TABLE B-12
 
                                               COLLECTIVE INVESTMENT FUNDS
                                          15 LARGEST FOREIGN FIXED INCOME FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 2000
                                                                                                 FUND          TOTAL ASSETS   TOTAL
SEQ  NAME OF INSTITUTION                       FUND NAME                                     CLASSIFICATION    (THOUS. OF $) ACCOUNT
 
  1  Barclays Global Investors, National   WORLD GOVT BOND FD B-NETH                      01 PERSONAL TRUST         494,205        6
     SAN FRANCISCO, CA
  2  Barclays Global Investors, National   WORLD GOVT BOND FD B-FRANCE                    01 PERSONAL TRUST         469,380        6
     SAN FRANCISCO, CA
  3  Barclays Global Investors, National   WORLD GOVT BOND FD B-ITALY                     01 PERSONAL TRUST         309,714        6
     SAN FRANCISCO, CA
  4  State Street Bank and Trust Company   PASSIVE EMERGING DEBT CTF                      02 EMPLOYEE BENEFIT       272,834        3
     BOSTON, MA
  5  Morgan Guaranty Trust Company of New  COMMINGLED FUND-INTERNATIONAL BOND             02 EMPLOYEE BENEFIT       247,124       13
     NEW YORK CITY, NY
  6  Morgan Guaranty Trust Company of New  COMMINGLED FUND-INTERNATIONAL BOND UNHEDGED    02 EMPLOYEE BENEFIT       243,090       11
     NEW YORK CITY, NY
  7  Barclays Global Investors, National   WORLD GOVT BOND FD B EX-US                     01 PERSONAL TRUST         243,027        3
     SAN FRANCISCO, CA
  8  Barclays Global Investors, National   WORLD GOVT BOND INDEX FUND                     02 EMPLOYEE BENEFIT       225,165        1
     SAN FRANCISCO, CA
  9  State Street Bank and Trust Company   GLOBAL FIXED INCOME OPPORTUNITIES FUND         02 EMPLOYEE BENEFIT       187,256        2
     BOSTON, MA
 10  Mellon Bank, National Association     EB CCF MELLON GLOBAL BOND FUND                 02 EMPLOYEE BENEFIT       186,991        1
     PITTSBURGH, PA
 11  State Street Bank and Trust Company   PASSIVE EMU GOV'T BOND CTF FOR DUTCH EN        02 EMPLOYEE BENEFIT       175,667        1
     BOSTON, MA
 12  Barclays Global Investors, National   EURO GOV BOND INDEX FD B                       01 PERSONAL TRUST         171,224        3
     SAN FRANCISCO, CA
 13  Fidelity Management Trust Company     EMERGING MARKETS DEBT COLLECTIVE POOL          02 EMPLOYEE BENEFIT       158,264        3
     BOSTON, MA
 14  Amvescap National Trust Company       CEBT INTERMEDIATE BOND                         02 EMPLOYEE BENEFIT       130,658       22
     ATLANTA, GA
 15  Morgan Guaranty Trust Company of New  COMMINGLED FUND-EMERGING MARKET FIXED          02 EMPLOYEE BENEFIT       124,143       10
     NEW YORK CITY, NY