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NEW YORK CITY BOARD OF EDUCATION RETIREMENT SYSTEM
LIST OF LARGEST ASSETS HELD AS OF JUNE 30, 1998
| Largest Bond Holdings | Maturity |
Market |
| Ranked By Market Value | Rate |
Date |
Par Value |
Value |
| 1. CONTIMORTGAGE HOME EQUITY LN | 5.83% | 10/15/12 | $8,250,756 | $8,258,487 |
| 2. GOV’T NAT MTG ASSN REG POOL #T/B/A | 8.00% | 7/21/28 | $7,000,000 | $7,254,730 |
| 3. FEDERAL NAT MTG ASSN GTD PASS THRU | 5.95% | 7/27/28 | $6,250,000 | $6,289,063 |
| 4. UNITED STATES TREASURY BONDS | 7.25% | 5/15/16 | $5,800,000 | $6,795,048 |
| 5. UNITED STATES TREASURY BONDS | 8.13% | 8/15/19 | $5,025,500 | $6,485,366 |
| 6. GOV’T NAT MTG ASSN REG POOL #T/B/A | 6.50% | 7/21/28 | $5,000,000 | $4,990,450 |
| 7. F H A PROJECT CANCO MTG CO 5TH | 7.40% | 2/1/21 | $4,553,031 | $4,723,770 |
| 8. FBC MTG SECS TR 19 COLL MTG CBLIG | 8.80% | 10/20/18 | $4,500,000 | $4,561,875 |
| 9. UNITED STATES TREASURY BONDS | 8.75% | 5/15/17 | $4,355,000 | $5,864,966 |
| 10. SALMON BROS MTG SECS VII INC | n/a | 6/25/27 | $4,315,155 | $4,326,460 |
| 11. RESOLUTION FUNDING CORP | 8.63% | 1/15/21 | $4,270,000 | $5,705,788 |
| 12. FEDERAL NATL MTG ASSN DEB | 8.10% | 8/12/19 | $4,215,000 | $5,273,344 |
| 13. SLM STUDENT LN TR LN BKD NT SER | 8.70% | 4/25/06 | $4,081,618 | $4,074,680 |
| 14. STUDENT LN MARKETING ASSN | n/a | 6/30/00 | $4,000,000 | $4,000,000 |
| 15. FHA PROJECT USGI #6F | 7.43% | 3/1/23 | $3,903,437 | $4,049,816 |
| 16. GOV’T NAT MTG ASSN REG POOL #404094 | 8.00% | 5/15/25 | $3,528,196 | $3,656,587 |
| 17. FEDERAL HOME LN MTG CORP PARTN CTF | 6.50% | 7/14/28 | $3,500,000 | $3,529,435 |
| 18. NORWEST ASSET SECS CORP 1998-15 | 6.75% | 7/25/28 | $3,500,000 | $3,566,745 |
| 19. FHA GMAC PROJ 2101 SO MICH LN #236 | 8.38% | 1/1/12 | $3,404,600 | $3,612,042 |
| 20. RESOLUTION FUNDING CORP | 8.21% | 10/15/19 | $3,317,000 | $4,235,909 |
| 21. GOV’T NAT MTG ASSN II POOL #080011 | 7.00% | 11/20/26 | $3,250,310 | $3,322,922 |
| 22. UNITED STATES TREASURY BONDS | 7.50% | 11/15/16 | $3,200,000 | $3,841,504 |
| 23. NEW CENTY HOME EQUITY LN TR 97-NC6 | 9.26% | 11/25/10 | $3,132,548 | $3,134,427 |
| 24. GOVERNMENT LN TRS CURRENT CPN CTF | 8.50% | 4/1/06 | $3,000,000 | $3,308,340 |
| 25. RESIDENTIAL FDG MTG SECS I INC | 6.48% | 9/25/08 | $3,000,000 | $3,001,800 |
| 26. FEDERAL NATL MTG ASSN | 7.13% | 4/30/26 | $2,930,000 | $3,379,579 |
| 27. UNITED STATES TREAS NTS | 7.50% | 2/15/05 | $2,850,000 | $3,154,580 |
| 28. FHA PROJ CTF POOL #104 | 7.43% | 10/1/24 | $2,590,336 | $2,693,950 |
| 29. UNITED STATES TREAS BDS | 8.75% | 8/15/20 | $2,561,000 | $3,522,169 |
| 30. GOV’T NAT MTG ASSN II POOL #088682 | 7.00% | 8/20/25 | $2,517,231 | $2,575,832 |
| 31. CWMBS INC MTG PASSTHRU CTF SET | 6.75% | 5/25/24 | $2,500,000 | $2,498,275 |
| 32. FEDERAL HOME LN MTG CORP PARTN CTF | 7.50% | 8/13/28 | $2,500,000 | $2,595,250 |
| 33. UNITED STATES TREASURY BONDS | 13.25% | 5/15/14 | $2,300,000 | $3,699,757 |
| 34. FEDERAN NAT MTG ASSN MEDIUM TERM | 6.88% | 9/10/12 | $2,130,000 | $2,253,796 |
| 35. FEDERAL HOME LN MTG CORP PC GOLD | 6.00% | 6/1/28 | $2,093,000 | $2,040,968 |
| 36. EMERGENT HOME EQUITY LN TR 1997 | 5.80% | 5/15/07 | $2,026,481 | $2,027,747 |
| 37. FEDERAL NAT MTG ASSN REMIC | 8.00% | 7/25/22 | $2,019,549 | $2,142,802 |
| 38. FEDERAL HOME LN MTG CORP PC GOLD | 6.00% | 4/1/28 | $1,996,344 | $1,946,715 |
| 39. FEDERAL HOME LN MTG CORP GD REMIC | 6.50% | 2/15/09 | $1,930,149 | $1,950,203 |
| 40. NAT MTG ASSN MEDIUM TERM | 6.48% | 12/24/07 | $1,905,000 | $1,926,126 |
| 41. FEDERAL NATL MTG ASSN | 7.50% | 4/18/27 | $1,897,644 | $1,954,952 |
| 42. CMC SECS CORP III COLL MTG OBLIG | 6.89% | 4/25/28 | $1,883,584 | $1,900,724 |
| 43. FEDERAL NAT MTG ASSN MEDIUM TERM | 6.17% | 1/15/08 | $1,850,000 | $1,840,750 |
| 44. FEDERAL NAT MTG ASSN MEDIUM TERM | 6.55% | 11/21/07 | $1,825,000 | $1,850,660 |
| 45. FEDERAL HOME LN MTG CORP PARTN CTF | 6.00% | 7/14/28 | $1,822,000 | $1,796,328 |
| 46. RESIDENTIAL FDG MTG SECS I INC MTG | 6.75% | 2/25/28 | $1,744,728 | $1,750,486 |
| 47. FEDERAL NAT MTG ASSN GTD PASS THRU | 7.50% | 6/1/01 | $1,730,228 | $1,745,506 |
| 48. RYLAND MTG SECS CORP FOUR COLL MTG | n/a | 9/25/24 | $1,711,151 | $1,730,274 |
| 49. NORWEST ASSET SECS CORP SER | 6.75% | 5/25/28 | $1,700,000 | $1,703,876 |
| 50. FEDERAL NAT MTG ASSN GTD PASS THRU | 6.75% | 3/1/27 | $1,662,572 | $1,683,088 |
| TOTALS | $174,227,945 |
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