Stephen F. Austin State University
Inventory of Fixed Securites
Operating Funds
May 31, 2006
Beginning Period Ending Period
Maturity Face 3/1/2006 3/1/2006 5/31/2006 5/31/2006 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
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 $1,593,808 ($1,593,808)
U.S. Treasury Inflation Note 04/15/10 adjusted 317,000 $313,669 $315,754 ($315,754)
U.S. Treasury Bill 06/08/06 0.000% 1,600,000 $1,592,867 $1,598,640 $1,598,640
U.S. Treasury Bill 06/15/06 0.000% 1,752,000 $1,744,405 $1,748,776 $1,748,776
U.S. Treasury Note 07/31/06 2.750% 1,500,000 $1,501,987 $1,487,985 $1,500,803 $1,494,780 $6,795 2.75% $13,674
U.S. Treasury Note 11/15/06 3.500% 896,000 $904,810 $888,303 $901,693 $889,629 $1,326 3.52% $1,363
U.S. Treasury Note 03/31/07 3.750% 2,217,000 $2,217,480 $2,194,143 $2,217,242 $2,192,502 ($1,641) 3.79%
U.S. Treasury Note 02/15/08 3.375% 927,000 $917,567 $904,622 $917,567 $901,943 ($2,679) 3.46% $9,075
U.S. Treasury Note 03/15/10 4.000% 1,501,000 $1,505,362 $1,465,531 $1,812,577 $1,754,662 $289,131 4.14% $15,216
Totals 10,393,000 $10,700,813 $10,600,482 $10,687,154 $10,580,932 ($19,550) $39,328
Weighted Average Years to Maturity 0.95
Weighted Average Yield 3.56%