Stephen F. Austin State University
Inventory of Fixed Securities
Endowment
August 31, 2009
Beginning Period Ending Period
Maturity Face 6/1/2009 6/1/2009 8/31/2009 8/31/2009 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%         323,000           324,628           348,940           324,399                  346,317                (2,623) 5.24%        8,226
Fed Home Loan Mtg 03/15/11 5.625%           12,000            12,867             12,964             12,746                    12,866                    (98) 5.24%           306
Fed Home Loan Mtg 03/16/11 5.625%             9,000              9,722              9,723               9,621                      9,650                    (73) 5.24%           229
U.S. Treasury 02/29/12 4.625%         127,000           127,586           138,519           127,531                  137,566                  (953) 4.26%        2,889
U.S. Treasury 02/29/12 4.625%             3,000              3,277              3,272               3,253                      3,250                    (22) 4.26%            68
U.S. Treasury 02/29/12 4.625%             1,000               1,083                      1,083                 1,083 4.26%            23
Fed Nat'l Mtg 11/19/12 4.750%         237,000           242,079           258,849           241,727                  258,626                  (223) 4.35%        3,096
U.S. Treasury 06/30/13 3.375%           110,032           113,227            (113,227)
U.S. Treasury 06/30/13 3.375%              1,067              1,058                (1,058)
U.S. Treasury 07/31/13 3.375%           126,503           132,216            (132,216)
U.S. Treasury 07/31/13 3.375%         150,000           151,804           158,660           151,700                  158,355                  (305) 3.19%           385
U.S. Treasury 07/31/13 3.375%         175,000           178,443           185,103           178,242                  184,748                  (355) 3.19%           449
U.S. Treasury 07/31/13 3.375%           22,000            23,506             23,270             23,417                    23,225                    (45) 3.19%            56
U.S. Treasury 07/31/13 3.375%           12,000            12,789             12,693             12,743                    12,668                    (25) 3.19%            31
U.S. Treasury 07/31/13 3.375%             3,000               3,166                      3,167                 3,167 3.19%              8
Fed Nat'l Mtg 02/05/14 2.750%           85,000            86,242             85,319             86,177                    86,010                   691 2.71%           149
Fed Nat'l Mtg 02/05/14 2.750%             1,000               1,006                      1,012                 1,012 2.71%              3
Asian Dev Bank 03/15/12 2.125%           87,000            86,818             87,439             86,819                    87,548                   109 2.11%           855
Proc & Gamble 08/26/11 1.350%           85,000             84,937                    85,218               85,218 1.34%
Citgroup Inc. 12/09/11 2.875%           142,623           143,324            (143,324)
Eksportfinans 02/14/12 5.000%           80,000            80,205             84,956             80,171                    85,454                   498 4.68%           156
J.P. Morgan Chase 05/01/13 4.750%         141,000           140,720           144,980           140,720                  149,177                 4,197 4.48%        2,177
Walmart Stores 02/03/14 3.000%           52,000            51,759             51,108             51,759                    52,777                 1,669 2.95%           117
AT&T Inc 02/15/14 4.850%           82,000            82,634             85,033             82,603                    87,780                 2,747 4.53%           144
Caterpillar Finance 02/17/14 6.125%           82,000            81,900             84,614             81,900                    90,293                 5,679 5.56%           153
BP Capital Mkts 03/10/15 3.875%         137,000           139,946                  141,484             141,484 3.75%        2,477
Pfizer Inc. 03/15/15 5.350%         104,000           113,994                  115,749             115,749 4.80%        2,380
MetLife Inc 06/01/16 6.750%         118,000           117,720           120,077           117,721                  129,079                 9,002 6.17%        1,969
General Electric 05/01/18 5.625%         153,000           151,656           146,122           151,634                  152,353                 6,231 5.64%        2,797
McDonalds Capital 02/01/19 5.000%           48,000            49,521             48,472             49,489                    50,767                 2,295 4.72%           180
McDonalds Capital 02/01/19 5.000%             2,000               2,034                      2,115                 2,115 # 4.72%              8
Cisco Systems 02/15/19 4.950%         144,000           145,929           144,872           145,890                  150,293                 5,421 4.74%           257
Chevron 03/03/19 4.950%         112,000           112,843           113,990           112,826                  118,975                 4,985 4.65%        2,695
Merck & Co. Inc. 06/30/19 5.000%           85,000             84,464                    89,851               89,851 4.73%           744
 $   2,672,000  $    2,654,873  $    2,738,800  $     2,703,718  $            2,827,456  $           88,656  $  33,027
Weighted average years to maturity on face amount               4.74
Weighted average yield on face amount 4.31%
Weighted average years to maturity on market value               4.73
Weighted average yield on market value 4.32%