Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment 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% 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 $500,267 $498,260 ($498,260)
U.S. Treasury Note 11/15/06 3.500% 275,000 $276,747 $273,045 $275,790 $274,076 $1,031 3.51% $2,825
U.S. Treasury Note 03/31/07 3.750% 590,000 $590,259 $583,481 $590,181 $585,345 $1,864 3.77% $9,249
U.S. Treasury Note 05/15/07 4.375% 32,000 $32,669 $31,785 $32,492 $31,846 $61 4.39% $411
U.S. Treasury Note 02/15/08 3.375% 589,000 $385,992 $378,485 $580,984 $576,713 $198,228 3.44% $864
U.S. Treasury Note 12/15/08 3.375% 700,000 $674,898 $679,546 $679,546 3.47% $4,970
U.S. Treasury Note 07/15/09 3.375% 500,000 $482,421 $485,705 $485,705 3.73% $2,315
U.S. Treasury Note 03/15/10 4.000% 595,000 $593,577 $574,270 $593,451 $581,541 $7,271 4.09% $10,930
U.S. Treasury Note 01/15/11 4.250% 490,000     $478,596 $481,254 $481,254 4.32% $2,660
Total 3,771,000 3,643,895 3,607,880 3,708,813 3,696,026 88,146 34,224
Weighted Average Years to Maturity 2.27
Weighted Average Yield 3.76%