Stephen F. Austin State University
Inventory of Fixed Securities
Endowment
May 31, 2009
Beginning Period Ending Period
Maturity Face 3/1/2009 3/1/2009 5/31/2009 5/31/2009 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%  $       108,802  $       116,573  $        (116,573)
Fed Home Loan Mtg 03/16/11 5.625%  $      323,000           324,628           348,640  $       324,628  $               348,940                   300 5.20%  $     3,735
Fed Home Loan Mtg 03/15/11 5.625%           12,000            12,953             12,953             12,867                    12,964                     11 5.20%           139
Fed Home Loan Mtg 03/16/11 5.625%             9,000               9,722                      9,723                 9,723 5.20%           104
U.S. Treasury 02/29/12 4.625%           172,854           188,139            (188,139)
U.S. Treasury 02/29/12 4.625%         127,000           127,630           138,916           127,586                  138,519                  (397) 4.24%        1,437
U.S. Treasury 02/29/12 4.625%             3,000               3,277                      3,272                 3,272 4.24%             34
Fed Nat'l Mtg 11/19/12 4.750%            70,578             75,382              (75,382)
Fed Nat'l Mtg 11/19/12 4.750%         237,000           242,418           258,923           242,079                  258,849                    (74) 4.34%           313
U.S. Treasury 06/30/13 3.375%           172,595           179,301            (179,301)
U.S. Treasury 06/30/13 3.375%         107,000           109,927           114,198           110,032                  113,227                  (971) 3.18%        1,486
U.S. Treasury 06/30/13 3.375%             1,000               1,067                      1,058                 1,058 3.18%             14
U.S. Treasury 07/31/13 3.375%           149,881           157,886            (157,886)
U.S. Treasury 07/31/13 3.375%         275,000           278,495           293,370           278,308                  290,876                (2,494) 3.19%        3,025
U.S. Treasury 07/31/13 3.375%         175,000           178,638           186,690           178,443                  185,103                (1,587) 3.19%        1,925
U.S. Treasury 07/31/13 3.375%           22,000            23,594             23,470             23,506                    23,270                  (200) 3.19%           242
U.S. Treasury 07/31/13 3.375%           12,000             12,789                    12,693               12,693 3.19%           132
Fed Nat'l Mtg 02/05/14 2.750%           85,000             86,242                    85,319               85,319 2.73%           740
U.S. Treasury 02/15/16 4.500%           213,693           240,867            (240,867)
U.S. Treasury 02/15/16 4.500%            11,279             11,203              (11,203)
Inter American Dev Bk 03/15/12 2.125%            25,943             25,798              (25,798)
Asian Dev Bank 03/15/12 2.125%           86,000            85,810             85,334             85,809                    86,434                 1,100 2.11%           380
Asian Dev Bank 03/15/12 2.125%             1,000               1,009                      1,005                 1,005 2.11%
Morgan Stanley DW 04/15/11 6.750%           104,235           101,414            (101,414)
Morgan Stanley DW 04/15/11 6.750%              9,124              9,037                (9,037)
Citgroup Inc. 12/09/11 2.875%         139,000           142,623                  143,324             143,324 2.78%        1,887
Eksportfinans 02/14/12 5.000%            27,931             29,017              (29,017)
Eksportfinans 02/14/12 5.000%           72,000            71,822             74,616             71,825                    76,460                 1,844 4.70%        1,050
Eksportfinans 02/14/12 5.000%             4,000              4,177              4,145               4,162                      4,248                   103 4.70%             58
Eksportfinans 02/14/12 5.000%             4,000               4,218                      4,248                 4,248 4.70%             58
J.P. Morgan Chase 05/01/13 4.750%            45,936             44,578              (44,578)
J.P. Morgan Chase 05/01/13 4.750%         132,000           131,818           127,918           131,817                  135,726                 7,808 4.61%           488
J.P. Morgan Chase 05/01/13 4.750%             9,000              8,903              8,722               8,903                      9,254                   532 4.61%             33
Walmart Stores 02/03/14 3.000%            15,926             15,774              (15,774)
Walmart Stores 02/03/14 3.000%           52,000            51,759             51,267             51,759                    51,108                  (159) 3.05%           546
AT&T Inc 02/15/14 4.850%            28,227             27,774              (27,774)
AT&T Inc 02/15/14 4.850%           82,000            82,665             81,337             82,634                    85,033                 3,696 4.67%        1,281
Caterpillar Finance 02/17/14 6.125%            28,966             28,258              (28,258)
Caterpillar Finance 02/17/14 6.125%           82,000            81,900             79,902             81,900                    84,614                 4,712 5.93%        1,493
MetLife Inc 06/01/16 6.750%         118,000           117,720                  120,077             120,077 6.63%
General Electric 05/01/18 5.625%            50,411             42,832              (42,832)
General Electric 05/01/18 5.625%         126,000           127,033           107,938           127,011                  120,336               12,398 5.88%           551
General Electric 05/01/18 5.625%           25,000            22,786             21,416             22,785                    23,876                 2,460 5.88%           109
General Electric 05/01/18 5.625%             2,000               1,860                      1,910                 1,910 5.88%               9
McDonalds Capital 02/01/19 5.000%            16,519             16,198              (16,198)
McDonalds Capital 02/01/19 5.000%           47,000            48,521             47,583             48,490                    47,462                  (121) 4.95%           868
McDonalds Capital 02/01/19 5.000%             1,000               1,031                      1,010                 1,010 # 4.95%             19
Cisco Systems 02/15/19 4.950%            44,630             42,523              (42,523)
Cisco Systems 02/15/19 4.950%         140,000           141,959           135,302           141,930                  140,848                 5,546 4.92%        1,964
Cisco Systems 02/15/19 4.950%             4,000               3,999                      4,024                 4,024 4.92%             56
Chevron 03/03/19 4.950%         112,000           112,843                  113,990             113,990 4.86%        1,324
 $   2,626,000  $    3,454,966  $    3,555,194  $     2,654,874  $            2,738,800  $        (816,394)  $   25,500
Weighted average years to maturity on face amount               4.64
Weighted average yield on face amount 4.30%
Weighted average years to maturity on market value               4.58
Weighted average yield on market value 4.29%