Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment
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 5/15/2005 6.75% 560,000 $584,394 $582,128 $566,158 $564,592 ($17,536) 6.69% $10,651
U.S. Treasury Note 12/31/05 1.875% 800,000 $793,750 $792,968 $793,750 $791,408 ($1,560) 1.89% $2,320
U.S. Treasury Note 02/15/06 5.625% 250,000 $261,461 $258,505 $259,092 $255,692 ($2,813) 5.49% $388
U.S. Treasury Note 04/30/06 2.250% 900,000 $896,484 $892,755 $896,484 $888,642 ($4,113) 2.27% $6,545
U.S. Treasury Note 07/31/06 2.750% 500,000 $502,617 $498,615 $502,230 $495,235 ($3,380) 2.77% $950
U.S. Treasury Note 11/15/06 3.500% 293,000 $300,990 $295,748 $299,968 $292,897 ($2,851) 3.50% $2,890
U.S. Treasury Note 05/15/07 4.375% 135,000 $139,733 $138,912 $139,249 $137,114 ($1,798) 4.30% $1,664
U.S. Treasury Note 05/15/09 3.875% 37,000 $86,330 $84,892 $37,969 $36,958 ($47,934) 3.87% $404
U.S. Treasury Note 05/15/09 2.875% 52,000 $52,829 $51,941 $51,941 3.87% $568
$3,565,759 $3,544,523 $3,547,729 $3,514,479 ($30,044) $26,380
Weighted Average Years to Maturity 1.12
Weighted Average Yield 3.41%