Stephen F. Austin State University
Inventory of Fixed Securities
Endowment
May 31, 2008
Beginning Period Ending Period
Maturity Face 3/1/2008 3/1/2008 5/31/2008 5/31/2008 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%         169,000         175,608           183,154         175,762         177,979            (5,175) 5.93%        3,491
Fed Home Loan Mtg 03/15/11 5.625%         438,000         441,408           471,809         441,279         460,448          (11,361) 5.35%        5,133
U.S. Treasury 12/31/11 4.625%         417,000         416,335           454,823         416,331         437,754          (17,069) 4.40%        8,001
U.S. Treasury 12/31/11 4.625%         105,000         104,811           114,647        (114,647)
U.S. Treasury 02/29/12 4.625%         480,000         483,042           523,949         482,922         504,000          (19,949) 4.40%        5,490
Fed Nat'l Mtg 03/15/12 6.125%         358,000         370,232           398,611         369,924         385,634          (12,977) 5.68%        4,568
Fed Nat'l Mtg 11/19/12 6.125%         318,000         327,014           337,974         326,607         327,938          (10,036) 4.60%           462
U.S. Treasury 02/15/16 4.500%         439,000         411,715           480,704         429,923         457,728          (22,976) 4.31%        5,699
U.S. Treasury 02/15/16 4.500%         223,000         229,239           237,983        (237,983)
U.S. Treasury 11/15/17 4.250%         177,000         187,957         179,572         179,572 4.18%           307
General Electric 04/01/09 3.125%         108,000         101,668           107,987        (107,987)
J.P.Morgan Chase 01/17/11 Floating            71,000            71,081             70,048          (70,048)
Eksportfinans 02/14/12 5.000%         105,000         104,744           112,259         104,742         108,556            (3,703) 4.83%        1,546
Wachovia Corp 08/01/14 5.250%            73,000            71,085             73,146          (73,146)
Morgan Stanley DW 04/15/11 6.750%         108,000         112,594         110,469         110,469 6.59%           911
J.P. Morgan Chase 05/01/13 4.750%         188,000         187,740         184,531         184,531 4.83%           794
General Electric Cap 05/01/18 5.625% 186,000         187,620         183,736         183,736 5.69%        1,131
 $  3,963,000  $  3,307,982  $   3,567,094  $  3,423,401  $ 3,518,345  $      (48,749)  $ 37,533
Weighted Average years to Maturity                4.81
Weighted average yield 4.91%