Stephen F. Austin State University
Inventory of Fixed Securities
Endowment
August 31, 2008
Beginning Period Ending Period
Maturity Face 6/1/2008 6/1/2008 8/31/2008 8/31/2008 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%  $    164,000  $       170,555  $       172,700  $       169,979  $         156,364  $          (16,336) 6.55%  $       797
Fed Nat'l Mtg 02/01/11 6.250%            5,000              5,207              5,279               (5,279)
Fed Home Loan Mtg 03/15/11 5.625%        431,000           434,231           453,045           433,960            454,438                1,393 5.33%      11,044
Fed Home Loan Mtg 03/15/11 5.625%            7,000              7,048              7,403               (7,403)
U.S. Treasury 12/31/11 4.625%        417,000           416,331           437,754            (437,754)
U.S. Treasury 02/29/12 4.625%        462,000           464,814           485,012           464,639            490,441                5,429 4.35%      10,568
U.S. Treasury 02/29/12 4.625%          18,000            18,108             18,988              (18,988)
Fed Nat'l Mtg 03/15/12 6.125%        354,000           365,825           381,315           365,119            381,325                     10 5.68%        9,878
Fed Nat'l Mtg 03/15/12 6.125%            4,000              4,099              4,319               (4,319)
Fed Nat'l Mtg 11/19/12 4.750%        306,000           313,859            316,422             316,422 4.59%        4,038
Fed Nat'l Mtg 11/19/12 6.125%        318,000           326,607           327,938            (327,938)
U.S. Treasury 07/31/13 3.375%        587,000           595,239            595,024             595,024 3.32%        1,561
U.S. Treasury 02/15/16 4.500%        413,000           405,318           430,451           405,318            440,911               10,460 4.21%          707
U.S. Treasury 02/15/16 4.500%          26,000            24,605             27,277              (27,277)
U.S. Treasury 11/15/17 4.250%        177,000           187,957           179,572            (179,572)
Eksportfinans 02/14/12 5.000%        100,000            99,755           103,409             99,755            103,930                   521 4.81%          204
Eksportfinans 02/14/12 5.000%            5,000              4,987              5,147               (5,147)
Morgan Stanley DW 04/15/11 6.750%        101,000           105,299           103,175           104,947            102,865                  (310) 6.62%        2,538
Morgan Stanley DW 04/15/11 6.750%            7,000              7,295              7,294               (7,294)
J.P. Morgan Chase 05/01/13 4.750%        178,000           177,754           174,659           177,754            171,599               (3,060) 4.92%        2,842
J.P.Morgan Chase 05/01/13 4.750%          10,000              9,986              9,872               (9,872)
General Electric 05/01/18 5.625%        176,000           177,533           173,830           177,504            171,111               (2,719) 5.78%        3,523
General Electric Cap 05/01/18 5.625%          10,000            10,087              9,906               (9,906)
 $  4,276,000  $    3,423,401  $    3,518,345  $     3,308,073  $      3,384,430  $        (133,915)  $  47,700
Weighted Average years to Maturity             4.51
Weighted average yield 4.75%