Stephen F. Austin State University
Inventory of Fixed Securites
Quasi Endowment
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 05/15/05 6.750% 560,000 $566,158 $564,592 (564,592)
U.S. Treasury Note 05/15/09 3.875% 37,000 $37,969 $36,958 (36,958)
U.S. Treasury Note 05/15/09 2.875% 52,000 $52,829 $51,941 (51,941)
U.S. Treasury Note 12/31/05 1.875% 646,000 $793,750 $791,408 $640,953 $640,825 (150,583) 1.89% $5,052
U.S. Treasury Note 12/15/06 5.625% 45,000 $259,092 $255,692 $46,209 $45,768 (209,924) 5.53% $734
U.S. Treasury Note 04/30/06 2.250% 900,000 $896,484 $888,642 $896,484 $890,793 2,151 2.27% $1,706
U.S. Treasury Note 07/31/06 2.750% 500,000 $502,230 $495,235 $501,834 $495,940 705 2.77% $4,558
U.S. Treasury Note 11/15/06 3.500% 293,000 $299,968 $292,897 $298,935 $292,941 44 3.50% $446
U.S. Treasury Note 03/31/07 3.750% 611,000 $611,583 $612,668 612,668 3.73% $3,819
U.S. Treasury Note 05/15/07 4.375% 32,000 $139,249 $137,114 $33,384 $32,474 (104,640) 4.31% $61
U.S. Treasury Note 02/15/08 3.375% 263,000 $260,858 $261,201 261,201 3.39% $2,574
U.S. Treasury Note 03/15/10 4.000% 227,000 $227,012 $229,340 229,340 3.95% $1,899
U.S. Treas Inflation Note 04/15/10 adjusted 107,000     $105,881 $107,037 107,037 0.89% $118
3,624,000 3,547,729 3,514,479 3,623,133 3,608,987 747,999 $20,967
Weighted Average Years to Maturity 1.5
Weighted Average Yield 2.88%