Stephen F. Austin State University
Inventory of Fixed Securites
Operating Funds
May 31, 2004
Beginning Balance Ending Balance
Maturity Face 3/1/2004 3/1/2004 5/31/2004 5/31/2004 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 08/15/04 6.000% 485,000 $496,135 $496,062 $490,112 $490,000 ($6,062) 5.93% $8,234
U.S. Treasury Note 03/31/05 1.625% 5,741,000 $5,774,640 $5,767,925 $5,766,955 $5,737,440 ($30,485) 1.62% $14,784
U.S. Treasury Note 05/15/05 6.750% 700,000 $744,126 $746,158 $734,903 $732,375 ($13,783) 6.45% $1,669
U.S. Treasury Note 08/15/05 6.500% 1,200,000 $1,284,800 $1,289,256 $1,270,181 $1,264,128 ($25,128) 6.17% $22,071
U.S. Treasury Note 02/15/06 5.625% 1,000,000 $1,075,467 $1,077,500 $1,065,735 $1,055,000 ($22,500) 5.33% $15,917
U.S. Treasury Note 05/15/07 4.375% 300,000 $311,129 $319,783 $310,251 $310,875 ($8,908) 3.44% $1,176
U.S. Treasury Note 11/15/07 3.500% 951,000     $983,793 $965,864 $965,864 4.22% $464
$9,686,297 $9,696,684 $10,621,930 $10,555,682 $858,998 $64,315
Weighted Average Years to Maturity 1.24
Weighted Average Yield 3.32%