Stephen F. Austin State University
Inventory of Fixed Securities
Endowment
May 31, 2006
Beginning Period Ending Period
Maturity Face 3/1/2006 3/1/2006 5/31/2006 5/31/2006 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 08/15/07 2.750% 174,000 $173,084 $169,215 ($169,215)
U.S. Treasury Note 11/15/08 4.375% 70,000 $70,131 $69,483 ($69,483)
U.S. Treasury Note 11/15/14 4.250% 838,000 $842,727 $816,463 ($816,463)
U.S. Treasury Note 05/15/16 7.250% 198,000 $241,537 $239,641 ($239,641)
IBM Corp Notes 10/01/06 4.875% 140,000 $140,807 $139,895 ($139,895)
General Electric Capital Notes 01/15/13 5.450% 137,000 $143,059 $138,888 ($138,888)
U.S. Treasury Note 07/10/10 3.875% 309,000 $307,530 $299,912 $307,513 $296,062 ($3,850) 4.04% $4,498
Fed natl Ntg Assoc 02/01/11 6.250% 150,000 $267,038 $261,250 $159,668 $154,220 ($107,030) 6.07% $3,125
Province of Ontario 12/15/06 2.650% 63,000 $134,612 $132,585 $62,743 $62,121 ($70,464) 2.68% $770
Goldman Sachs Notes 10/01/14 5.000% 67,000 $62,020 $60,115 $66,678 $62,572 $2,457 5.35% $558
J.P. Morgan Chase Notes 01/17/11 floating 62,000 $55,128 $55,016 $62,121 $62,141 $7,125
U.S. Treasury Note 07/10/10 3.875% 243,000 $232,786 $232,826 $232,826 4.04% $3,538
Fed Home Loan Mtg  11/16/07 4.375% 351,000 $346,643 $346,283 $346,283 4.43% $640
Fed Natl Mtg Assoc 10/15/08 4.500% 479,000 $471,331 $470,618 $470,618 4.58% $2,754
Fed Home Loan Mtg 03/15/11 5.625% 401,000 $405,567 $404,886 $404,886 5.57% $4,762
Fed Natl Mtg Assoc 03/15/12 6.125% 693,000 $718,049 $717,253 $717,253 5.91% $8,961
GE Electric Corp 04/01/09 3.125% 100,000     $93,993 $93,896 $93,896 3.32% $521
Totals 4,475,000 $2,437,673 $2,382,463 $2,927,092 $2,902,878 $520,415 $30,127
Weighted Average Years to Maturity 4.02
Weighted Average Yield 4.93%