Stephen F. Austin State University
Inventory of Fixed Securities
Endowment Funds
August 31, 2007
Beginning Period Ending Period
Maturity Face 6/1/2007 6/1/2007 8/31/2007 8/31/2007 Market Value Current Accrued
Security Date Coupon Amount Book Value Market Value Book Value Market Value Change Yield Interest
U.S. Treasury 11/30/08 4.625%  $        682,000  $        323,375  $        323,375  $     (323,375)  $ 
U.S. Treasury 08/15/15 4.250%            107,000            104,968            102,319         (102,319)
U.S. Treasury 02/29/12 4.625%            473,000            556,131            546,651            476,351            480,242          (66,409) 4.55%
U.S. Treasury 02/15/16 4.500%            648,000            627,345            630,433            627,347            648,253           17,820 4.49%               1,268
U.S. Treasury 05/31/09 4.875%            139,000 138,883 140,542          140,542 4.82% 1,703
U.S. Treasury 05/15/10 4.500%            278,000            274,569            280,388          280,388 4.46%               3,671
U.S. Treasury 12/31/11 4.625%            522,000            521,156            529,506          529,506 4.55%               4,067
U.S. Treasury 02/29/12 4.625%               7,000               7,074               7,107             7,107 4.55%                    -  
U.S. Treasury 02/15/16 4.500%              14,000              13,607              14,005           14,005 4.49%                    27
Fed Nat'l Mtg 10/15/08 4.500%            512,000            503,986            506,880         (506,880)
Fed Nat'l Mtg 02/01/11 6.250%            163,000            172,109            169,894            170,491            170,692                798 5.96%                  849
Fed Nat'l Mtg 02/01/11 6.250%               6,000               6,268               6,283             6,283 5.96%                    31
Fed Home Loan Mtg 03/15/11 5.625%            438,000            442,232            444,982            441,971            450,868             5,886 5.46%              11,361
Fed Nat'l Mtg 03/15/12 6.125%            263,000            271,144            273,273            270,710            277,302             4,029 5.80%               7,428
General Electric 04/01/09 3.125%            108,000            101,629            103,965            101,668            105,437             1,472 3.20%               1,406
J.P. Morgan Chase 01/17/11 floating              68,000              68,107              68,178              68,099              67,875               (303)
J.P. Morgan Chase 01/17/11 floating               3,000               3,000               2,994             2,994
Eksportfinans 02/14/12 5.000%            103,000            102,730            102,148            102,731            104,021             1,873 4.95%                  229
Eksportfinans 02/14/12 5.000%               2,000               2,014               2,020             2,020 4.95%                      4
Wachovia Corp 08/01/14 5.250%              75,000                  71,086              71,496           71,496 5.36%                  321
 $     4,611,000  $     3,273,756  $     3,272,098  $     3,297,025  $     3,359,031  $        86,933  $          32,365
Weighted average years to maturity             4.76
Weighted average yield 4.72%