Stephen F. Austin State University
Inventory of Fixed Securites
Operating Funds
February 28, 2007
Beginning Period Ending Period
Maturity Face 12/1/2006 12/1/2006 2/28/2007 2/28/2007 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 03/31/07 3.750% $2,217,000 $2,216,768 $2,207,467 $2,216,534 $2,214,051 $6,584 3.75% $34,488
U.S. Treasury Note 02/15/08 3.375% $1,927,000 $1,892,528 $1,895,686 $1,892,528 $1,899,367 $3,681 3.42% $2,336
U.S. Treasury Note 12/15/08 3.375% $1,500,000 $1,446,210 $1,465,080 $1,446,210 $1,467,420 $2,340 3.44% $10,431
U.S. Treasury Note 07/15/09 3.625% $1,500,000 $1,447,265 $1,467,720 $1,447,265 $1,467,540 ($180) 3.70% $6,609
U.S. Treasury Note 03/15/10 4.000% $1,818,000 $1,811,919 $1,792,148 $1,811,589 $1,790,730 ($1,418) 4.06% $33,347
U.S. Treasury Note 01/15/11 4.250% $1,350,000 $1,318,570 $1,339,605 $1,318,570 $1,337,243 ($2,362) 4.29% $6,974
U.S. Treasury Note 10/31/11 4.625% $1,000,000 $1,003,718 $1,007,580 $1,003,535 $1,004,300 ($3,280) 4.60% $15,331
$11,312,000 $11,136,978 $11,175,286 $11,136,231 $11,180,651 $5,365 $109,516
Weighted Average Years to Maturity 2.10
Weighted Average Yield 3.84%