0001752724-20-078255.txt : 20200424
0001752724-20-078255.hdr.sgml : 20200424
20200424123242
ACCESSION NUMBER: 0001752724-20-078255
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: 20813728
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
S000008942
Bond Fund
C000024292
Investor
APBDX
C000024293
Institutional
AIBNX
C000102309
Class A
AABOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000864508
XXXXXXXX
S000008942
C000024293
C000102309
C000024292
Cavanal Hill Funds
811-06114
0000864508
5493008U4I3BDPVDR774
4400 Easton Commons, Suite 200
Columbus
43219
800-762-7085
Bond Fund
S000008942
5493004WO31E1Z3TJ246
2020-08-31
2020-02-29
N
104629900.66
1261298.91
103368601.75
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
0.00000000
USD
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31359T5E4
2269.04000000
PA
USD
2536.48000000
0.002453820557
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B26V9
811486.01000000
PA
USD
912097.21000000
0.882373558854
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
3.54600000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
3137BHUJ4
188635.54000000
PA
USD
191824.24000000
0.185573023870
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
3136AKAW3
715347.67000000
PA
USD
748263.03000000
0.723878447934
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC
00206RDR0
1250000.00000000
PA
USD
1546865.85000000
1.496456200250
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERT
92922FRJ9
8472.70400000
PA
USD
9181.20000000
0.008882000766
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.00000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI, LLC
54930043I78H35DVVW89
ENTERGY MISSISSIPPI LLC
29364NAU2
1000000.00000000
PA
USD
1063608.46000000
1.028947322488
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA POOL # 832198
31407JRT1
181.94000000
PA
USD
204.93000000
0.000198251690
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
466247JV6
28526.67400000
PA
USD
29101.95000000
0.028153568402
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST
33849NAG0
393038.49000000
PA
USD
396591.87000000
0.383667635322
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Fixed
4.00000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434SK1
20312.28900000
PA
USD
21092.11000000
0.020404755063
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
N/A
ISHARES IBOXX $ INVESTMENT GRA
464287242
7710.00000000
NS
USD
1019107.80000000
0.985896861084
Long
RF
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE POOL
31379LCQ2
12143.31000000
PA
USD
12488.54000000
0.012081560346
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Floating
3.93100000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3133TKCT5
1830.13000000
PA
USD
2055.56000000
0.001988572898
Long
ABS-MBS
USGSE
US
N
2
2029-04-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE TRUST 2003-W6
31393BW76
36892.03000000
PA
USD
38354.08000000
0.037104187684
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
4.17179000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434L93
26850.23900000
PA
USD
27637.28000000
0.026736629433
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
GRAND RIVER DAM AUTH OKLA REV
N/A
GRAND RIVER OK DAM AUTH REVENUE
386442UZ8
500000.00000000
PA
USD
552465.00000000
0.534461132923
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.54500000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AH5D6
236438.74000000
PA
USD
240556.11000000
0.232716807548
Long
ABS-MBS
USGSE
US
N
2
2040-06-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137A4SL2
69127.56000000
PA
USD
73405.05000000
0.071012907940
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Fixed
3.50000000
N
N
N
N
N
N
Korea Development Bank
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK
500630CS5
850000.00000000
PA
USD
884978.33000000
0.856138435673
Long
DBT
CORP
KR
N
2
2023-03-19
Fixed
2.75000000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165VAC2
25616.54000000
PA
USD
15030.45000000
0.014540633950
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AE4V6
152133.09000000
PA
USD
154470.69000000
0.149436760665
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
2.25000000
N
N
N
N
N
N
HANLEY RD CORRIDOR TRANSN DEV DIST MO TRANSN SALES TAX REV
N/A
HANLEY RD CORRIDOR TRSN MISSOURI BUILD AMERICA BND
41048DAN9
235000.00000000
PA
USD
235942.35000000
0.228253401908
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38376KLB5
33887.07000000
PA
USD
35881.87000000
0.034712542679
Long
ABS-MBS
USGA
US
N
2
2039-09-16
Fixed
4.00000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669GAR2
7467.83500000
PA
USD
7702.95000000
0.007451924346
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
3137BBWG1
272029.56000000
PA
USD
284360.50000000
0.275093689172
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136APWA6
597740.21000000
PA
USD
634795.68000000
0.614108800209
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
CSMC MORTGAGE BACKED TRUST
N/A
CREDIT SUISSE MORTAGE CAPITAL CERTIFICATE
22942MAA4
710.59400000
PA
USD
670.22000000
0.000648378703
Long
ABS-MBS
CORP
US
N
2
2021-10-25
Fixed
4.50000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669FZK2
4000.00000000
PA
USD
4098.88000000
0.003965304677
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL
46849LTK7
1100000.00000000
PA
USD
1153262.99000000
1.115680168325
Long
DBT
CORP
US
Y
2
2024-06-21
Fixed
2.65000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669F4Z3
6991.20600000
PA
USD
7181.61000000
0.006947573903
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LOAN TRUST
N/A
MORGAN STANLEY MORTGAGE LOAN TRUST
61745MA45
32893.96300000
PA
USD
35353.85000000
0.034201729927
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA POOL # 683351
31400CEY6
240.67000000
PA
USD
269.53000000
0.000260746489
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36210ESC4
9996.85000000
PA
USD
11131.04000000
0.010768298894
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B3DB3
931054.82000000
PA
USD
1062870.58000000
1.028233488705
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
3.69700000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2006-A2
466247K28
26101.99000000
PA
USD
24005.84000000
0.023223531704
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
3.74200000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165MAG3
159381.34800000
PA
USD
163402.52000000
0.158077517963
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
5.99000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A3YR6
168519.66000000
PA
USD
170058.51000000
0.164516600902
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AFTK0
190514.01000000
PA
USD
195749.91000000
0.189370763158
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AQ6G0
629072.36000000
PA
USD
669363.19000000
0.647549815580
Long
ABS-MBS
USGSE
US
N
2
2046-03-25
Fixed
3.00000000
N
N
N
N
N
N
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV
N/A
NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY
64971W6F2
1260000.00000000
PA
USD
1386730.80000000
1.341539671160
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
3.21000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B8KM0
990406.00000000
PA
USD
1017527.97000000
0.984368514978
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Fixed
2.50000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
02150JAG7
191182.17900000
PA
USD
131819.50000000
0.127523733288
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.00000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS, SERIES 2007
17025QAK3
89034.01800000
PA
USD
63193.31000000
0.061133950667
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31359AJF7
5105.80000000
PA
USD
5404.19000000
0.005228076909
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A8EM8
367051.59000000
PA
USD
378430.56000000
0.366098170617
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
2.50000000
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIZATION TRUST
45661EBP8
130912.36400000
PA
USD
91552.12000000
0.088568596701
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST
81746VAD2
710393.52000000
PA
USD
723506.03000000
0.699928235219
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137B7PR4
466845.40000000
PA
USD
480300.68000000
0.464648521764
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA ALTERNATIVE LOAN TRUST
N/A
BANK OF AMERICA ALTERNATIVE LOAN TRUST
05950AAU0
16813.01400000
PA
USD
17481.64000000
0.016911943959
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.50000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH
9393365C3
261127.80800000
PA
USD
264092.97000000
0.255486642490
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.49984000
N
N
N
N
N
N
STACK
N/A
STACK INFRASTRUCTURE ISSUER LLC
85236KAA0
940499.96000000
PA
USD
1002984.14000000
0.970298642933
Long
ABS-MBS
CORP
US
N
2
2044-02-25
Variable
4.23733000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A9GM4
378978.39000000
PA
USD
387336.19000000
0.374713581728
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
2.00000000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENTER
549300LVC84TCICWUW24
MONTEFIORE MEDICAL CENTER
61237WAB2
995000.00000000
PA
USD
1023008.48000000
0.989670424752
Long
DBT
CORP
US
N
2
2026-10-20
Fixed
2.15200000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46648UAF1
775629.38000000
PA
USD
789144.72000000
0.763427875234
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31358LAS5
1911.16000000
PA
USD
1997.47000000
0.001932375949
Long
ABS-MBS
USGSE
US
N
2
2021-12-25
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AM4K0
136535.34000000
PA
USD
138674.45000000
0.134155292470
Long
ABS-MBS
USGSE
US
N
2
2040-04-15
Fixed
2.00000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RAAC
7609857Q8
138412.05600000
PA
USD
141350.21000000
0.136743854136
Long
ABS-MBS
CORP
US
N
2
2032-01-25
Fixed
6.00000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RAAC 2004-SP1 AI4
7609855U1
108.64000000
PA
USD
109.03000000
0.000105476903
Long
ABS-MBS
CORP
US
N
2
2027-08-25
Variable
5.28500000
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST
N/A
MILL CITY MORTGAGE LOAN TRUST 2019-GS1
59981BAC8
474434.18000000
PA
USD
485838.68000000
0.470006048040
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Fixed
2.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746SH5
1300000.00000000
PA
USD
1377094.81000000
1.332217701203
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AXGC1
106458.64000000
PA
USD
108384.97000000
0.104852893591
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK
3133ELJT2
1000000.00000000
PA
USD
1000713.83000000
0.968102318361
Long
DBT
USGSE
US
N
2
2024-04-23
Fixed
1.94000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
31336HVR0
4563.09000000
PA
USD
4607.39000000
0.004457243226
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Floating
4.62500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36223HVC8
158.96000000
PA
USD
159.45000000
0.000154253803
Long
ABS-MBS
USGA
US
N
2
2021-07-15
Fixed
9.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
466247TT0
224359.52100000
PA
USD
228720.51000000
0.221266909030
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.56180000
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE TRUST
N/A
MLCC MORTGAGE INVESTORS, INC. - SERIES 2004
59020UEV3
23440.98300000
PA
USD
23464.42000000
0.022699755634
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Variable
3.57084000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
31297RXN2
219.31000000
PA
USD
243.42000000
0.000235487368
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AVZB6
829877.63000000
PA
USD
859200.44000000
0.831200601975
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38376K4T5
522242.82000000
PA
USD
553691.13000000
0.535647305493
Long
ABS-MBS
USGA
US
N
2
2039-09-16
Fixed
3.00000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434JU9
12018.91100000
PA
USD
12347.79000000
0.011945397142
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
5.50000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST
36258FAF6
658742.77000000
PA
USD
677398.56000000
0.655323326940
Long
ABS-MBS
CORP
US
N
2
2050-05-01
Variable
3.50000000
N
N
N
N
N
N
ACCESS GROUP, INC.
N/A
ACCESSLEX INSTITUTE
00432CDS7
994959.80000000
PA
USD
873408.55000000
0.844945694546
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.19413000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
3137AW3Y9
851493.67000000
PA
USD
865008.24000000
0.836819135942
Long
ABS-MBS
USGSE
US
N
2
2042-02-15
Fixed
2.00000000
N
N
N
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65535VAU2
9420.93700000
PA
USD
9832.06000000
0.009511650378
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIZATION TRUST
45660LTQ2
230483.77700000
PA
USD
205485.58000000
0.198789164718
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES
780153AU6
345000.00000000
PA
USD
371098.61000000
0.359005156031
Long
DBT
CORP
LR
N
2
2022-11-15
Fixed
5.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ACYK1
385864.00000000
PA
USD
391339.29000000
0.378586227708
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA POOL # 730856
31402J5R4
342.62000000
PA
USD
378.72000000
0.000366378178
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165TAX1
38521.21200000
PA
USD
37160.40000000
0.035949407625
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.00000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON CORPORATION
N/A
CS FIRST BOSTON MORTGAGE SECURITIES CORP.
2254585T1
105686.87100000
PA
USD
54932.22000000
0.053142075127
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6.00000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INCORPORATED
N/A
RESIDENTIAL ACCREDIT LOANS, INC.
75114TAJ0
19253.41000000
PA
USD
18545.15000000
0.017940796030
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BF5
1025000.00000000
PA
USD
1114318.85000000
1.078005149663
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORPORATION
N/A
STRUCTURED ASSET SECURITIES CORPORATION
86359AWR0
45240.45500000
PA
USD
45335.41000000
0.043858008362
Long
ABS-MBS
CORP
US
N
2
2031-01-25
Fixed
3.35650000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
02146XAV0
205414.10400000
PA
USD
140942.05000000
0.136348995356
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AWWE3
970344.48000000
PA
USD
1031583.21000000
0.997965719314
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
2.73900000
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES INC
N/A
BEAR STEARNS ASSET BACKED SECURITIES, INC.
07384YPH3
24870.81000000
PA
USD
25927.80000000
0.025082858393
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
5.50000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89175VAA1
626649.30000000
PA
USD
649752.79000000
0.628578484181
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA
10373QAL4
600000.00000000
PA
USD
623178.05000000
0.602869768430
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398NJE5
215663.93000000
PA
USD
221715.09000000
0.214489783402
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3129095D2
1729.27000000
PA
USD
1811.06000000
0.001752040725
Long
ABS-MBS
USGSE
US
N
2
2022-05-15
Fixed
8.00000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST
33852BAC9
931161.04000000
PA
USD
951246.46000000
0.920247003341
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST
81746HAL5
644573.83000000
PA
USD
648066.32000000
0.626946973286
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46628LAK4
7675.28500000
PA
USD
6815.86000000
0.006593743056
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
4.33392000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AN2S3
219144.72000000
PA
USD
223781.08000000
0.216488446405
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398NBC7
227651.61000000
PA
USD
231557.25000000
0.224011204640
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA POOL # 725773
31402DJS0
144.80000000
PA
USD
165.65000000
0.000160251756
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828YK0
5314000.00000000
PA
USD
5381670.50000000
5.206291280804
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434HG2
4204.51200000
PA
USD
4347.56000000
0.004205880631
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137ALBZ1
220936.53000000
PA
USD
229795.00000000
0.222306383282
Long
ABS-MBS
USGSE
US
N
2
2041-06-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
31393QXY3
1313.57000000
PA
USD
1394.96000000
0.001349500695
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Fixed
5.50000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434ZX5
3751.58600000
PA
USD
3773.64000000
0.003650663679
Long
ABS-MBS
CORP
US
N
2
2025-01-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A3XT3
46751.98000000
PA
USD
47603.60000000
0.046052282021
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3128MJDT4
1082.68000000
PA
USD
1272.21000000
0.001230750903
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3133TD6A9
12914.36000000
PA
USD
14551.60000000
0.014077388833
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36203PAA1
3870.51000000
PA
USD
4114.67000000
0.003980580108
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.50000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89175JAA8
622845.92000000
PA
USD
638555.90000000
0.617746481222
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Fixed
2.75000000
N
N
N
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAH3
745000.00000000
PA
USD
835482.87000000
0.808255946056
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST
24381HAA9
165774.21000000
PA
USD
165519.23000000
0.160125248090
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Fixed
3.47900000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOTIA
81748HAD1
480995.23000000
PA
USD
487007.67000000
0.471136942703
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A2F57
10010.80000000
PA
USD
10034.60000000
0.009707589954
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHF9
1320000.00000000
PA
USD
1389093.68000000
1.343825549038
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137GAD79
194809.26000000
PA
USD
209910.80000000
0.203070174546
Long
ABS-MBS
USGSE
US
N
2
2040-09-15
Fixed
3.50000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12667FRY3
10514.33900000
PA
USD
10791.65000000
0.010439969020
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.00000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
GMAC MORTGAGE CORPORATION LOAN TRUST
36185NQ60
2282.83100000
PA
USD
2359.78000000
0.002282878901
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.50000000
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST
N/A
BEAR STEARNS ALT-A TRUST 2006-6
073868BE0
70942.51500000
PA
USD
58799.37000000
0.056883201479
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
3.77332000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION
3137ANWH4
895074.30000000
PA
USD
912661.53000000
0.882919488654
Long
ABS-MBS
USGSE
US
N
2
2042-03-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378TQS2
170118.03000000
PA
USD
172777.54000000
0.167147022475
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
2.00000000
N
N
N
N
N
N
PARTNERS HEALTHCARE SYSTEM, INC.
5493007Z86EDN0QFYU66
PARTNERS HEALTHCARE SYST
70213HAE8
1050000.00000000
PA
USD
1109790.76000000
1.073624622188
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LOAN TRUST
N/A
JP MORGAN MORTGAGE TRUST
466302AJ5
14981.63300000
PA
USD
15006.67000000
0.014517628898
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
5.71000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A5XY7
371153.51000000
PA
USD
381267.85000000
0.368842998304
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
2.25000000
N
N
N
N
N
N
BANK OF AMERICA ALTERNATIVE LOAN TRUST
N/A
BANK OF AMERICA ALTERNATIVE LOAN TRUST
05948KM97
13782.54700000
PA
USD
14132.06000000
0.013671520907
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
WACHOVIA MORTGAGE LOAN TRUST, LLC
N/A
WACHOVIA MORTGAGE LOAN TRUST, LLC
92977YAP6
871.72000000
PA
USD
86.11000000
0.000083303825
Long
ABS-MBS
CORP
US
N
2
2035-08-20
Variable
4.72160000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST
81746GAD5
747961.66000000
PA
USD
770774.49000000
0.745656298867
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
UNIVERSITY OKLA REVS
N/A
UNIV OF OKLAHOMA OK TXBL-REF-UNIV
9147608D8
1650000.00000000
PA
USD
1856943.00000000
1.796428478824
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
3.86600000
N
N
N
N
N
N
TBW MORTGAGE-BACKED TRUST (TAYLOR, BEAN & WHITAKER MORTGAGE CORP)
N/A
TBW MTG BACKED PASS THROUGH CERTIFCATES
878048AL1
37888.76000000
PA
USD
9870.19000000
0.009548537788
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46643KAA9
979539.91000000
PA
USD
1003185.12000000
0.970493073347
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
2.97121000
N
N
N
N
N
N
LEXINGTON-FAYETTE URBAN CNTY ARPT BRD KY
N/A
LEXINGTON - FAYETTE URBAN CNTY KY ARPT BRD
52909MDW1
750000.00000000
PA
USD
802890.00000000
0.776725220625
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
2.83900000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE WHOLE LOAN
31392EW30
17221.31000000
PA
USD
18682.20000000
0.018073379811
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Fixed
5.47800000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89176EAA8
270825.91000000
PA
USD
277888.81000000
0.268832900218
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38377QK30
194054.23000000
PA
USD
205049.81000000
0.198367595699
Long
ABS-MBS
USGA
US
N
2
2041-01-16
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AERH0
762710.94000000
PA
USD
784112.30000000
0.758559452991
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46647SAJ9
323831.41500000
PA
USD
331324.55000000
0.320527263009
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
JBG/ROCKVILLE NCI CAMPUS
N/A
JBG/ROCKVILLE NCI CAMPUS
46611JAA0
316025.21000000
PA
USD
327475.67000000
0.316803811269
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.90000000
N
N
N
N
N
N
FNT TRUST
N/A
FIRST NATIONWIDE TRUST
22540A3S5
122.24400000
PA
USD
126.50000000
0.000122377586
Long
ABS-MBS
CORP
US
N
2
2031-08-21
Fixed
6.75000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A7ZK1
704541.92000000
PA
USD
717125.25000000
0.693755393668
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
2.00000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST, INC.
17307GQA9
23065.23100000
PA
USD
24555.68000000
0.023755453381
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
6.50000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST
90276FAS3
428772.77000000
PA
USD
439583.29000000
0.425258040215
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
3.18470000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3137BCRG5
491468.98000000
PA
USD
520762.55000000
0.503791810263
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Fixed
3.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE HOME LOANS
12667F3U7
47607.33400000
PA
USD
48818.18000000
0.047227280986
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
7.84182000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31359GE28
1000.00000000
PA
USD
1080.15000000
0.001044949802
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
6.75000000
N
N
N
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CC4
1150000.00000000
PA
USD
1338715.03000000
1.295088651037
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.85000000
N
N
N
N
N
N
GEORGIA ST
N/A
GEORGIA ST BAB-SER H
373384NZ5
1955000.00000000
PA
USD
2153647.55000000
2.083463947020
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
4.50300000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CR9
1300000.00000000
PA
USD
1423076.41000000
1.376700841365
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38145GAH3
1300000.00000000
PA
USD
1396317.05000000
1.350813522056
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
MACY'S RETAIL HOLDINGS, INC.
549300JMONK27O4SQQ19
MACY'S RETAIL HOLDINGS INC
55616XAH0
574000.00000000
PA
USD
574430.57000000
0.555710883454
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.87500000
N
N
N
N
N
N
COREVEST AMERICAN FINANCE
N/A
COLONY AMERICAN FINANCE LTD
21872FAA5
495580.30000000
PA
USD
524585.23000000
0.507489915814
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.32400000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC,
3133TQVV6
523.89000000
PA
USD
567.52000000
0.000549025516
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
6.50000000
N
N
N
N
N
N
Cavanal Hill Funds: Cavanal Hill Government Securities Money Market Fund; Select Class Shares
N/A
CAVANAL HILL GOVERNMENT SECURITIES MONEY MARKET
14956P810
4779657.91000000
NS
USD
4779657.91000000
4.623897227090
Long
STIV
RF
US
N
1
N
N
N
VANTAGE DATA CENTERS ISSUER LLC
N/A
VANTAGE DATA CENTERS ISSUER LLC
92211MAC7
499799.99000000
PA
USD
522760.35000000
0.505724505458
Long
ABS-MBS
CORP
US
N
2
2043-02-16
Fixed
4.07200000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137B93Y9
252913.16000000
PA
USD
269644.02000000
0.260856793489
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434SN5
52505.66500000
PA
USD
54708.87000000
0.052926003712
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
PEARL STREET MORTGAGE COMPANY TRUST (PSMC)
N/A
PSMC 2018-1 TRUST
693680AC4
712816.91000000
PA
USD
726182.23000000
0.702517222547
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Fixed
3.50000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12668BMP5
52461.56200000
PA
USD
51570.87000000
0.049890265638
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.50000000
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
36962G6S8
1120000.00000000
PA
USD
1161743.32000000
1.123884139218
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.10000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
3136ALLR0
176690.41000000
PA
USD
183525.33000000
0.177544560817
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Fixed
3.00000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KA8
1000000.00000000
PA
USD
1121839.82000000
1.085281024419
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
BETHLEHEM PA
N/A
BETHLEHEM PA TXBL -SEC C
0873472G4
1110000.00000000
PA
USD
1301441.70000000
1.259029993602
Long
DBT
MUN
US
N
2
2034-11-01
Fixed
5.14600000
N
N
N
N
N
N
INSITE ISSUER LLC
N/A
INSITE ISSUER LLC
45780KAD8
1000000.00000000
PA
USD
1023695.60000000
0.990335152714
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
2.88300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828V98
3683000.00000000
PA
USD
3981812.14000000
3.852051853840
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTALEXCHANGE
45866FAF1
200000.00000000
PA
USD
216215.66000000
0.209169570197
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434NV2
11412.02700000
PA
USD
11788.97000000
0.011404788108
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.25000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
325000.00000000
PA
USD
354851.38000000
0.343287394810
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORPORATION
N/A
CHASE MORTGAGE FINANCE CORPORATION
16162TT63
2972.13000000
PA
USD
3070.00000000
0.002969954075
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Fixed
6.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ADAB5
293264.58000000
PA
USD
300216.86000000
0.290433318161
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
2.00000000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
BB&T CORP
05531FAZ6
1315000.00000000
PA
USD
1318771.76000000
1.275795297289
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
2.15000000
N
N
N
N
N
N
OBX TRUST
N/A
ONSLOW BAY FINANCIAL LLC
67097XBJ8
699618.28000000
PA
USD
712961.96000000
0.689727778000
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434NW0
52162.64200000
PA
USD
53803.85000000
0.052050476729
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.00000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST
81747JAD8
280933.24000000
PA
USD
283324.38000000
0.274091334509
Long
ABS-MBS
CORP
US
N
2
2048-07-25
Variable
4.00000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE BACKED
36256BAC4
865234.93000000
PA
USD
913664.29000000
0.883889570461
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Fixed
3.75000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A4QV4
50935.42000000
PA
USD
54355.54000000
0.052584188118
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA
3136A1Y90
145564.25000000
PA
USD
153362.00000000
0.148364200931
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
3.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12668BMH3
27885.28000000
PA
USD
21784.69000000
0.021074765094
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ALHN4
169523.36000000
PA
USD
175368.61000000
0.169653654041
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
02529JAE6
304915.68000000
PA
USD
305363.24000000
0.295411986648
Long
ABS-MBS
CORP
US
N
2
2024-01-10
Fixed
2.94000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381XKB1
968814.24000000
PA
USD
1009020.90000000
0.976138675494
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.50000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILES RECEIVABLES TRUST
30166PAC5
780995.03000000
PA
USD
783788.18000000
0.758245895495
Long
ABS-MBS
CORP
US
N
2
2022-10-17
Fixed
3.46000000
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
N/A
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
86360NAP7
6326.73700000
PA
USD
5402.80000000
0.005226732207
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
3.79268000
N
N
N
N
N
N
CENTRAL UTAH WTR CONSERVANCY DIST WTR CONSERVANCY REV
N/A
CENTRL UT WTR CONSERVANCY DIST BAB
155675CL3
1175000.00000000
PA
USD
1178795.25000000
1.140380376674
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
CSMC TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST
12653TBB6
1451948.86000000
PA
USD
1479340.31000000
1.431131199373
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434N67
23527.51500000
PA
USD
24688.54000000
0.023883983706
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY INFLATION INDEX
912828XL9
3522000.00000000
PA
USD
3987748.03000000
3.857794303578
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY BOND
912810RT7
8175000.00000000
PA
USD
9160470.74000000
8.861947037026
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
WASHINGTON MUTUAL MSC MORTGAGE CORP
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH
939336P80
59270.62900000
PA
USD
63077.58000000
0.061021992106
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36203FF59
2198.73000000
PA
USD
2301.47000000
0.002226469122
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
WINWATER MORTGAGE LOAN TRUST
N/A
WINWATER MORTGAGE LOAN TRUST
97652TAA1
717409.87000000
PA
USD
739212.67000000
0.715123023321
Long
ABS-MBS
CORP
US
N
2
2045-01-20
Variable
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A5TQ9
703169.97000000
PA
USD
714320.98000000
0.691042509917
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Fixed
2.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTRENATIVE LOAN TRUST
12667G6W8
69786.09400000
PA
USD
66960.71000000
0.064778577698
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
2020-03-30
Cavanal Hill Funds
Joel B. Engle
Joel B. Engle
Treasurer