TABLE B-6
 
                                               COLLECTIVE INVESTMENT FUNDS
                                              15 LARGEST FIXED INCOME FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 1999
                                                                                                 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    24,745,229       71
     BOSTON, MA
  2  Morgan Guaranty Trust Company of New  COMMINGLED FUND - PUBLIC BOND FUND             02 EMPLOYEE BENEFIT    15,621,387      159
     NEW YORK CITY, NY
  3  Arvest Trust Company, National Assoc  ABG-EMPLOYEE BENEFIT BOND FUND                 02 EMPLOYEE BENEFIT    11,375,256       30
     ROGERS, AR
  4  State Street Bank and Trust Company   QUALITY A                                      02 EMPLOYEE BENEFIT    11,239,502       71
     BOSTON, MA
  5  Morgan Guaranty Trust Company of New  COMMINGLED FUND - RESEARCH ENHANCED INDEX      02 EMPLOYEE BENEFIT     6,799,419       50
     NEW YORK CITY, NY
  6  The Northern Trust Company            SHORT-TERM EXTENDABLE PORTFOLIO                02 EMPLOYEE BENEFIT     5,634,692       77
     CHICAGO, IL
  7  State Street Bank and Trust Company   SUPER COLLATERAL                               02 EMPLOYEE BENEFIT     4,686,586        2
     BOSTON, MA
  8  State Street Bank and Trust Company   STABLE FIXED INCOME FUND                       02 EMPLOYEE BENEFIT     4,629,170       60
     BOSTON, MA
  9  Fidelity Management Trust Company     MANAGED INCOME POOL I                          02 EMPLOYEE BENEFIT     4,588,312    1,970
     BOSTON, MA
 10  State Street Bank and Trust Company   SECURITIES LENDING QUALITY TRUST               02 EMPLOYEE BENEFIT     4,553,939       77
     BOSTON, MA
 11  Mellon Bank, National Association     EB ENHANCED COLLATERAL                         02 EMPLOYEE BENEFIT     4,547,462       10
     PITTSBURGH, PA
 12  State Street Bank and Trust Company   DAILY GOVT/CORPORATE BOND FUND                 02 EMPLOYEE BENEFIT     4,376,230       20
     BOSTON, MA
 13  Fidelity Management Trust Company     MANAGED INCOME POOL II                         02 EMPLOYEE BENEFIT     3,861,696       98
     BOSTON, MA
 14  State Street Bank and Trust Company   MORTGAGE INDEX FUND                            02 EMPLOYEE BENEFIT     3,516,509        8
     BOSTON, MA
 15  Mellon Bank, National Association     EB MCM AGGREGATE BOND INDEX FUND               02 EMPLOYEE BENEFIT     3,406,594       29
     PITTSBURGH, PA