ 1,450 2,673
Maine Public Service Co. ............ 970 18,309
Mainstreet Bankgroup, Inc. .......... 3,500 65,188
<PAGE>
Shares Value+
-------- ----------
*Mallon Resources Corp. .............. 800 $ 6,550
Managed Care Solutions, Inc. ........ 2,366 8,873
*Manatron, Inc. ...................... 1,102 1,997
*Manhattan Bagel Co., Inc. ........... 2,900 24,106
Manitowoc Co., Inc. ................. 5,500 241,313
*Manugistic Group, Inc. .............. 4,300 160,981
*Mapinfo Corp. ....................... 2,300 25,300
*Marcam Corp. ........................ 6,200 71,688
Marcus Corp. ........................ 11,850 274,031
*Marine Drilling Companies, Inc. ..... 17,800 284,800
*Mariner Health Group, Inc. .......... 16,100 118,738
*Marisa Christina, Inc. .............. 4,700 34,369
Maritrans, Inc. ..................... 4,700 28,788
Mark Twain Bancshares, Inc. ......... 6,450 321,694
*Mark VII, Inc. ...................... 900 25,425
*Markel Corp. ........................ 2,900 252,300
*Marlton Technologies, Inc. .......... 1,600 6,300
Marsh Supermarkets, Inc. Class A .... 1,800 21,600
Marsh Supermarkets, Inc. Class B .... 1,800 20,250
*Marshall Industries ................. 9,500 294,500
*Martek Biosciences Corp. ............ 6,700 117,250
*Marten Transport, Ltd. .............. 2,800 35,000
*#Marvel Entertainment Group, Inc. .... 1,000 2,750
Maryland Federal Bancorp ............ 1,260 41,659
Massbank Corp. Reading, MA .......... 1,350 51,300
*Matec Corp. DE ...................... 3,000 9,000
*Material Sciences Corp. ............. 7,600 126,350
*Mathsoft, Inc. ...................... 2,000 9,000
*Matlack Systems, Inc. ............... 7,500 52,500
*Matria Healthcare, Inc. ............. 17,100 105,806
*Matrix Pharmaceutical, Inc. ......... 8,400 72,450
*Matrix Service Co. .................. 5,700 32,775
Matthews International Corp.
Class A ............................. 5,000 144,375
*Matthews Studio Equipment Group ..... 2,500 5,391
*Mattson Technology, Inc. ............ 8,471 88,416
*Maverick Tube Corp. ................. 3,900 61,425
*Max & Ermas Restaurants, Inc. ....... 1,237 8,350
*Maxco, Inc. ......................... 1,900 15,200
*Maxicare Health Plans, Inc. ......... 11,500 238,625
*Maxim Group, Inc. ................... 7,600 122,075
*Maxwell Technologies, Inc. .......... 1,000 44,875
*Maxxam, Inc. ........................ 4,000 184,500
*Maxxim Medical, Inc. ................ 3,200 40,800
*Maynard Oil Co. ..................... 1,900 28,144
*Mays (J.W.), Inc. ................... 200 2,025
*McClain Industries, Inc. ............ 266 1,579
McDonald & Co. Investment, Inc. ..... 4,200 128,100
*McFarland Energy, Inc. .............. 6,100 68,244
McGrath Rent Corp. .................. 4,150 105,825
*McWhorter Technologies, Inc. ........ 4,400 87,450
*Measurement Specialties, Inc. ....... 1,400 4,025
Measurex Corp. ...................... 9,200 226,550
*Mecklermedia Corp. .................. 3,400 69,700
*Medar, Inc. ......................... 4,900 23,275
*Medarex, Inc. ....................... 9,400 74,613
*Medco Research, Inc. ................ 5,300 53,000
Medex, Inc. ......................... 3,000 69,938
Medford Savings Bank MA ............. 2,800 74,900
*Media Arts Group, Inc. .............. 4,600 12,938
*Media Logic, Inc. ................... 2,400 10,500
*Medical Action Industries, Inc. ..... 3,200 5,200
*Medical Graphics Corp. .............. 1,000 5,000
*Medical Resources, Inc. ............. 4,850 42,438
*Medicalcontrol, Inc. ................ 1,500 7,875
25
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Medicore, Inc. ...................... 2,200 $ 7,459
Medicus Systems Corp. ............... 2,600 14,300
*Medimmune, Inc. ..................... 10,900 166,225
*Mediq, Inc. ......................... 10,100 58,706
*Medplus, Inc. ....................... 2,000 14,125
*Medquist Inc. ....................... 2,300 44,563
*Medstone International, Inc. ........ 2,200 15,538
Medusa Corp. ........................ 8,200 283,925
*Mego Financial Corp. ................ 3,600 32,625
*Melamine Chemicals, Inc. ............ 3,300 25,163
*Mem Co., Inc. ....................... 2,700 19,744
*Mens Warehouse, Inc. ................ 10,450 239,697
Mentor Corp. MN ..................... 9,300 256,331
*Mentor Graphics Corp. ............... 4,500 44,156
*Mercer International, Inc. .......... 6,700 79,981
Merchants Bancorp, Inc. ............. 500 15,375
*Merchants Bancshares, Inc. .......... 200 3,525
Merchants Group, Inc. ............... 1,300 23,400
Merchants New York Bancorp, Inc. .... 400 12,900
Mercury Air Group, Inc. ............. 1,760 12,980
*Mercury Interactive Corp. ........... 6,200 61,613
*Meridian Data, Inc. ................. 3,800 28,500
Meridian Diagnostics, Inc. .......... 8,135 89,485
*Meridian Gold, Inc. ................. 33,400 137,775
Meridian Insurance Group, Inc. ...... 2,700 38,813
*Meridian Medical Technology, Inc. ... 1,200 10,875
*Meridian Sports, Inc. ............... 3,200 4,400
*#Merisel, Inc. ....................... 17,400 32,625
*Merit Medical Systems, Inc. ......... 3,500 26,688
*Merix Corp. ......................... 3,100 51,150
Merrill Corp. ....................... 3,650 84,863
Merrimac Industries, Inc. ........... 700 7,219
*Mesa Air Group, Inc. ................ 20,600 204,713
*#Mesa, Inc. .......................... 28,500 146,063
*Mesaba Holdings, Inc. ............... 6,400 84,800
*Mestek, Inc. ........................ 5,200 84,500
*Met-Coil Systems Corp. .............. 1,000 1,562
Met-Pro Corp. ....................... 11,375 160,672
*Metal Management, Inc. .............. 5,121 20,484
*Metatec Corp. Class A ............... 4,500 29,531
Methode Electronics, Inc. Class A ... 16,500 323,813
Methode Electronics, Inc. Class B ... 500 9,813
*Metricom, Inc. ...................... 5,500 72,875
*Metrocall, Inc. ..................... 10,164 55,269
*Metrologic Instruments, Inc. ........ 3,000 40,875
*Metropolitan Bancorp Washington ..... 1,500 29,250
*Metrotrans Corp. .................... 1,500 20,531
Metrowest Bank MA ................... 5,500 24,750
*Michael Anthony Jewelers, Inc. ...... 3,300 10,313
Michael Foods, Inc. ................. 15,700 180,550
*#Michaels Stores, Inc. ............... 9,400 94,294
*Micrel, Inc. ........................ 1,700 42,288
*Micrion Corp. ....................... 1,500 21,000
*Micro Bio-Medics, Inc. .............. 2,100 37,669
*Micro Linear Corp. .................. 6,900 44,203
*Microage, Inc. ...................... 8,150 183,375
*Microcom, Inc. ...................... 7,100 80,763
*Microdyne Corp. ..................... 6,600 32,175
*Microfluidics International Corp. ... 1,000 1,609
*Micrografx, Inc. .................... 4,000 26,500
*Microlog Corp. ...................... 1,500 8,156
*Micronics Computers, Inc. ........... 5,500 15,297
*Micros Systems, Inc. ................ 3,100 92,031
*Micros to Mainframes, Inc. .......... 1,100 3,506
*Microsemi Corp. ..................... 5,200 60,450
<PAGE>
Shares Value+
-------- ----------
*Microtel International, Inc. ........ 1,960 $ 4,533
*Microtest, Inc. ..................... 4,200 41,475
*Microtouch Systems, Inc. ............ 4,200 104,738
*Microwave Power Dynamics, Inc. ...... 5,000 15,000
Mid Am, Inc. ........................ 8,306 147,951
Mid America Banccorp ................ 5,192 97,354
*Mid Atlantic Medical Services, Inc. . 12,900 152,381
Midconn Bank Kensington, CT ......... 900 18,225
*Middleby Corp. ...................... 1,100 6,394
Middlesex Water Co. ................. 2,300 40,538
*Midisoft Corp. ...................... 1,800 5,850
Midland Co. ......................... 2,600 95,875
Midland Financial Group, Inc. ....... 2,200 18,700
*Midwest Express Holdings, Inc. ...... 700 23,100
*Midwest Grain Products, Inc. ........ 3,900 63,375
*Mikasa, Inc. ........................ 9,700 101,850
*Mikohn Gaming Corp. ................. 3,900 26,813
*Miller Building Systems, Inc. ....... 1,400 10,325
*Miller Industries, Inc. ............. 13,200 366,300
*Miltope Group, Inc. ................. 11,000 31,625
Mine Safety Appliances Co. .......... 2,300 117,731
Minntech Corp. ...................... 3,700 40,700
Minuteman International, Inc. ....... 1,000 8,875
Mississippi Chemical Corp. .......... 10,700 271,513
*Mity-Lite, Inc. ..................... 1,000 13,500
Mobile Gas Service Corp. ............ 2,000 49,750
*Mobile Mini, Inc. ................... 3,700 11,563
*Mobilemedia Corp. Class A ........... 9,200 10,638
Modern Controls, Inc. ............... 4,700 48,175
*Mohawk Industries, Inc. ............. 8,400 199,500
*Molecular Biosystems, Inc. .......... 9,334 65,338
*Molecular Dynamics, Inc. ............ 4,000 38,250
*Monaco Coach Corp. .................. 1,800 28,125
*Monaco Finance, Inc. Class A ........ 2,300 5,822
*Monarch Casino and Resort, Inc. ..... 5,800 17,038
Monarch Machine Tool Co. ............ 2,300 19,263
*Mondavi (Robert) Corp. Class A ...... 2,800 101,150
*Monro Muffler Brake, Inc. ........... 2,557 39,314
*Monroc, Inc. ........................ 1,700 9,350
*Monterey Pasta Co. .................. 4,800 9,600
*Moog, Inc. Class A .................. 2,800 67,200
*Moore Medical Corp. ................. 1,200 12,600
*Moore Products Co. .................. 1,600 30,400
*Moovies, Inc. ....................... 5,700 29,213
Morgan Keegan, Inc. ................. 8,400 147,000
*Morgan Products, Ltd. ............... 6,400 44,800
*Morningstar Group, Inc. ............. 7,600 130,150
Morrison Fresh Cooking, Inc. ........ 3,025 13,991
Morrison Health Care, Inc. .......... 4,033 57,470
*Morrison Knudsen Corp. .............. 17,700 159,300
*Morton's Restaurant Group, Inc. ..... 2,500 38,125
Moscom Corp. ........................ 3,400 32,725
Mosinee Paper Corp. ................. 4,100 139,400
*#Mossimo, Inc. ....................... 6,000 90,750
*Mother's Work, Inc. ................. 1,200 13,050
*Motor Car Parts & Accessories, Inc. 2,600 38,188
*Motor Club of America ............... 2,500 21,250
*Mountain Parks Financial Corp. ...... 1,500 51,469
*Mountasia Entertainment
International, Inc. ................. 7,700 24,544
Movado Group, Inc. .................. 1,200 30,600
*#Movie Gallery, Inc. ................. 5,300 72,875
*Moviefone, Inc. Class A ............. 3,100 13,756
Mueller (Paul) Co. .................. 2,200 85,800
26
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Mueller Industries, Inc. ............ 14,200 $555,575
*Multi Color Corp. ................... 1,000 6,000
*#Multicare Companies, Inc. ........... 14,600 288,350
*Musicland Stores Corp. .............. 17,100 25,650
*Mutual Savings Bank FSB
Bay City, MI ........................ 1,700 9,775
*My Software Co. ..................... 1,000 3,813
*Mycogen Corp. ....................... 16,900 286,244
Myers Industries, Inc. .............. 8,485 128,336
*Mylex Corp. ......................... 11,400 144,638
*NAB Asset Corp. ..................... 150 497
*NAB Asset Corp. Liquidating Trust ... 200 312
*NABI, Inc. .......................... 16,486 150,435
NAC RE Corp. ........................ 3,500 127,750
*NAI Technologies, Inc. .............. 4,087 12,389
NBT Bancorp ......................... 3,446 65,045
*NBTY, Inc. .......................... 6,800 109,225
NCH Corp. ........................... 3,900 222,300
*NCI Building Systems, Inc. .......... 4,000 114,750
NL Industries, Inc. ................. 14,800 142,450
NN Ball & Roller, Inc. .............. 8,750 118,125
*NPC International, Inc. ............. 9,800 83,913
*NPS Pharmaceuticals, Inc. ........... 6,500 65,000
*NS Group, Inc. ...................... 7,600 26,125
*NSA International, Inc. ............. 2,400 4,050
NSC Corp. ........................... 5,700 11,044
*NTN Communications, Inc. ............ 12,400 58,900
NUI Corp. ........................... 4,400 88,000
NYMAGIC, Inc. ....................... 6,100 109,800
Nacco Industries, Inc. Class A ...... 3,500 167,125
*Nantucket Industries, Inc. .......... 1,500 5,063
*Napco Security Systems, Inc. ........ 4,850 17,581
Nash Finch Co. ...................... 4,300 82,238
*Nashua Corp. ........................ 3,300 52,388
*Nathans Famous, Inc. ................ 1,900 7,244
*National Auto Credit, Inc. .......... 16,760 171,790
National Bancorp of Alaska, Inc. .... 2,200 155,375
*National Beverage Corp. ............. 3,800 32,300
*National City Bancorp ............... 3,264 66,504
National City Bankshares, Inc. ...... 3,253 96,570
National Computer Systems, Inc. ..... 6,700 159,963
*National Dentex Corp. ............... 1,000 17,375
*National Education Corp. ............ 11,100 156,788
*National Energy Group, Inc. ......... 10,370 37,267
National Gas & Oil Co. .............. 6,653 61,538
*National Home Centers, Inc. ......... 4,000 8,500
*National Home Health Care Corp. ..... 954 6,141
*National Instruments Corp. .......... 1,500 47,250
*National Insurance Group ............ 3,000 15,750
*National Media Corp. ................ 12,431 99,448
*National Mercantile Bancorp. ........ 200 219
*National Patent Development
Corp. ............................... 3,400 28,900
National Penn Bancshares, Inc. ...... 2,425 64,263
*National Picture and Frame Co. ...... 2,000 19,875
National Presto Industries, Inc. .... 4,000 147,500
*National RV Holdings, Inc. .......... 1,000 14,563
*National Record Mart, Inc. .......... 1,900 2,613
National Sanitary Supply Co. ........ 200 2,725
*National Standard Co. ............... 11,000 75,625
*National Steel Corp. Class B ........ 10,600 99,375
*National Techteam, Inc. ............. 4,500 97,875
*National Vision Association, Ltd. ... 10,800 48,600
*National Western Life Insurance Co.
Class A ............................. 1,000 85,250
<PAGE>
Shares Value+
-------- ----------
*Natural Alternatives International,
Inc. ................................ 3,400 $ 26,350
*Natural Microsystems Corp. .......... 4,000 102,750
*Natural Wonders, Inc. ............... 4,300 23,381
Natures Sunshine Products, Inc. ..... 19,359 385,970
*Navarre Corp. ....................... 3,800 14,725
*Navigators Group, Inc. .............. 3,200 62,800
Nelson (Thomas), Inc. ............... 9,650 120,625
*Neogen Corp. ........................ 1,800 12,600
*Neoprobe Corp. ...................... 8,000 115,000
*Neorx Corp. ......................... 9,125 43,914
*Netframe Systems, Inc. .............. 7,400 22,663
*Netmanage, Inc. ..................... 23,500 192,406
*Netrix Corp. ........................ 4,700 24,088
*Network Computing Devices, Inc. ..... 6,600 55,275
*Network Equipment Technologies, Inc. 9,300 142,988
*Network Imaging Corp. ............... 11,600 40,600
*Network Peripherals, Inc. ........... 7,000 111,125
*Network Six, Inc. ................... 1,100 688
*Neurex Co. .......................... 12,100 157,300
*Neurobiological Technologies, Inc. .. 800 3,350
*Neurogen Corp. ...................... 5,600 103,600
*New Brunswick Scientific Co., Inc. .. 2,310 15,881
New England Business Services, Inc. 5,300 102,688
New England Community Bancorp, Inc.
Class A ............................. 600 9,000
New Hampsire Thrift BancShares, Inc. 200 2,538
*New Image Industries, Inc. .......... 3,300 4,177
New Jersey Resources Corp. .......... 7,200 213,300
*New Jersey Steel Corp. .............. 2,500 10,469
*New Mexico & Arizona Land Co. ....... 1,815 21,780
*New World Power Corp. ............... 1,000 781
New York Bancorp, Inc. .............. 4,500 153,563
Newcor, Inc. ........................ 4,750 41,266
Newmil Bancorp, Inc. ................ 3,500 31,938
*Newpark Resources, Inc. ............. 5,500 192,500
Newport Corp. ....................... 10,200 89,250
*Nexstar Pharmaceuticals, Inc. ....... 1,496 20,477
*Nexthealth, Inc. .................... 3,400 10,094
*Nichols Research Corp. .............. 4,650 114,506
Nitches, Inc. ....................... 785 4,367
*Nobility Homes ...................... 900 11,588
*Noel Group, Inc. .................... 10,100 65,650
Noland Co. .......................... 200 4,425
*Noodle Kidoodle, Inc. ............... 7,900 44,931
*Norand Corp. ........................ 1,500 25,313
*Nord Resources Corp. ................ 7,500 31,875
*Norstan, Inc. ....................... 6,000 97,500
*Nortek, Inc. ........................ 3,900 59,963
North American Mortgage Co. ......... 7,600 174,800
North Carolina Natural Gas Corp. .... 3,200 93,200
North Fork Bancorporation, Inc. ..... 1,267 43,078
North Side Savings Bank NY .......... 1,878 98,360
*North Star Universal, Inc. .......... 4,300 34,669
Northern Technologies International . 1,700 11,475
*Northfield Laboratories, Inc. ....... 6,500 84,094
Northland Cranberries, Inc. Class A . 6,000 135,000
*Northstar Health Services, Inc. ..... 1,000 1,750
Northwest Natural Gas Co. ........... 8,850 222,356
*Northwest Teleproductions, Inc. ..... 200 813
Northwestern Public Service Co. ..... 3,500 121,625
*Northwestern Steel & Wire Co. ....... 13,500 65,813
27
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Norton McNaughton, Inc. ............. 4,000 $ 33,500
Norwest Corp. ....................... 0 0
Norwich Financial Corp. ............. 2,400 46,950
*Norwood Promotional Products, Inc. . 2,200 35,475
*Novacare, Inc. ...................... 32,900 279,650
*Novametrix Medical Systems, Inc. .... 6,100 36,219
*Novavax, Inc. ....................... 8,700 30,450
*Noven Pharmaceuticals, Inc. ......... 10,900 147,831
*Novitron Internarional, Inc. ........ 3,900 4,144
*Nu Horizons Electronics Corp. ....... 3,400 31,450
*Nu-Kote Holding, Inc. Class A ....... 16,600 176,375
*Nuclear Metals, Inc. ................ 6,500 104,813
*Numar Corp. ......................... 4,100 63,294
Numerex Corp. Class A ............... 2,000 8,125
*Nutramax Products, Inc. ............. 4,700 41,713
*Nview Corp. ......................... 2,500 9,531
*O Charleys, Inc. .................... 4,350 52,200
*O Reilly Automotive, Inc. ........... 4,100 139,400
O'Sullivan Corp. .................... 9,900 106,425
*O'Sullivan Industries Holdings, Inc. 9,500 105,688
*O.I. Corp. .......................... 1,600 5,400
*OEC Medical Systems, Inc. ........... 5,100 71,400
*OHM Corp. ........................... 10,700 90,950
OM Group, Inc. ...................... 6,200 254,200
*OMI Corp. ........................... 18,500 141,063
*ON Technology Corp. ................. 1,700 10,306
*OTR Express, Inc. ................... 200 900
*Oak Hill Sportswear Corp. ........... 800 1,100
*Oak Industries, Inc. ................ 10,700 248,775
*Oak Technology, Inc. ................ 10,000 99,375
*Oceaneering International, Inc. ..... 9,300 154,613
*Odetics, Inc. Class A ............... 300 3,788
*#Odwalla, Inc. ....................... 2,000 30,750
*Offshore Logistics, Inc. ............ 7,800 156,975
Oglebay Norton Co. .................. 2,200 96,525
Oil-Dri Corp. of America ............ 4,000 57,000
*Old America Stores, Inc. ............ 1,800 8,550
*Old Dominion Freight Lines, Inc. .... 3,800 34,675
Old National Bancorp ................ 122 4,514
*Olympic Financial, Ltd. ............. 13,100 181,763
*Olympic Steel, Inc. ................. 5,300 128,856
*#Omega Environmental, Inc. ........... 17,500 41,836
*#Omni Multimedia Group, Inc. ......... 1,500 4,406
*On Assignment, Inc. ................. 2,000 59,000
OnbanCorp, Inc. ..................... 7,400 284,900
*Oncogene Science, Inc. .............. 12,600 88,200
*Oncor, Inc. ......................... 9,300 36,619
*One Price Clothing Stores, Inc. ..... 5,200 14,463
One Valley Bancorp of
West Virginia ....................... 6,422 238,417
Oneida, Ltd. ........................ 5,500 93,500
*Oneita Industries, Inc. ............. 4,220 15,825
*Onyx Acceptance Corp. ............... 200 1,575
*Opal, Inc. .......................... 3,500 64,094
*Opinion Research Corp. .............. 1,700 7,119
*Opta Food Ingredients, Inc. ......... 5,400 39,825
*Opti, Inc. .......................... 4,600 24,294
Optical Coating Laboratory, Inc. .... 4,800 54,000
*Optical Data Systems, Inc. .......... 10,300 138,406
*Option Care, Inc. ................... 5,000 24,688
Orange & Rockland Utilities, Inc. ... 5,400 193,050
Orange Co., Inc. .................... 4,200 32,025
*Orbit International Corp. ........... 3,000 5,438
*Orbital Sciences Corp. .............. 17,000 326,188
<PAGE>
Shares Value+
-------- ----------
*Oregon Metallurgical Corp. .......... 8,500 $303,875
Oregon Steel Mills, Inc. ............ 14,100 241,463
*#Organogenesis, Inc. ................. 5,600 115,500
*Oriole Homes Corp. Class A
Convertible ......................... 800 6,000
*Oriole Homes Corp. Class B .......... 1,100 8,113
Orion Capital Corp. ................. 5,600 349,300
*Oroamerica, Inc. .................... 2,500 12,813
*Orphan Medical, Inc. ................ 285 2,690
*Ortel Corp. ......................... 5,700 129,675
*Orthologic Corp. .................... 13,800 83,663
*Osborn Communications Corp. ......... 8,100 120,994
Oshkosh B'Gosh, Inc. Class A ........ 6,200 93,775
Oshkosh B'Gosh, Inc. Class B ........ 600 11,588
Oshkosh Truck Corp. Class B ......... 3,300 38,775
*Oshman's Sporting Goods, Inc. ....... 2,900 15,950
*Osmonics, Inc. ...................... 8,250 175,313
*Osteotech, Inc. ..................... 4,000 24,000
*Ostex International, Inc. ........... 7,100 42,600
Otter Tail Power Co. ................ 5,600 183,400
Outboard Marine Corp. ............... 12,100 196,625
*Outlook Group Corp. ................. 2,500 11,719
Overseas Shipholding Group, Inc. .... 5,000 80,000
*Owen Healthcare, Inc. ............... 6,800 174,250
Owens & Minor, Inc. ................. 18,375 190,641
Owosso Corp. ........................ 2,900 17,763
Oxford Industries, Inc. ............. 5,600 102,200
*Oxford Resources Corp. Class A ...... 2,700 69,188
*Oxis International, Inc. ............ 8,400 11,288
*P&F Industries, Inc. Class A ........ 200 769
*P-Com, Inc. ......................... 10,500 330,750
*PAM Transportation Services, Inc. ... 2,500 12,969
*PC Quote, Inc. ...................... 3,900 16,575
PCA International, Inc. ............. 3,000 52,875
*#PHP Healthcare Corp. ................ 5,400 124,200
*PLM International, Inc. ............. 4,600 14,950
*PMR Corp. ........................... 1,300 33,800
*PMT Services, Inc. .................. 9,600 203,400
*PRI Automation, Inc. ................ 2,900 136,663
*PSC, Inc. ........................... 4,000 31,500
PXRE Corp. .......................... 3,700 89,263
*Pacific Crest Capital, Inc. ......... 1,060 11,263
*Pacific Rehabilitation & Sports
Medicine, Inc. ...................... 4,100 25,881
*Pacific Rim Holding Corp. ........... 3,700 10,927
Pacific Scientific Co. .............. 13,200 151,800
*Pacific Sunwear of California, Inc. . 1,100 29,563
*Pages, Inc. ......................... 1,700 4,144
*Palatin Technologies, Inc. .......... 250 387
Palfed, Inc. ........................ 2,000 28,750
*Palmer (Arnold) Golf Co. ............ 1,600 8,500
*Pamida Holdings Corp. ............... 4,000 8,500
Pamrapo Bancorp, Inc. ............... 1,300 25,025
*Panaco, Inc. ........................ 5,000 25,313
Panatech Research and
Development Corp. ................... 1,400 8,619
Pancho's Mexican Buffet, Inc. ....... 5,000 10,156
*Par Technology Corp. ................ 6,000 81,000
*Paracelsus Healthcare Corp. ......... 3,300 11,550
*Paragon Trade Brands, Inc. .......... 6,800 188,700
*Parallel Petroleum Corp. ............ 5,900 30,145
*Parcplace Systems, Inc. ............. 5,700 16,031
*Paris Business Forms, Inc. .......... 200 475
Park Electrochemical Corp. .......... 8,200 186,550
*Park-Ohio Industries, Inc. .......... 7,034 102,433
28
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Parker Drilling Co. ................. 26,000 $243,750
*Parkervision, Inc. .................. 5,500 62,906
Parkvale Financial Corp. ............ 1,952 50,264
*Parlux Fragrances, Inc. ............. 7,300 28,744
*Patina Oil & Gas Corp. .............. 3,134 28,206
Patrick Industries, Inc. ............ 2,000 30,000
*Patterson Dental Co. ................ 10,500 273,000
*Patterson Energy, Inc. .............. 1,870 51,425
*Paul Harris Stores, Inc. ............ 4,000 72,500
*Paul-Son Gaming Corp. ............... 1,000 8,250
*Paxar Corp. ......................... 29,932 504,919
*Paxson Communications Corp. ......... 8,500 58,172
*Payless Cashways, Inc. .............. 20,000 35,000
*Peak Technologies Group, Inc. ....... 5,100 58,969
*Pediatric Services of America, Inc. . 3,500 65,844
Peerless Manufacturing Co. .......... 200 2,550
*Penederm, Inc. ...................... 3,600 31,500
Penn Engineering & Manufacturing
Corp. Class A ....................... 600 12,075
Penn Engineering & Manufacturing
Corp. Non-voting .................... 7,500 139,688
*Penn National Gaming, Inc. .......... 2,550 98,813
*Penn Traffic Co. .................... 6,300 32,288
*Penn Treaty American Corp. .......... 3,600 88,200
Penn Virginia Corp. ................. 2,100 84,788
Penn-America Group, Inc. ............ 1,300 20,638
Penney (J.C.) Co., Inc. ............. 2,420 130,075
Pennfed Financial Services, Inc. .... 2,100 43,313
*Pentech International, Inc. ......... 5,300 3,892
Penwest, Ltd. ....................... 2,700 48,600
Peoples Bancorp ..................... 200 4,025
Peoples Bancshares, Inc.
Massachusetts ....................... 1,000 10,188
*Peoples Choice TV Corp. ............. 6,350 41,672
Peoples Heritage Financial Group,
Inc. ................................ 10,000 280,625
Peoples Savings Financial Corp. ..... 900 24,750
*Peoples Telephone Co., Inc. ......... 8,050 29,684
*Perceptron, Inc. .................... 2,750 95,219
*Performance Food Group Co. .......... 6,400 77,600
*Perfumania, Inc. .................... 4,300 13,706
*Perini Corp. ........................ 2,700 24,300
*Perseptive Biosystems, Inc. ......... 9,500 65,313
*Personnel Group of America, Inc. .... 6,300 142,538
*Pet Food Warehouse, Inc. ............ 4,700 20,856
*Petco Animal Supplies, Inc. ......... 8,650 187,056
*Petrocorp, Inc. ..................... 3,400 33,363
Petroleum Heat & Power Co., Inc.
Class A ............................. 9,100 65,406
Petrolite Corp. ..................... 4,500 202,500
*Pharmaceutical Marketing Services,
Inc. ................................ 5,800 55,463
*Pharmaceutical Products
Development Service Co. ............. 6,081 130,742
*Pharmaceutical Resources, Inc. ...... 7,300 41,975
*Pharmchem Laboratories, Inc. ........ 3,300 13,045
*Pharmos Corp. ....................... 6,200 8,622
Philadelphia Suburban Corp. ......... 7,800 145,275
*Phildelphia Consolidated Holding
Corp. ............................... 2,000 46,250
Phillips-Van Heusen Corp. ........... 14,600 187,975
Phoenix Duff & Phelps Corp. ......... 26,800 187,600
*Phoenix Gold International, Inc. .... 1,000 6,875
*Phoenix Network, Inc. ............... 9,700 38,194
*Phoenix Technologies, Ltd. .......... 6,000 101,250
<PAGE>
Shares Value+
-------- ----------
*Photo Control Corp. ................. 1,000 $ 3,688
*Photronics, Inc. .................... 4,700 146,875
*Physician Computer Network, Inc. .... 29,100 232,800
*Physician Corp. of America .......... 15,300 158,738
*Physicians Health Services, Inc.
Class A ............................. 3,000 44,250
Piccadilly Cafeterias, Inc. ......... 4,100 36,900
*Pico Holdings, Inc. ................. 7,909 29,906
Piedmont Natural Gas Co. ............ 9,600 241,200
Pier 1 Imports, Inc. DE ............. 13,540 184,483
*Piercing Pagoda, Inc. ............... 600 13,650
Pikeville National Corp. ............ 3,600 80,550
Pilgrim Pride Corp. ................. 11,000 96,250
Pillowtex Corp. ..................... 6,000 104,250
*Pinkertons, Inc. .................... 3,300 81,675
Pinnacle Financial Services, Inc. ... 200 4,700
*Pinnacle Micro, Inc. ................ 4,400 24,475
*Pinnacle Systems, Inc. .............. 3,700 38,388
Pioneer Financial Services, Inc. .... 4,500 83,250
Pioneer Standard Electronics, Inc. .. 16,312 183,510
Piper Jaffray Companies, Inc. ....... 9,100 133,088
Pitt-Des Moines, Inc. ............... 2,400 99,600
*Pittencrieff Communications, Inc. ... 14,400 58,950
Pittston Burlington Group ........... 3,200 62,800
Pittston Co. Minerals Group ......... 3,300 43,725
*Plains Resources, Inc. .............. 8,900 144,625
*Planar Systems, Inc. ................ 5,900 61,581
*Plantronics, Inc. ................... 3,200 130,400
*Plasma & Materials Technologies,
Inc. ................................ 1,000 15,500
*Plasti-Line, Inc. ................... 800 8,200
*Platinum Software Corp. ............. 8,200 105,575
*Playboy Enterprises, Inc. Class A ... 2,800 33,250
*Playboy Enterprises, Inc. Class B ... 6,100 72,438
*Players International, Inc. ......... 15,350 97,856
*Playtex Products, Inc. .............. 28,000 227,500
Plenum Publishing Corp. ............. 1,500 53,625
*Plexus Corp. ........................ 4,400 79,200
Ply-Gem Industries, Inc. DE ......... 7,800 102,375
Poe & Brown, Inc. ................... 4,800 126,600
*Polk Audio, Inc. .................... 500 5,313
*Pollo Tropical, Inc. ................ 5,200 14,300
*Polymedica Industries, Inc. ......... 2,700 11,644
*Polyphase Corp. ..................... 5,200 28,600
*Pomeroy Computer Resource, Inc. ..... 3,250 88,359
*#Ponder Industries, Inc. ............. 2,700 5,316
*Pool Energy Services Co. ............ 10,000 148,125
Pope & Talbot, Inc. ................. 5,300 84,138
*Porta Systems Corp. ................. 880 2,035
*Portec, Inc. ........................ 7,610 77,051
Portsmouth Bank Shares, Inc. ........ 2,291 33,649
Positive Response Television, Inc.
Escrow .............................. 1,400 0
*Positron Corp. ...................... 1,500 3,328
*Possis Medical, Inc. ................ 6,700 115,156
Poughkeepsie Savings Bank
FSB NY .............................. 5,000 26,563
*Powell Industries, Inc. ............. 5,300 53,000
*Pratt Hotel Corp. ................... 2,100 7,088
*Pre-Paid Legal Services, Inc. ....... 10,300 142,913
*Precision Standard, Inc. ............ 3,800 4,156
*Premenos Technology Corp. ........... 5,800 59,088
*Premiere Radio Networks, Inc. ....... 1,200 13,650
*Premiere Radio Networks, Inc.
Class A ............................. 600 6,750
29
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Premiumwear, Inc. ................... 800 $ 7,100
*President Casinos, Inc. ............. 11,900 9,669
Presidential Life Corp. ............. 18,300 218,456
*Presley Companies Class A ........... 5,600 5,775
*Price Communications Corp. .......... 4,250 34,531
Price Enterprises, Inc. ............. 6,600 114,263
*Pride Petroleum Services, Inc. ...... 15,700 286,525
Prima Energy Corp. .................. 1,600 30,900
*Primadonna Resorts, Inc. ............ 16,200 301,725
*Primark Corp. ....................... 900 23,625
Prime Bancorp, Inc. ................. 1,465 29,300
*Prime Hospitality Corp. ............. 14,700 244,388
*Prime Medical Services, Inc. ........ 10,500 120,750
Primesource Corp. ................... 4,581 34,930
*Printronix, Inc. .................... 5,625 79,805
*Procept, Inc. ....................... 5,000 5,859
*Procyte Corp. ....................... 8,000 17,500
Production Operators Corp. .......... 4,000 180,500
Progress Financial Corp. ............ 1,000 8,563
*Progress Software Corp. ............. 7,100 142,444
Progressive Bank, Inc. .............. 1,000 34,500
*Project Software & Development, Inc. 3,800 159,600
Proler International Corp. .......... 8,500 76,500
*Pronet, Inc. ........................ 4,400 22,275
*Protein Design Labs, Inc. ........... 6,200 149,188
*Proteon, Inc. ....................... 6,100 23,447
*Protocol Systems, Inc. .............. 3,400 45,050
Providence & Worcester Railroad Co. 800 5,900
Providence Energy Corp. ............. 5,300 93,413
Provident Bankshares Corp. .......... 3,300 127,256
*Proxim, Inc. ........................ 3,600 67,725
*Proxima Corp. ....................... 2,800 38,675
*Psychemedics Corp. .................. 8,800 52,800
Public Service Co. of
North Carolina ...................... 4,900 93,100
*Publicker Industries, Inc. .......... 3,200 4,851
Pulaski Furniture Corp. ............. 1,300 21,938
*Pure Atria Corp. .................... 2,204 61,023
*Pure Tech International, Inc.
(Private Placement) ................. 10,000 18,984
*Pure World, Inc. .................... 3,100 6,491
*Q Logic Corp. ....................... 4,450 82,881
*QMS, Inc. ........................... 5,900 34,663
*Quad Systems Corp. .................. 1,600 16,600
Quaker Chemical Corp. ............... 3,400 57,375
*Quaker City Bancorp, Inc. ........... 1,600 27,500
*Quaker Fabric Corp. ................. 4,000 41,500
Quaker State Corp. .................. 13,500 231,188
*#Quality Dining, Inc. ................ 9,100 207,025
*Quality Food Centers, Inc. .......... 9,700 366,781
*Quality Semiconductor, Inc.n ........ 2,700 20,588
*Quality Systems, Inc. ............... 3,300 30,113
Quanex Corp. ........................ 8,500 227,375
*Quarterdeck Office Systems, Inc. .... 19,900 130,594
Queens County Bancorp ............... 3,000 140,250
Quest Medical, Inc. ................. 8,109 58,283
*Quickresponse Services, Inc. ........ 4,400 138,600
*Quickturn Design Systems, Inc. ...... 5,500 93,844
*Quidel Corp. ........................ 11,900 43,138
*Quiksilver, Inc. .................... 2,700 53,831
*Quipp, Inc. ......................... 200 2,088
Quixote Corp. ....................... 4,300 39,238
*R & B, Inc. ......................... 3,500 28,656
<PAGE>
Shares Value+
-------- ----------
RCSB Financial, Inc. ................ 6,400 $192,400
*RF Monolithics, Inc. ................ 2,000 23,250
RLI Corp. ........................... 3,100 98,425
*#RMI Titanium Co. .................... 11,000 255,750
*RPC Energy Services, Inc. ........... 22,800 353,400
*Racotek, Inc. ....................... 10,000 45,000
*Radius, Inc. ........................ 9,019 7,328
*Rag Shops, Inc. ..................... 2,300 4,744
*Ragan (Brad), Inc. .................. 3,800 117,800
*Railtex, Inc. ....................... 5,000 123,125
*Rainbow Technologies, Inc. .......... 3,500 68,250
*Rally's Hamburgers, Inc. ............ 6,200 26,156
Ramapo Financial Corp. .............. 3,200 16,400
*Ramsay Health Care, Inc. ............ 3,500 9,406
*Ramsay Managed Care, Inc. ........... 13 8
*Ramtron International Corp. ......... 17,300 129,750
Raritan Bancorp, Inc. DE ............ 200 4,650
Raven Industries, Inc. .............. 9,150 193,866
*Rawlings Sporting Goods, Inc. ....... 4,200 33,075
Raymond Corp. ....................... 6,135 108,896
Raymond James Financial, Inc. ....... 10,500 297,938
*Readicare, Inc. ..................... 11,400 104,025
*Reading Entertainment, Inc. ......... 2,000 19,625
*Recoton Corp. ....................... 5,466 81,307
*Recovery Engineering, Inc. .......... 2,400 19,200
*#Redhook Ale Brewery, Inc. ........... 2,000 28,000
*Redwood Empire Bancorp .............. 900 9,675
*Reeds Jewelers, Inc. ................ 220 1,540
Refac Technology Development Corp. . 7,000 45,938
*Reflectone, Inc. .................... 1,000 19,125
Regal Beloit Corp. .................. 10,200 197,625
*Regency Health Services, Inc. ....... 8,400 88,200
*Regeneron Pharmaceuticals, Inc. ..... 7,900 150,100
Regis Corp. ......................... 12,670 313,583
*Rehabcare Corp. ..................... 1,800 32,063
*Rehabilicare, Inc. .................. 1,800 5,231
Reinsurance Group America, Inc. ..... 1,200 56,400
*Reliability, Inc. ................... 2,500 17,188
Reliance Steel and Aluminum Co. ..... 4,400 165,000
Reliv International, Inc. ........... 5,000 33,750
*#Reno Air, Inc. ...................... 5,700 45,244
*Rent-Way, Inc. ...................... 1,000 9,750
*Rentrak Corp. ....................... 6,600 25,163
*Repligen Corp. ...................... 6,100 7,053
*Reptron Electronics, Inc. ........... 3,300 66,619
*Republic Automotive Parts, Inc. ..... 4,100 65,600
Republic Bancorp, Inc. .............. 9,312 111,738
*Republic Engineered Steels, Inc. .... 10,000 22,500
Republic Gypsum Co. ................. 6,200 113,150
Republic Savings Financial Corp. .... 3,500 20,125
*Res-Care, Inc. ...................... 4,800 77,400
*Research Industries Corp. ........... 3,800 78,613
*Resound Corp. ....................... 9,200 80,500
Resource Bancshares Mortgage Group,
Inc. ............................... 10,486 158,601
*Respironics, Inc. ................... 11,100 165,806
*Response Oncology, Inc. ............. 4,080 39,525
*Retirement Care Association, Inc. ... 4,500 27,000
*Retix, Inc. ......................... 12,400 89,125
*Rex Stores Corp. .................... 5,600 54,600
*Rexel, Inc. ......................... 15,600 216,450
Rexene Corp. ........................ 7,400 98,050
*Rexhall Industries, Inc. ............ 1,050 8,138
*Rexworks, Inc. ...................... 1,000 2,625
30
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Rhodes, Inc. ........................ 3,600 $ 25,200
*Ribi Immunochem Research, Inc. ...... 11,400 37,763
*Riddell Sports, Inc. ................ 3,255 14,953
*#Ride, Inc. .......................... 4,200 33,338
Riggs National Corp. ................ 17,800 308,163
*Right Management Consultants, Inc. . 3,000 60,375
*Right Start, Inc. ................... 2,500 14,063
*Rightchoice Managed Care, Inc.
Class A ............................. 1,500 13,688
*Rimage Corp. ........................ 2,000 8,250
*Ringer Corp. ........................ 6,500 10,766
*Rio Hotel & Casino, Inc. ............ 12,700 190,500
Riser Foods, Inc. Class A ........... 4,800 146,400
Rival Co. ........................... 3,900 87,263
*River Oaks Furniture, Inc. .......... 2,400 7,650
Riverside Group, Inc. ............... 1,000 2,750
Riverside National Bank CA .......... 1,000 17,688
Rivianna Foods, Inc. ................ 6,400 116,400
*Roadmaster Industries, Inc. ......... 16,900 19,013
Roanoke Electric Steel Corp. ........ 2,200 30,525
Robbins & Myers, Inc. ............... 7,800 181,350
*Roberds, Inc. ....................... 2,300 23,000
*#Roberts Pharmaceutical Corp. ........ 7,400 82,325
*Roberts Pharmaceutical Corp.
(Private Placement) ................. 3,700 37,046
*Robertson-Ceco Corp. ................ 6,418 51,344
Robinson Nugent, Inc. ............... 4,000 19,500
*Robotic Vision Systems, Inc. ........ 7,499 98,428
*Rock Bottom Restaurants, Inc. ....... 3,700 34,919
Rock-Tenn Co. Class A ............... 13,860 288,461
*Rocky Mountain Chocolate Factory .... 1,500 10,406
*Rocky Shoes & Boots, Inc. ........... 2,000 18,125
*Rodman & Renshaw Capital Group, Inc. 1,300 1,950
*Rogers Corp. ........................ 10,000 275,000
*Rohr, Inc. .......................... 13,000 227,500
*Rollins Environmental Services, Inc. 33,800 67,600
Rollins Truck Leasing Corp. ......... 24,300 291,600
Roper Industries, Inc. .............. 7,300 315,725
*Ross Systems, Inc. .................. 7,173 50,211
*Rotech Medical Corp. ................ 13,400 227,800
Rotonics Manufacturing, Inc. ........ 2,500 3,750
*Rottlund, Inc. ...................... 2,300 11,788
Rouge Steel Co. Class A ............. 5,400 116,775
Rowe Furniture Corp. ................ 6,712 52,018
*Royal Appliance Manufacturing Co. ... 12,700 100,013
Royal Bancshares of Pennsylvania
Class A ............................. 2,450 27,563
*Royal Grip, Inc. .................... 1,100 2,750
*Ruby Tuesday, Inc. .................. 8,750 141,094
Ruddick Corp. ....................... 18,600 246,450
*Rural/Metro Corp. ................... 5,400 191,025
Russ Berrie & Co., Inc. ............. 12,800 225,600
Ryan Beck & Co. ..................... 210 932
*Ryans Family Steak Houses, Inc. ..... 21,400 147,794
Rykoff-Sexton, Inc. ................. 11,000 159,500
Ryland Group, Inc. .................. 8,800 122,100
*S&K Famous Brands, Inc. ............. 1,900 17,456
S&T Bancorp, Inc. ................... 3,600 110,250
*S3, Inc. ............................ 2,500 42,344
*#SBE, Inc. ........................... 900 3,938
*SBS Technologies, Inc. .............. 1,100 29,700
*SDL, Inc. ........................... 7,200 163,350
<PAGE>
Shares Value+
-------- ----------
SEI Corp. ........................... 10,300 $230,463
*SFX Broadcasting, Inc. Class A ...... 1,900 57,950
SI Handling, Inc. ................... 1,050 14,897
SJW Corp. ........................... 600 26,550
SL Industries, Inc. ................. 9,200 70,150
*SMC Corp. ........................... 2,600 22,750
*SMT Health Services, Inc. ........... 1,100 7,906
*SPS Technologies, Inc. .............. 2,600 163,150
*SPS Transaction Service, Inc. ....... 10,500 165,375
*SPSS, Inc. .......................... 3,100 90,481
SPX Corp. ........................... 5,800 184,150
*SSE Telecom, Inc. ................... 2,300 19,263
*STB Systems, Inc. ................... 1,800 40,163
*STM Wireless, Inc. Class A .......... 2,900 20,844
*Safeguard Health Enterprises, Inc. .. 4,400 89,650
*Safeskin Corp. ...................... 5,000 257,500
*Safety 1st, Inc. .................... 2,900 32,806
*Safety Components International,
Inc. ................................ 2,600 31,200
*Saga Communications, Inc.
Class A ............................. 2,781 54,577
Saint Francis Capital Corp. ......... 2,900 77,938
Saint Joseph Light & Power Co. ...... 54,400 829,600
*Saint Jude Medical, Inc. ............ 0 0
Saint Mary Land & Exploration Co. ... 4,800 105,000
Saint Paul Bancorp, Inc. ............ 9,800 276,238
*Salant Corp. DE ..................... 6,500 22,750
*Salick Health Care, Inc.
Redeemable Shares ................... 2,850 113,288
*Salton/Maxim Housewares, Inc. ....... 2,600 19,175
*Sam & Libby, Inc. ................... 3,400 340
*San Filippo (John B.) & Son, Inc. ... 5,000 25,938
*San Francisco Co. Class A ........... 400 140
Sanderson Farms, Inc. ............... 5,400 86,063
Sands Regent Casino Hotel ........... 2,000 6,125
Sandwich Co-Operative Bank MA ....... 200 5,800
*Sangstat Medical Corp. .............. 7,200 163,350
*Santa Cruz Operation, Inc. .......... 20,600 132,613
*Santa Fe Gaming Corp. ............... 2,500 3,750
Santa Monica Bank CA ................ 2,800 45,150
*Satcon Technology Corp. ............. 4,000 30,000
Savannah Foods & Industries, Inc. ... 14,400 205,200
*Savoy Pictures Entertainment, Inc. .. 9,800 31,850
Sbarro, Inc. ........................ 8,100 211,613
*Scan-Optics, Inc. ................... 14,900 55,875
Schawk, Inc. Class A ................ 6,200 45,725
*Schieb (Earl), Inc. ................. 2,900 19,938
*Schuler Homes, Inc. ................. 12,300 72,263
Schult Homes Corp. .................. 1,100 25,575
Schultz Sav-O Stores, Inc. .......... 3,000 43,500
*Sciclone Pharmaceuticals, Inc. ...... 9,400 76,375
*Scientific Games Holdings Corp. ..... 5,400 142,425
Scientific Technologies, Inc. ....... 3,800 34,675
*Scios-Nova, Inc. .................... 19,487 110,832
Scope Industries, Inc. .............. 3,500 174,125
*Score Board, Inc. ................... 3,400 9,031
Scotsman Industries, Inc. ........... 4,900 113,925
*Scott's Liquid Gold, Inc. ........... 4,000 6,250
*Scotts Co. Class A .................. 11,300 204,813
Seacoast Banking Corp. Class A ...... 1,500 38,813
*Seacor Holdings, Inc. ............... 4,100 259,325
Seafield Capital Corp. .............. 3,600 125,100
*Seagull Energy Corp. ................ 14,700 336,263
Sealright Co., Inc. ................. 4,400 50,600
*Seattle Filmworks, Inc. ............. 4,700 90,769
31
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
Seaway Food Town, Inc. .............. 200 $ 5,225
Second Bancorp, Inc. ................ 300 9,263
Security Capital Corp. W.I. ......... 600 42,825
Security Connecticut Corp. .......... 3,400 117,300
*Seda Specialty Packaging Corp. ...... 2,000 37,875
*Seeq Technology, Inc. DE ............ 16,600 52,134
*Seitel, Inc. ........................ 3,800 153,900
Selas Corp. of America .............. 1,400 22,750
Selective Insurance Group, Inc. ..... 6,000 204,750
*Selfix, Inc. ........................ 1,000 5,875
*Semiconductor Packaging Materials
Co., Inc. ........................... 3,300 36,300
*Semitool, Inc. ...................... 6,500 71,906
*Semtech Corp. ....................... 2,400 43,350
*Seneca Foods Corp. .................. 1,100 18,013
*Seneca Foods Corp. Class A .......... 200 3,150
*Sepracor, Inc. ...................... 10,700 178,556
*Sequa Corp. Class A ................. 2,600 104,000
*Sequent Computer Systems, Inc. ...... 19,800 335,363
*Sequoia Systems, Inc. ............... 6,100 13,439
*Sequus Pharmaceuticals, Inc. ........ 16,100 229,425
*Seragen, Inc. ....................... 8,300 12,191
*Serv-Tech, Inc. ..................... 2,600 7,638
*Service Merchandise Co., Inc. ....... 46,900 257,950
*Servico, Inc. ....................... 5,100 79,050
*Servotronics, Inc. .................. 1,030 5,794
Sevenson Environmental Services,
Inc. ................................ 1,300 21,775
*Shaman Pharmaceuticals .............. 6,200 37,200
*Shared Technologies Fairchild, Inc. . 7,500 65,625
*Sharper Image Corp. ................. 5,900 20,281
*Shaw Group, Inc. .................... 4,700 121,025
*Sheffield Medical Technologies, Inc. 5,600 22,050
Shelby Williams Industries, Inc. .... 4,400 56,650
*Sheldahl, Inc. ...................... 10,300 195,700
Shelter Components, Inc. ............ 3,031 37,888
*Sherwood Group, Inc. ................ 5,200 54,600
*Shiloh Industries, Inc. ............. 7,000 117,250
*Shoe Carnival, Inc. ................. 5,200 27,950
*Sholodge, Inc. ...................... 3,600 48,150
*Shoney's, Inc. ...................... 22,802 188,117
Shopko Stores, Inc. ................. 19,400 300,700
Shoreline Financial Corp. ........... 1,680 38,010
*Shorewood Packaging Corp. ........... 9,200 171,925
*Show Biz Pizza Time, Inc. ........... 11,100 180,375
Showboat, Inc. ...................... 6,400 119,200
*Showscan Corp. ...................... 4,000 21,250
*Shuffle Master, Inc. ................ 5,600 54,250
*Sierra Health Services, Inc. ........ 7,000 172,375
*Sierra Semiconductor Corp. .......... 15,500 224,750
Sierrawest Bancorp .................. 200 3,050
Sifco Industries, Inc. .............. 8,800 94,600
Sigcorp, Inc. ....................... 7,900 272,550
*Sight Resource Corp. ................ 4,000 21,500
*Sigma Circuits, Inc. ................ 1,500 9,844
*Sigma Designs, Inc. ................. 4,400 40,975
*Sigmatron International, Inc. ....... 800 10,600
*#Signal Apparel Co., Inc. Class A .... 4,200 14,963
*Signal Technology Corp. ............. 2,700 19,913
*Silicon Storage Technology, Inc. .... 3,500 27,781
*Silicon Valley Bancshares ........... 4,100 123,000
*Silicon Valley Group, Inc. .......... 3,300 69,713
*Siliconix, Inc. ..................... 4,000 91,000
*#Silver King Communications, Inc. .... 3,800 94,525
*#Silverado Foods, Inc. ............... 2,400 7,200
<PAGE>
Shares Value+
-------- ----------
Simmons First National Corp.
Class A ............................. 1,100 $ 44,000
Simpson Industries, Inc. ............ 8,750 90,781
*Simula, Inc. ........................ 5,450 83,113
*Sinter Metals, Inc. Class A ......... 2,000 50,000
*Sirena Apparel Group, Inc. .......... 2,100 5,972
*Sizzler International, Inc. ......... 16,200 46,575
Skyline Corp. ....................... 5,200 135,200
Skywest, Inc. ....................... 5,900 83,706
*Sloane's Supermarkets, Inc. ......... 1,900 4,513
Smart & Final Food, Inc. ............ 12,150 262,744
Smith (A.O.) Corp. .................. 7,500 222,188
Smith (A.O.) Corp. Convertible
Class A ............................. 2,400 69,600
*Smith Environmental Technologies
Corp. ............................... 2,900 2,356
*Smithfield Foods, Inc. .............. 10,700 350,425
*Smiths Food & Drug Centers, Inc.
Class B ............................. 4,500 136,125
Smucker (J.M.) Co. Class A .......... 5,700 102,600
Smucker (J.M.) Co. Class B .......... 5,900 100,300
Snyder Oil Corp. .................... 17,600 303,600
*Sodak Gaming, Inc. .................. 11,400 184,538
*Softdesk, Inc. ...................... 2,400 21,150
*Softech, Inc. ....................... 1,600 4,400
*Softnet Systems, Inc.
(Private Placement) ................. 2,536 11,127
*Software Publishing Corp. ........... 5,525 7,770
*Software Spectrum, Inc. ............. 1,900 58,663
*Somatix Therapies Corp. ............. 13,300 47,381
*Somatogen, Inc. ..................... 10,300 113,300
Somerset Group, Inc. ................ 250 4,188
*Sonic Corp. ......................... 6,000 138,000
*Sonic Solutions ..................... 3,000 20,063
*Sound Advice, Inc. .................. 1,900 3,266
South Jersey Industries, Inc. ....... 3,948 95,246
Southdown, Inc. ..................... 12,400 404,550
Southeastern Michigan Gas
Enterprises, Inc. ................... 4,749 84,295
Southern California Water Co. ....... 3,100 72,463
*Southern Electronics Corp. .......... 3,950 40,981
*Southern Energy Homes, Inc. ......... 6,375 78,492
*Southern Union Co. .................. 6,285 154,776
*Southwall Technologies, Inc. ........ 3,500 23,406
Southwest Bancorp, Inc. ............. 1,500 30,375
Southwest Bancshares, Inc. DE ....... 1,350 24,806
Southwest Gas Corp. ................. 13,200 257,400
Southwest National Corp. ............ 200 8,225
Southwest Securities Group, Inc ..... 3,600 46,125
Southwest Water Co. ................. 1,050 13,519
Southwestern Energy Co. ............. 9,800 156,800
Sovereign Bancorp, Inc. ............. 24,672 326,904
*Spacehab, Inc. ...................... 1,000 6,625
*Spacelabs Medical, Inc. ............. 5,600 112,700
*Spaghetti Warehouse, Inc. ........... 3,400 17,000
Span-American Medical System, Inc. . 1,700 7,225
Spartan Motors, Inc. ................ 8,900 56,738
Spartech Corp. ...................... 9,300 98,813
*Sparton Corp. ....................... 7,700 61,600
*Special Devices, Inc. ............... 3,100 44,756
*Specialty Chemical Resources, Inc. .. 1,500 2,625
*Specialty Equipment Co., Inc. ....... 8,800 104,500
*Specialty Paperboard, Inc. .......... 1,600 28,800
*Spectran Corp. ...................... 3,200 56,200
32
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Spectranetics Corp. ................. 9,202 $ 40,834
*Spectrian Corp. ..................... 3,300 32,175
*Spectrum Control, Inc. .............. 4,200 13,519
*Spectrum Holobyte, Inc. ............. 14,400 70,200
*Speedfam International, Inc. ........ 4,200 84,788
*Speizman Industries, Inc. ........... 1,800 9,956
*Spire Corp. ......................... 3,200 9,200
*Sport Chalet, Inc. .................. 1,400 4,725
*Sport Supply Group, Inc. ............ 2,700 15,863
*Sportmart, Inc. ..................... 2,100 6,956
*Sportmart, Inc. Class A ............. 2,000 5,875
*Sports & Recreation, Inc. ........... 10,900 94,013
*Sports Club Co., Inc. ............... 4,500 11,813
*Staar Surgical Co. .................. 5,100 57,375
*#Stac Electronics .................... 14,300 96,972
*Stacey's Buffet, Inc. ............... 740 486
*Staff Builders, Inc. Class A ........ 13,300 32,419
*Stage II Apparel Corp. .............. 1,700 4,250
*Standard Commercial Corp. ........... 3,742 50,518
*Standard Management Corp. ........... 2,100 9,844
*Standard Microsystems Corp. ......... 8,800 96,800
Standard Motor Products, Inc.
Class A ............................. 5,300 72,875
Standard Pacific Corp. DE ........... 12,200 71,675
Standard Products Co. ............... 8,400 192,150
Standex International Corp. ......... 5,500 170,500
*Stanford Telecommunications, Inc. ... 6,900 194,063
Stanhome, Inc. ...................... 8,000 219,000
*Stanley Furniture, Inc. ............. 1,900 31,113
Stant Corp. ......................... 10,000 125,000
*Star Multi Care Services, Inc. ...... 85 489
*Starcraft Corp. ..................... 1,300 4,956
Starret Housing Corp. ............... 3,900 43,388
Starrett (L.S.) Co. Class A ......... 2,400 66,600
*Starsight Telecast, Inc. ............ 12,700 91,281
*Starter Corp. ....................... 13,400 83,750
State Auto Financial Corp. .......... 7,200 115,200
*State of the Art, Inc. .............. 5,200 66,625
*Station Casinos, Inc. ............... 17,700 188,063
*Steck-Vaughn Publishing Corp. ....... 1,200 13,500
Steel Technologies, Inc. ............ 4,800 60,600
*Steel of West Virginia, Inc. ........ 4,400 24,750
*Stein Mart, Inc. .................... 11,200 215,600
Stepan Co. .......................... 6,400 121,600
Stephan Co. ......................... 1,700 21,463
Sterling Bancorp .................... 2,900 43,138
Sterling Bancshares ................. 2,350 40,244
*Sterling Electronics Corp. .......... 2,700 38,475
*Sterling Financial Corp. WA ......... 1,820 24,684
*Sterling House Corp. ................ 2,500 21,250
*Stevens Graphics Corp. Class A ...... 4,000 5,500
Stewart Information Services Corp. .. 2,600 54,763
Stifel Financial Corp. .............. 1,680 13,860
*Stimsonite Corp. .................... 3,600 21,375
*Stokely USA, Inc. ................... 6,800 12,750
Stone & Webster, Inc. ............... 5,200 169,650
*Stone Energy Corp. .................. 5,900 136,438
*Strategic Distribution, Inc. ........ 16,192 112,332
*Stratus Computer, Inc. .............. 5,000 128,750
Strawbridge & Clothier Class A ...... 4,200 69,825
*Streamlogic Corp. ................... 8,400 12,600
Stride Rite Corp. ................... 29,300 293,000
*Strouds, Inc. ....................... 4,700 18,800
*Structural Dynamics Research Corp. . 2,400 46,800
<PAGE>
Shares Value+
-------- ----------
*Struthers Industries, Inc. .......... 4,700 $ 9,621
*Stuart Entertainment, Inc. .......... 2,700 15,188
Student Loan Corp. .................. 5,600 216,300
Sturm Ruger & Co., Inc. ............. 17,000 303,875
*Submicron Systems Corp. ............. 6,700 30,988
*Substance Abuse Technologies, Inc. . 17,700 33,188
*Successories, Inc. .................. 2,600 18,363
*Sudbury, Inc. ....................... 5,600 69,650
Suffolk Bancorp ..................... 1,000 38,750
*Sugen, Inc. ......................... 5,100 64,069
*Sulcus Computer Corp. ............... 5,800 12,325
Sullivan Dental Products, Inc. ...... 5,800 76,850
Sumitomo Bank of California ......... 6,600 169,125
*Summa Four, Inc. .................... 2,500 22,344
*Summit Care Corp. ................... 2,700 39,825
*Summit Technology, Inc. ............. 12,300 64,191
*Summitt Medical Systems, Inc. ....... 3,600 29,700
*Sun Coast Plastics, Inc. ............ 1,600 5,600
*Sun Healthcare Group, Inc. .......... 17,100 213,750
*Sun Sportswear, Inc. ................ 2,300 4,744
Sun Television and Appliances, Inc. . 10,400 27,300
*Sunair Electronics, Inc. ............ 3,000 6,563
*Sunbelt Nursery Group, Inc. ......... 2,600 3,900
*Sundance Homes, Inc. ................ 4,300 12,900
*Sunglass Hut International, Inc. .... 9,500 68,875
*Sunrise Medical, Inc. ............... 7,700 110,688
*Sunrise Resources, Inc. ............. 2,900 12,506
*Sunshine Mining and Refining Co. .... 3,000 3,375
*Superconductor Technologies, Inc. ... 2,400 10,500
Superior Surgical Manufacturing Co.,
Inc. ................................ 9,900 127,463
*Supertex, Inc. ...................... 28,100 528,631
*Suprema Specialties, Inc. ........... 1,000 4,938
*Supreme Industries, Inc. ............ 3,630 19,058
*Supreme International Corp. ......... 1,700 27,200
*Surety Capital Corp. ................ 1,800 7,763
*Surgical Laser Technologies, Inc. ... 4,900 6,431
Susquehanna Bancshares, Inc. ........ 5,175 183,066
*Swift Energy Corp. .................. 6,820 215,683
*Swift Transportation, Inc. .......... 9,500 228,594
*Swing-n-Slide Corp. ................. 1,936 6,292
*Swisher International, Inc. ......... 700 4,638
*Swiss Army Brands, Inc. ............. 4,800 67,200
*Sybron Chemicals, Inc. .............. 1,100 17,600
*Sylvan Foods Holdings, Inc. ......... 2,500 31,406
*Sylvan Learning Systems, Inc. ....... 2,250 59,203
*Symantec Corp. ...................... 20,800 312,000
*Symix Systems, Inc. ................. 2,000 15,375
*Symmetricom, Inc. ................... 6,200 117,413
*Syms Corp. .......................... 9,900 86,625
Synalloy Corp. DE ................... 14,400 235,800
*Synbiotics Corp. .................... 2,300 8,338
*Syncor International Corp. DE ....... 4,200 42,263
*Synetic, Inc. ....................... 6,600 307,313
*Syntellect, Inc. .................... 6,700 33,081
*Syquest Technology, Inc. ............ 5,000 24,688
*Syratech Corp. ...................... 3,400 105,400
System Software Associates, Inc. .... 21,300 296,869
*Systemix, Inc. ...................... 4,300 63,694
*Systems & Computer Technology Corp. 16,700 248,413
*Systemsoft Corp. .................... 8,200 150,163
*T Cell Sciences, Inc. ............... 9,900 18,563
*T-HQ, Inc. .......................... 200 1,556
33
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*T-Netix, Inc. ....................... 3,200 $ 42,000
*TBC Corp. ........................... 9,550 69,834
TCBY Enterprises, Inc. .............. 10,100 42,925
*TCC Industries, Inc. ................ 1,100 1,788
*TCI International, Inc. ............. 1,600 11,600
*TCSI Corp. .......................... 10,400 91,650
*TESSCO Technologies, Inc. ........... 1,700 62,263
*TFC Enterprises, Inc. ............... 4,500 10,688
*TII Industries, Inc. ................ 3,760 23,030
TJ International, Inc. .............. 8,800 191,400
*TMBR/Sharp Drilling, Inc. ........... 1,300 12,025
TNP Enterprises, Inc. ............... 4,400 112,200
*TPC Corp. ........................... 7,200 67,500
TR Financial Corp. .................. 4,900 143,631
*TRC Companies, Inc. ................. 4,600 23,000
*TRM Copy Centers Corp. .............. 4,000 42,250
*TRO Learning, Inc. .................. 2,400 48,600
*TSF Communications Corp. ............ 2,400 60,900
TSI, Inc. MN ........................ 6,600 68,475
*TSR, Inc. ........................... 400 3,750
*TSX Corp. ........................... 5,250 48,891
Tab Products Co. DE ................. 2,400 18,600
*Taco Cabana Inc. .................... 9,200 61,525
*Talley Industries, Inc. ............. 7,000 53,375
*Tandy Brand Accessories, Inc. ....... 2,100 13,388
*Tandy Crafts, Inc. .................. 4,800 31,800
*Tanknology Environmental, Inc. ...... 5,700 11,756
*Target Therapeutics, Inc. ........... 5,900 203,919
*Targeted Genetics Corp. ............. 5,000 19,375
Tasty Baking Co. .................... 3,700 54,113
*Team, Inc. .......................... 2,800 4,375
*Tech-Sym Corp. ...................... 2,700 78,638
Tech/Ops Sevcon, Inc. ............... 1,300 18,200
*Techne Corp. ........................ 3,800 90,250
*Technical Communications Corp. ...... 1,000 9,625
Technitrol, Inc. .................... 4,700 169,200
*Technol Medical Products, Inc. ...... 7,900 106,156
Technology Research Corp. ........... 2,100 8,925
*Technology Solutions Corp. .......... 6,100 276,025
Tejon Ranch Co. ..................... 9,100 147,875
*Tekelec ............................. 5,800 79,025
*Telco Systems, Inc. ................. 6,200 109,275
*Telemundo Group, Inc. Class A ....... 3,200 91,000
Telxon Corp. ........................ 6,400 77,200
*Temtex Industries, Inc. ............. 1,400 4,113
*Tencor Instruments .................. 15,400 410,025
Tennant Co. ......................... 4,000 100,500
*Terex Corp. ......................... 4,500 39,938
*Tesoro Petroleum Corp. .............. 10,300 149,350
*Tetra Tech, Inc. .................... 5,312 99,932
*Tetra Technologies, Inc. ............ 5,100 129,731
*Texas Biotechnology Corp. ........... 12,000 36,000
Texas Industries, Inc. .............. 3,900 221,813
*Texas Meridian Resources Corp. ...... 7,200 119,700
Texas Regional Banchshares, Inc.
Class A ............................. 2,500 85,000
*Texfi Industries, Inc. .............. 5,200 13,000
*Thackeray Corp. ..................... 3,600 9,450
*Theragenics Corp. ................... 5,600 126,000
*Theratech, Inc. UT .................. 10,150 111,650
*Theratx, Inc. ....................... 12,286 129,003
*Thermo Ecotek Corp. ................. 6,300 99,225
*Thermo Power Corp. .................. 4,900 44,100
Thermo Remediation, Inc. ............ 5,000 51,875
*Thermo Terratech, Inc. .............. 7,000 68,250
<PAGE>
Shares Value+
-------- ----------
*Thermo Voltek Corp. ................. 3,300 $ 35,888
*Thermwood Corp. ..................... 1,000 1,625
*Thomas Group, Inc. .................. 3,100 26,738
Thomas Industries, Inc. ............. 4,000 81,000
Thomaston Mills, Inc. ............... 2,000 22,750
Thor Industries, Inc. ............... 4,000 95,500
*Thorn Apple Valley, Inc. ............ 4,000 51,000
*Three-Five Systems, Inc. ............ 3,100 37,588
*Timberland Co. Class A .............. 3,000 116,250
Timberline Software Corp. ........... 2,100 17,456
*Tipperary Corp. ..................... 6,000 30,000
*Titan Corp. ......................... 8,300 24,900
Titan Holdings, Inc. ................ 4,920 73,800
#Titan Wheel International, Inc. ..... 8,900 117,925
Toastmaster, Inc. ................... 3,000 9,000
*#Todays Man, Inc. .................... 4,300 7,525
*Todd Shipyards Corp. ................ 3,900 26,813
Todd-AO Corp. Class A ............... 220 2,338
*Todhunter International, Inc. ....... 3,600 30,375
*Tokheim Corp. ....................... 3,100 27,900
*Toll Brothers, Inc. ................. 19,800 393,525
Tompkins County Trustco, Inc. ....... 220 7,205
*Top Source Technologies, Inc. ....... 14,200 48,813
*Topps, Inc. ......................... 28,000 120,750
*#Tops Appliance City, Inc. ........... 2,900 4,713
*Toreador Royalty Corp. .............. 1,500 4,125
Toro Co. ............................ 4,700 167,438
*#Toronto-Dominion Bank ............... 3,841 102,267
Tower Air, Inc. ..................... 9,000 27,281
*Tower Automotive, Inc. .............. 5,600 179,200
*Toy Biz, Inc. Class A ............... 6,700 123,950
*Tracor, Inc. ........................ 9,800 214,988
*Tractor Supply Co. .................. 5,000 106,875
*Trak Auto Corp. ..................... 3,300 54,863
Trans Financial, Inc. ............... 4,500 95,906
*#Trans World Airlines, Inc. .......... 14,700 113,925
*Trans World Entertainment Corp. ..... 4,900 39,200
*TransNet Corp. ...................... 2,000 6,188
*Transaction Network Services, Inc. .. 6,900 84,956
*Transcend Services, Inc. ............ 200 1,175
*Transmation, Inc. ................... 1,000 10,000
Transmedia Network, Inc. ............ 5,650 36,725
Transnational RE Corp. Class A ...... 2,200 55,138
Transport Leasing International,
Inc. ................................ 1,700 8,181
Transtechnology Corp. ............... 3,000 58,125
*Transwitch Corp. .................... 6,000 36,000
*Transworld Bancorp .................. 250 4,438
*Transworld Home Healthcare, Inc. .... 5,000 60,625
*Travel Ports of America, Inc. ....... 2,600 6,825
Treadco, Inc. ....................... 3,000 29,063
Tredegar Industries, Inc. ........... 4,850 192,788
*Tremont Corp. DE .................... 4,600 167,325
*Trend-Lines, Inc. Class A ........... 3,500 17,063
Trenwick Group, Inc. ................ 3,000 147,375
*Tri-Lite, Inc. ...................... 29 0
*Triad Guaranty, Inc. ................ 2,700 80,325
*Triad Systems Corp. ................. 8,800 73,700
Triangle Bancorp, Inc. .............. 4,100 65,088
*Triangle Pacific Corp. .............. 6,500 141,781
*Triarc Companies, Inc. Class A ...... 7,600 85,500
*Tricord Systems, Inc. ............... 6,600 13,509
*Trident Microsystems, Inc. .......... 5,000 105,000
*Tridex Corp. ........................ 1,500 17,813
*Trimark Holdings, Inc. .............. 1,700 8,713
34
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Trimble Navigation, Ltd. ............ 8,600 $117,713
*Trimedyne, Inc. ..................... 5,400 18,731
*Trinitec Systems, Inc. Class A ...... 2,900 12,144
Trion, Inc. ......................... 2,300 10,638
*Triple S Plastics, Inc. ............. 700 5,731
*Tripos, Inc. ........................ 2,000 31,750
*Triquint Semiconductor, Inc. ........ 3,200 72,000
*Trism, Inc. ......................... 1,100 4,194
*Tristar Corp. ....................... 1,000 7,063
True North Communications, Inc. ..... 9,500 212,563
*Truevision, Inc. .................... 6,500 17,266
Trust Company of New Jersey ......... 9,900 147,263
Trustco Bank Corp. NY ............... 11,941 258,970
*Tseng Laboratories, Inc. ............ 9,500 60,563
*Tuboscope Vetco International, Inc. . 8,000 124,000
*Tucson Electric Power Co. ........... 12,080 226,500
*Tuesday Morning Corp. ............... 3,100 67,425
*Tultex Corp. ........................ 14,900 106,163
*Turner Corp. ........................ 2,600 22,425
Tuscarora Plastics, Inc. ............ 3,500 78,750
Twin Disc, Inc. ..................... 1,100 23,788
*Tyco Toys, Inc. ..................... 20,900 245,575
*Tyler Corp. ......................... 10,900 17,713
U.S. Bancorp, Inc. .................. 2,100 85,050
*U.S. Bioscience, Inc. ............... 11,200 134,400
U.S. Freightways Corp. .............. 12,800 332,000
*UNC, Inc. ........................... 7,200 66,600
UNR Industries, Inc. ................ 18,300 123,525
*URS Corp. ........................... 4,460 37,353
*US Can Corp. ........................ 5,100 84,788
*US Servis, Inc. ..................... 2,500 6,797
US Trust Corp. ...................... 4,900 364,438
*US Xpress Enterprises, Inc.
Class A ............................. 2,700 24,300
*USA Truck, Inc. ..................... 1,900 16,625
*USCI, Inc. .......................... 5,100 24,544
*USData Corp. ........................ 3,450 23,503
*USMX, Inc. .......................... 5,900 8,850
UST Corp. ........................... 8,200 152,725
USX-Delhi Group ..................... 5,000 73,750
*#UTI Energy Corp. .................... 1,000 31,125
*Ultimate Electronics, Inc. .......... 3,100 9,300
*Ultra Pacific, Inc. ................. 1,700 6,906
*Ultradata Corp. ..................... 1,000 4,875
*Ultrak, Inc. ........................ 4,100 125,563
*#Ultralife Batteries, Inc. ........... 4,000 38,000
*Ultratech Stepper, Inc. ............. 8,000 182,500
*Unapix Entertainment, Inc. .......... 1,000 4,000
Uni-Marts, Inc. ..................... 4,500 28,688
Unico American Corp. ................ 3,000 27,938
Unifirst Corp. ...................... 9,200 194,350
*Uniflex, Inc. ....................... 1,100 10,588
Uniforce Temporary Personnel, Inc. .. 2,700 48,600
*#Unigene Laboratories, Inc. .......... 15,500 33,664
*Unimed, Inc. ........................ 3,400 22,738
*Union Acceptance Corp. Class A ...... 1,600 30,900
*Union Corp. DE ...................... 3,900 87,263
Union Planters Corp. ................ 4,575 189,291
*Union Switch & Signal, Inc. ......... 5,900 43,881
*Uniphase Corp. ...................... 6,000 354,000
*Unique Mobility, Inc. ............... 4,000 15,750
*Uniroyal Technology Corp. ........... 6,600 18,975
*Unit Corp. .......................... 8,700 72,863
*Unit Instruments, Inc. .............. 2,100 21,131
*United American Healthcare Corp. .... 3,700 23,588
<PAGE>
Shares Value+
-------- ----------
United Bankshares, Inc. WV .......... 5,800 $181,975
United Carolina Bancshares Corp. .... 9,450 378,591
#United Cities Gas Co. ............... 6,450 152,381
*United Dental Care, Inc. ............ 1,500 41,438
United Financial Corp. MN ........... 400 7,750
*United Foods, Inc. Class A .......... 1,000 1,750
*United Guardian, Inc. ............... 1,900 3,859
United Illuminating Co. ............. 7,100 236,963
United Industrial Corp. ............. 5,300 31,138
United National Bancorp ............. 1,072 37,922
*United Retail Group, Inc. ........... 5,500 16,500
*United States Energy Corp. .......... 2,600 35,588
United States Facilities Corp. ...... 5,700 110,438
*United States Home Corp. ............ 5,700 141,075
*United States Homecare Corp. ........ 3,800 2,731
*United States Long Distance Corp. ... 7,500 66,563
*United Stationers, Inc. ............. 222 4,690
*United Video Satellite Group, Inc.
Class A ............................. 6,300 94,106
United Water Resources, Inc. ........ 14,400 219,600
United Wisconsin Services, Inc. ..... 5,000 129,375
*Unitel Video, Inc. .................. 600 4,950
Unitil Corp. ........................ 1,400 27,300
Unitog Co. .......................... 2,900 78,663
*Unitrode Corp. ...................... 4,600 123,625
*Universal Electronics, Inc. ......... 2,700 15,356
Universal Forest Products, Inc. ..... 8,700 109,838
*Universal Hospital Services, Inc. ... 2,900 27,188
*Universal International, Inc. ....... 2,000 4,625
*Universal Seismic Association, Inc. . 1,700 7,225
*Universal Standard Medical Labs,
Inc. ................................ 2,500 9,844
*Uno Restaurant Corp. ................ 7,000 48,125
Upper Peninsula Energy Corp. ........ 1,000 16,750
*Uranuim Resources, Inc. ............. 4,000 37,000
*Urban Outfitters, Inc. .............. 8,700 127,238
*Urohealth Systems, Inc. Class A ..... 1,900 16,031
*#Uromed Corp. ........................ 13,000 120,250
*Utah Medical, Inc. .................. 3,900 54,356
*Utilx Corp. ......................... 2,900 10,603
*V Band Systems, Inc. ................ 2,100 4,200
*V Mark Software, Inc. ............... 3,238 24,083
*VLSI Technology, Inc. ............... 2,200 50,600
*VTEL Corp. .......................... 7,200 73,800
*VWR Scientific Products Corp. ....... 8,700 138,113
*Valence Technology, Inc. ............ 11,800 51,256
*Vallen Corp. ........................ 4,200 70,875
Valley Forge Corp. .................. 850 10,997
Valley Resources, Inc. .............. 2,600 30,875
Vallicorp Holdings, Inc. ............ 5,400 109,013
Valmont Industries, Inc. ............ 6,800 266,050
*Value City Department Stores, Inc. .. 17,800 226,950
Value Line, Inc. .................... 4,000 156,000
*Valuevision International, Inc.
Class A ............................. 14,700 81,309
*Vans, Inc. .......................... 5,000 76,563
*Varco International, Inc. ........... 14,900 340,838
*Vari L Co., Inc. .................... 1,400 12,863
*Variflex, Inc. ...................... 3,900 19,988
Varlen Corp. ........................ 2,420 48,703
Varsity Spirit Corp. ................ 200 3,100
*Vaughn Communications, Inc. ......... 1,100 9,006
*Vectra Banking Corp. ................ 800 13,600
*Vectra Technologies, Inc. ........... 2,700 5,738
*Ventritex, Inc. ..................... 10,400 243,100
35
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Ventura County National Bancorp ..... 3,664 $ 17,862
*Venture Stores, Inc. ................ 10,400 33,800
*Venturian Corp. ..................... 200 1,675
*Veritas DGC, Inc. ................... 4,500 96,188
Vermont Financial Services Corp. .... 2,000 70,500
*Vermont Teddy Bear, Inc. ............ 2,600 7,150
Versa Technologies, Inc. ............ 2,400 33,150
*Versar, Inc. ........................ 2,000 6,125
*Vertex Communications Corp. ......... 2,800 48,300
Vesta Insurance Group, Inc. ......... 4,600 148,350
*Veterinary Centers of America, Inc. . 7,900 83,444
*Vical, Inc. ......................... 6,100 113,613
*Vicorp Restaurants, Inc. ............ 3,600 50,400
*Video Display Corp. ................. 1,200 4,575
*Video Lottery Technologies, Inc. .... 6,200 27,513
*Videonics, Inc. ..................... 1,100 9,969
*Vie de France Corp. ................. 8,300 17,119
*Viewlogic Systems, Inc. ............. 8,100 80,494
Vintage Petroleum, Inc. ............. 9,500 318,250
Virco Manufacturing Corp. ........... 1,610 26,565
Virginia Beach Federal Financial
Corp. ............................... 2,000 18,375
Virginia First Financial Corp. ...... 400 5,500
*Vision Sciences, Inc. ............... 5,100 7,331
*#Visx, Inc. DE ....................... 7,400 175,288
Vital Signs, Inc. ................... 5,200 114,725
*Vitalink Pharmacy Services, Inc. .... 8,300 182,600
*Vitesse Semiconductor, Inc. ......... 2,200 104,913
*Vitronics Corp. ..................... 3,000 3,563
*#Vivus, Inc. ......................... 5,400 184,613
*Volt Information Sciences, Inc. ..... 2,000 71,500
*Volunteer Capital Corp. ............. 1,800 15,075
Vulcan International Corp. .......... 700 20,869
WCI Steel, Inc. ..................... 11,600 116,000
WD-40 Co. ........................... 3,000 155,250
*WFS Financial, Inc. ................. 12,800 292,800
*WHX Corp. ........................... 16,000 150,000
WICOR, Inc. ......................... 8,500 309,188
WLR Foods, Inc. ..................... 8,700 110,925
*WMS Industries, Inc. ................ 9,600 242,400
*WPI Group, Inc. ..................... 2,300 18,544
Wabash National Corp. ............... 11,600 204,450
Wackenhut Corp. Class A ............. 1,600 26,800
Wackenhut Corp. Class B
Non-Voting .......................... 4,100 57,400
*Wackenhut Corrections Corp. ......... 5,000 86,250
*Wainoco Oil Corp. ................... 14,900 52,150
Walbro Corp. ........................ 6,000 119,250
Walden Bancorp, Inc. ................ 3,600 124,425
*Walker Interactive Systems, Inc. .... 5,200 80,275
*Wall Data, Inc. ..................... 3,700 55,963
*Wall Street Deli, Inc. .............. 1,500 8,156
Walshire Assurance Co. .............. 2,155 30,035
*Wandel & Goltermann
Technologies, Inc. .................. 2,100 43,838
*Warrantech Corp. .................... 6,500 93,031
Warren Bancorp, Inc. ................ 1,400 21,000
Washington Energy Co. ............... 9,400 180,950
*Washington Homes, Inc. .............. 4,400 19,800
Washington National Corp. ........... 4,900 136,588
Washington Savings Bank FSB Waldorf,
MD .................................. 1,700 8,075
*Washington Scientific Industries,
Inc. ................................ 1,000 2,875
Waters Instruments, Inc. ............ 200 938
<PAGE>
Shares Value+
-------- ----------
Watkins-Johnson Co. ................. 3,300 $ 85,800
Watsco, Inc. Class A ................ 4,350 109,838
Watsco, Inc. Class B ................ 900 22,500
Watts Industries, Inc. Class A ...... 11,000 240,625
*Wave Technologies International,
Inc. ................................ 1,600 9,400
*Waxman Industries, Inc. ............. 4,800 21,000
Webb (Del) Corp. .................... 6,700 113,063
Webster Financial Corp. ............. 3,184 119,400
*Weirton Steel Corp. ................. 16,700 43,838
*Welcome Home, Inc. .................. 1,000 875
*Wellcare Management Group, Inc. ..... 1,900 16,625
Wellman, Inc. ....................... 600 9,675
*Wells-Gardner Electronics Corp. ..... 2,400 9,600
Werner Enterprises, Inc. ............ 8,750 141,094
Wesbanco, Inc. ...................... 2,500 75,313
West Coast Bancorp .................. 1,862 32,585
*West Marine, Inc. ................... 8,100 275,400
West, Inc. .......................... 6,400 183,200
Westamerica Bancorporation .......... 3,800 218,975
*Westbridge Capital Corp. ............ 1,100 8,938
Westco Bancorp, Inc. ................ 1,200 26,100
Westcorp, Inc. ...................... 10,296 243,243
Westerfed Financial Corp. ........... 1,400 25,900
*Western Beef, Inc. .................. 2,700 28,350
Western Gas Resources, Inc. ......... 10,300 194,413
*Western Micro Technology, Inc. ...... 1,700 17,638
*Western Water Co. ................... 3,600 63,000
*Westmoreland Coal Co. ............... 3,800 9,500
*Weston (Roy F.), Inc. Class A ....... 3,000 11,250
*Westwood One, Inc. .................. 15,400 256,025
*Wet Seal, Inc. Class A .............. 3,900 88,238
*Whitehall Corp. ..................... 1,600 63,000
*Whitman Education Group, Inc. ....... 8,200 54,325
Whitney Holdings Corp. .............. 8,300 292,575
*Whittaker Corp. ..................... 5,400 75,600
*Whole Foods Market, Inc. ............ 9,700 218,856
*Wholesome & Hearty Foods, Inc. ...... 4,100 27,675
*Wickes Lumber Co. ................... 2,500 8,906
Wiley (John) & Sons, Inc. Class A ... 400 11,800
*Williams Clayton Energy, Inc. ....... 2,900 47,306
*Williams Controls, Inc. ............. 6,900 17,358
*Williams-Sonoma, Inc. ............... 7,625 265,922
Wilshire Oil Co. of Texas ........... 3,975 21,366
*Wind River Systems, Inc. ............ 600 29,663
Windmere Corp. ...................... 6,800 97,750
Winnebago Industries, Inc. .......... 13,200 99,000
*Winstar Communications, Inc. ........ 14,400 299,700
Winthrop Resources Corp. ............ 4,600 132,825
Wireless Telecom Group, Inc. ........ 6,900 69,000
Wiser Oil Co. ....................... 3,600 62,550
Wolohan Lumber Co. .................. 2,800 35,525
*Wolverine Tube, Inc. ................ 7,500 279,375
Wolverine World Wide, Inc. .......... 4,962 133,354
*Wonderware Corp. .................... 8,000 75,500
Woodhead Industries, Inc. ........... 5,200 67,275
*World Acceptance Corp. .............. 12,300 80,719
World Fuel Services Corp. ........... 4,704 89,964
*Worldcorp, Inc. ..................... 12,200 57,950
*Worldtex, Inc. ...................... 5,700 47,025
Worthington Foods, Inc. ............. 1,375 35,406
Wyle Laboratories, Inc. ............. 7,500 270,000
*Wyman-Gordon Co. .................... 1,000 21,375
Wynns International, Inc. ........... 7,125 207,516
X-Rite, Inc. ........................ 8,400 156,975
36
<PAGE>
The U.S. 6-10 Small Company Series
Continued
Shares Value+
-------- ----------
*Xicor, Inc. ......................... 9,400 $ 89,888
*Xircom, Inc. ........................ 7,800 156,488
*#Xoma Corp. .......................... 16,700 65,234
*Xpedite Systems, Inc. ............... 3,400 62,900
*Xytronyx, Inc. ...................... 3,200 5,200
Yankee Energy Systems, Inc. ......... 4,700 103,400
*Yellow Corp. ........................ 14,100 213,263
*Yes Entertainment Corp. ............. 5,600 57,050
York Financial Corp. ................ 3,201 53,617
*York Research Corp. ................. 7,000 66,938
*Young Broadcasting, Inc. Class A .... 2,000 60,250
*#Youth Services International, Inc. .. 3,000 38,438
*Zale Corp. .......................... 10,900 216,638
*Zaring Homes, Inc. .................. 1,500 16,313
*Zebra Technologies Corp. Class A .... 5,400 139,725
*Zemex Corp. ......................... 3,598 31,033
*Zenith Electronics Corp. ............ 20,300 268,975
Zenith National Insurance Corp. ..... 8,500 233,750
Zero Corp. .......................... 4,800 94,200
*Zilog, Inc. ......................... 11,000 246,125
*Zing Technologies, Inc. ............. 1,500 13,781
*Zitel Corp. ......................... 8,600 194,038
*Zoll Medical Corp. .................. 2,400 30,450
*#Zoltek Companies, Inc. .............. 6,300 223,256
Zurn Industries, Inc. ............... 6,200 177,475
*Zycad Corp. ......................... 7,900 14,319
*Zygo Corp. .......................... 1,950 76,538
*Zytec Corp. ......................... 3,600 39,375
-----------
TOTAL COMMON STOCKS
(Cost $217,001,982) .................. 266,305,219
-----------
PREFERRED STOCKS - (0.0%)
*Alliance Gaming Corp.
15% Non-Voting Senior Class B ....... 148 13,979
Fedders Corp. Convertible ........... 4,800 28,200
Phoenix Duff & Phelps Corp.
Class A ............................. 770 19,346
------------
TOTAL PREFERRED STOCKS
(Cost $53,092) ....................... 61,525
------------
RIGHTS/WARRANTS - (0.0%)
*American Satellite Network, Inc.
Warrants 06/30/99 ................... 2,525 0
*Amvestors Financial Corp. Warrants
Class A 04/02/02 .................... 391 1,955
*Aquila Biopharmaceuticals Inc.
Rights 12/03/96 ..................... 1,130 11
*CSF Holdings, Inc. Litigation Rights
12/30/99 ............................ 3,250 0
<PAGE>
Shares Value+
-------- ----------
*Krug International Corp. Warrants
01/31/98 ............................ 169 $ 63
*Metrocall, Inc. Rights 11/15/97 ..... 2,864 0
*Millicom, Inc. Contingent Value
Rights .............................. 10,100 0
*Morrison Knudsen Corp. Warrants
03/11/03 ............................ 1,328 6,306
*Statesman Group, Inc. Contingent
Payment Rights ...................... 9,765 0
------------
TOTAL RIGHTS/WARRANTS
(Cost $7,478) ........................ 8,335
------------
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS - (0.6%)
Repurchase Agreement, PNC Securities
Corp. 5.45%, 12/02/96 (Collateralized
by U.S. Treasury Bills 4.93%,
01/16/97) (Cost $1,723,000) ......... $ 1,723 1,723,000
------------
TOTAL INVESTMENTS - (99.9%) (Cost
$218,785,552) ........................ 268,098,079
------------
OTHER ASSETS AND LIABILITIES - (0.1%)
Other Assets ......................... 438,298
Payable for Investment Securities
Purchased ........................... (11,750)
Payable for Fund Shares Redeemed .... (59,598)
Other Liabilities .................... (63,705)
------------
303,245
------------
NET ASSETS - (100.0%) Applicable to
21,373,173 Outstanding $.01 Par Value
Shares (Unlimited Number of Shares
Authorized) .......................... $268,401,324
============
NET ASSET VALUE, OFFERING AND
REDEMPTION PRICE PER SHARE ........... $ 12.56
============
- ----------
+See Note B to Financial Statements.
*Non-Income Producing Securities
#Securities on Loan
See accompanying Notes to Financial Statements.
37
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENT OF OPERATIONS
FOR THE YEAR ENDED NOVEMBER 30, 1996
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
<S> <C>
Investment Income
Dividends ............................................................ $ 2,686
Interest ............................................................. 382
Income from Securities Lending ....................................... 114
---------
Total Investment Income ................................................ 3,182
---------
Expenses
Investment Advisory Services ......................................... 81
Accounting & Transfer Agent Fees ..................................... 176
Custodian's Fee ...................................................... 49
Legal Fees ........................................................... 4
Audit Fees ........................................................... 8
Shareholders' Reports ................................................ 7
Trustees' Fees and Expenses .......................................... 3
Other ................................................................ 16
---------
Total Expenses ...................................................... 344
---------
Net Investment Income .................................................. 2,838
---------
Net Realized and Unrealized Gain (Loss) on Investments
Net Realized Gain on Investment Securities ............................. 30,043
Change in Unrealized Appreciation (Depreciation) of Investment
Securities ........................................................... 10,563
---------
Net Gain on Investment Securities ..................................... 40,606
---------
Net Increase in Net Assets Resulting from Operations ................... $43,444
=========
</TABLE>
See accompanying Notes to Financial Statements
38
<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 Year
Ended Ended
Nov. 30, Nov. 30,
1996 1995
---------- ----------
<S> <C> <C>
Increase (Decrease) in Net Assets
Operations:
Net Investment Income ................................................ $ 2,838 $ 2,254
Net Realized Gain on Investment Securities ........................... 30,043 16,628
Change in Unrealized Appreciation (Depreciation) of Investment
Securities ........................................................ 10,563 29,313
---------- ----------
Net Increase in Net Assets Resulting from Operations ................. 43,444 48,195
---------- ----------
Distributions From:
Net Investment Income ................................................ (2,841) (2,197)
Net Realized Gains ................................................... (12,248) (12,660)
---------- ----------
Total Distributions ................................................... (15,089) (14,857)
---------- ----------
Capital Share Transactions (1):
Shares Issued ........................................................ 73,274 44,394
Shares Issued in Lieu of Cash Distributions .......................... 14,860 12,291
Shares Redeemed ...................................................... (70,072) (11,669)
---------- ----------
Net Increase From Capital Share Transactions ...................... 18,062 45,016
---------- ----------
Total Increase ....................................................... 46,417 78,354
Net Assets
Beginning of Period .................................................. 221,984 143,630
---------- ----------
End of Period .......................................................... $268,401 $221,984
========== ==========
(1) Shares Issued and Redeemed:
Shares Issued ........................................................ 6,163 4,479
Shares Issued in Lieu of Cash Distributions .......................... 1,340 1,283
Shares Redeemed ...................................................... (5,840) (1,104)
---------- ----------
1,663 4,658
========== ==========
</TABLE>
See accompanying Notes to Financial Statements
39
<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 Year Year Feb. 3
Ended Ended Ended to
Nov. 30, Nov. 30, Nov. 30, Nov. 30,
1996 1995 1994 1993
---------- ---------- ---------- ----------
<S> <C> <C> <C> <C>
Net Asset Value, Beginning of Period ..................... $ 11.26 $ 9.54 $ 10.39 $ 10.00
---------- ---------- ---------- ----------
Income from Investment Operations
- ---------------------------------
Net Investment Income .................................. 0.13 0.12 0.12 0.10
Net Gains (Losses) on Securities (Realized and
Unrealized) ......................................... 1.92 2.50 (0.07) 0.54
---------- ---------- ---------- ----------
Total from Investment Operations ....................... 2.05 2.62 0.05 0.64
---------- ---------- ---------- ----------
Less Distributions
- ------------------
Net Investment Income .................................. (0.13) (0.12) (0.11) (0.10)
Net Realized Gains ..................................... (0.62) (0.78) (0.79) (0.15)
---------- ---------- ---------- ----------
Total Distributions ...................................... (0.75) (0.90) (0.90) (0.25)
---------- ---------- ---------- ----------
Net Asset Value, End of Period ........................... $ 12.56 $ 11.26 $ 9.54 $ 10.39
========== ========== ========== ==========
Total Return ............................................. 19.17 % 29.19% 0.59% 6.35%#
Net Assets, End of Period (thousands) .................... $268,401 $221,984 $143,630 $161,925
Ratio of Expenses to Average Net Assets .................. 0.13 % 0.15% 0.17% 0.17%*
Ratio of Net Investment Income to Average Net Assets ..... 1.05 % 1.18% 1.11% 1.18%*
Portfolio Turnover Rate .................................. 32.38 % 21.16% 27.65% 32.88%*
Average Commission Rate (1) .............................. $ 0.0586 N/A N/A N/A
</TABLE>
- -----------
* Annualized
# Non-Annualized
(1) Computed by dividing the total amount of brokerage commissions paid by
the total shares of investment securities purchased and sold during the
period for which commissions were charged, as required by the SEC for
fiscal years beginning after September 1, 1995.
See accompanying Notes to Financial Statements
40
<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, 1996, The Trust consisted of fifteen investment portfolios: The
U.S. 6-10 Small Company Series, The U.S. Large Company Series, The Enhanced U.S.
Large Company Series, The U.S. Small Cap Value Series, The U.S. Large Cap Value
Series, The Japanese Small Company Series, The Pacific Rim Small Company Series,
The United Kingdom Small Company Series, The Continental Small Company Series,
The DFA International Value Series , The Emerging Markets Series, The DFA
One-Year Fixed Income Series, The DFA Two-Year Corporate Fixed Income Series,
The DFA Two-Year Government Series and The DFA Two-Year Global Fixed Income
Series. These financial statements relate solely to The U.S. 6-10 Small Company
Series (the "Series").
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. The preparation of financial statements in accordance with generally
accepted accounting principles may require management to make estimates and
assumptions that affect the reported amounts and disclosures in the financial
statements. Actual results could differ from those estimates.
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 Trust's
custodian or a third party sub-custodian. All open repurchase agreements were
entered into on November 29, 1996.
4. Other: Security transactions are accounted for on the date the securities
are purchased or sold. Costs used in determining realized gains and losses on
the sale of investment securities are those of specific securities sold.
Dividend income and distributions to shareholders are recorded on the
ex-dividend date. Interest income is recorded on the accrual basis. Discount and
premium on securities purchased are amortized over the lives of the respective
securities. Expenses directly attributable to a Series are directly charged.
Common expenses are allocated using methods determined by the Board of
Directors.
C. INVESTMENT ADVISOR:
Dimensional Fund Advisors Inc. (the "Advisor") provides investment advisory
services to the Series. For the year ended November 30, 1996, the Series'
advisory fees were computed daily and paid monthly to the Advisor based on an
effective annual rate of .03 of 1%.
41
<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, 1996, the Series made the following purchases
and sales of investment securities other than U.S. Government Securities
(amounts in thousands):
Purchases .................................. $88,010
Sales ..................................... 84,230
E. INVESTMENT TRANSACTIONS:
At November 30, 1996, gross unrealized appreciation and depreciation for
financial reporting and federal income tax purposes of investment securities
was as follows (amounts in thousands):
Gross Unrealized Appreciation .............. $ 75,533
Gross Unrealized Depreciation .............. (26,221)
----------
Net ....................................... $ 49,312
==========
F. LINE OF CREDIT
In July, 1996, the Trust, together with other DFA-advised portfolios, entered
into a $50 million unsecured line of credit with its domestic custodian bank.
Each portfolio is permitted to borrow between 25% and 33 1/3% of its net assets
as determined by its investment policies, up to a maximum of $50 million per
portfolio. Borrowings under the line are charged interest at the current
overnight federal funds rate plus a variable rate determined at the date of
borrowing. Each portfolio is individually, and not jointly liable for its
particular advances under the line. There is no commitment fee on the unused
portion of the line of credit. There were no borrowings under the line of credit
by the Series during the year ended November 30, 1996.
G. COMPONENTS OF NET ASSETS:
At November 30, 1996, net assets consisted of (amounts in thousands):
Paid-In Capital ..................................... $188,994
Undistributed Net Investment Income ................. 116
Undistributed Net Realized Gain ..................... 29,979
Unrealized Appreciation of Investment Securities...... 49,312
----------
$268,401
==========
H. SECURITIES LENDING
Loans of domestic securities are required at all times to be secured by
collateral at least equal to 102% of the market value of the securities on loan.
However, in the event of default or bankruptcy by the other party to the
agreement, realization and/or retention of the collateral may be subject to
legal proceedings. In the event that the borrower fails to return loaned
securities, and cash collateral being maintained by the borrower is insufficient
to cover the value of loaned securities, and provided such collateral
insufficiency is not the result of investment losses, the lending agent has
agreed to pay the amount of the shortfall to the Series or, at the option of the
lending agent, replace the loaned securities. The market value of securities on
loan to brokers from the Series is $5,397,033, and the related collateral cash
received is $5,504,974 at November 30, 1996.
42
<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, 1996, and
the related statement of operations for the year then ended, 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 Trust'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, 1996, by correspondence with the
custodian and brokers. An audit also includes assessing the accounting
principles used and significant estimates made by management, as well as
evaluating the overall financial statement presentation. We believe that our
audits provide a reasonable basis for our opinion.
In our opinion, the financial statements and financial highlights referred to
above present fairly, in all material respects, the financial position of The
DFA Investment Trust Company, The U.S. 6-10 Small Company Series, as of
November 30, 1996, and the results of its operations for the year then ended,
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 17, 1997
43
