Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
August 31, 2005
Beginning Period Ending Period
Maturity Face 6/1/2005 6/1/2005 8/31/2005 8/31/2005 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 11/30/05 1.875% 591,000 $585,927 $587,329 $585,927 $588,623 $1,294 1.88% $2,785
U.S. Treasury Note 11/30/05 1.875% 197,000 $195,253 $195,775 $195,253 $196,208 $433 1.88% $928
U.S. Treasury Note 11/30/05 1.875% 161,000 $160,086 $160,353 $160,353 1.88% $759
U.S. Treasury Note 08/15/07 2.750% 160,000 $159,486 $157,104 $159,486 $156,757 ($347) 2.80% $191
Fed Nat'l Mtg Assoc. Note 02/01/11 6.250% 250,000 $269,724 $273,202 $268,813 $272,188 ($1,014) 5.74% $1,302
U.S. Treasury Note 11/15/14 4.250% 725,000 $730,891 $738,086 $730,733 $736,948 ($1,138) 4.18% $9,043
U.S. Treasury Note 05/15/16 7.250% 130,000 $159,748 $165,531 $158,995 $165,004 ($527) 5.71% $2,766
U.S. Treasury Note 05/15/16 7.250% 43,000 $54,704 $54,578 $54,578 5.71% $915
Household Finl Corp Ltd Notes 01/24/06 6.500% 85,000 $86,984 $86,488 $86,211 $85,779 ($709) 6.44% $568
IBM Corp Nots 10/01/06 4.875% 160,000 $162,099 $162,104 $161,702 $161,189 ($915) 4.83% $3,250
Province of Ontario Bond 12/15/06 2.650% 135,000 $134,630 $132,717 $134,624 $132,732 $15 2.69% $755
Citigroup Inc Notes 02/01/08 3.500% 164,000 $161,273 $161,544 ($161,544)
General Electric Capital Notes 01/15/13 5.450% 153,000 $160,513 $161,682 $160,259 $161,337 ($345) 5.16% $1,065
Goldman Sachs Notes 10/01/14 5.000% 62,000 $126,067 $127,057 $62,021 $62,413 ($64,644) 4.96% $1,292
Total $2,932,595 $2,948,619 $2,918,814 $2,934,109 ($14,510) $25,620
Weighted Average Years to Maturity 4.39
Weighted Average Yield 3.67%