Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment
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 12/31/05 1.875% 347,000 $344,289 $346,296 ($346,296)
U.S. Treasury Bill 03/09/06 0.000% 370,000 $368,544 $369,649 $369,649
U.S. Treasury Note 04/30/06 2.250% 900,000 $896,484 $892,755 $896,484 $896,517 $3,762 2.25% $6,713
U.S. Treasury Note 07/31/06 2.750% 500,000 $501,048 $494,765 $500,662 $495,995 $1,230 2.77% $1,064
U.S. Treasury Note 11/15/06 3.500% 275,000 $278,649 $272,616 $277,703 $272,638 $22 3.53% $2,792
U.S. Treasury Note 03/31/07 3.750% 590,000 $590,414 $584,743 $590,338 $583,917 ($826) 3.78% $9,178
U.S. Treasury Note 05/15/07 4.375% 32,000 $33,024 $31,985 $32,847 $31,873 ($112) 4.39% $406
U.S. Treasury Note 02/15/08 3.375% 389,000 $385,992 $380,551 $385,992 $379,610 ($941) 3.45% $471
U.S. Treasury Note 03/15/10 4.000% 488,000 $490,006 $479,769 $489,890 $476,467 ($3,302) 4.09% $8,951
U.S. Treasury Inflation Note 04/15/10 adjusted 107,000 $105,875 $106,595 $105,875 $106,580 ($15) 0.91% $350
3,651,000 $3,625,781 $3,590,075 $3,648,335 $3,613,246 $23,171 $29,925
Weighted Average Years to Maturity 1.21
Weighted Average Yield 3.42%