Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment
February 29, 2004
  Beginning Period     Ending Period  
Maturity Face 12/1/2003 12/1/2003 2/29/2004 2/29/2004 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 05/31/04 3.250% 720,000 $722,977 $727,653 (727,653)
U.S. Treasury Note 08/15/04 6.000% 200,000 $513,624 $516,720 (516,720)
U.S. Treasury Note 03/31/05 1.625% 1,609,000 $1,620,541 $1,609,498 $1,618,394 $1,616,546 7,048 1.61% $10,716
U.S. Treasury Note 05/15/05 6.750% 520,000 $559,592 $557,861 $552,740   $554,288 (3,573) 6.33% $10,029
U.S. Treasury Note 05/15/05 6.750% 720,000 $765,548 $767,476 767,476 6.33% $13,886
U.S. Treasury Note 02/15/06 5.625% 250,000 $268,866 $269,375 269,375 5.22% $464
U.S. Treasury Note 05/15/07 4.375% 100,000 $104,000 $105,281 $103,710 $106,595 1,314 4.10% $1,250
4,119,000 $3,520,734 $3,517,013 $3,309,258 $3,314,280 (202,733) $36,345
Weighted Average Years to Maturity 1.27
Weighted Average Yield 3.80%
38442 38045 1.0876712 1,609,000 1750063.01 1.61% 25904.9
38487 38045 1.2109589 520,000 629698.63 6.33% 32916
38487 38045 1.2109589 720,000 871890.411 6.33% 45576
38763 38045 1.9671233 250,000 491780.822 5.22% 13050
39217 38045 3.2109589 100,000 321095.89 4.10% 4100
8.6876712 3,199,000 4,064,529 121546.9
1.27056229 3.80%