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Asset-Backed Securities LXS_07-14H 2047-07-25 2.401130 8000000.00 1096575.97 Private Label Collateralized Mortgage Obligations MARM_03-3 2033-09-25 3.633510 8153000.00 1090368.70 Private Label Collateralized Mortgage Obligations SABR_06-WM4 2036-11-25 2.211130 19007000.00 4399811.84 Asset-Backed Securities GSA_06-S5 2036-09-25 6.158000 20000000.00 1017042.66 Asset-Backed Securities LEHMAN XS TRUST LXS_07-10H 2037-07-25 7.500000 29735000.00 4847994.09 Asset-Backed Securities SLMA_04-10 2040-01-25 2.729540 41891000.00 20420835.27 Asset-Backed Securities MLHE_06-W2 2037-03-25 2.571130 43624000.00 4897782.74 Asset-Backed Securities SVH_07-OPT4 2037-09-25 0.580040 60129500.00 617924.59 Asset-Backed Securities GSAMP_06-S2 2036-01-25 2.291130 106475398.00 2154712.34 Asset-Backed Securities BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_06-5 2047-09-10 0.787470 124405000.00 6811.94 Private Label Collateralized Mortgage Obligations SARM_07-2 2037-03-25 2.391130 141656000.00 15615968.49 Private Label Collateralized Mortgage Obligations CSMC_07-C1 2040-02-15 0.819870 150000000.00 6740.29 Private Label Collateralized Mortgage Obligations WBCMT_07-C30 2043-12-15 0.463320 417090323.00 21292.41 Private Label Collateralized Mortgage Obligations MSDWCI_04-T13 2045-09-13 0.632870 510966336.00 49499.78 Private Label Collateralized Mortgage Obligations JPMCC_05-CB12 2037-09-12 0.406480 713839000.00 66384.52 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES CORPORATION II GSMSC_06-GG8 2039-11-10 1.083860 827403000.00 40961.48 Private Label Collateralized Mortgage Obligations CSMC_06-TF2A 2021-10-15 0.488580 1928299995.00 15930.45 Private Label Collateralized Mortgage Obligations Y Fitch NR Moody's NR Standard & Poor's A-1 2018-07-02 2018-08-03 2018-08-03 Y CREDIT SUISSE SECURITIES (USA) L 1.0000 35 N Fitch NR Moody's NR Standard & Poor's A N N 0.0254 50000000.00 50000000.00 0.0044 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 2.310 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25411721.00 570981.84 Agency Collateralized Mortgage Obligation FHLMC_41-3 2040-09-15 4.076750 26800000.00 924102.39 Agency Collateralized Mortgage Obligation FHLMC_4095 2039-04-15 4.026750 26927380.00 1040440.65 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 4.576750 27038200.00 861212.03 Agency Collateralized Mortgage Obligation FNMA_09-43 2039-06-25 4.238870 28860395.00 876088.44 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 4.576750 29629224.00 442544.42 Agency Collateralized Mortgage Obligation FHLMC_4020 2042-02-15 3.976750 31486221.00 1159873.85 Agency Collateralized Mortgage Obligation FHLMC_3153 2036-05-15 4.476750 32056087.00 739712.62 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 3.858870 34000000.00 1364674.97 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 4.318870 35742060.00 902938.15 Agency Collateralized Mortgage Obligation FHLMC_41-60 2036-02-15 4.006750 38343904.00 1270413.53 Agency Collateralized 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5.308870 66415511.00 2542264.40 Agency Collateralized Mortgage Obligation FNMA_12-87 2039-02-25 3.958870 68629333.00 2823483.69 Agency Collateralized Mortgage Obligation FNMA_07-6 2037-02-25 3.958870 74000000.00 1093329.99 Agency Collateralized Mortgage Obligation FNMA_10-123 2040-11-25 3.928870 90000000.00 1591201.75 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3702 2040-08-15 2.426750 96368535.00 1243837.35 Agency Collateralized Mortgage Obligation FNMA_10-113 2040-10-25 4.508870 111111111.00 1325711.61 Agency Collateralized Mortgage Obligation FNMA_06-104 2036-11-25 4.508870 155494377.00 6018552.91 Agency Collateralized Mortgage Obligation FNMA_09-82 2039-10-25 4.058870 173241126.00 1972948.92 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2018-07-02 2018-07-02 2018-07-02 N N N 0.0231 45000000.00 45000000.00 0.0040 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.060 7TK5RJIZDFROZCA6XF66 BRTC49TA6 Other Repurchase 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United Overseas Bank Ltd. 2.499 91127QLS6 IO66REGK3RCBAMA8HR66 US91127QLS65 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-26 2018-11-26 2018-11-26 N N N 0.0250 74237499.75 74237499.75 0.0066 N N N N BlackRock Liquidity Funds 2018-07-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer