Stephen F. Austin State University
Inventory of Fixed Securites
Operating Funds
February 28, 2004
Beginning Balance Ending Balance
Maturity Face 12/1/2003 12/1/2003 2/28/2004 2/28/2004 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 06/30/04 2.875% 980,000 $984,118 $990,103 (990,103)
U.S. Treasury Note 08/15/04 6.000% 315,000 $323,743 $325,533 (325,533)
U.S. Treasury Note 05/31/04 3.250% 650,000 $651,866 $656,909 (656,909)
U.S. Treasury Note 02/15/04 5.875% 1,220,000 $1,228,571 $1,232,200 (1,232,200)
U.S. Treasury Note 08/15/04 6.000% 485,000 $498,462 $501,219 $496,135 $496,062 (5,157) 5.86% $959
U.S. Treasury Note 03/31/05 1.625% 5,741,000 $5,782,329 $5,742,781 $5,774,640 $5,767,925 25,144 1.61% $38,235
U.S. Treasury Note 05/15/05 6.750% 700,000 $753,349 $750,967 $744,126 $746,158 (4,809) 6.33% $13,500
U.S. Treasury Note 08/15/05 6.500% 1,200,000 $1,284,800 $1,289,256 1,289,256 6.05% $2,571
U.S. Treasury Note 02/15/06 5.625% 1,000,000 $1,075,467 $1,077,500 1,077,500 5.22% $1,854
U.S. Treasury Note 05/15/07 4.375% 300,000 $312,001 $315,843 $311,129 $319,783 3,940 4.10% $3,750
$10,534,439 $10,515,555 $9,686,297 $9,696,684 ($818,871) $60,869
Weighted Average Years to Maturity 1.27
Weighted Average Yield 3.21%
38214 38045 0.4630137 485,000 224561.644 5.86% 28421
38442 38045 1.0876712 5,741,000 6244320.55 1.61% 92430.1
38487 38045 1.2109589 700,000 847671.233 6.33% 44310
38579 38045 1.4630137 1,200,000 1755616.44 6.05% 72600
38763 38045 1.9671233 1,000,000 1967123.29 5.22% 52200
39217 38045 3.2109589 300,000 963287.671 4.10% 12300
9.4027397 9,426,000 12002580.8 302261.1
1.27334827 0.032066741