TABLE B-10
 
                                               COLLECTIVE INVESTMENT FUNDS
                                                15 LARGEST MORTGAGE FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 2000
                                                                                                 FUND          TOTAL ASSETS   TOTAL
SEQ  NAME OF INSTITUTION                       FUND NAME                                     CLASSIFICATION    (THOUS. OF $) ACCOUNT
 
  1  Morgan Guaranty Trust Company of New  COMMINGLED FUND-MORTGAGE-PRIVATE PLACEMENTS    02 EMPLOYEE BENEFIT     7,475,251      169
     NEW YORK CITY, NY
  2  Barclays Global Investors, National   MORTGAGE-BACKED SEC INDX FD                    02 EMPLOYEE BENEFIT     6,005,772       30
     SAN FRANCISCO, CA
  3  Northern Trust Quantitative Advisors  MORTGAGE-BACKED SECURITIES INDEX-NSL           02 EMPLOYEE BENEFIT     2,253,209       17
     CHICAGO, IL
  4  Mellon Bank, National Association     EB MCM MORTGAGE BACKED BOND INDEX FUND         02 EMPLOYEE BENEFIT     1,570,940        4
     PITTSBURGH, PA
  5  Barclays Global Investors, National   MORTGAGE-BACKED SEC INDEX B                    01 PERSONAL TRUST       1,455,083        7
     SAN FRANCISCO, CA
  6  Mellon Bank, National Association     EB MBA MORTGAGED BACKED SECURITIES FUND        02 EMPLOYEE BENEFIT       728,840       26
     PITTSBURGH, PA
  7  Northern Trust Quantitative Advisors  MORTGAGE-BACKED SECURITIES INDEX               05 OTHER                  330,114        2
     CHICAGO, IL
  8  Wellington Trust Company, National A  PUBLIC FUNDS MORTGAGE-BACKED SECS PORTFOL      02 EMPLOYEE BENEFIT       277,865        1
     BOSTON, MA
  9  Barclays Global Investors, National   COMM MORTGAGE-BACKED SEC FD                    02 EMPLOYEE BENEFIT       238,378        4
     SAN FRANCISCO, CA
 10  Fidelity Management Trust Company     MORTGAGE-BACKED SECURITIES COLLECTIVE TRUST    02 EMPLOYEE BENEFIT       235,255        1
     BOSTON, MA
 11  Wellington Trust Company, National A  CTF-CORE BOND PORTFOLIO                        04 CHARITABLE TRUST       220,524       11
     BOSTON, MA
 12  Mellon Bank, National Association     CF MBA MORT. BACKED SECUR INDEX FUND           04 CHARITABLE TRUST       219,392       23
     PITTSBURGH, PA
 13  Wellington Trust Company, National A  CORE BOND                                      02 EMPLOYEE BENEFIT       148,491       13
     BOSTON, MA
 14  Wellington Trust Company, National A  INTERMEDIATE BOND PORTFOLIO                    02 EMPLOYEE BENEFIT       147,843       21
     BOSTON, MA
 15  Keybank National Association          GOVERNMENT MORTGAGE FUND                       01 PERSONAL TRUST         103,625    1,841
     CLEVELAND, OH