<PAGE>
- --------------------------------------------------------------------------------
Dimensional Investment Group Inc.
The DFA 6-10 Institutional Portfolio
Semi-Annual
Report
Six Months Ended May 31, 1997
(Unaudited)
-------------------------------------
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DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
SEMI-ANNUAL REPORT
(UNAUDITED)
TABLE OF CONTENTS
<TABLE>
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PAGE
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DIMENSIONAL INVESTMENT GROUP INC.
Statement of Assets and Liabilities.............................................................................. 1
Statement of Operations.......................................................................................... 2
Statements of Changes in Net Assets.............................................................................. 3
Financial Highlights............................................................................................. 4
Notes to Financial Statements.................................................................................... 5-6
THE DFA INVESTMENT TRUST COMPANY -- THE U.S. 6-10 SMALL COMPANY SERIES
Statement of Net Assets.......................................................................................... 7
Statement of Operations.......................................................................................... 37
Statements of Changes in Net Assets.............................................................................. 38
Financial Highlights............................................................................................. 39
Notes to Financial Statements.................................................................................... 40-41
</TABLE>
This report is submitted for the information of the Fund's shareholders. It is
not authorized for distribution to prospective investors unless preceded or
accompanied by an effective prospectus.
i
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF ASSETS AND LIABILITIES
MAY 31, 1997
(UNAUDITED)
(AMOUNTS IN THOUSANDS, EXCEPT SHARE AMOUNTS)
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ASSETS:
Investment in The U.S. 6-10 Small Company Series of The DFA Investment Trust
Company (1,017,908 Shares, Cost $10,005) at Value................................ $ 12,065
Prepaid Expenses and Other Assets.................................................. 5
-----------
Total Assets................................................................. 12,070
-----------
LIABILITIES:
Accrued Expenses................................................................... 20
-----------
NET ASSETS........................................................................... $ 12,050
-----------
-----------
SHARES OUTSTANDING, $.01 PAR VALUE (Authorized 100,000,000).......................... 1,188,452
-----------
-----------
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE............................. $ 10.14
-----------
-----------
NET ASSETS CONSIST OF:
Paid-In Capital.................................................................. $ 8,948
Accumulated Net Investment Loss.................................................. (7)
Undistributed Net Realized Gain.................................................. 1,049
Unrealized Appreciation of Investment Securities................................. 2,060
-----------
Total Net Assets............................................................. $ 12,050
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-----------
</TABLE>
See accompanying Notes to Financial Statements
1
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENT OF OPERATIONS
FOR THE SIX MONTHS ENDED MAY 31, 1997
(UNAUDITED)
(AMOUNTS IN THOUSANDS)
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INVESTMENT INCOME
Income Distributions Received........................................................ $ 15
---------
EXPENSES
Administrative Services.............................................................. 4
Accounting & Transfer Agent Fees..................................................... 8
Legal Fees........................................................................... 3
Audit Fees........................................................................... 1
Filing Fees.......................................................................... 1
Shareholders' Report................................................................. 3
Directors' Fees and Expenses......................................................... 2
Other................................................................................ 1
---------
Total Expenses................................................................... 23
Less: Fees Waived and Expenses Reimbursed............................................ (18)
---------
Net Expenses......................................................................... 5
---------
NET INVESTMENT INCOME................................................................ 10
---------
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS
Capital Gain Distributions Received...................................................... 1,371
Net Realized Loss on Investment Securities............................................... (20)
Change in Unrealized Appreciation (Depreciation) of Investment Securities................ (496)
---------
NET GAIN ON INVESTMENT SECURITIES.................................................... 855
---------
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS..................................... $ 865
---------
---------
</TABLE>
See accompanying Notes to Financial Statements
2
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
STATEMENTS OF CHANGES IN NET ASSETS
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
SIX MONTHS YEAR
ENDED ENDED
MAY 31, NOV. 30,
1997 1996
----------- ----------
(UNAUDITED)
<S> <C> <C>
INCREASE (DECREASE) IN NET ASSETS
Operations:
Net Investment Income................................... $ 10 $ 114
Capital Gain Distributions Received..................... 1,371 1,191
Net Realized Gain (Loss) on Investment Securities....... (20) 2,384
Change in Unrealized Appreciation (Depreciation) of
Investment Securities................................. (496) 26
----------- ----------
Net Increase in Net Assets Resulting from
Operations........................................ 865 3,715
----------- ----------
Distributions From:
Net Investment Income................................... (100) (32)
Net Realized Gains...................................... (3,855) (873)
----------- ----------
Total Distributions................................. (3,955) (905)
----------- ----------
Capital Share Transactions (1):
Shares Issued........................................... 530 4,975
Shares Issued in Lieu of Cash Distributions............. 3,955 880
Shares Redeemed......................................... (335) (18,867)
----------- ----------
Net Increase (Decrease) From Capital Share
Transactions...................................... 4,150 (13,012)
----------- ----------
Total Increase (Decrease)........................... 1,060 (10,202)
NET ASSETS
Beginning of Period..................................... 10,990 21,192
----------- ----------
End of Period........................................... $12,050 $ 10,990
----------- ----------
----------- ----------
(1) SHARES ISSUED AND REDEEMED:
Shares Issued........................................... 54 374
Shares Issued in Lieu of Cash Distributions............. 416 70
Shares Redeemed......................................... (34) (1,348)
----------- ----------
436 (904)
----------- ----------
----------- ----------
</TABLE>
See accompanying Notes to Financial Statements
3
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
THE DFA 6-10 INSTITUTIONAL PORTFOLIO
FINANCIAL HIGHLIGHTS
(FOR A SHARE OUTSTANDING THROUGHOUT EACH PERIOD)
<TABLE>
<CAPTION>
SIX MONTHS YEAR YEAR YEAR MAY 4
ENDED ENDED ENDED ENDED TO
MAY 31, NOV. 30, NOV. 30, NOV. 30, NOV. 30,
1997 1996 1995 1994 1993
---------- ---------- ---------- ---------- --------
(UNAUDITED)
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Net Asset Value, Beginning of Period.... $ 14.60 $ 12.79 $ 10.29 $ 10.61 $10.00
---------- ---------- ---------- ---------- --------
INCOME FROM INVESTMENT OPERATIONS
Net Investment Income................. 0.02 0.13 0.13 0.13 0.10
Net Gains (Losses) on Securities
(Realized and Unrealized)........... 0.76 2.22 2.84 (0.08) 0.68
---------- ---------- ---------- ---------- --------
Total from Investment Operations...... 0.78 2.35 2.97 0.05 0.78
---------- ---------- ---------- ---------- --------
LESS DISTRIBUTIONS
Net Investment Income................. (0.13) (0.02) (0.13) (0.21) (0.02)
Net Realized Gains.................... (5.11) (0.52) (0.34) (0.16) (0.15)
---------- ---------- ---------- ---------- --------
Total Distributions................... (5.24) (0.54) (0.47) (0.37) (0.17)
---------- ---------- ---------- ---------- --------
Net Asset Value, End of Period.......... $ 10.14 $ 14.60 $ 12.79 $ 10.29 $10.61
---------- ---------- ---------- ---------- --------
---------- ---------- ---------- ---------- --------
Total Return............................ 7.80%# 19.04% 29.08% 0.53% 7.78%#
Net Assets, End of Period (thousands)... $12,050 $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) 0.20%*(a)
Ratio of Net Investment Income to
Average Net Assets.................... 0.18%(a)* 0.47%(a) 1.12%(a) 1.93%(a) 1.90%*(a)
Portfolio Turnover Rate................. N/A N/A N/A N/A N/A
Average Commission Rate................. N/A N/A N/A N/A N/A
</TABLE>
- --------------
* Annualized
# Non-Annualized
(1) Represents the combined ratio for the Portfolio and its respective pro-rata
share of its Master Fund Series.
(a) Had certain waivers and reimbursements not been in effect, the ratios of
expenses to average net assets for the periods ended May 31, 1997, November
30, 1996, 1995, 1994 and 1993 would have been 0.52%, 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 May 31, 1997, November 30, 1996, 1995,
1994 and 1993 would have been (0.14)%, 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
4
<PAGE>
DIMENSIONAL INVESTMENT GROUP INC.
NOTES TO FINANCIAL STATEMENTS
(UNAUDITED)
A. ORGANIZATION:
Dimensional Investment Group Inc. (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 Fund currently offers eleven portfolios, of
which The DFA 6-10 Institutional Portfolio (the "Portfolio") is presented in
this report.
The Portfolio invests all of its assets in The U.S. 6-10 Small Company
Series (the "Series"), a corresponding series of The DFA Investment Trust
Company. At May 31, 1997, 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.
C. INVESTMENT ADVISOR:
Dimensional Fund Advisors Inc. ("DFA") (the "Advisor") provides
administrative services to the Portfolio, including supervision of services
provided by others, providing information to the shareholders and to the Board
of Directors, and other administrative services. The Advisor provides investment
advisory services to the Series. For the six months ended May 31,1997, 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.
5
<PAGE>
D. INVESTMENTS:
At May 31, 1997, gross unrealized appreciation and depreciation for
financial reporting and federal income tax purposes of investment securities was
as follows (amounts in thousands):
<TABLE>
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Gross Unrealized Appreciation............................ $ 2,060
Gross Unrealized Depreciation............................ --
---------
Net...................................................... $ 2,060
---------
---------
</TABLE>
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, subject to its investment limitations, up
to a maximum of $50 million. 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 six months ended May 31, 1997.
6
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENT OF NET ASSETS
MAY 31, 1997
(UNAUDITED)
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
COMMON STOCKS -- (98.9%)
*3-D Systems Corp.................................... 7,700 $ 55,825
*3D0 Co.............................................. 13,900 62,984
*4 Health, Inc....................................... 500 2,906
*AAON, Inc........................................... 2,400 16,950
AAR Corp............................................. 10,800 334,800
ABC Bancorp.......................................... 1,625 27,016
*ABC Rail Products Corp.............................. 4,100 66,625
ABM Industries, Inc.................................. 11,600 224,750
*ABT Building Products Corp.......................... 6,300 154,350
*ACC Corp............................................ 9,950 254,969
*ACT Manufacturing, Inc.............................. 4,400 124,850
*ACT Networks, Inc................................... 4,600 80,787
*ACX Technologies, Inc............................... 16,800 357,000
*AEP Industries, Inc................................. 2,300 107,669
*AER Energy Resources, Inc........................... 14,200 40,825
*AFC Cable Systems, Inc.............................. 3,500 95,156
*AG Associates, Inc.................................. 100 587
*AG Services America, Inc............................ 2,800 44,800
*AMBI, Inc........................................... 12,400 26,350
*#AMC Entertainment, Inc............................. 3,300 75,900
APL, Ltd............................................. 15,000 453,750
*APS Holding Corp. Class A........................... 7,700 76,519
*ARI Network Services, Inc........................... 6,800 7,012
*ARV Assisted Living, Inc............................ 7,500 60,000
*AST Research, Inc................................... 34,613 181,177
*ATC Group Services, Inc............................. 3,900 43,144
*ATS Medical, Inc.................................... 11,100 67,641
*AW Computer Systems, Inc. Class A................... 2,400 1,950
Aames Financial Corp................................. 13,750 177,031
Aaron Rents, Inc. Class A............................ 1,500 18,000
Aaron Rents, Inc. Class B............................ 14,400 170,100
*#Aasche Transportation Services, Inc................ 2,000 9,937
*Abaxis, Inc......................................... 7,100 19,969
Abington Bancorp, Inc................................ 700 16,537
*Abiomed, Inc........................................ 3,400 37,187
*Able Telcom Holding Corp............................ 4,100 30,494
Abrams Industries, Inc............................... 200 1,175
*Abraxas Petroleum Corp.............................. 2,900 38,244
*Accell International Corp........................... 2,700 8,100
*Acceptance Insurance Companies, Inc................. 9,100 191,100
*Access Beyond, Inc.................................. 300 1,491
*Access Health Marketing, Inc........................ 9,600 210,600
*Acclaim Entertainment, Inc.......................... 29,800 122,925
*Ace Cash Express, Inc............................... 3,800 43,462
Aceto Corp........................................... 2,200 29,700
Ackerley Group, Inc.................................. 15,600 193,050
*Acme Electric Corp.................................. 2,500 17,500
*Acme Metals, Inc.................................... 7,000 106,750
*Acme United Corp.................................... 1,300 7,719
Acordia, Inc......................................... 8,400 298,200
*Actel Corp.......................................... 10,100 211,469
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Action Performance Companies, Inc................... 8,200 $ 197,312
*Active Voice Corp................................... 1,300 15,844
*Activision, Inc..................................... 8,400 108,150
*Actrade International, Ltd.......................... 2,400 34,200
*Acuson Corp......................................... 11,100 288,600
Adac Laboratories.................................... 10,066 261,087
*Adage, Inc.......................................... 3,100 12,497
*Adam Software, Inc.................................. 1,000 1,875
Adams Resources & Energy, Inc........................ 2,100 28,875
*Adelphia Communications Corp. Class A............... 8,400 49,350
*Adept Technology, Inc............................... 5,000 39,375
*Adflex Solutions, Inc............................... 5,200 85,150
*Advanced Digital Information Corp................... 6,000 93,375
*Advanced Energy Industries, Inc..................... 4,000 48,250
*Advanced Logic Research, Inc........................ 7,300 80,756
*Advanced Magnetics, Inc............................. 6,000 71,250
*Advanced Marketing Services, Inc.................... 2,700 28,012
*Advanced Medical, Inc............................... 9,300 31,969
*Advanced Photonix, Inc. Class A..................... 5,300 6,625
*Advanced Polymer Systems, Inc....................... 11,000 81,125
*Advanced Promotion Technologies, Inc................ 11,624 70
*Advanced Technology Labs, Inc....................... 8,500 332,031
*Advanced Technology Materials, Inc.................. 5,300 126,869
*#Advanced Tissue Sciences, Inc...................... 22,500 291,094
Advantage Bancorp, Inc............................... 1,250 48,594
Advest Group, Inc.................................... 5,000 81,250
*Advo, Inc........................................... 14,500 201,187
*Advocat, Inc........................................ 3,200 31,600
*Aeroflex, Inc....................................... 7,200 28,800
*Aerosonic Corp. DE.................................. 2,000 23,750
*Aerovox, Inc........................................ 2,700 12,994
*Aetrium, Inc........................................ 4,200 71,925
Affiliated Community Bancorp......................... 1,600 46,100
*Ag-Chem Equipment Co., Inc.......................... 2,300 45,137
*Agri-Nutrition Group, Ltd........................... 1,600 1,900
*Air & Water Technologies Corp. Class A.............. 19,200 91,200
Air Express International Corp....................... 9,250 336,469
*Air Methods Corp.................................... 4,000 10,875
Airborne Freight Corp................................ 12,700 485,775
*Airsensors, Inc..................................... 3,400 26,137
*Airways Corp........................................ 2,600 13,487
*Akorn, Inc.......................................... 7,800 17,550
*Alamco, Inc......................................... 1,800 27,450
Alamo Group, Inc..................................... 5,800 112,375
*Alarmguard Holdings, Inc............................ 5,000 32,500
*#Alaska Air Group, Inc.............................. 8,700 216,412
*Alba-Waldensian, Inc................................ 600 3,000
Albank Financial Corp................................ 8,040 309,540
Albany International Corp. Class A................... 5,000 113,750
*Alcide Corp......................................... 900 27,225
</TABLE>
7
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Aldila, Inc......................................... 9,700 $ 47,894
Alfa Corp............................................ 24,500 312,375
*Alfin, Inc.......................................... 4,500 2,812
Aliant Communications, Inc........................... 21,900 442,106
Alico, Inc........................................... 3,500 67,375
*Alkermes, Inc....................................... 18,100 298,650
*All American Communications, Inc.................... 3,200 47,200
*All American Semiconductor, Inc..................... 7,100 7,322
*Allcity Insurance Co................................ 200 1,562
*Allegro New Media, Inc.............................. 1,313 3,282
Allen Organ Co. Class B.............................. 200 7,975
*Allen Telecom, Inc.................................. 16,000 372,000
Alliance Bancorp..................................... 2,159 63,421
*Alliance Entertainment Corp......................... 18,100 15,837
*Alliance Gaming Corp................................ 24,928 93,480
*Alliance Pharmaceuticals Corp....................... 18,000 182,250
*#Alliance Semiconductor Corp........................ 23,300 193,681
*Alliant Techsystems, Inc............................ 7,800 375,375
*Allied Capital Advisers, Inc........................ 4,500 20,531
Allied Capital Lending Corp.......................... 1,900 27,194
Allied Group, Inc.................................... 10,125 402,469
Allied Healthcare Products, Inc...................... 4,700 28,200
*Allied Holdings, Inc................................ 5,000 49,375
Allied Life Financial Corp........................... 2,000 34,000
Allied Products Corp................................. 4,500 146,250
*Allied Research Corp................................ 2,200 18,425
*Allied Waste Industries, Inc........................ 36,700 539,031
*Allou Health & Beauty Care, Inc. Class A............ 1,900 11,341
*Allstate Financial Corp............................. 1,600 9,600
*Alltrista Corp...................................... 3,953 94,872
*Allwaste, Inc....................................... 19,800 165,825
*Aloette Cosmetics, Inc.............................. 1,000 3,062
*Alpha 1 Biomedicals, Inc............................ 407 49
*Alpha Beta Technology, Inc.......................... 10,000 91,875
*Alpha Industries, Inc............................... 6,200 45,725
*Alpha Microsystems, Inc............................. 3,300 4,537
*Alpha Technologies Group, Inc....................... 4,000 11,750
Alpharma, Inc. Class A............................... 8,100 135,675
*Alpine Group, Inc................................... 15,736 147,525
*Alpine Lace Brands, Inc............................. 2,600 16,250
*#Alta Gold Co....................................... 17,400 51,384
*Alteon, Inc......................................... 9,400 36,425
*Alternative Resources Corp.......................... 9,400 173,312
*Altris Software, Inc................................ 5,200 24,050
*Altron, Inc......................................... 9,100 151,287
*Amati Communications Corp........................... 10,600 136,475
*Amax Gold, Inc...................................... 49,600 328,600
Amcast Industrial Corp............................... 4,300 105,350
Amcol International Corp............................. 11,500 209,156
Amcore Financial, Inc................................ 8,550 240,469
*America Services Group, Inc......................... 1,600 17,000
*America West Holdings Corp. Class B................. 17,700 272,137
American Annuity Group, Inc.......................... 18,200 338,975
American Bancorporation Ohio......................... 200 6,200
American Bank of Connecticut......................... 1,100 37,950
*American Banknote Corp.............................. 9,900 42,075
American Biltrite, Inc............................... 1,400 31,237
*#American Biogenetic Sciences, Inc. Class A......... 8,100 24,680
*American Buildings Co............................... 2,700 75,600
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*American Business Information, Inc.................. 12,800 $ 267,200
American Business Products, Inc...................... 9,800 241,325
*American Claims Evaluation, Inc..................... 1,000 1,359
*American Classic Voyages Co......................... 7,400 78,162
American Eagle Group, Inc............................ 4,000 2,500
*American Eagle Outfitters, Inc...................... 5,900 66,744
*American Ecology Corp............................... 5,250 7,219
*American Exploration Co............................. 9,100 117,162
American Federal Bank FSB Greenville, SC............. 4,400 134,475
American Filtrona Corp............................... 200 8,950
*American Freightways Corp........................... 18,700 254,787
*American Healthcorp, Inc............................ 3,900 42,656
American Heritage Life Investment Corp............... 7,700 223,300
*American Homepatient, Inc........................... 8,800 169,400
*American Homestar Corp.............................. 5,437 108,400
American Indemnity Financial Corp.................... 800 10,200
American List Corp................................... 2,225 61,744
*American Media, Inc. Class A........................ 13,500 81,000
*American Medical Electronics, Inc. (Escrow-Bonus)... 4,400 0
*American Medical Electronics, Inc.
(Escrow-Earnings).................................. 4,400 0
*American Mobile Satellite Corp...................... 12,400 110,050
*American Oilfield Divers, Inc....................... 3,400 38,250
*American Oncology Resources, Inc.................... 5,000 71,250
*American Pacific Corp............................... 4,100 26,522
*American Paging, Inc................................ 12,000 27,000
*American Physicians Services Group, Inc............. 1,800 12,150
American Precision Industries, Inc................... 7,300 141,437
*American Safety Razor Co............................ 6,000 88,500
*#American Science & Engineering, Inc................ 6,500 65,812
*American Shared Hospital Services................... 600 544
*American Software, Inc. Class A..................... 10,500 77,109
*American Superconductor Corp........................ 4,800 40,200
*American Technical Ceramics Corp.................... 1,500 18,562
*American Telecasting, Inc........................... 11,900 12,830
*#American United Global, Inc........................ 3,600 16,537
*American Waste Services, Inc. Class A............... 12,400 21,700
American Woodmark Corp............................... 4,660 76,016
Americana Bancorp, Inc............................... 1,600 25,200
*Americredit Corp.................................... 17,300 324,375
*Amerihost Properties, Inc........................... 3,000 21,562
*AmeriLink Corp...................................... 1,400 11,200
*Ameristar Casinos, Inc.............................. 11,600 63,800
*Ameriwood Industries International Corp............. 3,200 23,000
Ameron, Inc.......................................... 2,000 111,000
*Ames Department Stores, Inc......................... 12,300 99,553
Ametek, Inc.......................................... 2,500 58,437
*Amistar Corp........................................ 1,300 7,028
Ampco-Pittsburgh Corp................................ 4,800 63,000
*Ampex Corp. Class A................................. 27,000 172,969
*#Amre, Inc.......................................... 12,500 62
*Amrep Corp.......................................... 3,900 14,625
*Amresco, Inc........................................ 23,000 402,500
*Amrion Corp......................................... 2,700 63,281
*Amtech Corp......................................... 8,800 47,300
</TABLE>
8
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
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<S> <C> <C>
*Amtran, Inc......................................... 7,000 $ 60,375
Amvestors Financial Corp............................. 7,700 135,712
Amwest Insurance Group, Inc.......................... 1,200 17,100
*Amylin Pharmaceuticals, Inc......................... 33,500 433,406
*Anadigics, Inc...................................... 7,550 250,094
Analogic Corp........................................ 7,300 236,794
*Analogy, Inc........................................ 2,200 9,762
Analysis & Technology, Inc........................... 800 11,800
Analysts International Corp.......................... 8,200 293,150
*Analytical Surveys, Inc............................. 2,900 36,612
*Anaren Microwave, Inc............................... 2,000 19,500
Anchor Bancorp Wisconsin, Inc........................ 2,100 90,562
*Anchor Gaming, Inc.................................. 6,700 285,587
Andover Bancorp, Inc. DE............................. 2,600 74,750
*Andrea Electronics Corp............................. 1,900 21,850
*Anergen, Inc........................................ 11,200 32,900
*Anesta Corp......................................... 4,700 81,956
*Angeion Corp........................................ 14,600 73,912
Angelica Corp........................................ 9,000 162,000
*#Anicom, Inc........................................ 10,300 97,206
*Anika Therapeutics, Inc............................. 2,280 13,252
*Anixter International, Inc.......................... 6,200 105,400
*#Ann Taylor Stores Corp............................. 15,300 355,725
*Ansaldo Signal N.V.................................. 5,900 33,925
*Antec Corp.......................................... 29,050 355,862
*Anuhco, Inc......................................... 3,300 29,700
*Apertus Technologies, Inc........................... 5,500 8,164
*Aphton Corp......................................... 7,700 109,725
Apogee Enterprises, Inc.............................. 15,000 276,562
*Apogee, Inc......................................... 5,900 25,075
#Apple South, Inc.................................... 23,100 350,831
*#Appliance Recycling Centers of America, Inc........ 525 1,542
*Applied Digital Access, Inc......................... 7,300 46,537
*Applied Extrusion Technologies, Inc................. 5,600 66,500
Applied Industrial Technologies, Inc................. 7,500 263,437
*Applied Innovation, Inc............................. 9,500 55,812
*Applied Magnetics Corp.............................. 5,900 146,762
*Applied Microsystems Corp........................... 3,400 23,800
Applied Power, Inc. Class A.......................... 8,200 360,800
*Applied Science & Technology, Inc................... 2,000 28,000
*Applied Signal Technologies, Inc.................... 4,700 33,047
*Applied Voice Technology, Inc....................... 2,000 29,750
*Applix, Inc......................................... 4,700 20,856
Aptargroup, Inc...................................... 10,800 479,250
*#Aquagenix, Inc..................................... 2,000 13,531
Aquarion Co.......................................... 3,500 90,125
*Aquila Biopharmaceuticals, Inc...................... 1,130 5,156
Aquila Gas Pipeline Corp............................. 24,700 364,325
*Arabian Shield Development Co....................... 200 262
*Arbor Health Care Co................................ 3,400 95,625
*Arbor Software Corp................................. 5,000 148,437
*#Arcadia Financial, Ltd............................. 18,700 194,012
*Arch Communications Group, Inc...................... 12,400 98,425
*Arch Petroleum, Inc................................. 10,300 30,256
Arctic Cat, Inc...................................... 16,800 177,450
*Arden Industrial Products, Inc...................... 3,500 18,375
*#Argosy Gaming Corp................................. 20,600 64,375
*Ariad Pharmaceuticals, Inc.......................... 4,700 28,494
*Ariel Corp.......................................... 9,300 78,759
*Ark Restaurants Corp................................ 1,600 14,000
*Arkansas Best Corp.................................. 11,700 69,834
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Armco, Inc.......................................... 83,000 $ 311,250
Arnold Industries, Inc............................... 18,000 299,250
*Aronex Pharmaceuticals, Inc......................... 15,700 65,253
*Arrhythmia Research Technology, Inc................. 1,800 3,825
*Arris Pharmaceutical Corp........................... 10,100 135,087
*Arrow Automotive Industries, Inc.................... 1,000 3,375
Arrow Financial Corp................................. 3,500 89,250
*Artisoft, Inc....................................... 8,700 21,750
*Artistic Greetings, Inc............................. 2,900 12,687
*Artra Group, Inc.................................... 3,800 18,050
*Arts Way Manufacturing Co., Inc..................... 200 1,300
Arvin Industries, Inc................................ 13,500 374,625
*Asante Technologies, Inc............................ 4,400 17,187
*Aseco Corp.......................................... 1,400 17,675
Ashland Coal, Inc.................................... 8,100 216,675
*Ashworth, Inc....................................... 7,400 65,906
*Aspen Technology, Inc............................... 7,200 273,600
*Assisted Living Concepts, Inc....................... 1,600 40,000
Associated Banc-Corp................................. 8,414 318,680
*Astea International, Inc............................ 3,200 10,000
*Astec Industries, Inc............................... 7,200 84,600
Astro-Med, Inc....................................... 3,000 27,562
*Astronics Corp...................................... 2,375 15,289
*Astrosystems, Inc................................... 3,400 18,275
*Astrotech International Corp........................ 5,900 30,975
*Asyst Technologies, Inc............................. 3,200 127,800
Atalanta Sosnoff Capital Corp........................ 4,300 38,162
*Atchison Casting Corp............................... 2,200 37,675
*Athey Products Corp................................. 2,940 12,679
*Atkinson (Guy F.) of California..................... 5,400 37,462
*Atlantic American Corp.............................. 10,300 30,578
*Atlantic Beverage, Inc.............................. 2,000 7,125
*Atlantic Coast Airlines, Inc........................ 5,000 76,250
*Atlantic Gulf Communities Corp...................... 5,800 32,625
*Atlantic Tele-Network, Inc.......................... 7,400 92,500
*Atlantis Plastics, Inc.............................. 3,300 23,512
#Atmos Energy Corp................................... 9,600 222,000
Atrion Corp.......................................... 1,950 26,447
*Atrix Labs, Inc..................................... 6,100 70,912
*Atwood Oceanics, Inc................................ 3,300 219,862
*Au Bon Pain, Inc. Class A........................... 6,000 37,875
*Audiovox Corp. Class A.............................. 6,900 45,281
Audits & Surveys Worldwide, Inc...................... 5,100 14,344
*Ault, Inc........................................... 1,900 15,675
*#Aura Systems, Inc.................................. 26,900 49,177
*Auspex Systems, Inc................................. 14,700 152,512
Authentic Fitness Corp............................... 16,400 239,850
Autocam Corp......................................... 4,137 44,990
Autodesk, Inc........................................ 1,145 44,583
*Autoimmune, Inc..................................... 9,800 22,356
*Autoinfo, Inc....................................... 3,900 6,947
*Autologic Information International, Inc............ 2,300 11,931
*Autote Corp. Class A................................ 14,758 16,603
*Avatar Holdings, Inc................................ 5,500 179,437
*#Avatex Corp........................................ 6,300 7,087
*Avecor Cardiovascular, Inc.......................... 3,900 40,706
Avemco Corp.......................................... 3,400 87,975
*Avert, Inc.......................................... 1,300 8,369
*Aviall, Inc......................................... 10,900 160,775
*Avid Technology, Inc................................ 12,800 300,800
</TABLE>
9
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Avigen, Inc......................................... 1,000 $ 3,750
*Aviva Petroleum, Inc. Deposit Shares (Representing 5
Shares)............................................ 6,500 15,437
*Avondale Industries, Inc............................ 8,700 164,212
*Axent Technologies, Inc............................. 3,000 38,625
*Aydin Corp.......................................... 2,600 29,250
*Aztar Corp.......................................... 30,200 211,400
Aztec Manufacturing Co............................... 4,300 52,675
*BBN Corp............................................ 12,600 363,825
*BCT International, Inc.............................. 2,000 6,750
*BEC Group, Inc...................................... 10,683 48,073
BEI Electronics, Inc................................. 3,400 29,750
BGS Systems, Inc..................................... 5,200 161,850
BHA Group Holdings, Inc. Class A..................... 2,970 54,945
BHC Financial, Inc................................... 3,500 120,969
*BI, Inc............................................. 3,600 24,862
*BMC West Corp....................................... 5,600 74,550
*BNH Bancshares, Inc................................. 1,400 21,087
*BPI Packaging Technologies, Inc..................... 5,300 9,855
*BRC Holdings, Inc................................... 3,300 122,100
BSB Bancorp, Inc..................................... 2,800 96,425
BT Financial Corp.................................... 2,850 113,287
*BT Office Products International, Inc............... 3,400 26,775
*BTG, Inc............................................ 1,200 16,050
*BTU International, Inc.............................. 3,800 14,962
BW/IP, Inc. Class A.................................. 14,600 279,225
*BWAY Corp........................................... 3,200 69,600
*Back Bay Restaurant Group, Inc...................... 2,000 8,250
Badger Meter, Inc.................................... 800 20,000
Badger Paper Mills, Inc.............................. 1,000 7,750
Bairnco Corp......................................... 5,300 37,762
Baker (J.), Inc...................................... 6,900 56,062
*Baker (Michael) Corp................................ 3,900 27,056
Balchem Corp......................................... 1,200 11,700
Baldor Electric Co................................... 10,300 288,400
*Baldwin Piano & Organ Co............................ 1,300 17,875
*Baldwin Technology, Inc. Class A.................... 9,300 25,575
*Ballantyne Omaha, Inc............................... 4,200 67,725
Ballard Medical Products............................. 16,900 325,325
*Bally Total Fitness Holding Corp.................... 4,975 40,733
*Baltek Corp......................................... 1,500 11,344
*Bancfirst Ohio Corp................................. 600 22,800
*Bancinsurance Corp.................................. 2,900 11,781
Bancorp Connecticut, Inc............................. 1,000 24,750
BancorpSouth, Inc.................................... 11,800 343,675
*BancTec, Inc........................................ 12,462 314,665
Bangor Hydro-Electric Co............................. 4,400 23,100
Bank of Granite Corp................................. 1,700 49,512
*Bank Plus Corp...................................... 2,000 21,500
*Bank United Financial Corp. Class A................. 1,200 11,775
BankAtlantic Bancorp, Inc. Class A................... 2,968 40,068
BankAtlantic Bancorp, Inc. Class B................... 6,277 86,701
Bankers Corp......................................... 7,540 190,385
BankNorth Group, Inc. DE............................. 3,900 171,112
*Banner Aerospace, Inc............................... 17,500 140,000
*Banyan System, Inc.................................. 10,300 18,991
Barnes Group, Inc.................................... 12,000 322,500
*Barnwell Industries, Inc............................ 400 7,000
*Barr Laboratories, Inc.............................. 8,250 220,687
*Barra, Inc.......................................... 4,100 118,900
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Barrett Business Services, Inc...................... 4,100 $ 58,169
*Barringer Technologies, Inc......................... 2,400 35,400
*Barry (R.G.) Corp................................... 4,700 54,637
*Base Ten Systems, Inc. Class A...................... 3,700 37,000
*Basin Exploration, Inc.............................. 5,900 42,775
Bassett Furniture Industries, Inc.................... 5,200 130,325
Bay State Gas Co..................................... 7,600 202,350
Bay View Capital Corp................................ 4,000 201,500
*Baycorp Holdings, Ltd............................... 4,200 31,762
*Bayou Steel Corp. Class A........................... 4,600 14,950
*Be Aerospace, Inc................................... 13,100 316,037
Beauticontrol Cosmetics, Inc......................... 2,900 26,462
*Beazer Homes USA, Inc............................... 6,000 92,250
*Bel Fuse, Inc....................................... 2,500 34,687
*Belden & Blake Corp................................. 6,700 178,806
*Bell and Howell Co.................................. 7,200 192,600
*Bell Industries, Inc................................ 3,700 68,912
*Bell Microproducts, Inc............................. 4,200 46,987
*Bell Sports Corp.................................... 8,200 53,300
*Bellwether Exploration Co........................... 5,700 56,644
*Ben & Jerry's Homemade, Inc. Class A................ 3,600 48,600
*Benchmark Electronics, Inc.......................... 2,700 94,837
*Benihana, Inc....................................... 1,000 8,937
*Bentley International, Inc.......................... 55 82
*Bentley Pharmaceuticals, Inc........................ 1,960 6,860
*Benton Oil & Gas Co................................. 17,000 263,500
Berkshire Gas Co..................................... 1,000 15,250
*Berlitz International, Inc.......................... 4,700 112,212
Berry Petroleum Corp. Class A........................ 12,600 189,000
*Bertuccis, Inc...................................... 4,400 26,125
*Best Buy Co., Inc................................... 17,800 242,525
*Bet Holdings, Inc. Class A.......................... 6,700 215,237
*Big Flower Press Holding, Inc....................... 5,400 115,425
*Billing Information Concepts Corp................... 5,400 155,250
Bindley Western Industries, Inc...................... 6,800 149,600
Binks Sames Corp..................................... 1,100 46,475
*#Bio Technology General Corp........................ 22,400 322,000
*Bio Vascular, Inc................................... 3,000 14,625
*Bio-Logic Systems Corp.............................. 2,100 7,875
*Bio-Plexus, Inc..................................... 2,700 11,897
*Bio-Rad Laboratories, Inc. Class A.................. 5,800 147,900
*Biocircuits Corp.................................... 925 867
*Biocryst Pharmaceuticals, Inc....................... 7,800 103,350
*Biomatrix, Inc...................................... 6,300 107,494
*Biosepra, Inc....................................... 5,000 14,062
*Biosource International, Inc........................ 4,200 31,762
*Biospecifics Technologies Corp...................... 2,300 10,494
*Biospherics, Inc.................................... 4,000 20,000
*Biowhittaker, Inc................................... 6,500 69,062
*Bird Corp........................................... 2,500 9,531
Birmingham Steel Corp................................ 18,600 297,600
*Black Box Corp...................................... 9,900 348,975
*Black Hawk Gaming & Development, Inc................ 1,000 5,687
Black Hills Corp..................................... 8,700 250,125
Blair Corp........................................... 5,600 90,300
Blanch (E.W.) Holdings, Inc.......................... 6,600 163,350
Blessings Corp....................................... 6,000 63,000
Blimpie International................................ 5,000 29,687
Blount International, Inc. Class A................... 6,550 270,187
*Blowout Entertainment, Inc.......................... 791 1,088
</TABLE>
10
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Bluegreen Corp...................................... 12,195 $ 38,109
Bob Evans Farms, Inc................................. 22,500 319,219
*Boca Research, Inc.................................. 5,200 33,962
*Bombay Co., Inc..................................... 22,700 102,150
*Bon-Ton Stores, Inc................................. 5,700 36,872
*Bone Care International, Inc........................ 1,125 13,359
*Bontex, Inc......................................... 200 950
*Books-a-Million, Inc................................ 10,400 53,300
*Boole & Babbage, Inc................................ 9,750 200,484
*Boomtown, Inc....................................... 5,600 45,150
*Borg-Warner Security Corp........................... 13,100 203,050
*Borland International, Inc.......................... 21,500 154,531
Boston Acoustics, Inc................................ 2,200 54,725
*Boston Technology, Inc.............................. 15,200 437,000
*Bowmar Instrument Corp.............................. 11,700 21,206
Bowne & Co., Inc..................................... 10,800 322,650
*Box Energy Corp. Class A............................ 400 3,050
*Box Energy Corp. Class B............................ 10,500 78,094
*Boyd Gaming Corp.................................... 37,600 220,900
*Bradley Pharmaceuticals, Inc. Class A............... 1,500 2,156
Brady (W.H.) Co. Class A............................. 9,700 274,025
*Brauns Fashions Corp................................ 1,000 8,187
*Brazos Sportswear, Inc.............................. 230 2,099
Breed Technologies, Inc.............................. 3,900 76,537
Brenton Banks, Inc................................... 2,772 71,379
*Brewer (C.) Homes, Inc. Class A..................... 1,800 4,275
Bridgford Foods Corp................................. 3,705 34,040
*Brightpoint, Inc.................................... 11,343 350,215
*Brite Voice Systems, Inc............................ 7,100 58,575
Broad National Bancorporation........................ 2,120 31,800
*Broadband Technologies, Inc......................... 7,900 73,569
*Broadway & Seymour, Inc............................. 5,400 66,150
*Brock International, Inc............................ 2,500 10,000
*Broderbund Software, Inc............................ 10,800 271,350
#Brooke Group, Ltd................................... 11,100 55,500
*Brooks Automation, Inc.............................. 2,300 39,387
*Brookstone, Inc..................................... 3,900 33,637
*Brooktrout Technology, Inc.......................... 9,300 125,550
*Brothers Gourmet Coffees, Inc....................... 6,700 14,656
*Brown & Sharpe Manufacturing Co. Class A............ 7,300 104,025
*Brown (Tom), Inc.................................... 11,900 238,744
Brown Group, Inc..................................... 10,800 194,400
Brush Wellman, Inc................................... 9,800 208,250
Bryn Mawr Bank Corp.................................. 400 13,700
*Buckeye Cellulose Corp.............................. 9,700 305,550
*Buckhead America Corp............................... 900 6,244
*Buckle, Inc......................................... 7,600 161,500
*Buffets, Inc........................................ 27,086 242,081
*Buffton Corp........................................ 900 2,250
*Builders Transport, Inc............................. 1,800 4,781
*Bull Run Corp. GA................................... 21,300 47,925
*Burlington Coat Factory Warehouse Corp.............. 22,700 405,762
*Burr Brown Corp..................................... 14,175 443,855
*Bush Boake Allen, Inc............................... 9,600 279,600
Bush Industries, Inc. Class A........................ 4,300 96,750
*Business Resource Group............................. 2,400 10,500
*Butler International, Inc........................... 4,100 48,431
Butler Manufacturing Co.............................. 3,800 136,325
*Buttrey Food & Drug Stores Co....................... 5,200 54,600
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*C-COR Electronics, Inc.............................. 5,800 $ 57,275
*C-Cube Microsystems, Inc............................ 4,500 92,531
*#C-Phone Corp....................................... 2,500 21,406
*CAI Wireless Systems, Inc........................... 5,115 7,513
CBT Corp............................................. 200 4,600
*CCA Industries, Inc................................. 4,300 12,631
*CDI Corp............................................ 9,900 399,712
*CE Software Holdings, Inc........................... 2,900 1,586
*CEM Corp............................................ 3,800 33,725
*CFI Proservices, Inc................................ 1,800 30,825
CFSB Bancorp, Inc.................................... 1,464 32,393
CFW Communications Co................................ 6,600 122,100
CFX Corp............................................. 7,740 129,645
CKE Restaurants, Inc................................. 11,053 263,890
*CMC Industries, Inc................................. 3,300 25,163
*CMG Information Services, Inc....................... 4,600 78,200
CMI Corp. Class A.................................... 17,800 75,650
CML Group, Inc....................................... 33,800 80,275
CNB Bancshares, Inc.................................. 7,700 337,837
*#CNS Income......................................... 11,500 98,469
*CPAC, Inc........................................... 3,520 38,500
CPB, Inc............................................. 2,600 91,650
*CPI Aerostructures, Inc............................. 200 381
CPI Corp............................................. 7,000 131,250
*CRA Managed Care, Inc............................... 4,500 206,719
*CS Short Co......................................... 255 956
*CSG Systems International, Inc...................... 5,000 117,500
*CSP, Inc............................................ 2,000 14,250
*CSS Industries, Inc................................. 6,400 192,800
*CTC Communications Corp. Class 1.................... 5,500 46,406
CTG Resources, Inc................................... 6,400 138,400
CTS Corp............................................. 2,600 179,400
CU Bancorp........................................... 3,300 49,500
*CUNO, Inc........................................... 5,400 90,450
CVB Financial Corp................................... 5,997 124,438
*Cable Design Techologies Corp....................... 10,950 301,125
Cabot Oil & Gas Corp. Class A........................ 13,700 253,450
*Cache, Inc.......................................... 5,025 18,216
*Caci International, Inc. Class A.................... 1,000 18,375
*Cade Industries, Inc................................ 1,500 2,227
*Cadiz Land, Inc..................................... 13,300 74,812
Cadmus Communications Corp........................... 4,800 67,800
*Caere Corp.......................................... 7,500 61,406
Cagle's, Inc. Class A................................ 2,000 29,375
*Cairn Energy USA, Inc............................... 10,500 124,031
*Calcomp Technology, Inc............................. 1,500 3,187
*#Caldor Corp........................................ 9,700 14,550
Calgon Carbon Corp................................... 23,900 334,600
*California Amplifier, Inc........................... 7,000 27,562
*#California Culinary Academy, Inc................... 1,200 8,700
California Financial Holding Corp.................... 2,000 59,000
*California Micro Devices Corp....................... 6,300 51,187
*California Microwave, Inc........................... 9,700 118,219
California State Bank................................ 1,900 47,500
California Water Service Co.......................... 3,100 141,437
*Callon Petroleum Co................................. 2,900 43,500
Calmat Co............................................ 13,900 276,262
*Calumet Bancorp, Inc................................ 1,100 42,212
*Cambex Corp......................................... 5,200 6,906
Cambrex Corp......................................... 7,000 252,875
*Cambridge Neuroscience, Inc......................... 8,700 85,369
</TABLE>
11
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Cambridge Soundworks, Inc........................... 1,200 $ 5,850
*Cameron Ashley Building Products, Inc............... 2,300 30,187
*Campo Eletronics, Appliances & Computers, Inc....... 3,200 3,050
*Canandaigua Wine Co., Inc. Class A.................. 300 9,319
*Candela Laser Corp.................................. 2,700 18,394
*Candies, Inc........................................ 5,900 28,670
*Canisco Resources, Inc.............................. 500 937
*Cannon Express, Inc. Class A........................ 900 5,681
*Cannondale Corp..................................... 4,300 75,519
*Cantel Industries, Inc. Class B..................... 2,000 10,750
*Canyon Resources Corp............................... 20,800 67,600
Cape Cod Bank & Trust Co............................. 2,300 67,131
Capital Bancorp (FL)................................. 2,000 75,750
*Capital Pacific Holdings, Inc....................... 4,500 12,094
Capital Re Corp...................................... 8,100 355,387
Capitol Bancorp, Ltd................................. 1,990 31,840
Capitol Transamerica Corp............................ 6,050 126,672
*Capstone Pharmacy Services, Inc..................... 19,100 190,403
Capsure Holdings Corp................................ 8,600 107,500
Caraustar Industries, Inc............................ 2,600 74,750
Cardinal Health, Inc................................. 0 0
*Cardinal Realty Services, Inc....................... 2,700 65,475
*Cardiotech International, Inc....................... 1,301 2,358
*Care Group, Inc..................................... 3,400 3,506
*Caretenders Healthcorp.............................. 1,600 10,200
*Carlyle Industries, Inc............................. 175 372
*Carmike Cinemas, Inc. Class A....................... 6,700 232,825
Carnegie Bancorp..................................... 1,155 19,852
Carolina First Corp.................................. 6,122 94,891
Carpenter Technology Corp............................ 8,300 358,975
*Carr-Gottstein Foods Co............................. 7,654 37,313
*Carrington Laboratories, Inc........................ 5,300 39,750
*Carson Pirie Scott & Co............................. 9,600 309,600
Carter-Wallace, Inc.................................. 13,500 222,750
*Carver Corp. WA..................................... 1,400 1,969
Cascade Corp......................................... 5,900 99,562
Cascade Natural Gas Corp............................. 6,500 105,625
Casey's General Stores, Inc.......................... 15,700 312,037
Cash America International, Inc...................... 12,100 117,975
*Casino America, Inc................................. 19,600 45,937
*Casino Data Systems................................. 10,800 47,250
*Casino Magic Corp................................... 19,500 27,422
*Casino Resource Corp................................ 3,000 4,312
*Castelle............................................ 2,200 10,587
Castle (A.M.) & Co................................... 13,037 283,555
*Catalina Lighting, Inc.............................. 3,500 12,687
*Catalyst Semiconductor, Inc......................... 4,000 8,000
*Catalytica, Inc..................................... 9,700 78,509
Cathay Bancorp, Inc.................................. 1,100 23,787
*Catherines Stores Corp.............................. 6,300 27,169
Cato Corp. Class A................................... 21,300 103,837
Cavalier Homes, Inc.................................. 7,300 82,125
*#Cayenne Software, Inc.............................. 10,600 35,112
*Cel-Sci Corp........................................ 2,500 8,516
*Celadon Group, Inc.................................. 6,000 67,500
*Celebrity, Inc...................................... 3,200 10,600
*Celeritek, Inc...................................... 3,400 40,800
*Celestial Seasonings, Inc........................... 1,600 36,600
*#Celgene Corp....................................... 6,000 42,000
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Cell Genesys, Inc................................... 9,900 $ 55,687
*Cellpro, Inc........................................ 8,700 55,462
*#Cellstar Corp...................................... 9,600 343,800
*Cellular Technical Services Co., Inc................ 13,400 184,250
*Celtrix Pharmaceuticals, Inc........................ 5,000 14,687
Cenfed Financial Corp................................ 2,838 81,770
Cenit Bancorp, Inc................................... 800 35,200
*Centennial Bancorp.................................. 3,792 78,684
*Centennial Cellular Corp. Class A................... 9,900 139,837
Centex Construction Products, Inc.................... 12,200 245,525
*Centigram Communications Corp....................... 5,200 59,475
Central & Southern Holding Co........................ 1,400 23,362
Central Co-Operative Bank Somerville, MA............. 700 11,725
*#Central Garden & Pet Co............................ 7,600 182,400
Central Hudson Gas & Electric Corp................... 10,500 338,625
Central Louisiana Electric Co., Inc.................. 13,500 340,875
Central Maine Power Co............................... 19,500 216,937
Central Reserve Life Corp............................ 1,800 9,675
*Central Sprinkler Corp.............................. 2,500 51,875
Central Vermont Public Service Corp.................. 5,400 59,400
Centris Group, Inc................................... 5,700 107,587
*Centura Software Corp............................... 6,800 10,200
*Century Aluminum Co................................. 5,000 88,437
Century Bancorp Income Class A....................... 1,000 12,812
*Century Communications Corp. Class A................ 17,600 96,800
*Cephalon, Inc....................................... 14,700 182,831
*Ceradyne, Inc....................................... 6,900 32,344
Cerberonics, Inc. Class A............................ 200 1,900
*Cerner Corp......................................... 19,700 386,612
*#Cerplex Group, Inc................................. 5,300 3,180
*Cerprobe Corp....................................... 2,500 32,812
*Chad Therapeutics................................... 6,000 48,375
*Champion Enterprises, Inc........................... 6,108 112,234
#Champion Industries, Inc............................ 4,062 69,054
*Chancellor Broadcasting Co. Class A................. 5,200 178,100
Chaparral Steel Co................................... 17,000 255,000
*Charming Shoppes, Inc............................... 63,200 333,775
*Chart House Enterprises, Inc........................ 4,700 32,900
Chart Industries, Inc................................ 6,000 135,000
*Charter Federal Savings Bank (Escrow)............... 2,100 0
Charter Financial, Inc............................... 2,500 44,531
Charter Power Systems, Inc........................... 3,900 131,625
*Chase Corp.......................................... 1,100 8,937
*Chase Industries, Inc............................... 6,000 135,000
*Chattem, Inc........................................ 4,700 49,350
*Check Technology Corp............................... 3,100 19,569
*#Checkers Drive-In Restaurant, Inc.................. 12,000 14,250
*Checkfree Corp...................................... 24,900 434,194
*Checkmate Electronics, Inc.......................... 2,500 30,000
*Checkpoint System, Inc.............................. 17,300 246,525
*Cheesecake Factory, Inc............................. 6,600 131,587
Chemed Corp.......................................... 5,900 215,350
*Chemfab Corp........................................ 4,850 87,300
Chemfirst, Inc....................................... 13,600 351,900
Chemical Financial Corp.............................. 5,130 177,626
*#Chemtrak, Inc...................................... 4,400 5,775
*Cherry Corp. Class A................................ 3,000 35,437
</TABLE>
12
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Cherry Corp. Class B................................ 1,800 $ 21,937
Chesapeake Utilities Corp............................ 1,500 24,750
Chester Valley Bancorp............................... 275 5,225
*Chic by His, Inc.................................... 4,900 33,687
#Chicago Rivet & Machine Co.......................... 100 4,675
*Chicos Fas, Inc..................................... 4,500 16,312
*Children's Comprehensive Services, Inc.............. 2,150 33,325
*Children's Discovery Centers of America, Inc. Class
A.................................................. 3,200 23,400
*Chips & Technologies, Inc........................... 12,400 136,400
Chittenden Corp...................................... 6,733 201,990
*Chock Full O' Nuts Corp............................. 10,130 59,514
*Cholestech Corp..................................... 6,700 38,734
*Christiana Companies, Inc........................... 9,000 306,000
*Chromcraft Revington, Inc........................... 1,000 26,750
*Chronimed, Inc...................................... 6,900 67,922
*Chrysalis International Corp........................ 6,800 29,112
Church & Dwight Co., Inc............................. 11,700 310,050
*Ciber, Inc.......................................... 10,800 446,175
*Cidco, Inc.......................................... 8,600 124,700
Cilcorp, Inc......................................... 8,200 317,750
*Cima Laboratories, Inc.............................. 3,500 15,531
*Cinergi Pictures Entertainment, Inc................. 2,800 2,144
*Ciprico, Inc........................................ 2,500 41,562
Circle International, Inc............................ 7,900 217,744
*Circon Corp......................................... 7,390 94,684
*Circuit Systems, Inc................................ 2,600 14,544
*Citadel Holding Corp................................ 3,000 9,750
*Citation Computer System, Inc....................... 1,500 9,469
*Citation Corp....................................... 9,700 144,894
Citfed Bancorp, Inc.................................. 4,250 156,719
Citizens Bancshares, Inc............................. 2,000 76,250
Citizens Banking Corp................................ 5,600 182,700
*Citizens, Inc. Class A.............................. 9,600 75,000
City Holding Co...................................... 2,142 66,134
*Civic Bancorp....................................... 2,700 32,231
Clarcor, Inc......................................... 8,900 209,150
*Clark (Dick) Productions, Inc....................... 3,200 40,400
*Clean Harbors, Inc.................................. 3,800 5,700
Cleveland Cliffs, Inc................................ 6,800 287,300
*Cliffs Drilling Co.................................. 3,700 258,537
*Clintrials Research, Inc............................ 15,900 158,006
Coachmen Industries, Inc............................. 10,100 171,700
*Coast Distribution System........................... 4,000 13,000
*Coast Savings Financial, Inc........................ 7,300 311,162
Coastal Bancorp, Inc................................. 2,500 67,500
*Coastal Physician Group, Inc........................ 11,900 11,156
*Coastcast Corp...................................... 4,400 57,750
Cobancorp, Inc....................................... 206 5,536
*Cobra Electronic Corp............................... 3,100 9,494
*Cobra Industries ,Inc............................... 2,200 1,100
Coca-Cola Bottling Co. Consolidated.................. 5,200 231,400
*Cocensys, Inc....................................... 17,600 68,750
*Code-Alarm, Inc..................................... 800 1,850
*Coeur d'Alene Mines Corp. ID........................ 13,100 178,487
*Cognex Corp......................................... 7,500 195,469
*Cognitronics Corp................................... 2,100 22,312
*Coherent Communications Systems Corp................ 9,100 196,219
*Coherent, Inc....................................... 6,800 294,950
*Coho Energy, Inc.................................... 14,100 132,628
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Cohu, Inc............................................ 8,200 $ 284,437
*Cold Metal Products, Inc............................ 3,500 19,687
*Cole National Corp. Class A......................... 6,600 249,975
Collagen Corp........................................ 4,300 73,100
Collective Bancorp, Inc.............................. 8,049 346,107
*Collins & Aikman Corp............................... 41,400 481,275
Collins Industries, Inc.............................. 5,100 29,006
Colonial Bancgroup, Inc.............................. 12,800 308,800
Colonial Gas Co...................................... 8,050 168,044
*Columbia Banking System, Inc........................ 1,853 34,049
*Columbia Laboratories, Inc.......................... 16,800 327,600
*Columbus Energy Corp................................ 1,300 13,650
*Comarco, Inc........................................ 2,900 56,369
*Comcast Corp. Class A............................... 500 8,719
*Comdial Corp........................................ 4,300 29,294
*#Comforce Corp...................................... 7,400 43,475
Commerce Bancorp, Inc................................ 7,170 245,572
Commercial Bancshares, Inc........................... 1,365 22,522
*Commercial Bank of New York......................... 1,700 29,112
Commercial Federal Corp.............................. 6,613 230,628
Commercial Intertech Corp............................ 7,100 92,300
Commercial Metals Co................................. 9,100 269,587
*Commnet Cellular, Inc............................... 8,200 281,875
*Commodore Applied Technologies, Inc................. 2,000 12,250
*Commonwealth Bancorp, Inc........................... 5,000 74,062
Commonwealth Energy System........................... 12,900 280,575
*Commonwealth Industries, Inc........................ 2,500 47,500
*Communications Central, Inc......................... 3,600 36,900
Communications Systems, Inc.......................... 6,300 88,200
Community Bank System, Inc........................... 2,800 65,450
Community Bankshares, Inc. NH........................ 800 28,000
Community First Bankshares, Inc...................... 9,012 311,477
*Community Medical Transport, Inc.................... 2,400 7,350
Community Trust Bancorp, Inc......................... 5,060 125,235
*Comnet Corp......................................... 700 5,862
*Compdent Corp....................................... 2,500 45,625
*Competitive Technologies, Inc....................... 3,000 28,875
*#Complete Management, Inc........................... 1,933 24,646
*#Comprehensive Care Corp............................ 1,500 21,000
*Comptek Research, Inc............................... 2,600 15,925
*Compucom Systems, Inc............................... 26,900 193,344
Computer Data Systems, Inc........................... 5,700 156,394
*Computer Horizons Corp.............................. 11,687 645,707
Computer Language Research, Inc...................... 8,600 92,987
*Computer Manangement Sciences, Inc.................. 2,200 43,450
*Computer Network Technology Corp.................... 14,000 67,812
*Computer Outsourcing Services, Inc.................. 1,900 9,025
*Computer Products, Inc.............................. 14,200 315,062
Computer Task Group, Inc............................. 5,600 342,300
*Computervision Corp................................. 32,400 157,950
*Computrac, Inc...................................... 2,400 3,600
*Comshare, Inc....................................... 5,900 80,387
*Comstock Resources, Inc............................. 13,900 142,475
*Comtech Telecommunications Corp..................... 1,000 3,750
*Comverse Tecnology, Inc............................. 1,000 45,625
*Concentra Corp...................................... 2,700 21,262
*Concord Camera Corp................................. 3,900 10,359
*#Concord Fabrics, Inc. Class A...................... 700 4,637
</TABLE>
13
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Concurrent Computer Corp............................ 19,300 $ 37,695
*Conductus, Inc...................................... 3,400 22,950
*Cone Mills Corp. NC................................. 14,500 125,062
*Congoleum Corp. Class A............................. 1,900 21,494
*Conmed Corp......................................... 9,575 181,327
Connecticut Energy Corp.............................. 4,500 101,250
Connecticut Water Services, Inc...................... 1,100 30,662
*Connective Therapeutics, Inc........................ 3,300 22,687
*Consep, Inc......................................... 4,300 12,362
*Consilium, Inc...................................... 6,900 29,325
*Conso Products Co................................... 3,550 46,816
*Consolidated Delivery and Logistics, Inc............ 3,000 9,562
*Consolidated Graphics, Inc.......................... 7,400 252,525
*Consolidated Products, Inc.......................... 9,292 157,964
*Consolidated Stainless, Inc......................... 2,200 8,387
Consolidated Tokoma Land Co.......................... 3,100 51,537
*Consumer Portfolio Services, Inc.................... 9,000 101,250
Consumers Water Co................................... 5,200 83,525
*Continental Can, Inc. DE............................ 1,200 23,250
*Continental Circuits Corp........................... 3,100 41,656
Continental Homes Holding Corp....................... 3,300 54,037
*Control Data Systems, Inc........................... 8,200 118,387
*#Converse, Inc...................................... 9,100 188,825
*Convest Energy Corp................................. 1,000 7,500
Cooker Restaurant Corp............................... 6,000 69,000
*Cooper Companies, Inc............................... 7,000 145,250
*Cooperative Bankshares, Inc......................... 700 15,050
*Copart, Inc......................................... 7,600 118,750
*Copley Pharmaceutical, Inc.......................... 11,500 74,750
*Copytele, Inc....................................... 34,100 179,025
*Cor Therapeutics, Inc............................... 12,000 108,000
*Coram Healthcare Corp............................... 15,200 41,800
*Corcom, Inc......................................... 1,900 14,844
Core Industries, Inc................................. 6,400 115,200
*Core, Inc........................................... 4,300 35,206
*Cornerstone Imaging, Inc............................ 3,600 30,600
*Correctional Services Corp.......................... 3,800 44,650
*Corrpro Companies, Inc.............................. 3,100 26,737
*Cortech, Inc........................................ 7,200 5,850
Corus Bankshares, Inc................................ 8,900 230,844
*Corvas International, Inc........................... 8,200 52,275
*Corvel Corp......................................... 1,000 27,500
*Cosmetic Centers, Inc. Class C...................... 451 2,029
Cotton States Life Insurance Co...................... 1,687 19,822
Courier Corp......................................... 800 14,200
*Covenant Transport, Inc. Class A.................... 6,100 91,119
*Coventry Corp....................................... 19,800 288,337
*Cover-All Technologies, Inc......................... 3,300 4,950
Craftmade International, Inc......................... 2,000 14,875
*#Craig (Jenny), Inc................................. 10,400 63,700
*Craig Corp.......................................... 1,600 27,000
*Creative Biomolecules, Inc.......................... 18,700 188,169
*Creative Computers, Inc............................. 1,700 9,562
*Creative Technologies Corp.......................... 333 156
*Credence Systems Corp............................... 12,250 362,906
*Cree Research, Inc.................................. 6,000 73,500
*Criticare Systems, Inc.............................. 3,200 18,000
*Crop Growers Corp................................... 4,800 47,100
Cross (A.T.) Co. Class A............................. 8,800 97,900
Cross Timbers Oil Co................................. 12,400 240,250
*Crosscomm Corp...................................... 3,700 35,150
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Crossman Communities, Inc........................... 4,000 $ 84,500
*Crowley, Milner & Co................................ 1,000 7,062
*Crown Books Corp.................................... 2,700 33,750
*Crown Central Petroleum Corp. Class A............... 2,200 29,700
*Crown Central Petroleum Corp. Class B............... 2,600 33,637
Crown Crafts, Inc.................................... 4,000 41,500
*#Crown Resources Corp............................... 7,900 53,325
*Crown-Andersen, Inc................................. 1,000 6,500
*Cruise America, Inc................................. 2,600 13,325
*Cryenco Sciences, Inc. Class A...................... 3,500 8,586
*Cryolife, Inc....................................... 4,800 56,700
*Crystal Oil Co...................................... 1,200 42,150
Cubic Corp........................................... 4,500 105,750
*Culbro Corp......................................... 2,200 281,325
Cullen Frost Bankers, Inc............................ 8,460 333,641
Culp, Inc............................................ 13,518 234,875
*Curative Health Services, Inc....................... 5,900 164,094
Curtiss-Wright Corp.................................. 3,000 174,375
*Custom Chrome, Inc.................................. 2,600 31,200
*Cyberonics, Inc..................................... 3,800 22,800
*Cyberoptics Corp.................................... 2,700 44,887
*Cybex Corp.......................................... 1,300 23,562
*Cybex International, Inc............................ 3,100 31,775
*Cygnus, Inc......................................... 11,200 184,100
*Cypros Pharmaceutical Corp.......................... 7,000 32,375
*#Cyrix Corp......................................... 11,700 294,694
*Cyrk, Inc........................................... 6,500 75,969
*Cytel Corp.......................................... 15,000 28,594
*Cytogen Corp........................................ 30,125 167,570
*Cytotherapeutics, Inc............................... 9,300 51,731
*Cytrx Corp.......................................... 3,800 15,675
*D&N Financial Corp.................................. 6,800 121,975
*DBA Systems, Inc.................................... 2,700 15,356
*DBT Online, Inc..................................... 690 30,964
*DDL Electronics, Inc................................ 6,500 8,937
*DEP Corp............................................ 8,100 14,934
*DH Technology, Inc.................................. 4,050 64,800
*#DI Industries, Inc................................. 54,600 160,387
*DII Group, Inc...................................... 6,000 189,750
*DIY Home Warehouse, Inc............................. 3,000 11,437
*DM Management Co.................................... 1,700 14,662
*DMX, Inc............................................ 13,000 22,165
*DNAP Holding Corp................................... 1,270 5,001
DR Horten, Inc....................................... 19,452 187,225
*DSP Communications, Inc............................. 10,000 110,625
*DSP Group, Inc...................................... 4,800 67,500
*DSP Technology, Inc................................. 800 4,600
DT Industries, Inc................................... 6,800 215,900
*DVI, Inc............................................ 5,500 73,562
*Daily Journal Corp.................................. 200 6,675
*Dairy Mart Convenience Stores, Inc. Class A......... 1,600 9,400
*Daisytek International Corp......................... 3,300 104,775
*Daka International, Inc............................. 6,700 84,169
*Dakotah, Inc........................................ 1,800 5,231
Dallas Semiconductor Corp............................ 13,300 513,712
*Damark International, Inc. Class A.................. 4,200 64,575
Dames & Moore, Inc................................... 10,900 128,075
Daniel Industries, Inc............................... 10,296 137,709
*Danskin, Inc........................................ 3,000 4,125
</TABLE>
14
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Darling International, Inc.......................... 2,500 $ 63,437
Dart Group Corp. Class A............................. 700 69,650
*Data Broadcasting Corp.............................. 27,445 135,510
*Data Documents, Inc................................. 3,100 36,231
*Data General Corp................................... 19,400 414,675
*Data I/O Corp....................................... 3,400 19,762
*#Data Race, Inc..................................... 2,400 35,700
Data Research Association, Inc....................... 2,600 32,825
*Data Systems & Software, Inc........................ 3,700 18,962
*Data Translation, Inc............................... 1,450 5,347
*Data Transmission Network Corp...................... 6,100 164,319
*Dataflex Corp....................................... 2,800 9,275
*Datakey, Inc........................................ 1,000 2,750
*Datamarine International, Inc....................... 200 1,262
*Datametrics Corp.................................... 4,800 6,600
*Datapoint Corp...................................... 4,200 5,775
*Dataram Corp........................................ 1,400 14,350
*Datascope Corp...................................... 10,000 191,250
*Datastream Systems, Inc............................. 5,000 98,750
*Dataware Technologies, Inc.......................... 3,900 13,406
*Datawatch Corp...................................... 4,600 9,344
*Datron Systems, Inc................................. 1,800 18,450
*Datum, Inc.......................................... 1,600 39,100
*Davco Restaurants, Inc.............................. 3,000 27,750
*#Dave and Busters, Inc.............................. 2,200 49,775
*Davel Communications Group, Inc..................... 2,500 35,937
*Davox Corp.......................................... 5,550 179,681
*#Daw Technologies, Inc.............................. 7,400 17,806
*Dawson Geophysical Co............................... 2,100 27,825
Daxor Corp........................................... 2,400 22,800
*#Day Runner, Inc.................................... 3,200 89,000
Deb Shops, Inc....................................... 7,700 33,206
*Deckers Outdoor Corp................................ 4,800 35,700
Decorator Industries, Inc............................ 1,000 11,500
*Deeptech International, Inc......................... 9,800 67,375
Defiance, Inc........................................ 7,600 55,100
*Deflecta-Shield Corp................................ 1,900 17,337
*Del Global Technologies Corp........................ 3,610 32,039
Del Laboratories, Inc................................ 12,088 372,461
*Delaware Ostego Corp................................ 220 4,592
Delchamps, Inc....................................... 3,600 99,675
*Delphi Financial Group, Inc. Class A................ 1,591 60,466
Delta Natural Gas Co., Inc........................... 700 11,812
*Delta Woodside Industries, Inc...................... 14,700 86,362
*Denamerica Corp..................................... 7,200 19,800
*Dendrite International, Inc......................... 1,600 20,400
*Dense-Pac Microsystems, Inc......................... 9,300 22,378
*Department 56, Inc.................................. 10,800 228,150
*Depotech Corp....................................... 6,900 94,444
*Designs, Inc........................................ 9,400 39,950
*Detection Systems, Inc.............................. 1,900 35,150
*Detrex Corp......................................... 500 4,312
*Detroit Diesel Corp................................. 14,800 325,600
*Devcon International Corp........................... 2,000 10,625
*Devlieg-Bullard, Inc................................ 6,300 19,491
*Devon Group, Inc.................................... 3,700 115,162
*Dewolfe Companies, Inc.............................. 200 1,075
*Diagnostic Health Services, Inc..................... 8,000 62,500
Diagnostic Products Corp............................. 8,100 241,987
*#Diagnostic Retrieval Systems, Inc.................. 2,500 25,625
*Dialogic Corp....................................... 7,900 229,100
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Diametrics Medical, Inc............................. 7,200 $ 40,275
*Diamond Multimedia Systems, Inc..................... 10,000 79,063
*#Diana Corp......................................... 2,069 4,976
*Dianon Systems, Inc................................. 3,400 31,237
*Digi International, Inc............................. 8,000 72,500
*Digital Biometrics, Inc............................. 6,800 14,450
*Digital Communications Technology Corp.............. 2,520 1,890
*Digital Link Corp................................... 4,600 89,125
*Digital Microwave Corp.............................. 9,700 299,487
*Digital Sound Corp.................................. 7,900 9,381
Dime Financial Corp.................................. 2,300 52,325
*Diodes, Inc......................................... 2,500 23,750
*Dionex Corp......................................... 7,200 380,700
*Discount Auto Parts, Inc............................ 11,300 210,462
*Dixie Group, Inc.................................... 6,700 55,275
*Dixon Ticonderoga Co................................ 1,300 13,812
*Documentum, Inc..................................... 3,500 69,125
*Dominion Bridge Corp................................ 7,300 10,722
*Dominion Homes, Inc................................. 3,100 14,337
Donegal Group, Inc................................... 1,800 44,662
Donnelly Corp. Class A............................... 5,875 99,875
*Donnkenny, Inc...................................... 8,400 34,125
*Dorsey Trailers, Inc................................ 3,000 6,000
*Dover Downs Entertainment, Inc...................... 1,000 19,125
Downey Financial Corp................................ 13,387 267,740
*Dravo Corp.......................................... 8,900 97,900
*Dress Barn, Inc..................................... 13,600 232,900
*Drew Industries, Inc................................ 4,800 60,600
*Drexler Technology Corp............................. 5,300 58,300
Dreyer's Grand Ice Cream, Inc........................ 8,200 305,450
*Drug Emporium, Inc.................................. 7,900 34,562
*Drypers Corp........................................ 2,500 15,312
*Duckwall-Alco Stores, Inc........................... 1,900 23,512
*Ducommun, Inc....................................... 3,600 94,500
Duff & Phelps Credit Rating Co....................... 3,200 92,800
*Durakon Industries, Inc............................. 5,200 50,700
*Duramed Pharmaceuticals, Inc........................ 7,600 25,887
Durco International, Inc............................. 13,300 373,231
Duty Free International, Inc......................... 16,400 256,250
*Dwyer Group, Inc.................................... 2,800 4,550
*Dycom Industries, Inc............................... 4,300 59,125
Dyersburg Corp....................................... 7,900 63,200
Dynamics Corp. of America............................ 7,000 404,250
*Dynamics Research Corp.............................. 3,158 28,225
*Dynatech Corp....................................... 8,500 318,750
E'town Corp.......................................... 3,900 129,187
*E-Z-Em, Inc. Class A................................ 1,700 14,025
*E-Z-Em, Inc. Class B................................ 4,274 32,589
*EA Engineering Science & Technology, Inc............ 5,625 10,547
*EA Industries, Inc.................................. 3,100 7,362
*ECC International Corp.............................. 5,800 38,425
*#ECCS, Inc.......................................... 1,700 8,606
*EFI Electronics Corp................................ 800 1,150
*EIS International, Inc.............................. 6,600 44,550
*ELXSI Corp.......................................... 1,800 11,362
EMC Insurance Group, Inc............................. 5,900 71,537
*ERLY Industries, Inc................................ 1,810 17,987
*ERO, Inc............................................ 6,100 67,862
*ESCO Electronics Corp. Trust Receipts............... 10,100 104,787
</TABLE>
15
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
ESELCO, Inc.......................................... 218 $ 8,611
*ESSEF Corp.......................................... 3,410 78,430
*EZ Serve Corp....................................... 17,000 11,687
Eagle Bancshares, Inc................................ 1,800 29,025
*Eagle Finance Corp.................................. 2,100 4,725
Eagle Financial Corp................................. 2,200 60,500
*Eagle Food Centers, Inc............................. 8,100 50,625
*Eagle Hardware & Garden, Inc........................ 19,400 466,812
*Eagle Point Software Corp........................... 2,500 10,547
*Eagle River Interactive, Inc........................ 8,100 86,569
*Earthgrains Co...................................... 2,000 114,000
*Easco, Inc.......................................... 700 5,775
Eastern Bancorp, Inc................................. 1,450 37,972
Eastern Co........................................... 3,300 42,075
*Eastern Environment Services, Inc................... 5,900 85,181
Eastern Utilities Associates......................... 12,300 216,787
*Eateries, Inc....................................... 1,500 4,266
Eaton Vance Corp..................................... 9,400 231,475
*Echostar Communications Corp. Class A............... 4,400 57,200
*Ecogen, Inc......................................... 4,340 15,868
Ecology & Environment, Inc. Class A.................. 900 7,200
*Edelbrock Corp...................................... 2,600 54,600
*#Edison Brothers Stores, Inc........................ 11,000 7,562
*Edison Control Corp................................. 1,000 3,875
*Edisto Resources Corp............................... 7,400 74,000
Edo Corp............................................. 3,000 20,625
*#Education Alternatives, Inc........................ 5,000 22,500
*Educational Development Corp........................ 1,800 10,800
*Educational Insights, Inc........................... 2,700 5,062
*Effective Management Systems, Inc................... 1,400 7,700
*Egghead, Inc........................................ 10,600 49,687
Ekco Group, Inc...................................... 11,100 56,887
*El Chico Restaurants, Inc........................... 1,400 8,925
Elcor Corp........................................... 4,400 123,200
*Elcotel, Inc........................................ 4,900 29,400
*Electric Fuel Corp.................................. 7,100 44,597
*Electro Rent Corp................................... 5,500 129,250
*Electro Scientific Industries, Inc.................. 4,400 166,100
*Electroglas, Inc.................................... 10,900 274,544
*Electromagnetic Sciences, Inc....................... 9,000 172,125
*Electronic Fab Technology, Inc...................... 2,000 13,000
*Electronic Retailing System International, Inc...... 2,300 12,362
#Electronic Tele Communications, Inc. Class A........ 1,000 2,437
*#Elek-Tek, Inc...................................... 4,000 6,500
Ellett Brothers, Inc................................. 3,000 14,437
*Eltron International, Inc........................... 4,000 110,750
*Embrex, Inc......................................... 3,700 24,975
*Emcare Holdings, Inc................................ 1,600 47,800
*Emcon............................................... 4,200 14,175
Emerald Isle Bancorp, Inc............................ 250 4,453
*#Emerson Radio Corp................................. 16,100 11,069
*Emisphere Technologies, Inc......................... 4,700 97,525
*Emmis Broadcasting Corp. Class A.................... 4,200 160,912
*Empi, Inc........................................... 4,200 67,462
Empire District Electric Co.......................... 9,800 170,275
*#Empire of Carolina, Inc............................ 4,400 11,825
*#Employee Solutions, Inc. Class B................... 24,100 128,031
*Emulex Corp......................................... 3,050 61,762
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Encad, Inc.......................................... 6,700 $ 248,737
*Encore Computer Corp................................ 14,700 12,862
*Encore Wire Corp.................................... 2,700 67,837
*Endosonics Corp..................................... 9,700 107,912
Energen Corp......................................... 7,800 257,400
*Energy Biosystems Corp.............................. 6,000 28,875
*Energy Research Corp................................ 1,500 14,625
Energy West, Inc..................................... 200 1,675
Energynorth, Inc..................................... 2,400 51,900
Engineered Support Systems, Inc...................... 1,200 15,825
*Engineering Measurements Co......................... 1,000 5,562
#Engle Homes, Inc.................................... 3,500 32,156
Enhance Financial Services Group, Inc................ 7,100 296,425
*Enlighten Software Solutions, Inc................... 1,100 2,544
Ennis Business Forms, Inc............................ 8,900 87,887
*Enstar, Inc......................................... 1,300 6,419
*Envirogen, Inc...................................... 3,700 10,637
*Environmental Elements Corp......................... 4,200 9,187
*Environmental Technologies Corp..................... 3,200 28,400
*Environmental Tectonics Corp........................ 1,500 13,969
*Enviroq Corp........................................ 280 560
*Envirotest Systems Corp. Class A.................... 7,200 13,725
*#Envoy Corp......................................... 9,100 273,569
*Enzo Biochem, Inc................................... 11,500 172,500
*Enzon, Inc.......................................... 15,700 40,231
*Epitope, Inc........................................ 8,200 70,212
*Equimed, Inc........................................ 13,500 44,508
*Equinox Systems, Inc................................ 1,900 19,950
*Equitex, Inc........................................ 1,200 2,175
*Equitrac Corp....................................... 1,300 17,306
*Equity Corp. International.......................... 11,500 273,844
*Equity Marketing, Inc............................... 2,800 52,850
*Equity Oil Co....................................... 7,600 21,850
Eskimo Pie Corp...................................... 1,300 16,006
Espey Manufacturing & Electronics Corp............... 400 6,850
*Essex Corp.......................................... 1,000 406
Essex County Gas Co.................................. 800 19,800
*Esterline Technologies Corp......................... 4,200 126,525
Ethan Allen Interiors, Inc........................... 7,200 376,200
*Evans & Sutherland Computer Corp.................... 4,500 118,125
*Evans Systems, Inc.................................. 1,050 3,478
*Evans, Inc.......................................... 1,000 844
Evergreen Bancorp, Inc. DE........................... 5,500 83,187
*Evergreen Resources, Inc............................ 4,600 42,550
*Exabyte Corp........................................ 11,100 154,706
*Exar Corp........................................... 4,500 83,531
*Excalibur Technologies Corp......................... 7,500 31,875
Excel Industries, Inc................................ 5,400 97,875
*Excel Technology, Inc............................... 4,600 38,381
*#Excite, Inc........................................ 2,000 23,875
Executive Risk, Inc.................................. 4,700 244,987
*Executive Telecard, Ltd............................. 9,500 68,281
*Executone Information Systems, Inc.................. 28,800 58,500
#Exide Corp.......................................... 10,500 229,687
*Exide Electronics Group, Inc........................ 5,452 62,357
*Exogen, Inc......................................... 3,700 15,262
*Exogen, Inc......................................... 2,000 8,250
</TABLE>
16
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Expeditors International of Washington............... 12,100 $ 346,362
*Expert Software, Inc................................ 2,500 10,937
*Express Scripts, Inc. Class A....................... 4,500 204,469
*Ezcorp, Inc. Class A Non-Voting..................... 4,900 39,200
F & M Bancorp (MD)................................... 1,800 47,250
F & M Bancorporation, Inc............................ 3,410 107,841
F & M National Corp.................................. 9,500 224,437
FCB Financial Corp................................... 1,100 26,400
FCNB Corp............................................ 553 11,336
FDP Corp............................................. 3,250 23,562
FFLC Bancorp......................................... 1,200 33,000
FFY Financial Corp................................... 2,500 65,312
*FLIR Systems, Inc................................... 2,700 42,694
*FM Properties, Inc.................................. 7,100 25,737
FNB Rochester Corp................................... 1,400 20,475
*FPA Corp............................................ 2,000 1,500
*#FPA Medical Management, Inc........................ 15,348 308,878
*FRP Properties, Inc................................. 2,500 64,375
*FSI International, Inc.............................. 11,200 155,400
*FTP Software, Inc................................... 16,800 95,550
Fab Industries, Inc.................................. 4,500 140,625
*Fabri-Centers of America, Inc. Class A.............. 3,500 82,250
*Fabri-Centers of America, Inc. Class B.............. 3,400 72,675
*Factset Research Systems, Inc....................... 2,000 39,000
*Failure Group, Inc.................................. 4,300 25,800
Fair, Isaac & Co., Inc............................... 6,300 248,850
*Fairchild Corp. Class A............................. 7,000 114,625
*Falcon Building Products, Inc. Class A.............. 12,000 210,000
Falcon Products, Inc................................. 4,700 66,387
*Family Golf Centers, Inc............................ 5,900 164,094
*Fansteel, Inc....................................... 4,000 29,500
*Farah, Inc.......................................... 9,100 80,762
Farmer Brothers Co................................... 200 25,800
*Farr Co............................................. 2,100 30,844
Farrel Corp.......................................... 2,400 8,250
*#Fastcomm Communications Corp....................... 4,900 38,281
*Faulding Corp....................................... 9,000 98,437
*Featherlite Manufacturing, Inc...................... 3,100 22,669
Fed One Bancorp...................................... 600 11,850
Fedders Corp......................................... 8,700 55,462
#Fedders Corp. Class A............................... 7,700 47,162
Federal Screw Works.................................. 1,800 72,000
*Female Health Co.................................... 3,600 6,975
*Ferrofluidics Corp.................................. 3,031 25,385
*Fibermark, Inc...................................... 2,400 49,500
*Fiberstars, Inc..................................... 700 3,281
*Fibreboard Corp..................................... 5,100 277,312
Fidelity Bancorp, Inc. Delaware...................... 1,300 24,862
Fidelity Federal Bancorp............................. 1,100 9,075
Fidelity National Financial, Inc..................... 6,890 88,709
*Fieldcrest Cannon, Inc.............................. 4,500 84,375
*#Fifty-Off Stores, Inc.............................. 5,600 112
*Figgie International, Inc. Class A.................. 9,100 112,612
*Figgie International, Inc. Class B.................. 2,500 28,437
*Filenes Basement Corp............................... 17,400 108,750
*Filenet Corp........................................ 7,600 125,400
*Financial Bancorp., Inc............................. 1,000 17,000
*Financial Federal Corp.............................. 4,200 82,687
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Financial Trust Corp................................. 3,300 $ 161,081
Fingerhut Companies, Inc............................. 5,000 88,125
*Finish Line, Inc. Class A........................... 10,600 130,512
*Finishmaster, Inc................................... 3,000 21,187
First Albany Companies, Inc.......................... 2,076 26,728
*First Alert, Inc.................................... 14,500 35,797
First American Financial Corp........................ 5,800 206,625
*First American Health Concepts, Inc................. 1,100 3,094
First Bancorp........................................ 400 9,200
*First Cash, Inc..................................... 1,900 11,400
First Central Financial Corp......................... 9,300 12,787
First Charter Corp................................... 1,900 42,750
First Citizens Bancshares, Inc. NC................... 1,700 145,350
*First Citizens Financial Corp....................... 1,270 35,401
First Colorado Bancorp............................... 5,455 96,144
First Commercial Corp................................ 1,927 78,525
First Commonwealth Financial Corp.................... 13,300 257,687
First Defiance Financial Corp........................ 4,959 69,426
First Essex Bancorp.................................. 3,700 63,362
First Federal Capital Corp........................... 3,100 91,837
First Federal Savings & Loan Association of East
Hartford, CT....................................... 1,500 37,312
First Financial Bancorp.............................. 5,800 216,775
First Financial Bankshares, Inc...................... 1,050 42,000
First Financial Corp. of Western Maryland............ 900 32,737
First Financial Holdings, Inc........................ 3,000 79,125
First Franklin Corp.................................. 200 4,000
First Georgia Holdings, Inc.......................... 450 3,375
First Home Bancorp, Inc. NJ.......................... 266 4,971
First Indiana Corp................................... 8,048 161,966
*First Investors Financial Services Group, Inc....... 2,500 17,500
First Liberty Financial Corp......................... 5,300 113,619
*First Merchants Acceptance Corp..................... 3,300 18,098
First Merchants Corp................................. 3,300 95,700
First Michigan Bank Corp............................. 9,024 258,303
First Midwest Bancorp, Inc........................... 8,575 283,511
*First Midwest Financial, Inc........................ 1,400 21,700
First Mutual Savings Bank............................ 264 5,247
First Northern Capital Corp.......................... 1,800 36,000
First Oak Brook Bancshares, Inc. Class A............. 700 20,825
First Palm Beach Bancorp, Inc........................ 2,000 59,250
First Patriot Bankshares Corp........................ 700 11,550
*First Republic Bancorp, Inc......................... 3,000 60,000
First Savings Bancorp, Inc. North Carolina........... 1,400 27,562
First Savings Bank................................... 4,800 100,500
First Source Corp.................................... 6,850 173,819
First Southeast Financial Corp....................... 2,900 31,175
*#First Team Sports, Inc............................. 2,900 20,844
First United Bancorp................................. 3,700 56,194
First Western Bancorp, Inc........................... 3,850 133,306
*First Years, Inc.................................... 2,200 41,800
Firstbank of Illinois Co............................. 6,200 233,275
Firstfed Bancshares, Inc............................. 1,500 27,187
*FirstFed Financial Corp. DE......................... 5,300 144,425
#FirstFederal Financial Services Corp................ 1,802 60,367
*Fischer Imaging Corp................................ 3,400 21,887
</TABLE>
17
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Flag Financial Corp.................................. 200 $ 2,475
*#Flagstar Companies, Inc............................ 15,500 6,781
Flamemaster Corp..................................... 206 978
Fleming Companies, Inc............................... 18,900 359,100
Flexsteel Industries, Inc............................ 6,200 71,687
Florida Public Utilities Co.......................... 500 10,484
Florida Rock Industries, Inc......................... 4,300 144,050
*Florsheim Group, Inc................................ 3,300 28,669
*Flow International Corp............................. 7,300 61,594
Fluke Corp........................................... 4,400 219,450
*Fluor Daniel/GTI, Inc............................... 1,265 8,855
*Foamex International, Inc........................... 12,600 191,362
*Foilmark, Inc....................................... 1,600 5,750
*Foodarama Supermarkets, Inc......................... 300 5,681
*Foodmaker, Inc...................................... 19,400 271,600
*Foothill Independent Bancorp........................ 1,770 24,227
Foremost Corp. of America............................ 5,000 282,500
Forest City Enterprises, Inc. Class A................ 3,900 172,087
Forest City Enterprises, Inc. Class B................ 1,950 86,531
*Forest Oil Corp..................................... 3,540 49,339
Fort Wayne National Corp............................. 5,900 264,025
*Fortune Petroleum Corp.............................. 4,800 9,900
*Fossil, Inc......................................... 6,600 111,787
*Foster (L.B.) Co. Class A........................... 20,900 84,253
*Fountain Oil, Inc................................... 10,100 46,712
*Fountain Powerboat Industries, Inc.................. 1,200 21,300
*Fourth Shift Corp................................... 4,800 15,300
*Frankfort First Bancorp, Inc........................ 1,700 18,275
Franklin Bank National Associaton Southfield, MI..... 1,323 17,447
Franklin Electric Co., Inc........................... 3,200 152,000
*Franklin Electronic Publishers, Inc................. 4,000 40,500
*Franklin Quest Co................................... 10,300 247,200
Frederick's of Hollywood, Inc. Class A............... 3,100 16,275
Frederick's of Hollywood, Inc. Class B............... 3,633 18,619
Freds, Inc. Class A.................................. 4,200 56,437
*Frequency Electronics, Inc.......................... 2,400 29,400
*Fresh America Corp.................................. 1,400 22,750
*Fresh Choice, Inc................................... 2,800 10,412
Friedman Industries, Inc............................. 6,821 41,779
*Friedmans, Inc. Class A............................. 6,300 117,731
Frisch's Restaurants, Inc............................ 13,983 204,501
*Fritz Companies, Inc................................ 10,000 108,125
Frontier Adjusters of America, Inc................... 1,000 3,125
Frontier Insurance Group, Inc........................ 7,300 400,587
Frozen Food Express Industries, Inc.................. 8,307 74,244
Fuller (H.B.) Co..................................... 7,000 383,250
Fulton Financial Corp................................ 10,963 285,028
*Funco, Inc.......................................... 3,000 48,187
*Fuqua Enterprises, Inc.............................. 3,600 69,300
Furon Co............................................. 3,900 99,450
*Fusion Systems Corp................................. 3,800 118,512
*#Future Healthcare, Inc............................. 3,400 92
G & K Services, Inc. Class A......................... 10,000 323,750
*G-III Apparel Group, Ltd............................ 3,200 18,900
GBC Bancorp.......................................... 3,300 117,562
*GC Companies, Inc................................... 3,900 165,750
*GNI Group, Inc...................................... 2,400 14,700
*GRC International, Inc.............................. 9,100 47,775
*GTI Corp............................................ 4,300 28,219
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*GTS Duratek, Inc.................................... 7,500 $ 65,156
*GZA Geoenvironmental Technologies, Inc.............. 1,700 4,622
Gainsco, Inc......................................... 10,700 88,275
*Galey & Lord, Inc................................... 5,800 102,225
*Galileo Corp........................................ 3,400 24,437
Gallagher (Arthur J.) & Co........................... 9,700 307,975
*Galoob Toys, Inc. DE................................ 8,600 154,800
*Game Financial Corp................................. 2,300 21,850
Gamma Biologicals, Inc............................... 5,500 23,031
*Gantos, Inc......................................... 2,950 8,758
Garan, Inc........................................... 3,042 60,460
*Garden Fresh Restaurant Corp........................ 900 8,831
*Gardner Denver Machinery, Inc....................... 4,800 130,800
*Gasonics International, Inc......................... 6,650 79,800
*Gaylord Container Corp. Class A..................... 27,000 221,062
*Geerling & Wade, Inc................................ 1,600 6,400
*Gehl Co............................................. 3,100 48,050
*#Gemstar International Group, Ltd................... 6,122 127,031
Gencor Industries, Inc............................... 900 23,512
#Gencorp, Inc........................................ 15,900 335,887
*Genelabs Technologies, Inc.......................... 18,200 42,087
*Genemedicine, Inc................................... 6,500 52,406
General Binding Corp................................. 7,900 231,075
*General Communications, Inc. Class A................ 17,600 122,650
*General Datacomm Industries, Inc.................... 11,700 105,300
General Employment Enterprises, Inc.................. 1,300 15,275
*General Host Corp................................... 12,180 36,540
General Housewares Corp.............................. 1,500 15,000
General Magnaplate Corp.............................. 200 1,250
*Genesco, Inc........................................ 12,000 165,000
Genesee Corp. Class B................................ 200 8,175
*Geneva Steel Co. Class A............................ 9,200 21,850
*Genicom Corp........................................ 5,500 33,859
*Genlyte Group, Inc.................................. 8,900 115,144
*Genome Therapeutics Corp............................ 8,800 69,300
Genovese Drug Stores, Inc. Class A................... 3,110 49,760
*Genrad, Inc......................................... 12,200 227,225
*Gensia Sicor, Inc................................... 18,500 86,141
*Gentex Corp......................................... 9,500 190,000
*Genus, Inc.......................................... 8,300 47,984
*Genzyme Transgenics Corp............................ 8,500 64,281
Geon Co.............................................. 11,900 258,825
George Mason Bankshares, Inc......................... 2,500 52,031
*Geoscience Corp..................................... 3,000 28,125
*Geotek Communications, Inc.......................... 52,800 234,300
*Geoworks............................................ 7,000 43,969
Gerber Scientific, Inc............................... 18,600 351,075
*Getty Petroleum Marketing, Inc...................... 6,300 29,925
Getty Realty Corp.................................... 6,300 105,525
*Giant Cement Holding, Inc........................... 4,900 86,362
*Giant Group, Ltd.................................... 1,400 9,800
Giant Industries, Inc................................ 5,600 81,200
*Gibraltar Packaging Group, Inc...................... 3,000 9,375
*Gibraltar Steel Corp................................ 5,800 127,237
*Gibson Greetings, Inc............................... 8,100 174,656
Giddings & Lewis, Inc................................ 16,600 313,325
*Giga-Tronics, Inc................................... 1,600 11,900
*Gilead Sciences, Inc................................ 3,300 88,894
*Gish Biomedical, Inc................................ 1,300 6,622
</TABLE>
18
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Glacier Bancorp, Inc................................. 2,013 $ 32,711
*Glacier Water Services, Inc......................... 1,200 27,600
Gleason Corp......................................... 2,000 74,250
*Gliatech, Inc....................................... 3,700 29,600
*Global Industrial Technologies, Inc................. 16,300 301,550
*Global Village Communication, Inc................... 8,400 29,662
*Globalink, Inc...................................... 2,700 9,450
*Go Video, Inc....................................... 3,100 5,231
*Golden Books Family Entertainment, Inc.............. 13,000 146,250
Golden Enterprises, Inc.............................. 6,100 44,987
Golden Poultry Co., Inc.............................. 5,700 77,306
*Good Guys, Inc...................................... 6,800 39,950
GoodMark Foods, Inc.................................. 6,300 108,675
*#Goodys Family Clothing............................. 8,100 186,806
Gorman-Rupp Co....................................... 5,175 91,856
*Gottschalks, Inc.................................... 5,200 29,900
*Government Technology Services, Inc................. 3,000 14,625
Graco, Inc........................................... 8,600 240,800
*Gradco Systems, Inc................................. 3,900 16,331
Graham-Field Health Products, Inc.................... 7,100 75,437
*Grancare, Inc....................................... 11,800 109,150
*Grand Casinos, Inc.................................. 20,900 269,087
Grand Premier Financial, Inc......................... 2,901 34,631
Granite Construction, Inc............................ 9,100 182,000
Granite State Bankshares, Inc........................ 1,200 21,075
Graphic Industries, Inc.............................. 4,800 52,500
Gray Communications Systems, Inc..................... 1,100 20,625
Great Southern Bancorp, Inc.......................... 4,200 71,662
*#Greate Bay Casino Corp............................. 4,467 6,421
Greater Bay Bancorp.................................. 179 5,202
Greater New York Savings Bank NY..................... 6,700 128,975
Green (A.P.) Industries, Inc......................... 11,100 102,675
Green Mountain Power Corp............................ 2,500 59,062
*Greenbriar Corp..................................... 2,560 47,360
Greenbrier Companies, Inc............................ 7,100 79,875
Greenfield Industries, Inc. DE....................... 8,200 212,175
Greenwich Air Services, Inc. Class A................. 3,500 100,406
Greenwich Air Services, Inc. Class B................. 2,200 63,662
Grey Advertising, Inc................................ 200 57,700
*Greyhound Lines, Inc................................ 35,000 146,562
*Griffon Corp........................................ 51,500 701,687
*Grist Mill & Co..................................... 3,400 22,206
*Ground Round Restaurants, Inc....................... 4,400 6,531
*Group 1 Software, Inc............................... 3,000 22,125
*Group Technologies Corp............................. 6,400 8,800
*Grow Biz International, Inc......................... 2,900 30,812
*Gryphon Holdings, Inc............................... 2,700 39,825
Guaranty National Corp............................... 3,007 64,650
*Guest Supply, Inc................................... 3,100 27,900
Guilford Mills, Inc.................................. 10,850 212,931
*Guilford Pharmaceuticals, Inc....................... 400 10,050
*Gulfmark Offshore, Inc.............................. 3,000 57,750
*Gulfsouth Medical Supply, Inc....................... 10,200 198,900
*Gull Laboratories, Inc.............................. 2,900 29,000
*Gundle/SLT Environmental, Inc....................... 8,700 45,675
*Gymboree Corp....................................... 12,600 313,425
*HCIA, Inc........................................... 1,400 35,000
*HD Vest, Inc........................................ 2,200 9,075
*HDS Network Systems, Inc............................ 1,400 7,700
*HEI, Inc............................................ 2,000 11,000
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
HF Financial Corp.................................... 1,200 $ 23,550
*HMG Worldwide Corp.................................. 2,500 2,422
HMI Industries, Inc.................................. 5,400 31,387
*HMN Financial, Inc.................................. 2,200 48,675
*HNC Software, Inc................................... 400 13,225
*HPR, Inc............................................ 2,000 32,125
*HPSC, Inc........................................... 1,800 10,912
*HS Resources, Inc................................... 7,900 114,550
HUBCO, Inc........................................... 10,900 284,081
*Ha-Lo Industries, Inc............................... 8,200 190,137
Hach Co.............................................. 5,725 88,380
*Hadco Corp.......................................... 5,200 312,325
*Haemonetics Corp.................................... 13,700 234,612
Haggar Corp.......................................... 4,300 57,781
*Hahn Automotive Warehouse, Inc...................... 2,163 17,034
*Hain Food Group, Inc................................ 500 2,328
Halifax Corp......................................... 1,000 8,500
*#Hallwood Group, Inc................................ 950 25,650
*Halsey Drug Co., Inc................................ 5,600 25,200
*Hammons (John Q.) Hotels, Inc. Class A.............. 3,200 28,800
*Hampshire Group, Ltd................................ 1,400 21,262
*Hampton Industries, Inc............................. 1,900 14,962
Hancock Fabrics, Inc................................. 10,800 132,300
Hancock Holding Co................................... 5,080 213,360
*Handleman Co........................................ 18,200 120,575
Handy & Harman....................................... 5,300 88,112
*Hanger Orthopedic Group, Inc........................ 4,700 42,006
*Harbinger Corp...................................... 3,800 116,850
*Harcor Energy, Inc.................................. 9,500 57,297
*Harding Lawson Associates Group, Inc................ 5,000 34,375
*#Harken Energy Corp................................. 51,900 246,525
Harleysville Group, Inc.............................. 8,100 292,612
Harleysville National Corp PA........................ 510 14,981
Harmon Industries, Inc............................... 3,400 64,812
*Harmonic Lightwaves, Inc............................ 2,200 35,750
*Harolds Stores, Inc................................. 2,199 20,341
*Harris & Harris Group, Inc.......................... 4,100 16,912
Harris Savings Bank PA............................... 3,300 67,650
*Harry's Farmers Market, Inc. Class A................ 2,100 8,269
*Hartmarx Corp....................................... 16,600 163,925
*Harvard Industries, Inc............................. 2,600 1,706
*Harvey Entertainment Co............................. 2,000 23,375
Harvey's Casino Resorts.............................. 4,900 82,687
Haskel International, Inc............................ 1,900 19,000
Hastings Manufacturing Co............................ 350 9,253
*Hathaway Corp....................................... 1,600 4,200
*Hauser, Inc......................................... 5,000 30,625
Haven Bancorp, Inc................................... 2,200 74,800
Haverfield Corp...................................... 220 5,527
Haverty Furniture Co., Inc........................... 4,400 51,975
Haverty Furniture Co., Inc. Class A.................. 200 2,325
*Hawaiian Airlines, Inc.............................. 2,000 8,125
Hawkins Chemical, Inc................................ 5,145 42,446
*Hawthorne Financial Corp............................ 1,300 14,625
*Hays Wheels International, Inc...................... 1,760 38,060
*Health Management Systems, Inc...................... 9,400 52,287
*Health Management, Inc.............................. 4,500 1,125
*Health Power, Inc................................... 1,900 6,769
*#Health Professionals, Inc.......................... 1,250 1,875
</TABLE>
19
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Health Risk Management, Inc......................... 1,600 $ 18,800
*Health-Chem Corp.................................... 4,789 3,891
*Healthcare Imaging Services, Inc.................... 1,200 2,156
*Healthcare Services Group, Inc...................... 4,000 45,250
*Healthdyne Information Enterprises, Inc............. 10,100 32,825
*Healthdyne Technologies, Inc........................ 9,272 137,921
*Healthplan Services Corp............................ 1,470 24,622
*Healthy Planet Products, Inc........................ 700 2,581
*Heartland Express, Inc.............................. 11,976 255,987
*Heartland Wireless Communications, Inc.............. 2,316 6,586
*Heartport, Inc...................................... 6,100 146,781
*Heartstream, Inc.................................... 1,400 11,200
*Hechinger Co. Class A............................... 12,500 15,625
*Hechinger Co. Class B............................... 4,300 13,437
*Hecla Mining Co..................................... 30,600 175,950
*#Hector Communications Corp......................... 1,200 11,325
*Heftel Broadcasting Corp. Class A................... 1,100 54,175
Heico Corp........................................... 2,080 46,280
Heilig-Meyers Co..................................... 11,800 194,700
*Hein-Werner Corp.................................... 2,161 15,127
*Heist (C.H.) Corp................................... 2,100 13,650
Helix Technology Corp................................ 14,800 593,850
*Hello Direct, Inc................................... 1,000 6,437
Henry Jack & Associates, Inc......................... 9,000 198,562
Herbalife International, Inc......................... 16,000 330,000
Heritage Financial Services, Inc..................... 3,600 97,200
*Heritage Media Corp. Class A........................ 22,800 416,100
*Hexcel Corp......................................... 8,100 145,800
*Hf Bancorp, Inc..................................... 1,400 18,900
*Hi-Lo Automotive, Inc............................... 5,400 14,175
*Hi-Shear Industries, Inc............................ 500 1,250
*Hi-Shear Technology Corp............................ 1,300 7,312
*Hi-Tech Pharmacal, Inc.............................. 2,200 10,725
*Hibbett Sporting Goods, Inc......................... 2,000 34,250
*High Plains Corp.................................... 7,900 27,650
*Highway Master Communications, Inc.................. 3,100 41,850
Hilb Rogal Hamilton Co............................... 7,900 116,525
*Hilite Industries, Inc.............................. 1,900 7,006
*Hirsch International Corp. Class A.................. 2,500 57,969
*Hitox Corp.......................................... 2,500 8,906
Hoenig Group, Inc.................................... 4,400 23,375
*Holiday RV Superstores, Inc......................... 3,000 5,719
Holly Corp........................................... 4,100 102,500
*Hollywood Casino Corp. Class A...................... 14,700 51,909
*Hollywood Entertainment Corp........................ 8,100 162,000
*Hologic, Inc........................................ 6,400 152,400
*Holopak Technologies, Inc........................... 2,500 7,187
*Holophane Corp...................................... 5,750 120,750
Home Federal Bancorp................................. 1,350 36,281
*Home Health Corp. of America........................ 2,500 25,781
Home Port Bancorp, Inc............................... 600 11,775
*Home Products International, Inc.................... 1,000 9,312
*Home State Holdings, Inc............................ 3,700 1,734
*Homecorp, Inc....................................... 200 4,250
*Homeowners Group, Inc............................... 1,700 3,241
*Hondo Oil and Gas Co................................ 6,900 62,962
Hooper Holmes, Inc................................... 3,400 74,800
Horizon Bancorp, Inc................................. 400 10,050
Horizon Financial Corp............................... 3,953 60,036
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Horizon/CMS Healthcare Corp......................... 3,000 $ 54,750
*Hospital Staffing Services, Inc..................... 2,390 5,826
*Hovnanian Enterprises, Inc. Class A................. 10,600 62,937
*Hovnanian Enterprises, Inc. Class B................. 1,150 6,828
Howell Corp.......................................... 1,900 32,062
Howell Industries, Inc............................... 100 3,487
*Howtek, Inc......................................... 3,100 5,231
Hudson Chartered Bancorp, Inc........................ 500 14,000
Hudson Foods, Inc. Class A........................... 16,800 266,700
Hudson General Corp.................................. 400 16,000
*Hudson Technologies, Inc............................ 2,200 21,519
Huffy Corp........................................... 6,700 87,100
Hughes Supply, Inc................................... 5,200 198,900
*Hugoton Energy Corp................................. 16,900 189,069
*Human Genome Sciences, Inc.......................... 2,100 81,112
Hunt (J.B.) Transport Services, Inc.................. 14,200 213,887
Hunt Manufacturing Co................................ 5,200 97,500
Huntco, Inc. Class A................................. 2,600 34,775
*Hurco Companies, Inc................................ 3,300 18,150
*Hutchinson Technology, Inc.......................... 8,100 222,244
*Hycor Biomedical, Inc............................... 5,600 10,500
*Hyde Athletic Industries, Inc. Class A.............. 1,000 4,937
*Hyde Athletic Industries, Inc. Class B.............. 1,500 7,500
Hydron Technologies, Inc............................. 9,000 13,078
*Hyperion Software Corp.............................. 8,500 153,531
*I-Stat Corp......................................... 5,600 100,100
*ICF Kaiser International, Inc....................... 8,800 20,900
ICN Pharmaceuticals, Inc............................. 11,092 239,865
ICO, Inc............................................. 10,120 50,284
*ICOS Corp........................................... 26,700 214,434
*ICU Medical, Inc.................................... 4,500 39,656
*IDEC Pharmaceuticals Corp........................... 9,000 201,937
*IDEXX Laboratories, Inc............................. 5,500 78,031
*IDM Environmental Corp.............................. 1,200 2,400
*IDT Corp............................................ 16,000 127,000
*IEC Electronics Corp................................ 3,700 43,706
*IFR Systems, Inc.................................... 3,700 58,506
*IGEN, Inc........................................... 8,200 50,994
*IGI, Inc............................................ 6,200 28,675
*IHOP Corp........................................... 4,700 132,481
*II-VI, Inc.......................................... 3,200 61,600
*ILC Technology, Inc................................. 1,800 20,250
IMCO Recycling, Inc.................................. 5,900 104,725
*IMP, Inc............................................ 13,200 23,100
*IPC Information Systems, Inc........................ 5,400 65,475
*#IPL Systems, Inc. Class A.......................... 1,800 1,828
*IQ Software Corp.................................... 2,300 21,562
*ISB Financial Corp. LA.............................. 900 19,912
*ITC Learning Corp................................... 1,800 8,550
*ITEQ, Inc........................................... 6,900 53,906
*ITI Technologies, Inc............................... 4,500 72,281
*ITT Educational Services, Inc....................... 750 16,969
*#IVI Publishing, Inc................................ 3,800 11,875
*Ibah, Inc........................................... 10,700 41,462
*Identix, Inc........................................ 12,200 123,525
*Ikos Systems, Inc................................... 4,100 100,450
*#Illinois Superconductor Corp....................... 2,300 28,750
*Image Entertainment, Inc............................ 7,900 33,328
*#Imatron, Inc....................................... 53,300 148,241
*Imclone Systems, Inc................................ 11,000 68,062
</TABLE>
20
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Immucor, Inc........................................ 4,000 $ 34,750
*Immulogic Pharmaceutical Corp....................... 10,100 39,769
*Immune Response Corp. DE............................ 13,600 114,750
*#Immunogen, Inc..................................... 8,500 11,289
*Immunomedics, Inc................................... 19,700 103,425
*Imnet Systems, Inc.................................. 2,400 60,000
*Imo Industries, Inc................................. 8,600 25,800
*Impact Systems, Inc................................. 4,000 5,250
*Imperial Bancorp.................................... 13,715 341,161
*Imperial Credit Industries, Inc..................... 9,150 172,134
*Imperial Holly Corp................................. 9,100 111,475
*In Focus Systems, Inc............................... 5,300 137,469
*In Home Health, Inc................................. 6,400 9,600
*#Inacom Corp........................................ 9,300 300,506
*Inbrand Corp........................................ 5,900 155,612
*Incontrol, Inc...................................... 8,500 80,219
*Incstar Corp........................................ 7,800 47,409
*Incyte Pharmaceuticals, Inc......................... 5,100 332,775
*Indenet, Inc........................................ 8,500 12,219
Independence Holding Co.............................. 2,500 21,719
Independent Bank Corp. MA............................ 12,100 128,562
Independent Bank East................................ 1,653 45,354
Indiana Energy, Inc.................................. 10,300 245,912
Indiana Federal Corp................................. 2,400 62,700
*Individual, Inc..................................... 1,800 10,012
Industrial Acoustics Co., Inc........................ 200 1,825
*Industrial Holdings, Inc............................ 2,100 22,181
*Industrial Scientific Corp.......................... 700 13,737
*Inference Corp. Class A............................. 1,400 6,125
*Information Resource Engineering, Inc............... 2,700 36,281
*Information Resources, Inc.......................... 13,900 208,500
*Infu-tech, Inc...................................... 800 2,900
Ingles Market, Inc. Class A.......................... 4,900 70,437
*Inhale Therapeutic Systems.......................... 5,900 118,737
*Innerdyne, Inc...................................... 14,700 40,884
*Innodata Corp....................................... 1,800 1,237
*Innoserv Technologies, Inc.......................... 200 394
*Innovative Gaming Corp. of America.................. 3,200 15,900
#Innovex, Inc........................................ 7,100 198,800
*Inphynet Medical Management, Inc.................... 7,900 170,837
*Insight Enterprises, Inc............................ 2,000 56,500
*Insignia Financial Group, Inc. Class A.............. 5,200 92,300
*Insilco Corp........................................ 4,700 178,012
*Insite Vision, Inc.................................. 6,500 40,219
Insituform East, Inc................................. 1,700 4,728
*Insituform Technologies, Inc. Class A............... 14,710 90,099
*#Inso Corp.......................................... 7,100 198,356
Insteel Industries, Inc.............................. 3,300 25,575
Instron Corp......................................... 9,600 120,000
*Insurance Auto Auctions, Inc........................ 5,600 44,450
Integon Corp......................................... 7,900 98,750
*Integra Lifesciences Corp........................... 11,400 35,625
*Integramed America, Inc............................. 3,600 5,062
*Integrated Circuit Systems, Inc..................... 5,800 103,675
Integrated Health Services, Inc...................... 10,300 370,800
*Integrated Orthopedics, Inc......................... 2,600 13,650
*Integrated Process Equipment Corp................... 7,400 135,512
*#Integrated Silicon Solution, Inc................... 8,800 86,075
*Integrated Systems, Inc............................. 11,500 163,875
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Integrated Waste Services, Inc...................... 2,400 $ 750
*Intellicall, Inc.................................... 4,300 19,887
*Intellidata Technologies Corp....................... 13,700 69,998
*Intelligent Electronics, Inc........................ 17,828 47,356
*Intelligent Systems Corp............................ 200 825
*Inter-Tel, Inc...................................... 6,500 102,375
*Interactive Group, Inc.............................. 1,100 7,631
Intercargo Corp...................................... 3,800 38,950
*Intercel, Inc....................................... 16,500 222,750
Interchange Financial Services Corp. Saddle Brook.... 1,380 26,220
*Interdigital Communications Corp.................... 24,000 159,000
*Interface Systems, Inc.............................. 3,400 11,262
Interface, Inc. Class A.............................. 8,300 191,419
*Interferon Sciences, Inc............................ 3,975 32,545
*Intergraph Corp..................................... 23,300 163,828
*Interim Services, Inc............................... 3,336 130,104
*Interlake Corp...................................... 17,000 65,875
*Interleaf, Inc...................................... 10,000 13,750
*Interlink Electronics............................... 2,200 14,437
*Interlinq Software Corp............................. 2,900 11,373
*Intermagnetics General Corp......................... 7,406 103,684
*Intermedia Communications of Florida, Inc........... 8,100 242,494
Intermet Corp........................................ 12,600 173,250
*International Alliance Services, Inc................ 4,400 40,150
International Aluminum Corp.......................... 2,100 55,125
*International Dairy Queen, Inc. Class A............. 6,900 159,131
*International Imaging Materials, Inc................ 4,400 77,000
*International Lottery, Inc.......................... 1,600 13,000
International Multifoods Corp........................ 9,000 254,250
*International Remote Imaging Systems, Inc........... 3,000 12,375
International Shipholding Corp....................... 3,375 57,797
*International Technology Corp....................... 5,025 36,431
*International Thoroughbred Breeders, Inc............ 5,800 26,100
*Interphase Corp..................................... 2,700 21,262
Interpool, Inc....................................... 17,550 245,700
*Interpore International............................. 3,500 16,187
Interra Financial, Inc............................... 6,100 265,350
*Interscience Computer Corp.......................... 1,000 250
*Intersolv, Inc...................................... 9,900 97,144
Interstate Johnson Lane, Inc......................... 2,300 44,850
Interstate Power Co.................................. 2,400 67,800
*Intertan, Inc....................................... 5,700 21,375
*Intervisual Books, Inc. Class A..................... 1,000 1,812
*Intervoice, Inc..................................... 8,100 89,606
Interwest Bancorp.................................... 3,900 134,550
*Investment Technology Group, Inc.................... 8,100 182,250
Investors Financial Services Corp.................... 503 17,794
Investors Financial Services Corp. Class A........... 96 3,396
Investors Title Co................................... 1,400 20,475
*Invivo Corp......................................... 1,600 15,200
*#Ion Laser Technology, Inc.......................... 2,900 23,200
*Iridex Corp......................................... 800 4,800
Iroquois Bancorp..................................... 400 8,200
Irwin Financial Corp................................. 5,100 135,150
Isco, Inc............................................ 38,935 316,347
*#Isis Pharmaceuticals, Inc.......................... 14,100 221,194
</TABLE>
21
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Isolyser Co., Inc................................... 20,010 $ 78,789
*Isomedix, Inc....................................... 3,600 56,250
*Itron, Inc.......................................... 6,700 177,969
*Iwerks Entertainment, Inc........................... 5,824 26,208
*J & J Snack Foods Corp.............................. 4,400 63,250
J & L Specialty Steel, Inc........................... 19,300 246,075
*J. Alexander's Corp................................. 2,000 16,500
*JDA Software Group, Inc............................. 3,200 88,200
JLG Industries, Inc.................................. 33,300 507,825
*JMAR Industries, Inc................................ 6,400 17,100
*JP Foodservice, Inc................................. 3,100 89,706
*JPE, Inc............................................ 1,800 12,150
JSB Financial, Inc................................... 4,000 174,000
*#JTS Corp........................................... 31,300 44,994
*Jabil Circuit, Inc.................................. 2,000 117,125
Jackpot Enterprises, Inc............................. 4,700 49,937
*Jaclyn, Inc......................................... 1,000 4,250
*Jaco Electronics, Inc............................... 1,973 13,318
*Jacobs Engineering Group, Inc....................... 12,800 344,000
#Jacobson Stores, Inc................................ 2,900 26,644
*Jalate, Ltd......................................... 1,000 2,625
*Jan Bell Marketing, Inc............................. 14,300 32,175
*Jason, Inc.......................................... 10,087 63,044
*#Jayhawk Acceptance Corp............................ 1,000 1,625
*Jean Philippe Fragrances, Inc....................... 4,350 25,556
Jeffbanks, Inc....................................... 1,706 46,702
Jefferies Group, Inc................................. 6,000 323,250
Jefferson Bankshares, Inc............................ 10,100 295,425
Jefferson Savings Bancorp, Inc....................... 1,600 46,000
*Jennifer Convertibles, Inc.......................... 1,300 2,925
John Alden Financial Corp............................ 15,400 327,250
*Johnson Worldwide Associates, Inc. Class A.......... 6,700 83,331
Johnston Industries, Inc............................. 6,000 41,250
*Johnstown American Industries, Inc.................. 4,900 26,031
*Jones Intercable, Inc............................... 2,300 24,869
*Jones Intercable, Inc. Class A...................... 14,100 149,812
*Jos. A. Bank Clothiers, Inc......................... 5,400 20,250
*Jumbosports, Inc.................................... 10,000 43,750
Juno Lighting, Inc................................... 9,200 144,900
*Just for Feet, Inc.................................. 14,200 280,450
*Just Toys, Inc...................................... 1,600 2,050
Justin Industries, Inc............................... 13,200 155,100
*K & G Men's Center, Inc............................. 2,500 42,031
K Swiss, Inc. Class A................................ 1,600 21,200
*K-Tron International, Inc........................... 6,200 80,600
*K-V Pharmaceutical Co. Class A...................... 3,200 51,600
*K-V Pharmaceutical Co. Class B...................... 1,800 29,025
K2, Inc.............................................. 8,300 239,663
KCS Energy, Inc...................................... 7,300 303,862
*KLA-Tencor Corp..................................... 12,200 580,262
*KLLM Transport Services, Inc........................ 1,600 19,700
*KTI, Inc............................................ 200 1,612
*Kaiser Ventures, Inc................................ 9,700 92,756
Kaman Corp. Class A.................................. 8,600 117,712
*Kaneb Services, Inc................................. 16,100 62,387
Katy Industries, Inc................................. 4,100 64,062
*Katz Digital Technologies, Inc...................... 1,100 3,300
*Katz Media Group Inc................................ 3,400 18,275
Kaydon Corp.......................................... 6,900 342,412
Kaye Group, Inc...................................... 3,000 14,812
Keithley Instruments, Inc............................ 1,000 9,125
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Kelley Oil & Gas Corp............................... 64,600 $ 153,425
Kellwood Co.......................................... 10,600 276,925
*Kent Electronics Corp............................... 10,000 325,000
*Kentucky Electric Steel, Inc........................ 1,800 9,900
Kentucky First Bancorp, Inc.......................... 200 2,137
*Kenwin Shops, Inc................................... 200 237
*Kerr Group, Inc..................................... 2,400 5,700
Kewaunee Scientific Corp............................. 1,500 9,281
*#Key Energy Group, Inc.............................. 5,200 85,800
*Key Production Co., Inc............................. 5,800 55,100
*Key Technology, Inc................................. 2,300 42,981
*Key Tronic Corp..................................... 13,000 76,375
*Keystone Consolidated Industries, Inc............... 4,600 41,400
Keystone Heritage Group, Inc......................... 1,600 45,200
Kimball International, Inc. Class B.................. 500 19,656
*Kimmins Corp........................................ 3,400 12,537
*Kinark Corp......................................... 3,000 10,125
Kinetic Concepts, Inc................................ 21,600 361,800
*Kinnard Investment, Inc............................. 2,300 13,656
*Kirby Corp.......................................... 12,400 234,050
*Kit Manufacturing Co................................ 300 2,887
Klamath First Bancorp, Inc........................... 6,100 112,087
Knape & Vogt Manufacturing Co........................ 2,900 46,400
*Knickerbocker (L.L.) Co., Inc....................... 5,000 26,250
*Knight Transportation, Inc.......................... 2,500 57,812
*Koala Corp.......................................... 1,200 14,925
Kollmorgen Corp...................................... 4,900 64,312
*#Koo Koo Roo, Inc................................... 19,324 77,900
*Kopin Corp.......................................... 5,500 75,625
*Koss Corp........................................... 1,600 15,200
*Kronos, Inc......................................... 4,100 107,625
*Krug International Corp............................. 1,048 5,436
*Krystal Co.......................................... 4,900 24,500
Kuhlman Corp......................................... 6,899 190,585
*Kulicke & Soffa Industries, Inc..................... 9,700 327,981
*#L.A. Gear, Inc..................................... 12,600 20,475
*LAT Sportswear, Inc................................. 200 112
LCS Industries, Inc.................................. 1,700 26,775
LSB Bancshares, Inc. NC.............................. 2,525 49,553
LSB Industries, Inc.................................. 6,000 27,000
LSI Industries, Inc.................................. 5,767 86,505
*LTX Corp............................................ 17,500 108,281
*LXR Biotechnology, Inc.............................. 8,000 20,000
*La Jolla Pharmceutical Co........................... 8,100 33,919
La-Z-Boy, Inc........................................ 9,100 312,812
*LaBarge, Inc........................................ 8,600 54,825
Labone, Inc.......................................... 6,500 116,187
*#Laboratory Corp. of America Holdings, Inc.......... 10,000 28,750
Laclede Gas Co....................................... 8,200 177,325
*Laclede Steel Co.................................... 2,700 10,969
LaCrosse Footwear, Inc............................... 3,000 36,750
*Ladd Furniture, Inc................................. 3,566 46,804
*Laidlaw Environmental Services, Inc................. 33,800 97,175
*Lakeland Industries, Inc............................ 1,000 3,656
*Lamson & Sessions Co................................ 10,200 79,050
Lance, Inc........................................... 16,600 324,737
*Lancer Corp......................................... 5,400 135,000
*Lancit Media Productions, Ltd....................... 3,300 10,622
*Landair Services, Inc............................... 2,900 40,600
</TABLE>
22
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Landauer, Inc........................................ 3,300 $ 75,075
*Landrys Seafood Restaurants, Inc.................... 12,618 232,644
*Landstar Systems, Inc............................... 6,400 170,800
*Lasermaster Technologies, Inc....................... 7,120 13,795
*Laserscope.......................................... 5,900 36,875
*#LaserSight Corporation............................. 4,100 28,828
Lawson Products, Inc................................. 5,800 144,637
Lawter International, Inc............................ 24,800 285,200
Lawyers Title Corp................................... 6,400 115,200
*Layne Christensen Co................................ 2,900 62,712
*Lazare Kaplan International, Inc.................... 5,100 82,875
*Learning Co., Inc................................... 25,100 178,838
Learonal, Inc........................................ 4,300 116,100
*Leasing Solutions, Inc.............................. 4,100 61,500
*Lechters, Inc....................................... 12,600 46,856
*Lectec Corp......................................... 1,902 12,244
*Legato Systems, Inc................................. 2,100 41,738
Lennar Corp.......................................... 9,700 254,625
Lesco, Inc........................................... 5,225 92,744
*Leslie Building Products, Inc....................... 3,200 5,300
*Leslie's Poolmart................................... 3,774 54,015
*Level 8 Systems, Inc................................ 200 3,238
*Level One Communications, Inc....................... 6,500 246,188
*Levitz Furniture, Inc............................... 14,200 33,725
Libbey, Inc.......................................... 8,500 283,688
Liberty Bancorp, Inc. Oklahoma....................... 4,700 235,881
Liberty Homes, Inc. Class A.......................... 200 2,000
*Liberty Technologies, Inc........................... 1,900 6,413
*Lidak Pharmaceuticals Class A....................... 16,900 37,497
*Life Bancorp, Inc................................... 1,200 25,950
*Life Medical Sciences, Inc.......................... 3,900 19,013
*Life Quest Medical, Inc............................. 1,000 4,875
Life Re Corp......................................... 6,800 292,400
Life Technologies, Inc............................... 11,500 317,688
*Life USA Holdings, Inc.............................. 10,400 125,450
*Lifecore Biomedical, Inc............................ 5,900 82,231
*Lifeline Systems, Inc............................... 2,800 50,050
*#Lifetime Hoan Corp................................. 3,462 25,965
*Ligand Pharmaceuticals, Inc. Class B................ 3,021 35,497
Lillian Vernon Corp.................................. 4,900 77,175
Lilly Industry, Inc. Class A......................... 11,300 237,300
*Lindal Cedar Homes, Inc............................. 4,482 18,348
Lindberg Corp........................................ 8,200 71,750
Lindsay Manufacturer Co.............................. 4,800 168,600
*Liposome Co., Inc................................... 4,400 111,650
Liqui Box Corp....................................... 2,500 84,375
Litchfield Financial Corp............................ 2,100 33,469
*Littlefield, Adams & Co............................. 900 1,013
*Littlefuse, Inc..................................... 5,000 256,563
*Liuski International, Inc........................... 1,800 2,419
*Living Centers of America, Inc...................... 8,000 305,000
*Lodgenet Entertainment Corp......................... 7,200 78,750
*Loehmanns, Inc...................................... 5,800 42,050
*Logans Roadhouse, Inc............................... 1,000 23,375
*#Logic Devices, Inc................................. 2,400 5,550
*Logic Works, Inc.................................... 4,500 31,641
Logicon, Inc......................................... 6,900 346,725
*Lojack Corp......................................... 10,100 116,150
Lomak Petroleum, Inc................................. 11,400 202,350
Lone Star Industries, Inc............................ 4,800 190,800
*Lone Star Technologies, Inc......................... 10,300 243,338
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Loronix Information Systems, Inc.................... 2,200 $ 7,150
*Louis Dreyfus Natural Gas Corp...................... 13,900 220,663
Luby's Cafeterias, Inc............................... 12,000 232,500
Lufkin Industries, Inc............................... 3,300 78,169
Lukens, Inc. DE...................................... 7,400 145,225
*Lunar Corp.......................................... 8,150 162,491
*Lund International Holdings, Inc.................... 2,200 23,100
*#Luria (L.) & Son, Inc.............................. 2,500 5,625
*Lydall, Inc. DE..................................... 8,500 194,438
*Lynch Corp.......................................... 2,200 187,550
*M-Wave, Inc......................................... 1,500 3,375
*#M.H. Meyerson & Co., Inc........................... 2,500 12,344
M/A/R/C, Inc......................................... 1,527 28,250
MAF Bancorp, Inc..................................... 5,200 217,100
*MAI Systems Corp.................................... 4,700 22,031
*MAIC Holdings, Inc.................................. 4,216 160,208
#MDC Holdings, Inc................................... 9,000 76,500
MDU Resources Group, Inc............................. 11,400 276,450
*MFRI, Inc........................................... 1,700 13,706
*MGI Pharma, Inc..................................... 11,400 44,531
*MI Schottenstein Homes, Inc......................... 4,500 49,500
*MK Gold Corp........................................ 7,800 13,406
*MLX Corp............................................ 1,000 15,031
MMI Companies, Inc................................... 5,600 133,000
*MRS Technology, Inc................................. 3,300 3,455
*#MRV Communications, Inc............................ 10,300 253,638
*MS Carriers, Inc.................................... 8,900 184,119
*MTI Technology Corp................................. 5,900 26,919
MTS Systems Corp..................................... 4,200 107,888
MYR Group, Inc....................................... 1,200 17,400
MacDermid, Inc....................................... 4,100 183,219
*MacFrugals Bargain Close-outs, Inc.................. 13,100 389,725
*Macheezmo Mouse Restaurants, Inc.................... 1,500 820
MacNeal-Schwendler Corp.............................. 6,700 68,675
*Macromedia, Inc..................................... 17,600 177,100
Madison Gas & Electric Co............................ 7,850 158,963
*Magainin Pharmaceuticals, Inc....................... 14,900 109,888
*Magellan Health Services, Inc....................... 6,000 163,500
Magna Bancorp........................................ 6,000 140,625
*Magnetek, Inc....................................... 12,800 224,000
*Magnetic Technologies Corp.......................... 1,100 3,781
*Magnum Hunter Resources, Inc........................ 6,800 37,400
*Mail Boxes, Etc..................................... 5,600 130,200
*Mail-Well, Inc...................................... 1,400 45,150
*Main Street & Main, Inc............................. 1,450 3,172
Maine Public Service Co.............................. 700 8,269
Mainstreet Bankgroup, Inc............................ 5,000 108,125
*Mallon Resources Corp............................... 2,200 18,975
*Managed Care Solutions, Inc......................... 2,366 7,985
*Manatron, Inc....................................... 1,102 1,997
*Manhattan Bagel Co., Inc............................ 3,700 25,669
Manitowoc Co., Inc................................... 5,800 259,550
*Manugistic Group, Inc............................... 5,400 349,650
*Mapinfo Corp........................................ 3,300 36,713
*Marcam Corp......................................... 5,100 63,113
Marcus Corp.......................................... 11,450 280,525
*Marine Drilling Companies, Inc...................... 16,000 321,000
*Mariner Health Group, Inc........................... 14,500 173,094
*Marisa Christina, Inc............................... 3,300 31,350
Maritrans, Inc....................................... 7,700 56,788
*Mark VII, Inc....................................... 1,800 54,225
</TABLE>
23
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Markel Corp......................................... 2,700 $ 325,013
*Marker International................................ 8,100 35,438
*Marlton Technologies, Inc........................... 2,200 7,700
Marsh Supermarkets, Inc. Class A..................... 1,600 21,400
Marsh Supermarkets, Inc. Class B..................... 1,900 25,294
*Marshall Industries................................. 8,500 309,188
*Martek Biosciences Corp............................. 6,700 113,063
*Marten Transport, Ltd............................... 2,800 35,700
*#Marvel Entertainment Group, Inc.................... 1,000 2,250
Maryland Federal Bancorp............................. 1,260 47,880
Massbank Corp. Reading, MA........................... 1,000 41,938
*Matec Corp. DE...................................... 1,100 4,984
*Material Sciences Corp.............................. 10,200 142,800
*Mathsoft, Inc....................................... 3,900 10,725
*Matlack Systems, Inc................................ 7,500 55,313
*Matria Healthcare, Inc.............................. 14,300 64,350
*Matrix Pharmaceutical, Inc.......................... 10,600 73,538
*Matrix Service Co................................... 4,700 39,656
Matthews International Corp. Class A................. 3,400 115,175
*Matthews Studio Equipment Group..................... 2,500 7,891
*Mattson Technology, Inc............................. 7,100 74,994
*Maverick Tube Corp.................................. 3,300 99,206
*Max & Ermas Restaurants, Inc........................ 2,037 12,859
*Maxco, Inc.......................................... 1,900 13,419
*Maxicare Health Plans, Inc.......................... 8,800 209,550
*Maxim Group, Inc.................................... 8,000 91,500
*Maxwell Technologies, Inc........................... 2,900 57,275
*Maxxam, Inc......................................... 3,800 167,200
*Maxxim Medical, Inc................................. 6,600 96,525
*Maynard Oil Co...................................... 2,400 33,600
*Mays (J.W.), Inc.................................... 200 1,900
*McClain Industries, Inc............................. 266 1,180
McDonald & Co. Investment, Inc....................... 4,500 172,688
*McFarland Energy, Inc............................... 2,200 28,463
McGrath Rent Corp.................................... 7,300 132,313
*McWhorter Technologies, Inc......................... 5,200 114,400
*Measurement Specialties, Inc........................ 1,400 5,425
*Mecklermedia Corp................................... 4,200 80,850
*Medalliance, Inc. Liquidating Trust Escrow.......... 3,800 0
*Medaphis Corp....................................... 18,100 144,234
*Medar, Inc.......................................... 4,400 25,300
*Medarex, Inc........................................ 8,600 54,825
*Medcath, Inc........................................ 500 7,500
*Medco Research, Inc................................. 5,300 43,725
Medford Savings Bank MA.............................. 2,300 62,675
*Media 100, Inc...................................... 5,800 33,713
*Media Arts Group, Inc............................... 5,900 25,628
*#Media Logic, Inc................................... 2,400 7,350
*Medic Computer Systems, Inc......................... 6,100 105,606
*Medical Action Industries, Inc...................... 3,200 10,100
*Medical Graphics Corp............................... 1,000 4,125
*Medical Resources, Inc.............................. 9,050 125,569
*Medicalcontrol, Inc................................. 1,500 5,625
*Medicore, Inc....................................... 2,200 5,638
*Medicus Systems Corp................................ 3,200 18,200
*Medimmune, Inc...................................... 10,800 168,075
*Mediq, Inc.......................................... 10,100 74,488
*Medplus, Inc........................................ 3,000 18,188
*Medquist Inc........................................ 5,900 153,400
*Medstone International, Inc......................... 2,800 21,700
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Medusa Corp.......................................... 8,100 $ 312,863
*Mego Financial Corp................................. 3,600 23,850
*Melamine Chemicals, Inc............................. 3,300 38,775
*Mens Warehouse, Inc................................. 10,500 349,125
Mentor Corp. MN...................................... 12,400 324,725
*Mentor Graphics Corp................................ 16,100 121,756
Mercer International, Inc............................ 5,200 59,475
Merchants Bancorp, Inc............................... 500 18,813
Merchants Bancshares, Inc............................ 1,300 25,675
Merchants Group, Inc................................. 1,300 24,863
Merchants New York Bancorp, Inc...................... 400 15,525
#Mercury Air Group, Inc.............................. 3,700 23,125
*Mercury Interactive Corp............................ 14,000 246,750
*Meridian Data, Inc.................................. 4,800 19,950
Meridian Diagnostics, Inc............................ 7,100 60,350
*#Meridian Gold, Inc................................. 29,300 146,500
Meridian Insurance Group, Inc........................ 2,700 40,163
*Meridian Medical Technology, Inc.................... 2,400 11,700
*Meridian Sports, Inc................................ 3,200 4,500
*#Merisel, Inc....................................... 11,900 21,197
*Merit Medical Systems, Inc.......................... 3,500 25,813
*Merix Corp.......................................... 2,400 38,400
Merrill Corp......................................... 3,550 114,931
Merrimac Industries, Inc............................. 600 6,975
*Mesa Air Group, Inc................................. 22,100 111,191
*Mesa Labs, Inc...................................... 2,200 13,475
*#Mesa, Inc.......................................... 33,000 181,500
*Mesaba Holdings, Inc................................ 6,400 94,400
*Mestek, Inc......................................... 4,200 81,900
*Met-Coil Systems Corp............................... 1,000 2,156
Met-Pro Corp......................................... 11,175 164,831
*Metal Management, Inc............................... 3,921 34,554
*Metatec Corp. Class A............................... 5,300 16,231
Methode Electronics, Inc. Class A.................... 16,500 274,313
Methode Electronics, Inc. Class B.................... 500 8,313
*Metra Biosystems, Inc............................... 3,000 14,625
*#Metricom, Inc...................................... 6,700 54,019
*Metrocall, Inc...................................... 14,464 70,512
*Metrologic Instruments, Inc......................... 2,600 46,963
*#Metrotrans Corp.................................... 1,600 15,000
Metrowest Bank MA.................................... 6,500 35,344
*Michael Anthony Jewelers, Inc....................... 4,100 13,325
Michael Foods, Inc................................... 12,891 182,891
*Michaels Stores, Inc................................ 15,200 299,250
*Micrel, Inc......................................... 1,700 89,250
*Micrion Corp........................................ 2,000 33,875
*Micro Bio-Medics, Inc............................... 2,100 41,475
*Micro Linear Corp................................... 6,200 124,000
*Micro Warehouse, Inc................................ 17,200 295,625
*Microage, Inc....................................... 7,250 130,953
*Microdyne Corp...................................... 6,000 35,250
*Microfluidics International Corp.................... 1,000 1,969
*Micrografx, Inc..................................... 5,000 33,750
*Microlog Corp....................................... 1,500 8,813
*Micronics Computers, Inc............................ 6,000 17,250
*Micros Systems, Inc................................. 3,100 122,450
*Micros to Mainframes, Inc........................... 1,800 6,750
*Microsemi Corp...................................... 4,000 52,000
*Microtel International, Inc......................... 1,960 5,513
*Microtest, Inc...................................... 5,800 24,288
*Microtouch Systems, Inc............................. 3,800 95,475
*Microwave Power Dynamics, Inc....................... 7,500 22,500
</TABLE>
24
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Mid Am, Inc.......................................... 10,306 $ 181,643
Mid America Banccorp................................. 5,192 108,383
*Midcom Communications, Inc.......................... 1,000 7,438
Midconn Bank Kensington, CT.......................... 900 21,094
*Middleby Corp....................................... 1,900 18,169
Middlesex Water Co................................... 2,300 38,381
*Midisoft Corp....................................... 1,800 2,081
Midland Co........................................... 1,100 51,288
*Midwest Express Holdings, Inc....................... 1,050 33,338
*Midwest Grain Products, Inc......................... 4,400 51,150
Mikasa, Inc.......................................... 9,700 115,188
*Mikohn Gaming Corp.................................. 6,400 27,200
*Millennium Pharmaceuticals, Inc..................... 3,600 61,650
*Miller Building Systems, Inc........................ 1,600 12,200
*Miller Industries, Inc.............................. 18,800 307,850
*Miltope Group, Inc.................................. 11,000 39,188
*Mindspring Enterprises, Inc......................... 1,700 16,256
Mine Safety Appliances Co............................ 1,900 118,038
Minntech Corp........................................ 3,700 45,788
Minuteman International, Inc......................... 1,000 9,250
Mississippi Chemical Corp............................ 15,242 346,756
*Mitcham Industries, Inc............................. 2,200 18,563
*Mity-Lite, Inc...................................... 1,600 20,900
Mobile Gas Service Corp.............................. 2,000 53,250
*Mobile Mini, Inc.................................... 2,600 9,588
*Mobile Telecommunications Technologies Corp......... 26,800 326,625
Modern Controls, Inc................................. 4,300 51,600
*Modtech, Inc........................................ 800 9,750
*Mohawk Industries, Inc.............................. 8,400 176,925
*Molecular Biosystems, Inc........................... 8,800 81,400
*Molecular Dynamics, Inc............................. 5,000 71,875
*Molten Metal Technology, Inc........................ 13,800 97,463
*Monaco Coach Corp................................... 2,100 46,463
*Monaco Finance, Inc. Class A........................ 2,300 3,091
*Monarch Casino and Resort, Inc...................... 5,800 17,763
Monarch Machine Tool Co.............................. 1,400 10,500
*Mondavi (Robert) Corp. Class A...................... 3,700 164,419
*Monro Muffler Brake, Inc............................ 3,757 70,913
*Monroc, Inc......................................... 1,700 16,044
*#Monterey Pasta Co.................................. 3,400 6,906
*Moog, Inc. Class A.................................. 2,700 67,838
*Moore Medical Corp.................................. 2,100 23,625
*Moore Products Co................................... 1,600 36,200
*Moovies, Inc........................................ 5,700 32,597
Morgan Keegan, Inc................................... 10,200 183,600
*Morgan Products, Ltd................................ 5,100 45,263
*Morningstar Group, Inc.............................. 7,200 189,450
Morrison Fresh Cooking, Inc.......................... 3,025 15,125
Morrison Health Care, Inc............................ 4,033 65,536
*Morrison Knudsen Corp............................... 25,000 315,625
*#Morrow Snowboards, Inc............................. 1,000 3,938
*Morton's Restaurant Group, Inc...................... 3,200 53,200
*Mosaix, Inc......................................... 4,700 65,213
*Moscom Corp......................................... 3,400 14,875
Mosinee Paper Corp................................... 7,800 209,138
*Mossimo, Inc........................................ 13,500 114,750
*Mother's Work, Inc.................................. 1,200 9,150
*Motivepower Industries, Inc......................... 8,500 118,469
*Motor Car Parts & Accessories, Inc.................. 2,400 40,200
*Motor Club of America............................... 700 9,669
Movado Group, Inc.................................... 1,500 33,563
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Movie Gallery, Inc.................................. 10,000 $ 65,625
*Moviefone, Inc. Class A............................. 2,200 15,538
Mueller (Paul) Co.................................... 2,200 78,375
*Mueller Industries, Inc............................. 14,200 566,225
*Multi Color Corp.................................... 1,000 6,375
*#Multicare Companies, Inc........................... 15,100 375,613
*Musicland Stores Corp............................... 17,100 34,200
*Mutual Savings Bank FSB Bay City, MI................ 1,700 13,919
*Mycogen Corp........................................ 16,900 395,038
Myers Industries, Inc................................ 8,500 148,750
*Mylex Corp.......................................... 10,500 105,656
*Mysoftware Co....................................... 1,000 2,125
*N & F Worldwide Corp................................ 1,500 11,625
*NAB Asset Corp...................................... 150 450
NAB Asset Corp. Liquidating Trust.................... 200 60
*NABI, Inc........................................... 17,300 122,181
NAC RE Corp.......................................... 3,500 139,563
*NAI Technologies, Inc............................... 4,087 21,968
NBT Bancorp.......................................... 3,446 71,505
*NBTY, Inc........................................... 9,300 216,225
NCH Corp............................................. 3,900 253,988
*NCI Building Systems, Inc........................... 4,800 138,900
NL Industries, Inc................................... 25,600 326,400
NN Ball & Roller, Inc................................ 10,800 128,250
*NPC International, Inc.............................. 12,300 144,525
*NPS Pharmaceuticals, Inc............................ 7,200 74,700
*NS Group, Inc....................................... 6,900 48,300
*NSA International, Inc.............................. 2,400 4,350
NSC Corp............................................. 5,700 10,331
*NTL, Inc............................................ 5,000 114,063
*#NTN Communications, Inc............................ 12,400 34,875
NUI Corp............................................. 5,500 120,313
NYMAGIC, Inc......................................... 7,600 147,250
Nacco Industries, Inc. Class A....................... 4,050 206,044
*Nanometrics, Inc.................................... 4,000 28,125
*Nantucket Industries, Inc........................... 1,200 1,800
*Napco Security Systems, Inc......................... 4,850 24,553
Nash Finch Co........................................ 4,700 92,825
*Nashua Corp......................................... 3,800 44,175
*Nathans Famous, Inc................................. 1,900 5,819
*National Auto Credit, Inc........................... 18,560 180,960
National Bancorp of Alaska, Inc...................... 2,200 174,350
*National Beverage Corp.............................. 9,200 105,225
*National City Bancorp............................... 3,590 74,052
National City Bankshares, Inc........................ 3,252 119,308
National Computer Systems, Inc....................... 7,600 193,800
*National Dentex Corp................................ 3,000 51,750
*National Education Corp............................. 17,800 373,800
*National Energy Group, Inc.......................... 17,670 56,323
National Gas & Oil Co................................ 6,652 58,621
*National Home Centers, Inc.......................... 3,000 5,344
*National Home Health Care Corp...................... 1,054 6,192
*National Instruments Corp........................... 1,500 49,406
National Insurance Group............................. 2,600 18,038
*National Media Corp................................. 11,700 86,288
*National Mercantile Bancorp......................... 200 300
*National Patent Development Corp.................... 6,580 48,116
National Penn Bancshares, Inc........................ 2,525 75,119
*National Picture and Frame Co....................... 4,500 49,219
National Presto Industries, Inc...................... 3,700 139,675
*National Record Mart, Inc........................... 1,900 2,939
</TABLE>
25
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*National RV Holdings, Inc........................... 3,100 $ 47,081
National Sanitary Supply Co.......................... 200 2,725
*National Standard Co................................ 6,500 45,500
*National Steel Corp. Class B........................ 10,500 141,750
National Technical Systems, Inc...................... 3,400 13,069
*National Techteam, Inc.............................. 7,400 182,225
*National Vision Association, Ltd.................... 10,200 52,913
*National Western Life Insurance Co. Class A......... 1,000 88,625
*Natural Alternatives International, Inc............. 3,400 24,438
*Natural Microsystems Corp........................... 5,000 122,813
*Natural Wonders, Inc................................ 3,000 13,031
Natures Sunshine Products, Inc....................... 10,159 170,163
*Navarre Corp........................................ 3,400 9,456
*Navigators Group, Inc............................... 3,200 55,800
Nelson (Thomas), Inc................................. 8,600 89,225
*Neogen Corp......................................... 2,700 19,406
*Neoprobe Corp....................................... 10,300 154,500
*Neorx Corp.......................................... 9,125 39,352
*Neose Technologies, Inc............................. 1,200 15,675
*Netcom On-Line Communication Services, Inc.......... 2,900 41,144
*Netframe Systems, Inc............................... 6,900 7,331
*Netmanage, Inc...................................... 22,500 78,750
*Netrix Corp......................................... 4,700 9,547
*Network Computing Devices, Inc...................... 8,400 107,100
*Network Equipment Technologies, Inc................. 10,400 179,400
*Network Imaging Corp................................ 11,600 23,381
*Network Peripherals, Inc............................ 6,000 57,938
*Network Six, Inc.................................... 275 438
*Neurex Co........................................... 10,400 151,450
*Neurobiological Technologies, Inc................... 800 1,825
*Neurogen Corp....................................... 7,100 134,013
*Neuromedical Systems, Inc........................... 10,200 67,894
*New Brunswick Scientific Co., Inc................... 2,541 17,628
New England Business Services, Inc................... 6,500 189,313
New England Community Bancorp, Inc. Class A.......... 1,200 19,725
New Hampsire Thrift BancShares, Inc.................. 200 2,963
*New Horizons Worldwide, Inc......................... 3,400 33,575
New Jersey Resources Corp............................ 9,100 283,238
*New Jersey Steel Corp............................... 2,300 15,238
*New Mexico & Arizona Land Co........................ 1,700 24,650
*New World Power Corp................................ 1,000 297
New York Bancorp, Inc................................ 8,500 278,375
Newcor, Inc.......................................... 2,300 19,406
Newmil Bancorp, Inc.................................. 3,500 34,125
*Newpark Resources, Inc.............................. 6,500 341,250
#Newport Corp........................................ 6,800 80,325
*Nexstar Pharmaceuticals, Inc........................ 4,396 46,982
*Nexthealth, Inc..................................... 3,400 6,163
*Nichols Research Corp............................... 5,450 104,913
Nitches, Inc......................................... 785 4,367
*Nobility Homes...................................... 1,500 18,938
*Noel Group, Inc..................................... 8,000 29,750
Noland Co............................................ 200 4,875
*Noodle Kidoodle, Inc................................ 3,800 13,775
*Nord Resources Corp................................. 10,400 29,900
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Norland Medical System, Inc......................... 400 $ 3,475
Norrell Corp......................................... 6,500 209,625
*Norstan, Inc........................................ 4,600 68,425
*Nortek, Inc......................................... 5,000 116,250
North American Mortgage Co........................... 7,000 140,875
North Carolina Natural Gas Corp...................... 3,200 98,800
Northern Technologies International.................. 1,700 14,344
*Northfield Laboratories, Inc........................ 7,000 69,125
#Northland Cranberries, Inc. Class A................. 7,100 91,856
*Northstar Health Services, Inc...................... 1,000 2,313
Northwest Natural Gas Co............................. 11,250 272,109
*Northwest Teleproductions, Inc...................... 200 788
Northwestern Public Service Co....................... 9,000 176,625
*Northwestern Steel & Wire Co........................ 17,500 42,109
*Norton McNaughton, Inc.............................. 6,000 31,125
Norwest Corp......................................... 0 1
Norwich Financial Corp............................... 2,400 47,400
*Norwood Promotional Products, Inc................... 2,200 32,038
*Novacare, Inc....................................... 32,900 415,363
*Novadigm, Inc....................................... 3,100 16,469
*Novametrix Medical Systems, Inc..................... 6,100 32,597
*Novavax, Inc........................................ 8,700 32,081
*Noven Pharmaceuticals, Inc.......................... 9,900 77,344
*Novitron International, Inc......................... 1,300 3,088
*Nu Horizons Electronics Corp........................ 4,400 38,225
*Nu-Kote Holding, Inc. Class A....................... 17,600 46,200
*Nuclear Metals, Inc................................. 13,000 212,063
*Numar Corp.......................................... 4,100 80,463
Numerex Corp. Class A................................ 2,000 9,938
*Nutramax Products, Inc.............................. 3,300 38,569
*Nview Corp.......................................... 3,000 7,031
*O'Charleys, Inc..................................... 4,100 57,656
*O'Reilly Automotive, Inc............................ 5,200 187,200
O'Sullivan Corp...................................... 9,400 84,600
*O'Sullivan Industries Holdings, Inc................. 8,400 131,250
*O.I. Corp........................................... 1,600 7,400
*#ODS Networks, Inc.................................. 8,200 132,738
*OEC Medical Systems, Inc............................ 6,600 110,550
*OHM Corp............................................ 13,500 108,000
OM Group, Inc........................................ 9,300 292,950
*OMI Corp............................................ 21,300 205,013
*OTR Express, Inc.................................... 200 800
*Oacis Healthcare Holdings Corp...................... 3,500 19,906
*Oak Hill Sportswear Corp............................ 800 1,175
*Oak Industries, Inc................................. 9,200 227,700
*Oak Technology, Inc................................. 10,000 94,375
*Oceaneering International, Inc...................... 11,900 202,300
*Odetics, Inc. Class A............................... 300 3,600
*#Odwalla, Inc....................................... 2,500 32,969
*Offshore Logistics, Inc............................. 9,800 177,013
Oglebay Norton Co.................................... 2,200 96,800
Oil-Dri Corp. of America............................. 4,000 61,500
*Old America Stores, Inc............................. 1,800 7,538
*Old Dominion Freight Lines, Inc..................... 7,200 91,800
*Olympic Steel, Inc.................................. 10,000 165,000
*Omega Environmental, Inc............................ 18,065 8,468
Omega Financial Corp................................. 3,150 103,950
*#Omni Multimedia Group, Inc......................... 1,500 1,688
*On Assignment, Inc.................................. 2,600 98,800
*On Technology Corp.................................. 1,700 6,056
OnbanCorp, Inc....................................... 6,200 291,788
*Oncogene Science, Inc............................... 12,600 80,325
</TABLE>
26
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Oncor, Inc.......................................... 11,800 $ 47,200
*One Price Clothing Stores, Inc...................... 5,200 22,100
Oneida, Ltd.......................................... 4,900 116,988
*Oneita Industries, Inc.............................. 2,700 2,194
*Onyx Acceptance Corp................................ 200 1,575
*Opinion Research Corp............................... 1,700 6,428
*Opta Food Ingredients, Inc.......................... 9,000 70,313
*Opti, Inc........................................... 6,300 32,878
Optical Coating Laboratory, Inc...................... 6,900 72,450
*Option Care, Inc.................................... 5,300 32,794
Orange & Rockland Utilities, Inc..................... 6,800 215,900
Orange Co., Inc...................................... 4,800 37,200
*Oravax, Inc......................................... 2,300 7,188
*Orbit International Corp............................ 2,400 4,575
*Orbital Sciences Corp............................... 16,900 279,906
*Orcad, Inc.......................................... 300 2,756
*Oregon Metallurgical Corp........................... 8,500 218,875
Oregon Steel Mills, Inc.............................. 12,800 240,000
*#Organogenesis, Inc................................. 8,875 166,406
*Oriole Homes Corp. Class A Convertible.............. 800 5,900
*Oriole Homes Corp. Class B.......................... 1,000 7,000
*Oroamerica, Inc..................................... 2,500 12,188
*Orphan Medical, Inc................................. 285 1,692
*Ortel Corp.......................................... 5,500 75,625
*#Orthodontic Centers of America, Inc................ 4,400 73,425
*Orthologic Corp..................................... 14,800 87,875
Oshkosh B'Gosh, Inc. Class A......................... 6,200 106,175
Oshkosh B'Gosh, Inc. Class B......................... 600 11,775
Oshkosh Truck Corp. Class B.......................... 3,800 51,775
*Oshman's Sporting Goods, Inc........................ 2,900 13,503
*Osmonics, Inc....................................... 7,100 116,263
*Osteotech, Inc...................................... 3,900 35,100
*#Ostex International, Inc........................... 7,100 14,422
Otter Tail Power Co.................................. 5,600 170,800
Outboard Marine Corp................................. 17,900 264,025
*Outlook Group Corp.................................. 1,800 8,100
Overseas Shipholding Group, Inc...................... 11,200 211,400
Owens & Minor, Inc................................... 16,000 202,000
Owosso Corp.......................................... 3,600 27,675
Oxford Industries, Inc............................... 4,400 106,150
*Oxigene, Inc........................................ 2,300 76,475
*#Oxis International, Inc............................ 8,400 7,219
*P&F Industries, Inc. Class A........................ 1,300 7,109
*P-Com, Inc.......................................... 8,400 269,850
*PAM Transportation Services, Inc.................... 2,500 18,594
*PC Quote, Inc....................................... 3,600 4,725
PCA International, Inc............................... 3,400 62,475
*PDT, Inc............................................ 6,200 175,150
*#PHP Healthcare Corp................................ 5,200 78,650
*PICO Holdings, Inc.................................. 7,909 32,625
*PLM International, Inc.............................. 5,100 28,688
*PMR Corp............................................ 2,400 43,200
*PMT Services, Inc................................... 16,600 263,525
*PPT Vision, Inc..................................... 2,700 21,263
*PRI Automation, Inc................................. 7,200 276,300
PS Group Holdings, Inc............................... 3,000 39,000
*PSC, Inc............................................ 5,600 37,100
*PST Vans, Inc....................................... 1,300 3,819
PXRE Corp............................................ 7,820 211,140
*Pacific Crest Capital, Inc.......................... 1,060 13,250
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Pacific Scientific Co................................ 6,100 $ 81,588
*Pacific Sunwear of California, Inc.................. 4,000 145,500
*Pages, Inc.......................................... 1,700 3,028
*Palatin Technologies, Inc........................... 250 363
Palfed, Inc.......................................... 2,000 32,750
*Palm Harbor Homes, Inc.............................. 3,500 97,781
*Palmer (Arnold) Golf Co............................. 1,600 7,200
*Palmer Wireless, Inc. Class A....................... 1,300 20,719
*Pamida Holdings Corp................................ 4,000 11,500
Pamrapo Bancorp, Inc................................. 1,300 25,838
*Panaco, Inc......................................... 5,000 19,844
Pancho's Mexican Buffet, Inc......................... 5,000 8,750
*Par Technology Corp................................. 7,500 73,125
*Paracelsus Healthcare Corp.......................... 3,300 13,613
*Paragon Trade Brands, Inc........................... 6,100 98,363
*Parallel Petroleum Corp............................. 8,700 39,694
*Parcplace-Digitalk, Inc............................. 4,600 5,750
*Paris Corp.......................................... 200 375
Park Electrochemical Corp............................ 5,600 140,700
Park National Corp................................... 1,200 75,150
*Park-Ohio Industries, Inc........................... 6,634 85,827
*Parker Drilling Co.................................. 34,200 329,175
*#Parkervision, Inc.................................. 5,500 90,063
Parkvale Financial Corp.............................. 1,952 54,168
*Parlux Fragrances, Inc.............................. 8,100 22,275
*Patina Oil & Gas Corp............................... 3,134 27,423
Patrick Industries, Inc.............................. 3,000 42,188
*Patterson Dental Co................................. 10,200 349,350
*#Patterson Energy, Inc.............................. 2,370 85,024
*Paul Harris Stores, Inc............................. 6,300 110,250
*Paul-Son Gaming Corp................................ 1,000 13,563
*Paxar Corp.......................................... 29,932 576,191
*Paxson Communications Corp.......................... 24,300 246,038
*Payless Cashways, Inc............................... 15,900 25,838
*Peak Technologies Group, Inc........................ 4,600 82,513
*Pediatric Services of America, Inc.................. 3,500 69,344
Peerless Manufacturing Co............................ 200 2,038
*Penederm, Inc....................................... 3,600 40,050
Penn Engineering & Manufacturing Corp. Class A....... 600 13,688
Penn Engineering & Manufacturing Corp. Non-voting.... 7,500 148,125
*Penn National Gaming, Inc........................... 6,700 119,344
*#Penn Traffic Co.................................... 6,300 46,463
*Penn Treaty American Corp........................... 3,800 103,550
Penn Virginia Corp................................... 4,100 198,338
Penn-America Group, Inc.............................. 2,850 43,106
Pennfed Financial Services, Inc...................... 2,100 50,925
Pennsylvania Enterprises, Inc........................ 4,800 118,800
*Penske Motorsports, Inc............................. 600 19,050
*Pentech International, Inc.......................... 4,100 8,200
Penwest, Ltd......................................... 3,200 62,000
Peoples Bancorp...................................... 200 4,450
Peoples Bancshares, Inc. Massachusetts............... 1,000 13,000
*Peoples Choice TV Corp.............................. 6,350 8,930
Peoples Heritage Financial Group, Inc................ 10,800 356,400
Peoples Savings Financial Corp....................... 900 30,150
*Peoples Telephone Co., Inc.......................... 8,050 27,672
*Perceptron, Inc..................................... 3,550 99,622
*Performance Food Group Co........................... 5,800 119,625
</TABLE>
27
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Perfumania, Inc..................................... 3,900 $ 14,625
*Perini Corp......................................... 2,800 20,125
*Periphonics Corp.................................... 2,500 45,781
*Perseptive Biosystems, Inc.......................... 10,700 67,209
*Personnel Group of America, Inc..................... 10,800 328,050
*Petco Animal Supplies, Inc.......................... 9,304 249,464
*Petrocorp, Inc...................................... 4,300 37,088
*Petroleum Development Corp.......................... 5,200 25,756
Petroleum Heat & Power Co., Inc. Class A............. 11,500 41,688
Petrolite Corp....................................... 4,500 270,563
*#Pharmaceutical Marketing Services, Inc............. 6,600 65,588
*Pharmaceutical Products Development Service Co...... 3,600 69,525
*Pharmaceutical Resources, Inc....................... 10,800 28,350
*Pharmchem Laboratories, Inc......................... 3,300 13,509
*Pharmos Corp........................................ 6,200 9,300
Philadelphia Suburban Corp........................... 9,500 178,125
*Phildelphia Consolidated Holding Corp............... 2,000 68,250
Phillips-Van Heusen Corp............................. 13,500 189,000
Phoenix Duff & Phelps Corp........................... 22,100 165,750
*Phoenix Gold International, Inc..................... 1,000 5,438
*Phoenix Network, Inc................................ 10,200 20,400
*Phoenix Technologies, Ltd........................... 12,700 174,625
*Photo Control Corp.................................. 1,000 3,375
*#Photronics, Inc.................................... 5,900 262,919
*Physician Computer Network, Inc..................... 26,500 150,719
*Physician Corp. of America.......................... 15,200 107,350
*Physician Reliance Network, Inc..................... 10,000 87,813
*Physician Sales & Service, Inc...................... 17,900 257,313
*Physicians Health Services, Inc. Class A............ 2,800 74,200
Piccadilly Cafeterias, Inc........................... 5,300 54,988
*Picturetel Corp..................................... 16,800 208,950
Piedmont Natural Gas Co.............................. 9,600 234,000
Pier 1 Imports, Inc. DE.............................. 13,540 302,958
*Piercing Pagoda, Inc................................ 1,700 45,263
*Pilgrim America Capital Corp........................ 1,900 25,769
Pilgrim Pride Corp................................... 16,600 207,500
Pillowtex Corp....................................... 5,100 109,013
*Pinkertons, Inc..................................... 3,300 96,938
Pinnacle Financial Services, Inc..................... 900 23,963
*#Pinnacle Micro, Inc................................ 3,800 4,988
*Pinnacle Systems, Inc............................... 3,700 67,294
Pioneer Financial Services, Inc...................... 4,600 129,375
Pioneer Group, Inc................................... 12,500 311,719
Pioneer Standard Electronics, Inc.................... 21,900 266,906
Piper Jaffray Companies, Inc......................... 9,100 178,588
Pitt-Des Moines, Inc................................. 3,600 108,000
*Pittencrieff Communications, Inc.................... 14,400 58,950
Pittston Co. Burlington Group........................ 10,400 267,800
Pittston Co. Minerals Group.......................... 4,200 57,750
*Plains Resources, Inc............................... 8,300 118,275
*Planar Systems, Inc................................. 5,500 64,969
*Plantronics, Inc.................................... 3,200 140,400
Plasti-Line, Inc..................................... 800 8,250
*Platinum Software Corp.............................. 11,600 104,763
*Play By Play Toys and Novelties, Inc................ 1,200 18,900
*Playboy Enterprises, Inc. Class A................... 2,800 31,150
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Playboy Enterprises, Inc. Class B................... 7,800 $ 91,650
*Players International, Inc.......................... 15,550 59,770
*Playtex Products, Inc............................... 25,400 244,475
Plenum Publishing Corp............................... 1,500 54,938
*Plexus Corp......................................... 3,200 121,600
Ply-Gem Industries, Inc. DE.......................... 10,500 175,875
Poe & Brown, Inc..................................... 3,400 102,638
*Polk Audio, Inc..................................... 500 4,500
*Pollo Tropical, Inc................................. 4,100 26,394
*Polycom, Inc........................................ 2,400 9,300
*Polymedica Industries, Inc.......................... 3,700 22,200
*Polyphase Corp...................................... 6,600 13,200
*Pomeroy Computer Resource, Inc...................... 3,250 75,563
*Ponder Industries, Inc.............................. 2,700 2,236
*Pool Energy Services Co............................. 9,400 155,688
Pope & Talbot, Inc................................... 6,700 110,550
*Porta Systems Corp.................................. 880 1,650
Portec, Inc.......................................... 7,610 83,234
Portsmouth Bank Shares, Inc.......................... 2,948 44,957
*Positive Response Television, Inc. Escrow........... 1,400 0
*Positron Corp....................................... 1,400 1,838
*Possis Medical, Inc................................. 6,000 91,125
Poughkeepsie Savings Bank FSB NY..................... 6,300 41,738
*Powell Industries, Inc.............................. 5,300 80,163
*Pre-Paid Legal Services, Inc........................ 10,700 216,006
*Precision Standard, Inc............................. 3,800 4,394
*Premenos Technology Corp............................ 9,500 65,313
*Premier Laser Systems, Inc. Class A................. 900 10,631
*Premiere Radio Networks, Inc........................ 1,800 32,625
*Premiere Radio Networks, Inc. Class A............... 600 10,875
Premiumwear, Inc..................................... 800 4,900
Presidential Life Corp............................... 16,500 238,219
*Presley Companies Class A........................... 5,600 8,400
*Price Communications Corp........................... 4,600 35,650
Price Enterprises, Inc............................... 10,300 190,550
*Pride Petroleum Services, Inc....................... 11,300 250,013
Prima Energy Corp.................................... 2,400 39,300
*Primadonna Resorts, Inc............................. 15,000 329,063
*Primark Corp........................................ 900 21,375
Prime Bancorp, Inc................................... 1,465 33,146
*Prime Hospitality Corp.............................. 14,700 273,788
*Prime Medical Services, Inc......................... 9,500 106,875
Primesource Corp..................................... 2,581 18,874
*Printronix, Inc..................................... 3,925 53,969
*#Procept, Inc....................................... 5,000 2,969
*Procyte Corp........................................ 5,200 7,719
Production Operators Corp............................ 5,100 339,788
*Profit Recovery Group International, Inc............ 9,000 108,000
*Programmers Paradise, Inc........................... 1,200 9,825
Progress Financial Corp.............................. 1,000 8,938
*Progress Software Corp.............................. 6,300 109,069
Progressive Bank, Inc................................ 1,500 39,188
*Project Software & Development, Inc................. 6,800 130,900
*Pronet, Inc......................................... 5,800 18,488
*Protection One, Inc................................. 6,000 75,000
*Protein Design Labs, Inc............................ 7,400 232,638
</TABLE>
28
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Proteon, Inc........................................ 7,700 $ 19,491
*Protocol Systems, Inc............................... 5,900 44,619
Providence & Worcester Railroad Co................... 800 9,800
Providence Energy Corp............................... 5,300 92,750
*Provident American Corp............................. 8,500 43,031
Provident Bankshares Corp............................ 4,410 167,304
*Proxim, Inc......................................... 4,900 124,644
*Proxima Corp........................................ 6,300 29,925
*Psinet, Inc......................................... 9,300 70,331
Psychemedics Corp.................................... 10,800 81,675
Public Service Co. of North Carolina................. 9,600 181,200
Pulaski Furniture Corp............................... 1,300 22,100
*Pure Atria Corp..................................... 2,204 35,126
*Pure World, Inc..................................... 3,800 12,588
*Puretec Corp........................................ 10,000 15,469
*Q Logic Corp........................................ 2,800 66,150
*QMS, Inc............................................ 6,400 20,800
*Quad Systems Corp................................... 3,600 33,750
Quaker Chemical Corp................................. 4,300 70,413
*Quaker City Bancorp, Inc............................ 1,400 27,125
*Quaker Fabric Corp.................................. 4,000 64,500
Quaker State Corp.................................... 18,000 272,250
*Quality Dining, Inc................................. 8,400 48,563
*Quality Food Centers, Inc........................... 9,300 353,400
*Quality Semiconductor, Inc.......................... 3,200 31,200
*Quality Systems, Inc................................ 2,700 20,756
Quanex Corp.......................................... 6,300 171,675
*#Quarterdeck Office Systems, Inc.................... 32,300 87,311
Queens County Bancorp................................ 4,500 186,188
Quest Medical, Inc................................... 4,200 30,975
*Quickresponse Services, Inc......................... 4,200 159,075
*Quickturn Design Systems, Inc....................... 6,600 67,650
*Quidel Corp......................................... 10,600 39,088
*Quiksilver, Inc..................................... 3,500 94,719
*Quipp, Inc.......................................... 800 11,100
Quixote Corp......................................... 4,300 33,594
*R & B, Inc.......................................... 4,100 30,750
RCSB Financial, Inc.................................. 7,300 299,300
*RDM Sports Group, Inc............................... 16,900 21,125
*RF Monolithics, Inc................................. 2,300 33,925
RLI Corp............................................. 4,500 143,438
*RMI Titanium Co..................................... 10,100 234,825
*RPC, Inc............................................ 22,700 309,288
*Racotek, Inc........................................ 12,300 29,981
*Rag Shops, Inc...................................... 2,300 7,475
*Ragan (Brad), Inc................................... 3,800 89,775
*Railtex, Inc........................................ 6,600 121,275
*Rainbow Technologies, Inc........................... 3,700 59,431
*Ralcorp Holdings, Inc............................... 10,000 121,250
*#Rally's Hamburgers, Inc............................ 18,300 51,469
Ramapo Financial Corp................................ 4,000 23,625
*Ramsay Health Care, Inc............................. 4,200 13,519
*Ramtron International Corp.......................... 18,300 92,072
*Rare Hospitality International, Inc................. 5,781 90,328
Raritan Bancorp, Inc. DE............................. 200 6,025
Raven Industries, Inc................................ 2,100 49,088
*Rawlings Sporting Goods, Inc........................ 3,800 32,775
Raymond Corp......................................... 4,035 131,138
Raymond James Financial, Inc......................... 15,600 429,000
*Reading Entertainment, Inc.......................... 2,000 23,125
*Recoton Corp........................................ 5,666 70,825
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Recovery Engineering, Inc........................... 1,600 $ 23,100
*#Redhook Ale Brewery, Inc........................... 2,000 14,750
*Redwood Empire Bancorp.............................. 900 11,813
*Reeds Jewelers, Inc................................. 220 1,540
Refac Technology Development Corp.................... 7,000 47,688
Regal Beloit Corp.................................... 10,300 274,238
*Regency Health Services, Inc........................ 8,400 102,900
*Regeneron Pharmaceuticals, Inc...................... 10,500 108,938
Regis Corp........................................... 11,270 240,192
*Rehabcare Group, Inc................................ 2,300 79,925
*Rehabilicare, Inc................................... 1,800 6,300
*Reliability, Inc.................................... 1,600 24,200
Reliance Steel and Aluminum Co....................... 5,200 188,500
Reliv International, Inc............................. 4,950 33,103
*Renal Treatment Centers, Inc........................ 12,200 350,750
*#Reno Air, Inc...................................... 5,200 40,950
*#Rent-Way, Inc...................................... 1,000 12,313
*Rentrak Corp........................................ 6,600 22,378
*Repligen Corp....................................... 6,100 7,530
*Reptron Electronics, Inc............................ 3,200 65,800
*Republic Automotive Parts, Inc...................... 1,300 20,881
Republic Bancorp, Inc................................ 7,800 101,400
*Republic Engineered Steels, Inc..................... 7,800 11,213
Republic Group, Inc.................................. 5,830 96,195
Republic Security Financial Corp..................... 3,900 30,713
*Res-Care, Inc....................................... 4,800 93,900
*Resound Corp........................................ 9,700 47,288
Resource America, Inc................................ 1,800 39,150
Resource Bancshares Mortgage Group, Inc.............. 13,986 210,664
*Respironics, Inc.................................... 9,900 199,238
*#Response Oncology, Inc............................. 4,800 33,600
*Retirement Care Association, Inc.................... 6,700 67,838
*Retix, Inc.......................................... 12,400 67,038
*Rex Stores Corp..................................... 5,000 51,250
*Rexel, Inc.......................................... 12,800 233,600
Rexene Corp.......................................... 7,400 110,075
*Rexhall Industries, Inc............................. 1,102 6,405
*Rexworks, Inc....................................... 1,000 3,625
*Ribi Immunochem Research, Inc....................... 16,400 70,725
*Riddell Sports, Inc................................. 4,055 19,008
*#Ride, Inc.......................................... 5,400 18,900
Riggs National Corp.................................. 15,200 279,300
*Right Management Consultants, Inc................... 3,300 34,444
*Right Start, Inc.................................... 5,200 16,250
*Rightchoice Managed Care, Inc. Class A.............. 1,400 16,450
*Rimage Corp......................................... 2,000 5,875
*Ringer Corp......................................... 6,500 9,445
*Rio Hotel & Casino, Inc............................. 10,600 155,025
Riser Foods, Inc. Class A............................ 4,400 183,425
Rival Co............................................. 4,900 68,906
*River Oaks Furniture, Inc........................... 2,400 4,725
Riverside Group, Inc................................. 1,000 2,188
Rivianna Foods, Inc.................................. 7,900 153,556
*Riviera Holdings Corporation........................ 2,500 33,594
Roanoke Electric Steel Corp.......................... 3,800 62,225
Robbins & Myers, Inc................................. 6,800 232,900
*Roberds, Inc........................................ 2,500 13,438
*Roberts Pharmaceutical Corp......................... 11,100 137,363
</TABLE>
29
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Robertson-Ceco Corp................................. 8,018 $ 65,647
Robinson Nugent, Inc................................. 1,900 10,925
*Robotic Vision Systems, Inc......................... 9,500 109,844
*Rochester Medical Corp.............................. 2,100 27,563
*Rock Bottom Restaurants, Inc........................ 4,000 43,000
Rock-Tenn Co. Class A................................ 19,600 296,450
*Rocky Mountain Chocolate Factory.................... 1,500 6,375
*Rocky Shoes & Boots, Inc............................ 2,000 26,750
*Rodman & Renshaw Capital Group, Inc................. 1,300 650
*Rogers Corp......................................... 10,000 330,000
*Rohr, Inc........................................... 12,600 266,175
Rollins Truck Leasing Corp........................... 21,400 294,250
Roper Industries, Inc................................ 10,800 530,550
*Ross Systems, Inc................................... 9,300 34,003
*Rotech Medical Corp................................. 12,700 216,694
Rotonics Manufacturing, Inc.......................... 2,500 3,594
*Rottlund, Inc....................................... 2,300 10,638
Rouge Steel Co. Class A.............................. 11,500 169,625
Rowe Furniture Corp.................................. 12,200 96,075
*Royal Appliance Manufacturing Co.................... 12,000 85,500
Royal Bancshares of Pennsylvania Class A............. 2,548 33,920
*Royal Grip, Inc..................................... 1,100 4,056
*Ruby Tuesday, Inc................................... 8,000 172,000
Ruddick Corp......................................... 18,600 281,325
*Rural/Metro Corp.................................... 5,700 182,400
Russ Berrie & Co., Inc............................... 11,900 246,925
Ryan Beck & Co....................................... 210 945
*Ryans Family Steak Houses, Inc...................... 25,500 232,688
Rykoff-Sexton, Inc................................... 18,100 346,163
Ryland Group, Inc.................................... 11,600 150,800
*S&K Famous Brands, Inc.............................. 2,500 26,094
S&T Bancorp, Inc..................................... 4,900 175,175
*S3, Inc............................................. 12,000 146,250
*SABA Petroleum Co................................... 4,600 71,300
*SBE, Inc............................................ 900 6,413
*SBS Technologies, Inc............................... 3,500 64,313
SC Bancorp........................................... 2,000 25,375
*SDL, Inc............................................ 8,100 163,013
SEI Investments Co................................... 9,200 206,425
SEMCO Energy, Inc.................................... 5,721 99,402
*SFX Broadcasting, Inc. Class A...................... 3,200 103,200
SI Handling, Inc..................................... 1,050 19,622
*SIS Bancorp, Inc.................................... 1,200 33,975
SJNB Financial Corp.................................. 1,300 31,281
SJW Corp............................................. 1,600 86,000
SL Industries, Inc................................... 9,200 78,200
*SLH Corp............................................ 875 48,344
*SMC Corp............................................ 3,300 27,638
*SMT Health Services, Inc............................ 1,677 18,028
*SOS Staffing Services, Inc.......................... 1,200 16,050
*SPS Technologies, Inc............................... 3,000 220,500
*SPS Transaction Service, Inc........................ 13,600 261,800
*SPSS, Inc........................................... 3,700 117,475
SPX Corp............................................. 7,300 435,263
*SSE Telecom, Inc.................................... 3,500 24,063
*STB Systems, Inc.................................... 2,300 73,888
*STM Wireless, Inc. Class A.......................... 2,900 22,113
*Safeguard Health Enterprises, Inc................... 4,400 51,700
*Safeskin Corp....................................... 12,700 322,263
*Safety 1st, Inc..................................... 4,400 28,875
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Safety Components International, Inc................ 2,600 $ 26,000
*Saga Communications, Inc. Class A................... 3,476 63,872
*Saint Jude Medical, Inc............................. 4,950 167,681
*Salant Corp. DE..................................... 6,500 22,750
Salient 3 Communications, Inc. Class A............... 2,400 30,150
*Salton/Maxim Housewares, Inc........................ 6,100 46,894
*San Filippo (John B.) & Son, Inc.................... 5,000 30,625
*San Francisco Co. Class A........................... 400 140
Sanderson Farms, Inc................................. 7,200 107,550
*Sands Regent Casino Hotel........................... 2,000 4,375
Sandwich Co-Operative Bank MA........................ 900 27,563
*Sangstat Medical Corp............................... 6,600 163,763
*Santa Cruz Operation, Inc........................... 18,700 82,397
*Santa Fe Gaming Corp................................ 2,400 1,950
Santa Monica Bank CA................................. 3,500 63,875
*Satcon Technology Corp.............................. 4,000 38,750
Savannah Foods & Industries, Inc..................... 13,100 204,688
Sbarro, Inc.......................................... 10,200 298,350
*Scan-Optics, Inc.................................... 14,900 76,363
*ScanSource, Inc..................................... 1,600 23,100
Schawk, Inc. Class A................................. 6,200 53,475
*Schieb (Earl), Inc.................................. 1,700 11,475
*Scholastic Corp..................................... 4,600 135,413
*Schuler Homes, Inc.................................. 10,100 57,444
Schult Homes Corp.................................... 1,320 22,935
Schultz Sav-O Stores, Inc............................ 1,700 29,325
*Sciclone Pharmaceuticals, Inc....................... 8,800 60,363
*Scientific Games Holdings Corp...................... 8,600 210,700
Scientific Technologies, Inc......................... 4,100 33,313
*Scios-Nova, Inc..................................... 17,987 113,543
Scope Industries, Inc................................ 3,500 182,000
*#Score Board, Inc................................... 3,400 3,613
Scotsman Industries, Inc............................. 4,900 130,463
*Scott's Liquid Gold, Inc............................ 4,000 10,000
*Scotts Co. Class A.................................. 9,600 280,800
Seacoast Banking Corp. Class A....................... 1,500 39,750
Seafield Capital Corp................................ 3,500 114,625
Sealright Co., Inc................................... 5,400 63,788
*Seattle Filmworks, Inc.............................. 8,100 95,175
Seaway Food Town, Inc................................ 400 9,100
*Secom General Corp.................................. 700 1,925
Second Bancorp, Inc.................................. 600 12,900
Security Capital Corp................................ 600 55,125
Security Connecticut Corp............................ 4,300 209,088
*Security First Corp................................. 200 4,325
*Seda Specialty Packaging Corp....................... 2,000 39,250
*Seeq Technology, Inc. DE............................ 16,600 40,722
*Segue Software, Inc................................. 3,500 35,219
*Seitel, Inc......................................... 5,000 185,625
Selas Corp. of America............................... 1,300 21,125
Selective Insurance Group, Inc....................... 7,300 324,394
*Semiconductor Packaging Materials Co., Inc.......... 3,000 28,688
*Semitool, Inc....................................... 6,400 79,600
*Semtech Corp........................................ 3,000 94,500
*Seneca Foods Corp. Class A.......................... 200 3,563
*Seneca Foods Corp. Class B.......................... 1,100 19,525
*Sentry Technology Corp.............................. 1,829 5,487
*Sepracor, Inc....................................... 12,800 312,800
*Sequa Corp. Class A................................. 2,600 126,750
</TABLE>
30
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Sequa Corp. Class B................................. 1,700 $ 93,500
*Sequana Therapeutics, Inc........................... 8,000 96,000
*Sequent Computer Systems, Inc....................... 16,800 282,450
*Sequus Pharmaceuticals, Inc......................... 24,100 169,453
*Seragen, Inc........................................ 8,300 12,191
*Serv-Tech, Inc...................................... 2,600 14,300
*Service Merchandise Co., Inc........................ 49,800 161,850
*Servico, Inc........................................ 8,400 124,950
*Servotronics, Inc................................... 900 4,781
Sevenson Environmental Services, Inc................. 1,300 23,725
*Shaman Pharmaceuticals.............................. 6,900 39,675
*Shared Technologies Fairchild, Inc.................. 7,600 39,425
*Sharper Image Corp.................................. 5,900 21,388
*Shaw Group, Inc..................................... 5,800 100,775
*Sheffield Medical Technologies, Inc................. 5,400 14,850
Shelby Williams Industries, Inc...................... 4,400 57,200
*Sheldahl, Inc....................................... 6,900 147,488
Shelter Components, Inc.............................. 3,800 46,075
*Sheridan Healthcare, Inc............................ 400 3,475
*Sherwood Group, Inc................................. 6,500 80,438
*Shiloh Industries, Inc.............................. 6,500 108,875
*#Shiva Corp......................................... 19,300 247,281
*Shoe Carnival, Inc.................................. 5,800 44,588
*Sholodge, Inc....................................... 3,600 49,050
*Shoney's, Inc....................................... 24,200 136,125
Shopko Stores, Inc................................... 19,400 458,325
Shoreline Financial Corp............................. 1,764 48,069
*Shorewood Packaging Corp............................ 9,200 188,025
*Show Biz Pizza Time, Inc............................ 7,200 162,900
Showboat, Inc........................................ 8,800 173,800
*Showscan Entertainment, Inc......................... 2,800 6,650
*Shuffle Master, Inc................................. 5,600 47,950
*Sierra Health Services, Inc......................... 8,900 277,013
*Sierra Semiconductor Corp........................... 14,300 344,094
Sierrawest Bancorp................................... 1,400 29,138
Sifco Industries, Inc................................ 7,000 101,500
Sigcorp, Inc......................................... 11,850 299,213
*Sight Resource Corp................................. 4,000 15,750
*Sigma Circuits, Inc................................. 1,500 6,188
*Sigma Designs, Inc.................................. 5,200 28,925
*Sigmatron International, Inc........................ 1,400 21,788
*#Signal Apparel Co., Inc. Class A................... 6,200 7,750
*Signal Technology Corp.............................. 2,700 19,913
*Signature Brands USA, Inc........................... 6,100 22,303
*Silicon Storage Technology, Inc..................... 3,500 12,688
*Silicon Valley Bancshares........................... 4,700 183,888
*Silicon Valley Group, Inc........................... 13,000 310,375
*Siliconix, Inc...................................... 4,000 97,250
*#Silverado Foods, Inc............................... 2,400 2,850
Simmons First National Corp. Class A................. 1,650 45,375
Simpson Industries, Inc.............................. 9,450 96,272
*#Simula, Inc........................................ 4,950 88,481
*Sinclair Broadcast Group, Inc. Class A.............. 1,300 32,500
*Sinter Metals, Inc. Class A......................... 2,000 73,750
*Sirena Apparel Group, Inc........................... 2,100 7,481
*Sizzler International, Inc.......................... 11,500 27,313
Skaneateles Bancorp, Inc............................. 600 11,325
Skyline Corp......................................... 5,100 125,588
Skywest, Inc......................................... 5,000 74,688
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Sloan Supermarket, Inc.............................. 1,200 $ 2,775
Smart & Final Food, Inc.............................. 10,200 218,025
Smith (A.O.) Corp.................................... 8,500 312,375
Smith (A.O.) Corp. Convertible Class A............... 2,400 88,050
*Smithfield Foods, Inc............................... 9,000 492,188
*Smiths Food & Drug Centers, Inc. Class B............ 6,000 283,500
Smucker (J.M.) Co. Class A........................... 7,200 139,500
Smucker (J.M.) Co. Class B........................... 13,000 242,125
Snyder Oil Corp...................................... 15,600 284,700
*Sodak Gaming, Inc................................... 11,400 166,013
*Softech, Inc........................................ 1,600 5,350
*Softnet Systems, Inc................................ 3,236 20,630
*#Software Spectrum, Inc............................. 1,900 26,363
*Somatix Therapies Corp.............................. 11,600 25,013
*#Somatogen, Inc..................................... 10,400 56,225
Somerset Group, Inc.................................. 312 4,563
*Sonic Corp.......................................... 6,600 114,675
*Sonic Solutions..................................... 3,300 19,800
*Sound Advice, Inc................................... 1,422 2,222
South Jersey Industries, Inc......................... 5,348 119,662
Southdown, Inc....................................... 8,600 347,225
Southern California Water Co......................... 3,000 69,750
*Southern Electronics Corp........................... 3,550 36,388
*Southern Energy Homes, Inc.......................... 7,175 78,925
*Southern Union Co................................... 6,785 160,296
*Southwall Technologies, Inc......................... 3,200 22,000
Southwest Bancorp, Inc............................... 1,500 32,813
Southwest Bancshares, Inc. DE........................ 1,350 26,494
Southwest Gas Corp................................... 13,300 227,763
Southwest National Corp.............................. 200 8,625
Southwest Securities Group, Inc...................... 4,400 70,950
Southwest Water Co................................... 2,080 26,780
Southwestern Energy Co............................... 12,400 164,300
Sovereign Bancorp, Inc............................... 28,076 370,252
*Spacehab, Inc....................................... 1,000 6,813
*Spacelabs Medical, Inc.............................. 5,000 111,875
*Spaghetti Warehouse, Inc............................ 2,800 14,175
Span-American Medical System, Inc.................... 1,700 8,713
Spartan Motors, Inc.................................. 6,200 46,500
Spartech Corp........................................ 13,200 166,650
*Sparton Corp........................................ 5,100 44,625
*Special Devices, Inc................................ 3,800 69,113
*Specialty Chemical Resources, Inc................... 1,500 3,000
*Specialty Equipment Co., Inc........................ 8,700 118,538
*Specialty Teleconstructors, Inc..................... 1,000 10,813
*Spectran Corp....................................... 2,400 44,400
*Spectranetics Corp.................................. 11,702 28,158
*Spectrian Corp...................................... 4,100 90,713
*Spectrum Control, Inc............................... 5,400 20,925
*Spectrum Holobyte, Inc.............................. 13,500 84,375
*Speedfam International, Inc......................... 6,300 229,556
*Speizman Industries, Inc............................ 1,200 6,450
*Spelling Entertainment Group, Inc................... 12,000 81,000
*Spice Entertainment Companies, Inc.................. 6,500 17,063
*Spine-Tech, Inc..................................... 2,500 86,719
*Spire Corp.......................................... 3,200 16,000
*Sport Chalet, Inc................................... 1,400 3,938
*Sport Supply Group, Inc............................. 4,200 27,300
*Sport-Haley, Inc.................................... 2,200 41,525
</TABLE>
31
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*#Sportmart, Inc..................................... 2,100 $ 5,644
*Sportmart, Inc. Class A............................. 2,000 4,344
*Sports Authority, Inc............................... 15,700 282,600
*Sports Club Co., Inc................................ 5,700 28,500
*Springs Industries, Inc. Class A.................... 3,200 162,000
*#Spyglass, Inc...................................... 2,000 18,750
St. Francis Capital Corp............................. 2,900 87,000
St. Joseph Light & Power Co.......................... 54,400 870,400
St. Mary Land & Exploration Co....................... 4,400 139,700
St. Paul Bancorp, Inc................................ 11,025 347,288
*Staar Surgical Co................................... 6,500 85,719
*#Stac, Inc.......................................... 15,300 65,025
*Staff Builders, Inc. Class A........................ 13,300 26,600
*Stage II Apparel Corp............................... 1,700 3,081
*Standard Commercial Corp............................ 4,730 79,816
*Standard Management Corp............................ 2,100 12,075
*Standard Microsystems Corp.......................... 6,900 61,238
Standard Motor Products, Inc. Class A................ 6,600 90,750
Standard Pacific Corp. DE............................ 15,000 153,750
Standard Products Co................................. 8,400 208,950
Standex International Corp........................... 6,700 182,575
*Stanford Telecommunications, Inc.................... 13,800 225,975
Stanhome, Inc........................................ 8,900 279,238
*Stanley Furniture, Inc.............................. 1,800 31,725
*Star Multi Care Services, Inc....................... 1,885 8,365
*Starcraft Corp...................................... 1,300 3,656
Starret Corp......................................... 3,300 33,000
Starrett (L.S.) Co. Class A.......................... 3,500 104,125
*Starter Corp........................................ 13,900 62,550
State Auto Financial Corp............................ 7,500 144,375
State Financial Services Corp. Class A............... 1,560 32,955
*State of the Art, Inc............................... 5,600 63,350
*Station Casinos, Inc................................ 17,700 157,088
*Steck-Vaughn Publishing Corp........................ 1,700 22,844
*Steel of West Virginia, Inc......................... 4,400 42,900
Steel Technologies, Inc.............................. 6,000 62,625
*Stein Mart, Inc..................................... 11,400 343,425
Stepan Co............................................ 4,000 78,500
Stephan Co........................................... 1,600 14,800
Sterling Bancorp..................................... 3,700 69,375
Sterling Bancshares.................................. 4,725 72,647
*Sterling Electronics Corp........................... 2,600 31,200
*Sterling Financial Corp. WA......................... 2,720 49,640
*Sterling House Corp................................. 1,900 29,213
*Stevens International, Inc. Class A................. 4,000 5,000
Stewart Information Services Corp.................... 2,700 52,819
Stifel Financial Corp................................ 2,364 18,617
*Stillwater Mining Co................................ 5,000 115,938
*Stimsonite Corp..................................... 5,900 34,478
*Stokely USA, Inc.................................... 4,400 4,744
Stone & Webster, Inc................................. 6,400 274,400
*Stone Energy Corp................................... 7,300 204,400
*Storage Computer Corp............................... 2,100 28,613
*Strategic Diagnostics, Inc.......................... 1,000 1,500
*Strategic Distribution, Inc......................... 26,792 105,494
*Stratus Computer, Inc............................... 5,000 228,750
Strawbridge & Clothier Class A....................... 4,200 70,088
Stride Rite Corp..................................... 24,500 373,625
*Strouds, Inc........................................ 7,200 14,400
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Structural Dynamics Research Corp................... 2,400 $ 58,500
*Struthers Industries, Inc........................... 1,997 936
*Stuart Entertainment, Inc........................... 2,700 8,269
Student Loan Corp.................................... 5,600 214,200
Sturm Ruger & Co., Inc............................... 13,500 254,813
*#Submicron Systems Corp............................. 8,400 21,525
*Substance Abuse Technologies, Inc................... 17,700 23,231
*Successories, Inc................................... 2,600 15,600
Suffolk Bancorp...................................... 2,000 49,250
*Sugen, Inc.......................................... 8,500 105,719
*Sulcus Computer Corp................................ 6,285 10,999
Sullivan Dental Products, Inc........................ 4,800 74,700
Sumitomo Bank of California.......................... 8,200 230,625
*Summa Four, Inc..................................... 3,000 23,250
Summit Bancshares, Inc............................... 1,000 25,750
*Summit Care Corp.................................... 3,400 41,225
*Summit Technology, Inc.............................. 12,300 94,556
*Summitt Medical Systems, Inc........................ 7,700 20,694
*Sun Coast Industries, Inc........................... 3,200 10,800
*Sun Healthcare Group, Inc........................... 17,100 286,425
Sun Television and Appliances, Inc................... 10,400 21,450
*Sunair Electronics, Inc............................. 3,000 5,625
*Sunbelt Nursery Group, Inc.......................... 2,600 2,763
*Sundance Homes, Inc................................. 3,000 6,750
*Sunglass Hut International, Inc..................... 27,100 184,619
*Sunrise Medical, Inc................................ 9,400 121,025
*Sunrise Resources, Inc.............................. 2,800 10,150
*Superconductor Technologies, Inc.................... 3,000 10,500
*#Superior Energy Services, Inc...................... 7,000 34,563
Superior Surgical Manufacturing Co., Inc............. 9,900 113,850
*Supertex, Inc....................................... 26,500 395,844
*Suprema Specialties, Inc............................ 3,400 13,069
*Supreme Industries, Inc............................. 3,675 26,184
*Supreme International Corp.......................... 2,200 35,475
*Surety Capital Corp................................. 2,900 14,681
*Surgical Laser Technologies, Inc.................... 3,800 4,631
Susquehanna Bancshares, Inc.......................... 6,575 255,603
*Swift Energy Corp................................... 7,500 200,625
*Swift Transportation, Inc........................... 9,500 306,375
*Swing-n-Slide Corp.................................. 1,936 7,684
*#Swisher International, Inc......................... 700 5,950
*Swiss Army Brands, Inc.............................. 4,100 48,944
*Sybron Chemicals, Inc............................... 1,100 19,525
*Sylvan Learning Systems, Inc........................ 2,250 81,141
*Sylvan, Inc......................................... 5,700 61,988
*Symantec Corp....................................... 20,800 397,800
*Symetrics Industries, Inc........................... 800 7,000
*Symix Systems, Inc.................................. 2,800 25,025
*Symmetricom, Inc.................................... 13,300 210,306
*Syms Corp........................................... 9,900 96,525
Synalloy Corp. DE.................................... 11,500 184,000
*Synaptic Pharmaceutical Corp........................ 900 11,869
*Synbiotics Corp..................................... 3,700 14,684
*Syncor International Corp. DE....................... 5,500 50,875
*Synetic, Inc........................................ 6,600 256,575
*Syntellect, Inc..................................... 6,000 19,688
*#Syquest Technology, Inc............................ 7,900 15,677
*System Software Associates, Inc..................... 21,300 196,359
*Systems & Computer Technology Corp.................. 13,900 333,600
</TABLE>
32
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Systemsoft Corp..................................... 11,200 $ 133,000
*T Cell Sciences, Inc................................ 9,900 15,159
*T-HQ, Inc........................................... 200 1,619
*T-Netix, Inc........................................ 3,200 31,000
*TBC Corp............................................ 11,950 91,119
TCBY Enterprises, Inc................................ 12,400 74,400
*TCC Industries, Inc................................. 1,100 2,475
*TCI International, Inc.............................. 1,200 7,650
*TCSI Corp........................................... 11,500 74,031
*TESSCO Technologies, Inc............................ 1,700 35,913
*TFC Enterprises, Inc................................ 4,500 7,313
*TII Industries, Inc................................. 2,960 16,280
TJ International, Inc................................ 8,200 190,138
*TMBR/Sharp Drilling, Inc............................ 1,300 14,625
TNP Enterprises, Inc................................. 6,500 143,000
TR Financial Corp.................................... 8,800 179,300
*TRC Companies, Inc.................................. 2,600 9,425
*TRM Copy Centers Corp............................... 4,000 42,500
*TRO Learning, Inc................................... 2,400 24,300
*TSF Communications Corp............................. 2,400 63,450
TSI, Inc. MN......................................... 6,600 59,400
*#TSR, Inc........................................... 1,200 29,550
Tab Products Co. DE.................................. 2,100 19,819
*Taco Cabana, Inc.................................... 7,900 39,994
*Talley Industries, Inc.............................. 7,400 62,900
*Tandy Brand Accessories, Inc........................ 2,700 24,638
*Tandy Crafts, Inc................................... 6,300 30,713
*Tanknology Environmental, Inc....................... 5,600 9,450
*Targeted Genetics Corp.............................. 10,100 31,563
Tasty Baking Co...................................... 3,100 49,988
*Team, Inc........................................... 2,800 5,250
*Tech-Sym Corp....................................... 2,400 76,500
Tech/Ops Sevcon, Inc................................. 1,300 14,950
*Techne Corp......................................... 4,700 130,719
*Technical Communications Corp....................... 400 3,550
Technitrol, Inc...................................... 6,200 155,000
*Technol Medical Products, Inc....................... 10,000 191,250
Technology Research Corp............................. 2,100 8,138
*Technology Solutions Corp........................... 7,800 284,700
Tejon Ranch Co....................................... 9,100 154,700
*Tekelec............................................. 5,200 181,350
*Tel-Save Holdings, Inc.............................. 5,500 84,563
*Telco Systems, Inc.................................. 5,300 54,988
*Telcom Semiconductor, Inc........................... 1,100 5,638
*#Telemundo Group, Inc. Class A...................... 3,200 79,600
*Teltrend, Inc....................................... 1,600 26,600
*Telular Corp........................................ 3,900 14,016
Telxon Corp.......................................... 8,100 149,850
*Temtex Industries, Inc.............................. 1,400 3,763
Tennant Co........................................... 4,000 121,500
*Terex Corp.......................................... 6,100 96,075
*Tesoro Petroleum Corp............................... 14,200 186,375
*Tetra Tech, Inc..................................... 5,312 103,916
*Tetra Technologies, Inc............................. 6,400 155,600
*#Texas Biotechnology Corp........................... 12,700 68,263
Texas Industries, Inc................................ 11,200 268,800
*Texas Meridian Resources Corp....................... 7,200 90,000
*Texas Micro, Inc.................................... 6,100 20,778
Texas Regional Banchshares, Inc. Class A............. 2,500 79,375
*Texfi Industries, Inc............................... 3,700 13,875
*Thackeray Corp...................................... 3,600 9,000
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Theragenics Corp.................................... 10,400 $ 229,450
*Theratech, Inc. UT.................................. 10,150 112,919
*Thermedics, Inc..................................... 5,200 87,100
*#Thermo Ecotek Corp................................. 9,500 152,000
*Thermo Fibertek, Inc................................ 9,800 107,188
*Thermo Power Corp................................... 6,200 37,200
Thermo Remediation, Inc.............................. 6,400 44,800
*#Thermo Terratech, Inc.............................. 12,000 131,250
*Thermo Voltek Corp.................................. 4,800 41,400
*#Thermolase Corp.................................... 20,300 300,694
*Thermotrex Corp..................................... 9,600 277,200
*Thermwood Corp...................................... 1,000 1,625
*Thomas Group, Inc................................... 2,800 31,850
Thomas Industries, Inc............................... 5,300 149,063
Thomaston Mills, Inc................................. 1,900 20,663
*Thompson PBE, Inc................................... 4,800 22,200
Thor Industries, Inc................................. 4,300 102,663
*Thorn Apple Valley, Inc............................. 3,900 69,225
*Three-Five Systems, Inc............................. 3,100 46,113
*Timberland Co. Class A.............................. 4,200 246,225
Timberline Software Corp............................. 2,200 16,913
*Tipperary Corp...................................... 6,500 28,844
*Titan Corp.......................................... 8,100 33,413
Titan Holdings, Inc.................................. 7,350 141,488
Titan International, Inc............................. 8,800 134,200
Toastmaster, Inc..................................... 3,000 10,500
*#Today's Man, Inc................................... 4,300 13,169
*Todd Shipyards Corp................................. 5,000 21,875
Todd-AO Corp. Class A................................ 220 1,898
*Toddhunter International, Inc....................... 3,600 26,325
*Tokheim Corp........................................ 3,300 32,588
*Toll Brothers, Inc.................................. 16,700 304,775
Tompkins County Trustco, Inc......................... 220 7,150
*Top Source Technologies, Inc........................ 14,200 25,738
*Topps, Inc.......................................... 24,100 91,128
*#Tops Appliance City, Inc........................... 2,900 3,127
*Toreador Royalty Corp............................... 1,500 4,500
Toro Co.............................................. 6,000 225,000
*Total-Telephone USA Communications, Inc............. 1,500 27,563
*Touchstone Software Corp............................ 3,100 6,878
Tower Air, Inc....................................... 7,400 23,588
*Tower Automotive, Inc............................... 7,100 281,338
*Toy Biz, Inc. Class A............................... 10,200 90,525
*Tracor, Inc......................................... 12,300 310,575
*Tractor Supply Co................................... 7,000 142,625
*Trak Auto Corp...................................... 3,300 41,869
Trans Financial, Inc................................. 5,100 126,225
*#Trans World Airlines, Inc.......................... 24,000 205,500
*Trans World Entertainment Corp...................... 4,400 66,275
*Transact Technologies, Inc.......................... 1,507 18,272
*Transaction Network Services, Inc................... 10,600 159,000
*Transcend Services, Inc............................. 9,700 37,588
*Transitional Hospitals Corp......................... 22,200 352,425
*Transmation, Inc.................................... 1,000 13,250
Transmedia Network, Inc.............................. 5,100 17,213
*TransNet Corp....................................... 2,000 5,313
Transport Leasing International, Inc................. 1,500 11,531
Transtechnology Corp................................. 2,800 56,000
*Transwitch Corp..................................... 6,000 37,875
*Transworld Healthcare, Inc.......................... 5,000 48,750
*Travel Ports of America, Inc........................ 2,332 6,122
</TABLE>
33
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
Treadco, Inc......................................... 1,900 $ 18,525
Tredegar Industries, Inc............................. 5,500 300,438
*Tremont Corp. DE.................................... 2,900 118,900
*Trend-Lines, Inc. Class A........................... 2,400 17,175
Trenwick Group, Inc.................................. 3,900 131,869
*Trescom International, Inc.......................... 2,000 14,250
*Tri-Lite, Inc....................................... 29 1
*Triad Guaranty, Inc................................. 2,600 89,050
Triangle Bancorp, Inc................................ 5,200 99,775
*Triangle Pacific Corp............................... 7,300 216,719
*Triarc Companies, Inc. Class A...................... 9,600 219,600
*Trico Bancshares.................................... 500 11,813
*Tricord Systems, Inc................................ 5,300 3,727
*Trident Microsystems, Inc........................... 6,300 90,169
*Tridex Corp......................................... 1,500 5,156
*#Trikon Technologies, Inc........................... 1,000 8,438
*Trimark Holdings, Inc............................... 1,700 6,694
*Trimble Navigation, Ltd............................. 11,000 167,750
*Trimedyne, Inc...................................... 5,400 16,875
*Trinitec Systems, Inc. Class A...................... 2,900 15,950
Trion, Inc........................................... 2,800 12,775
*Triple S Plastics, Inc.............................. 700 5,206
*Tripos, Inc......................................... 1,100 17,325
*Triquint Semiconductor, Inc......................... 4,100 162,463
*Trism, Inc.......................................... 1,100 3,231
*Tristar Corp........................................ 1,000 9,500
True North Communications, Inc....................... 11,900 236,513
*Truevision, Inc..................................... 6,300 12,600
*Trump Hotels & Casino Resorts, Inc.................. 7,500 73,125
Trust Co. of New Jersey.............................. 9,300 170,306
Trustco Bank Corp. NY................................ 11,941 247,776
*Tseng Laboratories, Inc............................. 9,500 35,625
*Tuboscope Vetco International, Inc.................. 20,800 335,400
*Tucson Electric Power Co............................ 16,080 237,180
*Tuesday Morning Corp................................ 3,100 83,700
*Tultex Corp......................................... 14,700 93,713
*Turner Corp......................................... 2,600 40,300
Tuscarora, Inc....................................... 4,700 71,381
Twin Disc, Inc....................................... 1,000 24,000
*Tyler Corp.......................................... 10,900 20,438
U.S. Bancorp, Inc.................................... 2,000 95,250
*U.S. Bioscience, Inc................................ 11,400 119,700
*U.S. Diagnostic, Inc................................ 13,200 99,825
U.S. Freightways Corp................................ 11,300 272,613
*UFP Technologies, Inc............................... 2,300 9,919
*UNC, Inc............................................ 9,200 133,400
UNR Industries, Inc.................................. 26,200 160,475
*URS Corp............................................ 4,300 47,300
*US Can Corp......................................... 10,500 170,625
*US Servis, Inc...................................... 2,500 6,016
US Trust Corp........................................ 7,600 356,250
*US Xpress Enterprises, Inc. Class A................. 2,700 46,406
*USA Truck, Inc...................................... 1,900 18,763
*USCI, Inc........................................... 4,500 16,594
*USData Corp......................................... 3,450 16,172
*USMX, Inc........................................... 5,900 5,900
UST Corp............................................. 15,340 324,058
USX-Delhi Group...................................... 8,000 109,000
*UTI Energy Corp..................................... 1,000 37,375
*Ultimate Electronics, Inc........................... 2,700 8,100
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Ultra Pacific, Inc.................................. 1,700 $ 12,538
*Ultradata Corp...................................... 1,000 3,063
*Ultradata Systems, Inc.............................. 1,000 6,188
*Ultrak, Inc......................................... 7,900 101,219
*#Ultralife Batteries, Inc........................... 3,100 37,975
*Ultratech Stepper, Inc.............................. 10,100 205,156
*#Unapix Entertainment, Inc.......................... 2,100 9,188
Uni-Marts, Inc....................................... 4,500 23,063
Unico American Corp.................................. 2,300 24,438
*UniComp, Inc........................................ 2,800 24,500
Unifirst Corp........................................ 10,300 202,138
*Uniflex, Inc........................................ 1,700 11,794
Uniforce Temporary Personnel, Inc.................... 1,100 18,219
*#Unigene Laboratories, Inc.......................... 13,900 47,130
*Unimark Group, Inc.................................. 3,800 25,175
*Unimed Pharmaceuticals, Inc......................... 3,900 21,450
*Union Acceptance Corp. Class A...................... 1,600 14,100
*Union Corp. DE...................................... 3,900 88,238
*Uniphase Corp....................................... 6,000 313,500
*Unique Mobility, Inc................................ 5,900 28,763
*Uniroyal Technology Corp............................ 5,900 17,884
*Unison Software, Inc................................ 2,700 20,419
*Unit Corp........................................... 12,100 130,075
*Unit Instruments, Inc............................... 1,700 15,725
*United American Healthcare Corp.,................... 4,000 25,000
United Bankshares, Inc. WV........................... 7,400 277,500
United Carolina Bancshares Corp...................... 9,450 421,706
United Cities Gas Co................................. 5,200 117,650
*United Dental Care, Inc............................. 1,500 25,313
United Financial Corp. MN............................ 400 7,750
United Fire Casualty Co.............................. 3,200 116,400
*United Foods, Inc. Class A.......................... 1,000 2,063
United Guardian, Inc................................. 1,900 5,938
United Illuminating Co............................... 7,100 203,238
United Industrial Corp............................... 7,800 64,350
United National Bancorp.............................. 1,172 45,855
*United Retail Group, Inc............................ 5,500 16,156
*United States Energy Corp........................... 5,600 51,450
*United States Home Corp............................. 5,700 150,338
*United States Long Distance Corp.................... 7,100 110,494
*United Stationers, Inc.............................. 222 4,829
*United Video Satellite Group, Inc. Class A.......... 8,700 144,638
United Water Resources, Inc.......................... 17,100 307,800
United Wisconsin Services, Inc....................... 8,100 288,563
*Unitel Video, Inc................................... 700 4,200
Unitil Corp.......................................... 1,400 28,000
Unitog Co............................................ 4,800 111,600
*Unitrode Corp....................................... 5,800 287,825
*Universal Electronics, Inc.......................... 2,700 15,019
Universal Forest Products, Inc....................... 14,000 191,625
*Universal Hospital Services, Inc.................... 2,100 30,975
*Universal International, Inc........................ 2,000 2,125
*Universal Seismic Association, Inc.................. 1,600 3,200
*Universal Stainless & Alloy Products, Inc........... 1,700 22,206
*Universal Standard Medical Labs, Inc................ 2,500 8,438
*Uno Restaurant Corp................................. 7,000 41,125
Upper Peninsula Energy Corp.......................... 1,000 19,250
*Uranuim Resources, Inc.............................. 8,900 50,619
*Urban Outfitters, Inc............................... 10,300 166,088
</TABLE>
34
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Urogen Corp. (Restricted)........................... 2,100 $ 0
*#Urohealth Systems, Inc. Class A.................... 10,500 88,922
*Uromed Corp......................................... 14,700 67,988
*Utah Medical, Inc................................... 4,400 33,550
*Utilx Corp.......................................... 2,800 11,900
*Utopia Marketing, Inc............................... 3,400 680
*V Band Systems, Inc................................. 2,100 4,200
*V Mark Software, Inc................................ 3,238 25,702
*VLSI Technology, Inc................................ 2,200 53,763
*VTEL Corp........................................... 11,048 67,324
*VWR Scientific Products Corp........................ 8,600 130,075
*Valence Technology, Inc............................. 10,800 98,550
*Vallen Corp......................................... 4,200 75,600
Valley Forge Corp.................................... 850 13,866
Valley Resources, Inc................................ 2,600 30,713
Valmont Industries, Inc.............................. 6,000 250,500
*Value City Department Stores, Inc................... 22,200 191,475
Value Line, Inc...................................... 4,000 146,000
*Valuevision International, Inc. Class A............. 14,700 57,422
*Vanguard Cellular System, Inc. Class A.............. 15,900 209,681
*Vans, Inc........................................... 8,000 99,500
*#Vari L Co., Inc.................................... 1,400 9,713
*Variflex, Inc....................................... 3,900 19,013
#Varlen Corp......................................... 3,900 97,988
#Varsity Spirit Corp................................. 200 3,763
*Vaughn Communications, Inc.......................... 1,100 7,838
*Vectra Banking Corp................................. 1,000 20,875
*Vectra Technologies, Inc............................ 2,700 1,519
*Ventana Medical Systems, Inc........................ 8,000 104,500
*Venture Stores, Inc................................. 10,800 28,350
*Venturian Corp...................................... 200 2,050
Veritas DGC, Inc..................................... 4,500 93,375
Vermont Financial Services Corp...................... 1,800 75,938
*Vermont Teddy Bear, Inc............................. 2,000 2,375
Versa Technologies, Inc.............................. 2,100 30,450
*Versar, Inc......................................... 2,000 7,000
*Vertex Communications Corp.......................... 2,800 64,925
Vesta Insurance Group, Inc........................... 5,800 266,075
*Veterinary Centers of America, Inc.................. 8,400 102,375
*Vical, Inc.......................................... 7,200 90,450
*Vicorp Restaurants, Inc............................. 3,600 42,525
*#Vidamed, Inc....................................... 6,500 47,125
*Video Display Corp.................................. 1,200 4,575
*Video Lottery Technologies, Inc..................... 4,200 22,575
*Video Update, Inc................................... 7,800 33,638
*Videonics, Inc...................................... 1,100 7,494
*Vidioserver, Inc.................................... 3,100 52,894
*Vie de France Corp.................................. 5,400 7,594
*View Technology, Inc................................ 2,400 8,475
*Viewlogic Systems, Inc.............................. 8,300 125,019
Virco Manufacturing Corp............................. 2,910 60,746
Virginia Beach Federal Financial Corp................ 2,000 22,000
Virginia First Financial Corp........................ 1,400 30,013
*Vision Sciences, Inc................................ 5,100 6,056
*Visx, Inc. DE....................................... 7,300 214,894
Vital Signs, Inc..................................... 5,800 114,913
*Vitalcom, Inc....................................... 6,000 28,125
*#Vitalink Pharmacy Services, Inc.................... 12,840 245,565
*Vitronics Corp...................................... 3,000 3,000
*#Vivus, Inc......................................... 6,500 266,094
*Voice Control Systems, Inc.......................... 5,600 26,950
*Volt Information Sciences, Inc...................... 3,000 130,125
Vulcan International Corp............................ 700 25,725
*WCI Steel Inc. Escrow............................... 11,600 0
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
WD-40 Co............................................. 3,900 $ 217,425
*#WFS Financial, Inc................................. 15,800 199,475
*WHG Resorts & Casinos, Inc.......................... 3,025 31,763
*WHX Corp............................................ 12,900 85,463
WICOR, Inc........................................... 8,500 312,375
WLR Foods, Inc....................................... 8,444 83,912
*WMS Industries, Inc................................. 12,100 251,075
*WPI Group, Inc...................................... 2,300 18,544
*WPS Resources Corp.................................. 4,500 119,250
Wabash National Corp................................. 10,500 232,313
Wackenhut Corp. Class A.............................. 1,400 24,675
Wackenhut Corp. Class B Non-Voting................... 5,000 75,625
*Wackenhut Corrections Corp.......................... 11,000 215,875
*Wainoco Oil Corp.................................... 14,900 57,738
Walbro Corp.......................................... 3,300 65,794
*Walker Interactive Systems, Inc..................... 6,600 95,288
*Wall Data, Inc...................................... 4,600 114,713
*Wall Street Deli, Inc............................... 1,500 6,000
Walshire Assurance Co................................ 2,370 23,552
*#Wandel & Goltermann Technologies, Inc.............. 2,000 24,875
*Warrantech Corp..................................... 6,500 79,625
Warren Bancorp, Inc.................................. 1,400 23,450
*Washington Homes, Inc............................... 4,400 16,500
Washington National Corp............................. 4,800 134,400
Washington Savings Bank FSB Waldorf, MD.............. 1,600 8,000
*Washington Scientific Industries, Inc............... 1,000 3,500
Waters Instruments, Inc.............................. 200 1,038
Watkins-Johnson Co................................... 4,200 132,825
Watsco, Inc. Class A................................. 5,850 169,650
#Watsco, Inc. Class B................................ 900 25,650
Watts Industries, Inc. Class A....................... 6,600 164,175
*Wave Technologies International, Inc................ 1,500 9,750
*Wavephore, Inc...................................... 100 831
Waverly, Inc......................................... 3,600 75,600
*Waxman Industries, Inc.............................. 4,300 17,738
Webb (Del) Corp...................................... 15,800 240,950
*Webco Industries, Inc............................... 2,200 12,650
Webster Financial Corp............................... 5,197 210,479
*Weirton Steel Corp.................................. 19,200 57,600
*Welcome Home, Inc................................... 1,000 98
*Wellcare Management Group, Inc...................... 1,900 8,788
Wellman, Inc......................................... 15,600 278,850
*Wells-Gardner Electronics Corp...................... 1,500 5,719
Werner Enterprises, Inc.............................. 8,750 171,172
Wesbanco, Inc........................................ 2,500 90,625
West Coast Bancorp................................... 2,662 65,552
*West Coast Entertainment Corp....................... 6,000 28,500
*#West Marine, Inc................................... 7,300 191,169
West, Inc............................................ 7,300 215,350
Westamerica Bancorporation........................... 5,543 380,388
*#Westbridge Capital Corp............................ 3,000 27,750
Westco Bancorp, Inc.................................. 1,100 25,988
Westcorp, Inc........................................ 14,496 242,808
Westerfed Financial Corp............................. 1,400 28,263
*Western Beef, Inc................................... 2,700 24,469
Western Gas Resources, Inc........................... 15,600 308,100
*Western Micro Technology, Inc....................... 1,600 21,100
*Western Water Co.................................... 3,100 45,338
*Westinghouse Air Brake Co........................... 3,100 51,150
*Weston (Roy F.), Inc. Class A....................... 2,900 8,700
*Westwood One, Inc................................... 14,500 393,313
*Wet Seal, Inc. Class A.............................. 4,900 143,325
*Whitehall Corp...................................... 3,200 62,000
</TABLE>
35
<PAGE>
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED
<TABLE>
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Whitman Education Group, Inc........................ 8,200 $ 30,750
Whitney Holdings Corp................................ 6,700 255,438
*Whittaker Corp...................................... 5,600 62,300
*Whole Foods Market, Inc............................. 9,200 288,075
*Wholesome & Hearty Foods, Inc....................... 4,300 34,938
*Wickes Lumber Co.................................... 5,500 29,219
Wiley (John) & Sons, Inc. Class A.................... 400 12,700
*Williams Clayton Energy, Inc........................ 4,400 59,950
*Williams Controls, Inc.............................. 6,900 17,250
*Williams-Sonoma, Inc................................ 7,625 281,648
Wilshire Oil Co. of Texas............................ 3,700 19,888
*Wind River Systems, Inc............................. 900 30,375
Windmere Corp........................................ 8,700 128,325
Winnebago Industries, Inc............................ 12,700 87,313
*Winsloew Furniture, Inc............................. 1,000 10,813
*Winstar Communications, Inc......................... 16,000 226,000
Winthrop Resources Corp.............................. 4,600 147,200
Wireless Telecom Group, Inc.......................... 15,600 171,600
Wiser Oil Co......................................... 5,500 85,938
Wolohan Lumber Co.................................... 2,800 34,475
*Wolverine Tube, Inc................................. 6,900 202,688
*Wonderware Corp..................................... 6,900 94,444
Woodhead Industries, Inc............................. 5,200 89,700
*World Acceptance Corp............................... 9,300 55,800
World Fuel Services Corp............................. 4,000 80,500
*Worldcorp, Inc...................................... 9,400 27,025
*Worldtex, Inc....................................... 7,200 51,300
Worthington Foods, Inc............................... 4,233 88,628
*Wyant Corp.......................................... 200 950
Wyle Laboratories, Inc............................... 6,300 233,100
*Wyman-Gordon Co..................................... 1,000 22,750
Wynns International, Inc............................. 6,850 169,538
X-Rite, Inc.......................................... 10,500 192,281
*Xcellent, Inc....................................... 1,300 20,638
*Xicor, Inc.......................................... 9,400 64,038
*Xircom, Inc......................................... 9,200 132,825
*Xoma Corp........................................... 15,800 80,481
*Xpedite Systems, Inc................................ 4,400 83,050
*Xytronyx, Inc....................................... 3,200 3,800
Yankee Energy Systems, Inc........................... 4,900 113,313
*Yellow Corp......................................... 14,100 270,544
*#Yes Entertainment Corp............................. 5,600 17,500
York Financial Corp.................................. 3,401 65,469
*York Research Corp.................................. 7,000 54,688
*Young Broadcasting, Inc. Class A.................... 6,100 163,556
*Youth Services International, Inc................... 3,000 41,438
*Zale Corp........................................... 17,600 354,200
*Zaring National Corp................................ 1,500 14,625
*Zebra Technologies Corp. Class A.................... 7,300 225,388
*Zemex Corp.......................................... 3,598 25,636
*Zenith Electronics Corp............................. 18,100 199,100
Zenith National Insurance Corp....................... 8,800 220,000
Zero Corp............................................ 6,100 140,300
*Zila, Inc........................................... 2,557 17,659
*Zilog, Inc.......................................... 10,000 222,500
*Zimmerman Sign Co................................... 500 1,813
*Zing Technologies, Inc.............................. 1,500 14,531
Zions Bancorp........................................ 3,638 111,414
*Zitel Corp.......................................... 7,400 171,125
*Zoll Medical Corp................................... 5,200 45,500
*#Zoltek Companies, Inc.............................. 8,100 250,088
Zurn Industries, Inc................................. 6,200 164,300
*#Zycad Corp......................................... 11,400 8,906
*Zygo Corp........................................... 5,200 148,200
<CAPTION>
SHARES VALUE+
------------ ------------
<S> <C> <C>
*Zytec Corp.......................................... 4,100 $ 73,288
------------
TOTAL COMMON STOCKS (Cost $254,032,027)................ 312,616,033
------------
PREFERRED STOCKS -- (0.02%)
*Alliance Gaming Corp. 15% Non-Voting Senior Class
B.................................................. 158 16,156
Phoenix Duff & Phelps Corp. Exchangeable Class A..... 770 19,828
*Sentry Technology Corp. Class A..................... 1,829 5,258
------------
TOTAL PREFERRED STOCKS (Cost $36,574).................. 41,242
------------
RIGHTS/WARRANTS -- (0.00%)
*American Satellite Network, Inc. Warrants
06/30/99........................................... 2,525 0
*Amvestors Financial Corp. Warrants Class A
04/02/02........................................... 391 2,175
*Banner Aerospace, Inc. Rights 06/18/97.............. 3,889 0
*CSF Holdings, Inc. Litigation Rights 12/30/99....... 3,250 0
*Fifty-off Stores, Inc. Non-Transferrable Rights..... 5,600 0
*Laboratory Corp. of America Holdings, Inc. Rights
06/16/97........................................... 813 6,507
*Millicom, Inc. Contingent Value Rights.............. 10,100 0
*Sound Advice, Inc. Warrants 06/14/99................ 478 239
*Statesman Group, Inc. Contingent Payment Rights..... 9,765 0
------------
TOTAL RIGHTS/WARRANTS (Cost $4,880).................... 8,921
------------
<CAPTION>
FACE
AMOUNT
------------
(000)
<S> <C> <C>
TEMPORARY CASH INVESTMENTS -- (1.6%)
Repurchase Agreement, PNC Capital Markets Inc. 5.25%,
06/02/97 (Collateralized by U.S. Treasury Notes
6.00%, 08/15/99) (Cost $5,055,000)................. $ 5,055 5,055,000
------------
TOTAL INVESTMENTS -- (100.5%)
(Cost $259,128,481)++................................ 317,721,196
------------
OTHER ASSETS AND LIABILITIES -- (-0.5%)
Other Assets....................................... 4,877,718
Payable for Investment Securities Purchased........ (6,311,941)
Other Liabilities.................................. (64,998)
------------
(1,499,221)
------------
NET ASSETS -- (100%) Applicable to 26,679,911
Outstanding $.01 Par Value Shares (Unlimited Number
of Shares Authorized)................................ $316,221,975
------------
------------
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER
SHARE................................................ $ 11.85
------------
------------
- --------------------
+See Note B to Financial Statements.
*Non-Income Producing Securities
#Securities on Loan
++The cost for federal income tax purposes is $260,314,462.
</TABLE>
See accompanying Notes to Financial Statements.
36
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENT OF OPERATIONS
FOR THE SIX MONTHS ENDED MAY 31, 1997
(UNAUDITED)
(AMOUNTS IN THOUSANDS)
<TABLE>
<S> <C>
INVESTMENT INCOME
Dividends........................................................................... $ 1,403
Interest............................................................................ 172
Income from Securities Lending...................................................... 85
---------
Total Investment Income......................................................... 1,660
---------
EXPENSES
Investment Advisory Services........................................................ 42
Accounting & Transfer Agent Fees.................................................... 76
Custodian's Fee..................................................................... 25
Legal Fees.......................................................................... 2
Audit Fees.......................................................................... 3
Shareholders' Reports............................................................... 3
Trustees' Fees and Expenses......................................................... 1
Other............................................................................... 7
---------
Total Expenses.................................................................. 159
---------
NET INVESTMENT INCOME............................................................... 1,501
---------
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS
Net Realized Gain on Investment Securities.............................................. 10,445
Change in Unrealized Appreciation (Depreciation) of Investment Securities............... 9,280
---------
NET GAIN ON INVESTMENT SECURITIES................................................... 19,725
---------
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS.................................... $ 21,226
---------
---------
</TABLE>
See accompanying Notes to Financial Statements
37
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
STATEMENTS OF CHANGES IN NET ASSETS
(AMOUNTS IN THOUSANDS)
<TABLE>
<CAPTION>
SIX MONTHS YEAR
ENDED ENDED
MAY 31, NOV. 30,
1997 1996
----------- -----------
(UNAUDITED)
<S> <C> <C>
INCREASE (DECREASE) IN NET ASSETS
Operations:
Net Investment Income................................................... $ 1,501 $ 2,838
Net Realized Gain on Investment Securities.............................. 10,445 30,043
Change in Unrealized Appreciation (Depreciation) of Investment
Securities............................................................ 9,280 10,563
----------- -----------
Net Increase in Net Assets Resulting from Operations................ 21,226 43,444
----------- -----------
Distributions From:
Net Investment Income................................................... (327) (2,841)
Net Realized Gains...................................................... (30,080) (12,248)
----------- -----------
Total Distributions................................................. (30,407) (15,089)
----------- -----------
Capital Share Transactions (1):
Shares Issued........................................................... 79,877 73,274
Shares Issued in Lieu of Cash Distributions............................. 28,416 14,860
Shares Redeemed......................................................... (51,291) (70,072)
----------- -----------
Net Increase From Capital Share Transactions........................ 57,002 18,062
----------- -----------
Total Increase...................................................... 47,821 46,417
NET ASSETS
Beginning of Period..................................................... 268,401 221,984
----------- -----------
End of Period........................................................... $ 316,222 $ 268,401
----------- -----------
----------- -----------
(1) SHARES ISSUED AND REDEEMED:
Shares Issued........................................................... 7,027 6,163
Shares Issued in Lieu of Cash Distributions............................. 2,560 1,340
Shares Redeemed......................................................... (4,280) (5,840)
----------- -----------
5,307 1,663
----------- -----------
----------- -----------
</TABLE>
See accompanying Notes to Financial Statements
38
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
THE U.S. 6-10 SMALL COMPANY SERIES
FINANCIAL HIGHLIGHTS
(FOR A SHARE OUTSTANDING THROUGHOUT EACH PERIOD)
<TABLE>
<CAPTION>
SIX MONTHS YEAR YEAR YEAR FEB. 3
ENDED ENDED ENDED ENDED TO
MAY 31, NOV. 30, NOV. 30, NOV. 30, NOV. 30,
1997 1996 1995 1994 1993
----------- ----------- ----------- ----------- ---------
(UNAUDITED)
<S> <C> <C> <C> <C> <C>
Net Asset Value, Beginning of
Period............................. $ 12.56 $ 11.26 $ 9.54 $ 10.39 $ 10.00
----------- ----------- ----------- ----------- ---------
INCOME FROM INVESTMENT OPERATIONS
Net Investment Income.............. 0.06 0.13 0.12 0.12 0.10
Net Gains (Losses) on Securities
(Realized and Unrealized)........ 0.81 1.92 2.50 (0.07) 0.54
----------- ----------- ----------- ----------- ---------
Total from Investment Operations... 0.87 2.05 2.62 0.05 0.64
----------- ----------- ----------- ----------- ---------
LESS DISTRIBUTIONS
Net Investment Income.............. (0.02) (0.13) (0.12) (0.11) (0.10)
Net Realized Gains................. (1.56) (0.62) (0.78) (0.79) (0.15)
----------- ----------- ----------- ----------- ---------
Total Distributions................ (1.58) (0.75) (0.90) (0.90) (0.25)
----------- ----------- ----------- ----------- ---------
Net Asset Value, End of Period....... $ 11.85 $ 12.56 $ 11.26 $ 9.54 $ 10.39
----------- ----------- ----------- ----------- ---------
----------- ----------- ----------- ----------- ---------
Total Return......................... 7.78%# 19.17% 29.19% 0.59% 6.35%#
Net Assets, End of Period
(thousands)........................ $ 316,222 $ 268,401 $ 221,984 $ 143,630 $ 161,925
Ratio of Expenses to Average Net
Assets............................. 0.11%* 0.13% 0.15% 0.17% 0.17%*
Ratio of Net Investment Income to
Average Net Assets................. 1.07%* 1.05% 1.18% 1.11% 1.18%*
Portfolio Turnover Rate.............. 39.07%* 32.38% 21.16% 27.65% 32.88%*
Average Commission Rate (1).......... $ 0.0563 $ 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
39
<PAGE>
THE DFA INVESTMENT TRUST COMPANY
NOTES TO FINANCIAL STATEMENTS
(UNAUDITED)
A. ORGANIZATION:
The DFA Investment Trust Company (the "Trust") is an open-end management
investment company registered under the Investment Company Act of 1940. The
Trust currently offers sixteen portfolios, of which The U.S. 6-10 Small Company
Series (the "Series") is presented in this report.
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 May 30, 1997.
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. ("DFA") (the "Advisor") provides investment
advisory services to the Series. For the six months ended May 31, 1997, the
Series' advisory fees were computed daily and paid monthly to the Advisor based
on an effective annual rate of .03 of 1%.
Certain officers of the Series are also officers, directors and shareholders
of the Advisor.
40
<PAGE>
D. PURCHASES AND SALES OF SECURITIES:
For the six months ended May 31, 1997, the Series made the following
purchases and sales of investment securities other than U.S. Government
Securities (amounts in thousands):
<TABLE>
<S> <C>
Purchases............................................... $ 80,466
Sales................................................... 53,952
</TABLE>
E. INVESTMENT TRANSACTIONS:
At May 31, 1997, gross unrealized appreciation and depreciation for
financial reporting purposes of investment securities was as follows (amounts in
thousands):
<TABLE>
<S> <C>
Gross Unrealized Appreciation.......................... $ 86,106
Gross Unrealized Depreciation.......................... (27,514)
---------
Net.................................................... $ 58,592
---------
---------
</TABLE>
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, subject to its investment
limitations, up to a maximum of $50 million. 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. Borrowings under the
line of credit by the Series during the six months ended May 31, 1997 were as
follows:
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED INTEREST
AVERAGE AVERAGE LOAN NUMBER OF DAYS EXPENSE
INTEREST RATE BALANCE OUTSTANDING INCURRED
- --------------- -------------- ------------------- -----------
<S> <C> <C> <C>
5.75% $ 3,292,000 1 $ 526
</TABLE>
There were no outstanding borrowings under the line of credit at May 31,
1997.
G. COMPONENTS OF NET ASSETS:
At May 31, 1997, net assets consisted of (amounts in thousands):
<TABLE>
<S> <C>
Paid-In Capital........................................ $ 245,996
Undistributed Net Investment Income.................... 1,290
Undistributed Net Realized Gain........................ 10,344
Unrealized Appreciation of Investment Securities....... 58,592
---------
$ 316,222
---------
---------
</TABLE>
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 $13,186,667, and the related collateral cash
received is $14,885,487 at May 31, 1997.
41
