Stephen F. Austin State University
Inventory of Fixed Securites
Operating Fund
November 30, 2002
Beginning Period Ending Period
Maturity Face 8/30/2002 8/30/2002 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 02/15/03 6.250% 1,100,000 $1,120,062 $1,122,341 $1,109,201 $1,111,000 ($11,341) 6.18%   $19,803
U.S. Treasury Note 08/15/03 5.750% 648,000 $647,263 $672,500 $645,395 $667,640   ($4,860) 5.58% $10,734
U.S. Treasury Note 01/15/04 3.000% 650,000 $649,809 $660,159 $649,785 $660,361 $202 2.95% $6,411
U.S. Treasury Note 02/15/04 5.875% 600,000 $620,935 $634,314 $617,310 $630,564 ($3,750) 5.59% $10,154
U.S. Treasury Note 02/15/04 5.875% 500,000 $524,713 $525,470 $525,470 5.59% $8,461
U.S. Treasury Note 05/31/04 3.250% 350,000 $350,578 $357,329 $350,496 $357,437 $108 3.18% $5,656
U.S. Treasury Note 05/31/04 3.250% 300,000 $305,048 $306,375 $306,375 3.18% $4,848
U.S. Treasury Note 06/30/04 2.875% 980,000 $992,911 $983,067 $991,148 $995,317 $12,250 2.83% $11,638
U.S. Treasury Note 08/15/04 6.000% 300,000 $312,536 $322,314 $310,913 $320,532 ($1,782) 5.61% $5,185
U.S. Treasury Note 05/15/07 4.375% 300,000 $315,541 $315,282 $315,282 4.16% $508
U.S. Treasury Note 04/30/03 5.750% 855,000 $878,639 $877,982 ($877,982)
FHLMC 07/15/03 5.750% 600,000 $624,515 $620,628 ($620,628)
FNMA 03/15/04 4.750% 1,000,000 $1,028,242 $1,040,940 $1,028,242 $1,037,810 ($3,130) 4.57% $9,764
FNMA 05/14/04 5.625% 900,000   $936,169 $952,029 $936,168 $946,971 $10,802 5.34% $1,969
FNMA 02/14/04 5.625% 300,000 $316,418 $315,657 $315,657 5.34% $656
FNMA 03/15/05 3.875% 2,000,000 $2,069,126 $2,066,881 $2,066,881 3.74% $15,931
FNMA P535631 2015 7.000% 954,485 $443,739 $449,996 ($449,996)
FNMA P630952 2017 6.500% 1,004,331 $960,917 $975,101 ($975,101)
FNMA P625941 2017 6.000% 550,000 $539,467 $551,514     ($551,514)  
$10,105,782 $10,220,214 $10,169,504 $10,257,297 $52,943 $111,718