TABLE B-14
 
                                               COLLECTIVE INVESTMENT FUNDS
                                           15 LARGEST INDEX FIXED INCOME FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 1999
                                                                                                 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    15,626,015       75
     SAN FRANCISCO, CA
  2  Barclays Global Investors, National   INT TERM GOV BD INDEX FD                       02 EMPLOYEE BENEFIT     8,580,707       21
     SAN FRANCISCO, CA
  3  Barclays Global Investors, National   US TACTICAL ASSET ALLOC FD                     02 EMPLOYEE BENEFIT     5,960,163       32
     SAN FRANCISCO, CA
  4  Barclays Global Investors, National   INT TERM CORP BD INDEX FD                      02 EMPLOYEE BENEFIT     5,536,552       24
     SAN FRANCISCO, CA
  5  Barclays Global Investors, National   GOVT/CORPORATE BD INDEX FD                     02 EMPLOYEE BENEFIT     4,838,699       33
     SAN FRANCISCO, CA
  6  Barclays Global Investors, National   SPECIAL SHORT TERM FUND II                     02 EMPLOYEE BENEFIT     3,848,489        2
     SAN FRANCISCO, CA
  7  Northern Trust Quantitative Advisors  EB AGG BOND INDEX                              02 EMPLOYEE BENEFIT     3,845,185       40
     CHICAGO, IL
  8  Barclays Global Investors, National   US TACTICAL ASSET ALLOC FD E                   02 EMPLOYEE BENEFIT     3,779,061       13
     SAN FRANCISCO, CA
  9  Barclays Global Investors, National   LONG TERM GOV BD INDEX FD                      02 EMPLOYEE BENEFIT     3,624,973       18
     SAN FRANCISCO, CA
 10  Bankers Trust Company                 BT PYRAMID BROAD MARKET FIXED INCOME INDEX FU  02 EMPLOYEE BENEFIT     3,528,797       47
     NEW YORK CITY, NY
 11  Bankers Trust Company                 BT PYRAMID GOVERNMENT/CORPORATE FIXED INCOME   02 EMPLOYEE BENEFIT     2,924,411        8
     NEW YORK CITY, NY
 12  Barclays Global Investors, National   20+ TREASURY BOND FD C                         02 EMPLOYEE BENEFIT     2,826,986        4
     SAN FRANCISCO, CA
 13  Northern Trust Quantitative Advisors  EB GOVT/CORP BOND INDEX                        02 EMPLOYEE BENEFIT     2,776,480       13
     CHICAGO, IL
 14  Mellon Bank, National Association     EB MCM CAPITAL BOND INDEX FUND                 02 EMPLOYEE BENEFIT     2,748,878       38
     PITTSBURGH, PA
 15  Barclays Global Investors, National   LONG TERM CORP BD INDX FD                      02 EMPLOYEE BENEFIT     2,609,777       12
     SAN FRANCISCO, CA