Limited Duration Fund

Fund Profile

Fund profile

Tickers

APSTX, AISTX, AASTX

Fund manager

Cavanal Hill Funds

Total assets

$38.28 mm

Liabilities

$120.95 k

Net assets

$38.16 mm

Number of holdings

267.00

Top 200 of 267 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
CAVANAL HILL GOVERNMENT SECURITIES MONEY MARKET	1.40 mm	1.40 mm shares	3.67	Short-term investment vehicle	Long	USA
U S TREASURY NOTE	1.14 mm	1.15 mm principal	3.00	Debt	Long	USA
WU The Western Union Company	1.14 mm	1.21 mm principal	3.00	Debt	Long	USA
GOLDMAN SACHS GROUP INC THE	1.10 mm	1.12 mm principal	2.88	Debt	Long	USA
SOUTHTRUST BANK GEORGIA	1.07 mm	1.06 mm principal	2.81	Debt	Long	USA
FLEXENTIAL ISSUER 2021 1	1.02 mm	1.09 mm principal	2.67	ABS-mortgage backed security	Long	USA
U S TREASURY NOTE	951.46 k	942.00 k principal	2.49	Debt	Long	USA
GOODGREEN 2020 1 TRUST	945.72 k	1.10 mm principal	2.48	ABS-mortgage backed security	Long	USA
FEDERAL FARM CREDIT BANK	870.15 k	1.00 mm principal	2.28	Debt	Long	USA
TFC Truist Financial Corporation	790.07 k	800.00 k principal	2.07	Debt	Long	USA
BAT CAPITAL CORP	784.47 k	806.00 k principal	2.06	Debt	Long	USA
U S TREASURY NOTE	762.73 k	765.00 k principal	2.00	Debt	Long	USA
SCHW The Charles Schwab Corporation	751.39 k	800.00 k principal	1.97	Debt	Long	USA
NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC	742.79 k	835.00 k principal	1.95	ABS-mortgage backed security	Long	USA
FANNIEMAE GRANTOR TRUST	706.80 k	727.35 k principal	1.85	ABS-mortgage backed security	Long	USA
JACK IN THE BOX FUNDING LLC	706.27 k	745.75 k principal	1.85	ABS-mortgage backed security	Long	USA
SONIC CAPITAL LLC	690.49 k	776.67 k principal	1.81	ABS-mortgage backed security	Long	USA
ATHENE GLOBAL FUNDING	661.27 k	670.00 k principal	1.73	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	659.63 k	640.52 k principal	1.73	ABS-mortgage backed security	Long	USA
TACO BELL FUNDING LLC	653.61 k	656.25 k principal	1.71	ABS-mortgage backed security	Long	USA
U S TREASURY NOTE	648.82 k	730.00 k principal	1.70	Debt	Long	USA
DRIVEN BRANDS FUNDING LLC	636.99 k	656.42 k principal	1.67	ABS-mortgage backed security	Long	USA
CWABS ASSET BACKED CERTIFICATES TRUST 2007 4	629.85 k	669.13 k principal	1.65	ABS-mortgage backed security	Long	USA
ZAXBY S FUNDING LLC	578.41 k	635.35 k principal	1.52	ABS-mortgage backed security	Long	USA
HI FI MUSIC IP ISSUER II L P	571.76 k	595.00 k principal	1.50	ABS-mortgage backed security	Long	Canada
SBA TOWER TRUST	564.63 k	590.00 k principal	1.48	Debt	Long	USA
FMC GMSR ISSUER TRUST	510.94 k	500.00 k principal	1.34	ABS-mortgage backed security	Long	USA
PNMAC GMSR ISSUER TRUST	505.55 k	500.00 k principal	1.32	ABS-mortgage backed security	Long	USA
U S TREASURY NOTE	499.49 k	500.00 k principal	1.31	Debt	Long	USA
FANNIEMAE WHOLE LOAN	464.98 k	457.44 k principal	1.22	ABS-mortgage backed security	Long	USA
CLI FUNDING VIII LLC	455.42 k	500.21 k principal	1.19	ABS-mortgage backed security	Long	USA
U S TREASURY NOTE	401.28 k	400.00 k principal	1.05	Debt	Long	USA
FEDERAL HOME LOAN BANK	400.34 k	400.00 k principal	1.05	Debt	Long	USA
JP MORGAN MORTGAGE TRUST	391.19 k	463.72 k principal	1.03	ABS-mortgage backed security	Long	USA
TEXTAINER MARINE CONTAINERS VII LTD	386.20 k	405.27 k principal	1.01	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	362.12 k	370.00 k principal	0.95	Debt	Long	USA
FEDERAL HOME LOAN BANK	350.19 k	350.00 k principal	0.92	Debt	Long	USA
FEDERAL FARM CREDIT BANK	350.02 k	350.00 k principal	0.92	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	338.48 k	378.69 k principal	0.89	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	334.96 k	375.55 k principal	0.88	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST	313.18 k	359.75 k principal	0.82	ABS-mortgage backed security	Long	USA
FREMONT HOME LOAN TRUST	308.91 k	457.98 k principal	0.81	ABS-mortgage backed security	Long	USA
FEDERAL FARM CREDIT BANK	307.63 k	350.00 k principal	0.81	Debt	Long	USA
FEDERAL HOME LOAN BANK	300.59 k	300.00 k principal	0.79	Debt	Long	USA
ANGEL OAK MORTGAGE TRUST	286.87 k	294.19 k principal	0.75	ABS-mortgage backed security	Long	USA
LONGTRAIN LEASING III LLC	285.02 k	286.81 k principal	0.75	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES CORP TRUST	273.10 k	291.23 k principal	0.72	ABS-mortgage backed security	Long	USA
ENTERGY MISSISSIPPI LLC	264.30 k	275.00 k principal	0.69	Debt	Long	USA
FANNIE WHOLE LOAN	258.89 k	256.16 k principal	0.68	ABS-mortgage backed security	Long	USA
FREDDIE MAC	257.07 k	267.05 k principal	0.67	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST MALT	236.15 k	229.03 k principal	0.62	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	234.78 k	232.97 k principal	0.62	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	226.70 k	250.00 k principal	0.59	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	221.44 k	250.00 k principal	0.58	ABS-mortgage backed security	Long	USA
FEDERAL FARM CREDIT BANK	219.10 k	250.00 k principal	0.57	Debt	Long	USA
WENDY S FUNDING LLC	217.95 k	223.74 k principal	0.57	ABS-mortgage backed security	Long	USA
EMR Emerson Electric Co.	216.28 k	250.00 k principal	0.57	Debt	Long	USA
FEDERAL HOME LOAN BANK	215.15 k	250.00 k principal	0.56	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	212.09 k	210.52 k principal	0.56	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST	207.29 k	213.81 k principal	0.54	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET INVESTMENT LOAN TRUST	186.30 k	188.41 k principal	0.49	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	184.51 k	191.59 k principal	0.48	ABS-mortgage backed security	Long	USA
VR FUNDING LLC	173.00 k	190.29 k principal	0.45	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	172.35 k	162.42 k principal	0.45	ABS-mortgage backed security	Long	USA
FLAGSTAR MORTGAGE TRUST	168.67 k	189.87 k principal	0.44	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	156.03 k	180.00 k principal	0.41	Debt	Long	USA
CDC MORTGAGE CAPITAL TRUST	154.18 k	154.83 k principal	0.40	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	149.10 k	147.59 k principal	0.39	ABS-mortgage backed security	Long	USA
COLORADO ST HSG AND FIN AUTH	146.49 k	150.00 k principal	0.38	Debt	Long	USA
Broadcom Pte. Ltd.	146.02 k	150.00 k principal	0.38	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	138.30 k	135.12 k principal	0.36	ABS-mortgage backed security	Long	USA
GOLDMAN SACHS GROUP INC	136.88 k	140.00 k principal	0.36	Debt	Long	USA
BANK OF AMERICA CORP	136.64 k	135.00 k principal	0.36	Debt	Long	USA
UNITED AIRLINES 2020 1 CLASS A PASS THROUGH TRUST	133.20 k	130.77 k principal	0.35	Debt	Long	USA
PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT	129.13 k	130.00 k principal	0.34	Debt	Long	USA
GSR MORTGAGE LOAN TRUST	124.32 k	129.09 k principal	0.33	ABS-mortgage backed security	Long	USA
WILLIS ENGINE SECURITIZATION TRUST	123.50 k	135.74 k principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	122.33 k	131.56 k principal	0.32	ABS-mortgage backed security	Long	USA
WELLS FARGO MORTGAGE BACKED SECURITIES 2021 2 TRUS	118.89 k	133.72 k principal	0.31	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	114.58 k	135.39 k principal	0.30	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	110.42 k	111.23 k principal	0.29	ABS-mortgage backed security	Long	USA
VIRGINIA POWER FUEL SECURITIZATION LLC	102.52 k	100.00 k principal	0.27	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	98.30 k	95.39 k principal	0.26	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME LOAN TRUST 2005 OPT3	96.57 k	98.09 k principal	0.25	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	96.54 k	97.23 k principal	0.25	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	96.05 k	107.88 k principal	0.25	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	95.89 k	100.60 k principal	0.25	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES TRUST	91.29 k	105.36 k principal	0.24	ABS-mortgage backed security	Long	USA
WINWATER MORTGAGE LOAN TRUST 2014 1	90.29 k	94.75 k principal	0.24	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST	89.99 k	97.96 k principal	0.24	ABS-mortgage backed security	Long	USA
RAAC SERIES 2007 SP1 TRUST	84.03 k	84.19 k principal	0.22	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	83.04 k	88.54 k principal	0.22	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	81.01 k	86.52 k principal	0.21	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	72.90 k	170.65 k principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	57.48 k	61.45 k principal	0.15	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CO	54.74 k	57.42 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	54.57 k	57.50 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	51.73 k	52.92 k principal	0.14	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	47.90 k	52.84 k principal	0.13	ABS-mortgage backed security	Long	USA
AMERICAN HOME MORTGAGE INVESTMENT TRUST	47.67 k	327.92 k principal	0.12	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC	47.63 k	47.20 k principal	0.12	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET MORTGAGE PRODUCTS INC	47.01 k	47.57 k principal	0.12	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST	45.49 k	46.62 k principal	0.12	ABS-mortgage backed security	Long	USA
PUBLIC FINANCIAL AUTHORITY WI	44.85 k	45.00 k principal	0.12	Debt	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST	44.46 k	50.41 k principal	0.12	ABS-mortgage backed security	Long	USA
FNMA	43.05 k	45.21 k principal	0.11	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVESTMENTS INC	40.01 k	39.71 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	39.90 k	43.63 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	37.05 k	39.14 k principal	0.10	ABS-mortgage backed security	Long	USA
BEAR STEARNS ALT A TRUST 2006 1	35.61 k	52.05 k principal	0.09	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRUST	34.59 k	37.30 k principal	0.09	ABS-mortgage backed security	Long	USA
ANGEL OAK MORTGAGE TRUST	34.41 k	35.37 k principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	33.84 k	34.26 k principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	32.87 k	35.00 k principal	0.09	Debt	Long	USA
WASHINGTON MUTUAL MORTGAGE PASS THOUGH CERTIFICAT	31.25 k	36.09 k principal	0.08	ABS-mortgage backed security	Long	USA
CHASEFLEX TRUST	28.08 k	41.47 k principal	0.07	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	24.43 k	25.14 k principal	0.06	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES CORP	21.80 k	38.90 k principal	0.06	ABS-mortgage backed security	Long	USA
WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT	20.30 k	22.36 k principal	0.05	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS INC	19.36 k	19.77 k principal	0.05	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST	18.40 k	28.79 k principal	0.05	ABS-mortgage backed security	Long	USA
GMAC MORTGAGE CORPORATION LOAN TRUST	17.58 k	20.56 k principal	0.05	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	17.44 k	17.39 k principal	0.05	ABS-mortgage backed security	Long	USA
OCWEN RESIDENTIAL MBS CORP	17.19 k	27.88 k principal	0.05	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST MALT	16.62 k	16.70 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	16.17 k	16.58 k principal	0.04	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIZATION TRUST	15.99 k	33.71 k principal	0.04	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST	15.84 k	16.19 k principal	0.04	ABS-mortgage backed security	Long	USA
FANNIE MAE	15.69 k	15.53 k principal	0.04	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	15.64 k	16.07 k principal	0.04	ABS-mortgage backed security	Long	USA
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER	14.69 k	16.72 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	14.40 k	14.86 k principal	0.04	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS INC	14.32 k	18.39 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	13.53 k	13.77 k principal	0.04	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST	13.49 k	14.38 k principal	0.04	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	13.48 k	20.38 k principal	0.04	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES CORP	12.93 k	40.47 k principal	0.03	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES CORP	12.53 k	23.67 k principal	0.03	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	12.31 k	12.09 k principal	0.03	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST	12.15 k	13.48 k principal	0.03	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST 2006 AR13	11.97 k	17.70 k principal	0.03	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE ALTERNATIVE LOAN TRUST	11.00 k	12.05 k principal	0.03	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST	10.41 k	11.21 k principal	0.03	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST MALT	10.40 k	10.59 k principal	0.03	ABS-mortgage backed security	Long	USA
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004 13	10.39 k	10.75 k principal	0.03	ABS-mortgage backed security	Long	USA
FANNIE MAE	10.15 k	10.03 k principal	0.03	ABS-mortgage backed security	Long	USA
CHASEFLEX TRUST	10.09 k	10.52 k principal	0.03	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	9.57 k	9.50 k principal	0.03	ABS-mortgage backed security	Long	USA
GFMT CMO VRN 7 25 56	9.41 k	10.29 k principal	0.02	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET MORTG PRODUCTS	9.39 k	11.93 k principal	0.02	ABS-mortgage backed security	Long	USA
RALI SERIES 2006 QA1 TRUST	9.30 k	12.77 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	8.91 k	9.12 k principal	0.02	ABS-mortgage backed security	Long	USA
CWALT CORPORATE BOND	8.85 k	15.31 k principal	0.02	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	8.72 k	8.70 k principal	0.02	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS INC	8.41 k	18.90 k principal	0.02	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST	8.21 k	11.21 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	8.12 k	14.92 k principal	0.02	ABS-mortgage backed security	Long	USA
FANNIE MAE	8.01 k	7.66 k principal	0.02	ABS-mortgage backed security	Long	USA
RESIDENTIAL FUNDING MORTGAGE SECURITIES I	7.83 k	7.87 k principal	0.02	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST	7.40 k	20.15 k principal	0.02	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST 2005 A1	7.34 k	7.69 k principal	0.02	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST	6.70 k	6.99 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	6.58 k	7.51 k principal	0.02	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	6.58 k	6.51 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	6.41 k	6.29 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	6.36 k	6.41 k principal	0.02	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	6.11 k	5.80 k principal	0.02	ABS-mortgage backed security	Long	USA
CHL MORTGAGE PASS THROUGH TRUST 2004 2	6.11 k	6.91 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	6.06 k	8.67 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	6.03 k	14.79 k principal	0.02	ABS-mortgage backed security	Long	USA
CHASE MORTGAGE FINANCE CORPORATION	6.00 k	7.42 k principal	0.02	ABS-mortgage backed security	Long	USA
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST	5.77 k	6.27 k principal	0.02	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET SECURITIES CORPORATION	5.76 k	5.93 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS	5.54 k	5.66 k principal	0.01	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC	5.50 k	5.30 k principal	0.01	ABS-mortgage backed security	Long	USA
HOMEBANC MORTGAGE TRUST	5.45 k	6.25 k principal	0.01	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	5.43 k	5.53 k principal	0.01	ABS-mortgage backed security	Long	USA
BEAR STEARNS ALT A TRUST	5.29 k	7.42 k principal	0.01	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS INC	5.13 k	5.55 k principal	0.01	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	5.07 k	24.06 k principal	0.01	ABS-mortgage backed security	Long	USA
MLCC MORTGAGE INVESTORS INC SERIES 2004	4.88 k	5.06 k principal	0.01	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL	4.68 k	4.68 k principal	0.01	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CERTIFICATES SERIES 200	4.54 k	5.40 k principal	0.01	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	4.47 k	4.52 k principal	0.01	ABS-mortgage backed security	Long	USA
FANNIE MAE WHOLE LOAN	4.15 k	4.07 k principal	0.01	ABS-mortgage backed security	Long	USA
LEHMAN MORTGAGE TRUST	3.96 k	8.35 k principal	0.01	ABS-mortgage backed security	Long	USA
MLCC MORTGAGE INVESTORS INC	3.76 k	3.98 k principal	0.01	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC	3.71 k	3.72 k principal	0.01	ABS-mortgage backed security	Long	USA
FIRST HORIZON MORTGAGE PASS THROUGH TRUST	3.68 k	3.97 k principal	0.01	ABS-mortgage backed security	Long	USA
BANC OF AMERICA FUNDING 2004 B TRUST	3.43 k	3.51 k principal	0.01	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	3.34 k	3.45 k principal	0.01	ABS-mortgage backed security	Long	USA
CREDIT SUISSE FIRST BOSTON MOTGAGE SECURITIES CO	3.33 k	3.37 k principal	0.01	ABS-mortgage backed security	Long	USA
BANK OF AMERICA MORRTGAGE SECURITIES	3.29 k	3.63 k principal	0.01	ABS-mortgage backed security	Long	USA
WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT	3.18 k	3.37 k principal	0.01	ABS-mortgage backed security	Long	USA
BANC OF AMERICA MORTGAGE 2003 H TRUST	3.15 k	3.32 k principal	0.01	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC	3.09 k	3.28 k principal	0.01	ABS-mortgage backed security	Long	USA
MORGAN STANLEY MORTGAGE LOAN TRUST	3.05 k	3.14 k principal	0.01	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST	3.02 k	3.14 k principal	0.01	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	2.93 k	3.77 k principal	0.01	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS	2.86 k	5.79 k principal	0.01	ABS-mortgage backed security	Long	USA