| Stephen F. Austin State University |
| Inventory of
Fixed Securites |
| Endowment
Funds |
| November 30, 2003 |
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Beginning Period |
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Ending Period |
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Maturity |
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Face |
|
9/1/2003 |
|
9/1/2003 |
|
11/30/2003 |
|
11/30/2003 |
|
Market Value |
|
Current |
|
Accrued |
| Security |
|
Date |
|
Coupon |
|
Coupon |
|
Amount |
|
Book Value |
|
Market Value |
|
Book Value |
|
Market Value |
|
Change |
|
Yield |
|
Interest |
| U.S. Treasury Note |
|
11/15/03 |
|
4.250% |
|
4.250% |
|
97,000 |
|
97,581 |
|
97,636 |
|
|
|
|
|
(97,636) |
|
4.22% |
|
|
| U.S. Treasury Note |
|
11/15/03 |
|
4.250% |
|
4.250% |
|
76,000 |
|
76,490 |
|
76,498 |
|
|
|
|
|
(76,498) |
|
4.22% |
|
|
| U.S. Treasury Note |
|
11/15/03 |
|
4.250% |
|
4.250% |
|
3,000 |
|
3,021 |
|
3,019 |
|
|
|
|
|
(3,019) |
|
4.22% |
|
|
| U.S. Treasury Note |
|
09/30/04 |
|
1.875% |
|
1.875% |
|
299,000 |
|
301,035 |
|
300,868 |
|
|
|
|
|
(300,868) |
|
1.86% |
|
|
| U.S. Treasury Note |
|
09/30/04 |
|
1.875% |
|
1.875% |
|
6,000 |
|
6,061 |
|
6,037 |
|
|
|
|
|
(6,037) |
|
1.86% |
|
|
| U.S. Treasury Note |
|
02/15/10 |
|
6.500% |
|
6.500% |
|
52,000 |
|
60,796 |
|
59,767 |
|
|
|
|
|
(59,767) |
|
5.65% |
|
|
| Federal Nat'l Mtg Assoc |
|
06/15/09 |
|
6.375% |
|
6.375% |
|
197,000 |
|
224,477 |
|
219,408 |
|
|
|
|
|
(219,408) |
|
5.72% |
|
|
| Federal Nat'l Mtg Assoc |
|
06/15/09 |
|
6.375% |
|
6.375% |
|
6,000 |
|
6,887 |
|
6,682 |
|
|
|
|
|
(6,682) |
|
5.72% |
|
|
| Federal Nat'l Mtg Assoc |
|
06/15/09 |
|
6.375% |
|
6.375% |
|
2,000 |
|
2,395 |
|
2,227 |
|
|
|
|
|
(2,227) |
|
5.72% |
|
|
| Federal Nat'l Mtg Assoc |
|
06/15/09 |
|
6.375% |
|
6.375% |
|
131,000 |
|
148,486 |
|
145,911 |
|
|
|
|
|
(145,911) |
|
5.72% |
|
|
| FNMA P625941 |
|
01/01/17 |
|
6.000% |
|
6.000% |
|
80,000 |
|
30,508 |
|
31,291 |
|
|
|
|
|
(31,291) |
|
5.79% |
|
|
| FNMA P643837 |
|
01/01/17 |
|
6.000% |
|
6.000% |
|
55,000 |
|
24,045 |
|
24,858 |
|
|
|
|
|
(24,858) |
|
5.79% |
|
|
| FHLMC E0 1186 |
|
01/01/17 |
|
5.500% |
|
5.500% |
|
16,000 |
|
8,247 |
|
8,101 |
|
|
|
|
|
(8,101) |
|
5.38% |
|
|
| FNMA P254403 |
|
01/01/17 |
|
6.000% |
|
6.000% |
|
9,000 |
|
5,232 |
|
5,346 |
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|
|
|
|
(5,346) |
|
5.79% |
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|
| FNMA P555013 |
|
01/01/17 |
|
5.500% |
|
5.500% |
|
142,000 |
|
91,025 |
|
89,261 |
|
|
|
|
|
(89,261) |
|
5.38% |
|
|
| FHLMC E9 2890 |
|
01/01/17 |
|
5.500% |
|
5.500% |
|
163,000 |
|
130,436 |
|
128,247 |
|
|
|
|
|
(128,247) |
|
5.38% |
|
|
| FNMA P555286 |
|
01/01/18 |
|
6.000% |
|
6.000% |
|
15,000 |
|
9,928 |
|
9,836 |
|
|
|
|
|
(9,836) |
|
5.79% |
|
|
| FNMA P685665 |
|
01/01/18 |
|
5.000% |
|
5.000% |
|
228,000 |
|
197,235 |
|
195,505 |
|
|
|
|
|
(195,505) |
|
4.97% |
|
|
| FNMA P681119 |
|
01/01/18 |
|
5.500% |
|
5.500% |
|
5,000 |
|
3,968 |
|
3,920 |
|
|
|
|
|
(3,920) |
|
5.38% |
|
|
| FNMA P688313 |
|
01/01/18 |
|
5.500% |
|
5.500% |
|
6,000 |
|
5,221 |
|
5,125 |
|
|
|
|
|
(5,125) |
|
5.38% |
|
|
| U.S. Treasury Strips |
|
08/15/20 |
|
0.000% |
|
0.000% |
|
214,000 |
|
71,504 |
|
83,065 |
|
|
|
|
|
(83,065) |
|
|
|
|
| U.S. Treasury Strips |
|
08/15/20 |
|
0.000% |
|
0.000% |
|
13,000 |
|
5,157 |
|
5,045 |
|
|
|
|
|
(5,045) |
|
|
|
|
| U.S. Treasury Strips |
|
08/15/20 |
|
0.000% |
|
0.000% |
|
3,000 |
|
1,369 |
|
1,164 |
|
|
|
|
|
(1,164) |
|
|
|
|
| U.S. Treasury Note |
|
02/15/29 |
|
5.250% |
|
5.250% |
|
191,000 |
|
186,104 |
|
187,838 |
|
|
|
|
|
(187,838) |
|
5.33% |
|
|
| U.S. Treasury Note |
|
02/15/29 |
|
5.250% |
|
5.250% |
|
23,000 |
|
23,277 |
|
22,169 |
|
|
|
|
|
(22,169) |
|
5.33% |
|
|
| U.S. Treasury Note |
|
02/15/29 |
|
5.250% |
|
5.250% |
|
29,000 |
|
30,825 |
|
28,519 |
|
|
|
|
|
(28,519) |
|
5.33% |
|
|
| U.S. Treasury Note |
|
02/15/29 |
|
5.250% |
|
5.250% |
|
4,000 |
|
4,480 |
|
3,933 |
|
|
|
|
|
(3,933) |
|
5.33% |
|
|
| FHLMC C55740 |
|
01/01/30 |
|
7.000% |
|
7.000% |
|
201,398 |
|
55,113 |
|
56,530 |
|
|
|
|
|
(56,530) |
|
6.63% |
|
|
| Federal Nat'l Mtg Assoc |
|
11/15/30 |
|
6.625% |
|
6.625% |
|
108,000 |
|
122,614 |
|
118,699 |
|
|
|
|
|
(118,699) |
|
6.02% |
|
|
| Federal Nat'l Mtg Assoc |
|
11/15/30 |
|
6.625% |
|
6.625% |
|
6,000 |
|
6,950 |
|
6,594 |
|
|
|
|
|
(6,594) |
|
6.02% |
|
|
| Federal Nat'l Mtg Assoc |
|
11/15/30 |
|
6.625% |
|
6.625% |
|
27,000 |
|
30,674 |
|
29,674 |
|
|
|
|
|
(29,674) |
|
6.02% |
|
|
| FHLMC GO 1217 |
|
01/01/31 |
|
7.000% |
|
7.000% |
|
214,470 |
|
30,661 |
|
30,650 |
|
|
|
|
|
(30,650) |
|
6.64% |
|
|
| FHLMC GO 1228 |
|
01/01/31 |
|
7.000% |
|
7.000% |
|
193,365 |
|
25,758 |
|
26,520 |
|
|
|
|
|
(26,520) |
|
6.64% |
|
|
| FNMA P254262 |
|
01/01/32 |
|
6.000% |
|
6.000% |
|
190,000 |
|
103,188 |
|
106,239 |
|
|
|
|
|
(106,239) |
|
5.90% |
|
|
| FNMA P634481 |
|
01/01/32 |
|
6.500% |
|
6.500% |
|
285,000 |
|
130,251 |
|
133,570 |
|
|
|
|
|
(133,570) |
|
6.27% |
|
|
| FNMA P640058 |
|
01/01/32 |
|
6.500% |
|
6.500% |
|
47,000 |
|
18,945 |
|
19,595 |
|
|
|
|
|
(19,595) |
|
6.27% |
|
|
| FHLMC GO 1381 |
|
01/01/32 |
|
7.000% |
|
7.000% |
|
9,000 |
|
2,891 |
|
2,949 |
|
|
|
|
|
(2,949) |
|
6.64% |
|
|
| FHLMC C67305 |
|
01/01/32 |
|
7.000% |
|
7.000% |
|
18,000 |
|
8,293 |
|
8,463 |
|
|
|
|
|
(8,463) |
|
6.65% |
|
|
| FNMA P652398 |
|
01/01/32 |
|
6.500% |
|
6.500% |
|
22,000 |
|
9,941 |
|
10,159 |
|
|
|
|
|
(10,159) |
|
6.27% |
|
|
| FNMA P254346 |
|
01/01/32 |
|
6.500% |
|
6.500% |
|
9,000 |
|
3,846 |
|
3,929 |
|
|
|
|
|
(3,929) |
|
6.27% |
|
|
| FNMA P254345 |
|
01/01/32 |
|
6.000% |
|
6.000% |
|
45,000 |
|
25,318 |
|
26,350 |
|
|
|
|
|
(26,350) |
|
5.90% |
|
|
| FNMA P545819 |
|
01/01/32 |
|
6.500% |
|
6.500% |
|
275,000 |
|
108,719 |
|
108,153 |
|
|
|
|
|
(108,153) |
|
6.27% |
|
|
| FNMA P667599 |
|
01/01/32 |
|
6.500% |
|
6.500% |
|
8,000 |
|
4,434 |
|
4,394 |
|
|
|
|
|
(4,394) |
|
6.27% |
|
|
| FNMA P254676 |
|
01/01/33 |
|
6.000% |
|
6.000% |
|
22,000 |
|
18,510 |
|
18,182 |
|
|
|
|
|
(18,182) |
|
5.90% |
|
|
| FNMA P555591 |
|
01/01/33 |
|
5.500% |
|
5.500% |
|
189,000 |
|
180,615 |
|
180,006 |
|
|
|
|
|
(180,006) |
|
5.51% |
|
|
| Fed Home Loan
Mtg Corp Notes |
01/15/06 |
|
5.250% |
|
5.250% |
|
355,000 |
|
|
|
|
|
$380,123 |
|
$376,743 |
|
$376,743 |
|
4.94% |
|
$6,885 |
| Fed Natl Mtg
Assoc Sub Notes |
02/01/11 |
|
6.250% |
|
6.250% |
|
242,000 |
|
|
|
|
|
$266,777 |
|
$264,612 |
|
$264,612 |
|
5.71% |
|
$4,915 |
| FNMA P254903 |
|
01/01/33 |
|
5.000% |
|
5.000% |
|
320,000 |
|
|
|
|
|
$314,139 |
|
$312,744 |
|
$312,744 |
|
5.09% |
|
$1,194 |
| Hewlett Packard Co. Notes |
|
06/15/05 |
|
7.150% |
|
7.150% |
|
112,000 |
|
|
|
|
|
$120,733 |
|
$120,365 |
|
$120,365 |
|
6.65% |
|
$3,626 |
| Gen Motors
Accept Corp Notes |
07/15/05 |
|
7.500% |
|
7.500% |
|
113,000 |
|
|
|
|
|
$120,589 |
|
$120,888 |
|
$120,888 |
|
7.01% |
|
$3,131 |
| Ford Motor Credit Co.
Notes |
|
08/01/05 |
|
7.600% |
|
7.600% |
|
113,000 |
|
|
|
|
|
$120,019 |
|
$120,254 |
|
$120,254 |
|
7.14% |
|
$2,791 |
| FleetBoston Finl Corp
Notes |
|
09/15/05 |
|
7.250% |
|
7.250% |
|
118,000 |
|
|
|
|
|
$128,838 |
|
$128,178 |
|
$128,178 |
|
6.67% |
|
$1,735 |
| Household Finl
Corp Ltd Notes |
01/24/06 |
|
6.500% |
|
6.500% |
|
119,000 |
|
|
|
|
|
$129,273 |
|
$128,381 |
|
$128,381 |
|
6.02% |
|
$2,664 |
| Liberty Media Notes |
|
|
|
floating |
|
floating |
|
119,000 |
|
|
|
|
|
$119,811 |
|
$120,250 |
|
$120,250 |
|
|
|
|
| United Tech Corp Notes |
|
11/01/06 |
|
4.875% |
|
4.875% |
|
140,000 |
|
|
|
|
|
$148,629 |
|
$147,795 |
|
$147,795 |
|
4.61% |
|
$512 |
| Province of Ontario Bond |
|
12/15/06 |
|
2.650% |
|
2.650% |
|
118,000 |
|
|
|
|
|
$117,775 |
|
$117,233 |
|
$117,233 |
|
2.66% |
|
$17 |
| Sprint Capital
Corp Co. Guarantee |
01/15/07 |
|
6.000% |
|
6.000% |
|
115,000 |
|
|
|
|
|
$122,650 |
|
$121,412 |
|
$121,412 |
|
5.68% |
|
$2,549 |
| General
Electric Cap Corp Bonds |
03/15/07 |
|
5.375% |
|
5.375% |
|
121,000 |
|
|
|
|
|
$130,249 |
|
$129,466 |
|
$129,466 |
|
5.02% |
|
$1,318 |
| Time Warner Inc. Notes |
|
05/01/07 |
|
6.150% |
|
6.150% |
|
117,000 |
|
|
|
|
|
$127,218 |
|
$126,875 |
|
$126,875 |
|
5.67% |
|
$539 |
| Morgan Chase
& Co Global Notes |
05/30/07 |
|
5.250% |
|
5.250% |
|
113,000 |
|
|
|
|
|
$121,016 |
|
$119,860 |
|
$119,860 |
|
4.94% |
|
$2,933 |
| Centex Corp Senior Notes |
|
02/01/11 |
|
7.875% |
|
7.875% |
|
99,000 |
|
|
|
|
|
$115,223 |
|
$115,874 |
|
$115,874 |
|
6.72% |
|
$2,534 |
| Duke Energy Corp Notes |
|
01/15/12 |
|
6.250% |
|
6.250% |
|
121,000 |
|
|
|
|
|
$129,987 |
|
$130,797 |
|
$130,797 |
|
5.78% |
|
$2,794 |
| Intl Paper Co Notes |
|
10/31/12 |
|
multi |
|
multi |
|
115,000 |
|
|
|
|
|
$120,355 |
|
$119,026 |
|
$119,026 |
|
5.65% |
|
|
| Cox
Communications Inc. Notes |
10/01/12 |
|
7.125% |
|
7.125% |
|
103,000 |
|
|
|
|
|
$115,952 |
|
$117,833 |
|
$117,833 |
|
6.22% |
|
$1,162 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,707,233 |
|
2,642,511 |
|
2,641,932 |
|
2,949,356 |
|
2,938,586 |
|
296,654 |
|
|
|
41,299 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Weighted
Average Years to Maturity |
|
|
|
7.07 |
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
| Weighted Average Yield |
|
|
|
|
|
5.54% |
|
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