U.S. Companies

ABT Building Products Corp.

AGL Resources, Inc.

Air Products and Chemicals, Inc.

AmerUS Life

Amoco

Atmos Energy

Central & South West

CILCORP

CMS Energy

COMSAT Corp.

Cross Timber Oil Co.

Crown American Realty Trust

Darden Restaurants

DTE Energy

Duke-Weeks Realty Corporation

Energen

Finova Corp

First USA, Inc.

General Growth Properties

Glimcher Realty Trust

Hillenbrand Industries Inc.

Home Depot, The

Home Properties of New York

Houston Industries

Lear Corp

Libbey Inc.

Lucent Technologies

McDonalds Corp.

Merck & Co., Inc.

Minnesota Power & Light

Modine Manufacturing Company

Morton International, Inc.

Motorola Inc.

Nevada Power

OGE Energy Corp.

Old National Bancorp

Peoples Energy Corporation

Pharmacia & Upjohn, Inc.

Pinnacle West Capital Corp.

Quaker Oats Corporation

Roadway Express, Inc.

SBC Communications

Sonoco

Southern Company

Sunstone Hotel Investors

TNP Enterprises, Inc.

UniSource Energy Corporation

Walgreens

Waste Management Inc.

Wells Fargo & Company formerly known as Norwest Corporation

Western Resources, Inc.

Foreign Companies

ABN AMRO

Adecco

Aegon N.V.

Akzo Nobel NV

Alcatel Alsthom

Allied Irish Banks

AMCOR Limited

Amvescap PLC

Amway Asia Pacific, Ltd.

Amway Japan Ltd.

APT Satellite Co. Ltd.

Aracruz Celulose S.A.

Asia Pulp & Paper Co.

Asia Satellite Telecommunications Holdings Ltd.

Astra A

Astra B

Atlas Pacific Limtied

Banco Bhif

Banco Bilbao Vizcaye

Banco de Galicia Y Buenos Aires

Banco de Santander S.A.

Banco de Santiago

Banco Ganadero S.A. - Common Shares

Banco Ganadero S.A. - Preferred Shares

Banco Industrial Colombiano

Banco Rio de la Plata, S.A.

Banco Weise Ltdo.

Bank of Ireland

Bank of Tokyo-Mitsubishi

Barclays Bank PLC

Beijing Yanhua Pet. Co. Ltd.

Benetton Group SPA

Biora AB

Blue Square-Esrael Ltd

BOC Group

Boral Limited

British Airways PLC

British Petroleum Company PLC

British Telecommunications PLC

Bufete Industrial, S.A.

Cadbury Schweppes PLC

Cantab Pharmaceuticals

Carlton Communications PLC

CBT Group PLC

China Southern Airlines Co. Ltd.

Coca-Cola FEMSA, S.A. de C.V.

Companhia Brasileira De Distribucao

Compania Cervecerias Unidas S.A.

Consorcio G Grupo Dina, S.A. de C.V.

Corporacion Bancaria de Espana S.A. de Argentina

Cresud

CSR Limited

Dassault Systems

De Rigo S.P.A..

Diageo PLC

Digitale Telekabel

Doncasters

Dr. Solomons Group

Durban Roodeport Deep Ltd.

ECsoft Group PLC

ELAN

Empresas ICA, S.A. de C.V.

Empresas La Moderna, S.A. de C.V.

Empresas Telex-Chile

Endesa S.A.

Esprit Telecom PLC

FAI Insurances Limited

FIAT S.P.A.. - Ordinary Shares

FIAT S.P.A.. - Preference Shares

FIAT S.P.A.. - Savings Shares

Fila

Flamel Technologies S.A.

Formulab Neuronectics

Freepages Group PLC

Fresenius

Gallaher Group PLC

General Cable

Great Central Mines

Groupe A.B.

Grupo Casa Autrey, S.A. de C.V.

Grupo Elektra

Grupo Imsa

Grupo Industrial Durango, S.A. de C.V.

Grupo Iusacell, SA de CV - Series D

Grupo Iusacell, SA de CV - Series L

Grupo Tribasa, S.A. de C.V.

Guangshen Railway Company Limited

Harmony Gold Mining Co. Ltd.

Heidemij N.V.

Huaneng Power International, Inc.

Huntington Life Sciences Group PLC

Imperial Chemical Industries

INA

Industrias Bachoco S.A. de C.V.

Industrie Natuzzi SPA

ING Groep N.V.

IRSA

Ispat International N.V.

Israel Land Development Corp.

Istituto Mobiliare Italiano S.P.A..

Jilin Chemical Industrial Co. Ltd.

Koninklijke Ahold N.V.

Koor Industries

Korea Electric Power Corp.

Kyocera Corporation

Lihir Gold Limited

London International Group PLC

LucasVariety PLC

Luxottica Group S.P.A..

Macronix International

Maderas y Sinteticos

Magyar Tavkozlesirt

Makita

MAS Technology

Matev-Cable Systems Media Ltd.

Mavesa

Medeva PLC

Micro Focus Group PLC

Mid-States PLC

Modern Times Group MTG AB

National Westminster Bank

NEC Corporation

Nera A.S.

NetCom Systems AB

New Holland N.V.

New York Broker Deutschland

NFC

NICE Systems Ltd.

Nippon Telephon and Telegraph

Nokia Corporation

Norsk Hydro A.S.

Nortel Inversora S.A.

Novo Nordisk

Oce N.V.

OLS Asia

OzEMail Limited

P.T. Indosat

P.T. Inti Indorayon Utama

P.T. Satellite Nusantara

P.T. Telekomunikasi Indonesia

Pacific Dunlop

Petroleum Securities Australia Ltd. (Pestec)

Pfeiffer

Pioneer Electric Corp

Pohang Iron and Steel Co. Ltd.

Portugal Telecom

Randgold & Exploration Company

Rank Group PLC

Rauma Oy

Repsol S.A.

Ricoh Company Ltd.

Rio Tinto Ltd.

Royal Bank of Scotland, Series B

Royal Bank of Scotland, Series C

Royal Bank of Scotland, Series D

Royal Bank of Scotland, Series E

Royal Bank of Scotland, Series F

Royal Dutch Petroleum

Ryanair

Santos Ltd.

Saville Systems Ltd.

SCOR

Select Appointments (Holdings) PLC

Select Software Tools PLC

Senetek PLC

SGS-THOMSON Microelectronics

Shangdong Huaneng Power Development Co. Ltd.

Shanghai Petrochemical

Signet

Small Wold PLC

SmithKline Beecham

Sony Corp.

Supermercados Unimarc

Super-Sol Ltd.

Tag Heuer

TDK Corp.

Telebras

Telecom Argentina

Telecom Italia S.P.A. - Ordinary Shares

Telecom Italia S.P.A. - Savings Shares

Telefonica del Peru S.A.

Telefonos de Mexico

Thorn PLC

Tubos de Acero de Mexico, S.A.

TV Azteca

Unilever N.V.

Unilever PLC

Unionamerica Holdings PLC

Valmet Corporation

VEBA Aktiengesellschaft

Vimple Communications

Vina Concha Y Toro

Vodafone Group PLC

Waterford Wedgwood PLC

Westpac Banking and Financial Corporation

Wharf (Holdings) Limited, The

WMC Holdings Limited

Xeikon N.V.

Xenova Group PLC

YPF Sociedad Anonima

Zeneca Group PLC

Zindart Limited