Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Fund
November 30, 2002
Beginning Period Ending Period
Maturity Face 9/1/2002 9/1/2002 11/30/2002 11/30/2002 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 04/30/03 5.750% 74,000 $75,662 $75,987 ($75,987)
U.S. Treasury Note 04/30/03 5.750% 116,000 $118,474 $119,117 $85,450 $85,548 ($33,569) 5.64% $603
U.S. Treasury Note 04/30/03 5.750% 262,000 $268,653 $269,041 $133,162 $133,415 ($135,626) 5.64% $387
U.S. Treasury Note 02/15/10 6.500% 72,000 $83,849 $83,610 $83,610 5.59% $1,348
U.S. Treasury Bond 02/15/29 5.250% 213,000 $200,934 $217,324 $205,996 $213,799 ($3,525) 5.23% $3,220
U.S. Treasury Bond 02/15/29 5.250% 55,000 $53,191 $55,206 $55,206 5.23% $831
U.S. Treasury Strips 08/15/20 0.000% 226,000 $76,887 $87,902 $75,541 $85,159 ($2,743)
FHLMC 03/15/09 5.750% 38,000 $39,036 $41,515 ($41,515)
FHLMC 03/15/09 5.750% 279,000 $284,581 $304,808 ($304,808)
FHLMC 03/15/09 5.750% 25,000 $25,799 $27,312 ($27,312)
FHLMC C55740 2030 7.000% 201,398 $139,275 $141,222 $114,310 $116,149 ($25,073) 6.70% $606
FHLMC GO 1228 2031 7.000% 193,365 $90,265 $91,863 $66,991 $68,306 ($23,557) 6.70% $356
FHLMC GO 1381 2032 7.000% 9,000 $8,015 $8,082 $6,449 $6,515 ($1,567) 6.70% $34
FHLMC C67305 2032 7.000% 18,000 $17,793 $17,970 $15,863 $16,050 ($1,920) 6.70% $84
FNMA 11/15/30 6.625% 113,000 $95,668 $105,280 $120,940 $127,690 $22,410 5.86% $293
FNMA 06/15/09 6.375% 204,000 $232,453 $229,118 $229,118 5.67% $5,924
FNMA P535315 2015 7.000% 64,000 $30,082 $30,406 $24,982 $25,318 ($5,088) 6.60% $130
FNMA P535631 2015 7.000% 48,000 $22,315 $22,629 $17,943 $18,239 ($4,390) 6.61% $94
FNMA P625941 2017 6.000% 80,000 $78,401 $80,219 $73,051 $75,126 ($5,093) 5.77% $338
FNMA P545582 2017 7.000% 213,000 $186,175 $188,857 $154,643 $157,242 ($31,615) 6.61% $809
FNMA P643837 2017 6.000% 55,000 $53,560 $55,238 $47,863 $49,614 ($5,624) 5.77% $223
FNMA P545725 2017 7.000% 145,000 $137,084 $132,823 $116,243 $118,750 ($14,073) 6.59% $609
FNMA P254403 2017 6.000% 9,000 $9,061 $9,237 $8,392 $8,599 ($638) 5.77% $39
FNMA P254262 2032 6.000% 190,000 $189,748 $195,933 $176,766 $183,128 ($12,805) 5.88% $836
FNMA P634481 2032 6.500% 285,000 $281,120 $287,561 $263,209 $269,482 ($18,079) 6.28% $1,320
FNMA P640058 2032 6.500% 47,000 $45,352 $45,365 $40,375 $41,692 ($3,673) 6.28% $204
FNMA P254346 2032 6.500% 9,000 $9,002 $9,181 $8,095 $8,258 ($923) 6.28% $40
FNMA P254345 2032 6.000% 45,000 $144,366 $150,693 $42,206 $44,201 ($106,492) 5.86% $202
FNMA P652398 2032 6.500% 22,000 $22,090 $22,520 $20,724 $21,149 ($1,371) 6.28% $103
FNMA P254405 2032 6.000% 51,000 $50,702 $51,941 ($51,941)
FED FARM CREDIT BANK 12/3/2002 0.000% 277,000     $276,633 $277,000 $277,000    
$2,700,100 $2,790,026 $2,465,320 $2,518,363 (271,663) $18,633