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Wells Fargo Advantage Ultra Short-Term Income Fund

Holdings as of 6/30/2015
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 Advantage Cash Investment Money Market Fund9499999G3N/A$271,670,499.05
FNMA01F032476N/A$17,911,094.60
Chait_12-a5161571FL3N/A$16,444,049.33
JP Morgan Chase Commercial Mor Jpmcc 2014 Inn A 144A46642DAA6N/A$14,959,695.00
Directv Holdings/fing Company Guar25459HBE4N/A$14,753,440.35
Nissan Auto Lease Trust Nalt 2014 B A2A65490BAB1N/A$14,727,429.93
Verizon Communications Sr Unsecured92343VCE2N/A$14,427,371.30
Prvdnc Hlth + Svc Obl Gr Unsecured Var743755AL4N/A$12,043,716.00
Port Port Arthur Tex Nav Dist Ppatrn Adjustable Var735220AR6N/A$12,000,000.00
Experian Finance PLC30217AAA1N/A$11,545,034.00
Bear Stearns Company Incorporated073902PN2N/A$11,438,894.55
MACQUARIE EQUIPMENT FUNDING TR MEFT 2014 A A2 144A55610AAB9N/A$11,424,088.20
Freddie Mac FHR 3166 AC31396T5C3N/A$11,359,428.53
Prudential Insurance Co Sr Subordina 144A743917AL0N/A$11,110,006.36
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 FL7 A 144A46644PAA7N/A$10,972,416.40
Cccit 2006-a3 A317305EDE2N/A$10,756,181.62
Anadarko Petroleum Corp Fixed032511BH9N/A$10,641,986.40
PERRIGO CO PLC COMPANY GUAR 11/16 1.3714294AB1N/A$10,504,244.65
Lorillard Tobacco CO Fixed544152AD3N/A$10,223,510.00
TESCO PLC SR UNSECURED 144A 01/17 2.7881575AF1N/A$10,178,921.40
Biogen Idec Incorporated09062XAB9N/A$10,150,769.88
Oneok Partners LP68268NAF0N/A$10,093,980.00
KLA TENCOR CORP SR UNSECURED 11/17 2.375482480AB6N/A$10,066,940.00
NABORS INDUSTRIES INC COMPANY GUAR 09/16 2.35629568AZ9N/A$10,028,290.00
GENERAL MOTORS FINL CO COMPANY GUAR 04/18 2.437045XAV8N/A$10,019,850.00
BPCE SA SR UNSECURED 07/17 1.612505578DAP7N/A$10,014,720.00
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 PHH A 144A46643FAA0N/A$10,012,890.00
EXELON CORP SR UNSECURED 06/17 1.5530161NAG6N/A$10,011,770.00
U.S. Bank Na Cincinnati Var90333WAG3N/A$10,010,280.00
CITIBANK CREDIT CARD ISSUANCE CCCIT 2012 A1 A117305EEW1N/A$9,999,920.00
BANK OF NOVA SCOTIA SR UNSECURED 06/18 1.7064159GM2N/A$9,998,620.00
THOMSON REUTERS CORP SR UNSECURED 09/17 1.65884903BU8N/A$9,995,010.00
GS MORTGAGE SECURITIES TRUST GSMS 2014 GSFL A 144A36253TAA2N/A$9,982,230.00
NEW JERSEY ST ECON DEV AUTH RE NJSDEV 06/17 FIXED 1.8026459186P3N/A$9,956,500.00
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 4 A343814FAC6N/A$9,908,140.41
Eastman Chemical Company277432AJ9N/A$9,847,410.56
Abn Amro Bank Nv Sr Unsecured 144a00084DAF7N/A$9,843,355.54
Allied World Assurance01959EAA6N/A$9,821,858.44
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A2A92867VAB6N/A$9,702,415.30
MARTIN MARIETTA MATERIAL SR UNSECURED 06/17 VAR573284AP1N/A$9,649,418.28
Questar Corporation748356AA0N/A$9,608,015.00
Lafarge SA Sr Unsecured 144a505861AD6N/A$9,585,684.50
Toll Bros Finance Corp Fixed 8.9188947EAH3N/A$9,539,675.00
PORSCHE INNOVATIVE LEASE OWNER PILOT 2015 1 A2 144A73329BAC0N/A$9,495,582.50
Mcgraw-hill Companies (the)580645AE9N/A$9,492,741.81
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A2A 144A44928UAB6N/A$9,399,060.00
Pnc Funding Corp.693476AT0N/A$9,378,826.64
SYMETRA FINL CORP SR UNSECURED 144A 04/16 6.12587151QAA4N/A$9,370,342.80
Boardwalk Pipelines LP096630AA6N/A$9,333,585.00
Ford Credit Auto Lease Trust Fordl 2014 B A2A34530LAB7N/A$9,307,178.75
L-3 Communications Corp502413BB2N/A$9,291,807.00
NEW JERSEY ST ECON DEV AUTH LE NJSDEV 02/18 ZEROCPNOID 0645913AW4N/A$9,229,700.00
Marathon Petroleum Corp Sr Unsecured56585AAE2N/A$9,180,985.16
Janus Capital Group Incorporated47102XAF2N/A$9,159,827.83
Constellation Brands, Incorporated21036PAD0N/A$9,108,346.00
Transocean Incorporated Company Guar893830BA6N/A$9,104,380.80
Cox Communications -cl A224044BH9N/A$9,101,412.00
COMM MORTGAGE TRUST COMM 2013 FL3 B 144A12628QAG4N/A$9,087,269.10
Csmc_06-c522545LAD1N/A$9,049,112.90
DAYTON POWER + LIGHT CO 1ST MORTGAGE 09/16 1.875240019BS7N/A$9,047,871.00
Platinum Underwriters Finance Incorporated72766CAD8N/A$8,853,599.58
WESTERN UNION CO/THE SR UNSECURED 08/15 VAR959802AS8N/A$8,836,304.62
METROPOLITAN LIFE INS CO SUBORDINATED 144A 11/15 7.7592173AC2N/A$8,672,762.50
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 CSMO A 144A46644DAA4N/A$8,669,428.20
ABBVIE INC SR UNSECURED 05/18 1.800287YAN9N/A$8,577,850.26
CLEARWIRE COMM/FINANCE SR SECURED 144A 12/16 14.7518538TAJ8N/A$8,438,175.00
BAPTIST MRML HLTH CRE /US/06684WGR4976LKPII9N/A$8,431,000.00
EQTY MORTGAGE TRUST EQTY 2014 INNS A 144A26885KAA8N/A$8,359,252.81
UBS AG Stamford Ct90261XBY7N/A$8,351,800.00
Merrill Lynch & Company5901884M7N/A$8,306,616.00
DELTA AIR LINES 2009 1 B PASS THRU CE 06/18 9.7524736UAA2N/A$8,242,196.08
Credit Suisse New York22541HCC4N/A$8,227,477.50
HYUNDAI AUTO LEASE SECURITIZAT HALST 2014 B A2 144A44890VAB8N/A$8,189,049.26
BANQUE FED CRED MUTUEL SR UNSECURED 144A 01/17 1.706675FAE7N/A$8,187,375.90
Lbubs_07-c652109PAE5N/A$8,102,570.56
ING Bank Nv Sr Unsecured 144a449786AX0N/A$8,030,320.00
CISCO SYSTEMS INC SR UNSECURED 06/18 1.6517275RAU6N/A$8,024,112.00
WEC ENERGY GROUP INC SR UNSECURED 06/18 1.65976657AJ5N/A$8,001,168.00
Msc_07-iq1661756UAE1N/A$7,994,920.97
Telefonica Emisiones Sau87938WAB9N/A$7,841,392.50
Tyson Foods Incorporated902494AN3N/A$7,730,146.81
Lg+e + Ku Energy LLC Fixed50188FAB1N/A$7,663,234.23
CROWN CASTLE TOWERS LLC SR SECURED 144A 01/37 5.49522822RAQ3N/A$7,563,363.24
VOLVO FINANCIAL EQUIPMENT LLC VFET 2015 1A A2 144A92887GAB5N/A$7,506,360.00
SCG TRUST SCGT 2013 SRP1 A 144A78408XAA9N/A$7,492,335.00
Hyundai Capital America Company Guar 144a 3.7544923QAA2N/A$7,466,557.52
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A344890LAC8N/A$7,439,225.91
Dcp Midstream Operating LP23311VAC1N/A$7,381,829.18
Omnicom Group Incorporated681919AS5N/A$7,255,122.00
ZIMMER BIOMET HOLDINGS SR UNSECURED 04/18 298956PAE2N/A$7,253,984.30
Endurance Specialty Hldg Sr Unsecured29267HAB5N/A$7,233,028.50
International Lease Fin Corp Var459745FW0N/A$7,087,500.00
NEXTERA ENERGY CAPITAL COMPANY GUAR 09/15 1.33965339KAH3N/A$7,006,524.00
HJ HEINZ CO COMPANY GUAR 144A 06/17 1.6423074BB8N/A$6,999,643.00
Goldman Sachs Group Incorporated38141GEU4N/A$6,629,109.23
FED HM LN PC POOL 849120 FH 11/35 FLOATING VAR31300MDZ3N/A$6,575,809.65
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/17 2.741283LAB1N/A$6,133,680.00
CONNECTICUT ST CTS 03/19 FIXED 5.4620772G3X4N/A$6,083,373.00
MORGAN STANLEY SR UNSECURED 01/18 1.87561761JVM8N/A$6,073,307.76
CARDINAL HEALTH INC SR UNSECURED 06/18 1.9514149YBC1N/A$5,976,841.62
FANNIE MAE FNR 2011 42 A31397SYV0N/A$5,852,288.30
Toll Road Inv Part Ii Sr Unsecured 144a 0.000088948AAR8N/A$5,844,468.00
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 3 A243814HAB4N/A$5,769,028.93
21ST CENTURY FOX AMERICA COMPANY GUAR 10/15 7.690131HAJ4N/A$5,725,135.26
BAT INTL FINANCE PLC COMPANY GUAR 144A 06/18 1.8505530QAM2N/A$5,710,596.30
Ford Motor Credit CO LLC Fixed345397VP5N/A$5,681,998.98
Goldman Sachs Group Incorporated38141GFM1N/A$5,651,204.58
GE EQUIPMENT TRANSPORTATION LL GEET 2014 1 A236163NAB2N/A$5,527,967.62
Morgan Stanley Sr Unsecured 1.7561746BDG8N/A$5,522,110.00
Credit Suisse Mortgage Capital Certificates Series 2006-c4 Class A322545MAD9N/A$5,473,023.79
TEXAS EASTERN TRANSMISSI SR UNSECURED 144A 09/17 6882384AA8N/A$5,461,525.00
COMM MORTGAGE TRUST COMM 2014 BBG A 144A12631QAA2N/A$5,393,860.20
PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/17 3.2571647NAG4N/A$5,347,170.40
FANNIEMAE ACES FNA 2014 M3 ASQ23136AJKZ8N/A$5,283,613.37
CNH INDUSTRIAL CAPITAL L COMPANY GUAR 02/17 3.2512623EAH4N/A$5,220,350.00
Korea Finance Corporation50065TAB9N/A$5,121,970.00
California St Public Wks Brd L Casfac Fixed130685Q52N/A$5,055,150.00
REYNOLDS AMERICAN INC COMPANY GUAR 06/18 2.3761713BC9N/A$5,037,555.00
EVERSOURCE ENERGY SR UNSECURED 01/18 1.6664397AL0N/A$5,017,585.00
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$5,004,265.00
SUMITOMO MITSUI BANKING COMPANY GUAR 07/17 1.35865622BL7N/A$4,997,755.00
SHINHAN BANK SR UNSECURED 144A 04/17 VAR82460CAG9N/A$4,995,595.00
THERMO FISHER SCIENTIFIC SR UNSECURED 02/17 1.3883556BD3N/A$4,991,085.00
El Paso Corporation28336LBQ1N/A$4,973,337.64
Federal National Mortgage Association31377NV97N/A$4,912,069.54
Ncua Guaranteed Notes Ngn 2010 C1 Apt62888XAC8N/A$4,837,707.51
Regency Centers75884RAP8N/A$4,803,436.51
FNMA POOL 745504 FN 02/16 FIXED VAR31403DGM5N/A$4,670,787.83
FNMA POOL AL2638 FN 04/38 FLOATING VAR3138EJ4Y1N/A$4,523,092.52
FREDDIE MAC FHR 3780 GX3137A4R90N/A$4,444,037.12
Bscms_05-pw1007387BEB5N/A$4,443,437.20
FNMA POOL 466897 FN 12/17 FIXED 3.1831381PUW6N/A$4,398,013.41
Volvo Financial Equipment LLC VFET 2014 1A A2 144A92887FAB7N/A$4,168,639.87
FANNIE MAE FNR 2011 40 CA31397SWX8N/A$4,126,928.31
Cnh Capital LLC Company Guar12623EAD3N/A$4,115,262.50
WESTPAC BANKING CORP SUBORDINATED 144A 10/15 5.3789547AD8N/A$4,091,885.72
FNMA POOL 874771 FN 05/16 FIXED 5.8531409L2C8N/A$4,077,786.08
GM Financial Automobile Leasin Gmalt 2015 2 A2A38013GAB5N/A$4,055,637.60
MORGAN STANLEY SR UNSECURED 12/18 2.26174468B8N/A$4,030,952.00
KOREA LAND + HOUSING COR SR UNSECURED 144A 08/17 1.87550066MAA5N/A$4,010,920.00
Williams Partners, LP96950HAD2N/A$4,008,639.20
AMERICA MOVIL SAB DE CV SR UNSECURED 09/16 VAR02364WBF1N/A$4,008,608.00
BANK OF AMERICA CORP SR UNSECURED 08/17 1.706051GFJ3N/A$4,008,124.00
AIG GLOBAL FUNDING SR SECURED 144A 12/17 1.6500138CAA6N/A$4,004,992.00
GE EQUIPMENT TRANSPORTATION LL GEET 2015 1 A236164EAB1N/A$3,997,484.89
Federal National Mortgage Association31381LWZ6N/A$3,921,099.58
Realty Income Corporation756109AF1N/A$3,892,840.80
Unumprovident Finance 144a91529MAA0N/A$3,878,429.49
MERCEDES BENZ AUTO LEASE TRUST MBALT 2014 A A2A58768EAC3N/A$3,778,583.31
FNMA POOL 465999 FN 09/17 FIXED 2.7131381NUY7N/A$3,663,898.64
ZIMMER BIOMET HOLDINGS SR UNSECURED 04/17 1.4598956PAJ1N/A$3,630,736.89
Associated Banc-corp045488AC7N/A$3,604,671.00
Banc Amer Coml Mtg Tr 2006 6 Mtg Pasthru Cl A405950VAE0N/A$3,583,454.00
Slm Corp Notes78442FEP9N/A$3,504,375.00
Hyundai Auto Lease Securitizat Halst 2014 A A2 144A44890TAB3N/A$3,431,581.85
Fdic Trust Fdic 2013 R1 A 144a30254QAA0N/A$3,394,196.89
Tsmc Global Ltd Company Guar 144a 0.95872882AA3N/A$3,375,647.25
CNH Equipment Trust CNH 2014 A A212591BAB1N/A$3,339,612.86
DELL EQUIPMENT FINANCE TRUST DEFT 2014 1 A2 144A24702KAB2N/A$3,274,341.36
Federal Home Loan Mortgage Company31397EHU2N/A$3,268,798.52
Commercial Mortgage Pass-through Cert12622DAA2N/A$3,251,198.89
SUSQUEHANNA AUTO RECEIVABLES T SBART 2014 1A A2 144A86909VAB8N/A$3,221,720.46
Health Care Reit Inc42217KAN6N/A$3,126,993.00
Centerpoint Energy Resources Corpo15189YAC0N/A$3,125,454.00
Lbubs_07-c250180JAD7N/A$3,065,126.14
Xerox Corporation984121BP7N/A$3,059,619.05
Royal Bank of Scotland PLC Fixed 3.9578010XAG6N/A$3,018,210.00
UBS Barclays Comm Mort Trust 05/6390269CAA8N/A$3,006,646.47
Glencore Funding LLC Company Guar 144a378272AB4N/A$3,003,264.00
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/17 1.25928668AA0N/A$3,003,042.00
Enterprise Products Oper Company Guar29379VAX1N/A$3,001,413.00
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/18 2.24345397XH1N/A$3,000,432.00
HJ HEINZ CO COMPANY GUAR 144A 07/18 2423074BH5N/A$2,997,426.00
BAXALTA INC SR UNSECURED 144A 06/18 207177MAF0N/A$2,994,444.00
FIDELITY NATIONAL INFORM COMPANY GUAR 06/17 1.4531620MAL0N/A$2,992,788.00
GLENCORE FUNDING LLC COMPANY GUAR 144A 04/18 2.125378272AJ7N/A$2,975,940.00
ARC PROPERTIES OPERATING COMPANY GUAR 02/17 203879QAB0N/A$2,827,550.00
FORD CREDIT AUTO LEASE TRUST FORDL 2014 A A2A34530JAB2N/A$2,821,033.60
Penske Truck Leasing/ptl Senior Notes 144a709599AJ3N/A$2,738,868.64
HSBC Finance Corp40429CFN7N/A$2,729,535.64
Jpmcc 2005-ldp5 A446625YXP3N/A$2,674,149.83
FANNIE MAE FNR 2010 39 VY31398PY29N/A$2,651,037.24
FREDDIE MAC FHR 3649 DG31398VA22N/A$2,633,503.54
AERCAP IRELAND CAP LTD/A COMPANY GUAR 144A 05/17 2.7500772BAA9N/A$2,583,750.00
South Carolina Jobs Econom837031KH5N/A$2,536,475.00
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 09/15 1.1541283LAC9N/A$2,501,072.50
Federal National Mortgage Association31407UMR5N/A$2,475,610.60
United Airlines Incorporated909317BE8N/A$2,453,039.97
Corporacion Andina De Fomento SA (219868BP0N/A$2,383,696.76
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 36 GA38374D2Q1N/A$2,380,035.54
Bscms_07-pw1507388RAE7N/A$2,376,827.88
MERCEDES BENZ AUTO LEASE TRUST MBALT 2013 B A458768DAD3N/A$2,350,975.25
Verizon Communications Incorporated92343VBH6N/A$2,321,745.00
Capital One Financial Corporation14040HBA2N/A$2,311,506.67
FED HM LN PC POOL 848116 FH 10/38 FLOATING VAR31300LAR6N/A$2,298,092.24
Federal National Mortgage Association31413XY98N/A$2,262,080.18
Vlg Center Fl Cdd Recreational Vildev 11/15 Fixed 1.30392706NCX9N/A$2,249,910.00
Jp Morgan Chase Commercial Securities Corporation Series 2006-ldp7 Class A446628FAF8N/A$2,249,673.09
Federal National Mortgage Association31403DLJ6N/A$2,205,408.17
FED HM LN PC POOL B14454 FG 12/19 FIXED 53129665P5N/A$2,178,613.06
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 2 A343814EAC9N/A$2,089,502.84
Fed Hm Ln Pc Pool G138503128MCQB4N/A$2,066,396.72
SOUTHWESTERN ENERGY CO SR UNSECURED 01/18 3.3845467AJ8N/A$2,049,954.00
FNMA POOL 470238 FN 02/17 FIXED 1.8931381TLT5N/A$2,037,506.64
VLG CENTER FL CDD RECREATIONAL VILDEV 11/16 FIXED 1.60392706NCY7N/A$1,999,520.00
TREASURY BILL 09/15 0.00000912796EX3N/A$1,950,009.75
Federal National Mortgage Association31393T7D2N/A$1,938,098.05
FED HM LN PC POOL G11661 FG 02/20 FIXED 4.531283KZ27N/A$1,908,439.79
FANNIEMAE ACES FNA 2013 M12 A3136AGGF3N/A$1,885,941.26
FNMA POOL 767334 FN 06/34 FLOATING VAR31404FPT4N/A$1,875,319.64
WORLD OMNI AUTOMOBILE LEASE SE WOLS 2013 A A2A98160LAB9N/A$1,854,825.09
FREDDIE MAC FHR 2849 B31395E7H4N/A$1,829,342.26
FNMA POOL 872467 FN 05/36 FLOATING VAR31409JJL5N/A$1,806,973.81
FREDDIE MAC FHR 3829 CA3137A8FX1N/A$1,790,138.33
FEDERAL NATL MTG ASSN SER 2004 17 CL HJ31393XA64N/A$1,789,283.96
Morgan Stanley Capital I Series 2006-hq8 Class A4617451FL8N/A$1,783,749.74
Cd 2005-cd1 A412513EAG9N/A$1,765,370.32
FEDEX CORP 1998 PASS TST PASS THRU CE 01/16 7.0231331FAZ4N/A$1,764,603.70
New Jersey St Tpk Auth646139D85N/A$1,749,909.00
FREDDIE MAC FHR 2864 NB31395G2D3N/A$1,748,237.02
FREDDIE MAC FHR 2907 HE31395KM83N/A$1,747,155.70
FANNIE MAE FNR 2011 61 VA31397UXJ3N/A$1,717,288.95
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 93 UW38376KAN1N/A$1,688,996.38
FANNIE MAE FNR 2004 10 FA31393XCQ8N/A$1,672,575.74
FNMA POOL 986020 FN 05/36 FLOATING VAR31415QK96N/A$1,638,282.50
ATLANTIC CITY NJ ATC 12/16 FIXED 3.299048339RS6N/A$1,631,056.00
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 27 AK38376WVF9N/A$1,621,861.98
Merrill Lynch&co59018YRZ6N/A$1,616,948.80
FHLMC MULTIFAMILY STRUCTURED P FHMS K003 A331398E2D5N/A$1,597,042.40
Fed Hm Ln Pc Pool 84851231300LN50N/A$1,589,288.76
FNMA POOL 555068 FN 11/32 FLOATING VAR31385WTZ2N/A$1,556,668.55
Centurylink Incorporated156700AQ9N/A$1,556,250.00
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/16 3.87541283LAA3N/A$1,530,528.00
FNMA POOL 841851 FN 08/45 FLOATING VAR31407VH40N/A$1,527,982.28
FNMA POOL 874903 FN 05/17 FIXED 5.5231409MAC7N/A$1,523,774.13
Vr Port Port Arthur Tex735220AW5N/A$1,500,000.00
FANNIE MAE FNR 2011 33 GA31397SGQ1N/A$1,493,369.16
Federal National Mortgage Association31392A7D4N/A$1,474,388.34
FREDDIE MAC FHR 2896 CB31395HVP2N/A$1,470,326.14
FNMA POOL 813565 FN 12/34 FLOATING VAR31406LZ68N/A$1,434,585.38
Ncua Guaranteed Notes Ngn 2010 C1 A162888XAA2N/A$1,422,757.30
Federal National Mortgage Association31381HGU4N/A$1,407,784.86
FREDDIE MAC FHR 3706 AB3137A1A45N/A$1,381,815.55
Springleaf Mortgage Loan Trust Slfmt 2012 2a A 144a85171WAA1N/A$1,370,425.60
FREDDIE MAC FHR 3728 EA3137A1WC3N/A$1,355,171.74
Jpmcc_06-ldp646625YP64N/A$1,339,244.05
Federal National Mortgage Association3139216C7N/A$1,315,975.90
Federal National Mortgage Association31403DSV2N/A$1,238,045.67
FREDDIE MAC FHR 2704 BH31394LSA1N/A$1,234,153.13
Federal National Mortgage Association31392DUC4N/A$1,222,629.51
FNMA POOL 460363 FN 12/15 FIXED 6.73531381GML9N/A$1,214,290.97
Federal National Mortgage Association31398S3R2N/A$1,209,814.52
Comm_05-c6126171AF4N/A$1,195,378.45
FREDDIE MAC FHR 2530 BH31393F6K7N/A$1,183,409.41
Ford Credit Auto Owner Trust Fordo 2014 A A234530HAB6N/A$1,172,860.59
Federal National Mortgage Association31397SUS1N/A$1,172,557.81
FNMA POOL 467087 FN 01/18 FIXED 3.7731381P2U1N/A$1,169,926.18
FHLMC31392MH47N/A$1,161,519.08
Federal National Mortgage Association31381QNY8N/A$1,140,959.37
Federal National Mortgage Association31392A5N4N/A$1,132,980.26
HONDA AUTO RECEIVABLES OWNER T HAROT 2013 3 A343812XAC9N/A$1,131,773.30
FANNIEMAE ACES FNA 2006 M3 B31396L6X3N/A$1,108,568.71
FANNIEMAE WHOLE LOAN FNW 2007 W2 1A131396VAD0N/A$1,098,316.26
Federal Home Loan Mortgage Company31283K4D7N/A$1,062,174.73
FREDDIE MAC FHR 3772 HC3137A4HH3N/A$1,059,674.69
FREDDIE MAC FHR 3898 NE3137ADY43N/A$1,059,300.55
Centurytel Incorporated156700AL0N/A$1,042,500.00
ERAC USA FINANCE LLC COMPANY GUAR 144A 11/15 5.926882PAT9N/A$1,038,642.54
ERAC USA FINANCE LLC COMPANY GUAR 144A 04/16 1.426884TAJ1N/A$1,025,691.65
Federal Home Loan Mortgage Company31395E3S4N/A$1,023,701.47
Federal National Mortgage Association31398MAX4N/A$1,020,715.00
FNMA POOL 874232 FN 12/16 FIXED 5.0931409LHH1N/A$1,014,928.44
FNMA POOL 874119 FN 12/16 FIXED 5.39531409LDY8N/A$1,014,022.88
FREDDIE MAC FHR 3728 EH3137A1WH2N/A$1,012,993.96
Federal Home Loan Mortgage Company31398E2H6N/A$1,012,478.83
FREDDIE MAC FHR 3501 AC31397YS44N/A$1,010,177.56
VLG CENTER FL CDD UTILITY REVE VILDEV 10/15 FIXED 1.303927063CC9N/A$999,900.00
FNMA POOL 874486 FN 12/16 FIXED 5.2731409LRF4N/A$982,519.10
Jp Morgan Chase Commercial Mortgage Securities Corporation Series 2006-cb17 Class A446630EAC4N/A$979,940.86
BANC OF AMERICA COMMERCIAL MOR BACM 2007 3 A1A059512AG8N/A$978,489.17
Federal National Mortgage Association31398S3Y7N/A$937,878.97
Federal Home Loan Mortgage Company3137A8Z43N/A$905,496.68
Federal National Mortgage Association31387Y5U3N/A$905,373.32
21ST CENTURY FOX AMERICA COMPANY GUAR 10/16 890131HAK1N/A$897,513.33
FANNIE MAE FNR 2003 92 PE31393TAH9N/A$886,431.94
Federal National Mortgage Association3136A2NG4N/A$886,393.81
FED HM LN PC POOL G12846 FG 01/22 FIXED 4.53128MBL39N/A$881,072.77
GOVERNMENT NATIONAL MORTGAGE A GNR 2004 11 QE38374FRM8N/A$862,178.61
FREDDIE MAC FHR 3780 DG3137A4QE0N/A$860,737.44
FANNIE MAE FNR 2002 94 BK31392GVC6N/A$855,128.06
Federal Home Loan Mortgage Company31398LNK0N/A$851,689.99
FREDDIE MAC FHR 2881 AE31395J5C6N/A$848,491.53
FNMA POOL MA0628 FN 01/21 FIXED 331417YVW4N/A$842,553.20
FANNIE MAE FNR 2010 57 DQ31398RF42N/A$827,869.77
Federal Home Loan Mortgage Company31394LUH3N/A$824,636.25
GE EQUIPMENT TRANSPORTATION LL GEET 2013 2 A236163GAB7N/A$821,986.11
FREDDIE MAC FHR 3821 LA3137A7N89N/A$811,262.82
FANNIE MAE FNR 2007 36 AB31396VRK6N/A$807,590.19
FANNIE MAE FNR 2004 92 QY31394BQR8N/A$800,202.12
FANNIE MAE FNR 2008 76 GF31397MRZ2N/A$795,977.52
CNH EQUIPMENT TRUST CNH 2012 B A312591AAC1N/A$790,912.74
FNMA POOL 958903 FN 05/16 FIXED 4.2931413XX81N/A$776,724.86
FNMA POOL 741996 FN 09/18 FIXED 3.531402YKH6N/A$774,843.37
ERAC USA FINANCE LLC COMPANY GUAR 144A 03/17 2.7526884TAF9N/A$768,179.25
FREDDIE MAC FHR 3538 DE31398EER1N/A$745,967.89
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 122 AC38375AEG5N/A$741,501.03
FNMA POOL 690102 FN 02/33 FLOATING VAR31400KU38N/A$724,257.98
Government National Mortgage Association36225BYK8N/A$722,069.24
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 133 QK38377MHP4N/A$716,208.00
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 87 ME38374YX65N/A$703,631.58
FANNIE MAE FNR 2003 35 BC31393BF91N/A$649,969.73
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 43 JA38376YZH7N/A$641,287.41
Federal National Mortgage Association31358SR45N/A$625,488.90
Discover Financial Services Incorporated254709AD0N/A$618,975.54
Equifirst Mortgage Loan Trust29445FAH1N/A$595,495.19
FANNIE MAE FNR 2011 111 MA3136A2JD6N/A$590,729.81
FREDDIE MAC FHR 3589 CA31398K6Q8N/A$583,734.81
Federal National Mortgage Association3136A2YE7N/A$579,071.40
FANNIE MAE FNR 2011 39 DA31397SVS0N/A$575,945.30
Wifc 1998-wfc2 M122540AGU6N/A$572,160.16
Federal Home Loan Mortgage Company31395PM41N/A$565,785.14
FREDDIE MAC FHR 3878 JA3137ACBP3N/A$565,528.29
Federal Home Loan Mortgage Company3137AHXC7N/A$555,844.40
Cwhl Series 2001-hyb1 Class 1a12669B2W1N/A$551,534.12
Fed Hm Ln Pc Pool G1144831283KTD0N/A$517,434.16
FANNIE MAE FNR 2010 25 ND31398MEC6N/A$493,791.75
Federal Home Loan Mortgage Company31287QEJ6N/A$476,471.40
Federal National Mortgage Association31385HSE3N/A$471,565.44
FANNIE MAE FNR 2008 81 LK31397MTY3N/A$470,414.89
FNMA POOL 467295 FN 02/16 FIXED 3.2131381QC87N/A$466,256.35
HYUNDAI AUTO LEASE SECURITIZAT HALST 2013 A A3 144A44921SAE2N/A$459,348.11
FREDDIE MAC FHR 3574 EA31398JNY5N/A$442,708.66
FANNIE MAE FNR 2010 39 PD31398P3P2N/A$437,125.88
Federal National Mortgage Association31393UD67N/A$433,865.89
Federal National Mortgage Association3136ADZT9N/A$430,981.96
FANNIE MAE FNR 2009 76 HA31396Q2H1N/A$414,525.19
Federal Home Loan Mortgage Company31395FH72N/A$403,813.44
Federal Home Loan Mortgage Company31393R6M7N/A$395,937.26
FREDDIE MAC FHR 3784 DA3137A53N2N/A$378,042.21
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 35 PA38374TP81N/A$367,313.12
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 74 BP38376FB76N/A$366,780.92
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 7 CK38376TPV8N/A$364,425.46
Federal National Mortgage Association3136A1LT0N/A$359,754.67
Sasc 1998-2 A863572SE4N/A$356,931.72
Federal National Mortgage Association31393BR56N/A$343,297.00
Sbm7 1990-2 A79548KAY4N/A$341,076.41
Federal Home Loan Mortgage Company3137A9PK6N/A$340,435.24
Bscms 2005-pwr9 A4a07387BAH6N/A$337,266.72
Federal National Mortgage Association31392JLB3N/A$337,146.20
FANNIE MAE FNR 2008 36 AB31397LKK4N/A$336,374.56
Federal Home Loan Mortgage Company31394NMW5N/A$320,610.69
FREDDIE MAC FHR 3656 EC31398VLA2N/A$317,564.03
Federal National Mortgage Association31397UQD4N/A$315,299.46
Federal National Mortgage Association3136A1Y74N/A$276,440.79
Federal Home Loan Mortgage Company31394KCQ5N/A$274,838.29
FREDDIE MAC FHR 3689 BD3137A0EF8N/A$270,260.48
FREDDIE MAC FHR 2963 BP31395TM35N/A$256,188.32
Fed Hm Ln Pc Pool G1140931283KR67N/A$252,873.13
Government National Mortgage A Gnr 2011 29 AG38377QPE1N/A$240,803.63
Cwhl 2001-hyb1 2a112669B2X9N/A$238,047.31
Countrywide Asset Backed Certi Cwl 2004 Ab2 A3126673QE5N/A$230,914.61
FNMA POOL 788397 FN 06/19 FIXED 4.531405F3E0N/A$223,998.16
FREDDIE MAC FHR 3786 EY3137A5RQ9N/A$223,220.85
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 69 DQ38377GBK4N/A$216,668.02
FREDDIE MAC FHR 3619 EB31398LWV6N/A$196,952.53
NCUA GUARANTEED NOTES NGN 2010 R1 2A62888VAB4N/A$196,549.78
FREDDIE MAC FHR 3888 JP3137ADF77N/A$193,235.18
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 29 PL38376XRY1N/A$189,773.31
Federal Home Loan Mortgage Company31283HHB4N/A$182,517.15
FANNIE MAE FNR 2012 94 E3136A8XK1N/A$181,925.90
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 10 KC38375A4Z4N/A$168,042.79
Federal National Mortgage Association31358JB75N/A$167,431.51
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 167 KW38377NUW2N/A$152,651.81
Federal National Mortgage Association31388GXS5N/A$150,555.84
Federal National Mortgage Association31390HLY9N/A$150,281.81
Morgan Stanley Capital I Msc 2005 Iq10 A4a617451AF6N/A$146,440.51
Federal Home Loan Mortgage Company31295NJR0N/A$145,039.82
Federal National Mortgage Association31393X2K2N/A$144,788.40
FHLMC31290LDY0N/A$140,089.75
Wifc 1996-3 M2126342FW9N/A$139,521.93
Federal National Mortgage Association31363WAB1N/A$139,236.99
FREDDIE MAC FHR 3660 HE31398WTR5N/A$136,123.38
Federal National Mortgage Association31385HYW6N/A$134,673.05
Federal National Mortgage Association313603F80N/A$131,398.48
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 32 PL38376XJL8N/A$127,006.70
Wifc 1996-3 M3126342FX7N/A$123,140.42
FANNIE MAE FNR 2010 70 CT31398TKR1N/A$122,892.01
Federal Home Loan Mortgage Company31353GN65N/A$119,664.23
Federal National Mortgage Association31358HST3N/A$115,560.73
Hs 1992-8 E44182DBU2N/A$109,322.12
Federal National Mortgage Association31375UC37N/A$106,043.89
Federal Home Loan Mortgage Company31290LA49N/A$105,896.17
Federal National Mortgage Association31385H5V0N/A$101,266.14
Federal National Mortgage Association313602TR5N/A$99,411.73
Federal National Mortgage Association31374TLP2N/A$97,725.82
Federal National Mortgage Association31368JAJ8N/A$95,887.99
Federal National Mortgage Association313603H54N/A$93,692.82
Federal National Mortgage Association31374CKX3N/A$89,654.35
Sami 2001-4 A286358HMD8N/A$84,133.20
FANNIE MAE FNR 2006 74 DP31396KND0N/A$83,954.55
Federal Home Loan Mortgage Company3128HDXT1N/A$76,755.52
Federal Home Loan Mortgage Company31295MXV7N/A$75,479.30
Dljma 1990-2 A23321PAC2N/A$71,704.58
Federal National Mortgage Association31358MP40N/A$71,363.81
CS First Boston Mortgage Securities Corporation Series 2005-c5 Class A4225470AP8N/A$70,887.45
GSMPS 1998-1 A36228FAA4N/A$70,252.52
Federal National Mortgage Association31358FED7N/A$69,765.98
Federal National Mortgage Association31363WJA4N/A$66,974.75
Federal National Mortgage Association31402CB27N/A$64,908.37
Cmot 66 Z193908EF3N/A$63,684.52
Federal National Mortgage Association31384WGQ7N/A$59,712.42
Federal National Mortgage Association31392JYJ2N/A$56,757.46
Federal Home Loan Mortgage Company31295W4T2N/A$52,697.12
Fed Hm Ln Pc Pool E0096131294KB61N/A$46,711.87
Federal National Mortgage Association31389TQX3N/A$46,658.63
Federal National Mortgage Association31393C6U2N/A$45,598.78
Federal National Mortgage Association31396PKF7N/A$44,743.06
Federal Home Loan Mortgage Company31290LDT1N/A$44,492.57
Federal Home Loan Mortgage Company31290KZG7N/A$44,151.18
Federal Home Loan Mortgage Company31394L4C3N/A$43,483.55
Federal National Mortgage Association31358EQE5N/A$40,694.08
Federal National Mortgage Association31363WH99N/A$36,789.14
Government National Mortgage Association36225AJL5N/A$34,367.34
Federal National Mortgage Association313602BE3N/A$33,769.28
Federal National Mortgage Association31358FFR5N/A$31,662.63
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 145 UA38377NMT8N/A$29,481.93
Federal Home Loan Mortgage Company31335PDX0N/A$27,748.43
Federal National Mortgage Association313603K84N/A$27,113.52
Federal National Mortgage Association31358E3Z3N/A$24,140.02
Federal National Mortgage Association31381DX91N/A$22,883.94
G2 78066436225AWZ9N/A$22,271.43
Federal National Mortgage Association313602CK8N/A$20,953.13
Marm 2002-3 4a1576433BM7N/A$18,432.41
Federal National Mortgage Association31376T4B0N/A$18,368.48
Federal National Mortgage Association31368HYT4N/A$18,237.71
Federal Home Loan Mortgage Company31290LC39N/A$17,698.78
Dljma 1991-3 A123321PAH1N/A$17,689.95
Federal National Mortgage Association313602B52N/A$11,660.59
Government National Mortgage Association36225AH60N/A$10,345.48
Phms 1988-1 A74434RAA9N/A$10,330.48
Rmt 1998-b A761042AF7N/A$8,132.74
Federal Home Loan Mortgage Company31295NRC4N/A$6,818.00
Federal Home Loan Mortgage Company31295XBS4N/A$6,564.31
Federal National Mortgage Association31391SNG1N/A$5,540.10
Federal Home Loan Mortgage Company31295KSL9N/A$5,080.06
Federal National Mortgage Association31366HTY1N/A$4,906.27
Boams 2002-k 3a106050HXY9N/A$2,296.86
Msmt 35 261790TBM3N/A$368.93
CNH Equipment Trust CNH 2013 C A212613SAB8N/A$0.08
Federal Natl Mtg Assn Remic Tr 2004 W6 Cl 1a431393YW43N/A$0.00
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
09-30-20152083.00Short US 2YR Note (cbt)(776,707.50)