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Stephen F. Austin State University
Inventory of Fixed Securites
Quasi 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
U.S. Treasury Note 11/15/06 3.500% 275,000 $275,790 $274,076 ($274,076)
U.S. Treasury Note 03/31/07 3.750% 590,000 $590,181 $585,345 $590,104 $587,463 $2,118 3.76% $3,708
U.S. Treasury Note 05/15/07 4.375% 32,000 $32,492 $31,846 $32,318 $31,909 $63 4.38% $58
U.S. Treasury Note 02/15/08 3.375% 589,000 $580,984 $576,713 $580,984 $579,429 $2,716 3.43% $5,780
U.S. Treasury Note 12/15/08 3.375% 700,000 $674,898 $679,546 $674,898 $683,704 $4,158 3.45% $10,844
U.S. Treasury Note 07/15/09 2.625% 500,000 $482,421 $485,705 $482,421 $489,240 $3,535 3.70% $6,797
U.S. Treasury Note 03/15/10 4.000% 595,000 $593,451 $581,541 $593,335 $586,539 $4,998 4.05% $4,997
U.S. Treasury Note 01/15/11 4.250% 490,000 $478,596 $481,254 $478,596 $486,227 $4,973 4.28% $7,809
U.S. Treasury Note 10/31/11 4.625% 300,000     $301,115 $302,274 $302,274 4.59% $1,150
3,796,000 $3,708,813 $3,696,026 $3,733,771 $3,746,785 $50,759 $41,143
Weighted Average Years to Maturity 2.40
Weighted Average Yield 3.83%