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

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Wells Fargo Ultra Short-Term Income 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$31,169,586.13
Mercedes Benz Auto Receivables Mbart58772PAB4N/A$15,163,241.96
AT&T Inc Sr Unsecured00206RCV2N/A$14,733,649.23
JP Morgan Chase Commercial Mor Jpmcc 2014 Inn A 144A46642DAA6N/A$14,642,157.00
Verizon Communications Sr Unsecured92343VCE2N/A$14,492,295.15
Ally Auto Receivables Trust Allya02007DAA8N/A$12,696,383.04
Bmw Vehicle Lease Trust Bmwlt 2015 2 A205581QAB4N/A$12,291,950.88
Prvdnc Hlth + Svc Obl Gr Unsecured Var743755AL4N/A$12,006,024.00
Nissan Auto Lease Trust Nalt 2015 B A2A65478TAB8N/A$11,605,210.72
Cnh Equipment Trust Cnh 2015 C A2A12593NAB3N/A$11,595,748.60
Experian Finance PLC30217AAA1N/A$11,481,600.00
Ford Credit Auto Lease Trust FORDL 2015 B A2A34530XAB1N/A$11,303,402.18
Bear Stearns Company Incorporated073902PN2N/A$11,128,491.47
World Omni Automobile Lease Se Wols98160VAB7N/A$11,076,344.68
CITIBANK CREDIT CARD ISSUANCE CCCIT 2013 A6 A617305EFE0N/A$10,819,923.84
PERRIGO CO PLC SR UNSECURED 11/16 1.3714294AB1N/A$10,500,942.50
Anadarko Petroleum Corp Fixed032511BH9N/A$10,158,024.30
TESCO PLC SR UNSECURED 144A 01/17 2.7881575AF1N/A$10,109,211.20
REYNOLDS AMERICAN INC COMPANY GUAR 08/16 3.5761713BQ8N/A$10,062,600.00
KLA TENCOR CORP SR UNSECURED 11/17 2.375482480AB6N/A$10,047,910.00
NEW JERSEY ST ECON DEV AUTH RE NJSDEV 06/17 FIXED 1.8026459186P3N/A$10,023,000.00
THOMSON REUTERS CORP SR UNSECURED 09/17 1.65884903BU8N/A$10,013,130.00
GM Financial Automobile Leasin Gmalt 2015 2 A2A38013GAB5N/A$10,003,582.49
GENERAL MOTORS FINL CO COMPANY GUAR 04/18 2.437045XAV8N/A$9,998,950.00
EXELON CORP SR UNSECURED 06/17 1.5530161NAG6N/A$9,984,790.00
BPCE SA SR UNSECURED 07/17 1.612505578DAP7N/A$9,980,390.00
NABORS INDUSTRIES INC COMPANY GUAR 09/16 2.35629568AZ9N/A$9,961,230.00
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 PHH A 144A46643FAA0N/A$9,920,891.00
Biogen Idec Incorporated09062XAB9N/A$9,829,913.63
MARTIN MARIETTA MATERIAL SR UNSECURED 06/17 VAR573284AP1N/A$9,601,113.63
NEW JERSEY ST ECON DEV AUTH LE NJSDEV 02/18 ZEROCPNOID 0645913AW4N/A$9,578,100.00
BAPTIST MRML HLTH CRE06684WHP7N/A$9,531,000.00
Allied World Assurance01959EAA6N/A$9,429,481.12
Mcgraw-hill Companies (the)580645AE9N/A$9,271,712.94
Toll Bros Finance Corp Fixed 8.9188947EAH3N/A$9,203,475.00
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/19 1.9035242AG1N/A$9,130,194.00
L-3 Communications Corp502413BB2N/A$9,117,594.00
SYMETRA FINL CORP SR UNSECURED 144A 04/16 6.12587151QAA4N/A$9,100,000.00
AERCAP IRELAND CAP LTD/A COMPANY GUAR 05/17 2.7500772BAB7N/A$9,084,350.00
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 1 A202006YAB1N/A$9,038,099.08
DAYTON POWER + LIGHT CO 1ST MORTGAGE 09/16 1.875240019BS7N/A$9,037,116.00
Boardwalk Pipelines LP096630AA6N/A$9,021,330.00
Ford Credit Auto Lease Trust Fordl 2016 A A2A34531AAB0N/A$8,913,396.28
Freddie Mac FHR 3166 AC31396T5C3N/A$8,795,857.97
Constellation Brands, Incorporated21036PAD0N/A$8,772,000.00
Transocean Incorporated Company Guar893830BA6N/A$8,738,705.00
HONDA AUTO RECEIVABLES OWNER T HAROT 2015 3 A243814MAB3N/A$8,718,696.36
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A2A 144A44928UAB6N/A$8,685,256.01
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 FL7 A 144A46644PAA7N/A$8,625,697.67
Sovereign Bank84603MXU5N/A$8,579,278.40
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 CSMO A 144A46644DAA4N/A$8,568,913.62
Platinum Underwriters Finance Incorporated72766CAD8N/A$8,541,452.38
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$8,361,981.51
EQTY MORTGAGE TRUST EQTY 2014 INNS A 144A26885KAA8N/A$8,274,632.26
British Sky Broadcasting Group PLC111013AH1N/A$8,255,625.00
GS MORTGAGE SECURITIES TRUST GSMS 2014 GSFL A 144A36253TAA2N/A$8,191,121.17
BANQUE FED CRED MUTUEL SR UNSECURED 144A 01/17 1.706675FAE7N/A$8,172,551.05
Merrill Lynch & Company5901884M7N/A$8,048,008.00
KEY BANK NA SUBORDINATED 06/18 4.62549306CAG6N/A$8,044,518.24
AMERICAN EXPRESS CREDIT SR UNSECURED 07/18 1.80258M0DV8N/A$8,035,720.00
LLOYDS BANK PLC COMPANY GUAR 08/18 253944VAJ8N/A$8,024,616.00
WEC ENERGY GROUP INC SR UNSECURED 06/18 1.65976657AJ5N/A$8,003,520.00
Credit Suisse New York22541HCC4N/A$7,995,247.50
Qbe Insurance Group Ltd Sr Unsecured 144a74728GAD2N/A$7,986,865.00
Time Warner Cable Incorporated88732JAL2N/A$7,972,144.43
FORD CREDIT AUTO LEASE TRUST FORDL 2015 A A2A34530TAB0N/A$7,883,140.18
CLEARWIRE COMM/FINANCE SR SECURED 144A 12/16 14.7518538TAJ8N/A$7,873,200.00
Csmc_06-c522545LAD1N/A$7,851,444.54
Delhaize Group24668PAB3N/A$7,675,273.42
Vereit Operating Partner Company Guar03879QAB0N/A$7,632,900.00
RELIANCE STAND LIFE II SECURED 144A 10/18 2.1575951AAD0N/A$7,623,576.24
CELGENE CORP SR UNSECURED 08/18 2.125151020AT1N/A$7,586,017.50
Telefonica Emisiones Sau87938WAB9N/A$7,580,445.00
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 CB18 AMFL46629YAG4N/A$7,568,049.77
ALLY FINANCIAL INC COMPANY GUAR 11/18 3.2502005NBE9N/A$7,538,527.50
IMPERIAL BRANDS FINANCE COMPANY GUAR 144A 07/18 2.05453140AC9N/A$7,521,142.50
DELTA AIR LINES 2009 1 B PASS THRU CE 06/18 9.7524736UAA2N/A$7,506,397.88
SCG TRUST SCGT 2013 SRP1 A 144A78408XAA9N/A$7,453,856.25
Tyson Foods Incorporated902494AN3N/A$7,446,000.00
PROVIDENT COMPANIES INC SR UNSECURED 07/18 7743862AD6N/A$7,409,842.50
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 AM07388NAF3N/A$7,385,701.27
CROWN CASTLE TOWERS LLC SR SECURED 144A 01/37 5.49522822RAQ3N/A$7,374,903.01
NEXTERA ENERGY CAPITAL COMPANY GUAR 09/17 2.05665339KAE0N/A$7,314,794.25
Dcp Midstream Operating LP23311VAC1N/A$7,266,432.80
HP ENTERPRISE CO SR UNSECURED 144A 10/17 2.4542824CAA7N/A$7,262,763.30
John Deere Owner Trust Jdot 2016 A A247788MAB6N/A$7,199,938.80
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/18 2.444891AAC1N/A$7,047,782.00
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/17 1.6423074BB8N/A$7,023,051.00
Omnicom Group Incorporated681919AS5N/A$7,009,436.00
SHELL INTERNATIONAL FIN COMPANY GUAR 11/17 1.25822582BK7N/A$7,008,904.00
CARMAX AUTO OWNER TRUST CARMX 2015 3 A2A14313VAB0N/A$6,998,342.89
Illinois St Ils Fixed452152HS3N/A$6,989,230.80
Lbubs_07-c652109PAE5N/A$6,891,783.40
Msc_07-iq1661756UAE1N/A$6,850,648.66
Hess Corporation42809HAB3N/A$6,817,319.04
Goldman Sachs Group Incorporated38141GEU4N/A$6,459,486.22
Nissan Auto Lease Trust Nalt 2014 B A2A65490BAB1N/A$6,427,365.67
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/17 2.741283LAB1N/A$6,091,338.00
MORGAN STANLEY SR UNSECURED 01/18 1.87561761JVM8N/A$6,079,919.22
PORSCHE INNOVATIVE LEASE OWNER PILOT 2015 1 A2 144A73329BAC0N/A$6,077,738.69
Brookfield Asset Management Incorporated112585AB0N/A$6,028,643.78
Greenwich Capital Commercial Funding Corporation Series 2007-gg9 Class A420173QAE1N/A$5,965,576.02
FNMA POOL AL7790 FN 09/40 FLOATING VAR3138EQUQ3N/A$5,925,008.25
TRANS CANADA PIPELINES SR UNSECURED 11/17 1.62589352HAQ2N/A$5,800,769.40
BAT INTL FINANCE PLC COMPANY GUAR 144A 06/18 1.8505530QAM2N/A$5,747,349.90
Reinsurance Group of America Incor759351AF6N/A$5,725,896.00
Centerpoint Energy Inc.15189TAQ0N/A$5,658,494.37
VOLVO FINANCIAL EQUIPMENT LLC VFET 2015 1A A2 144A92887GAB5N/A$5,618,962.99
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A2A92867VAB6N/A$5,509,702.23
Goldman Sachs Group Incorporated38141GFM1N/A$5,501,563.20
TOYOTA AUTO RECEIVABLES OWNER TAOT 2016 A A2A89237KAB9N/A$5,500,894.30
Hyundai Auto Receivables Trust Hart 2015 C A2A44918LAB8N/A$5,497,369.35
Ford Motor Credit CO LLC Fixed345397VP5N/A$5,494,767.88
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2015 SN1 A302006XAD9N/A$5,409,976.74
COMM MORTGAGE TRUST COMM 2014 BBG A 144A12631QAA2N/A$5,271,619.32
TEXAS EASTERN TRANSMISSI SR UNSECURED 144A 09/17 6882384AA8N/A$5,237,370.00
CNH INDUSTRIAL CAP LLC COMPANY GUAR 02/17 3.2512623EAH4N/A$5,226,900.00
FNMA POOL FN0002 FN 12/17 FIXED VAR3138NJAC2N/A$5,214,040.11
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/17 1.6928668AF9N/A$5,061,706.82
STRYKER CORP SR UNSECURED 03/19 2863667AK7N/A$5,049,725.00
Korea Finance Corporation50065TAB9N/A$5,049,665.00
FED HM LN PC POOL 849120 FH 11/35 FLOATING VAR31300MDZ3N/A$5,039,351.28
PNC BANK NA SR UNSECURED 11/18 1.869353RET1N/A$5,026,465.00
HUNTINGTON NATIONAL BANK SR UNSECURED 11/18 2.2446438RR6N/A$5,021,450.00
DISCOVER BANK SR UNSECURED 11/18 2.6254672UH9N/A$5,013,360.00
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/17 1.6233851BY9N/A$5,003,985.00
CCG RECEIVABLES TRUST CCG 2015 1 A2 144A12505XAB8N/A$4,997,298.50
THERMO FISHER SCIENTIFIC SR UNSECURED 02/17 1.3883556BD3N/A$4,995,165.00
SHINHAN BANK SR UNSECURED 144A 04/17 VAR82460CAG9N/A$4,993,400.00
SUMITOMO MITSUI BANKING COMPANY GUAR 07/17 1.35865622BL7N/A$4,980,470.00
EVERSOURCE ENERGY SR UNSECURED 01/18 1.6664397AL0N/A$4,975,720.00
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$4,840,520.00
El Paso Corporation28336LBQ1N/A$4,799,242.06
FNMA POOL AL7246 FN 08/36 FLOATING VAR3138EQBQ4N/A$4,754,636.18
CONNECTICUT ST CTS 03/19 FIXED 5.4620772G3X4N/A$4,561,565.40
GS MORTGAGE SECURITIES TRUST GSMS 2016 ICE2 A 144A36251HAA0N/A$4,549,992.72
FIFTH THIRD BANK SR UNSECURED 03/19 2.331677QBF5N/A$4,511,204.46
FIDELITY NATIONAL INFORM SR UNSECURED 10/18 2.8531620MAN6N/A$4,401,289.12
Volvo Financial Equipment Llc Vfet 2016 1A A2 144A92887JAB9N/A$4,350,200.54
FNMA POOL 466897 FN 12/17 FIXED 3.1831381PUW6N/A$4,284,762.68
FANNIE MAE FNR 2011 42 A31397SYV0N/A$4,179,446.18
Credit Suisse Mortgage Capital Certificates Series 2006-c4 Class A322545MAD9N/A$4,086,951.96
MORGAN STANLEY SR UNSECURED 12/18 2.26174468B8N/A$4,030,136.00
KOREA LAND + HOUSING COR SR UNSECURED 144A 08/17 1.87550066MAA5N/A$4,010,284.00
BANK OF AMERICA CORP SR UNSECURED 08/17 1.706051GFJ3N/A$4,005,724.00
AMERICA MOVIL SAB DE CV SR UNSECURED 09/16 VAR02364WBF1N/A$3,998,412.00
AIG GLOBAL FUNDING SR SECURED 144A 12/17 1.6500138CAA6N/A$3,994,652.00
FNMA POOL 467289 FN 07/16 FIXED 2.9931381QC20N/A$3,850,228.79
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 4 A343814FAC6N/A$3,843,177.14
Hyundai Capital America Company Guar 144a 3.7544923QAA2N/A$3,831,333.30
Williams Partners, LP96950HAD2N/A$3,792,037.50
FNMA POOL AL2638 FN 04/38 FLOATING VAR3138EJ4Y1N/A$3,758,008.37
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/19 2.943345397XT5N/A$3,721,078.17
LOS ANGELES CA MUNI IMPT CORPL LOSGEN 11/18 FIXED 2.344544587B98N/A$3,718,753.60
UNITEDHEALTH GROUP INC SR UNSECURED 07/18 1.991324PCL4N/A$3,682,213.38
BLACK HILLS CORP SR UNSECURED 01/19 2.5092113AK5N/A$3,680,105.00
UNITEDHEALTH GROUP INC SR UNSECURED 07/17 1.4591324PCK6N/A$3,645,669.75
Ge Capital Commercial Mortgage Corporation Series 2007-c1 Class A436159XAE0N/A$3,617,266.60
NEWELL RUBBERMAID INC SR UNSECURED 03/19 2.6651229AT3N/A$3,587,091.76
FNMA POOL 465999 FN 09/17 FIXED 2.7131381NUY7N/A$3,571,100.56
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/19 2654740AL3N/A$3,528,360.50
Banc Amer Coml Mtg Tr 2006 6 Mtg Pasthru Cl A405950VAE0N/A$3,515,822.80
US AIRWAYS 2010 1B PTT PASS THRU CE 10/18 8.590345KAB6N/A$3,399,615.05
Tsmc Global Ltd Company Guar 144a 0.95872882AA3N/A$3,385,000.00
FANNIE MAE FNR 2011 40 CA31397SWX8N/A$3,349,514.54
Jpmcc 2006-ldp946629PAC2N/A$3,344,718.82
LEAF II RECEIVABLES FUNDING LL LRF 2015 1 A2 144A52177EAB3N/A$3,285,332.35
FED HM LN PC POOL 849883 FH 09/38 FLOATING VAR31300M6U2N/A$3,063,593.87
GILEAD SCIENCES INC SR UNSECURED 09/18 1.85375558BE2N/A$3,053,343.00
FREDDIE MAC FHR 3780 GX3137A4R90N/A$3,048,676.61
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/18 2423074BH5N/A$3,028,170.00
Health Care Reit Inc42217KAN6N/A$3,023,571.00
BK TOKYO MITSUBISHI UFJ SR UNSECURED 144A 09/18 2.1506538PAA0N/A$3,016,137.00
Centerpoint Energy Resources Corpo15189YAC0N/A$3,011,379.00
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/18 2.24345397XH1N/A$2,998,944.00
Glencore Funding LLC Company Guar 144a378272AB4N/A$2,989,434.00
FIDELITY NATIONAL INFORM COMPANY GUAR 06/17 1.4531620MAL0N/A$2,977,311.00
CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2015 RUM A 144A12528FAA2N/A$2,976,205.20
Lbubs_07-c250180JAD7N/A$2,948,752.11
TTX CO SR UNSECURED 144A 02/19 2.2587305QCL3N/A$2,941,315.41
Fdic Trust Fdic 2013 R1 A 144a30254QAA0N/A$2,839,082.47
Noble Holding International Ltd65504LAH0N/A$2,838,750.00
Ncua Guaranteed Notes Ngn 2010 C1 Apt62888XAC8N/A$2,597,444.94
FANNIE MAE FNR 2010 39 VY31398PY29N/A$2,592,154.69
PNC BANK NA SR UNSECURED 03/19 1.9569353REV6N/A$2,527,050.00
South Carolina Jobs Econom837031KH5N/A$2,518,725.00
AVIATION CAPITAL GROUP SR UNSECURED 144A 09/16 3.87505367AAF0N/A$2,371,800.00
Bscms_07-pw1507388RAE7N/A$2,252,373.92
Volkswagon Auto Lease Trust Vwalt 2014 A A392867QAD3N/A$2,186,044.47
El Paso Natural Gas Corporation28336LBR9N/A$2,138,000.00
Federal Home Loan Mortgage Company31397EHU2N/A$2,101,213.84
Federal National Mortgage Association31407UMR5N/A$2,089,602.23
VLG CENTER FL CDD RECREATIONAL VILDEV 11/16 FIXED 1.60392706NCY7N/A$1,999,520.00
MORGAN STANLEY SR UNSECURED 02/19 2.4561746BDX1N/A$1,989,096.20
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/18 2.125928670AX6N/A$1,984,484.00
FNMA POOL AL0266 FN 02/35 FLOATING VAR3138EGJL9N/A$1,956,984.39
Treasury Bill912796HX0N/A$1,949,196.60
SLM STUDENT LOAN TRUST SLMA 2006 2 A578442GRV0N/A$1,946,918.57
FED HM LN PC POOL 848116 FH 10/38 FLOATING VAR31300LAR6N/A$1,924,403.31
Ncua Guaranteed Notes Ngn 2010 C1 A262888XAB0N/A$1,890,319.67
FHM MO12 A1A2 VAR31397PPN4N/A$1,818,000.00
FANNIE MAE FNR 2004 17 HJ31393XA64N/A$1,733,884.36
FNMA POOL 872467 FN 05/36 FLOATING VAR31409JJL5N/A$1,719,758.16
CNH EQUIPMENT TRUST CNH 2013 B A312625HAC6N/A$1,712,205.47
FNMA POOL 767334 FN 06/34 FLOATING VAR31404FPT4N/A$1,704,827.87
FED HM LN PC POOL 840183 FH 04/38 FLOATING VAR31347AFY5N/A$1,675,614.40
FED HM LN PC POOL B14454 FG 12/19 FIXED 53129665P5N/A$1,671,536.74
ATLANTIC CITY NJ ATC 12/16 FIXED 3.299048339RS6N/A$1,616,016.00
United Airlines Incorporated909317BE8N/A$1,612,170.96
SOUTHWESTERN ENERGY CO SR UNSECURED 01/18 3.3845467AJ8N/A$1,600,000.00
NISSAN AUTO LEASE TRUST NALT 2014 A A465477NAE6N/A$1,592,736.84
Fed Hm Ln Pc Pool G138503128MCQB4N/A$1,571,160.88
Centurylink Incorporated156700AQ9N/A$1,530,000.00
MCGRAW HILL FINANCIAL IN COMPANY GUAR 08/18 2.5580645AM1N/A$1,469,521.35
FED HM LN PC POOL G11661 FG 02/20 FIXED 4.531283KZ27N/A$1,383,415.03
FNMA POOL 986020 FN 05/36 FLOATING VAR31415QK96N/A$1,381,824.85
Federal National Mortgage Association31392A7D4N/A$1,379,054.52
Fed Hm Ln Pc Pool 84851231300LN50N/A$1,377,466.96
FNMA POOL 555068 FN 11/32 FLOATING VAR31385WTZ2N/A$1,369,925.10
FNMA POOL 841851 FN 08/45 FLOATING VAR31407VH40N/A$1,358,181.63
MACQUARIE EQUIPMENT FUNDING TR MEFT 2014 A A2 144A55610AAB9N/A$1,341,710.15
FANNIE MAE FNR 2004 10 FA31393XCQ8N/A$1,309,537.19
Federal National Mortgage Association31393T7D2N/A$1,223,346.51
FREDDIE MAC FHR 2864 NB31395G2D3N/A$1,204,363.11
FREDDIE MAC FHR 2849 B31395E7H4N/A$1,203,194.47
FNMA POOL 813565 FN 12/34 FLOATING VAR31406LZ68N/A$1,201,304.26
Federal National Mortgage Association3139216C7N/A$1,196,305.51
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A344890LAC8N/A$1,141,055.29
FANNIE MAE FNR 2011 33 GA31397SGQ1N/A$1,108,385.32
Federal National Mortgage Association31392DUC4N/A$1,066,284.45
FHLMC31392MH47N/A$1,057,617.47
FANNIEMAE ACES FNA 2013 M12 A3136AGGF3N/A$1,057,497.84
Federal National Mortgage Association31403DLJ6N/A$1,054,387.70
Federal National Mortgage Association31392A5N4N/A$1,028,126.15
Centurytel Incorporated156700AL0N/A$1,027,500.00
ERAC USA FINANCE LLC COMPANY GUAR 144A 04/16 1.426884TAJ1N/A$1,024,171.01
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 36 GA38374D2Q1N/A$1,024,029.15
Jp Morgan Chase Commercial Securities Corporation Series 2006-ldp7 Class A446628FAF8N/A$1,023,132.99
NOMURA HOLDINGS INC SR UNSECURED 03/19 2.7565535HAG4N/A$1,015,300.00
FREDDIE MAC FHR 2704 BH31394LSA1N/A$1,011,760.02
FREDDIE MAC FHR 2896 CB31395HVP2N/A$1,002,169.67
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 27 AK38376WVF9N/A$974,221.88
FNMA POOL 874486 FN 12/16 FIXED 5.2731409LRF4N/A$936,908.62
BANC OF AMERICA COMMERCIAL MOR BACM 2007 3 A1A059512AG8N/A$917,974.21
JEFFERSON CNTY AL JEF 04/17 FIXED 4.9472628QJ8N/A$889,152.00
FANNIEMAE WHOLE LOAN FNW 2007 W2 1A131396VAD0N/A$873,803.83
JP Morgan Chase Commercial Mortgage Securities Series 2007-cb18 Class A446629YAC3N/A$871,120.40
21ST CENTURY FOX AMERICA COMPANY GUAR 10/16 890131HAK1N/A$856,595.85
FNMA POOL AL5275 FN 09/37 FLOATING VAR3138EM2H3N/A$844,967.18
FREDDIE MAC FHR 3706 AB3137A1A45N/A$811,005.08
Jp Morgan Chase Commercial Mortgage Securities Corporation Series 2006-cb17 Class A446630EAC4N/A$807,552.42
Federal Home Loan Mortgage Company31398E2H6N/A$781,421.87
Federal National Mortgage Association31398S3R2N/A$777,485.56
FREDDIE MAC FHR 3898 NE3137ADY43N/A$773,974.16
Federal National Mortgage Association31387Y5U3N/A$771,216.65
Federal National Mortgage Association31381HGU4N/A$768,140.34
FED HM LN PC POOL 848351 FH 05/35 FLOATING VAR31300LH40N/A$767,782.04
Federal Home Loan Mortgage Company31283K4D7N/A$765,495.97
Federal National Mortgage Association31398S3Y7N/A$762,715.32
ERAC USA FINANCE LLC COMPANY GUAR 144A 03/17 2.7526884TAF9N/A$758,953.50
Federal Home Loan Mortgage Company3137A8Z43N/A$731,119.79
Federal National Mortgage Association31403DSV2N/A$727,536.40
Government National Mortgage Association36225BYK8N/A$691,191.78
Federal Home Loan Mortgage Company31395E3S4N/A$689,009.47
FREDDIE MAC FHR 2881 AE31395J5C6N/A$686,863.23
Federal National Mortgage Association31397SUS1N/A$676,778.70
FREDDIE MAC FHR 3772 HC3137A4HH3N/A$670,327.61
FANNIE MAE FNR 2010 57 DQ31398RF42N/A$662,527.86
FANNIEMAE ACES FNA 2006 M3 B31396L6X3N/A$662,164.39
Illinois St Ils Fixed452152HT1N/A$659,731.25
Jpmcc_2007-ld1246632HAD3N/A$655,984.34
FREDDIE MAC FHR 2530 BH31393F6K7N/A$638,681.28
FNMA01F030447N/A$637,247.48
Federal National Mortgage Association3136A2NG4N/A$627,513.26
FED HM LN PC POOL G12846 FG 01/22 FIXED 4.53128MBL39N/A$618,547.90
FREDDIE MAC FHR 3821 LA3137A7N89N/A$618,483.29
UBS Barclays Comm Mort Trust 05/6390269CAA8N/A$601,060.22
Discover Financial Services Incorporated254709AD0N/A$597,524.73
Equifirst Mortgage Loan Trust29445FAH1N/A$597,352.79
Federal National Mortgage Association31358SR45N/A$589,936.83
Federal Home Loan Mortgage Company31398LNK0N/A$573,121.84
FANNIE MAE FNR 2004 92 QY31394BQR8N/A$566,606.43
FREDDIE MAC FHR 3501 AC31397YS44N/A$563,862.85
Federal Home Loan Mortgage Company31394LUH3N/A$560,043.11
FANNIE MAE FNR 2003 92 PE31393TAH9N/A$554,225.44
Credit Suisse Coml Mtg Tr 2007 C3 Mtg Passthru Ctf Cl A422544QAE9N/A$538,142.20
Cwhl Series 2001-hyb1 Class 1a12669B2W1N/A$521,348.01
Wifc 1998-wfc2 M122540AGU6N/A$510,294.70
FANNIE MAE FNR 2011 61 VA31397UXJ3N/A$496,010.82
FREDDIE MAC FHR 3649 DG31398VA22N/A$494,242.33
FANNIE MAE FNR 2008 76 GF31397MRZ2N/A$490,665.39
HYUNDAI AUTO LEASE SECURITIZAT HALST 2014 B A2 144A44890VAB8N/A$483,969.39
FREDDIE MAC FHR 3780 DG3137A4QE0N/A$461,276.60
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 122 AC38375AEG5N/A$461,245.59
Federal Home Loan Mortgage Company31287QEJ6N/A$460,827.90
Federal National Mortgage Association31385HSE3N/A$451,842.56
Federal Home Loan Mortgage Company31395PM41N/A$450,560.07
FNMA POOL 690102 FN 02/33 FLOATING VAR31400KU38N/A$445,650.59
FREDDIE MAC FHR 3829 CA3137A8FX1N/A$437,525.58
FREDDIE MAC FHR 3728 EA3137A1WC3N/A$434,299.92
Federal National Mortgage Association3136A2YE7N/A$432,883.12
FANNIE MAE FNR 2003 35 BC31393BF91N/A$391,530.99
FANNIE MAE FNR 2002 94 BK31392GVC6N/A$356,015.03
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 43 JA38376YZH7N/A$335,170.41
FANNIE MAE FNR 2010 25 ND31398MEC6N/A$331,034.72
Sasc 1998-2 A863572SE4N/A$330,940.62
FREDDIE MAC FHR 3878 JA3137ACBP3N/A$330,035.07
FREDDIE MAC FHR 3728 EH3137A1WH2N/A$324,885.95
Fed Hm Ln Pc Pool G1144831283KTD0N/A$322,104.80
Sbm7 1990-2 A79548KAY4N/A$299,870.08
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 133 QK38377MHP4N/A$298,836.40
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 3 A343812XAC9N/A$298,392.05
FANNIE MAE FNR 2008 81 LK31397MTY3N/A$289,625.38
FANNIE MAE FNR 2011 39 DA31397SVS0N/A$288,421.17
Federal National Mortgage Association31398MAX4N/A$285,805.18
FREDDIE MAC FHR 3619 EB31398LWV6N/A$281,894.45
FREDDIE MAC FHR 3538 DE31398EER1N/A$281,164.48
FREDDIE MAC FHR 3589 CA31398K6Q8N/A$277,066.99
FREDDIE MAC FHR 3574 EA31398JNY5N/A$267,695.73
Federal Home Loan Mortgage Company31395FH72N/A$261,186.48
Federal Home Loan Mortgage Company31393R6M7N/A$245,573.41
Federal National Mortgage Association3136A1LT0N/A$241,603.54
FREDDIE MAC FHR 3784 DA3137A53N2N/A$240,241.46
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 2 A343814EAC9N/A$232,904.75
Federal Home Loan Mortgage Company3137A9PK6N/A$219,629.43
FANNIE MAE FNR 2009 76 HA31396Q2H1N/A$214,540.48
FANNIE MAE FNR 2007 36 AB31396VRK6N/A$214,047.81
FANNIE MAE FNR 2010 39 PD31398P3P2N/A$207,311.54
GOVERNMENT NATIONAL MORTGAGE A GNR 2004 11 QE38374FRM8N/A$206,268.68
Federal National Mortgage Association31393BR56N/A$202,773.75
Federal National Mortgage Association31392JLB3N/A$198,565.18
Federal National Mortgage Association31397UQD4N/A$183,150.49
Federal National Mortgage Association31393UD67N/A$179,094.54
FNMA POOL 788397 FN 06/19 FIXED 4.531405F3E0N/A$169,037.74
Federal National Mortgage Association31390HLY9N/A$144,815.94
Federal National Mortgage Association31388GXS5N/A$143,836.82
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 93 UW38376KAN1N/A$140,026.38
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 69 DQ38377GBK4N/A$132,092.10
Wifc 1996-3 M2126342FW9N/A$132,072.09
FANNIE MAE FNR 2012 94 E3136A8XK1N/A$130,710.07
Wifc 1996-3 M3126342FX7N/A$121,856.89
Federal National Mortgage Association31358JB75N/A$118,595.16
FREDDIE MAC FHR 2963 BP31395TM35N/A$116,877.32
Federal Home Loan Mortgage Company31295NJR0N/A$115,661.47
Federal National Mortgage Association31363WAB1N/A$105,201.87
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 74 BP38376FB76N/A$103,761.73
Fed Hm Ln Pc Pool G1140931283KR67N/A$102,634.01
Cwhl 2001-hyb1 2a112669B2X9N/A$100,267.04
Federal National Mortgage Association313603F80N/A$99,592.70
Federal Home Loan Mortgage Company31283HHB4N/A$98,478.12
Federal Home Loan Mortgage Company31353GN65N/A$97,965.84
Federal National Mortgage Association31393X2K2N/A$97,142.28
Government National Mortgage A Gnr 2011 29 AG38377QPE1N/A$95,901.80
Hs 1992-8 E44182DBU2N/A$89,686.18
FREDDIE MAC FHR 3786 EY3137A5RQ9N/A$85,658.85
Federal National Mortgage Association31385H5V0N/A$85,607.54
Federal Home Loan Mortgage Company31290LA49N/A$79,500.09
Federal Home Loan Mortgage Company3128HDXT1N/A$73,936.64
Federal Home Loan Mortgage Company31394KCQ5N/A$72,245.88
Federal National Mortgage Association31368JAJ8N/A$72,153.43
Federal Home Loan Mortgage Company31295MXV7N/A$70,804.66
Federal National Mortgage Association313602TR5N/A$67,229.69
Federal National Mortgage Association31374CKX3N/A$65,981.42
Federal National Mortgage Association313603H54N/A$63,491.87
Federal National Mortgage Association31402CB27N/A$63,346.43
Federal National Mortgage Association31385HYW6N/A$62,160.92
Federal National Mortgage Association31358MP40N/A$60,397.82
GSMPS 1998-1 A36228FAA4N/A$60,380.77
Federal National Mortgage Association31358FED7N/A$56,926.39
Dljma 1990-2 A23321PAC2N/A$55,306.33
Federal National Mortgage Association31375UC37N/A$53,879.56
Sami 2001-4 A286358HMD8N/A$52,943.24
Federal National Mortgage Association31392JYJ2N/A$51,620.93
FREDDIE MAC FHR 3888 JP3137ADF77N/A$49,365.90
Cmot 66 Z193908EF3N/A$47,440.08
Federal National Mortgage Association31393C6U2N/A$43,971.64
Federal National Mortgage Association31363WJA4N/A$43,655.65
Federal National Mortgage Association31374TLP2N/A$36,970.49
FHLMC31290LDY0N/A$36,304.75
Federal Home Loan Mortgage Company31290LDT1N/A$34,399.78
Federal National Mortgage Association31389TQX3N/A$34,134.17
Federal National Mortgage Association31358EQE5N/A$33,159.72
Federal National Mortgage Association31358HST3N/A$29,166.22
Federal National Mortgage Association31363WH99N/A$28,116.19
Federal National Mortgage Association31358FFR5N/A$26,197.60
Federal National Mortgage Association31384WGQ7N/A$22,221.68
FREDDIE MAC FHR 2495 UJ31392VWK4N/A$20,371.29
Federal Home Loan Mortgage Company31295W4T2N/A$20,200.43
Federal Home Loan Mortgage Company31335PDX0N/A$19,890.43
Federal National Mortgage Association313602BE3N/A$18,663.12
Federal National Mortgage Association31358E3Z3N/A$17,113.23
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 35 PA38374TP81N/A$15,935.03
Federal National Mortgage Association31376T4B0N/A$15,540.28
Federal National Mortgage Association313603K84N/A$14,805.06
Marm 2002-3 4a1576433BM7N/A$13,854.14
Government National Mortgage Association36225AJL5N/A$12,829.15
Dljma 1991-3 A123321PAH1N/A$12,710.63
Federal Home Loan Mortgage Company31394L4C3N/A$12,084.24
Federal National Mortgage Association313602CK8N/A$10,570.04
G2 78066436225AWZ9N/A$9,810.70
Federal National Mortgage Association31381DX91N/A$9,400.48
Rmt 1998-b A761042AF7N/A$7,527.20
Federal Home Loan Mortgage Company31290KZG7N/A$7,231.07
Phms 1988-1 A74434RAA9N/A$6,883.33
Federal Home Loan Mortgage Company31290LC39N/A$6,703.94
Federal Home Loan Mortgage Company31295NRC4N/A$6,375.05
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 7 CK38376TPV8N/A$6,229.78
Federal National Mortgage Association31391SNG1N/A$5,383.50
Federal National Mortgage Association313602B52N/A$4,807.76
Federal National Mortgage Association31366HTY1N/A$3,961.42
Federal Home Loan Mortgage Company31295KSL9N/A$3,664.51
Government National Mortgage Association36225AH60N/A$3,505.92
Boams 2002-k 3a106050HXY9N/A$2,121.40
Fed Hm Ln Pc Pool E0096131294KB61N/A$1,979.38
Federal National Mortgage Association31368HYT4N/A$1,857.95
Federal Home Loan Mortgage Company31295XBS4N/A$1,405.91
Msmt 35 261790TBM3N/A$269.19
Federal National Mortgage Association31396PKF7N/A$0.00
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
06-30-20161817.00Short US 2YR Note (cbt)(21,627.80)