Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment 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% $590,000 $590,104 $587,463 $590,026 $589,215 $1,752 3.75% $9,178
U.S. Treasury Note 05/15/07 4.375% $32,000 $32,318 $31,909 $32,144 $31,948 $39 4.38% $406
U.S. Treasury Note 02/15/08 3.375% $589,000 $580,984 $579,429 $580,984 $580,554 $1,125 3.42% $714
U.S. Treasury Note 12/15/08 3.375% $700,000 $674,898 $683,704 $674,898 $684,796 $1,092 3.44% $4,868
U.S. Treasury Note 07/15/09 3.625% $500,000 $482,421 $489,240 $482,421 $489,180 ($60) 3.70% $2,203
U.S. Treasury Note 03/15/10 4.000% $595,000 $593,335 $586,539 $593,214 $586,075 ($464) 4.06% $10,914
U.S. Treasury Note 01/15/11 4.250% $490,000 $478,592 $486,227 $478,592 $485,370 ($857) 4.29% $2,531
U.S. Treasury Note 10/31/11 4.625% $300,000 $301,115 $302,274 $301,063 $301,289 ($985) 4.60% $4,599
$3,796,000 $3,733,767 $3,746,785 $3,733,342 $3,748,427 $1,642 $35,413
Weighted Average Years to Maturity 2.16
Weighted Average Yield 3.83%