Stephen F. Austin State University
Inventory of Fixed Securites
Operating 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 12/08/05 0.000% 1,000,000 $996,900 $999,278 ($999,278)
U.S. Treasury Note 02/15/06 5.625% 746,000 $751,998 $748,768 ($748,768)
U.S. Treasury Bill 03/09/06 0.000% 1,752,000 $1,746,188 $1,750,336 $1,750,336
U.S. Treasury Note 04/30/06 2.250% 1,600,000 $1,593,750 $1,587,120 $1,593,750 $1,593,808 $6,688 2.25% $11,934
U.S. Treasury Note 07/31/06 2.750% 1,500,000 $1,503,145 $1,484,295 $1,501,987 $1,487,985 $3,690 2.77% $3,191
U.S. Treasury Note 11/15/06 3.500% 896,000 $907,892 $888,232 $904,810 $888,303 $71 3.53% $9,096
U.S. Treasury Note 03/31/07 3.750% 2,217,000 $2,217,713 $2,197,247 $2,217,480 $2,194,143 ($3,104) 3.78% $34,488
U.S. Treasury Note 02/15/08 3.375% 927,000 $917,567 $906,866 $917,567 $904,622 ($2,244) 3.45% $1,124
U.S. Treasury Note 03/15/10 4.000% 1,501,000 $1,505,688 $1,475,678 $1,505,362 $1,465,531 ($10,147) 4.09% $27,532
U.S. Treasury Inflation Note 04/15/10 adjusted 317,000 $313,669 $315,805 $313,669 $315,754 ($51) 0.91% $1,036
10,710,000 $10,708,322 $10,603,289 $10,700,813 $10,600,482 ($2,807) $88,401
Weighted Average Years to Maturity 1.59
Weighted Average Yield 2.70%