Stephen F. Austin State University
Inventory of Fixed Securites
Operating Funds
February 28, 2005
Beginning Period Ending Period
Maturity Face 12/1/2004 12/1/2004 2/28/2005 2/28/2005 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 03/31/05 1.625% 187,000 $241,431 $240,501 $187,087 $186,854 (53,647) 1.62% $1,236
U.S. Treasury Note 05/15/05 6.750% 576,000 $589,467 $587,226 $582,308 $580,723 (6,503) 6.69% $10,955
U.S. Treasury Note 08/15/05 6.500% 1,200,000 $1,240,298 $1,233,420 $1,226,327 $1,219,692 (13,728) 6.39% $2,155
U.S. Treasury Note 12/31/05 1.875% 2,000,000 $1,984,375 $1,982,420 $1,984,375 $1,978,520 (3,900) 1.89% $5,801
U.S. Treasury Note 02/15/06 5.625% 1,000,000 $1,045,844 $1,034,020 $1,036,370 $1,022,770 (11,250) 5.49% $1,554
U.S. Treasury Note 04/30/06 2.250% 2,500,000 $2,490,234 $2,479,875 $2,490,234 $2,468,450 (11,425) 2.27% $18,180
U.S. Treasury Note 07/31/06 2.750% 1,500,000 $1,507,853 $1,495,845 $1,506,691 $1,485,705 (10,140) 2.77% $2,849
U.S. Treasury Note 11/15/06 3.500% 951,000 $976,935 $959,920 $973,619 $950,667 (9,253) 3.50% $9,379
U.S. Treasury Note 05/15/07 4.375% 300,000 $308,469 $308,694 $307,610 $304,698 (3,996) 4.30% $3,698
U.S. Treasury Note 05/15/09 3.875% 110,000 $255,909 $251,646 $112,881 $109,875 (141,771) 3.87% $1,201
U.S. Treasury Note 05/15/09 3.875% 130,000 $132,074 $129,853 129,853 3.87% $1,419
10,454,000 10,640,815 10,573,567 10,539,576 10,437,807 (135,760) 58,427
Weighted Average Years to Maturity 1.31
Weighted Average Yield 3.41%