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 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 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 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 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 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 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 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 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 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 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 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 464287242 7710.00000000 NS USD 1019107.80000000 0.985896861084 Long RF US N 1 N N N Federal National Mortgage Association N/A 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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