Stephen F. Austin State University
Inventory of Fixed Securites
Quasi 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 08/31/02 6.250% 250,000 $247,500 $250,000 ($250,000)
U.S. Treasury Note 02/15/03 6.250% 200,000 $203,625 $204,062 $201,672 $202,000 ($2,062) 6.18% $3,601
U.S. Treasury Note 04/30/03 5.750% 200,000 $205,529 $205,376 $203,476   $203,688 ($1,688) 5.64% $921
U.S. Treasury Note 08/15/03 5.750% 254,000 $463,899 $471,165 $258,975 $261,698 ($209,467) 5.58% $4,207
U.S. Treasury Note 02/15/04 5.875% 250,000 $258,723 $264,297 $257,212 $262,735 ($1,562) 5.59% $4,231
U.S. Treasury Note 05/31/04   3.250% 500,000 $501,075 $510,470 $500,921 $510,625 $155 3.18% $8,080
U.S. Treasury Note 05/31/04 3.250% 500,000 $508,413 $510,625 $510,625 3.18% $8,081
U.S. Treasury Note 08/15/04 6.000% 200,000 $208,357 $214,876 $207,275 $213,688 ($1,188) 5.61% $3,457
U.S. Treasury Note 05/15/07 4.375% 100,000 $105,180 $105,094 $105,094 4.16% $169
FHLMC 07/15/03 5.750% 350,000 $364,300 $362,033 ($362,033)
FNMA 03/15/04 4.750% 125,000 $128,461 $130,117 $128,461 $129,726 ($391) 4.57% $1,220
FNMA 05/14/04 5.625% 175,000   $182,251 $185,116 $182,251 $184,133 ($983) 5.34% $383
FNMA 05/14/04 5.625% 200,000 $210,945 $210,438 $210,438 5.34% $438
FNMA 03/15/05 3.875% 600,000 $620,744 $620,065 $620,065 3.74% $4,779
FNMA P535631 2015 7.000% 143,175 $66,561 $67,500 ($67,500)
FNMA P253846 2016 6.500% 60,499 $47,115 $47,991 ($47,991)
FNMA P630952 2017 6.500% 200,866 $191,926 $195,020 ($195,020)
FNMA P625941 2017 6.000% 200,000 $196,002 $200,554 ($200,554)
FNMA P641810 2017 6.000% 50,000 $48,427 $49,808     ($49,808)  
$3,313,751 $3,358,385 $3,385,525 $3,414,515 $56,130 $39,567