Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment
May 31, 2004
Beginning Period Ending Period
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 03/31/05 1.625% 1,530,000 $1,618,394 $1,616,546 $1,536,876 $1,529,051 (87,495) 1.62% $3,940
U.S. Treasury Note 05/15/05 6.750% 1,240,000 $1,318,288   $1,321,764 $1,302,020   $1,297,350 (24,414) 6.45% $2,957
U.S. Treasury Note 02/15/06 5.625% 250,000 $268,866 $269,375 $266,433 $263,750 (5,625) 5.33% $3,979
U.S. Treasury Note 11/15/06 3.500% 293,000 $303,102 $297,579 297,579 3.44% $362
U.S. Treasury Note 05/15/07 4.375% 135,000 $103,710 $106,595 $140,740 $139,894 33,299 4.22% $209
3,448,000 $3,309,258 $3,314,280 $3,549,171 $3,527,624 213,344 $11,447
Weighted Average Years to Maturity 1.03
Weighted Average Yield 3.68%