Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
August 31, 2003
Beginning Period Ending Period
Maturity Face 5/31/2003 5/31/2003 8/31/2003 8/31/2003 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 11/15/03 4.250% 97,000 98,260 98,364 97,581 97,636 (728) 4.22% 1,187
U.S. Treasury Note 11/15/03 4.250% 76,000 77,060 77,068 76,490 76,498 (570) 4.22% 930
U.S. Treasury Note 11/15/03 4.250% 3,000 3,021 3,019 3,019 4.22% 37
U.S. Treasury Note 11/15/03 4.250% 59,000 59,766 59,829 (59,829)
U.S. Treasury Note 09/30/04 1.875% 299,000 301,502 301,804 301,035 300,868 (936) 1.86% 2,313
U.S. Treasury Note 09/30/04 1.875% 6,000 6,061 6,037 6,037 1.86% 46
U.S. Treasury Note 02/15/10 6.500% 70,000 80,670 85,815 (85,815)
U.S. Treasury Note 02/15/10 6.500% 4,000 4,701 4,903 (4,903)
U.S. Treasury Note 02/15/10 6.500% 52,000 60,796 59,767 59,767 5.65% 129
Federal Nat'l Mtg Assoc 06/15/09 6.375% 197,000 224,477 235,229 224,477 219,408 (15,821) 5.72% 2,582
Federal Nat'l Mtg Assoc 06/15/09 6.375% 6,000 6,887 7,164 6,887 6,682 (482) 5.72% 79
Federal Nat'l Mtg Assoc 06/15/09 6.375% 2,000 2,395 2,227 2,227 5.72% 26
Federal Nat'l Mtg Assoc 06/15/09 6.375% 131,000 148,486 145,911 145,911 5.72% 1,717
FNMA P625941 01/01/17 6.000% 80,000 49,018 50,550 30,508 31,291 (19,259) 5.79% 141
FNMA P643837 01/01/17 6.000% 55,000 33,246 34,558 24,045 24,858 (9,700) 5.79% 112
FHLMC  E0 1186 01/01/17 5.500% 16,000 8,247 8,101 8,101 5.38% 34
FNMA P254403 01/01/17 6.000% 9,000 6,544 6,724 5,232 5,346 (1,378) 5.79% 24
FNMA P555013 01/01/17 5.500% 142,000 114,412 115,002 91,025 89,261 (25,741) 5.38% 373
FHLMC E9 2890 01/01/17 5.500% 163,000 130,436 128,247 128,247 5.38% 538
FNMA P555286 01/01/18 6.000% 15,000 12,867 12,825 9,928 9,836 (2,989) 5.79% 44
FNMA P685665 01/01/18 5.000% 228,000 225,828 231,244 197,235 195,505 (35,739) 4.97% 757
FNMA P681119 01/01/18 5.500% 5,000 5,031 5,051 3,968 3,920 (1,131) 5.38% 16
FNMA P688313 01/01/18 5.500% 6,000 5,221 5,125 5,125 5.38% 21
U.S. Treasury Strips 08/15/20 0.000% 214,000 71,504 96,884 71,504 83,065 (13,819)
U.S. Treasury Strips 08/15/20 0.000% 13,000 5,157 5,885 5,157 5,045 (840)
U.S. Treasury Strips 08/15/20 0.000% 3,000 1,369 1,164 1,164
U.S. Treasury Note 02/15/29 5.250% 191,000 242,077 280,000 186,104 187,838 (92,162) 5.33% 382
U.S. Treasury Note 02/15/29 5.250% 23,000 23,279 25,760 23,277 22,169 (3,591) 5.33% 46
U.S. Treasury Note 02/15/29 5.250% 29,000 30,843 32,480 30,825 28,519 (3,961) 5.33% 58
U.S. Treasury Note 02/15/29 5.250% 4,000 4,480 3,933 3,933 5.33% 8
FHLMC C55740 01/01/30 7.000% 201,398 75,852 77,472 55,113 56,530 (20,942) 6.63% 292
Federal Nat'l Mtg Assoc 11/15/30 6.625% 108,000 115,663 137,126 122,614 118,699 (18,427) 6.02% 2,067
Federal Nat'l Mtg Assoc 11/15/30 6.625% 6,000 6,950 7,618 6,950 6,594 (1,024) 6.02% 115
Federal Nat'l Mtg Assoc 11/15/30 6.625% 27,000 30,674 29,674 29,674 6.02% 517
FHLMC GO 1217 01/01/31 7.000% 214,470 42,444 42,238 30,661 30,650 (11,588) 6.64% 159
FHLMC GO 1228 01/01/31 7.000% 193,365 35,295 36,175 25,758 26,520 (9,655) 6.64% 137
FNMA P254262 01/01/32 6.000% 190,000 136,107 143,227 103,188 106,239 (36,988) 5.90% 488
FNMA P634481 01/01/32 6.500% 285,000 174,511 180,184 130,251 133,570 (46,614) 6.27% 653
FNMA P640058 01/01/32 6.500% 47,000 27,566 28,707 18,945 19,595 (9,112) 6.27% 96
FHLMC GO 1381 01/01/32 7.000% 9,000 3,866 3,926 2,891 2,949 (977) 6.64% 15
FHLMC C67305 01/01/32 7.000% 18,000 10,481 10,662 8,293 8,463 (2,199) 6.65% 44
FNMA P652398 01/01/32 6.500% 22,000 13,332 13,718 9,941 10,159 (3,559) 6.27% 50
FNMA P254346 01/01/32 6.500% 9,000 5,408 5,563 3,846 3,929 (1,634) 6.27% 19
FNMA P254345 01/01/32 6.000% 45,000 33,715 35,864 25,318 26,350 (9,514) 5.90% 121
FNMA P545819 01/01/32 6.500% 275,000 151,707 151,961 108,719 108,153 (43,808) 6.27% 528
FNMA P667599 01/01/32 6.500% 8,000 4,434 4,394 4,394 6.27% 21
FNMA P254676 01/01/33 6.000% 22,000 21,797 21,885 18,510 18,182 (3,703) 5.90% 83
FNMA P555591 01/01/33 5.500% 189,000     180,615 180,006 180,006 5.51% 771
4,067,233 2,527,823 2,663,465 2,642,511 2,641,932 (21,533) 17,776
Weighted Average Years to Maturity 19.11
Weighted Average Yield 5.19%