Stephen F. Austin State University
Inventory of Fixed Securities
Endowment
November 30, 2005
Beginning Period Ending Period
Maturity Face 9/1/2005 9/1/2005 11/30/2005 11/30/2005 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 $588,623 ($588,623)
U.S. Treasury Note 11/30/05 1.875% 197,000 $195,253 $196,208 ($196,208)
U.S. Treasury Note 11/30/05 1.875% 161,000 $160,086 $160,353 ($160,353)
U.S. Treasury Note 08/15/07 2.750% 160,000 $159,486 $156,757 $159,486 $155,669 ($1,088) 2.82% $1,280
U.S. Treasury Note 11/15/14 4.250% 714,000 $730,733 $736,948 $719,484 $699,106 ($37,842) 4.34% $1,258
U.S. Treasury Note 05/15/16 7.250% 173,000 $213,699 $219,582 $212,650 $210,167 ($9,415) 5.96% $520
U.S. Treasury Note 11/15/14 4.250% 124,000 $123,395 $121,413 $121,413 4.34% $218
U.S. Treasury Note 02/08/06 1.625% 599,999   $595,513 $595,634 $595,634 1.63% $2,447
U.S. Treasury Note 08/15/07 2.750% 14,000 $13,598   $13,621 $13,621 2.82% $112
U.S. Treasury Note 07/10/10 3.875% 309,000 $307,553 $301,865 $301,865 3.96% $4,487
U.S. Treasury Note 05/15/16 7.250% 25,000 $30,054 $30,371 $30,371 5.96% $75
Fed Nat'l Mtg Assoc. Note 02/01/11 6.250% 250,000 $268,813 $272,188 $267,918 $263,437 ($8,751) 5.93% $5,165
Household Finl Corp Ltd Notes 01/24/06 6.500% 69,000 $86,211 $85,779 $69,361 $69,185 ($16,594) 6.48% $1,570
IBM Corp Notes 10/01/06 4.875% 140,000 $161,702 $161,189 $141,147 $140,175 ($21,014) 4.86% $1,119
Province of Ontario Bond 12/15/06 2.650% 135,000 $134,624 $132,732 $134,618 $132,304 ($428) 2.70% $1,640
J.P. Morgan Chase Notes 01/17/11 floating 55,000 $55,135 $54,970 $54,970
General Electric Capital Notes 01/15/13 5.450% 137,000 $160,259 $161,337 $143,281 $139,487 ($21,850) 5.35% $2,800
Goldman Sachs Notes 10/01/14 5.000% 62,000 $62,021 $62,413 $62,021 $60,379 ($2,034) 4.70% $508
$2,918,814 $2,934,109 $3,035,214 $2,987,783 $925,790 $23,199
Weighted Average Years to Maturity 4.98
Weighted Average Yield 3.95%