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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 12/31/2015
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$50,651,124.74
Mercedes Benz Auto Receivables Mbart58772PAB4N/A$7,482,597.00
Verizon Communications Sr Unsecured92343VCE2N/A$6,460,554.29
Directv Holdings/fing Company Guar25459HBE4N/A$5,539,399.60
JP Morgan Chase Commercial Mor Jpmcc 2014 Inn A 144A46642DAA6N/A$4,973,539.00
Ally Auto Receivables Trust Allya02007DAA8N/A$4,793,869.44
Bmw Vehicle Lease Trust Bmwlt 2015 2 A2a05581QAB4N/A$4,686,912.38
Credit Suisse Coml Mtg Tr 2007 C3 Mtg Passthru Ctf Cl A422544QAE9N/A$4,637,307.84
World Omni Automobile Lease Se Wols98160VAB7N/A$4,579,542.88
Vr Port Port Arthur Tex735220AW5N/A$4,500,000.00
Cnh Equipment Trust Cnh 2015 C A2A12593NAB3N/A$4,393,323.44
Nissan Auto Lease Trust Nalt 2015 B A2A65478TAB8N/A$4,392,785.32
CITIBANK CREDIT CARD ISSUANCE CCCIT 2013 A6 A617305EFE0N/A$4,208,084.16
Greenwich Capital Commercial Funding Corporation Series 2007-gg9 Class A420173QAE1N/A$4,141,112.09
Murray St Inv Trust I Company Guar Var62718QAA3N/A$4,121,324.00
GM Financial Automobile Leasin Gmalt 2015 2 A2A38013GAB5N/A$4,045,187.39
VONOVIA FINANCE B.V. COMPANY GUAR 144A 10/17 3.225155FAA4N/A$4,038,796.00
Bear Stearns Company Incorporated073902PN2N/A$4,027,047.25
DAYTON POWER + LIGHT CO 1ST MORTGAGE 09/16 1.875240019BS7N/A$4,003,384.00
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 1 A202006YAB1N/A$3,992,351.20
Ford Credit Auto Lease Trust FORDL 2015 B A2A34530XAB1N/A$3,987,680.00
Experian Finance PLC30217AAA1N/A$3,780,623.80
GNMA Gnr 2012 19 A38378BDD8N/A$3,748,185.72
Mcgraw-hill Companies (the)580645AE9N/A$3,710,854.00
Biogen Idec Incorporated09062XAB9N/A$3,573,596.03
TESCO PLC SR UNSECURED 144A 01/17 2.7881575AF1N/A$3,469,861.20
SPX FLOW INC COMPANY GUAR 09/17 6.87578469XAC1N/A$3,453,125.00
AERCAP IRELAND CAP LTD/A COMPANY GUAR 05/17 2.7500772BAB7N/A$3,448,312.50
FNMA POOL 902180 FN 10/36 FLOATING VAR31411AJZ9N/A$3,389,862.66
Corporacion Andina De Fomento SA (219868BP0N/A$3,387,403.35
Federal National Mortgage Association31381M2F1N/A$3,381,691.63
Union Bank of California Series Bknt90520GAA4N/A$3,380,497.58
San Bernardino Cnty CA Fing Au Sbdgen Zerocpnoid 0796825AY3N/A$3,379,075.00
JP Morgan Chase Commercial Mor Jpmcc 2007 Ldpx Am46630JAE9N/A$3,361,457.55
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A2A 144A44928UAB6N/A$3,296,815.83
MARTIN MARIETTA MATERIAL SR UNSECURED 06/17 VAR573284AP1N/A$3,286,972.33
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 CSMO A 144A46644DAA4N/A$3,282,498.78
HONDA AUTO RECEIVABLES OWNER T HAROT 2015 3 A243814MAB3N/A$3,276,974.20
Platinum Underwriters Finance Incorporated72766CAD8N/A$3,271,530.15
KINDER MORGAN INC/DELAWA COMPANY GUAR 12/19 3.0549456BAE1N/A$3,240,461.00
Goldman Sachs Group Incorporated38141GFM1N/A$3,219,785.42
Portland Or Por Adjustable Var736679MD0N/A$3,199,250.00
L 3 Communications Corp Fixed502413AY3N/A$3,177,684.00
Illinois St Ils Fixed452152HS3N/A$3,177,603.50
Spectra Energy Capital LLC84755TAA5N/A$3,175,485.00
Discover Financial Services Incorporated254709AD0N/A$3,169,527.00
NEW JERSEY ST ECON DEV AUTH LE NJSDEV 02/19 ZEROCPNOID 0645913AX2N/A$3,152,030.00
Ford Motor Credit CO LLC Fixed 5345397VT7N/A$3,144,294.00
Transocean Incorporated Company Guar893830BA6N/A$3,137,950.00
Monongahela Power CO 1st Mortgage 144a610202BL6N/A$3,122,592.00
Allied World Assurance01959EAA6N/A$3,099,471.00
Bank of America Corporation06051GEA3N/A$3,087,426.00
British Sky Broadcasting Group PLC111013AG3N/A$3,056,293.28
KOREA WESTERN POWER CO SR UNSECURED 144A 05/17 3.12550066DAA5N/A$3,044,436.00
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/17 2.741283LAB1N/A$3,039,903.00
FNMA POOL 466334 FN 10/17 FIXED 2.7331381PBB3N/A$3,034,494.10
Aust + Nz Banking Group Covered 144a05252EAA1N/A$3,032,874.00
SYMETRA FINL CORP SR UNSECURED 144A 04/16 6.12587151QAA4N/A$3,030,939.00
MOODY S CORPORATION SR UNSECURED 07/19 2.75615369AD7N/A$3,026,052.00
KOREA NATIONAL OIL CORP SR UNSECURED 144A 01/19 2.7550065WAE6N/A$3,024,438.00
Toll Bros Finance Corp Fixed 8.9188947EAH3N/A$3,021,650.00
Nissan Auto Lease Trust Nalt 2014 B A2A65490BAB1N/A$3,019,066.80
Swedbank Hypotek Ab Fixed87020LAC0N/A$3,018,891.00
EQTY MORTGAGE TRUST EQTY 2014 INNS A 144A26885KAA8N/A$3,017,640.22
MACQUARIE BANK LTD SR UNSECURED 144A 07/20 2.8555608PAP9N/A$3,013,494.00
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$3,003,597.00
Can Imperial Bk/toronto Fixed 2.75136069DT5N/A$3,003,051.00
Progress Energy Incorporated743263AL9N/A$3,002,994.00
Realty Income Corp Sr Unsecured 2.756109AM6N/A$3,001,668.00
THERMO FISHER SCIENTIFIC SR UNSECURED 12/18 2.15883556BL5N/A$2,998,374.00
ABBEY NATL TREASURY SERV COMPANY GUAR 03/20 2.375002799AT1N/A$2,996,064.00
CLEARWIRE COMM/FINANCE SR SECURED 144A 12/16 14.7518538TAJ8N/A$2,994,550.00
CARMAX AUTO OWNER TRUST CARMX 2015 3 A2A14313VAB0N/A$2,992,608.60
ING BANK NV SR UNSECURED 144A 03/18 1.844987CAB4N/A$2,992,587.00
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/18 2.444891AAC1N/A$2,990,964.00
Qbe Insurance Group Ltd Sr Unsecured 144a74728GAD2N/A$2,987,674.56
BPCE SA SR UNSECURED 07/17 1.612505578DAP7N/A$2,986,701.00
JM SMUCKER CO COMPANY GUAR 03/18 1.75832696AD0N/A$2,986,068.00
Pioneer Natural723787AE7N/A$2,986,022.76
PNC BANK NA SR UNSECURED 02/18 1.569353REJ3N/A$2,985,399.00
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 PHH A 144A46643FAA0N/A$2,982,881.10
CCO SAFARI II LLC SR SECURED 144A 07/20 3.579161175AK0N/A$2,982,816.00
PERRIGO CO PLC SR UNSECURED 11/16 1.3714294AB1N/A$2,978,907.00
Tsmc Global Ltd Sr Unsecured 144a872882AC9N/A$2,974,985.91
GENERAL MOTORS FINL CO COMPANY GUAR 01/20 3.1537045XAR7N/A$2,973,333.00
Glencore Funding LLC Company Guar 144a378272AB4N/A$2,970,000.00
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 03/18 1.65233851BP8N/A$2,963,991.00
FNMA POOL AL7246 FN 08/36 FLOATING VAR3138EQBQ4N/A$2,960,520.80
SHELL INTERNATIONAL FIN COMPANY GUAR 05/20 2.125822582BG6N/A$2,951,592.00
SBA TOWER TRUST SBAC 2014 1A C 144A78403DAG5N/A$2,932,168.80
Lincoln Natl Corp In Fixed 8.75534187AX7N/A$2,914,560.01
ALLY FINANCIAL INC COMPANY GUAR 11/18 3.2502005NBE9N/A$2,875,062.50
BANQUE FED CRED MUTUEL SR UNSECURED 144A 01/17 1.706675FAE7N/A$2,855,668.65
NEW JERSEY ST ECON DEV AUTH LE NJSDEV 02/18 ZEROCPNOID 0645913AW4N/A$2,818,440.00
Lbubs_07-c652109PAE5N/A$2,817,593.24
American Tower Corporation029912BD3N/A$2,815,846.20
Sesi LLC Company Guar78412FAL8N/A$2,784,390.00
HP ENTERPRISE CO COMPANY GUAR 144A 10/17 2.4542824CAA7N/A$2,782,774.79
CROWN CASTLE TOWERS LLC SR SECURED 144A 01/37 5.49522822RAQ3N/A$2,731,917.19
NEXTERA ENERGY CAPITAL COMPANY GUAR 09/17 2.05665339KAE0N/A$2,727,482.48
Dcp Midstream Operating LP23311VAC1N/A$2,699,937.00
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A2A92867VAB6N/A$2,596,201.32
JP Morgan Chase Commercial Mortgage Securities Series 2007-cb18 Class A446629YAC3N/A$2,594,104.44
IRONSHORE HOLDGS US INC COMPANY GUAR 144A 05/20 8.546322VAA3N/A$2,561,249.66
NOBLE HOLDING INTL LTD COMPANY GUAR 03/18 465504LAM9N/A$2,535,764.00
Toll Road Inv Part Ii Sr Unsecured 144a 0.000088948AAR8N/A$2,489,110.00
Delta Air Lines 2012 1a Sr Secured 4.75247358AA2N/A$2,475,781.56
GS MORTGAGE SECURITIES TRUST GSMS 2014 GSFL A 144A36253TAA2N/A$2,454,511.96
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/18 2.125928670AX6N/A$2,431,092.18
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 FL7 A 144A46644PAA7N/A$2,420,527.86
Msc_07-iq1661756UAE1N/A$2,401,684.94
FNMA POOL 466545 FN 12/17 FIXED 2.9331381PHW1N/A$2,375,812.41
FNMA POOL 467626 FN 05/18 FIXED 3.7431381QPK6N/A$2,313,771.43
Brookfield Asset Management Incorporated112585AB0N/A$2,273,877.33
Hyundai Auto Receivables Trust Hart 2015 C A2A44918LAB8N/A$2,245,697.10
TRANS CANADA PIPELINES SR UNSECURED 11/17 1.62589352HAQ2N/A$2,191,968.61
HBOS PLC SUBORDINATED 144A 05/18 6.754041A2AH7N/A$2,181,534.00
Boardwalk Pipelines LLC Company Guar87243BAB5N/A$2,181,274.88
FNMA POOL 885947 FN 07/36 FLOATING VAR31410DHY9N/A$2,144,059.02
Enterprise Products Oper Fixed29379VAF0N/A$2,117,559.12
COMM MORTGAGE TRUST COMM 2014 BBG A 144A12631QAA2N/A$2,077,434.66
Genworth Financial Incorporated Fixed37247DAL0N/A$2,065,000.00
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2015 SN1 A302006XAD9N/A$2,056,021.17
CA INC SR UNSECURED 08/20 3.612673PAF2N/A$2,043,872.00
MORGAN STANLEY SR UNSECURED 01/18 1.87561761JVM8N/A$2,042,940.69
GMF FLOORPLAN OWNER REVOLVING GFORT 2015 1 A1 144A361886AA2N/A$2,028,474.39
Tyson Foods Incorporated902494AN3N/A$2,021,409.81
KLA TENCOR CORP SR UNSECURED 11/19 3.375482480AC4N/A$2,020,726.00
Santander Holdings Usa Fixed80282KAA4N/A$2,017,546.00
Raymond James Financial Fixed754730AC3N/A$2,015,196.00
Associated Banc-corp045488AC7N/A$2,010,910.00
U.S. Bancorp Fixed902973AV8N/A$2,002,556.00
MORGAN STANLEY SR UNSECURED 12/18 2.26174468B8N/A$2,001,300.00
KOREA LAND + HOUSING COR SR UNSECURED 144A 08/17 1.87550066MAA5N/A$1,995,394.00
CCG RECEIVABLES TRUST CCG 2015 1 A2 144A12505XAB8N/A$1,994,865.60
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/18 2423074BH5N/A$1,992,852.00
Weatherford Intl Incorporated947076AB1N/A$1,990,000.00
Fidelity National Information Serv31620MAJ5N/A$1,966,782.00
MICHIGAN ST FIN AUTH REVENUE MISFIN 07/19 FIXED 2.8559447PF63N/A$1,962,700.00
RELIANCE STAND LIFE II SECURED 144A 05/20 2.37575951AAC2N/A$1,957,394.00
Fdic Trust Fdic 2010 R1 A 144a30250RAA2N/A$1,955,041.43
PENTAIR FINANCE SA COMPANY GUAR 09/18 2.9709629AM1N/A$1,921,592.92
Federal National Mortgage Association31394ALU8N/A$1,795,212.10
CNH INDUSTRIAL CAPITAL L COMPANY GUAR 02/17 3.2512623EAH4N/A$1,742,400.00
CHICAGO IL TRANSIT AUTH SALES CHITRN 12/21 FIXED 6.3167725AE0N/A$1,713,447.60
Sovereign Bank84603MXU5N/A$1,692,918.00
Credit Suisse New York22541HCC4N/A$1,612,255.50
Huntington Bancshares Preferred Stock Var446150500HBAN$1,507,969.60
FANNIE MAE FNR 2011 71 DJ3136A0PX9N/A$1,458,278.30
VLG CENTER FL CDD UTILITY REVE VILDEV 10/16 FIXED 1.603927063CD7N/A$1,443,410.50
FNMA POOL 465847 FN 09/17 FIXED 3.3431381NP80N/A$1,422,493.34
FANNIE MAE FNR 2011 133 A3136A2LU5N/A$1,418,198.79
Volkswagon Auto Lease Trust Vwalt 2014 A A392867QAD3N/A$1,411,292.19
Federal National Mortgage Association31398F2N0N/A$1,401,506.17
LEAF II RECEIVABLES FUNDING LL LRF 2015 1 A2 144A52177EAB3N/A$1,396,044.72
LOS ANGELES CA MUNI IMPT CORPL LOSGEN 11/18 FIXED 2.344544587B98N/A$1,393,330.80
Broadcom Corporation111320AE7N/A$1,390,447.21
RELIANCE STAND LIFE II SECURED 144A 10/18 2.1575951AAD0N/A$1,381,811.51
UNITEDHEALTH GROUP INC SR UNSECURED 07/18 1.991324PCL4N/A$1,379,433.00
UNITEDHEALTH GROUP INC SR UNSECURED 07/17 1.4591324PCK6N/A$1,375,012.38
Fdic Trust Fdic 2013 R1 A 144a30254QAA0N/A$1,366,804.62
KLA TENCOR CORP SR UNSECURED 11/17 2.375482480AB6N/A$1,365,779.42
MYLAN NV COMPANY GUAR 144A 12/18 362854AAA2N/A$1,362,166.26
FREDDIE MAC FHR 3794 LK3137A4ZP5N/A$1,349,800.76
MACQUARIE EQUIPMENT FUNDING TR MEFT 2014 A A2 144A55610AAB9N/A$1,337,879.90
FNMA POOL MA1632 FN 10/23 FIXED 3.531418AY69N/A$1,313,202.55
Fspc T-59 2a131394PPV9N/A$1,283,801.34
Home Equity Asset Trust22541QTS1N/A$1,262,271.59
FNMA31393BW76N/A$1,233,227.68
Ford Credit Auto Lease Trust Fordl 2014 B A2A34530LAB7N/A$1,218,910.71
Federal National Mortgage Association31397UFA2N/A$1,218,829.80
PORSCHE INNOVATIVE LEASE OWNER PILOT 2015 1 A2 144A73329BAC0N/A$1,206,274.77
Csmc_06-c522545LAD1N/A$1,150,158.77
Federal Home Loan Mortgage Company31397EHU2N/A$1,101,754.30
Ncua Guaranteed Notes Ngn 2010 C1 Apt62888XAC8N/A$1,085,954.85
VEREIT OPERATING PARTNER COMPANY GUAR 02/17 203879QAB0N/A$1,074,150.00
FREDDIE MAC FHR 3632 AD31398WQU1N/A$1,039,863.88
Constellation Brands, Incorporated21036PAD0N/A$1,035,000.00
FANNIE MAE FNR 2003 41 PE31393BE50N/A$1,030,448.72
US AIRWAYS 2010 1B PTT PASS THRU CE 10/18 8.590345KAB6N/A$1,020,203.46
Boardwalk Pipelines LP096630AA6N/A$1,009,721.00
LLOYDS BANK PLC COMPANY GUAR 08/18 253944VAJ8N/A$1,000,741.00
BK TOKYO MITSUBISHI UFJ SR UNSECURED 144A 09/20 2.7506538PAC6N/A$1,000,056.00
Federal Home Ln Mtg Corp Ser 2958 Cl Qd31395TDR2N/A$996,662.52
FREDDIE MAC FHR 3920 AB3137AF2Q4N/A$990,968.03
AT+T INC SR UNSECURED 06/20 2.4500206RCL4N/A$985,203.00
Federal Home Loan Mortgage Company31394HJF9N/A$980,657.86
Federal National Mortgage Association31398FS85N/A$977,477.51
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A344890LAC8N/A$966,904.48
Federal National Mortgage Association31403DLJ6N/A$949,542.94
Federal National Mortgage Association31381QS23N/A$942,200.23
AVIATION CAPITAL GROUP SR UNSECURED 144A 09/16 3.87505367AAF0N/A$942,012.50
Bp Ami Leasing Incorporated05569AAB5N/A$904,679.33
Federal National Mortgage Association31392D7H9N/A$895,037.25
Federal Home Loan Mortgage Company3137A8E61N/A$894,848.64
GSMPS Mortgage Loan Trust Series 2006-rp2 Series 1af136298XAA0N/A$888,721.16
Federal National Mortgage Association31401MDL2N/A$864,143.93
Federal National Mortgage Association31409KEH6N/A$837,633.65
FNMA POOL MA1675 FN 11/23 FIXED 3.531418A2H0N/A$792,759.22
FANNIE MAE FNR 2008 53 CA31397LF46N/A$764,713.65
FANNIE MAE FNR 2011 66 BE31397UU56N/A$735,748.45
Jp Morgan Chase Commercial Mortgage Securities Corporation Series 2006-cb16class A446629GAE8N/A$730,336.16
Federal Natl Mtg Assn Remic Tr 2004 90 Cl Xy31394BTZ7N/A$683,969.61
FNMA POOL 974470 FN 08/34 FLOATING VAR31414SCF8N/A$676,818.03
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 36 NA38374D3M9N/A$654,565.03
Treasury Bill 03/16912796HG7N/A$624,873.13
FEDEX CORP 1998 PASS TST PASS THRU CE 01/16 7.0231331FAZ4N/A$608,343.78
FREDDIE MAC FHR 3656 BH31398VKY1N/A$589,382.64
Lazard Group52107QAE5N/A$572,805.37
Ncua Guaranteed Notes Ngn 2010 C1 A262888XAB0N/A$562,216.17
FHLMC31392MH47N/A$562,178.67
MCGRAW HILL FINANCIAL IN COMPANY GUAR 08/18 2.5580645AM1N/A$553,478.75
FANNIE MAE FNR 2003 15 CB31392JKX6N/A$548,178.29
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 3 A243814HAB4N/A$543,552.53
Equifirst Mortgage Loan Trust29445FAH1N/A$484,625.73
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 6 EA38376TTE2N/A$481,313.48
Government National Mortgage A Gnr 2005 27 Pa38374K2T9N/A$476,995.79
Federal National Mortgage Association31403DSV2N/A$472,950.62
Federal National Mortgage Association31387Y5U3N/A$464,384.18
Government National Mortgage A Gnr 2009 23 A38374XSN6N/A$462,120.39
Fed Hm Ln Pc Pool G124653128M1TW9N/A$452,372.02
Federal Home Loan Mortgage Company31398LNK0N/A$423,683.48
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 89 DG38377GY78N/A$423,099.77
FREDDIE MAC FHR 3778 BM3137A45T0N/A$387,042.73
FREDDIE MAC FHR 2642 AR31393VVL2N/A$382,717.44
FANNIE MAE FNR 2011 39 CA31397SVU5N/A$376,793.57
FREDDIE MAC FHR 3855 HL3137AB2M2N/A$351,472.17
FANNIE MAE FNR 2011 17 ED31397QD96N/A$334,138.72
Commercial Mortgage Pass Throu Comm 2012 Cr2 A112624KAA4N/A$333,415.17
Nomura Asset Acceptance Corporation Series 2005-ar1 Class 1a165535VHW1N/A$321,628.08
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 36 AN38374D2N8N/A$311,034.45
FNMA POOL 460222 FN 11/18 FIXED 6.2831381GG77N/A$296,236.77
GSMPS 1998-1 A36228FAA4N/A$277,829.93
FREDDIE MAC FHR 2631 LC31393RVZ0N/A$274,535.53
Federal National Mortgage Association31393X2K2N/A$259,807.29
FREDDIE MAC FHR 2597 AE31393NTQ2N/A$238,126.24
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 82 HT38377WYG3N/A$216,889.52
FNMA POOL 382592 FN 08/18 FIXED 7.631377N7D5N/A$194,415.85
Federal Home Loan Mortgage Company31393MFL0N/A$185,529.84
Owens Corning Incorporated690742AA9N/A$152,284.75
Federal Home Loan Mortgage Company31290LDT1N/A$131,109.05
FREDDIE MAC FHR 2613 H31393REN6N/A$124,030.38
Federal National Mortgage Association31393BX59N/A$121,250.10
Cwhl 2001-hyb1 2a112669B2X9N/A$120,653.26
Federal National Mortgage Association31373TAG5N/A$94,901.76
Federal Home Loan Mortgage Company31348UC98N/A$93,713.19
Wifc 1996-3 M3126342FX7N/A$83,554.55
Wifc 1996-3 M2126342FW9N/A$79,888.08
Federal National Mortgage Association31392A7D4N/A$74,394.61
Federal National Mortgage Association313602TT1N/A$72,055.11
Federal Home Loan Mortgage Company31283HHB4N/A$69,900.88
Asg Resecuritization Trust Asg 2009 4 A60 144a00212MAX3N/A$63,381.34
Federal National Mortgage Association31385H5V0N/A$60,329.21
Fspc T-57 2a131394JDB0N/A$49,778.33
Federal Home Loan Mortgage Company31295NJR0N/A$49,273.62
Federal National Mortgage Association31374TM71N/A$38,823.41
Federal Home Loan Mortgage Company31290K3Z0N/A$35,605.41
Federal Home Loan Mortgage Company31290LAH0N/A$34,858.68
Government National Mortgage Association589929PL6N/A$34,281.75
Government National Mortgage Association36225AJ92N/A$33,057.25
Dbl T 426190KAG5N/A$30,425.22
Federal National Mortgage Association313602X82N/A$27,822.89
Wifc 1998-wfc2 M122540AGU6N/A$27,718.06
Federal Home Loan Mortgage Company31295W4T2N/A$27,357.13
Federal Home Loan Mortgage Company31290LDD6N/A$25,403.18
Federal National Mortgage Association31379RD96N/A$25,127.23
Federal National Mortgage Association31368HCL5N/A$22,753.27
Federal National Mortgage Association31379RED6N/A$22,136.47
Federal National Mortgage Association31363WH99N/A$22,019.41
Government National Mortgage Association36225AA67N/A$20,690.42
Boams 2002-k 3a106050HXY9N/A$19,527.12
Federal National Mortgage Association31393C6U2N/A$17,246.48
Conhe 1996-2 Io21075WCW3N/A$12,907.68
Government National Mortgage Association36225AJL5N/A$10,717.16
Marm 2002-3 4a1576433BM7N/A$7,068.06
Federal Home Loan Mortgage Company31336RVQ0N/A$6,935.45
Federal National Mortgage Association31363WBL8N/A$6,753.23
Smart 1992-5b Bo863573JK8N/A$6,252.47
Federal National Mortgage Association31359LNQ4N/A$5,722.74
Federal National Mortgage Association31374GK63N/A$5,224.17
Federal Home Loan Mortgage Company31295KSL9N/A$3,726.44
G2 92736202BA47N/A$2,372.10
Federal Home Loan Mortgage Company313401P70N/A$2,100.52
Federal National Mortgage Association31363WAB1N/A$1,014.78
Federal Home Loan Mortgage Company313401P96N/A$889.90
Federal Home Loan Mortgage Company313401J93N/A$887.60
Federal Home Loan Mortgage Company313401K67N/A$373.02
Federal Home Loan Mortgage Company313401K42N/A$368.46
Federal Home Loan Mortgage Company313401YU9N/A$360.94
Federal Home Loan Mortgage Company313401SZ5N/A$9.25
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
03-31-2016115.00Short US 5YR Note (cbt)30,328.37
03-31-2016782.00Long US 2YR Note (cbt)(295,844.60)