Docstoc

DIMENSIONAL INVESTMENT GROUP INC - Notes to Mutual Funds Financial Statements - 8-2-1996

Document Sample
DIMENSIONAL INVESTMENT GROUP INC - Notes to Mutual Funds Financial Statements - 8-2-1996 Powered By Docstoc
					                                  NOTES TO FINANCIAL STATEMENTS
                                            (UNAUDITED)

A. ORGANIZATION:

At May 31, 1996, Dimensional Investment Group Inc. (the "Fund") consisted of eleven portfolios, The DFA 6-
10 Institutional Portfolio, U.S. Small Cap Value Portfolio II, U.S. Large Cap Value Portfolio II, U.S. Large Cap
Value Portfolio III, RWB/DFA U.S. High Book to Market Portfolio, DFA One-Year Fixed Income Portfolio II,
RWB/DFA Two-Year Corporate Fixed Income Portfolio, RWB/DFA Two-Year Government Portfolio, The
DFA International Value Portfolio, DFA International Value Portfolio II and DFA International Value Portfolio
III (the "Portfolios"). At May 31, 1996, RWB/DFA U.S. High Book to Market Portfolio, RWB/DFA Two-
Year Corporate Fixed Income Portfolio and RWB/DFA Two-Year Government Portfolio had not yet
commenced operations. The Fund is an open-end management investment company registered under the
Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans, and
clients of registered investment advisors. The financial statements of The DFA 6-10 Institutional Portfolio (the
"Portfolio") are presented herein; the financial statements for the other Portfolios are presented elsewhere.

The Portfolio invests all of its assets in The U.S. 6-10 Small Company Series (the "Series"), a corresponding
series of The DFA Investment Trust Company. At May 31, 1996, the Portfolio owned 9% of the outstanding
shares of the Series. The financial statement of the Series are included elsewhere in this report and should be read
in conjunction with the financial statements of the Portfolio.

B. SIGNIFICANT ACCOUNTING POLICIES:

The following significant accounting policies are in conformity with generally accepted accounting principles for
investment companies. Such policies are consistently followed by the Fund in preparation of its financial
statements.

1. Security Valuation: The shares of the Series held by the Portfolio are valued at its respective daily Net Asset
Value.

2. Federal Income Taxes: It is the Portfolio's intention to continue to qualify as a regulated investment company
and distribute all of its taxable income. Accordingly, no provision for Federal income tax is required in the
financial statements.

3. Other: Security transactions are accounted for on the date the securities are purchased or sold. Costs used in
determining realized gains and losses on the sale of investment securities are those of specific securities sold.
Dividend income and distributions to shareholders are recorded on the ex-dividend date. Expenses directly
attributable to the Portfolio or to the Series are directly charged. Common expenses are allocated using methods
determined by the Board of Directors.

Certain prior period amounts have been restated to conform with current period presentation.

                                                         5
C. INVESTMENT ADVISOR:

Dimensional Fund Advisors Inc. (the "Advisor") provides administrative services to the Portfolio, including
supervision of services provided by others, providing information to the shareholders and to the Board of
Directors, and other administrative services. The Advisor provides investment advisory services to the Series.
For the six months ended May 31, 1996, the Portfolio's administrative fees were computed daily and paid
monthly to the Advisor based on an effective annual rate of 0.07 of 1%.

Certain officers of the Portfolio are also officers, directors and shareholders of the Advisor.

The Advisor has agreed to waive its fees and reimburse the Portfolio to the extent necessary to keep the annual
combined expenses of the Portfolio and its respective Master Fund to not more than 0.20% of average daily net
assets.

D. INVESTMENTS:

At May 31, 1996, gross unrealized appreciation and depreciation for financial reporting and federal income tax
purposes of investment securities was as follows (amounts in thousands):

                      Gross Unrealized Appreciation        ..........                   $6,182
                      Gross Unrealized Depreciation        ..........                       --
                                                                                      --------
                      Net   ....................................                        $6,182




                                                          6
               THE DFA INVESTMENT TRUST COMPANY
                THE U.S. 6-10 SMALL COMPANY SERIES
                    STATEMENT OF NET ASSETS
                              MAY 31, 1996
                              (UNAUDITED)

                                         Shares        Value+
                                        --------     -----------
COMMON STOCKS -- (97.1%)
 *3 D Systems Corp. .................     6,200        $143,375
 *3D0 Co. ...........................    10,300         119,738
 *A Plus Network, Inc. ..............     4,100          84,306
 *AAON, Inc. ........................     4,400          20,625
  AAR Corp. .........................    11,300         250,013
  ABC Bancorp .......................     1,300          20,150
 *ABC Rail Products Corp. ...........     3,200          69,800
  ABM Industries, Inc. ..............     3,500         133,438
  ABS Industries, Inc. ..............     1,400           1,050
 *ABT Building Products Corp. .......     5,000         102,500
 *ACC Corp. .........................     4,700         195,344
 *ACT Manufacturing, Inc. ...........     4,300          73,100
 *ACX Technologies, Inc. ............    15,000         307,500
  ADAC Laboratories .................    11,466         186,323
  ADCO Technologies, Inc. ...........     1,300          12,431
  AEP Industries, Inc. ..............     3,000          76,313
 *AER Energy Resources, Inc. ........     8,600          55,900
 *AFC Cable Systems, Inc. ...........     2,500          35,625
 *AG Services America, Inc. .........     1,700          22,100
*#AMC Entertainment, Inc. ...........     2,700          89,775
 *APS Holding Corp. Class A .........     6,900         150,075
  ARI Holdings, Inc. ................       900               0
 *ARI Network Services, Inc. ........     6,800          12,750
 *AST Research, Inc. ................    27,113         216,904
 *ATS Medical, Inc. .................     7,500          85,313
 *AW Computer Systems, Inc.
    Class A .........................     1,900           4,275
  Aames Financial Corp. .............     9,300         304,575
  Aaron Rents, Inc. Class A .........     4,800         135,600
  Aaron Rents, Inc. Class B .........     4,800         135,000
 *Abaxis, Inc. ......................     4,900          32,463
  Abington Savings Bank MA ..........       700          10,850
 *Abiomed, Inc. .....................     3,200          55,400
 *Able Telcom Holding Corp. .........     3,300          23,100
  Abrams Industries, Inc. ...........       200             788
 *Abraxas Petroleum Corp. ...........     2,400          16,500
 *Accell International Corp. ........     2,700           8,269
 *Acceptance Insurance Companies,
    Inc. ............................     7,525         130,747
 *Access Health Marketing, Inc. .....     6,000         327,000
 *Acclaim Entertainment, Inc. .......    25,000         300,000
 *Ace Cash Express, Inc. ............     1,700          26,138
  Aceto Corp. .......................     2,100          32,025
  Ackerley Communications, Inc. .....     7,800         185,250
 *Acme Electric Corp. ...............     3,000          37,125
 *Acme Metals, Inc. .................     4,600          78,200
 *Acme United Corp. .................     3,400          12,750
  Acme-Cleveland Corp. ..............     7,000         207,375
  Acordia, Inc. .....................     5,400         171,450
 *Actel Corp. .......................     8,600         167,700
 *Action Performance Companies, Inc.      5,200          92,300
 *Active Voice Corp. ................     1,300          17,225
 *Activision, Inc. ..................     7,100          95,850
 *Acuson Corp. ......................    20,000         382,500
 *Acxiom Corp. ......................    15,200         476,900
 *Adage, Inc. .......................     3,100          14,047
  Adams Resources & Energy, Inc. ....     2,500          18,438
 *Addington Resources, Inc. .........    11,100         228,938
                                          Shares      Value+
                                         --------   -----------
*#Adelphia Communications Corp. Class
    Class A ..........................     7,700     $    55,825
 *Adflex Solutions, Inc. ............      3,600          57,600
 *Advanced Logic Research, Inc. .....      5,900          57,525
 *Advanced Magnetics, Inc. ..........      6,000         112,500
 *Advanced Marketing Services, Inc. .      2,700          39,319
 *Advanced Medical, Inc. ............      6,500          15,438
 *Advanced NMR Systems, Inc. ........     13,692          21,608
 *Advanced Photonix, Inc. Class A ...      4,200          17,325
 *Advanced Polymer Systems, Inc. ....      8,300          83,000
 *Advanced Promotion Technologies,
    Inc. (Private Placement) ........      9,863           3,329
 *Advanced Technology Labs, Inc. ....      6,640         235,720
 *Advanced Technology Materials, Inc.      4,300          63,156
 *Advanced Tissue Sciences, Inc. ....     27,900         512,663
  Advantage Bancorp, Inc. ...........      1,750          58,844
 *Advest Group, Inc. ................      4,300          46,225
  Advo, Inc. ........................     10,400         113,100
 *Advocat, Inc. .....................      3,000          30,750
 *Aequitron Medical, Inc. ...........      2,900          21,750
 *Aeroflex, Inc. ....................      5,900          36,875
 *Aerosonic Corp. DE ................      1,000           2,500
 *Aerovox, Inc. .....................      2,600          20,638
 *Aetrium, Inc. .....................      4,100          78,669
  Affiliated Community Bancorp ......      1,600          27,300
 *Agouron Pharmaceuticals, Inc. .....      5,200         222,300
 *Agri-Nutrition Group, Ltd. ........      1,600           3,650
 *Air & Water Technologies Corp.
    Class A .........................     16,000         102,000
  Air Express International Corp. ...      7,350         208,556
 *Air Methods Corp. .................      4,000          17,000
 *Air-Cure Environmental ............      5,800          22,294
  Airborne Freight Corp. ............     11,200         282,800
 *Airsensors, Inc. ..................      2,500          27,500
 *Airways Corp. .....................      2,600          24,213
 *Akorn, Inc. .......................      5,700          15,675
 *Alamco, Inc. ......................      2,300          24,150
  Alamo Group, Inc. .................      4,200          75,600
*#Alaska Air Group, Inc. ............      6,800         175,950
 *Alba-Waldensian, Inc. .............      3,700          28,675
  Albank Financial Corp. ............      8,040         220,095
  Albany International Corp. Class A       5,000         100,625
 *Alcide Corp. ......................      1,400          31,150
 *Aldila, Inc. ......................      8,200          37,669
 *Alexander Energy Co. ..............      6,100          23,256
  Alfa Corp. ........................     18,400         221,950
 *Alfin, Inc. .......................      5,800          14,863
  Alico, Inc. .......................      2,800          62,300
 *Alkermes, Inc. ....................      8,200         127,613
 *All American Semiconductor, Inc. ..      7,100          17,306
 *Allcity Insurance Co. .............        200           1,750
 *Allegiant Physician Services, Inc.       3,000           1,470
  Allen Group, Inc. .................     10,600         291,500
  Allen Organ Co. Class B ...........        200           7,725
 *Alliance Entertainment Corp. ......     18,000         105,750
*#Alliance Gaming Corp. .............      8,000          31,000
 *Alliance Pharmaceuticals Corp. ....     12,900         277,350
*#Alliance Semiconductor Corp. ......     19,800         196,763
 *Alliant Techsystems, Inc. .........      6,000         288,000




                                     7
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares      Value+
                                               --------   -----------

         Allied Bankshares, Inc. ...........     5,090      $ 60,444
        *Allied Capital Advisers, Inc. .....     3,600        25,650
         Allied Capital Lending Corp. ......     2,200        30,525
         Allied Group, Inc. ................     4,150       163,925
         Allied Healthcare Products, Inc. ..     1,200        13,350
        *Allied Holdings, Inc. .............     5,000        49,375
         Allied Life Financial Corp. .......     2,000        42,000
         Allied Products Corp. .............     9,500       279,063
        *Allied Research Corp. .............     2,200        10,450
        *Allied Waste Industries, Inc. .....    15,100       151,000
        *Allou Health & Beauty Care, Inc.
           Class A .........................     1,900        13,300
        *Allstate Financial Corp. ..........     1,600         9,200
        *Alltrista Corp. ...................     3,953        91,413
        *Allwaste, Inc. ....................    19,800        84,150
        *Aloette Cosmetics, Inc. ...........     1,000         4,063
        *Alpha Beta Technology, Inc. .......     6,500        77,188
        *Alpha Industries, Inc. ............    10,000        96,250
       *#Alpha Microsystems, Inc. ..........     2,600        10,481
        *Alpha Technologies Group, Inc. ....     7,500        50,859
        *Alpharel, Inc. ....................     7,800        64,106
         Alpharma, Inc. Class A ............     8,800       215,600
        *Alpine Group, Inc. ................    15,736        84,581
       *#Alpine Lace Brands, Inc. ..........     1,700        10,200
        *Alta Gold Co. .....................    14,100        57,281
        *Alteon, Inc. ......................     9,000       132,750
        *Alternative Resources Corp. .......     3,100       120,125
        *Altron, Inc. ......................     5,400       126,900
       *#Amati Communications Corp. ........    11,800       371,700
        *Amax Gold, Inc. ...................    40,600       274,050
        *Ambar, Inc. .......................       200         2,350
         Amcast Industrial Corp. ...........     5,800       112,375
         Amcol International Corp. .........     9,500       135,969
         Amcore Financial, Inc. ............     4,350        88,088
       *#AmeriLink Corp. ...................     1,400        11,025
        *America Services Group, Inc. ......     3,000        55,313
         American Annuity Group, Inc. ......    21,500       279,500
         American Bancorpation Ohio ........       200         4,000
         American Bank of Connecticut ......       500        12,313
         American Bankers Insurance Group,
           Inc. ............................     2,100        81,244
        *American Banknote Corp. ...........     9,600        43,200
         American Biltrite, Inc. ...........     4,800        95,400
       *#American Biogenetic Sciences, Inc.
           Class A .........................     6,300        46,856
        *American Buildings Co. ............     3,500       106,969
        *American Business Information, Inc.    10,400       191,100
         American Business Products, Inc. ..     8,150       176,244
        *American Claims Evaluation, Inc. ..     1,000         2,750
         American Classic Voyages Co. ......     6,900        55,200
         American Eagle Group, Inc. ........     4,000        20,000
        *American Eagle Outfitters, Inc. ...     3,900        67,763
        *American Ecology Corp. ............     5,250         9,188
        *American Educational Products, Inc.     1,900         2,494
        *American Exploration Co. ..........     5,800        76,125
         American Federal Bank FSB
           Greenville, SC ..................     4,400        69,300
         American Filtrona Corp. ...........       200         6,450
        *American Freightways Corp. ........    15,500       199,563
        *American Healthcorp, Inc. .........     5,000        57,500
         American Heritage Life Investment
           Corp. ...........................     6,300       132,300
        *American Homepatient, Inc. ........     3,800       168,625
                                        Shares      Value+
                                       --------   -----------
*American Homestar Corp. ...........      3,950      $ 88,628
 American Indemnity Financial Corp.         800        10,200
 American List Corp. ...............        825        20,831
*American Media, Inc. Class A ......     10,000        47,500
 American Medical Electronics, Inc.
   (Escrow-Bonus) ..................     4,400             0
 American Medical Electronics, Inc.
   (Escrow-Earnings) ...............     4,400             0
*American Medical Response, Inc. ...     7,700       280,088
*American Mobile Satellite Corp. ...     9,800       178,850
*American Oilfield Divers, Inc. ....     2,700        26,663
*American Pacific Corp. ............     4,100        26,394
*American Paging, Inc. .............    11,000        99,000
*American Physicians Services Group,
   Inc. ............................     1,500        17,344
 American Precision Industries, Inc.    15,200       191,900
 American President Companies, Ltd.     10,300       271,663
 American Recreation Centers, Inc. .     4,300        27,681
*American Safety Razor Co. .........     4,800        57,300
*American Science & Engineering,
   Inc. ............................     7,800        82,875
*American Shared Hospital Services .       600           975
*American Software, Inc. Class A ...     8,700        46,763
 American Studios, Inc. ............    12,500        15,234
*American Superconductor Corp. .....     4,700        66,975
*American Technical Ceramics Corp. .     1,800        17,325
*American Telecasting, Inc. ........     8,200       113,263
*American Travellers Corp. .........    10,800       233,550
*American United Global, Inc. ......     1,000         9,000
*American Waste Services, Inc.
   Class A ........................     12,400        44,950
*American White Cross, Inc. ........     5,000        11,406
*American Woodmark Corp. ...........       660         3,424
 Americana Bancorp, Inc. ...........     1,600        21,100
*Americredit Corp. .................    14,200       214,775
*Ameridata Technologies, Inc. ......     8,600       135,450
*Amerihost Properties, Inc. ........     4,000        36,750
*Ameriquest Technology, Inc. .......    21,223        21,223
*Ameristar Casinos, Inc. ...........    10,200       111,563
*Ameriwood Industries International
   Corp. ...........................     3,200        19,200
 Ameron, Inc. ......................     1,600        66,600
*Ames Department Stores, Inc. ......     8,700        25,556
 Ametek, Inc. ......................     2,500        53,750
*Amistar Corp. .....................     1,300         5,119
 Ampco-Pittsburgh Corp. ............     4,400        51,700
 Amre, Inc. ........................    12,500       334,375
*Amrep Corp. .......................     3,900        19,013
 Amresco, Inc. .....................    13,600       252,450
*Amrion Corp. ......................     2,500        44,375
*Amserv, Inc. ......................       200           438
*Amtech Corp. ......................     7,375        65,914
*Amtran, Inc. ......................     4,700        44,650
 Amtrol, Inc. ......................     1,500        32,625
 Amvestors Financial Corp. .........     7,825       117,375
 Amwest Insurance Group, Inc. ......     4,400        55,000
*Amylin Pharmaceuticals, Inc. ......    11,200       136,500
 Analogic Corp. ....................     5,000       125,625
 Analysis & Technology, Inc. .......       800        11,000
 Analysts International Corp. ......     3,700       157,713
*Anaren Microwave, Inc. ............     2,000        14,125
 Anchor Bancorp Wisconsin, Inc. ....     2,100        71,925
*Anchor Gaming, Inc. ...............     5,100       324,488




                                   8
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares      Value+
                                               --------   -----------
         Andover Bancorp, Inc. DE ..........      2,100      $ 53,944
        *Andrea Electronics Corp. ..........      1,500        21,188
        *Anergen, Inc. .....................      6,000        32,250
         Angelica Corp. ....................      4,600       113,275
       *#Anika Research, Inc. ..............      2,280        13,823
       *#Ann Taylor Stores Corp. ...........     11,500       237,188
        *Antec Corp. .......................      7,600       128,725
         Anthony Industries, Inc. ..........      8,315       248,411
        *Anuhco, Inc. ......................      3,800        35,625
         Apache Corp. ......................      4,650       133,106
        *Apertus Technologies, Inc. ........      7,000        28,219
        *Aphton Corp. ......................      6,200       147,250
         Apogee Enterprises, Inc. ..........      8,000       215,000
        *Apogee, Inc. ......................      3,800        26,363
        *Appliance Recycling Centers of
           America, Inc. ...................     2,100         9,450
        *Applied Bioscience International,
           Inc. ............................    14,500       130,500
        *Applied Digital Access, Inc. ......     5,900        91,450
        *Applied Extrusion Technologies,
           Inc. ............................     4,700        64,038
        *Applied Innovation, Inc. ..........     7,800        96,525
        *Applied Magnetics Corp. ...........    13,100       224,338
       *#Applied Microbiology, Inc. ........     9,200        66,125
         Applied Power, Inc. Class A .......     7,600       224,200
        *Applied Science & Technology, Inc.      2,000        26,750
        *Applied Signal Technologies, Inc. .     5,000        29,375
         Aptargroup, Inc. ..................     9,000       381,375
       *#Aquagenix, Inc. ...................     1,300         6,500
         Aquarion Co. ......................     2,600        63,050
         Aquila Gas Pipeline Corp. .........    14,700       194,775
        *Arabian Shield Development Co. ....       200           638
        *Arbatax International, Inc. .......     2,800        17,500
         Arbor Drugs, Inc. .................    13,500       256,500
        *Arbor Health Care Co. .............     3,400        94,775
        *Arch Communications Group, Inc. ...     9,600       220,800
        *Arch Petroleum, Inc. ..............     8,600        18,544
         Arctco, Inc. ......................    14,800       142,450
        *Arden Industrial Products, Inc. ...     2,800        14,350
        *Argosy Gaming Corp. ...............    12,200        95,313
        *Ariel Corp. .......................     3,300        50,944
        *Ark Restaurants Corp. .............     1,600        17,400
         Arkansas Best Corp. ...............     9,800        75,950
         Armor All Products Corp. ..........     9,700       147,925
         Arnold Industries, Inc. ...........    11,400       177,413
        *Aronex Pharmaceuticals, Inc. ......     9,100        58,013
        *Arrhythmia Research Technology,
           Inc. ............................     1,600         5,200
        *Arris Pharmaceutical Corp. ........     6,000        84,375
        *Arrow Automotive Industries, Inc. .     4,800        27,600
         Arrow Financial Corp. .............     2,268        50,180
        *Arrow Transportation Co. ..........     1,000           813
        *Artisoft, Inc. ....................     7,200        74,700
        *Artistic Greetings, Inc. ..........     2,900        10,966
        *Arts Way Manufacturing Co., Inc. ..       200           975
         Arvin Industries, Inc. ............    10,800       264,600
        *Asante Technologies, Inc. .........     4,300        34,669
        *Aseco Corp. .......................     2,000        23,750
         Ashland Coal, Inc. ................     6,900       163,013
        *Ashworth, Inc. ....................     8,400        53,550
         Aspen Bancshares, Inc. ............     1,406        21,969
        *Aspen Technology, Inc. ............     3,900       215,475
         Associated Banc-Corp. .............     7,012       272,592
        *Astec Industries, Inc. ............    10,400       105,300
         Astoria Financial Corp. ...........     5,700       316,706
                                          Shares      Value+
                                        --------   -----------
  Astro-Med, Inc. ...................      4,200      $ 36,750
 *Astronics Corp. ...................      1,200         7,725
 *Astrosystems, Inc. ................      3,400        19,125
 *Astrotech International Corp. .....      4,900        34,606
 *Asyst Technologies, Inc. ..........      2,500        58,438
  Atalanta Sosnoff Capital Corp. ....      3,000        29,250
 *Atari Corp. .......................     35,300       286,813
 *Atchison Casting Corp. ............      2,200        33,000
 *Athena Neurosciences, Inc. ........     14,400       264,600
 *Athey Products Corp. ..............      2,940        13,046
 *Atkinson (Guy F.) of California ...      3,600        47,925
 *Atlantic American Corp. ...........      7,500        27,188
 *Atlantic Beverage, Inc. ...........      2,000         7,250
 *Atlantic Coast Airlines, Inc. .....      5,000        73,125
 *Atlantic Gulf Communities Corp. ...      4,800        29,100
 *Atlantic Tele-Network, Inc. .......      5,600       144,900
  Atlantis Plastics, Inc. ...........      2,700        15,188
 *Atlas Corp. .......................      6,400         8,800
  Atmos Energy Corp. ................      7,800       188,175
 *Atria Software, Inc. ..............      5,700       361,238
  Atrion Corp. ......................      1,300        32,175
 *Atrix Labs, Inc. ..................      3,900        47,775
 *Atwood Oceanics, Inc. .............      4,800       198,600
 *Au Bon Pain, Inc. Class A .........      5,000        43,750
 *Audiovox Corp. Class A ............      3,600        22,275
 *Audits & Surveys Worldwide, Inc. ..      6,500        14,422
  Augat, Inc. .......................     11,100       240,038
 *Aura Systems, Inc. ................     29,975       122,710
 *Auspex Systems, Inc. ..............     11,500       267,375
  Authentic Fitness Corp. ...........     10,200       193,800
 *Autocam Corp. .....................      3,940        44,325
 *Autoimmune, Inc. ..................      9,200        92,000
 *Autoinfo, Inc. ....................      3,600        12,150
 *Autologic Information
    International, Inc. .............     2,300        18,113
 *Autote Corp. Class A ..............    12,600        40,163
 *Avatar Holdings, Inc. .............     4,300       154,263
 *Avecor Cardiovascular, Inc. .......     5,100        62,794
  Avemco Corp. ......................     4,100        64,063
*#Avert, Inc. .......................     1,400         7,875
  Aviall, Inc. ......................    14,000       140,000
 *Avid Technology, Inc. .............    10,400       235,950
 *Aviva Petroleum, Inc. Deposit
    Shares (Representing 5 Shares) ..     1,500         5,250
 *Avondale Industries, Inc. .........     7,200       136,800
 *Aydin Corp. .......................     3,100        47,663
 *Aztar Corp. .......................    19,200       220,800
  Aztec Manufacturing Co. ...........    10,300        63,088
*#BBN Corp. .........................     8,800       231,000
 *BCT International, Inc. ...........       700         2,363
 *BEC Group, Inc. ...................    10,683        65,433
  BEI Electronics, Inc. .............     3,400        41,438
  BGS Systems, Inc. .................     2,600       128,700
  BHA Group, Inc. Class A ...........     2,700        46,575
  BHC Financial, Inc. ...............     3,500        48,781
 *BI, Inc. ..........................     4,000        64,500
  BMC Industries, Inc. MN ...........    23,200       690,200
 *BMC West Corp. ....................     4,700        82,250
  BMJ Financial Corp. ...............     5,000        67,500
 *BPI Packaging Technologies, Inc. ..     5,800        19,394
 *BRC Holdings, Inc. ................     3,500       126,875
  BSB Bancorp, Inc. .................     3,300        85,388
  BT Financial Corp. ................     1,500        54,563
 *BTG, Inc. .........................     1,200        17,025
 *BTU International, Inc. ...........     2,800        13,300




                                    9
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares      Value+
                                               --------   -----------
        *BUM International, Inc. ...........      3,000      $ 1,500
         BW/IP, Inc. Class A ...............     10,000       200,000
        *BWAY Corp. ........................      3,200        58,400
        *Bachman Information Systems, Inc. .      4,600        37,663
        *Back Bay Restaurant Group, Inc. ...      2,000         8,125
         Badger Meter, Inc. ................        400        10,850
         Badger Paper Mills, Inc. ..........      1,000        14,375
        *Bailey Corp. ......................      2,700        22,444
         Bairnco Corp. .....................      4,800        34,800
         Baker (J.), Inc. ..................      6,700        65,325
        *Baker (Michael) Corp. .............      6,000        33,000
         Balchem Corp. .....................      1,350        13,331
         Baldor Electric Co. ...............     12,390       274,129
        *Baldwin Piano & Organ Co. .........      2,000        28,875
        *Baldwin Technology, Inc. Class A ..      9,400        36,425
         Ballard Medical Products ..........     15,900       316,013
        *Bally Entertainment Corp. .........     33,500       804,000
        *Bally Gaming International, Inc. ..      2,900        25,375
        *Bally Total Fitness Holding Corp. .      8,375        41,875
        *Baltek Corp. ......................      1,500        15,844
        *BancTec, Inc. .....................     11,262       228,056
        *Bancinsurance Corp. ...............      2,900         9,788
         Bancorp Connecticut, Inc. .........      1,000        24,875
         BancorpSouth, Inc. ................      7,800       178,425
         Bangor Hydro-Electric Co. .........      6,000        63,750
         Bank of Granite Corp. .............        200         7,625
         BankAtlantic Bancorp, Inc. ........      4,277        61,482
         BankNorth Group, Inc. DE ..........      2,700        90,113
         Bankers Corp. .....................     10,440       181,395
        *Banner Aerospace, Inc. ............     12,200        85,400
        *Banyan System, Inc. ...............      8,400        77,700
         Barefoot, Inc. ....................      6,100        67,100
         Barnes Group, Inc. ................      3,900       190,125
        *Barnwell Industries, Inc. .........        600         9,938
        *Barr Laboratories, Inc. ...........      6,950       203,288
        *Barra, Inc. .......................      6,000       162,000
        *Barrett Business Services, Inc. ...      5,400        98,550
        *Barrett Resources Corp. ...........     11,800       308,275
        *Barry (R.G.) Corp. ................      4,388        86,663
        *Base Ten Systems, Inc. Class A ....      2,800        35,350
        *Basin Exploration, Inc. ...........      5,400        31,050
         Bassett Furniture Industries, Inc.       5,600       142,100
         Bay State Gas Co. .................      6,500       171,438
         Bay View Capital Corp. ............      3,400       111,563
        *Bayou Steel Corp. Class A .........      5,300        20,538
        *Bayport Restaurant Group, Inc. ....      3,800        15,081
        *Be Aerospace, Inc. ................      8,100       118,463
         Bearings, Inc. ....................      5,900       168,888
         Beauticontrol Cosmetics, Inc. .....      2,500        24,375
        *Beazer Homes USA, Inc. ............      2,800        47,950
        *Bel Fuse, Inc. ....................      3,000        49,125
        *Belden & Blake Corp. ..............      2,600        50,375
        *Belding Heminway, Inc. Class A ....        175           372
         Bell Bancorp, Inc. ................      3,200       120,000
        *Bell Industries, Inc. .............      8,668       190,691
        *Bell Microproducts, Inc. ..........      4,200        36,488
        *Bell Sports Corp. .................      7,145        69,664
        *Bellwethwer Exporation Co. ........      4,500        27,563
        *Ben & Jerry's Homemade, Inc.
           Class A .........................     2,600        42,575
        *Ben Franklin Retail Stores, Inc. ..     4,964        12,410
        *Benchmark Electronics, Inc. .......     1,600        51,200
        *Benihana, Inc. ....................     1,000        14,688
        *Benson Financial Corp. ............     1,500        29,344
        *Bentley Pharmaceuticals, Inc. .....       360         1,238
                                          Shares      Value+
                                         --------   -----------
 *Benton Oil & Gas Co. ..............      12,400      $217,775
  Berkshire Gas Co. .................       1,000        15,250
 *Berlitz International, Inc. .......       4,610        88,166
  Berry Petroleum Corp. Class A .....      13,400       145,725
 *Bertuccis, Inc. ...................       3,500        22,313
 *Bet Holdings, Inc. Class A ........       6,700       178,388
 *Bettis Corp. ......................       6,200        34,100
  Big B, Inc. .......................       7,100        69,669
 *Big Flower Press Holding, Inc. ....       5,000        71,875
 *Big O Tires, Inc. .................       2,000        31,625
  Bindley Western Industries, Inc. ..       6,500       111,313
  Binks Manufacturing Co. ...........       1,898        44,840
 *Bio Dental Technologies Corp. .....       3,100        12,594
 *Bio Technology General Corp. ......      21,600       155,925
 *Bio-Logic Systems Corp. ...........       2,100         6,956
 *Bio-Plexus, Inc. ..................       2,600        29,413
 *Bio-Rad Laboratories, Inc. Class A        2,600       133,900
 *Biocircuits Corp. .................         925         6,244
 *Biocraft Laboratories, Inc. .......       8,000       164,000
 *Biocryst Pharmaceuticals, Inc. ....       4,800        66,300
 *Biomagnetic Technologies, Inc. ....       1,800         2,700
 *Biomatrix, Inc. ...................       5,000        84,375
 *Biospecifics Technologies Corp. ...       1,800         9,338
 *Biospherics, Inc. .................       4,000        34,500
 *Biosys, Inc. ......................       2,525        14,834
 *Biowhittaker, Inc. ................       5,400        47,925
 *Bird Corp. ........................       2,500        10,000
  Birmingham Steel Corp. ............      14,300       230,588
 *Biscayne Apparel, Inc. ............       1,433         1,433
 *Black Box Corp. ...................       7,000       143,500
 *Black Hawk Gaming & Development,
    Inc. ............................      1,000         8,938
  Black Hills Corp. .................      9,600       231,600
  Blair Corp. .......................      4,700       116,913
  Blanch (E.W.) Holdings, Inc. ......      6,400       136,000
  Blessings Corp. ...................      6,000        65,250
  Blimpie International .............      4,600        72,738
  Blount International, Inc. Class A       6,550       217,788
  Blount International, Inc. Class B       3,600       120,150
 *Bluegreen Corp. ...................      8,395        35,679
 *Blyth Holdings, Inc. ..............      5,200        18,363
 *Boca Research, Inc. ...............      3,400        79,475
 *Bombay Co., Inc. ..................     18,300       141,825
 *Bon-Ton Stores, Inc. ..............      8,000        51,500
 *Bone Care International, Inc. .....      1,125         9,000
 *Books-a-Million, Inc. .............      7,000        82,688
 *Boole & Babbage, Inc. .............      5,400       133,650
 *Boomtown, Inc. ....................      5,900        33,925
 *Borg-Warner Security Corp. ........     13,700       160,975
 *Borland International, Inc. .......     17,200       231,125
 *Borror Corp. ......................      3,100        13,756
  Boston Acoustics, Inc. ............      3,400        68,425
  Boston Bancorp ....................      2,400       100,950
 *Boston Technology, Inc. ...........     17,000       306,000
 *Bowmar Instrument Corp. ...........     11,700        25,594
  Bowne & Co., Inc. .................      8,700       178,350
 *Box Energy Corp. Class A ..........        400         4,150
 *Box Energy Corp. Class B ..........      8,800        88,000
*#Bradlees, Inc. ....................      3,000         5,250
 *Bradley Pharmaceuticals, Inc.
    Class A .........................      1,500         2,484
 *Brauns Fashions Corp. .............      1,000         1,406
  Breed Technologies, Inc. ..........     12,600       283,500
  Brenco, Inc. ......................     11,200       145,600
 *Brendle's, Inc. ...................      4,100         1,025




                                    10
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares      Value+
                                               --------   -----------
         Brenton Banks, Inc. ...............        200      $ 4,750
        *Brewer (C.) Homes, Inc. Class A ...      5,600        19,250
         Bridgford Foods Corp. .............      3,805        33,769
        *Brightpoint, Inc. .................      5,550       143,953
        *Brite Voice Systems, Inc. .........      5,700       145,350
         Broad National Bancorporation .....        200         2,200
        *Broadband Technologies, Inc. ......      6,600       203,363
        *Broadway & Seymour, Inc. ..........      4,400        67,100
        *Brock International, Inc. .........      2,400        18,450
        #Brooke Group, Ltd. ................      8,300        51,875
       *#Brookstone, Inc. ..................      3,400        37,825
        *Brooktree Corp. ...................      8,100        97,200
        *Brooktrout Technology, Inc. .......      3,000       135,375
        *Brothers Gourmet Coffees, Inc. ....      5,600        21,350
        *Brown & Sharpe Manufacturing Co.
           Class A .........................     4,100        42,025
        *Brown (Tom), Inc. .................     9,400       162,150
         Brown Group, Inc. .................    10,000       170,000
         Brush Wellman, Inc. ...............     8,100       151,875
         Bryn Mawr Bank Corp. ..............       400         9,350
        *Buckle, Inc. ......................     2,700        97,538
        *Buffets, Inc. .....................    15,400       192,500
        *Bugaboo Creek Steak House, Inc. ...     2,100        16,538
        *Builders Transport, Inc. ..........     1,800        14,175
        *Bull Run Corp. GA .................    21,300        61,238
        *Burlington Coat Factory Warehouse
           Corp. ...........................    21,000       223,125
        *Burr Brown Corp. ..................    12,450       266,119
        *Bush Boake Allen, Inc. ............     9,600       237,600
         Bush Industries, Inc. Class A .....     3,100       110,438
        *Butler International, Inc. ........     1,000         8,125
         Butler Manufacturing Co. ..........     2,100        78,488
        *Buttrey Food & Drug Stores Co. ....     3,500        27,781
        *C-COR Electronics, Inc. ...........    10,400       244,400
        *CAI Wireless Systems, Inc. ........     5,115        54,667
         CBT Corp. .........................       200         4,600
        *CCA Industries, Inc. ..............     2,700         9,366
        *CDI Corp. .........................    13,100       445,400
        *CE Software Holdings, Inc. ........       600         1,463
        *CEM Corp. .........................     3,800        52,250
        *CFI Proservices, Inc. .............     1,800        45,000
         CFSB Bancorp, Inc. ................     1,210        25,108
         CFW Communications Co. ............     5,100       102,000
         CFX Corp. .........................     3,764        52,696
        *CIS Technologies, Inc. DE .........    18,100        58,825
         CKE Restaurants, Inc. .............    11,000       254,375
         CMAC Investment Corp. .............     5,600       305,200
        *CMC Industries, Inc. ..............     2,400        20,100
        *CMG Information Services, Inc. ....     4,600       108,675
        *CMI Corp. Class A .................    18,100       106,338
         CML Group, Inc. ...................    24,600       132,225
         CNB Bancshares, Inc. ..............     7,144       203,604
        *CNS Income ........................     8,900       195,244
        *CPAC, Inc. ........................     3,320        39,425
         CPB, Inc. .........................     1,300        41,925
        *CPI Aerostructures, Inc. ..........       200           550
         CPI Corp. .........................     9,800       160,475
         CSF Holdings, Inc. Escrow .........     3,250             0
        *CSP, Inc. .........................     2,800        26,250
        *CSS Industries, Inc. ..............     4,300       110,188
        *CTL Credit, Inc. ..................     1,400        24,763
         CTS Corp. .........................     2,100        94,763
         CU Bancorp ........................     2,800        30,100
         CVB Financial Corp. ...............     2,634        39,839
        *Cable Design Techologies Corp. ....     7,050       318,131
                                          Shares       Value+
                                         --------   -----------
  Cabot Oil & Gas Corp. Class A .....      11,400      $193,800
 *Cache, Inc. .......................       5,025        27,323
 *Caci International, Inc. Class A ..       1,000        13,000
 *Cade Industries, Inc. .............       1,500         2,039
 *Cadiz Land, Inc. ..................       8,400        47,775
  Cadmus Communications Corp. .......       6,500       107,656
 *Caere Corp. .......................       6,600        87,450
  Cagle's, Inc. Class A .............       2,250        32,906
 *Cairn Energy USA, Inc. ............       8,800       103,950
 *Caldor Corp. ......................       9,700        30,313
 *Calgene, Inc. .....................      14,300        87,588
  Calgon Carbon Corp. ...............      21,200       272,950
 *California Amplifier, Inc. ........       6,600       288,750
  California Bancshares, Inc. .......       4,000       135,000
*#California Culinary Academy, Inc. .       1,200         8,025
  California Financial Holding Corp.        4,000        83,000
 *California Micro Devices Corp. ....       3,400        36,338
 *California Microwave, Inc. ........       8,000       153,000
  California State Bank .............       2,059        30,885
  California Water Service Co. ......       3,100       106,950
 *Callon Petroleum Co. ..............       3,200        40,800
  Calmat Co. ........................      11,600       213,150
 *Calprop Corp. .....................       7,700         6,016
 *Calumet Bancorp, Inc. .............       1,100        30,800
 *Cambex Corp. ......................       5,200        33,150
  Cambrex Corp. .....................       3,300       158,400
 *Cambridge Neuroscience, Inc. ......       5,300        51,013
 *Cambridge Soundworks, Inc. ........       1,200         4,275
  Camco International, Inc. .........       4,900       161,088
 *Campo Eletronics, Appliances &
    Computers, Inc. .................      3,200         7,600
 *Candela Laser Corp. ...............      2,600        20,313
 *Candies, Inc. .....................      3,300         8,456
 *Canisco Resources, Inc. ...........        500         1,219
 *Cannon Express, Inc. Class A ......        900        10,013
 *Cannondale Corp. ..................      4,300        93,525
*#Cantel Industries, Inc. Class B ...      2,000        21,000
 *Canterbury Educational Services,
    Inc. ............................      4,800         9,675
 *Canyon Resources Corp. ............     11,800        42,038
  Cape Cod Bank & Trust Co. .........      1,000        21,750
 *Capital Pacific Holdings, Inc. ....      1,000         3,875
  Capital Re Corp. ..................      8,100       295,650
  Capitol American Financial Corp. ..     13,000       321,750
  Capitol Bancorp, Ltd. .............        900         9,450
  Capitol Transamerica Corp. ........      2,900        58,000
 *Capstone Pharmacy Services, Inc. ..      5,800        58,363
 *Capsure Holdings Corp. ............      7,300       134,138
  Caraustar Industries, Inc. ........      8,200       215,250
  Cardinal Health, Inc. .............      4,187       267,445
 *Cardinal Realty Services, Inc. ....      1,400        29,575
 *Care Group, Inc. ..................      3,400         5,950
 *Career Horizons, Inc. .............      3,000       118,875
 *Carlisle Plastics, Inc. Class A ...      8,900        60,075
 *Carmike Cinemas, Inc. Class A .....      5,600       156,100
  Carolina First Corp. ..............      5,702       115,466
  Carpenter Technology Corp. ........      4,200       151,725
 *Carr-Gottstein Foods Co. ..........      7,654        36,357
 *Carrington Laboratories, Inc. .....      4,200       164,850
 *Carson Pirie Scott & Co. ..........      8,200       227,550
  Carter-Wallace, Inc. ..............     18,500       259,000
 *Carver Corp. WA ...................      3,800        11,163
  Cascade Corp. .....................      5,400        81,338
  Cascade Natural Gas Corp. .........      4,050        61,763
  Casey's General Stores, Inc. ......     11,800       276,563




                                    11
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares       Value+
                                               --------   -----------
         Cash America International, Inc. ..     14,200      $ 81,650
        *Casino America, Inc. ..............      8,000        74,000
        *Casino Data Systems ...............      8,250       122,719
        *Casino Magic Corp. ................     17,600       104,500
       *#Casino Resource Corp. .............      3,000         5,719
        *Castech Aluminum Group, Inc. ......      6,500       114,563
         Castle (A.M.) & Co. ...............     23,438       665,039
        *Catalina Lighting, Inc. ...........      5,000        29,375
        *Catalina Marketing Corp. ..........      5,000       387,500
        *Catalyst Semiconductor, Inc. ......      4,100        30,750
        *Catalytica, Inc. ..................      9,600        45,600
        *Catellus Development Corp. ........     42,500       393,125
         Cathay Bancorp, Inc. ..............      1,100        17,875
        *Catherines Stores Corp. ...........      3,100        30,225
         Cato Corp. Class A ................     12,000        92,250
         Cavalier Homes, Inc. ..............      4,537       106,052
       *#Cedar Group, Inc. .................      7,300        29,656
        *Cel-Sci Corp. .....................      2,000        22,000
        *Celadon Group, Inc. ...............      3,100        32,356
        *Celebrity, Inc. ...................      3,200        15,000
        *Celestial Seasonings, Inc. ........      1,600        33,200
        *Celex Group, Inc. .................      2,000        16,250
        *Celgene Corp. .....................      5,100        81,281
        *Cell Genesys, Inc. ................      8,000        70,000
        *Cellpro, Inc. .....................      7,100       129,575
        *Cellstar Corp. ....................      9,600        97,800
        *Cellular Communications, Inc.
           Class A .........................     2,900       155,150
        *Cellular Technical Services Co.,
           Inc. ............................     4,333       150,572
        *Celtrix Pharmaceuticals, Inc. .....     5,000        17,188
         Cenfed Financial Corp. ............     1,980        41,580
        #Cenit Bancorp, Inc. ...............       200         6,975
        *Centennial Bancorp ................     1,466        21,074
        *Centennial Cellular Corp. Class A .     6,100       103,700
        *Centennial Technologies, Inc. .....     4,100       103,525
         Center Banks, Inc. ................       600         8,625
         Center Financial Corp. ............     6,513       138,401
         Centex Construction Products, Inc.     11,800       166,675
        *Centigram Communications Corp. ....     3,400        58,438
         Central & Southern Holding Co. ....     1,500        12,938
        *Central Co-Operative Bank
           Somerville, MA ..................       900        14,175
        *Central Garden & Pet Co. ..........     5,800        85,188
         Central Hudson Gas & Electric Corp.     7,000       209,125
         Central Louisiana Electric Co.,
           Inc. ............................    11,200       298,200
         Central Maine Power Co. ...........    16,200       216,675
         Central Reserve Life Corp. ........     1,800        14,738
        *Central Sprinkler Corp. ...........     2,500        57,500
        *Central Tractor Farm & Country,
           Inc. ............................     2,100        27,300
         Central Vermont Public Service
           Corp. ...........................     5,650        78,394
         Century Bancorp Income Class A ....     1,000        12,250
        *Century Communications Corp.
           Class A .........................    16,300       152,813
        *Cephalon, Inc. ....................    10,300       279,388
        *Ceradyne, Inc. ....................    11,800       128,325
        *Cerberonics, Inc. Class A .........       200         1,463
        *Cerplex Group, Inc. ...............     6,000        40,500
        *Chad Therapeutics .................     4,750        85,500
        *Champion Enterprises, Inc. ........    10,400       421,200
        *Champion Healthcare Corp. .........       100         1,138
        #Champion Industries, Inc. .........     2,550        47,175
                                          Shares       Value+
                                         --------   -----------
 *Champion Parts, Inc. ..............       1,800      $ 1,856
  Chaparral Steel Co. ...............      11,200       163,800
 *Charming Shoppes, Inc. ............      51,600       411,188
 *Chart House Enterprises, Inc. .....       4,700        37,600
  Chart Industries, Inc. ............       5,000        70,625
  Charter Federal Savings Bank
    (Escrow) ........................      2,100             0
  Charter Power Systems, Inc. .......      4,300       146,738
 *Chase Brass Industries, Inc. ......      5,000        93,750
 *Chattem, Inc. .....................      2,500        22,188
 *Check Technology Corp. ............      2,400        28,350
 *Checkers Drive-In Restaurant, Inc.      25,100        36,473
 *Checkfree Corp. ...................     13,300       297,588
 *Checkmate Electronics, Inc. .......      2,000        30,250
 *Checkpoint System, Inc. ...........     19,400       754,175
 *Cheesecake Factory, Inc. ..........      2,500        65,625
  Chemed Corp. ......................      4,900       184,363
 *Chemfab Corp. .....................      5,550        74,925
  Chemical Financial Corp. ..........      4,600       173,075
 *Chempower, Inc. ...................      1,800         7,650
 *Chemtrak, Inc. ....................      4,900        22,663
 *Cherry Corp. Class A ..............      3,600        42,300
 *Cherry Corp. Class B ..............      3,600        45,450
  Chesapeake Utilities Corp. ........      1,500        24,750
  Chester Valley Bancorp ............        210         4,016
 *Chic by His, Inc. .................      4,900        29,400
  Chicago Rivet & Machine Co. .......        700        24,500
 *Chicos Fas, Inc. ..................      4,700        47,588
 *Children's Comprehensive Services,
    Inc. ............................      2,150        48,778
 *Children's Discovery Centers of
    America, Inc. Class A ...........      1,800        11,813
 *Chips & Technologies, Inc. ........     10,100       112,363
  Chittenden Corp. ..................      4,134        89,651
*#Chock Full O' Nuts Corp. ..........     10,130        51,916
 *Cholestech Corp. ..................      4,500        31,500
 *Christiana Companies, Inc. ........     12,300       264,450
 *Chromcraft Revington, Inc. ........      1,000        24,875
 *Chronimed, Inc. ...................      6,150       126,844
 #Church & Dwight Co., Inc. .........     11,700       234,000
 *Ciber, Inc. .......................      3,900       177,450
*#Cidco, Inc. .......................      7,100       280,450
  Cilcorp, Inc. .....................      6,600       281,325
 *Cincinnati Microwave, Inc. ........      7,300        32,850
 *Cinergi Pictures Entertainment,
    Inc. ............................      2,800         5,556
 *Ciprico, Inc. .....................      1,400        30,975
 *Circon Corp. ......................      7,390        96,070
 *Circuit Systems, Inc. .............      2,700        17,888
 *Citadel Holding Corp. .............      2,400         5,700
 *Citation Computer System, Inc. ....      1,500        27,094
 *Citation Corp. ....................     10,100       150,238
 *Citation Insurance Group ..........      2,400        10,800
  Citfed Bancorp, Inc. ..............      2,100        79,538
  Citicasters, Inc. Class A .........      8,100       251,100
  Citizens Bancorp MD ...............      7,500       225,000
  Citizens Banking Corp. ............      6,400       188,000
 *Citizens, Inc. Class A ............     11,000        82,500
  City Holding Co. ..................        220         5,280
  City National Corp. ...............     20,200       310,575
 *Civic Bancorp .....................      1,800        15,075
  Claire's Stores, Inc. .............     16,650       416,250
  Clarcor, Inc. .....................      8,500       175,313
 *Clark (Dick) Productions, Inc. ....      3,300        48,675
 *Clean Harbors, Inc. ...............      6,900        25,013
  Cleveland Cliffs, Inc. ............      5,900       236,738




                                    12
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares       Value+
                                               --------   -----------
        *Cliffs Drilling Co. ...............      2,500      $ 66,719
        *Clintrials Research, Inc. .........      4,400       210,650
        *Clothestime, Inc. .................      8,000        11,500
         Coachmen Industries, Inc. .........      7,400       272,875
        *Coast Distribution System .........      4,700        34,663
        *Coast Savings Financial, Inc. .....      9,300       311,550
         Coastal Bancorp, Inc. .............      4,000        73,750
        *Coastal Physician Group, Inc. .....     11,900        99,663
        *Coastcast Corp. ...................      3,600        92,250
         Cobancorp, Inc. ...................        206         4,146
        *Cobra Electronic Corp. ............      2,500         6,875
        *Cobra Industries ,Inc. ............      2,200           111
         Coca Cola Bottling Co. Consolidated      3,700       127,650
        *Cocensys, Inc. ....................      8,700        73,406
        *Code Alarm, Inc. ..................      1,500         7,500
         Coeur d'Alene Mines Corp. ID ......     10,900       241,163
        *Cognitronics Corp. ................      3,800        18,763
        *Coherent Communications Systems
           Corp. ...........................     9,200       242,650
        *Coherent, Inc. ....................     8,400       411,600
        *Coho Energy, Inc. .................    10,000        65,000
         Cohu, Inc. ........................     8,200       197,825
        *Cold Metal Products, Inc. .........     4,200        27,825
        *Cole National Corp. Class A .......     5,000       101,250
         Collagen Corp. ....................     5,600       118,300
         Collective Bancorp, Inc. ..........    10,149       246,748
        *Collins & Aikman Corp. ............    27,800       187,650
        *Collins Industries, Inc. ..........     6,600        29,288
         Colonial Bancgroup, Inc. ..........     5,000       175,000
       *#Colonial Data Technologies Corp. ..     7,700       151,113
         Colonial Gas Co. ..................     8,050       182,131
        *Columbia Banking System, Inc. .....     1,365        21,499
        *Columbia Laboratories, Inc. .......    13,900       189,388
        *Columbus Energy Corp. .............     1,300         9,263
        *Comarco, Inc. .....................     2,800        57,050
        *Comdial Corp. .....................     3,600        39,600
       *#Comforce Corp. ....................     1,300        32,825
         Commerce Bancorp, Inc. ............     6,126       147,790
         Commercial Bancshares, Inc. .......     1,300        18,200
         Commercial Federal Corp. ..........     8,709       337,474
         Commercial Intertech Corp. ........     5,100       106,463
         Commercial Metals Co. .............     7,600       238,450
        *Commnet Cellular, Inc. ............     6,700       229,894
         Commonwealth Energy System ........     4,000       193,500
        *Communications Central, Inc. ......     2,300        16,963
         Communications Systems, Inc. ......     9,000       144,000
         Community Bank System, Inc. .......     2,500        80,313
        #Community Bankshares, Inc. NH .....       800        13,950
         Community First Bankshares, Inc. ..     2,300        53,763
        *Community Psychiatric Centers .....    21,800       207,100
        *Competitive Technologies, Inc. ....     3,500        41,563
        *Complete Management, Inc. .........       933        11,196
        *Compression Laboratories, Inc. ....     8,800        68,750
        *Comptek Research, Inc. ............     7,900        50,363
        *Compucom Systems, Inc. ............    22,100       276,250
         Computer Data Systems, Inc. .......     5,700       125,756
        *Computer Horizons Corp. ...........    17,887       838,453
        *Computer Identics Corp. ...........     4,200         9,975
         Computer Language Research, Inc. ..     9,600       132,000
        *Computer Network Technology Corp. .    11,100        92,269
        *Computer Outsourcing Services, Inc.       700         3,019
        *Computer Products, Inc. ...........    12,200       248,575
                                         Shares       Value+
                                        --------   -----------
 Computer Task Group, Inc. .........       4,100      $116,338
*Computer Telephone Corp. Class 1 ..       4,700        76,669
*Computrac, Inc. ...................       3,100         8,525
*Comshare, Inc. ....................       6,000       179,250
*Comstock Resources, Inc. ..........       6,400        49,600
*Comtech Telecommunications Corp. ..       1,000         5,188
*Comverse Tecnology, Inc. ..........      10,600       312,038
*Concentra Corp. ...................       2,700        16,200
*Concord Fabrics, Inc. Class A .....         200         1,150
*Concurrent Computer Corp. .........      10,000        29,375
*Conductus, Inc. ...................       2,000        29,000
*Cone Mills Corp. NC ...............      15,000       174,375
*Congoleum Corp. Class A ...........       1,900        20,663
*Conmed Corp. ......................      13,275       438,075
 Connecticut Energy Corp. ..........       4,400        89,650
 Connecticut Natural Gas Corp. .....       5,000       117,500
 Connecticut Water Services, Inc. ..       1,800        47,250
*Consep, Inc. ......................       4,300        18,275
*Consilium, Inc. ...................       4,000        29,750
*Conso Products Co. ................       2,500        42,813
*Consolidated Graphics, Inc. .......       2,200        58,025
*Consolidated Products, Inc. .......       6,002       105,035
*Consolidated Stainless, Inc. ......       1,300        13,406
 Consolidated Tokoma Land Co. ......       3,100        62,775
*Consumer Portfolio Services, Inc. .       4,600        47,150
 Consumers Water Co. ...............       4,100        72,775
*Continental Can, Inc. DE ..........       1,000        14,250
 Continental Homes Holding Corp. ...       3,600        88,650
*Continental Waste Industries, Inc.        7,000       131,688
*Continuum Co., Inc. ...............       3,780       232,470
*Control Data Systems, Inc. ........       8,300       205,944
*Converse, Inc. ....................       8,300        38,388
*Convest Energy Corp. ..............       1,000         5,313
 Cooker Restaurant Corp. ...........       3,500        52,500
*Cooper Companies, Inc. ............       5,800        73,950
*Cooperative Bankshares, Inc. ......         700        12,338
*Copart, Inc. ......................       5,000        85,625
*Copley Pharmaceutical, Inc. .......       9,500       152,000
*Copytele, Inc. ....................      13,300       247,713
*Cor Therapeutics, Inc. ............      10,700       107,669
*Coram Healthcare Corp. ............      20,200        98,475
*Corcom, Inc. ......................         700         8,313
 Core Industries, Inc. .............       5,200        75,400
*Core, Inc. ........................       2,400        39,600
*Cornerstone Imaging, Inc. .........       3,600        33,300
 Corpus Christi Bankshares, Inc. ...         600         9,750
*Corrpro Companies, Inc. ...........       2,400        22,500
*Cortech, Inc. .....................       7,100        21,966
*Corvas International, Inc. ........       3,300        19,388
*Corvel Corp. ......................       1,000        33,000
*Cosmetic Centers, Inc. Class A ....       1,100         6,188
*Cosmetic Centers, Inc. Class B ....         800         4,600
 Cotton States Life Insurance Co. ..       1,350        14,766
 Courier Corp. .....................         800        14,900
*Covenant Transport, Inc. Class A ..       4,400        67,100
*Coventry Corp. ....................      12,900       238,650
 Craftmade International, Inc. .....       2,000        16,125
*Craig (Jenny), Inc. ...............      11,900       208,250
*Craig Corp. .......................       1,800        21,600
 Crawford & Co. Class A ............       8,000       131,000
 Crawford & Co. Class B ............       8,600       141,900
*Cray Research, Inc. ...............       2,817        77,115
*Creative Biomolecules, Inc. .......      15,400       155,925
*Creative Technologies Corp. .......       1,000           969




                                   13
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares       Value+
                                               --------   -----------
        *Credence Systems Corp. ............     11,250      $226,406
       *Cree Research, Inc. ................      6,000        99,375
        *Criticare Systems, Inc. ...........      3,200        11,950
        *Crop Growers Corp. ................      4,100        42,025
         Cross (A.T.) Co. Class A ..........      8,900       142,400
         Cross Timbers Oil Co. .............      8,000       179,000
        *Crosscomm Corp. ...................      3,700        42,088
        *Crossman Communities, Inc. ........      4,000        84,000
        *Crown Books Corp. .................      2,700        34,088
        *Crown Central Petroleum Corp.
           Class A .........................     1,900        32,775
        *Crown Central Petroleum Corp.
           Class B .........................     2,500        40,313
         Crown Crafts, Inc. ................     5,100        53,550
        *Crown Resources Corp. .............     6,600        42,075
        *Crown-Andersen, Inc. ..............     1,000         7,375
        *Cruise America, Inc. ..............     2,600        17,550
        *Cryenco Sciences, Inc. Class A ....     2,400        10,050
        *Cryolife, Inc. ....................     1,300        46,963
        *Cryomedical Sciences, Inc. ........    12,300        30,366
        *Crystal Oil Co. ...................     1,200        40,800
         Cubic Corp. .......................     2,400        80,400
        *Culbro Corp. ......................     2,200       126,775
         Cullen Frost Bankers, Inc. ........     5,630       290,649
         Culp, Inc. ........................    16,818       231,248
         Cupertino National Bancorp ........       220         2,998
        *Curative Technologies, Inc. .......     7,000       181,563
         Curtiss-Wright Corp. ..............     2,000       103,000
        *Custom Chrome, Inc. ...............     2,000        52,625
        *Customedix Corp. ..................     1,100         2,269
        *Cyberonics, Inc. ..................     4,100        22,550
        *Cyberoptics Corp. .................     1,900        29,450
        *Cycare Systems, Inc. ..............     3,400       168,725
        *Cygne Designs, Inc. ...............     5,000         5,703
        *Cygnus, Inc. ......................     9,100       168,919
        *Cypros Pharmaceutical Corp. .......     8,700        50,025
        *Cyrix Corp. .......................     7,700       238,700
        *Cyrk, Inc. ........................     5,400        68,513
        *Cytel Corp. .......................     9,100        71,663
        *Cytogen Corp. .....................    23,025       206,505
        *Cytotherapeutics, Inc. ............     7,400        90,650
        *Cytrx Corp. .......................     4,750        23,898
        *D&N Financial Corp. ...............     3,400        41,438
        *DAIG Corp. ........................     6,100       152,119
        *DBA Systems, Inc. .................     1,700         8,606
        *DDL Electronics, Inc. .............     6,500        12,188
        *DEP Corp. Class A .................     1,900         2,138
        *DEP Corp. Class B .................     6,200         7,363
        *DH Technology, Inc. ...............     3,750        98,438
        *DII Group, Inc. ...................     3,000        99,750
        *DIY Home Warehouse, Inc. ..........    10,000        53,125
        *DM Management Co. .................     2,000         9,375
        *DMX, Inc. .........................    13,000        16,250
        *DNA Plant Technology Corp. ........    17,300        12,705
        *DNX Corp. .........................     3,800        27,313
        *DR Horten, Inc. ...................    18,952       198,996
        *DRCA Medical Corp. ................     2,100         8,400
         DS Bancor, Inc. ...................     1,764        56,007
        *DSP Group, Inc. ...................     4,700        54,638
        *DSP Technology, Inc. ..............     1,000         6,438
         DT Industries, Inc. ...............     5,000        95,625
        *DVI, Inc. .........................     5,500        76,313
        *Daily Journal Corp. ...............       200         5,400
        *Dairy Mart Convenience Stores, Inc.
           Class A .........................     1,600         9,200
                                          Shares       Value+
                                         --------   -----------
 *Daka International, Inc. ..........       2,145      $ 54,161
  Dallas Semiconductor Corp. ........      18,700       392,700
 *Damark International, Inc. Class A        4,500        54,563
  Dames & Moore, Inc. ...............      13,300       161,263
  Daniel Industries, Inc. ...........       5,200        76,700
 *Danskin, Inc. .....................       2,400         8,100
 *Darling International, Inc. .......       2,500        65,313
  Dart Group Corp. Class A ..........         700        59,238
 *Data Broadcasting Corp. ...........       3,245        32,450
 *Data General Corp. ................      19,100       243,525
 *Data I/O Corp. ....................       4,600        30,475
 *Data Race, Inc. ...................       1,800         7,988
 *Data Research Association, Inc. ...       1,500        35,250
 *Data Systems & Software, Inc. .....       2,900        24,288
 *Data Translation, Inc. ............       8,400       219,450
 *Data Transmission Network Corp. ...       1,000        64,250
 *Dataflex Corp. ....................       3,400        22,950
 *Datakey, Inc. .....................       1,000         7,875
 *Datamarine International, Inc. ....         200         2,725
*#Datametrics Corp. .................       5,700        39,900
 *Datapoint Corp. ...................       4,200         6,300
 *Dataram Corp. .....................       1,900        11,638
 *Datascope Corp. ...................      10,800       189,000
 *Dataware Technologies, Inc. .......       4,000        27,000
 *Datawatch Corp. ...................       4,300        43,538
 *Datron Systems, Inc. ..............       1,800        23,738
 *Datum, Inc. .......................       1,600        21,700
 *Davco Restaurants, Inc. ...........       3,000        22,875
 *Dave and Busters, Inc. ............       2,200        50,188
 *Davel Communications Group, Inc. ..       1,800        31,725
  Davis Water & Waste Industries,
    Inc. ............................      5,500       164,313
 *Davox Corp. .......................      5,000       149,375
 *Daw Technologies, Inc. ............      5,000        30,313
 *Dawson Geophysical Co. ............      4,100        46,125
 *Daxor Corp. .......................      4,400        52,800
 *Day Runner, Inc. ..................      3,100        88,350
 *De Soto, Inc. .....................      2,800        15,400
  Deb Shops, Inc. ...................      4,800        24,600
 *Deckers Outdoor Corp. .............      3,700        32,375
  Decorator Industries, Inc. ........        900        10,013
 *Deeptech International, Inc. ......      8,300        47,725
  Defiance, Inc. ....................      7,600        45,125
 *Deflecta-Shield Corp. .............      1,000         5,875
 *Del Electronics Corp. .............      1,465        18,862
  Del Laboratories, Inc. ............      9,066       258,381
 *Delaware Ostego Corp. .............        210         2,126
  Delchamps, Inc. ...................      1,300        30,388
 *Delphi Financial Group, Inc.
    Class A .........................      1,300        35,913
 *Delphi Information Systems, Inc. ..      5,000         9,844
  Delta & Pine Land Co. .............      9,598       412,714
  Delta Natural Gas Co., Inc. .......      1,400        22,925
  Delta Woodside Industries, Inc. ...     11,900        68,425
 *Denamerica Corp. ..................      3,100        16,663
 *Department 56, Inc. ...............     10,800       259,200
 *Designs, Inc. .....................     12,450        82,481
 *Detection Systems, Inc. ...........      2,800        40,075
 *Detrex Corp. ......................        500         3,063
 *Detroit Diesel Corp. ..............     12,300       232,163
 *Devcon International Corp. ........      2,000        19,750
 *Devlieg-Bullard, Inc. .............      6,500        17,875
  Devon Energy Corp. ................     14,700       374,850
 *Devon Group, Inc. .................      2,900        85,550
 *Devry, Inc. .......................     11,200       445,200




                                    14
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares       Value+
                                               --------   -----------
        *Dewolfe Companies, Inc. ...........        200      $ 1,150
         Dexter Corp. CT ...................     12,100       346,363
        *Diagnostic Health Services, Inc. ..      1,900        15,556
         Diagnostic Products Corp. .........      6,500       244,563
        *Diagnostic Retrieval Systems, Inc.       1,300        14,138
        *Dialogic Corp. ....................      8,500       455,813
        *Diametrics Medical, Inc. ..........      5,700        37,406
        *Diana Corp. .......................        766        73,823
        *Dianon Systems, Inc. ..............      3,300        23,306
        *Digi International, Inc. ..........      5,900       165,938
        *Digicon, Inc. .....................      4,500        75,375
        *Digital Biometrics, Inc. ..........      5,000        34,375
        *Digital Communications Technology
           Corp. ...........................     2,520         8,820
        *Digital Link Corp. ................     4,400        76,450
        *Digital Microwave Corp. ...........     6,300        98,831
        *Digital Sound Corp. ...............     7,900        14,813
        *Digital Systems International, Inc.     6,500       142,594
         Dime Financial Corp. ..............     2,300        31,625
         Dimon, Inc. .......................    19,150       344,700
        *Diodes, Inc. ......................     2,500        22,813
        *Dionex Corp. ......................     5,400       195,750
        *Discount Auto Parts, Inc. .........    10,300       265,225
       *#Discovery Zone, Inc. ..............    12,200         5,338
        *Dixie Yarns, Inc. .................     4,381        23,000
        *Dixon Ticonderoga Co. .............     1,700        11,475
         Donegal Group, Inc. ...............     1,800        31,500
         Donnelly Corp. Class A ............     3,000        47,625
        *Donnkenny, Inc. ...................     5,600       106,400
        *Dorsey Trailers, Inc. .............     3,000        15,188
        *Doubletree Corp. ..................     2,500        88,438
         Douglas & Lomason Co. .............     2,600        34,775
         Downey Financial Corp. ............    10,770       234,248
        *Dravo Corp. .......................     7,400        96,200
        *Dress Barn, Inc. ..................    13,400       159,125
        *Drew Industries, Inc. .............     3,200        54,800
       *#Drexler Technology Corp. ..........     5,300        87,450
         Dreyer's Grand Ice Cream, Inc. ....     8,300       275,975
        *Drug Emporium, Inc. ...............     5,300        22,194
        *Drypers Corp. .....................     2,600        10,075
        *Dual Drilling Co. .................     6,300       120,488
        *Duckwall-Alco Stores, Inc. ........     1,300        17,144
        *Ducommun, Inc. ....................     4,800        69,600
         Duff & Phelps Credit Rating Co. ...     2,566        48,433
        *Dura Pharmaceuticals, Inc. ........     5,100       314,925
        *Durakon Industries, Inc. ..........     5,200        69,550
        *Duramed Pharmaceuticals, Inc. .....     4,200        75,075
         Duriron Co., Inc. .................    11,400       319,200
         Duty Free International, Inc. .....    15,000       225,000
        *Dwyer Group, Inc. .................     2,800         7,000
         Dyersburg Corp. ...................     5,700        31,350
         Dynamics Corp. of America .........     7,500       191,250
        *Dynamics Research Corp. ...........     4,471        34,091
        *Dynatech Corp. ....................     9,200       319,700
         E'town Corp. ......................     3,700       103,138
        *E-Z-Em, Inc. Class A ..............     2,450        34,606
        *E-Z-Em, Inc. Class B ..............     6,123        81,130
        *EA Engineering Science &
           Technology, Inc. ................     5,625        17,578
        *EA Industries, Inc. ...............     7,500        36,563
        *ECC International Corp. ...........     8,500        76,500
        *ECCS, Inc. ........................     1,700         5,738
        *EFI Electronics Corp. .............       800         1,000
        *EIS International, Inc. ...........     5,200       152,425
        *ELXSI Corp. .......................     2,200        14,163
                                          Shares       Value+
                                         --------   -----------
  EMC Insurance Group, Inc. .........       6,300      $ 85,838
 *ERLY Industries, Inc. .............       1,300        11,700
 *ERO, Inc. .........................       4,100        25,625
 *ESCO Electronics Corp. Trust
    Receipts ........................      8,700       109,838
  ESELCO, Inc. ......................        212         5,777
 *ESSEF Corp. .......................      3,100        52,700
 *EZ Serve Corp. ....................     17,000        27,625
  Eagle Bancshares, Inc. ............      1,800        29,700
*#Eagle Finance Corp. ...............      2,000        15,750
  Eagle Financial Corp. .............      2,200        50,050
 *Eagle Food Centers, Inc. ..........      8,100        36,956
 *Eagle Hardware & Garden, Inc. .....      9,400       130,425
  Eastern Bancorp, Inc. .............      1,100        26,538
  Eastern Co. .......................      5,600        65,100
 *Eastern Environment Services, Inc.       1,000         5,188
  Eastern Utilities Associates ......      8,900       169,100
 *Eateries, Inc. ....................      1,500         7,500
  Eaton Vance Corp. .................      3,800       123,025
 *Ecogen, Inc. ......................      4,340        22,107
  Ecology & Environment, Inc.
    Class A .........................      1,100         9,350
 *Edelbrock Corp. ...................      2,000        33,875
 #Edison Brothers Stores, Inc. ......     11,000        28,875
 *Edison Control Corp. ..............      1,000         7,375
 *Edisto Resources Corp. ............      7,600        75,050
*#Editek, Inc. ......................      4,100         5,638
 *Edmark Corp. ......................      2,600        76,700
 *Edo Corp. .........................      3,400        26,350
 *Education Alternatives, Inc. ......      5,000        19,375
 *Educational Development Corp. .....      1,800        18,000
 *Educational Insights, Inc. ........      2,800         9,975
 *Effective Management Systems, Inc.       1,400         8,925
 *Egghead, Inc. .....................      8,800       105,050
  Ekco Group, Inc. ..................      8,800        53,900
 *El Chico Restaurants, Inc. ........      2,900        23,744
  Elcor Corp. .......................      6,000       132,750
  Eldorado Bancorp CA ...............      1,470        22,050
 *Electric & Gas Technology, Inc. ...      4,900        12,709
 *Electric Fuel Corp. ...............      4,800        30,600
 *Electro Rent Corp. ................      6,000       145,500
 *Electro Scientific Industries, Inc.      4,500       119,813
 *Electroglas, Inc. .................     10,200       196,988
 *Electromagnetic Sciences, Inc. ....     11,500       165,313
 *Electronic Fab Technology, Inc. ...      5,000        19,063
 *Electronic Retailing System
    International, Inc. .............      2,300         4,888
  Electronic Tele Communications,
    Inc. Class A ....................      1,000         2,625
 *Elek-Tek, Inc. ....................      4,000        16,000
 *Eljer Industries, Inc. ............      3,600        40,950
  Ellett Brothers, Inc. .............      3,000        20,813
 *Eltron International, Inc. ........      2,700        74,250
 *Embrex, Inc. ......................      2,300        16,100
 *Emcare Holdings, Inc. .............      1,600        49,600
 *Emcon .............................      3,200        14,000
*#Emerson Radio Corp. ...............     16,100        34,213
 *Emisphere Technologies, Inc. ......      4,200        49,613
 *Emmis Broadcasting Corp. Class A ..      3,300       144,375
 *Empi, Inc. ........................      4,300        75,250
  Empire District Electric Co. ......      8,000       146,000
 *Empire of Carolina, Inc. ..........      2,600        33,475
 *Emulex Corp. ......................      4,450        85,106
 *Encad, Inc. .......................      2,800       125,125




                                    15
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares       Value+
                                               --------   -----------
        *Encore Computer Corp. .............     17,800      $ 62,022
        *Encore Wire Corp. .................      3,200        31,800
        *Endosonics Corp. ..................      7,500       113,438
         Energen Corp. .....................      6,600       155,100
        *Energy Biosystems Corp. ...........      6,000        39,000
        *Energy Research Corp. .............      1,500        27,938
        *Energy Ventures, Inc. .............      7,600       253,650
         Energy West, Inc. .................        200         1,763
         Energynorth, Inc. .................      2,400        47,100
         Engineered Support Systems, Inc. ..      1,200         9,075
        *Engineering Measurements Co. ......      1,000         3,125
        #Engle Homes, Inc. .................      2,800        25,200
         Enhance Financial Services Group,
           Inc. ............................     9,900       287,100
         Ennis Business Forms, Inc. ........     8,200        89,175
        *Ensys Environmental Products, Inc.      1,000         1,813
        *Envirogen, Inc. ...................     3,000        11,438
        *Environmental Elements Corp. ......     6,400        12,000
        *Environmental Technologies Corp. ..     1,200        12,000
         Enviroq Corp. .....................       280             0
        *Envirotest Systems Corp. Class A ..     7,200        21,600
        *Envoy Corp. .......................     6,700       214,400
        *Enzo Biochem, Inc. ................    10,395       181,913
        *Enzon, Inc. .......................    11,100        43,706
        *Epitope, Inc. .....................     6,300       129,938
        *Equinox Systems, Inc. .............     2,000        27,875
        *Equitex, Inc. .....................       500         1,563
        *Equitrac Corp. ....................     1,500        13,781
        *Equity Corp. International ........     2,900        85,188
        *Equity Marketing, Inc. ............     2,800        39,900
        *Equity Oil Co. ....................    14,200        84,313
       *#Ernst Home Center, Inc. ...........     6,800        16,575
        *Escalade, Inc. ....................     3,335        17,092
         Eskimo Pie Corp. ..................     1,600        33,500
        *Esmor Correctional Services, Inc. .     2,000        35,750
         Espey Manufacturing & Electronics
           Corp. ...........................     1,700        26,775
        *Essex Corp. .......................     1,000         3,250
         Essex County Gas Co. ..............       200         4,925
        *Esterline Technologies Corp. ......     4,200        96,600
        *Ethan Allen Interiors, Inc. .......     7,100       186,375
        *Evans & Sutherland Computer Corp. .     3,800        88,350
        *Evans Systems, Inc. ...............     1,400         8,881
        *Evans, Inc. .......................     1,000         2,125
         Evergreen Bancorp, Inc. DE ........     1,900        46,669
        *Evergreen Media Corp. Class A .....     6,900       274,275
        *Evergreen Resources, Inc. .........     2,300        15,956
        *Exabyte Corp. .....................    10,700       210,656
        *Exar Corp. ........................     8,100       129,600
        *Excalibur Technologies Corp. ......     5,800       110,200
         Excel Industries, Inc. ............     7,600       114,000
       *#Excel Technology, Inc. ............     3,300        37,125
         Executive Risk, Inc. ..............     4,600       162,150
        *Executive Telecard, Ltd. ..........     7,184        98,331
        *Executone Information Systems, Inc.    18,400        64,975
         Exide Corp. .......................    10,500       246,750
        *Exide Electronics Group, Inc. .....     3,952        58,786
         Expeditors International of
           Washington ......................     4,800       147,600
        *Express America Holdings Corp. ....     2,400        10,650
        *Express Scripts, Inc. Class A .....     3,300       165,000
        *Ezcorp, Inc. Class A Non-Voting ...     4,900        31,544
         F & M Bancorp (MD) ................     1,800        43,425
                                              Shares       Value+
                                             --------   -----------
  F & M Bancorporation, Inc. ........           1,100      $ 31,900
  F & M National Corp. ..............           8,268       144,690
  FCB Financial Corp. ...............           1,100        19,525
  FCNB Corp. ........................             153         2,773
  FDP Corp. .........................           3,500        42,438
  FFLC Bancorp ......................             500         9,156
  FFY Financial Corp. ...............           2,200        51,425
 *FLIR Systems, Inc. ................           2,100        29,663
 *FM Properties, Inc. ...............           5,700        13,716
  FMC Gold Co. ......................          33,400       192,050
 *FNB Rochester Corp. ...............           1,400        12,950
 *FPA Corp. .........................           2,000         2,375
*#FPA Medical Management, Inc. ......           5,500        97,281
 *FRP Properties, Inc. ..............           2,500        51,250
 *FSI International, Inc. ...........          11,000       143,688
 *FTP Software, Inc. ................          13,200       154,275
  Fab Industries, Inc. ..............           5,600       163,100
 *Fabri-Centers of America, Inc.
    Class A .........................          9,200       135,700
 *Fabri-Centers of America, Inc.
    Class B .........................          9,200       132,250
 *Failure Group, Inc. ...............          4,300        25,263
  Fair, Isaac & Co., Inc. ...........          3,100       143,763
 *Fairchild Corp. Class A ...........          8,000       117,000
 *Fairfield Communities, Inc. .......          5,000        51,250
 *Falcon Building Products, Inc.
    Class A .........................          3,000        34,125
  Falcon Products, Inc. .............          6,050       100,581
  Family Bancorp ....................          1,650        39,394
 *Family Golf Centers, Inc. .........          3,900       104,569
  Fansteel, Inc. ....................          4,000        26,000
 *Farah, Inc. .......................          8,000        68,000
  Farmer Brothers Co. ...............            200        27,900
 *Farr Co. ..........................          2,300        32,056
  Farrel Corp. ......................          2,400        10,350
 *Fastcomm Communications Corp. .....          5,700       109,013
 *Faulding Corp. ....................          5,000        32,500
  Fay's, Inc. .......................         10,175        82,672
 *Featherlite Manufacturing, Inc. ...          2,400        13,200
  Fed One Bancorp ...................            600         9,000
  Fedders Corp. .....................         10,000        72,500
  Fedders Corp. Class A .............          8,750        52,500
  Federal Screw Works ...............          1,800        48,600
*#Female Health Co. .................          3,000        18,375
 *Ferrofluidics Corp. ...............          3,031        51,906
 *Fiberstars, Inc. ..................            700         3,456
 *Fibreboard Corp. ..................          4,200       105,000
  Fidelity Bancorp, Inc. Delaware ...          1,300        21,856
  Fidelity Federal Bancorp ..........          1,100        13,613
  Fidelity Financial Bankshares Corp.            210         2,599
  Fidelity National Financial, Inc. .          7,645       106,074
 *Fieldcrest Cannon, Inc. ...........          4,500        94,500
 *Fifty-Off Stores, Inc. ............          5,600         6,825
 *Figgie International, Inc. Class A           6,800       100,300
 *Figgie International, Inc. Class B           3,500        49,000
 *Filenes Basement Corp. ............         12,200        70,913
 *Filenet Corp. .....................          3,200       148,800
 *Financial Federal Corp. ...........          4,050        66,319
  Financial Trust Corp. .............          3,520       101,200
 *Financing for Science
    International, Inc. .............          2,100        12,797
 *Finish Line, Inc. Class A .........          2,700        68,344
 *Finishmaster, Inc. ................          3,000        34,313
  First Albany Companies, Inc. ......          1,884        19,782
 *First Alert, Inc. .................         12,000        79,500

                                        16
                    THE U.S. 6-10 SMALL COMPANY SERIES
                    CONTINUED



                                               Shares       Value+
                                              --------   -----------
  First American Financial Corp. ....            5,700      $174,563
 *First American Health Concepts,
    Inc. ............................            1,100        5,225
  First Bancorp .....................              200        5,900
 *First Cash, Inc. ..................            1,500        8,906
  First Central Financial Corp. .....            9,300       54,638
  First Charter Corp. ...............            1,900       35,388
  First Citizens Bancshares, Inc. NC             3,400      218,450
 *First Citizens Financial Corp. ....            1,271       23,345
  First Colorado Bancorp ............            5,455       72,620
  First Commercial Corp. ............            9,155      281,516
  First Commonwealth Financial Corp.             8,900      169,100
  First Defiance Financial Corp. ....            2,159       23,344
  First Essex Bancorp ...............            3,000       31,875
  First Federal Capital Corp. .......            2,600       56,875
  First Federal Savings & Loan
    Association of East Hartford, CT             1,500       26,625
  First Financial Bancorp ...........            5,200      167,700
  First Financial Bankshares, Inc. ..              200        8,300
  First Financial Corp. WI ..........           16,100      370,300
  First Financial Corp. of Western
    Maryland ........................              900       17,775
  First Financial Holdings, Inc. ....            3,000       57,750
  First Franklin Corp. ..............              200        3,075
  First Georgia Holdings, Inc. ......              300        2,100
  First Home Savings Bank FSB
    Pennsville, NJ ..................              200        3,650
  First Indiana Corp. ...............            6,439      159,365
  First Liberty Financial Corp. .....            1,200       26,850
 *First Merchants Acceptance Corp. ..            2,600       57,525
  First Merchants Corp. .............              300        7,950
  First Michigan Bank Corp. .........            7,796      235,837
  First Midwest Bancorp, Inc. .......            5,500      158,813
  First Mississippi Corp. ...........           13,600      336,600
  First Mutual Savings Bank .........              264        3,498
  First Northern Capital Corp. ......            1,800       28,800
  First Oak Brook Bancshares, Inc.
    Class A .........................              700       16,625
 *First Pacific Networks, Inc. ......            9,700       27,736
  First Palm Beach Bancorp, Inc. ....            2,700       57,713
 *First Republic Bancorp, Inc. ......            4,682       69,645
  First Savings Bancorp, Inc. North
    Carolina ........................            1,500       28,313
  First Source Corp. ................            7,493      170,466
  First Southeast Financial Corp. ...            1,600       29,000
  First State Financial Services,
    Inc. ............................            1,000       10,500
*#First Team Sports, Inc. ...........            2,850       40,078
  First United Bancorp ..............            2,700       26,958
  First Western Bancorp, Inc. .......            2,750       72,188
 *FirstFed Financial Corp. DE .......            6,400      106,400
  FirstFederal Financial Services
    Corp. ...........................            1,342       32,879
  Firstbank of Illinois Co. .........            3,900      121,388
  Firstfed Bancshares, Inc. .........            1,500       23,625
 *Firstmiss Gold, Inc. ..............           15,135      587,427
 *Fischer Imaging Corp. .............            2,200       29,013
  Fisher Scientific International,
    Inc. ............................            8,000      327,000
  Flag Financial Corp. ..............              200        2,600
 *Flagstar Companies, Inc. ..........           21,900       78,019
  Flamemaster Corp. .................              200          838
  Fleming Companies, Inc. ...........           10,000      156,250
  Flexsteel Industries, Inc. ........            6,200       68,200
 *Flores & Rucks, Inc. ..............            2,000       59,750
  Florida First Bancorp, Inc. .......              200        2,225
                                          Shares       Value+
                                         --------   -----------
  Florida Public Utilities Co. ......         500      $ 9,688
  Florida Rock Industries, Inc. .....       4,300       109,650
 *Flow International Corp. ..........      14,400       127,800
  Fluke Corp. .......................       4,800       186,600
 *Fluor Daniel/GTI, Inc. ............       1,265        12,808
 *Fluoroscan Imaging Systems, Inc. ..         700         6,606
 *Foamex International, Inc. ........      12,900       158,831
 *Foilmark, Inc. ....................       1,600         6,550
 *Foodarama Supermarkets, Inc. ......       1,500        31,688
 *Foodbrands America, Inc. ..........       3,300        51,150
 *Foodmaker, Inc. ...................      28,000       227,500
 *Foothill Independent Bancorp ......       1,770        15,488
  Foremost Corp. of America .........       4,800       276,000
  Forest City Enterprises, Inc.
    Class A .........................      2,300        90,563
  Forest City Enterprises, Inc.
    Class B .........................      1,700        68,000
 *Forest Oil Corp. ..................      3,540        45,135
  Fort Wayne National Corp. .........      5,100       160,969
*#Fortune Petroleum Corp. ...........      5,000        18,750
 *Fossil, Inc. ......................      6,600       105,188
  Foster (L.B.) Co. Class A .........     20,900        86,866
*#Fountain Oil, Inc. ................      4,200        21,263
 *Fountain Powerboat Industries, Inc.      1,200        11,925
 *Fourth Shift Corp. ................      3,700        32,838
 *Foxmeyer Health Corp. .............     13,584       236,022
  Framingham Savings Bank MA ........      5,500        22,000
  Franklin Bank National Association
    Southfield, MI ..................      1,260        13,939
  Franklin Electric Co., Inc. .......      3,300       119,213
 *Franklin Electronic Publishers,
    Inc. ............................      4,700       115,738
 *Franklin Quest Co. ................     10,900       237,075
  Frederick's of Hollywood, Inc.
    Class A .........................      3,966        17,599
  Frederick's of Hollywood, Inc.
    Class B .........................      7,933        34,707
  Freds, Inc. Class A ...............      3,700        40,469
  Fremont General Corp. .............     18,892       451,047
 *Fresenius USA, Inc. ...............     10,900       220,725
 *Fresh America Corp. ...............      1,400        18,900
 *Fresh Choice, Inc. ................      3,300        23,100
 *Fretter, Inc. .....................      4,284           750
  Friedman Industries, Inc. .........     12,997        53,613
 *Friedmans, Inc. Class A ...........      2,800        79,800
  Frisch's Restaurants, Inc. ........     27,746       322,547
  Frontier Adjusters of America, Inc.      1,000         3,250
  Frontier Insurance Group, Inc. ....      6,535       224,641
  Frozen Food Express Industries,
    Inc. ............................      7,607        86,054
*#Fruehauf Trailer Corp. ............      8,000         5,000
  Fuller (H.B.) Co. .................      7,000       238,875
  Fulton Financial Corp. ............      9,966       198,074
 *Funco, Inc. .......................      2,300        19,550
 *Fuqua Enterprises, Inc. ...........      3,600       102,600
 *Furniture Brands International,
    Inc. ............................     23,500       255,563
  Furon Co. .........................      4,500       107,438
 *Fusion Systems Corp. ..............      3,300        96,938
 *Future Healthcare, Inc. ...........      3,400           371
  G & K Services, Inc. Class A ......     13,000       391,625
 *G-III Apparel Group, Ltd. .........      3,685        13,013
  GBC Bancorp .......................      2,700        62,775
 *GC Companies, Inc. ................      3,900       143,325
 *GMIS, Inc. ........................      4,000        58,000
 *GNI Group, Inc. ...................      2,400        11,700
 *GRC International, Inc. ...........      9,100       389,025




                                    17
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares       Value+
                                               --------   -----------
        *GTI Corp. .........................      5,600    $   50,050
        *GTS Duratek, Inc. .................      4,500        77,625
        *GZA Geoenvironmental Technologies,
           Inc. ............................     1,700         6,056
         Gainsco, Inc. .....................    10,352       108,696
        *Galey & Lord, Inc. ................     6,000        68,250
        *Galileo Electro-Optics Corp. ......     3,900       111,394
         Gallagher (Arthur J.) & Co. .......     7,800       250,575
        *Galoob (Lewis) Toys, Inc. DE ......     9,600       208,800
         Gamma Biologicals, Inc. ...........     5,500        23,031
        *Gander Mountain, Inc. .............     4,300         8,600
        *Gantos, Inc. ......................     3,050        21,159
         Garan, Inc. .......................     7,400       127,650
        *Gardner Denver Machinery, Inc. ....     2,400        62,700
        *Garnet Resources Corp. ............     4,500         2,742
        *Gasonics International, Inc. ......     6,650        88,113
        *Gaylord Container Corp. Class A ...    21,600       193,050
        *Geerling & Wade, Inc. .............     1,400         7,788
        *Gehl Co. ..........................     2,500        20,625
        *Gelman Sciences, Inc. .............    11,475       256,753
         Gencorp, Inc. .....................    16,700       252,588
        *Genelabs Technologies, Inc. .......    19,500       168,188
        *Genemedicine, Inc. ................     4,800        31,200
         General Binding Corp. .............     7,200       157,500
        *General Datacomm Industries, Inc. .    11,700       185,738
        *General Host Corp. ................    11,672        39,393
         General Housewares Corp. ..........     3,100        39,138
         General Magnaplate Corp. ..........       200         1,275
         General Physics Corp. .............     4,100        16,913
        *Genesco, Inc. .....................    11,035        84,142
         Genesee Corp. Class B .............       200         9,025
       *#Genesis Health Ventures, Inc. .....    10,800       341,550
       *#Geneva Steel Co. Class A ..........     6,700        39,363
        *Genicom Corp. .....................     4,300        25,531
        *Genlyte Group, Inc. ...............     8,900        70,088
        *Genome Therapeutics Corp. .........     6,800        73,525
         Genovese Drug Stores, Inc.
           Class A .........................     2,431        23,095
        *Genrad, Inc. ......................    12,000       204,000
        *Gensia, Inc. ......................    17,400        89,175
        *Genta, Inc. .......................     5,600        11,025
        *Gentex Corp. ......................    24,300     1,093,500
        *Genus, Inc. .......................     7,900        85,913
        *Genzyme Transgenics Corp. .........     5,220        46,001
         George Mason Bankshares, Inc. .....     1,500        31,125
        *Georgia-Bonded Fibres, Inc. .......       200           800
        *Geotek Communications, Inc. .......    30,000       418,125
        *Geoworks ..........................     5,200       183,300
         Gerber Scientific, Inc. ...........    14,200       246,725
        *Geriatric & Medical Companies, Inc.     6,100        12,963
         Getty Petroleum Corp. .............     5,100        69,488
        *Giant Cement Holding, Inc. ........     4,000        55,250
        *Giant Group, Ltd. .................     5,300        45,713
         Giant Industries, Inc. ............     7,900       117,513
        *Gibraltar Packaging Group, Inc. ...     1,500         7,781
        *Gibraltar Steel Corp. .............     4,100        85,844
        *Gibson Greetings, Inc. ............     9,700       138,225
         Giddings & Lewis, Inc. ............    17,100       283,219
        *Giga-Tronics, Inc. ................     1,600        18,600
         Gilbert Associates, Inc. Class A ..     2,500        33,438
        *Gilead Sciences, Inc. .............    10,000       347,500
        *Gish Biomedical, Inc. .............     1,900        13,300
         Glacier Bancorp, Inc. .............     1,342        29,021
        *Glacier Water Services, Inc. ......     2,300        44,275
                                         Shares       Value+
                                        --------   -----------
 Gleason Corp. .....................       3,600      $146,700
*Global Industrial Technologies,
   Inc. ............................     11,700       216,450
*Global Natural Resources, Inc. ....     19,000       306,375
*Global Village Communication, Inc.       7,700        74,594
*Globalink, Inc. ...................      3,000        25,875
*Go Video, Inc. ....................      3,100         3,488
*Golden Books Family Entertainment,
   Inc. ............................      6,400        87,600
 Golden Enterprises, Inc. ..........      6,100        59,094
 Golden Poultry Co., Inc. ..........      7,283        66,457
*Goldwyn (Samuel) Co. ..............      3,300        15,881
*Golf Enterprises, Inc. ............      3,000        34,875
*Good Guys, Inc. ...................      6,800        64,600
 GoodMark Foods, Inc. ..............      7,800       117,975
*Goodrich Petroleum Corp. ..........      8,400         7,875
 Goodys Family Clothing, Inc. ......      9,700        95,788
 Gorman-Rupp Co. ...................     11,575       160,603
*Gottschalks, Inc. .................      5,800        39,150
 Goulds Pumps, Inc. ................     10,000       238,750
*Government Technology Services,
   Inc. ............................      4,000        27,250
 Graco, Inc. .......................     10,200       216,750
*Gradco Systems, Inc. ..............      4,700        20,563
*Graff Pay-per-View, Inc. ..........      6,500        19,094
*Graham-Field Health Products, Inc.       7,000        49,875
*Grancare, Inc. ....................     13,605       249,992
 Granite Construction, Inc. ........      9,600       214,200
 Granite State Bankshares, Inc. ....        800        14,600
*Grant Geophysical, Inc. ...........      3,100        13,369
 Graphic Industries, Inc. ..........      3,800        40,850
 Great Southern Bancorp, Inc. ......        200         5,338
*Greater New York Savings Bank NY ..      6,500        73,125
 Green (A.P.) Industries, Inc. .....      5,550       112,388
 Green Mountain Power Corp. ........     19,300       511,450
*Greenbriar Corp. ..................        160         2,440
 Greenbrier Companies, Inc. ........      8,000       128,000
 Greenfield Industries, Inc. DE ....      6,500       247,000
#Greenwich Air Services, Inc.
   Class A .........................      3,000       113,250
*Greenwich Air Services, Inc.
   Class B .........................      2,200        70,400
 Grey Advertising, Inc. ............        200        46,700
*Greyhound Lines, Inc. .............     24,800       113,150
*Griffon Corp. .....................     51,500       469,938
*Grist Mill & Co. ..................      5,900        38,350
*Grossmans, Inc. ...................      9,900        17,016
*Ground Round Restaurants, Inc. ....      5,500        19,078
*Group 1 Software, Inc. ............      3,000        27,375
*Group Technologies Corp. ..........      8,700        32,625
 Grovebank for Savings .............        700        18,025
*Grow Biz International, Inc. ......      2,900        23,381
*Gryphon Holdings, Inc. ............        100         1,825
 Guaranty National Corp. ...........      7,500       127,500
*Guest Supply, Inc. ................      6,000        93,000
 Guilford Mills, Inc. ..............      6,700       163,313
*Gulfmark International, Inc. ......      1,700        61,838
*Gulfsouth Medical Supply, Inc. ....      5,500       261,250
*Gull Laboratories, Inc. ...........      3,000        14,625
*Gundle/SLT Environmental, Inc. ....      8,200        54,325
*Gupta Corp. .......................      4,900        30,625
*Gymboree Corp. ....................      2,500        85,313
*HCC Insurance Holdings, Inc. ......     11,250       243,281
*HD Vest, Inc. .....................      2,200         8,113
*HEI, Inc. .........................      1,500        11,813




                                   18
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares       Value+
                                               --------   -----------
         HF Financial Corp. ................      1,200      $ 18,000
        *HMG Worldwide Corp. ...............      2,500         4,375
         HMI Industries, Inc. ..............      5,400        44,550
        *HMN Financial, Inc. ...............      2,200        34,238
        *HPSC, Inc. ........................      2,600        18,525
        *HS Resources, Inc. ................      5,000        60,000
         HUBCO, Inc. .......................      5,230       110,157
        *Ha-Lo Industries, Inc. ............      2,500        87,188
         Hach Co. ..........................      2,125        34,266
        *Hadco Corp. .......................      6,100       144,494
        *Haemonetics Corp. .................     19,700       391,538
         Haggar Corp. ......................      3,400        50,788
        *Hahn Automotive Warehouse, Inc. ...      2,080        18,460
         Hallwood Energy Corp. .............        200         2,275
        *Hallwood Group, Inc. ..............        950        13,181
        *Halsey Drug Co., Inc. .............      5,604        36,426
        *Hamburger Hamlet Restaurants, Inc.       2,300         2,372
        *Hammons (John Q.) Hotels, Inc.
           Class A .........................     3,200        34,800
        *Hampshire Group, Ltd. .............     1,400        16,450
        *Hampton Industries, Inc. ..........     2,846        12,985
         Hancock Fabrics, Inc. .............    12,900       146,738
         Hancock Holding Co. ...............     3,200       119,200
        *Handex Environmental Recovery, Inc.     3,100        34,875
         Handleman Co. .....................    18,200       134,225
         Handy & Harman ....................     9,100       160,388
        *Hanger Orthopedic Group, Inc. .....     4,100        20,244
        *Hanover Direct, Inc. ..............    55,600        79,925
        *Happiness Express, Inc. ...........     3,000         7,781
        *Harcor Energy, Inc. ...............     3,500        16,078
        *Harding Lawson Associates Group,
           Inc. ............................     5,000        31,875
       *#Harken Energy Corp. ...............    29,700        83,531
         Harleysville Group, Inc. ..........     9,000       239,625
         Harleysville National Corp PA .....       200         5,425
        *Harlyn Products, Inc. .............     2,900         3,172
         Harman International Industries,
           Inc. ............................     6,465       339,413
         Harmon Industries, Inc. ...........     5,100        86,700
        *Harolds Stores, Inc. ..............     2,095        33,782
         Harper Group, Inc. ................     6,500       131,625
        *Harris & Harris Group, Inc. .......     4,800        33,300
        *Harry's Farmers Market, Inc.
           Class A .........................     1,600         4,800
         Harte-Hanks Communications, Inc. ..     1,902        50,165
        *Hartmarx Corp. ....................    15,200        95,000
        *Harvard Industries, Inc. ..........     2,600        40,625
       *#Harvey Entertainment Co. ..........     2,000        19,000
         Harvey's Casino Resorts ...........     3,700        79,550
         Haskel International, Inc. ........     1,900        13,063
         Hastings Manufacturing Co. ........       350         8,859
         Hathaway Corp. ....................     2,700         7,425
        *Hauser Chemical Research, Inc. ....     4,200        30,975
         Haven Bancorp, Inc. ...............     1,800        50,738
         Haverfield Corp. ..................       220         3,988
         Haverty Furniture Co., Inc. .......     5,300        71,550
         Haverty Furniture Co., Inc. Class A       200         2,700
         Hawkins Chemical, Inc. ............     4,397        38,474
        *Hawthorne Financial Corp. .........       700         5,031
         Hayes Wheels International, Inc. ..     8,800       275,000
         Health Images, Inc. ...............     5,700        54,863
        *Health Management Systems, Inc. ...     8,200       250,100
        *Health Management, Inc. ...........     5,200        28,600
                                         Shares       Value+
                                        --------   -----------
*Health O Meter Products, Inc. .....       3,600      $ 21,263
*Health Power, Inc. ................       1,900        14,250
*Health Professionals, Inc. ........       1,250         5,938
*Health Risk Management, Inc. ......       2,400        29,100
*Health-Chem Corp. .................      15,400        31,763
*Healthcare Imaging Services, Inc. .       1,200         2,775
*Healthcare Services Group, Inc. ...       9,200        82,225
*Healthdyne Information Enterprises,
   Inc. ............................     10,100        73,856
*Healthdyne Technologies, Inc. .....      9,572       127,427
*Healthy Planet Products, Inc. .....        700         4,900
*Heartland Express, Inc. ...........     10,584       312,228
*Heartland Wireless Communications,
   Inc. ............................      1,516        40,458
 Hechinger Co. Class A .............     14,900        66,584
 Hechinger Co. Class B .............      5,800        35,163
*Hecla Mining Co. ..................     26,200       209,600
*Hector Communications Corp. .......      1,200         9,150
*Heftel Broadcasting Corp. Class A .      1,100        23,925
 Heico Corp. .......................      3,146        62,527
*Hein-Werner Corp. .................      3,059        24,472
*Heist (C.H.) Corp. ................      2,100        16,013
 Helix Technology Corp. ............     14,800       538,350
 Henry Jack & Associates, Inc. .....      4,700       155,688
 Herbalife International, Inc. .....     15,000       239,063
 Heritage Financial Services, Inc. .      2,700        54,338
*Heritage Media Corp. Class A ......      7,100       282,225
*Hexcel Corp. ......................      5,000        75,625
*Hi-Lo Automotive, Inc. ............      8,700        41,325
*Hi-Shear Industries, Inc. .........      5,500        34,375
*Hi-Shear Technology Corp. .........      1,300         9,588
*Hi-Tech Pharmacal, Inc. ...........      3,500        31,938
 Hibernia Savings Bank .............        200         2,925
*High Plains Corp. .................      9,580        35,626
 Hilb Rogal Hamilton Co. ...........      6,500        87,750
*Hilite Industries, Inc. ...........      2,000        20,750
*Hinsdale Financial Corp. ..........      1,250        26,719
*Hirsch International Corp. Class A       1,675        30,464
*Hitox Corp. .......................      2,500         9,375
 Hoenig Group, Inc. ................      3,900        17,550
*Holiday RV Superstores, Inc. ......      3,000         5,953
 Hollinger International, Inc.
   Class A .........................      3,300        40,838
 Holly Corp. .......................      4,100       110,700
*Hollywood Casino Corp. Class A ....     15,000        74,063
*Hollywood Entertainment Corp. .....     14,400       221,400
*Hologic, Inc. .....................      5,000       199,375
*Holopak Technologies, Inc. ........      3,500        15,313
*Holophane Corp. ...................      7,050       126,019
 Home Beneficial Corp. Class B .....      5,200       133,250
 Home Federal Bancorp ..............        900        23,288
 Home Financial Corp ...............     10,300       143,556
 Home Port Bancorp, Inc. ...........        900        12,263
*Home State Holdings, Inc. .........      5,000        42,500
*Home Theater Products
   International, Inc. .............      4,000           376
*Homecorp, Inc. ....................        200         3,625
*Homeowners Group, Inc. ............      1,700         3,241
*Hometown Bancorp., Inc. ...........        200         3,438
*Hometown Buffet, Inc. .............      5,800        86,638
*Hondo Oil and Gas Co. .............      5,600        77,000
 Hooper Holmes, Inc. ...............      4,000        45,000
 Horizon Bancorp, Inc. .............        200         7,950
 Horizon Financial Corp. ...........      3,938        50,702
*Horsehead Resource Development Co.,
   Inc. ............................     16,500        94,875




                                   19
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares       Value+
                                               --------   -----------
        *Hospital Staffing Services, Inc. ..      2,200      $ 7,975
        *Hosposable Products, Inc. .........        200         1,550
        *Hovnanian Enterprises, Inc.
           Class A .........................     7,550        52,850
        *Hovnanian Enterprises, Inc.
           Class B .........................     1,150         8,050
        #Howell Corp. ......................     4,700        68,150
         Howell Industries, Inc. ...........     1,600        46,800
        *Howtek, Inc. ......................     3,600        18,675
         Hudson Foods, Inc. Class A ........    12,900       172,538
         Hudson General Corp. ..............     1,700        65,450
         Huffy Corp. .......................     6,700        91,288
         Hughes Supply, Inc. ...............     5,100       205,275
        *Hugoton Energy Corp. ..............     7,900        64,188
        *Human Genome Sciences, Inc. .......     4,200       154,350
         Hunt Manufacturing Co. ............     8,200       135,300
         Huntco, Inc. Class A ..............     1,500        28,500
        *Hurco Companies, Inc. .............     3,300        21,863
        *Hutchinson Technology, Inc. .......     2,400       135,300
        *Hycor Biomedical, Inc. ............     5,600        26,600
        *Hyde Athletic Industries, Inc.
           Class A .........................     1,100         5,500
        *Hyde Athletic Industries, Inc.
           Class B .........................     1,500         7,406
         Hydron Technologies, Inc. .........     9,800        26,950
        *Hyperion Software Corp. ...........     8,400       119,175
       *#I-Stat Corp. ......................     4,400        89,650
        *ICF Kaiser International, Inc. ....    17,900        55,938
        *ICH Corp. .........................    19,200         1,200
         ICN Pharmaceuticals, Inc. .........    14,692       389,338
         ICO, Inc. .........................     4,500        29,813
        *ICOS Corp. ........................    12,800       115,200
        *ICU Medical, Inc. .................     4,300        95,138
        *IDEC Pharmaceuticals Corp. ........     8,200       211,663
        *IDM Environmental Corp. ...........     1,200         9,225
        *IEC Electronics Corp. .............     3,000        24,000
        *IFR Systems, Inc. .................     3,700        55,500
        *IGEN, Inc. ........................     5,900        30,975
        *IGI, Inc. .........................     8,700        75,038
        *IHOP Corp. ........................     4,100       116,338
        *II-VI, Inc. .......................     3,100        46,888
        *ILC Technology, Inc. ..............     2,900        35,888
         IMCO Recycling, Inc. ..............     7,700       179,025
        *IMP, Inc. .........................    13,400       206,863
        *IPC Information Systems, Inc. .....       300         6,300
        *IPL Systems, Inc. Class A .........     1,800        12,431
        *IQ Software Corp. .................     2,200        52,525
        *ITI Technologies, Inc. ............     3,600       119,700
        *IVF America, Inc. .................     3,000        11,438
        *IVI Publishing, Inc. ..............     5,000        47,813
         IWC Resources Corp. ...............     2,900        56,188
        *Ibah, Inc. ........................     7,100        60,350
       *#Identix, Inc. .....................    13,400       212,725
         Ideon Group, Inc. .................     6,900        95,738
        *Ikos Systems, Inc. ................     3,500        99,969
       *#Illinois Superconductor Corp. .....     1,400        31,325
        *Image Entertainment, Inc. .........     6,900        44,850
        *Image Industries, Inc. ............     4,000        51,500
        *Imatron, Inc. .....................    31,000       116,250
        *Imclone Systems, Inc. .............     9,800       126,788
        *Immucor, Inc. .....................     3,900        47,775
        *Immulogic Pharmaceutical Corp. ....     9,800        90,650
        *Immune Response Corp. DE ..........     6,700        83,750
        *Immunex Corp. .....................     5,200        80,925
        *Immunogen, Inc. ...................     7,800        38,025
                                          Shares       Value+
                                         --------   -----------
 *Immunomedics, Inc. ................      19,700      $156,369
 *Imo Industries, Inc. ..............       8,000        57,000
 *Impact Systems, Inc. ..............       6,200        19,956
 *Imperial Bancorp ..................       5,913       143,390
 *Imperial Credit Industries, Inc. ..       6,375       188,063
 *Imperial Holly Corp. ..............       5,100        61,838
 *In Focus Systems, Inc. ............       8,000       462,000
 *In Home Health, Inc. ..............       6,400        13,600
 *Inacom Corp. ......................       3,700        79,088
 *Inbrand Corp. .....................       4,000       115,250
 *Incontrol, Inc. ...................       2,400        35,850
 *Incstar Corp. .....................       8,200        51,250
 *Incyte Pharmaceuticals, Inc. ......       4,000       135,500
 *Indenet, Inc. .....................       6,100        37,934
  Independence Holding Co. ..........       4,500        21,094
  Independent Bank Corp. MA .........       5,800        45,313
  Independent Bank East .............       1,050        29,925
  Indiana Energy, Inc. ..............      11,300       268,375
  Indiana Federal Corp. .............       1,500        28,313
  Industrial Acoustics Co., Inc. ....         200         2,175
*#Industrial Holdings, Inc. .........       1,200        11,400
 *Industrial Scientific Corp. .......         700        13,125
 *Industrial Training Corp. .........       1,000         7,938
 *Information Resource Engineering,
    Inc. ............................      1,700        45,688
 *Information Resources, Inc. .......     13,800       172,500
 *Infrasonics, Inc. .................      7,100        43,266
  Ingles Market, Inc. Class A .......        900        11,756
 *Inhale Therapeutic Systems ........      3,000        52,125
 *Innerdyne, Inc. ...................      8,200        40,488
 *Innodata Corp. ....................        900         3,544
 *Innoserv Technologies, Inc. .......        200           925
*#Innovative Gaming Corp of America .      3,000        31,125
  Innovex, Inc. .....................     10,800       183,600
 *Inphynet Medical Management, Inc. .      7,300       159,688
 *Insignia Financial Group, Inc.
    Class A .........................      1,000        26,000
 *Insilco Corp. .....................      4,800       174,600
 *Insite Vision, Inc. ...............      5,700        38,831
  Insituform East, Inc. .............      1,700         6,481
 *Insituform Technologies, Inc.
    Class A .........................     11,810       112,933
 *Inso Corp. ........................        400        22,400
  Insteel Industries, Inc. ..........      3,770        25,919
  Instron Corp. .....................     11,200       152,600
 *Insurance Auto Auctions, Inc. .....      5,600        66,850
  Integon Corp. .....................      7,900       149,113
 *Integrated Circuit Systems, Inc. ..      5,600        68,950
 #Integrated Health Services, Inc. ..      8,600       224,675
 *Integrated Systems, Inc. ..........     12,000       402,000
 *Integrated Waste Services, Inc. ...      2,400         5,400
 *Intellicall, Inc. .................      5,700        34,913
  Intelligent Electronics, Inc. .....     17,228       167,973
  Inter-Regional Financial Group,
    Inc. ............................      6,000       150,000
 *Inter-Tel, Inc. ...................      6,400       177,200
  Intercargo Corp. ..................      3,800        34,200
 *Intercel, Inc. ....................     10,300       247,200
  Interchange Financial Services
    Corp. Saddle Brook ..............        920        18,170
 *Interdigital Communications Corp. .     22,200       209,513
  Interface Systems, Inc. ...........      3,400        33,575
  Interface, Inc. Class A ...........     13,000       184,438
 *Interferon Sciences, Inc. .........     15,900        37,763
*#Interfilm, Inc. ...................      2,500           468




                                    20
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
       *Intergrated Process Equipment Corp.      7,000       $202,125
       *Interim Services, Inc. .............     6,536        308,009
       *Interlake Corp. ....................    17,000         51,000
       *Interleaf, Inc. ....................     9,000         71,438
       *Interlink Electronics ..............     1,700         14,025
       *Interlinq Software Corp. ...........     3,200         14,400
       *Intermagnetics General Corp. .......    10,693        172,425
       *Intermedia Communications of
          Florida, Inc. .....................    5,600       193,900
       *Intermet Corp. .....................    14,800       247,900
        International Aluminum Corp. .......       900        23,288
       *International Dairy Queen, Inc.
          Class A ...........................   7,100        147,325
       *International Family Entertainment,
        Inc. Class B ........................     300          5,400
       *International Imaging Materials,
          Inc. ..............................   3,600         84,150
       *International Jensen, Inc. .........    2,300         23,431
       *International Lottery & Totalizer
          Systems, Inc. .....................   6,900         16,711
       *International Lottery, Inc. ........    1,600         18,800
        International Multifoods Corp. .....    9,000        178,875
       *International Remote Imaging
          Systems, Inc. .....................   2,800         29,050
       *International Research & Development
          Corp. .............................    4,600           230
        International Shipholding Corp. ....     3,375        64,969
       *International Technology Corp. .....    17,300        47,575
       *International Thoroughbred Breeders,
          Inc. ..............................    4,800        19,200
       *Interneuron Pharmaceuticals, Inc. ..    19,666       766,974
       *Interphase Corp. ...................     2,200        41,388
       *Interpoint Corp. WA ................     3,000        88,500
          Interpool, Inc. ..................     6,900       133,688
       *Interpore International ............     3,400        26,988
       *Interscience Computer Corp. ........       300         1,463
       *Intersolv, Inc. ....................     9,800       115,763
          Interstate Johnson Lane, Inc. ....     3,100        35,650
        Interstate Power Co. ...............     2,400        76,800
      *#Intertan, Inc. .....................     5,200        35,100
       *Intervisual Books, Inc. Class A ....     1,000         2,406
       *Intervoice, Inc. ...................     9,300       208,088
        Interwest Bancorp, Inc. ............     2,600        62,888
       *Investment Technology Group, Inc. ..     9,200       142,600
        Investors Financial Services Corp. .       503        11,318
        Investors Financial Services Corp.
          Class A ...........................       96         2,160
        Investors Title Co. ................       800         9,700
       *Ionics, Inc. .......................     8,600       425,700
        Iroquois Bancorp ...................       400         6,150
        Irwin Financial Corp. ..............     1,000        41,625
        Isco, Inc. .........................    43,935       499,761
       *Isis Pharmaceuticals, Inc. .........    12,600       226,800
       *Isolyser Co., Inc. .................     9,000       124,313
       *Isomedix, Inc. .....................     4,900        74,113
       *Itron, Inc. ........................     4,900       167,213
       *Iwerks Entertainment, Inc. .........     5,324        55,569
       *J & J Snack Foods Corp. ............     4,600        61,238
        JLG Industries, Inc. ...............    10,400       821,600
       *JMAR Industries, Inc. ..............     5,700        18,436
       *JP Foodservice, Inc. ...............     3,100        72,463
       *JPE, Inc. ..........................     1,300        12,188
        JSB Financial, Inc. ................     5,400       179,213
       *Jabil Circuit, Inc. ................     8,800       116,600
        Jackpot Enterprises, Inc. ..........     4,654        58,757
                                           Shares       Value+
                                          --------   -----------
 *Jaclyn, Inc. .......................      1,700       $ 7,650
 *Jaco Electronics, Inc. .............      1,973         24,786
 *Jacobs Engineering Group, Inc. .....     10,000        268,750
  Jacobson Stores, Inc. ..............      2,900         33,713
 *Jacor Communications, Inc. .........     10,100        294,163
 *Jalate, Ltd. .......................      1,000          4,375
 *Jan Bell Marketing, Inc. ...........     18,800         50,525
 *Jason, Inc. ........................      8,187         66,519
 *Jean Philippe Fragrances, Inc. .....      3,750         35,156
  Jeffbanks, Inc. ....................      1,125         25,734
  Jefferson Bankshares, Inc. .........      9,100        199,063
  Jefferson Savings Bancorp, Inc. ....      3,000         81,750
 *Jennifer Convertibles, Inc. ........      1,300          3,819
  John Alden Financial Corp. .........     11,900        266,263
 *Johnson Worldwide Associates, Inc.
    Class A ...........................    2,900         50,388
  Johnston Industries, Inc. ..........    10,800         93,150
 *Johnstown American Industries, Inc.      5,200         21,775
 *Jones Intercable, Inc. .............     1,000         14,500
 *Jones Intercable, Inc. Class A .....    15,200        207,100
  Jones Medical Industries, Inc. .....    12,000        632,250
 *Joseph A. Bank Clothiers, Inc. .....     2,700         13,669
  Juno Lighting, Inc. ................     9,200        142,025
 *Just Toys, Inc. ....................     2,100          2,888
 *Just for Feet, Inc. ................     7,000        374,938
  Justin Industries, Inc. ............    13,600        168,300
  K Swiss, Inc. Class A ..............     2,200         25,025
 *K-Tron International, Inc. .........     6,200         51,150
 *K-V Pharmaceutical Co. Class A .....     2,800         37,800
 *K-V Pharmaceutical Co. Class B .....     1,900         25,650
  KCS Energy, Inc. ...................     5,700        143,213
 *KLLM Transport Services, Inc. ......     2,766         36,995
  Kahler Realty Corp. ................     1,700         28,050
 *Kaiser Ventures, Inc. ..............     9,700        103,063
  Kaman Corp. Class A ................     9,400        115,738
 *Kaneb Services, Inc. ...............     9,800         35,525
  Katy Industries, Inc. ..............     4,400         66,000
  Kaydon Corp. .......................     6,900        296,700
  Kaye Group, Inc. ...................     3,000         19,500
 *Keane, Inc. ........................     6,400        255,200
 *Kelley Oil & Gas Corp. .............    34,100        105,497
  Kellwood Co. .......................    10,600        182,850
*#Kenetech Corp. .....................    20,000         13,125
 *Kent Electronics Corp. .............     5,900        209,450
 *Kentucky Electric Steel, Inc. ......     2,000         16,625
 *Kenwin Shops, Inc. .................       400            700
 *Kerr Group, Inc. ...................     6,300         32,288
 *Kewaunee Scientific Corp. ..........     1,500          6,563
 *Key Energy Group, Inc. .............     5,300         42,400
 *Key Production Co., Inc. ...........     4,458         33,992
 *Key Technology, Inc. ...............     3,000         76,125
 *Key Tronic Corp. ...................    13,000         98,313
 *Keystone Consolidated Industries,
    Inc. ..............................    5,600         55,650
  Keystone Heritage Group, Inc. ......     2,133         44,793
  Kimball International, Inc. Class B        500         15,000
   *Kimmins Corp. ....................     2,700         14,175
 *Kinark Corp. .......................     3,000         13,875
 *Kinder-Care Learning Centers, Inc. .    15,000        225,000
  Kinetic Concepts, Inc. .............    27,000        459,000
 *Kinnard Investment, Inc. ...........     2,500         12,813
 *Kirby Corp. ........................    12,900        227,363
 *Kit Manufacturing Co. ..............     2,700         31,219
 *Kleinert's, Inc. ...................     2,000         32,250




                                     21
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                  Shares       Value+
                                                 --------   -----------
         Knape & Vogt Manufacturing Co. .....      1,800       $ 29,025
        *Knogo North America, Inc. ..........      5,400         52,650
         Knowledgeware, Inc. (Escrow) .......      6,600              0
        *Koala Corp. ........................        700         12,250
         Kollmorgen Corp. ...................      4,300         61,813
        *Koo Koo Roo, Inc. (Private
           Placement) ........................    8,300         65,363
        *Kopin Corp. ........................     3,700         36,769
        *Koss Corp. .........................     1,000          7,000
        *Kronos, Inc. .......................     3,000         95,625
        *Krug International Corp. ...........       848          4,505
        *Krystal Co. ........................     4,900         21,744
         Kuhlman Corp. ......................    11,699        201,808
        #Kulicke & Soffa Industries, Inc. ...     7,700        136,675
         Kysor Industrial Corp. .............     2,800         73,850
        *L.A. Gear, Inc. ....................    11,500         38,813
        *LAT Sportswear, Inc. ...............       200            513
         LCS Industries, Inc. ...............     1,760         29,480
         LSB Bancshares, Inc. NC ............     2,525         39,138
         LSB Industries, Inc. ...............     9,100         51,188
         LSI Industries, Inc. ...............    10,867        207,831
        *LTX Corp. ..........................    14,200        151,763
        *LXE, Inc. ..........................     2,400         24,150
       *#LXR Biotechnology, Inc. ............     7,800         35,100
        *La Jolla Pharmceutical Co. .........     6,000         42,000
         La-Z-Boy Chair Co. .................     7,400        241,425
        *LaBarge, Inc. ......................    11,600        106,575
         LaCrosse Footwear, Inc. ............     3,000         31,125
         Labone, Inc. .......................     6,400        116,000
         Laclede Gas Co. ....................     8,100        185,288
        *Laclede Steel Co. ..................     2,700         17,888
         Ladd Furniture, Inc. ...............     2,666         29,826
         Lafayette American Bank & Trust Co.      2,000         24,125
        *Lakeland Industries, Inc. ..........     1,000          3,469
        *Lamson & Sessions Co. ..............    11,100        129,038
         Lance, Inc. ........................    13,100        216,150
        *Lancer Corp. .......................     3,900         88,969
        *Lancit Media Productions, Ltd. .....     4,300         56,438
        *Landair Services, Inc. .............     3,000         42,750
         Landauer, Inc. .....................     5,900        121,688
        *Landmark Graphics Corp. ............     8,200        155,800
        *Landrys Seafood Restaurants, Inc. ..     9,000        217,125
        *Lands' End, Inc. ...................    20,000        437,500
        *Landstar Systems, Inc. .............     5,100        149,175
        *Lasermaster Technologies, Inc. .....     4,720         23,305
        *Laserscope .........................     2,800         21,963
        *Lattice Semiconductor Corp. ........     7,350        254,953
         Lawson Products, Inc. ..............     6,500        147,875
         Lawter International, Inc. .........    22,500        258,750
         Lawyers Title Corp. ................     4,400         73,700
        *Layne, Inc. ........................     2,900         36,975
        *Lazare Kaplan International, Inc. ..     7,700        111,650
         Leader Financial Corp. .............     3,000        136,500
         Learonal, Inc. .....................     5,200        146,250
        *Leasing Solutions, Inc. ............     3,200         52,000
        *Lechters, Inc. .....................     6,900         47,869
        *Lectec Corp. .......................     1,302         15,299
         Legg Mason, Inc. ...................     7,000        232,750
         Lennar Corp. .......................    12,900        320,888
         Lesco, Inc. ........................     6,225         98,822
        *Leslie Building Products, Inc. .....     3,200          6,800
        *Leslie's Poolmart ..................     1,874         35,138
        *Level One Communications, Inc. .....     7,900        202,438
        *Levitz Furniture, Inc. .............    13,600         59,500
                                            Shares        Value+
                                           --------   -------------
  Libbey, Inc. .......................      8,500       $206,125
  Liberty Bancorp, Inc. Delaware .....      1,100         25,575
  Liberty Bancorp, Inc. Oklahoma .....      4,300        155,338
  Liberty Homes, Inc. Class A ........        200          2,800
 *Liberty Technologies, Inc. .........      2,400         15,600
 *Lidak Pharmaceuticals Class A ......     14,800         40,238
  Life Partners Group, Inc. ..........     16,100        340,113
 *Life Quest Medical, Inc. ...........      1,000          2,688
  Life Re Corp. ......................      7,000        213,500
  Life Technologies, Inc. ............      2,800         85,925
 *Life USA Holdings, Inc. ............      9,400         75,200
 *Lifecore Biomedical, Inc. ..........      4,800         85,800
 *Lifeline Systems, Inc. .............      2,500         35,625
 *Lifetime Hoan Corp. ................      2,420         25,713
 *Ligand Pharmaceuticals, Inc.
    Class B ...........................     3,021        50,224
  Lillian Vernon Corp. ...............      4,300        61,813
  Lilly Industry, Inc. Class A .......     11,100       174,825
  Lincoln Telecommunications Co. .....     11,800       196,175
 *Lindal Cedar Homes, Inc. ...........      4,482        18,488
  Lindberg Corp. .....................      8,200        87,638
  Lindsay Manufacturer Co. ...........      3,150       120,488
 *Liposome Co., Inc. .................     11,700       235,463
  Liqui Box Corp. ....................      2,500        77,188
  Litchfield Financial Corp. .........      1,510        21,329
 *Littlefield, Adams & Co. ...........        900         1,744
*#Littlefuse, Inc. ...................      6,000       230,250
 *Liuski International, Inc. .........      1,800         8,325
 *Lodgenet Entertainment Corp. .......      3,000        42,938
*#Logic Devices, Inc. ................      3,600        18,900
 *Logic Works, Inc. ..................      7,000       106,313
  Logicon, Inc. ......................      7,000       203,875
 *Lojack Corp. .......................     13,600       178,500
  Lomak Petroleum, Inc. ..............      6,700        92,963
*#Lomas Financial Corp. ..............      9,000           225
  Lone Star Industries, Inc. .........      6,000       199,500
 *Lone Star Technologies, Inc. .......      9,300       102,300
 *Longhorn Steaks, Inc. ..............      4,000       104,000
 *Loronix Information Systems, Inc. ..      1,900         6,650
 *Lottery Enterprises, Inc. ..........        200           163
 *Louis Dreyfus Natural Gas Corp. ....     16,000       224,000
  Luby's Cafeterias, Inc. ............     11,800       290,575
  Lufkin Industries, Inc. ............      1,200        25,500
  Lukens, Inc. DE ....................      7,400       198,875
 *Lumex, Inc. ........................      4,300        46,763
 *Lunar Corp. ........................      4,150       163,406
 *Lund International Holdings, Inc. ..      2,200        31,625
 *Luria & Son, Inc. ..................      2,500        11,875
 *Lydall, Inc. DE ....................     13,800       320,850
 *Lynch Corp. ........................      2,500       205,000
  M A R C, Inc. ......................      1,018        21,378
 *M-Wave, Inc. .......................      1,000         5,000
 #MARC, Inc. .........................      1,018        21,378
  MAF Bancorp, Inc. ..................      2,200        53,900
 *MAI Systems Corp. ..................      1,416        13,098
 *MAIC Holdings, Inc. ................      2,570        89,950
  MDC Holdings, Inc. .................      7,700        53,900
 *MDL Information Systems, Inc. ......      4,200       127,838
 *MDT Corp. ..........................      7,100        31,950
  MDU Resources Group, Inc. ..........      5,700       119,700
 *MFRI, Inc. .........................      1,900        13,300
 *MGI Pharma, Inc. ...................     11,400        57,713
 *MI Schottenstein Homes, Inc. .......      3,500        34,125
 *MK Gold Corp. ......................      7,800        14,869
 *MLX Corp. ..........................      1,000        15,438




                                      22
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                  Shares       Value+
                                                 --------   -----------

         MMI Companies, Inc. ................     4,200       $124,425
        *MRS Technology, Inc. ...............     3,300         14,850
       *#MRV Communications, Inc. ...........     5,700        381,188
        *MS Carriers, Inc. ..................     9,300        179,025
        *MTI Technology Corp. ...............     5,900         15,856
         MTS Systems Corp. ..................     4,800         88,800
         MYR Group, Inc. ....................     2,266         25,776
         MacDermid, Inc. ....................       200         13,750
        *MacFrugals Bargain Close-outs, Inc.     15,000        285,000
           MacNeal-Schwendler Corp. .........     6,700         74,538
        *Macheezmo Mouse Restaurants, Inc. ..       800          1,950
         Madison Gas & Electric Co. .........     6,450        157,219
        *Magainin Pharmaceuticals, Inc. .....    10,200        114,750
        *Magellan Health Services, Inc. .....     4,500        108,000
         Magna Bancorp ......................     2,000         71,000
         Magna Group, Inc. ..................     8,400        200,550
        *Magnetek, Inc. .....................    12,100        117,975
        *Magnetic Technologies Corp. ........     1,100          4,056
        *Mail Boxes, Etc. ...................     4,500         75,375
        *Main Street & Main, Inc. ...........     1,450          4,894
         Maine Public Service Co. ...........     2,700         48,938
         Mainstreet Bankgroup, Inc. .........     3,400         55,250
        *Mallon Resources Corp. .............     1,400          2,975
         Managed Care Solutions, Inc. .......       866          5,304
        *Manatron, Inc. .....................     1,102          2,135
         Manitowoc Co., Inc. ................     3,800        141,075
        *Manugistic Group, Inc. .............     4,100         63,550
        *Mapinfo Corp. ......................     2,300         39,100
        *Marcam Corp. .......................     6,200         79,825
         Marcus Corp. .......................    11,850        308,100
        *Marine Drilling Companies, Inc. ....    23,000        232,875
        *Mariner Health Group, Inc. .........    13,200        235,950
        *Marisa Christina, Inc. .............     4,200        113,400
         Maritrans, Inc. ....................     3,300         19,800
        #Mark Twain Bancshares, Inc. ........     5,450        200,288
        *Mark VII, Inc. .....................     3,400         67,788
        *Markel Corp. .......................     2,200        195,250
        *Marlton Technologies, Inc. .........     1,600          4,600
         Marsh Supermarkets, Inc. Class A ...     1,800         22,950
         Marsh Supermarkets, Inc. Class B ...     1,300         16,819
        *Marshall Industries ................     7,800        244,725
        *Martek Biosciences Corp. ...........     5,500        198,000
        *Marten Transport, Ltd. .............     2,800         48,300
         Maryland Federal Bancorp ...........     1,400         41,650
         Masland Corp. ......................     5,000        131,250
         Massbank Corp. Reading, MA .........     1,350         44,888
        *Mastec, Inc. .......................     8,000        251,500
        *Matec Corp. DE .....................     3,000         18,375
        *Material Sciences Corp. ............     8,850        149,344
        *Mathsoft, Inc. .....................     2,000         16,000
        *Matlack Systems, Inc. ..............     7,500         61,875
        *Matria Healthcare, Inc. ............    17,100        145,350
        *Matrix Pharmaceutical, Inc. ........     9,600        211,200
        *Matrix Service Co. .................     5,700         34,556
         Matthews International Corp.
           Class A ...........................    5,000        140,625
        *Matthews Studio Equipment Group ....     2,500          5,234
        *Mattson Technology, Inc. ...........    11,100        160,950
        *Maverick Tube Corp. ................     3,000         39,000
        *Max & Ermas Restaurants, Inc. ......     1,237          9,896
        *Maxco, Inc. ........................     1,900         17,575
        *Maxicare Health Plans, Inc. ........    11,500        279,594
        *Maxim Group, Inc. ..................     3,600         55,125
                                           Shares        Value+
                                          --------   -------------
 *Maxwell Laboratories, Inc. .........     1,746       $ 24,662
 *Maxxam, Inc. .......................     4,000        171,500
 *Maxxim Medical, Inc. ...............     5,500        100,375
 *Maynard Oil Co. ....................     2,400         20,400
 *Mays (J.W.), Inc. ..................       200          1,700
 *McClain Industries, Inc. ...........       266          1,131
  McDonald & Co. Investment, Inc. ....     4,200         81,900
 *McFarland Energy, Inc. .............     6,100         59,475
  McGrath Rent Corp. .................     4,150         86,631
 *McWhorter Technologies, Inc. .......     4,400         81,400
  Measurex Corp. .....................     9,200        265,650
 *Medalist Industries, Inc. ..........     1,900         26,838
  Medalliance, Inc. (Escrow) .........     3,800              0
 *Medar, Inc. ........................     4,900         48,081
 *Medarex, Inc. ......................     5,900         59,738
 *Medco Research, Inc. ...............     3,800         38,475
  Medex, Inc. ........................     3,000         38,625
  Medford Savings Bank MA ............     2,800         62,300
 *Media Arts Group, Inc. .............     3,700         10,753
 *Media Logic, Inc. ..................     2,500         20,000
 *Medical Action Industries, Inc. ....     2,100          4,725
 *Medical Graphics Corp. .............     1,000          7,375
*#Medical Resources, Inc. ............     3,200         28,000
 *Medicalcontrol, Inc. ...............       800          4,775
 *Medicore, Inc. .....................     2,200         12,788
  Medicus Systems Corp. ..............     2,600         15,600
 *Medimmune, Inc. ....................    10,400        192,400
 *Mediq, Inc. ........................     7,100         43,488
*#Medquist Inc. ......................       900         18,000
 *Medstone International, Inc. .......     2,100         18,113
  Medusa Corp. .......................     8,200        251,125
 *Megacards, Inc. ....................       333            135
 *Mego Financial Corp. ...............     3,600         31,725
 *Melamine Chemicals, Inc. ...........     3,300         30,525
 *Mem Co., Inc. ......................     2,700         10,294
 *Mens Warehouse, Inc. ...............     6,250        208,594
  Mentor Corp. MN ....................    12,400        274,350
*#Mercer International, Inc. .........     5,600        109,550
  Merchants Bancorp, Inc. ............       500         15,813
 *Merchants Bancshares, Inc. .........       200          2,925
  Merchants Group, Inc. ..............     1,300         24,863
  Merchants New York Bancorp, Inc. ...       400         11,900
 #Mercury Air Group, Inc. ............     1,760         17,050
 *Mercury Interactive Corp. ..........     6,200         89,125
 *Meridian Data, Inc. ................     4,200         72,450
  Meridian Diagnostics, Inc. .........     8,135         97,112
  Meridian Insurance Group, Inc. .....     2,700         37,125
 *Meridian Sports, Inc. ..............     3,200         12,200
 *Meris Laboratories, Inc. ...........     1,600          1,850
 *Merisel, Inc. ......................    16,400         70,725
 *Merit Medical Systems, Inc. ........     2,700         28,688
 *Merix Corp. ........................     3,100         96,681
  Merrill Corp. ......................     3,650         90,794
  Merrimac Industries, Inc. ..........       700          7,613
*#Mesa Airlines, Inc. ................    20,600        274,238
 *Mesa, Inc. .........................    31,300        113,463
  Mesaba Holdings, Inc. ..............     6,400         70,800
 *Mestek, Inc. .......................     5,500         74,250
 *Met-Coil Systems Corp. .............     1,000          2,313
  Met-Pro Corp. ......................     9,450        179,550
  Metal Management, Inc. .............     5,121         24,965
 *Metatec Corp. Class A ..............     3,500         43,750
  Methode Electronics, Inc. Class A ..    16,500        288,750
  Methode Electronics, Inc. Class B ..       500          9,063
 *Metricom, Inc. .....................     5,300         99,044




                                     23
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
       *Metrocall, Inc. ....................     7,300       $140,981
       *Metrologic Instruments, Inc. .......     3,000         35,063
       *Metromedia International Group, Inc.    17,200        240,800
       *Metropolitan Bancorp Washington ....     1,500         21,094
       *Metrotrans Corp. ...................     1,500         19,688
       *Meyer (Fred), Inc. DE ..............     7,900        228,113
       *Miami Subs Corp. ...................     9,600         16,500
       *Michael Anthony Jewelers, Inc. .....     4,500         15,469
        Michael Foods, Inc. ................    15,700        162,888
       *Michaels Stores, Inc. ..............     8,500        142,375
       *Micom Communications Corp. .........     3,333         39,579
       *Micrel, Inc. .......................     1,700         27,413
       *Micrion Corp. ......................     2,000         71,750
       *Micro Bio-Medics, Inc. .............     2,100         30,450
       *Micro Linear Corp. .................     4,900         53,288
       *Microage, Inc. .....................     7,150         96,525
       *Microcom, Inc. .....................     9,100        178,019
       *Microdyne Corp. ....................     5,600         44,450
       *Microfluidics International Corp. ..     1,000          2,156
       *Micrografx, Inc. ...................     5,100         85,744
       *Microlog Corp. .....................     1,500         18,094
       *Micronics Computers, Inc. ..........     7,200         22,838
       *Micros Systems, Inc. ...............     3,200         96,000
       *Microsemi Corp. ....................     5,200         49,400
       *Microtek Medical, Inc. .............     1,400         20,300
       *Microtel International, Inc. .......     9,800         14,700
       *Microtest, Inc. ....................     3,200         37,800
       *Microtouch Systems, Inc. ...........     3,200         67,200
        Mid Am, Inc. .......................     5,751        106,394
        Mid America Banccorp ...............     3,941         69,460
       *MidAmerican Waste System, Inc. .....    10,200          9,563
        Midconn Bank Kensington, CT ........       900         13,838
       *Middleby Corp. .....................     1,100         11,756
        Middlesex Water Co. ................     2,300         38,238
       *Midisoft Corp. .....................     3,400          8,713
        Midland Co. ........................     2,600        126,100
        Midland Financial Group, Inc. ......     2,200         27,638
        Midwest Grain Products, Inc. .......     3,900         47,288
       *Mikasa, Inc. .......................     9,700        111,550
       *Mikohn Gaming Corp. ................     3,900         34,856
       *Miller Building Systems, Inc. ......     1,400          6,738
       *Miltope Group, Inc. ................    11,000         28,531
        Mine Safety Appliances Co. .........     2,300        107,813
        Minntech Corp. .....................     2,600         44,363
        Minuteman International, Inc. ......     1,000          9,125
       *Mission West Properties, Inc. ......     1,600         10,200
        Mississippi Chemical Corp. .........     8,900        196,913
       *Mity-Lite, Inc. ....................     1,000          7,813
        Mobile Gas Service Corp. ...........     2,000         48,000
       *Mobilemedia Corp. Class A ..........     4,000         77,000
       *Mobley Environmental Services, Inc.
          Class A ...........................    1,000           875
        Modern Controls, Inc. ..............     4,700        48,763
       *Mohawk Industries, Inc. ............    16,500       278,438
       *Molecular Biosystems, Inc. .........     6,634        64,682
       *Molecular Dynamics, Inc. ...........     3,000        20,438
       *Monaco Coach Corp. .................     1,800        21,600
       *Monaco Finance, Inc. Class A .......     1,300         3,169
       *Monarch Casino and Resort, Inc. ....     5,800        21,750
        Monarch Machine Tool Co. ...........     2,300        26,450
       *Mondavi (Robert) Corp. Class A .....     2,700        81,000
       *Monro Muffler Brake, Inc. ..........     1,102        21,351
       *Monroc, Inc. .......................     1,700         8,819
       *Monterey Pasta Co. .................     2,700        18,563
                                            Shares       Value+
                                           --------   -------------
 *Moog, Inc. Class A .................      2,800       $ 57,400
 *Moore Medical Corp. ................      1,200         16,500
 *Moore Products Co. .................      1,600         30,200
 *Moovies, Inc. ......................      3,300         34,031
  Morgan Keegan, Inc. ................      8,100        107,325
 *Morgan Products, Ltd. ..............      6,400         39,200
 *Morningstar Group, Inc. ............      7,600         89,300
  Morrison Fresh Cooking, Inc. .......      3,025         22,309
  Morrison Health Care, Inc. .........      4,033         57,974
*#Morrison Knudsen Corp. .............     17,700         22,125
 *Morton's Restaurant Group, Inc. ....      3,000         54,000
  Moscom Corp. .......................      3,400         48,875
  Mosinee Paper Corp. ................      6,893        183,526
 *Mother's Work, Inc. ................        500         13,125
 *Motor Car Parts & Accessories, Inc.       2,600         44,200
 *Motor Club of America ..............      2,500         19,063
 *Mountain Parks Financial Corp. .....      1,500         33,938
 *Mountasia Entertainment
    International, Inc. ...............     5,100        14,503
  Movado Group, Inc. .................      1,200        22,875
*#Movie Gallery, Inc. ................      4,700       141,588
 *Moviefone, Inc. Class A ............      3,100        14,919
  Mueller (Paul) Co. .................      2,200        69,575
 *Mueller Industries, Inc. ...........     14,200       615,925
 *Multi Color Corp. ..................      1,000         6,938
*#Multicare Companies, Inc. ..........     12,600       252,000
 *Munsingwear, Inc. ..................        800         5,300
 *Musicland Stores Corp. .............     17,100        74,813
 *Mutual Savings Bank FSB Bay City, MI      1,700         9,669
 *Mycogen Corp. ......................     11,000       198,000
  Myers Industries, Inc. .............      8,485       172,882
 *Mylex Corp. ........................      9,100       235,463
 *NAB Asset Corp. ....................        200         1,175
 *NABI, Inc. .........................     17,086       232,797
  NAC RE Corp. .......................      3,500       113,750
 *NAI Technologies, Inc. .............      4,087        12,006
  NBT Bancorp ........................      2,482        42,194
 *NBTY, Inc. .........................      4,800        44,700
  NCH Corp. ..........................      3,900       221,325
 *NCI Building Systems, Inc. .........      1,000        33,875
 *NMR of America, Inc. ...............      2,400        11,850
  NN Ball & Roller, Inc. .............      8,750       202,344
 *NPC International, Inc. ............        300         2,859
 *NPS Pharmaceuticals, Inc. ..........      2,100        32,813
 *NRG Generating (U.S.), Inc. ........        792         6,336
  NS Bancorp, Inc. ...................      2,200        89,925
 *NS Group, Inc. .....................      6,300        18,113
 *NSA International, Inc. ............      1,900         5,938
  NSC Corp. ..........................      5,700        13,003
 *NTN Communications, Inc. ...........     11,300        70,625
  NUI Corp. ..........................      4,700        84,600
  NYMAGIC, Inc. ......................      6,100       114,375
  Nacco Industries, Inc. Class A .....      4,500       252,000
 *Nantucket Industries, Inc. .........      1,500        10,406
 *Napco Security Systems, Inc. .......      4,850        19,400
  Nash Finch Co. .....................      4,900        83,913
  Nashua Corp. .......................      3,300        55,275
 *Nathans Famous, Inc. ...............      1,900         6,472
 *National Auto Credit, Inc. .........     12,760       156,310
  National Bancorp of Alaska, Inc. ...      2,200       137,225
 *National Beverage Corp. ............      1,900        25,650
 *National City Bancorp ..............      3,264        66,912
  National City Bankshares, Inc. .....      3,098        87,519




                                      24
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
        National Computer Systems, Inc. ....     6,700       $160,800
        National Data Corp. ................     6,850        258,588
       *National Dentex Corp. ..............     1,000         22,375
       *National Education Corp. ...........    14,800        275,650
        National Gas & Oil Co. .............    10,159        104,130
       *National Home Centers, Inc. ........     4,000         11,000
       *National Home Health Care Corp. ....       900          6,244
       *National Insurance Group ...........     3,000         17,250
      *#National Media Corp. ...............     8,032        149,590
        National Media Corp. (Escrow) ......     1,400              0
       *National Mercantile Bancorp. .......       200            356
       *National Patent Development Corp. ..     3,400         38,675
        National Penn Bancshares, Inc. .....       210          5,618
       *National Picture and Frame Co. .....     2,000         20,125
        National Presto Industries, Inc. ...     4,000        162,000
        National RE Corp. ..................     8,000        264,000
       *National Record Mart, Inc. .........     1,000          1,406
        National Sanitary Supply Co. .......       200          2,650
       *National Standard Co. ..............    11,000         85,250
       *National Steel Corp. Class B .......    10,600        140,450
       *National Techteam, Inc. ............     4,900         71,356
       *National Vision Association, Ltd. ..    10,300         45,706
       *National Western Life Insurance Co.
          Class A ...........................   1,000         66,625
       *Natural Alternatives International,
          Inc. ..............................    3,400        35,700
       *Natural Microsystems Corp. .........       600        22,500
       *Natural Wonders, Inc. ..............     3,000        19,125
        Natures Sunshine Products, Inc. ....    19,359       542,052
       *Navarre Corp. ......................     1,900        47,738
       *Navigators Group, Inc. .............     3,300        58,575
        Nelson (Thomas), Inc. ..............     9,650       119,419
       *Neogen Corp. .......................       900         7,031
       *Neoprobe Corp. .....................    10,200       180,413
       *Neorx Corp. ........................     7,625        55,758
       *Neostar Retail Group, Inc. .........     6,810        36,178
       *Netframe Systems, Inc. .............     7,400        37,000
       *Netmanage, Inc. ....................    20,800       352,300
       *Netrix Corp. .......................     3,700        35,613
       *Network Computing Devices, Inc. ....     7,700        32,966
       *Network Equipment Technologies, Inc.    10,300       288,400
       *Network Imaging Corp. ..............     7,800        34,856
       *Network Peripherals, Inc. ..........     7,000       126,438
       *Network Six, Inc. ..................     1,100         3,197
       *Neurex Co. .........................     9,100       189,963
       *Neurobiological Technologies, Inc. .       800         5,750
       *Neurogen Corp. .....................     7,000       202,125
       *New Brunswick Scientific Co., Inc. .     2,310        19,491
        New England Business Services, Inc.      7,000       128,625
        New England Community Bancorp, Inc.
          Class A ...........................     600          6,600
        New Hampsire Thrift BancShares, Inc.      200          2,000
       *New Image Industries, Inc. .........    3,300         11,963
        New Jersey Resources Corp. .........    7,100        195,250
       *New Jersey Steel Corp. .............    2,500         20,938
       *New Mexico & Arizona Land Co. ......    1,650         25,163
       *New World Power Corp. ..............    5,000          3,438
        New York Bancorp, Inc. .............    5,985        152,618
        Newcor, Inc. .......................    4,750         51,953
       *Newfield Exploration Co. ...........    6,400        238,400
        Newmil Bancorp, Inc. ...............    3,500         24,938
       *Newpark Resources, Inc. ............    5,250        190,313
                                            Shares        Value+
                                           --------   -------------
  Newport Corp. ......................     10,200       $ 98,175
 *Nexstar Pharmaceuticals, Inc. ......      1,496         36,652
 *Nexthealth, Inc. ...................      4,300         11,825
 *Nichols Research Corp. .............      3,100        101,138
 *Nitches, Inc. ......................        785          5,986
  Nobility Homes .....................        600         11,663
 *Noel Group, Inc. ...................     10,100         83,956
  Noland Co. .........................        200          4,025
 *Noodle Kidoodle, Inc. ..............      7,900         52,831
 *Norand Corp. .......................      1,500         30,375
 *Nord Resources Corp. ...............      9,500         57,000
 *Norrell Corp. ......................        200          8,275
 *Norstan, Inc. ......................      3,000        106,125
 *Nortek, Inc. .......................      6,000         85,500
  North American Mortgage Co. ........      7,600        131,100
 *North American Recycling System,
    Inc. ..............................     2,000           686
  North Carolina Natural Gas Corp. ...      3,200        82,400
  North Fork Bancorporation, Inc. ....     16,267       396,508
  North Side Savings Bank NY .........        678        24,239
 *North Star Universal, Inc. .........      4,300        32,788
  Northern Technologies International       1,700         8,500
 *Northfield Laboratories, Inc. ......      6,500       110,094
  Northland Cranberries, Inc. Class A       3,000        83,250
 *Northstar Health Services, Inc. ....      1,000         3,000
  Northwest Natural Gas Co. ..........      5,900       203,550
 *Northwest Teleproductions, Inc. ....        200           425
  Northwestern Public Service Co. ....      4,500       124,875
 *Northwestern Steel & Wire Co. ......     10,300        63,088
 *Norton McNaughton, Inc. ............      4,000        41,000
  Norwich Financial Corp. ............      2,400        31,050
 *Norwood Promotional Products, Inc. .      2,200        45,100
 *Novacare, Inc. .....................     32,900       213,850
 *Novametrix Medical Systems, Inc. ...      7,600        46,550
 *Novavax, Inc. ......................      8,700        68,513
 *Noven Pharmaceuticals, Inc. ........      9,800       170,275
 *Novitron Internarional, Inc. .......      3,900         8,044
 *Nu Horizons Electronics Corp. ......      6,118        89,093
 *Nu-Kote Holding, Inc. Class A ......     16,600       298,800
 *Nuclear Metals, Inc. ...............      6,500       112,125
 *Nuevo Energy Co. ...................      9,000       279,000
 *Numar Corp. ........................      4,100        72,006
  Numerex Corp. Class A ..............      2,000        12,375
 *Nutramax Products, Inc. ............      3,600        35,775
 *Nview Corp. ........................      2,500        18,906
 *Nycor, Inc. ........................      1,700         9,563
 *Nycor, Inc. Class A ................      3,100        17,438
 *O Charleys, Inc. ...................      4,350        54,375
 *O Reilly Automotive, Inc. ..........      4,100       158,875
  O'Sullivan Corp. ...................     13,400       157,450
 *O'Sullivan Industries Holdings, Inc.      9,500        72,438
 *O.I. Corp. .........................      1,600         7,700
  OEA, Inc. ..........................      6,000       246,000
 *OEC Medical Systems, Inc. ..........      4,900        60,025
 *OHM Corp. ..........................     13,400       118,925
  OM Group, Inc. .....................      6,200       249,550
 *OMI Corp. ..........................     15,500       135,625
 *OTR Express, Inc. ..................        200         1,063
 *Oak Hill Sportswear Corp. ..........        800         1,650
 *Oak Industries, Inc. ...............     10,700       334,375
 *Oceaneering International, Inc. ....     12,000       198,000
 *Odetics, Inc. Class A ..............        300         5,513
*#Odwalla, Inc. ......................      2,000        51,500
 *Offshore Logistics, Inc. ...........      7,800       112,125




                                      25
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
        Oglebay Norton Co. .................     2,200       $ 95,975
        Oil-Dri Corp. of America ...........     4,000         54,500
       *Old America Stores, Inc. ...........     1,800         14,850
       *Old Dominion Freight Lines, Inc. ...     3,800         43,225
       *Olympic Financial, Ltd. ............    13,100        309,488
       *Olympic Steel, Inc. ................     4,000         73,250
       *Omega Environmental, Inc. ..........    18,500         56,656
       *On Assignment, Inc. ................     1,900         75,525
        OnbanCorp, Inc. ....................     5,500        173,938
       *Oncogene Science, Inc. .............    10,400        120,900
       *Oncor, Inc. ........................    12,600         80,325
       *One Price Clothing Stores, Inc. ....     4,100         23,063
        One Valley Bancorp of West Virginia      5,138        167,306
        Oneida, Ltd. .......................     5,500         95,563
       *Oneita Industries, Inc. ............     4,220         17,408
        Oneok, Inc. ........................    10,300        280,675
       *Opinion Research Corp. .............     1,700         11,900
       *Opta Food Ingredients, Inc. ........     5,400         94,500
       *Opti, Inc. .........................     4,600         33,925
        Optical Coating Laboratory, Inc. ...     4,800         83,700
       *Optical Data Systems, Inc. .........    10,300        234,325
       *Option Care, Inc. ..................     5,000         36,250
        Orange & Rockland Utilities, Inc. ..     6,800        237,150
        Orange Co., Inc. ...................     5,200         42,250
       *Orbit International Corp. ..........     3,000          3,469
       *Orbital Sciences Corp. .............    13,400        241,200
       *Orchard Supply Hardware Stores Corp.     3,000         85,875
       *Oregon Metallurgical Corp. .........     5,500        171,531
        Oregon Steel Mills, Inc. ...........    10,800        172,800
      *#Organogenesis, Inc. ................     6,975        156,066
       *Oriole Homes Corp. Class A
          Convertible .......................      800         6,150
       *Oriole Homes Corp. Class B .........     1,100         8,456
        Orion Capital Corp. ................     5,600       264,600
       *Oroamerica, Inc. ...................     2,500        12,188
       *Orphan Medical, Inc. ...............       285         2,850
       *Ortel Corp. ........................     5,700       138,938
       *Orthologic Corp. ...................     3,500       154,438
       *Osborn Communications Corp. ........     8,100        87,075
        Oshkosh B'Gosh, Inc. Class A .......     4,800        84,900
        Oshkosh B'Gosh, Inc. Class B .......       600        11,550
        Oshkosh Truck Corp. Class B ........     2,300        33,925
       *Oshman's Sporting Goods, Inc. ......     2,900        25,375
       *Osmonics, Inc. .....................     8,250       195,938
       *Osteotech, Inc. ....................     4,000        29,000
       *Ostex International, Inc. ..........     6,200        88,738
        Otter Tail Power Co. ...............     5,600       184,800
        Outboard Marine Corp. ..............    16,000       310,000
       *Outlook Group Corp. ................     2,500        14,063
        Owens & Minor, Inc. ................    18,375       229,688
        Owosso Corp. .......................     1,200         9,975
        Oxford Industries, Inc. ............     5,600       102,200
       *Oxford Resources Corp. Class A .....     2,700        69,525
       *Oxis International, Inc. ...........     8,400        19,163
       *P&F Industries, Inc. Class A .......       200           613
       *P-Com, Inc. ........................     6,600       198,000
       *PAM Transportation Services, Inc. ..     1,500         9,750
       *PC Quote, Inc. .....................     2,900        30,450
        PCA International, Inc. ............     3,000        49,500
       *PCI Services, Inc. .................     2,500        50,000
       *PHP Healthcare Corp. ...............     4,300       142,438
       *PLM International, Inc. ............     4,600        16,100
       *PMR Corp. ..........................     1,300        14,950
                                            Shares        Value+
                                           --------   -------------
 *PMT Services, Inc. .................      5,000       $169,688
 *PRI Automation, Inc. ...............      2,800        110,250
 *PSC, Inc. ..........................      4,000         45,500
  PXRE Corp. .........................      3,700         90,881
 *Pacific Crest Capital, Inc. ........      1,060          8,546
 *Pacific Rehabilitation & Sports
    Medicine, Inc. ....................     2,300        11,788
 *Pacific Rim Holding Corp. ..........      3,700         8,325
  Pacific Scientific Co. .............     16,000       306,000
 *Pacific Sunwear of California, Inc.       2,000        50,250
 *Pages, Inc. ........................      1,700         4,250
  Palfed, Inc. .......................      2,000        24,000
 *Pamida Holdings Corp. ..............      4,000        10,000
  Pamrapo Bancorp, Inc. ..............      1,300        25,513
 *Panaco, Inc. .......................      5,000        19,375
 #Panatech Research and Development
    Corp. .............................     1,400         7,000
  Pancho's Mexican Buffet, Inc. ......      5,000        13,438
 *Papa John's International, Inc. ....      5,250       256,594
 *Par Technology Corp. ...............      6,000        99,000
 *Paragon Trade Brands, Inc. .........      4,800       118,200
*#Parallel Petroleum Corp. ...........      4,900        18,834
 *Parcplace Systems, Inc. ............      4,500        59,063
 *Paris Business Forms, Inc. .........        200           888
  Park Electrochemical Corp. .........      8,200       197,825
 *Park-Ohio Industries, Inc. .........      7,034       156,946
 *Parker Drilling Co. ................     31,700       225,863
 *Parkervision, Inc. .................      3,500        53,594
  Parkvale Financial Corp. ...........      1,562        43,346
 *Parlux Fragrances, Inc. ............      3,900        44,850
 *Patina Oil & Gas Corp. .............      3,134        21,938
 *Patlex Corp. .......................        690        37,001
  Patrick Industries, Inc. ...........      2,000        27,500
 *Patterson Dental Co. ...............      5,300       170,263
*#Patterson Energy, Inc. .............      1,300        21,531
 *Paul Harris Stores, Inc. ...........      5,000        35,938
*#Paul-Son Gaming Corp. ..............      1,000         8,500
 *Paxar Corp. ........................     23,946       401,096
 *Payco American Corp. ...............      3,000        26,625
 *Payless Cashways, Inc. .............     20,000        95,000
 *Peak Technologies Group, Inc. ......      3,400        82,025
 *Pediatric Services of America, Inc.       2,000        49,375
  Peerless Manufacturing Co. .........        200         2,063
 *Penederm, Inc. .....................      2,800        45,850
  Penn Engineering & Manufacturing
    Corp. Class A .....................    2,500         63,438
 *Penn Engineering & Manufacturing
    Corp. Non-voting ..................    7,500        191,250
 *Penn National Gaming, Inc. .........     2,550         63,431
 *Penn Traffic Co. ...................     4,300         54,825
 *Penn Treaty American Corp. .........     3,600         69,300
  Penn Virginia Corp. ................     1,700         60,138
  Penn-America Group, Inc. ...........     1,300         20,150
  Penncorp Financial Group, Inc. .....     5,400        164,700
 *Pennfed Financial Services, Inc. ...     2,100         32,813
*#Penril Datacomm Networks, Inc. .....     3,700         34,225
 *Pentech International, Inc. ........     5,300         11,263
  Penwest, Ltd. ......................     2,100         40,425
  Peoples Bancorp ....................       200          4,125
  Peoples Bancshares, Inc.
    Massachusetts .....................    1,000          9,938
 *Peoples Choice TV Corp. ............     5,350         92,288
  Peoples Heritage Financial Group,
    Inc. ..............................    12,280       244,833
  Peoples Savings Financial Corp. ....        900        18,675




                                      26
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
       *Peoples Telephone Co., Inc. ........     6,350       $ 20,241
       *Perceptron, Inc. ...................     2,650         95,897
       *Performance Food Group Co. .........     1,800         57,150
       *Perfumania, Inc. ...................     3,200         16,700
       *Perini Corp. .......................     2,700         30,038
       *Perseptive Biosystems, Inc. ........     6,400         62,400
       *Pet Food Warehouse, Inc. ...........     3,700         14,453
       *Petco Animal Supplies, Inc. ........     5,550        157,481
       *Petrocorp, Inc. ....................     3,400         24,225
        Petroleum Heat & Power Co., Inc.
          Class A ...........................   9,100         63,700
        Petrolite Corp. ....................    6,700        216,075
      *#Pharmaceutical Marketing Services,
        Inc. ................................   5,800         60,538
       *Pharmaceutical Resources, Inc. .....    7,300         52,925
       *Pharmchem Laboratories, Inc. .......    3,300         11,550
       *Pharmos Corp. ......................    9,000         22,359
        Philadelphia Suburban Corp. ........    5,200        126,750
       *Phildelphia Consolidated Holding
          Corp. .............................    2,000        39,625
        Phillips-Van Heusen Corp. ..........    12,600       168,525
        Phoenix Duff & Phelps Corp. ........    21,800       158,050
       *Phoenix Network, Inc. ..............     5,800        31,538
       *Phoenix Technologies, Ltd. .........     5,500       108,969
       *Photo Control Corp. ................     1,000         3,500
       *Photronics, Inc. ...................     4,600       136,850
       *Physician Computer Network, Inc. ...    21,000       255,938
       *Physician Corp. of America .........    10,000       130,000
      *#Physicians Clinical Laboratory, Inc.     1,200         1,087
       *Physicians Health Services, Inc.
          Class A ...........................   2,000         55,000
       *Physicians Insurance Co. of Ohio
          Class A ...........................    1,000        23,750
        Piccadilly Cafeterias, Inc. ........     4,200        43,050
        Piedmont Natural Gas Co. ...........    12,700       274,638
        Pier 1 Imports, Inc. DE ............    19,740       310,905
        Pikeville National Corp. ...........     2,700        61,088
        Pilgrim Pride Corp. ................    12,800        91,200
        Pillowtex Corp. ....................     6,000        80,250
       *Pinkertons, Inc. ...................     3,300        81,675
        Pinnacle Financial Services, Inc. ..       200         4,050
      *#Pinnacle Micro, Inc. ...............     3,100        30,613
       *Pinnacle Systems, Inc. .............     2,200        53,075
       #Pioneer Financial Services, Inc. ...     3,700        60,125
        Pioneer Standard Electronics, Inc. .    16,312       248,758
        Piper Jaffray Companies, Inc. ......     9,100       121,713
        Pitt-Des Moines, Inc. ..............     2,400       108,000
       *Pittencrieff Communications, Inc. ..     5,700        45,244
        Pittston Co. Minerals Group ........     4,400        61,600
       *Plains Resources, Inc. .............     8,900       100,125
       *Planar Systems, Inc. ...............     6,000        93,000
       *Plantronics, Inc. ..................     3,400       120,275
       *Plasti-Line, Inc. ..................       800         6,900
       *Platinum Software Corp. ............     5,300        57,306
       *Playboy Enterprises, Inc. Class A ..     2,800        33,250
       *Playboy Enterprises, Inc. Class B ..     6,100        78,538
       *Players International, Inc. ........    13,350       129,954
       *Playtex Products, Inc. .............    20,200       194,425
        Plenum Publishing Corp. ............     1,500        54,563
       *Plexus Corp. .......................     4,400        61,050
        Ply-Gem Industries, Inc. DE ........     5,800        86,275
        Poe & Brown, Inc. ..................     3,400        82,025
       *Polk Audio, Inc. ...................       500         6,750
       *Pollo Tropical, Inc. ...............     5,200        24,700
       *Polymedica Industries, Inc. ........     2,700        24,975
                                            Shares        Value+
                                           --------   -------------
*#Polyphase Corp. ....................      5,200       $ 19,175
 *Polyvision Corp. ...................      5,396          9,106
 *Pomeroy Computer Resource, Inc. ....      1,100         17,188
 *Ponder Industries, Inc. ............      2,000          9,250
 *Pool Energy Services Co. ...........      8,700        122,344
  Pope & Talbot, Inc. ................      5,300         88,775
 *Porta Systems Corp. ................      4,400          3,575
 *Portec, Inc. .......................      7,610         79,905
  Portsmouth Bank Shares, Inc. .......      2,291         33,076
 *Positron Corp. .....................      1,500          5,906
 *Possis Medical, Inc. ...............      6,700        125,206
  Poughkeepsie Savings Bank FSB NY ...      5,000         27,188
 *Powell Industries, Inc. ............      4,200         48,038
 *Pratt Hotel Corp. ..................      2,100          6,431
 *Pre-Paid Legal Services, Inc. ......     10,300        215,013
 *Precision Standard, Inc. ...........      3,800          6,175
  Premier Financial Services, Inc. ...      2,600         26,650
 *Premiere Radio Networks, Inc. ......      1,200         15,300
 *Premiere Radio Networks, Inc.
    Class A ...........................       600         7,388
 *President Casinos, Inc. ............     11,900        25,288
  Presidential Life Corp. ............     16,900       165,831
 *Presley Companies Class A ..........      5,600        10,500
 *Price Communications Corp. .........      4,250        33,203
 *Price Enterprises, Inc. ............      6,600       104,363
 *Pride Petroleum Services, Inc. .....     14,700       255,413
 *Prima Energy Corp. .................      1,600        23,800
 *Primadonna Resorts, Inc. ...........     12,300       283,669
 *Primark Corp. ......................      8,400       296,100
  Prime Bancorp, Inc. ................        665        11,970
 *Prime Hospitality Corp. ............     14,700       235,200
 *Prime Medical Services, Inc. .......      5,900       111,731
  Primesource Corp. ..................      4,581        28,631
 *Prins Recycling Corp. ..............      6,000        15,375
 *Printronix, Inc. ...................      3,750        95,625
 *Procept, Inc. ......................      3,500        11,047
 *Procyte Corp. ......................      8,000        32,500
  Production Operators Corp. .........      4,100       150,675
 *Professional Sports Care Management,
    Inc. ..............................     3,100        23,928
 *Proffitts, Inc. ....................      6,700       247,900
 *Progress Financial Corp. ...........      1,000         6,750
 *Progress Software Corp. ............      5,100        80,006
  Progressive Bank, Inc. .............      1,000        29,125
 *Progroup, Inc. .....................      1,600         7,700
 *Project Software & Development, Inc.      3,700       143,838
  Proler International Corp. .........      8,500        61,625
 *Pronet, Inc. .......................      2,600        65,163
 *Protein Design Labs, Inc. ..........      6,100       160,888
 *Proteon, Inc. ......................      6,100        34,313
 *Protocol Systems, Inc. .............      4,400       110,000
  Providence & Worcester Railroad Co.         800         6,400
  Providence Energy Corp. ............      5,300        91,425
  Provident Bankshares Corp. .........      5,843       194,280
 *Proxim, Inc. .......................      2,800       115,850
 *Proxima Corp. ......................      3,400        56,950
 *Psychemedics Corp. .................      7,900        58,263
  Public Service Co. of North Carolina      4,900        79,013
 *Publicker Industries, Inc. .........     13,200        28,050
  Pulaski Furniture Corp. ............      1,300        23,563
  Pulse Bancorp, Inc. ................        800        13,650




                                      27
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
       *Pure Tech International, Inc.
          (Private Placement) ...............   10,000      $ 27,000
       *Pure World, Inc. ...................     3,100         8,331
       *Q Logic Corp. ......................     4,450        47,559
       *QMS, Inc. ..........................     6,500        39,000
       *Quad Systems Corp. .................     1,600        14,800
        Quaker Chemical Corp. ..............     2,800        37,100
       *Quaker City Bancorp, Inc. ..........     1,600        23,300
       *Quaker Fabric Corp. ................     4,000        37,000
        Quaker State Corp. .................    17,900       275,213
       *Quality Dining, Inc. ...............     3,000        99,188
       *Quality Food Centers, Inc. .........     9,700       261,900
       *Quality Semiconductor, Inc. .........    2,200        17,875
       *Quality Systems, Inc. ..............     2,300        68,138
        Quanex Corp. .......................     5,500       127,875
       *Quantum Health Resources, Inc. .....     9,100       160,388
       *Quarterdeck Office Systems, Inc. ...    12,600       182,700
        Queens County Bancorp ..............     2,500       119,375
       *Quest Medical, Inc. ................     8,109       101,363
       *Quickresponse Services, Inc. .......     3,300       109,313
       *Quickturn Design Systems, Inc. .....     5,400        79,313
       *Quidel Corp. .......................     8,500        47,813
       *Quiksilver, Inc. ...................     2,900       126,875
       *Quipp, Inc. ........................       200         2,325
        Quixote Corp. ......................     7,700        61,119
       *R & B, Inc. ........................     3,500        23,406
        RCSB Financial, Inc. ...............     5,600       131,600
       *RF Monolithics, Inc. ...............     2,000        20,250
        RLI Corp. ..........................     5,000       116,250
       *RMI Titanium Co. ...................     6,100       122,763
       *RPC Energy Services, Inc. ..........    22,800       285,000
       *Racotek, Inc. ......................     9,400        57,575
       *Radius, Inc. .......................     6,919        23,568
       *Rag Shops, Inc. ....................     2,300         5,355
       *Ragan (Brad), Inc. .................     3,800       121,600
       *Railtex, Inc. ......................     3,600        87,750
       *Rainbow Technologies, Inc. .........     2,800        64,225
      *#Rally's Hamburgers, Inc. ...........     6,200        20,150
       *Ramapo Financial Corp. .............     3,200        15,700
       *Ramsay Health Care, Inc. ...........     3,500        12,359
       *Ramsay Managed Care, Inc. ..........       913         1,626
       *Ramtron International Corp. ........    11,400        88,706
        Raritan Bancorp, Inc. DE ...........       200         4,200
       *Rational Software Corp. ............     5,000       310,625
        Raven Industries, Inc. .............     9,150       187,575
       *Rawlings Sporting Goods, Inc. ......     3,100        28,869
       *Raymond Corp. ......................     6,135       108,129
        Raymond James Financial, Inc. ......    10,200       232,050
       *Readicare, Inc. ....................    11,400        54,863
       *Reading Co. Class A ................     2,000        21,500
       *Recoton Corp. ......................     9,066       158,655
       *Recovery Engineering, Inc. .........     1,300        20,963
       *Reddi Brake Supply Corp. ...........     6,600        15,469
       *Redman Industries, Inc. ............     4,100        89,688
       *Redwood Empire Bancorp .............       900         9,450
       *Reeds Jewelers, Inc. ...............       220         1,870
        Refac Technology Development Corp. .     7,000        58,625
       *Reflectone, Inc. ...................     1,000        22,000
        Regal Beloit Corp. .................    10,200       211,650
       *Regal Cinemas, Inc. ................     5,250       242,813
       *Regency Health Services, Inc. ......     7,100        71,888
       *Regeneron Pharmaceuticals, Inc. ....     6,600       115,088
       *Regional Acceptance Corp. ..........     6,000        60,000
        Regis Corp. ........................     3,100       138,725
                                            Shares        Value+
                                           --------   -------------
 *Rehabcare Corp. ....................      1,800       $ 28,350
*#Rehabilicare, Inc. .................      1,800          7,200
  Reinsurance Group America, Inc. ....      1,200         47,850
 *Reliability, Inc. ..................      2,500         18,750
  Reliance Steel and Aluminum Co. ....      4,400        165,000
  Reliv International, Inc. ..........      2,800          9,100
 *Renal Treatment Centers, Inc. ......      8,600        292,400
*#Reno Air, Inc. .....................      4,400         55,275
 *Rentrak Corp. ......................      4,500         23,203
 *Repligen Corp. .....................      6,100          7,625
 *Reptron Electronics, Inc. ..........      1,900         33,131
 *Republic Automotive Parts, Inc. ....      4,100         62,525
  Republic Bancorp, Inc. .............      8,465         95,231
*#Republic Environmental Systems, Inc.      2,200         40,425
  Republic Gypsum Co. ................     13,300        187,863
  Republic Savings Financial Corp. ...      1,500          8,813
 *Res-Care, Inc. .....................      3,200        111,600
 *Research Industries Corp. ..........      5,000        126,875
 *Resound Corp. ......................      7,700         92,881
 *Resource Bancshares Mortgage Group,
    Inc. ..............................     9,800       131,075
 *Respironics, Inc. ..................     10,600       206,700
 *Response Oncology, Inc. ............      2,480        48,050
 *Retirement Care Association, Inc. ..      4,410        58,433
 *Retix, Inc. ........................      7,000        62,563
 *Rex Stores Corp. ...................      5,600        87,500
 *Rexall Sundown, Inc. ...............      2,550        66,938
 *Rexel, Inc. ........................     17,900       261,788
  Rexene Corp. .......................      7,400        86,950
 *Rexhall Industries, Inc. ...........      1,050         7,613
 *Rexon, Inc. ........................      5,600             0
 *Rexworks, Inc. .....................      1,000         3,000
 *Rhodes, Inc. .......................      3,200        40,400
 *Ribi Immunochem Research, Inc. .....     19,400        97,000
 *Riddell Sports, Inc. ...............      3,255        16,784
  Riggs National Corp. ...............     17,800       213,600
 *Right Management Consultants, Inc. .      1,800        63,900
 *Right Start, Inc. ..................      1,900        12,706
 *Rightchoice Managed Care, Inc.
    Class A ...........................     1,500        25,688
 *Rimage Corp. .......................      2,000        18,250
 *Ringer Corp. .......................      6,500        13,406
 *Rio Hotel & Casino, Inc. ...........     10,700       192,600
  Riser Foods, Inc. Class A ..........      3,500        74,375
  Rival Co. ..........................      3,900        92,625
  River Forest Bancorp ...............      6,800       205,700
 *River Oaks Furniture, Inc. .........      2,400        14,700
 *Riverside Group, Inc. ..............      1,000         3,375
  Riverside National Bank CA .........      1,000        13,563
*#Roadmaster Industries, Inc. ........     16,900        31,688
  Roanoke Electric Steel Corp. .......      1,200        17,475
  Robbins & Myers, Inc. ..............      3,900       173,063
 *Roberds, Inc. ......................      2,300        23,288
 *Roberts Pharmaceutical Corp. .......      7,400       156,325
 *Robertson-Ceco Corp. ...............      6,418        33,695
  Robinson Nugent, Inc. ..............      4,000        26,250
 *Robotic Vision Systems, Inc. .......      6,584       125,508
 *Rock Bottom Restaurants, Inc. ......      3,700        50,413
  Rock-Tenn Co. Class A ..............      8,600       168,775
 *Rocky Mountain Chocolate Factory ...      1,500        13,313
 *Rocky Shoes & Boots, Inc. ..........      2,000        14,500
 *Rodman & Renshaw Capital Group, Inc.      1,300         2,600




                                      28
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
       *Rogers Corp. .......................    10,000      $ 243,750
       *Rohr, Inc. .........................    13,000         274,625
       *Rollins Environmental Services, Inc.    27,800          97,300
        Rollins Truck Leasing Corp. ........    23,000         250,125
        Roper Industries, Inc. .............     6,000         278,250
        Ross Stores, Inc. ..................    12,000         469,500
      *#Ross Systems, Inc. .................     6,500          45,500
       *Rotech Medical Corp. ...............    13,400         284,750
        Roto-Rooter, Inc. ..................     3,600         143,100
        Rotonics Manufacturing, Inc. .......     2,500           3,750
       *Rottlund, Inc. .....................     1,700          13,388
        Rouge Steel Co. Class A ............     5,400         120,150
        Rowe Furniture Corp. ...............     5,412          29,766
      *#Royal Appliance Manufacturing Co. ..     9,600          60,000
        Royal Bancshares of Pennsylvania
          Class A ...........................    2,450         25,878
       *Royal Grip, Inc. ...................     1,100          5,844
       *Ruby Tuesday, Inc. .................     7,050        149,813
        Ruddick Corp. ......................    18,600        251,100
       *Rural/Metro Corp. ..................     4,200        142,275
        Russ Berrie & Co., Inc. ............    12,800        222,400
        Ryan Beck & Co. ....................       210          1,523
       *Ryans Family Steak Houses, Inc. ....    21,400        187,250
        Rykoff-Sexton, Inc. ................     8,750        135,625
        Ryland Group, Inc. .................     7,800        127,725
       *Rymer Foods, Inc. ..................     5,400          4,556
       *S&K Famous Brands, Inc. ............     1,900         16,744
        S&T Bancorp, Inc. ..................     2,200         66,000
       *S3, Inc. ...........................    13,000        185,250
       *SBE, Inc. ..........................       900          9,675
       *SBS Technologies, Inc. .............     1,100         17,531
        SEI Corp. ..........................     7,400        162,338
       *SFX Broadcasting, Inc. Class A .....     1,900         70,300
        SI Handling, Inc. ..................     1,050         10,434
        SJW Corp. ..........................       600         22,313
        SKI, Ltd. ..........................     1,700         29,644
        SL Industries, Inc. ................     9,200         94,300
      *#SLM International, Inc. ............     5,200          7,311
       *SMC Corp. ..........................     2,600         23,075
       *SMT Health Services, Inc. ..........     1,100          9,694
       *SPS Technologies, Inc. .............     2,600        159,250
       *SPSS, Inc. .........................     2,900         72,500
        SPX Corp. ..........................     6,300        168,525
       *SSE Telecom, Inc. ..................     2,300         33,063
       *STB Systems, Inc. ..................     1,800         28,575
       *STM Wireless, Inc. Class A .........     2,900         36,069
       *Safeguard Health Enterprises, Inc. .     6,900        129,375
       *Safeguard Scientifics, Inc. ........    20,700      1,823,803
       *Safeskin Corp. .....................     4,700        170,081
       *Safety 1st, Inc. ...................     2,900         44,225
       *Safety Components International,
          Inc. ..............................   2,100          28,613
       *Safetytek Corp. ....................    1,000          12,375
       *Saga Communications, Inc.
          Class A ...........................    2,781         57,011
        Saint Francis Capital Corp. ........     2,400         61,200
        Saint John Knits, Inc. .............     6,600        278,850
        Saint Joseph Light & Power Co. .....    27,200        887,400
        Saint Mary Land & Exploration Co. ..     1,800         31,388
        Saint Paul Bancorp, Inc. ...........     9,800        227,850
       *Salant Corp. DE ....................     5,900         23,600
        Salem Corp. ........................     2,950         63,425
       *Salick Health Care, Inc. Redeemable
          Shares ............................   2,850         108,656
                                            Shares        Value+
                                           --------   -------------
 *Salton/Maxim Housewares, Inc. ......      2,600       $ 10,319
 *Sam & Libby, Inc. ..................      3,400          2,656
 *San Filippo (John B.) & Son, Inc. ..      3,000         21,375
 *San Francisco Co. Class A ..........        400            140
  Sanderson Farms, Inc. ..............      5,400         72,900
  Sands Regent Casino Hotel ..........      2,000         11,000
  Sandwich Co-Operative Bank MA ......        200          3,950
 *Sangstat Medical Corp. .............      5,000         99,688
 *Sanmina Corp. ......................      6,800        249,900
 *Santa Cruz Operation, Inc. .........     17,000        128,563
 *Santa Fe Gaming Corp. ..............      2,500          7,500
  Santa Monica Bank CA ...............      2,800         35,700
 *Satcon Technology Corp. ............      2,200         21,450
  Savannah Foods & Industries, Inc. ..     10,500        129,938
 *Savoy Pictures Entertainment, Inc. .      9,800         58,188
  Sbarro, Inc. .......................      8,100        215,663
 *Scan-Optics, Inc. ..................     14,900         59,600
  Schawk, Inc. Class A ...............      4,300         36,013
 *Schieb (Earl), Inc. ................      7,900         62,213
 *Schuler Homes, Inc. ................     12,300         86,100
  Schult Homes Corp. .................      1,100         21,175
  Schultz Sav-O Stores, Inc. .........      3,000         40,875
 *Sciclone Pharmaceuticals, Inc. .....      9,400        116,325
 *Science Dynamics Corp. .............      1,700          1,700
 *Scientific Games Holdings Corp. ....      5,200        171,600
 *Scientific Software-Intercomp, Inc.       3,500          9,188
  Scientific Technologies, Inc. ......      3,800         54,625
 *Scios-Nova, Inc. ...................     14,087        101,691
  Scope Industries, Inc. .............      3,500        129,500
 *Score Board, Inc. ..................      6,700         33,919
  Scotsman Industries, Inc. ..........      3,400         69,275
 *Scott's Liquid Gold, Inc. ..........      4,000         10,000
 *Scotts Co. Class A .................     11,300        207,638
  Seacoast Banking Corp. Class A .....      1,500         33,375
 *Seacor Holdings, Inc. ..............      3,200        154,800
  Seafield Capital Corp. .............      1,700         66,513
  Sealright Co., Inc. ................      4,400         58,300
 *Seattle Filmworks, Inc. ............      5,300         94,075
  Seaway Food Town, Inc. .............        200          3,325
  Second Bancorp, Inc. ...............        300          7,913
  Security Connecticut Corp. .........      3,400         98,600
 *Seda Specialty Packaging Corp. .....      2,000         43,750
 *Seeq Technology, Inc. DE ...........     12,000         44,625
 *Seitel, Inc. .......................      3,700         97,125
  Selas Corp. of America .............      1,400         15,050
  Selective Insurance Group, Inc. ....      6,000        192,000
 *Selfix, Inc. .......................      1,000          4,625
 *Semiconductor Packaging Materials
    Co., Inc. .........................     2,300        26,594
 *Semitool, Inc. .....................      1,500        23,250
*#Semtech Corp. ......................      2,300        26,594
 *Seneca Foods Corp. .................      1,100        18,700
 *Seneca Foods Corp. Class A .........        200         3,413
 *Sepracor, Inc. .....................     13,300       192,850
 *Sequa Corp. Class A ................      2,600       106,275
 *Sequent Computer Systems, Inc. .....     13,300       175,394
 *Sequoia Systems, Inc. ..............      6,100        22,494
 *Sequus Pharmaceuticals, Inc. .......     11,400       243,675
 *Seragen, Inc. ......................      6,600        31,350
 *Serv-Tech, Inc. ....................      2,600        15,925
 *Service Merchandise Co., Inc. ......     46,900       252,088
 *Servico, Inc. ......................      3,700        52,725
 *Servotronics, Inc. .................      1,030         5,023
  Sevenson Environmental Services,
    Inc. ..............................    1,300         25,025




                                      29
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
       *Shaman Pharmaceuticals .............     5,200       $ 42,900
       *Shared Technologies Fairchild, Inc.      4,700         39,950
       *Sharper Image Corp. ................     5,900         30,975
       *Shaw Group, Inc. ...................     3,400         59,288
       *Sheffield Medical Technologies, Inc.     3,700         20,119
        Shelby Williams Industries, Inc. ...     3,300         37,538
       *Sheldahl, Inc. .....................    10,300        264,581
        Shelter Components, Inc. ...........     2,425         37,891
       *Sherwood Group, Inc. ...............     5,000         53,750
       *Shiloh Industries, Inc. ............     3,000         47,438
       *Shoe Carnival, Inc. ................     5,200         24,375
       *Sholodge, Inc. .....................     3,600         54,450
       *Shoney's, Inc. .....................    16,600        203,350
        Shopko Stores, Inc. ................    19,400        293,425
        Shoreline Financial Corp. ..........     1,680         35,490
       *Shorewood Packaging Corp. ..........     7,700        126,569
       *Show Biz Pizza Time, Inc. ..........    11,100        178,988
        Showboat, Inc. .....................     6,800        189,550
       *Showscan Corp. .....................     4,000         30,000
      *#Shuffle Master, Inc. ...............     4,400         66,000
       *Sierra Health Services, Inc. .......     6,365        205,271
       *Sierra On-Line, Inc. ...............     3,200        143,000
       *Sierra Semiconductor Corp. .........    13,600        201,450
        Sierra Tahoe Bancorp ...............       200          2,663
       *Sifco Industries, Inc. .............     8,800         70,675
        Sigcorp, Inc. ......................     5,900        196,913
       *Sight Resource Corp. ...............     1,600         11,000
       *Sigma Circuits, Inc. ...............     1,600         12,500
       *Sigma Designs, Inc. ................     8,700        113,100
       *Sigmatron International, Inc. ......       800         10,950
      *#Signal Apparel Co., Inc. Class A ...     4,200         23,100
       *Signal Technology Corp. ............     2,700         22,950
       *Silicon Valley Bancshares ..........     4,200        101,850
       *Siliconix, Inc. ....................     4,000        107,000
       *Silver King Communications, Inc. ...     2,800         91,700
       *Silverado Foods, Inc. ..............     2,400          8,400
        Simmons First National Corp.
          Class A ...........................    1,100        36,575
        Simpson Industries, Inc. ...........     8,750        85,313
       *Simula, Inc. .......................     5,450       109,000
       *Sinter Metals, Inc. Class A ........     2,000        34,000
       *Sirena Apparel Group, Inc. .........     2,100         8,794
        Sizzler International, Inc. ........    16,200        60,750
        Skyline Corp. ......................     4,200       108,675
        Skywest, Inc. ......................     5,400       102,600
       *Sloane's Supermarkets, Inc. ........     1,900         5,938
        Smart & Final Food, Inc. ...........    12,150       296,156
        Smith (A.O.) Corp. .................     7,500       200,625
        Smith (A.O.) Corp. Convertible
          Class A ...........................   1,500         40,781
       *Smith Environmental Technologies
          Corp. .............................    2,900         7,431
       *Smithfield Foods, Inc. .............     7,200       185,400
        Smucker (J.M.) Co. Class A .........     4,800        97,800
        Smucker (J.M.) Co. Class B .........     4,400        87,450
        Snyder Oil Corp. ...................    17,600       173,800
       *Sodak Gaming, Inc. .................     4,400       135,850
       *Softdesk, Inc. .....................     3,000        33,000
       *Softech, Inc. ......................     1,600         5,000
       *Softkey International, Inc. ........     2,971        73,532
       *Softnet Systems, Inc. (Private
          Placement) ........................   2,536         18,117
       *Software Publishing Corp. ..........    5,525         14,503
       *Software Spectrum, Inc. ............    1,900         47,025
       *Somatix Therapies Corp. ............    9,200         70,725
                                            Shares        Value+
                                           --------   -------------
 *Somatogen, Inc. ....................      8,200       $136,838
  Somerset Group, Inc. ...............        250          3,875
 *Sonic Corp. ........................      6,000        143,250
 *Sonic Solutions ....................      3,000         25,500
 *Sound Advice, Inc. .................      1,900          4,928
  South Jersey Industries, Inc. ......      3,948         89,817
  Southdown, Inc. ....................     12,400        286,750
  Southeastern Michigan Gas
    Enterprises, Inc. .................     4,749        76,578
  Southern California Water Co. ......      3,900        86,775
 *Southern Electronics Corp. .........      2,750        15,984
 *Southern Energy Homes, Inc. ........      4,250        89,516
 *Southern Union Co. .................      7,986       187,671
 *Southwall Technologies, Inc. .......      3,500        28,438
  Southwest Bancorp, Inc. ............      1,500        28,500
  Southwest Bancshares, Inc. DE ......        900        24,413
  Southwest Gas Corp. ................      9,700       167,325
  Southwest National Corp. ...........        200         6,600
  Southwest Securities Group, Inc ....      3,000        34,313
  Southwest Water Co. ................      1,050        11,681
  Southwestern Energy Co. ............     10,700       152,475
  Sovereign Bancorp, Inc. ............     20,272       214,123
 *Spacelabs Medical, Inc. ............      3,000        72,000
 *Spaghetti Warehouse, Inc. ..........      3,400        18,700
  Span-American Medical System, Inc. .      1,700         8,819
  Spartan Motors, Inc. ...............      8,900        70,922
  Spartech Corp. .....................      9,300        94,163
 *Sparton Corp. ......................      7,700        34,650
 *Spec's Music, Inc. .................      5,300        10,931
 *Special Devices, Inc. ..............      2,900        58,363
 *Specialty Chemical Resources, Inc. .      2,600         8,775
 *Specialty Equipment Co., Inc. ......      8,800       121,550
 *Specialty Paperboard, Inc. .........      1,600        23,000
 *Spectran Corp. .....................      3,200        66,400
 *Spectranetics Corp. ................      7,302        46,550
 *Spectrian Corp. ....................      3,200        62,000
 *Spectrum Control, Inc. .............      4,200        24,150
 *Spectrum Holobyte, Inc. ............     10,400        76,050
 *Speizman Industries, Inc. ..........      1,800         8,550
 *Spire Corp. ........................      3,200        13,000
 *Sport Chalet, Inc. .................      1,400         3,413
  Sport Supply Group, Inc. ...........      3,350        24,706
 *Sportmart, Inc. ....................      2,100         9,975
 *Sports & Recreation, Inc. ..........      9,900        94,050
 *Sports Authority, Inc. .............      7,200       214,200
 *Sports Club Co., Inc. ..............      4,500        11,813
 *Spreckels Industries, Inc. Class A .      1,200        19,875
 *Staar Surgical Co. .................      5,100        75,863
*#Stac Electronics ...................      9,900       127,463
 *Stacey's Buffet, Inc. ..............      3,700         2,486
 *Staff Builders, Inc. Class A .......     13,300        45,719
 *Stage II Apparel Corp. .............      1,700         5,100
 *Standard Commercial Corp. ..........      3,669        33,483
 *Standard Management Corp. ..........      2,100         9,056
 *Standard Microsystems Corp. ........      8,800       136,400
  Standard Motor Products, Inc.
    Class A ...........................     5,300        90,100
  Standard Pacific Corp. DE ..........     12,200        88,450
  Standard Products Co. ..............      6,700       182,575
  Standard Register Co. ..............      4,500       126,000
  Standex International Corp. ........      5,500       146,438
 *Stanford Telecommunications, Inc. ..      6,900       385,538
  Stanhome, Inc. .....................      8,000       232,000
 *Stanley Furniture, Inc. ............        200         2,400




                                      30
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
        Stant Corp. ........................    10,000       $115,625
       *Starcraft Corp. ....................     1,300          5,606
        Starret Housing Corp. ..............     3,900         45,338
        Starrett (L.S.) Co. Class A ........     2,400         61,800
       *Starsight Telecast, Inc. ...........     8,400         82,950
       *Starter Corp. ......................    10,500         93,188
        State Auto Financial Corp. .........     4,800        120,000
       *State of the Art, Inc. .............     5,200         99,450
       *Station Casinos, Inc. ..............    14,100        221,194
       *Steck-Vaughn Publishing Corp. ......     1,000         12,875
        Steel Technologies, Inc. ...........     4,800         69,600
       *Steel of West Virginia, Inc. .......     4,400         40,700
       *Stein Mart, Inc. ...................     8,900        152,969
        Stepan Co. .........................     6,400        125,600
        Stephan Co. ........................     1,700         25,713
        Sterile Concepts Holdings, Inc. ....     1,700         39,100
       *Steris Corp. .......................    14,452        496,788
        Sterling Bancorp ...................     3,900         44,363
        Sterling Bancshares ................     2,350         32,313
       *Sterling Chemicals, Inc. ...........    16,700        192,050
       *Sterling Electronics Corp. .........     5,040         76,230
       *Sterling Financial Corp. WA ........     1,820         24,570
       *Stevens Graphics Corp. Class A .....     4,000         11,000
        Stewart Information Services Corp. .     1,500         30,375
        Stifel Financial Corp. .............     1,680         13,440
       *Stimsonite Corp. ...................     3,600         31,725
       *Stokely USA, Inc. ..................    10,100         36,613
        Stone & Webster, Inc. ..............     7,200        252,000
       *Stone Energy Corp. .................     1,900         35,388
       *Strategic Distribution, Inc. .......    12,692        105,502
        Strawbridge & Clothier Class A .....     4,200         76,650
       *Streamlogic Corp. ..................     8,400         53,550
        Stride Rite Corp. ..................    29,300        263,700
       *Strouds, Inc. ......................     4,700         17,919
       *Struthers Industries, Inc. .........     4,700         18,800
       *Stuart Entertainment, Inc. .........     2,700         18,394
        Student Loan Corp. .................     5,600        200,900
        Sturm Ruger & Co., Inc. ............     8,500        421,813
       *Submicron Systems Corp. ............     4,600         46,863
       *Sudbury, Inc. ......................     4,200         37,275
        Suffolk Bancorp ....................     1,000         31,875
      *#Sugen, Inc. ........................     5,100         69,806
       *Sulcus Computer Corp. ..............     5,800         20,300
        Sullivan Dental Products, Inc. .....     5,800         65,613
        Sumitomo Bank of California ........     4,400        109,450
       *Summa Four, Inc. ...................     2,500         45,313
       *Summagraphics Corp. ................     1,500          4,453
       *Summit Care Corp. ..................     2,700         64,800
       *Summit Family Restaurants, Inc. ....     2,900         14,319
      *#Summit Technology, Inc. ............    14,600        250,938
       *Sun Coast Plastics, Inc. ...........     1,600          8,000
       *Sun Healthcare Group, Inc. .........    26,000        383,500
       *Sun Sportswear, Inc. ...............     2,300          7,475
        Sun Television and Appliances, Inc.      8,600         43,000
       *Sunair Electronics, Inc. ...........     3,000         10,875
       *Sunbelt Nursery Group, Inc. ........     2,600          3,981
       *Suncoast Savings & Loan Association
          FSA ...............................   1,200          7,425
       *Sundance Homes, Inc. ...............    4,300          6,719
       *Sunrise Bancorp CA .................    1,300          3,575
       *Sunrise Medical, Inc. ..............    7,200        135,900
       *Sunrise Resources, Inc. ............    2,200          7,425
      *#Sunshine Mining and Refining Co. ...    3,000          4,500
        Super Food Services, Inc. ..........    7,300         89,425
       *Superconductor Technologies, Inc. ..    2,400         18,450
                                            Shares        Value+
                                           --------   -------------
 *Supercuts, Inc. ....................      6,800       $ 53,975
  Superior Surgical Manufacturing Co.,
    Inc. ..............................    39,800       457,700
 *Supertex, Inc. .....................     31,300       624,044
 *Suprema Specialties, Inc. ..........      1,000         5,250
 *Supreme Industries, Inc. ...........      2,530        19,924
 *Supreme International Corp. ........      1,800        29,700
 *Surety Capital Corp. ...............      1,100         4,675
 *Surgical Laser Technologies, Inc. ..      2,800         7,875
 *Surgical Technologies, Inc. ........      1,000         6,000
*#Survival Technology, Inc. ..........      1,200        11,625
  Susquehanna Bancshares, Inc. .......      5,175       149,428
 *Swift Energy Corp. .................      6,820       121,908
 *Swift Transportation, Inc. .........      9,500       174,563
 *Swing-n-Slide Corp. ................      1,936         7,018
 *Swisher International, Inc. ........        200           863
 *Swiss Army Brands, Inc. ............      4,800        64,200
 *Sybron Chemicals, Inc. .............      1,100        15,400
 *Sylvan Foods Holdings, Inc. ........      2,469        34,103
 *Sylvan Learning Systems, Inc. ......      4,600       177,388
 *Symix Systems, Inc. ................      1,000        16,125
 *Symmetricom, Inc. ..................      9,800       131,688
 *Syms Corp. .........................      9,900        77,963
  Synalloy Corp. DE ..................     14,400       280,800
 *Synbiotics Corp. ...................      2,300        10,206
 *Syncor International Corp. DE ......      4,200        58,275
 *Synetic, Inc. ......................      7,100       244,063
 *Syntellect, Inc. ...................      5,300        34,781
*#Syquest Technology, Inc. ...........      4,400        47,850
 *Syratech Corp. .....................      4,600       121,325
 *Systemed, Inc. .....................     17,976        51,681
 *Systemix, Inc. .....................      4,300        76,056
 *Systems & Computer Technology Corp.      16,700       285,988
 *Systemsoft Corp. ...................      4,100       192,444
 *T Cell Sciences, Inc. ..............      8,900        33,375
 *T-HQ, Inc. .........................        200         1,163
 *TBC Corp. ..........................      9,550        85,950
  TCBY Enterprises, Inc. .............     10,100        44,188
 *TCC Industries, Inc. ...............      1,100         2,475
 *TCI International, Inc. ............      1,600        11,600
 *TCSI Corp. .........................      5,000       151,875
 *TESSCO Technologies, Inc. ..........      1,000        35,875
 *TFC Enterprises, Inc. ..............      4,500        11,250
 *TII Industries, Inc. ...............      2,260        16,103
  TJ International, Inc. .............      8,800       167,200
 *TMBR/Sharp Drilling, Inc. ..........      1,300        10,156
  TNP Enterprises, Inc. ..............      4,400       117,700
 *TPC Corp. ..........................      7,900        65,175
 *TPI Enterprises, Inc. ..............      6,100        23,638
  TR Financial Corp. .................      3,900       105,788
 *TRC Companies, Inc. ................      4,600        28,750
 *TRM Copy Centers Corp. .............      4,000        44,000
 *TRO Learning, Inc. .................      2,400        40,800
 *TSF Communications Corp. ...........      2,400        42,000
  TSI, Inc. MN .......................      3,300        69,713
  TSR, Inc. ..........................        200         2,400
 *TSX Corp. ..........................      3,500       101,500
  Tab Products Co. DE ................      2,400        18,000
 *Taco Cabana Inc. ...................      9,200        80,500
 *Talley Industries, Inc. ............      5,400        43,875
 *Tandy Brand Accessories, Inc. ......      2,100        18,375
 *Tandy Crafts, Inc. .................      5,600        42,700
 *Tanknology Environmental, Inc. .....      5,700        15,497
 *Target Technologies, Inc. ..........      2,200        14,163




                                      31
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                Shares        Value+
                                               --------   -------------
       *Target Therapeutics, Inc. ..........    2,800       $137,550
       *Targeted Genetics Corp. ............    5,000         26,875
        Tasty Baking Co. ...................    3,700         42,088
      *#Tatham Off-Shore, Inc. .............    5,000          6,719
       *Team, Inc. .........................    2,300          5,750
       *Tech Data Corp. ....................   11,400        265,763
       *Tech-Sym Corp. .....................    2,700         92,138
        Tech/Ops Sevcon, Inc. ..............    2,800         53,900
       *Techne Corp. .......................    3,800        111,625
       *Technical Communications Corp. .....    1,000         19,000
        Technitrol, Inc. ...................    4,700        168,025
       *Technol Medical Products, Inc. .....    7,900        158,000
       *Technology Solutions Corp. .........    5,000        177,500
       *Tejas Gas Corp. ....................    6,990        256,009
        Tejon Ranch Co. ....................    9,100        161,525
       *Tekelec ............................    4,200         64,575
       *Telco Systems, Inc. ................    6,200        111,600
       *Telebit Corp. ......................    5,300         60,288
        Telxon Corp. .......................    6,400        118,000
       *Temtex Industries, Inc. ............    1,400          6,125
        Tennant Co. ........................    2,200         56,650
       *Terex Corp. ........................    4,500         40,500
       *Tesoro Petroleum Corp. .............   10,300        115,875
       *Tetra Tech, Inc. ...................    4,250        106,250
       *Tetra Technologies, Inc. ...........    6,200        129,425
       *Texas Biotechnology Corp. ..........    8,500         46,219
        Texas Industries, Inc. .............    7,700        482,213
       *Texas Meridian Resources Corp. .....    5,800         62,350
       *Texfi Industries, Inc. .............    5,200         12,350
       *Thackeray Corp. ....................    3,600         12,600
       *Theragenics Corp. ..................    4,400         65,450
       *Theratech, Inc. UT .................    5,300        121,900
       *Theratx, Inc. ......................    9,586        140,195
       *Thermo Ecotek Corp. ................    4,100         98,913
       *Thermo Fibertek, Inc. ..............    5,550        165,113
       *Thermo Power Corp. .................    7,600        106,400
        Thermo Remediation, Inc. ...........    5,000         70,625
       *Thermo Terratech, Inc. .............    6,400         80,000
      *#Thermo Voltek Corp. ................    1,200         26,400
       *Thermwood Corp. ....................    1,000          1,938
        Thiokol Corp. ......................    2,400         98,700
       *Thomas Group, Inc. .................    3,100         59,675
        Thomas Industries, Inc. ............    4,000         82,500
        Thomaston Mills, Inc. ..............    1,500         16,875
        Thor Industries, Inc. ..............    4,000         87,000
        Thorn Apple Valley, Inc. ...........    4,000         55,500
       *Three-Five Systems, Inc. ...........    3,100         42,625
       *Tide West Oil Co. ..................    3,900         62,888
       *Timberland Co. Class A .............    3,000         68,250
        Timberline Software Corp. ..........    2,100         20,738
       *Tipperary Corp. ....................    4,500         23,344
       *Titan Corp. ........................    8,300         57,063
        Titan Holdings, Inc. ...............    4,420         69,615
       #Titan Wheel International, Inc. ....    8,900        153,525
        Toastmaster, Inc. ..................    3,000         16,125
      *#Todays Man, Inc. ...................    4,900         10,413
       *Todd Shipyards Corp. ...............    4,200         32,025
        Todd-AO Corp. Class A ..............      220          3,823
       *Todhunter International, Inc. ......    3,600         35,100
       *Tokheim Corp. ......................    3,100         29,450
       *Toll Brothers, Inc. ................   13,400        224,450
        Tompkins County Trustco, Inc. ......      220          6,463
       *Top Source Technologies, Inc. ......   11,200         81,200
       *Topps, Inc. ........................   20,000        126,250
      *#Tops Appliance City, Inc. ..........    2,900          6,525
                                            Shares        Value+
                                           --------   -------------
 *Toreador Royalty Corp. .............      1,500       $ 4,031
  Toro Co. ...........................      4,900        154,963
  Tosco Corp. ........................      1,417         70,154
  Tower Air, Inc. ....................      9,000         54,000
 *Tower Automotive, Inc. .............      3,200         76,800
 *Toy Biz, Inc. Class A ..............      6,700        146,563
 *Tracor, Inc. .......................      5,300        111,300
 *Tractor Supply Co. .................      5,000        121,875
 *Trak Auto Corp. ....................      3,300         54,863
  Trans Financial, Inc. ..............      3,400         52,700
 *Trans World Entertainment Corp. ....      3,900         22,425
 *TransNet Corp. .....................      2,000          6,000
 *Transaction Network Services, Inc. .      3,600         90,450
 *Transcend Services, Inc. ...........        200          2,175
 *Transcisco Industries, Inc. ........      1,600          9,100
 *Transmation, Inc. ..................      1,000          8,938
  Transmedia Network, Inc. ...........      5,650         49,438
  Transnational RE Corp. Class A .....      2,200         53,075
  Transport Leasing International,
    Inc. ..............................     1,700         6,003
  Transtechnology Corp. ..............      3,000        58,875
*#Transworld Bancorp .................        250         2,938
*#Travel Ports of America, Inc. ......      1,500         4,219
  Treadco, Inc. ......................      3,000        21,188
  Tredegar Industries, Inc. ..........      2,050        65,600
 *Tremont Corp. DE ...................      4,700       174,488
 *Trend-Lines, Inc. Class A ..........      2,500        12,031
  Trenwick Group, Inc. ...............      3,000       141,750
 *Tri-Lite, Inc. .....................         29             0
 *Triad Guaranty, Inc. ...............      1,800        64,013
 *Triad Systems Corp. ................      5,600        37,100
  Triangle Bancorp, Inc. .............      4,100        56,888
 *Triangle Pacific Corp. .............      6,500       133,250
 *Tricord Systems, Inc. ..............      5,200        32,663
 *Trident Microsystems, Inc. .........      5,400        79,988
 *Tridex Corp. .......................      1,500        17,250
 *Trimark Holdings, Inc. .............      1,700        10,200
 *Trimble Navigation, Ltd. ...........      8,600       206,400
 *Trimedyne, Inc. ....................      3,800        31,469
 *Trinitec Systems, Inc. Class A .....      2,900        14,500
  Trion, Inc. ........................      2,300        19,119
 *Triple S Plastics, Inc. ............        700         4,550
 *Tripos, Inc. .......................      2,000        13,500
 *Triquint Semiconductor, Inc. .......      4,700       116,031
 *Trism, Inc. ........................      1,100         5,775
 *Tristar Corp. ......................      1,000         7,688
  True North Communications, Inc. ....     12,600       324,450
 *Truevision, Inc. ...................      5,000        39,688
  Trust Company of New Jersey ........      7,700       103,469
  Trustco Bank Corp. NY ..............      8,184       180,048
  Tseng Laboratories, Inc. ...........      7,600        86,925
 *Tuboscope Vetco International, Inc.      10,600       141,113
 *Tucker Drilling Co., Inc. ..........        500         5,906
 *Tucson Electric Power Co. ..........     11,780       173,755
 *Tuesday Morning Corp. ..............      3,600        47,250
 *Tultex Corp. .......................     14,900        80,088
 *Turner Corp. .......................      2,600        26,650
  Tuscarora Plastics, Inc. ...........      3,500        86,188
  Twin Disc, Inc. ....................      1,400        33,075
 *Tyco Toys, Inc. ....................     17,200        92,450
 *Tyler Corp. ........................     10,900        29,975
  U.S. Bancorp, Inc. .................      1,300        42,169
 *U.S. Bioscience, Inc. ..............     11,200       191,800
  U.S. Freightways Corp. .............     13,100       286,563
 *UNC, Inc. ..........................     12,600       113,400




                                      32
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
        UNR Industries, Inc. ...............    18,300       $178,425
       *URS Corp. ..........................     6,460         48,450
       *US Can Corp. .......................     8,800        150,700
       *US Servis, Inc. ....................     2,500         12,578
        US Trust Corp. .....................     3,900        210,113
       *US Xpress Enterprises, Inc.
          Class A ...........................    2,700        19,238
       *USA Truck, Inc. ....................     1,900        22,563
       *USA Waste Services, Inc. ...........    15,600       460,200
       *USData Corp. .......................     3,450        75,038
       *USMX, Inc. .........................     5,900        17,516
        UST Corp. ..........................     7,900       104,181
        USX-Delhi Group ....................     5,000        68,750
       *UTI Energy Corp. ...................     1,000        12,250
       *Ultimate Electronics, Inc. .........     3,100        15,113
       *Ultra Pacific, Inc. ................     1,700         7,384
       *Ultrak, Inc. .......................     2,600        50,213
      *#Ultralife Batteries, Inc. ..........     3,000        43,500
       *Ultratech Stepper, Inc. ............     9,900       249,356
        Uni-Marts, Inc. ....................     4,500        35,438
        Unico American Corp. ...............     3,000        22,688
        Unifirst Corp. .....................     8,200       186,550
       *Uniflex, Inc. ......................       900         7,875
        Uniforce Temporary Personnel, Inc. .     2,700        48,938
      *#Unigene Laboratories, Inc. .........     8,500        33,336
       *Unilab Corp. .......................    11,900        23,056
       *Unimed, Inc. .......................     2,800        22,750
       *Union Corp. DE .....................     3,900        77,513
       *Union Switch & Signal, Inc. ........     5,900        61,213
       *Uniphase Corp. .....................     3,000       197,625
       *Unique Mobility, Inc. ..............     4,000        17,500
       *Uniroyal Technology Corp. ..........     5,200        19,013
       *Unit Corp. .........................    12,600        89,775
        Unit Instruments, Inc. .............     2,100        29,663
       *United American Healthcare Corp. ...     3,700        42,550
        United Bankshares, Inc. WV .........     4,600       124,775
        United Carolina Bancshares Corp. ...     9,450       209,081
        United Cities Gas Co. ..............     4,950        74,869
       *United Foods, Inc. Class A .........     1,000         2,063
       *United Guardian, Inc. ..............     1,900         5,700
        United Illuminating Co. ............     5,600       206,500
        United Industrial Corp. ............     5,300        33,125
       *United Insurance Companies, Inc. ...     9,000       193,500
       *United Meridian Corp. ..............     8,400       239,400
        United National Bancorp ............     1,012        31,625
       *United Retail Group, Inc. ..........     5,500        24,063
       *United States Alcohol Testing
          America, Inc. .....................   15,200        45,600
       *United States Energy Corp. .........     2,100        43,444
        United States Facilities Corp. .....     5,700       101,531
       *United States Filter Corp. .........     6,000       209,250
       *United States Home Corp. ...........     3,900       100,425
       *United States Homecare Corp. .......     3,800         8,075
       *United States Long Distance Corp. ..     5,400       194,063
       *United Stationers, Inc. ............       222         4,745
       *United Video Satellite Group, Inc.
          Class A ...........................    3,300        64,763
       *United Waste Systems, Inc. .........     2,400       131,850
        United Water Resources, Inc. .......    13,300       177,888
        United Wisconsin Services, Inc. ....     5,000        98,750
       *Unitel Video, Inc. .................       600         3,600
        Unitil Corp. .......................     1,100        25,369
        Unitog Co. .........................     2,800        74,900
       *Unitrode Corp. .....................     4,600       131,675
        Univar Corp. .......................     8,700       107,663
                                            Shares        Value+
                                           --------   -------------
 *Universal Electronics, Inc. ........      2,700       $ 31,219
  Universal Forest Products, Inc. ....      8,700         92,438
 *Universal Health Services, Inc.
    Class B ...........................    11,000       286,000
 *Universal Hospital Services, Inc. ..      2,200        18,425
 *Universal International, Inc. ......      1,500         7,359
 *Universal Seismic Association, Inc.       1,700         8,819
 *Universal Standard Medical Labs,
    Inc. ..............................     2,500        14,063
 *Uno Restaurant Corp. ...............      7,000        49,875
  Upper Peninsula Energy Corp. .......      1,000        19,125
 *Uranuim Resources, Inc. ............      3,300        49,913
 *Urban Outfitters, Inc. .............      2,600       109,525
  Urogen Corp. .......................      2,100             0
 *Uromed Corp. .......................     10,000       120,000
 *Utah Medical, Inc. .................      3,000        44,813
 *Utilx Corp. ........................      2,900         8,338
 *V Band Systems, Inc. ...............      2,100         6,300
 *V Mark Software, Inc. ..............      3,238        37,642
 *VLSI Technology, Inc. ..............      7,300       125,469
 *VTEL Corp. .........................      5,400        64,463
  VWR Scientific Products Corp. ......      3,900        64,838
 *Valence Technology, Inc. ...........     12,100        78,272
 *Vallen Corp. .......................      4,200        82,950
  Valley Forge Corp. .................        850        12,644
  Valley Resources, Inc. .............      2,600        30,875
  Vallicorp Holdings, Inc. ...........      6,700        91,288
  Valmont Industries, Inc. ...........      4,100       128,125
 *Value City Department Stores, Inc. .     17,800       182,450
  Value Line, Inc. ...................      4,000       149,000
 *Valuevision International, Inc.
    Class A ...........................    11,700        83,363
 *Vans, Inc. .........................      5,000       100,000
 *Varco International, Inc. ..........     13,400       222,775
 *Vari L Co., Inc. ...................      1,400        19,688
 *Variflex, Inc. .....................      3,900        28,763
  Varlen Corp. .......................      2,200        48,263
  Varsity Spirit Corp. ...............        200         3,250
 *Vaughn Communications, Inc. ........      1,100        18,975
 *Vectra Banking Corp. ...............        800         9,800
 *Vectra Technologies, Inc. ..........      2,700         8,775
*#Ventritex, Inc. ....................      8,300       165,481
 *Ventura County National Bancorp ....      2,564        10,176
  Venture Stores, Inc. ...............     10,400        75,400
 *Venturian Corp. ....................        200         2,475
  Vermont Financial Services Corp. ...      2,000        66,500
 *Vermont Teddy Bear, Inc. ...........        200           550
  Versa Technologies, Inc. ...........      2,400        32,700
 *Versar, Inc. .......................      1,300         4,550
 *Vertex Communications Corp. ........      2,800        49,875
 *Vertex Pharmaceuticals, Inc. .......      6,400       236,800
  Vesta Insurance Group, Inc. ........      9,200       319,700
 *Veterinary Centers of America, Inc.       4,600       113,563
 *Vical, Inc. ........................      7,000       135,188
 *Vicorp Restaurants, Inc. ...........      3,600        46,800
 *Video Display Corp. ................      1,200         7,425
 *Video Lottery Technologies, Inc. ...      3,200        16,000
 *Videonics, Inc. ....................      1,100        10,450
 *Vie de France Corp. ................      8,300        22,825
 *Viewlogic Systems, Inc. ............      6,700       103,850
  Vintage Petroleum, Inc. ............      8,300       215,800
  Virco Manufacturing Corp. ..........      1,464        14,274
  Virginia Beach Federal Financial
    Corp. .............................    2,000         15,500
  Virginia First Financial Corp. .....       400          4,800




                                      33
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
       *Vision Sciences, Inc. ..............     5,100       $ 13,069
       *Visx, Inc. DE ......................     5,900        192,488
        Vital Signs, Inc. ..................     5,200        125,775
       *Vitalink Pharmacy Services, Inc. ...     8,300        194,013
       *Vitesse Semiconductor, Inc. ........     8,800        247,500
       *Vitronics Corp. ....................     3,000          6,000
       *Vivus, Inc. ........................     5,400        159,975
       *Volt Information Sciences, Inc. ....     2,000         59,750
       *Volunteer Capital Corp. ............     1,800         19,575
        Vulcan International Corp. .........       700         17,675
       *WCI Steel, Inc. ....................     6,500         30,875
        WD-40 Co. ..........................     2,000         95,250
       *WHX Corp. ..........................    20,300        203,000
        WICOR, Inc. ........................     8,500        310,250
        WLR Foods, Inc. ....................     8,700        112,556
       *WMS Industries, Inc. ...............     9,600        211,200
       *WPI Group, Inc. ....................     2,300         23,719
      *#WRT Energy Corp. ...................     3,700          1,040
        Wabash National Corp. ..............    11,600        236,350
        Wackenhut Corp. Class A ............     1,100         29,975
        Wackenhut Corp. Class B Non- Voting      3,156         72,983
       *Wahlco Environmental System, Inc. ..     5,400          5,400
       *Wainoco Oil Corp. ..................    14,900         55,875
        Walbro Corp. .......................     6,000        131,625
        Walden Bancorp, Inc. ...............     3,600         68,850
       *Walker Interactive Systems, Inc. ...     7,400         88,338
       *Wall Data, Inc. ....................     3,700         82,788
       *Wall Street Deli, Inc. .............     1,500          8,344
        Walshire Assurance Co. .............     1,655         25,239
       *Warner Insurance Services, Inc. ....     5,300         27,163
       *Warrantech Corp. ...................     5,200         22,750
        Warren Bancorp, Inc. ...............     1,000         12,813
       *Washington Construction Group, Inc.     17,700        183,638
        Washington Energy Co. ..............     9,400        176,250
       *Washington Homes, Inc. .............     4,400         18,700
        Washington National Corp. ..........     7,300        193,450
        Washington Savings Bank FSB
          Waldorf, MD .......................   1,700          9,031
       *Washington Scientific Industries,
          Inc. ..............................   1,000          4,063
       #Waterhouse Investor Services, Inc. .    6,250        228,906
       #Waters Instruments, Inc. ...........      200          1,025
        Watkins-Johnson Co. ................    4,900        150,063
        Watsco, Inc. Class A ...............    2,900         87,363
        Watsco, Inc. Class B ...............      600         17,775
        Watts Industries, Inc. Class A .....    8,600        162,325
       *Wave Technologies International,
          Inc. ..............................    1,100         6,463
       *Waxman Industries, Inc. ............     3,800        17,575
        Webb (Del) Corp. ...................     6,700       118,925
        Webster Financial Corp. ............     3,184        91,739
       *Wedco Technology, Inc. .............     2,155        40,137
       *Weirton Steel Corp. ................    16,700        64,713
       *Weitek Corp. .......................     6,000         8,250
       *Welcome Home, Inc. .................     1,000         2,563
      *#Wellcare Management Group, Inc. ....     1,900        23,750
      *#Wells-Gardner Electronics Corp. ....     2,400         9,900
        Werner Enterprises, Inc. ...........     5,300       128,525
        Wesbanco, Inc. .....................     2,500        66,875
        West Coast Bancorp .................     1,490        27,193
       *West Marine, Inc. ..................     2,200       156,750
        West, Inc. .........................     9,900       246,263
        Westamerica Bancorporation .........     4,800       233,400
                                           Shares        Value+
                                          --------   -------------
 *Westbridge Capital Corp. ...........     1,100       $ 7,288
  Westco Bancorp, Inc. ...............     1,200         25,350
  Westcorp, Inc. .....................    18,197        327,537
  Westerfed Financial Corp. ..........     1,400         20,388
 *Western Beef, Inc. .................     2,700         25,144
  Western Gas Resources, Inc. ........    10,300        153,213
 *Western Micro Technology, Inc. .....     1,000         10,500
 *Western Water Co. ..................     3,500         70,875
 *Westmoreland Coal Co. ..............     3,800         15,200
 *Weston (Roy F.), Inc. Class A ......     3,000         15,563
 *Westwood One, Inc. .................    13,800        240,638
 *Wet Seal, Inc. Class A .............     1,700         43,031
 *Whitehall Corp. ....................     1,600         62,400
  Whitney Holdings Corp. .............     9,300        288,300
 *Whittaker Corp. ....................     3,800         73,150
 *Whole Foods Market, Inc. ...........     7,800        192,075
 *Wholesome & Hearty Foods, Inc. .....     4,100         29,725
 *Wickes Lumber Co. ..................     1,800          9,675
  Wiley (John) & Sons, Inc. Class A ..       400         12,650
 *Williams Clayton Energy, Inc. ......     2,300         14,950
 *Williams Controls, Inc. ............     6,700         14,238
 *Williams-Sonoma, Inc. ..............    10,125        282,234
  Wilshire Oil Co. of Texas ..........     3,975         22,359
 *Wind River Systems, Inc. ...........     4,200        133,875
  Windmere Corp. .....................     7,400         96,200
  Winnebago Industries, Inc. .........    10,100        103,525
 *Winstar Communications, Inc. .......    15,500        484,375
  Winthrop Resources Corp. ...........     4,600        100,050
  Wireless Telecom Group, Inc. .......     6,900        101,775
  Wiser Oil Co. ......................     2,300         30,188
  Wolohan Lumber Co. .................     2,200         23,788
 *Wolverine Tube, Inc. ...............     5,500        200,750
  Wolverine World Wide, Inc. .........     5,175        172,069
 *Wonderware Corp. ...................     8,000        160,000
  Woodhead Industries, Inc. ..........     3,100         43,206
 #Workingmens Capital Holdings, Inc. .       200          4,000
 *World Acceptance Corp. .............    12,300        110,700
  World Fuel Services Corp. ..........     4,704         84,084
 *Worldcorp, Inc. ....................    12,200         94,550
 *Worldtex, Inc. .....................     8,800         55,000
  Worthington Foods, Inc. ............     2,575         40,234
  Wyle Laboratories, Inc. ............     4,100        174,250
 *Wyman-Gordon Co. ...................    13,900        237,169
  Wynns International, Inc. ..........     7,125        195,047
  X-Rite, Inc. .......................     6,800        119,425
 *Xicor, Inc. ........................     7,300         88,513
 *Xircom, Inc. .......................     7,600        124,450
*#Xoma Corp. .........................    11,300         81,572
 *Xpedite Systems, Inc. ..............     1,900         51,300
 *Xytronyx, Inc. .....................     1,100          3,369
  Yankee Energy Systems, Inc. ........     4,700        104,575
 *Yellow Corp. .......................    11,200        144,900
 *Yes Clothing Co. ...................     1,500          2,813
  York Financial Corp. ...............     1,810         30,091
 *York Research Corp. ................     5,000         48,750
 *Youth Services International, Inc. .     3,000         79,500
 *Zale Corp. .........................    14,500        280,938
 *Zaring Homes, Inc. .................     1,500         18,375
 *Zebra Technologies Corp. Class A ...       200          5,000
 *Zemex Corp. ........................     3,528         32,634
 *Zenith Electronics Corp. ...........    20,300        294,350
  Zenith National Insurance Corp. ....     8,500        236,938
  Zero Corp. .........................     4,800        102,600
 *Zing Technologies, Inc. ............     1,500         16,688
 *Zitel Corp. ........................     4,300         76,594




                                     34
THE U.S. 6-10 SMALL COMPANY SERIES
CONTINUED

                                                 Shares        Value+
                                                --------   -------------
       *Zoll Medical Corp. .................     1,800     $     27,900
      *#Zoltek Companies, Inc. .............     2,500          211,875
        Zurn Industries, Inc. ..............     7,800          158,925
       *Zycad Corp. ........................    11,800           87,394
       *Zygo Corp. .........................     1,950          113,344
       *Zytec Corp. ........................     1,700           73,738
                                                           -------------
      TOTAL COMMON STOCKS
        (Cost $222,063,825) .................               302,049,287
                                                           -------------
      PREFERRED STOCKS -- (0.0%)
        Phoenix Duff & Phelps Corp. Class A
        (Cost $25,085) ......................     770            19,924
                                                           -------------
      RIGHTS/WARRANTS -- (0.0%)
       *Advanced NMR Systems, Inc. Warrants
          08/30/00 ..........................     696              413
       *Allied Capital Lending Corp. Rights
          06/04/96 ..........................   2,200                0
       *American Satellite Network, Inc.
          Warrants 06/30/99 .................   2,525                0
       *Amvestors Financial Corp. Warrants
          Class A 03/04/02 ..................     391            2,077
       *Envoy Corp. Contingent Payment
          Rights ............................   2,000                0
       *Jamesway Corp. Warrants 01/28/10 ...      559               56
       *Krug International Corp. Warrants
          01/31/98 ..........................     169               58
       *Millicom, Inc. Contingent Value
          Rights ............................   10,100               0
       *Patina Oil & Gas Corp. Warrants
          05/02/01 ..........................   1,567            2,742
       *Sound Advice, Inc. Warrants 06/14/99      478                0
       *Statesman Group, Inc. Contingent
          Payment Rights ....................   9,765                 0
                                                           -------------
      TOTAL RIGHTS/WARRANTS
        (Cost $2,895) .......................                     5,346
                                                           -------------
                                                            Face
                                                           Amount           Value+
                                                           --------     --------------
                                                            (000)
         TEMPORARY CASH INVESTMENTS -- (2.9%)
           Repurchase Agreement, PNC
           Securities Corp. 5.05%, 06/03/96
           (Collateralized by U.S. Treasury
           Notes 6.50%, 09/30/96)
           (Cost $9,058,000) ................              $9,058         $ 9,058,000
                                                                        --------------
         TOTAL INVESTMENTS -- (100.0%)
           (Cost $231,149,805) ..............                              311,132,557
                                                                        --------------
         OTHER ASSETS AND LIABILITIES -- (0.0%)
            Other Assets ....................                                 368,397
            Payable for Investment Securities
              Purchased ....................                                  (247,655)
            Other Liabilities ...............                                  (67,182)
                                                                        --------------
                                                                                53,560
                                                                        --------------
         NET ASSETS -- (100.0%) Applicable
            to 24,037,996 Outstanding $.01
            Par Value Shares (Unlimited
            Number of Shares Authorized) ....                             $311,186,117
                                                                        ==============
         NET ASSET VALUE, OFFERING AND
            REDEMPTION PRICE PER SHARE ......                           $        12.95
                                                                        ==============




+See Note B to Financial Statements. *Non-Income Producing Securities
#Securities on Loan

See accompanying Notes to Financial Statements

                                                   35
                           THE DFA INVESTMENT TRUST COMPANY
                            THE U.S. 6-10 SMALL COMPANY SERIES
                                STATEMENT OF OPERATIONS
                          FOR THE SIX MONTHS ENDED MAY 31, 1996
                                          (UNAUDITED)

                                    (AMOUNTS IN THOUSANDS)

       Investment Income
           Dividends ..........................................................            $ 1,271
           Interest ...........................................................                177
           Income from Securities Lending .....................................                 53
                                                                                         ---------
                Total Investment Income    .......................................           1,501
                                                                                         ---------

      Expenses
           Investment Advisory Services .......................................                 38
           Accounting & Transfer Agent Fees ...................................                 86
           Custodian's Fee ....................................................                 23
           Legal Fees .........................................................                  2
           Audit Fees .........................................................                  5
           Shareholders' Reports ..............................................                  2
           Trustees' Fees and Expenses ........................................                  1
           Other ..............................................................                 12
                                                                                         ---------
                Total Expenses    ................................................             169
                                                                                         ---------

                Net Investment Income    .........................................           1,332
                                                                                         ---------

      Net Realized and Unrealized Gain (Loss) on Investments

      Net Realized Gain on Investment Securities       ..............................       9,651

      Change in Unrealized Appreciation (Depreciation) of Investment Securities.            41,234
                                                                                         ---------

        Net Gain on Investment Securities        .....................................      50,885
                                                                                         ---------
      Net Increase in Net Assets Resulting from Operations       ....................      $52,217
                                                                                         =========




See accompanying Notes to Financial Statements

                                                     36
                           THE DFA INVESTMENT TRUST COMPANY
                            THE U.S. 6-10 SMALL COMPANY SERIES
                          STATEMENTS OF CHANGES IN NET ASSETS
                                 (AMOUNTS IN THOUSANDS)

                                                                    Six Months        Year
                                                                      Ended          Ended
                                                                     May 31,        Nov. 30,
                                                                       1996           1995
                                                                   ------------    ----------
                                                                   (Unaudited)
       Increase (Decrease) in Net Assets
       Operations:
            Net Investment Income ..........................          $   1,332     $    2,254
            Net Realized Gain on Investment Securities .....              9,651         16,628
            Change in Unrealized Appreciation (Depreciation)
               of Investment Securities .....................            41,234        29,313
                                                                   ------------    ----------
             Net Increase in Net Assets Resulting from
                Operations ...................................           52,217        48,195
                                                                   ------------    ----------
       Distributions From:
            Net Investment Income ..........................               (296)       (2,197)
            Net Realized Gains .............................            (12,249)      (12,660)
                                                                   ------------    ----------
                  Total Distributions    .......................        (12,545)      (14,857)
                                                                   ------------    ----------
       Capital Share Transactions (1):
            Shares Issued ..................................             41,929        44,394
            Shares Issued in Lieu of Cash Distributions ....             12,315        12,291
            Shares Redeemed ................................             (4,714)      (11,669)
                                                                   ------------    ----------
                  Net Increase From Capital Share Transactions           49,530        45,016
                                                                   ------------    ----------
                  Total Increase   ............................          89,202        78,354

       Net Assets
            Beginning of Period    ............................         221,984       143,630
                                                                   ------------    ----------
             End of Period   ..................................        $311,186      $221,984
                                                                   ============    ==========

       (1) Shares   Issued and Redeemed:
           Shares   Issued ...................................            3,609         4,479
           Shares   Issued in Lieu of Cash Distributions .....            1,136         1,283
           Shares   Redeemed .................................             (418)       (1,104)
                                                                   ------------    ----------
                                                                          4,327         4,658
                                                                   ============    ==========




See accompanying Notes to Financial Statements

                                                  37
                           THE DFA INVESTMENT TRUST COMPANY
                            THE U.S. 6-10 SMALL COMPANY SERIES
                                  FINANCIAL HIGHLIGHTS
                   (FOR A SHARE OUTSTANDING THROUGHOUT EACH PERIOD)

                                                    Six Months           Year         Year          Feb. 3
                                                      Ended             Ended         Ended           to
                                                     May 31,           Nov. 30,     Nov. 30,       Nov. 30,
                                                       1996              1995         1994           1993
                                                   ------------       ----------    ----------     ----------
                                                   (Unaudited)
Net Asset Value, Beginning of Period       ....        $ 11.26          $   9.54      $ 10.39        $ 10.00
                                                   ------------       ----------    ----------     ----------
Income from Investment Operations
     Net Investment Income ..............                   0.06           0.12            0.12           0.10
     Net Gains (Losses) on Securities
        (Realized and Unrealized) ........                 2.27             2.50         (0.07)          0.54
                                                   ------------       ----------    ----------     ----------
      Total from Investment Operations      ...            2.33             2.62          0.05           0.64
                                                   ------------       ----------    ----------     ----------
Less Distributions
     Net Investment Income ..............                 (0.02)       (0.12)            (0.11)         (0.10)
     Net Realized Gains .................                 (0.62)       (0.78)            (0.79)         (0.15)
                                                   ------------   ----------        ----------     ----------
      Total Distributions    ................             (0.64)       (0.90)            (0.90)         (0.25)
                                                   ------------   ----------        ----------     ----------
Net Asset Value, End of Period      ..........         $ 12.95      $ 11.26           $   9.54       $ 10.39
                                                   ============   ==========        ==========     ==========
Total Return    ............................              21.75%#      29.19%             0.59%         6.35%#

Net Assets, End of Period (thousands) ...               $311,186       $221,984       $143,630       $161,925
Ratio of Expenses to Average Net Assets .                   0.13%*         0.15%          0.17%         0.17%*
Ratio of Net Investment Income to Average
   Net Assets ............................                   1.05%*        1.18%           1.11%        1.18%*
Portfolio Turnover Rate .................                   17.08%*       21.16%          27.65%       32.88%*
Average Commission Rate (1) .............                 $ 0.0614          N/A             N/A           N/A




*Annualized
#Non-Annualized
(1) Computed by dividing the total amount of brokerage commissions paid by the total shares of investment
securities purchased and sold during the period for which commissions were charged, as required by the SEC for
fiscal years beginning after September 1, 1995.

See accompanying Notes to Financial Statements

                                                     38
                               THE DFA INVESTMENT TRUST COMPANY

                                  NOTES TO FINANCIAL STATEMENTS
                                            (UNAUDITED)

A. ORGANIZATION:

The DFA Investment Trust Company (the "Trust") is an open-end management investment company registered
under the Investment Company Act of 1940. At May 31, 1996, The Trust consisted of eleven investment
portfolios: The U.S. 6-10 Small Company Series, The U.S. Large Company Series, The Enhanced U.S. Large
Company Series, The U.S. Small Cap Value Series, The U.S. Large Cap Value Series, The DFA One-Year
Fixed Income Series, The DFA Two-Year Corporate Fixed Income Series, The DFA Two-Year Government
Series, The DFA Two-Year Global Fixed Income Series, The DFA International Value Series and The Emerging
Markets Series. At May 31, 1996, The Enhanced U.S. Large Company Series, The DFA Two-Year Corporate
Fixed Income Series and The DFA Two-Year Government Series had not yet commenced operations. These
financial statements relate solely to The U.S. 6-10 Small Company Series (the "Series").

The DFA 6-10 Institutional Portfolio invests solely in the Series. The Series also issues its shares to other
investors.

B. SIGNIFICANT ACCOUNTING POLICIES:

The following significant accounting policies are in conformity with generally accepted accounting principles for
investment companies. Such policies are consistently followed by the Trust in preparation of its financial
statements.

1. Security Valuation: Securities held by the Series which are listed on a securities exchange and for which market
quotations are readily available are valued at the last quoted sale price of the day, or if there is no such reported
sale, at the mean between the most recent bid and asked prices. Price information on listed securities is taken
from the exchange where the security is primarily traded. Unlisted securities for which market quotations are
readily available are valued at the mean between the most recent bid and asked prices. Securities for which
quotations are not readily available are valued in good faith at fair value using methods determined by the Board
of Directors.

2. Federal Income Taxes: It is the Series intention to continue to qualify as a regulated investment company and
distribute all of its taxable income. Accordingly, no provision for Federal taxes is required in the financial
statements.

3. Repurchase Agreements: The Series may purchase money market instruments subject to the seller's agreement
to repurchase them at an agreed upon date and price. The seller will be required on a daily basis to maintain the
value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest).
The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry
system or with the Fund's custodian or a third party sub-custodian. All repurchase agreements were entered into
on May 31, 1996.

4. Other: Security transactions are accounted for on the date the securities are purchased or sold. Costs used in
determining realized gains and losses on the sale of investment securities are those of specific securities sold.
Dividend income and distributions to shareholders are recorded on the ex-dividend date. Interest income is
recorded on the accrual basis. Discount and premium on securities purchased are amortized over the lives of the
respective securities. Expenses directly attributable to a Series are directly charged. Common expenses are
allocated using methods determined by the Board of Directors.

                                                         39
C. INVESTMENT ADVISOR:

Dimensional Fund Advisors Inc. (the "Advisor") provides investment advisory services to the Series. For the six
months ended May 31, 1996, the Series' advisory fees were computed daily and paid monthly to the Advisor
based on an effective annual rate of .03 of 1%.

Certain officers of the Series are also officers, directors and shareholders of the Advisor.

D. PURCHASES AND SALES OF SECURITIES:

For the six months ended May 31, 1996, the Series made the following purchases and sales of investment
securities other than U.S. Government Securities (amounts in thousands):

Purchases ............................... $50,998 Sales ................................... $20,971

E. INVESTMENT TRANSACTIONS:

At May 31, 1996, gross unrealized appreciation and depreciation for financial reporting and federal income tax
purposes of investment securities was as follows (amounts in thousands):

                         Gross Unrealized Appreciation               ...........                    $ 98,149
                         Gross Unrealized Depreciation               ...........                     (18,166)
                                                                                                  ----------
                         Net    .....................................                               $ 79,983
                                                                                                  ==========




F. COMPONENTS OF NET ASSETS:

At May 31, 1996, net assets consisted of (amounts in thousands):

                             Paid-In Capital .........................                                $220,462
                             Undistributed Net Investment Income .....                                   1,155
                             Undistributed Net Realized Gain .........                                   9,586
                             Unrealized Appreciation of
                               Investment Securities...................                             79,983
                                                                                                ----------
                                                                                                  $311,186
                                                                                                ==========




G. SECURITIES LENDING

Loans of domestic securities are required at all times to be secured by collateral at least equal to 102% of the
market value of the securities on loan. However, in the event of default or bankruptcy by the other party to the
agreement, realization and/or retention of the collateral may be subject to legal proceedings. In the event that the
borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to
cover the value of loaned securities, and provided such collateral insufficiency is not the result of investment
losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending
agent, replace the loaned securities. The market value of securities on loan to brokers from the Series is
$8,672,031, and the related collateral cash and indemnification received is $9,056,265 at May 31, 1996.

                                                                    40