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Total Holdings – Equity, Fixed Income, and Asset Allocation Funds

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Wells Fargo Government Securities Fund

Holdings as of 3/31/2016
Portfolio holdings are subject to change and may have changed since the date specified.

This information should not be construed as a recommendation, offer or solicitation for the purchase or sale of any security or financial instrument. Securities lending collateral positions are not included.

Consult a fund's Annual or Semi-Annual Reports for complete information on derivative transactions and holdings.

Holdings
SecurityCusipTickerAmount
U.S. Treasury N/b912828XE5N/A$101,649,132.76
U.S. Treasury N/b912828RU6N/A$93,214,365.00
U.S. Treasury N/b912828UN8N/A$84,165,238.01
Fnma01F040644N/A$62,148,079.99
Wells Fargo Govt MM Select Class 3802976RXG000N/A$60,104,333.51
Wi Treasury N/b912828VC1N/A$58,997,109.00
U.S. Treasury N/b912810RN0N/A$58,491,130.92
Fnma01F042640N/A$49,792,291.37
Fnma Pool 1322 Fn Fixed3138LDPG2N/A$45,297,431.73
Fndn962BADII5N/A$45,297,431.73
Gnma21H032647N/A$38,804,067.19
FNMA POOL AD0172 FN 04/16 FIXED VAR31418MFN7N/A$34,746,740.90
Fnma Pool As6389 Fn3138WGC36N/A$33,541,823.94
FNMA POOL AY1759 FN 02/45 FIXED 3.53138YE5V5N/A$24,677,031.14
Gnma II Pool Ma2960 G236179RJD2N/A$24,579,318.63
FED HOME LN DISCOUNT NT DISCOUNT NOT 07/16 0.00000313384ZB8N/A$21,978,660.00
FNMA01F030447N/A$19,979,275.50
FNMA31418XGC6N/A$19,790,933.77
U.S. Treasury N/B912810RM2N/A$18,721,029.41
Fnma01F022444N/A$18,674,592.51
FNMA01F060642N/A$17,759,805.71
FANNIE MAE NOTES 09/24 2.6253135G0ZR7N/A$16,902,160.00
U.S. Treasury N/B912828K58N/A$16,543,931.25
FED HM LN PC POOL G08676 FG 11/45 FIXED 3.53128MJXE5N/A$16,378,422.76
FNMA POOL AS6181 FN 11/45 FIXED 33138WF2P0N/A$15,074,749.69
FNMA POOL AS6310 FN 12/45 FIXED 3.53138WGAL8N/A$14,852,736.84
Gnma21H040640N/A$14,066,088.99
U.S. Treasury N/b912828P95N/A$12,470,946.84
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2015 SN1 A302006XAD9N/A$12,369,946.81
Fnma01F030645N/A$12,252,490.43
Fed Hm Ln Pc Pool G08681 Fg3128MJXK1N/A$11,387,278.71
Hashemite Kingdom Of Jor US Govt Guar418097AE1N/A$11,129,503.70
FNMA01F032443N/A$11,099,545.84
Citigroup Commercial Mortgage Trust Series 2006-c5 Class A417310MAE0N/A$10,788,517.15
Fed Hm Ln Pc Pool G08592 Fg3128MJUS7N/A$10,302,067.12
FNMA POOL AS4805 FN 04/45 FIXED 3.53138WEKT5N/A$10,153,800.01
Government National Mortgage Association38375JCJ2N/A$9,784,496.00
FED HM LN PC POOL G08659 FG 08/45 FIXED 3.53128MJWV8N/A$9,618,578.51
MORGAN STANLEY BAML TRUST MSBAM 2015 C23 A461690QAE9N/A$9,088,638.60
Federal Home Loan Mortgage Company3133XFJ49N/A$8,454,786.30
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C33 A446645JAD4N/A$7,963,699.87
Retama Dev-a-rmk-3/9776128PAY7N/A$7,438,847.45
FED HM LN PC POOL G07832 FG 09/44 FIXED 4.53128MAA90N/A$7,100,617.36
Federal Home Ln Mtg Corp Preassign 0015031393RGF1N/A$6,838,960.38
FNMA POOL AL6447 FN 01/26 FIXED VAR3138EPEV2N/A$6,452,742.75
ROYAL BANK OF CANADA COVERED 10/18 278011DAF1N/A$6,449,618.63
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A446644FAD3N/A$6,375,298.18
FNMA POOL MA0876 FN 10/21 FIXED 3.531417Y6N2N/A$6,365,236.32
U.S. Treasury Bond912810EM6N/A$6,341,039.75
Fed Hm Ln Pc Pool G062083128M8GR9N/A$6,281,568.41
Government National Mortgage Association36202FHY5N/A$6,260,063.57
Federal National Mortgage Association31392GVP7N/A$6,258,723.88
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC27 A517323CAE7N/A$6,243,860.46
Federal National Mortgage Association31402QTT8N/A$6,208,458.46
Federal National Mortgage Association31359MGK3N/A$6,171,145.45
FNMA POOL MA0598 FN 12/20 FIXED 3.531417YUY1N/A$5,871,573.44
Federal National Mortgage Association31409LCG8N/A$5,842,238.17
FNMA POOL BC2891 FN 02/46 FIXED 3.53140EXF99N/A$5,720,333.24
GS MORTGAGE SECURITIES TRUST GSMS 2013 G1 A2 144A36197QAC3N/A$5,387,652.54
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE38376RRG3N/A$5,335,000.00
CGBAM COMMERCIAL MORTGAGE TRUS CGBAM 2015 SMRT A 144A12528RAA6N/A$5,117,569.50
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC01 1A3137G1AA5N/A$5,056,392.99
FANNIE MAE NOTES 05/30 0.0000031358DDR2N/A$5,025,620.60
MORGAN STANLEY BAML TRUST MSBAM 2015 C25 A561765TAF0N/A$4,806,832.89
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FH38376RRW8N/A$4,740,000.00
Tenn Valley Authority880591DZ2N/A$4,725,293.82
MORGAN STANLEY BAML TRUST MSBAM 2015 C26 A561690VAZ1N/A$4,508,739.99
FNMA POOL BC0574 FN 12/45 FIXED 3.53140EUT82N/A$4,476,417.71
FNMA POOL FN0002 FN 12/17 FIXED VAR3138NJAC2N/A$4,470,632.05
Government National Mortgage Association38373MUZ1N/A$4,439,393.42
GAHR COMMERICIAL MORTGAGE TRUS GAHR 2015 NRF AFX 144A36143WAJ0N/A$4,333,030.60
CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C3 A312531WBB7N/A$4,296,794.29
FREDDIE MAC MULTIFAMILY VARIAB FMMV M036 A3137BLAR9N/A$4,258,165.88
Federal Home Ln Mtf Corp Ser T 75 Cl A131397JME1N/A$4,198,607.57
Fed Hm Ln Pc Pool G051203128M7AV8N/A$4,182,943.27
Fdic Trust Fdic 2013 R1 A 144a30254QAA0N/A$4,129,574.49
FED HM LN PC POOL Q38031 FG 12/45 FIXED 3.53132QU4R1N/A$3,949,536.46
Federal National Mortgage Association31409KSD0N/A$3,843,510.99
Federal National Mortgage Association31392JYJ2N/A$3,689,613.55
Federal National Mortgage Association31402VRY8N/A$3,608,836.07
Federal National Mortgage Association31381L7G6N/A$3,530,968.74
Federal Home Loan Mortgage Company3137A1MX8N/A$3,527,090.76
CLEVELAND THERMAL LLC 1ST MORTGAGE 11/37 8.25186639AC4N/A$3,448,362.24
VENDEE MORTGAGE TRUST VENDE 2011 1 DA92261WAA8N/A$3,429,815.63
Federal Home Loan Mortgage Company3137ATRX2N/A$3,428,594.29
CLEVELAND THERMAL LLC 1ST MORTGAGE 11/25 7.75186639AB6N/A$3,153,172.04
FNMA POOL AL6958 FN 04/40 FIXED VAR3138EPWU4N/A$3,137,072.92
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H12 HD38375BSC7N/A$3,128,086.01
Federal National Mortgage Association31410ECX4N/A$3,047,940.83
Fspc T-57 2a131394JDB0N/A$2,913,909.86
Federal National Mortgage Association31402Q4S7N/A$2,705,980.51
Fed Hm Ln Pc Pool A93454312941ZT7N/A$2,682,614.63
Federal National Mortgage Association31393BX59N/A$2,645,818.92
FNMA31393BW76N/A$2,631,137.88
Federal National Mortgage Association31409KLJ4N/A$2,611,741.60
FHLMC31396HZR3N/A$2,609,747.20
Ssgn 2010 S1 1a 02/48 Var30250GAA6N/A$2,491,470.83
Federal Natl Mtg Assn Gtd Preassign 00074/ 2002 T16 Cl A31392FDB0N/A$2,365,974.90
Federal National Mortgage Association31359FQJ0N/A$2,358,565.08
Fed Hm Ln Pc Pool G138503128MCQB4N/A$2,332,919.39
Federal National Mortgage Association31409KH75N/A$2,326,509.56
Federal National Mortgage Association31413XR21N/A$2,309,575.66
Treasury Bill912796HX0N/A$2,224,083.30
Federal National Mortgage Association31393U4Q3N/A$2,186,274.30
CLEVELAND THERMAL LLC 1ST MORTGAGE 11/28 8186639AD2N/A$2,140,916.40
Federal National Mortgage Association31402RGW3N/A$2,139,953.99
Federal National Mortgage Association31419ANN3N/A$2,117,828.38
Federal National Mortgage Association31409KVK0N/A$2,057,478.95
Federal National Mortgage Association3139216C7N/A$1,821,392.09
FNMA POOL 257048 FN 01/28 FIXED 631371NP90N/A$1,794,027.83
Federal National Mortgage Association31410GKU6N/A$1,777,563.16
Federal National Mortgage Association31406LMF2N/A$1,757,259.87
FREDDIE MAC FHR 3048 PC31396CSM3N/A$1,753,404.61
Ncua Guaranteed Notes Ngn 2011 R4 1a62889FAA0N/A$1,747,492.42
Federal Home Ln Mtg Corp Preassign 00607 Sr T 57 Cl 1a131394JD87N/A$1,699,355.14
Federal National Mortgage Association31402WLG1N/A$1,686,215.23
Federal National Mortgage Association31403DM30N/A$1,651,610.50
Ncua Guaranteed Notes Ngn 2010 C1 Apt62888XAC8N/A$1,601,919.86
FNMA31396PGQ8N/A$1,556,701.34
FREDDIE MAC FHR 2758 FH31394RV48N/A$1,526,265.07
FNMA POOL AQ7301 FN 01/43 FLOATING VAR3138MPDF9N/A$1,524,592.03
Fhlmc31396HZN2N/A$1,472,899.90
Federal National Mortgage Association31394BZ80N/A$1,445,979.59
Federal Natl Mtg Assn Ser 2005 71 Cl Db31394EVY1N/A$1,434,663.05
Federal National Mortgage Association31403DSD2N/A$1,415,424.15
Federal National Mortgage Association31392D7J5N/A$1,406,040.42
Federal Home Ln Mtg Corp Preassign Ser 2882 Cl Tf31395JKK1N/A$1,400,888.37
FHLMC31392MH47N/A$1,360,312.15
Federal National Mortgage Association31377QDH2N/A$1,335,031.30
Federal National Mortgage Association31410NJ41N/A$1,307,500.05
Federal National Mortgage Association31410GEK5N/A$1,268,636.70
Federal Home Loan Mortgage Company31395HHV5N/A$1,253,529.73
Federal National Mortgage Association31358SR45N/A$1,228,325.18
FNMA POOL AE4631 FN 10/40 FIXED 531419FED4N/A$1,219,939.06
Fspc T-35 A313398VT3N/A$1,174,520.50
Federal Home Loan Mortgage Company3128LU4A1N/A$1,165,892.47
Fed Hm Ln Pc Pool 1r0005 Zcp3128SGAE0N/A$1,154,673.99
Federal National Mortgage Association31414TJS1N/A$1,142,199.87
Fnma Pool As5699 Fn3138WFKM7N/A$1,131,486.78
Federal National Mortgage Association31413VZH3N/A$1,124,118.62
Federal National Mortgage Association31407MZ99N/A$1,101,845.51
Federal National Mortgage Association31409L6N0N/A$1,095,062.67
Federal National Mortgage Association31410F4R3N/A$1,073,452.30
Fnma31392DUF7N/A$1,033,552.27
Government National Mortgage A Gnr 2007 35 Nf38375KPQ9N/A$1,005,216.14
Federal National Mortgage Association31402CWJ7N/A$998,578.93
Government National Mortgage Association38373MU99N/A$995,305.95
Government National Mortgage A Gnr 2007 69 D38373MM23N/A$984,109.12
Federal National Mortgage Association31393CY31N/A$967,565.58
Federal National Mortgage Association31394BFN9N/A$964,043.64
Federal Natl Mtg Assn Preassign 00478 2003 W1 Cl 1a131392GVX0N/A$954,114.61
Fed Hm Ln Pc Pool C0383231292LHH1N/A$916,325.52
Federal National Mortgage Association31393XFT9N/A$916,122.20
Federal National Mortgage Association31410KDB7N/A$915,810.18
Fspc T-23 A3133TNGH1N/A$864,440.11
Fdic Trust Fdic 2010 R1 A 144a30250RAA2N/A$849,933.91
Federal Natl Mtg Assn Ser 2007 W10 Cl 2a31396XD35N/A$847,898.55
Federal National Mortgage Association31403DP45N/A$822,017.16
FANNIE MAE FNR 2011 42 A31397SYV0N/A$812,693.31
Federal Home Loan Mortgage Company3128MMAF0N/A$782,464.56
FNMA POOL 889919 FN 05/23 FLOATING VAR31410KVL5N/A$781,229.63
Federal Home Loan Mortgage Company312970WQ5N/A$774,022.83
Federal Natl Mtg Assn Preassign 00891/ 2002 T1 Cl A331392A7C6N/A$761,705.60
FREDDIE MAC FHR 3948 DA3137AG5K2N/A$739,947.59
Federal National Mortgage Association31410DNC0N/A$735,771.32
Federal National Mortgage Association31409LSU0N/A$708,040.27
FREDDIE MAC FHR 4159 AF3137AXWN9N/A$668,093.47
Federal National Mortgage Association31410SNP8N/A$620,717.86
CLEVELAND THERMAL LLC 1ST MORTGAGE 11/18 6.25186639AA8N/A$619,983.59
Fspc T-55 2a131393NTL3N/A$618,917.60
Federal National Mortgage Association31381JFF4N/A$608,980.27
Federal National Mortgage Association3138EGVF8N/A$562,858.74
Federal National Mortgage Association31405ET88N/A$552,828.21
Federal National Mortgage Association31376KB96N/A$535,268.06
Federal National Mortgage Association31393AS40N/A$519,300.66
Vende 1995-2c 3a911760GJ9N/A$497,742.26
Federal National Mortgage Association3136195D6N/A$484,800.97
Federal National Mortgage Association31392A5N4N/A$467,781.31
Federal National Mortgage Association31410GDR1N/A$455,923.14
Federal Home Loan Mortgage Company31335PDV4N/A$455,368.70
Federal National Mortgage Association31381HZL3N/A$429,927.72
Federal National Mortgage Association31402DPF1N/A$428,429.17
Government National Mortgage Association36225AJ92N/A$404,223.44
Federal National Mortgage Association31392JAT6N/A$400,830.11
Federal National Mortgage Association31402DEK2N/A$400,097.43
Federal National Mortgage Association31385HUL4N/A$382,427.06
FANNIE MAE FNR 2007 101 A231396XC69N/A$367,072.84
Federal Home Loan Mortgage Company31335PGA7N/A$350,754.84
Federal National Mortgage Association31371KUD1N/A$349,624.43
Federal National Mortgage Association31385AEG8N/A$338,476.69
Vende 1995-1 4911760FY7N/A$336,578.08
Federal Home Loan Mortgage Company31298WTJ4N/A$334,480.54
Government National Mortgage Association36200NYS4N/A$311,975.72
Federal National Mortgage Association31392CXY5N/A$309,681.85
Federal Home Loan Mortgage Company312969UH9N/A$307,370.12
Federal National Mortgage Association31416JAG6N/A$303,995.15
FANNIE MAE FNR 2009 3 HL31397M2U0N/A$289,576.93
Federal Natl Mtg Assn31403DCQ0N/A$284,460.87
Federal Home Loan Mortgage Company31287RFR5N/A$256,608.41
Federal National Mortgage Association3136A0WP8N/A$242,191.37
Federal National Mortgage Association31381C6N2N/A$234,055.94
FANNIE MAE FNR 2010 140 VA31398SR88N/A$233,092.80
Federal National Mortgage Association31374GDY0N/A$232,855.05
Federal Home Loan Mortgage Company3128MTKE7N/A$229,834.41
Federal Home Loan Mortgage Company312967XX5N/A$226,936.58
Federal Home Loan Mortgage Company3137A2MH1N/A$222,517.92
Government National Mortgage Association36225A6C9N/A$221,310.83
Federal Home Loan Mortgage Company31337ND47N/A$207,127.67
Fspc T-15 A63133THRT6N/A$202,166.56
Federal National Mortgage Association31382NZX3N/A$197,808.43
Federal Home Loan Mortgage Company31292HP65N/A$193,001.07
FNMA POOL AS4774 FN 04/45 FIXED 33138WEJU4N/A$191,750.95
Federal National Mortgage Association31385H5V0N/A$178,684.59
Federal National Mortgage Association31410EFA1N/A$174,321.27
Federal National Mortgage Association31358NRT1N/A$173,474.05
Federal National Mortgage Association31390HLY9N/A$172,399.93
Federal National Mortgage Association31364HJ81N/A$168,514.22
Federal National Mortgage Association31410KXN9N/A$162,711.14
Federal National Mortgage Association31402CB35N/A$159,872.00
Federal National Mortgage Association31371KBU4N/A$158,908.07
Federal National Mortgage Association31358EE81N/A$158,508.67
Federal National Mortgage Association31371KK75N/A$155,943.19
FANNIE MAE FNR 2011 15 HI31397QYB8N/A$155,296.05
Federal Home Loan Mortgage Company31295KSL9N/A$151,303.14
Citigroup Commercial Mortgage Trust Series 2006-c4 Class A317309DAD5N/A$151,166.66
G2 867836202KUB9N/A$149,267.67
Government National Mortgage Association36225BCR7N/A$149,134.04
Federal National Mortgage Association31402BZB3N/A$139,430.71
Federal Home Loan Mortgage Company3129656Q4N/A$135,062.34
Federal National Mortgage Association31371LMP1N/A$133,519.55
Federal Home Loan Mortgage Company31335PDK8N/A$133,007.94
Federal National Mortgage Association313602QY3N/A$131,788.28
FNMA POOL AR2263 FN 02/43 FIXED 3.53138NYQR9N/A$129,714.65
Federal Home Loan Mortgage Company3129656R2N/A$125,900.56
Federal National Mortgage Association31362NYK6N/A$124,695.24
Federal National Mortgage Association31393C6U2N/A$124,167.06
Federal National Mortgage Association3138EGDG6N/A$123,049.77
Federal National Mortgage Association313602NA8N/A$122,603.45
Federal National Mortgage Association31393B6U4N/A$121,525.44
Federal National Mortgage Association31358MHE7N/A$119,684.61
Federal Home Loan Mortgage Company3128H4E88N/A$119,605.51
Federal National Mortgage Association31358EUL4N/A$117,193.53
Federal National Mortgage Association31389UHB8N/A$114,848.43
Federal National Mortgage Association31358GKU0N/A$109,446.03
Federal National Mortgage Association31385A4B0N/A$103,980.75
Federal Home Loan Mortgage Company31348UC98N/A$102,326.18
Fed Hm Ln Pc Pool C9054431335HS95N/A$101,749.58
FANNIE MAE FNR 2010 112 IO31398NH23N/A$101,493.14
Federal National Mortgage Association31402RHV4N/A$100,610.17
G2 871436202KVF9N/A$98,163.68
Federal National Mortgage Association313602MJ0N/A$96,376.23
Federal National Mortgage Association31358FTM1N/A$92,687.73
Government National Mortgage Association36202DZK0N/A$89,689.81
Federal National Mortgage Association31385HSE3N/A$86,065.25
Federal Home Loan Mortgage Company31295NRC4N/A$82,531.84
Federal National Mortgage Association31391SNG1N/A$80,752.41
Government National Mortgage Association36208PLH9N/A$73,594.61
Federal Home Loan Mortgage Company31348S3T9N/A$72,529.83
Federal National Mortgage Association31374TCV9N/A$68,070.44
Federal National Mortgage Association31358HHV0N/A$62,576.53
Fed Hm Ln Pc Pool C0141031292HR71N/A$59,598.93
Federal National Mortgage Association31371KLC3N/A$58,715.70
Federal National Mortgage Association313603PU0N/A$58,690.50
Federal National Mortgage Association31385HU91N/A$58,220.62
Federal National Mortgage Association31400PGE9N/A$52,843.38
Federal Home Loan Mortgage Company31336RVW7N/A$52,702.81
Government National Mortgage Association36223SQ55N/A$51,286.06
Federal National Mortgage Association31372AAP7N/A$45,097.68
Government National Mortgage Association36206G5Q9N/A$44,791.80
Federal National Mortgage Association31391SM49N/A$44,697.77
Federal National Mortgage Association31363WJ71N/A$42,455.06
Federal Home Loan Mortgage Company31283HLR4N/A$42,216.15
Government National Mortgage Association36224UBA4N/A$41,570.18
Federal National Mortgage Association313603MS8N/A$40,732.32
Federal National Mortgage Association31379FCD4N/A$39,242.74
Federal National Mortgage Association31384WEZ9N/A$39,212.41
Federal National Mortgage Association31368HFV0N/A$37,014.46
G2 78010436225ADH0N/A$35,905.21
Federal National Mortgage Association31372PNT2N/A$34,337.38
Federal Home Loan Mortgage Company31292GWG7N/A$34,148.15
Federal National Mortgage Association31400RVL2N/A$33,790.33
Federal National Mortgage Association31358FXM6N/A$33,351.58
Federal Home Loan Mortgage Company31283GK89N/A$32,114.62
Federal National Mortgage Association31384V4W9N/A$31,691.97
Federal National Mortgage Association31376CFK5N/A$31,449.61
Federal Home Loan Mortgage Company31290GV47N/A$27,110.26
Federal Home Loan Mortgage Company31292GQX7N/A$26,779.71
Fed Hm Ln Pc Pool C0048331292GRC2N/A$26,277.14
Fed Hm Ln Pc Pool C1417931292YUC9N/A$25,016.93
Federal National Mortgage Association31373VFA8N/A$24,235.60
Fed Hm Ln Pc Pool D738883128FFJ98N/A$23,722.19
Federal National Mortgage Association31376WN89N/A$23,382.55
Government National Mortgage Association36210STL2N/A$22,501.07
Federal National Mortgage Association31383XH44N/A$22,031.97
Fed Hm Ln Pc Pool G0015931283GE86N/A$21,260.25
Federal National Mortgage Association31362TTW3N/A$20,853.75
Federal Home Loan Mortgage Company31353GN24N/A$19,603.17
Federal National Mortgage Association31385JF37N/A$19,193.33
Fed Hm Ln Pc Pool C0076531292GZ66N/A$19,071.26
Federal National Mortgage Association31358EXX5N/A$18,285.29
Fed Hm Ln Pc Pool G0101931283HDY8N/A$18,225.28
Federal Home Loan Mortgage Company31283GXL6N/A$17,858.69
Government National Mortgage Association36223WLS1N/A$17,776.37
Federal Home Loan Mortgage Company31290LDG9N/A$16,883.06
Government National Mortgage Association36200RSS2N/A$16,320.54
Federal National Mortgage Association31376GWZ4N/A$15,203.06
Fed Hm Ln Pc Pool 54518731354BXQ0N/A$14,696.96
Government National Mortgage Association36224MBP9N/A$14,081.06
Fed Hm Ln Pc Pool G120083128M1DM8N/A$14,072.04
Government National Mortgage Association36224ELH4N/A$13,738.57
Federal National Mortgage Association31376WY53N/A$13,657.27
Federal National Mortgage Association313602BW3N/A$12,171.26
Federal Home Loan Mortgage Company3134013S8N/A$11,956.92
Federal National Mortgage Association313602X82N/A$11,251.16
Federal Home Loan Mortgage Company31281LAM0N/A$11,051.62
Federal National Mortgage Association31376QEX7N/A$10,828.65
Federal National Mortgage Association31364HQU4N/A$10,691.62
Fed Hm Ln Pc Pool D5413231356GSV2N/A$10,688.35
Federal National Mortgage Association31359R6V9N/A$10,525.42
Federal National Mortgage Association31374SYJ4N/A$10,400.29
Fed Hm Ln Pc Pool D5280731356FDL2N/A$10,287.62
Federal Home Loan Mortgage Company31336RVQ0N/A$9,132.83
Government National Mortgage Association38373MVE7N/A$8,665.58
Federal National Mortgage Association31384VRC8N/A$8,566.42
Federal National Mortgage Association31380P4P1N/A$8,425.55
Federal National Mortgage Association31377BPC3N/A$8,199.52
Federal National Mortgage Association31371MVF1N/A$7,750.13
Federal Home Loan Mortgage Company31335GFH3N/A$7,716.01
Federal National Mortgage Association31376PSF3N/A$7,599.88
Fed Hm Ln Pc Pool G1145131283KTG3N/A$7,551.20
Federal National Mortgage Association31382NZY1N/A$7,375.92
Federal National Mortgage Association31408HK20N/A$7,244.14
Federal National Mortgage Association31388PKC4N/A$6,653.15
Fed Hm Ln Pc Pool D736663128FFCB0N/A$6,281.24
Government National Mortgage Association36224TN30N/A$5,529.21
Federal National Mortgage Association31388DX29N/A$5,363.39
Federal Home Loan Mortgage Company31292GJ98N/A$5,285.55
Government National Mortgage Association36219SZ51N/A$5,064.02
Government National Mortgage Association36206WXH3N/A$4,893.99
Fed Hm Ln Pc Pool C0014931292GEW2N/A$4,839.23
Government National Mortgage Association36204JSZ0N/A$4,509.26
Federal Home Loan Mortgage Company31340YEA3N/A$4,416.94
Federal National Mortgage Association31379REQ7N/A$4,312.88
Fed Hm Ln Pc Pool D07418313940G36N/A$3,855.24
Fed Hm Ln Pc Pool D5401031356GN39N/A$3,661.13
Fed Hm Ln Pc Pool D07542313940LX4N/A$3,619.31
Federal National Mortgage Association31371LMR7N/A$3,476.34
Fed Hm Ln Pc Pool A0114431295WHV3N/A$3,368.56
Fed Hm Ln Pc Pool 54916631354GFF3N/A$3,365.10
Fed Hm Ln Pc Pool C0075631292GZV1N/A$3,070.76
Fed Hm Ln Pc Pool 55479331290KKE8N/A$3,061.87
Government National Mortgage Association36212G6Z0N/A$2,847.06
Federal National Mortgage Association31375CZT5N/A$2,778.47
Federal National Mortgage Association31373EVP5N/A$2,776.34
Fed Hm Ln Pc Pool G0048431283GRD1N/A$2,711.52
Federal National Mortgage Association31373THX1N/A$2,705.38
Federal Home Loan Mortgage Company31295WWX2N/A$2,640.48
Federal National Mortgage Association31365DNT8N/A$2,585.39
Federal National Mortgage Association31373EVL4N/A$2,376.53
Fed Hm Ln Pc Pool D767583128FJQK7N/A$2,367.07
Government National Mortgage Association36209FNM7N/A$2,188.38
Fed Hm Ln Pc Pool A0068731295VXQ8N/A$1,754.25
Federal Home Loan Mortgage Company31295WYR3N/A$1,711.45
Fed Hm Ln Pc Pool 54703631354DY93N/A$1,587.53
Fed Hm Ln Pc Pool A0165931295WZY7N/A$1,406.17
Fed Hm Ln Pc Pool C8023531335GHL2N/A$1,404.45
Federal National Mortgage Association31373XRC7N/A$1,389.18
Federal Home Loan Mortgage Company313401XE6N/A$1,317.33
Government National Mortgage Association36213AEG5N/A$1,222.18
Government National Mortgage Association36203CZB1N/A$1,212.49
Federal National Mortgage Association31363WBL8N/A$996.62
Federal National Mortgage Association31371FVX7N/A$991.34
Small Business Administration929MASII0N/A$960.80
Federal National Mortgage Association31383K5L7N/A$913.97
Government National Mortgage Association36217AKQ2N/A$867.09
Federal Home Loan Mortgage Company31292GRP3N/A$792.22
Federal National Mortgage Association31385XFJ1N/A$732.96
Federal National Mortgage Association31361MNR6N/A$712.11
Small Business Administration8359989E7N/A$692.84
Fed Hm Ln Pc Pool D01863313934B83N/A$634.05
Fed Hm Ln Pc Pool C0005431292GBX3N/A$511.42
Fed Hm Ln Pc Pool G0013731283GEJ2N/A$483.30
Federal National Mortgage Association31371FS29N/A$437.65
Federal National Mortgage Association31376KZC3N/A$359.52
Federal National Mortgage Association31376WPV6N/A$311.05
Fed Hm Ln Pc Pool 360077313401R52N/A$287.34
Federal National Mortgage Association313615CB0N/A$239.66
Fed Hm Ln Pc Pool 54740831354EGR1N/A$222.41
Fed Hm Ln Pc Pool 360116313401Z53N/A$217.41
Fed Hm Ln Pc Pool 53831831347WG34N/A$211.73
Fed Hm Ln Pc Pool C0003231292GA97N/A$201.91
Fed Hm Ln Pc Pool C0003831292GBF2N/A$201.64
Federal National Mortgage Association313615BL9N/A$184.27
Federal National Mortgage Association3136145Y1N/A$176.78
Federal Home Loan Mortgage Company31354G5J6N/A$159.18
Fed Hm Ln Pc Pool 360080313401R86N/A$153.25
Federal National Mortgage Association31376KWE2N/A$149.23
Federal National Mortgage Association31373AS28N/A$124.99
Fed Hm Ln Pc Pool 360096313401V24N/A$117.95
Fed Hm Ln Pc Pool 360071313401Q79N/A$98.83
Government National Mortgage Association362158GG6N/A$93.34
Government National Mortgage Association36204KNP4N/A$84.03
Fed Hm Ln Pc Pool C0000431292GAD8N/A$75.01
Fed Hm Ln Pc Pool C0000131292GAA4N/A$63.93
Fed Hm Ln Pc Pool 53102531347ND60N/A$61.88
Fed Hm Ln Pc Pool 360110313401W72N/A$57.68
Fed Hm Ln Pc Pool 53093531347NBC9N/A$53.15
Government National Mortgage Association38373MPG9N/A$41.70
Fed Hm Ln Pc Pool 360117313401Z61N/A$41.11
Fed Hm Ln Pc Pool 360114313401Z38N/A$32.80
Federal Home Loan Mortgage Company313401WC1N/A$30.70
Fed Hm Ln Pc Pool 3601223134012B6N/A$29.68
Fed Hm Ln Pc Pool 55439531290J3C4N/A$25.07
Fed Hm Ln Pc Pool 360108313401W56N/A$22.90
Fed Hm Ln Pc Pool 53373631347REH6N/A$20.74
Federal Home Loan Mortgage Company31295WSX7N/A$20.72
Fed Hm Ln Pc Pool 55317831290HQ74N/A$16.79
Federal Home Loan Mortgage Company31347WG67N/A$15.95
Fed Hm Ln Pc Pool 30664231345JLX3N/A$14.91
Fed Hm Ln Pc Pool 360104313401V99N/A$8.73
Fed Hm Ln Pc Pool 360109313401W64N/A$7.27
Federal Home Loan Mortgage Company313401P70N/A$7.16
Federal Home Loan Mortgage Company313401H53N/A$6.32
Fed Hm Ln Pc Pool C0119731292HKJ2N/A$5.42
Government National Mortgage Association38373MER7N/A$4.57
Federal Home Loan Mortgage Company313401U33N/A$3.94
Fed Hm Ln Pc Pool 360008313401YL9N/A$3.67
Fed Hm Ln Pc Pool 170189313401VR9N/A$2.64
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
06-30-2016139.00Long US 5YR Note (cbt)(259.22)
06-21-201636.00Short US 10YR Note (cbt)(36,061.20)
06-30-2016200.00Short US 2YR Note (cbt)37,120.00
06-21-20168.00Short US Long Bond(cbt)(1,068.10)