Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment
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% 370,000 $368,544 $369,649 ($369,649)
U.S. Treasury Inflation Note 04/15/10 adjusted 107,000 $105,875 $106,580 ($106,580)
U.S. Treasury Note 04/30/06 2.250% 900,000 $896,484 $896,517 ($896,517)
U.S. Treasury Bill 06/08/06 0.000% 900,000 $895,988 $899,235 $899,235
U.S. Treasury Bill 06/15/06 0.000% 370,000 $368,396 $369,319 $369,319
U.S. Treasury Note 07/31/06 2.750% 500,000 $500,662 $495,995 $500,267 $498,260 $2,265 2.75% $4,558
U.S. Treasury Note 11/15/06 3.500% 275,000 $277,703 $272,638 $276,747 $273,045 $407 3.52% $418
U.S. Treasury Note 03/31/07 3.750% 590,000 $590,338 $583,917 $590,259 $583,481 ($436) 3.79%
U.S. Treasury Note 05/15/07 4.375% 32,000 $32,847 $31,873 $32,669 $31,785 ($88) 4.40% $61
U.S. Treasury Note 02/15/08 3.375% 389,000 $385,992 $379,610 $385,992 $378,485 ($1,125) 3.46% $3,808
U.S. Treasury Note 03/15/10 4.000% 488,000 $489,890 $476,467 $489,764 $470,998 ($5,469) 4.14% $4,084
U.S. Treasury Note 03/15/10 4.000% 107,000     $103,813 $103,272 $103,272 4.14% $896
5,028,000 3,648,335 3,613,246 3,643,895 3,607,880 ($5,366) $13,825
Weighted Average Years to Maturity 1.01
Weighted Average Yield 3.58%