Stephen F. Austin State University
Inventory of Fixed Securites
Operating Funds
May 31, 2007
Beginning Period Ending Period
Maturity Face 3/1/2007 5/31/2007 3/1/2007 5/31/2007 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% $2,216,534 $2,216,534 $2,214,051 ($2,214,051)
U.S. Treasury Note 02/15/08 3.375% $1,927,000 $1,892,528 $1,899,367 $1,892,528 $1,904,878 $5,511 3.41% $18,864
U.S. Treasury Note 12/15/08 3.375% $1,500,000 $1,446,210 $1,467,420 $1,446,210 $1,464,615 ($2,805) 3.45% $23,226
U.S. Treasury Note 07/15/09 3.625% $1,500,000 $1,447,265 $1,467,720 $1,447,265 $1,461,210 ($6,510) 3.72% $20,428
U.S. Treasury Note 03/15/10 4.000% $1,818,000 $1,811,589 $1,790,730 $1,811,252 $1,777,095 ($13,635) 4.09% $15,216
U.S. Treasury Note 01/15/11 4.250% $1,350,000 $1,318,570 $1,337,243 $1,318,570 $1,323,527 ($13,716) 4.33% $21,555
U.S. Treasury Note 10/31/11 4.625% $1,000,000 $1,003,535 $1,004,300 $1,003,340 $990,940 ($13,360) 4.66% $3,896
U.S. Treasury Note 08/15/12 4.437% $2,400,000     $2,386,084 $2,351,256 $2,351,256 4.46% $30,456
$13,711,534 $11,136,231 $11,180,831 $11,305,249 $11,273,521 $92,690 $133,641
Weighted Average Years to Maturity 2.94
Weighted Average Yield 4.00%