0001145549-18-004020.txt : 20180709 0001145549-18-004020.hdr.sgml : 20180709 20180709154007 ACCESSION NUMBER: 0001145549-18-004020 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180709 DATE AS OF CHANGE: 20180709 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WELLS FARGO FUNDS TRUST CENTRAL INDEX KEY: 0001081400 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-09253 FILM NUMBER: 18944616 BUSINESS ADDRESS: STREET 1: 525 MARKET STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 800-222-8222 MAIL ADDRESS: STREET 1: 525 MARKET STREET STREET 2: 12TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94105 0001081400 S000007425 Wells Fargo Money Market Fund C000020379 Class A STGXX C000086826 Service Class WMOXX C000086827 Class C C000168181 Premier Class WMPXX N-MFP2 1 primary_doc.xml N-MFP2 0001081400 XXXXXXXX 2018-06-30 0001081400 S000007425 4 N N 333-74295 Wells Fargo Funds Management, LLC 801-58237 Wells Capital Management, Inc. 801-21122 KPMG LLP Boston MA Wells Fargo Funds Management, LLC Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Prime Y 15 50 136959916.58 104634197.61 142992820.11 125380226.75 131710029.02 247275160.34 236277817.69 269550560.75 250923645.49 294243769.80 0.2700 0.2075 0.2731 0.2458 0.2563 0.4874 0.4686 0.5148 0.4920 0.5726 12358.51 495817899.76 495804583.79 18060581.87 7953745.54 505923778.63 505592969.2100 1.0000 0.0221 1.0007 1.0007 1.0007 1.0007 1.0007 C000020379 1000.00 464383056.29 464079636.4000 1.0007 1.0007 1.0007 1.0007 1.0007 2612209.43 3713476.51 4274715.50 2206002.28 2673171.57 3818446.26 3130604.03 5033170.22 2050194.21 2497724.25 13306453.70 14204127.12 0.0161 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $50,442.94 of expenses for the class. C000086826 100000.00 12209951.11 12201976.0100 1.0007 1.0007 1.0007 1.0007 1.0007 15225.34 2922.04 4294.53 18182.34 458478.88 31858.00 1942.82 24422.82 206.85 137022.64 480023.42 211661.77 0.0170 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $1,317.89 of expenses for the class. C000086827 1000.00 6424041.49 6419844.2000 1.0007 1.0007 1.0007 1.0007 1.0007 23690.76 85349.80 409152.09 214832.87 50.00 202615.45 77753.26 92106.10 22492.65 346439.31 513322.30 872098.21 0.0085 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $731.58 of expenses for the class. C000168181 10000000.00 22906729.74 22891512.6000 1.0007 1.0007 1.0007 1.0007 1.0007 11494929.26 6300.21 15844.20 160007.00 6013277.66 0.00 3611746.37 5420000.00 5616560.00 4054296.06 23298364.49 9640603.27 0.0200 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $2,274.86 of expenses for the class. ANZ National (International) Limited ANZ National (International) Limited 2.458000% 00182HFR8 Financial Company Commercial Paper Y 2018-07-03 2018-07-03 2018-07-03 N Y ANZ Bank New Zealand Ltd 1.0000 NA NA N 0.0244 1000060.00 1000060.00 0.0020 N N Y N ALBION CAPITAL CORP ALBION CAPITAL CORP 01329XG60 Asset Backed Commercial Paper Y 2018-07-06 2018-07-06 2018-07-06 N Y MUFG Bank 1.0000 NA NA N 0.0209 1999249.44 1999249.44 0.0040 N N Y N ALBION CAPITAL CORP ALBION CAPITAL CORP 01329XG94 Asset Backed Commercial Paper Y 2018-07-09 2018-07-09 2018-07-09 N Y MUFG Bank 1.0000 NA NA N 0.0213 4997308.35 4997308.35 0.0099 N N Y N Alpine Securitization Alpine Securitization 2.342969% 02089XAF4 Asset Backed Commercial Paper Y 2018-07-06 2018-08-03 2018-09-06 Y Credit Suisse AG 1.0000 35 N NA NA N N 0.0238 8000080.00 8000080.00 0.0158 N N N N Anglesea Funding plc / Anglesea Funding LLC Anglesea Funding plc / Anglesea Funding LLC 2.209609% 0347M5HK8 Asset Backed Commercial Paper Y 2018-07-09 2018-08-03 2018-08-06 N N N 0.0224 3999520.00 3999520.00 0.0079 N N N N Anglesea Funding plc / Anglesea Funding LLC Anglesea Funding plc / Anglesea Funding LLC 2.367749% 0347M5JD2 Asset Backed Commercial Paper Y 2018-07-26 2018-08-03 2018-10-23 Y Bank of Nova Scotia 0.1500 35 N NA NA Cash & Equivalent 0.0600 35 N NA NA Citigroup Inc. 0.0600 35 N NA NA HSBC Bank PLC 0.0300 35 N NA NA ING Bank NV 0.1400 35 N NA NA J.P. 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Collateralized Commercial Paper II 2.528000% 19423CFF4 Asset Backed Commercial Paper Y 2018-07-02 2019-01-02 2019-01-02 N Y J.P. Morgan Securities LLC 1.0000 NA NA N 0.0256 3001950.00 3001950.00 0.0059 N N N N COLLTRZD COML PAPER II COLLTRZD COML PAPER II 2.301130% 19423CFN7 Asset Backed Commercial Paper Y 2018-07-24 2018-07-24 2018-07-24 N Y J.P. Morgan Securities LLC 1.0000 NA NA N 0.0235 2000380.00 2000380.00 0.0040 N N N N Colorado State Housing Finance Authority Colorado State Housing Finance Authority 2.020000% 196479MJ5 Variable Rate Demand Note Y 2018-07-06 2018-07-06 2052-05-01 Y Federal Home Loan Bank - Topeka 1.0000 7 Y NA NA N N 0.0202 3925000.00 3925000.00 0.0078 N N Y N Commonwealth Bank of Australia (New York) Commonwealth Bank of Australia (New York) 2.558000% 20271ENJ4 Certificate of Deposit Y 2018-07-03 2019-04-03 2019-04-03 N N N 0.0259 2002380.00 2002380.00 0.0040 N N N N CMMNWLTH BNK OF AUS CMMNWLTH BNK OF AUS 2.455750% 20272AC20 Financial Company Commercial Paper Y 2018-08-03 2019-05-03 2019-05-03 N N N 0.0249 4000000.00 4000000.00 0.0079 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.253499% 20272AXU5 Financial Company Commercial Paper Y 2018-07-30 2018-07-30 2018-07-30 N N N 0.0228 2000360.00 2000360.00 0.0040 N N N N CONCORD MIN CPTL CO CONCORD MIN CPTL CO 2063C1GA2 Asset Backed Commercial Paper Y 2018-07-10 2018-07-10 2018-07-10 N Y BNP Paribas 0.4300 NA NA Cash & Equivalent 0.1100 NA NA Credit Suisse AG 0.0100 NA NA Credit Suisse International 0.0400 NA NA MUFG Securities EMEA (fka Mitsubishi UFJ Securities International plc) 0.1300 NA NA Natixis (formerly Natexis Banque 0.1300 NA NA Societe Generale 0.0100 NA NA UBS AG 0.1400 NA NA N 0.0223 1998780.84 1998780.84 0.0040 N N N N Credit Suisse NY Credit Suisse NY 2.430250% 22549LHV0 Certificate of Deposit Y 2018-09-21 2018-09-21 2018-09-21 N N N 0.0246 2000220.00 2000220.00 0.0040 N N N N Crown Point Capital Company LLC Crown Point Capital Company LLC 2.454939% 22845ACN8 Asset Backed Commercial Paper Y 2018-07-19 2018-08-03 2018-09-19 Y Credit Suisse AG 1.0000 35 N NA NA N N 0.0249 6999580.00 6999580.00 0.0138 N N N N DBS Bank Limited DBS Bank Limited 2.482809% 23305GAG3 Financial Company Commercial Paper Y 2018-07-17 2018-07-17 2018-07-17 N N N 0.0252 3000660.00 3000660.00 0.0059 N N N N Federation Des Caisses Federation Des Caisses 2.306380% 31428HAE1 Financial Company Commercial Paper Y 2018-07-11 2019-02-11 2019-02-11 N N N 0.0234 3000690.00 3000690.00 0.0059 N N N N FEDERATIONDES CAISSES FEDERATIONDES CAISSES 2.459380% 31428HAG6 Financial Company Commercial Paper Y 2018-08-22 2019-05-22 2019-05-22 N N N 0.0249 999910.00 999910.00 0.0020 N N N N FEDERATIONDES CAISSES FEDERATIONDES CAISSES 2.380000% 31428HAN1 Financial Company Commercial Paper Y 2018-07-25 2019-06-25 2019-06-25 N N N 0.0241 1999660.00 1999660.00 0.0040 N N N N GLAXOSMITHKLINE LLC GLAXOSMITHKLINE LLC 37737QG99 Non-Financial Company Commercial Paper Y 2018-07-09 2018-07-09 2018-07-09 N N N 0.0203 9994616.70 9994616.70 0.0198 N N Y N GREAT BRDGE CPTL CO LL GREAT BRDGE CPTL CO LL 39021VJJ4 Asset Backed Commercial Paper Y 2018-09-18 2018-09-18 2018-09-18 N Y Standard Chartered Bank 1.0000 NA NA N 0.0245 994649.50 994649.50 0.0020 N N N N HSBC BANKUSA NA HSBC BANKUSA NA 2.535750% 40428A6Z5 Certificate of Deposit Y 2018-08-10 2019-05-10 2019-05-10 N N N 0.0257 2499775.00 2499775.00 0.0049 N N N N HSBC USA INC HSBC USA INC 2.444539% 40434WCM1 0000083246 Financial Company Commercial Paper Y 2018-07-09 2019-05-07 2019-05-07 N N N 0.0248 2002520.00 2002520.00 0.0040 N N N N HSBC HSBC 1.950000% 40699F009 40699F009 Non-Negotiable Time Deposit Y 2018-07-02 2018-07-02 2018-07-02 N N N 0.0198 10000000.00 10000000.00 0.0198 N Y Y N HILLSBOROUGH CNTY FLA HILLSBOROUGH CNTY FLA 2.320000% 43231MAC6 Other Municipal Security Y 2018-08-23 2018-08-23 2018-08-23 N Y MUFG Bank 1.0000 NA NA N 0.0232 1999180.00 1999180.00 0.0040 N N N N FRBNY FRBNY 1.750000% 43999X9F9 0001390777 43999X9F12 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 4 3/4 BOND 37 2037-02-15 4.750000 778400.00 1000215.10 U.S. Treasuries (including strips) Y 2018-07-02 2018-07-02 2018-07-02 N N N 0.0177 1000000.00 1000000.00 0.0020 N Y Y N ING US Funding LLC ING US FUNDING LLC 2.190700% 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Limited 0.1600 NA NA Nordea Bank AB 0.1600 NA NA Skandinaviska Enskilda Banken AB 0.0400 NA NA N 0.0213 4998363.35 4998363.35 0.0099 N N Y N INTERCONTINENTAL EXCHANGE INTERCONTINENTAL EXCHANGE 45856XG50 Financial Company Commercial Paper Y 2018-07-05 2018-07-05 2018-07-05 N N N 0.0200 9998358.33 9998358.33 0.0198 N N Y N INVESCO DYNAMIC CREDIT INVESCO DYNAMIC CREDIT 2.130000% 46132R708 Other Instrument Floating Rate Note Y 2018-07-06 2018-07-06 2028-06-01 Y Barclays Bank PLC 1.0000 7 N NA NA N N 0.0216 5000000.00 5000000.00 0.0099 N N Y N Jets Stadium Development Bonds Jets Stadium Development Bonds 2.100000% 477181AK7 Variable Rate Demand Note Y 2018-07-06 2018-07-06 2047-04-01 Y Sumitomo Mitsui Banking Corp 1.0000 7 N NA NA N N 0.0210 2970000.00 2970000.00 0.0059 N N Y N Jets Stadium Development Bonds Jets Stadium Development Bonds 2.100000% 477181AK7 Variable Rate Demand Note Y 2018-07-06 2018-07-06 2047-04-01 Y Sumitomo Mitsui Banking Corp 1.0000 7 N NA NA N N 0.0210 4000000.00 4000000.00 0.0079 N N Y N KOMATSU FINANCE AM INC KOMATSU FINANCE AM INC 50045WG21 Non-Financial Company Commercial Paper Y 2018-07-02 2018-07-02 2018-07-02 N Y Komatsu Ltd 1.0000 NA NA N 0.0206 6998880.00 6998880.00 0.0138 N Y Y N KOMATSU FINANCE AM INC KOMATSU FINANCE AM INC 50045WG39 Non-Financial Company Commercial Paper Y 2018-07-03 2018-07-03 2018-07-03 N Y Komatsu Ltd 1.0000 NA NA N 0.0206 1999572.88 1999572.88 0.0040 N N Y N LEXINGTN PKR CAP CO LL LEXINGTN PKR CAP CO LLC 52952MG95 Asset Backed Commercial Paper Y 2018-07-09 2018-07-09 2018-07-09 N Y Natixis (formerly Natexis Banque 1.0000 NA NA N 0.0213 1998847.22 1998847.22 0.0040 N N Y N LONG ISLAND PWE AUTH LONG ISLAND PWE AUTH 2.130000% 54270HDK5 Other Municipal Security Y 2018-07-18 2018-07-18 2018-07-18 N Y TD Bank, N.A. 1.0000 NA NA N 0.0216 3000030.00 3000030.00 0.0059 N N N N LONG ISLAND PWR AUTH LONG ISLAND PWR AUTH 2.130000% 54271CAA0 Other Municipal Security Y 2018-07-18 2018-07-18 2018-07-18 N Y Citibank NA 1.0000 NA NA N 0.0213 1999800.00 1999800.00 0.0040 N N N N Macon-Bibb County GA Industrial Authority Macon-Bibb County GA Industrial Authority 2.290000% 555538EX1 Variable Rate Demand Note Y 2018-07-06 2018-07-06 2022-12-01 Y Korea Development Bank 1.0000 7 N NA NA N N 0.0229 5000000.00 5000000.00 0.0099 N N Y N MASS ED FINANCING AUTH MASS ED FINANCING AUTH 2.030000% 57564LDC2 Other Municipal Security Y 2018-07-10 2018-07-10 2018-07-10 N Y Royal Bank of Canada 1.0000 NA NA N 0.0206 3999640.00 3999640.00 0.0079 N N N N MITSUBISHITST&BNK C MITSUBISHITST&BNK C 2.385060% 60683BHP1 Certificate of Deposit Y 2018-07-16 2019-01-14 2019-01-14 N N N 0.0242 1999840.00 1999840.00 0.0040 N N N N MIZUHO BANK LTD MIZUHO BANK LTD 2.347750% 60700AZJ6 Certificate of Deposit Y 2018-07-26 2018-11-26 2018-11-26 N N N 0.0238 5000150.00 5000150.00 0.0099 N N N N Montgomery County TN Industrial Development Montgomery County TN Industrial Development 2.290000% 613670DE5 Variable Rate Demand Note Y 2018-07-06 2018-07-06 2024-12-01 Y Kookmin Bank 1.0000 7 N NA NA N N 0.0229 5000000.00 5000000.00 0.0099 N N Y N Mountcliff Funding LLC Mountcliff Funding LLC 2.372880% 62454XAX6 Asset Backed Commercial Paper Y 2018-07-27 2018-08-03 2018-08-27 Y BNP Paribas 0.4500 35 N NA NA Cash & Equivalent 0.0600 35 N NA NA Credit Suisse AG 0.2300 35 N NA NA Natixis (formerly Natexis Banque 0.0700 35 N NA NA Societe Generale 0.1900 35 N NA NA N N 0.0241 2999880.00 2999880.00 0.0059 N N N N MOUNTCLIFF MOUNTCLIFF 62455BG25 Asset Backed Commercial Paper Y 2018-07-02 2018-07-02 2018-07-02 N Y BNP Paribas 0.4500 NA NA Cash & Equivalent 0.0600 NA NA Credit Suisse AG 0.2300 NA NA Natixis (formerly Natexis Banque 0.0700 NA NA Societe Generale 0.1900 NA NA N 0.0203 6998865.44 6998865.44 0.0138 N Y Y N MUNI ELECAUTH OF GA MUNI ELECAUTH OF GA 2.100000% 62621EPN2 Other Municipal Security Y 2018-08-02 2018-08-02 2018-08-02 N Y TD Bank, N.A. 1.0000 NA NA N 0.0210 3000000.00 3000000.00 0.0059 N N N N N V BK NEDERLANDSE GEMEENTEN N V BK NEDERLANDSE GEMEENTEN 62944HG62 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2018-07-06 2018-07-06 2018-07-06 N N N 0.0198 9996208.30 9996208.30 0.0198 N N Y N National Australia Bank Limited National Australia Bank Limited 2.227379% 63254GFJ9 0000833029 Financial Company Commercial Paper Y 2018-07-13 2018-09-13 2018-09-13 N N N 0.0226 4000880.00 4000880.00 0.0079 N N N N National Australia Bank Limited National Australia Bank Limited 2.142460% 63254GGG4 0000833029 Financial Company Commercial Paper Y 2018-07-02 2018-08-01 2018-08-01 N N N 0.0217 1000180.00 1000180.00 0.0020 N N N N NATIONAL SECS CLEARING NATIONAL SECS CLEARING 63763QG50 Financial Company Commercial Paper Y 2018-07-05 2018-07-05 2018-07-05 N N N 0.0208 7997456.00 7997456.00 0.0158 N N Y N Natixis NY Natixis NY 2.525060% 63873NRP8 Certificate of Deposit Y 2018-07-17 2018-09-17 2018-09-17 N N N 0.0256 3002400.00 3002400.00 0.0059 N N N N New York Housing Finance Agency New York Housing Finance Agency 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Mortgage-Backed Securities 05.500 FGPC C90999 G 2026-11-01 5.500000 12203.20 13103.39 Agency Mortgage-Backed Securities 06.000 FGPC C91065 G 2027-07-01 6.000000 3907.21 4289.15 Agency Mortgage-Backed Securities 05.500 FGPC C91084 G 2027-07-01 5.500000 1280.96 1375.24 Agency Mortgage-Backed Securities 06.000 FGPC C91116 G 2027-11-01 6.000000 9539.04 10463.98 Agency Mortgage-Backed Securities 05.000 FGPC C91164 G 2028-03-01 5.000000 2621.86 2778.30 Agency Mortgage-Backed Securities 04.000 FGPC C91245 G 2029-04-01 4.000000 3220.81 3293.40 Agency Mortgage-Backed Securities 05.000 FGPC C91303 G 2030-05-01 5.000000 53919.15 57261.32 Agency Mortgage-Backed Securities 05.000 FGPC C91317 G 2030-07-01 5.000000 519.64 551.80 Agency Mortgage-Backed Securities 04.500 FGPC C91340 G 2030-10-01 4.500000 39335.29 41287.11 Agency Mortgage-Backed Securities 03.000 FGPC C91441 G 2032-04-01 3.000000 4036.04 4028.28 Agency Mortgage-Backed Securities 03.500 FGPC C91447 G 2032-05-01 3.500000 213.72 217.28 Agency Mortgage-Backed Securities 03.000 FGPC C91831 G 2035-06-01 3.000000 30115.28 29749.78 Agency Mortgage-Backed Securities 03.000 FGPC C91855 G 2035-11-01 3.000000 34966.11 34541.74 Agency Mortgage-Backed Securities 03.500 FGPC C91856 G 2035-11-01 3.500000 1125651.08 1140951.18 Agency Mortgage-Backed Securities 04.000 FGPC C91870 G 2036-03-01 4.000000 51009.32 52716.87 Agency Mortgage-Backed Securities 04.000 FGPC C91923 G 2037-03-01 4.000000 382947.65 395788.31 Agency Mortgage-Backed Securities 03.500 FGPC C91914 G 2037-02-01 3.500000 309494.52 313561.97 Agency Mortgage-Backed Securities 05.000 FGPC J00495 G 2020-11-01 5.000000 420.83 425.12 Agency Mortgage-Backed Securities 05.500 FGPC J01323 G 2021-03-01 5.500000 223.19 228.04 Agency Mortgage-Backed Securities 05.000 FGPC J07161 G 2023-03-01 5.000000 6825.35 7113.92 Agency Mortgage-Backed Securities 04.000 FGPC J09451 G 2019-03-01 4.000000 122.45 125.99 Agency Mortgage-Backed Securities FGPC J11371 4.5000 2024-12-01 4.500000 288.66 299.26 Agency Mortgage-Backed Securities 05.000 FGPC J11372 G 2024-12-01 5.000000 462.04 482.59 Agency Mortgage-Backed Securities 04.000 FGPC J11566 G 2020-02-01 4.000000 1182.28 1216.51 Agency Mortgage-Backed Securities 03.000 FGPC J17228 G 2021-11-01 3.000000 406.53 408.67 Agency Mortgage-Backed Securities 05.500 FGPC H09079 G 2037-06-01 5.500000 4387.91 4617.72 Agency Mortgage-Backed Securities 05.500 FGPC H09084 G 2037-09-01 5.500000 1623.94 1710.77 Agency Mortgage-Backed Securities 06.500 FGPC A81632 G 2038-09-01 6.500000 421.09 470.84 Agency Mortgage-Backed Securities FGPC A83066 5.5008 2038-11-01 5.500000 906.19 977.40 Agency Mortgage-Backed Securities 06.500 FGPC C00785 G 2029-06-01 6.500000 1652.96 1848.25 Agency Mortgage-Backed Securities 06.500 FGPC C00451 G 2026-03-01 6.500000 283.52 317.01 Agency Mortgage-Backed Securities 06.500 FGPC C00701 G 2029-01-01 6.500000 357.30 399.52 Agency Mortgage-Backed Securities 04.000 FGPC C09069 G 2044-11-01 4.000000 1640.25 1683.10 Agency Mortgage-Backed Securities 04.500 FGPC A93505 G 2040-08-01 4.500000 3322.37 3504.73 Agency Mortgage-Backed Securities 04.500 FGPC A95828 G 2040-12-01 4.500000 2613.37 2756.79 Agency Mortgage-Backed Securities 05.000 FGPC E01654 G 2019-06-01 5.000000 1031.47 1052.77 Agency Mortgage-Backed Securities 02.000 FGPC E04202 G 2028-02-01 2.000000 12350.02 11849.54 Agency Mortgage-Backed Securities 05.500 FGPC B10597 G 2018-11-01 5.500000 269.53 271.07 Agency Mortgage-Backed Securities 05.500 FGPC B10917 G 2018-11-01 5.500000 109.65 110.24 Agency Mortgage-Backed Securities 06.000 FGPC B11202 G 2018-12-01 6.000000 482.35 485.37 Agency Mortgage-Backed Securities 05.500 FGPC B11849 G 2019-01-01 5.500000 234.24 235.97 Agency Mortgage-Backed Securities 05.500 FGPC B13382 G 2019-04-01 5.500000 1149.70 1155.16 Agency Mortgage-Backed Securities FGPC B16835 5.5000 2019-10-01 5.500000 687.81 696.23 Agency Mortgage-Backed Securities 06.500 FGPC A26062 G 2034-09-01 6.500000 1623.75 1815.59 Agency Mortgage-Backed Securities FMAR 849247 G 2044-02-01 2.763000 74507.12 76421.88 Agency Mortgage-Backed Securities FMAR 849506 G 2044-11-01 2.913000 436.83 439.35 Agency Mortgage-Backed Securities 02.500 FGPC J32898 G 2030-10-01 2.500000 696.55 678.71 Agency Mortgage-Backed Securities 03.000 FGPC J33126 G 2030-11-01 3.000000 384.93 383.36 Agency Mortgage-Backed Securities 02.000 FGPC J35714 G 2031-11-01 2.000000 597.32 566.63 Agency Mortgage-Backed Securities 05.000 FGPC Z60007 G 2023-04-01 5.000000 2525.82 2676.52 Agency Mortgage-Backed Securities 03.000 FGPC U79017 G 2028-04-01 3.000000 7045.77 7020.64 Agency Mortgage-Backed Securities 03.000 FGPC U79019 G 2028-07-01 3.000000 74818.73 74550.97 Agency Mortgage-Backed Securities 03.500 FGPC U80068 G 2032-10-01 3.500000 10701.99 10830.55 Agency Mortgage-Backed Securities 03.500 FGPC U80198 G 2033-02-01 3.500000 14190.58 14361.76 Agency Mortgage-Backed Securities 03.000 FGPC U40189 G 2027-03-01 3.000000 4386.28 4382.09 Agency Mortgage-Backed Securities 03.000 FGPC U40194 G 2027-03-01 3.000000 13098.39 13085.70 Agency Mortgage-Backed Securities 04.000 FGPC U89031 G 2034-03-01 4.000000 20352.77 21338.92 Agency Mortgage-Backed Securities 04.000 FGPC U90975 G 2042-06-01 4.000000 15116.15 15586.08 Agency Mortgage-Backed Securities 03.000 FGPC Q14402 G 2042-12-01 3.000000 240.71 235.53 Agency Mortgage-Backed Securities 04.000 FGPC G31030 G 2037-10-01 4.000000 26604.69 27496.93 Agency Mortgage-Backed Securities 03.000 FGPC Q15162 G 2043-01-01 3.000000 134.66 131.81 Agency Mortgage-Backed Securities 04.000 FGPC Q29593 G 2044-11-01 4.000000 149473.76 153787.74 Agency Mortgage-Backed Securities 03.000 FGPC Q32878 G 2045-04-01 3.000000 5209.62 5075.42 Agency Mortgage-Backed Securities 03.000 FGPC Q33901 G 2045-06-01 3.000000 1810.51 1760.42 Agency Mortgage-Backed Securities 03.000 FGPC Q37799 G 2045-12-01 3.000000 2966.63 2885.37 Agency Mortgage-Backed Securities 03.000 FGPC Q40796 G 2046-05-01 3.000000 2273.45 2208.23 Agency Mortgage-Backed Securities 03.500 FGPC Q40375 G 2046-05-01 3.500000 135974.57 136001.39 Agency Mortgage-Backed Securities 03.000 FGPC Q40523 G 2046-05-01 3.000000 2834.17 2753.47 Agency Mortgage-Backed Securities 03.000 FGPC Q44853 G 2046-12-01 3.000000 8120.57 7903.49 Agency Mortgage-Backed Securities 03.500 FGPC Q53751 G 2048-01-01 3.500000 1052.52 1049.92 Agency Mortgage-Backed Securities 03.500 FGPC G60440 G 2046-03-01 3.500000 1055785.19 1058553.69 Agency Mortgage-Backed Securities 03.500 FGPC G60659 G 2046-08-01 3.500000 750.40 750.50 Agency Mortgage-Backed Securities 04.500 FGPC G60701 G 2046-03-01 4.500000 49754.70 52310.94 Agency Mortgage-Backed Securities 04.500 FGPC G60676 G 2046-06-01 4.500000 661705.28 694558.95 Agency Mortgage-Backed Securities 04.000 FGPC G60714 G 2046-01-01 4.000000 7763.58 7987.49 Agency Mortgage-Backed Securities 03.000 FGPC G60718 G 2046-09-01 3.000000 7937.49 7719.15 Agency Mortgage-Backed Securities 04.500 FGPC G61080 G 2047-07-01 4.500000 26440.07 27620.62 Agency Mortgage-Backed Securities 05.500 FGPC G61329 G 2041-06-01 5.500000 338677.23 368199.98 Agency Mortgage-Backed Securities 06.000 FGPC C90847 G 2024-08-01 6.000000 7680.07 8424.76 Agency Mortgage-Backed Securities 06.000 FGPC C90855 G 2024-09-01 6.000000 3405.08 3735.25 Agency Mortgage-Backed Securities 06.500 FGPC C90235 G 2018-10-01 6.500000 6.03 6.08 Agency Mortgage-Backed Securities 06.000 FGPC C90572 G 2022-08-01 6.000000 1920.92 2107.18 Agency Mortgage-Backed Securities 06.000 FGPC C90580 G 2022-09-01 6.000000 3803.69 4172.51 Agency Mortgage-Backed Securities 06.000 FGPC C90612 G 2023-01-01 6.000000 1213.55 1331.22 Agency Mortgage-Backed Securities 06.000 FGPC C90716 G 2023-08-01 6.000000 5000.02 5484.84 Agency Mortgage-Backed Securities 06.000 FGPC C90746 G 2023-11-01 6.000000 2556.00 2804.05 Agency Mortgage-Backed Securities 07.350 FRPC G80114 G 2022-05-25 7.350000 2171.76 2266.07 Agency Mortgage-Backed Securities FGPC Gl1810 5.5000 2020-12-01 5.500000 833.73 852.61 Agency Mortgage-Backed Securities 05.500 FGPC G11867 G 2020-01-01 5.500000 0.96 0.97 Agency Mortgage-Backed Securities FNMS 05.500 CL190367 2036-01-01 5.500000 183.99 200.28 Agency Mortgage-Backed Securities FNMS 06.250 GL218556 2023-02-01 6.250000 501.19 521.17 Agency Mortgage-Backed Securities FNMS 06.000 RE229645 2023-09-01 6.000000 875.76 905.07 Agency Mortgage-Backed Securities FNMS 06.000 RE239554 2023-11-01 6.000000 4145.20 4256.83 Agency Mortgage-Backed Securities FNMS 06.500 CL250970 2027-05-01 6.500000 236.74 262.34 Agency Mortgage-Backed Securities FNMS 06.500 KL252087 2028-09-01 6.500000 1826.46 2012.54 Agency Mortgage-Backed Securities FNMS 06.500 KL252273 2028-12-01 6.500000 1447.02 1540.62 Agency Mortgage-Backed Securities FNMS 06.500 GL252334 2029-02-01 6.500000 10.09 11.04 Agency Mortgage-Backed Securities FNMS 07.000 GL252696 2029-07-01 7.000000 649.97 731.51 Agency Mortgage-Backed Securities FNMS 06.500 CT253886 2021-07-01 6.500000 176.52 195.62 Agency Mortgage-Backed Securities FNMS 08.000 GO253604 2030-11-01 8.000000 895.21 905.33 Agency Mortgage-Backed Securities FNMS 05.500 K2254670 2033-02-01 5.500000 2218.23 2362.74 Agency Mortgage-Backed Securities FNMS 05.500 CL254767 2033-06-01 5.500000 580.21 631.52 Agency Mortgage-Backed Securities FNMS 06.500 CL254147 2032-01-01 6.500000 709.18 787.97 Agency Mortgage-Backed Securities FNMS 06.500 K2254169 2031-12-01 6.500000 901.18 999.58 Agency Mortgage-Backed Securities FNMS 06.500 CT254441 2022-08-01 6.500000 951.86 1054.80 Agency Mortgage-Backed Securities FNMS 06.500 CT254472 2022-09-01 6.500000 471.29 522.26 Agency Mortgage-Backed Securities FNMS 06.500 GO254484 2031-12-01 6.500000 533.67 570.38 Agency Mortgage-Backed Securities FNMS 05.000 CT254831 2023-08-01 5.000000 36226.13 38536.59 Agency Mortgage-Backed Securities FNMS 05.000 CT254908 2023-09-01 5.000000 45126.56 48004.68 Agency Mortgage-Backed Securities FNMS 05.500 CI254991 2018-11-01 5.500000 85.52 85.96 Agency Mortgage-Backed Securities FNMS 05.500 K2254968 2018-09-01 5.500000 12238.56 12943.16 Agency Mortgage-Backed Securities FNMS 05.000 CI255319 2019-08-01 5.000000 12.23 12.49 Agency Mortgage-Backed Securities FNMS 05.000 CI255937 2020-10-01 5.000000 17144.39 17702.07 Agency Mortgage-Backed Securities FNMS 05.000 NQ256002 2035-10-01 5.000000 857.65 883.85 Agency Mortgage-Backed Securities FNMS 05.500 CI256062 2021-01-01 5.500000 3046.69 3130.22 Agency Mortgage-Backed Securities FNMS 05.500 CI256105 2021-01-01 5.500000 1164.37 1194.92 Agency Mortgage-Backed Securities FNMS 04.500 NP256143 2036-01-01 4.500000 6663.94 6782.17 Agency Mortgage-Backed Securities FNMS 06.000 NQ256182 2036-02-01 6.000000 4331.69 4663.62 Agency Mortgage-Backed Securities FNMS 05.500 CI256236 2021-05-01 5.500000 2502.94 2577.64 Agency Mortgage-Backed Securities FNMS 06.000 NQ256371 2036-07-01 6.000000 2478.68 2604.10 Agency Mortgage-Backed Securities FNMS 05.500 CN257472 2018-11-01 5.500000 167.99 168.80 Agency Mortgage-Backed Securities FNMS 05.000 CN257481 2018-11-01 5.000000 250.71 256.09 Agency Mortgage-Backed Securities FNMS 05.500 NP256687 2037-03-01 5.500000 3057.40 3200.79 Agency Mortgage-Backed Securities FNMS 06.000 NQ256699 2037-04-01 6.000000 673.31 696.49 Agency Mortgage-Backed Securities FNMS 06.000 NQ256744 2037-05-01 6.000000 2191.51 2286.09 Agency Mortgage-Backed Securities FNMS 06.000 NP256890 2037-09-01 6.000000 4526.12 4781.38 Agency Mortgage-Backed Securities FNMS 05.500 NP256951 2037-09-01 5.500000 972.62 1003.43 Agency Mortgage-Backed Securities FNMS 07.000 NP256986 2037-10-01 7.000000 976.05 1067.04 Agency Mortgage-Backed Securities FNMS 05.500 NQ257070 2037-12-01 5.500000 4505.84 4776.42 Agency Mortgage-Backed Securities FNMS 06.000 NP257095 2038-02-01 6.000000 1571.50 1655.20 Agency Mortgage-Backed Securities FNMS 05.500 CI257127 2023-02-01 5.500000 10581.72 11041.97 Agency Mortgage-Backed Securities FNMS 05.000 NP257180 2038-04-01 5.000000 920.01 944.22 Agency Mortgage-Backed Securities FNMS 05.500 NP257209 2038-05-01 5.500000 17035.61 17989.65 Agency Mortgage-Backed Securities FNMS 06.000 CN257352 2018-07-25 6.000000 20.85 20.90 Agency Mortgage-Backed Securities FNMS 357290 5.5000 2023-11-01 5.500000 1312.89 1372.10 Agency Mortgage-Backed Securities FNMS 09.000 CL287034 2024-12-01 9.000000 424.10 432.33 Agency Mortgage-Backed Securities FNMS 05.500 ZL310151 2044-09-01 5.500000 535.96 585.13 Agency Mortgage-Backed Securities FNMS 06.500 CL323862 2029-08-01 6.500000 241.64 269.72 Agency Mortgage-Backed Securities FNMS 06.000 GL328649 2025-10-01 6.000000 2077.80 2185.58 Agency Mortgage-Backed Securities FNMS 06.000 GL330296 2025-11-01 6.000000 2108.58 2217.14 Agency Mortgage-Backed Securities FNMS 06.500 CL340356 2026-03-01 6.500000 66.15 73.30 Agency Mortgage-Backed Securities FNMS 06.000 RE357140 2031-07-01 6.000000 2700.23 2906.11 Agency Mortgage-Backed Securities FNMS 07.000 KL376088 2027-05-01 7.000000 3399.16 3428.79 Agency Mortgage-Backed Securities FNMS 08.000 GO415330 2026-12-01 8.000000 1929.41 2012.49 Agency Mortgage-Backed Securities FNMS 06.000 RE425641 2028-04-01 6.000000 1442.24 1479.96 Agency Mortgage-Backed Securities FNMS 09.500 GL426839 2018-12-01 9.500000 130.40 131.88 Agency Mortgage-Backed Securities FNMS 06.500 CL489198 2029-08-01 6.500000 70.86 78.52 Agency Mortgage-Backed Securities FNMS 05.750 GL531477 2029-09-01 5.750000 491.13 517.06 Agency Mortgage-Backed Securities FNMS 07.000 CL535149 2030-02-01 7.000000 396.00 443.02 Agency Mortgage-Backed Securities FNMS 06.500 CL535911 2031-05-01 6.500000 484.16 536.52 Agency Mortgage-Backed Securities FNMS 06.500 CL545759 2032-07-01 6.500000 257.23 289.11 Agency Mortgage-Backed Securities FNMS 06.500 CL545819 2032-08-01 6.500000 221.76 246.66 Agency Mortgage-Backed Securities FNMS 05.500 CL555531 2033-06-01 5.500000 439.46 480.85 Agency Mortgage-Backed Securities FNMS 06.000 GL563308 2029-11-01 6.000000 1232.44 1310.82 Agency Mortgage-Backed Securities FNMS 06.000 K2596721 2032-09-01 6.000000 576.78 619.30 Agency Mortgage-Backed Securities FNMS 06.500 CL596901 2031-07-01 6.500000 389.14 431.23 Agency Mortgage-Backed Securities FNMS 05.250 CL600664 2031-07-01 5.250000 584.68 624.94 Agency Mortgage-Backed Securities FNMS 07.500 GO612038 2032-03-01 7.500000 793.91 849.52 Agency Mortgage-Backed Securities FNMS 05.500 RE618271 2032-02-01 5.500000 2814.02 2801.37 Agency Mortgage-Backed Securities FNMS 06.000 K0623083 2031-12-01 6.000000 1063.85 1133.16 Agency Mortgage-Backed Securities FNMS 06.000 K0638414 2022-03-01 6.000000 1224.48 1237.41 Agency Mortgage-Backed Securities FNMS 04.500 CLAH3282 2041-02-01 4.500000 22337.98 23559.06 Agency Mortgage-Backed Securities FNMS 03.500 CIAH3613 2026-01-01 3.500000 526.70 534.58 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5583 2041-02-01 4.500000 463.21 488.83 Agency Mortgage-Backed Securities FNMS 04.500 CLAH8424 2041-04-01 4.500000 188.28 198.63 Agency Mortgage-Backed Securities FNMS 03.000 CJAJ4084 2026-10-01 3.000000 16207.50 16080.98 Agency Mortgage-Backed Securities FNMS 03.500 CJAJ7718 2026-12-01 3.500000 552.99 559.80 Agency Mortgage-Backed Securities FNMS 04.500 CLAJ8203 2042-01-01 4.500000 453.52 478.63 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ9355 2027-01-01 3.000000 2456.01 2460.97 Agency Mortgage-Backed Securities FNMS 03.000 CIAK0957 2027-01-01 3.000000 1121.12 1123.38 Agency Mortgage-Backed Securities FNMS 03.000 CIAK3264 2027-02-01 3.000000 1165.82 1168.17 Agency Mortgage-Backed Securities FNMS 03.500 CIAK5545 2027-03-01 3.500000 798.52 810.46 Agency Mortgage-Backed Securities FNMS 03.500 CIAK6788 2027-03-01 3.500000 634.85 644.43 Agency Mortgage-Backed Securities FNMS 06.500 CZAL0778 2049-01-01 6.500000 717.44 782.27 Agency Mortgage-Backed Securities FNMS 03.500 CIAL0846 2026-10-01 3.500000 2630.98 2670.33 Agency Mortgage-Backed Securities FNMS 05.000 CTAL0898 2031-02-01 5.000000 68520.54 72890.70 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0160 2041-05-01 4.500000 94.55 99.77 Agency Mortgage-Backed Securities FNMS 05.500 CIAL0517 2025-08-01 5.500000 2447.14 2552.82 Agency Mortgage-Backed Securities FNMS 05.500 CLAL0520 2041-07-01 5.500000 428.43 464.18 Agency Mortgage-Backed Securities FNMS 04.500 CNAL0560 2020-08-01 4.500000 482.32 487.55 Agency Mortgage-Backed Securities FNMS 05.000 CIAL0664 2024-11-01 5.000000 900.78 934.04 Agency Mortgage-Backed Securities FNMS 05.000 CLAL0677 2041-07-01 5.000000 2355.33 2535.17 Agency Mortgage-Backed Securities FNMS 03.500 CIAL1121 2026-12-01 3.500000 717.83 728.56 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1953 2027-01-01 4.500000 295960.53 304682.49 Agency Mortgage-Backed Securities FNMS 03.500 CIAL2224 2027-07-01 3.500000 1831.68 1861.80 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2374 2041-12-01 4.000000 26150.67 27040.34 Agency Mortgage-Backed Securities FNMS 03.500 CQAL2527 2032-08-01 3.500000 1485.09 1491.98 Agency Mortgage-Backed Securities FNMS 03.000 CWAL4435 2028-09-01 3.000000 4048.98 4026.03 Agency Mortgage-Backed Securities FNMS 05.500 CIAL3919 2025-11-01 5.500000 1774.42 1853.34 Agency Mortgage-Backed Securities FNMS 02.000 CIAL4042 2028-08-01 2.000000 17994.88 17318.71 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5369 2044-05-01 4.500000 2899.77 3045.64 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5379 2044-06-01 4.500000 1289.70 1359.65 Agency Mortgage-Backed Securities FNMS 04.000 CRAL5169 2034-04-01 4.000000 26831.69 27736.78 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5213 2044-04-01 4.500000 249.78 262.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAL5939 2043-09-01 3.500000 6146.19 6174.69 Agency Mortgage-Backed Securities FNMS 04.000 CQAL7167 2041-01-01 4.000000 2469.73 2538.37 Agency Mortgage-Backed Securities FNMS 05.000 CQAL6777 2044-07-01 5.000000 415.10 447.18 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6853 2029-11-01 3.500000 7339.37 7474.35 Agency Mortgage-Backed Securities FNMS 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187.82 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0778 2041-06-01 4.500000 4424.37 4555.95 Agency Mortgage-Backed Securities FNMS 04.500 CNMA0204 2019-10-01 4.500000 626.31 633.10 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0212 2039-09-01 4.500000 33221.41 34209.02 Agency Mortgage-Backed Securities FNMS 05.000 CNMA0249 2019-10-01 5.000000 5156.90 5267.54 Agency Mortgage-Backed Securities FNMS 05.000 CKMA0287 2040-01-01 5.000000 7770.01 8079.70 Agency Mortgage-Backed Securities FNMS 04.500 CNMA0300 2019-12-01 4.500000 2820.28 2850.88 Agency Mortgage-Backed Securities FNMS 04.000 CNMA0502 2020-08-01 4.000000 2521.11 2595.66 Agency Mortgage-Backed Securities FNMS 05.500 CLMA0519 2040-08-01 5.500000 1789.54 1970.88 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0547 2040-09-01 4.500000 2587.84 2665.37 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0616 2031-01-01 4.000000 1347.37 1387.95 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1688 2033-12-01 3.500000 22349.35 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1628.03 Agency Mortgage-Backed Securities GNII SF 796535 C 2039-04-20 5.500000 3605.75 3912.84 Agency Mortgage-Backed Securities GNII SF AA0048 C 2042-04-20 3.740000 47305.13 47707.98 Agency Mortgage-Backed Securities GNII SF AA0236 C 2042-05-20 3.500000 3394.66 3419.13 Agency Mortgage-Backed Securities GNMI SF AA5350 X 2027-06-15 2.500000 32822.93 32073.40 Agency Mortgage-Backed Securities GNMI SF AA4705 X 2043-03-15 3.000000 222.31 218.71 Agency Mortgage-Backed Securities GNII SF AA5878 C 2042-12-20 3.000000 2278.05 2236.80 Agency Mortgage-Backed Securities GNII SF AB9465 C 2042-11-20 3.500000 52044.64 52431.14 Agency Mortgage-Backed Securities GNII JM MA0821 M 2028-02-20 2.500000 2220.52 2131.76 Agency Mortgage-Backed Securities GNII JM MA0822 M 2027-11-20 3.000000 1974.33 1942.58 Agency Mortgage-Backed Securities GNII JM MA0015 M 2042-04-20 3.000000 929.88 905.61 Agency Mortgage-Backed Securities GNII JM MA0016 M 2042-03-20 3.500000 1579.90 1576.99 Agency Mortgage-Backed Securities 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4998.06 Agency Mortgage-Backed Securities GNII SF MA1679 M 2044-02-20 4.500000 1556.39 1644.21 Agency Mortgage-Backed Securities GNII JM MA1751 M 2044-03-20 3.500000 194.26 193.90 Agency Mortgage-Backed Securities GNII JM MA0906 M 2028-04-20 3.500000 739.69 743.99 Agency Mortgage-Backed Securities GNII SF MA0935 M 2043-04-20 4.000000 9059.88 9387.58 Agency Mortgage-Backed Securities GNII SF MA1092 M 2043-06-20 4.500000 7768.20 8188.53 Agency Mortgage-Backed Securities GNII JM MA1082 M 2043-06-20 3.000000 39324.56 38300.13 Agency Mortgage-Backed Securities GNII JM MA1151 M 2043-07-20 4.000000 345.72 352.49 Agency Mortgage-Backed Securities GNII SF MA1135 M 2028-07-20 3.500000 3441.52 3523.90 Agency Mortgage-Backed Securities GNII JM MA1217 M 2043-08-20 3.000000 17254.46 16804.76 Agency Mortgage-Backed Securities GNII JM MA1218 M 2043-08-20 3.500000 399.13 398.39 Agency Mortgage-Backed Securities GNII SF MA1224 M 2043-08-20 3.500000 4556.49 4618.32 Agency Mortgage-Backed Securities GNII SF MA1226 M 2042-06-20 4.500000 6227.94 6575.56 Agency Mortgage-Backed Securities GNII SF MA1376 M 2043-10-20 4.000000 3362.96 3490.79 Agency Mortgage-Backed Securities GNII JM MA1370 M 2043-10-20 5.000000 6459.41 6660.48 Agency Mortgage-Backed Securities GNII SF MA1447 M 2043-11-20 3.000000 1946.86 1925.69 Agency Mortgage-Backed Securities GNII JM MA1512 M 2043-11-20 3.500000 1407.27 1404.68 Agency Mortgage-Backed Securities GNII SF MA1599 M 2044-01-20 3.000000 3944.03 3901.13 Agency Mortgage-Backed Securities GNII JM MA1591 M 2044-01-20 3.500000 2632.64 2627.79 Agency Mortgage-Backed Securities GNII JM MA2591 M 2045-02-20 3.500000 4438.59 4430.42 Agency Mortgage-Backed Securities GNII SF MA2600 M 2045-02-20 3.000000 2495.14 2467.23 Agency Mortgage-Backed Securities GNII SF MA2604 M 2045-02-20 5.000000 692.33 739.53 Agency Mortgage-Backed Securities GNII SF MA2675 M 2044-06-20 2.000000 5749.65 5051.16 Agency Mortgage-Backed Securities GNII SF MA2678 M 2045-03-20 3.500000 4239.36 4273.37 Agency Mortgage-Backed Securities GNII SF MA2073 M 2044-07-20 3.500000 1198.66 1211.05 Agency Mortgage-Backed Securities GNII JM MA2139 M 2044-08-20 3.500000 12223.79 12201.30 Agency Mortgage-Backed Securities GNII JM MA2217 M 2044-09-20 4.500000 437.04 453.89 Agency Mortgage-Backed Securities GNII SF MA2312 M 2030-03-20 8.000000 298.57 325.23 Agency Mortgage-Backed Securities GNII SF MA2304 M 2044-10-20 4.000000 1458.88 1510.03 Agency Mortgage-Backed Securities GNII SF MA2371 M 2044-11-20 3.500000 2948.86 2971.84 Agency Mortgage-Backed Securities GNII JM MA2435 M 2044-12-20 3.500000 2367.75 2363.39 Agency Mortgage-Backed Securities GNII SF MA2448 M 2044-12-20 5.000000 974.83 1041.37 Agency Mortgage-Backed Securities GNII JM MA2511 M 2045-01-20 3.500000 5607.93 5597.61 Agency Mortgage-Backed Securities GNII JM MA3514 M 2046-03-20 4.500000 1228.90 1276.29 Agency Mortgage-Backed Securities GNII SF MA3527 M 2038-12-20 6.500000 2093.69 2336.59 Agency Mortgage-Backed Securities GNII 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Agency Mortgage-Backed Securities GNII SF MA3037 M 2045-08-20 5.000000 586.89 626.90 Agency Mortgage-Backed Securities GNII SF MA3176 M 2045-10-20 5.000000 1531.83 1636.53 Agency Mortgage-Backed Securities GNII JM MA3167 M 2045-10-20 4.500000 1029.26 1069.15 Agency Mortgage-Backed Securities GNII JM MA3238 M 2045-11-20 4.500000 808.26 839.70 Agency Mortgage-Backed Securities GNII SF MA3249 M 2037-12-20 6.000000 4432.97 4828.24 Agency Mortgage-Backed Securities GNII SF MA3250 M 2033-01-20 6.500000 4175.25 4594.63 Agency Mortgage-Backed Securities GNII JM MA3304 M 2045-11-20 4.500000 511.15 530.04 Agency Mortgage-Backed Securities GNII SF MA3311 M 2045-12-20 4.000000 989.21 1023.93 Agency Mortgage-Backed Securities GNII SF MA3316 M 2038-10-20 6.500000 6372.89 7191.39 Agency Mortgage-Backed Securities GNII JM MA3447 M 2046-02-20 4.500000 1443.71 1499.84 Agency Mortgage-Backed Securities GNII SF MA4456 M 2037-10-20 6.000000 12338.93 13389.62 Agency Mortgage-Backed Securities GNII JM MA3867 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GNII SF 003672 M 2020-02-20 4.500000 864.30 875.20 Agency Mortgage-Backed Securities GNII SF 003722 M 2035-06-20 4.500000 2892.68 3034.74 Agency Mortgage-Backed Securities GNII SF 003724 M 2035-06-20 5.500000 4084.64 4476.30 Agency Mortgage-Backed Securities GNII SF 003736 M 2035-07-20 5.500000 570.87 625.51 Agency Mortgage-Backed Securities GNII SF 003774 M 2035-10-20 5.500000 1072.38 1172.28 Agency Mortgage-Backed Securities GNII SF 003781 M 2020-11-20 5.500000 72.99 74.38 Agency Mortgage-Backed Securities GNII SF 003849 M 2036-05-20 4.500000 7907.87 8250.67 Agency Mortgage-Backed Securities GNII SF 003851 M 2036-05-20 5.500000 870.39 941.34 Agency Mortgage-Backed Securities GNII SF 003837 M 2021-04-20 6.000000 83.02 83.46 Agency Mortgage-Backed Securities GNII SF 003882 M 2021-07-20 5.000000 522.63 549.00 Agency Mortgage-Backed Securities GNII SF 003864 M 2036-06-20 5.500000 604.95 652.60 Agency Mortgage-Backed Securities GNII SF 003878 M 2036-07-20 5.500000 176.90 190.77 Agency 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626.47 Agency Mortgage-Backed Securities GNII JM 004691 M 2040-05-20 4.500000 4044.30 4199.50 Agency Mortgage-Backed Securities GNII FS 004670 M 2040-04-20 4.000000 1561.87 1558.08 Agency Mortgage-Backed Securities GNII JM 004673 M 2040-04-20 4.500000 610.26 633.99 Agency Mortgage-Backed Securities GNII JM 004674 M 2040-04-20 5.000000 948.04 999.89 Agency Mortgage-Backed Securities GNN2 004675M 2040-04-20 5.500000 3073.24 3194.60 Agency Mortgage-Backed Securities GNII SF 004681 M 2040-04-20 6.000000 649.53 719.88 Agency Mortgage-Backed Securities GNII SF 004695 M 2040-05-20 4.000000 1872.52 1951.78 Agency Mortgage-Backed Securities GNII JM 004710 M 2040-06-20 5.000000 1129.03 1174.20 Agency Mortgage-Backed Securities GNII SF 004713 M 2040-06-20 4.500000 1329.98 1401.88 Agency Mortgage-Backed Securities GNII SF 004725 M 2025-07-20 4.000000 6377.30 6587.12 Agency Mortgage-Backed Securities GNII JM 004736 M 2040-07-20 4.000000 990.88 1010.27 Agency Mortgage-Backed Securities GNII JM 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GNII SP 782909 M 2039-09-20 5.500000 119.36 127.27 Agency Mortgage-Backed Securities GNMI JP 783112 X 2022-09-15 5.500000 119.56 123.24 Agency Mortgage-Backed Securities GNMI JP 783209 X 2026-01-15 3.000000 12040.13 12098.43 Agency Mortgage-Backed Securities GNII SP 783284 M 2040-06-20 5.500000 2926.34 3149.97 Agency Mortgage-Backed Securities GNII SP 783418 C 2040-06-20 5.000000 2459.25 2558.72 Agency Mortgage-Backed Securities GNMI SF 615748 X 2023-08-15 6.000000 274.61 295.31 Agency Mortgage-Backed Securities GNMI SF 615885 X 2033-08-15 4.500000 464.01 486.72 Agency Mortgage-Backed Securities GNII SF 616755 C 2024-12-20 5.500000 8424.59 8945.85 Agency Mortgage-Backed Securities GNII SF 618381 C 2021-09-20 3.500000 7876.05 8011.54 Agency Mortgage-Backed Securities GNII SF 618413 C 2031-09-20 4.000000 54508.04 56550.52 Agency Mortgage-Backed Securities GNII SF 618834 C 2033-07-20 5.500000 615.90 654.23 Agency Mortgage-Backed Securities GNMI SF 621701 X 2033-10-15 4.500000 626.78 659.19 Agency Mortgage-Backed Securities GNMI SF 627185 X 2034-04-15 5.000000 1092.67 1161.69 Agency Mortgage-Backed Securities GNII SF 628389 C 2035-03-20 5.500000 3375.72 3586.74 Agency Mortgage-Backed Securities GNII SF 628390 C 2035-06-20 5.500000 1073.85 1141.01 Agency Mortgage-Backed Securities GNMI SF 629971 X 2034-06-15 5.000000 456.18 480.77 Agency Mortgage-Backed Securities GNMI SF 631131 X 2034-08-15 6.000000 12631.72 14010.43 Agency Mortgage-Backed Securities GNMI SF 651991 X 2021-05-15 5.500000 211.09 212.15 Agency Mortgage-Backed Securities GNMI SF 658020 X 2036-07-15 7.000000 369.95 412.07 Agency Mortgage-Backed Securities GNMI SF 675661 X 2040-08-15 4.000000 14.96 15.44 Agency Mortgage-Backed Securities GNMI SF 685785 X 2038-05-15 5.000000 512.09 546.38 Agency Mortgage-Backed Securities GNII SF 686743 C 2038-05-20 5.500000 2411.62 2597.03 Agency Mortgage-Backed Securities GNMI SF 687710 X 2038-07-15 5.000000 918.66 972.23 Agency Mortgage-Backed Securities GNMI SF 687736 X 2023-07-15 5.500000 363.73 376.27 Agency Mortgage-Backed Securities GNMI SF 692284 X 2039-08-15 5.000000 426.83 456.32 Agency Mortgage-Backed Securities GNMI SF 692830 X 2039-12-15 4.500000 1680.67 1782.93 Agency Mortgage-Backed Securities GNII BD 693978 C 2038-07-20 4.500000 8.02 8.20 Agency Mortgage-Backed Securities GNMI SF 695245 X 2038-09-15 5.000000 3004.07 3152.41 Agency Mortgage-Backed Securities GNMI SF 698391 X 2039-07-15 4.000000 1874.10 1925.74 Agency Mortgage-Backed Securities GNMI SF 698103 X 2039-04-15 5.000000 163.26 174.51 Agency Mortgage-Backed Securities GNMI SF 699895 X 2040-10-15 4.000000 938.67 965.09 Agency Mortgage-Backed Securities GNII BD 701705 C 2039-02-20 5.000000 211.37 221.39 Agency Mortgage-Backed Securities GNMI SF 704767 X 2039-11-15 4.000000 2971.70 3053.59 Agency Mortgage-Backed Securities GNII SF 712335 C 2039-09-20 5.000000 3859.44 4066.31 Agency Mortgage-Backed Securities GNMI SF 712612 X 2039-07-15 4.000000 1080.01 1109.77 Agency Mortgage-Backed Securities 05.500 FGPC G30406 G 2028-07-01 5.500000 2710.90 2910.51 Agency Mortgage-Backed Securities 02.500 FGPC G16258 G 2032-06-01 2.500000 283187.60 275916.04 Agency Mortgage-Backed Securities 03.500 FGPC G16545 G 2032-09-01 3.500000 808339.32 819820.34 Agency Mortgage-Backed Securities 03.500 FGPC G08816 G 2048-06-01 3.500000 32351.91 32273.56 Agency Mortgage-Backed Securities 03.000 FGPC G08626 G 2045-02-01 3.000000 2361.67 2302.16 Agency Mortgage-Backed Securities 04.000 FGPC G18693 G 2033-05-01 4.000000 16922.42 17454.48 Agency Mortgage-Backed Securities 03.500 FGPC J36200 G 2032-02-01 3.500000 442474.26 448806.17 Agency Mortgage-Backed Securities 03.500 FGPC Q40087 G 2046-04-01 3.500000 795.74 797.31 Agency Mortgage-Backed Securities 03.000 FGPC Q43617 G 2046-10-01 3.000000 1197594.07 1164294.17 Agency Mortgage-Backed Securities 03.500 FGPC Q52093 G 2047-11-01 3.500000 276367.33 275718.48 Agency Mortgage-Backed Securities 04.500 FGPC G61260 G 2046-04-01 4.500000 3205.78 3370.55 Agency Mortgage-Backed Securities 04.500 FGPC G61477 G 2045-12-01 4.500000 222843.42 234129.32 Agency Mortgage-Backed Securities FNMS 09.000 GO252001 2026-09-01 9.000000 78.75 79.82 Agency Mortgage-Backed Securities FNMS 06.750 GL326386 2024-05-01 6.750000 121.45 128.19 Agency Mortgage-Backed Securities FNMS 04.500 CLAI4287 2041-06-01 4.500000 2080.18 2195.38 Agency Mortgage-Backed Securities FNMS 03.500 CLAL3605 2043-05-01 3.500000 2131.95 2144.64 Agency Mortgage-Backed Securities FNMS 03.000 CIAL9996 2032-04-01 3.000000 590335.39 588430.58 Agency Mortgage-Backed Securities FNMS 03.500 CIAZ5667 2030-07-01 3.500000 814063.75 826760.88 Agency Mortgage-Backed Securities FNMS 05.500 CI818057 2022-04-01 5.500000 293.19 300.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4623 2048-02-01 4.000000 8243.59 8432.26 Agency Mortgage-Backed Securities FNMS 03.500 CTBM1971 2035-12-01 3.500000 338066.15 343613.89 Agency Mortgage-Backed Securities FNMS 03.000 CWBM3809 2032-03-01 3.000000 76272.11 75841.35 Agency Mortgage-Backed Securities FNMS 03.500 CICA0960 2032-12-01 3.500000 16967.34 17221.13 Agency Mortgage-Backed Securities FNMS 03.500 CICA1603 2032-03-01 3.500000 283253.34 288459.31 Agency Mortgage-Backed Securities FNMS 04.500 CL890719 2042-08-01 4.500000 2580.20 2722.77 Agency Mortgage-Backed Securities FNMS 05.000 CL930635 2039-03-01 5.000000 4022.65 4295.88 Agency Mortgage-Backed Securities FNMS 04.500 CLAC6608 2039-11-01 4.500000 602.69 635.71 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3427 2033-07-01 4.000000 2115000.00 2181667.15 Agency Mortgage-Backed Securities GNII SF AL5503 C 2045-03-20 3.500000 2126.45 2140.34 Agency Mortgage-Backed Securities GNII SF 003644 M 2019-09-20 4.000000 1237.72 1270.48 Agency Mortgage-Backed Securities GNII JM 004902 M 2040-12-20 3.500000 2110.95 2107.31 Agency Mortgage-Backed Securities GNMI SF 718245 X 2039-10-15 5.000000 261.70 274.51 Agency Mortgage-Backed Securities GNMI SF 557349 X 2031-05-15 7.000000 285.35 289.81 Agency Mortgage-Backed Securities GNMI SF 568312 X 2032-07-15 6.000000 1826.75 2005.42 Agency Mortgage-Backed Securities GNMI SF 619189 X 2035-01-15 5.000000 1572.52 1651.64 Agency Mortgage-Backed Securities GNMI SF 625686 X 2034-01-15 6.000000 1115.40 1226.74 Agency Mortgage-Backed Securities 2 3/8 NOTE E 24 2024-08-15 2.375000 50382.00 49644.08 U.S. Treasuries (including strips) Y 2018-07-02 2018-07-02 2018-07-02 N N N 0.0215 27000000.00 27000000.00 0.0534 N Y Y N NATL BANKOF KUWAIT NY NATL BANKOF KUWAIT NY 1.910000% 986HJP006 0000000000 986HJP006 Non-Negotiable Time Deposit Y 2018-07-02 2018-07-02 2018-07-02 N N N 0.0194 14025000.00 14025000.00 0.0277 N Y Y N CREDIT INDUSTRIEL ET COMM CREDIT INDUSTRIEL ET COMM ACI13DJ27 Certificate of Deposit Y 2018-08-20 2018-08-20 2018-08-20 N N N 0.0231 1993817.61 1993817.60 0.0039 N N N N Wells Fargo Funds Trust 2018-07-09 David Berardi David Berardi Assistant Treasurer