Stephen F. Austin State University
Inventory of Fixed Securites
Operating Funds
May 31, 2005
Beginning Period Ending Period
Maturity Face 3/1/2005 3/1/2005 5/31/2005 5/31/2005 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 $187,087 $186,854 (186,854)
U.S. Treasury Note 05/15/05 6.750% 576,000 $582,308 $580,723 (580,723)
U.S. Treasury Note 05/15/07 4.375% 300,000 $307,610 $304,698 (304,698)
U.S. Treasury Note 05/15/09 3.875% 110,000 $112,881 $109,875 (109,875)
U.S. Treasury Note 05/15/09 3.875% 130,000 $132,074 $129,853 (129,853)
U.S. Treasury Note 08/15/05 6.500% 1,200,000 $1,226,327 $1,219,692 $1,212,178 $1,208,628 (11,064) 6.45% $22,624
U.S. Treasury Note 12/31/05   1.875%   434,000   $1,984,375 $1,978,520   $430,609 $430,523   (1,547,997)   1.89% $3,394
U.S. Treasury Note 02/15/06 5.625% 746,000 $1,036,370 $1,022,770 $766,059 $758,734 (264,036) 5.53% $12,171
U.S. Treasury Note 04/30/06 2.250% 2,500,000 $2,490,234 $2,468,450 $2,490,234 $2,474,425 5,975 2.27% $4,738
U.S. Treasury Note 07/31/06 2.750% 1,500,000 $1,506,691 $1,485,705 $1,505,504 $1,487,820 2,115 2.77% $13,674
U.S. Treasury Note 11/15/06 3.500% 896,000 $973,619 $950,667 $914,160 $895,820 (8,584) 3.50% $1,363
U.S. Treasury Note 03/31/07 3.750% 1,817,000 $1,818,737 $1,821,960 1,821,960 3.73% $11,357
U.S. Treasury Note 02/15/08 3.375% 527,000 $522,224 $523,395 523,395 3.39% $5,159
U.S. Treasury Note 03/15/10 4.000% 755,000 $755,201 $762,784 762,784 3.95% $6,318
U.S. Treasury Infl Note 04/15/10 adjusted 317,000     $313,671 $317,107 317,107 0.89% $349
$10,692,000 $10,539,576 $10,437,807 $10,728,577 $10,681,196 289,652 $81,147
Weighted Average Years to Maturity 1.43
Weighted Average Yield 3.58%