Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment
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% $590,000 $590,026 $589,215 ($589,215)
U.S. Treasury Note 05/15/07 4.375% $32,000 $32,144 $31,948 ($31,948)
U.S. Treasury Note 02/15/08 3.375% $589,000 $580,984 $580,554 $580,984 $582,238 $1,684 3.41% $5,766
U.S. Treasury Note 12/15/08 3.375% $700,000 $674,898 $684,796 $674,898 $683,487 ($1,309) 3.45% $10,839
U.S. Treasury Note 07/15/09 3.625% $500,000 $482,421 $489,180 $482,421 $487,070 ($2,110) 3.72% $6,809
U.S. Treasury Note 03/15/10 4.000% $595,000 $593,214 $586,075 $593,090 $581,613 ($4,462) 4.09% $4,980
U.S. Treasury Note 01/15/11 4.250% $490,000 $478,592 $485,370 $478,592 $480,391 ($4,979) 4.33% $7,824
U.S. Treasury Note 10/31/11 4.625% $300,000 $301,063 $301,289 $301,001 $297,282 ($4,007) 4.66% $1,168
U.S. Treasury Note 08/15/12 4.375% $675,000     $671,088 $661,291 $661,291 4.46% $8,566
$4,471,000 $3,733,342 $3,748,427 $3,782,074 $3,773,372 $24,945 $45,952
Weighted Average Years to Maturity 2.82
Weighted Average Yield 3.97%