Stephen F. Austin State University
Inventory of Fixed Securities
Endowment
February 28, 2009
Beginning Period Ending Period
Maturity Face 12/1/2008 12/1/2008 2/28/2009 2/28/2009 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
Fed Home Loan Mtg 03/15/11 5.625%        431,000           436,266           459,015           433,430            465,213                6,198 5.21%      10,910
Fed Home Loan Mtg 03/15/11 5.625%          12,000             12,953              12,953               12,953 5.21%          304
U.S. Treasury 02/29/12 4.625%           464,463           511,305            (511,305)
02/29/12 4.625%        299,000           300,484            327,055             327,055 4.22%        6,876
Fed Nat'l Mtg 11/19/12 4.750%        306,000           313,435           324,553           312,996            334,305                9,752 4.34%        3,957
U.S. Treasury 06/30/13 3.375%           382,074           399,521            (399,521)
U.S. Treasury 06/30/13 3.375%        275,000           282,522            293,499             293,499 3.16%        1,487
U.S. Treasury 07/31/13 3.375%           594,852           629,282            (629,282)
U.S. Treasury 07/31/13 3.375%        423,000           428,376            451,256             451,256 3.16%        1,065
U.S. Treasury 07/31/13 3.375%        175,000           178,829           187,605           178,638            186,690                  (915) 3.16%          441
U.S. Treasury 07/31/13 3.375%          22,000             23,594              23,470               23,470 3.16%            55
U.S. Treasury 02/15/16 4.500%           405,318           470,304            (470,304)
U.S. Treasury 02/15/16 4.500%        215,000           213,693            240,867             240,867 4.01%          321
U.S. Treasury 02/15/16 4.500%          10,000             11,279              11,203               11,203 4.01%            15
Inter American Dev Bk 03/15/09 2.125%        112,000           111,753            111,132             111,132 2.14%        1,076
Morgan Stanley DW 04/15/11 6.750%        101,000           104,593             96,708           104,235            101,414                4,706 6.72%        2,500
Morgan Stanley DW 04/15/11 6.750%            9,000               9,124                9,037                9,037 6.72%          223
Eksportfinans 02/14/12 5.000%        100,000            99,754           103,661             99,753            103,633                    (28) 4.82%          181
Eksportfinans 02/14/12 5.000%            4,000               4,177                4,145                4,145 4.82%              7
J.P. Morgan Chase 05/01/13 4.750%        178,000           177,754           170,380           177,754            172,496                2,116 4.90%        2,724
J.P. Morgan Chase 05/01/13 4.750%            9,000               8,903                8,722                8,722 4.90%          138
Walmart Stores 02/03/14 3.000%          68,000             67,685              67,041               67,041 3.04%          193
AT&T Inc 02/15/14 4.850%        110,000           110,892            109,111             109,111 4.88%          356
Caterpillar Finance 02/17/14 6.125%        111,000           110,866            108,160             108,160 6.28%          283
General Electric 05/01/18 5.625%        176,000           177,475           162,280           177,444            150,770              (11,510) 6.56%        3,190
General Electric 05/01/18 5.625%          25,000             22,786              21,416               21,416 6.56%          453
McDonalds Capital 02/01/19 5.000%          63,000             65,040              63,781               63,781 4.93%          358
Cisco Systems 02/15/09 4.950%        184,000           186,589            177,825             177,825 5.12%          252
 $  3,418,000  $    3,334,813  $    3,514,614  $     3,454,966  $      3,555,194  $           40,580  $  37,365
Weighted average years to maturity             4.97
Weighted average yield on face amount 4.33%
Weighted average yield on market value 4.36%