Limited Duration Fund

Fund Profile

Fund profile

Tickers

APSTX, AISTX, AASTX

Fund manager

Cavanal Hill Funds

Total assets

$34.16 mm

Liabilities

$106.02 k

Net assets

$34.06 mm

Number of holdings

264.00

Top 200 of 264 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
CAVANAL HILL GOVERNMENT SECURITIES MONEY MARKET	1.66 mm	1.66 mm shares	4.88	Short-term investment vehicle	Long	USA
WU The Western Union Company	1.15 mm	1.21 mm principal	3.38	Debt	Long	USA
SOUTHTRUST BANK GEORGIA	1.07 mm	1.06 mm principal	3.13	Debt	Long	USA
FLEXENTIAL ISSUER 2021 1	1.02 mm	1.09 mm principal	3.00	ABS-mortgage backed security	Long	USA
FEDERAL FARM CREDIT BANK	872.13 k	1.00 mm principal	2.56	Debt	Long	USA
GOODGREEN 2020 1 TRUST	848.53 k	1.03 mm principal	2.49	ABS-mortgage backed security	Long	USA
TFC Truist Financial Corporation	796.81 k	800.00 k principal	2.34	Debt	Long	USA
BAT CAPITAL CORP	784.85 k	806.00 k principal	2.30	Debt	Long	USA
SCHW The Charles Schwab Corporation	772.87 k	800.00 k principal	2.27	Debt	Long	USA
NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC	745.46 k	835.00 k principal	2.19	ABS-mortgage backed security	Long	USA
U S TREASURY NOTE	745.40 k	765.00 k principal	2.19	Debt	Long	USA
JACK IN THE BOX FUNDING LLC	705.26 k	741.83 k principal	2.07	ABS-mortgage backed security	Long	USA
SONIC CAPITAL LLC	687.83 k	774.67 k principal	2.02	ABS-mortgage backed security	Long	USA
FANNIEMAE GRANTOR TRUST	672.30 k	692.82 k principal	1.97	ABS-mortgage backed security	Long	USA
TACO BELL FUNDING LLC	654.48 k	656.25 k principal	1.92	ABS-mortgage backed security	Long	USA
U S TREASURY NOTE	641.49 k	730.00 k principal	1.88	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	637.49 k	623.06 k principal	1.87	ABS-mortgage backed security	Long	USA
CWABS ASSET BACKED CERTIFICATES TRUST 2007 4	624.03 k	667.59 k principal	1.83	ABS-mortgage backed security	Long	USA
DRIVEN BRANDS FUNDING LLC	620.47 k	638.89 k principal	1.82	ABS-mortgage backed security	Long	USA
ZAXBY S FUNDING LLC	578.45 k	633.71 k principal	1.70	ABS-mortgage backed security	Long	USA
HI FI MUSIC IP ISSUER II L P	572.34 k	595.00 k principal	1.68	ABS-mortgage backed security	Long	Canada
SBA TOWER TRUST	569.48 k	590.00 k principal	1.67	Debt	Long	USA
AIO ISSUER 2024 1 LLC	540.86 k	550.00 k principal	1.59	ABS-mortgage backed security	Long	USA
FMC GMSR ISSUER TRUST	507.33 k	500.00 k principal	1.49	ABS-mortgage backed security	Long	USA
FMC GMSR ISSUER TRUST	506.51 k	500.00 k principal	1.49	ABS-mortgage backed security	Long	USA
PNMAC GMSR ISSUER TRUST	505.87 k	500.00 k principal	1.49	ABS-mortgage backed security	Long	USA
U S TREASURY NOTE	500.06 k	500.00 k principal	1.47	Debt	Long	USA
FANNIEMAE WHOLE LOAN	457.53 k	447.67 k principal	1.34	ABS-mortgage backed security	Long	USA
CLI FUNDING VIII LLC	430.72 k	476.99 k principal	1.26	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	400.18 k	400.00 k principal	1.18	Debt	Long	USA
U S TREASURY NOTE	397.27 k	400.00 k principal	1.17	Debt	Long	USA
JP MORGAN MORTGAGE TRUST	382.94 k	460.06 k principal	1.12	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	365.57 k	370.00 k principal	1.07	Debt	Long	USA
TEXTAINER MARINE CONTAINERS VII LTD	362.86 k	381.08 k principal	1.07	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	350.11 k	350.00 k principal	1.03	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	331.04 k	373.72 k principal	0.97	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	311.28 k	352.74 k principal	0.91	ABS-mortgage backed security	Long	USA
FREMONT HOME LOAN TRUST	310.84 k	457.98 k principal	0.91	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST	308.60 k	353.16 k principal	0.91	ABS-mortgage backed security	Long	USA
FEDERAL FARM CREDIT BANK	305.02 k	350.00 k principal	0.90	Debt	Long	USA
FEDERAL HOME LOAN BANK	300.07 k	300.00 k principal	0.88	Debt	Long	USA
ANGEL OAK MORTGAGE TRUST	266.08 k	271.97 k principal	0.78	ABS-mortgage backed security	Long	USA
ENTERGY MISSISSIPPI LLC	264.34 k	275.00 k principal	0.78	Debt	Long	USA
GS MORTGAGE BACKED SECURITIES CORP TRUST	260.95 k	278.19 k principal	0.77	ABS-mortgage backed security	Long	USA
FANNIE WHOLE LOAN	246.57 k	245.85 k principal	0.72	ABS-mortgage backed security	Long	USA
FREDDIE MAC	239.57 k	250.71 k principal	0.70	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST MALT	231.81 k	225.26 k principal	0.68	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	227.94 k	250.00 k principal	0.67	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	226.24 k	226.03 k principal	0.66	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	220.75 k	250.00 k principal	0.65	ABS-mortgage backed security	Long	USA
FEDERAL FARM CREDIT BANK	217.86 k	250.00 k principal	0.64	Debt	Long	USA
WENDY S FUNDING LLC	217.75 k	223.11 k principal	0.64	ABS-mortgage backed security	Long	USA
EMR Emerson Electric Co.	213.88 k	250.00 k principal	0.63	Debt	Long	USA
FEDERAL HOME LOAN BANK	213.64 k	250.00 k principal	0.63	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	198.46 k	197.70 k principal	0.58	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST	186.02 k	191.04 k principal	0.55	ABS-mortgage backed security	Long	USA
FLAGSTAR MORTGAGE TRUST	164.18 k	186.74 k principal	0.48	ABS-mortgage backed security	Long	USA
VR FUNDING LLC	163.19 k	177.98 k principal	0.48	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	160.82 k	151.95 k principal	0.47	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION	156.92 k	160.93 k principal	0.46	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	154.59 k	180.00 k principal	0.45	Debt	Long	USA
COLORADO ST HSG AND FIN AUTH	147.85 k	150.00 k principal	0.43	Debt	Long	USA
Broadcom Pte. Ltd.	145.03 k	150.00 k principal	0.43	Debt	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	142.71 k	141.38 k principal	0.42	ABS-mortgage backed security	Long	USA
GOLDMAN SACHS GROUP INC	136.84 k	140.00 k principal	0.40	Debt	Long	USA
BANK OF AMERICA CORP	135.51 k	135.00 k principal	0.40	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	134.80 k	132.37 k principal	0.40	ABS-mortgage backed security	Long	USA
PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT	128.97 k	130.00 k principal	0.38	Debt	Long	USA
GSR MORTGAGE LOAN TRUST	123.20 k	128.44 k principal	0.36	ABS-mortgage backed security	Long	USA
UNITED AIRLINES 2020 1 CLASS A PASS THROUGH TRUST	121.14 k	118.28 k principal	0.36	Debt	Long	USA
WILLIS ENGINE SECURITIZATION TRUST	120.50 k	134.50 k principal	0.35	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	116.76 k	126.96 k principal	0.34	ABS-mortgage backed security	Long	USA
WELLS FARGO MORTGAGE BACKED SECURITIES 2021 2 TRUS	115.20 k	130.96 k principal	0.34	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	107.79 k	109.78 k principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	104.09 k	123.99 k principal	0.31	ABS-mortgage backed security	Long	USA
VIRGINIA POWER FUEL SECURITIZATION LLC	100.75 k	100.00 k principal	0.30	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	95.70 k	93.62 k principal	0.28	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	93.33 k	98.36 k principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	92.85 k	105.24 k principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	92.77 k	94.40 k principal	0.27	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET INVESTMENT LOAN TRUST	90.45 k	91.01 k principal	0.27	ABS-mortgage backed security	Long	USA
WINWATER MORTGAGE LOAN TRUST 2014 1	89.11 k	93.76 k principal	0.26	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES TRUST	86.75 k	100.56 k principal	0.25	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST	85.84 k	93.07 k principal	0.25	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME LOAN TRUST 2005 OPT3	82.36 k	83.48 k principal	0.24	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	79.74 k	85.02 k principal	0.23	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	77.39 k	83.42 k principal	0.23	ABS-mortgage backed security	Long	USA
CDC MORTGAGE CAPITAL TRUST	73.14 k	73.32 k principal	0.21	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	73.13 k	170.65 k principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	54.93 k	58.95 k principal	0.16	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CO	54.82 k	57.42 k principal	0.16	ABS-mortgage backed security	Long	USA
RAAC SERIES 2007 SP1 TRUST	53.56 k	53.62 k principal	0.16	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	49.79 k	52.51 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	49.70 k	52.35 k principal	0.15	ABS-mortgage backed security	Long	USA
AMERICAN HOME MORTGAGE INVESTMENT TRUST	47.43 k	327.92 k principal	0.14	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC	45.17 k	44.83 k principal	0.13	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET MORTGAGE PRODUCTS INC	45.08 k	45.78 k principal	0.13	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	43.66 k	44.48 k principal	0.13	ABS-mortgage backed security	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST	41.66 k	47.29 k principal	0.12	ABS-mortgage backed security	Long	USA
FNMA	40.66 k	43.18 k principal	0.12	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST	39.54 k	40.37 k principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	38.81 k	42.73 k principal	0.11	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVESTMENTS INC	38.31 k	38.05 k principal	0.11	ABS-mortgage backed security	Long	USA
BEAR STEARNS ALT A TRUST 2006 1	35.95 k	51.02 k principal	0.11	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	35.18 k	37.28 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK	33.03 k	35.00 k principal	0.10	Debt	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRUST	32.43 k	35.42 k principal	0.10	ABS-mortgage backed security	Long	USA
WASHINGTON MUTUAL MORTGAGE PASS THOUGH CERTIFICAT	30.02 k	34.52 k principal	0.09	ABS-mortgage backed security	Long	USA
ANGEL OAK MORTGAGE TRUST	29.11 k	29.80 k principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	28.30 k	28.56 k principal	0.08	ABS-mortgage backed security	Long	USA
CHASEFLEX TRUST	27.48 k	41.34 k principal	0.08	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES CORP	23.65 k	38.90 k principal	0.07	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	22.49 k	23.08 k principal	0.07	ABS-mortgage backed security	Long	USA
PUBLIC FINANCIAL AUTHORITY WI	19.93 k	20.00 k principal	0.06	Debt	Long	USA
WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT	19.90 k	21.95 k principal	0.06	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS INC	19.13 k	19.37 k principal	0.06	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST	18.35 k	28.33 k principal	0.05	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	17.13 k	17.12 k principal	0.05	ABS-mortgage backed security	Long	USA
OCWEN RESIDENTIAL MBS CORP	16.94 k	27.78 k principal	0.05	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST MALT	16.73 k	16.70 k principal	0.05	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIZATION TRUST	15.25 k	33.23 k principal	0.04	ABS-mortgage backed security	Long	USA
FANNIE MAE	14.82 k	14.67 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	14.61 k	14.91 k principal	0.04	ABS-mortgage backed security	Long	USA
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER	14.56 k	16.49 k principal	0.04	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	14.15 k	14.56 k principal	0.04	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS INC	14.00 k	17.97 k principal	0.04	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST	13.99 k	14.26 k principal	0.04	ABS-mortgage backed security	Long	USA
GMAC MORTGAGE CORPORATION LOAN TRUST	13.71 k	16.31 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	13.31 k	13.72 k principal	0.04	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	13.31 k	19.90 k principal	0.04	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES CORP	12.79 k	40.47 k principal	0.04	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST	12.79 k	13.59 k principal	0.04	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES CORP	12.57 k	23.67 k principal	0.04	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST	12.37 k	13.13 k principal	0.04	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	11.79 k	11.60 k principal	0.03	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST 2006 AR13	11.63 k	17.42 k principal	0.03	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE ALTERNATIVE LOAN TRUST	10.85 k	11.86 k principal	0.03	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	10.74 k	10.89 k principal	0.03	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST	10.35 k	11.06 k principal	0.03	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST MALT	10.31 k	10.51 k principal	0.03	ABS-mortgage backed security	Long	USA
CHASEFLEX TRUST	10.08 k	10.52 k principal	0.03	ABS-mortgage backed security	Long	USA
FANNIE MAE	9.98 k	9.85 k principal	0.03	ABS-mortgage backed security	Long	USA
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004 13	9.95 k	10.24 k principal	0.03	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	9.39 k	9.33 k principal	0.03	ABS-mortgage backed security	Long	USA
GFMT CMO VRN 7 25 56	9.26 k	10.17 k principal	0.03	ABS-mortgage backed security	Long	USA
RALI SERIES 2006 QA1 TRUST	9.22 k	12.57 k principal	0.03	ABS-mortgage backed security	Long	USA
CWALT CORPORATE BOND	8.77 k	15.16 k principal	0.03	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET MORTG PRODUCTS	8.76 k	11.06 k principal	0.03	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	8.36 k	8.35 k principal	0.02	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS INC	8.30 k	18.73 k principal	0.02	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST	8.18 k	11.16 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	7.99 k	14.86 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION	7.65 k	7.80 k principal	0.02	ABS-mortgage backed security	Long	USA
RESIDENTIAL FUNDING MORTGAGE SECURITIES I	7.57 k	7.62 k principal	0.02	ABS-mortgage backed security	Long	USA
FANNIE MAE	7.57 k	7.29 k principal	0.02	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST 2005 A1	7.10 k	7.41 k principal	0.02	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST	7.06 k	20.04 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	6.52 k	14.79 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	6.42 k	7.26 k principal	0.02	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST	6.40 k	6.66 k principal	0.02	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	6.33 k	6.27 k principal	0.02	ABS-mortgage backed security	Long	USA
CHL MORTGAGE PASS THROUGH TRUST 2004 2	6.10 k	6.84 k principal	0.02	ABS-mortgage backed security	Long	USA
CHASE MORTGAGE FINANCE CORPORATION	5.97 k	7.35 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	5.91 k	5.81 k principal	0.02	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET SECURITIES CORPORATION	5.69 k	5.84 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN TRUST	5.56 k	8.15 k principal	0.02	ABS-mortgage backed security	Long	USA
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST	5.51 k	5.98 k principal	0.02	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC	5.45 k	5.27 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS	5.43 k	5.53 k principal	0.02	ABS-mortgage backed security	Long	USA
HOMEBANC MORTGAGE TRUST	5.40 k	6.14 k principal	0.02	ABS-mortgage backed security	Long	USA
BEAR STEARNS ALT A TRUST	5.26 k	7.40 k principal	0.02	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	5.07 k	5.28 k principal	0.01	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	4.93 k	4.91 k principal	0.01	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS INC	4.86 k	5.55 k principal	0.01	ABS-mortgage backed security	Long	USA
MLCC MORTGAGE INVESTORS INC SERIES 2004	4.67 k	4.82 k principal	0.01	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL	4.52 k	4.51 k principal	0.01	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	4.46 k	22.61 k principal	0.01	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CERTIFICATES SERIES 200	4.43 k	5.25 k principal	0.01	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	4.42 k	4.47 k principal	0.01	ABS-mortgage backed security	Long	USA
LEHMAN MORTGAGE TRUST	4.09 k	8.17 k principal	0.01	ABS-mortgage backed security	Long	USA
FANNIE MAE WHOLE LOAN	3.96 k	3.90 k principal	0.01	ABS-mortgage backed security	Long	USA
MLCC MORTGAGE INVESTORS INC	3.66 k	3.87 k principal	0.01	ABS-mortgage backed security	Long	USA
FIRST HORIZON MORTGAGE PASS THROUGH TRUST	3.37 k	3.66 k principal	0.01	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP	3.30 k	3.31 k principal	0.01	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC	3.23 k	3.24 k principal	0.01	ABS-mortgage backed security	Long	USA
BANK OF AMERICA MORRTGAGE SECURITIES	3.23 k	3.54 k principal	0.01	ABS-mortgage backed security	Long	USA
BANC OF AMERICA FUNDING 2004 B TRUST	3.19 k	3.27 k principal	0.01	ABS-mortgage backed security	Long	USA
CS FIRST BOSTON MORTGAGE SECURITIES CORP	3.05 k	3.13 k principal	0.01	ABS-mortgage backed security	Long	USA
MORGAN STANLEY MORTGAGE LOAN TRUST	3.00 k	3.08 k principal	0.01	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST	2.98 k	3.10 k principal	0.01	ABS-mortgage backed security	Long	USA
WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT	2.96 k	3.10 k principal	0.01	ABS-mortgage backed security	Long	USA
BANC OF AMERICA MORTGAGE 2003 H TRUST	2.95 k	3.10 k principal	0.01	ABS-mortgage backed security	Long	USA
MASTER ALTERNATIVE LOANS TRUST	2.95 k	3.77 k principal	0.01	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC	2.92 k	3.09 k principal	0.01	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST	2.84 k	2.86 k principal	0.01	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS	2.80 k	5.75 k principal	0.01	ABS-mortgage backed security	Long	USA
RESIDENTIAL FUNDING MTG SEC	2.70 k	3.49 k principal	0.01	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS	2.59 k	2.76 k principal	0.01	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST	2.42 k	2.55 k principal	0.01	ABS-mortgage backed security	Long	USA
BANK OF AMERICA MORRTGAGE SECURITIES	2.38 k	2.47 k principal	0.01	ABS-mortgage backed security	Long	USA