TABLE B-14
 
                                               COLLECTIVE INVESTMENT FUNDS
                                           15 LARGEST INDEX FIXED INCOME FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 1998
                                                                                                 FUND          TOTAL ASSETS   TOTAL
SEQ  NAME OF INSTITUTION                       FUND NAME                                     CLASSIFICATION    (THOUS. OF $) ACCOUNT
 
  1  Barclays Global Investors, National   US DEBT INDEX FUND                             02 EMPLOYEE BENEFIT    15,594,987       76
     SAN FRANCISCO, CA
  2  Barclays Global Investors, National   INT TERM GOV BD INDEX FD                       02 EMPLOYEE BENEFIT     8,729,735       22
     SAN FRANCISCO, CA
  3  Barclays Global Investors, National   US TACTICAL ASSET ALLOC FD                     02 EMPLOYEE BENEFIT     5,524,581       26
     SAN FRANCISCO, CA
  4  Barclays Global Investors, National   INT TERM CORP BD INDEX FD                      02 EMPLOYEE BENEFIT     4,824,982       24
     SAN FRANCISCO, CA
  5  Barclays Global Investors, National   US TACTICAL ASSET ALLOC FD E                   02 EMPLOYEE BENEFIT     3,717,700       18
     SAN FRANCISCO, CA
  6  Morgan Guaranty Trust Company of New  COMMINGLED FUND - RESEARCH ENHANCED INDEX      02 EMPLOYEE BENEFIT     3,697,383       29
     NEW YORK CITY, NY
  7  Barclays Global Investors, National   GOVT/CORPORATE BD INDEX FD                     02 EMPLOYEE BENEFIT     3,674,812       37
     SAN FRANCISCO, CA
  8  Barclays Global Investors, National   LONG TERM GOV BD INDEX FD                      02 EMPLOYEE BENEFIT     3,529,925       18
     SAN FRANCISCO, CA
  9  Barclays Global Investors, National   SPECIAL SHORT TERM FUND II                     02 EMPLOYEE BENEFIT     3,473,931        2
     SAN FRANCISCO, CA
 10  Bankers Trust Company                 PYRAMID BROAD MARKET FIXED INC. INDEX FUN      02 EMPLOYEE BENEFIT     3,396,591       45
     NEW YORK CITY, NY
 11  Northern Trust Quantitative Advisors  NTQA EB AGG BOND INDEX                         02 EMPLOYEE BENEFIT     3,062,808       37
     CHICAGO, IL
 12  Bankers Trust Company                 PYRAMID FIXED INCOME FUND                      02 EMPLOYEE BENEFIT     3,036,095       21
     NEW YORK CITY, NY
 13  Barclays Global Investors, National   LONG TERM CORP BD INDX FD                      02 EMPLOYEE BENEFIT     2,865,056       15
     SAN FRANCISCO, CA
 14  Bankers Trust Company                 PYRAMID MORTGAGE BACKED SEC. INDEX FUND        02 EMPLOYEE BENEFIT     2,573,855       13
     NEW YORK CITY, NY
 15  Northern Trust Quantitative Advisors  NTQA EB GOVT/CORP BOND INDEX                   02 EMPLOYEE BENEFIT     2,439,299       14
     CHICAGO, IL