| Stephen F. Austin State University | ||||||||||||||||||||
| Inventory of Fixed Securities | ||||||||||||||||||||
| Endowment Fund | ||||||||||||||||||||
| November 30, 2004 | ||||||||||||||||||||
| Beginning Period | Ending Period | |||||||||||||||||||
| Maturity | Face | 9/1/2004 | 9/1/2004 | 11/30/2004 | 11/30/2004 | Market Value | Current | Accrued | ||||||||||||
| Security | Date | Coupon | Amount | Book Value | Market Value | Book Value | Market Value | Change | Yield | Interest | ||||||||||
| Fed Home Loan Mtg Notes | 01/15/06 | 5.250% | 119,000 | $124,011 | $123,723 | $123,090 | $121,938 | (1,785) | 5.12% | $2,342 | ||||||||||
| U.S. Treasury Note | 08/15/07 | 2.750% | 247,000 | $495,918 | $497,193 | $246,445 | $244,075 | (253,118) | 2.78% | $1,975 | ||||||||||
| Fed Nat'l Mtg Assoc. Note | 02/01/11 | 6.250% | 246,000 | $268,018 | $271,753 | $267,130 | $268,523 | (3,230) | 5.72% | $5,083 | ||||||||||
| U.S. Treasury Note | 11/15/14 | 4.250% | 500,000 | $504,748 | $495,705 | 495,705 | 4.28% | $881 | ||||||||||||
| FNMA P725948 | 2034 | 5.500% | 306,000 | $309,384 | $307,599 | 307,599 | 5.43% | $1,346 | ||||||||||||
| Ford Motor Credit Co. Notes | 08/01/05 | 7.600% | 118,000 | $122,017 | $123,088 | $120,922 | $121,180 | (1,908) | 7.40% | $2,964 | ||||||||||
| Household Finl Corp Ltd Notes | 01/24/06 | 6.500% | 124,000 | $130,859 | $130,609 | $129,615 | $128,601 | (2,008) | 6.26% | $2,822 | ||||||||||
| Liberty Media Notes | floating | 123,000 | $123,639 | $124,478 | $123,561 | $124,587 | 109 | |||||||||||||
| United Tech Corp Notes | 11/01/16 | 4.875% | 146,000 | $152,659 | $152,386 | $151,877 | $150,318 | (2,068) | 4.73% | $574 | ||||||||||
| Province of Ontario Bond | 12/15/06 | 2.650% | 125,000 | $124,820 | $124,076 | $124,814 | $123,493 | (583) | 2.68% | $1,518 | ||||||||||
| Sprint Capital Corp Co. Guarantee | 01/15/07 | 6.000% | 116,000 | $121,814 | $123,216 | $121,192 | $121,455 | (1,761) | 5.73% | $2,611 | ||||||||||
| Morgan Chase & Co Global Notes | 05/30/07 | 5.250% | 117,000 | $123,463 | $123,371 | $122,864 | $121,650 | (1,721) | 5.04% | |||||||||||
| General Electric Capital Notes | 04/01/09 | 3.125% | 134,000 | $133,725 | $130,725 | $133,725 | $129,221 | (1,504) | 3.24% | $687 | ||||||||||
| General Motors Accept Notes | 01/19/10 | 7.750% | 112,000 | $126,690 | $123,757 | $125,967 | $120,012 | (3,745) | 7.23% | $3,159 | ||||||||||
| Alcan Inc. Global Notes | 02/15/14 | 5.200% | 121,000 | $121,067 | $123,784 | $121,067 | $123,784 | 0 | 5.13% | $2,360 | ||||||||||
| NM SLM Corp Notes | 01/31/14 | floating | 131,000 | $131,149 | $132,649 | $131,149 | $132,649 | 0 | ||||||||||||
| Goldman Sachs Notes | 10/01/14 | 5.000% | 124,000 | $124,075 | $121,960 | 121,960 | 5.08% | $1,051 | ||||||||||||
| Duke Energy Corp Notes | 01/15/12 | 6.250% | 121,000 | $130,193 | $131,635 | (131,635) | 5.79% | |||||||||||||
| FNMA P725168 | 2019 | 4.500% | 303,000 | $282,369 | $282,164 | (282,164) | ||||||||||||||
| FNMA P255227 | 2019 | 4.500% | 7,000 | $6,894 | $6,818 | (6,818) | ||||||||||||||
| Hewlett Packard Co. Notes | 06/15/05 | 7.150% | 116,000 | $122,629 | $122,499 | (122,499) | ||||||||||||||
| Fed Nat'l Mtg Assoc. Note | 12/15/08 | 3.375% | 12,000 | $11,879 | $11,942 | (11,942) | ||||||||||||||
| $2,050,000 | $2,853,813 | $2,859,866 | $2,981,625 | 2,956,750 | (448,287) | $29,373 | ||||||||||||||
| Weighted Average Years to Maturity | 8.44 | |||||||||||||||||||
| Weighted Average Yield | 4.91% | |||||||||||||||||||