TABLE B-5
 
                                               COLLECTIVE INVESTMENT FUNDS
                                          15 LARGEST DIVERSIFIED BALANCED FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 1999
                                                                                                 FUND          TOTAL ASSETS   TOTAL
SEQ  NAME OF INSTITUTION                       FUND NAME                                     CLASSIFICATION    (THOUS. OF $) ACCOUNT
 
  1  Mellon Bank, National Association     EB ENHANCED ASSET ALLOCATION                   02 EMPLOYEE BENEFIT     5,752,582       39
     PITTSBURGH, PA
  2  Bankers Trust Company                 BT PYRAMID DIVERSIFIED CASH                    02 EMPLOYEE BENEFIT     3,561,777       14
     NEW YORK CITY, NY
  3  Mellon Bank, National Association     CF ENHANCED ASSET ALLOCATION FUND              04 CHARITABLE TRUST     1,841,656       27
     PITTSBURGH, PA
  4  Mellon Bank, National Association     EB GLOBAL TACTICAL ASSET ALLOCATION II FUND    02 EMPLOYEE BENEFIT     1,531,369       10
     PITTSBURGH, PA
  5  Boston Safe Deposit and Trust Compan  TBC POOLED EMPLOYEE FUNDS SBC ACTIVE RESERVE   02 EMPLOYEE BENEFIT     1,491,182        1
     BOSTON, MA
  6  Wells Fargo Bank, National Associati  INCOME STOCK                                   01 PERSONAL TRUST       1,045,077    6,873
     SAN FRANCISCO, CA
  7  Mellon Bank, National Association     EB STOCK PERFORMANCE FUND                      02 EMPLOYEE BENEFIT       915,497        9
     PITTSBURGH, PA
  8  Columbia Trust Company                TOTAL RETURN BALANCED INVESTMENT FUND          02 EMPLOYEE BENEFIT       741,043      219
     PORTLAND, OR
  9  Morgan Guaranty Trust Company of New  EQUITY & CONVERTIBLE SECURITIES FUND           01 PERSONAL TRUST         718,562    1,264
     NEW YORK CITY, NY
 10  Morgan Guaranty Trust Company of New  COMMINGLED FUND - RESEARCH OPTIMIZED EQUI      02 EMPLOYEE BENEFIT       716,989       11
     NEW YORK CITY, NY
 11  Morgan Guaranty Trust Company of New  COMMINGLED FUND - MULTIPMARKET FUND II         02 EMPLOYEE BENEFIT       707,350       20
     NEW YORK CITY, NY
 12  Citibank, N. A.                       PTIF BALANCED FUND                             01 PERSONAL TRUST         700,300    1,537
     NEW YORK CITY, NY
 13  Mellon Bank, National Association     DF BALANCED FUND                               01 PERSONAL TRUST         570,105    2,139
     PITTSBURGH, PA
 14  The Chicago Trust Company             STATED PRINCIPAL VALUE INV TR FOR EMPL BENE P  02 EMPLOYEE BENEFIT       559,470      262
     CHICAGO, IL
 15  Fidelity Management Trust Company     FIDELITY BALANCED PORTFOLIO                    02 EMPLOYEE BENEFIT       529,009        7
     BOSTON, MA