0001752724-20-078253.txt : 20200424 0001752724-20-078253.hdr.sgml : 20200424 20200424123235 ACCESSION NUMBER: 0001752724-20-078253 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200229 FILED AS OF DATE: 20200424 PERIOD START: 20200831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cavanal Hill Funds CENTRAL INDEX KEY: 0000864508 IRS NUMBER: 000000000 STATE OF INCORPORATION: OH FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06114 FILM NUMBER: 20813726 BUSINESS ADDRESS: STREET 1: 4400 EASTON COMMONS #200 CITY: COLUMBUS STATE: OH ZIP: 43219 BUSINESS PHONE: 800-762-7085 MAIL ADDRESS: STREET 1: 4400 EASTON COMMONS #200 CITY: COLUMBUS STATE: OH ZIP: 43219 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN PERFORMANCE FUNDS DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN PLUS FUNDS DATE OF NAME CHANGE: 19900910 0000864508 S000060080 Strategic Enhanced Yield Fund C000196700 Class A AAENX C000196701 Institutional AIENX C000196702 Investor APENX NPORT-P 1 primary_doc.xml NPORT-P false 0000864508 XXXXXXXX S000060080 C000196701 C000196702 C000196700 Cavanal Hill Funds 811-06114 0000864508 5493008U4I3BDPVDR774 4400 Easton Commons, Suite 200 Columbus 43219 800-762-7085 Strategic Enhanced Yield Fund S000060080 549300SNHFS6766I4K33 2020-08-31 2020-02-29 N 13210147.22 40244.85 13169902.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 252552.96000000 USD N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667FQT5 176025.58000000 PA USD 180666.51000000 1.371813586192 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.50000000 N N N N N N Federal Home Loan Banks N/A 3130AHUG6 350000.00000000 PA USD 350758.42000000 2.663333486807 Long DBT USGSE US N 2 2032-01-09 Fixed 2.78000000 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST N/A 863579AQ1 62190.60000000 PA USD 63533.00000000 0.482410561711 Long ABS-MBS CORP US N 2 2034-09-25 Variable 3.97780008 N N N N N N CITICORP MORTGAGE SECURITIES INCORPORATED N/A 17310BAU8 11830.76000000 PA USD 12057.93000000 0.091556715161 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 5.75000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434DZ4 160403.61000000 PA USD 165483.38000000 1.256527006433 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 6.00000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359BHJ3 26252.33000000 PA USD 26905.40000000 0.204294604805 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 5.50000000 N N N N N N CSMC TRUST N/A 12646WAC8 133279.22000000 PA USD 130999.36000000 0.994687404049 Long ABS-MBS CORP US N 2 2043-04-25 Variable 1.55000000 N N N N N N Federal Home Loan Banks N/A 3130AHDW0 200000.00000000 PA USD 200175.04000000 1.519943234021 Long DBT USGSE US N 2 2030-10-24 Fixed 2.75000000 N N N N N N GMACM MORTGAGE LOAN TRUST N/A 36185N2E9 79300.06800000 PA USD 81728.16000000 0.620567698255 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.75000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELFL3 300000.00000000 PA USD 300132.65000000 2.278928435215 Long DBT USGSE US N 2 2031-12-26 Fixed 2.88000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12669FZK2 69000.00000000 PA USD 70705.66000000 0.536873076303 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 5.50000000 N N N N N N J.P. 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Engle Joel B. Engle Treasurer