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Missouri State Treasurer
MO State Treasurer FY07 Portfolio Management Portfolio Summary January 31, 2007
Par Value
Investments Treasury Securities - Coupon Federal Agency Discount Notes
Market Value
Book Value
% of Portfolio
Term
Days to Maturity
YTM 360 Equiv.
YTM 365 Equiv.
95,000,000.00
93,332,812.50
94,883,107.66
2.56
938
410
3.894
3.948
431,837,000.00
424,742,415.34
424,803,810.08
11.47
246
115
5.281
5.355 4.703
Federal Agency Issues - Coupon
806,932,000.00
803,003,143.83
805,734,822.41
21.76
628
233
4.639
Amortizing Commercial Paper Disc.
854,272,000.00
849,226,495.92
849,355,102.47
22.94
64
39
5.295
5.368
Federal Agency Issues - Callable
319,425,000.00
316,421,318.43
316,555,865.98
8.55
820
688
5.229
5.301
Floating Rate Agencies
35,150,000.00
34,287,769.48
34,124,392.99
0.92
809
747
3.997
4.053
Agency Zero Coupon Bonds
16,745,000.00
15,651,604.71
15,659,298.73
0.42
478
472
5.263
5.336
Overnight Repos
196,042,000.00
196,042,000.00
196,042,000.00
5.29
1
0
5.270
5.343
Time Deposits - General
547,186,300.00
547,186,300.00
547,186,300.00
14.78
185
108
5.030
5.100
83,637,660.00
83,637,660.00
83,637,660.00
2.26
364
146
2.437
2.471
Linked Deposits Linked Deposits - FFCB
59,494,000.00
59,494,000.00
59,494,000.00
1.61
364
162
2.482
2.517
US Treasury Bills
58,000,000.00
57,333,750.00
57,337,183.61
1.55
106
83
5.112
5.183
223,131,671.33
217,935,338.76
217,724,041.47
5.88
1,265
1,103
5.363
5.438
3,726,852,631.33
3,698,294,608.97
3,702,537,585.40
401
239
4.948
5.016
Cash and Accrued Interest Accrued Interest at Purchase
1,200,886.41
1,200,886.41
Subtotal
1,200,886.41
1,200,886.41
3,699,495,495.38
3,703,738,471.81
401
239
4.948
5.016
Agency MBS
100.00%
Investments
Total Cash and Investments
Total Earnings
3,726,852,631.33 January 31 Month Ending
Fiscal Year To Date
16,091,779.41
104,135,519.35
3,842,815,958.63
3,643,672,353.24
Current Year Average Daily Balance Effective Rate of Return
4.93%
__________________________________________________ Mark Mathers, Director of Investments
Reporting period 01/01/2007-01/31/2007 Run Date: 02/02/2007 - 10:22
4.85%
____________________
Portfolio FY07 AP PM (PRF_PM1) SymRept 6.42 Report Ver. 5.00
Missouri State Treasurer
MO State Treasurer FY07 Summary by Type January 31, 2007 Grouped by Fund Security Type
Number of Investments
Par Value
Book Value
% of Portfolio
Average YTM 365
Average Days to Maturity
Fund: General Fund : Short Term US Treasury Bills
1
10,000,000.00
9,875,481.67
0.27
5.192
91
Overnight Repos
1
92,268,000.00
92,268,000.00
2.49
5.343
0
20
451,262,000.00
449,400,398.26
12.14
5.368
28
7
117,350,000.00
117,319,018.16
3.17
5.491
527
Federal Agency Discount Notes
18
259,837,000.00
256,268,640.79
6.92
5.378
96
Federal Agency Issues - Coupon
24
301,165,000.00
300,272,421.70
8.11
5.388
92
71
1,231,882,000.00
1,225,403,960.58
33.10
5.383
104
Federal Agency Issues - Coupon
33
326,907,000.00
326,765,300.30
8.83
4.184
303
Agency MBS
25
146,093,535.79
142,010,805.30
3.84
5.521
1,193
Federal Agency Issues - Callable
16
114,715,000.00
113,063,673.96
3.05
5.135
808
Amortizing Commercial Paper Disc. Federal Agency Issues - Callable
Subtotal
Fund: General Funds : Reserve
Floating Rate Agencies
5
35,150,000.00
34,124,392.99
0.92
4.053
747
Treasury Securities - Coupon
1
25,000,000.00
25,061,896.39
0.68
2.959
592
80
647,865,535.79
641,026,068.94
17.32
4.593
624
49
Subtotal
Fund: Bond Pool : Investments US Treasury Bills
1
15,000,000.00
14,898,202.50
0.40
5.166
Overnight Repos
1
46,220,000.00
46,220,000.00
1.25
5.343
0
Federal Agency Issues - Coupon
7
55,015,000.00
54,710,777.97
1.48
4.955
470
Federal Agency Issues - Callable Agency MBS Federal Agency Discount Notes
5
34,015,000.00
33,267,095.59
0.90
5.113
559
13
50,327,912.26
49,639,510.59
1.34
5.300
917
2
35,000,000.00
34,715,300.00
0.94
5.386
57
Agency Zero Coupon Bonds
1
10,000,000.00
9,382,414.16
0.25
5.370
446
Treasury Securities - Coupon
1
10,000,000.00
9,945,620.44
0.27
4.987
149
31
255,577,912.26
252,778,921.25
6.83
5.203
389
Subtotal
Fund: Bond Pool - Debt Service US Treasury Bills
1
13,000,000.00
12,699,093.33
0.34
5.227
168
Federal Agency Issues - Callable
1
13,800,000.00
13,800,253.28
0.37
5.500
188
Portfolio FY07 AP Run Date: 02/02/2007 - 10:28
ST (PRF_ST) SymRept 6.42 Report Ver. 5.00
MO State Treasurer FY07 Summary by Type January 31, 2007 Grouped by Fund
Security Type
Number of Investments
Par Value
Page 2
Book Value
% of Portfolio
Average YTM 365
Average Days to Maturity
Fund: Bond Pool - Debt Service Federal Agency Issues - Coupon
1
10,000,000.00
9,988,968.80
0.27
5.303
14
Federal Agency Discount Notes
3
47,000,000.00
45,511,396.38
1.23
5.286
230
Treasury Securities - Coupon
1
5,000,000.00
4,972,282.95
0.13
5.026
180
7
88,800,000.00
86,971,994.74
2.34
5.299
186
Subtotal
Fund: Trust Pool : Investments US Treasury Bills
2
20,000,000.00
19,864,406.11
0.54
5.162
49
Amortizing Commercial Paper Disc.
3
71,839,000.00
71,786,816.67
1.94
5.324
5
Treasury Securities - Coupon
1
25,000,000.00
24,853,309.20
0.67
5.092
149
6
116,839,000.00
116,504,531.98
3.15
5.247
43
260
547,186,300.00
547,186,300.00
14.78
5.100
108
260
547,186,300.00
547,186,300.00
14.78
5.100
108
284
58,637,566.00
58,637,566.00
1.58
2.467
124
284
58,637,566.00
58,637,566.00
1.58
2.467
124
167
24,225,094.00
24,225,094.00
0.65
2.484
194
167
24,225,094.00
24,225,094.00
0.65
2.484
194
3
775,000.00
775,000.00
0.02
2.399
255
3
775,000.00
775,000.00
0.02
2.399
255
28
59,494,000.00
59,494,000.00
1.61
2.517
162
28
59,494,000.00
59,494,000.00
1.61
2.517
162
Overnight Repos
1
57,554,000.00
57,554,000.00
1.55
5.343
0
Federal Agency Issues - Coupon
7
113,845,000.00
113,997,353.64
3.08
4.214
306
Federal Agency Issues - Callable
6
39,545,000.00
39,105,824.99
1.06
5.301
1,115
Subtotal
Fund: General Time Deposits Time Deposits - General Subtotal
Fund: Linked: Agriculture Linked Deposits Subtotal
Fund: Linked: Small Business Linked Deposits Subtotal
Fund: Linked: Job Creation Linked Deposits Subtotal
Fund: Agribank Linked Deposits - FFCB Subtotal
Fund: MODOT Funds-Investments
Portfolio FY07 AP Run Date: 02/02/2007 - 10:28
ST (PRF_ST) SymRept 6.42 Report Ver. 5.00
MO State Treasurer FY07 Summary by Type January 31, 2007 Grouped by Fund Number of Investments
Security Type
Par Value
Page 3
Book Value
% of Portfolio
Average YTM 365
Average Days to Maturity
511
Fund: MODOT Funds-Investments Agency Zero Coupon Bonds
1
6,745,000.00
6,276,884.57
0.17
5.286
Federal Agency Discount Notes
7
90,000,000.00
88,308,472.91
2.39
5.310
134
Agency MBS
8
26,710,223.28
26,073,725.58
0.70
5.248
965
12
331,171,000.00
328,167,887.54
8.86
5.379
62
2
30,000,000.00
30,049,998.68
0.81
3.304
600
Subtotal
44
695,570,223.28
689,534,147.91
18.62
5.074
228
Total and Average
981
3,726,852,631.33
3,702,537,585.40
100.00
5.016
239
Amortizing Commercial Paper Disc. Treasury Securities - Coupon
Portfolio FY07 AP Run Date: 02/02/2007 - 10:28
ST (PRF_ST) SymRept 6.42 Report Ver. 5.00
MO State Treasurer FY07 Portfolio Management
Page 2
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
Moody's
09/30/2003 06/01/2005 09/29/2006 10/11/2006 10/27/2006 01/26/2007
25,000,000.00 25,000,000.00 10,000,000.00 5,000,000.00 25,000,000.00 5,000,000.00
24,289,062.50 24,289,062.50 9,940,625.00 4,970,312.50 24,851,562.50 4,992,187.50
25,061,896.39 25,058,705.85 9,945,620.44 4,972,282.95 24,853,309.20 4,991,292.83
3.125 3.125 3.625 3.875 3.625 4.875
Aaa Aaa Aaa Aaa Aaa Aaa
95,000,000.00
93,332,812.50
94,883,107.66
10,000,000.00 20,000,000.00 5,000,000.00 10,000,000.00 7,500,000.00 20,000,000.00 15,000,000.00 25,000,000.00 20,000,000.00 10,000,000.00 10,000,000.00 15,000,000.00 20,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00 9,837,000.00 10,000,000.00 25,000,000.00 25,000,000.00 25,000,000.00 25,000,000.00 17,500,000.00 15,000,000.00 12,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00
9,982,000.73 19,988,000.48 4,996,499.64 9,794,999.69 7,375,499.72 19,964,001.46 14,750,999.45 24,930,000.30 19,720,001.22 9,677,000.43 9,860,000.61 14,869,500.74 19,542,001.34 9,677,000.43 9,677,000.43 9,602,000.43 9,611,999.51 9,806,505.54 9,919,000.24 24,922,500.60 24,157,501.23 24,930,000.30 24,452,499.40 17,465,000.54 14,812,500.00 11,642,400.52 9,625,000.00 9,722,000.12 9,625,000.00
9,981,908.33 19,988,844.44 4,996,437.50 9,786,729.17 7,371,056.25 19,962,950.00 14,752,350.00 24,929,722.22 19,725,825.00 9,682,262.50 9,861,125.00 14,871,264.58 19,547,300.00 9,681,308.33 9,680,672.22 9,604,166.67 9,609,255.55 9,807,002.62 9,920,833.33 24,919,638.89 24,180,097.22 24,928,819.44 24,457,500.00 17,465,563.89 14,814,100.00 11,649,036.66 9,630,650.00 9,724,200.00 9,628,795.83
YTM Days to 365 Maturity
Maturity Date
Treasury Securities - Coupon 912828BK5 912828BK5 912828DY3 912828EB2 912828DY3 912828FV7
032730002 032730003m 062720006 062840001 063000001 070260001
US Treasury Note US Treasury Note US Treasury Note US Treasury Note US Treasury Note US Treasury Note
Subtotal and Average
90,838,368.95
2.959 2.971 4.987 5.026 5.092 4.976
592 592 149 180 149 638
3.948
410
5.333 5.342 5.445 5.670 5.656 5.393 5.378 5.239 5.262 5.323 5.330 5.333 5.324 5.301 5.309 5.311 5.367 5.312 5.335 5.590 5.270 5.394 5.351 5.307 5.350 5.290 5.285 5.323 5.309
13 4 5 145 117 13 117 20 99 229 99 61 162 229 229 285 278 22 57 22 239 20 155 14 88 211 267 197 267
09/15/2008 09/15/2008 06/30/2007 07/31/2007 06/30/2007 10/31/2008
Federal Agency Discount Notes 313396BW2 313396BM4 313396BN2 313396HJ5 313396GE7 313396BW2 313396GE7 313396CD3 313396FL2 313396LW1 313396FL2 313396DW0 313396JB0 313396LW1 313396LW1 313396PE7 313396NX7 313588CF0 313588DS1 313588CF0 313588MG7 313588CD5 313588HU2 313588BX2 313588EZ4 313588LC7 313588NL5 313588KN4 313588NL5
061420003 061460003 061640002 061860001 061860002 062550005 062550006 062690001 062770002 062890005 062890072 062900083 062990004 070030002 070110003 070120928 070260009 061160050 061160053 061710001 062480002 062540002 062550002 062700005 062890073 063240001 070030001 070030003 070110004
FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FHLMC Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note FNMA Discount Note
05/22/2006 05/26/2006 06/13/2006 07/05/2006 07/05/2006 09/12/2006 09/12/2006 09/26/2006 10/04/2006 10/16/2006 10/16/2006 10/17/2006 10/27/2006 01/03/2007 01/11/2007 01/12/2007 01/26/2007 04/26/2006 04/26/2006 06/20/2006 10/11/2006 09/11/2006 09/12/2006 09/27/2006 10/16/2006 11/20/2006 01/03/2007 01/03/2007 01/11/2007
5.010 5.020 5.130 5.295 5.290 5.130 5.080 4.985 4.995 5.050 5.065 5.030 5.010 5.020 5.000 5.060 4.990 5.000 5.260 4.940 5.125 5.040 5.060 5.070 4.990 4.980 5.040 5.005
Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa
02/14/2007 02/05/2007 02/06/2007 06/26/2007 05/29/2007 02/14/2007 05/29/2007 02/21/2007 05/11/2007 09/18/2007 05/11/2007 04/03/2007 07/13/2007 09/18/2007 09/18/2007 11/13/2007 11/06/2007 02/23/2007 03/30/2007 02/23/2007 09/28/2007 02/21/2007 07/06/2007 02/15/2007 04/30/2007 08/31/2007 10/26/2007 08/17/2007 10/26/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
Report Ver. 5.00
MO State Treasurer FY07 Portfolio Management
Page 3
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
Moody's
01/26/2007
10,000,000.00
9,644,000.24
9,644,394.44
5.060
Aaa
431,837,000.00
424,742,415.34
424,803,810.08
16,250,000.00 5,000,000.00 25,000,000.00 8,000,000.00 10,000,000.00 25,000,000.00 10,000,000.00 10,000,000.00 7,500,000.00 7,500,000.00 10,000,000.00 4,625,000.00 5,000,000.00 5,000,000.00 6,680,000.00 5,800,000.00 10,000,000.00 10,000,000.00 5,000,000.00 12,860,000.00 10,700,000.00 19,875,000.00 8,000,000.00 18,000,000.00 25,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00 7,535,000.00 20,000,000.00 5,000,000.00 5,000,000.00 10,000,000.00 5,000,000.00
16,128,125.00 4,989,062.50 24,484,375.00 7,952,500.00 9,950,000.00 24,789,062.50 9,975,000.00 9,993,750.00 7,481,250.00 7,481,250.00 9,956,250.00 4,596,093.75 4,975,000.00 4,975,000.00 6,644,512.50 5,761,937.50 9,968,750.00 9,968,750.00 4,992,187.50 12,791,681.25 10,686,625.00 19,831,523.44 7,960,000.00 17,994,375.00 24,921,875.00 9,750,000.00 9,978,125.00 9,919,259.64 7,478,487.50 20,006,250.00 5,076,562.50 5,076,562.50 9,978,125.00 4,962,500.00
16,112,020.20 4,989,728.89 25,139,843.89 8,006,063.19 9,995,507.49 25,035,003.26 10,000,000.00 9,998,790.79 7,498,917.10 7,498,917.10 9,981,823.52 4,625,000.00 4,994,531.42 4,994,531.42 6,666,749.21 5,775,966.91 10,000,000.00 10,000,000.00 4,992,869.01 12,787,282.89 10,680,354.27 19,818,791.45 7,954,240.00 17,996,178.91 24,936,435.99 9,779,854.91 10,005,371.98 9,940,242.98 7,493,106.07 20,008,906.67 5,097,381.56 5,097,381.56 9,988,496.01 4,970,541.08
YTM Days to 365 Maturity
Maturity Date
Federal Agency Discount Notes 313588MW2
070260002
FNMA Discount Note Subtotal and Average
450,281,754.94
5.356
253 10/12/2007
5.355
115
5.608 5.120 3.362 3.105 3.214 4.372 4.054 3.925 4.695 3.511 3.919 4.149 4.195 4.195 4.800 4.814 4.960 4.973 5.222 5.529 5.529 5.605 5.620 5.434 5.183 4.954 4.963 5.033 5.025 5.264 4.898 4.898 5.071 5.200
134 721 561 112 78 435 70 15 505 505 60 218 127 127 253 267 293 293 34 103 103 106 132 14 167 536 589 561 568 167 825 825 589 496
Federal Agency Issues - Coupon 31331T5Q0 31331XLY6 3133X0LJ6 3133X6YH3 3133X5QT8 3133XBFD2 3133XBF34 3133XAPD3 3133XBZD0 3133XBZD0 3133MXVU0 3133XBVF9 3133XBSU0 3133XBSU0 3133XDGC9 3133XCKD4 3133XDTW1 3133XDTW1 3133XAUZ8 3133X7C51 3133MNPQ8 3133XDXH9 3133XBXU4 3133MLRJ6 3133XEGR4 31339YVV1 3133XEZP7 3128X4HK0 3133XCUA9 3133XGCL6 3133M8JJ4 3133M8JJ4 3133XEZP7 3133XJ6J2
062010002 070290001 032760002m 042370001 043140002 051190001m 051470005 051470006 051710001 051710002 051710003 051790001 052090001 052090002 053040002 053040004 053250001 053250002 061140001 061720006 061720007 061880003 061880004 062230001 062720001 062720007 062720008 062830001 062830003 062910011 063530010 063530011 070110002 070220122
FFCB Note FFCB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note
07/20/2006 01/29/2007 06/01/2005 08/24/2004 11/09/2004 06/01/2005 05/27/2005 05/27/2005 06/20/2005 06/20/2005 06/20/2005 06/28/2005 07/28/2005 07/28/2005 10/31/2005 10/31/2005 11/21/2005 11/21/2005 04/24/2006 06/21/2006 06/21/2006 07/07/2006 07/07/2006 08/11/2006 09/29/2006 09/29/2006 09/29/2006 10/10/2006 10/10/2006 10/18/2006 12/19/2006 12/19/2006 01/11/2007 01/22/2007
3.250 5.010 3.750 3.360 3.000 4.500 4.125 3.625 5.000 5.000 2.800 4.250 3.875 3.875 4.500 4.375 4.900 4.900 3.750 3.500 4.875 4.625 4.000 4.875 4.625 3.375 5.000 4.625 4.650 5.375 5.823 5.823 5.000 4.750
Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa
06/15/2007 01/22/2009 08/15/2008 05/24/2007 04/20/2007 04/11/2008 04/12/2007 02/16/2007 06/20/2008 06/20/2008 04/02/2007 09/07/2007 06/08/2007 06/08/2007 10/12/2007 10/26/2007 11/21/2007 11/21/2007 03/07/2007 05/15/2007 05/15/2007 05/18/2007 06/13/2007 02/15/2007 07/18/2007 07/21/2008 09/12/2008 08/15/2008 08/22/2008 07/18/2007 05/06/2009 05/06/2009 09/12/2008 06/11/2008
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 4
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
Moody's
01/29/2007 01/30/2007 05/05/2003 06/01/2005 04/26/2004 08/24/2004 10/08/2004 04/21/2005 05/26/2005 06/29/2005 07/26/2005 08/22/2005 09/28/2005 10/31/2005 01/27/2006 01/27/2006 04/21/2006 05/05/2006 05/05/2006 05/17/2006 05/18/2006 05/23/2006 05/23/2006 07/10/2006 07/20/2006 07/20/2006 07/20/2006 09/26/2006 12/28/2006 11/17/2004 12/15/2004 05/20/2005 05/04/2006 05/04/2006 05/18/2006 08/09/2006 09/28/2006 10/18/2006
6,400,000.00 5,000,000.00 11,000,000.00 20,000,000.00 20,000,000.00 10,000,000.00 11,000,000.00 15,000,000.00 21,112,000.00 10,000,000.00 15,000,000.00 25,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00 4,770,000.00 5,400,000.00 10,000,000.00 10,000,000.00 8,245,000.00 10,000,000.00 10,000,000.00 20,000,000.00 10,000,000.00 10,000,000.00 16,714,000.00 10,000,000.00 7,500,000.00 10,000,000.00 5,000,000.00 10,000,000.00 10,000,000.00 21,400,000.00 6,860,000.00 10,000,000.00 10,845,000.00 2,361,000.00 25,000,000.00
6,332,000.00 4,989,062.50 10,770,264.89 19,931,250.00 19,968,750.00 9,893,750.00 11,034,375.00 14,916,405.48 20,994,343.50 9,904,150.39 14,817,404.94 24,878,448.48 9,940,229.80 9,955,020.14 9,973,399.35 4,757,311.49 5,391,562.50 9,987,500.00 9,991,349.79 8,219,819.38 9,987,500.00 9,987,500.00 19,987,500.00 9,980,270.39 9,993,750.00 16,599,091.25 9,980,270.39 7,493,512.34 9,753,125.00 4,968,750.00 9,978,125.00 9,925,000.00 21,359,875.00 6,847,137.50 9,978,125.00 10,868,723.44 2,349,932.81 24,843,750.00
6,320,311.86 4,979,170.22 11,000,000.00 20,000,000.00 19,996,508.55 9,997,322.89 11,079,089.15 15,000,000.00 21,112,000.00 10,000,000.00 15,000,000.00 25,000,000.00 9,996,408.34 9,987,870.32 10,000,000.00 4,770,000.00 5,392,313.40 9,988,968.80 9,992,314.68 8,221,466.38 9,988,941.57 9,988,842.75 19,989,873.97 9,978,305.31 9,991,256.17 16,586,135.07 9,977,962.55 7,494,218.09 9,798,008.86 5,000,000.00 9,999,521.98 10,000,000.00 21,359,461.36 6,847,090.54 9,980,488.89 10,867,290.49 2,350,746.51 24,842,103.98
4.500 5.000 3.500 2.700 2.850 3.375 7.100 4.750 4.750 4.200 4.370 4.500 4.500 4.625 5.000 5.000 2.850 2.375 4.250 3.100 2.375 2.375 4.875 3.750 4.875 2.875 3.750 4.250 3.875 3.750 3.420 4.250 3.000 3.000 3.625 7.125 4.250 4.250
Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa
YTM Days to 365 Maturity
Maturity Date
Federal Agency Issues - Coupon 3133MJX39 3133XGYT5 3128X1AM9 3128X2L60 3128X2WN1 3128X3TM5 3134A1SP6 3128X36P3 3128X36P3 3128X4DF5 3128X4BF7 3128X4HM6 3128X4GY1 3128X4RF0 3128X4XW6 3128X4XW6 3128X2WN1 3134A4UN2 3128X4HQ7 3128X3XD0 3134A4UN2 3134A4UN2 3134A4NW0 3128X4ED9 3134A4NW0 3134A4UR3 3128X4ED9 3128X4HQ7 3128X2ME2 31359MVU4 3136F6QC6 31359MB36 31359MWD1 31359MWD1 31359MXW8 31359MFL2 31359MNP4 31359MYZ0
070290002 070300002 031250001 040860010m 041170004 042370002 042820003 051110001 051460001 051800003 052070005 052340001 052710004 053040003 060270001 060270002 061110001 061250010 061250100 061370002 061380002 061430005 061430006 061910001 062010001 062010003 062010004 062690002 063620010 043210008 043500001 051400001 061240002 061240003 061380001 062210006 062710004 062910012
FHLB Note FHLB Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note
5.260 4.363 3.408 2.699 3.150 3.426 3.168 4.484 4.480 4.189 4.473 4.500 4.549 4.813 4.999 4.999 5.257 5.303 5.303 5.266 5.307 5.333 5.294 5.574 5.602 5.616 5.603 5.180 4.978 3.724 3.459 4.199 5.272 5.256 5.271 5.345 5.195 5.298
652 1,044 459 43 22 203 68 417 417 330 477 202 287 246 351 351 22 14 27 47 14 14 42 42 42 103 42 27 711 155 42 274 29 29 42 42 164 226
11/14/2008 12/11/2009 05/05/2008 03/16/2007 02/23/2007 08/23/2007 04/10/2007 03/24/2008 03/24/2008 12/28/2007 05/23/2008 08/22/2007 11/15/2007 10/05/2007 01/18/2008 01/18/2008 02/23/2007 02/15/2007 02/28/2007 03/20/2007 02/15/2007 02/15/2007 03/15/2007 03/15/2007 03/15/2007 05/15/2007 03/15/2007 02/28/2007 01/12/2009 07/06/2007 03/15/2007 11/02/2007 03/02/2007 03/02/2007 03/15/2007 03/15/2007 07/15/2007 09/15/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 5
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Average Balance
Issuer
Subtotal and Average
Purchase Date
819,756,610.93
Par Value
Market Value
Book Value
806,932,000.00
803,003,143.83
805,734,822.41
25,000,000.00 6,075,000.00 25,000,000.00 50,000,000.00 50,000,000.00 25,222,000.00 10,000,000.00 30,000,000.00 10,000,000.00 30,000,000.00 19,313,000.00 12,000,000.00 25,000,000.00 15,000,000.00 20,000,000.00 20,000,000.00 20,000,000.00 20,000,000.00 25,000,000.00 40,000,000.00 25,000,000.00 34,839,000.00 30,004,000.00 6,152,000.00 15,000,000.00 25,000,000.00 40,839,000.00 20,000,000.00 9,500,000.00 20,000,000.00 40,246,000.00 35,000,000.00 30,000,000.00 20,082,000.00 25,000,000.00
24,898,300.00 6,042,346.88 24,945,425.00 49,079,250.00 49,992,700.00 25,218,317.59 9,997,090.00 29,626,620.00 9,858,170.00 29,877,720.00 19,290,558.29 11,989,536.00 24,952,700.00 14,938,635.00 19,856,820.00 19,874,340.00 19,938,640.00 19,830,840.00 24,824,675.00 39,883,120.00 24,748,450.00 34,833,913.51 29,999,619.42 6,057,622.17 14,730,300.00 24,825,325.00 40,163,931.33 19,629,520.00 9,470,958.50 19,959,240.00 40,081,957.30 34,974,380.00 29,969,250.00 20,037,899.93 24,828,325.00
24,901,375.00 6,043,045.50 24,949,055.56 49,090,000.00 50,000,000.00 25,222,000.00 9,998,536.11 29,630,250.00 9,859,619.45 29,881,875.00 19,293,434.86 11,991,316.67 24,956,500.00 14,940,487.50 19,859,733.33 19,876,333.33 19,941,222.22 19,832,483.33 24,828,319.44 39,888,955.55 24,753,027.78 34,839,000.00 30,004,000.00 6,060,309.57 14,733,500.00 24,828,972.22 40,171,134.87 19,631,700.00 9,472,291.67 19,962,155.56 40,087,833.22 34,979,505.56 29,973,675.00 20,040,843.06 24,832,611.11
854,272,000.00
849,226,495.92
849,355,102.47
Stated Rate
Moody's
YTM Days to 365 Maturity 4.703
233
5.382 5.389 5.441 5.387 5.324 5.324 5.372 5.376 5.375 5.356 5.303 5.298 5.308 5.423 5.404 5.434 5.395 5.417 5.404 5.375 5.374 5.344 5.344 5.303 5.400 5.378 5.393 5.393 5.368 5.351 5.345 5.368 5.359 5.365 5.353
27 36 14 126 0 0 1 85 97 27 7 5 12 27 48 42 20 57 47 19 68 0 0 105 123 47 113 127 20 13 27 4 6 14 46
5.368
39
Maturity Date
Amortizing Commercial Paper Disc. 0660P1PU9 0660P1Q95 07389BPF2 07389BT76 03523DP15 03523DP15 14178MP28 17307SRT1 17307SS94 17307SPU0 29101BP89 29101BP63 29101BPD8 34656KPU9 34656KQM6 34656KQF1 34656KPM7 34656KQW4 38362WQL8 38362WPL9 38362WRA1 52466KP15 52466KP15 59018KSH5 61745BT49 61745BQL4 61745BSR9 61745BT80 74271UPM6 74271UPE4 74433HPU2 88562MP59 88562MP75 88562MPF7 92217MQK6
063620002 063620004 062490001 070110010 070310003 070310004 063610003 070100090 070100091 070170001 070120011 070160001 070240127 063490001 063550190 063630925 070120886 070220023 063540093 063630927 070080002 070310001 070310002 063400001 063560847 063610005 070030006 070300001 063600913 063610004 070170237 070040003 070120014 070180181 070260005
Bank of America Bank of America Bear Stearns Co Bear Stearns Co Anheuser Busch Co Anheuser Busch Co Cargill Inc Citigroup Funding Inc Citigroup Funding Inc Citigroup Funding Inc Emerson Electric Co Emerson Electric Co Emerson Electric Co Forrestal Cert Fnd Trst Forrestal Cert Fnd Trst Forrestal Cert Fnd Trst Forrestal Cert Fnd Trst Forrestal Cert Fnd Trst Govco Inc Govco Inc Govco Inc Leggett & Platt Leggett & Platt Merrill Lynch & Co Morgan Stanley Dean Witter CP Morgan Stanley Dean Witter CP Morgan Stanley Dean Witter CP Morgan Stanley Dean Witter CP Procter & Gamble Procter & Gamble Prudential Securities Three Rivers Funding Three Rivers Funding Three Rivers Funding Variable Funding Subtotal and Average
816,591,055.17
12/28/2006 12/28/2006 09/06/2006 01/11/2007 01/31/2007 01/31/2007 12/27/2006 01/10/2007 01/10/2007 01/17/2007 01/12/2007 01/16/2007 01/24/2007 12/15/2006 12/21/2006 12/29/2006 01/12/2007 01/22/2007 12/20/2006 12/29/2006 01/08/2007 01/31/2007 01/31/2007 12/06/2006 12/22/2006 12/27/2006 01/03/2007 01/30/2007 12/26/2006 12/27/2006 01/17/2007 01/04/2007 01/12/2007 01/18/2007 01/26/2007
5.260 5.260 5.240 5.200 5.250 5.250 5.270 5.220 5.210 5.250 5.210 5.210 5.220 5.290 5.260 5.300 5.290 5.290 5.260 5.260 5.230 5.270 5.270 5.110 5.200 5.240 5.210 5.220 5.250 5.240 5.240 5.270 5.265 5.270 5.240
P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1
P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1 P-1
02/28/2007 03/09/2007 02/15/2007 06/07/2007 02/01/2007 02/01/2007 02/02/2007 04/27/2007 05/09/2007 02/28/2007 02/08/2007 02/06/2007 02/13/2007 02/28/2007 03/21/2007 03/15/2007 02/21/2007 03/30/2007 03/20/2007 02/20/2007 04/10/2007 02/01/2007 02/01/2007 05/17/2007 06/04/2007 03/20/2007 05/25/2007 06/08/2007 02/21/2007 02/14/2007 02/28/2007 02/05/2007 02/07/2007 02/15/2007 03/19/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 6
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
Moody's
04/26/2005 06/15/2005 01/31/2006 06/21/2006 08/24/2006 08/24/2006 10/11/2006 09/15/2006 09/15/2006 09/18/2006 09/28/2006 10/10/2006 10/24/2006 12/14/2006 12/15/2006 12/15/2006 12/21/2006 12/28/2006 12/28/2006 01/10/2007 01/11/2007 04/26/2006 04/26/2006 05/15/2006 08/15/2006 09/06/2006 10/16/2006 11/21/2006 12/14/2006 10/24/2006 12/14/2006 12/15/2006 12/19/2006 01/08/2007 01/18/2007
13,100,000.00 4,105,000.00 8,450,000.00 8,000,000.00 13,800,000.00 10,000,000.00 8,550,000.00 10,000,000.00 10,000,000.00 11,515,000.00 7,350,000.00 7,500,000.00 6,000,000.00 5,000,000.00 10,000,000.00 4,000,000.00 4,545,000.00 15,000,000.00 25,000,000.00 20,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 5,885,000.00 10,000,000.00 5,225,000.00 10,000,000.00 20,000,000.00 5,000,000.00 5,400,000.00 6,000,000.00 5,000,000.00 5,000,000.00 20,000,000.00 5,000,000.00
13,091,812.50 4,021,617.19 8,386,625.00 7,772,500.00 13,800,000.00 10,000,000.00 8,445,796.88 9,878,125.00 9,878,125.00 11,374,660.94 7,258,125.00 7,303,125.00 5,805,000.00 4,884,375.00 9,768,750.00 3,905,000.00 4,557,782.81 14,990,625.00 24,984,375.00 19,987,500.00 4,909,375.00 4,979,354.86 4,979,354.86 5,815,398.49 10,021,279.91 5,236,118.75 10,002,439.88 20,001,098.64 4,811,540.22 5,221,125.00 5,814,375.00 4,796,875.00 4,885,937.50 20,050,000.00 4,803,125.00
13,100,000.00 4,065,323.98 8,414,125.75 7,715,128.67 13,800,253.28 10,000,225.99 8,434,162.46 9,861,732.46 9,861,732.46 11,376,259.43 7,260,997.58 7,309,473.87 5,795,929.77 4,894,170.25 9,798,371.44 3,910,445.48 4,573,949.17 15,000,000.00 25,000,000.00 20,000,000.00 4,911,993.37 4,971,741.80 4,971,741.80 5,773,321.83 10,004,956.74 5,247,783.37 10,042,572.52 20,000,000.00 4,841,139.54 5,213,764.03 5,829,777.27 4,813,627.08 4,901,950.39 20,057,794.59 4,801,419.61
3.540 3.070 4.500 3.500 5.550 5.550 4.000 4.000 4.000 4.000 2.700 3.320 3.320 3.750 4.200 4.000 5.700 5.410 5.410 5.300 4.000 5.270 5.270 5.000 5.750 5.750 5.750 5.350 3.150 3.210 3.350 3.270 4.220 6.000 3.300
Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa
319,425,000.00
316,421,318.43
316,555,865.98
YTM Days to 365 Maturity
Maturity Date
Federal Agency Issues - Callable 3133XAKR7 3133X5GE2 3133XDD24 3133MYZG5 3133XGHR8 3133XGKU7 3133X8TT9 3133X8TT9 3133X8TT9 3133XABP1 31339YU26 31339YRS3 31339XS62 3133X96A3 3133X4VC2 3133MYT64 3133XFX84 3133XJF94 3133XJF94 3133XJJF6 3133X1CF2 3128X4W64 3128X4W64 3128X4EU1 3128X5AD0 3128X5AD0 3128X5FW3 3128X5PX0 3128X1MW4 3136F3VD5 3136F3UN4 3136F3YT7 3136F6FA2 31359MT37 3136F3VG8
051160020 051640001 060310002 061720005 062360001 062360002 062480003 062580001 062580002 062610001 062710003 062830002 062970002 063470003 063490003 063490004 063550064 063630001 063630002 070100001 070110001 061160004 061160005 061350001 062270001 062490002 062890004 063200021 063470001 062970001 063470002 063490002 063530012 070080001 070180100
FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLB Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note Subtotal and Average
301,944,474.24
3.999 4.146 4.967 5.571 5.500 5.528 5.274 5.272 5.272 5.261 5.216 5.115 5.221 5.026 5.018 5.051 5.522 5.485 5.485 5.300 5.116 5.535 5.535 5.610 5.731 5.608 5.626 5.350 4.951 5.228 5.000 4.958 5.010 5.915 5.125
14 348 351 680 188 201 785 785 785 365 179 545 698 641 972 833 1,610 330 330 343 606 1,161 1,161 1,286 1,572 1,572 1,652 293 684 666 666 866 972 1,623 852
5.301
688
02/15/2007 01/15/2008 01/18/2008 12/12/2008 08/08/2007 08/21/2007 03/27/2009 03/27/2009 03/27/2009 02/01/2008 07/30/2007 07/30/2008 12/30/2008 11/03/2008 09/30/2009 05/14/2009 06/30/2011 12/28/2007 12/28/2007 01/10/2008 09/29/2008 04/07/2010 04/07/2010 08/10/2010 05/23/2011 05/23/2011 08/11/2011 11/21/2007 12/16/2008 11/28/2008 11/28/2008 06/16/2009 09/30/2009 07/13/2011 06/02/2009
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 7
Portfolio Details - Investments January 31, 2007 CUSIP
Average Balance
Issuer
Investment #
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
Moody's
11/06/2006 11/06/2006 11/13/2006 11/14/2006 01/25/2007
8,900,000.00 5,239,000.00 7,836,000.00 3,175,000.00 10,000,000.00
8,681,682.74 5,110,487.18 7,643,782.69 3,097,117.16 9,754,699.71
8,640,696.71 5,084,012.38 7,609,275.83 3,083,022.63 9,707,385.44
2.445 2.445 2.445 2.445 2.445
Aaa Aaa Aaa Aaa Aaa
35,150,000.00
34,287,769.48
34,124,392.99
6,745,000.00 10,000,000.00
6,271,494.54 9,380,110.17
6,276,884.57 9,382,414.16
16,745,000.00
15,651,604.71
15,659,298.73
92,268,000.00 46,220,000.00 57,554,000.00
92,268,000.00 46,220,000.00 57,554,000.00
92,268,000.00 46,220,000.00 57,554,000.00
196,042,000.00
196,042,000.00
196,042,000.00
2,000,000.00 1,000,000.00 200,000.00 2,000,000.00 3,000,000.00 2,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 1,500,000.00 1,500,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,500,000.00 2,000,000.00 2,000,000.00 2,000,000.00 15,000,000.00
2,000,000.00 1,000,000.00 200,000.00 2,000,000.00 3,000,000.00 2,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 1,500,000.00 1,500,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,500,000.00 2,000,000.00 2,000,000.00 2,000,000.00 15,000,000.00
2,000,000.00 1,000,000.00 200,000.00 2,000,000.00 3,000,000.00 2,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 1,500,000.00 1,500,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,500,000.00 2,000,000.00 2,000,000.00 2,000,000.00 15,000,000.00
YTM Days to 365 Maturity
Maturity Date
Floating Rate Agencies 31359MUB7 31359MUB7 31359MUB7 31359MUB7 31359MUB7
063100001 063100002 063170001 063180001 070250001
FNMA FNMA FNMA FNMA FNMA
Note Note Note Note Note
Subtotal and Average
26,594,830.53
4.109 4.133 4.075 4.073 3.938
747 747 747 747 747
02/17/2009 02/17/2009 02/17/2009 02/17/2009 02/17/2009
4.053
747
5.286 5.370
511 06/26/2008 446 04/22/2008
5.336
472
Agency Zero Coupon Bonds 3128X1RQ2 3136F3QM1
070220121 070290003
FHLMC Note FNMA Note
01/22/2007 01/29/2007
Subtotal and Average
2,931,313.24
4.889 4.985
Aaa Aaa
Overnight Repos SYS07031TR01 SYS07031TR03 SYS07031TR15
07031TR01 07031TR03 07031TR15
Bank of America Tri-party Bank of America Tri-party Bank of America Tri-party
Subtotal and Average
01/31/2007 01/31/2007 01/31/2007 441,040,096.77
5.270 5.270 5.270
P-1 P-1 P-1
5.343 5.343 5.343
0 02/01/2007 0 02/01/2007 0 02/01/2007
5.343
0
5.100 5.200 5.200 5.200 5.200 5.100 5.100 5.000 5.100 5.200 5.000 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.100
57 106 1 8 8 169 85 57 57 15 260 78 85 155 176 78 99 106 162
Time Deposits - General SYS0030000004 SYS0030000005 SYS0210000002 SYS0250000005 SYS0250000006n SYS0250000007 SYS0300000004 SYS0300000005 SYS0300000006 SYS0410000008 SYS0410000009 SYS0410000010 SYS0410000011 SYS0410000012 SYS0410000013 SYS0460000005 SYS0460000006 SYS0460000007 SYS0460000008
0030000004 0030000005 0210000002 0250000005 0250000006n 0250000007 0300000004 0300000005 0300000006 0410000008 0410000009 0410000010 0410000011 0410000012 0410000013 0460000005 0460000006 0460000007 0460000008
Southwest Community Bank Southwest Community Bank United Security Bank Belgrade State Bank Belgrade State Bank Belgrade State Bank First Community Bank First Community Bank First Community Bank Bank of Bloomsdale Bank of Bloomsdale Bank of Bloomsdale Bank of Bloomsdale Bank of Bloomsdale Bank of Bloomsdale Mid Missouri Bank Mid Missouri Bank Mid Missouri Bank Mid Missouri Bank
09/29/2006 11/17/2006 08/04/2006 08/11/2006 08/11/2006 01/19/2007 10/27/2006 12/29/2006 01/26/2007 08/18/2006 10/20/2006 10/20/2006 10/27/2006 01/05/2007 01/26/2007 10/20/2006 11/09/2006 11/17/2006 01/12/2007
5.100 5.200 5.200 5.200 5.200 5.100 5.100 5.000 5.100 5.200 5.000 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.100
03/30/2007 05/18/2007 02/02/2007 02/09/2007 02/09/2007 07/20/2007 04/27/2007 03/30/2007 03/30/2007 02/16/2007 10/19/2007 04/20/2007 04/27/2007 07/06/2007 07/27/2007 04/20/2007 05/11/2007 05/18/2007 07/13/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 8
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
10/20/2006 01/26/2007 09/22/2006 10/20/2006 12/01/2006 12/08/2006 01/12/2007 01/26/2007 01/26/2007 08/25/2006 09/29/2006 10/06/2006 08/11/2006 09/22/2006 10/20/2006 01/26/2007 10/20/2006 12/15/2006 10/20/2006 09/15/2006 09/29/2006 10/06/2006 10/27/2006 12/29/2006 01/05/2007 09/15/2006 11/03/2006 10/27/2006 08/04/2006 01/05/2007 09/15/2006 10/27/2006 10/27/2006 01/19/2007 09/29/2006 11/03/2006 12/01/2006 12/29/2006
2,000,000.00 2,000,000.00 500,000.00 2,000,000.00 1,000,000.00 2,000,000.00 4,500,000.00 1,000,000.00 2,000,000.00 750,000.00 500,000.00 500,000.00 1,455,000.00 1,500,000.00 5,000,000.00 1,450,000.00 500,000.00 855,000.00 500,000.00 5,000,000.00 2,000,000.00 2,000,000.00 2,500,000.00 2,000,000.00 7,000,000.00 3,500,000.00 1,161,300.00 3,000,000.00 1,300,000.00 1,500,000.00 2,000,000.00 2,000,000.00 5,000,000.00 2,000,000.00 665,000.00 3,000,000.00 2,000,000.00 2,000,000.00
2,000,000.00 2,000,000.00 500,000.00 2,000,000.00 1,000,000.00 2,000,000.00 4,500,000.00 1,000,000.00 2,000,000.00 750,000.00 500,000.00 500,000.00 1,455,000.00 1,500,000.00 5,000,000.00 1,450,000.00 500,000.00 855,000.00 500,000.00 5,000,000.00 2,000,000.00 2,000,000.00 2,500,000.00 2,000,000.00 7,000,000.00 3,500,000.00 1,161,300.00 3,000,000.00 1,300,000.00 1,500,000.00 2,000,000.00 2,000,000.00 5,000,000.00 2,000,000.00 665,000.00 3,000,000.00 2,000,000.00 2,000,000.00
2,000,000.00 2,000,000.00 500,000.00 2,000,000.00 1,000,000.00 2,000,000.00 4,500,000.00 1,000,000.00 2,000,000.00 750,000.00 500,000.00 500,000.00 1,455,000.00 1,500,000.00 5,000,000.00 1,450,000.00 500,000.00 855,000.00 500,000.00 5,000,000.00 2,000,000.00 2,000,000.00 2,500,000.00 2,000,000.00 7,000,000.00 3,500,000.00 1,161,300.00 3,000,000.00 1,300,000.00 1,500,000.00 2,000,000.00 2,000,000.00 5,000,000.00 2,000,000.00 665,000.00 3,000,000.00 2,000,000.00 2,000,000.00
5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.100 5.000 5.200 5.100 4.900 5.100 5.000 5.000 5.100 5.100 5.100 5.000 5.000 5.100 5.100 5.100 5.200 5.100 5.200 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.100 5.000
Moody's
YTM Days to 365 Maturity
Maturity Date
Time Deposits - General SYS0510000003 SYS0530000003 SYS0630000010 SYS0630000011 SYS0630000012 SYS0630000013 SYS0630000014 SYS0630000015 SYS0630000016 SYS0650000002 SYS0700000003 SYS0700000004 SYS0940000004 SYS0940000005 SYS103000000 SYS1030000004 SYS1070000003 SYS1070000004 SYS1270000001 SYS1340000008 SYS1340000009 SYS1340000010 SYS1340000011 SYS1340000012 SYS1340000013 SYS1350000004 SYS1350000005 SYS1370000004 SYS1540000005 SYS1550000003 SYS1640000007 SYS1640000008 SYS1640000009 SYS1640000010 SYS1700000009 SYS1700000010 SYS1700000011 SYS1700000012
0510000003 0530000003 0630000010 0630000011 0630000012 0630000013 0630000014 0630000015 0630000016 0650000002 0700000003 0700000004 0940000004 0940000005 1030000003 1030000004 1070000003 1070000004 1270000001 1340000008 1340000009 1340000010 1340000011 1340000012 1340000013 1350000004 1350000005 1370000004 1540000005 1550000003 1640000007 1640000008 1640000009 1640000010 1700000009 1700000010 1700000011 1700000012
Branson Bank Community State Bank Bank of Bolivar Bank of Bolivar Bank of Bolivar Bank of Bolivar Bank of Bolivar Bank of Bolivar Bank of Bolivar OBannon Banking Company Regional Missouri Bank Regional Missouri Bank First State Bank First State Bank FOCUS BANK FOCUS BANK Chillicothe State Bank Chillicothe State Bank Concordia Bank Frontenac Bank Frontenac Bank Frontenac Bank Frontenac Bank Frontenac Bank Frontenac Bank Bank of Crocker Bank of Crocker Peoples Bank of Cuba Citizens Bank - Edina Citizens Bank of Eldon Reliance Bank Reliance Bank Reliance Bank Reliance Bank 1st State Community Bank 1st State Community Bank 1st State Community Bank 1st State Community Bank
5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.100 5.000 5.200 5.100 4.900 5.100 5.000 5.000 5.100 5.100 5.100 5.000 5.000 5.100 5.100 5.100 5.200 5.100 5.200 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.100 5.000
169 176 50 78 120 127 162 176 57 22 57 64 8 50 577 176 260 134 78 43 57 64 267 148 155 43 92 85 1 155 43 85 85 169 57 92 120 57
07/20/2007 07/27/2007 03/23/2007 04/20/2007 06/01/2007 06/08/2007 07/13/2007 07/27/2007 03/30/2007 02/23/2007 03/30/2007 04/06/2007 02/09/2007 03/23/2007 08/31/2008 07/27/2007 10/19/2007 06/15/2007 04/20/2007 03/16/2007 03/30/2007 04/06/2007 10/26/2007 06/29/2007 07/06/2007 03/16/2007 05/04/2007 04/27/2007 02/02/2007 07/06/2007 03/16/2007 04/27/2007 04/27/2007 07/20/2007 03/30/2007 05/04/2007 06/01/2007 03/30/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 9
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
01/26/2007 08/11/2006 09/29/2006 08/18/2006 09/08/2006 09/29/2006 10/20/2006 11/03/2006 01/26/2007 12/01/2006 09/15/2006 01/19/2007 12/01/2006 12/08/2006 01/05/2007 01/26/2007 11/03/2006 08/11/2006 09/22/2006 11/09/2006 11/17/2006 01/05/2007 11/17/2006 08/04/2006 08/11/2006 08/18/2006 08/25/2006 09/01/2006 09/08/2006 09/15/2006 10/20/2006 01/12/2007 01/19/2007 12/29/2006 09/29/2006 11/03/2006 01/12/2007 10/27/2006
1,000,000.00 500,000.00 1,500,000.00 180,000.00 200,000.00 250,000.00 2,000,000.00 1,000,000.00 315,000.00 8,000,000.00 3,000,000.00 5,000,000.00 5,150,000.00 2,500,000.00 9,000,000.00 700,000.00 315,000.00 1,000,000.00 1,000,000.00 1,500,000.00 1,500,000.00 3,000,000.00 9,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 6,000,000.00 12,000,000.00 4,000,000.00 5,000,000.00 500,000.00 1,000,000.00 500,000.00 2,500,000.00
1,000,000.00 500,000.00 1,500,000.00 180,000.00 200,000.00 250,000.00 2,000,000.00 1,000,000.00 315,000.00 8,000,000.00 3,000,000.00 5,000,000.00 5,150,000.00 2,500,000.00 9,000,000.00 700,000.00 315,000.00 1,000,000.00 1,000,000.00 1,500,000.00 1,500,000.00 3,000,000.00 9,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 6,000,000.00 12,000,000.00 4,000,000.00 5,000,000.00 500,000.00 1,000,000.00 500,000.00 2,500,000.00
1,000,000.00 500,000.00 1,500,000.00 180,000.00 200,000.00 250,000.00 2,000,000.00 1,000,000.00 315,000.00 8,000,000.00 3,000,000.00 5,000,000.00 5,150,000.00 2,500,000.00 9,000,000.00 700,000.00 315,000.00 1,000,000.00 1,000,000.00 1,500,000.00 1,500,000.00 3,000,000.00 9,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 6,000,000.00 12,000,000.00 4,000,000.00 5,000,000.00 500,000.00 1,000,000.00 500,000.00 2,500,000.00
5.100 5.200 5.100 5.200 5.100 5.100 5.000 5.200 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.200 5.100 5.100 5.200 5.100 5.200 5.200 5.200 5.200 5.200 5.200 5.100 5.100 5.100 5.100 5.100 5.000 5.100 5.200 5.100 5.100
Moody's
YTM Days to 365 Maturity
Maturity Date
Time Deposits - General SYS1700000013 SYS1960000005n SYS1960000006 SYS2100000004 SYS2100000005 SYS2100000006 SYS2320000004 SYS2320000005 SYS2420000003 SYS2500000003 SYS2570000004 SYS2570000005 SYS2580000009 SYS2580000010 SYS2580000011 SYS2580000012 SYS2700000003 SYS2770000009 SYS2770000010 SYS2770000011 SYS2770000012 SYS2770000013 SYS2780000007 SYS2820000013 SYS2820000014 SYS2820000015 SYS2820000016 SYS2820000017 SYS2820000018 SYS2820000019 SYS2820000020 SYS2820000021 SYS2820000022 SYS2960000002 SYS3000000005 SYS3060000005 SYS3060000006 SYS3130000007
1700000013 1960000005n 1960000006 2100000004 2100000005 2100000006 2320000004 2320000005 2420000003 2500000003 2570000004 2570000005 2580000009 2580000010 2580000011 2580000012 2700000003 2770000009 2770000010 2770000011 2770000012 2770000013 2780000007 2820000013 2820000014 2820000015 2820000016 2820000017 2820000018 2820000019 2820000020 2820000021 2820000022 2960000002 3000000005 3060000005 3060000006 3130000007
1st State Community Bank Tri County Trust Company Tri County Trust Company F & M Bank of Hale F & M Bank of Hale F & M Bank of Hale F & C Bank F & C Bank Bank of Iberia Unico Bank Jefferson Bank of Missouri Jefferson Bank of Missouri Exchange National Bank Exchange National Bank Exchange National Bank Exchange National Bank Kahoka State Bank Central Bank of Kansas City Central Bank of Kansas City Central Bank of Kansas City Central Bank of Kansas City Central Bank of Kansas City Blue Ridge Bank & Trust Union Bank Union Bank Union Bank Union Bank Union Bank Union Bank Union Bank Union Bank Union Bank Union Bank UMB Bank, Kansas City Missouri Bank & Trust Co Douglass National Bank Douglass National Bank Kearney Commercial Bank
5.100 5.200 5.100 5.200 5.100 5.100 5.000 5.200 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.200 5.100 5.100 5.200 5.100 5.200 5.200 5.200 5.200 5.200 5.200 5.100 5.100 5.100 5.100 5.100 5.000 5.100 5.200 5.100 5.100
176 8 57 15 36 57 260 92 176 120 43 57 120 127 155 176 92 8 50 99 106 155 106 1 8 15 22 29 36 43 78 162 169 57 57 92 162 85
07/27/2007 02/09/2007 03/30/2007 02/16/2007 03/09/2007 03/30/2007 10/19/2007 05/04/2007 07/27/2007 06/01/2007 03/16/2007 03/30/2007 06/01/2007 06/08/2007 07/06/2007 07/27/2007 05/04/2007 02/09/2007 03/23/2007 05/11/2007 05/18/2007 07/06/2007 05/18/2007 02/02/2007 02/09/2007 02/16/2007 02/23/2007 03/02/2007 03/09/2007 03/16/2007 04/20/2007 07/13/2007 07/20/2007 03/30/2007 03/30/2007 05/04/2007 07/13/2007 04/27/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 10
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
10/20/2006 12/08/2006 12/29/2006 12/29/2006 08/25/2006 11/22/2006 09/08/2006 09/29/2006 08/11/2006 08/18/2006 10/06/2006 12/01/2006 12/29/2006 11/17/2006 12/22/2006 12/29/2006 01/26/2007 08/04/2006 08/25/2006 09/08/2006 12/29/2006 10/06/2006 01/12/2007 01/19/2007 08/11/2006 01/26/2007 09/08/2006 08/04/2006 08/18/2006 09/15/2006 09/22/2006 10/20/2006 11/09/2006 12/01/2006 12/08/2006 01/26/2007 10/27/2006 12/22/2006
1,500,000.00 1,750,000.00 4,500,000.00 3,000,000.00 1,000,000.00 2,200,000.00 410,000.00 5,000,000.00 1,000,000.00 500,000.00 1,000,000.00 500,000.00 1,000,000.00 1,000,000.00 2,295,000.00 630,000.00 950,000.00 500,000.00 500,000.00 500,000.00 5,000,000.00 2,000,000.00 2,500,000.00 1,200,000.00 100,000.00 300,000.00 750,000.00 3,000,000.00 2,000,000.00 2,500,000.00 2,500,000.00 2,500,000.00 3,500,000.00 2,000,000.00 2,500,000.00 2,500,000.00 500,000.00 500,000.00
1,500,000.00 1,750,000.00 4,500,000.00 3,000,000.00 1,000,000.00 2,200,000.00 410,000.00 5,000,000.00 1,000,000.00 500,000.00 1,000,000.00 500,000.00 1,000,000.00 1,000,000.00 2,295,000.00 630,000.00 950,000.00 500,000.00 500,000.00 500,000.00 5,000,000.00 2,000,000.00 2,500,000.00 1,200,000.00 100,000.00 300,000.00 750,000.00 3,000,000.00 2,000,000.00 2,500,000.00 2,500,000.00 2,500,000.00 3,500,000.00 2,000,000.00 2,500,000.00 2,500,000.00 500,000.00 500,000.00
1,500,000.00 1,750,000.00 4,500,000.00 3,000,000.00 1,000,000.00 2,200,000.00 410,000.00 5,000,000.00 1,000,000.00 500,000.00 1,000,000.00 500,000.00 1,000,000.00 1,000,000.00 2,295,000.00 630,000.00 950,000.00 500,000.00 500,000.00 500,000.00 5,000,000.00 2,000,000.00 2,500,000.00 1,200,000.00 100,000.00 300,000.00 750,000.00 3,000,000.00 2,000,000.00 2,500,000.00 2,500,000.00 2,500,000.00 3,500,000.00 2,000,000.00 2,500,000.00 2,500,000.00 500,000.00 500,000.00
4.900 5.100 5.000 5.000 5.200 5.100 5.100 5.100 5.200 5.200 5.000 5.100 5.100 5.200 5.100 5.100 5.100 5.200 5.200 5.100 5.000 5.000 5.100 5.100 5.200 5.100 5.100 5.200 5.200 5.100 5.100 5.000 5.100 5.100 5.100 5.100 5.100 5.100
Moody's
YTM Days to 365 Maturity
Maturity Date
Time Deposits - General SYS3130000006 SYS3130000008 SYS3130000009 SYS3160000002 SYS3190000002 SYS3200000004 SYS3250000003 SYS3250000004 SYS3290000002n SYS3520000008 SYS3520000009 SYS3520000010 SYS3520000011 SYS3560000009 SYS3560000010 SYS3560000011 SYS3560000012 SYS3570000005 SYS3570000006 SYS3570000007 SYS3580000003 SYS3590000002 SYS3630000010 SYS3630000011 SYS3670000004n SYS3670000005 SYS3700000002 SYS3770000013 SYS3770000014 SYS3770000015 SYS3770000016 SYS3770000017 SYS3770000018 SYS3770000019 SYS3770000020 SYS3770000021 SYS3880000004 SYS3880000005
3130000006 3130000008 3130000009 3160000002 3190000002 3200000004 3250000003 3250000004 3290000002n 3520000008 3520000009 3520000010 3520000011 3560000009 3560000010 3560000011 3560000012 3570000005 3570000006 3570000007 3580000003 3590000002 3630000010 3630000011 3670000004n 3670000005 3700000002 3770000013 3770000014 3770000015 3770000016 3770000017 3770000018 3770000019 3770000020 3770000021 3880000004 3880000005
KCB Bank KCB Bank KCB Bank Kennett National Bank Bank Northwest Bank of Kirksville 1st Community Bank 1st Community Bank Central Bank-Lake of the Ozark Southern Missouri Bank - Marsh Southern Missouri Bank - Marsh Southern Missouri Bank - Marsh Southern Missouri Bank - Marsh Farmers Bank of Lincoln Farmers Bank of Lincoln Farmers Bank of Lincoln Farmers Bank of Lincoln Legends Bank Legends Bank Legends Bank Liberty First Bank Community America CU Mercantile Bank of Louisana Mercantile Bank of Louisana Bank of Macks Creek Bank of Macks Creek Alliant Bank Citizens Nat'l Bank - St L Citizens Nat'l Bank - St L Citizens Nat'l Bank - St L Citizens Nat'l Bank - St L Citizens Nat'l Bank - St L Citizens Nat'l Bank - St L Citizens Nat'l Bank - St L Citizens Nat'l Bank - St L Citizens Nat'l Bank - St L Independent Farmers Bank Independent Farmers Bank
4.900 5.100 5.000 5.000 5.200 5.100 5.100 5.100 5.200 5.200 5.000 5.100 5.100 5.200 5.100 5.100 5.100 5.200 5.200 5.100 5.000 5.000 5.100 5.100 5.200 5.100 5.100 5.200 5.200 5.100 5.100 5.000 5.100 5.100 5.100 5.100 5.100 5.100
577 127 57 57 22 113 36 57 8 15 64 120 148 106 141 148 176 1 22 36 57 64 162 169 8 57 36 1 15 43 50 260 99 120 127 176 85 141
08/31/2008 06/08/2007 03/30/2007 03/30/2007 02/23/2007 05/25/2007 03/09/2007 03/30/2007 02/09/2007 02/16/2007 04/06/2007 06/01/2007 06/29/2007 05/18/2007 06/22/2007 06/29/2007 07/27/2007 02/02/2007 02/23/2007 03/09/2007 03/30/2007 04/06/2007 07/13/2007 07/20/2007 02/09/2007 03/30/2007 03/09/2007 02/02/2007 02/16/2007 03/16/2007 03/23/2007 10/19/2007 05/11/2007 06/01/2007 06/08/2007 07/27/2007 04/27/2007 06/22/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 11
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
10/20/2006 10/20/2006 12/08/2006 01/19/2007 01/26/2007 09/08/2006 10/06/2006 12/15/2006 01/12/2007 10/27/2006 10/13/2006 08/11/2006 08/18/2006 08/25/2006 09/29/2006 08/11/2006 10/20/2006 12/08/2006 12/29/2006 01/19/2007 01/26/2007 10/20/2006 01/26/2007 01/26/2007 10/20/2006 01/05/2007 12/01/2006 09/22/2006 12/29/2006 08/25/2006 09/08/2006 09/01/2006 09/22/2006 09/29/2006 10/20/2006 10/27/2006 11/22/2006 01/05/2007
1,000,000.00 1,000,000.00 250,000.00 1,000,000.00 900,000.00 1,500,000.00 2,000,000.00 1,800,000.00 2,000,000.00 1,000,000.00 3,100,000.00 2,500,000.00 1,000,000.00 1,000,000.00 3,000,000.00 1,000,000.00 1,000,000.00 1,500,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 5,000,000.00 5,000,000.00 2,500,000.00 3,000,000.00 850,000.00 300,000.00 500,000.00 1,460,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00
1,000,000.00 1,000,000.00 250,000.00 1,000,000.00 900,000.00 1,500,000.00 2,000,000.00 1,800,000.00 2,000,000.00 1,000,000.00 3,100,000.00 2,500,000.00 1,000,000.00 1,000,000.00 3,000,000.00 1,000,000.00 1,000,000.00 1,500,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 5,000,000.00 5,000,000.00 2,500,000.00 3,000,000.00 850,000.00 300,000.00 500,000.00 1,460,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00
1,000,000.00 1,000,000.00 250,000.00 1,000,000.00 900,000.00 1,500,000.00 2,000,000.00 1,800,000.00 2,000,000.00 1,000,000.00 3,100,000.00 2,500,000.00 1,000,000.00 1,000,000.00 3,000,000.00 1,000,000.00 1,000,000.00 1,500,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 5,000,000.00 5,000,000.00 2,500,000.00 3,000,000.00 850,000.00 300,000.00 500,000.00 1,460,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00
5.100 5.100 5.100 5.100 5.100 5.100 5.000 5.000 5.100 5.100 5.000 5.200 5.200 5.200 5.100 5.200 5.000 5.100 5.000 5.100 5.100 5.100 5.100 5.100 4.900 5.100 5.100 5.100 5.100 5.200 5.100 5.200 5.100 5.100 5.100 5.100 5.100 5.100
Moody's
YTM Days to 365 Maturity
Maturity Date
Time Deposits - General SYS3940000002 SYS4090000013 SYS4090000015 SYS4090000018 SYS4150000003 SYS4270000007 SYS4270000008 SYS4270000009 SYS4270000010 SYS4300000002 SYS4390000002 SYS4510000005 SYS4510000006 SYS4510000007 SYS4510000008 SYS4550000007 SYS4550000009 SYS4550000013 SYS4550000014 SYS4550000015 SYS4550000016 SYS4610000001 SYS4610000002 SYS4800000001 SYS4910000003a SYS4910000004 SYS4920000003 SYS4960000004 SYS4960000005 SYS5030000003 SYS5030000004 SYS5120000010 SYS5120000011 SYS5120000012 SYS5120000013 SYS5120000014 SYS5120000015 SYS5120000016
3940000002 4090000013 4090000015 4090000018 4150000003 4270000007 4270000008 4270000009 4270000010 4300000002 4390000002 4510000005 4510000006 4510000007 4510000008 4550000007 4550000009 4550000013 4550000014 4550000015 4550000016 4610000001 4610000002 4800000001 4910000003a 4910000004 4920000003 4960000004 4960000005 5030000003 5030000004 5120000010 5120000011 5120000012 5120000013 5120000014 5120000015 5120000016
Mid America Bank Bank of Monticello Bank of Monticello Bank of Monticello Security Bank - Mountain Grove Citizens Bank - New Haven Citizens Bank - New Haven Citizens Bank - New Haven Citizens Bank - New Haven Citizens Bank of Newburg Bank of Odessa Ozark Bank Ozark Bank Ozark Bank Ozark Bank Paris National Bank Paris National Bank Paris National Bank Paris National Bank Paris National Bank Paris National Bank The Bank of Missouri The Bank of Missouri Sterling Bank Peoples Sav Bk-Rhineland Peoples Sav Bk-Rhineland Security Bank Countryside Bank Countryside Bank Phelps County Bank Phelps County Bank Town & Country Bank Town & Country Bank Town & Country Bank Town & Country Bank Town & Country Bank Town & Country Bank Town & Country Bank
5.100 5.100 5.100 5.100 5.100 5.100 5.000 5.000 5.100 5.100 5.000 5.200 5.200 5.200 5.100 5.200 5.000 5.100 5.000 5.100 5.100 5.100 5.100 5.100 4.900 5.100 5.100 5.100 5.100 5.200 5.100 5.200 5.100 5.100 5.100 5.100 5.100 5.100
78 78 127 169 176 36 64 134 162 85 71 8 15 22 57 8 260 127 57 169 57 78 57 57 575 155 120 50 148 22 36 29 50 57 78 85 113 155
04/20/2007 04/20/2007 06/08/2007 07/20/2007 07/27/2007 03/09/2007 04/06/2007 06/15/2007 07/13/2007 04/27/2007 04/13/2007 02/09/2007 02/16/2007 02/23/2007 03/30/2007 02/09/2007 10/19/2007 06/08/2007 03/30/2007 07/20/2007 03/30/2007 04/20/2007 03/30/2007 03/30/2007 08/29/2008 07/06/2007 06/01/2007 03/23/2007 06/29/2007 02/23/2007 03/09/2007 03/02/2007 03/23/2007 03/30/2007 04/20/2007 04/27/2007 05/25/2007 07/06/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 12
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
09/15/2006 08/25/2006 09/08/2006 09/15/2006 09/22/2006 09/29/2006 10/13/2006 10/20/2006 10/27/2006 10/27/2006 11/03/2006 11/09/2006 11/17/2006 11/22/2006 12/01/2006 01/19/2007 01/26/2007 10/27/2006 01/26/2007 12/01/2006 08/18/2006 09/01/2006 12/15/2006 01/05/2007 12/08/2006 08/11/2006 08/25/2006 11/22/2006 01/26/2007 11/17/2006 12/29/2006 09/29/2006 10/27/2006 10/27/2006 12/01/2006 01/26/2007 01/26/2007 12/08/2006
215,000.00 2,000,000.00 2,000,000.00 4,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 1,300,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 3,900,000.00 215,000.00 2,600,000.00 5,000,000.00 3,000,000.00 1,000,000.00 1,200,000.00 500,000.00 1,000,000.00 95,000.00 2,400,000.00 1,000,000.00 5,000,000.00 100,000.00 2,000,000.00 1,000,000.00 2,500,000.00 5,000,000.00 3,000,000.00 1,000,000.00 5,000,000.00 2,000,000.00
215,000.00 2,000,000.00 2,000,000.00 4,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 1,300,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 3,900,000.00 215,000.00 2,600,000.00 5,000,000.00 3,000,000.00 1,000,000.00 1,200,000.00 500,000.00 1,000,000.00 95,000.00 2,400,000.00 1,000,000.00 5,000,000.00 100,000.00 2,000,000.00 1,000,000.00 2,500,000.00 5,000,000.00 3,000,000.00 1,000,000.00 5,000,000.00 2,000,000.00
215,000.00 2,000,000.00 2,000,000.00 4,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 1,300,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 3,900,000.00 215,000.00 2,600,000.00 5,000,000.00 3,000,000.00 1,000,000.00 1,200,000.00 500,000.00 1,000,000.00 95,000.00 2,400,000.00 1,000,000.00 5,000,000.00 100,000.00 2,000,000.00 1,000,000.00 2,500,000.00 5,000,000.00 3,000,000.00 1,000,000.00 5,000,000.00 2,000,000.00
5.100 5.200 5.100 5.100 5.100 5.100 5.000 5.100 5.100 5.100 5.200 5.100 5.200 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.200 5.000 5.000 5.100 5.200 5.200 5.100 5.100 5.200 5.000 5.100 4.900 5.100 5.100 5.100 5.100 5.100
Moody's
YTM Days to 365 Maturity
Maturity Date
Time Deposits - General SYS5290000002a SYS5310000026 SYS5310000027 SYS5310000028a SYS5310000029 SYS5310000030 SYS5310000031 SYS5310000032 SYS5310000033 SYS5310000034 SYS5310000035 SYS5310000036 SYS5310000037 SYS5310000038 SYS5310000039 SYS5310000040 SYS5310000041 SYS5480000007 SYS5480000008 SYS5510000003 SYS5570000006n SYS5570000007 SYS5570000008 SYS5570000009 SYS5580000007 SYS5740000002n SYS5840000004 SYS5840000005 SYS5840000006 SYS5920000005 SYS5920000006 SYS5940000007 SYS5940000008 SYS5940000009 SYS5940000010 SYS5940000011 SYS5940000012 SYS5990000004
5290000002a 5310000026 5310000027 5310000028a 5310000029 5310000030 5310000031 5310000032 5310000033 5310000034 5310000035 5310000036 5310000037 5310000038 5310000039 5310000040 5310000041 5480000007 5480000008 5510000003 5570000006n 5570000007 5570000008 5570000009 5580000007 5740000002n 5840000004 5840000005 5840000006 5920000005 5920000006 5940000007 5940000008 5940000009 5940000010 5940000011 5940000012 5990000004
Heritage State Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Montgomery Bank Empire Bank Empire Bank The Signature Bank F & M Bank St. Clair F & M Bank St. Clair F & M Bank St. Clair F & M Bank St. Clair Bank of St Elizabeth Gateway National Bank Bremen Bank & Trust Company Bremen Bank & Trust Company Bremen Bank & Trust Company Lindell Bank & Trust Company Lindell Bank & Trust Company The Private Bank The Private Bank The Private Bank The Private Bank The Private Bank The Private Bank National City Bank of the Midw
5.100 5.200 5.100 5.100 5.100 5.100 5.000 5.100 5.100 5.100 5.200 5.100 5.200 5.100 5.100 5.100 5.100 5.100 5.100 5.100 5.200 5.200 5.000 5.000 5.100 5.200 5.200 5.100 5.100 5.200 5.000 5.100 4.900 5.100 5.100 5.100 5.100 5.100
43 22 36 43 50 57 71 78 85 85 92 99 106 113 120 169 176 267 176 120 15 29 134 57 127 8 22 113 57 106 57 57 85 85 120 176 57 127
03/16/2007 02/23/2007 03/09/2007 03/16/2007 03/23/2007 03/30/2007 04/13/2007 04/20/2007 04/27/2007 04/27/2007 05/04/2007 05/11/2007 05/18/2007 05/25/2007 06/01/2007 07/20/2007 07/27/2007 10/26/2007 07/27/2007 06/01/2007 02/16/2007 03/02/2007 06/15/2007 03/30/2007 06/08/2007 02/09/2007 02/23/2007 05/25/2007 03/30/2007 05/18/2007 03/30/2007 03/30/2007 04/27/2007 04/27/2007 06/01/2007 07/27/2007 03/30/2007 06/08/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 13
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
01/19/2007 10/27/2006 08/11/2006 10/20/2006 12/29/2006 12/08/2006 10/20/2006 09/01/2006 11/03/2006 11/09/2006 12/01/2006 08/04/2006 08/04/2006 11/22/2006 12/08/2006 01/05/2007 01/26/2007 10/13/2006 10/27/2006 11/03/2006 10/27/2006 01/19/2007 10/20/2006 08/04/2006 08/18/2006 10/27/2006 01/05/2007 12/08/2006 10/06/2006 08/11/2006 01/05/2007 12/22/2006 01/26/2007 01/26/2007 08/11/2006 08/11/2006 09/15/2006 10/27/2006
5,000,000.00 95,000.00 600,000.00 2,500,000.00 5,000,000.00 1,000,000.00 5,000,000.00 500,000.00 1,000,000.00 1,000,000.00 500,000.00 250,000.00 1,000,000.00 635,000.00 1,000,000.00 500,000.00 1,500,000.00 2,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 350,000.00 3,000,000.00 1,000,000.00 1,500,000.00 800,000.00 340,000.00 400,000.00 500,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 3,000,000.00 3,000,000.00 2,500,000.00
5,000,000.00 95,000.00 600,000.00 2,500,000.00 5,000,000.00 1,000,000.00 5,000,000.00 500,000.00 1,000,000.00 1,000,000.00 500,000.00 250,000.00 1,000,000.00 635,000.00 1,000,000.00 500,000.00 1,500,000.00 2,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 350,000.00 3,000,000.00 1,000,000.00 1,500,000.00 800,000.00 340,000.00 400,000.00 500,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 3,000,000.00 3,000,000.00 2,500,000.00
5,000,000.00 95,000.00 600,000.00 2,500,000.00 5,000,000.00 1,000,000.00 5,000,000.00 500,000.00 1,000,000.00 1,000,000.00 500,000.00 250,000.00 1,000,000.00 635,000.00 1,000,000.00 500,000.00 1,500,000.00 2,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 350,000.00 3,000,000.00 1,000,000.00 1,500,000.00 800,000.00 340,000.00 400,000.00 500,000.00 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 3,000,000.00 3,000,000.00 2,500,000.00
5.100 5.100 5.200 5.000 5.000 5.100 5.100 5.200 5.200 5.100 5.100 5.200 5.200 5.100 5.100 5.100 5.100 5.000 5.100 5.200 4.900 5.100 5.100 5.200 5.200 5.100 5.100 5.100 5.000 5.200 5.100 5.100 5.100 5.100 5.200 5.200 5.100 5.100
Moody's
YTM Days to 365 Maturity
Maturity Date
Time Deposits - General SYS5990000005 SYS6030000002 SYS6080000002n SYS6090000003 SYS6090000004 SYS6280000003 SYS6310000001 SYS6320000008 SYS6320000009 SYS6320000010 SYS6320000011 SYS6420000011 SYS6420000012 SYS6420000013 SYS6420000014 SYS6420000015 SYS6420000016 SYS6500000006 SYS6500000007 SYS6500000008 SYS6520000003 SYS6520000004 SYS6640000001 SYS6740000002 SYS6990000002n SYS7250000002 SYS7320000003 SYS7390000003 SYS7450000002 SYS7520000004 SYS7520000005 SYS7740000007 SYS7740000008 SYS7740000009 SYS7770000002 SYS7870000011 SYS7870000012 SYS7870000013
5990000005 6030000002 6080000002n 6090000003 6090000004 6280000003 6310000001 6320000008 6320000009 6320000010 6320000011 6420000011 6420000012 6420000013 6420000014 6420000015 6420000016 6500000006 6500000007 6500000008 6520000003 6520000004 6640000001 6740000002 6990000002n 7250000002 7320000003 7390000003 7450000002 7520000004 7520000005 7740000007 7740000008 7740000009 7770000002 7870000011 7870000012 7870000013
National City Bank of the Midw First State Bank of St. Robert Bank Star of the Bootheel First Community Nat'l Bank First Community Nat'l Bank United Bank of Union Farmers Bank of Northern Misso Progress Bank of Missouri Progress Bank of Missouri Progress Bank of Missouri Progress Bank of Missouri Maries County Bank Maries County Bank Maries County Bank Maries County Bank Maries County Bank Maries County Bank Bank of Washington Bank of Washington Bank of Washington Security Bk of Pulaski County Security Bk of Pulaski County West Plains Bank & Trust Co Peoples Bank - Wyaconda Bank Star People's Community State Bank Commun Bank ElDorado Spr. Old Missouri National Bank Stone County National Bank First Central Bank First Central Bank Enterprise Bank Enterprise Bank Enterprise Bank Truman Bank Premier Bank Premier Bank Premier Bank
5.100 5.100 5.200 5.000 5.000 5.100 5.100 5.200 5.200 5.100 5.100 5.200 5.200 5.100 5.100 5.100 5.100 5.000 5.100 5.200 4.900 5.100 5.100 5.200 5.200 5.100 5.100 5.100 5.000 5.200 5.100 5.100 5.100 5.100 5.200 5.200 5.100 5.100
57 85 8 260 57 127 78 29 92 99 120 1 1 113 127 155 176 71 85 92 575 169 78 1 15 85 155 127 64 8 155 141 176 57 8 8 43 85
03/30/2007 04/27/2007 02/09/2007 10/19/2007 03/30/2007 06/08/2007 04/20/2007 03/02/2007 05/04/2007 05/11/2007 06/01/2007 02/02/2007 02/02/2007 05/25/2007 06/08/2007 07/06/2007 07/27/2007 04/13/2007 04/27/2007 05/04/2007 08/29/2008 07/20/2007 04/20/2007 02/02/2007 02/16/2007 04/27/2007 07/06/2007 06/08/2007 04/06/2007 02/09/2007 07/06/2007 06/22/2007 07/27/2007 03/30/2007 02/09/2007 02/09/2007 03/16/2007 04/27/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 14
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Average Balance
Issuer
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
11/17/2006 12/08/2006 01/05/2007 08/11/2006 01/19/2007 01/26/2007 12/08/2006 10/27/2006 10/27/2006 12/08/2006 01/26/2007 08/11/2006 10/27/2006
2,500,000.00 8,000,000.00 3,000,000.00 4,000,000.00 4,000,000.00 1,500,000.00 4,000,000.00 5,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 5,000,000.00 2,500,000.00
2,500,000.00 8,000,000.00 3,000,000.00 4,000,000.00 4,000,000.00 1,500,000.00 4,000,000.00 5,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 5,000,000.00 2,500,000.00
2,500,000.00 8,000,000.00 3,000,000.00 4,000,000.00 4,000,000.00 1,500,000.00 4,000,000.00 5,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 5,000,000.00 2,500,000.00
5.200 5.100 5.100 5.200 5.100 5.100 5.100 5.000 5.100 5.100 5.100 5.200 5.000
547,186,300.00
547,186,300.00
547,186,300.00
239,000.00 364,000.00 660,000.00 24,000.00 42,000.00 120,000.00 119,000.00 135,587.00 1,200,000.00 150,000.00 89,000.00 24,987.00 100,000.00 40,000.00 250,000.00 326,000.00 164,750.00 2,144,000.00 139,500.00 262,000.00 500,000.00 100,000.00
239,000.00 364,000.00 660,000.00 24,000.00 42,000.00 120,000.00 119,000.00 135,587.00 1,200,000.00 150,000.00 89,000.00 24,987.00 100,000.00 40,000.00 250,000.00 326,000.00 164,750.00 2,144,000.00 139,500.00 262,000.00 500,000.00 100,000.00
239,000.00 364,000.00 660,000.00 24,000.00 42,000.00 120,000.00 119,000.00 135,587.00 1,200,000.00 150,000.00 89,000.00 24,987.00 100,000.00 40,000.00 250,000.00 326,000.00 164,750.00 2,144,000.00 139,500.00 262,000.00 500,000.00 100,000.00
Moody's
YTM Days to 365 Maturity
Maturity Date
Time Deposits - General SYS7870000014 SYS7870000015 SYS7870000016 SYS7880000007 SYS7880000008 SYS7890000003 SYS7910000003 SYS8340000006 SYS8340000007 SYS8340000008 SYS8340000009 SYS8450000002n SYS8450000003
7870000014 7870000015 7870000016 7880000007 7880000008 7890000003 7910000003 8340000006 8340000007 8340000008 8340000009 8450000002n 8450000003
Premier Bank Premier Bank Premier Bank National Bank of Kansas City National Bank of Kansas City Concord Bank Liberty Bank F & M BANK AND TRUST F & M BANK AND TRUST F & M BANK AND TRUST F & M BANK AND TRUST Ozarks Federal Savings and Loa Ozarks Federal Savings and Loa
Subtotal and Average
518,460,493.55
5.200 5.100 5.100 5.200 5.100 5.100 5.100 5.000 5.100 5.100 5.100 5.200 5.000
106 127 155 8 169 176 127 267 85 127 176 8 267
5.100
108
2.370 2.670 2.150 2.450 2.590 2.270 2.500 2.050 2.420 2.670 2.560 2.560 2.690 2.590 2.320 2.450 2.450 2.220 2.460 2.420 2.630 2.560
120 169 274 22 85 246 246 309 309 344 344 344 99 71 36 22 22 22 330 64 225 281
05/18/2007 06/08/2007 07/06/2007 02/09/2007 07/20/2007 07/27/2007 06/08/2007 10/26/2007 04/27/2007 06/08/2007 07/27/2007 02/09/2007 10/26/2007
Linked Deposits SYS002015091056 SYS002015125045 SYS0080000003 SYS0140000002 SYS0140000003 SYS025DIFFN44C SYS025DIRFO24B SYS025DKTFL32R SYS025DKUFM13E SYS0440000001 SYS0440000002 SYS0460000009 SYS046004155944 SYS046015115029 SYS053004115751 SYS053004135609 SYS053015075221 SYS053015133240 SYS0620000002 SYS065015080500 SYS067DIFFN17O SYS0700000005
002015091056 002015125045 0080000003 0140000002 0140000003 025DIFFN44C 025DIRFO24B 025DKTFL32R 025DKUFM13E 0440000001 0440000002 0460000009 046004155944 046015115029 053004115751 053004135609 053015075221 053015133240 0620000002 065015080500 067DIFFN17O 0700000005
Bank of Advance Bank of Advance Alton Bank Community First Bank Community First Bank Belgrade State Bank Belgrade State Bank Belgrade State Bank Belgrade State Bank Citizen's Bank - Blythedale Citizen's Bank - Blythedale Mid Missouri Bank Mid Missouri Bank Mid Missouri Bank Community State Bank Community State Bank Community State Bank Community State Bank County Bank OBannon Banking Company First MO State Bank of Cape Co Regional Missouri Bank
06/02/2006 07/21/2006 11/03/2006 02/24/2006 04/28/2006 10/06/2006 10/06/2006 12/08/2006 12/08/2006 01/12/2007 01/12/2007 01/12/2007 05/12/2006 04/14/2006 03/10/2006 02/24/2006 02/24/2006 02/24/2006 12/29/2006 04/07/2006 09/15/2006 11/09/2006
2.370 2.670 2.150 2.450 2.590 2.270 2.500 2.050 2.420 2.670 2.560 2.560 2.690 2.590 2.320 2.450 2.450 2.220 2.460 2.420 2.630 2.560
06/01/2007 07/20/2007 11/02/2007 02/23/2007 04/27/2007 10/05/2007 10/05/2007 12/07/2007 12/07/2007 01/11/2008 01/11/2008 01/11/2008 05/11/2007 04/13/2007 03/09/2007 02/23/2007 02/23/2007 02/23/2007 12/28/2007 04/06/2007 09/14/2007 11/09/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 15
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
03/24/2006 03/24/2006 04/14/2006 08/25/2006 08/25/2006 03/17/2006 03/17/2006 07/21/2006 09/08/2006 11/03/2006 10/27/2006 10/06/2006 11/09/2006 12/01/2006 09/08/2006 05/19/2006 08/11/2006 01/26/2007 12/08/2006 12/08/2006 10/06/2006 01/12/2007 01/12/2007 01/19/2007 03/17/2006 04/14/2006 03/17/2006 08/11/2006 10/13/2006 06/02/2006 10/06/2006 04/21/2006 05/05/2006 06/02/2006 09/01/2006 11/03/2006 11/22/2006 01/19/2007
160,000.00 262,000.00 128,000.00 27,000.00 218,500.00 262,000.00 262,000.00 81,000.00 68,000.00 95,000.00 13,500.00 108,000.00 18,000.00 121,500.00 54,000.00 128,500.00 163,000.00 80,000.00 85,000.00 80,000.00 210,000.00 65,928.00 247,570.00 61,100.00 162,972.00 367,500.00 60,700.00 26,000.00 112,000.00 118,400.00 100,000.00 16,111.00 8,387.00 11,412.00 39,000.00 78,559.00 73,496.00 33,784.00
160,000.00 262,000.00 128,000.00 27,000.00 218,500.00 262,000.00 262,000.00 81,000.00 68,000.00 95,000.00 13,500.00 108,000.00 18,000.00 121,500.00 54,000.00 128,500.00 163,000.00 80,000.00 85,000.00 80,000.00 210,000.00 65,928.00 247,570.00 61,100.00 162,972.00 367,500.00 60,700.00 26,000.00 112,000.00 118,400.00 100,000.00 16,111.00 8,387.00 11,412.00 39,000.00 78,559.00 73,496.00 33,784.00
160,000.00 262,000.00 128,000.00 27,000.00 218,500.00 262,000.00 262,000.00 81,000.00 68,000.00 95,000.00 13,500.00 108,000.00 18,000.00 121,500.00 54,000.00 128,500.00 163,000.00 80,000.00 85,000.00 80,000.00 210,000.00 65,928.00 247,570.00 61,100.00 162,972.00 367,500.00 60,700.00 26,000.00 112,000.00 118,400.00 100,000.00 16,111.00 8,387.00 11,412.00 39,000.00 78,559.00 73,496.00 33,784.00
2.550 2.400 2.350 2.660 2.660 2.400 2.250 2.860 2.560 2.560 2.560 2.460 2.560 2.460 2.560 2.520 2.700 2.560 2.460 2.460 2.420 2.560 2.450 2.560 2.320 2.350 2.550 2.660 2.350 2.750 2.460 2.690 2.690 2.620 2.660 2.560 2.560 2.560
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS070015100850 SYS070015103320 SYS070015114533 SYS07001513183 SYS07001515030 SYS070015152639 SYS070015153026 SYS070015153615 SYS07001592432 SYS070O12F1401 SYS070O1YFJ141 SYS070OIHFJ454 SYS070OJZFJ22W SYS070OKPFM43Q SYS070ohyf147H SYS071015094204 SYS071015101904 SYS071DJ5K19T SYS071DKTFM12X SYS071DKTFM195 SYS071OIFFK14X SYS1020000001 SYS1020000002 SYS1020000003 SYS102004110810 SYS102015101631 SYS102015113232 SYS144004101819 SYS144DIFFN36Y SYS150015153214 SYS150DH3FK00H SYS1540000002 SYS1540000003 SYS1540000004 SYS1540000006 SYS1540000007 SYS1540000008 SYS1540000009
070015100850 070015103320 070015114533 07001513183 07001515030 070015152639 070015153026 070015153615 07001592432 070O12F1401 070O1YFJ141 070OIHFJ454 070OJZFJ22W 070OKPFM43Q 070ohyf147H 071015094204 071015101904 071DJ5K19T 071DKTFM12X 071DKTFM195 071OIFFK14X 1020000001 1020000002 1020000003 102004110810 102015101631 102015113232 144004101819 144DIFFN36Y 150015153214 150DH3FK00H 1540000002 1540000003 1540000004 1540000006 1540000007 1540000008 1540000009
Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Regional Missouri Bank Cabool State Bank Cabool State Bank Cabool State Bank Cabool State Bank Cabool State Bank Cabool State Bank United Bank of Chamois United Bank of Chamois United Bank of Chamois United Bank of Chamois United Bank of Chamois United Bank of Chamois First Midwest Bank - Dexter First Midwest Bank - Dexter Bank 10 Bank 10 Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina
2.550 2.400 2.350 2.660 2.660 2.400 2.250 2.860 2.560 2.560 2.560 2.460 2.560 2.460 2.560 2.520 2.700 2.560 2.460 2.460 2.420 2.560 2.450 2.560 2.320 2.350 2.550 2.660 2.350 2.750 2.460 2.690 2.690 2.620 2.660 2.560 2.560 2.560
50 50 71 204 204 43 43 169 218 274 267 246 281 302 218 106 190 358 309 309 246 344 344 351 43 71 43 190 253 120 246 78 92 120 211 274 293 351
03/23/2007 03/23/2007 04/13/2007 08/24/2007 08/24/2007 03/16/2007 03/16/2007 07/20/2007 09/07/2007 11/02/2007 10/26/2007 10/05/2007 11/09/2007 11/30/2007 09/07/2007 05/18/2007 08/10/2007 01/25/2008 12/07/2007 12/07/2007 10/05/2007 01/11/2008 01/11/2008 01/18/2008 03/16/2007 04/13/2007 03/16/2007 08/10/2007 10/12/2007 06/01/2007 10/05/2007 04/20/2007 05/04/2007 06/01/2007 08/31/2007 11/02/2007 11/21/2007 01/18/2008
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 16
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
01/19/2007 01/26/2007 03/17/2006 04/14/2006 04/14/2006 05/26/2006 03/17/2006 05/19/2006 07/28/2006 06/02/2006 10/27/2006 01/26/2007 01/26/2007 10/06/2006 09/01/2006 01/26/2007 12/29/2006 06/02/2006 01/12/2007 08/04/2006 06/16/2006 08/04/2006 10/27/2006 08/25/2006 04/14/2006 10/20/2006 04/14/2006 04/14/2006 04/14/2006 04/14/2006 04/14/2006 05/26/2006 04/14/2006 10/27/2006 12/01/2006 12/08/2006 01/26/2007 07/14/2006
38,676.00 12,504.00 37,575.00 50,000.00 432,000.00 125,000.00 262,000.00 81,800.00 42,000.00 86,700.00 100,000.00 27,000.00 27,900.00 27,000.00 18,000.00 65,000.00 14,400.00 39,955.00 600,000.00 72,000.00 22,500.00 76,500.00 27,000.00 250,000.00 276,000.00 200,000.00 101,000.00 101,000.00 140,000.00 50,000.00 1,166,000.00 125,000.00 25,000.00 115,000.00 200,000.00 76,304.00 100,000.00 81,500.00
38,676.00 12,504.00 37,575.00 50,000.00 432,000.00 125,000.00 262,000.00 81,800.00 42,000.00 86,700.00 100,000.00 27,000.00 27,900.00 27,000.00 18,000.00 65,000.00 14,400.00 39,955.00 600,000.00 72,000.00 22,500.00 76,500.00 27,000.00 250,000.00 276,000.00 200,000.00 101,000.00 101,000.00 140,000.00 50,000.00 1,166,000.00 125,000.00 25,000.00 115,000.00 200,000.00 76,304.00 100,000.00 81,500.00
38,676.00 12,504.00 37,575.00 50,000.00 432,000.00 125,000.00 262,000.00 81,800.00 42,000.00 86,700.00 100,000.00 27,000.00 27,900.00 27,000.00 18,000.00 65,000.00 14,400.00 39,955.00 600,000.00 72,000.00 22,500.00 76,500.00 27,000.00 250,000.00 276,000.00 200,000.00 101,000.00 101,000.00 140,000.00 50,000.00 1,166,000.00 125,000.00 25,000.00 115,000.00 200,000.00 76,304.00 100,000.00 81,500.00
2.560 2.560 2.550 2.590 2.350 2.620 2.020 2.620 2.760 2.620 2.560 2.560 2.560 2.460 2.660 2.560 2.460 2.620 2.370 2.760 2.720 2.760 2.560 2.620 2.510 2.520 2.350 2.350 2.590 2.590 2.350 2.370 2.590 2.520 2.460 2.460 2.560 2.860
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS1540000010 SYS1540000011 SYS154004113636 SYS154004151923 SYS154004152407 SYS154004154024 SYS154015103628 SYS154015114011 SYS154015134027 SYS154015154801 SYS154DJMFN19O SYS154OAQGJ52X SYS154OAQGN41R SYS154OIFFK225 SYS154Ohwfj17E SYS154PLMFM25E SYS154olsfh572 SYS155015113819 SYS1610000001 SYS168015083437 SYS168015102128 SYS168015132802 SYS168OJLFJ35T SYS17001513374 SYS170015140221 SYS170PHWFJ38Q SYS176015105420 SYS176015110448 SYS176015110902 SYS176015111427 SYS176015111748 SYS176015114451 SYS185015135631 SYS185DJMFK00T SYS1860000002 SYS1860000003 SYS1860000004 SYS186015082057
1540000010 1540000011 154004113636 154004151923 154004152407 154004154024 154015103628 154015114011 154015134027 154015154801 154DJMFN19O 154OAQGJ52X 154OAQGN41R 154OIFFK225 154Ohwfj17E 154PLMFM25E 154olsfh572 155015113819 1610000001 168015083437 168015102128 168015132802 168OJLFJ35T 17001513374 170015140221 170PHWFJ38Q 176015105420 176015110448 176015110902 176015111427 176015111748 176015114451 185015135631 185DJMFK00T 1860000002 1860000003 1860000004 186015082057
Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank - Edina Citizens Bank of Eldon Security Bank of the Ozarks The Bank of Fairport The Bank of Fairport The Bank of Fairport The Bank of Fairport 1st State Community Bank 1st State Community Bank 1st State Community Bank First Missouri State Bank First Missouri State Bank First Missouri State Bank First Missouri State Bank First Missouri State Bank First Missouri State Bank Bank of Freeburg Bank of Freeburg The Callaway Bank The Callaway Bank The Callaway Bank The Callaway Bank
2.560 2.560 2.550 2.590 2.350 2.620 2.020 2.620 2.760 2.620 2.560 2.560 2.560 2.460 2.660 2.560 2.460 2.620 2.370 2.760 2.720 2.760 2.560 2.620 2.510 2.520 2.350 2.350 2.590 2.590 2.350 2.370 2.590 2.520 2.460 2.460 2.560 2.860
351 358 43 71 71 113 43 106 176 120 267 358 358 246 211 358 330 120 344 183 134 183 267 204 71 260 71 71 71 71 71 113 71 267 302 309 358 162
01/18/2008 01/25/2008 03/16/2007 04/13/2007 04/13/2007 05/25/2007 03/16/2007 05/18/2007 07/27/2007 06/01/2007 10/26/2007 01/25/2008 01/25/2008 10/05/2007 08/31/2007 01/25/2008 12/28/2007 06/01/2007 01/11/2008 08/03/2007 06/15/2007 08/03/2007 10/26/2007 08/24/2007 04/13/2007 10/19/2007 04/13/2007 04/13/2007 04/13/2007 04/13/2007 04/13/2007 05/25/2007 04/13/2007 10/26/2007 11/30/2007 12/07/2007 01/25/2008 07/13/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 17
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
02/24/2006 07/28/2006 03/17/2006 02/24/2006 12/08/2006 12/08/2006 01/19/2007 05/05/2006 06/09/2006 03/17/2006 03/17/2006 03/17/2006 03/17/2006 06/30/2006 01/26/2007 12/29/2006 02/24/2006 03/24/2006 04/07/2006 06/02/2006 12/15/2006 02/24/2006 05/26/2006 12/22/2006 07/28/2006 05/26/2006 07/28/2006 03/17/2006 03/17/2006 05/26/2006 03/10/2006 06/23/2006 05/05/2006 05/05/2006 07/28/2006 04/21/2006 03/24/2006 03/31/2006
265,000.00 18,000.00 400,000.00 90,700.00 120,500.00 200,000.00 160,000.00 62,000.00 93,700.00 217,000.00 60,000.00 260,000.00 250,000.00 65,000.00 80,000.00 15,000.00 153,000.00 517,000.00 116,349.00 217,945.00 378,000.00 53,000.00 108,000.00 63,000.00 120,000.00 1,110,000.00 60,000.00 74,000.00 220,000.00 22,400.00 32,841.00 180,000.00 20,000.00 185,000.00 65,000.00 125,000.00 100,000.00 150,978.00
265,000.00 18,000.00 400,000.00 90,700.00 120,500.00 200,000.00 160,000.00 62,000.00 93,700.00 217,000.00 60,000.00 260,000.00 250,000.00 65,000.00 80,000.00 15,000.00 153,000.00 517,000.00 116,349.00 217,945.00 378,000.00 53,000.00 108,000.00 63,000.00 120,000.00 1,110,000.00 60,000.00 74,000.00 220,000.00 22,400.00 32,841.00 180,000.00 20,000.00 185,000.00 65,000.00 125,000.00 100,000.00 150,978.00
265,000.00 18,000.00 400,000.00 90,700.00 120,500.00 200,000.00 160,000.00 62,000.00 93,700.00 217,000.00 60,000.00 260,000.00 250,000.00 65,000.00 80,000.00 15,000.00 153,000.00 517,000.00 116,349.00 217,945.00 378,000.00 53,000.00 108,000.00 63,000.00 120,000.00 1,110,000.00 60,000.00 74,000.00 220,000.00 22,400.00 32,841.00 180,000.00 20,000.00 185,000.00 65,000.00 125,000.00 100,000.00 150,978.00
2.450 2.760 2.390 2.450 2.200 2.270 2.450 2.690 2.620 2.550 2.550 2.390 2.400 2.920 2.560 2.460 2.220 2.250 2.350 2.450 2.250 2.450 2.600 2.460 2.720 2.620 2.760 2.550 2.550 2.620 2.550 2.350 2.690 2.450 2.760 2.670 2.550 2.170
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS186015094331 SYS186015154121 SYS187015134337 SYS1960000003 SYS1960000007 SYS1960000008 SYS1960000009 SYS196004161644 SYS196015084443 SYS196015094139 SYS196015101103 SYS196015101545 SYS196015102232 SYS196015152936 SYS196OLMFL58F SYS196olrfk09a SYS197015075925 SYS197015103501 SYS197015125649 SYS197015141336 SYS2040000001 SYS210015092253 SYS210015113633 SYS210OLGFJ41Y SYS214015135037 SYS232015100303 SYS232015154531 SYS233015141201 SYS233015141601 SYS257004150433 SYS257004153356 SYS258004101212 SYS258004162235 SYS258004164218 SYS258015134201 SYS258016150206 SYS2590000003 SYS2590000004
186015094331 186015154121 187015134337 1960000003 1960000007 1960000008 1960000009 196004161644 196015084443 196015094139 196015101103 196015101545 196015102232 196015152936 196OLMFL58F 196olrfk09a 197015075925 197015103501 197015125649 197015141336 2040000001 210015092253 210015113633 210OLGFJ41Y 214015135037 232015100303 232015154531 233015141201 233015141601 257004150433 257004153356 258004101212 258004162235 258004164218 258015134201 258016150206 2590000003 2590000004
The Callaway Bank The Callaway Bank Bank Star One Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Tri County Trust Company Glasgow Savings Bank Glasgow Savings Bank Glasgow Savings Bank Glasgow Savings Bank Bank of Grandin F & M Bank of Hale F & M Bank of Hale F & M Bank of Hale Hannibal National Bank Farmers & Commercial Bank Farmers & Commercial Bank Bank of Holden Bank of Holden Jefferson Bank of Missouri Jefferson Bank of Missouri Exchange National Bank Exchange National Bank Exchange National Bank Exchange National Bank Exchange National Bank Central Trust Bank Central Trust Bank
2.450 2.760 2.390 2.450 2.200 2.270 2.450 2.690 2.620 2.550 2.550 2.390 2.400 2.920 2.560 2.460 2.220 2.250 2.350 2.450 2.250 2.450 2.600 2.460 2.720 2.620 2.760 2.550 2.550 2.620 2.550 2.350 2.690 2.450 2.760 2.670 2.550 2.170
22 176 43 22 309 309 351 92 127 43 43 43 43 148 358 330 22 50 64 120 316 22 113 323 176 113 176 43 43 113 36 141 92 92 176 78 50 57
02/23/2007 07/27/2007 03/16/2007 02/23/2007 12/07/2007 12/07/2007 01/18/2008 05/04/2007 06/08/2007 03/16/2007 03/16/2007 03/16/2007 03/16/2007 06/29/2007 01/25/2008 12/28/2007 02/23/2007 03/23/2007 04/06/2007 06/01/2007 12/14/2007 02/23/2007 05/25/2007 12/21/2007 07/27/2007 05/25/2007 07/27/2007 03/16/2007 03/16/2007 05/25/2007 03/09/2007 06/22/2007 05/04/2007 05/04/2007 07/27/2007 04/20/2007 03/23/2007 03/30/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 18
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
04/21/2006 04/28/2006 05/19/2006 12/01/2006 12/08/2006 01/12/2007 01/26/2007 01/12/2007 07/28/2006 03/24/2006 06/23/2006 06/23/2006 06/23/2006 03/03/2006 03/03/2006 05/05/2006 05/26/2006 05/26/2006 06/23/2006 03/24/2006 03/24/2006 05/26/2006 04/14/2006 04/14/2006 07/28/2006 04/14/2006 07/28/2006 05/05/2006 04/14/2006 10/06/2006 10/06/2006 10/27/2006 10/27/2006 10/27/2006 11/17/2006 01/05/2007 10/27/2006 01/05/2007
71,740.00 68,513.00 184,359.00 97,930.00 199,838.00 341,413.00 25,854.00 44,000.00 126,000.00 215,000.00 195,000.00 10,605.00 250,000.00 120,200.00 132,000.00 78,133.00 150,000.00 200,000.00 50,000.00 30,000.00 100,000.00 27,000.00 40,000.00 100,000.00 24,000.00 295,000.00 50,000.00 342,000.00 18,098.00 175,744.00 100,000.00 115,000.00 20,000.00 75,000.00 75,000.00 66,533.00 99,904.00 20,000.00
71,740.00 68,513.00 184,359.00 97,930.00 199,838.00 341,413.00 25,854.00 44,000.00 126,000.00 215,000.00 195,000.00 10,605.00 250,000.00 120,200.00 132,000.00 78,133.00 150,000.00 200,000.00 50,000.00 30,000.00 100,000.00 27,000.00 40,000.00 100,000.00 24,000.00 295,000.00 50,000.00 342,000.00 18,098.00 175,744.00 100,000.00 115,000.00 20,000.00 75,000.00 75,000.00 66,533.00 99,904.00 20,000.00
71,740.00 68,513.00 184,359.00 97,930.00 199,838.00 341,413.00 25,854.00 44,000.00 126,000.00 215,000.00 195,000.00 10,605.00 250,000.00 120,200.00 132,000.00 78,133.00 150,000.00 200,000.00 50,000.00 30,000.00 100,000.00 27,000.00 40,000.00 100,000.00 24,000.00 295,000.00 50,000.00 342,000.00 18,098.00 175,744.00 100,000.00 115,000.00 20,000.00 75,000.00 75,000.00 66,533.00 99,904.00 20,000.00
2.690 2.590 2.370 2.460 2.500 2.520 2.560 2.560 3.020 2.470 2.800 2.820 2.800 2.150 2.370 2.690 2.820 2.220 2.820 2.550 2.550 2.620 2.590 2.590 2.760 2.500 2.760 2.520 2.590 2.200 2.460 2.370 2.560 2.560 2.560 2.560 2.560 2.560
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS2590000005 SYS2590000006 SYS2590000008 SYS2590000010 SYS2590000011 SYS2590000013 SYS2590000014 SYS259000012 SYS259004095111 SYS259004095232 SYS259004102427 SYS259004104124 SYS259004105538 SYS259004110640 SYS259004113002 SYS259004134945 SYS259004141828 SYS259004142545 SYS259004142822 SYS259004144114 SYS259004145247 SYS259004145737 SYS259004164858 SYS259004165523 SYS259015070701 SYS259015113814 SYS259015133838 SYS259015153810 SYS259015155209 SYS259DH3FK08F SYS259DH3FK13B SYS259DJMFM214 SYS259DJMFM40Z SYS259DJMFN15Z SYS259DKAFL17X SYS259DLHFP40O SYS259OJLFK56Y SYS259PLNFJ59F
2590000005 2590000006 2590000008 2590000010 2590000011 2590000013 2590000014 259000012 259004095111 259004095232 259004102427 259004104124 259004105538 259004110640 259004113002 259004134945 259004141828 259004142545 259004142822 259004144114 259004145247 259004145737 259004164858 259004165523 259015070701 259015113814 259015133838 259015153810 259015155209 259DH3FK08F 259DH3FK13B 259DJMFM214 259DJMFM40Z 259DJMFN15Z 259DKAFL17X 259DLHFP40O 259OJLFK56Y 259PLNFJ59F
Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank Central Trust Bank
2.690 2.590 2.370 2.460 2.500 2.520 2.560 2.560 3.020 2.470 2.800 2.820 2.800 2.150 2.370 2.690 2.820 2.220 2.820 2.550 2.550 2.620 2.590 2.590 2.760 2.500 2.760 2.520 2.590 2.200 2.460 2.370 2.560 2.560 2.560 2.560 2.560 2.560
78 85 106 302 309 344 358 344 176 50 141 141 141 29 29 92 113 113 141 50 50 113 71 71 176 71 176 92 71 246 246 267 267 267 288 337 267 337
04/20/2007 04/27/2007 05/18/2007 11/30/2007 12/07/2007 01/11/2008 01/25/2008 01/11/2008 07/27/2007 03/23/2007 06/22/2007 06/22/2007 06/22/2007 03/02/2007 03/02/2007 05/04/2007 05/25/2007 05/25/2007 06/22/2007 03/23/2007 03/23/2007 05/25/2007 04/13/2007 04/13/2007 07/27/2007 04/13/2007 07/27/2007 05/04/2007 04/13/2007 10/05/2007 10/05/2007 10/26/2007 10/26/2007 10/26/2007 11/16/2007 01/04/2008 10/26/2007 01/04/2008
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 19
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
03/10/2006 08/25/2006 07/28/2006 06/30/2006 03/10/2006 03/10/2006 10/27/2006 09/22/2006 11/03/2006 12/08/2006 12/15/2006 01/12/2007 05/26/2006 12/01/2006 12/01/2006 12/01/2006 01/12/2007 01/19/2007 01/26/2007 01/26/2007 01/26/2007 01/26/2007 03/17/2006 02/24/2006 02/24/2006 08/25/2006 03/17/2006 03/17/2006 03/24/2006 05/19/2006 08/25/2006 06/09/2006 07/28/2006 10/27/2006 01/19/2007 01/19/2007 01/26/2007 06/16/2006
50,000.00 50,000.00 81,000.00 290,000.00 262,000.00 190,000.00 100,000.00 200,000.00 108,000.00 100,000.00 1,025,000.00 311,000.00 100,000.00 200,000.00 122,000.00 50,000.00 125,000.00 110,000.00 90,000.00 110,000.00 200,000.00 150,000.00 210,000.00 135,000.00 102,500.00 70,000.00 40,000.00 120,000.00 13,885.00 100,100.00 170,000.00 11,115.00 65,500.00 110,000.00 250,000.00 102,500.00 100,000.00 75,000.00
50,000.00 50,000.00 81,000.00 290,000.00 262,000.00 190,000.00 100,000.00 200,000.00 108,000.00 100,000.00 1,025,000.00 311,000.00 100,000.00 200,000.00 122,000.00 50,000.00 125,000.00 110,000.00 90,000.00 110,000.00 200,000.00 150,000.00 210,000.00 135,000.00 102,500.00 70,000.00 40,000.00 120,000.00 13,885.00 100,100.00 170,000.00 11,115.00 65,500.00 110,000.00 250,000.00 102,500.00 100,000.00 75,000.00
50,000.00 50,000.00 81,000.00 290,000.00 262,000.00 190,000.00 100,000.00 200,000.00 108,000.00 100,000.00 1,025,000.00 311,000.00 100,000.00 200,000.00 122,000.00 50,000.00 125,000.00 110,000.00 90,000.00 110,000.00 200,000.00 150,000.00 210,000.00 135,000.00 102,500.00 70,000.00 40,000.00 120,000.00 13,885.00 100,100.00 170,000.00 11,115.00 65,500.00 110,000.00 250,000.00 102,500.00 100,000.00 75,000.00
2.550 2.660 2.760 2.900 2.470 2.400 2.560 2.450 2.560 2.480 2.170 2.220 2.620 2.420 2.350 2.460 2.520 2.520 2.560 2.370 2.520 2.520 2.700 2.600 2.370 2.660 2.550 2.470 2.550 2.670 2.470 2.620 2.760 2.220 2.520 2.520 2.560 2.720
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS289004154639 SYS2890043463 SYS289015084222 SYS289015135650 SYS289015150513 SYS289015150914 SYS289DJPFK20L SYS289OINFH35R SYS289OJLFJ40A SYS289OKPF148E SYS289okpfh29z SYS2960000003 SYS3200000003 SYS3200000005 SYS3200000006 SYS3200000007 SYS3200000008 SYS3200000009 SYS3200000010 SYS3200000011 SYS3200000012 SYS3200000013 SYS320004100256 SYS320004111451 SYS320004112134 SYS32000414110 SYS320004144756 SYS320004164154 SYS320015094602 SYS320015094810 SYS32001509505 SYS320015104051 SYS320015132904 SYS320DJMFK34C SYS320OAKGH201 SYS320PLMFM43X SYS3250000005 SYS325015101832
289004154639 2890043463 289015084222 289015135650 289015150513 289015150914 289DJPFK20L 289OINFH35R 289OJLFJ40A 289OKPF148E 289okpfh29z 2960000003 3200000003 3200000005 3200000006 3200000007 3200000008 3200000009 3200000010 3200000011 3200000012 3200000013 320004100256 320004111451 320004112134 32000414110 320004144756 320004164154 320015094602 320015094810 32001509505 320015104051 320015132904 320DJMFK34C 320OAKGH201 320PLMFM43X 3250000005 325015101832
Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City Commerce Bank-Kansas City UMB Bank, Kansas City Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville Bank of Kirksville 1st Community Bank 1st Community Bank
2.550 2.660 2.760 2.900 2.470 2.400 2.560 2.450 2.560 2.480 2.170 2.220 2.620 2.420 2.350 2.460 2.520 2.520 2.560 2.370 2.520 2.520 2.700 2.600 2.370 2.660 2.550 2.470 2.550 2.670 2.470 2.620 2.760 2.220 2.520 2.520 2.560 2.720
36 204 176 148 36 36 267 232 274 309 316 344 113 302 302 302 344 351 358 358 358 358 43 22 22 204 43 43 50 106 204 127 176 267 351 351 358 134
03/09/2007 08/24/2007 07/27/2007 06/29/2007 03/09/2007 03/09/2007 10/26/2007 09/21/2007 11/02/2007 12/07/2007 12/14/2007 01/11/2008 05/25/2007 11/30/2007 11/30/2007 11/30/2007 01/11/2008 01/18/2008 01/25/2008 01/25/2008 01/25/2008 01/25/2008 03/16/2007 02/23/2007 02/23/2007 08/24/2007 03/16/2007 03/16/2007 03/23/2007 05/18/2007 08/24/2007 06/08/2007 07/27/2007 10/26/2007 01/18/2008 01/18/2008 01/25/2008 06/15/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 20
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
05/05/2006 07/14/2006 05/26/2006 03/31/2006 07/28/2006 07/28/2006 07/28/2006 06/30/2006 12/08/2006 07/07/2006 09/15/2006 01/26/2007 01/26/2007 05/26/2006 07/28/2006 03/24/2006 03/24/2006 06/23/2006 05/05/2006 05/05/2006 05/05/2006 07/28/2006 07/07/2006 03/24/2006 04/14/2006 05/05/2006 05/05/2006 06/23/2006 07/07/2006 07/28/2006 07/28/2006 10/27/2006 11/03/2006 11/03/2006 01/05/2007 01/05/2007 11/03/2006 06/16/2006
83,585.00 250,000.00 74,090.00 23,200.00 236,000.00 35,000.00 100,000.00 90,000.00 25,000.00 249,850.00 112,391.00 456,000.00 158,000.00 101,000.00 250,000.00 300,000.00 110,000.00 104,000.00 110,000.00 100,000.00 195,000.00 296,000.00 455,887.00 300,000.00 58,000.00 60,000.00 65,000.00 152,818.00 240,000.00 125,000.00 128,000.00 175,000.00 210,000.00 30,035.00 63,000.00 80,000.00 100,000.00 250,000.00
83,585.00 250,000.00 74,090.00 23,200.00 236,000.00 35,000.00 100,000.00 90,000.00 25,000.00 249,850.00 112,391.00 456,000.00 158,000.00 101,000.00 250,000.00 300,000.00 110,000.00 104,000.00 110,000.00 100,000.00 195,000.00 296,000.00 455,887.00 300,000.00 58,000.00 60,000.00 65,000.00 152,818.00 240,000.00 125,000.00 128,000.00 175,000.00 210,000.00 30,035.00 63,000.00 80,000.00 100,000.00 250,000.00
83,585.00 250,000.00 74,090.00 23,200.00 236,000.00 35,000.00 100,000.00 90,000.00 25,000.00 249,850.00 112,391.00 456,000.00 158,000.00 101,000.00 250,000.00 300,000.00 110,000.00 104,000.00 110,000.00 100,000.00 195,000.00 296,000.00 455,887.00 300,000.00 58,000.00 60,000.00 65,000.00 152,818.00 240,000.00 125,000.00 128,000.00 175,000.00 210,000.00 30,035.00 63,000.00 80,000.00 100,000.00 250,000.00
2.690 2.600 2.620 2.550 2.420 2.760 2.760 2.920 2.460 2.970 2.540 2.600 2.600 2.670 2.650 2.250 2.400 2.800 2.610 2.690 2.670 2.570 3.080 2.470 2.590 2.690 2.690 2.800 2.970 2.730 2.760 2.820 2.820 2.560 2.560 2.560 2.560 2.470
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS326015072236 SYS329004145147 SYS348015090904 SYS348015110811 SYS348015132124 SYS348015133608 SYS348015134317 SYS348015152822 SYS348DKTFL40U SYS3570000004 SYS3570000008 SYS3570000009 SYS3570000010 SYS357004085644 SYS357004102501 SYS357004120439 SYS357004130001 SYS357004133715 SYS357004135640 SYS357004141440 SYS357004143225 SYS357004143822 SYS357004143853 SYS357004151716 SYS357004153451 SYS357004163607 SYS357015073234 SYS357015080616 SYS357015124902 SYS357015133941 SYS357015134117 SYS357IOJLFJ371 SYS357OJZ138X SYS357OJZF144S SYS357PLMFN35O SYS357PLMFN42T SYS3600000001 SYS365015083821
326015072236 329004145147 348015090904 348015110811 348015132124 348015133608 348015134317 348015152822 348DKTFL40U 3570000004 3570000008 3570000009 3570000010 357004085644 357004102501 357004120439 357004130001 357004133715 357004135640 357004141440 357004143225 357004143822 357004143853 357004151716 357004153451 357004163607 357015073234 357015080616 357015124902 357015133941 357015134117 357IOJLFJ371 357OJZ138X 357OJZF144S 357PLMFN35O 357PLMFN42T 3600000001 365015083821
Town & Country Bank Midwest Central Bank-Lake of the Ozark United State Bank United State Bank United State Bank United State Bank United State Bank United State Bank United State Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Legends Bank Farmers Bank of Lohman Heritage Bank of the Ozarks
2.690 2.600 2.620 2.550 2.420 2.760 2.760 2.920 2.460 2.970 2.540 2.600 2.600 2.670 2.650 2.250 2.400 2.800 2.610 2.690 2.670 2.570 3.080 2.470 2.590 2.690 2.690 2.800 2.970 2.730 2.760 2.820 2.820 2.560 2.560 2.560 2.560 2.470
92 162 113 57 176 176 176 148 309 155 225 358 358 113 176 50 50 141 92 92 92 176 155 50 71 92 92 141 155 176 176 267 274 274 337 337 274 134
05/04/2007 07/13/2007 05/25/2007 03/30/2007 07/27/2007 07/27/2007 07/27/2007 06/29/2007 12/07/2007 07/06/2007 09/14/2007 01/25/2008 01/25/2008 05/25/2007 07/27/2007 03/23/2007 03/23/2007 06/22/2007 05/04/2007 05/04/2007 05/04/2007 07/27/2007 07/06/2007 03/23/2007 04/13/2007 05/04/2007 05/04/2007 06/22/2007 07/06/2007 07/27/2007 07/27/2007 10/26/2007 11/02/2007 11/02/2007 01/04/2008 01/04/2008 11/02/2007 06/15/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 21
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
05/26/2006 07/28/2006 05/05/2006 12/01/2006 05/05/2006 05/05/2006 05/05/2006 05/05/2006 07/07/2006 05/05/2006 08/25/2006 05/05/2006 05/05/2006 03/24/2006 03/24/2006 03/24/2006 02/24/2006 06/09/2006 06/09/2006 08/04/2006 10/06/2006 10/06/2006 10/06/2006 09/22/2006 12/29/2006 11/22/2006 06/23/2006 07/28/2006 03/17/2006 10/06/2006 10/06/2006 10/27/2006 12/08/2006 09/15/2006 10/27/2006 10/27/2006 11/03/2006 12/22/2006
242,800.00 60,123.00 59,000.00 450,000.00 250,000.00 105,000.00 206,600.00 150,000.00 44,000.00 38,500.00 120,260.00 535,699.00 370,000.00 268,041.00 250,000.00 125,000.00 250,000.00 113,389.00 300,412.00 249,850.00 260,000.00 69,000.00 182,447.00 85,500.00 61,240.00 26,200.00 160,000.00 90,000.00 725,000.00 75,000.00 100,000.00 92,000.00 642,067.00 140,000.00 180,000.00 160,000.00 187,500.00 47,500.00
242,800.00 60,123.00 59,000.00 450,000.00 250,000.00 105,000.00 206,600.00 150,000.00 44,000.00 38,500.00 120,260.00 535,699.00 370,000.00 268,041.00 250,000.00 125,000.00 250,000.00 113,389.00 300,412.00 249,850.00 260,000.00 69,000.00 182,447.00 85,500.00 61,240.00 26,200.00 160,000.00 90,000.00 725,000.00 75,000.00 100,000.00 92,000.00 642,067.00 140,000.00 180,000.00 160,000.00 187,500.00 47,500.00
242,800.00 60,123.00 59,000.00 450,000.00 250,000.00 105,000.00 206,600.00 150,000.00 44,000.00 38,500.00 120,260.00 535,699.00 370,000.00 268,041.00 250,000.00 125,000.00 250,000.00 113,389.00 300,412.00 249,850.00 260,000.00 69,000.00 182,447.00 85,500.00 61,240.00 26,200.00 160,000.00 90,000.00 725,000.00 75,000.00 100,000.00 92,000.00 642,067.00 140,000.00 180,000.00 160,000.00 187,500.00 47,500.00
2.070 2.760 2.690 2.270 2.240 2.110 2.130 2.300 2.860 2.690 2.430 2.690 2.300 2.550 2.400 2.100 2.220 2.300 2.620 2.760 2.200 2.460 2.460 2.560 2.460 2.560 2.720 2.760 2.390 2.460 2.460 2.560 2.420 2.520 2.450 2.600 2.370 2.460
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS365015095343 SYS370015133218 SYS370015113745 SYS3820000002 SYS385015113354 SYS385015113458 SYS385015113552 SYS385015113643 SYS385015124304 SYS388004140504 SYS38800414200 SYS388015074310 SYS388015081520 SYS388015085745 SYS388015095245 SYS388015095627 SYS388015105034 SYS388015134935 SYS388015135023 SYS388015154428 SYS388DH3FK20A SYS388DH3FL06E SYS388DIRFN18D SYS388OIRFG235 SYS388olrfj42q SYS3940000003 SYS394004134630 SYS394014082115 SYS394015102658 SYS394DIRFN29J SYS394DIRFN33T SYS394DJMFK14H SYS394DKTFL26L SYS394OIFFK20Z SYS394OJLFJ41F SYS394OJLFJ41G SYS394OJZFJ34T SYS394OKUFJ02F
365015095343 370015133218 370015113745 3820000002 385015113354 385015113458 385015113552 385015113643 385015124304 388004140504 38800414200 388015074310 388015081520 388015085745 388015095245 388015095627 388015105034 388015134935 388015135023 388015154428 388DH3FK20A 388DH3FL06E 388DIRFN18D 388OIRFG235 388olrfj42q 3940000003 394004134630 394014082115 394015102658 394DIRFN29J 394DIRFN33T 394DJMFK14H 394DKTFL26L 394OIFFK20Z 394OJLFJ41F 394OJLFJ41G 394OJZFJ34T 394OKUFJ02F
Heritage Bank of the Ozarks Community First Bank of MO Alliant Bank Wood & Huston Bank Martinsburg Bank Martinsburg Bank Martinsburg Bank Martinsburg Bank Martinsburg Bank Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Bank of Maysville Independent Farmers Bank Independent Farmers Bank Independent Farmers Bank Independent Farmers Bank Independent Farmers Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank Mid America Bank
2.070 2.760 2.690 2.270 2.240 2.110 2.130 2.300 2.860 2.690 2.430 2.690 2.300 2.550 2.400 2.100 2.220 2.300 2.620 2.760 2.200 2.460 2.460 2.560 2.460 2.560 2.720 2.760 2.390 2.460 2.460 2.560 2.420 2.520 2.450 2.600 2.370 2.460
113 176 92 302 92 92 92 92 155 92 204 92 92 50 50 50 22 127 127 183 246 246 246 232 330 293 141 176 43 246 246 267 309 225 267 267 274 323
05/25/2007 07/27/2007 05/04/2007 11/30/2007 05/04/2007 05/04/2007 05/04/2007 05/04/2007 07/06/2007 05/04/2007 08/24/2007 05/04/2007 05/04/2007 03/23/2007 03/23/2007 03/23/2007 02/23/2007 06/08/2007 06/08/2007 08/03/2007 10/05/2007 10/05/2007 10/05/2007 09/21/2007 12/28/2007 11/21/2007 06/22/2007 07/27/2007 03/16/2007 10/05/2007 10/05/2007 10/26/2007 12/07/2007 09/14/2007 10/26/2007 10/26/2007 11/02/2007 12/21/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 22
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
07/28/2006 09/08/2006 09/08/2006 07/28/2006 07/28/2006 08/25/2006 07/28/2006 06/23/2006 11/03/2006 01/12/2007 01/12/2007 03/10/2006 02/24/2006 03/24/2006 05/26/2006 06/16/2006 02/24/2006 02/24/2006 03/24/2006 03/24/2006 07/07/2006 06/23/2006 06/16/2006 06/16/2006 05/05/2006 05/05/2006 05/05/2006 12/22/2006 04/14/2006 05/19/2006 05/05/2006 04/07/2006 05/05/2006 05/05/2006 05/05/2006 06/09/2006 04/28/2006 05/19/2006
115,000.00 105,000.00 100,000.00 250,000.00 345,000.00 88,000.00 262,000.00 68,063.00 25,277.00 31,398.00 139,349.00 49,000.00 56,000.00 230,000.00 243,000.00 230,000.00 705,171.00 780,000.00 106,153.00 180,000.00 428,000.00 262,000.00 88,000.00 155,000.00 524,000.00 86,000.00 128,000.00 54,000.00 425,000.00 250,135.00 150,000.00 200,000.00 258,500.00 130,000.00 105,000.00 262,000.00 200,000.00 41,723.00
115,000.00 105,000.00 100,000.00 250,000.00 345,000.00 88,000.00 262,000.00 68,063.00 25,277.00 31,398.00 139,349.00 49,000.00 56,000.00 230,000.00 243,000.00 230,000.00 705,171.00 780,000.00 106,153.00 180,000.00 428,000.00 262,000.00 88,000.00 155,000.00 524,000.00 86,000.00 128,000.00 54,000.00 425,000.00 250,135.00 150,000.00 200,000.00 258,500.00 130,000.00 105,000.00 262,000.00 200,000.00 41,723.00
115,000.00 105,000.00 100,000.00 250,000.00 345,000.00 88,000.00 262,000.00 68,063.00 25,277.00 31,398.00 139,349.00 49,000.00 56,000.00 230,000.00 243,000.00 230,000.00 705,171.00 780,000.00 106,153.00 180,000.00 428,000.00 262,000.00 88,000.00 155,000.00 524,000.00 86,000.00 128,000.00 54,000.00 425,000.00 250,135.00 150,000.00 200,000.00 258,500.00 130,000.00 105,000.00 262,000.00 200,000.00 41,723.00
2.870 2.070 2.560 2.500 2.420 2.660 2.870 2.820 2.450 2.560 2.560 2.550 2.450 2.100 2.620 2.700 1.920 2.070 2.550 2.170 2.520 2.800 2.720 2.470 2.600 2.690 2.370 2.460 2.200 2.370 2.000 2.000 2.220 2.070 2.070 2.220 2.050 2.620
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS396015092358 SYS39601510038 SYS39601510134 SYS396015113540 SYS396015133126 SYS39601515304 SYS396015154801 SYS4090000011 SYS4090000014 SYS4090000016 SYS4090000017 SYS409004114133 SYS409004114456 SYS409004121521 SYS409004161315 SYS409015084104 SYS409015100309 SYS409015100548 SYS409015114619 SYS409015114749 SYS409015124453 SYS409015132656 SYS409015132811 SYS409015132910 SYS409015153706 SYS409015155815 SYS409015155922 SYS409OLGFJ24L SYS427004155357 SYS429015083728 SYS429015084055 SYS429015084415 SYS429015084557 SYS429015084849 SYS429015085151 SYS429015085739 SYS429015102530 SYS429015111756
396015092358 39601510038 39601510134 396015113540 396015133126 39601515304 396015154801 4090000011 4090000014 4090000016 4090000017 409004114133 409004114456 409004121521 409004161315 409015084104 409015100309 409015100548 409015114619 409015114749 409015124453 409015132656 409015132811 409015132910 409015153706 409015155815 409015155922 409OLGFJ24L 427004155357 429015083728 429015084055 429015084415 429015084557 429015084849 429015085151 429015085739 429015102530 429015111756
First Natl Audrain Co. First Natl Audrain Co. First Natl Audrain Co. First Natl Audrain Co. First Natl Audrain Co. First Natl Audrain Co. First Natl Audrain Co. Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Bank of Monticello Citizens Bank - New Haven Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid
2.870 2.070 2.560 2.500 2.420 2.660 2.870 2.820 2.450 2.560 2.560 2.550 2.450 2.100 2.620 2.700 1.920 2.070 2.550 2.170 2.520 2.800 2.720 2.470 2.600 2.690 2.370 2.460 2.200 2.370 2.000 2.000 2.220 2.070 2.070 2.220 2.050 2.620
176 218 218 176 176 204 176 141 274 344 344 36 22 50 113 134 22 22 50 50 155 141 134 134 92 92 92 323 71 106 92 64 92 92 92 127 85 106
07/27/2007 09/07/2007 09/07/2007 07/27/2007 07/27/2007 08/24/2007 07/27/2007 06/22/2007 11/02/2007 01/11/2008 01/11/2008 03/09/2007 02/23/2007 03/23/2007 05/25/2007 06/15/2007 02/23/2007 02/23/2007 03/23/2007 03/23/2007 07/06/2007 06/22/2007 06/15/2007 06/15/2007 05/04/2007 05/04/2007 05/04/2007 12/21/2007 04/13/2007 05/18/2007 05/04/2007 04/06/2007 05/04/2007 05/04/2007 05/04/2007 06/08/2007 04/27/2007 05/18/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 23
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
05/19/2006 06/23/2006 06/23/2006 05/05/2006 05/05/2006 06/09/2006 07/07/2006 06/02/2006 08/04/2006 06/02/2006 08/25/2006 09/01/2006 10/20/2006 10/27/2006 11/03/2006 12/01/2006 03/10/2006 05/26/2006 03/03/2006 08/25/2006 07/28/2006 01/12/2007 07/28/2006 04/14/2006 05/05/2006 06/16/2006 03/24/2006 03/24/2006 03/24/2006 07/28/2006 10/27/2006 12/08/2006 10/27/2006 06/09/2006 03/31/2006 05/26/2006 12/08/2006 08/04/2006
110,225.00 240,000.00 70,000.00 262,000.00 524,000.00 62,000.00 163,076.00 50,000.00 250,000.00 150,000.00 100,000.00 293,000.00 27,000.00 70,000.00 225,750.00 85,000.00 15,000.00 25,000.00 58,000.00 25,000.00 13,000.00 85,000.00 145,000.00 165,835.00 18,000.00 15,000.00 33,000.00 379,962.00 116,400.00 36,000.00 120,000.00 45,000.00 20,000.00 185,000.00 150,000.00 186,000.00 90,000.00 35,000.00
110,225.00 240,000.00 70,000.00 262,000.00 524,000.00 62,000.00 163,076.00 50,000.00 250,000.00 150,000.00 100,000.00 293,000.00 27,000.00 70,000.00 225,750.00 85,000.00 15,000.00 25,000.00 58,000.00 25,000.00 13,000.00 85,000.00 145,000.00 165,835.00 18,000.00 15,000.00 33,000.00 379,962.00 116,400.00 36,000.00 120,000.00 45,000.00 20,000.00 185,000.00 150,000.00 186,000.00 90,000.00 35,000.00
110,225.00 240,000.00 70,000.00 262,000.00 524,000.00 62,000.00 163,076.00 50,000.00 250,000.00 150,000.00 100,000.00 293,000.00 27,000.00 70,000.00 225,750.00 85,000.00 15,000.00 25,000.00 58,000.00 25,000.00 13,000.00 85,000.00 145,000.00 165,835.00 18,000.00 15,000.00 33,000.00 379,962.00 116,400.00 36,000.00 120,000.00 45,000.00 20,000.00 185,000.00 150,000.00 186,000.00 90,000.00 35,000.00
2.000 2.200 2.820 2.300 2.150 2.620 2.600 2.620 2.500 2.620 2.660 2.660 2.560 2.560 2.560 2.460 2.550 2.620 2.450 2.660 2.760 2.560 2.720 2.350 2.690 2.720 2.550 2.320 2.100 2.760 2.370 2.460 2.560 2.150 2.550 2.600 2.460 2.760
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS429015112259 SYS429015112757 SYS429015113215 SYS429015123844 SYS429015124158 SYS429015152657 SYS429015155804 SYS434015110607 SYS434015133339 SYS434015153114 SYS43401515331 SYS43401592609 SYS434O13FH035 SYS4550000010 SYS4550000011 SYS4550000012 SYS455004112026 SYS455004144521 SYS455015110759 SYS45501515320 SYS455015154311 SYS4590000001 SYS459004100244 SYS459004164055 SYS459015113953 SYS459015133349 SYS459015150950 SYS459015151150 SYS459015151741 SYS459015154644 SYS459DJMFN00D SYS459DKTFM06W SYS459OJMFJ063 SYS461015084215 SYS469015093740 SYS469015115133 SYS469DKTFL37N SYS479015133654
429015112259 429015112757 429015113215 429015123844 429015124158 429015152657 429015155804 434015110607 434015133339 434015153114 43401515331 43401592609 434O13FH035 4550000010 4550000011 4550000012 455004112026 455004144521 455015110759 45501515320 455015154311 4590000001 459004100244 459004164055 459015113953 459015133349 459015150950 459015151150 459015151741 459015154644 459DJMFN00D 459DKTFM06W 459OJMFJ063 461015084215 469015093740 469015115133 469DKTFL37N 479015133654
Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Bank of New Madrid Citizens Bank of Norborne Citizens Bank of Norborne Citizens Bank of Norborne Citizens Bank of Norborne Citizens Bank of Norborne Citizens Bank of Norborne Paris National Bank Paris National Bank Paris National Bank Paris National Bank Paris National Bank Paris National Bank Paris National Bank Paris National Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank Perry State Bank The Bank of Missouri Legacy Bank and Trust Legacy Bank and Trust Legacy Bank and Trust Southern Missouri Bank and Tr
2.000 2.200 2.820 2.300 2.150 2.620 2.600 2.620 2.500 2.620 2.660 2.660 2.560 2.560 2.560 2.460 2.550 2.620 2.450 2.660 2.760 2.560 2.720 2.350 2.690 2.720 2.550 2.320 2.100 2.760 2.370 2.460 2.560 2.150 2.550 2.600 2.460 2.760
106 141 141 92 92 127 155 120 183 120 204 211 260 267 274 302 36 113 29 204 176 344 176 71 92 134 50 50 50 176 267 309 267 127 57 113 309 183
05/18/2007 06/22/2007 06/22/2007 05/04/2007 05/04/2007 06/08/2007 07/06/2007 06/01/2007 08/03/2007 06/01/2007 08/24/2007 08/31/2007 10/19/2007 10/26/2007 11/02/2007 11/30/2007 03/09/2007 05/25/2007 03/02/2007 08/24/2007 07/27/2007 01/11/2008 07/27/2007 04/13/2007 05/04/2007 06/15/2007 03/23/2007 03/23/2007 03/23/2007 07/27/2007 10/26/2007 12/07/2007 10/26/2007 06/08/2007 03/30/2007 05/25/2007 12/07/2007 08/03/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 24
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
01/12/2007 07/07/2006 01/26/2007 01/26/2007 03/10/2006 03/31/2006 03/31/2006 03/31/2006 04/14/2006 04/14/2006 03/31/2006 01/05/2007 03/17/2006 03/17/2006 03/17/2006 03/17/2006 06/23/2006 06/23/2006 06/23/2006 06/23/2006 03/24/2006 03/24/2006 03/24/2006 06/23/2006 06/23/2006 03/10/2006 03/10/2006 03/10/2006 03/10/2006 03/10/2006 03/10/2006 06/23/2006 06/23/2006 03/10/2006 06/09/2006 08/11/2006 06/30/2006 02/03/2006
336,500.00 262,000.00 288,000.00 76,534.00 265,300.00 136,000.00 175,000.00 118,000.00 262,500.00 262,500.00 26,284.00 341,000.00 275,000.00 150,000.00 95,000.00 150,000.00 50,000.00 750,000.00 28,000.00 350,000.00 150,000.00 104,085.00 1,360,000.00 720,000.00 700,000.00 3,000,403.00 600,000.00 118,000.00 900,000.00 2,070,000.00 65,000.00 750,000.00 922,200.00 916,000.00 39,000.00 87,000.00 165,940.00 37,000.00
336,500.00 262,000.00 288,000.00 76,534.00 265,300.00 136,000.00 175,000.00 118,000.00 262,500.00 262,500.00 26,284.00 341,000.00 275,000.00 150,000.00 95,000.00 150,000.00 50,000.00 750,000.00 28,000.00 350,000.00 150,000.00 104,085.00 1,360,000.00 720,000.00 700,000.00 3,000,403.00 600,000.00 118,000.00 900,000.00 2,070,000.00 65,000.00 750,000.00 922,200.00 916,000.00 39,000.00 87,000.00 165,940.00 37,000.00
336,500.00 262,000.00 288,000.00 76,534.00 265,300.00 136,000.00 175,000.00 118,000.00 262,500.00 262,500.00 26,284.00 341,000.00 275,000.00 150,000.00 95,000.00 150,000.00 50,000.00 750,000.00 28,000.00 350,000.00 150,000.00 104,085.00 1,360,000.00 720,000.00 700,000.00 3,000,403.00 600,000.00 118,000.00 900,000.00 2,070,000.00 65,000.00 750,000.00 922,200.00 916,000.00 39,000.00 87,000.00 165,940.00 37,000.00
2.000 2.370 2.000 2.560 2.320 2.400 2.250 2.550 2.420 2.500 2.550 2.520 2.400 2.250 2.550 2.320 2.820 2.800 2.820 2.800 2.470 2.550 2.400 2.870 2.570 2.400 2.320 2.320 2.620 2.470 2.550 2.800 2.800 2.550 2.620 2.660 2.520 2.310
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS4830000001 SYS483015113755 SYS483OAJGJ05G SYS5210000002 SYS521004112640 SYS521015111424 SYS521015113119 SYS521015114106 SYS521015114139 SYS521015125412 SYS521015140303 SYS521OLSFN04C SYS529015153619 SYS529015154048 SYS529015154400 SYS529015154814 SYS545015075836 SYS545015085249 SYS545015093658 SYS545015101331 SYS545015103006 SYS545015112024 SYS545015112407 SYS545015113911 SYS545015115649 SYS545015131459 SYS545015140951 SYS545015141535 SYS545015141820 SYS545015142419 SYS545015144521 SYS545015144545 SYS545015154237 SYS545115135604 SYS5480000004 SYS5480000006 SYS548015152720 SYS5580000004
4830000001 483015113755 483OAJGJ05G 5210000002 521004112640 521015111424 521015113119 521015114106 521015114139 521015125412 521015140303 521OLSFN04C 529015153619 529015154048 529015154400 529015154814 545015075836 545015085249 545015093658 545015101331 545015103006 545015112024 545015112407 545015113911 545015115649 545015131459 545015140951 545015141535 545015141820 545015142419 545015144521 545015144545 545015154237 545115135604 5480000004 5480000006 548015152720 5580000004
First State Bank of Purdy First State Bank of Purdy First State Bank of Purdy Third National Bank Third National Bank Third National Bank Third National Bank Third National Bank Third National Bank Third National Bank Third National Bank Third National Bank Heritage State Bank Heritage State Bank Heritage State Bank Heritage State Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Alliance Bank Empire Bank Empire Bank Empire Bank Bank of St Elizabeth
2.000 2.370 2.000 2.560 2.320 2.400 2.250 2.550 2.420 2.500 2.550 2.520 2.400 2.250 2.550 2.320 2.820 2.800 2.820 2.800 2.470 2.550 2.400 2.870 2.570 2.400 2.320 2.320 2.620 2.470 2.550 2.800 2.800 2.550 2.620 2.660 2.520 2.310
344 155 358 358 36 57 57 57 71 71 57 337 43 43 43 43 141 141 141 141 50 50 50 141 141 36 36 36 36 36 36 141 141 36 127 190 148 1
01/11/2008 07/06/2007 01/25/2008 01/25/2008 03/09/2007 03/30/2007 03/30/2007 03/30/2007 04/13/2007 04/13/2007 03/30/2007 01/04/2008 03/16/2007 03/16/2007 03/16/2007 03/16/2007 06/22/2007 06/22/2007 06/22/2007 06/22/2007 03/23/2007 03/23/2007 03/23/2007 06/22/2007 06/22/2007 03/09/2007 03/09/2007 03/09/2007 03/09/2007 03/09/2007 03/09/2007 06/22/2007 06/22/2007 03/09/2007 06/08/2007 08/10/2007 06/29/2007 02/02/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 25
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
11/03/2006 01/26/2007 01/26/2007 01/26/2007 03/03/2006 05/05/2006 03/24/2006 05/05/2006 04/14/2006 01/26/2007 01/26/2007 01/26/2007 05/19/2006 02/10/2006 07/21/2006 03/24/2006 12/01/2006 08/25/2006 04/21/2006 06/30/2006 03/24/2006 03/24/2006 01/19/2007 06/23/2006 06/16/2006 09/01/2006 10/27/2006 10/27/2006 01/12/2007 01/12/2007 06/30/2006 09/15/2006 12/15/2006 11/03/2006 03/03/2006 01/12/2007 01/12/2007 01/26/2007
101,500.00 435,000.00 140,000.00 405,000.00 42,000.00 180,000.00 45,600.00 46,000.00 122,000.00 200,000.00 50,000.00 145,000.00 7,000.00 250,000.00 2,635.00 59,390.00 7,400.00 55,000.00 500,000.00 125,000.00 243,000.00 160,000.00 98,000.00 12,702.00 4,500.00 53,929.00 6,887.00 35,872.00 211,500.00 86,655.00 209,500.00 239,850.00 99,284.00 500,000.00 525,000.00 100,000.00 100,000.00 145,000.00
101,500.00 435,000.00 140,000.00 405,000.00 42,000.00 180,000.00 45,600.00 46,000.00 122,000.00 200,000.00 50,000.00 145,000.00 7,000.00 250,000.00 2,635.00 59,390.00 7,400.00 55,000.00 500,000.00 125,000.00 243,000.00 160,000.00 98,000.00 12,702.00 4,500.00 53,929.00 6,887.00 35,872.00 211,500.00 86,655.00 209,500.00 239,850.00 99,284.00 500,000.00 525,000.00 100,000.00 100,000.00 145,000.00
101,500.00 435,000.00 140,000.00 405,000.00 42,000.00 180,000.00 45,600.00 46,000.00 122,000.00 200,000.00 50,000.00 145,000.00 7,000.00 250,000.00 2,635.00 59,390.00 7,400.00 55,000.00 500,000.00 125,000.00 243,000.00 160,000.00 98,000.00 12,702.00 4,500.00 53,929.00 6,887.00 35,872.00 211,500.00 86,655.00 209,500.00 239,850.00 99,284.00 500,000.00 525,000.00 100,000.00 100,000.00 145,000.00
2.600 2.600 2.520 2.600 2.450 2.600 2.550 2.690 2.200 2.600 2.560 2.600 2.620 2.650 2.860 2.550 2.460 2.660 2.520 2.900 2.550 2.550 2.560 2.820 2.720 2.660 2.560 2.560 2.670 2.560 2.820 2.450 2.360 2.520 2.370 2.560 2.560 2.560
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS5580000006 SYS5580000008 SYS5580000009 SYS5580000010 SYS558004113629 SYS558004142124 SYS558015091241 SYS558015113905 SYS558015135123 SYS558DAJGN39V SYS558DAJGN46L SYS558DAJGN55Z SYS599004161002 SYS6040000001 SYS634015084925 SYS634015093948 SYS634OKPFI31Y SYS64200413531 SYS642015133115 SYS642015140130 SYS6600000002 SYS6600000003 SYS660DLHFP46G SYS674004095717 SYS674015102027 SYS67401591906 SYS674DJMFK29M SYS674O1HFK02M SYS674plnfi12k SYS674plnfl19w SYS7230000002 SYS7230000003 SYS7230000004 SYS739OJLFJ36F SYS780015082133 SYS7910000004 SYS7910000005 SYS7910000006
5580000006 5580000008 5580000009 5580000010 558004113629 558004142124 558015091241 558015113905 558015135123 558DAJGN39V 558DAJGN46L 558DAJGN55Z 599004161002 6040000001 634015084925 634015093948 634OKPFI31Y 64200413531 642015133115 642015140130 6600000002 6600000003 660DLHFP46G 674004095717 674015102027 67401591906 674DJMFK29M 674O1HFK02M 674plnfi12k 674plnfl19w 7230000002 7230000003 7230000004 739OJLFJ36F 780015082133 7910000004 7910000005 7910000006
Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth Bank of St Elizabeth National City Bank of the Midw Farmers State Bank Bank of Urbana Bank of Urbana Bank of Urbana Maries County Bank Maries County Bank Maries County Bank Bank of Montgomery County Bank of Montgomery County American Bank of Missouri Peoples Bank - Wyaconda Peoples Bank - Wyaconda Peoples Bank - Wyaconda Peoples Bank - Wyaconda Peoples Bank - Wyaconda Peoples Bank - Wyaconda Peoples Bank - Wyaconda Putnam County State Bank Putnam County State Bank Putnam County State Bank Old Missouri National Bank Citizen's National Bank Liberty Bank Liberty Bank Liberty Bank
2.600 2.600 2.520 2.600 2.450 2.600 2.550 2.690 2.200 2.600 2.560 2.600 2.620 2.650 2.860 2.550 2.460 2.660 2.520 2.900 2.550 2.550 2.560 2.820 2.720 2.660 2.560 2.560 2.670 2.560 2.820 2.450 2.360 2.520 2.370 2.560 2.560 2.560
274 358 358 358 29 92 50 92 71 358 358 358 106 8 169 50 302 204 78 148 50 50 351 141 134 211 267 267 344 344 148 225 316 274 29 344 344 358
11/02/2007 01/25/2008 01/25/2008 01/25/2008 03/02/2007 05/04/2007 03/23/2007 05/04/2007 04/13/2007 01/25/2008 01/25/2008 01/25/2008 05/18/2007 02/09/2007 07/20/2007 03/23/2007 11/30/2007 08/24/2007 04/20/2007 06/29/2007 03/23/2007 03/23/2007 01/18/2008 06/22/2007 06/15/2007 08/31/2007 10/26/2007 10/26/2007 01/11/2008 01/11/2008 06/29/2007 09/14/2007 12/14/2007 11/02/2007 03/02/2007 01/11/2008 01/11/2008 01/25/2008
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 26
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
07/28/2006 03/17/2006 05/05/2006 03/10/2006 07/28/2006 01/12/2007 10/27/2006 05/19/2006 04/14/2006 09/08/2006 02/03/2006 05/19/2006 05/05/2006 01/19/2007
100,000.00 100,000.00 200,000.00 100,000.00 47,000.00 173,000.00 57,000.00 45,000.00 55,000.00 45,000.00 320,000.00 83,700.00 224,825.00 155,750.00
100,000.00 100,000.00 200,000.00 100,000.00 47,000.00 173,000.00 57,000.00 45,000.00 55,000.00 45,000.00 320,000.00 83,700.00 224,825.00 155,750.00
100,000.00 100,000.00 200,000.00 100,000.00 47,000.00 173,000.00 57,000.00 45,000.00 55,000.00 45,000.00 320,000.00 83,700.00 224,825.00 155,750.00
2.760 2.550 2.690 2.550 2.760 2.560 2.560 2.620 2.590 2.560 1.800 2.620 2.520 2.370
83,637,660.00
83,637,660.00
83,637,660.00
3,056,000.00 385,000.00 7,117,000.00 1,297,000.00 246,000.00 2,833,000.00 8,231,000.00 1,180,000.00 4,752,000.00 1,724,000.00 3,447,000.00 716,000.00 2,240,000.00 4,261,000.00 1,258,000.00 65,000.00 1,553,000.00 3,020,000.00 234,000.00 1,622,000.00 2,096,000.00
3,056,000.00 385,000.00 7,117,000.00 1,297,000.00 246,000.00 2,833,000.00 8,231,000.00 1,180,000.00 4,752,000.00 1,724,000.00 3,447,000.00 716,000.00 2,240,000.00 4,261,000.00 1,258,000.00 65,000.00 1,553,000.00 3,020,000.00 234,000.00 1,622,000.00 2,096,000.00
3,056,000.00 385,000.00 7,117,000.00 1,297,000.00 246,000.00 2,833,000.00 8,231,000.00 1,180,000.00 4,752,000.00 1,724,000.00 3,447,000.00 716,000.00 2,240,000.00 4,261,000.00 1,258,000.00 65,000.00 1,553,000.00 3,020,000.00 234,000.00 1,622,000.00 2,096,000.00
Moody's
YTM Days to 365 Maturity
Maturity Date
Linked Deposits SYS791004101044 SYS791004154022 SYS791015072543 SYS791015112352 SYS791015113254 SYS791plnfh29m SYS8010000001 SYS801015093336 SYS801015110220 SYS80101515837 SYS834004144641 SYS834015083521 SYS834015114113 SYS834PLMFN02F
791004101044 791004154022 791015072543 791015112352 791015113254 791plnfh29m 8010000001 801015093336 801015110220 80101515837 834004144641 834015083521 834015114113 834PLMFN02F
Liberty Bank Liberty Bank Liberty Bank Liberty Bank Liberty Bank Liberty Bank First Missouri Natl Bank First Missouri Natl Bank First Missouri Natl Bank First Missouri Natl Bank MCM Savings Bank MCM Savings Bank MCM Savings Bank F & M BANK AND TRUST
Subtotal and Average
82,810,910.39
2.760 2.550 2.690 2.550 2.760 2.560 2.560 2.620 2.590 2.560 1.800 2.620 2.520 2.370
176 43 92 36 176 344 267 106 71 218 1 106 92 351
2.471
146
2.300 2.350 2.390 2.550 2.490 2.470 2.540 2.690 2.490 2.620 2.790 2.860 2.560 2.500 2.540 2.460 2.470 2.460 2.610 2.560 2.520
8 8 43 43 64 64 92 92 127 127 155 155 225 225 246 246 246 246 288 288 288
07/27/2007 03/16/2007 05/04/2007 03/09/2007 07/27/2007 01/11/2008 10/26/2007 05/18/2007 04/13/2007 09/07/2007 02/02/2007 05/18/2007 05/04/2007 01/18/2008
Linked Deposits - FFCB 31331VQX7 31331VQY5 31331VUA2 31331VUB0 31331VWE2 31331VWD4 31331VYV2 31331VYW0 31331VE77 31331VE85 31331VN69 31331VN51 31331V4L7 31331V4K9 31331XAH5 31331XAJ1 31331XAF9 31331XAG7 31331XED0 31331XEC2 31331XEB4
060410001 060410002 060760003 060760004 060970001 060970002 061250001 061250002 061600002 06160001 061880001 061880002 062580003 062580004 062790001 062790002 062790003 062790004 063210002 063210003 063210004
FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note
02/10/2006 02/10/2006 03/17/2006 03/17/2006 04/07/2006 04/07/2006 05/05/2006 05/05/2006 06/09/2006 06/09/2006 07/07/2006 07/07/2006 09/15/2006 09/15/2006 10/06/2006 10/06/2006 10/06/2006 10/06/2006 11/17/2006 11/17/2006 11/17/2006
2.300 2.350 2.390 2.550 2.490 2.470 2.540 2.690 2.490 2.620 2.790 2.860 2.560 2.500 2.540 2.460 2.470 2.460 2.610 2.560 2.520
Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa
02/09/2007 02/09/2007 03/16/2007 03/16/2007 04/06/2007 04/06/2007 05/04/2007 05/04/2007 06/08/2007 06/08/2007 07/06/2007 07/06/2007 09/14/2007 09/14/2007 10/05/2007 10/05/2007 10/05/2007 10/05/2007 11/16/2007 11/16/2007 11/16/2007
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 27
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Average Balance
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
Moody's
12/08/2006 12/08/2006 12/08/2006 12/08/2006 01/12/2007 01/12/2007 01/12/2007
1,817,000.00 200,000.00 1,852,000.00 65,000.00 2,063,000.00 1,176,000.00 988,000.00
1,817,000.00 200,000.00 1,852,000.00 65,000.00 2,063,000.00 1,176,000.00 988,000.00
1,817,000.00 200,000.00 1,852,000.00 65,000.00 2,063,000.00 1,176,000.00 988,000.00
2.480 2.460 2.560 2.460 2.530 2.560 2.630
Aaa Aaa Aaa Aaa Aaa Aaa Aaa
59,494,000.00
59,494,000.00
59,494,000.00
10,000,000.00 13,000,000.00 10,000,000.00 10,000,000.00 15,000,000.00
9,875,000.00 12,699,375.00 9,931,250.00 9,931,250.00 14,896,875.00
9,875,481.67 12,699,093.33 9,932,271.11 9,932,135.00 14,898,202.50
58,000,000.00
57,333,750.00
57,337,183.61
2,623,852.42 1,368,710.96 4,168,324.81 2,519,072.61 1,471,173.46 1,958,039.48 5,413,220.90 6,965,968.90 2,269,278.75 2,800,424.90 4,409,475.50 5,369,783.15 2,298,356.54 11,001,340.25 914,575.95 7,043,602.70 3,189,546.20
2,590,949.31 1,350,370.23 4,080,289.79 2,465,114.07 1,440,102.28 1,910,517.86 5,293,372.19 6,878,615.65 2,253,893.04 2,748,000.95 4,276,309.34 5,256,373.33 2,310,974.52 10,669,099.77 919,596.97 6,794,188.73 3,149,549.29
2,584,494.64 1,347,324.85 4,060,208.88 2,457,670.21 1,434,623.99 1,922,550.02 5,321,872.80 6,824,472.64 2,242,685.64 2,739,603.18 4,237,230.37 5,143,245.38 2,298,356.54 10,643,796.69 914,575.95 6,770,663.09 3,142,699.74
YTM Days to 365 Maturity
Maturity Date
Linked Deposits - FFCB 31331XGZ9 31331XHE5 31331XHF2 31331XHG0 31331XLM2 31331XLN0 31331XLL4
063410001 063410002 063410003 063410004 070120001 070120002 070120003
FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note FFCB Note Subtotal and Average
58,851,741.94
2.480 2.460 2.560 2.460 2.530 2.560 2.630
309 309 309 309 344 344 344
2.517
162
5.192 5.227 5.157 5.167 5.166
91 168 49 49 49
5.183
83
4.976 4.893 5.052 5.886 4.996 6.018 5.634 5.360 6.567 6.491 6.753 5.742 5.426 5.435 5.426 5.319 5.110
455 547 1,124 1,155 1,124 731 1,246 455 303 1,004 1,308 1,124 731 1,096 731 1,581 455
12/07/2007 12/07/2007 12/07/2007 12/07/2007 01/11/2008 01/11/2008 01/11/2008
Time Deposits - Linked ( interest) Subtotal and Average
0.01
US Treasury Bills 912795ZE4 912795ZR5 912795YY1 912795YY1 912795YY1
063070001 070220003 070220022 070230981 070240001
UST-BILL UST-BILL UST-BILL UST-BILL UST-BILL Subtotal and Average
11/03/2006 01/22/2007 01/22/2007 01/23/2007 01/24/2007 23,875,526.01
4.926 4.960 4.976 4.986 4.986
05/03/2007 07/19/2007 03/22/2007 03/22/2007 03/22/2007
Agency MBS 31282U3X3 31282U4Q7 31282R3P7 31282R3W2 31282R3P7 31282U7G6 31282R4N1 31282U3X3 31282U2B2 31282R2P8 31282R5D2 31282R3P7 31282RYR9 31282R3N2 31282RYR9 31371LQ51 31282U3X3
053560002 053560003 053560004 060240001 060310001 060530002 060580001 060900002 061290001 061430001 061440003 061780001 062350002 062350003 062350004 062640001 062710001
FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note
12/22/2005 12/22/2005 12/22/2005 01/24/2006 01/31/2006 02/22/2006 02/27/2006 03/31/2006 05/09/2006 05/23/2006 05/24/2006 06/27/2006 08/23/2006 08/23/2006 08/23/2006 09/21/2006 09/28/2006
4.000 4.000 4.000 4.000 4.000 4.000 4.500 4.000 4.500 4.500 4.000 4.000 5.500 4.000 5.500 4.000 4.000
Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa
05/01/2008 08/01/2008 03/01/2010 04/01/2010 03/01/2010 02/01/2009 07/01/2010 05/01/2008 12/01/2007 11/01/2009 09/01/2010 03/01/2010 02/01/2009 02/01/2010 02/01/2009 06/01/2011 05/01/2008
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42
MO State Treasurer FY07 Portfolio Management
Page 28
Portfolio Details - Investments January 31, 2007 CUSIP
Investment #
Issuer
Purchase Date
Par Value
Market Value
Book Value
Stated Rate
Moody's
09/28/2006 09/29/2006 09/29/2006 10/17/2006 10/23/2006 10/23/2006 10/23/2006 10/26/2006 11/21/2006 11/30/2006 12/13/2006 12/21/2006 12/21/2006 12/26/2006 12/27/2006 01/23/2007 12/29/2005 02/22/2006 02/24/2006 03/22/2006 03/22/2006 03/29/2006 05/23/2006 06/22/2006 08/23/2006 09/29/2006 09/29/2006 12/21/2006 12/27/2006
1,954,296.85 5,781,165.81 5,001,989.73 4,140,816.83 3,635,746.97 2,445,465.37 12,010,341.56 9,795,349.26 9,731,284.29 3,788,593.68 5,450,816.40 3,622,606.39 3,799,252.80 5,286,706.59 6,582,050.75 15,339,115.35 3,972,991.12 2,826,878.90 5,325,213.50 1,460,479.50 7,088,361.69 4,807,603.52 4,772,190.16 3,097,591.78 5,590,971.86 3,795,975.52 3,315,704.06 9,618,166.06 3,309,197.55
1,943,587.30 5,749,542.83 4,896,347.71 4,114,191.38 3,581,210.77 2,418,516.34 11,895,402.59 9,499,431.76 9,414,530.99 3,705,244.62 5,347,959.49 3,542,909.05 3,695,685.17 5,158,398.22 6,417,696.94 14,999,507.34 3,843,670.26 2,705,605.80 5,151,877.80 1,412,940.89 6,857,635.52 4,648,519.92 4,614,278.39 2,996,765.17 5,351,119.17 3,672,416.52 3,326,082.21 9,394,928.43 3,192,018.86
1,947,273.60 5,761,293.06 4,873,032.19 4,107,172.69 3,584,619.28 2,424,831.76 11,909,004.30 9,461,695.18 9,439,345.77 3,690,919.00 5,347,761.90 3,532,607.26 3,709,020.54 5,188,406.89 6,373,276.33 15,089,854.73 3,874,907.90 2,692,602.15 5,152,144.06 1,411,644.72 6,851,344.60 4,637,835.02 4,578,319.93 2,983,368.08 5,311,423.27 3,694,551.80 3,320,884.84 9,494,933.31 3,193,892.70
5.000 5.000 4.000 4.500 4.500 4.500 5.000 4.000 4.000 4.000 4.000 4.000 3.500 4.000 4.000 4.500 4.000 3.500 4.000 4.000 4.000 4.000 4.000 4.000 3.500 4.000 5.500 4.500 4.000
Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa
208,838,781.97
223,131,671.33
217,935,338.76
3,842,815,958.63
3,726,852,631.33
3,698,294,608.97
Average Balance
YTM Days to 365 Maturity
Maturity Date
Agency MBS 31282U4V6 31282VCD5 31282R3P7 31282UZ83 31282R3V4 31282U2Z9 31282SA51 31282R4A9 31371LB65 31282R4M3 31282VAC9 31282R4J0 31282U5A1 31282U7G6 31282SAW2 31282R3H5 31371KZ95 31371LCV9 31371LBD0 31371LDE6 31371LDE6 31371LE47 31371LE47 31371K5D9 31371LEB1 31371K5D9 31371KLH2 31371K2K6 31371LPH6
062710002 062720002 062720009 062900001 062960001 062960002 062960003 062990001 063250001 063340001 063460001 063550001 063550003 063600099 063610927 070230001 053630001 060530001 060550001 060810001 060810002 060880001 061430002 061730001 062350001 062720003 062720004 063550002 063610926
FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FHLMC Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note FNMA Note Subtotal and Average Total and Average
5.195 5.129 5.272 5.315 5.149 5.271 5.307 5.390 5.256 5.059 5.067 5.015 5.179 5.165 5.142 5.309 5.073 6.935 5.935 5.319 5.319 6.585 6.908 5.742 5.418 5.157 5.225 5.000 5.233
486 1,065 1,124 273 1,155 365 1,642 1,185 1,277 1,246 759 1,216 578 731 1,581 1,096 1,096 1,277 1,246 1,308 1,308 1,338 1,338 1,155 1,308 1,155 759 1,124 1,550
217,724,041.47
5.438
1,103
3,702,537,585.40
5.016
239
06/01/2008 01/01/2010 03/01/2010 11/01/2007 04/01/2010 02/01/2008 08/01/2011 05/01/2010 08/01/2010 07/01/2010 03/01/2009 06/01/2010 09/01/2008 02/01/2009 06/01/2011 02/01/2010 02/01/2010 08/01/2010 07/01/2010 09/01/2010 09/01/2010 10/01/2010 10/01/2010 04/01/2010 09/01/2010 04/01/2010 03/01/2009 03/01/2010 05/01/2011
Portfolio FY07 AP Run Date: 02/02/2007 - 10:22
PM (PRF_PM2) SymRept 6.42