Stephen F. Austin State University
Inventory of Fixed Securities
Endowment
November 30, 2008
Beginning Period Ending Period
Maturity Face 9/1/2008 9/1/2008 11/30/2008 11/30/2008 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
Fed Nat'l Mtg 02/01/11 6.250%  $    164,000  $       169,979  $       156,364  $        (156,364)
Fed Home Loan Mtg 03/15/11 5.625%        431,000           433,960           454,438           436,266            459,015                4,577 5.28%        4,916
U.S. Treasury 02/29/12 4.625%        462,000           464,639           490,441           464,463            511,305               20,864 4.17%        5,253
Fed Nat'l Mtg 03/15/12 6.125%        354,000           365,119           381,325            (381,325)
Fed Nat'l Mtg 11/19/12 4.750%        306,000           313,859           316,422           313,435            324,553                8,131 4.47%          363
U.S. Treasury 06/30/13 3.375%        372,000           382,074            399,521             399,521 3.14%        5,152
U.S. Treasury 07/31/13 3.375%        587,000           595,239           595,024           594,852            629,282               34,258 3.14%        6,460
U.S. Treasury 07/31/13 3.375%        175,000           178,829            187,605             187,605 3.14%        1,926
U.S. Treasury 02/15/16 4.500%        413,000           405,318           440,911           405,318            470,304               29,393 3.95%        5,303
Eksportfinans 02/14/12 5.000%        100,000            99,755           103,930             99,754            103,661                  (269) 4.82%        1,444
Morgan Stanley DW 04/15/11 6.750%        101,000           104,947           102,865           104,593              96,708               (6,157) 7.04%          814
J.P. Morgan Chase 05/01/13 4.750%        178,000           177,754           171,599           177,754            170,380               (1,219) 4.96%          634
General Electric 05/01/18 5.625%        176,000           177,504           171,111           177,475            162,280               (8,831) 6.10%          743
 $  3,819,000  $    3,308,073  $    3,384,430  $     3,334,813  $      3,514,614  $         130,184  $  33,008
Weighted Average years to Maturity             4.53
Weighted average yield 4.21%