TABLE B-3
                                          15 LARGEST COLLECTIVE INVESTMENT FUND OPERATIONS
                                                BY ASSETS, GROUPED BY INSTITUTION
                                                        DECEMBER 31, 1999
                                                                   NUMBER      TOTAL ASSETS      TOTAL NUMBER
                 SEQ   NAME OF INSTITUTION                       OF FUNDS      (THOUS OF $)       OF ACCOUNTS
                   1   Barclays Global Investors, National Asso       511       667,679,631             6,481
                       SAN FRANCISCO, CA
                   2   State Street Bank and Trust Company            300       322,866,466           133,343
                       BOSTON, MA
                   3   Mellon Bank, National Association              126       115,078,236            58,575
                       PITTSBURGH, PA
                   4   Bankers Trust Company                           82       100,615,542            11,179
                       NEW YORK CITY, NY
                   5   Morgan Guaranty Trust Company of New Yor        66        83,049,853            12,619
                       NEW YORK CITY, NY
                   6   The Northern Trust Company                      23        45,538,003            18,053
                       CHICAGO, IL
                   7   Northern Trust Quantitative Advisors, In        66        41,957,068               707
                       CHICAGO, IL
                   8   Fidelity Management Trust Company               25        32,734,096             2,392
                       BOSTON, MA
                   9   Boston Safe Deposit and Trust Company           25        27,824,404             5,625
                       BOSTON, MA
                  10   Wellington Trust Company, National Assoc        77        18,193,087               660
                       BOSTON, MA
                  11   Putnam Fiduciary Trust Company                  26        15,428,787             1,386
                       BOSTON, MA
                  12   Bank of America, National Association           74        14,642,133            59,939
                       CHARLOTTE, NC
                  13   The Chase Manhattan Bank                        13        12,732,413             1,933
                       NEW YORK CITY, NY
                  14   Arvest Trust Company, National Associati         6        11,649,906             1,889
                       ROGERS, AR
                  15   Key Trust Company of Ohio, National Asso        41        11,024,910            58,280
                       CLEVELAND, OH