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

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Wells Fargo Short-Term Bond 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
Wells Fargo Cash Investment Money Market Fund9499999G3N/A$25,628,947.82
Mercedes Benz Auto Receivables Mbart58772PAB4N/A$6,934,409.43
Verizon Communications Sr Unsecured92343VCE2N/A$6,497,964.03
AT&T Inc Sr Unsecured00206RCV2N/A$5,559,390.41
Credit Suisse Coml Mtg Tr 2007 C3 Mtg Passthru Ctf Cl A422544QAE9N/A$5,022,768.43
JP Morgan Chase Commercial Mor Jpmcc 2014 Inn A 144A46642DAA6N/A$4,880,719.00
Ally Auto Receivables Trust Allya02007DAA8N/A$4,798,632.96
Bmw Vehicle Lease Trust Bmwlt 2015 2 A205581QAB4N/A$4,696,924.32
World Omni Automobile Lease Se Wols98160VAB7N/A$4,469,402.24
Nissan Auto Lease Trust Nalt 2015 B A2A65478TAB8N/A$4,401,976.48
Cnh Equipment Trust Cnh 2015 C A2A12593NAB3N/A$4,398,387.40
CITIBANK CREDIT CARD ISSUANCE CCCIT 2013 A6 A617305EFE0N/A$4,207,748.16
Greenwich Capital Commercial Funding Corporation Series 2007-gg9 Class A420173QAE1N/A$4,126,046.85
Murray St Inv Trust I Company Guar Var62718QAA3N/A$4,112,588.00
VONOVIA FINANCE B.V. COMPANY GUAR 144A 10/17 3.225155FAA4N/A$4,038,456.00
DAYTON POWER + LIGHT CO 1ST MORTGAGE 09/16 1.875240019BS7N/A$4,016,496.00
Bear Stearns Company Incorporated073902PN2N/A$3,998,414.88
Ford Credit Auto Lease Trust FORDL 2015 B A2A34530XAB1N/A$3,996,253.20
Ford Credit Auto Lease Trust Fordl 2016 A A2A34531AAB0N/A$3,855,795.02
Experian Finance PLC30217AAA1N/A$3,793,920.00
Mcgraw-hill Companies (the)580645AE9N/A$3,733,432.50
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 1 A202006YAB1N/A$3,615,239.64
Biogen Idec Incorporated09062XAB9N/A$3,572,721.81
GM Financial Automobile Leasin Gmalt 2015 2 A2A38013GAB5N/A$3,523,000.79
BAPTIST MRML HLTH CRE06684WHP7N/A$3,500,000.00
TESCO PLC SR UNSECURED 144A 01/17 2.7881575AF1N/A$3,473,164.64
AERCAP IRELAND CAP LTD/A COMPANY GUAR 05/17 2.7500772BAB7N/A$3,452,650.00
KINDER MORGAN INC/DELAWA COMPANY GUAR 12/19 3.0549456BAE1N/A$3,446,922.50
San Bernardino Cnty CA Fing Au Sbdgen Zerocpnoid 0796825AY3N/A$3,428,985.00
GNMA Gnr 2012 19 A38378BDD8N/A$3,364,485.16
SPX FLOW INC COMPANY GUAR 09/17 6.87578469XAC1N/A$3,359,687.50
FNMA POOL 902180 FN 10/36 FLOATING VAR31411AJZ9N/A$3,355,235.05
Federal National Mortgage Association31381M2F1N/A$3,353,083.12
Union Bank of California Series Bknt90520GAA4N/A$3,341,432.15
KEY BANK NA SUBORDINATED 06/18 4.62549306CAG6N/A$3,309,387.84
MARTIN MARIETTA MATERIAL SR UNSECURED 06/17 VAR573284AP1N/A$3,279,637.37
HONDA AUTO RECEIVABLES OWNER T HAROT 2015 3 A243814MAB3N/A$3,279,509.64
JP Morgan Chase Commercial Mor Jpmcc 2007 Ldpx Am46630JAE9N/A$3,273,062.76
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 CSMO A 144A46644DAA4N/A$3,250,277.58
Platinum Underwriters Finance Incorporated72766CAD8N/A$3,247,338.55
IRONSHORE HOLDGS US INC COMPANY GUAR 144A 05/20 8.546322VAA3N/A$3,235,417.02
Transocean Incorporated Company Guar893830BA6N/A$3,225,295.00
NEW JERSEY ST ECON DEV AUTH LE NJSDEV 02/19 ZEROCPNOID 0645913AX2N/A$3,222,905.00
Portland Or Por Adjustable Var736679MD0N/A$3,220,187.50
Goldman Sachs Group Incorporated38141GFM1N/A$3,207,892.80
L 3 Communications Corp Fixed502413AY3N/A$3,194,988.00
Ford Motor Credit CO LLC Fixed 5345397VT7N/A$3,168,168.00
Illinois St Ils Fixed452152HS3N/A$3,164,740.20
Spectra Energy Capital LLC84755TAA5N/A$3,149,676.00
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 CB18 AMFL46629YAG4N/A$3,145,289.23
Discover Financial Services Incorporated254709AD0N/A$3,144,867.00
Monongahela Power CO 1st Mortgage 144a610202BL6N/A$3,112,842.00
Reinsurance Group of America Incor759351AF6N/A$3,111,900.00
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/21 2.65035242AJ5N/A$3,084,114.00
MOODY S CORPORATION SR UNSECURED 07/19 2.75615369AD7N/A$3,078,054.00
KOREA NATIONAL OIL CORP SR UNSECURED 144A 01/19 2.7550065WAE6N/A$3,071,391.00
CCO SAFARI II LLC SR SECURED 144A 07/20 3.579161175AK0N/A$3,066,693.00
STRYKER CORP SR UNSECURED 03/21 2.625863667AM3N/A$3,058,815.00
Allied World Assurance01959EAA6N/A$3,057,549.00
MACQUARIE BANK LTD SR UNSECURED 144A 07/20 2.8555608PAP9N/A$3,051,729.00
Bank of America Corporation06051GEA3N/A$3,051,630.00
KOREA WESTERN POWER CO SR UNSECURED 144A 05/17 3.12550066DAA5N/A$3,050,553.00
Anadarko Petroleum Corporation032511AX5N/A$3,049,092.00
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A2A 144A44928UAB6N/A$3,049,079.24
British Sky Broadcasting Group PLC111013AG3N/A$3,046,453.94
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/17 2.741283LAB1N/A$3,045,669.00
SKANDINAVISKA ENSKILDA SR UNSECURED 03/21 2.625830505AR4N/A$3,037,365.00
Exxon Mobil Corporation Sr30231GAP7N/A$3,037,110.00
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$3,035,202.00
Time Warner Cable Incorporated88732JAL2N/A$3,031,505.58
SHELL INTERNATIONAL FIN COMPANY GUAR 05/20 2.125822582BG6N/A$3,029,805.00
Aust + Nz Banking Group Covered 144a05252EAA1N/A$3,027,249.00
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/18 2.444891AAC1N/A$3,020,478.00
Tsmc Global Ltd Sr Unsecured 144a872882AC9N/A$3,018,095.05
THERMO FISHER SCIENTIFIC SR UNSECURED 12/18 2.15883556BL5N/A$3,017,064.00
FNMA POOL 466334 FN 10/17 FIXED 2.7331381PBB3N/A$3,016,287.99
SBA TOWER TRUST SBAC 2014 1A C 144A78403DAG5N/A$3,014,195.40
Swedbank Hypotek Ab Fixed87020LAC0N/A$3,014,100.00
JM SMUCKER CO COMPANY GUAR 03/18 1.75832696AD0N/A$3,012,360.00
PACCAR FINANCIAL CORP SR UNSECURED 02/19 1.6569371RM86N/A$3,011,895.00
Realty Income Corp Sr Unsecured 2.756109AM6N/A$3,011,766.00
GENERAL MOTORS FINL CO COMPANY GUAR 01/20 3.1537045XAR7N/A$3,010,158.00
ING BANK NV SR UNSECURED 144A 03/18 1.844987CAB4N/A$3,009,093.00
EQTY MORTGAGE TRUST EQTY 2014 INNS A 144A26885KAA8N/A$3,008,957.19
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 03/18 1.65233851BP8N/A$3,003,945.00
PNC BANK NA SR UNSECURED 02/18 1.569353REJ3N/A$3,003,435.00
SYMETRA FINL CORP SR UNSECURED 144A 04/16 6.12587151QAA4N/A$3,000,000.00
Qbe Insurance Group Ltd Sr Unsecured 144a74728GAD2N/A$2,995,074.38
BPCE SA SR UNSECURED 07/17 1.612505578DAP7N/A$2,994,117.00
Glencore Funding LLC Company Guar 144a378272AB4N/A$2,989,434.00
PERRIGO CO PLC SR UNSECURED 11/16 1.3714294AB1N/A$2,986,050.00
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 PHH A 144A46643FAA0N/A$2,976,267.30
Pioneer Natural723787AE7N/A$2,969,476.44
Toll Bros Finance Corp Fixed 8.9188947EAH3N/A$2,967,450.00
Vereit Operating Partner Company Guar03879QAB0N/A$2,965,050.00
CLEARWIRE COMM/FINANCE SR SECURED 144A 12/16 14.7518538TAJ8N/A$2,926,800.00
Lincoln Natl Corp In Fixed 8.75534187AX7N/A$2,899,703.19
Delhaize Group24668PAB3N/A$2,882,186.58
ALLY FINANCIAL INC COMPANY GUAR 11/18 3.2502005NBE9N/A$2,881,655.00
NEW JERSEY ST ECON DEV AUTH LE NJSDEV 02/18 ZEROCPNOID 0645913AW4N/A$2,873,430.00
BANQUE FED CRED MUTUEL SR UNSECURED 144A 01/17 1.706675FAE7N/A$2,857,885.95
Dcp Midstream Operating LP23311VAC1N/A$2,857,800.00
American Tower Corporation029912BD3N/A$2,813,691.60
Hess Corporation42809HAB3N/A$2,805,841.92
HP ENTERPRISE CO SR UNSECURED 144A 10/17 2.4542824CAA7N/A$2,803,436.70
John Deere Owner Trust Jdot 2016 A A247788MAB6N/A$2,799,976.20
CARMAX AUTO OWNER TRUST CARMX 2015 3 A2A14313VAB0N/A$2,799,337.17
FNMA POOL AL7246 FN 08/36 FLOATING VAR3138EQBQ4N/A$2,796,844.81
Lbubs_07-c652109PAE5N/A$2,782,131.94
PROVIDENT COMPANIES INC SR UNSECURED 07/18 7743862AD6N/A$2,777,590.90
NEXTERA ENERGY CAPITAL COMPANY GUAR 09/17 2.05665339KAE0N/A$2,739,905.75
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 AM07388NAF3N/A$2,731,697.73
CROWN CASTLE TOWERS LLC SR SECURED 144A 01/37 5.49522822RAQ3N/A$2,720,788.99
JP Morgan Chase Commercial Mortgage Securities Series 2007-cb18 Class A446629YAC3N/A$2,549,842.00
TOYOTA MOTOR CREDIT CORP SR UNSECURED 02/19 1.789236TCU7N/A$2,523,807.50
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/18 2.125928670AX6N/A$2,510,372.26
Delta Air Lines 2012 1a Sr Secured 4.75247358AA2N/A$2,487,515.12
GS MORTGAGE SECURITIES TRUST GSMS 2014 GSFL A 144A36253TAA2N/A$2,457,336.35
US AIRWAYS 2010 1B PTT PASS THRU CE 10/18 8.590345KAB6N/A$2,393,825.94
Msc_07-iq1661756UAE1N/A$2,375,769.83
FNMA POOL 466545 FN 12/17 FIXED 2.9331381PHW1N/A$2,361,490.46
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 FL7 A 144A46644PAA7N/A$2,352,463.00
Spectra Energy Partners Fixed 2.9584756NAA7N/A$2,332,865.90
FNMA POOL 467626 FN 05/18 FIXED 3.7431381QPK6N/A$2,304,449.72
Brookfield Asset Management Incorporated112585AB0N/A$2,291,406.60
TOYOTA AUTO RECEIVABLES OWNER TAOT 2016 A A2A89237KAB9N/A$2,250,365.85
Hyundai Auto Receivables Trust Hart 2015 C A2A44918LAB8N/A$2,248,923.83
Fdic Trust Fdic 2010 R1 A 144a30250RAA2N/A$2,220,813.04
TRANS CANADA PIPELINES SR UNSECURED 11/17 1.62589352HAQ2N/A$2,214,110.60
FNMA POOL FN0002 FN 12/17 FIXED VAR3138NJAC2N/A$2,196,278.61
Boardwalk Pipelines LLC Company Guar87243BAB5N/A$2,177,136.96
Enterprise Products Oper Fixed29379VAF0N/A$2,175,053.16
HBOS PLC SUBORDINATED 144A 05/18 6.754041A2AH7N/A$2,162,952.00
Nissan Auto Lease Trust Nalt 2014 B A2A65490BAB1N/A$2,067,455.15
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2015 SN1 A302006XAD9N/A$2,064,991.12
FNMA POOL 885947 FN 07/36 FLOATING VAR31410DHY9N/A$2,052,831.15
MORGAN STANLEY SR UNSECURED 01/18 1.87561761JVM8N/A$2,051,721.92
COMM MORTGAGE TRUST COMM 2014 BBG A 144A12631QAA2N/A$2,050,074.18
CA INC SR UNSECURED 08/20 3.612673PAF2N/A$2,047,750.00
GMF FLOORPLAN OWNER REVOLVING GFORT 2015 1 A1 144A361886AA2N/A$2,045,693.36
KLA TENCOR CORP SR UNSECURED 11/19 3.375482480AC4N/A$2,032,942.00
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/18 2423074BH5N/A$2,018,780.00
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/19 2654740AL3N/A$2,016,206.00
MORGAN STANLEY SR UNSECURED 12/18 2.26174468B8N/A$2,015,068.00
KOREA LAND + HOUSING COR SR UNSECURED 144A 08/17 1.87550066MAA5N/A$2,005,142.00
Santander Holdings Usa Fixed80282KAA4N/A$2,002,940.00
Raymond James Financial Fixed754730AC3N/A$2,001,884.00
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A2A92867VAB6N/A$1,999,397.10
CCG RECEIVABLES TRUST CCG 2015 1 A2 144A12505XAB8N/A$1,998,919.40
MICHIGAN ST FIN AUTH REVENUE MISFIN 07/19 FIXED 2.8559447PF63N/A$1,998,100.00
Tyson Foods Incorporated902494AN3N/A$1,995,000.00
Fidelity National Information Serv31620MAJ5N/A$1,989,234.00
RELIANCE STAND LIFE II SECURED 144A 05/20 2.37575951AAC2N/A$1,985,170.00
FNMA POOL AL7790 FN 09/40 FLOATING VAR3138EQUQ3N/A$1,975,002.75
ONEOK PARTNERS LP COMPANY GUAR 09/18 3.268268NAK9N/A$1,968,175.76
Axis Speciality Finance LLC05463HAA9N/A$1,953,644.47
GS MORTGAGE SECURITIES TRUST GSMS 2016 ICE2 A 144A36251HAA0N/A$1,949,996.88
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$1,936,208.00
Interpublic Group of Companies Incorporated460690BJ8N/A$1,900,340.10
FIFTH THIRD BANK SR UNSECURED 03/19 2.331677QBF5N/A$1,862,007.21
CNH INDUSTRIAL CAP LLC COMPANY GUAR 02/17 3.2512623EAH4N/A$1,755,600.00
CHICAGO IL TRANSIT AUTH SALES CHITRN 12/21 FIXED 6.3167725AE0N/A$1,729,268.10
Sovereign Bank84603MXU5N/A$1,671,288.00
Huntington Bancshares Preferred Stock Var446150500HBAN$1,658,491.52
Volvo Financial Equipment Llc Vfet 2016 1A A2 144A92887JAB9N/A$1,650,076.07
Federal National Mortgage Association31394ALU8N/A$1,625,666.02
Credit Suisse New York22541HCC4N/A$1,599,049.50
NOMURA HOLDINGS INC SR UNSECURED 03/19 2.7565535HAG4N/A$1,543,256.00
NEWELL RUBBERMAID INC SR UNSECURED 03/19 2.6651229AT3N/A$1,486,588.24
VLG CENTER FL CDD UTILITY REVE VILDEV 10/16 FIXED 1.603927063CD7N/A$1,445,520.20
LOS ANGELES CA MUNI IMPT CORPL LOSGEN 11/18 FIXED 2.344544587B98N/A$1,417,646.40
FNMA POOL 465847 FN 09/17 FIXED 3.3431381NP80N/A$1,410,629.72
Federal National Mortgage Association31398F2N0N/A$1,402,995.72
UNITEDHEALTH GROUP INC SR UNSECURED 07/18 1.991324PCL4N/A$1,396,701.63
RELIANCE STAND LIFE II SECURED 144A 10/18 2.1575951AAD0N/A$1,392,479.76
UNITEDHEALTH GROUP INC SR UNSECURED 07/17 1.4591324PCK6N/A$1,382,840.25
KLA TENCOR CORP SR UNSECURED 11/17 2.375482480AB6N/A$1,371,539.72
BLACK HILLS CORP SR UNSECURED 01/19 2.5092113AK5N/A$1,368,050.01
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/19 2.943345397XT5N/A$1,355,426.84
FANNIE MAE FNR 2011 133 A3136A2LU5N/A$1,305,542.61
Fdic Trust Fdic 2013 R1 A 144a30254QAA0N/A$1,290,492.03
FANNIE MAE FNR 2011 71 DJ3136A0PX9N/A$1,286,943.97
LEAF II RECEIVABLES FUNDING LL LRF 2015 1 A2 144A52177EAB3N/A$1,277,629.25
Fspc T-59 2a131394PPV9N/A$1,266,862.32
FNMA31393BW76N/A$1,231,591.10
Home Equity Asset Trust22541QTS1N/A$1,224,494.00
Federal National Mortgage Association31397UFA2N/A$1,151,869.68
FREDDIE MAC FHR 3794 LK3137A4ZP5N/A$1,132,514.39
TTX CO SR UNSECURED 144A 02/19 2.2587305QCL3N/A$1,108,688.60
Csmc_06-c522545LAD1N/A$1,060,524.73
Ncua Guaranteed Notes Ngn 2010 C1 Apt62888XAC8N/A$1,031,195.37
BK TOKYO MITSUBISHI UFJ SR UNSECURED 144A 09/20 2.7506538PAC6N/A$1,022,006.00
Constellation Brands, Incorporated21036PAD0N/A$1,020,000.00
AT+T INC SR UNSECURED 06/20 2.4500206RCL4N/A$1,010,864.00
UNITEDHEALTH GROUP INC SR UNSECURED 02/19 1.791324PCT7N/A$1,008,473.00
LLOYDS BANK PLC COMPANY GUAR 08/18 253944VAJ8N/A$1,003,077.00
Boardwalk Pipelines LP096630AA6N/A$1,002,370.00
Williams Partners LP Fixed96950FAD6N/A$958,630.00
FREDDIE MAC FHR 3632 AD31398WQU1N/A$957,666.48
Federal Home Loan Mortgage Company31397EHU2N/A$942,852.37
AVIATION CAPITAL GROUP SR UNSECURED 144A 09/16 3.87505367AAF0N/A$939,675.00
FANNIE MAE FNR 2003 41 PE31393BE50N/A$937,308.77
FREDDIE MAC FHR 3920 AB3137AF2Q4N/A$932,858.22
Federal National Mortgage Association31398FS85N/A$925,458.39
Bp Ami Leasing Incorporated05569AAB5N/A$912,232.20
PORSCHE INNOVATIVE LEASE OWNER PILOT 2015 1 A2 144A73329BAC0N/A$895,666.76
Federal National Mortgage Association31392D7H9N/A$893,061.58
Federal National Mortgage Association31403DLJ6N/A$864,083.58
Federal National Mortgage Association31401MDL2N/A$859,946.06
Federal Home Ln Mtg Corp Ser 2958 Cl Qd31395TDR2N/A$853,494.19
GSMPS Mortgage Loan Trust Series 2006-rp2 Series 1af136298XAA0N/A$853,477.14
MORGAN STANLEY SR UNSECURED 02/19 2.4561746BDX1N/A$852,469.80
Volkswagon Auto Lease Trust Vwalt 2014 A A392867QAD3N/A$837,477.71
Federal Home Loan Mortgage Company31394HJF9N/A$827,956.97
Federal Home Loan Mortgage Company3137A8E61N/A$800,632.91
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 4 A343814FAC6N/A$768,635.43
Jp Morgan Chase Commercial Mortgage Securities Corporation Series 2006-cb16class A446629GAE8N/A$708,031.71
FANNIE MAE FNR 2008 53 CA31397LF46N/A$683,532.98
Federal Natl Mtg Assn Remic Tr 2004 90 Cl Xy31394BTZ7N/A$659,511.85
FNMA POOL 974470 FN 08/34 FLOATING VAR31414SCF8N/A$657,271.58
FANNIE MAE FNR 2011 66 BE31397UU56N/A$654,285.79
Ncua Guaranteed Notes Ngn 2010 C1 A262888XAB0N/A$630,106.56
Treasury Bill912796HX0N/A$624,742.50
Lazard Group52107QAE5N/A$566,981.52
MCGRAW HILL FINANCIAL IN COMPANY GUAR 08/18 2.5580645AM1N/A$557,404.65
FED HM LN PC POOL 840183 FH 04/38 FLOATING VAR31347AFY5N/A$555,932.20
FHLMC31392MH47N/A$549,961.08
Federal National Mortgage Association31387Y5U3N/A$479,349.80
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 36 NA38374D3M9N/A$462,782.41
FANNIE MAE FNR 2003 15 CB31392JKX6N/A$453,640.22
Equifirst Mortgage Loan Trust29445FAH1N/A$451,141.85
Government National Mortgage A Gnr 2005 27 Pa38374K2T9N/A$437,307.24
Fed Hm Ln Pc Pool G124653128M1TW9N/A$418,372.40
Government National Mortgage A Gnr 2009 23 A38374XSN6N/A$411,047.69
MACQUARIE EQUIPMENT FUNDING TR MEFT 2014 A A2 144A55610AAB9N/A$408,131.69
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 6 EA38376TTE2N/A$402,660.76
Federal National Mortgage Association31403DSV2N/A$391,750.37
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A344890LAC8N/A$380,351.79
Federal Home Loan Mortgage Company31398LNK0N/A$368,617.68
FREDDIE MAC FHR 2642 AR31393VVL2N/A$352,774.99
FANNIE MAE FNR 2011 39 CA31397SVU5N/A$339,431.32
FREDDIE MAC FHR 3778 BM3137A45T0N/A$339,153.18
FREDDIE MAC FHR 3855 HL3137AB2M2N/A$322,434.68
FANNIE MAE FNR 2011 17 ED31397QD96N/A$298,553.14
FNMA POOL 460222 FN 11/18 FIXED 6.2831381GG77N/A$272,646.67
GSMPS 1998-1 A36228FAA4N/A$262,525.10
FREDDIE MAC FHR 2631 LC31393RVZ0N/A$231,058.72
Federal National Mortgage Association31393X2K2N/A$228,570.07
FREDDIE MAC FHR 3656 BH31398VKY1N/A$222,491.93
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 36 AN38374D2N8N/A$219,903.70
FREDDIE MAC FHR 2597 AE31393NTQ2N/A$216,495.45
FNMA POOL 382592 FN 08/18 FIXED 7.631377N7D5N/A$192,690.19
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 89 DG38377GY78N/A$191,236.13
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 82 HT38377WYG3N/A$179,595.55
Nomura Asset Acceptance Corporation Series 2005-ar1 Class 1a165535VHW1N/A$164,654.51
Owens Corning Incorporated690742AA9N/A$151,184.07
Federal Home Loan Mortgage Company31393MFL0N/A$131,659.84
Federal National Mortgage Association31393BX59N/A$120,404.36
Cwhl 2001-hyb1 2a112669B2X9N/A$117,441.85
Federal Home Loan Mortgage Company31290LDT1N/A$117,401.02
FREDDIE MAC FHR 2613 H31393REN6N/A$102,187.45
Federal National Mortgage Association31373TAG5N/A$91,372.14
Federal Home Loan Mortgage Company31348UC98N/A$89,642.25
Wifc 1996-3 M3126342FX7N/A$83,626.99
Wifc 1996-3 M2126342FW9N/A$79,905.05
Federal National Mortgage Association31392A7D4N/A$73,922.02
Federal National Mortgage Association313602TT1N/A$66,127.79
Federal National Mortgage Association31385H5V0N/A$59,561.53
Federal Home Loan Mortgage Company31283HHB4N/A$57,590.87
Federal Home Loan Mortgage Company31295NJR0N/A$48,699.57
Fspc T-57 2a131394JDB0N/A$47,646.91
Government National Mortgage Association589929PL6N/A$34,279.38
Government National Mortgage Association36225AJ92N/A$31,049.88
Federal Home Loan Mortgage Company31290LAH0N/A$30,282.26
Federal National Mortgage Association31374TM71N/A$29,458.35
Federal Home Loan Mortgage Company31290K3Z0N/A$27,852.79
Wifc 1998-wfc2 M122540AGU6N/A$26,717.57
Dbl T 426190KAG5N/A$25,307.91
Federal National Mortgage Association313602X82N/A$24,109.63
Federal National Mortgage Association31379RD96N/A$20,577.93
Federal National Mortgage Association31363WH99N/A$20,194.31
Federal National Mortgage Association31368HCL5N/A$19,232.93
Boams 2002-k 3a106050HXY9N/A$19,092.61
Government National Mortgage Association36225AA67N/A$19,030.39
Federal Home Loan Mortgage Company31295W4T2N/A$18,189.11
Federal National Mortgage Association31393C6U2N/A$17,055.09
Federal National Mortgage Association31379RED6N/A$16,664.88
Federal Home Loan Mortgage Company31290LDD6N/A$15,522.16
Conhe 1996-2 Io21075WCW3N/A$12,696.63
Government National Mortgage Association36225AJL5N/A$7,322.10
Marm 2002-3 4a1576433BM7N/A$6,927.08
Federal Home Loan Mortgage Company31336RVQ0N/A$6,849.63
Federal National Mortgage Association31363WBL8N/A$6,415.24
Smart 1992-5b Bo863573JK8N/A$6,007.36
Federal National Mortgage Association31374GK63N/A$4,444.93
Federal National Mortgage Association31359LNQ4N/A$3,751.90
Federal Home Loan Mortgage Company31295KSL9N/A$3,664.51
G2 92736202BA47N/A$1,983.62
Federal Home Loan Mortgage Company313401P70N/A$1,947.42
Federal National Mortgage Association31363WAB1N/A$928.25
Federal Home Loan Mortgage Company313401P96N/A$828.07
Federal Home Loan Mortgage Company313401J93N/A$824.81
Federal Home Loan Mortgage Company313401K67N/A$346.12
Federal Home Loan Mortgage Company313401K42N/A$343.02
Federal Home Loan Mortgage Company313401YU9N/A$275.59
PNC BANK NA SR UNSECURED 03/19 1.9569353REV6N/A$0.00
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
06-30-2016248.00Short US 5YR Note (cbt)(183,884.25)
06-30-2016967.00Long US 2YR Note (cbt)305,033.40