TABLE B-6
 
                                               COLLECTIVE INVESTMENT FUNDS
                                              15 LARGEST FIXED INCOME FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 1998
                                                                                                 FUND          TOTAL ASSETS   TOTAL
SEQ  NAME OF INSTITUTION                       FUND NAME                                     CLASSIFICATION    (THOUS. OF $) ACCOUNT
 
  1  State Street Bank and Trust Company   QUALITY D                                      02 EMPLOYEE BENEFIT    21,379,005       50
     BOSTON, MA
  2  State Street Bank and Trust Company   SHORT-TERM INVESTMENT FUND                     02 EMPLOYEE BENEFIT    20,508,724    3,018
     BOSTON, MA
  3  Morgan Guaranty Trust Company of New  COMMINGLED FUND - PUBLIC BONDS                 02 EMPLOYEE BENEFIT    15,967,412      183
     NEW YORK CITY, NY
  4  State Street Bank and Trust Company   QUALITY A                                      02 EMPLOYEE BENEFIT    12,044,531       90
     BOSTON, MA
  5  State Street Bank and Trust Company   BOND MARKET INDEX FUND                         02 EMPLOYEE BENEFIT     8,176,325       26
     BOSTON, MA
  6  The Northern Trust Company            SHORT-TERM EXTENDABLE PORTFOLIO                02 EMPLOYEE BENEFIT     6,175,586       85
     CHICAGO, IL
  7  State Street Bank and Trust Company   DAILY BOND MARKET FUND                         02 EMPLOYEE BENEFIT     5,946,016      104
     BOSTON, MA
  8  Mellon Bank, National Association     EB ENHANCED COLLATERAL                         02 EMPLOYEE BENEFIT     4,919,011        8
     PITTSBURGH, PA
  9  State Street Bank and Trust Company   SECURITIES LENDING QUALITY TRUST               02 EMPLOYEE BENEFIT     4,853,083      102
     BOSTON, MA
 10  State Street Bank and Trust Company   DAILY GOVT/CORPORATE BOND FUND                 02 EMPLOYEE BENEFIT     4,644,162       21
     BOSTON, MA
 11  Fidelity Management Trust Company     MANAGED INCOME POOL I                          02 EMPLOYEE BENEFIT     4,331,888    1,605
     BOSTON, MA
 12  State Street Bank and Trust Company   SUPER COLLATERAL                               02 EMPLOYEE BENEFIT     2,921,389       25
     BOSTON, MA
 13  State Street Bank and Trust Company   INTERMEDIATE GOVT INDEX FUND                   02 EMPLOYEE BENEFIT     2,890,583        5
     BOSTON, MA
 14  Morgan Guaranty Trust Company of New  COMMINGLED FUND - FIXED INC. PVT. PLCMNTS      02 EMPLOYEE BENEFIT     2,709,328      205
     NEW YORK CITY, NY
 15  Fidelity Management Trust Company     MANAGED INCOME POOL II                         02 EMPLOYEE BENEFIT     2,593,273       78
     BOSTON, MA