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1109507.11 Agency Collateralized Mortgage Obligation FNMA_15-32 2045-05-25 4.965560 14611863.00 1849838.16 Agency Collateralized Mortgage Obligation FNMA_12-2 2042-02-25 5.265560 15333333.00 1032525.41 Agency Collateralized Mortgage Obligation FHLMC_3965 2041-11-15 5.273330 15953250.00 850416.54 Agency Collateralized Mortgage Obligation FNMA_17-64A 2047-08-25 4.000000 16120438.00 14789498.84 Agency Collateralized Mortgage Obligation FNMA_15-2 2045-02-25 4.865560 16353000.00 1891158.10 Agency Collateralized Mortgage Obligation FNMA_12-130 2042-12-25 6.015560 16459127.00 1314960.64 Agency Collateralized Mortgage Obligation FNMA_12-111 2039-07-25 4.865560 16500000.00 1029446.95 Agency Collateralized Mortgage Obligation FHLMC_39-90 2041-03-15 5.373330 16906962.00 1064640.33 Agency Collateralized Mortgage Obligation FNMA_11-101 2039-04-25 5.415560 17012000.00 552115.47 Agency Collateralized Mortgage Obligation FNMA_12-20 2031-01-25 5.415560 17022300.00 874838.76 Agency Collateralized 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Agency Mortgage-Backed Securities 04.500 FGPC Q48518 G 2047-06-01 4.500000 1704887.00 1832638.37 Agency Mortgage-Backed Securities 04.000 FGPC Q48516 G 2047-06-01 4.000000 1145910.00 1220418.53 Agency Mortgage-Backed Securities 04.500 FGPC Q48484 G 2047-06-01 4.500000 1385800.00 1517126.92 Agency Mortgage-Backed Securities 04.500 FGPC Q48483 G 2047-06-01 4.500000 1488032.00 1630108.89 Agency Mortgage-Backed Securities 04.500 FGPC Q48451 G 2047-06-01 4.500000 1402060.00 1535149.77 Agency Mortgage-Backed Securities 04.500 FGPC Q48408 G 2047-06-01 4.500000 1914398.00 2094727.02 Agency Mortgage-Backed Securities 04.500 FGPC Q48385 G 2047-06-01 4.500000 2168989.00 2370887.12 Agency Mortgage-Backed Securities 04.500 FGPC Q48367 G 2047-06-01 4.500000 518796.00 568140.70 Agency Mortgage-Backed Securities 04.500 FGPC Q48366 G 2047-06-01 4.500000 1055697.00 1119769.69 Agency Mortgage-Backed Securities 04.500 FGPC Q48364 G 2047-06-01 4.500000 483607.00 499484.11 Agency Mortgage-Backed Securities 04.500 FGPC Q48343 G 2047-06-01 4.500000 454261.00 480340.72 Agency Mortgage-Backed Securities 04.500 FGPC Q48304 G 2047-05-01 4.500000 1092073.00 1199844.25 Agency Mortgage-Backed Securities 04.500 FGPC Q48292 G 2047-05-01 4.500000 3303968.00 3584565.15 Agency Mortgage-Backed Securities 04.500 FGPC Q48290 G 2047-05-01 4.500000 2320000.00 2511429.55 Agency Mortgage-Backed Securities 04.500 FGPC Q48276 G 2047-05-01 4.500000 1891800.00 2069104.61 Agency Mortgage-Backed Securities 04.500 FGPC Q48274 G 2047-05-01 4.500000 579900.00 639535.99 Agency Mortgage-Backed Securities 04.500 FGPC Q48273 G 2047-05-01 4.500000 1370000.00 1497440.29 Agency Mortgage-Backed Securities 04.500 FGPC Q48200 G 2047-05-01 4.500000 342488.00 377581.33 Agency Mortgage-Backed Securities 04.500 FGPC Q48164 G 2047-05-01 4.500000 2644200.00 2891837.80 Agency Mortgage-Backed Securities 04.500 FGPC Q48163 G 2047-05-01 4.500000 537564.00 592125.93 Agency Mortgage-Backed Securities 04.500 FGPC Q48158 G 2047-05-01 4.500000 1963974.00 2105271.08 Agency Mortgage-Backed Securities 04.500 FGPC Q48153 G 2047-05-01 4.500000 2230834.00 2432550.81 Agency Mortgage-Backed Securities 04.500 FGPC Q48130 G 2047-05-01 4.500000 2009400.00 2198103.91 Agency Mortgage-Backed Securities 04.500 FGPC Q48128 G 2047-05-01 4.500000 632414.00 691183.53 Agency Mortgage-Backed Securities 04.500 FGPC Q48124 G 2047-05-01 4.500000 1424152.00 1524601.60 Agency Mortgage-Backed Securities 04.500 FGPC Q48120 G 2047-05-01 4.500000 1050454.00 1157656.16 Agency Mortgage-Backed Securities 04.500 FGPC Q48067 G 2047-05-01 4.500000 486471.00 534479.56 Agency Mortgage-Backed Securities 04.500 FGPC Q48062 G 2047-05-01 4.500000 586549.00 637998.93 Agency Mortgage-Backed Securities 04.500 FGPC Q48044 G 2047-05-01 4.500000 462000.00 504322.97 Agency Mortgage-Backed Securities 04.500 FGPC Q48042 G 2047-05-01 4.500000 482778.00 528755.47 Agency Mortgage-Backed Securities 04.500 FGPC Q48021 G 2047-05-01 4.500000 409800.00 448148.94 Agency Mortgage-Backed Securities 04.500 FGPC Q48020 G 2047-05-01 4.500000 513800.00 562404.11 Agency Mortgage-Backed Securities 04.500 FGPC Q48005 G 2047-05-01 4.500000 776600.00 849280.99 Agency Mortgage-Backed Securities 04.500 FGPC Q48004 G 2047-05-01 4.500000 367600.00 402134.63 Agency Mortgage-Backed Securities 04.500 FGPC Q48003 G 2047-05-01 4.500000 587000.00 642758.30 Agency Mortgage-Backed Securities 04.500 FGPC Q47973 G 2047-05-01 4.500000 2146200.00 2347181.36 Agency Mortgage-Backed Securities 04.500 FGPC Q47902 G 2047-05-01 4.500000 1014784.00 1110233.07 Agency Mortgage-Backed Securities 04.500 FGPC Q47901 G 2047-05-01 4.500000 2631006.00 2878932.12 Agency Mortgage-Backed Securities 04.500 FGPC Q47900 G 2047-04-01 4.500000 1514518.00 1659266.03 Agency Mortgage-Backed Securities 04.500 FGPC Q47898 G 2047-05-01 4.500000 520700.00 570186.25 Agency Mortgage-Backed Securities 04.500 FGPC Q47896 G 2047-05-01 4.500000 994778.00 1092787.48 Agency Mortgage-Backed Securities 04.500 FGPC Q47875 G 2047-05-01 4.500000 338736.00 366936.88 Agency Mortgage-Backed Securities 04.500 FGPC Q47842 G 2047-05-01 4.500000 280300.00 309145.99 Agency Mortgage-Backed Securities 04.500 FGPC Q47724 G 2047-04-01 4.500000 516962.00 564707.63 Agency Mortgage-Backed Securities 04.500 FGPC Q47723 G 2047-04-01 4.500000 2046335.00 2166357.46 Agency Mortgage-Backed Securities 04.500 FGPC Q47677 G 2047-04-01 4.500000 889780.00 976901.69 Agency Mortgage-Backed Securities 04.500 FGPC Q47164 G 2047-03-01 4.500000 399416.00 437500.75 Agency Mortgage-Backed Securities 04.500 FGPC Q47059 G 2047-04-01 4.500000 760361.00 794217.91 Agency Mortgage-Backed Securities 04.500 FGPC Q47034 G 2047-03-01 4.500000 586070.00 604384.55 Agency Mortgage-Backed Securities 04.500 FGPC Q47019 G 2047-04-01 4.500000 629661.00 652299.01 Agency Mortgage-Backed Securities 04.500 FGPC Q46920 G 2047-03-01 4.500000 851217.00 929984.48 Agency Mortgage-Backed Securities 04.000 FGPC Q46818 G 2047-03-01 4.000000 3377281.00 3554256.54 Agency Mortgage-Backed Securities 03.000 FGPC Q46781 G 2047-02-01 3.000000 395000.00 392308.52 Agency Mortgage-Backed Securities 04.500 FGPC Q46756 G 2047-03-01 4.500000 361827.00 395366.98 Agency Mortgage-Backed Securities 04.000 FGPC Q46727 G 2047-03-01 4.000000 2564345.00 2698150.52 Agency Mortgage-Backed Securities 03.000 FGPC Q46506 G 2046-09-01 3.000000 259000.00 251763.36 Agency Mortgage-Backed Securities 04.500 FGPC Q46391 G 2047-02-01 4.500000 612030.00 592199.27 Agency Mortgage-Backed Securities 04.000 FGPC Q46242 G 2047-02-01 4.000000 93000.00 98856.06 Agency Mortgage-Backed Securities 04.000 FGPC Q46220 G 2047-02-01 4.000000 1589000.00 1629076.53 Agency Mortgage-Backed Securities 03.500 FGPC Q45972 G 2047-02-01 3.500000 2306229.00 2388436.75 Agency Mortgage-Backed Securities 04.500 FGPC Q42900 G 2046-09-01 4.500000 560893.00 553793.08 Agency Mortgage-Backed Securities 04.000 FGPC Q42783 G 2046-09-01 4.000000 3520700.00 3670714.26 Agency Mortgage-Backed Securities 04.500 FGPC Q42750 G 2046-08-01 4.500000 576189.00 555369.46 Agency Mortgage-Backed Securities 04.500 FGPC Q42722 G 2046-08-01 4.500000 387263.00 366219.13 Agency Mortgage-Backed Securities 04.000 FGPC Q42605 G 2046-08-01 4.000000 297000.00 279830.73 Agency Mortgage-Backed Securities 04.500 FGPC Q42248 G 2046-08-01 4.500000 336403.00 305718.14 Agency Mortgage-Backed Securities 04.500 FGPC Q41227 G 2046-05-01 4.500000 337272.00 323986.75 Agency Mortgage-Backed Securities 04.500 FGPC Q41108 G 2046-04-01 4.500000 185245.00 138312.49 Agency Mortgage-Backed Securities 04.500 FGPC Q41064 G 2046-06-01 4.500000 2299686.00 2196930.82 Agency Mortgage-Backed Securities 04.500 FGPC Q40728 G 2046-05-01 4.500000 47310.00 40993.86 Agency Mortgage-Backed Securities 04.500 FGPC Q40435 G 2046-03-01 4.500000 1351089.00 1441333.37 Agency Mortgage-Backed Securities 04.500 FGPC Q40408 G 2046-05-01 4.500000 340427.00 331353.68 Agency Mortgage-Backed Securities 03.500 FGPC Q39990 G 2046-04-01 3.500000 593000.00 559611.07 Agency Mortgage-Backed Securities 04.500 FGPC Q39445 G 2046-03-01 4.500000 104000.00 101028.50 Agency Mortgage-Backed Securities 04.500 FGPC Q39398 G 2046-02-01 4.500000 606595.00 649480.28 Agency Mortgage-Backed Securities 03.500 FGPC Q39361 G 2046-03-01 3.500000 1020000.00 885832.73 Agency Mortgage-Backed Securities 04.500 FGPC Q39121 G 2046-03-01 4.500000 1376820.00 1037853.04 Agency Mortgage-Backed Securities 04.000 FGPC Q38926 G 2046-02-01 4.000000 2234148.00 1608307.91 Agency Mortgage-Backed Securities 04.500 FGPC Q38917 G 2046-02-01 4.500000 78075.00 77319.31 Agency Mortgage-Backed Securities 03.500 FGPC Q38690 G 2046-02-01 3.500000 1435432.00 1454834.77 Agency Mortgage-Backed Securities 04.500 FGPC Q38636 G 2046-02-01 4.500000 339324.00 340133.70 Agency Mortgage-Backed Securities 04.500 FGPC Q37595 G 2045-11-01 4.500000 802323.00 452584.54 Agency Mortgage-Backed Securities 04.000 FGPC Q36945 G 2045-10-01 4.000000 332000.00 299646.00 Agency Mortgage-Backed Securities 04.000 FGPC Q36846 G 2045-10-01 4.000000 1330000.00 1204548.46 Agency Mortgage-Backed Securities 04.500 FGPC Q36773 G 2045-10-01 4.500000 395107.00 337994.98 Agency Mortgage-Backed Securities 04.000 FGPC Q35711 G 2045-08-01 4.000000 2222469.00 1710452.75 Agency Mortgage-Backed Securities 04.000 FGPC Q34857 G 2045-07-01 4.000000 1968389.00 1583944.95 Agency Mortgage-Backed Securities 03.000 FGPC Q34066 G 2045-06-01 3.000000 619000.00 527931.65 Agency Mortgage-Backed Securities 03.500 FGPC Q33814 G 2045-06-01 3.500000 1419605.00 1293361.04 Agency Mortgage-Backed Securities 04.000 FGPC Q33639 G 2045-05-01 4.000000 2063201.00 1840031.74 Agency Mortgage-Backed Securities 03.500 FGPC Q33546 G 2045-05-01 3.500000 1041000.00 898119.33 Agency Mortgage-Backed Securities 03.500 FGPC Q33462 G 2045-05-01 3.500000 1022000.00 948560.59 Agency Mortgage-Backed Securities 04.500 FGPC Q32225 G 2045-03-01 4.500000 2149832.00 1510543.47 Agency Mortgage-Backed Securities 03.500 FGPC Q32016 G 2045-03-01 3.500000 1163178.00 1152018.30 Agency Mortgage-Backed Securities 04.500 FGPC Q30420 G 2044-12-01 4.500000 1591585.00 1401114.37 Agency Mortgage-Backed Securities 03.500 FGPC Q30350 G 2044-12-01 3.500000 3135000.00 2599454.83 Agency Mortgage-Backed Securities 04.500 FGPC Q30272 G 2044-12-01 4.500000 9415.00 8979.34 Agency Mortgage-Backed Securities 04.500 FGPC Q29656 G 2044-11-01 4.500000 9507.00 9095.90 Agency Mortgage-Backed Securities 04.500 FGPC Q29477 G 2044-11-01 4.500000 142638.00 80755.53 Agency Mortgage-Backed Securities 04.000 FGPC Q28552 G 2044-09-01 4.000000 2355000.00 1584240.19 Agency Mortgage-Backed Securities 04.500 FGPC Q28007 G 2044-08-01 4.500000 404236.00 167978.94 Agency Mortgage-Backed Securities 04.000 FGPC Q27194 G 2044-07-01 4.000000 1079943.00 1093463.84 Agency Mortgage-Backed Securities 04.000 FGPC Q26905 G 2044-06-01 4.000000 1053950.00 1067902.14 Agency Mortgage-Backed Securities 04.500 FGPC Q26426 G 2044-05-01 4.500000 345904.00 187891.88 Agency Mortgage-Backed Securities 05.000 FGPC Q25454 G 2044-03-01 5.000000 2436686.00 1631621.53 Agency Mortgage-Backed Securities 04.000 FGPC Q25221 G 2044-03-01 4.000000 1942910.00 1513729.87 Agency Mortgage-Backed Securities 04.500 FGPC Q25193 G 2044-03-01 4.500000 2022729.00 1731504.26 Agency Mortgage-Backed Securities 04.500 FGPC Q25056 G 2044-02-01 4.500000 1860634.00 1267842.66 Agency Mortgage-Backed Securities 04.000 FGPC Q24804 G 2044-02-01 4.000000 1675805.00 1197560.96 Agency Mortgage-Backed Securities 04.500 FGPC Q23307 G 2043-11-01 4.500000 1052359.00 834741.65 Agency Mortgage-Backed Securities 04.500 FGPC Q23035 G 2043-11-01 4.500000 1926236.00 1418465.97 Agency Mortgage-Backed Securities 04.500 FGPC Q22555 G 2043-10-01 4.500000 2422324.00 1388841.23 Agency Mortgage-Backed Securities 03.500 FGPC Q20570 G 2043-08-01 3.500000 890611.00 561511.78 Agency Mortgage-Backed Securities 04.000 FGPC Q20488 G 2043-07-01 4.000000 1848399.00 1566604.91 Agency Mortgage-Backed Securities 04.000 FGPC Q20244 G 2043-07-01 4.000000 1657058.00 982427.48 Agency Mortgage-Backed Securities 03.500 FGPC Q19982 G 2043-07-01 3.500000 535000.00 342725.61 Agency Mortgage-Backed Securities 03.500 FGPC Q14530 G 2043-01-01 3.500000 3600000.00 2290408.87 Agency Mortgage-Backed Securities 03.000 FGPC Q11717 G 2042-10-01 3.000000 134000.00 87228.44 Agency Mortgage-Backed Securities 03.000 FGPC Q10815 G 2042-08-01 3.000000 427000.00 281698.89 Agency Mortgage-Backed Securities 03.500 FGPC Q10750 G 2042-09-01 3.500000 2395000.00 1404020.66 Agency Mortgage-Backed Securities 03.500 FGPC Q09705 G 2042-07-01 3.500000 60000.00 37337.82 Agency Mortgage-Backed Securities 03.500 FGPC Q09471 G 2042-07-01 3.500000 1642876.00 798854.99 Agency Mortgage-Backed Securities 04.500 FGPC Q06137 G 2042-02-01 4.500000 982000.00 543483.56 Agency Mortgage-Backed Securities 04.000 FGPC Q05805 G 2042-01-01 4.000000 1840000.00 1046708.75 Agency Mortgage-Backed Securities 04.000 FGPC Q05775 G 2042-01-01 4.000000 1150000.00 607680.50 Agency Mortgage-Backed Securities 04.000 FGPC Q05430 G 2042-01-01 4.000000 797000.00 417117.41 Agency Mortgage-Backed Securities 04.000 FGPC Q04737 G 2041-11-01 4.000000 2352000.00 919192.79 Agency Mortgage-Backed Securities 04.000 FGPC Q02596 G 2041-08-01 4.000000 100000.00 40829.56 Agency Mortgage-Backed Securities 05.000 FGPC Q02257 G 2041-07-01 5.000000 176000.00 61631.44 Agency Mortgage-Backed Securities 05.000 FGPC L10307 G 2040-09-01 5.000000 608000.00 44413.34 Agency Mortgage-Backed Securities 03.000 FGPC K94029 G 2037-08-01 3.000000 1955632.00 2011755.13 Agency Mortgage-Backed Securities 04.000 FGPC K94028 G 2037-08-01 4.000000 1054765.00 1140523.07 Agency Mortgage-Backed Securities 04.000 FGPC K94027 G 2037-06-01 4.000000 1607939.00 1721854.41 Agency Mortgage-Backed Securities 03.500 FGPC K94021 G 2037-08-01 3.500000 1261666.00 1329150.31 Agency Mortgage-Backed Securities 03.000 FGPC K94011 G 2037-08-01 3.000000 3470106.00 3562009.99 Agency Mortgage-Backed Securities 03.000 FGPC K94010 G 2037-07-01 3.000000 1498923.00 1537452.61 Agency Mortgage-Backed Securities 03.500 FGPC K90840 G 2033-07-01 3.500000 462000.00 310331.82 Agency Mortgage-Backed Securities 03.500 FGPC K90320 G 2033-04-01 3.500000 3409469.00 2307283.17 Agency Mortgage-Backed Securities 03.500 FGPC K90319 G 2033-04-01 3.500000 51000.00 30721.76 Agency Mortgage-Backed Securities 03.500 FGPC K90294 G 2033-03-01 3.500000 1045710.00 718477.79 Agency Mortgage-Backed Securities 03.500 FGPC J37470 G 2032-08-01 3.500000 1660845.00 1750453.45 Agency Mortgage-Backed Securities 03.500 FGPC J37467 G 2027-08-01 3.500000 1654605.00 1741432.72 Agency Mortgage-Backed Securities 03.500 FGPC J37380 G 2032-06-01 3.500000 1600792.00 1682076.88 Agency Mortgage-Backed Securities 03.500 FGPC J37315 G 2032-05-01 3.500000 2159606.00 2264304.03 Agency Mortgage-Backed Securities 03.000 FGPC J35110 G 2031-08-01 3.000000 581000.00 541563.60 Agency Mortgage-Backed Securities 03.000 FGPC J34948 G 2031-08-01 3.000000 73798.00 71090.33 Agency Mortgage-Backed Securities 03.500 FGPC J34223 G 2031-04-01 3.500000 5203.00 5097.09 Agency Mortgage-Backed Securities 03.500 FGPC J34013 G 2031-03-01 3.500000 1132618.00 1096107.35 Agency Mortgage-Backed Securities 03.500 FGPC J33837 G 2031-03-01 3.500000 1081992.00 790896.04 Agency Mortgage-Backed Securities 03.500 FGPC J33633 G 2031-02-01 3.500000 16436.00 14419.72 Agency Mortgage-Backed Securities 03.000 FGPC J33367 G 2030-12-01 3.000000 105000.00 81484.56 Agency Mortgage-Backed Securities 03.000 FGPC J32989 G 2030-10-01 3.000000 216000.00 175074.13 Agency Mortgage-Backed Securities 03.500 FGPC J32735 G 2030-09-01 3.500000 1123988.00 758866.64 Agency Mortgage-Backed Securities 03.000 FGPC J32421 G 2030-08-01 3.000000 1000000.00 690923.51 Agency Mortgage-Backed Securities 03.500 FGPC J31735 G 2030-05-01 3.500000 915000.00 810736.88 Agency Mortgage-Backed Securities 03.000 FGPC J31691 G 2030-05-01 3.000000 1900000.00 1467636.94 Agency Mortgage-Backed Securities 03.500 FGPC J30376 G 2030-01-01 3.500000 1480719.00 1341000.57 Agency Mortgage-Backed Securities 03.500 FGPC J28711 G 2029-07-01 3.500000 1312072.00 774052.53 Agency Mortgage-Backed Securities 04.000 FGPC J27342 G 2029-02-01 4.000000 1449046.00 794303.64 Agency Mortgage-Backed Securities 04.000 FGPC J27340 G 2029-02-01 4.000000 1889434.00 1217291.23 Agency Mortgage-Backed Securities 03.000 FGPC J24846 G 2028-08-01 3.000000 2780032.00 1729991.79 Agency Mortgage-Backed Securities 02.500 FGPC J23074 G 2028-04-01 2.500000 3354468.00 2005678.12 Agency Mortgage-Backed Securities 02.500 FGPC J21103 G 2027-11-01 2.500000 1355096.00 687928.16 Agency Mortgage-Backed Securities 02.500 FGPC J20558 G 2027-10-01 2.500000 2612575.00 1090177.84 Agency Mortgage-Backed Securities 02.500 FGPC J18818 G 2027-04-01 2.500000 1980000.00 799238.12 Agency Mortgage-Backed Securities 03.500 FGPC J16837 G 2026-10-01 3.500000 1374000.00 580318.88 Agency Mortgage-Backed Securities 04.000 FGPC J15055 G 2026-04-01 4.000000 2051000.00 555308.28 Agency Mortgage-Backed Securities 03.500 FGPC J13884 G 2025-12-01 3.500000 111729.00 30192.81 Agency Mortgage-Backed Securities 03.500 FGPC J13750 G 2020-12-01 3.500000 237579.00 19344.64 Agency Mortgage-Backed Securities 04.500 FGPC J11245 G 2019-11-01 4.500000 3625434.00 179650.16 Agency Mortgage-Backed Securities 04.500 FGPC J11071 G 2019-10-01 4.500000 1000000.00 40801.96 Agency Mortgage-Backed Securities 04.500 FGPC J10507 G 2019-08-01 4.500000 505565.00 38555.93 Agency Mortgage-Backed Securities 04.000 FGPC J10432 G 2019-08-01 4.000000 3474223.00 216552.06 Agency Mortgage-Backed Securities 04.000 FGPC J10196 G 2020-03-01 4.000000 1700000.00 51166.45 Agency Mortgage-Backed Securities 04.000 FGPC J10178 G 2022-12-01 4.000000 1167159.00 23651.59 Agency Mortgage-Backed Securities 03.000 FGPC G61021 G 2047-01-01 3.000000 744000.00 749150.06 Agency Mortgage-Backed Securities 03.500 FGPC G61020 G 2047-06-01 3.500000 1952645.00 2026874.12 Agency Mortgage-Backed Securities 04.000 FGPC G61015 G 2046-07-01 4.000000 1965000.00 2026137.10 Agency Mortgage-Backed Securities 04.000 FGPC G61012 G 2044-04-01 4.000000 215000.00 220968.56 Agency Mortgage-Backed Securities 04.000 FGPC G61010 G 2047-05-01 4.000000 567000.00 604358.25 Agency Mortgage-Backed Securities 03.500 FGPC G60945 G 2047-03-01 3.500000 917000.00 936532.94 Agency Mortgage-Backed Securities 03.000 FGPC G60931 G 2047-02-01 3.000000 149000.00 148608.82 Agency Mortgage-Backed Securities 03.000 FGPC G60863 G 2047-02-01 3.000000 107000.00 106187.35 Agency Mortgage-Backed Securities 05.500 FGPC G60684 G 2041-06-01 5.500000 134602.00 115915.68 Agency Mortgage-Backed Securities 06.000 FGPC G60459 G 2040-07-01 6.000000 253000.00 181752.11 Agency Mortgage-Backed Securities 03.500 FGPC G60456 G 2046-02-01 3.500000 402000.00 364312.93 Agency Mortgage-Backed Securities 03.500 FGPC G60393 G 2046-01-01 3.500000 315000.00 280128.48 Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 2.676000 12674887.00 10487205.97 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-05-01 2.975000 12702289.00 3909092.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 2.663000 12819751.00 8045495.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-04-01 3.555000 13127986.00 10413270.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 5.696000 13150311.00 1138095.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-05-01 6.063000 13187104.00 176604.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 3.526000 13223742.00 2177670.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-05-01 3.010000 13444688.00 13837937.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-01-01 3.412000 13560800.00 10071834.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 2.776000 14145644.00 8776849.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 2.903000 14500000.00 7627485.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-06-01 4.000000 14907344.00 8487471.64 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 2.375000 14934202.00 2764188.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 3.097000 15001529.00 494150.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 1.974000 15073464.00 5265962.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-06-01 4.500000 15341289.00 5460863.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-05-01 4.000000 15819299.00 1993815.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 3.168000 15870019.00 9509312.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 2.708000 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Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-11-01 3.271000 25451454.00 396787.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-12-01 3.510000 25990936.00 6713010.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-04-01 5.425000 26000000.00 195446.68 Agency Mortgage-Backed Securities GINNIE MAE II 2047-03-20 3.500000 26441682.00 27021453.37 Agency Mortgage-Backed Securities GINNIE MAE II 2032-06-20 3.000000 26636240.00 27393099.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-10-01 2.784000 28541572.00 538359.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 1.900000 29222037.00 9448492.94 Agency Mortgage-Backed Securities GINNIE MAE II 2032-04-20 3.500000 30209108.00 30946079.20 Agency Mortgage-Backed Securities GINNIE MAE II 2032-05-20 3.000000 30564625.00 31214170.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 3.575000 32503509.00 2502319.51 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Discount Notes 0.900 313397ME8 S6XOOCT0IEG5ABCC6L87 US313397ME81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2017-09-26 2017-09-26 2017-09-26 N N N 0.0090 235836112.16 235836112.16 0.0028 N N Y N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.259 3133EEBR0 US3133EEBR00 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-13 2017-11-13 2017-11-13 N N N 0.0135 2265909.06 2265909.06 0.0000 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.272 3133EEWS5 US3133EEWS53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-02 2018-01-02 2018-01-02 N N N 0.0141 259166.38 259166.38 0.0000 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.264 3133EEXN5 US3133EEXN57 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-08 2017-12-08 2017-12-08 N N N 0.0141 740392.64 740392.64 0.0000 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.341 3133EF3W5 US3133EF3W51 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-21 2017-09-21 2017-09-21 N N N 0.0136 45008047.35 45008047.35 0.0005 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.271 3133EF6H5 US3133EF6H57 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-05 2017-09-05 2017-09-05 N N N 0.0130 282573078.53 282573078.53 0.0034 N N Y N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.239 3133EFJT5 US3133EFJT58 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-13 2017-10-13 2017-10-13 N N N 0.0136 5775951.72 5775951.72 0.0001 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.291 3133EFNC7 US3133EFNC77 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-06 2017-11-06 2017-11-06 N N N 0.0138 835389.11 835389.11 0.0000 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.361 3133EFRR0 US3133EFRR01 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-04 2017-12-04 2017-12-04 N N N 0.0138 97072531.75 97072531.75 0.0012 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.411 3133EFT64 US3133EFT648 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-04 2018-04-04 2018-04-04 N N N 0.0144 159253672.43 159253672.43 0.0019 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.350 3133EG2C8 US3133EG2C88 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-01 2018-12-27 2018-12-27 N N N 0.0138 49967241.00 49967241.00 0.0006 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.336 3133EGSY2 US3133EGSY26 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-06 2018-09-06 2018-09-06 N N N 0.0135 304072873.91 304072873.91 0.0036 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.284 3133EGT62 US3133EGT620 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-12 2018-12-12 2018-12-12 N N N 0.0130 245482532.40 245482532.40 0.0029 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.299 3133EGU78 US3133EGU784 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-08 2019-01-08 2019-01-08 N N N 0.0131 125268337.50 125268337.50 0.0015 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.390 3133EGV36 US3133EGV360 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-01 2018-12-14 2018-12-14 N N N 0.0142 159979515.20 159979515.20 0.0019 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.321 3133EGYX7 US3133EGYX78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-19 2018-10-19 2018-10-19 N N N 0.0134 150337675.50 150337675.50 0.0018 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.280 3133EHAU7 US3133EHAU78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-01 2019-03-06 2019-03-06 N N N 0.0131 49974905.00 49974905.00 0.0006 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.159 3133EHBD4 US3133EHBD45 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-09 2019-01-09 2019-01-09 N N N 0.0119 150040399.50 150040399.50 0.0018 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.173 3133EHBY8 US3133EHBY81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-04 2019-03-13 2019-03-13 N N N 0.0122 84987055.35 84987055.35 0.0010 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.183 3133EHDK6 US3133EHDK69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-07 2019-03-22 2019-03-22 N N N 0.0122 100015360.00 100015360.00 0.0012 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.146 3133EHTQ6 US3133EHTQ65 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-07 2019-05-07 2019-05-07 N N N 0.0117 100977558.81 100977558.81 0.0012 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 1.239 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-08 2018-03-08 2018-03-08 N N N 0.0126 84099703.80 84099703.80 0.0010 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 1.274 3134G9K71 S6XOOCT0IEG5ABCC6L87 US3134G9K717 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-10-08 2018-01-08 2018-01-08 N N N 0.0129 113435478.49 113435478.49 0.0013 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 1.274 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-10-12 2018-01-12 2018-01-12 N N N 0.0129 100073675.00 100073675.00 0.0012 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.951 912796KR9 US912796KR92 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-12 2017-10-12 2017-10-12 N N N 0.0095 49821368.69 49821368.69 0.0006 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 1.241 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-05 2017-10-05 2017-10-05 N N N 0.0135 730121.72 730121.72 0.0000 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.026 912796KX6 US912796KX60 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-09 2017-11-09 2017-11-09 N N N 0.0103 60896550.80 60896550.80 0.0007 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 1.230 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-21 2018-03-21 2018-03-21 N N N 0.0100 53161295.49 53161295.49 0.0006 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.072 912796LB3 US912796LB32 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-12-07 2017-12-07 2017-12-07 N N N 0.0107 443829.77 443829.77 0.0000 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 1.275 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-10-11 2018-01-11 2018-01-11 N N N 0.0129 42037028.88 42037028.88 0.0005 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.121 912796LN7 US912796LN79 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-01 2018-03-01 2018-03-01 N N N 0.0112 895226121.00 895226121.00 0.0106 N Y Y N Federal National Mortgage Association Federal National Mortgage Association 0.875 3135G0PQ0 B1V7KEBTPIMZEU4LTD58 US3135G0PQ06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-10-26 2017-10-26 2017-10-26 N N N 0.0090 98769683.22 98769683.22 0.0012 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.875 3135G0TG8 B1V7KEBTPIMZEU4LTD58 US3135G0TG87 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-02-08 2018-02-08 2018-02-08 N N N 0.0091 86066661.61 86066661.61 0.0010 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.906 912796LV9 US912796LV95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-09-28 2017-09-28 2017-09-28 N N N 0.0091 18350191.81 18350191.81 0.0002 N Y Y N Federal National Mortgage Association Federal National Mortgage Association 0.875 3135G0WJ8 B1V7KEBTPIMZEU4LTD58 US3135G0WJ89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-21 2018-05-21 2018-05-21 N N N 0.0120 99753846.00 99753846.00 0.0012 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.000 3135G0ZL0 B1V7KEBTPIMZEU4LTD58 US3135G0ZL09 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-27 2017-09-27 2017-09-27 N N N 0.0077 640734674.12 640734674.12 0.0076 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.000 3137EADL0 S6XOOCT0IEG5ABCC6L87 US3137EADL04 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-09-29 2017-09-29 2017-09-29 N N N 0.0079 299103284.15 299103284.15 0.0035 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.956 912796LZ0 US912796LZ00 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-26 2017-10-26 2017-10-26 N N N 0.0096 869649349.01 869649349.01 0.0103 N Y Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.750 3137EADN6 S6XOOCT0IEG5ABCC6L87 US3137EADN69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-01-12 2018-01-12 2018-01-12 N N N 0.0089 656228969.91 656228969.91 0.0078 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.000 3137EADX4 S6XOOCT0IEG5ABCC6L87 US3137EADX42 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2017-12-15 2017-12-15 2017-12-15 N N N 0.0086 499918075.00 499918075.00 0.0059 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.977 912796MA4 US912796MA40 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0098 94110071.89 94110071.89 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.062 912796MC0 US912796MC06 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-16 2017-11-16 2017-11-16 N N N 0.0106 50091827.86 50091827.86 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.047 912796MD8 US912796MD88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-24 2017-11-24 2017-11-24 N N N 0.0105 812822159.63 812822159.63 0.0096 N Y Y N BlackRock Liquidity Funds 2017-09-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer