Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
November 30, 2006
Beginning Period Ending Period
Maturity Face 9/1/2006 9/1/2006 11/30/2006 11/30/2006 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
Fed Natl Mtg Assoc 10/15/08 4.500% 535,000 $526,494 $528,981 $526,495 $532,159 $3,178 4.52% $3,009
U.S. Treasury Note 11/15/08 3.375% 273,000 $528,153 $533,238 $262,795 $266,784 ($266,454) 3.45% $382
U.S. Treasury Note 07/15/10 3.875% 626,000 $611,648 $608,491 $611,626 $614,043 $5,552 3.95% $9,097
Fed Natl Mtg Assoc 02/01/11 6.250% 150,000 $159,129 $156,188 $158,606 $157,641 $1,453 5.94% $3,099
Fed Home Loan Mtg 03/15/11 5.625% 446,000 $451,250 $456,593 $451,250 $461,472 $4,879 5.43% $5,227
Fed Natl Mtg Assoc 03/15/12 6.125% 267,000 $276,403 $280,684 $275,980 $284,355 $3,671 5.75% $3,407
U.S. Treasury Note 02/15/16 4.500% 404,000 $383,274 $396,473 $383,274 $405,135 $8,662 4.48% $5,286
U.S. Treasury Note 02/15/16 4.500% 263,000 $261,818 $263,739 $263,739 4.48% $3,441
Province of Ontario 12/15/06 2.650% 70,000 $69,675 $69,481 $69,669 $69,934 $453 2.65% $850
GE Electric Corp 04/01/09 3.125% 112,000 $105,346 $106,551 $105,347 $107,643 $1,092 3.25% $574
J.P. Morgan Chase Notes 01/17/11 floating 71,000 $71,138 $71,139 $71,139 $71,197 $58
Goldman Sachs Notes 10/01/14 5.000% 74,000 $73,298 $71,134 $73,283 $72,643 $1,509 5.09% $606
3,291,000 $3,255,808 $3,278,953 $3,251,282 $3,306,745 $27,792 $34,978
Weighted Average Years to Maturity 4.57
Weighted Average Yield 4.53%