Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Fund
February 28, 2005
Beginning Period Ending Period
Maturity Face 12/1/2004 12/1/2004 2/28/2005 2/28/2005 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
United Tech Corp Notes 11/01/16 4.875% 146,000 $151,877 $150,318 (150,318)
Sprint Capital Corp Co. Guarantee 01/15/07 6.000% 116,000 $121,192 $121,455 (121,455)
NM SLM Corp Notes 01/31/14 floating 131,000 $131,149 $132,649 (132,649)
FNMA P725948 2034 5.500% 306,000 $309,384 $307,599 (307,599)
Fed Home Loan Mtg Notes 01/15/06 5.250% 119,000 $123,090 $121,938 (121,938)
U.S. Treasury Note 11/30/05 1.875% 685,000 $679,153 $678,739 678,739 1.89% $3,069
U.S. Treasury Note 08/15/07 2.750% 247,000   $246,445 $244,075 $246,445 $241,701 (2,374) 2.81% $188
Fed Nat'l Mtg Assoc. Note 02/01/11 6.250% 246,000 $267,130 $268,523 $266,254 $265,834 (2,689) 5.78% $1,024
U.S. Treasury Note 11/15/14 4.250% 500,000 $504,748 $495,705 $504,630 $495,255 (450) 4.29% $5,988
U.S. Treasury Note 05/15/16 7.250% 122,000 $152,347 $151,427 151,427 5.84% $2,492
Ford Motor Credit Co. Notes 08/01/05 7.600% 118,000 $120,922 $121,180 $119,851 $119,900 (1,280) 7.47% $597
Household Finl Corp Ltd Notes 01/24/06 6.500% 124,000 $129,615 $128,601 $128,402 $127,211 (1,390) 6.33% $694
Liberty Media Notes floating 123,000 $123,561 $124,587 $123,484 $124,514 (73)
Province of Ontario Bond 12/15/06 2.650% 125,000 $124,814 $123,493 $124,808 $122,571 (922) 2.70% $644
Morgan Chase & Co Global Notes 05/30/07 5.250% 117,000 $122,864 $121,650 $122,575 $120,125 (1,525) 5.11% $1,450
General Electric Capital Notes 04/01/09 3.125% 134,000 $133,725 $129,221 $133,725 $128,094 (1,127) 3.26% $1,676
General Motors Accept Notes 01/19/10 7.750% 112,000 $125,967 $120,012 $125,260 $116,897 (3,115) 7.42% $868
Alcan Inc. Global Notes 02/15/14 5.200% 121,000 $121,067 $123,784 $121,063 $123,315 (469) 5.10% $699
Goldman Sachs Notes 10/01/14 5.000% 124,000 $124,075 $121,960 $124,073 $123,053 1,093 5.03% $2,514
$1,098,000 $2,981,625 $2,956,750 $2,972,070 $2,938,636 (18,114) $21,903
Weighted Average Years to Maturity 4.62
Weighted Average Yield 4.10%