Stephen F. Austin State University
Inventory of Fixed Securites
Operating Funds
August 31, 2006
Beginning Period Ending Period
Maturity Face 6/1/2006 6/1/2006 8/31/2006 8/31/2006 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Bill 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 $1,500,803 $1,494,780 (1,494,780)
U.S. Treasury Note 11/15/06 3.500% 896,000 $901,693 $889,629 $898,576 $892,989 3,360 3.51% $9,203
U.S. Treasury Note 03/31/07 3.750% 2,217,242 $2,217,242 $2,192,502 $2,217,003 $2,199,508 7,006 3.77% $34,754
U.S. Treasury Note 02/15/08 3.375% 927,000 $917,567 $901,943 $917,567 $907,663 5,720 3.44% $1,360
U.S. Treasury Note 03/15/10 4.000% 1,818,000 $1,812,577 $1,754,662 $1,812,238 $1,776,877 22,215 4.09% $33,396
U.S. Treasury Note 02/15/08 3.375% 1,000,000 $974,960 $979,140 979,140 3.44% $1,467
U.S. Treasury Note 12/15/08 3.375% 1,500,000 $1,446,210 $1,456,170 1,456,170 3.47% $10,651
U.S. Treasury Note 07/15/09 3.625% 1,500,000 $1,447,265 $1,457,115 1,457,115 3.73% $6,945
U.S. Treasury Note 01/15/11 4.250% 1,350,000     $1,318,575 $1,325,902 1,325,902 4.32% $7,328
$16,060,242 $10,687,154 $10,580,932 $11,032,394 $10,995,364 414,432 $105,104
Weighted Average Years to Maturity 2.17
Weighted Average Yield 3.76%