Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
February 28, 2006
Beginning Period Ending Period
Maturity Face 12/1/2005 12/1/2005 2/28/2006 2/28/2006 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 02/08/06 1.625% 599,999 $595,513   $595,634 ($595,634)
U.S. Treasury Note 08/15/07 2.750% 174,000 $173,084 $169,290 $173,084 $169,215 ($75) 2.82% $172
U.S. Treasury Note 11/15/08 4.375% 70,000 $70,131 $69,483 $69,483 4.40% $888
U.S. Treasury Note 07/10/10 3.875% 309,000 $307,553 $301,865 $307,530 $299,912 ($1,953) 3.99% $1,455
Fed Nat'l Mtg Assoc. Note 02/01/11 6.250% 250,000 $267,918 $263,437 $267,038 $261,250 ($2,187) 5.98% $1,172
U.S. Treasury Note 11/15/14 4.250% 838,000 $842,879 $820,519 $842,727 $816,464 ($4,055) 4.36% $10,330
U.S. Treasury Note 05/15/16 7.250% 198,000 $242,704 $240,538 $241,537 $239,641 ($897) 5.99% $4,164
Household Finl Corp Ltd Notes 01/24/06 6.500% 69,000 $69,361 $69,185 ($69,185)
IBM Corp Notes 10/01/06 4.875% 140,000 $141,147 $140,175 $140,807 $139,895 ($280) 4.87% $2,787
Province of Ontario Bond 12/15/06 2.650% 135,000 $134,618 $132,304 $134,612 $132,585 $281 2.69% $725
J.P. Morgan Chase Notes 01/17/11 floating 55,000 $55,135 $54,970 $55,128 $55,016 $46
General Electric Capital Notes 01/15/13 5.450% 137,000 $143,281 $139,487 $143,059 $138,888 ($599) 5.37% $892
Goldman Sachs Notes 10/01/14 5.000% 62,000 $62,021 $60,379 $62,020 $60,115 ($264) 5.15% $1,266
2,437,000 $3,035,214 $2,987,783 $2,437,673 $2,382,464 ($605,319) $23,851
Weighted Average Years to Maturity 6.03
Weighted Average Yield 4.42%