Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
May 31, 2007
Beginning Period Ending Period
Maturity Face 3/1/2007 5/31/2007 5/31/2007 5/31/2007 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury Note 11/15/08 3.375% $281,000 $270,601 $274,995 ($274,995)
U.S. Treasury Note 02/15/16 4.500% $667,000 $650,057 $669,453 ($669,453)
Goldman Sachs Notes 10/01/14 5.000% $74,000 $73,286 $72,336 ($72,336)
U.S. Treasury 11/30/08 4.625% 682,000 $678,820 $681,413 $323,375 $323,375 ($358,038) 4.64% $0
U.S. Treasury 02/29/12 4.625% 552,000 $556,131 $546,651 $546,651 4.67% $6,383
U.S. Treasury 08/15/15 4.250% 107,000 $104,968 $102,319 $102,319 4.44% $1,319
U.S. Treasury 02/15/16 4.500% 672,000 $627,345 $630,433 $630,433 4.62% $8,458
Fed Nat'l Mtg 10/15/08 4.500% 512,000 $540,394 $546,425 $503,986 $506,880 ($39,545) 4.54% $2,944
Fed Nat'l Mtg 02/01/11 6.250% 164,000 $180,060 $178,748 $172,109 $169,894 ($8,854) 6.03% $3,417
Fed Home Loan Mtg 03/15/11 5.625% 438,000 $459,678 $468,509 $442,232 $444,982 ($23,527) 5.53% $5,201
Fed Nat'l Mtg 03/15/12 6.125% 263,000 $281,895 $288,613 $271,144 $273,273 ($15,340) 5.89% $3,401
General Electric 04/01/09 3.125% 108,000 $107,269 $109,891 $101,629 $103,965 ($5,926) 3.24% $562
Eksportfinans 02/14/12 5.000% 103,000 $107,717 $108,683 $102,730 $102,148 ($6,535) 5.04% $1,516
J.P. Morgan Chase 01/17/11 floating 68,000 $71,121 $71,256 $68,107 $68,178 ($3,078)  
$4,691,000 $3,420,898 $3,470,322 $3,273,756 $3,272,098 ($198,224) $33,201
Weighted Average Years to Maturity 4.19
Weighted Average Yield 4.88%