Stephen F. Austin State University
Inventory of Fixed Securites
Endowment Funds
November 30, 2003
Beginning Period Ending Period
Maturity 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 (5,346) 5.79%
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
Weighted Average Yield 5.54%