Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Fund
May 31, 2003
Beginning Period Ending Period
Maturity Face 3/1/2003 3/1/2003 5/31/2003 5/1/2003 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury 4/30/2003 5.75% 215,000 216,675 216,561
U.S. Treasury 4/30/2003 5.75% 42,000 42,327 42,301
U.S. Treasury 11/15/03 4.250% 156,000 165,237 165,442 158,026 158,193 (7,249) 4.19% 270
U.S. Treasury 11/15/03 4.250% 76,000 77,060 77,068 77,068 4.19% 132
U.S. Treasury 09/30/03 1.875% 299,000 301,502 301,804 301,804 1.85% 919
Federal Nat'l Mtg Assoc 06/15/09 6.375% 197,000 232,453 238,106 224,477 235,229 (2,877) 5.33% 5,756
Federal Nat'l Mtg Assoc 06/15/09 6.375% 6,000 6,887 7,003 6,887 7,164 161 5.33% 175
U.S. Treasury 02/15/10 6.500% 70,000 83,412 86,625 80,670 85,815 (810) 5.30% 1,307
U.S. Treasury 02/15/10 6.500% 4,000 4,730 4,812 4,701 4,903 91 5.30% 75
FNMA P535315 1/1/2015 7.00% 64,000 20,144 20,583 (20,583)
FNMA P535631 1/1/2015 7.00% 48,000 14,161 14,517 (14,517)
FNMA P625941 1/1/2017 6.000% 80,000 60,879 63,279 49,018 50,550 (12,729) 5.75% 234
FNMA P643837 1/1/2017 6.000% 55,000 40,356 42,469 33,246 34,558 (7,911) 5.75% 160
FNMA P254403 1/1/2017 6.000% 9,000 7,560 7,829 6,544 6,724 (1,105) 5.75% 31
FNMA P555013 1/1/2017 5.500% 142,000 133,944 135,883 114,412 115,002 (20,881) 5.29% 490
FNMA P555286 1/1/2018 6.000% 15,000 15,679 15,675 12,867 12,825 (2,850) 5.75% 60
FNMA P685665 1/1/2018 5.000% 228,000 240,166 244,339 225,828 231,244 (13,095) 4.81% 898
FNMA P681119 1/1/2018 5.500% 5,000 5,171 5,216 5,031 5,051 (165) 5.29% 22
FNMA P545582 1/1/2017 7.00%   213,000 125,062 128,244     (128,244)  
FNMA P545725 1/1/2017 7.00% 145,000 96,643 99,371 (99,371)
U.S. Treasury Strips 8/15/2020 0.000% 214,000 75,542 94,174 71,504 96,884 2,710
U.S. Treasury Strips 8/15/2020 0.000% 13,000 5,157 5,417 5,157 5,885 468
U.S. Treasury Bond 02/15/29 5.250% 250,000 255,371 281,572 242,077 280,000 (1,572) 4.68% 3,771
U.S. Treasury Bond 02/15/29 5.250% 23,000 23,282 24,530 23,279 25,760 1,230 4.68% 347
U.S. Treasury Bond 02/15/29 5.250% 29,000 30,843 32,480 32,480 4.68% 437
FHLMC C55740 1/1/2030 7.000% 201,398 92,629 95,008 75,852 77,472 (17,536) 6.66% 417
Federal Nat'l Mtg Assoc 11/15/30 6.625% 108,000 120,940 135,706 115,663 137,126 1,420 5.21% 298
Federal Nat'l Mtg Assoc 11/15/30 6.625% 6,000 6,950 7,205 6,950 7,618 413 5.21% 17
FHLMC GO 1217 01/01/31 7.000% 214,470 58,188 58,183 42,444 42,238 (15,945) 6.67% 227
FHLMC GO 1228 01/01/31 7.000% 193,365 48,899 50,358 35,295 36,175 (14,183) 6.67% 195
FNMA P254262 1/1/2032 6.000% 190,000 161,420 170,210 136,107 143,227 (26,983) 5.77% 667
FNMA P634481 1/1/2032 6.500% 285,000 225,158 233,381 174,511 180,184 (53,197) 6.23% 906
FNMA P640058 1/1/2032 6.500% 47,000 35,665 37,285 27,566 28,707 (8,578) 6.23% 144
FHLMC GO 1381 1/1/2032 7.000% 9,000 5,043 5,145 3,866 3,926 (1,219) 6.67% 21
FHLMC C67305 1/1/2032 7.000% 18,000 12,655 12,931 10,481 10,662 (2,269) 6.67% 57
FNMA P652398 1/1/2032 6.500% 22,000 17,432 18,007 13,332 13,718 (4,289) 6.23% 69
FNMA P254346 1/1/2032 6.500% 9,000 6,870 7,094 5,408 5,563 (1,531) 6.23% 28
FNMA P254345 1/1/2032 6.000% 45,000 39,092 41,669 33,715 35,864 (5,805) 5.77% 167
FNMA P545819 1/1/2032 6.500% 275,000 151,707 151,961 151,961 6.23% 765
FNMA P254676 1/1/2033 6.000% 22,000 34,155 34,361 21,797 21,885 (12,476) 5.77% 102
FNMA P545691 1/1/2032 6.50% 40,000 31,570 31,645     (31,645)  
4,283,233 2,767,504 2,882,136 2,527,823 2,663,465 71,836 19,164
Weighted Average Years to Maturity 17.41
Weighted Average Yield 4.08%