Equity Indexes Worldwide

(In Local Currencies)

Price Return (%)

2001

2000

12 Mos

2nd

1st

4th

3rd

2nd

1st

Country

Index

(6/00-6/01)

Qtr

Qtr

2000

Qtr

Qtr

Qtr

Qtr

1999

Americas

Argentina

Merval

-29.34

-9.36

6.49

-24.29

-12.34

-4.32

-12.71

3.41

28.00

Brazil

BOVESPA

-18.30

0.84

-5.38

-10.72

-4.18

-4.80

-6.13

4.26

151.95

Canada

TSE 300

-18.24

1.69

-14.84

6.18

-13.92

1.79

7.75

12.46

29.72

Chile

IGPA

4.85

9.05

1.53

-5.78

0.40

-1.43

-4.31

-0.51

43.76

Mexico

IPC

-10.80

16.38

1.34

-20.73

-10.77

-8.83

-7.02

4.82

80.06

United States

Dow Jones Ind Avg

-3.84

6.31

-8.42

-6.18

1.28

1.94

-4.34

-5.00

25.22

United States

S&P 500

-18.29

5.52

-12.11

-10.14

-8.09

-1.24

-2.93

2.00

19.53

Venezuela

Caracas General

37.55

2.75

7.79

25.97

-0.56

-2.41

27.96

1.44

13.14

Asia/Pacific

Australia

All Ordinaries

9.32

10.60

-1.83

0.07

-2.82

-0.35

3.97

-0.61

12.05

China

Shanghai A Share

20.59

4.30

1.02

51.00

8.19

-1.04

6.90

31.94

19.04

China

Shenzhen A Share

14.36

2.26

-1.03

58.07

7.44

-1.90

7.21

39.88

16.67

Hong Kong

Hang Seng

-25.07

2.21

-15.47

-11.00

-3.54

-3.14

-7.19

2.62

68.80

Indonesia

JSE Composite

-24.97

14.85

-8.47

-38.50

-1.19

-18.20

-11.69

-13.83

70.07

Japan

Nikkei 225

-36.23

-0.24

-5.70

-27.19

-12.46

-9.56

-14.39

7.41

36.79

Malaysia

KLSE Composite

-39.14

-8.42

-4.73

-16.33

-4.75

-14.38

-14.47

19.95

38.59

New Zealand

NZSE 40 Capital

1.56

2.73

6.79

-13.82

-5.37

-2.53

0.37

-6.92

6.85

Philippines

PSE Composite

-16.15

-2.51

-3.22

-30.26

4.18

-6.49

-8.78

-21.52

8.85

Singapore

ST Indls. & Commls.

-19.04

3.12

-13.11

-22.29

-3.52

-2.01

-4.44

-13.99

78.04

South Korea

KSE Composite (KOSPI) -30.87

13.74

3.69

-50.92

-17.71

-25.33

-4.61

-16.26

82.78

Taiwan

Weighted Average

-50.45

-15.77

22.22

-43.85

-26.25

-22.17

-16.13

16.64

31.63

Thailand

SET

-19.43

10.49

8.45

-44.14

-2.92

-14.86

-18.64

-16.93

35.44

Europe

Austria

ATX

6.79

1.71

10.55

-10.40

-7.57

2.80

-0.04

-5.66

6.87

Belgium

BEL-20

3.86

1.64

-6.15

-9.46

-1.03

3.48

6.32

-16.84

-4.95

Denmark

KFX

7.77

6.84

-6.19

22.77

-6.26

16.47

-1.51

14.18

16.62

Finland

HEX General

-49.67

0.67

-35.99

-10.60

-0.08

-14.22

-8.87

14.45

161.98

France

CAC 40

-16.87

0.87

-12.59

-0.54

-5.43

-2.79

2.55

5.50

51.12

Germany

DAX

-20.28

3.92

-9.38

-7.54

-5.36

-1.11

-9.54

9.22

37.50

Greece

ASE General

-42.81

-9.96

-10.16

-38.77

-18.91

3.07

-15.42

-13.40

102.19

Ireland

ISEQ

3.99

14.98

-1.05

10.63

-4.42

11.49

-14.24

21.05

0.43

Italy

MIBTEL

-17.49

-4.65

-9.60

4.65

-3.19

-1.34

0.22

9.33

22.29

Netherlands

AEX

-13.41

2.71

-12.43

-5.04

-3.62

-1.58

1.49

-1.36

-43.41

Norway

OSE All-Share

-3.70

1.45

-4.48

-1.68

-12.08

10.69

2.10

-1.05

45.54

South Africa

JSE Overall

15.90

13.04

-2.01

-2.54

0.63

7.32

-3.11

-6.85

57.31

Spain

IBEX 35

-25.61

-4.62

2.18

-21.75

-16.81

3.48

-11.34

2.52

18.35

Sweden

OMX

-36.42

5.77

-21.24

-11.92

-13.30

-5.16

-7.17

15.40

66.39

Switzerland

ATB SMI

-2.53

1.01

-11.89

7.47

5.47

-0.62

4.49

-1.88

5.72

U.K.

FTSE 100

-13.73

0.16

-9.46

-10.21

-1.14

-0.29

-3.48

-5.63

17.81

2001 World Index Returns(%)

(In US$)

DJGI

FTSE

MSCI

SSBGEI (Salomon)

Country

2nd Qtr

12 Mos

2nd Qtr

12 Mos

2nd Qtr

12 Mos

2nd Qtr

12 Mos

Argentina

-7.86

-25.33

-8.17

-24.59

-8.52

-25.53

Australia

17.79

-6.35

18.00

-6.23

15.48

-9.48

17.37

-6.98

Austria

-0.80

0.12

-1.73

-3.99

-7.90

-7.33

-5.78

-10.05

Belgium

0.57

-13.20

-2.43

-11.66

-5.06

-17.44

-2.20

-20.37

Brazil

-5.31

-25.92

-1.27

-25.85

-2.05

-22.51

-1.42

-24.64

Canada

4.74

-27.44

4.64

-27.10

4.58

-28.88

5.13

-25.25

Chile

4.97

-6.57

5.90

-9.31

5.26

-7.22

2.81

-7.88

China

18.89

73.09

15.79

-30.80

18.88

39.01

Colombia

22.35

8.31

30.13

24.08

17.46

3.14

Czech Republic

-5.69

-31.02

-0.73

-17.75

-3.29

-23.62

Denmark

4.73

-9.15

3.04

-2.23

-0.08

-9.30

2.74

0.29

Egypt

0.93

-34.93

-0.63

-40.06

0.00

-39.18

Finland

-2.24

-52.26

-3.61

-52.36

-5.05

-54.61

-4.46

-51.95

France

-0.85

-25.72

-2.69

-23.77

-2.88

-27.74

-2.84

-24.48

Germany

0.44

-24.30

-0.98

-17.13

-1.66

-24.06

-1.52

-22.86

Greece

-11.62

-44.19

-16.84

-44.05

-16.45

-43.75

-16.05

-45.65

Hong Kong

5.19

-20.12

0.03

-14.05

-7.69

-19.96

3.57

-14.44

Hungary

4.78

-32.56

3.98

-36.82

4.62

-28.83

India

-4.66

-32.48

-4.28

-33.40

-4.69

-39.19

Indonesia

3.42

-34.43

6.52

-37.26

7.89

-36.89

7.64

-41.22

Ireland

14.57

21.63

12.05

18.13

10.41

7.30

12.85

16.56

Israel

9.93

-16.18

6.80

-26.34

6.54

-36.86

Italy

-6.87

-26.91

-9.14

-27.84

-9.38

-26.76

-8.69

-26.37

Japan

3.58

-28.09

1.56

-29.76

0.16

-30.81

2.33

-29.06

Jordan

2.22

-0.94

3.51

-0.38

Luxembourg

6.21

-50.46

Malaysia

-7.36

-30.56

-12.68

-31.81

-10.19

-30.79

-4.18

-30.77

Mexico

24.24

4.12

19.30

0.00

19.56

3.54

18.75

0.04

Morocco

-15.48

-23.58

-14.58

-26.31

-15.30

-23.56

Netherlands

1.53

-20.30

-0.62

-21.26

-0.64

-20.94

-1.09

-22.25

New Zealand

3.62

-15.94

0.80

-18.94

0.63

-19.21

2.07

-13.18

Norway

2.09

-20.63

0.48

-12.09

1.11

-6.90

-0.29

-11.63

Pakistan

-6.13

-31.58

-5.10

-33.71

-7.73

-26.57

Peru

8.41

-0.87

4.35

-10.43

3.63

-3.05

Philippines

-4.97

-20.53

-4.72

-17.63

-4.60

-22.88

-6.46

-22.26

Poland

-4.05

-23.98

-7.76

-30.03

-7.12

-26.05

Portugal

-16.68

-33.22

-18.08

-33.72

-16.94

-31.82

-17.34

-31.95

Russia

23.25

0.12

25.59

1.01

29.48

19.82

Singapore

3.04

-19.19

0.85

-22.47

-2.51

-26.48

2.80

-19.28

South Africa

17.15

3.39

16.90

8.57

13.37

-1.57

12.10

0.27

South Korea

16.56

-37.95

12.70

-43.79

15.70

-39.60

16.75

-38.64

Spain

-6.86

-23.31

-9.41

-23.55

-9.37

-21.36

-8.35

-22.47

Sri Lanka

-5.28

-41.75

Sweden

2.21

-48.97

0.93

-47.23

1.47

-49.24

0.89

-49.08

Switzerland

-2.06

-19.60

-3.41

-14.37

-3.43

-15.94

-3.51

-14.51

Taiwan

-18.22

-43.74

-17.83

-47.03

-16.61

-44.42

-19.86

-47.43

Thailand

8.88

-20.68

6.75

-18.81

6.64

-17.93

2.80

-28.22

Turkey

19.91

-56.32

18.18

-60.31

18.81

-63.25

United Kingdom

0.74

-15.01

-0.67

-15.32

-1.22

-14.84

-0.20

-14.65

United States

6.64

-16.05

5.59

-15.93

5.63

-17.47

7.05

-13.85

Venezuela

-1.77

-0.42

3.05

-8.74

7.39

-1.81

3.02

-0.11

Note: FTSE’s Belgium index covers the Belgium and Luxembourg markets.

U.S. Variable Annuity Assets

By Underlying Index

Total Net

Funds’ Average Total Return (%)

Underlying

Number

Assets (Mil$)

1st Qtr

2nd Qtr

12 Mos

Index

of Funds

5/31/01

2001

2001

ended 6/30/01

Dow Jones Industrials

1

19.7

S&P Indexes

S&P 500

521

76,338.2

-7.22

5.44

-15.75

S&P MidCap 400

37

3,195.4

0.27

12.79

7.05

S&P SmallCap 600

10

65.4

5.6

13.16

9.59

Enhanced S&P 500

42

3,913.3

-5.72

7.51

-13.72

Enhanced S&P 400

3

118.6

-0.36

11.44

4.87

Enhanced S&P 600

3

29.9

2.05

10.84

8.4

S&P 500-MidCap Blend

3

1,356.3

-6.84

5.98

-14.56

S&P 500/BARRA Value

1

361.7

-2.83

4.2

6.81

Russell Indexes

Russell 1000 Growth

2

322.7

-11.41

7.41

-32.9

Russell 1000 Value

1

6.4

-3.43

3.87

5.52

Russell 2000

59

1,578.6

5.51

13.61

-1.31

Russell 3000

3

5,255.1

-6.21

6.11

-13.94

Enhanced Russell 2000

8

60.9

-7.34

7.64

-18.32

Wilshire Indexes

Wilshire 5000

4

76.4

-6.64

6.98

-16.16

Wilshire Small-Cap

2

621.7

5.88

13.34

10.13

REIT Indexes

1

65.8

N/A

N/A

N/A

Technology

Nasdaq-100

5

18.3

-22.3

15.97

-51.93

Foreign Stocks

MSCI EAFE

56

1,282.6

-14.59

-1.15

-25.01

Europe

4

96.4

-20.07

-3.5

-29.89

Bond Funds

Lehman Brothers

24

697.4

2.89

0.26

10.25

Domestic Balanced Funds

6

1,589.0

-2.9

3.31

-5.23

Total Funds

TNA (Mil$)

796

97,069.8

Source: Lipper

U.S. Mutual Funds Assets

By Underlying Index (continued)

Total Net

Funds’ Average Total Return (%)

Underlying

Number

Assets (Mil$)

1st Qtr

2nd Qtr

12 Mos

Index

of Funds

5/31/01

2001

2001

ended 6/30/01

Enhanced S&P 400

7

417.0

2.08

11.88

-4.00

Enhanced S&P 100

3

1,808.9

-6.06

5.58

-14.00

S&P Mid-Small Blend

4

40.1

1.82

12.81

8.22

S&P 500/Barra Growth

6

11,050.4

-11.58

7.29

-33.25

S&P 500/Barra Value

4

5,422.2

-2.46

4.37

7.90

S&P 600/Barra Growth

3

471.0

0.07

13.91

-2.16

S&P 600/Barra Value

3

797.4

12.11

13.07

29.74

Russell Indexes

Enhanced Russell 1000

2

1,230.7

-5.06

7.66

-12.75

Russell 2000

21

5,228.9

6.51

14.08

-0.91

Russell 3000

1

80.3

-6.20

6.82

-13.97

Schwab Indexes

Schwab 1000

2

6,868.2

-6.91

6.47

-14.25

Schwab Small-Cap

2

1,665.0

3.95

15.88

3.88

Wilshire Indexes

Wilshire 4500

10

5,680.6

-4.42

13.86

-18.89

Wilshire 5000

14

26,733.0

-5.99

7.45

-15.35

Wilshire Small-Cap

1

15.1

2.22

13.46

-11.24

Wilshire Target LC Growth

2

533.0

-12.91

6.19

-27.33

WilshireTarget LC Value

2

97.0

3.13

4.88

25.02

Wilshire SC Growth

2

13.2

-0.76

15.60

-3.79

Wilshire SC Value

2

34.4

10.12

9.28

32.01

Bridgeway Indexes

2

16.3

4.28

8.03

-3.43

DFA Domestic Indexes

7

8,327.4

9.41

11.99

10.75

Ethical Index Funds

Calvert

10

149.0

-8.43

5.87

-18.73

Citizens

4

629.5

-7.32

9.02

-24.90

Domini

2

1,712.8

-7.56

5.24

-19.17

Summit Apex

1

4.7

-7.39

5.14

N/A

Walden BBT

2

79.6

-10.86

1.74

-19.46

Technology

Technology Indexes

3

461.6

-13.37

10.97

-40.43

Nasdaq-100

11

1,365.3

-22.19

16.06

-51.81

Enhanced Nasdaq-100

5

118.4

-23.40

16.67

-53.26

Internet Indexes

2

149.5

-18.56

9.50

-43.18

Sector/Industry Indexes

Gold

1

162.6

21.69

26.11

9.14

REIT Indexes

3

1,227.2

10.10

10.12

23.39

Utility Indexes

2

358.8

-10.90

-5.00

21.19

Foreign Stocks

MSCI EAFE

21

3,988.0

-14.53

0.09

-24.05

MSCI EAFE GDP

12

1,046.7

-13.64

-1.17

-24.82

Europe

3

5,232.6

-173.90

-1.89

-21.89

Europe & Pacific

1

183.0

-14.65

-1.03

-23.86

MSCI Pacific Rim

3

1,896.1

-8.37

0.88

-27.57

Schwab International

2

1,291.9

-15.16

-1.34

-25.80

DFA Foreign

6

1,063.3

-2.21

5.27

-8.36

Emerging Markets

5

1,057.4

-17.55

8.37

-29.01

Foreign Balanced Funds

25

1,773.4

-3.76

2.90

-7.44

Bond Funds

Lehman Brothers

38

28,206.1

3.29

0.38

10.79

Salomon Brothers

4

301.0

2.57

0.03

10.09

Capstone Funds

2

27.4

4.08

1.15

8.98

Domestic Balanced Funds

4

4,537.7

-2.66

4.86

-8.88

Total Funds

TNA (Mil$)

519

366,351.9

Source: Lipper

U.S. Exchange Traded Funds (continued)

Total Net Assets

12/00 To 6/01

3/00 To 6/01

6/00 To 6/01

Name of Fund

5/01 (Mil$)

% Change

% Change

% Change

Select Sector SPDRs

Basic Industries

112.2

3.35

10.12

13.59

Consumer Staples

241.3

-14.26

-1.58

-2.57

Consumer Services

115.0

8.21

9.45

0.41

Cyclical/Transportation

133.3

8.01

5.86

7.64

Energy

284.3

-8.12

-0.73

2.07

Financial

729.4

-2.89

7.81

22.67

Industrial

70.7

-7.01

9.67

2.94

Technology

1,178.6

-11.11

12.09

-48.55

Utilities

92.5

-5.55

-0.68

17.09

StreetTRACKS

DJ Global Titans 50

21.9

-8.27

3.84

N/A

DJ US Large Cap Growth

24.9

-15.51

9.62

N/A

DJ US Large Cap Value

40.2

-5.20

2.82

N/A

DJ US Small Cap Growth

7.7

-1.80

19.60

N/A

DJ US Small Cap Value

25.5

8.28

9.99

N/A

Fortune 500

49.2

-5.72

5.16

N/A

Fortune e-50

16.2

-18.78

15.82

N/A

Morgan Stanley High-Tech 35

68.7

-13.50

10.33

N/A

Morgan Stanley Internet

7.1

-32.28

15.91

N/A

Wilshire REIT

17.2

N/A

N/A

N/A

Vanguard Total Market VIPERS

40.9

N/A

N/A

N/A

TNA (Mil$)

13,508.5

Source: Lipper

U.S. Exchange Traded UIT Funds

Total Net Assets

12/00 To 6/01

3/00 To 6/01

6/00 To 6/01

Name of Fund

5/01 (Mil$)

% Change

% Change

% Change

Dow Diamonds Trust Series 1

3,048.5

-1.88

6.67

2.02

S&P MidCap SPDR Trust Series 1

4,099.3

N/A

N/A

N/A

Nasdaq-100 Index Tracking Stock

23,383.4

-21.91

16.29

-51.44

S&P SPDR Trust Series 1

28,719.5

-6.7

5.83

-14.82

TNA (Mil$)

59,250.7

Source: Standard & Poor’s