Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
February 28, 2007
Beginning Period Ending Period
Maturity Face 12/1/2006 12/1/2006 2/28/2007 2/28/2007 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
Province of Ontario 12/15/06 2.650% $70,000 $69,669 $69,934 ($69,934)
U.S. Treasury Note 07/15/10 3.875% $626,000 $611,626 $614,043 ($614,043)
U.S. Treasury Note 11/15/08 3.375% $273,000 $262,795 $266,784 $262,795 $267,166 $382 3.44% $2,673
U.S. Treasury Note 02/15/16 4.500% $667,000 $645,092 $668,874 $645,092 $664,472 ($4,402) 4.51% $1,078
U.S. Treasury Note 11/15/08 3.375% $8,000 $7,806 $7,829 $7,829 3.44% $78
U.S. Treasury Note 11/30/08 4.625% $682,000 $678,820 $681,413 $681,413 4.62% $7,799
U.S. Treasury Note 02/15/16 4.500% $5,000 $4,965 $4,981 $4,981 4.51% $8
Fed Natl Mtg Assoc 10/15/08 4.500% $535,000 $526,495 $532,159 $526,496 $532,491 $332 4.52% $8,894
Fed Natl Mtg Assoc 10/15/08 4.500% $14,000 $13,898 $13,934 $13,934 4.52% $233
Fed Natl Mtg Assoc 02/01/11 6.250% $150,000 $158,606 $157,641 $158,084 $156,796 ($845) 5.97% $704
Fed Natl Mtg Assoc 02/01/11 6.250% $21,000 $21,976 $21,952 $21,952 5.97% $98
Fed Home Loan Mtg 03/15/11 5.625% $446,000 $451,250 $461,472 $450,422 $459,242 ($2,230) 5.46% $11,359
Fed Home Loan Mtg 03/15/11 5.625% $9,000 $9,256 $9,267 $9,267 5.46% $229
Fed Natl Mtg Assoc 03/15/12 6.125% $267,000 $275,980 $284,355 $275,555 $282,270 ($2,085) 5.79% $7,405
Fed Natl Mtg Assoc 03/15/12 6.125% $6,000 $6,340 $6,343 $6,343 5.79% $166
General Electric Corp 04/01/09 3.125% $112,000 $105,347 $107,643 $105,347 $107,963 $320 3.42% $1,429
General Electric Corp 04/01/09 2.125% $2,000 $1,922 $1,928 $1,928 3.42% $25
J.P. Morgan Chase Notes 01/17/11 floating $71,000 $71,139 $71,197 $71,121 $71,256 $59
Eksportfinans Notes 02/14/12 5.000% $108,000 $107,717 $108,683 $108,683 4.96%
Goldman Sachs Notes 10/01/14 5.000% $74,000 $73,283 $72,643 $73,286 $72,336 ($307) 5.11% $1,511
Total $4,146,000 $3,251,282 $3,306,745 $3,420,898 $3,470,322 $163,577 $43,689
Weighted Average Years to Maturity 4.09
Weighted Average Yield 4.74%