TABLE B-10
 
                                               COLLECTIVE INVESTMENT FUNDS
                                                15 LARGEST MORTGAGE FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 1998
                                                                                                 FUND          TOTAL ASSETS   TOTAL
SEQ  NAME OF INSTITUTION                       FUND NAME                                     CLASSIFICATION    (THOUS. OF $) ACCOUNT
 
  1  Morgan Guaranty Trust Company of New  COMMINGLED FUND - MTGE. - PVT. PLACEMENTS      02 EMPLOYEE BENEFIT     8,432,595      213
     NEW YORK CITY, NY
  2  Barclays Global Investors, National   MORTGAGE-BACKED SEC INDX FD                    02 EMPLOYEE BENEFIT     7,418,619       20
     SAN FRANCISCO, CA
  3  Northern Trust Quantitative Advisors  NTQA EB MORTGAGE-BACKED SECURITIES INDEX       02 EMPLOYEE BENEFIT     1,357,391       18
     CHICAGO, IL
  4  Barclays Global Investors, National   MORTGAGE-BACKED SEC INDEX B                    01 PERSONAL TRUST       1,005,631        3
     SAN FRANCISCO, CA
  5  Mellon Bank, National Association     EB MCM MORTGAGE BACKED BOND INDEX FUND         02 EMPLOYEE BENEFIT       687,955        4
     PITTSBURGH, PA
  6  Mellon Bank, National Association     EB MBA MORTGAGED BACKED SECURITIES FUND        02 EMPLOYEE BENEFIT       373,372       12
     PITTSBURGH, PA
  7  Wellington Trust Company, National A  PUBLIC FUNDS MORTGAGE-BACKED SECS PORTFOLIO    02 EMPLOYEE BENEFIT       340,962        1
     BOSTON, MA
  8  Fidelity Management Trust Company     FMTC MORTGAGE BACKED SECURITIES                02 EMPLOYEE BENEFIT       221,806        1
     BOSTON, MA
  9  Mellon Bank, National Association     CF MBA MORT. BACKED SECUR INDEX FUND           04 CHARITABLE TRUST       159,980       26
     PITTSBURGH, PA
 10  Northern Trust Quantitative Advisors  NTQA FE MORTGAGE-BACKED SECURITIES INDEX       05 OTHER                  151,265        2
     CHICAGO, IL
 11  Wellington Trust Company, National A  CTF - ENHANCED BOND PORTFOLIO                  04 CHARITABLE TRUST       109,593       14
     BOSTON, MA
 12  Wellington Trust Company, National A  INTERMEDIATE BOND PORTFOLIO                    02 EMPLOYEE BENEFIT       102,818       26
     BOSTON, MA
 13  Key Trust Company of Ohio, National   GOVERNMENT MORTGAGE FUND                       01 PERSONAL TRUST          96,016    1,848
     CLEVELAND, OH
 14  Wellington Trust Company, National A  CTF - INTERMEDIATE BOND PORTFOLIO              04 CHARITABLE TRUST        95,299       14
     BOSTON, MA
 15  Wellington Trust Company, National A  ENHANCED BOND PORTFOLIO                        02 EMPLOYEE BENEFIT        83,588       10
     BOSTON, MA