Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
August 31, 2006
Beginning Period Ending Period
Maturity Face 6/1/2006 6/1/2006 8/31/2006 8/31/2006 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
Fed Home Loan Mtg  11/16/07 4.375% 351,000 $346,643 $346,283 ($346,283)
Fed Natl Mtg Assoc 10/15/08 4.500% 535,000 $471,331 $470,618 $526,494 $528,981 $58,363 4.55% $9,095
U.S. Treasury Note 07/15/10 3.875% 626,000 $540,296 $528,888 $611,648 $608,491 $79,603 3.98% $3,098
Fed Natl Mtg Assoc 02/01/11 6.250% 150,000 $159,668 $154,220 $159,129 $156,188 $1,968 6.00% $781
Fed Home Loan Mtg 03/15/11 5.625% 446,000 $405,567 $404,886 $451,250 $456,593 $51,707 5.49% $11,568
Fed Natl Mtg Assoc 03/15/12 6.125% 267,000 $718,049 $717,253 $276,403 $280,684 ($436,569) 5.82% $7,541
Province of Ontario 12/15/06 2.650% 70,000 $62,743 $62,121 $69,675 $69,481 $7,360 2.66% $392
GE Electric Corp 04/01/09 3.125% 112,000 $93,993 $93,896 $105,346 $106,551 $12,655 3.28% $1,458
J.P. Morgan Chase Notes 01/17/11 floating 71,000 $62,121 $62,141 $71,138 $71,139 $8,998
Goldman Sachs Notes 10/01/14 5.000% 74,000 $66,681 $62,572 $73,298 $71,134 $8,562 5.20% $1,542
U.S. Treasury Note 11/15/08 3.375% 549,000 $528,153 $533,238 $533,238 3.47% $5,438
U.S. Treasury Note 02/15/16 4.500% 404,000     $383,274 $396,473 $396,473 4.58% $790
3,655,000 $2,927,092 $2,902,878 $3,255,808 $3,278,953 $376,075 $41,703
Weighted Average Years to Maturity 4.23
Weighted Average Yield 4.49%