Attachment A State of Arkansas Investment Holdings Report 6-30-22.xlsx
XLSX spreadsheet 89 KB Posted
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- S000000143
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- Pulaski County, Arkansas
About this file
The provided document is an Arkansas state investment holdings report as of June 30, 2022. The report details the state's investments in agency bonds, commercial paper, sovereign government bonds, agency mortgage-backed securities, and other mortgage-related securities across various accounts. The investments cover a range of maturities from short-term commercial paper to long-term bonds, with a total value exceeding $1.5 billion.
The report does not contain information about a specific state or local contract opportunity. It appears to be a routine financial disclosure document providing transparency into the state's investment portfolio and holdings.
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Other files
| File | Type | Posted |
|---|---|---|
| Attachment C State of Arkansas Money Market Report 6-30-22.xlsx | XLSX spreadsheet | |
| Attachment F Account Schematic.xlsx | XLSX spreadsheet | |
| Attachment D Positions Report.xlsx | XLSX spreadsheet | |
| S000000143 Bidders Conference PPT.pdf | ||
| contgrantform~15.pdf | ||
| S000000143 Response Packet.docx | DOCX document | |
| Attachment B Permitted Investments and Restrictions 7-15-22.pdf | ||
| S000000143 MAP Price Sheet Final .xlsx | XLSX spreadsheet | |
| Attachment E Daily Transactions.pdf | ||
| S000000143 Global Custody Services Q and A~2.pdf | ||
| S000000143 Global Custody Provider RFP Revised.pdf | ||
| S000000143 Global Custody Services Q and A~1.pdf |
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GAAP Base Balance Sheet b (Ark) Attachment A State of Arkansas Investment Holdings Report 6-30-22
| Report: | GAAP Base Balance Sheet by Lot | |||||||||||||||||
| Account: | Arkansas All Investments (222474) | |||||||||||||||||
| As of: | 06/30/2022 | |||||||||||||||||
| Base Currency: | USD | |||||||||||||||||
| MONEY MANAGEMENT TRUST INVESTMENTS | ||||||||||||||||||
| AGCY BOND | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Mny Mngmt Trst-UNDI000 | 3130APX34 | FEDERAL HOME LOAN BANKS | US | 5,000,000.00 | 5,000,000.00 | USD | AGCY BOND | LT | 11/16/2021 | 11/23/2021 | 12/16/2022 | 12/16/2022 | 5,000,000.00 | 5,000,000.00 | 1,161.11 | 98.9617 | 4,948,085.00 | 4,949,246.11 |
| Art-Mny Mngmt Trst-UNDI000 | 3130AS2E8 | FEDERAL HOME LOAN BANKS | US | 10,000,000.00 | 10,000,000.00 | USD | AGCY BOND | ST | 05/11/2022 | 05/12/2022 | 05/09/2023 | 05/09/2023 | 9,998,700.00 | 9,998,879.56 | 30,694.44 | 99.4577 | 9,945,770.00 | 9,976,464.44 |
| Art-Mny Mngmt Trst-UNDI000 | 3133ENKR0 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 10,000,000.00 | 10,000,000.00 | USD | AGCY BOND | LT | 01/05/2022 | 01/11/2022 | 01/11/2023 | 01/11/2023 | 10,000,000.00 | 10,000,000.00 | 19,833.33 | 98.8522 | 9,885,220.00 | 9,905,053.33 |
| Art-Mny Mngmt Trst-UNDI000 | 31422XPM8 | FEDERAL AGRICULTURAL MORTGAGE CORP | US | 20,000,000.00 | 20,000,000.00 | USD | AGCY BOND | LT | 10/25/2021 | 11/02/2021 | 12/02/2022 | 12/02/2022 | 20,000,000.00 | 20,000,000.00 | 2,900.00 | 99.1005 | 19,820,100.00 | 19,823,000.00 |
| Art-Mny Mngmt Trst-UNDI000 | 31422XPN6 | FEDERAL AGRICULTURAL MORTGAGE CORP | US | 15,000,000.00 | 15,000,000.00 | USD | AGCY BOND | LT | 10/26/2021 | 11/05/2021 | 12/05/2022 | 12/05/2022 | 15,000,000.00 | 15,000,000.00 | 1,841.67 | 99.0786 | 14,861,790.00 | 14,863,631.67 |
| Art-Mny Mngmt Trst-UNDI000 | 31422XTZ5 | FEDERAL AGRICULTURAL MORTGAGE CORP | US | 15,000,000.00 | 15,000,000.00 | USD | AGCY BOND | ST | 02/04/2022 | 02/18/2022 | 08/18/2022 | 08/18/2022 | 15,000,000.00 | 15,000,000.00 | 28,816.67 | 99.8256 | 14,973,840.00 | 15,002,656.67 |
| Art-Mny Mngmt Trst-UNDI000 | --- | --- | US | 75,000,000.00 | 75,000,000.00 | USD | AGCY BOND | --- | --- | --- | 12/09/2022 | 12/09/2022 | 74,998,700.00 | 74,998,879.56 | 85,247.22 | 74,434,805.00 | 74,520,052.22 | |
| Art-Mny Mngmt Trst-UNDI000 | ||||||||||||||||||
| CP | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Mny Mngmt Trst-UNDI000 | 0347M3H15 | Anglesea Funding Plc | US | 7,850,000.00 | 7,850,000.00 | USD | CP | CE | 06/29/2022 | 06/29/2022 | 08/01/2022 | 08/01/2022 | 7,837,479.25 | 7,838,238.08 | 0.00 | 99.8320 | 7,836,812.00 | 7,836,812.00 |
| Art-Mny Mngmt Trst-UNDI000 | 2063C1GK0 | Concord Minutemen Capital Company L.L.C. | US | 19,800,000.00 | 19,800,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/19/2022 | 07/19/2022 | 19,774,436.00 | 19,783,566.00 | 0.00 | 99.9077 | 19,781,724.60 | 19,781,724.60 |
| Art-Mny Mngmt Trst-UNDI000 | 37828XHR3 | Glencove Funding DAC | US | 3,930,000.00 | 3,930,000.00 | USD | CP | CE | 06/30/2022 | 06/30/2022 | 08/25/2022 | 08/25/2022 | 3,917,773.33 | 3,917,991.66 | 0.00 | 99.7052 | 3,918,414.36 | 3,918,414.36 |
| Art-Mny Mngmt Trst-UNDI000 | 52953BH30 | Lexington Parker Capital Co. LLC | US | 1,450,000.00 | 1,450,000.00 | USD | CP | ST | 02/17/2022 | 02/17/2022 | 08/03/2022 | 08/03/2022 | 1,444,349.83 | 1,448,883.50 | 0.00 | 99.8170 | 1,447,346.50 | 1,447,346.50 |
| Art-Mny Mngmt Trst-UNDI000 | 52953BH30 | Lexington Parker Capital Co. LLC | US | 1,200,000.00 | 1,200,000.00 | USD | CP | ST | 02/18/2022 | 02/18/2022 | 08/03/2022 | 08/03/2022 | 1,195,352.00 | 1,199,076.00 | 0.00 | 99.8170 | 1,197,804.00 | 1,197,804.00 |
| Art-Mny Mngmt Trst-UNDI000 | 52953BH30 | Lexington Parker Capital Co. LLC | US | 2,000,000.00 | 2,000,000.00 | USD | CP | ST | 03/14/2022 | 03/14/2022 | 08/03/2022 | 08/03/2022 | 1,990,138.89 | 1,997,708.33 | 0.00 | 99.8170 | 1,996,340.00 | 1,996,340.00 |
| Art-Mny Mngmt Trst-UNDI000 | 52953BH30 | Lexington Parker Capital Co. LLC | US | 2,000,000.00 | 2,000,000.00 | USD | CP | ST | 03/17/2022 | 03/17/2022 | 08/03/2022 | 08/03/2022 | 1,989,961.11 | 1,997,616.67 | 0.00 | 99.8170 | 1,996,340.00 | 1,996,340.00 |
| Art-Mny Mngmt Trst-UNDI000 | 52953BH30 | Lexington Parker Capital Co. LLC | US | 6,200,000.00 | 6,200,000.00 | USD | CP | ST | 03/31/2022 | 03/31/2022 | 08/03/2022 | 08/03/2022 | 6,173,090.28 | 6,192,895.83 | 0.00 | 99.8170 | 6,188,654.00 | 6,188,654.00 |
| Art-Mny Mngmt Trst-UNDI000 | 53262RGM8 | Lime Funding LLC | US | 2,800,000.00 | 2,800,000.00 | USD | CP | CE | 06/23/2022 | 06/23/2022 | 07/21/2022 | 07/21/2022 | 2,796,254.22 | 2,797,324.44 | 0.00 | 99.8972 | 2,797,121.60 | 2,797,121.60 |
| Art-Mny Mngmt Trst-UNDI000 | 53262RGN6 | Lime Funding LLC | US | 3,350,000.00 | 3,350,000.00 | USD | CP | CE | 06/24/2022 | 06/24/2022 | 07/22/2022 | 07/22/2022 | 3,345,674.78 | 3,346,756.09 | 0.00 | 99.8920 | 3,346,382.00 | 3,346,382.00 |
| Art-Mny Mngmt Trst-UNDI000 | 53262RGN6 | Lime Funding LLC | US | 10,500,000.00 | 10,500,000.00 | USD | CP | CE | 06/27/2022 | 06/27/2022 | 07/22/2022 | 07/22/2022 | 10,487,895.83 | 10,489,832.50 | 0.00 | 99.8920 | 10,488,660.00 | 10,488,660.00 |
| Art-Mny Mngmt Trst-UNDI000 | 53944RGF9 | LMA S.A. | US | 6,500,000.00 | 6,500,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/15/2022 | 07/15/2022 | 6,492,633.33 | 6,495,702.78 | 0.00 | 99.9220 | 6,494,930.00 | 6,494,930.00 |
| Art-Mny Mngmt Trst-UNDI000 | 53944RHN1 | LMA S.A. | US | 3,500,000.00 | 3,500,000.00 | USD | CP | CE | 06/27/2022 | 06/27/2022 | 08/22/2022 | 08/22/2022 | 3,488,566.67 | 3,489,383.34 | 0.00 | 99.6894 | 3,489,129.00 | 3,489,129.00 |
| Art-Mny Mngmt Trst-UNDI000 | 53944RHN1 | LMA S.A. | US | 3,625,000.00 | 3,625,000.00 | USD | CP | CE | 06/28/2022 | 06/28/2022 | 08/22/2022 | 08/22/2022 | 3,613,369.79 | 3,614,004.17 | 0.00 | 99.6894 | 3,613,740.75 | 3,613,740.75 |
| Art-Mny Mngmt Trst-UNDI000 | 62455BG58 | Mountcliff Funding LLC | US | 13,000,000.00 | 13,000,000.00 | USD | CP | ST | 03/03/2022 | 03/03/2022 | 07/05/2022 | 07/05/2022 | 12,963,282.22 | 12,998,815.56 | 0.00 | 99.9764 | 12,996,932.00 | 12,996,932.00 |
| Art-Mny Mngmt Trst-UNDI000 | 62455BHF5 | Mountcliff Funding LLC | US | 4,600,000.00 | 4,600,000.00 | USD | CP | ST | 03/24/2022 | 03/25/2022 | 08/15/2022 | 08/15/2022 | 4,572,591.67 | 4,591,375.00 | 0.00 | 99.7500 | 4,588,500.00 | 4,588,500.00 |
| Art-Mny Mngmt Trst-UNDI000 | 62455BHF5 | Mountcliff Funding LLC | US | 1,650,000.00 | 1,650,000.00 | USD | CP | ST | 03/31/2022 | 03/31/2022 | 08/15/2022 | 08/15/2022 | 1,640,895.21 | 1,647,009.38 | 0.00 | 99.7500 | 1,645,875.00 | 1,645,875.00 |
| Art-Mny Mngmt Trst-UNDI000 | 67705BGN6 | Oglethorpe Power Corporation | US | 19,800,000.00 | 19,800,000.00 | USD | CP | CE | 06/23/2022 | 06/23/2022 | 07/22/2022 | 07/22/2022 | 19,767,302.50 | 19,776,322.50 | 0.00 | 99.8691 | 19,774,081.80 | 19,774,081.80 |
| Art-Mny Mngmt Trst-UNDI000 | 89119BGM2 | The Toronto-Dominion Bank | US | 6,000,000.00 | 6,000,000.00 | USD | CP | ST | 03/03/2022 | 03/03/2022 | 07/21/2022 | 07/21/2022 | 5,979,000.00 | 5,997,000.00 | 0.00 | 99.9032 | 5,994,192.00 | 5,994,192.00 |
| Art-Mny Mngmt Trst-UNDI000 | 92646LGB0 | Victory Receivables Corporation | US | 3,500,000.00 | 3,500,000.00 | USD | CP | CE | 06/27/2022 | 06/27/2022 | 07/11/2022 | 07/11/2022 | 3,497,808.61 | 3,498,434.72 | 0.00 | 99.9470 | 3,498,145.00 | 3,498,145.00 |
| Art-Mny Mngmt Trst-UNDI000 | --- | --- | US | 123,255,000.00 | 123,255,000.00 | USD | CP | --- | --- | --- | 07/25/2022 | 07/25/2022 | 122,967,855.52 | 123,117,936.54 | 0.00 | 123,091,124.61 | 123,091,124.61 | |
| TREASURY GENERAL INVESTMENTS | ||||||||||||||||||
| SOVEREIGN GOV (THESE ARE PHYSICAL BONDS HELD IN CUSTODY) | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Treas General Israel Bonds | A46513JCJ8 | ISRAEL, STATE OF (GOVERNMENT) | US | 8,000,000.00 | 8,000,000.00 | USD | SOVEREIGN GOV | LT | 05/14/2020 | 05/15/2020 | 05/01/2023 | 05/01/2023 | 8,000,000.00 | 8,000,000.00 | 20,990.68 | 98.8335 | 7,906,680.00 | 7,927,670.68 |
| Art-Treas General Israel Bonds | A46513JEA5 | ISRAEL, STATE OF (GOVERNMENT) | US | 5,000,000.00 | 5,000,000.00 | USD | SOVEREIGN GOV | LT | 01/15/2020 | 01/15/2020 | 01/01/2025 | 01/01/2025 | 5,000,000.00 | 5,000,000.00 | 19,469.86 | 97.4403 | 4,872,015.00 | 4,891,484.86 |
| Art-Treas General Israel Bonds | A46513JHA2 | ISRAEL, STATE OF (GOVERNMENT) | US | 10,000,000.00 | 10,000,000.00 | USD | SOVEREIGN GOV | LT | 01/15/2020 | 01/15/2020 | 01/01/2030 | 01/01/2030 | 10,000,000.00 | 10,000,000.00 | 47,295.89 | 93.7764 | 9,377,640.00 | 9,424,935.89 |
| Art-Treas General Israel Bonds | A46513JQZ7 | ISRAEL, STATE OF (GOVERNMENT) | US | 5,000,000.00 | 5,000,000.00 | USD | SOVEREIGN GOV | LT | 01/15/2020 | 01/15/2020 | 01/01/2025 | 01/01/2025 | 5,000,000.00 | 5,000,000.00 | 20,723.29 | 97.7948 | 4,889,740.00 | 4,910,463.29 |
| Art-Treas General Israel Bonds | A46513JRH6 | ISRAEL, STATE OF (GOVERNMENT) | US | 7,000,000.00 | 7,000,000.00 | USD | SOVEREIGN GOV | LT | 05/14/2020 | 05/15/2020 | 05/01/2025 | 05/01/2025 | 7,000,000.00 | 7,000,000.00 | 23,748.22 | 96.0698 | 6,724,886.00 | 6,748,634.22 |
| Art-Treas General Israel Bonds | A46514TMV7 | ISRAEL, STATE OF (GOVERNMENT) | US | 5,000,000.00 | 5,000,000.00 | USD | SOVEREIGN GOV | LT | 02/01/2021 | 02/01/2021 | 02/01/2024 | 02/01/2024 | 5,000,000.00 | 5,000,000.00 | 6,100.00 | 96.2880 | 4,814,400.00 | 4,820,500.00 |
| Art-Treas General Israel Bonds | A46514TZG6 | ISRAEL, STATE OF (GOVERNMENT) | US | 5,000,000.00 | 5,000,000.00 | USD | SOVEREIGN GOV | LT | 02/01/2021 | 02/01/2021 | 02/01/2026 | 02/01/2026 | 5,000,000.00 | 5,000,000.00 | 11,280.82 | 92.6274 | 4,631,370.00 | 4,642,650.82 |
| Art-Treas General-TAS0000 | A46514TQN1 | ISRAEL, STATE OF (GOVERNMENT) | US | 5,000,000.00 | 5,000,000.00 | USD | SOVEREIGN GOV | LT | 10/15/2021 | 10/15/2021 | 10/01/2026 | 10/01/2026 | 5,000,000.00 | 5,000,000.00 | 15,913.04 | 100.0000 | 5,000,000.00 | 5,015,913.04 |
| Art-Treas General-TAS0000 | A46514TZZ4 | ISRAEL, STATE OF (GOVERNMENT) | US | 5,000,000.00 | 5,000,000.00 | USD | SOVEREIGN GOV | LT | 10/15/2021 | 10/15/2021 | 10/01/2026 | 10/01/2026 | 5,000,000.00 | 5,000,000.00 | 17,156.25 | 100.0000 | 5,000,000.00 | 5,017,156.25 |
| Art-Treas General Israel Bonds | --- | ISRAEL, STATE OF (GOVERNMENT) | US | 45,000,000.00 | 45,000,000.00 | USD | SOVEREIGN GOV | LT | --- | --- | 11/06/2025 | 11/06/2025 | 45,000,000.00 | 45,000,000.00 | 149,608.77 | 43,216,731.00 | 43,366,339.77 | |
| Art-Treas General-TAS0000 | ||||||||||||||||||
| AGCY BOND | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Treas General-TAS0000 | 3130AKU38 | FEDERAL HOME LOAN BANKS | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 01/21/2021 | 02/12/2021 | 02/12/2031 | 02/12/2031 | 25,000,000.00 | 25,000,000.00 | 96,527.78 | 85.2259 | 21,306,475.00 | 21,403,002.78 |
| Art-Treas General-TAS0000 | 3130AL5A8 | FEDERAL HOME LOAN BANKS | US | 30,000,000.00 | 30,000,000.00 | USD | AGCY BOND | LT | 02/04/2021 | 02/26/2021 | 02/26/2027 | 02/26/2027 | 30,000,000.00 | 30,000,000.00 | 93,750.00 | 90.2614 | 27,078,420.00 | 27,172,170.00 |
| Art-Treas General-TAS0000 | 3130ALBU7 | FEDERAL HOME LOAN BANKS | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 02/11/2021 | 03/03/2021 | 03/03/2028 | 03/03/2028 | 50,000,000.00 | 50,000,000.00 | 40,833.33 | 88.0142 | 44,007,100.00 | 44,047,933.33 |
| Art-Treas General-TAS0000 | 3130ALBZ6 | FEDERAL HOME LOAN BANKS | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 02/11/2021 | 02/25/2021 | 08/25/2028 | 08/25/2028 | 50,000,000.00 | 50,000,000.00 | 9,250.00 | 87.3394 | 43,669,700.00 | 43,678,950.00 |
| Art-Treas General-TAS0000 | 3130ALC51 | FEDERAL HOME LOAN BANKS | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 02/11/2021 | 02/26/2021 | 08/26/2026 | 08/26/2026 | 25,000,000.00 | 25,000,000.00 | 2,430.56 | 90.7331 | 22,683,275.00 | 22,685,705.56 |
| Art-Treas General-TAS0000 | 3130ALFH2 | FEDERAL HOME LOAN BANKS | US | 25,750,000.00 | 25,750,000.00 | USD | AGCY BOND | LT | 02/19/2021 | 02/26/2021 | 02/26/2031 | 02/26/2031 | 25,711,375.00 | 25,716,557.43 | 143,055.56 | 84.7916 | 21,833,837.00 | 21,976,892.56 |
| Art-Treas General-TAS0000 | 3130AMBQ4 | FEDERAL HOME LOAN BANKS | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 04/26/2021 | 04/30/2021 | 04/30/2029 | 04/30/2029 | 25,000,000.00 | 25,000,000.00 | 42,361.11 | 88.4420 | 22,110,500.00 | 22,152,861.11 |
| Art-Treas General-TAS0000 | 3130AS2U2 | FEDERAL HOME LOAN BANKS | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 06/07/2022 | 06/08/2022 | 06/11/2032 | 06/11/2032 | 25,259,250.00 | 25,257,619.05 | 123,958.33 | 100.5459 | 25,136,475.00 | 25,260,433.33 |
| Art-Treas General-TAS0000 | 3130AS2U2 | FEDERAL HOME LOAN BANKS | US | 9,000,000.00 | 9,000,000.00 | USD | AGCY BOND | LT | 06/14/2022 | 06/15/2022 | 06/11/2032 | 06/11/2032 | 8,786,250.00 | 8,787,187.24 | 44,625.00 | 100.5459 | 9,049,131.00 | 9,093,756.00 |
| Art-Treas General-TAS0000 | 3133EL5U4 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 5,140,000.00 | 5,140,000.00 | USD | AGCY BOND | LT | 09/03/2020 | 09/04/2020 | 09/01/2028 | 09/01/2028 | 5,137,430.00 | 5,138,015.49 | 19,189.33 | 87.3109 | 4,487,780.26 | 4,506,969.59 |
| Art-Treas General-TAS0000 | 3133EL5U4 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 09/03/2020 | 09/04/2020 | 09/01/2028 | 09/01/2028 | 24,987,500.00 | 24,990,347.72 | 93,333.33 | 87.3109 | 21,827,725.00 | 21,921,058.33 |
| Art-Treas General-TAS0000 | 3133EL6D1 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 08/28/2020 | 09/10/2020 | 09/10/2029 | 09/10/2029 | 25,000,000.00 | 25,000,000.00 | 94,812.50 | 85.0275 | 21,256,875.00 | 21,351,687.50 |
| Art-Treas General-TAS0000 | 3133ENTL4 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 10,000,000.00 | 10,000,000.00 | USD | AGCY BOND | LT | 03/25/2022 | 04/04/2022 | 04/04/2028 | 04/04/2028 | 9,981,300.00 | 9,982,050.73 | 65,008.33 | 97.4353 | 9,743,530.00 | 9,808,538.33 |
| Art-Treas General-TAS0000 | 3133ENTL4 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 03/25/2022 | 04/04/2022 | 04/04/2028 | 04/04/2028 | 24,931,500.00 | 24,934,250.00 | 162,520.83 | 97.4353 | 24,358,825.00 | 24,521,345.83 |
| Art-Treas General-TAS0000 | 3133ENVH0 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 04/20/2022 | 04/26/2022 | 04/26/2030 | 04/26/2030 | 24,964,750.00 | 24,965,546.20 | 141,059.03 | 98.7044 | 24,676,100.00 | 24,817,159.03 |
| Art-Treas General-TAS0000 | 3133ENXB1 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 10,000,000.00 | 10,000,000.00 | USD | AGCY BOND | LT | 06/10/2022 | 06/13/2022 | 05/18/2029 | 05/18/2029 | 9,772,000.00 | 9,773,621.50 | 36,430.56 | 98.8925 | 9,889,250.00 | 9,925,680.56 |
| Art-Treas General-TAS0000 | 3133ENYV6 | FEDERAL FARM CREDIT BANKS FUNDING CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 06/10/2022 | 06/15/2022 | 06/15/2032 | 06/15/2032 | 24,822,000.00 | 24,822,779.63 | 38,000.00 | 99.8815 | 24,970,375.00 | 25,008,375.00 |
| Art-Treas General-TAS0000 | 3134GV3W6 | FEDERAL HOME LOAN MORTGAGE CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 06/25/2020 | 06/30/2020 | 12/30/2027 | 12/30/2027 | 25,000,000.00 | 25,000,000.00 | 770.83 | 89.4029 | 22,350,725.00 | 22,351,495.83 |
| Art-Treas General-TAS0000 | 3134GVZK7 | FEDERAL HOME LOAN MORTGAGE CORP | US | 75,000,000.00 | 75,000,000.00 | USD | AGCY BOND | LT | 05/21/2020 | 05/26/2020 | 05/26/2027 | 05/26/2027 | 74,850,000.00 | 74,894,953.05 | 72,916.67 | 90.1453 | 67,608,975.00 | 67,681,891.67 |
| Art-Treas General-TAS0000 | 3134GW2N5 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 08/19/2020 | 08/27/2020 | 02/26/2029 | 02/26/2029 | 50,000,000.00 | 50,000,000.00 | 53,472.22 | 85.3245 | 42,662,250.00 | 42,715,722.22 |
| Art-Treas General-TAS0000 | 3134GW2Y1 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 08/20/2020 | 08/28/2020 | 12/26/2029 | 12/26/2029 | 50,000,000.00 | 50,000,000.00 | 7,986.11 | 84.0924 | 42,046,200.00 | 42,054,186.11 |
| Art-Treas General-TAS0000 | 3134GWDR4 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 07/16/2020 | 07/27/2020 | 07/27/2028 | 07/27/2028 | 49,975,000.00 | 49,981,023.27 | 235,277.78 | 87.4469 | 43,723,450.00 | 43,958,727.78 |
| Art-Treas General-TAS0000 | 3134GWDS2 | FEDERAL HOME LOAN MORTGAGE CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 07/16/2020 | 07/29/2020 | 01/29/2029 | 01/29/2029 | 25,000,000.00 | 25,000,000.00 | 121,388.89 | 85.7393 | 21,434,825.00 | 21,556,213.89 |
| Art-Treas General-TAS0000 | 3134GWFP6 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 07/21/2020 | 07/29/2020 | 03/29/2029 | 03/29/2029 | 50,000,000.00 | 50,000,000.00 | 149,500.00 | 85.4958 | 42,747,900.00 | 42,897,400.00 |
| Art-Treas General-TAS0000 | 3134GWGW0 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 07/23/2020 | 08/03/2020 | 12/26/2029 | 12/26/2029 | 50,000,000.00 | 50,000,000.00 | 8,472.22 | 84.4916 | 42,245,800.00 | 42,254,272.22 |
| Art-Treas General-TAS0000 | 3134GWGX8 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 07/23/2020 | 08/03/2020 | 09/26/2029 | 09/26/2029 | 50,000,000.00 | 50,000,000.00 | 8,333.33 | 84.7971 | 42,398,550.00 | 42,406,883.33 |
| Art-Treas General-TAS0000 | 3134GWJX5 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 07/29/2020 | 08/06/2020 | 04/26/2030 | 04/26/2030 | 50,000,000.00 | 50,000,000.00 | 112,847.22 | 83.8084 | 41,904,200.00 | 42,017,047.22 |
| Art-Treas General-TAS0000 | 3134GWKP0 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 07/30/2020 | 08/24/2020 | 08/24/2029 | 08/24/2029 | 50,000,000.00 | 50,000,000.00 | 11,472.22 | 84.8542 | 42,427,100.00 | 42,438,572.22 |
| Art-Treas General-TAS0000 | 3134GWLE4 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 07/31/2020 | 08/24/2020 | 05/24/2030 | 05/24/2030 | 50,000,000.00 | 50,000,000.00 | 61,666.67 | 83.5650 | 41,782,500.00 | 41,844,166.67 |
| Art-Treas General-TAS0000 | 3134GWRQ1 | FEDERAL HOME LOAN MORTGAGE CORP | US | 50,000,000.00 | 50,000,000.00 | USD | AGCY BOND | LT | 08/13/2020 | 08/24/2020 | 09/24/2029 | 09/24/2029 | 50,000,000.00 | 50,000,000.00 | 11,666.67 | 84.8065 | 42,403,250.00 | 42,414,916.67 |
| Art-Treas General-TAS0000 | 3134GWTW6 | FEDERAL HOME LOAN MORTGAGE CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 09/15/2020 | 09/30/2020 | 03/30/2029 | 03/30/2029 | 25,000,000.00 | 25,000,000.00 | 777.78 | 85.2549 | 21,313,725.00 | 21,314,502.78 |
| Art-Treas General-TAS0000 | 3134GWV37 | FEDERAL HOME LOAN MORTGAGE CORP | US | 21,000,000.00 | 21,000,000.00 | USD | AGCY BOND | LT | 09/18/2020 | 09/29/2020 | 09/30/2030 | 09/30/2030 | 21,000,000.00 | 21,000,000.00 | 705.83 | 83.0285 | 17,435,985.00 | 17,436,690.83 |
| Art-Treas General-TAS0000 | 3134GXJT2 | FEDERAL HOME LOAN MORTGAGE CORP | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 12/15/2020 | 01/07/2021 | 06/07/2027 | 06/07/2027 | 25,000,000.00 | 25,000,000.00 | 13,166.67 | 89.2200 | 22,305,000.00 | 22,318,166.67 |
| Art-Treas General-TAS0000 | 3135GA6F3 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | US | 25,000,000.00 | 25,000,000.00 | USD | AGCY BOND | LT | 12/01/2020 | 12/15/2020 | 06/15/2028 | 06/15/2028 | 25,000,000.00 | 25,000,000.00 | 11,777.78 | 87.4801 | 21,870,025.00 | 21,881,802.78 |
| Art-Treas General-TAS0000 | --- | --- | US | 1,135,890,000.00 | 1,135,890,000.00 | USD | AGCY BOND | LT | --- | --- | 04/24/2029 | 04/24/2029 | 1,135,178,355.00 | 1,135,243,951.32 | 2,129,344.47 | 996,745,833.26 | 998,875,177.73 | |
| Art-Treas General-TAS0000 | ||||||||||||||||||
| CORP | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Treas General-TAS0000 | 037833DB3 | APPLE INC | US | 11,125,000.00 | 11,125,000.00 | USD | CORP | LT | 01/18/2022 | 01/20/2022 | 09/12/2027 | 09/12/2027 | 11,606,712.50 | 11,567,079.48 | 97,683.68 | 96.5046 | 10,736,136.75 | 10,833,820.43 |
| Art-Treas General-TAS0000 | 037833DP2 | APPLE INC | US | 5,000,000.00 | 5,000,000.00 | USD | CORP | LT | 01/18/2022 | 01/20/2022 | 09/11/2029 | 09/11/2029 | 4,989,450.00 | 4,990,062.36 | 33,611.11 | 90.3283 | 4,516,415.00 | 4,550,026.11 |
| Art-Treas General-TAS0000 | 037833DP2 | APPLE INC | US | 10,000,000.00 | 10,000,000.00 | USD | CORP | LT | 01/26/2022 | 01/28/2022 | 09/11/2029 | 09/11/2029 | 9,924,100.00 | 9,928,300.00 | 67,222.22 | 90.3283 | 9,032,830.00 | 9,100,052.22 |
| Art-Treas General-TAS0000 | 037833DP2 | APPLE INC | US | 10,000,000.00 | 10,000,000.00 | USD | CORP | LT | 02/04/2022 | 02/08/2022 | 09/11/2029 | 09/11/2029 | 9,868,700.00 | 9,875,473.41 | 67,222.22 | 90.3283 | 9,032,830.00 | 9,100,052.22 |
| Art-Treas General-TAS0000 | 037833DP2 | APPLE INC | US | 5,000,000.00 | 5,000,000.00 | USD | CORP | LT | 03/22/2022 | 03/24/2022 | 09/11/2029 | 09/11/2029 | 4,769,800.00 | 4,778,154.03 | 33,611.11 | 90.3283 | 4,516,415.00 | 4,550,026.11 |
| Art-Treas General-TAS0000 | --- | APPLE INC | US | 41,125,000.00 | 41,125,000.00 | USD | CORP | LT | --- | --- | 02/16/2029 | 02/16/2029 | 41,158,762.50 | 41,139,069.28 | 299,350.35 | 37,834,626.75 | 38,133,977.10 | |
| Art-Treas General-TAS0000 | ||||||||||||||||||
| CP | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Treas General-TAS0000 | 0347M3G16 | Anglesea Funding Plc | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/01/2022 | 07/01/2022 | 49,966,041.67 | 50,000,000.00 | 0.00 | 99.9954 | 49,997,700.00 | 49,997,700.00 |
| Art-Treas General-TAS0000 | 0347M3G16 | Anglesea Funding Plc | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/01/2022 | 07/01/2022 | 49,966,041.67 | 50,000,000.00 | 0.00 | 99.9954 | 49,997,700.00 | 49,997,700.00 |
| Art-Treas General-TAS0000 | 0347M3G16 | Anglesea Funding Plc | US | 15,000,000.00 | 15,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/01/2022 | 07/01/2022 | 14,989,812.50 | 15,000,000.00 | 0.00 | 99.9954 | 14,999,310.00 | 14,999,310.00 |
| Art-Treas General-TAS0000 | 0347M3G57 | Anglesea Funding Plc | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/17/2022 | 06/17/2022 | 07/05/2022 | 07/05/2022 | 49,959,750.00 | 49,991,055.56 | 0.00 | 99.9764 | 49,988,200.00 | 49,988,200.00 |
| Art-Treas General-TAS0000 | 0347M3G81 | Anglesea Funding Plc | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/08/2022 | 07/08/2022 | 49,962,222.22 | 49,984,444.44 | 0.00 | 99.9617 | 49,980,850.00 | 49,980,850.00 |
| Art-Treas General-TAS0000 | 0527M1GF6 | Autobahn Funding Company, LLC | US | 40,000,000.00 | 40,000,000.00 | USD | CP | CE | 06/17/2022 | 06/17/2022 | 07/15/2022 | 07/15/2022 | 39,948,044.44 | 39,974,022.22 | 0.00 | 99.9280 | 39,971,200.00 | 39,971,200.00 |
| Art-Treas General-TAS0000 | 0527M1GR0 | Autobahn Funding Company, LLC | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/25/2022 | 07/25/2022 | 49,920,666.67 | 49,944,000.00 | 0.00 | 99.8793 | 49,939,650.00 | 49,939,650.00 |
| Art-Treas General-TAS0000 | 06744RGV4 | Barclays Bank UK PLC | US | 25,000,000.00 | 25,000,000.00 | USD | CP | CE | 06/23/2022 | 06/23/2022 | 07/29/2022 | 07/29/2022 | 24,958,500.00 | 24,967,722.22 | 0.00 | 99.8649 | 24,966,225.00 | 24,966,225.00 |
| Art-Treas General-TAS0000 | 14918FG85 | Catholic Health Initiatives | US | 45,000,000.00 | 45,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/08/2022 | 07/08/2022 | 44,944,450.00 | 44,982,325.00 | 0.00 | 99.9549 | 44,979,705.00 | 44,979,705.00 |
| Art-Treas General-TAS0000 | 14918FGT9 | Catholic Health Initiatives | US | 45,887,000.00 | 45,887,000.00 | USD | CP | CE | 06/28/2022 | 06/28/2022 | 07/27/2022 | 07/27/2022 | 45,807,526.27 | 45,815,747.69 | 0.00 | 99.8379 | 45,812,617.17 | 45,812,617.17 |
| Art-Treas General-TAS0000 | 2063C1G53 | Concord Minutemen Capital Company L.L.C. | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/28/2022 | 06/28/2022 | 07/05/2022 | 07/05/2022 | 49,984,444.44 | 49,991,111.11 | 0.00 | 99.9770 | 49,988,500.00 | 49,988,500.00 |
| Art-Treas General-TAS0000 | 2063C1GJ3 | Concord Minutemen Capital Company L.L.C. | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/18/2022 | 07/18/2022 | 49,937,750.00 | 49,960,805.56 | 0.00 | 99.9141 | 49,957,050.00 | 49,957,050.00 |
| Art-Treas General-TAS0000 | 23385UG79 | Dairy Farmers of America, Inc. | US | 15,000,000.00 | 15,000,000.00 | USD | CP | CE | 06/08/2022 | 06/09/2022 | 07/07/2022 | 07/07/2022 | 14,983,666.67 | 14,996,500.00 | 0.00 | 99.9658 | 14,994,870.00 | 14,994,870.00 |
| Art-Treas General-TAS0000 | 31849MGU9 | National Bank of Abu Dhabi P.J.S.C. | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/28/2022 | 07/28/2022 | 49,903,750.00 | 49,938,125.00 | 0.00 | 99.8690 | 49,934,500.00 | 49,934,500.00 |
| Art-Treas General-TAS0000 | 31849MGU9 | National Bank of Abu Dhabi P.J.S.C. | US | 25,000,000.00 | 25,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/28/2022 | 07/28/2022 | 24,951,875.00 | 24,969,062.50 | 0.00 | 99.8690 | 24,967,250.00 | 24,967,250.00 |
| Art-Treas General-TAS0000 | 38150UHS3 | Goldman Sachs International | US | 35,000,000.00 | 35,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 08/26/2022 | 08/26/2022 | 34,867,175.00 | 34,887,300.00 | 0.00 | 99.6654 | 34,882,890.00 | 34,882,890.00 |
| Art-Treas General-TAS0000 | 38150UHS3 | Goldman Sachs International | US | 40,000,000.00 | 40,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 08/26/2022 | 08/26/2022 | 39,848,200.00 | 39,871,200.00 | 0.00 | 99.6654 | 39,866,160.00 | 39,866,160.00 |
| Art-Treas General-TAS0000 | 39014JG87 | Great Bear Funding Designated Activity Company | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/08/2022 | 07/08/2022 | 49,950,805.56 | 49,984,347.22 | 0.00 | 99.9628 | 49,981,400.00 | 49,981,400.00 |
| Art-Treas General-TAS0000 | 46575BG80 | ITT Inc. | US | 30,000,000.00 | 30,000,000.00 | USD | CP | CE | 06/10/2022 | 06/13/2022 | 07/08/2022 | 07/08/2022 | 29,966,666.67 | 29,990,666.67 | 0.00 | 99.9543 | 29,986,290.00 | 29,986,290.00 |
| Art-Treas General-TAS0000 | 46575BGE7 | ITT Inc. | US | 11,500,000.00 | 11,500,000.00 | USD | CP | CE | 06/23/2022 | 06/23/2022 | 07/14/2022 | 07/14/2022 | 11,485,778.33 | 11,491,196.11 | 0.00 | 99.9188 | 11,490,662.00 | 11,490,662.00 |
| Art-Treas General-TAS0000 | 46575BGF4 | ITT Inc. | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/15/2022 | 07/15/2022 | 49,917,430.56 | 49,960,138.89 | 0.00 | 99.9128 | 49,956,400.00 | 49,956,400.00 |
| Art-Treas General-TAS0000 | 46575BGN7 | ITT Inc. | US | 15,000,000.00 | 15,000,000.00 | USD | CP | CE | 06/22/2022 | 06/22/2022 | 07/22/2022 | 07/22/2022 | 14,971,875.00 | 14,980,312.50 | 0.00 | 99.8699 | 14,980,485.00 | 14,980,485.00 |
| Art-Treas General-TAS0000 | 53262RGE6 | Lime Funding LLC | US | 25,000,000.00 | 25,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/14/2022 | 07/14/2022 | 24,974,125.00 | 24,985,375.00 | 0.00 | 99.9327 | 24,983,175.00 | 24,983,175.00 |
| Art-Treas General-TAS0000 | 53262RGE6 | Lime Funding LLC | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/14/2022 | 07/14/2022 | 49,948,250.00 | 49,970,750.00 | 0.00 | 99.9327 | 49,966,350.00 | 49,966,350.00 |
| Art-Treas General-TAS0000 | 53262RGF3 | Lime Funding LLC | US | 35,000,000.00 | 35,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/15/2022 | 07/15/2022 | 34,961,033.33 | 34,977,269.44 | 0.00 | 99.9277 | 34,974,695.00 | 34,974,695.00 |
| Art-Treas General-TAS0000 | 62455BG17 | Mountcliff Funding LLC | US | 40,000,000.00 | 40,000,000.00 | USD | CP | CE | 06/30/2022 | 06/30/2022 | 07/01/2022 | 07/01/2022 | 39,998,255.56 | 40,000,000.00 | 0.00 | 99.9954 | 39,998,160.00 | 39,998,160.00 |
| Art-Treas General-TAS0000 | 62455BGM1 | Mountcliff Funding LLC | US | 30,000,000.00 | 30,000,000.00 | USD | CP | CE | 06/23/2022 | 06/23/2022 | 07/21/2022 | 07/21/2022 | 29,960,100.00 | 29,971,500.00 | 0.00 | 99.8951 | 29,968,530.00 | 29,968,530.00 |
| Art-Treas General-TAS0000 | 62455BGN9 | Mountcliff Funding LLC | US | 40,000,000.00 | 40,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/22/2022 | 07/22/2022 | 39,932,000.00 | 39,960,333.33 | 0.00 | 99.8898 | 39,955,920.00 | 39,955,920.00 |
| Art-Treas General-TAS0000 | 67705BGT3 | Oglethorpe Power Corporation | US | 46,092,000.00 | 46,092,000.00 | USD | CP | CE | 06/28/2022 | 06/28/2022 | 07/27/2022 | 07/27/2022 | 46,012,171.22 | 46,020,429.37 | 0.00 | 99.8417 | 46,019,036.36 | 46,019,036.36 |
| Art-Treas General-TAS0000 | 67705BGV8 | Oglethorpe Power Corporation | US | 40,593,000.00 | 40,593,000.00 | USD | CP | CE | 06/22/2022 | 06/22/2022 | 07/29/2022 | 07/29/2022 | 40,499,963.10 | 40,522,593.70 | 0.00 | 99.8161 | 40,518,349.47 | 40,518,349.47 |
| Art-Treas General-TAS0000 | 67984XJD9 | Old Line Funding, LLC | US | 25,000,000.00 | 25,000,000.00 | USD | CP | CE | 05/09/2022 | 05/09/2022 | 08/08/2022 | 08/08/2022 | 24,914,055.56 | 24,964,111.11 | 0.00 | 99.7887 | 24,947,175.00 | 24,947,175.00 |
| Art-Treas General-TAS0000 | 76582KGC9 | Ridgefield Funding Company, LLC Series A1 | US | 25,000,000.00 | 25,000,000.00 | USD | CP | CE | 06/21/2022 | 06/21/2022 | 07/12/2022 | 07/12/2022 | 24,975,937.50 | 24,987,395.83 | 0.00 | 99.9442 | 24,986,050.00 | 24,986,050.00 |
| Art-Treas General-TAS0000 | 86564XGU2 | Sumitomo Mitsui Trust Bank Ltd. (Singapore Branch) | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/28/2022 | 07/28/2022 | 49,903,750.00 | 49,938,125.00 | 0.00 | 99.8660 | 49,933,000.00 | 49,933,000.00 |
| Art-Treas General-TAS0000 | 86564XGU2 | Sumitomo Mitsui Trust Bank Ltd. (Singapore Branch) | US | 30,000,000.00 | 30,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/28/2022 | 07/28/2022 | 29,941,900.00 | 29,962,650.00 | 0.00 | 99.8660 | 29,959,800.00 | 29,959,800.00 |
| Art-Treas General-TAS0000 | 86564XGU2 | Sumitomo Mitsui Trust Bank Ltd. (Singapore Branch) | US | 25,000,000.00 | 25,000,000.00 | USD | CP | CE | 06/16/2022 | 06/16/2022 | 07/28/2022 | 07/28/2022 | 24,951,875.00 | 24,969,062.50 | 0.00 | 99.8660 | 24,966,500.00 | 24,966,500.00 |
| Art-Treas General-TAS0000 | 86564XGU2 | Sumitomo Mitsui Trust Bank Ltd. (Singapore Branch) | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/17/2022 | 06/17/2022 | 07/28/2022 | 07/28/2022 | 49,905,472.22 | 49,937,750.00 | 0.00 | 99.8660 | 49,933,000.00 | 49,933,000.00 |
| Art-Treas General-TAS0000 | 86564XGU2 | Sumitomo Mitsui Trust Bank Ltd. (Singapore Branch) | US | 35,000,000.00 | 35,000,000.00 | USD | CP | CE | 06/17/2022 | 06/17/2022 | 07/28/2022 | 07/28/2022 | 34,933,830.56 | 34,956,425.00 | 0.00 | 99.8660 | 34,953,100.00 | 34,953,100.00 |
| Art-Treas General-TAS0000 | US23385UG128 | Dairy Farmers of America, Inc. | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/30/2022 | 06/30/2022 | 07/01/2022 | 07/01/2022 | 49,997,361.11 | 50,000,000.00 | 0.00 | 99.9946 | 49,997,300.00 | 49,997,300.00 |
| Art-Treas General-TAS0000 | US23385UG128 | Dairy Farmers of America, Inc. | US | 50,000,000.00 | 50,000,000.00 | USD | CP | CE | 06/30/2022 | 06/30/2022 | 07/01/2022 | 07/01/2022 | 49,997,361.11 | 50,000,000.00 | 0.00 | 99.9946 | 49,997,300.00 | 49,997,300.00 |
| Art-Treas General-TAS0000 | US23385UG128 | Dairy Farmers of America, Inc. | US | 35,000,000.00 | 35,000,000.00 | USD | CP | CE | 06/30/2022 | 06/30/2022 | 07/01/2022 | 07/01/2022 | 34,998,152.78 | 35,000,000.00 | 0.00 | 99.9946 | 34,998,110.00 | 34,998,110.00 |
| Art-Treas General-TAS0000 | --- | --- | US | 1,524,072,000.00 | 1,524,072,000.00 | USD | CP | CE | --- | --- | 07/18/2022 | 07/18/2022 | 1,521,998,066.72 | 1,522,803,852.98 | 0.00 | 1,522,675,165.01 | 1,522,675,165.01 | |
| Art-Treas General-TAS0000 | ||||||||||||||||||
| FHLMC | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Treas General-TAS0000 | 30315EAD8 | FRESB 2020-SB76 A1F | US | 13,000,000.00 | 10,968,299.90 | USD | FHLMC | LT | 07/15/2020 | 07/24/2020 | 08/18/2029 | 05/25/2030 | 11,016,483.64 | 11,006,924.54 | 10,328.48 | 88.3370 | 9,689,067.08 | 9,699,395.57 |
| Art-Treas General-TAS0000 | 3132A5F42 | FH ZS4687 | US | 43,500,000.00 | 16,237,864.44 | USD | FHLMC | LT | 11/01/2021 | 11/10/2021 | 06/14/2030 | 11/01/2046 | 16,831,561.35 | 16,815,764.69 | 33,828.88 | 91.4773 | 14,853,961.27 | 14,887,790.15 |
| Art-Treas General-TAS0000 | 3132D9EY6 | FH SC0151 | US | 35,000,000.00 | 31,495,417.45 | USD | FHLMC | LT | 02/10/2022 | 02/14/2022 | 10/22/2028 | 06/01/2041 | 31,977,691.03 | 31,968,233.33 | 65,615.45 | 90.1632 | 28,397,288.19 | 28,462,903.65 |
| Art-Treas General-TAS0000 | 3132D9F33 | FH SC0186 | US | 25,000,000.00 | 23,737,506.50 | USD | FHLMC | LT | 10/21/2021 | 10/26/2021 | 12/02/2028 | 09/01/2041 | 24,724,096.61 | 24,690,021.30 | 49,453.14 | 97.2801 | 23,091,869.35 | 23,141,322.49 |
| Art-Treas General-TAS0000 | 3132XFF37 | FH WN1085 | US | 39,920,000.00 | 39,920,000.00 | USD | FHLMC | LT | 02/17/2021 | 02/22/2021 | 09/25/2030 | 01/01/2031 | 40,110,243.75 | 40,084,138.08 | 51,563.33 | 100.4766 | 40,110,243.75 | 40,161,807.08 |
| Art-Treas General-TAS0000 | 3132XGJL1 | FH WN2066 | US | 23,440,000.00 | 23,440,000.00 | USD | FHLMC | LT | 09/09/2020 | 09/14/2020 | 07/05/2028 | 07/01/2030 | 23,693,628.13 | 23,647,929.54 | 24,612.00 | 101.0820 | 23,693,628.13 | 23,718,240.13 |
| Art-Treas General-TAS0000 | 3133D3TC9 | FH QK0547 | US | 50,000,000.00 | 41,687,144.50 | USD | FHLMC | LT | 11/19/2020 | 12/14/2020 | 12/16/2028 | 12/01/2040 | 43,315,548.58 | 43,188,562.76 | 69,478.57 | 88.7623 | 37,002,484.10 | 37,071,962.68 |
| Art-Treas General-TAS0000 | 3133D3TC9 | FH QK0547 | US | 4,980,664.00 | 4,152,593.20 | USD | FHLMC | LT | 11/19/2020 | 12/14/2020 | 12/16/2028 | 12/01/2040 | 4,314,803.87 | 4,302,154.40 | 6,920.99 | 88.7623 | 3,685,938.81 | 3,692,859.80 |
| Art-Treas General-TAS0000 | 3133G9MW6 | FH QN3073 | US | 35,000,000.00 | 19,987,205.70 | USD | FHLMC | LT | 08/26/2020 | 09/17/2020 | 07/03/2027 | 08/01/2035 | 20,744,533.42 | 20,652,293.96 | 33,312.01 | 93.5334 | 18,694,715.45 | 18,728,027.46 |
| Art-Treas General-TAS0000 | 3133G9UM9 | FH QN3288 | US | 29,852,124.00 | 20,721,039.60 | USD | FHLMC | LT | 09/18/2020 | 10/19/2020 | 04/21/2027 | 08/01/2035 | 21,507,791.57 | 21,412,803.16 | 34,535.07 | 93.5298 | 19,380,348.55 | 19,414,883.62 |
| Art-Treas General-TAS0000 | 3133KKYK9 | FH RA4314 | US | 50,000,000.00 | 43,398,126.50 | USD | FHLMC | LT | 02/08/2021 | 02/11/2021 | 03/28/2031 | 01/01/2051 | 44,950,965.71 | 44,878,027.45 | 72,330.21 | 87.6229 | 38,026,695.25 | 38,099,025.46 |
| Art-Treas General-TAS0000 | 3133KMM77 | FH RA5782 | US | 35,000,000.00 | 32,824,040.55 | USD | FHLMC | LT | 02/04/2022 | 02/14/2022 | 09/17/2031 | 09/01/2051 | 32,752,237.96 | 32,753,162.66 | 68,383.42 | 90.2267 | 29,616,053.19 | 29,684,436.61 |
| Art-Treas General-TAS0000 | 3133KPF52 | FH RA7388 | US | 35,000,000.00 | 34,914,026.35 | USD | FHLMC | LT | 05/05/2022 | 05/12/2022 | 09/14/2030 | 05/01/2052 | 34,892,205.08 | 34,892,305.03 | 116,380.09 | 99.4006 | 34,704,740.85 | 34,821,120.94 |
| Art-Treas General-TAS0000 | 3133KTMX5 | FH RB0374 | US | 40,000,000.00 | 34,485,759.20 | USD | FHLMC | LT | 01/06/2021 | 01/29/2021 | 12/25/2028 | 11/01/2040 | 35,916,379.37 | 35,813,375.20 | 57,476.27 | 87.0321 | 30,013,672.85 | 30,071,149.11 |
| Art-Treas General-TAS0000 | 3133KTNW6 | FH RB0405 | US | 40,000,000.00 | 33,378,046.80 | USD | FHLMC | LT | 01/06/2021 | 01/29/2021 | 12/29/2028 | 12/01/2040 | 34,762,714.21 | 34,663,337.99 | 55,630.08 | 87.0668 | 29,061,190.58 | 29,116,820.65 |
| Art-Treas General-TAS0000 | 3133KTP95 | FH RB0448 | US | 30,000,000.00 | 26,105,725.50 | USD | FHLMC | LT | 06/03/2021 | 06/14/2021 | 12/30/2028 | 01/01/2041 | 26,750,210.60 | 26,715,393.00 | 43,509.54 | 87.4012 | 22,816,705.35 | 22,860,214.89 |
| Art-Treas General-TAS0000 | 3133KYT90 | FH RB5076 | US | 35,265,312.00 | 22,589,628.66 | USD | FHLMC | LT | 07/13/2020 | 08/13/2020 | 10/26/2028 | 08/01/2040 | 23,311,437.89 | 23,238,667.45 | 37,649.38 | 88.7603 | 20,050,618.10 | 20,088,267.48 |
| Art-Treas General-TAS0000 | 3133KYT90 | FH RB5076 | US | 31,000,000.00 | 19,857,430.68 | USD | FHLMC | LT | 09/18/2020 | 09/23/2020 | 10/26/2028 | 08/01/2040 | 20,505,899.90 | 20,448,593.28 | 33,095.72 | 88.7603 | 17,625,511.47 | 17,658,607.19 |
| Art-Treas General-TAS0000 | 3133KYTV1 | FH RB5064 | US | 42,336,524.00 | 25,218,527.40 | USD | FHLMC | LT | 06/03/2020 | 06/11/2020 | 10/06/2028 | 06/01/2040 | 25,801,705.84 | 25,732,172.76 | 42,030.88 | 88.7632 | 22,384,771.91 | 22,426,802.79 |
| Art-Treas General-TAS0000 | 3133KYU56 | FH RB5104 | US | 25,000,000.00 | 21,815,834.25 | USD | FHLMC | LT | 02/04/2021 | 02/11/2021 | 12/24/2028 | 03/01/2041 | 22,221,472.42 | 22,193,319.31 | 27,269.79 | 84.5064 | 18,435,778.12 | 18,463,047.91 |
| Art-Treas General-TAS0000 | 3133KYU64 | FH RB5105 | US | 40,000,000.00 | 34,013,513.20 | USD | FHLMC | LT | 02/11/2021 | 02/24/2021 | 01/30/2029 | 03/01/2041 | 35,320,907.61 | 35,232,101.13 | 56,689.19 | 88.8459 | 30,219,623.15 | 30,276,312.34 |
| Art-Treas General-TAS0000 | 3133KYVG1 | FH RB5115 | US | 40,000,000.00 | 34,792,317.60 | USD | FHLMC | LT | 05/19/2021 | 06/14/2021 | 10/19/2028 | 06/01/2041 | 36,113,338.41 | 36,043,551.39 | 72,484.00 | 90.1532 | 31,366,382.45 | 31,438,866.45 |
| Art-Treas General-TAS0000 | 3133KYVL0 | FH RB5119 | US | 40,000,000.00 | 35,199,434.00 | USD | FHLMC | LT | 06/16/2021 | 07/14/2021 | 11/14/2028 | 07/01/2041 | 36,563,412.07 | 36,497,052.37 | 73,332.15 | 90.1567 | 31,734,640.37 | 31,807,972.52 |
| Art-Treas General-TAS0000 | 3133KYVN6 | FH RB5121 | US | 40,000,000.00 | 36,947,072.40 | USD | FHLMC | LT | 07/21/2021 | 08/12/2021 | 04/11/2029 | 08/01/2041 | 37,934,251.99 | 37,890,077.78 | 61,578.45 | 88.9472 | 32,863,398.94 | 32,924,977.40 |
| Art-Treas General-TAS0000 | 3133KYVS5 | FH RB5125 | US | 30,000,000.00 | 27,967,290.90 | USD | FHLMC | LT | 08/06/2021 | 08/12/2021 | 04/27/2029 | 08/01/2041 | 28,692,692.51 | 28,660,419.51 | 46,612.15 | 88.9511 | 24,877,215.41 | 24,923,827.56 |
| Art-Treas General-TAS0000 | 3133L7X51 | FH RC1600 | US | 40,000,000.00 | 29,622,004.80 | USD | FHLMC | LT | 02/23/2021 | 03/16/2021 | 06/21/2027 | 10/01/2035 | 30,695,802.47 | 30,596,362.07 | 49,370.01 | 94.0257 | 27,852,306.25 | 27,901,676.26 |
| Art-Treas General-TAS0000 | 3137F72V6 | FHMS K-J32 A2 | US | 35,000,000.00 | 35,000,000.00 | USD | FHLMC | LT | 11/18/2020 | 11/30/2020 | 12/05/2027 | 03/25/2033 | 35,699,965.00 | 35,610,090.63 | 40,658.33 | 90.5510 | 31,692,850.00 | 31,733,508.33 |
| Art-Treas General-TAS0000 | 3137FBU79 | FHMS K-069 A2 | US | 35,000,000.00 | 35,000,000.00 | USD | FHLMC | LT | 03/16/2022 | 03/21/2022 | 08/08/2027 | 09/25/2027 | 36,033,593.75 | 35,980,615.58 | 92,954.17 | 98.5630 | 34,497,050.00 | 34,590,004.17 |
| Art-Treas General-TAS0000 | 3137FFYP6 | FHMS K-126 A1 | US | 20,000,000.00 | 12,745,699.40 | USD | FHLMC | LT | 03/09/2021 | 03/18/2021 | 01/25/2027 | 10/25/2030 | 12,745,418.99 | 12,745,463.35 | 14,009.65 | 91.0670 | 11,607,126.07 | 11,621,135.72 |
| Art-Treas General-TAS0000 | 3137FHPE7 | FHMS K-F50 A | US | 42,330,000.00 | 11,667,988.93 | USD | FHLMC | LT | 09/06/2019 | 09/11/2019 | 01/16/2028 | 07/25/2028 | 11,667,988.95 | 11,667,666.83 | 3,952.94 | 100.2660 | 11,699,025.78 | 11,702,978.72 |
| Art-Treas General-TAS0000 | 3137FKZZ2 | FHMS K-088 A2 | US | 30,000,000.00 | 30,000,000.00 | USD | FHLMC | LT | 06/09/2022 | 06/14/2022 | 12/16/2028 | 01/25/2029 | 30,271,875.00 | 30,269,943.59 | 92,250.00 | 100.9260 | 30,277,800.00 | 30,370,050.00 |
| Art-Treas General-TAS0000 | 3137FNXA3 | FHMS K-F67 A | US | 70,000,000.00 | 50,197,690.90 | USD | FHLMC | LT | 09/11/2019 | 09/24/2019 | 03/14/2029 | 08/25/2029 | 50,197,690.90 | 50,197,690.90 | 13,719.53 | 99.7460 | 50,070,188.77 | 50,083,908.30 |
| Art-Treas General-TAS0000 | 3137FNXD7 | FHMS K-S12 A | US | 50,000,000.00 | 50,000,000.00 | USD | FHLMC | LT | 09/19/2019 | 09/27/2019 | 09/30/2028 | 08/25/2029 | 50,000,000.00 | 50,000,000.00 | 16,667.86 | 99.9360 | 49,968,000.00 | 49,984,667.86 |
| Art-Treas General-TAS0000 | 3137FNXD7 | FHMS K-S12 A | US | 25,000,000.00 | 25,000,000.00 | USD | FHLMC | LT | 03/10/2020 | 03/13/2020 | 09/30/2028 | 08/25/2029 | 25,066,407.50 | 25,038,906.14 | 8,333.93 | 99.9360 | 24,984,000.00 | 24,992,333.93 |
| Art-Treas General-TAS0000 | 3137FNXH8 | FHMS K-J25 A2 | US | 20,000,000.00 | 16,309,121.60 | USD | FHLMC | LT | 01/06/2020 | 01/09/2020 | 05/03/2025 | 01/25/2026 | 16,705,382.70 | 16,537,992.67 | 35,472.34 | 97.8830 | 15,963,857.50 | 15,999,329.84 |
| Art-Treas General-TAS0000 | 3137FPHF5 | FHMS K-F68 A | US | 50,000,000.00 | 23,068,008.50 | USD | FHLMC | LT | 03/10/2020 | 03/13/2020 | 04/04/2026 | 07/25/2026 | 23,042,779.06 | 23,051,194.43 | 5,965.81 | 99.4880 | 22,949,900.30 | 22,955,866.11 |
| Art-Treas General-TAS0000 | 3137FQ2Q5 | FHMS K-F70 A | US | 65,000,000.00 | 28,912,830.70 | USD | FHLMC | LT | 10/30/2019 | 11/07/2019 | 05/20/2029 | 09/25/2029 | 28,912,830.70 | 28,912,830.70 | 6,376.68 | 100.3890 | 29,025,301.61 | 29,031,678.29 |
| Art-Treas General-TAS0000 | 3137FQ2T9 | FHMS K-S13 A | US | 25,000,000.00 | 25,000,000.00 | USD | FHLMC | LT | 11/07/2019 | 11/15/2019 | 03/06/2029 | 09/25/2029 | 25,000,000.00 | 25,000,000.00 | 9,514.88 | 98.5325 | 24,633,122.50 | 24,642,637.38 |
| Art-Treas General-TAS0000 | 3137FQ2W2 | FHMS K-F71 A | US | 60,000,000.00 | 49,372,837.20 | USD | FHLMC | LT | 11/05/2019 | 11/15/2019 | 04/28/2029 | 09/25/2029 | 49,372,837.20 | 49,372,837.20 | 17,968.17 | 99.7390 | 49,243,974.09 | 49,261,942.27 |
| Art-Treas General-TAS0000 | 3137FQXK4 | FHMS K-737 AM | US | 20,000,000.00 | 20,000,000.00 | USD | FHLMC | LT | 01/22/2020 | 01/30/2020 | 10/01/2026 | 10/25/2026 | 19,999,300.00 | 19,998,816.28 | 34,950.00 | 94.8060 | 18,961,200.00 | 18,996,150.00 |
| Art-Treas General-TAS0000 | 3137FRUP4 | FHMS K-F76 AL | US | 50,000,000.00 | 33,820,164.00 | USD | FHLMC | LT | 03/10/2020 | 03/19/2020 | 09/01/2029 | 01/25/2030 | 33,820,164.00 | 33,820,164.00 | 9,099.52 | 100.0000 | 33,820,164.00 | 33,829,263.52 |
| Art-Treas General-TAS0000 | 3137FTRB5 | FHMS K-J29 A2 | US | 22,000,000.00 | 22,000,000.00 | USD | FHLMC | LT | 06/02/2020 | 06/11/2020 | 02/07/2027 | 11/25/2027 | 22,439,164.00 | 22,316,044.04 | 25,831.67 | 91.7640 | 20,188,080.00 | 20,213,911.67 |
| Art-Treas General-TAS0000 | 3137FVNG3 | FHMS K-114 A2 | US | 25,000,000.00 | 25,000,000.00 | USD | FHLMC | LT | 08/11/2020 | 08/20/2020 | 06/01/2030 | 06/25/2030 | 25,749,125.00 | 25,607,137.07 | 28,458.33 | 84.8540 | 21,213,500.00 | 21,241,958.33 |
| Art-Treas General-TAS0000 | 3137FWG79 | FHMS K-115 A2 | US | 28,000,000.00 | 28,000,000.00 | USD | FHLMC | LT | 09/09/2020 | 09/18/2020 | 06/01/2030 | 06/25/2030 | 28,839,692.00 | 28,685,625.12 | 32,270.00 | 84.9960 | 23,798,880.00 | 23,831,150.00 |
| Art-Treas General-TAS0000 | 3137FWJ50 | FHMS 2020-KS14 AFX | US | 25,000,000.00 | 25,000,000.00 | USD | FHLMC | LT | 09/24/2020 | 09/30/2020 | 01/23/2030 | 06/25/2030 | 24,999,550.00 | 24,999,631.32 | 23,291.67 | 99.9982 | 24,999,550.00 | 25,022,841.67 |
| Art-Treas General-TAS0000 | 3137FXZ27 | FHMS K-127 A1 | US | 30,000,000.00 | 29,710,222.20 | USD | FHLMC | LT | 03/16/2021 | 03/25/2021 | 01/11/2028 | 11/25/2030 | 29,709,717.13 | 29,709,786.88 | 33,498.28 | 89.1730 | 26,493,496.44 | 26,526,994.72 |
| Art-Treas General-TAS0000 | 3137H4BY5 | FHMS K-746 A2 | US | 35,000,000.00 | 35,000,000.00 | USD | FHLMC | LT | 11/10/2021 | 11/18/2021 | 09/01/2028 | 09/25/2028 | 36,048,250.00 | 35,953,108.31 | 59,237.50 | 91.9160 | 32,170,600.00 | 32,229,837.50 |
| Art-Treas General-TAS0000 | --- | --- | US | 1,655,624,624.00 | 1,336,280,413.50 | USD | FHLMC | LT | --- | --- | 12/23/2028 | 09/05/2035 | 1,361,743,747.87 | 1,359,492,289.14 | 1,897,950.50 | 1,248,506,515.99 | 1,250,404,466.50 | |
| Art-Treas General-TAS0000 | ||||||||||||||||||
| FHLMC CMO | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Treas General-TAS0000 | 3137APUG3 | FHR 4045 HD | US | 15,558,200.00 | 161,896.61 | USD | FHLMC CMO | LT | 01/26/2018 | 01/31/2018 | 08/31/2022 | 07/15/2041 | 172,015.14 | 164,668.53 | 607.11 | 100.7044 | 163,036.99 | 163,644.10 |
| Art-Treas General-TAS0000 | 3137BGJD2 | FHR 4444 CH | US | 7,905,000.00 | 281,080.06 | USD | FHLMC CMO | LT | 11/21/2019 | 12/02/2019 | 10/07/2022 | 01/15/2041 | 286,822.44 | 282,061.59 | 702.70 | 99.5714 | 279,875.39 | 280,578.09 |
| Art-Treas General-TAS0000 | 3137BN2H6 | FHR 4550 MA | US | 13,457,964.00 | 581,528.05 | USD | FHLMC CMO | LT | 11/06/2019 | 11/12/2019 | 10/20/2022 | 01/15/2042 | 593,453.91 | 583,878.64 | 1,453.82 | 99.4009 | 578,044.02 | 579,497.84 |
| Art-Treas General-TAS0000 | 3137BSDS9 | FHR 4622 HA | US | 25,000,000.00 | 6,314,941.00 | USD | FHLMC CMO | LT | 12/17/2019 | 01/02/2020 | 10/22/2024 | 11/15/2043 | 6,475,034.86 | 6,426,442.25 | 15,787.35 | 98.2053 | 6,201,603.91 | 6,217,391.26 |
| Art-Treas General-TAS0000 | 3137BVMP8 | FHR 4657 JA | US | 17,232,651.00 | 1,645,268.05 | USD | FHLMC CMO | LT | 01/23/2017 | 03/01/2017 | 07/25/2023 | 03/15/2045 | 1,768,663.16 | 1,707,058.84 | 6,169.76 | 102.6766 | 1,689,305.22 | 1,695,474.97 |
| Art-Treas General-TAS0000 | 3137F3V43 | FHR 4764 TJ | US | 21,801,333.00 | 357,127.42 | USD | FHLMC CMO | LT | 02/15/2018 | 03/01/2018 | 08/09/2022 | 10/15/2045 | 373,756.16 | 358,536.47 | 1,339.23 | 100.3939 | 358,534.30 | 359,873.53 |
| Art-Treas General-TAS0000 | 3137F3XL3 | FHR 4769 AH | US | 63,091,496.00 | 1,489,939.75 | USD | FHLMC CMO | LT | 02/02/2018 | 03/01/2018 | 09/04/2022 | 02/15/2046 | 1,565,833.55 | 1,501,129.64 | 5,587.27 | 100.5208 | 1,497,699.13 | 1,503,286.40 |
| Art-Treas General-TAS0000 | 3137F6KX4 | FHR 5037 DC | US | 35,000,000.00 | 29,493,449.30 | USD | FHLMC CMO | LT | 10/05/2020 | 10/30/2020 | 02/25/2031 | 11/25/2050 | 29,933,546.87 | 29,908,785.46 | 36,866.81 | 82.3491 | 24,287,575.61 | 24,324,442.42 |
| Art-Treas General-TAS0000 | 3137F9BZ3 | FHR 5069 GP | US | 45,906,995.00 | 41,169,260.90 | USD | FHLMC CMO | LT | 01/12/2021 | 01/29/2021 | 02/29/2028 | 02/25/2041 | 42,037,675.01 | 41,975,707.74 | 51,461.58 | 88.6721 | 36,505,652.31 | 36,557,113.89 |
| Art-Treas General-TAS0000 | 3137F9WY3 | FHR 5070 EP | US | 35,000,000.00 | 28,246,929.55 | USD | FHLMC CMO | LT | 01/29/2021 | 02/03/2021 | 04/26/2028 | 09/25/2050 | 28,273,411.05 | 28,272,144.93 | 23,539.11 | 81.3929 | 22,991,005.86 | 23,014,544.96 |
| Art-Treas General-TAS0000 | 3137FEDL1 | FHR 4769 HG | US | 57,020,504.00 | 1,619,374.90 | USD | FHLMC CMO | LT | 02/02/2018 | 03/01/2018 | 09/18/2022 | 02/15/2046 | 1,698,319.43 | 1,631,765.18 | 6,072.66 | 100.5624 | 1,628,481.63 | 1,634,554.29 |
| Art-Treas General-TAS0000 | 3137FEYM6 | FHR 4793 LH | US | 15,974,951.00 | 878,676.46 | USD | FHLMC CMO | LT | 03/19/2019 | 03/22/2019 | 11/02/2022 | 04/15/2046 | 923,983.21 | 891,766.00 | 3,661.15 | 100.8233 | 885,910.23 | 889,571.39 |
| Art-Treas General-TAS0000 | 3137FFSS7 | FHR 5083 TP | US | 35,000,000.00 | 32,272,906.40 | USD | FHLMC CMO | LT | 02/17/2021 | 02/26/2021 | 07/03/2029 | 03/25/2051 | 33,160,411.33 | 33,120,314.45 | 47,064.66 | 85.9229 | 27,729,809.02 | 27,776,873.68 |
| Art-Treas General-TAS0000 | 3137FFVX2 | FHR 5081 NE | US | 19,676,725.00 | 16,137,977.18 | USD | FHLMC CMO | LT | 02/17/2021 | 02/26/2021 | 07/13/2026 | 04/25/2044 | 16,679,481.97 | 16,610,991.65 | 26,896.63 | 91.2150 | 14,720,254.11 | 14,747,150.74 |
| Art-Treas General-TAS0000 | 3137FFW78 | FHR 5081 PB | US | 30,000,000.00 | 23,885,498.10 | USD | FHLMC CMO | LT | 02/01/2021 | 02/26/2021 | 08/30/2028 | 03/25/2051 | 24,217,655.81 | 24,202,019.63 | 24,880.73 | 85.0597 | 20,316,924.43 | 20,341,805.16 |
| Art-Treas General-TAS0000 | 3137FUVF8 | FHR 4991 QC | US | 35,000,000.00 | 17,031,432.25 | USD | FHLMC CMO | LT | 06/19/2020 | 06/30/2020 | 07/12/2024 | 07/25/2044 | 17,431,271.73 | 17,303,484.70 | 28,385.72 | 92.2474 | 15,711,058.71 | 15,739,444.43 |
| Art-Treas General-TAS0000 | 3137FWWB2 | FHR 5020 AG | US | 35,000,000.00 | 25,816,412.65 | USD | FHLMC CMO | LT | 09/04/2020 | 09/30/2020 | 09/04/2029 | 09/25/2050 | 26,118,948.74 | 26,101,011.57 | 32,270.52 | 80.0577 | 20,668,020.25 | 20,700,290.77 |
| Art-Treas General-TAS0000 | 3137FXNP9 | FHR 5038 ML | US | 45,000,000.00 | 28,336,420.35 | USD | FHLMC CMO | LT | 10/02/2020 | 10/30/2020 | 12/13/2028 | 11/25/2050 | 29,465,449.60 | 29,402,041.94 | 47,227.37 | 86.2216 | 24,432,123.51 | 24,479,350.88 |
| Art-Treas General-TAS0000 | 3137FXXF0 | FHR 5080 Y | US | 35,000,000.00 | 32,680,091.15 | USD | FHLMC CMO | LT | 02/16/2021 | 02/26/2021 | 02/15/2031 | 02/25/2051 | 33,147,314.33 | 33,126,338.35 | 40,850.11 | 80.9006 | 26,438,398.32 | 26,479,248.43 |
| Art-Treas General-TAS0000 | 3137FYCE4 | FHR 5092 HE | US | 25,000,000.00 | 22,228,336.50 | USD | FHLMC CMO | LT | 04/07/2021 | 04/12/2021 | 08/08/2028 | 02/25/2051 | 22,846,562.11 | 22,820,883.00 | 37,047.23 | 89.2990 | 19,849,681.32 | 19,886,728.55 |
| Art-Treas General-TAS0000 | 3137H0VX3 | FHR 5115 EA | US | 25,704,000.00 | 19,631,959.76 | USD | FHLMC CMO | LT | 05/07/2021 | 05/28/2021 | 07/01/2026 | 03/25/2040 | 20,251,593.49 | 20,193,169.97 | 32,719.93 | 91.6845 | 17,999,466.50 | 18,032,186.43 |
| Art-Treas General-TAS0000 | 3137H25Y6 | FHR 5144 EA | US | 30,000,000.00 | 25,927,767.30 | USD | FHLMC CMO | LT | 08/24/2021 | 08/30/2021 | 10/30/2026 | 04/25/2047 | 26,673,190.61 | 26,611,514.11 | 43,212.95 | 89.5146 | 23,209,126.82 | 23,252,339.76 |
| Art-Treas General-TAS0000 | 3137H35J7 | FHR 5149 WC | US | 25,000,000.00 | 23,630,728.50 | USD | FHLMC CMO | LT | 09/23/2021 | 09/30/2021 | 08/19/2027 | 10/25/2047 | 24,164,266.05 | 24,136,845.95 | 39,384.55 | 89.7119 | 21,199,569.14 | 21,238,953.69 |
| Art-Treas General-TAS0000 | 3137H3NT5 | FHR 5166 GE | US | 30,000,000.00 | 27,253,898.40 | USD | FHLMC CMO | LT | 10/19/2021 | 10/29/2021 | 08/11/2028 | 02/25/2048 | 27,713,807.94 | 27,693,846.33 | 45,423.16 | 90.0073 | 24,530,507.63 | 24,575,930.80 |
| Art-Treas General-TAS0000 | 3137H3VH2 | FHR 5160 AN | US | 35,000,000.00 | 33,162,536.05 | USD | FHLMC CMO | LT | 10/07/2021 | 10/29/2021 | 09/11/2028 | 10/25/2050 | 34,305,089.05 | 34,269,692.24 | 69,088.62 | 92.6019 | 30,709,132.50 | 30,778,221.12 |
| Art-Treas General-TAS0000 | 3137H5J32 | FHR 5197 AD | US | 40,000,000.00 | 38,681,555.60 | USD | FHLMC CMO | LT | 01/26/2022 | 01/31/2022 | 10/29/2026 | 06/25/2049 | 39,104,635.11 | 39,091,322.25 | 80,586.57 | 92.6294 | 35,830,504.08 | 35,911,090.65 |
| Art-Treas General-TAS0000 | 3137H5MU8 | FHR 5191 CE | US | 40,000,000.00 | 38,710,592.00 | USD | FHLMC CMO | LT | 01/12/2022 | 01/31/2022 | 12/09/2029 | 02/25/2042 | 38,765,028.77 | 38,763,895.86 | 64,517.65 | 90.2599 | 34,940,142.79 | 35,004,660.44 |
| Art-Treas General-TAS0000 | 3137H62D6 | FHR 5202 GB | US | 30,000,000.00 | 28,938,637.50 | USD | FHLMC CMO | LT | 02/08/2022 | 02/28/2022 | 08/04/2025 | 05/25/2048 | 29,581,843.94 | 29,556,849.93 | 72,346.59 | 95.4286 | 27,615,738.65 | 27,688,085.24 |
| Art-Treas General-TAS0000 | 3137H6BL8 | FHR 5204 B | US | 30,000,000.00 | 29,039,869.50 | USD | FHLMC CMO | LT | 02/10/2022 | 02/28/2022 | 12/06/2025 | 07/25/2048 | 29,675,116.65 | 29,653,509.44 | 72,599.67 | 95.6185 | 27,767,474.55 | 27,840,074.22 |
| Art-Treas General-TAS0000 | 3137H6RA5 | FHR 5206 CA | US | 24,714,000.00 | 23,599,317.79 | USD | FHLMC CMO | LT | 03/11/2022 | 03/31/2022 | 01/16/2028 | 02/25/2047 | 24,100,803.29 | 24,093,805.39 | 58,998.29 | 95.9628 | 22,646,570.38 | 22,705,568.67 |
| Art-Treas General-TAS0000 | 3137H7AK9 | FHR 5220 VG | US | 20,000,000.00 | 19,753,901.80 | USD | FHLMC CMO | LT | 04/07/2022 | 04/29/2022 | 04/25/2027 | 07/25/2033 | 20,030,919.41 | 20,024,854.16 | 57,615.55 | 99.1205 | 19,580,170.58 | 19,637,786.13 |
| Art-Treas General-TAS0000 | 3137H7CJ0 | FHR 5227 JV | US | 16,735,744.00 | 16,535,410.62 | USD | FHLMC CMO | LT | 05/02/2022 | 05/05/2022 | 05/05/2027 | 06/25/2033 | 16,802,173.30 | 16,797,167.75 | 55,118.04 | 101.1466 | 16,724,998.86 | 16,780,116.89 |
| Art-Treas General-TAS0000 | 3137H7HW6 | FHR 5223 MC | US | 30,000,000.00 | 29,298,202.20 | USD | FHLMC CMO | LT | 04/19/2022 | 04/29/2022 | 08/06/2025 | 07/25/2050 | 29,293,624.36 | 29,293,673.34 | 17,090.62 | 99.3241 | 29,100,169.79 | 29,117,260.41 |
| Art-Treas General-TAS0000 | 3137H7ZN6 | FHR 5237 E | US | 35,000,000.00 | 35,000,000.00 | USD | FHLMC CMO | LT | 06/10/2022 | 06/30/2022 | 02/01/2049 | 02/25/2049 | 35,257,031.25 | 35,257,004.79 | 131,250.00 | 100.7344 | 35,257,031.25 | 35,388,281.25 |
| Art-Treas General-TAS0000 | 3137H83N9 | FHR 5237 VA | US | 35,686,841.00 | 35,686,841.00 | USD | FHLMC CMO | LT | 06/06/2022 | 06/30/2022 | 07/01/2033 | 07/25/2033 | 36,244,447.89 | 36,244,309.15 | 118,956.14 | 101.5625 | 36,244,447.89 | 36,363,404.03 |
| Art-Treas General-TAS0000 | 31397YSV4 | FHR 3500 AB | US | 83,983,373.00 | 227,138.07 | USD | FHLMC CMO | LT | 12/23/2016 | 01/03/2017 | 12/05/2026 | 01/15/2039 | 240,269.49 | 243,717.94 | 851.77 | 101.4383 | 230,405.10 | 231,256.86 |
| Art-Treas General-TAS0000 | --- | --- | US | 1,144,449,777.00 | 735,706,902.71 | USD | FHLMC CMO | LT | --- | --- | 05/01/2029 | 07/10/2046 | 749,373,450.99 | 748,316,209.13 | 1,397,631.60 | 670,518,450.78 | 671,916,082.39 | |
| Art-Treas General-TAS0000 | ||||||||||||||||||
| FNMA | ||||||||||||||||||
| Account | Identifier | Description | Country of Issue | Base Original Units | Base Current Units | Currency | Security Type | BS Class | Trade Date | Settle Date | Effective Maturity | Final Maturity | Base Original Cost | Base Book Value | Base Accrued Balance | Market Price | Base Market Value | Base Market Value + Accrued |
| Art-Treas General-TAS0000 | 3136BCB90 | FNA 2020-M52 A2 | US | 36,000,000.00 | 36,000,000.00 | USD | FNMA | LT | 11/09/2020 | 11/30/2020 | 06/07/2029 | 10/25/2030 | 36,023,616.00 | 36,019,801.03 | 40,890.00 | 84.8020 | 30,528,720.00 | 30,569,610.00 |
| Art-Treas General-TAS0000 | 3136BHMW6 | FNA 2021-M13 A1 | US | 26,400,000.00 | 26,018,761.30 | USD | FNMA | LT | 05/12/2021 | 05/28/2021 | 08/28/2024 | 04/25/2031 | 26,018,501.11 | 26,018,559.49 | 28,989.24 | 89.3010 | 23,235,014.02 | 23,264,003.26 |
| Art-Treas General-TAS0000 | 3140J04E7 | FN BL8020 | US | 15,640,000.00 | 15,640,000.00 | USD | FNMA | LT | 07/30/2020 | 08/31/2020 | 12/27/2029 | 08/01/2030 | 15,806,175.00 | 15,775,970.77 | 14,858.00 | 85.1717 | 13,320,846.06 | 13,335,704.06 |
| Art-Treas General-TAS0000 | 3140J04M9 | FN BL8027 | US | 27,350,000.00 | 27,350,000.00 | USD | FNMA | LT | 07/31/2020 | 09/25/2020 | 06/30/2027 | 09/01/2027 | 27,914,093.75 | 27,770,619.67 | 27,122.08 | 90.2962 | 24,696,003.86 | 24,723,125.95 |
| Art-Treas General-TAS0000 | 3140J05P1 | FN BL8053 | US | 18,019,000.00 | 18,019,000.00 | USD | FNMA | LT | 08/27/2020 | 09/22/2020 | 03/02/2030 | 10/01/2030 | 18,130,211.02 | 18,110,585.28 | 17,568.53 | 84.9696 | 15,310,669.70 | 15,328,238.23 |
| Art-Treas General-TAS0000 | 3140J0GP9 | FN BL7405 | US | 26,875,000.00 | 26,875,000.00 | USD | FNMA | LT | 06/12/2020 | 07/14/2020 | 04/03/2030 | 07/01/2030 | 27,160,546.88 | 27,104,284.96 | 27,994.79 | 84.1409 | 22,612,857.74 | 22,640,852.53 |
| Art-Treas General-TAS0000 | 3140J0YM6 | FN BL7915 | US | 30,308,000.00 | 29,223,497.63 | USD | FNMA | LT | 08/18/2020 | 09/29/2020 | 08/22/2029 | 09/01/2030 | 29,680,114.78 | 29,599,475.99 | 28,979.97 | 85.1551 | 24,885,298.04 | 24,914,278.01 |
| Art-Treas General-TAS0000 | 3140J16Q6 | FN BL8978 | US | 27,500,000.00 | 27,500,000.00 | USD | FNMA | LT | 10/05/2020 | 11/06/2020 | 07/29/2030 | 11/01/2030 | 27,408,691.41 | 27,423,698.49 | 27,270.83 | 83.0591 | 22,841,239.58 | 22,868,510.41 |
| Art-Treas General-TAS0000 | 3140J1A99 | FN BL8131 | US | 27,706,000.00 | 27,706,000.00 | USD | FNMA | LT | 07/30/2020 | 09/30/2020 | 06/01/2030 | 09/01/2030 | 28,075,052.58 | 28,010,056.52 | 30,245.72 | 83.9180 | 23,250,307.78 | 23,280,553.50 |
| Art-Treas General-TAS0000 | 3140J1EK0 | FN BL8237 | US | 41,540,000.00 | 41,540,000.00 | USD | FNMA | LT | 08/20/2020 | 10/30/2020 | 06/29/2030 | 10/01/2030 | 41,877,512.50 | 41,820,779.10 | 40,501.50 | 83.0676 | 34,506,298.49 | 34,546,799.99 |
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