Back to Holdings

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

Select a fund below to view the most recent complete holdings. Click here to view the most recent top holdings.





Wells Fargo Income Plus 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
Gnma21H032647N/A$12,353,235.94
Fnma Pool As5699 Fn3138WFKM7N/A$9,938,115.25
Wells Fargo Cash Investment Money Market Fund9499999G3N/A$9,774,227.70
Fnma01F040644N/A$7,524,032.38
Fnma Pool As6389 Fn3138WGC36N/A$7,459,384.57
Gnma II Pool Ma2960 G236179RJD2N/A$6,058,388.63
U.S. Treasury N/b912810RB6N/A$5,660,737.17
Fed Hm Ln Pc Pool G08681 Fg3128MJXK1N/A$5,610,596.30
U.S. Treasury N/b912828P46N/A$5,506,681.55
Fed Hm Ln Pc Pool G08592 Fg3128MJUS7N/A$5,474,192.97
Fnma01F022444N/A$4,984,340.11
U.S. Treasury N/b912810RP5N/A$4,946,221.38
CNH EQUIPMENT TRUST CNH 2015 A A312592WAC2N/A$4,665,174.96
Mex Bonos Desarr Fix Rt Bonds982VNEII1N/A$4,285,274.92
NEW JERSEY ST ECON DEV AUTH LE NJSDEV 02/19 ZEROCPNOID 0645913AX2N/A$3,913,527.50
FNMA31418XGC6N/A$3,542,888.27
U.S. Treasury N/b 11/42 2.75912810QY7N/A$3,382,500.00
Gnma21H040640N/A$3,357,470.12
COMM MORTGAGE TRUST COMM 2014 CR20 A412592LBJ0N/A$3,229,277.26
MORGAN STANLEY BAML TRUST MSBAM 2015 C23 A461690QAE9N/A$3,207,754.80
Fnma01F030645N/A$3,179,800.78
Federal National Mortgage Association31381QUP9N/A$3,093,018.81
FNMA POOL AS6181 FN 11/45 FIXED 33138WF2P0N/A$3,043,307.56
Western Power Di92931DAE2N/A$2,974,388.94
Banc Amer Coml Mtg Incorporated 2007 1 Mtg Passt Ctf Cl Amfx059497BA4N/A$2,966,861.19
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C33 A446645JAD4N/A$2,797,477.34
Verizon Communications Sr Unsecured92343VBT0N/A$2,768,826.49
Citibank Credit Card Issuance Cccit 2014 A6 A617305EFS9N/A$2,707,461.01
FREMF MORTGAGE TRUST FREMF 2015 K44 B 144A30292NAG8N/A$2,669,393.01
Macquarie Group Ltd Fixed 655608JAC2N/A$2,607,698.67
NISSAN AUTO LEASE TRUST NALT 2015 B A465478TAE2N/A$2,607,616.96
CROWN CASTLE TOWERS LLC SR SECURED 144A 05/42 3.22222822RBB5N/A$2,603,900.00
FREMF MORTGAGE TRUST FREMF 2013 K30 B 144A30291KAN0N/A$2,526,395.47
Protective Life Corp743674AY9N/A$2,493,741.43
Federal Home Loan Mortgage Company31392MH39N/A$2,475,461.61
HBOS PLC SUBORDINATED 144A 05/18 6.754041A2AH7N/A$2,395,469.34
BANCO NACIONAL COMERCIO SR UNSECURED 144A 10/25 4.37505970AAA0N/A$2,366,450.00
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC27 A517323CAE7N/A$2,357,999.50
MORGAN STANLEY CAPITAL I TRUST MSC 2008 T29 A461757LAE0N/A$2,314,748.67
MCGRAW HILL FINANCIAL IN COMPANY GUAR 06/25 4580645AH2N/A$2,256,731.05
ALLIED WORLD ASSURANCE COMPANY GUAR 10/25 4.3501959EAC2N/A$2,255,499.00
San Jose CA Arpt Revenue Sjsapt 03/41 Fixed Oid798136TS6N/A$2,249,300.00
THOMSON REUTERS CORP SR UNSECURED 02/17 1.3884903BN4N/A$2,214,043.09
MICHIGAN ST FIN AUTH REVENUE MISFIN 11/22 FIXED 7.18859447PDB4N/A$2,207,516.25
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 CB18 AMFL46629YAG4N/A$2,192,024.64
FED HM LN PC POOL Q38031 FG 12/45 FIXED 3.53132QU4R1N/A$2,170,418.97
FNMA31394AB54N/A$2,123,823.27
FIDELITY NATIONAL INFORM SR UNSECURED 10/22 4.531620MAQ9N/A$2,122,711.11
SANTANDER ISSUANCES COMPANY GUAR 11/25 5.17980281TAE8N/A$2,064,743.19
Omnicom Group Incorporated681919AY2N/A$2,061,623.20
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/26 3.65035242AP1N/A$2,055,973.80
Indonesia Government SrACI06SFY7N/A$2,053,364.25
Cf Industries Holdings Incorporated12527GAA1N/A$2,045,746.44
Verisk Analytics Incorporated Fixed92345YAA4N/A$2,028,591.89
COOK CNTY IL COO 11/33 FIXED OID 6.36213185JV4N/A$2,019,488.50
Centerpoint Energy Inc.15189TAQ0N/A$1,996,542.77
HUNTINGTON NATIONAL BANK SR UNSECURED 11/18 2.2446438RR6N/A$1,993,515.65
Fremf Mortgage Trust Fremf 2013 K28 B 144a30291HAE7N/A$1,974,361.78
CARMAX AUTO OWNER TRUST CARMX 2015 3 A314313VAC8N/A$1,972,423.26
WHOLE FOODS MARKET INC SR UNSECURED 144A 12/25 5.2966837AD8N/A$1,965,658.13
JP Morgan Chase Commercial Mor Jpmcc 2007 Ldpx Am46630JAE9N/A$1,963,837.66
Progressive Corporation (the)743315AM5N/A$1,955,187.50
SANTANDER UK GROUP HLDGS SUBORDINATED 144A 09/25 4.7580281LAA3N/A$1,953,169.93
Delphi Corporation Company Guar 5.247126AH8N/A$1,952,387.50
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC01 1A3137G1AA5N/A$1,948,172.44
Natl Life Insurance Vrmt 9/39 Fixed636792AA1N/A$1,941,241.14
ZFS FINANCE USA TRUST II JR SUBORDINA 144A 12/65 VAR98876YAA8N/A$1,916,160.00
North Tex Twy Auth Rev66285WFS0N/A$1,915,467.40
Ford Motor Company345370CA6N/A$1,909,989.36
FIFTH THIRD BANK SR UNSECURED 08/18 2.1531677QBD0N/A$1,900,632.31
INTERPUBLIC GROUP COS SR UNSECURED 04/24 4.2460690BL3N/A$1,866,254.80
FNMA POOL AL7246 FN 08/36 FLOATING VAR3138EQBQ4N/A$1,864,563.21
SKY PLC COMPANY GUAR 144A 09/24 3.75111013AL2N/A$1,832,556.15
Platinum Underwriters Finance Incorporated72766CAD8N/A$1,829,933.45
FREMF MORTGAGE TRUST FREMF 2013 K32 B 144A30291NAE4N/A$1,806,502.31
Prudential Financial Incorporated744320AK8N/A$1,805,387.50
Small Business Administration78403DAF7N/A$1,804,810.46
AMER AIRLN 15 1 B PTT PASS THRU CE 11/24 3.7023770AB6N/A$1,795,067.76
Marathon Oil Corporation565849AF3N/A$1,770,132.75
BPCE SA SUBORDINATED 144A 07/24 5.1505578QAB9N/A$1,762,630.88
COMCAST CORP COMPANY GUAR 03/26 3.1520030NBS9N/A$1,754,169.25
NORDEA BANK AB JR SUBORDINA 144A 12/49 VAR65557CAM5N/A$1,748,700.00
LETRA TESOURO NACIONAL BILLS 01/19 0.00000ACI0BGLS3N/A$1,696,830.89
HALLIBURTON CO SR UNSECURED 11/45 5406216BK6N/A$1,696,534.88
MORGAN STANLEY BAML TRUST MSBAM 2015 C25 A561765TAF0N/A$1,680,006.64
ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.526884TAN2N/A$1,670,166.56
Brookfield Asset Management Incorporated112585AB0N/A$1,665,054.00
MORGAN STANLEY SUBORDINATED 04/27 3.9561761JZN2N/A$1,662,594.58
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/19 2.544891AAE7N/A$1,652,887.12
GAHR COMMERICIAL MORTGAGE TRUS GAHR 2015 NRF AFX 144A36143WAJ0N/A$1,652,645.76
VEREIT OPERATING PARTNER COMPANY GUAR 02/24 4.603879QAF1N/A$1,641,750.00
Ccoh Safari Llc Sr Unsecured 144A14987EAC1N/A$1,614,600.00
DAVITA HEALTHCARE PARTNE COMPANY GUAR 05/25 523918KAR9N/A$1,603,800.00
Corning Incorporated219350AR6N/A$1,602,661.01
GMF FLOORPLAN OWNER REVOLVING GFORT 2015 1 A1 144A361886AA2N/A$1,596,638.72
WR GRACE + CO CONN COMPANY GUAR 144A 10/24 5.625383909AF5N/A$1,584,600.00
DIGITAL REALTY TRUST LP COMPANY GUAR 10/25 4.7525389JAQ9N/A$1,558,360.08
Fed Hm Ln Pc Pool A926663129406B0N/A$1,545,792.25
Endurance Specialty Holdings Ltd.29267HAA7N/A$1,539,405.84
HCA Inc Company Guar404119BR9N/A$1,516,410.00
FNMA POOL AV2653 FN 10/43 FIXED 3.53138XD5P1N/A$1,515,255.69
Ally Auto Receivables Trust Allya 2016 2 A202007XAB2N/A$1,510,684.48
STEEL DYNAMICS INC COMPANY GUAR 08/22 6.375858119AV2N/A$1,508,950.00
Myriad Int Holding Bv Fixed62856RAA3N/A$1,508,377.70
DOLLAR TREE INC COMPANY GUAR 144A 03/23 5.7530706VAA3N/A$1,504,312.50
MORGAN STANLEY JR SUBORDINA 12/49 VAR617474AA9N/A$1,503,268.75
ASHLAND INC COMPANY GUAR 08/22 4.75044209AF1N/A$1,493,887.50
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/49 VAR38148BAB4N/A$1,480,275.00
Transatlantic Holdings 11/39 Fixed 8893521AB0N/A$1,468,949.90
Hess Corporation42809HAB3N/A$1,468,682.88
UNITED RENTALS NORTH AM COMPANY GUAR 11/24 5.75911365BB9N/A$1,460,000.00
AGRIUM INC SR UNSECURED 03/35 4.125008916AQ1N/A$1,447,161.39
TEGNA INC COMPANY GUAR 144A 09/24 5.5364725BC4N/A$1,447,150.00
MAGELLAN MIDSTREAM PARTN SR UNSECURED 03/26 5559080AK2N/A$1,428,111.96
CITIGROUP INC JR SUBORDINA 12/49 VAR172967JM4N/A$1,414,875.00
GOLDMAN SACHS GROUP INC SR UNSECURED 05/25 3.7538148LAE6N/A$1,402,867.67
Centurylink Incorporated Sr Unsecured156700AW6N/A$1,392,888.75
Government National Mortgage Association36202FHY5N/A$1,389,816.56
Intl Lease Finance Corp Fixed459745GF6N/A$1,388,581.25
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/24 682967NAS7N/A$1,385,588.16
TC PIPELINES LP SR UNSECURED 03/25 4.37587233QAB4N/A$1,384,499.88
COMM MORTGAGE TRUST COMM 2014 LC17 A512592MBK5N/A$1,384,354.23
California St Cas 04/39 Fixed13063BN81N/A$1,369,023.30
Federal National Mortgage Association31381VAY1N/A$1,361,859.69
CALPINE CORP SR SECURED 144A 01/24 5.875131347CC8N/A$1,338,750.00
CROWN AMER/CAP CORP IV COMPANY GUAR 01/23 4.5228189AB2N/A$1,336,200.00
JP Morgan Chase & Company Jr Subordina Var48124BAC9N/A$1,315,474.00
CVS Pass-through Trust Series T126650BP4N/A$1,304,438.44
MORGAN STANLEY SUBORDINATED 09/26 4.356174467Y9N/A$1,297,256.94
Blackstone Holdings Fina Sr Unsecured 144a09256BAB3N/A$1,286,746.41
REPUBLIC OF PANAMA SR UNSECURED 03/28 3.875698299BF0N/A$1,277,650.00
GENERAL MOTORS CO SR UNSECURED 04/46 6.7537045VAL4N/A$1,273,496.00
BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR060505EN0N/A$1,270,650.00
SOUTHERN POWER CO SR UNSECURED 12/17 1.85843646AN0N/A$1,259,270.00
Delhaize Group24668PAE7N/A$1,245,549.69
Royal Bk Scotland Grp Plc Sub Notes780099CH8N/A$1,245,462.37
PROLOGIS LP COMPANY GUAR 06/26 3BMSKZFII7N/A$1,241,664.88
MGM RESORTS INTL COMPANY GUAR 03/23 6552953CC3N/A$1,238,250.00
SABINE PASS LIQUEFACTION SR SECURED 04/23 5.625785592AD8N/A$1,238,250.00
CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C3 A312531WBB7N/A$1,222,271.06
IMPERIAL BRANDS FINANCE COMPANY GUAR REGS 02/21 2.25ACI07XJX3N/A$1,219,325.64
American Axle & Manufacturing, Incorporated02406PAL4N/A$1,219,062.50
SLM Corporation78442FEJ3N/A$1,218,875.00
BALL CORP COMPANY GUAR 12/23 4.375ACI0JBGS2N/A$1,216,130.41
Adt Corporation Sr Unsecured00101JAF3N/A$1,211,000.00
INEOS GROUP HOLDINGS SA SECURED 144A 02/19 5.87544986UAC3N/A$1,209,000.00
HYUNDAI AUTO RECEIVABLES TRUST HART 2015 A A444890WAD2N/A$1,207,453.98
THERMO FISHER SCIENTIFIC SR UNSECURED 07/22 2.15ACI0FJL38N/A$1,201,940.80
AMERICAN AIRLINES GROUP COMPANY GUAR 144A 03/20 4.62502376RAB8N/A$1,200,500.00
The Hertz Corporation428040CN7N/A$1,200,000.00
COOPERATIEVE RABOBANK UA BANK GUARANT 08/25 4.37521684AAC0N/A$1,199,393.60
ENERGY TRANSFER PARTNERS SR UNSECURED 12/45 6.12529273RBJ7N/A$1,194,035.43
KRAFT HEINZ FOODS CO COMPANY GUAR REGS 06/23 2ACI0DG8X5N/A$1,185,564.15
AMERICAN TOWER CORP SR UNSECURED 02/26 4.403027XAJ9N/A$1,184,855.84
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A2A92867VAB6N/A$1,181,461.95
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A3 144A44928UAD2N/A$1,174,914.19
INTERNATIONAL GAME TECH SR SECURED 144A 02/20 4.125989GTJII0N/A$1,166,347.30
BANK OF AMERICA CORP SUBORDINATED 04/25 3.9506051GFP9N/A$1,165,287.24
MCDONALD S CORP SR UNSECURED REGS 05/22 1.125ACI0CNRD4N/A$1,164,715.55
AT+T INC SR UNSECURED 02/47 5.6500206RCU4N/A$1,159,219.95
UNUM GROUP SR UNSECURED 11/25 3.87591529YAL0N/A$1,157,265.60
ARGOS MERGER SUB INC SR UNSECURED 144A 03/23 7.12504021LAA8N/A$1,155,400.00
Energy Transfer Equity Fixed29273VAC4N/A$1,155,000.00
CHICAGO IL CHI 01/33 FIXED OID 7.375167486VV8N/A$1,148,670.00
JBS USA LLC/JBS USA FINA SR UNSECURED 144A 06/25 5.75466112AR0N/A$1,146,250.00
ABN AMRO BANK NV SUBORDINATED REGS 07/22 7.125ACI026MV7N/A$1,144,018.97
Federal National Mortgage Association31394BZ80N/A$1,138,147.91
BK TOKYO MITSUBISHI UFJ SR UNSECURED REGS 03/22 0.875ACI0BYWG8N/A$1,135,191.60
LENNAR CORP COMPANY GUAR 11/22 4.75526057BN3N/A$1,132,825.00
T MOBILE USA INC COMPANY GUAR 04/23 6.62587264AAL9N/A$1,131,437.50
Cit Group Incorporated Sr Unsecured125581GN2N/A$1,130,875.00
SCHAEFFLER FINANCE BV SR SECURED 144A 05/23 4.75806261AM5N/A$1,125,600.00
TESCO CORP TREASURY SERV COMPANY GUAR REGS 07/19 1.375ACI08QX45N/A$1,125,397.70
GOLDMAN SACHS GROUP INC SUBORDINATED 05/45 5.1538148LAF3N/A$1,117,777.10
WALGREENS BOOTS ALLIANCE SR UNSECURED 11/26 2.125ACI09Y7H7N/A$1,107,463.26
ALLY FINANCIAL INC SR UNSECURED 09/24 5.12502005NAV2N/A$1,104,300.00
VIRGIN MEDIA FINANCE PLC COMPANY GUAR REGS 01/25 4.5ACI0BHGR9N/A$1,099,689.13
RPM INTERNATIONAL INC SR UNSECURED 06/45 5.25749685AU7N/A$1,090,172.60
SEAGATE HDD CAYMAN COMPANY GUAR 12/34 5.7581180WAN1N/A$1,087,052.76
RENAISSANCERE FINANCE COMPANY GUAR 04/25 3.775972YAA9N/A$1,081,770.69
NUMERICABLE SFR SAS SR SECURED 144A 05/24 6.2567054LAC1N/A$1,080,992.50
U.S. Treasury N/b912810RN0N/A$1,078,492.70
Federal National Mortgage Association31413KH79N/A$1,073,037.54
ENDO LTD/FIN LLC/FINCO COMPANY GUAR 144A 07/23 629273EAC2N/A$1,054,200.00
Fed Hm Ln Pc Pool G051203128M7AV8N/A$1,045,025.15
OCCIDENTAL PETROLEUM COR SR UNSECURED 06/45 4.625674599CF0N/A$1,044,061.00
DISCOVER CARD EXECUTION NOTE T DCENT 2014 A4 A4254683BK0N/A$1,036,297.03
INTESA SANPAOLO SPA SUBORDINATED 144A 01/26 5.7146115HAW7N/A$1,036,193.88
Thomson Reuters Corp884903BH7N/A$1,034,110.67
Federal Home Loan Mortgage Company3137ATRX2N/A$1,030,148.63
UNITED CONTINENTAL HLDGS COMPANY GUAR 12/20 6910047AG4N/A$1,002,750.00
Healthsouth Corp Fixed 5.75421924BK6N/A$992,740.00
AES CORP/VA SR UNSECURED 03/24 5.500130HBU8N/A$987,275.00
TESORO LOGISTICS LP/CORP COMPANY GUAR 10/21 6.12588160QAD5N/A$980,000.00
KINDER MORGAN INC/DELAWA COMPANY GUAR 06/45 5.5549456BAH4N/A$977,840.60
Globo Communicacoes Part Sr Unsecured 144a37957TAH4N/A$976,312.50
Metropolitan Washington Dc Apt Aut592643AA8N/A$976,155.30
FIAT CHRYSLER AUTOMOBILE SR UNSECURED 04/23 5.2531562QAF4N/A$974,610.00
Cbre Services Incorporated Company Guar 5.12505BAA8N/A$968,336.30
SINCLAIR TELEVISION GROU COMPANY GUAR 144A 08/24 5.625829259AR1N/A$964,800.00
WILLIAMS PARTNERS/ACMP SR UNSECURED 03/24 4.87500434NAB1N/A$964,594.28
CHUBB INA HOLDINGS INC COMPANY GUAR 11/45 4.3500440EAW7N/A$959,328.48
DISH DBS CORP COMPANY GUAR 05/20 5.12525470XAQ8N/A$957,762.50
KB HOME COMPANY GUAR 09/22 7.548666KAR0N/A$954,750.00
Treasury Bill912796HX0N/A$949,608.60
AMAZON.COM INC SR UNSECURED 12/44 4.95023135AQ9N/A$939,307.88
CONTINENTAL RESOURCES COMPANY GUAR 04/23 4.5212015AL5N/A$924,056.25
Fpl Energy Caith Series 144a302568AA8N/A$907,743.90
MALLINCKRODT FIN/SB COMPANY GUAR 144A 04/20 4.875561233AB3N/A$899,520.00
EXPRESS SCRIPTS HOLDING COMPANY GUAR 02/26 4.530219GAM0N/A$882,744.55
DISCOVERY COMMUNICATIONS COMPANY GUAR 03/26 4.925470DAL3N/A$861,280.79
Select Medical Corp Company Guar816196AQ2N/A$850,500.00
AXIS SPECIALTY FINAN PLC COMPANY GUAR 04/19 2.6505464HAA8N/A$840,078.96
ALTICE LUXEMBOURG SA COMPANY GUAR 144A 05/22 7.7502154VAA9N/A$836,468.00
ASHTEAD CAPITAL INC SECURED 144A 10/24 5.625045054AC7N/A$822,825.00
NEPTUNE FINCO CORP SR UNSECURED 144A 10/25 10.87564072TAA3N/A$819,375.00
Tenet Healthcare Corporation Sr Unsecured88033GCN8N/A$813,875.00
Arcelormittal03938LAF1N/A$813,050.00
COMMSCOPE TECH FINANCE L SR UNSECURED 144A 06/25 620337YAA5N/A$812,000.00
CONCHO RESOURCES INC COMPANY GUAR 04/23 5.520605PAE1N/A$803,600.00
LEGG MASON INC SR UNSECURED 01/44 5.625524901AR6N/A$800,312.07
CEQUEL COM HLDG I/CAP CP SR UNSECURED 144A 12/21 5.12515672WAE4N/A$792,625.00
TOLL BROS FINANCE CORP COMPANY GUAR 04/23 4.37588947EAN0N/A$791,775.00
AVIS BUDGET CAR/FINANCE COMPANY GUAR 144A 04/24 6.375053773BB2N/A$790,000.00
Ardagh Pkg Fin/Hldgs USA Company Guar 144A03969AAE0N/A$772,000.00
Federal National Mortgage Association31415SMA7N/A$756,530.69
PERRIGO FINANCE UNLIMITE COMPANY GUAR 03/26 4.37571429MAB1N/A$746,663.73
British Sky Broadcasting Group PLC111013AH1N/A$737,109.38
ARROW ELECTRONICS INC SR UNSECURED 04/25 4042735BE9N/A$731,067.26
CCO SAFARI II LLC SR SECURED 144A 10/45 6.484161175AP9N/A$729,016.97
CLEAR CHANNEL WORLDWIDE COMPANY GUAR 11/22 6.518451QAM0N/A$696,500.00
PULTEGROUP INC COMPANY GUAR 03/26 5.5745867AW1N/A$684,118.75
BURLINGTN NORTH SANTA FE SR UNSECURED 09/45 4.712189LAX9N/A$651,727.44
SALLY HOLDINGS/SALLY CAP COMPANY GUAR 12/25 5.62579546VAL0N/A$649,650.00
CHICAGO IL CHI 01/44 FIXED 6.314167486SD2N/A$608,971.50
Service Corp Intl Fixed 8817565BU7N/A$585,000.00
Digitalglobe Incorporated Company Guar 144a25389MAD1N/A$577,850.00
Fed Hm Ln Pc Pool A93454312941ZT7N/A$574,120.12
TERRAFORM POWER OPERATIN COMPANY GUAR 144A 02/23 5.87588104LAA1N/A$558,900.00
Fed Hm Ln Pc Pool G052083128M7DM5N/A$554,080.18
FRONTIER COMMUNICATIONS SR UNSECURED 09/21 6.2535906AAP3N/A$531,524.25
FNMA POOL AS4805 FN 04/45 FIXED 3.53138WEKT5N/A$507,087.28
MARATHON PETROLEUM CORP SR UNSECURED 09/44 4.7556585AAH5N/A$504,290.43
LEVEL 3 FINANCING INC COMPANY GUAR 144A 03/26 5.25527298BL6N/A$488,637.50
Federal National Mortgage Association31381R6R0N/A$468,048.67
FREDDIE MAC FHR 2640 G31393WAH2N/A$417,903.34
Federal National Mortgage Association31393E6M6N/A$417,071.77
ACTIVISION BLIZZARD COMPANY GUAR 144A 09/21 5.62500507VAC3N/A$388,962.50
ENSCO PLC SR UNSECURED 03/25 5.229358QAE9N/A$364,812.50
Federal Home Loan Mortgage Company3137A3V30N/A$334,950.62
MASCO CORP SR UNSECURED 04/26 4.375574599BL9N/A$330,885.75
LEVI STRAUSS + CO SR UNSECURED 05/25 552736RBG6N/A$328,250.00
Fspc T-59 2a131394PPV9N/A$322,158.89
Federal National Mortgage Association31416B7C6N/A$310,977.79
NEWFIELD EXPLORATION CO SR UNSECURED 07/24 5.625651290AQ1N/A$304,687.50
Genworth Financial Incorporated37247DAP1N/A$288,750.00
GENWORTH HOLDINGS INC COMPANY GUAR 02/24 4.8372491AB6N/A$285,675.00
NEWFIELD EXPLORATION CO SR UNSECURED 01/26 5.375651290AR9N/A$254,800.00
Federal National Mortgage Association31412TQX4N/A$249,776.34
Federal National Mortgage Association31393CX81N/A$237,304.70
AERCAP IRELAND CAP LTD/A COMPANY GUAR 07/22 4.62500772BAP6N/A$234,600.00
FNMA31408XSQ4N/A$215,653.38
Federal National Mortgage Association31416BS33N/A$210,589.45
Federal National Mortgage Association31417L6K6N/A$208,635.47
Federal National Mortgage Association31418VWW8N/A$197,676.12
Federal National Mortgage Association31402DGY0N/A$195,336.10
Federal National Mortgage Association31394VQB9N/A$179,386.63
Agua Caliente Band of Cahuilla Indians00855LAA7N/A$152,295.22
Fed Hm Ln Pc Pool G046663128M6QT8N/A$120,740.46
Federal National Mortgage Association31410ECX4N/A$116,580.68
Federal National Mortgage Association31410KXN9N/A$109,880.36
Fed Hm Ln Pc Pool G119563128M1BZ1N/A$104,132.95
Government National Mortgage Association38373MU99N/A$72,747.06
Federal National Mortgage Association31410KDB7N/A$70,953.42
Fspc T-57 2a131394JDB0N/A$65,719.88
Federal Home Loan Mortgage Company3128NHML4N/A$60,110.87
Federal National Mortgage Association31402QY39N/A$58,805.24
Federal National Mortgage Association31410FSK2N/A$55,153.87
Federal National Mortgage Association31410DNC0N/A$48,322.03
Federal National Mortgage Association31410NJ41N/A$48,001.67
Financial Asset Securitization Mtg Partn Secs 97namc 2 Cl B31738VCB9N/A$42,641.67
Federal National Mortgage Association31407H4E3N/A$32,077.82
Federal National Mortgage Association31410SNP8N/A$22,299.05
Federal National Mortgage Association31371NNB7N/A$17,494.37
Federal National Mortgage Association31411AKM6N/A$10,905.49
Federal National Mortgage Association31392D7G1N/A$10,513.23
Federal Home Loan Mortgage Company3128LBJC3N/A$3,979.21
Mach 2004-1 X55445RAD9N/A$2,884.91
Federal National Mortgage Association31414T7B1N/A$2,058.29
Government National Mortgage Association36211LLA8N/A$873.56
CS First Boston Mortgage22540AJN9N/A$442.36
Federal Home Loan Mortgage Company31292HAX2N/A$396.98
Morgan Stanley61745MF57N/A$369.17
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
06-08-201621.00Short Euro-bund Future(157,110.05)
06-08-201641.00Short Euro-bobl Future(245,889.73)
Derivatives Holdings (Forwards)
Expiration DateCurrency to receiveCurrency to deliverUnrealized Gains (Losses)
04-29-2016PLNUSD10,458.15
04-29-2016TRYUSD2,470.30
04-29-2016USDPLN534.45
04-29-2016USDTRY(585.16)
Derivatives Holdings (Swaps)
Expiration DateNotional AmountUnderlying SecurityUnrealized Gains (Losses)
12-20-20201000000.005% 20 Dec 202020,221.87