TABLE B-6 COLLECTIVE INVESTMENT FUNDS 15 LARGEST FIXED INCOME FUNDS BY ASSET SIZE DECEMBER 31, 1997 FUND TOTAL ASSETS TOTAL SEQ NAME OF INSTITUTION FUND NAME CLASSIFICATION (THOUS. OF $) ACCOUNT 1 State Street Bank and Trust Company QUALITY A 02 EMPLOYEE BENEFIT 17,497,495 82 BOSTON, MA 2 State Street Bank and Trust Company QUALITY D 02 EMPLOYEE BENEFIT 14,270,908 45 BOSTON, MA 3 Morgan Guaranty Trust Company of New COMMINGLED FUND - PUBLIC BONDS 02 EMPLOYEE BENEFIT 13,296,807 213 NEW YORK CITY, NY 4 State Street Bank and Trust Company BOND MARKET INDEX FUND 02 EMPLOYEE BENEFIT 7,163,788 19 BOSTON, MA 5 The Northern Trust Company SHORT-TERM EXTENDABLE PORTFOLIO 02 EMPLOYEE BENEFIT 5,816,516 92 CHICAGO, IL 6 State Street Bank and Trust Company DAILY BOND MARKET FUND 02 EMPLOYEE BENEFIT 4,617,802 94 BOSTON, MA 7 State Street Bank and Trust Company SECURITIES LENDING QUALITY TRUST 02 EMPLOYEE BENEFIT 4,484,342 85 BOSTON, MA 8 State Street Bank and Trust Company DAILY GOV'T/CORPORATE BOND FUND 02 EMPLOYEE BENEFIT 4,392,375 27 BOSTON, MA 9 Fidelity Management Trust Company MANAGED INCOME POOL I 02 EMPLOYEE BENEFIT 3,392,891 1,360 BOSTON, MA 10 State Street Bank and Trust Company SUPER COLLATERAL 02 EMPLOYEE BENEFIT 3,195,513 18 BOSTON, MA 11 State Street Bank and Trust Company INTERMEDIATE GOV'T INDEX FUND 02 EMPLOYEE BENEFIT 2,669,991 4 BOSTON, MA 12 State Street Bank and Trust Company MORTGAGE INDEX FUND 02 EMPLOYEE BENEFIT 2,073,175 1 BOSTON, MA 13 Norwest Bank Minnesota, National Ass STABLE RETURN FUND 02 EMPLOYEE BENEFIT 1,891,965 1,642 MINNEAPOLIS, MN 14 State Street Bank and Trust Company BOND MARKET FUND SER A 02 EMPLOYEE BENEFIT 1,739,971 9 BOSTON, MA 15 Fidelity Management Trust Company MANAGED INCOME POOL II 02 EMPLOYEE BENEFIT 1,714,053 69 BOSTON, MA