Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
February 28, 2003
Beginning Period Ending Period
Maturity Face 12/1/2002 12/1/2002 2/28/2003 2/28/2003 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
Federal Farm  Credit 12/3/2002 0.00% 277,000 276,633 277,000 (277,000)
U.S. Treasury 4/30/2003 5.75% 215,000 218,612 218,963 216,675 216,561 (2,402) 5.70% 4,098
U.S. Treasury 4/30/2003 5.75% 42,000 42,327 42,301 42,301 5.70% 801
U.S. Treasury 11/15/2003 4.25% 162,000 165,237 165,442 165,442 4.16% 1,997
Federal Nat'l Mtg Assoc 6/15/2009 6.38% 204,000 232,453 229,118 232,453 238,106 8,988 5.46% 2,637
Federal Nat'l Mtg Assoc 6/15/2009 6.38% 6,000 6,887 7,003 7,003 5.46% 78
U.S. Treasury 2/15/2010 6.50% 72,000 83,849 83,610 83,412 86,625 3,015 5.40% 168
U.S. Treasury 2/15/2010 6.50% 4,000 4,730 4,812 4,812 5.40% 9
FNMA P535315 1/1/2015 7.00% 64,000 24,982 25,318 20,144 20,583 (4,735) 6.55% 101
FNMA P535631 1/1/2015 7.00% 48,000 17,943 18,239 14,161 14,517 (3,722) 6.55% 72
FNMA P625941 1/1/2017 6.00% 80,000 73,051 75,126 60,879 63,279 (11,847) 5.71% 271
FNMA P545582 1/1/2017 7.00%   213,000   154,643 157,242   125,062 128,244   (28,998)   6.55% 630
FNMA P643837 1/1/2017 6.00% 55,000 47,863 49,614 40,356 42,469 (7,145) 5.71% 182
FNMA P545725 1/1/2017 7.00% 145,000 116,243 118,750 96,643 99,371 (19,379) 6.54% 489
FNMA P254403 1/1/2017 6.00% 9,000 8,392 8,599 7,560 7,829 (770) 5.71% 34
FNMA P555013 1/1/2017 5.50% 142,000 133,944 135,883 135,883 5.27% 537
FNMA P685665 1/1/2018 5.00% 237,000 240,166 244,339 244,339 4.84% 889
U.S. Treasury Strips 8/15/2020 0.00% 226,000 75,541 85,159 75,542 94,174 9,015
U.S. Treasury Strips 8/15/2020 0.00% 13,000 5,157 5,417 5,417
U.S. Treasury Bond 2/15/2029 0.00% 264,000 259,195 269,016 255,371 281,572 12,556 4.92% 499
U.S. Treasury Bond 2/15/2029 0.00% 23,000 23,282 24,530 24,530 4.92% 43
FHLMC C55740 1/1/2030 7.00% 201,398 114,310 116,149 92,629 95,008 (21,141) 6.64% 473
Federal Nat'l Mtg Assoc 11/15/2030 6.63% 113,000 120,940 127,690 120,940 135,706 8,016 5.51% 2,142
Federal Nat'l Mtg Assoc 11/15/2030 6.63% 6,000 6,950 7,205 7,205 5.51% 114
FHLMC GO 1217 1/1/2031 7.00% 214,470 58,188 58,183 58,183 6.64% 290
FHLMC GO 1228 1/1/2031 7.00% 193,365 66,991 68,306 48,899 50,358 (17,948) 6.64% 251
FNMA P254262 1/1/2032 6.00% 190,000 176,766 183,128 161,420 170,210 (12,918) 5.76% 735
FNMA P634481 1/1/2032 6.50% 285,000 263,209 269,482 225,158 233,381 (36,101) 6.21% 1,089
FNMA P640058 1/1/2032 6.50% 47,000 40,375 41,692 35,665 37,285 (4,407) 6.21% 174
FHLMC GO 1381 1/1/2032 7.00% 9,000 6,449   6,515 5,043 5,145 (1,370) 6.64% 26
FHLMC C67305 1/1/2032 7.00% 18,000 15,863 16,050 12,655 12,931 (3,119) 6.64% 64
FNMA P652398 1/1/2032 6.50% 22,000 20,716 21,138 17,432 18,007 (3,131) 6.21% 84
FNMA P545691 1/1/2032 6.50% 40,000 31,570 31,645 31,645 6.21% 148
FNMA P254346 1/1/2032 6.50% 9,000 8,095 8,258 6,870 7,094 (1,164) 6.21% 33
FNMA P254345 1/1/2032 6.00% 45,000 42,206 44,201 39,092 41,669 (2,532) 5.76% 180
FNMA P254676 1/1/2033 6.00% 33,000 34,155 34,361 34,361 5.76% 149
FNMA P555286 1/1/2018 6.00% 15,000 15,679 15,675 15,675 6.00%
FNMA P681119 1/1/2018 5.00% 5,000     5,171 5,216 5,216 5.27% 21
3,947,233 2,465,320 2,518,363 2,767,504 2,882,136 363,773 19,508
Weighted Average Years to Maturity 17.23
Weighted Average Yield 5.41%