TABLE B-5
 
                                               COLLECTIVE INVESTMENT FUNDS
                                          15 LARGEST DIVERSIFIED BALANCED FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 2000
                                                                                                 FUND          TOTAL ASSETS   TOTAL
SEQ  NAME OF INSTITUTION                       FUND NAME                                     CLASSIFICATION    (THOUS. OF $) ACCOUNT
 
  1  Mellon Bank, National Association     EB ENHANCED ASSET ALLOCATION                   02 EMPLOYEE BENEFIT     4,184,015       34
     PITTSBURGH, PA
  2  Bankers Trust Company                 PYRAMID DIVERSIFIED CASH                       02 EMPLOYEE BENEFIT     3,516,831       16
     NEW YORK, NY
  3  Boston Safe Deposit and Trust Compan  TBC POOLED EMPL FUNDS SBC ACTIVE RESERVE       04 CHARITABLE TRUST     2,695,555       42
     BOSTON, MA
  4  Mellon Bank, National Association     EB GLOBAL TACTICAL ASSET ALLOC II FUND         02 EMPLOYEE BENEFIT     1,773,644       13
     PITTSBURGH, PA
  5  Mellon Bank, National Association     CF ENHANCED ASSET ALLOCATION FUND              04 CHARITABLE TRUST     1,458,562       21
     PITTSBURGH, PA
  6  State Street Bank and Trust Company   BALANCED GROWTH (INDEX)                        02 EMPLOYEE BENEFIT       853,713       17
     BOSTON, MA
  7  State Street Bank and Trust Company   ALLSTATE BALANCED FUND                         02 EMPLOYEE BENEFIT       687,134        1
     BOSTON, MA
  8  Citibank, N. A.                       PTIF BALANCED FUND                             01 PERSONAL TRUST         617,600    1,435
     NEW YORK CITY, NY
  9  Columbia Trust Company                TOTAL RETURN BALANCE INVESTMENT FUND           02 EMPLOYEE BENEFIT       604,807      180
     PORTLAND, OR
 10  Morgan Guaranty Trust Company of New  EQUITY & CONVERTIBLE SECURITIES FUND           01 PERSONAL TRUST         602,040    1,192
     NEW YORK CITY, NY
 11  The Chicago Trust Company             STATED PRINCIPAL VALUE INV.TR. FOR EMPL BENE   02 EMPLOYEE BENEFIT       581,310      286
     CHICAGO, IL
 12  Mellon Bank, National Association     EB STOCK PERFORMANCE                           02 EMPLOYEE BENEFIT       572,904        7
     PITTSBURGH, PA
 13  Morgan Guaranty Trust Company of New  COMMINGLED FUND-RESEARCH OPTIMIZED EQUITIES    02 EMPLOYEE BENEFIT       539,756       11
     NEW YORK CITY, NY
 14  Morgan Guaranty Trust Company of New  COMMINGLED FUND-RESEARCH OPTIMIZED EQUITY VAL  02 EMPLOYEE BENEFIT       532,838        3
     NEW YORK CITY, NY
 15  State Street Bank and Trust Company   LIFE SOLUTIONS BAL GROWTH (INDEX)              02 EMPLOYEE BENEFIT       455,463        4
     BOSTON, MA