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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 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$147,996,900.50
Fnma Pool Ma0670 Fn31417YW86N/A$17,807,981.15
Mercedes Benz Auto Receivables Mbart58772PAB4N/A$16,361,945.44
JP Morgan Chase Commercial Mor Jpmcc 2014 Inn A 144A46642DAA6N/A$14,920,617.00
Directv Holdings/fing Company Guar25459HBE4N/A$14,680,669.04
Verizon Communications Sr Unsecured92343VCE2N/A$14,408,860.85
Ally Auto Receivables Trust Allya02007DAA8N/A$12,683,779.56
Bmw Vehicle Lease Trust Bmwlt 2015 2 A2a05581QAB4N/A$12,265,749.42
Prvdnc Hlth + Svc Obl Gr Unsecured Var743755AL4N/A$12,010,716.00
Port Port Arthur Tex Nav Dist Ppatrn Adjustable Var735220AR6N/A$12,000,000.00
Cnh Equipment Trust Cnh 2015 C A2A12593NAB3N/A$11,582,398.16
Nissan Auto Lease Trust Nalt 2015 B A2A65478TAB8N/A$11,580,979.48
GM Financial Automobile Leasin Gmalt 2015 2 A2A38013GAB5N/A$11,486,334.55
Experian Finance PLC30217AAA1N/A$11,441,361.50
World Omni Automobile Lease Se Wols98160VAB7N/A$11,349,301.92
Ford Credit Auto Lease Trust FORDL 2015 B A2A34530XAB1N/A$11,279,152.88
Bear Stearns Company Incorporated073902PN2N/A$11,208,181.83
CITIBANK CREDIT CARD ISSUANCE CCCIT 2013 A6 A617305EFE0N/A$10,820,787.84
Cccit 2006-a3 A317305EDE2N/A$10,516,201.42
PERRIGO CO PLC SR UNSECURED 11/16 1.3714294AB1N/A$10,475,822.95
Anadarko Petroleum Corp Fixed032511BH9N/A$10,171,429.70
REYNOLDS AMERICAN INC COMPANY GUAR 08/16 3.5761713BQ8N/A$10,106,710.00
TESCO PLC SR UNSECURED 144A 01/17 2.7881575AF1N/A$10,099,596.00
Oneok Partners LP68268NAF0N/A$10,017,340.00
KLA TENCOR CORP SR UNSECURED 11/17 2.375482480AB6N/A$10,005,710.00
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 1 A202006YAB1N/A$9,980,878.00
EXELON CORP SR UNSECURED 06/17 1.5530161NAG6N/A$9,958,230.00
BPCE SA SR UNSECURED 07/17 1.612505578DAP7N/A$9,955,670.00
GENERAL MOTORS FINL CO COMPANY GUAR 04/18 2.437045XAV8N/A$9,950,740.00
NABORS INDUSTRIES INC COMPANY GUAR 09/16 2.35629568AZ9N/A$9,950,650.00
THOMSON REUTERS CORP SR UNSECURED 09/17 1.65884903BU8N/A$9,949,130.00
NEW JERSEY ST ECON DEV AUTH RE NJSDEV 06/17 FIXED 1.8026459186P3N/A$9,948,600.00
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 PHH A 144A46643FAA0N/A$9,942,937.00
Biogen Idec Incorporated09062XAB9N/A$9,832,318.93
Abn Amro Bank Nv Sr Unsecured 144a00084DAF7N/A$9,815,736.13
Freddie Mac FHR 3166 AC31396T5C3N/A$9,734,230.96
FORD CREDIT AUTO LEASE TRUST FORDL 2015 A A2A34530TAB0N/A$9,720,414.02
MARTIN MARIETTA MATERIAL SR UNSECURED 06/17 VAR573284AP1N/A$9,622,586.67
Allied World Assurance01959EAA6N/A$9,558,768.56
Questar Corporation748356AA0N/A$9,504,759.50
NEW JERSEY ST ECON DEV AUTH LE NJSDEV 02/18 ZEROCPNOID 0645913AW4N/A$9,394,800.00
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A2A 144A44928UAB6N/A$9,390,929.94
Nissan Auto Lease Trust Nalt 2014 B A2A65490BAB1N/A$9,385,764.12
Toll Bros Finance Corp Fixed 8.9188947EAH3N/A$9,371,575.00
Mcgraw-hill Companies (the)580645AE9N/A$9,215,640.85
SYMETRA FINL CORP SR UNSECURED 144A 04/16 6.12587151QAA4N/A$9,193,848.30
L-3 Communications Corp502413BB2N/A$9,135,594.00
Boardwalk Pipelines LP096630AA6N/A$9,087,489.00
AERCAP IRELAND CAP LTD/A COMPANY GUAR 05/17 2.7500772BAB7N/A$9,072,937.50
Marathon Petroleum Corp Sr Unsecured56585AAE2N/A$9,054,488.87
DAYTON POWER + LIGHT CO 1ST MORTGAGE 09/16 1.875240019BS7N/A$9,007,614.00
Constellation Brands, Incorporated21036PAD0N/A$8,901,000.00
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 FL7 A 144A46644PAA7N/A$8,875,268.82
HONDA AUTO RECEIVABLES OWNER T HAROT 2015 3 A243814MAB3N/A$8,711,955.80
Sovereign Bank84603MXU5N/A$8,690,312.40
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 CSMO A 144A46644DAA4N/A$8,653,860.42
Platinum Underwriters Finance Incorporated72766CAD8N/A$8,605,083.38
Csmc_06-c522545LAD1N/A$8,515,037.57
Transocean Incorporated Company Guar893830BA6N/A$8,502,050.00
EQTY MORTGAGE TRUST EQTY 2014 INNS A 144A26885KAA8N/A$8,298,510.60
PORSCHE INNOVATIVE LEASE OWNER PILOT 2015 1 A2 144A73329BAC0N/A$8,185,435.91
GS MORTGAGE SECURITIES TRUST GSMS 2014 GSFL A 144A36253TAA2N/A$8,181,706.54
BANQUE FED CRED MUTUEL SR UNSECURED 144A 01/17 1.706675FAE7N/A$8,166,210.35
Merrill Lynch & Company5901884M7N/A$8,131,840.00
Credit Suisse New York22541HCC4N/A$8,061,277.50
CLEARWIRE COMM/FINANCE SR SECURED 144A 12/16 14.7518538TAJ8N/A$8,055,450.00
CISCO SYSTEMS INC SR UNSECURED 06/18 1.6517275RAU6N/A$8,033,184.00
ING Bank Nv Sr Unsecured 144a449786AX0N/A$8,007,096.00
LLOYDS BANK PLC COMPANY GUAR 08/18 253944VAJ8N/A$8,005,928.00
AMERICAN EXPRESS CREDIT SR UNSECURED 07/18 1.80258M0DV8N/A$7,985,808.00
WEC ENERGY GROUP INC SR UNSECURED 06/18 1.65976657AJ5N/A$7,931,424.00
Telefonica Emisiones Sau87938WAB9N/A$7,672,455.00
DELTA AIR LINES 2009 1 B PASS THRU CE 06/18 9.7524736UAA2N/A$7,586,823.57
RELIANCE STAND LIFE II SECURED 144A 10/18 2.1575951AAD0N/A$7,565,169.49
Tyson Foods Incorporated902494AN3N/A$7,544,570.15
SCG TRUST SCGT 2013 SRP1 A 144A78408XAA9N/A$7,523,673.00
ALLY FINANCIAL INC COMPANY GUAR 11/18 3.2502005NBE9N/A$7,521,281.25
CELGENE CORP SR UNSECURED 08/18 2.125151020AT1N/A$7,501,777.50
CARMAX AUTO OWNER TRUST CARMX 2015 3 A2A14313VAB0N/A$7,481,521.50
IMPERIAL TOBACCO FINANCE COMPANY GUAR 144A 07/18 2.05453140AC9N/A$7,459,762.50
VOLVO FINANCIAL EQUIPMENT LLC VFET 2015 1A A2 144A92887GAB5N/A$7,421,721.52
CROWN CASTLE TOWERS LLC SR SECURED 144A 01/37 5.49522822RAQ3N/A$7,405,066.81
NEXTERA ENERGY CAPITAL COMPANY GUAR 09/17 2.05665339KAE0N/A$7,281,627.53
HP ENTERPRISE CO COMPANY GUAR 144A 10/17 2.4542824CAA7N/A$7,209,235.22
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A2A92867VAB6N/A$7,154,304.76
Omnicom Group Incorporated681919AS5N/A$7,089,453.00
Illinois St Ils Fixed452152HS3N/A$7,017,639.00
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/17 1.6423074BB8N/A$6,980,225.00
Lbubs_07-c652109PAE5N/A$6,979,626.70
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/18 2.444891AAC1N/A$6,978,916.00
SHELL INTERNATIONAL FIN COMPANY GUAR 11/17 1.25822582BK7N/A$6,963,600.00
Msc_07-iq1661756UAE1N/A$6,925,376.05
Dcp Midstream Operating LP23311VAC1N/A$6,865,039.81
Goldman Sachs Group Incorporated38141GEU4N/A$6,503,062.78
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/17 2.741283LAB1N/A$6,079,806.00
MORGAN STANLEY SR UNSECURED 01/18 1.87561761JVM8N/A$6,053,897.58
Greenwich Capital Commercial Funding Corporation Series 2007-gg9 Class A420173QAE1N/A$5,987,357.85
Brookfield Asset Management Incorporated112585AB0N/A$5,982,524.63
Toll Road Inv Part Ii Sr Unsecured 144a 0.000088948AAR8N/A$5,973,864.00
CONNECTICUT ST CTS 03/19 FIXED 5.4620772G3X4N/A$5,952,564.25
FED HM LN PC POOL 849120 FH 11/35 FLOATING VAR31300MDZ3N/A$5,879,818.80
TRANS CANADA PIPELINES SR UNSECURED 11/17 1.62589352HAQ2N/A$5,742,759.39
Centerpoint Energy Inc.15189TAQ0N/A$5,705,476.94
BAT INTL FINANCE PLC COMPANY GUAR 144A 06/18 1.8505530QAM2N/A$5,697,822.60
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 4 A343814FAC6N/A$5,649,612.29
Goldman Sachs Group Incorporated38141GFM1N/A$5,521,959.14
Ford Motor Credit CO LLC Fixed345397VP5N/A$5,521,139.26
Morgan Stanley Sr Unsecured 1.7561746BDG8N/A$5,506,341.50
Hyundai Auto Receivables Trust Hart 2015 C A2A44918LAB8N/A$5,489,481.80
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2015 SN1 A302006XAD9N/A$5,386,476.78
COMM MORTGAGE TRUST COMM 2014 BBG A 144A12631QAA2N/A$5,341,974.84
TEXAS EASTERN TRANSMISSI SR UNSECURED 144A 09/17 6882384AA8N/A$5,273,070.00
Credit Suisse Mortgage Capital Certificates Series 2006-c4 Class A322545MAD9N/A$5,191,243.90
CNH INDUSTRIAL CAPITAL L COMPANY GUAR 02/17 3.2512623EAH4N/A$5,187,600.00
Korea Finance Corporation50065TAB9N/A$5,062,720.00
PENTAIR FINANCE SA COMPANY GUAR 09/18 2.9709629AM1N/A$5,047,915.08
FNMA POOL AL7246 FN 08/36 FLOATING VAR3138EQBQ4N/A$5,032,885.42
DISCOVER BANK SR UNSECURED 11/18 2.6254672UH9N/A$4,997,015.00
SHINHAN BANK SR UNSECURED 144A 04/17 VAR82460CAG9N/A$4,996,785.00
PNC BANK NA SR UNSECURED 11/18 1.869353RET1N/A$4,987,660.00
CCG RECEIVABLES TRUST CCG 2015 1 A2 144A12505XAB8N/A$4,987,164.00
HUNTINGTON NATIONAL BANK SR UNSECURED 11/18 2.2446438RR6N/A$4,986,820.00
THERMO FISHER SCIENTIFIC SR UNSECURED 02/17 1.3883556BD3N/A$4,982,255.00
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/17 1.6233851BY9N/A$4,973,620.00
SUMITOMO MITSUI BANKING COMPANY GUAR 07/17 1.35865622BL7N/A$4,969,950.00
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/17 1.6928668AF9N/A$4,966,634.31
EVERSOURCE ENERGY SR UNSECURED 01/18 1.6664397AL0N/A$4,947,665.00
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$4,787,625.00
El Paso Corporation28336LBQ1N/A$4,711,704.84
FANNIE MAE FNR 2011 42 A31397SYV0N/A$4,710,334.73
MACQUARIE EQUIPMENT FUNDING TR MEFT 2014 A A2 144A55610AAB9N/A$4,398,205.81
FIDELITY NATIONAL INFORM SR UNSECURED 10/18 2.8531620MAN6N/A$4,345,362.84
FNMA POOL 466897 FN 12/17 FIXED 3.1831381PUW6N/A$4,302,824.90
FNMA POOL AL2638 FN 04/38 FLOATING VAR3138EJ4Y1N/A$4,054,517.12
MORGAN STANLEY SR UNSECURED 12/18 2.26174468B8N/A$4,002,600.00
AMERICA MOVIL SAB DE CV SR UNSECURED 09/16 VAR02364WBF1N/A$3,999,948.00
KOREA LAND + HOUSING COR SR UNSECURED 144A 08/17 1.87550066MAA5N/A$3,990,788.00
BANK OF AMERICA CORP SR UNSECURED 08/17 1.706051GFJ3N/A$3,988,880.00
AIG GLOBAL FUNDING SR SECURED 144A 12/17 1.6500138CAA6N/A$3,979,792.00
FNMA POOL 467289 FN 07/16 FIXED 2.9931381QC20N/A$3,874,410.72
Hyundai Capital America Company Guar 144a 3.7544923QAA2N/A$3,851,859.80
Williams Partners, LP96950HAD2N/A$3,772,967.70
Volkswagon Auto Lease Trust Vwalt 2014 A A392867QAD3N/A$3,683,856.33
Ge Capital Commercial Mortgage Corporation Series 2007-c1 Class A436159XAE0N/A$3,667,971.20
LOS ANGELES CA MUNI IMPT CORPL LOSGEN 11/18 FIXED 2.344544587B98N/A$3,654,969.20
UNITEDHEALTH GROUP INC SR UNSECURED 07/18 1.991324PCL4N/A$3,636,687.00
Broadcom Corporation111320AE7N/A$3,629,217.80
MYLAN NV COMPANY GUAR 144A 12/18 362854AAA2N/A$3,627,453.74
UNITEDHEALTH GROUP INC SR UNSECURED 07/17 1.4591324PCK6N/A$3,625,032.63
FNMA POOL 465999 FN 09/17 FIXED 2.7131381NUY7N/A$3,593,899.45
LEAF II RECEIVABLES FUNDING LL LRF 2015 1 A2 144A52177EAB3N/A$3,589,829.28
Banc Amer Coml Mtg Tr 2006 6 Mtg Pasthru Cl A405950VAE0N/A$3,543,479.10
Associated Banc-corp045488AC7N/A$3,519,092.50
Jpmcc 2006-ldp946629PAC2N/A$3,464,525.30
FREDDIE MAC FHR 3780 GX3137A4R90N/A$3,461,857.83
Ford Credit Auto Lease Trust Fordl 2014 B A2A34530LAB7N/A$3,460,835.71
Tsmc Global Ltd Company Guar 144a 0.95872882AA3N/A$3,378,236.77
FANNIE MAE FNR 2011 40 CA31397SWX8N/A$3,346,534.64
HYUNDAI AUTO LEASE SECURITIZAT HALST 2014 B A2 144A44890VAB8N/A$3,109,199.85
Health Care Reit Inc42217KAN6N/A$3,058,287.00
Centerpoint Energy Resources Corpo15189YAC0N/A$3,044,775.00
GILEAD SCIENCES INC SR UNSECURED 09/18 1.85375558BE2N/A$3,013,632.00
Fdic Trust Fdic 2013 R1 A 144a30254QAA0N/A$3,006,970.16
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$3,003,597.00
BK TOKYO MITSUBISHI UFJ SR UNSECURED 144A 09/18 2.1506538PAA0N/A$2,991,669.00
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/18 2423074BH5N/A$2,989,278.00
CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2015 RUM A 144A12528FAA2N/A$2,988,646.20
Xerox Corporation984121BP7N/A$2,977,196.05
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/18 2.24345397XH1N/A$2,972,925.00
Glencore Funding LLC Company Guar 144a378272AB4N/A$2,970,000.00
Lbubs_07-c250180JAD7N/A$2,967,492.49
FIDELITY NATIONAL INFORM COMPANY GUAR 06/17 1.4531620MAL0N/A$2,959,518.00
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A344890LAC8N/A$2,900,713.43
VEREIT OPERATING PARTNER COMPANY GUAR 02/17 203879QAB0N/A$2,885,850.00
Noble Holding International Ltd65504LAH0N/A$2,830,362.00
Penske Truck Leasing/ptl Senior Notes 144a709599AJ3N/A$2,724,719.20
CNH EQUIPMENT TRUST CNH 2013 B A312625HAC6N/A$2,691,531.09
HSBC Finance Corp40429CFN7N/A$2,669,365.27
FANNIE MAE FNR 2010 39 VY31398PY29N/A$2,605,593.22
Ncua Guaranteed Notes Ngn 2010 C1 Apt62888XAC8N/A$2,530,001.97
South Carolina Jobs Econom837031KH5N/A$2,524,425.00
Federal Home Loan Mortgage Company31397EHU2N/A$2,455,338.16
AVIATION CAPITAL GROUP SR UNSECURED 144A 09/16 3.87505367AAF0N/A$2,377,700.00
Corporacion Andina De Fomento SA (219868BP0N/A$2,361,675.60
Bscms_07-pw1507388RAE7N/A$2,294,266.01
UBS Barclays Comm Mort Trust 05/6390269CAA8N/A$2,224,498.54
Federal National Mortgage Association31413XY98N/A$2,206,921.27
Federal National Mortgage Association31407UMR5N/A$2,189,898.28
SLM STUDENT LOAN TRUST SLMA 2006 2 A578442GRV0N/A$2,150,050.45
El Paso Natural Gas Corporation28336LBR9N/A$2,076,694.00
FED HM LN PC POOL 848116 FH 10/38 FLOATING VAR31300LAR6N/A$2,036,045.19
SIEMENS FINANCIERINGSMAT COMPANY GUAR 03/16 5.625N7993YBD5N/A$2,018,600.00
Ncua Guaranteed Notes Ngn 2010 C1 A262888XAB0N/A$2,000,365.10
/US/06684WHJ1 BAPMHC 0.8 2016 01/16 VAR926UMZII6N/A$2,000,020.00
VLG CENTER FL CDD RECREATIONAL VILDEV 11/16 FIXED 1.60392706NCY7N/A$1,997,160.00
United Airlines Incorporated909317BE8N/A$1,976,284.90
Treasury Bill 03/16912796HG7N/A$1,949,604.15
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/18 2.125928670AX6N/A$1,921,812.00
FED HM LN PC POOL B14454 FG 12/19 FIXED 53129665P5N/A$1,852,716.20
JEFFERSON CNTY AL JEF 04/17 FIXED 4.9472628QJ8N/A$1,776,337.50
FANNIE MAE FNR 2004 17 HJ31393XA64N/A$1,749,688.56
FNMA POOL 872467 FN 05/36 FLOATING VAR31409JJL5N/A$1,739,793.33
FNMA POOL 767334 FN 06/34 FLOATING VAR31404FPT4N/A$1,725,649.83
New Jersey St Tpk Auth646139D85N/A$1,725,000.00
Fed Hm Ln Pc Pool G138503128MCQB4N/A$1,713,054.90
FEDEX CORP 1998 PASS TST PASS THRU CE 01/16 7.0231331FAZ4N/A$1,708,241.12
Jp Morgan Chase Commercial Securities Corporation Series 2006-ldp7 Class A446628FAF8N/A$1,653,615.48
SOUTHWESTERN ENERGY CO SR UNSECURED 01/18 3.3845467AJ8N/A$1,640,000.00
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 3 A243814HAB4N/A$1,630,657.54
ATLANTIC CITY NJ ATC 12/16 FIXED 3.299048339RS6N/A$1,618,224.00
NISSAN AUTO LEASE TRUST NALT 2014 A A465477NAE6N/A$1,589,571.70
Centurylink Incorporated156700AQ9N/A$1,541,250.00
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/16 3.87541283LAA3N/A$1,509,964.50
FED HM LN PC POOL G11661 FG 02/20 FIXED 4.531283KZ27N/A$1,501,396.71
Vr Port Port Arthur Tex735220AW5N/A$1,500,000.00
MCGRAW HILL FINANCIAL IN COMPANY GUAR 08/18 2.5580645AM1N/A$1,459,171.25
Fed Hm Ln Pc Pool 84851231300LN50N/A$1,454,198.00
FNMA POOL 986020 FN 05/36 FLOATING VAR31415QK96N/A$1,448,666.37
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 36 GA38374D2Q1N/A$1,448,399.22
Federal National Mortgage Association31393T7D2N/A$1,446,354.79
FNMA POOL 841851 FN 08/45 FLOATING VAR31407VH40N/A$1,410,916.38
FANNIE MAE FNR 2004 10 FA31393XCQ8N/A$1,400,884.95
FNMA POOL 555068 FN 11/32 FLOATING VAR31385WTZ2N/A$1,397,415.01
Federal National Mortgage Association31392A7D4N/A$1,387,870.99
FREDDIE MAC FHR 2849 B31395E7H4N/A$1,383,053.48
FREDDIE MAC FHR 2864 NB31395G2D3N/A$1,357,950.15
FANNIEMAE ACES FNA 2013 M12 A3136AGGF3N/A$1,333,478.63
FNMA POOL 813565 FN 12/34 FLOATING VAR31406LZ68N/A$1,259,576.75
FANNIE MAE FNR 2011 33 GA31397SGQ1N/A$1,225,572.02
Federal National Mortgage Association3139216C7N/A$1,220,863.09
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 27 AK38376WVF9N/A$1,165,979.45
Federal National Mortgage Association31403DLJ6N/A$1,158,668.45
FREDDIE MAC FHR 2896 CB31395HVP2N/A$1,138,282.14
Federal National Mortgage Association31392DUC4N/A$1,114,617.62
FHLMC31392MH47N/A$1,081,112.82
FREDDIE MAC FHR 2704 BH31394LSA1N/A$1,075,464.62
Federal National Mortgage Association31392A5N4N/A$1,047,578.63
FREDDIE MAC FHR 3649 DG31398VA22N/A$1,045,466.10
Centurytel Incorporated156700AL0N/A$1,035,000.00
ERAC USA FINANCE LLC COMPANY GUAR 144A 04/16 1.426884TAJ1N/A$1,023,507.46
FANNIE MAE FNR 2011 61 VA31397UXJ3N/A$1,013,490.43
FREDDIE MAC FHR 3706 AB3137A1A45N/A$987,949.82
Jp Morgan Chase Commercial Mortgage Securities Corporation Series 2006-cb17 Class A446630EAC4N/A$959,154.64
FNMA POOL 874486 FN 12/16 FIXED 5.2731409LRF4N/A$951,542.79
BANC OF AMERICA COMMERCIAL MOR BACM 2007 3 A1A059512AG8N/A$920,180.06
FANNIEMAE WHOLE LOAN FNW 2007 W2 1A131396VAD0N/A$916,374.67
Federal National Mortgage Association31398S3R2N/A$909,308.39
Federal National Mortgage Association31398S3Y7N/A$892,286.29
JP Morgan Chase Commercial Mortgage Securities Series 2007-cb18 Class A446629YAC3N/A$886,242.09
Federal National Mortgage Association31403DSV2N/A$878,336.87
FNMA POOL AL5275 FN 09/37 FLOATING VAR3138EM2H3N/A$870,553.95
Federal Home Loan Mortgage Company31398E2H6N/A$870,356.06
21ST CENTURY FOX AMERICA COMPANY GUAR 10/16 890131HAK1N/A$869,980.84
Federal Home Loan Mortgage Company31283K4D7N/A$850,687.67
FREDDIE MAC FHR 3898 NE3137ADY43N/A$849,689.03
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 93 UW38376KAN1N/A$819,319.39
Federal National Mortgage Association31397SUS1N/A$815,994.84
FED HM LN PC POOL 848351 FH 05/35 FLOATING VAR31300LH40N/A$798,686.79
Federal Home Loan Mortgage Company31395E3S4N/A$796,298.09
FREDDIE MAC FHR 2530 BH31393F6K7N/A$789,616.67
FREDDIE MAC FHR 3772 HC3137A4HH3N/A$788,630.95
Federal Home Loan Mortgage Company3137A8Z43N/A$774,893.91
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 2 A343814EAC9N/A$771,622.31
Federal National Mortgage Association31381HGU4N/A$770,680.70
ERAC USA FINANCE LLC COMPANY GUAR 144A 03/17 2.7526884TAF9N/A$759,114.00
Federal National Mortgage Association31387Y5U3N/A$747,138.75
FREDDIE MAC FHR 2881 AE31395J5C6N/A$740,475.35
FREDDIE MAC FHR 3501 AC31397YS44N/A$726,498.34
FREDDIE MAC FHR 3829 CA3137A8FX1N/A$721,763.12
FANNIE MAE FNR 2010 57 DQ31398RF42N/A$705,916.02
Federal National Mortgage Association3136A2NG4N/A$699,931.46
FNMA POOL MA0628 FN 01/21 FIXED 331417YVW4N/A$698,863.33
FNMA POOL 745504 FN 02/16 FIXED VAR31403DGM5N/A$697,743.18
Government National Mortgage Association36225BYK8N/A$693,755.99
FREDDIE MAC FHR 3821 LA3137A7N89N/A$678,817.89
FREDDIE MAC FHR 3728 EA3137A1WC3N/A$677,803.16
FANNIEMAE ACES FNA 2006 M3 B31396L6X3N/A$676,783.78
FED HM LN PC POOL G12846 FG 01/22 FIXED 4.53128MBL39N/A$673,924.23
Federal Home Loan Mortgage Company31398LNK0N/A$658,737.42
Illinois St Ils Fixed452152HT1N/A$658,718.75
Jpmcc_2007-ld1246632HAD3N/A$658,539.01
FANNIE MAE FNR 2003 92 PE31393TAH9N/A$653,284.84
FANNIE MAE FNR 2004 92 QY31394BQR8N/A$650,877.15
Federal Home Loan Mortgage Company31394LUH3N/A$641,291.53
FNMA POOL 741996 FN 09/18 FIXED 3.531402YKH6N/A$623,296.11
Federal National Mortgage Association31358SR45N/A$604,987.67
FREDDIE MAC FHR 3780 DG3137A4QE0N/A$602,814.54
Discover Financial Services Incorporated254709AD0N/A$602,210.13
FANNIE MAE FNR 2008 76 GF31397MRZ2N/A$583,763.66
Equifirst Mortgage Loan Trust29445FAH1N/A$559,522.40
Federal National Mortgage Association31398MAX4N/A$546,037.52
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 3 A343812XAC9N/A$541,496.12
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 122 AC38375AEG5N/A$536,417.70
Cwhl Series 2001-hyb1 Class 1a12669B2W1N/A$534,090.65
Wifc 1998-wfc2 M122540AGU6N/A$529,404.21
FREDDIE MAC FHR 3728 EH3137A1WH2N/A$506,949.16
FANNIE MAE FNR 2002 94 BK31392GVC6N/A$504,225.42
Federal Home Loan Mortgage Company31395PM41N/A$481,166.78
Federal National Mortgage Association3136A2YE7N/A$468,257.69
FANNIE MAE FNR 2003 35 BC31393BF91N/A$459,395.33
Federal Home Loan Mortgage Company31287QEJ6N/A$459,045.39
Federal National Mortgage Association31385HSE3N/A$458,183.12
FNMA POOL 690102 FN 02/33 FLOATING VAR31400KU38N/A$452,296.90
FREDDIE MAC FHR 3538 DE31398EER1N/A$440,638.03
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 43 JA38376YZH7N/A$419,112.93
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 133 QK38377MHP4N/A$411,850.05
FREDDIE MAC FHR 3878 JA3137ACBP3N/A$397,650.67
DELL EQUIPMENT FINANCE TRUST DEFT 2014 1 A2 144A24702KAB2N/A$396,059.29
FANNIE MAE FNR 2007 36 AB31396VRK6N/A$389,696.57
FANNIE MAE FNR 2010 25 ND31398MEC6N/A$382,884.79
GOVERNMENT NATIONAL MORTGAGE A GNR 2004 11 QE38374FRM8N/A$376,662.38
FREDDIE MAC FHR 3589 CA31398K6Q8N/A$374,411.41
Fed Hm Ln Pc Pool G1144831283KTD0N/A$370,915.80
Jpmcc_06-ldp646625YP64N/A$358,911.93
FANNIE MAE FNR 2011 39 DA31397SVS0N/A$357,840.71
Sasc 1998-2 A863572SE4N/A$350,628.60
FANNIE MAE FNR 2008 81 LK31397MTY3N/A$343,441.54
FREDDIE MAC FHR 3574 EA31398JNY5N/A$321,605.77
FREDDIE MAC FHR 3619 EB31398LWV6N/A$319,707.62
Sbm7 1990-2 A79548KAY4N/A$315,475.27
Federal Home Loan Mortgage Company31395FH72N/A$296,967.40
Federal Home Loan Mortgage Company31393R6M7N/A$292,099.42
FREDDIE MAC FHR 3784 DA3137A53N2N/A$281,074.63
FANNIE MAE FNR 2009 76 HA31396Q2H1N/A$273,563.43
FANNIE MAE FNR 2010 39 PD31398P3P2N/A$268,845.02
Federal National Mortgage Association3136A1LT0N/A$264,471.54
Federal National Mortgage Association31393UD67N/A$256,968.41
Federal Home Loan Mortgage Company3137A9PK6N/A$254,922.49
Federal National Mortgage Association31393BR56N/A$243,971.49
Federal National Mortgage Association31392JLB3N/A$239,987.85
Federal National Mortgage Association31397UQD4N/A$222,772.62
FNMA POOL 788397 FN 06/19 FIXED 4.531405F3E0N/A$191,650.35
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 74 BP38376FB76N/A$172,705.78
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 69 DQ38377GBK4N/A$155,991.39
FREDDIE MAC FHR 2963 BP31395TM35N/A$154,428.35
FANNIE MAE FNR 2012 94 E3136A8XK1N/A$146,705.14
Fed Hm Ln Pc Pool G1140931283KR67N/A$146,704.28
Federal National Mortgage Association31390HLY9N/A$146,497.65
Federal National Mortgage Association31388GXS5N/A$146,113.99
Government National Mortgage A Gnr 2011 29 AG38377QPE1N/A$141,431.62
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 35 PA38374TP81N/A$137,506.81
Wifc 1996-3 M2126342FW9N/A$131,443.98
Federal Home Loan Mortgage Company31394KCQ5N/A$130,230.24
FREDDIE MAC FHR 3786 EY3137A5RQ9N/A$130,056.98
Federal National Mortgage Association31358JB75N/A$129,310.68
Wifc 1996-3 M3126342FX7N/A$121,751.34
Federal Home Loan Mortgage Company31283HHB4N/A$119,527.75
Federal Home Loan Mortgage Company31295NJR0N/A$117,024.86
Federal National Mortgage Association31363WAB1N/A$115,009.30
Federal National Mortgage Association31393X2K2N/A$110,418.10
Federal National Mortgage Association313603F80N/A$106,479.28
Federal Home Loan Mortgage Company31353GN65N/A$105,043.16
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 7 CK38376TPV8N/A$103,165.06
Cwhl 2001-hyb1 2a112669B2X9N/A$103,009.05
Hs 1992-8 E44182DBU2N/A$95,978.40
FREDDIE MAC FHR 3888 JP3137ADF77N/A$86,862.31
Federal National Mortgage Association31385H5V0N/A$86,710.91
Federal Home Loan Mortgage Company31290LA49N/A$85,216.22
Federal National Mortgage Association31368JAJ8N/A$80,862.53
Federal National Mortgage Association31385HYW6N/A$79,609.48
Federal National Mortgage Association313602TR5N/A$78,585.74
Federal Home Loan Mortgage Company3128HDXT1N/A$74,828.97
Federal National Mortgage Association31374CKX3N/A$72,707.82
Federal Home Loan Mortgage Company31295MXV7N/A$72,354.60
Federal National Mortgage Association313603H54N/A$69,149.49
Federal National Mortgage Association31402CB27N/A$63,930.66
GSMPS 1998-1 A36228FAA4N/A$63,900.89
Sami 2001-4 A286358HMD8N/A$63,330.35
Federal National Mortgage Association31358MP40N/A$62,819.29
FHLMC31290LDY0N/A$62,346.21
Federal National Mortgage Association31358FED7N/A$61,210.25
FANNIE MAE FNR 2008 36 AB31397LKK4N/A$60,433.85
Federal National Mortgage Association31375UC37N/A$60,279.53
Dljma 1990-2 A23321PAC2N/A$60,124.57
FREDDIE MAC FHR 3656 EC31398VLA2N/A$57,190.49
Federal National Mortgage Association31358HST3N/A$55,866.86
Federal National Mortgage Association31374TLP2N/A$55,615.38
Cmot 66 Z193908EF3N/A$52,607.19
Federal National Mortgage Association31392JYJ2N/A$52,077.89
Federal National Mortgage Association31363WJA4N/A$50,762.07
NCUA GUARANTEED NOTES NGN 2010 R1 2A62888VAB4N/A$46,607.91
FREDDIE MAC FHR 2907 HE31395KM83N/A$46,304.28
Federal National Mortgage Association31393C6U2N/A$44,465.07
Federal Home Loan Mortgage Company31290LDT1N/A$38,416.38
Federal National Mortgage Association31389TQX3N/A$38,110.96
Federal National Mortgage Association31358EQE5N/A$36,020.22
Federal National Mortgage Association3136A1Y74N/A$31,931.61
FREDDIE MAC FHR 3689 BD3137A0EF8N/A$30,665.44
Federal National Mortgage Association31363WH99N/A$30,657.22
Federal Home Loan Mortgage Company31295W4T2N/A$30,382.22
Federal National Mortgage Association31358FFR5N/A$28,194.40
Federal National Mortgage Association31384WGQ7N/A$26,685.57
FREDDIE MAC FHR 2495 UJ31392VWK4N/A$25,367.45
Federal National Mortgage Association313602BE3N/A$22,897.30
Federal Home Loan Mortgage Company31335PDX0N/A$21,636.63
Federal Home Loan Mortgage Company31394L4C3N/A$21,594.00
Federal National Mortgage Association31358E3Z3N/A$19,754.98
Government National Mortgage Association36225AJL5N/A$18,777.68
Federal National Mortgage Association31376T4B0N/A$16,485.93
Federal National Mortgage Association313603K84N/A$16,176.76
Dljma 1991-3 A123321PAH1N/A$14,410.34
Marm 2002-3 4a1576433BM7N/A$14,136.12
Federal National Mortgage Association313602CK8N/A$13,876.98
FANNIEMAE ACES FNA 2014 M3 ASQ23136AJKZ8N/A$13,436.74
Federal Home Loan Mortgage Company31290KZG7N/A$13,428.38
Fed Hm Ln Pc Pool E0096131294KB61N/A$13,380.81
G2 78066436225AWZ9N/A$13,239.32
Federal National Mortgage Association31381DX91N/A$11,574.41
Federal Home Loan Mortgage Company31290LC39N/A$10,169.20
Phms 1988-1 A74434RAA9N/A$7,916.76
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 167 KW38377NUW2N/A$7,882.05
Rmt 1998-b A761042AF7N/A$7,682.91
Federal Home Loan Mortgage Company31295NRC4N/A$6,560.97
Federal National Mortgage Association313602B52N/A$6,175.97
Government National Mortgage Association36225AH60N/A$5,439.24
Federal National Mortgage Association31391SNG1N/A$5,431.61
Federal National Mortgage Association31366HTY1N/A$4,274.44
Federal Home Loan Mortgage Company31295KSL9N/A$3,726.44
Federal National Mortgage Association31396PKF7N/A$2,953.00
Federal Home Loan Mortgage Company31295XBS4N/A$2,676.11
Boams 2002-k 3a106050HXY9N/A$2,169.68
Federal National Mortgage Association31368HYT4N/A$2,034.39
Msmt 35 261790TBM3N/A$338.19
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 87 ME38374YX65N/A$0.05
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
03-31-20161687.00Short US 2YR Note (cbt)702,511.80