0001752724-20-078258.txt : 20200424
0001752724-20-078258.hdr.sgml : 20200424
20200424123253
ACCESSION NUMBER: 0001752724-20-078258
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: 20813731
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
S000008937
Active Core Fund
C000024283
Investor
APBAX
C000024284
Institutional
AIBLX
C000102306
Class A
AABAX
C000150784
Class C
AACBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000864508
XXXXXXXX
S000008937
C000150784
C000102306
C000024284
C000024283
Cavanal Hill Funds
811-06114
0000864508
5493008U4I3BDPVDR774
4400 Easton Commons, Suite 200
Columbus
43219
800-762-7085
Active Core Fund
S000008937
549300T0RZKXPDHGSR52
2020-08-31
2020-02-29
N
46957895.65
336072.42
46621823.23
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
2838.82000000
USD
N
BLOOMIN' BRANDS, INC.
E1UJ2GO305B5FXGV7N04
BLOOMIN' BRANDS INC
094235108
215.00000000
NS
USD
3867.85000000
0.008296222095
Long
EC
CORP
US
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
THE COCA-COLA CO
191216100
3024.00000000
NS
USD
161753.76000000
0.346948593584
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
1551.00000000
NS
USD
69841.53000000
0.149804373062
Long
EC
CORP
US
N
1
N
N
N
PINNACLE WEST CAPITAL CORPORATION
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL CORP
723484101
486.00000000
NS
USD
43492.14000000
0.093287085289
Long
EC
CORP
US
N
1
N
N
N
THE WENDY'S COMPANY
529900M0JIUCMWVKHG76
WENDY'S CO/THE
95058W100
1278.00000000
NS
USD
24128.64000000
0.051753960545
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP.
060505104
4723.00000000
NS
USD
134605.50000000
0.288717794960
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS
75886F107
48.00000000
NS
USD
21339.36000000
0.045771182938
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC - CLASS A
02079K305
99.00000000
NS
USD
132585.75000000
0.284385596303
Long
EC
CORP
US
N
1
N
N
N
COMMERCE BANCSHARES, INC.
N/A
COMMERCE BANCSHARES, INC.
200525103
695.00000000
NS
USD
42422.80000000
0.090993438396
Long
EC
CORP
US
N
1
N
N
N
AGNC INVESTMENT CORP.
5TRACI5HRMELWV32OF39
AGNC INVESTMENT CORP
00123Q104
1202.00000000
NS
USD
20482.08000000
0.043932387412
Long
CORP
US
N
1
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SVCS GROUP
416515104
1307.00000000
NS
USD
65284.65000000
0.140030237937
Long
EC
CORP
US
N
1
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE HOME LOANS
12667F3U7
28564.38100000
PA
USD
29290.89000000
0.062826564837
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
7.84182000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38380CAW3
131890.45000000
PA
USD
135513.93000000
0.290666303056
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
2.25000000
N
N
N
N
N
N
PROOFPOINT, INC.
529900C5FODDK0WSR085
PROOFPOINT, INC.
743424103
32.00000000
NS
USD
3412.80000000
0.007320177040
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
3136AWV46
105465.07000000
PA
USD
111068.95000000
0.238233819068
Long
ABS-MBS
USGSE
US
N
2
2047-06-25
Fixed
2.50000000
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709108
190.00000000
NS
USD
12460.20000000
0.026726110513
Long
EC
CORP
US
N
1
N
N
N
EAGLE PHARMACEUTICALS, INC.
549300TN20OLYTJVP152
EAGLE PHARMACEUTICALS INC/DE
269796108
90.00000000
NS
USD
4131.00000000
0.008860657335
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE, INC.
67103H107
211.00000000
NS
USD
77799.92000000
0.166874469100
Long
EC
CORP
US
N
1
N
N
N
THE BOSTON BEER COMPANY, INC.
529900Q02MQ0DCQNRM58
BOSTON BEER COMPANY, INC.
100557107
14.00000000
NS
USD
5191.06000000
0.011134399387
Long
EC
CORP
US
N
1
N
N
N
RYMAN HOSPITALITY PROPERTIES, INC.
529900GCCWW9SRMPJR11
RYMAN HOSPITALITY PROPERTIES INC
78377T107
59.00000000
NS
USD
4101.09000000
0.008796502830
Long
CORP
US
N
1
N
N
N
MONSTER BEVERAGE CORPORATION
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP
61174X109
230.00000000
NS
USD
14354.30000000
0.030788800191
Long
EC
CORP
US
N
1
N
N
N
ENOVA INTERNATIONAL, INC.
549300O8XOCQSB49UO63
ENOVA INTERNATIONAL INC
29357K103
226.00000000
NS
USD
4343.72000000
0.009316924348
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC
60855R100
185.00000000
NS
USD
22671.75000000
0.048629050580
Long
EC
CORP
US
N
1
N
N
N
US FOODS HOLDING CORP.
549300UGOZSO64CFPR97
US FOODS HOLDING CORP
912008109
608.00000000
NS
USD
20453.12000000
0.043870270579
Long
EC
CORP
US
N
1
N
N
N
ETSY, INC.
54930089Q7XT501AEA40
ETSY INC
29786A106
346.00000000
NS
USD
20002.26000000
0.042903212732
Long
EC
CORP
US
N
1
N
N
N
THE GEO GROUP, INC.
N/A
GEO GROUP INC/THE
36162J106
375.00000000
NS
USD
5490.00000000
0.011775601252
Long
CORP
US
N
1
N
N
N
NORTHERN ILL MUN PWR AGY PWR PROJ REV
N/A
NORTHERN ILLINOIS MUNICIPAL POWER AGENCY
665250BU9
150000.00000000
PA
USD
150510.00000000
0.322831647440
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
6.28800000
N
N
N
N
N
N
SKYWORKS SOLUTIONS, INC.
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC
83088M102
255.00000000
NS
USD
25545.90000000
0.054793867399
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
CRACKER BARREL OLD COUNTRY
22410J106
249.00000000
NS
USD
35689.17000000
0.076550352447
Long
EC
CORP
US
N
1
N
N
N
FIRST HORIZON NATIONAL CORPORATION
TF3RXI1ZB1TQ30H9JV10
FIRST HORIZON NATIONAL CORP.
320517105
530.00000000
NS
USD
7064.90000000
0.015153633021
Long
EC
CORP
US
N
1
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
56.00000000
NS
USD
7112.56000000
0.015255859825
Long
EC
CORP
US
N
1
N
N
N
HOST HOTELS & RESORTS, INC.
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RESORTS, INC.
44107P104
2776.00000000
NS
USD
40196.48000000
0.086218163973
Long
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARES, INC.
549300N3Z00ZHE2XC526
FIRST CITIZENS BANCSHARES, INC. - CLASS A
31946M103
57.00000000
NS
USD
25838.67000000
0.055421835118
Long
EC
CORP
US
N
1
N
N
N
WORKDAY, INC.
549300J0DYC0N31V7G13
WORKDAY INC
98138H101
128.00000000
NS
USD
22176.00000000
0.047565707352
Long
EC
CORP
US
N
1
N
N
N
MATRIX SERVICE COMPANY
529900VYBKSX6HD2YW58
MATRIX SERVICE CO
576853105
252.00000000
NS
USD
3044.16000000
0.006529474372
Long
EC
CORP
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG COMPANY
487836108
532.00000000
NS
USD
32170.04000000
0.069002106248
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP.
143658300
240.00000000
NS
USD
8030.40000000
0.017224551601
Long
EC
CORP
PA
N
1
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31406M4F0
13521.41000000
PA
USD
14902.26000000
0.031964129601
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
4.50000000
N
N
N
N
N
N
STRYKER CORPORATION
5493002F0SC4JTBU5137
STRYKER CORP.
863667101
357.00000000
NS
USD
68040.63000000
0.145941589766
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE US, INC.
549300QHIJYOHPACPG31
T-MOBILE US INC.
872590104
220.00000000
NS
USD
19835.20000000
0.042544882687
Long
EC
CORP
US
N
1
N
N
N
DIGITAL REALTY TRUST, INC.
549300HKCZ31D08NEI41
DIGITAL REALTY TRUST INC
253868103
630.00000000
NS
USD
75669.30000000
0.162304463355
Long
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3137BJSV6
102382.46000000
PA
USD
108047.85000000
0.231753806510
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Fixed
3.00000000
N
N
N
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES, INC.
247361702
519.00000000
NS
USD
23941.47000000
0.051352496194
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
372.00000000
NS
USD
32881.08000000
0.070527228928
Long
EC
CORP
CH
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332102
33.00000000
NS
USD
34072.83000000
0.073083435265
Long
EC
CORP
US
N
1
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS, SERIES 2007
17025QAK3
31797.88100000
PA
USD
22569.05000000
0.048408767474
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS, INC.
902494103
997.00000000
NS
USD
67626.51000000
0.145053336216
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136APWA6
116632.25000000
PA
USD
123862.59000000
0.265675131126
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
LANCASTER COLONY CORPORATION
529900X4O13HED1ZAS58
LANCASTER COLONY CORP
513847103
33.00000000
NS
USD
4766.85000000
0.010224503611
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040W108
176.00000000
NS
USD
15216.96000000
0.032639135378
Long
EC
CORP
US
N
1
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65535VLL0
18367.52000000
PA
USD
14180.23000000
0.030415434270
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.47600000
N
N
N
N
N
N
MERITOR, INC.
5LTG829X630QFHTFBO82
MERITOR INC
59001K100
209.00000000
NS
USD
4742.21000000
0.010171652825
Long
EC
CORP
US
N
1
N
N
N
LEIDOS HOLDINGS, INC.
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
121.00000000
NS
USD
12420.65000000
0.026641278996
Long
EC
CORP
US
N
1
N
N
N
DOUGLAS EMMETT, INC.
N/A
DOUGLAS EMMETT, INC.
25960P109
446.00000000
NS
USD
17028.28000000
0.036524268722
Long
CORP
US
N
1
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES INC
24703L202
91.00000000
NS
USD
3681.86000000
0.007897288747
Long
EC
CORP
US
N
1
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIZATION TRUST
45660LTQ2
61462.35100000
PA
USD
54796.16000000
0.117533284208
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
SAGA COMMUNICATIONS, INC.
N/A
SAGA COMMUNICATIONS INC
786598300
165.00000000
NS
USD
4748.70000000
0.010185573345
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A4QV4
25467.71000000
PA
USD
27177.77000000
0.058294095162
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
391.00000000
NS
USD
106594.42000000
0.228636317962
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL, INC.
03076C106
298.00000000
NS
USD
42107.40000000
0.090316931176
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS, INC.
882508104
904.00000000
NS
USD
103182.56000000
0.221318157144
Long
EC
CORP
US
N
1
N
N
N
V.F. CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORP.
918204108
557.00000000
NS
USD
40104.00000000
0.086019801933
Long
EC
CORP
US
N
1
N
N
N
LEHMAN MORTGAGE TRUST
N/A
LEHMAN MORTGAGE TRUST
52520MEB5
14451.54800000
PA
USD
15242.13000000
0.032693122971
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89175JAA8
112316.46000000
PA
USD
115149.41000000
0.246986072234
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Fixed
2.75000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOTIA
81748HAD1
87037.23000000
PA
USD
88125.20000000
0.189021350720
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Fixed
4.00000000
N
N
N
N
N
N
Winmark Corporation
N/A
WINMARK CORP
974250102
29.00000000
NS
USD
5800.00000000
0.012440525912
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46643KAA9
156660.25500000
PA
USD
160441.89000000
0.344134739665
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
2.97121000
N
N
N
N
N
N
PROGRESS SOFTWARE CORPORATION
N/A
PROGRESS SOFTWARE CORPORATION
743312100
125.00000000
NS
USD
4661.25000000
0.009998000243
Long
EC
CORP
US
N
1
N
N
N
PREFERRED BANK
5493007K6HGI9G0ECX16
PREFERRED BANK/LOS ANGELES CA
740367404
94.00000000
NS
USD
4806.22000000
0.010308949043
Long
EC
CORP
US
N
1
N
N
N
LENNOX INTERNATIONAL INC.
S7DWAC87RDMPBF77GJ92
LENNOX INTERNATIONAL INC.
526107107
130.00000000
NS
USD
29656.90000000
0.063611626370
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
36962G6S8
230000.00000000
PA
USD
238572.29000000
0.511718061353
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.10000000
N
N
N
N
N
N
GCI Liberty, Inc.
5493003JDENERRDYFN86
GCI LIBERTY INC - CLASS A
36164V305
169.00000000
NS
USD
11679.59000000
0.025051765870
Long
EC
CORP
US
N
1
N
N
N
Lowe`s Companies, Inc.
WAFCR4OKGSC504WU3E95
LOWE'S COS., INC.
548661107
364.00000000
NS
USD
38791.48000000
0.083204553817
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA ALTERNATIVE LOAN TRUST
N/A
BANC OF AMERICA ALTERNATIVE LOAN TRUST
05948KR35
47146.82700000
PA
USD
48634.31000000
0.104316619622
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
BIO-TECHNE CORPORATION
54930073RLKQ51TILZ35
BIO-TECHNE CORP
09073M104
14.00000000
NS
USD
2644.46000000
0.005672150544
Long
EC
CORP
US
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC
08579W103
1197.00000000
NS
USD
45438.12000000
0.097461053326
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS, INC.
549300HGGKEL4FYTTQ83
STEEL DYNAMICS, INC.
858119100
1630.00000000
NS
USD
43406.90000000
0.093104252456
Long
EC
CORP
US
N
1
N
N
N
VECTRUS, INC.
N/A
VECTRUS INC
92242T101
102.00000000
NS
USD
5313.18000000
0.011396336805
Long
EC
CORP
US
N
1
N
N
N
JACK HENRY & ASSOCIATES, INC.
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC
426281101
99.00000000
NS
USD
15022.26000000
0.032221519793
Long
EC
CORP
US
N
1
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65536PAC4
146149.07500000
PA
USD
55578.91000000
0.119212218976
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
6.15900000
N
N
N
N
N
N
UNIVERSAL HEALTH SERVICES, INC.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES, INC.
913903100
48.00000000
NS
USD
5939.52000000
0.012739784908
Long
EC
CORP
US
N
1
N
N
N
THE ENSIGN GROUP, INC.
5493003K4HEEA8Q0BC72
ENSIGN GROUP INC/THE
29358P101
121.00000000
NS
USD
5384.50000000
0.011549312375
Long
EC
CORP
US
N
1
N
N
N
BUILDERS FIRSTSOURCE, INC.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE, INC.
12008R107
204.00000000
NS
USD
4632.84000000
0.009937063115
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR PROPERTY GROUP INC.
5299007UXW6Y0W2EGZ95
BRIXMOR PROPERTY GROUP INC
11120U105
318.00000000
NS
USD
5790.78000000
0.012420749766
Long
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL, INC.
744320102
338.00000000
NS
USD
25502.10000000
0.054699919979
Long
EC
CORP
US
N
1
N
N
N
APTARGROUP, INC.
VNPEQDQFAA7IY1T2PX43
APTARGROUP INC
038336103
237.00000000
NS
USD
23953.59000000
0.051378492603
Long
EC
CORP
US
N
1
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST
81746HAL5
61654.89000000
PA
USD
61988.95000000
0.132961230825
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
ULTA BEAUTY, INC.
529900CIV6HN8M28YM82
ULTA BEAUTY INC
90384S303
61.00000000
NS
USD
15682.49000000
0.033637659176
Long
EC
CORP
US
N
1
N
N
N
WORLD ACCEPTANCE CORPORATION
529900M7JQUDCH7Q9153
WORLD ACCEPTANCE CORP
981419104
56.00000000
NS
USD
4373.60000000
0.009381014505
Long
EC
CORP
US
N
1
N
N
N
CIRRUS LOGIC, INC.
549300NKSJEM5ZZSSV18
CIRRUS LOGIC INC
172755100
72.00000000
NS
USD
4942.08000000
0.010600357638
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE -ACES
31359VRL9
3000.00000000
PA
USD
3377.59000000
0.007244654468
Long
ABS-MBS
USGSE
US
N
2
2029-04-18
Fixed
6.50000000
N
N
N
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC
001055102
442.00000000
NS
USD
18939.70000000
0.040624108384
Long
EC
CORP
US
N
1
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST
81746VAD2
129162.46000000
PA
USD
131546.55000000
0.282156597246
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC, INC.
436440101
1007.00000000
NS
USD
47449.84000000
0.101776028290
Long
EC
CORP
US
N
1
N
N
N
MAGELLAN HEALTH, INC.
N/A
MAGELLAN HEALTH INC
559079207
66.00000000
NS
USD
3960.66000000
0.008495291959
Long
EC
CORP
US
N
1
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP
693475105
424.00000000
NS
USD
53593.60000000
0.114953891304
Long
EC
CORP
US
N
1
N
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER, INC.
099724106
1751.00000000
NS
USD
55331.60000000
0.118681759241
Long
EC
CORP
US
N
1
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12668AKS3
23301.58700000
PA
USD
18869.23000000
0.040472955995
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
NEUROCRINE BIOSCIENCES, INC.
549300FECER0XBN49756
NEUROCRINE BIOSCIENCES INC
64125C109
11.00000000
NS
USD
1041.70000000
0.002234361352
Long
EC
CORP
US
N
1
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK
3133ELMM3
215000.00000000
PA
USD
215177.53000000
0.461538213420
Long
DBT
USGSE
US
N
2
2029-08-06
Fixed
2.44000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ADAB5
148672.91000000
PA
USD
152197.42000000
0.326451025411
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
2.00000000
N
N
N
N
N
N
SERVICEMASTER GLOBAL HOLDINGS, INC.
549300GS10644JGL8R77
SERVICEMASTER GLOBAL HOLDINGS INC
81761R109
693.00000000
NS
USD
24788.61000000
0.053169542250
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP, INC.
744573106
688.00000000
NS
USD
35301.28000000
0.075718360103
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
3137BBWG1
81608.88000000
PA
USD
85308.16000000
0.182979030183
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
3.00000000
N
N
N
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
533.00000000
NS
USD
41733.90000000
0.089515804206
Long
EC
CORP
US
N
1
N
N
N
HD SUPPLY HOLDINGS, INC.
549300B7Z7O7RWEXS689
HD SUPPLY HOLDINGS INC
40416M105
1189.00000000
NS
USD
45205.78000000
0.096962703017
Long
EC
CORP
US
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP INC
681919106
130.00000000
NS
USD
9006.40000000
0.019317991824
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO.
844741108
142.00000000
NS
USD
6558.98000000
0.014068475974
Long
EC
CORP
US
N
1
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409V104
350.00000000
NS
USD
93068.50000000
0.199624325159
Long
EC
CORP
US
N
1
N
N
N
MEDIFAST, INC.
5299000YHQJ21T5KKI80
MEDIFAST INC
58470H101
59.00000000
NS
USD
4903.49000000
0.010517585242
Long
EC
CORP
US
N
1
N
N
N
DECKERS OUTDOOR CORPORATION
5493008LG4W3I6K8J118
DECKERS OUTDOOR CORPORATION
243537107
32.00000000
NS
USD
5561.60000000
0.011929177399
Long
EC
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL
87165B103
406.00000000
NS
USD
11814.60000000
0.025341351284
Long
EC
CORP
US
N
1
N
N
N
WISCONSIN ST
N/A
WISCONSIN ST BUILD AMERICA BONDS SER D
97705LB22
140000.00000000
PA
USD
145531.40000000
0.312152957386
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
5.10000000
N
N
N
N
N
N
GALTON FUNDING MORTGAGE TRUST
N/A
GFMT CMO VRN 7/25/56
36416UAG0
69214.15000000
PA
USD
70487.60000000
0.151190140403
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Fixed
3.50000000
N
N
N
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON, INC.
209115104
124.00000000
NS
USD
9773.68000000
0.020963744707
Long
EC
CORP
US
N
1
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COMPANIES INC.
142339100
61.00000000
NS
USD
8862.69000000
0.019009745621
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES HOLDINGS, INC.
N/A
UNITED AIRLINES HOLDINGS
910047109
182.00000000
NS
USD
11209.38000000
0.024043203854
Long
EC
CORP
US
N
1
N
N
N
CONSOLIDATED WATER CO. LTD.
5299001BMEW8X9VIJA73
CONSOLIDATED WATER CO., LTD. ADR
G23773107
619.00000000
NS
USD
10003.04000000
0.021455703159
Long
EC
CORP
KY
N
1
N
N
N
WESTWOOD HOLDINGS GROUP, INC.
N/A
WESTWOOD HOLDINGS GROUP INC
961765104
166.00000000
NS
USD
4213.08000000
0.009036712226
Long
EC
CORP
US
N
1
N
N
N
SLEEP NUMBER CORPORATION
529900W0TZQLBT2DSS66
SLEEP NUMBER CORP
83125X103
107.00000000
NS
USD
4713.35000000
0.010109750484
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES, INC.
375558103
1743.00000000
NS
USD
120894.48000000
0.259308777787
Long
EC
CORP
US
N
1
N
N
N
EQUITY LIFESTYLE PROPERTIES, INC.
529900PEQG66LENB6798
EQUITY LIFESTYLE PROPERTIES
29472R108
588.00000000
NS
USD
40178.04000000
0.086178611681
Long
CORP
US
N
1
N
N
N
INTUITIVE SURGICAL, INC.
54930052SRG011710797
INTUITIVE SURGICAL, INC.
46120E602
57.00000000
NS
USD
30435.72000000
0.065282131610
Long
EC
CORP
US
N
1
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES
N/A
WASHINGTON MUTUAL
9292275G7
424.45500000
PA
USD
432.31000000
0.000927269613
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Fixed
4.00000000
N
N
N
N
N
N
ACUITY BRANDS, INC.
N/A
ACUITY BRANDS, INC.
00508Y102
239.00000000
NS
USD
24583.54000000
0.052729683862
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824100
825.00000000
NS
USD
63549.75000000
0.136309019247
Long
EC
CORP
US
N
1
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL, INC.
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTERNATIONAL
159864107
208.00000000
NS
USD
32358.56000000
0.069406466238
Long
EC
CORP
US
N
1
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC.
219350105
2071.00000000
NS
USD
49414.06000000
0.105989119636
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AXGC1
53229.34000000
PA
USD
54192.50000000
0.116238482850
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP
494368103
201.00000000
NS
USD
26369.19000000
0.056559757154
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE FIRST BOSTON CORPORATION
N/A
CS FIRST BOSTON
225458BK3
42000.00000000
PA
USD
41054.74000000
0.088059061520
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES, INC.
778296103
457.00000000
NS
USD
49712.46000000
0.106629163245
Long
EC
CORP
US
N
1
N
N
N
VOYA FINANCIAL, INC.
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089100
750.00000000
NS
USD
39480.00000000
0.084681372938
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137BEWK6
89686.91000000
PA
USD
92386.11000000
0.198160654387
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Fixed
2.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS, INC.
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
687.00000000
NS
USD
74189.13000000
0.159129619693
Long
EC
CORP
US
N
1
N
N
N
CVR ENERGY, INC.
529900SOYZIXZBTXB558
CVR ENERGY, INC.
12662P108
233.00000000
NS
USD
6621.86000000
0.014203348434
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A3YR6
50823.38000000
PA
USD
51287.48000000
0.110007452404
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Fixed
2.00000000
N
N
N
N
N
N
HILL-ROM HOLDINGS, INC.
JLZ01A0E2071OH26RE45
HILL-ROM HOLDINGS, INC.
431475102
702.00000000
NS
USD
67427.10000000
0.144625618065
Long
EC
CORP
US
N
1
N
N
N
THE AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP.
00130H105
875.00000000
NS
USD
14638.75000000
0.031398922190
Long
EC
CORP
US
N
1
N
N
N
CSMC TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST
12653TBB6
208992.64000000
PA
USD
212935.35000000
0.456728920594
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO., INC.
086516101
381.00000000
NS
USD
28822.65000000
0.061822228310
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO CORP.
871829107
279.00000000
NS
USD
18595.35000000
0.039885505781
Long
EC
CORP
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431109
506.00000000
NS
USD
100051.38000000
0.214602031984
Long
EC
CORP
US
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC
G1151C101
377.00000000
NS
USD
68082.43000000
0.146031247349
Long
EC
CORP
IE
N
1
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
146.00000000
NS
USD
53878.38000000
0.115564721126
Long
EC
CORP
US
N
1
N
N
N
IDEX CORPORATION
549300U5Y5EL6PHYLF13
IDEX CORP
45167R104
215.00000000
NS
USD
31820.00000000
0.068251299060
Long
EC
CORP
US
N
1
N
N
N
LEXINGTON REALTY TRUST
549300S4MH2ICXDBFV43
LEXINGTON REALTY TRUST
529043101
469.00000000
NS
USD
4863.53000000
0.010431874309
Long
CORP
US
N
1
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
480.00000000
NS
USD
35913.60000000
0.077031736452
Long
EC
CORP
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORPORATION
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP.
28176E108
373.00000000
NS
USD
76405.32000000
0.163883166093
Long
EC
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP
78486Q101
142.00000000
NS
USD
29558.72000000
0.063401038295
Long
EC
CORP
US
N
1
N
N
N
GRAY TELEVISION, INC.
529900TM5726KDN7UU35
GRAY TELEVISION INC
389375106
255.00000000
NS
USD
4824.60000000
0.010348372641
Long
EC
CORP
US
N
1
N
N
N
VANTAGE DATA CENTERS ISSUER LLC
N/A
VANTAGE DATA CENTERS ISSUER LLC
92211MAC7
146999.99000000
PA
USD
153753.04000000
0.329787703156
Long
ABS-MBS
CORP
US
N
2
2043-02-16
Fixed
4.07200000
N
N
N
N
N
N
DELEK US HOLDINGS, INC.
5493003O53JMENV1N385
DELEK US HOLDINGS INC
24665A103
149.00000000
NS
USD
3185.62000000
0.006832894510
Long
EC
CORP
US
N
1
N
N
N
JACKSON CNTY MICH
N/A
JACKSON CNTY MI TRANSPRTN FUND BONDS
467107CJ5
240000.00000000
PA
USD
270127.20000000
0.579400764031
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
3.72900000
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL
46849LTK7
200000.00000000
PA
USD
209684.18000000
0.449755426692
Long
DBT
CORP
US
Y
2
2024-06-21
Fixed
2.65000000
N
N
N
N
N
N
MSG NETWORKS INC.
529900CN57TJSXQ5NM69
MSG NETWORKS INC - A
553573106
318.00000000
NS
USD
4019.52000000
0.008621541847
Long
EC
CORP
US
N
1
N
N
N
BROADRIDGE FINANCIAL SOLUTIONS, INC.
N/A
BROADRIDGE FINANCIAL SOLUTIONS, INC.
11133T103
194.00000000
NS
USD
20245.84000000
0.043425671922
Long
EC
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T BANK CORP.
55261F104
70.00000000
NS
USD
9826.60000000
0.021077253782
Long
EC
CORP
US
N
1
N
N
N
MAXIM INTEGRATED PRODUCTS, INC.
SO0H5YEO14Y4PVKQH532
MAXIM INTEGRATED PRODUCTS, INC.
57772K101
517.00000000
NS
USD
28755.54000000
0.061678282846
Long
EC
CORP
US
N
1
N
N
N
PARK HOTELS & RESORTS INC.
5493005UZ5TQN0H6HS73
PARK HOTELS & RESORTS INC
700517105
1644.00000000
NS
USD
30019.44000000
0.064389245036
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A3XT3
11687.99000000
PA
USD
11900.89000000
0.025526436281
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137BYL32
192100.61000000
PA
USD
199449.78000000
0.427803475243
Long
ABS-MBS
USGSE
US
N
2
2046-04-15
Fixed
3.00000000
N
N
N
N
N
N
CUYAHOGA CNTY OHIO SALES TAX REV
N/A
CUYAHOGA CNTY OHIO SALES TAX REVENUE
232287CX8
330000.00000000
PA
USD
364795.20000000
0.782455885949
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
3.47600000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
70000.00000000
PA
USD
76429.53000000
0.163935094564
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A3LS8
201429.00000000
PA
USD
211874.79000000
0.454454106084
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA
3136A1Y90
37118.89000000
PA
USD
39107.32000000
0.083882004800
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
3.00000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST
33852BAC9
200199.63000000
PA
USD
204518.00000000
0.438674392871
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381XKB1
187048.29000000
PA
USD
194810.96000000
0.417853585517
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.50000000
N
N
N
N
N
N
PEARL STREET MORTGAGE COMPANY TRUST (PSMC)
N/A
PSMC 2018-1 TRUST
693680AC4
141887.73000000
PA
USD
144548.12000000
0.310043902159
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Fixed
3.50000000
N
N
N
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX CO.
189054109
848.00000000
NS
USD
135188.16000000
0.289967553034
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO ELECTRON CORP
883556102
279.00000000
NS
USD
81133.20000000
0.174024082240
Long
EC
CORP
US
N
1
N
N
N
ITT INC.
549300KDSERHTJOXUS80
ITT INC COM
45073V108
96.00000000
NS
USD
5774.40000000
0.012385616005
Long
EC
CORP
US
N
1
N
N
N
CORELOGIC, INC.
54930086CD8K2UIL0516
CORELOGIC, INC.
21871D103
193.00000000
NS
USD
8756.41000000
0.018781783708
Long
EC
CORP
US
N
1
N
N
N
SIMON PROPERTY GROUP, INC.
529900GQL5X8H7AO3T64
SIMON PROPERTY GROUP, INC.
828806109
182.00000000
NS
USD
22400.56000000
0.048047370197
Long
CORP
US
N
1
N
N
N
VERISIGN, INC.
LMPL4N8ZOJRMF0KOF759
VERISIGN, INC.
92343E102
1036.00000000
NS
USD
196581.00000000
0.421650176635
Long
EC
CORP
US
N
1
N
N
N
USANA HEALTH SCIENCES, INC.
549300YTURXE814MAH96
USANA HEALTH SCIENCES, INC.
90328M107
70.00000000
NS
USD
4627.00000000
0.009924536792
Long
EC
CORP
US
N
1
N
N
N
CINTAS CORPORATION
N/A
CINTAS CORP.
172908105
406.00000000
NS
USD
108296.44000000
0.232287011740
Long
EC
CORP
US
N
1
N
N
N
PRA HEALTH SCIENCES, INC.
549300R1HR1VWWHIAK47
PRA HEALTH SCIENCES INC
69354M108
105.00000000
NS
USD
9891.00000000
0.021215386518
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
9.00000000
NS
USD
2775.51000000
0.005953242082
Long
EC
CORP
US
N
1
N
N
N
Cavanal Hill Funds: Cavanal Hill World Energy Fund; Institutional Class Shares
N/A
CAVANAL HILL WORLD ENERGY FUND
14956P547
52409.35600000
NS
USD
330120.03000000
0.708080480618
Long
STIV
RF
US
N
1
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
492.00000000
NS
USD
50454.60000000
0.108220992883
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC.
30212P303
141.00000000
NS
USD
13905.42000000
0.029825989282
Long
EC
CORP
US
N
1
N
N
N
INNOVIVA, INC.
549300ACOX4QTBES6535
INNOVIVA INC
45781M101
398.00000000
NS
USD
5361.06000000
0.011499035491
Long
EC
CORP
US
N
1
N
N
N
RESIDENTIAL ACCREDIT LOANS INCORPORATED
N/A
RESIDENTIAL ACCREDIT LOANS, INC.
75114TAJ0
9626.67100000
PA
USD
9272.54000000
0.019888840370
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
OGE ENERGY CORP.
CE5OG6JPOZMDSA0LAQ19
OGE ENERGY CORP.
670837103
1533.00000000
NS
USD
58407.30000000
0.125278884336
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828YK0
1367000.00000000
PA
USD
1384407.90000000
2.969441785170
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE
427866108
85.00000000
NS
USD
12239.15000000
0.026251976332
Long
EC
CORP
US
N
1
N
N
N
LPL FINANCIAL HOLDINGS INC.
549300XROQ4Y8G2L7682
LPL FINANCIAL HOLDINGS INC
50212V100
567.00000000
NS
USD
45065.16000000
0.096661084611
Long
EC
CORP
US
N
1
N
N
N
CONVENTION CTR AUTH R I REV
N/A
RHODE ISLAND ST CONVENTION CTR AUTH
212474HZ6
225000.00000000
PA
USD
241953.75000000
0.518971016655
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
3.14500000
N
N
N
N
N
N
RADNET, INC.
529900RECG94V2IZJ970
RADNET INC
750491102
259.00000000
NS
USD
5291.37000000
0.011349556137
Long
EC
CORP
US
N
1
N
N
N
CORE-MARK HOLDING COMPANY, INC.
529900CI5YANWVE54N57
CORE-MARK HOLDING COMPANY, INC.
218681104
199.00000000
NS
USD
4578.99000000
0.009821559267
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46648UAF1
168615.10000000
PA
USD
171553.22000000
0.367967634285
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
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B26V9
210031.68000000
PA
USD
236072.23000000
0.506355637005
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
3.54600000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828X70
425000.00000000
PA
USD
443809.57000000
0.951935251031
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
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
1443989.31000000
NS
USD
1443989.31000000
3.097239039486
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac
N/A
FREDDIE MAC
312913X50
11064.24000000
PA
USD
11679.52000000
0.025051615725
Long
ABS-MBS
USGSE
US
N
2
2022-12-15
Fixed
7.50000000
N
N
N
N
N
N
RAYTHEON COMPANY
YR6K3WJN0KKLUPZSNL57
RAYTHEON COMPANY
755111507
344.00000000
NS
USD
64864.64000000
0.139129350819
Long
EC
CORP
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES, INC.
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES INC
49338L103
395.00000000
NS
USD
37430.20000000
0.080284719487
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137BWBY9
154921.48000000
PA
USD
164734.55000000
0.353342144487
Long
ABS-MBS
USGSE
US
N
2
2055-01-15
Fixed
3.00000000
N
N
N
N
N
N
CF INDUSTRIES HOLDINGS, INC.
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS, INC.
125269100
755.00000000
NS
USD
27829.30000000
0.059691573756
Long
EC
CORP
US
N
1
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYSTEMS, INC.
127387108
1845.00000000
NS
USD
122028.30000000
0.261740729010
Long
EC
CORP
US
N
1
N
N
N
TESLA, INC.
54930043XZGB27CTOV49
TESLA INC
88160R101
6.00000000
NS
USD
4007.94000000
0.008596703694
Long
EC
CORP
US
N
1
N
N
N
AXALTA COATING SYSTEMS LTD.
529900AGLPA40GV6H619
AXALTA COATING SYSTEMS LTD
G0750C108
767.00000000
NS
USD
19113.64000000
0.040997195467
Long
EC
CORP
BM
N
1
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP, INC.
12572Q105
632.00000000
NS
USD
125654.24000000
0.269518073928
Long
EC
CORP
US
N
1
N
N
N
KFORCE INC.
5493003RDQQDVXY2SK46
KFORCE INC COM
493732101
130.00000000
NS
USD
3959.80000000
0.008493447329
Long
EC
CORP
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179M103
3069.00000000
NS
USD
49840.56000000
0.106903927274
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE.COM, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466L302
244.00000000
NS
USD
41577.60000000
0.089180553482
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE INC
74460D109
341.00000000
NS
USD
71309.92000000
0.152953949587
Long
CORP
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
1230.00000000
NS
USD
25571.70000000
0.054849206290
Long
EC
CORP
US
N
1
N
N
N
BEAR STEARNS ALT-A TRUST
N/A
BEAR STEARNS ALT-A TRUST
073870AG2
179599.39100000
PA
USD
155509.13000000
0.333554372665
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.41545000
N
N
N
N
N
N
THE HACKETT GROUP, INC.
5K016KLIRB6156644289
HACKETT GROUP INC/THE
404609109
336.00000000
NS
USD
5174.40000000
0.011098665048
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
978.00000000
NS
USD
98455.26000000
0.211178485050
Long
EC
CORP
IE
N
1
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST, INC.
17307GRE0
11772.20700000
PA
USD
11785.60000000
0.025279148655
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
4.12326000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP, INC.
91324P102
839.00000000
NS
USD
213911.44000000
0.458822553860
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Banks
N/A
FEDERAL HOME LOAN BANK
3130AGYN9
57142.86000000
PA
USD
57144.79000000
0.122570903583
Long
DBT
USGSE
US
N
2
2029-03-05
Fixed
2.67000000
N
N
N
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC
260557103
314.00000000
NS
USD
12688.74000000
0.027216310133
Long
EC
CORP
US
N
1
N
N
N
NVENT ELECTRIC PLC
N/A
NVENT ELECTRIC PLC
G6700G107
1740.00000000
NS
USD
41777.40000000
0.089609108150
Long
EC
CORP
IE
N
1
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137B93Y9
121187.58000000
PA
USD
129204.45000000
0.277132984187
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
CABOT OIL & GAS CORPORATION
FCNMH6O7VWU7LHXMK351
CABOT OIL & GAS CORP
127097103
5359.00000000
NS
USD
74650.87000000
0.160120014251
Long
EC
CORP
US
N
1
N
N
N
NORTHERN TRUST CORPORATION
549300GLF98S992BC502
NORTHERN TRUST CORP.
665859104
115.00000000
NS
USD
10092.40000000
0.021647373055
Long
EC
CORP
US
N
1
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP COM
303250104
7.00000000
NS
USD
2632.21000000
0.005645875295
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC.
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC.
438516106
668.00000000
NS
USD
108329.56000000
0.232358051433
Long
EC
CORP
US
N
1
N
N
N
NEW YORK COMMUNITY BANCORP, INC.
529900HVXOTLY61GL030
NEW YORK COMMUNITY BANCORP
649445103
618.00000000
NS
USD
6680.58000000
0.014329298035
Long
EC
CORP
US
N
1
N
N
N
THE TORO COMPANY
YJKE4YIT6BWQHVEW0D14
TORO CO.
891092108
346.00000000
NS
USD
24714.78000000
0.053011182934
Long
EC
CORP
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP.
22160K105
324.00000000
NS
USD
91089.36000000
0.195379231632
Long
EC
CORP
US
N
1
N
N
N
MORNINGSTAR, INC.
529900YGNQPOVAXQ7F29
MORNINGSTAR, INC.
617700109
79.00000000
NS
USD
11605.10000000
0.024891990908
Long
EC
CORP
US
N
1
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434UV4
32018.94400000
PA
USD
33131.60000000
0.071064573851
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA ADR
89151E109
869.00000000
NS
USD
37488.66000000
0.080410111408
Long
CORP
FR
N
1
N
N
N
AMERICAN STATES WATER COMPANY
529900L26LIS2V8PWM23
AMERICAN STATES WATER CO
029899101
61.00000000
NS
USD
4671.99000000
0.010021036665
Long
EC
CORP
US
N
1
N
N
N
HEICO CORPORATION
529900O1DTDLCJ7L0I14
HEICO CORP - CLASS A
422806208
163.00000000
NS
USD
14397.79000000
0.030882082686
Long
EC
CORP
US
N
1
N
N
N
POOL CORPORATION
5493005VZK1KMN6CO617
POOL CORP.
73278L105
95.00000000
NS
USD
20041.20000000
0.042986735849
Long
EC
CORP
US
N
1
N
N
N
IONIS PHARMACEUTICALS INC
549300SI4ZGLG0BLUZ92
IONIS PHARMACEUTICALS INC
462222100
257.00000000
NS
USD
13050.46000000
0.027992169966
Long
EC
CORP
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC
457187102
656.00000000
NS
USD
54644.80000000
0.117208629380
Long
EC
CORP
US
N
1
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
FORTIVE CORPORATION
34959J108
634.00000000
NS
USD
43847.44000000
0.094049174747
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AQER7
134706.19000000
PA
USD
137879.10000000
0.295739399379
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Fixed
2.50000000
N
N
N
N
N
N
ALIGN TECHNOLOGY, INC.
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY INC
016255101
117.00000000
NS
USD
25546.95000000
0.054796119563
Long
EC
CORP
US
N
1
N
N
N
CSMC MORTGAGE BACKED TRUST
N/A
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATE
225470YJ6
24738.75400000
PA
USD
11926.04000000
0.025580380975
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.50000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILES RECEIVABLES TRUST
30166PAC5
156199.01000000
PA
USD
156757.64000000
0.336232324563
Long
ABS-MBS
CORP
US
N
2
2022-10-17
Fixed
3.46000000
N
N
N
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
N/A
ISHARES IBOXX $ INVESTMENT GRA
464287242
1662.00000000
NS
USD
219683.16000000
0.471202421484
Long
RF
US
N
1
N
N
N
LHC GROUP, INC.
5299009NPLWAMRQYZX73
LHC GROUP INC
50187A107
39.00000000
NS
USD
4736.94000000
0.010160349106
Long
EC
CORP
US
N
1
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434NY6
79010.82000000
PA
USD
81692.97000000
0.175224743135
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
6.50000000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL, INC.
549300HFEKVR3US71V91
TEMPUR DEALY INTERNATIONAL INC
88023U101
76.00000000
NS
USD
5681.00000000
0.012185280639
Long
EC
CORP
US
N
1
N
N
N
UMPQUA HOLDINGS CORPORATION
5299002ENJ7CY215BW86
UMPQUA HOLDINGS CORP.
904214103
1491.00000000
NS
USD
22946.49000000
0.049218345423
Long
EC
CORP
US
N
1
N
N
N
Liberty Oilfield Services Inc
N/A
LIBERTY OILFIELD SERVICES INC
53115L104
581.00000000
NS
USD
3886.89000000
0.008337061338
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378VMX0
13709.49000000
PA
USD
13767.60000000
0.029530376648
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
2.00000000
N
N
N
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING, INC.
053015103
331.00000000
NS
USD
51218.94000000
0.109860439707
Long
EC
CORP
US
N
1
N
N
N
CDW CORPORATION
N/A
CDW CORPORATION OF DELAWARE
12514G108
1149.00000000
NS
USD
131238.78000000
0.281496455753
Long
EC
CORP
US
N
1
N
N
N
WORLD FUEL SERVICES CORPORATION
D3W7PCXCBRQLL17DZ313
WORLD FUEL SERVICES CORP
981475106
120.00000000
NS
USD
3393.60000000
0.007278994610
Long
EC
CORP
US
N
1
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
775.00000000
NS
USD
33410.25000000
0.071662255324
Long
EC
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD.
549300H316CT32FQXI76
ATHENE HOLDINGS LTD
G0684D107
153.00000000
NS
USD
6311.25000000
0.013537115373
Long
EC
CORP
BM
N
1
N
N
N
Cumulus Media Inc
549300OW8SUYVNKSAC51
CUMULUS MEDIA INC
231082801
292.00000000
NS
USD
3518.60000000
0.007547109392
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN CORPORATION
3BPWMBHR1R9SHUN7J795
NORTHWESTERN CORPORATION
668074305
72.00000000
NS
USD
5064.48000000
0.010862895633
Long
EC
CORP
US
N
1
N
N
N
DUNKIN' BRANDS GROUP, INC.
549300311IRV47UCTO62
DUNKIN' BRANDS GROUP INC
265504100
392.00000000
NS
USD
26075.84000000
0.055930545382
Long
EC
CORP
US
N
1
N
N
N
EXTRA SPACE STORAGE INC.
N/A
EXTRA SPACE STORAGE INC
30225T102
676.00000000
NS
USD
67843.36000000
0.145518461741
Long
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137BFC25
56516.75000000
PA
USD
57534.57000000
0.123406949822
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
2.00000000
N
N
N
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYS INTL INC COM
126349109
91.00000000
NS
USD
4026.75000000
0.008637049606
Long
EC
CORP
US
N
1
N
N
N
HILLENBRAND, INC.
U246OE781574J2BUD366
HILLENBRAND, INC.
431571108
1200.00000000
NS
USD
28080.00000000
0.060229304764
Long
EC
CORP
US
N
1
N
N
N
PATRICK INDUSTRIES, INC.
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC
703343103
107.00000000
NS
USD
5652.81000000
0.012124815394
Long
EC
CORP
US
N
1
N
N
N
CENTRAL GARDEN & PET COMPANY
5493004DVZLD37DJ0H83
CENTRAL GARDEN & PET CO
153527106
191.00000000
NS
USD
5114.98000000
0.010971214005
Long
EC
CORP
US
N
1
N
N
N
FASTENAL COMPANY
529900PP0C7H2HHPSJ32
FASTENAL CO.
311900104
675.00000000
NS
USD
23098.50000000
0.049544394448
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
N/A
ISHARE MSCI EAFE ETF
464287465
17930.00000000
NS
USD
1115963.20000000
2.393649846113
Long
RF
US
N
1
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP.
67066G104
108.00000000
NS
USD
29167.56000000
0.062562032068
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MEDIA CORPORATION
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR-SIRIUSXM
531229409
81.00000000
NS
USD
3618.27000000
0.007760893395
Long
EC
CORP
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC
92532F100
365.00000000
NS
USD
81770.95000000
0.175392003861
Long
EC
CORP
US
N
1
N
N
N
Cactus Inc
549300J3T8C9F8QFKV08
CACTUS INC
127203107
170.00000000
NS
USD
4642.70000000
0.009958212009
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN, INC.
031162100
776.00000000
NS
USD
154990.48000000
0.332441910809
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHF9
440000.00000000
PA
USD
463031.23000000
0.993164140569
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORPORATION
512807108
690.00000000
NS
USD
202466.70000000
0.434274522043
Long
EC
CORP
US
N
1
N
N
N
ALARM.COM HOLDINGS, INC.
549300HIH92U1EKIHZ32
ALARM.COM HOLDINGS INC
011642105
122.00000000
NS
USD
5886.50000000
0.012626061342
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AVZB6
65173.65000000
PA
USD
67476.49000000
0.144731555578
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
2.50000000
N
N
N
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP.
235851102
554.00000000
NS
USD
80097.32000000
0.171802204312
Long
EC
CORP
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC
00206RDR0
270000.00000000
PA
USD
334123.02000000
0.716666566967
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
TREX COMPANY, INC.
N/A
TREX CO INC
89531P105
60.00000000
NS
USD
5739.00000000
0.012309685898
Long
EC
CORP
US
N
1
N
N
N
Ingles Markets, Incorporated
549300XH5RYBMYP8TF26
INGLES MARKETS, INC. CLASS A
457030104
115.00000000
NS
USD
4113.55000000
0.008823228511
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38382CNH0
214372.61000000
PA
USD
221468.79000000
0.475032451878
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.00000000
N
N
N
N
N
N
SANTANDER CONSUMER USA HOLDINGS INC.
5493004SHNXEHHZ58X76
SANTANDER CONSUMER USA HOLDINGS INC
80283M101
437.00000000
NS
USD
10662.80000000
0.022870834431
Long
EC
CORP
US
N
1
N
N
N
MID-AMERICA APARTMENT COMMUNITIES, INC.
549300FQZKFR5YNSHZ21
MID-AMERICA APARTMENT COMM
59522J103
53.00000000
NS
USD
6850.78000000
0.014694363123
Long
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE & CO.
46625H100
3603.00000000
NS
USD
418344.33000000
0.897314392738
Long
EC
CORP
US
N
1
N
N
N
ONE GAS, INC.
549300HXDWI0LATTX840
ONE GAS INC
68235P108
58.00000000
NS
USD
4764.12000000
0.010218647984
Long
EC
CORP
US
N
1
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA
10373QAL4
325000.00000000
PA
USD
337554.78000000
0.724027411658
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
2.75000000
N
N
N
N
N
N
THE HANOVER INSURANCE GROUP, INC.
JJYR6MFKFF6CF8DBZ078
HANOVER INSURANCE GROUP INC.
410867105
277.00000000
NS
USD
32835.58000000
0.070429635147
Long
EC
CORP
US
N
1
N
N
N
DMC GLOBAL INC.
549300CBDXD1Z5MRNG02
DMC GLOBAL INC
23291C103
111.00000000
NS
USD
4002.66000000
0.008585378525
Long
EC
CORP
US
N
1
N
N
N
WEC ENERGY GROUP, INC.
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
525.00000000
NS
USD
48473.25000000
0.103971159087
Long
EC
CORP
US
N
1
N
N
N
UNITED TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP.
913017109
136.00000000
NS
USD
17760.24000000
0.038094263093
Long
EC
CORP
US
N
1
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434SN5
5252.36800000
PA
USD
5472.76000000
0.011738622861
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
AON PLC
VVT2B79I2Z4U3R6BY589
AON PLC
G0408V102
222.00000000
NS
USD
46176.00000000
0.099043745612
Long
EC
CORP
GB
N
1
N
N
N
Freddie Mac
N/A
FREDDIE MAC
31297LBC3
1150.57000000
PA
USD
1315.48000000
0.002821597073
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
YUM! BRANDS, INC.
549300JE8XHZZ7OHN517
YUM! BRANDS, INC.
988498101
300.00000000
NS
USD
26775.00000000
0.057430186434
Long
EC
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
31.00000000
NS
USD
52565.46000000
0.112748615043
Long
EC
CORP
US
N
1
N
N
N
FACEBOOK, INC.
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC.
30303M102
1009.00000000
NS
USD
194202.23000000
0.416547909424
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO.
110122108
2205.00000000
NS
USD
130227.30000000
0.279326913830
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP.
907818108
322.00000000
NS
USD
51458.82000000
0.110374962699
Long
EC
CORP
US
N
1
N
N
N
EVERCORE INC.
529900P6KLPT95DW3W58
EVERCORE INC
29977A105
411.00000000
NS
USD
27380.82000000
0.058729620814
Long
EC
CORP
US
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
HASBRO, INC.
418056107
303.00000000
NS
USD
23406.75000000
0.050205565502
Long
EC
CORP
US
N
1
N
N
N
INGEVITY CORPORATION
5493009UTFC4B5IMGF87
INGEVITY CORP
45688C107
58.00000000
NS
USD
2612.32000000
0.005603212871
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC.
00287Y109
1063.00000000
NS
USD
91109.73000000
0.195422923617
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI Emerging Markets ETF
N/A
ISHARES MSCI EMERGING MKT ETF
464287234
22625.00000000
NS
USD
916765.00000000
1.966385989405
Long
RF
US
N
1
N
N
N
OXFORD INDUSTRIES INC
IDZ20O0XD3GS4UOI2L88
OXFORD INDS INC
691497309
71.00000000
NS
USD
4287.69000000
0.009196744577
Long
EC
CORP
US
N
1
N
N
N
BANC OF AMERICA FUNDING CORPORATION
N/A
BANC OF AMERICA FUNDING CORPORATION
05950FAP0
19811.44000000
PA
USD
19179.38000000
0.041138202393
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS HOLDINGS, INC.
N/A
SPIRIT AEROSYSTEMS HOLDINGS, INC.
848574109
515.00000000
NS
USD
27212.60000000
0.058368802665
Long
EC
CORP
US
N
1
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
IQVIA HOLDINGS INC
46266C105
204.00000000
NS
USD
28455.96000000
0.061035708233
Long
EC
CORP
US
N
1
N
N
N
MATCH GROUP, INC.
549300BIJKT86CPCKK96
MATCH GROUP INC
57665R106
709.00000000
NS
USD
46085.00000000
0.098848558051
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY, INC.
N/A
NEXTERA ENERGY, INC.
65339F101
350.00000000
NS
USD
88466.00000000
0.189752338864
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP
448579102
86.00000000
NS
USD
6587.60000000
0.014129863535
Long
EC
CORP
US
N
1
N
N
N
The Bank of New York Mellon Corporation
N/A
BANK OF NEW YORK MELLON CORP.
064058100
500.00000000
NS
USD
19950.00000000
0.042791119303
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940X102
378.00000000
NS
USD
69540.66000000
0.149159031505
Long
EC
CORP
US
N
1
N
N
N
TEGNA INC.
549300YC5EDBGX85AO10
TEGNA INC COM
87901J105
340.00000000
NS
USD
4868.80000000
0.010443178028
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL SERVICES, INC.
31620M106
123.00000000
NS
USD
17185.56000000
0.036861621466
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA INC.
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA INC
24906P109
131.00000000
NS
USD
6450.44000000
0.013835666546
Long
EC
CORP
US
N
1
N
N
N
GENESCO INC.
549300VY2Q511P1K5P56
GENESCO, INC
371532102
139.00000000
NS
USD
4782.99000000
0.010259122592
Long
EC
CORP
US
N
1
N
N
N
SHOE CARNIVAL, INC.
N/A
SHOE CARNIVAL INC
824889109
145.00000000
NS
USD
4336.95000000
0.009302403251
Long
EC
CORP
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC.
931142103
1246.00000000
NS
USD
134169.28000000
0.287782138716
Long
EC
CORP
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP.
458140100
1004.00000000
NS
USD
55742.08000000
0.119562205289
Long
EC
CORP
US
N
1
N
N
N
PERFORMANCE FOOD GROUP COMPANY
549300EUK8GR9IT1YK57
PERFORMANCE FOOD GROUP CO
71377A103
110.00000000
NS
USD
4664.00000000
0.010003898768
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B3BM1
171959.82000000
PA
USD
176119.51000000
0.377761953090
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Fixed
3.50000000
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIZATION TRUST
45661EBP8
37403.54400000
PA
USD
26157.76000000
0.056106257086
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913Y100
367.00000000
NS
USD
24313.75000000
0.052151006364
Long
EC
CORP
US
N
1
N
N
N
CITIMORTGAGE ALTERNATIVE LOAN TRUST
N/A
CITIMORTGAGE ALTERNATIVE LOAN TRUST
12566UAE4
61682.66900000
PA
USD
62320.28000000
0.133671906593
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36210HL42
4578.53000000
PA
USD
5007.30000000
0.010740249207
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
AMEDISYS, INC.
5299001RBS9GK9STN379
AMEDISYS, INC.
023436108
32.00000000
NS
USD
5568.32000000
0.011943591250
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson Public Limited Company
549300WHC56FF48KL350
WILLIS TOWERS WATSON PLC
G96629103
70.00000000
NS
USD
13247.50000000
0.028414804660
Long
EC
CORP
IE
N
1
N
N
N
BURLINGTON STORES, INC.
5299003Z37DVGKKC1W09
BURLINGTON STORES INC
122017106
71.00000000
NS
USD
15354.46000000
0.032934061639
Long
EC
CORP
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP, INC.
38141G104
33.00000000
NS
USD
6625.41000000
0.014210962894
Long
EC
CORP
US
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP.
369550108
360.00000000
NS
USD
57488.40000000
0.123307918946
Long
EC
CORP
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207105
2395.00000000
NS
USD
126456.00000000
0.271237783593
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
ARISTA NETWORKS INC
040413106
326.00000000
NS
USD
62957.12000000
0.135037876338
Long
EC
CORP
US
N
1
N
N
N
TTEC HOLDINGS, INC.
GTJS1N8S8I28A7L4WG97
TTEC HOLDINGS INC
89854H102
115.00000000
NS
USD
4304.45000000
0.009232693407
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY INFLATION INDEX
912828XL9
772000.00000000
PA
USD
874089.01000000
1.874849479154
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES, INC.
N/A
H&E EQUIPMENT SERVICES, INC.
404030108
1103.00000000
NS
USD
26207.28000000
0.056212473439
Long
EC
CORP
US
N
1
N
N
N
PORTLAND GENERAL ELECTRIC COMPANY
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO
736508847
93.00000000
NS
USD
5060.13000000
0.010853565239
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027X100
254.00000000
NS
USD
57607.20000000
0.123562735236
Long
CORP
US
N
1
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT
N/A
WASHINGTON MUTUAL MORTGAGE PASS- THROUGH
93934FAY8
37963.70500000
PA
USD
37465.43000000
0.080360284957
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL, INC.
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINANCIAL INC
10922N103
1021.00000000
NS
USD
36592.64000000
0.078488221748
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP.
30231G102
679.00000000
NS
USD
34927.76000000
0.074917190234
Long
EC
CORP
US
N
1
N
N
N
MACY'S RETAIL HOLDINGS, INC.
549300JMONK27O4SQQ19
MACY'S RETAIL HOLDINGS INC
55616XAH0
125000.00000000
PA
USD
125093.77000000
0.268315911591
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.87500000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST
36258FAF6
143635.64000000
PA
USD
147703.44000000
0.316811805645
Long
ABS-MBS
CORP
US
N
2
2050-05-01
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FHLMC
31348HDM7
9332.69000000
PA
USD
9415.29000000
0.020195027452
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Floating
3.64700000
N
N
N
N
N
N
GRACO INC
4T5VJ4S81BRT6Q7GGT78
GRACO INC
384109104
418.00000000
NS
USD
20615.76000000
0.044219120085
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC.
084670702
729.00000000
NS
USD
150421.86000000
0.322642594344
Long
EC
CORP
US
N
1
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
100000.00000000
PA
USD
100401.00000000
0.215351938307
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AWWE3
192193.84000000
PA
USD
204323.25000000
0.438256670040
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
2.73900000
N
N
N
N
N
N
SIMPSON MANUFACTURING CO., INC.
529900EJUNNL15LZ8056
SIMPSON MANUFACTURING CO., INC.
829073105
64.00000000
NS
USD
5083.52000000
0.010903734877
Long
EC
CORP
US
N
1
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDINGS INC
01973R101
1745.00000000
NS
USD
70847.00000000
0.151961024026
Long
EC
CORP
US
N
1
N
N
N
TWITTER, INC.
549300I8RX485XMK6836
TWITTER INC
90184L102
376.00000000
NS
USD
12483.20000000
0.026775443633
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE ALT-A SECURITIES, INC
N/A
DEUTSCHE ALT-A SECURITIES INC MORTGAGE
251511AC5
72585.75700000
PA
USD
71370.71000000
0.153084339168
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
6.27000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38145GAH3
250000.00000000
PA
USD
268522.51000000
0.575958835147
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
KOHL'S CORPORATION
500255104
195.00000000
NS
USD
7634.25000000
0.016374842232
Long
EC
CORP
US
N
1
N
N
N
WATSCO, INC.
549300F1Y3LN5BX5WN75
WATSCO INC.
942622200
72.00000000
NS
USD
11302.56000000
0.024243067338
Long
EC
CORP
US
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CR9
225000.00000000
PA
USD
246301.69000000
0.528296992558
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
760985W80
16187.36700000
PA
USD
17479.89000000
0.037492935258
Long
ABS-MBS
CORP
US
N
2
2031-11-25
Fixed
7.00000000
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORPORATION
N/A
CHASE MORTGAGE FINANCE CORPORATION,
16163LAQ5
8113.92700000
PA
USD
7382.18000000
0.015834172686
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.80699000
N
N
N
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAH3
155000.00000000
PA
USD
173825.30000000
0.372841060167
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
N
N
N
N
N
N
BLACK HILLS CORPORATION
3MGELCRSTNSAMJ962671
BLACK HILLS CORP
092113109
68.00000000
NS
USD
4909.60000000
0.010530690693
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTERNATIONAL CORP.
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP.
22822V101
560.00000000
NS
USD
80242.40000000
0.172113389054
Long
CORP
US
N
1
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36202XE78
37844.88000000
PA
USD
41212.56000000
0.088397572520
Long
ABS-MBS
USGA
US
N
2
2033-03-20
Fixed
6.31000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
02149CAU5
10822.31300000
PA
USD
9154.41000000
0.019635461176
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
GAMCO INVESTORS, INC.
51A2MDO9SJ2HTOSMLZ76
GAMCO INVESTORS INC
361438104
294.00000000
NS
USD
4574.64000000
0.009812228872
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO., INC.
58933Y105
2433.00000000
NS
USD
186270.48000000
0.399534954008
Long
EC
CORP
US
N
1
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB, INC.
278865100
321.00000000
NS
USD
57924.45000000
0.124243210554
Long
EC
CORP
US
N
1
N
N
N
JETBLUE AIRWAYS CORPORATION
54930070J9H97ZO93T57
JETBLUE AIRWAYS CORP
477143101
527.00000000
NS
USD
8316.06000000
0.017837268952
Long
EC
CORP
US
N
1
N
N
N
SEI INVESTMENTS COMPANY
5LJTIFADGZ6XH1RVOC11
SEI INVESTMENTS CO
784117103
363.00000000
NS
USD
19859.73000000
0.042597497532
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATIONAL FINANCIAL, INC.
549300CAZYIH39SYQ287
FNF GROUP
31620R303
1898.00000000
NS
USD
73566.48000000
0.157794086338
Long
EC
CORP
US
N
1
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC
704326107
353.00000000
NS
USD
27350.44000000
0.058664458198
Long
EC
CORP
US
N
1
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLM STUDENT LOAN TRUST
78447KAD4
210000.00000000
PA
USD
208540.33000000
0.447301961940
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Floating
3.42675000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ACYK1
78601.92000000
PA
USD
79717.26000000
0.170987006678
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
JOHN B. SANFILIPPO & SON, INC.
5299007IBEYVXKYDUX28
JOHN B SANFILIPPO & SON INC
800422107
52.00000000
NS
USD
3649.88000000
0.007828694261
Long
EC
CORP
US
N
1
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT, INC.
437076102
870.00000000
NS
USD
189520.80000000
0.406506624730
Long
EC
CORP
US
N
1
N
N
N
CORTEVA, INC.
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
1.00000000
NS
USD
27.20000000
0.000058341776
Long
EC
CORP
US
N
1
N
N
N
THE RMR GROUP INC.
549300JP4L34E48UJM16
RMR GROUP INC/THE
74967R106
221.00000000
NS
USD
8234.46000000
0.017662243622
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
272.00000000
NS
USD
12223.68000000
0.026218794446
Long
EC
CORP
US
N
1
N
N
N
REGAL-BELOIT CORPORATION
QH78R09VCJGQKPBPYU33
REGAL BELOIT CORP
758750103
238.00000000
NS
USD
18478.32000000
0.039634485997
Long
EC
CORP
US
N
1
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV, INC.
337738108
1504.00000000
NS
USD
164477.44000000
0.352790664553
Long
EC
CORP
US
N
1
N
N
N
HORMEL FOODS CORPORATION
MSD54751OJP1FS2ND863
HORMEL FOODS CORP.
440452100
1305.00000000
NS
USD
54288.00000000
0.116443322544
Long
EC
CORP
US
N
1
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP
018802108
246.00000000
NS
USD
12821.52000000
0.027501112379
Long
EC
CORP
US
N
1
N
N
N
QORVO, INC.
254900YAUJV2EUEVBR11
QORVO INC
74736K101
313.00000000
NS
USD
31481.54000000
0.067525330025
Long
EC
CORP
US
N
1
N
N
N
AMERICAN HOME MORTGAGE INVESTMENT TRUST
N/A
AMERICAN HOME MORTGAGE INVESTMENT TRUST
02660TFJ7
189868.32700000
PA
USD
144929.27000000
0.310861437754
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.40800000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136APQC9
120285.81000000
PA
USD
124980.22000000
0.268072356122
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Fixed
3.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES, INC.
212015101
1145.00000000
NS
USD
21697.75000000
0.046539900194
Long
EC
CORP
US
N
1
N
N
N
EMERSON ELECTRIC CO.
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO.
291011104
659.00000000
NS
USD
42248.49000000
0.090619557694
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36202CMP5
727.86000000
PA
USD
795.66000000
0.001706625663
Long
ABS-MBS
USGA
US
N
2
2026-02-20
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300ZJUO7A58PNUW40
AMERICAN HOMES 4 RENT-A
02665T306
2057.00000000
NS
USD
53255.73000000
0.114229187771
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM, INC.
023135106
129.00000000
NS
USD
243003.75000000
0.521223180829
Long
EC
CORP
US
N
1
N
N
N
INSITE ISSUER LLC
N/A
INSITE ISSUER LLC
45780KAD8
215000.00000000
PA
USD
220094.55000000
0.472084819407
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
2.88300000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31407RUH5
13003.68000000
PA
USD
14165.35000000
0.030383517886
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
ROCKWELL AUTOMATION, INC.
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMATION INC
773903109
134.00000000
NS
USD
24589.00000000
0.052741395115
Long
EC
CORP
US
N
1
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC
34959E109
1064.00000000
NS
USD
108591.84000000
0.232920620594
Long
EC
CORP
US
N
1
N
N
N
ACCESS GROUP, INC.
N/A
ACCESSLEX INSTITUTE
00432CDS7
194138.34000000
PA
USD
170421.04000000
0.365539200728
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.19413000
N
N
N
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD, INC.- CLASS A
57636Q104
850.00000000
NS
USD
246712.50000000
0.529178146429
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP. (REIT)
756109104
162.00000000
NS
USD
11727.18000000
0.025153842530
Long
CORP
US
N
1
N
N
N
AMETEK, INC.
549300WZDEF9KKE40E98
AMETEK INC
031100100
135.00000000
NS
USD
11610.00000000
0.024902501008
Long
EC
CORP
US
N
1
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP.
256677105
449.00000000
NS
USD
67484.70000000
0.144749165357
Long
EC
CORP
US
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE COMPUTER, INC.
037833100
3557.00000000
NS
USD
972341.52000000
2.085593082027
Long
EC
CORP
US
N
1
N
N
N
RESMED INC.
529900T3QE5253CCXF22
RESMED INC.
761152107
84.00000000
NS
USD
13352.64000000
0.028640321366
Long
EC
CORP
US
N
1
N
N
N
AVALONBAY COMMUNITIES, INC.
K9G90K85RBWD2LAGQX17
AVALONBAY CMNTYS INC
053484101
75.00000000
NS
USD
15044.25000000
0.032268686545
Long
CORP
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES INCORPORATED
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES
879360105
20.00000000
NS
USD
6746.40000000
0.014470476554
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
1028.00000000
NS
USD
54031.68000000
0.115893537096
Long
EC
CORP
US
N
1
N
N
N
SL GREEN REALTY CORP.
549300VQZPJU97H3GT17
SL GREEN REALTY CORP.
78440X101
139.00000000
NS
USD
10903.16000000
0.023386386984
Long
CORP
US
N
1
N
N
N
ELANCO ANIMAL HEALTH INCORPORATED
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC
28414H103
361.00000000
NS
USD
9891.40000000
0.021216244485
Long
EC
CORP
US
N
1
N
N
N
CORPORATE OFFICE PROPERTIES TRUST
YY1J47X6LF9TYY8JY420
CORPORATE OFFICE PROPERTIES TRUST
22002T108
845.00000000
NS
USD
21412.30000000
0.045927633276
Long
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AFJD7
67151.80000000
PA
USD
67707.04000000
0.145226066483
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Fixed
1.00000000
N
N
N
N
N
N
SITE CENTERS CORP.
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP
82981J109
875.00000000
NS
USD
10071.25000000
0.021602008034
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDUSTRIES NV - CLASS A
N53745100
301.00000000
NS
USD
21509.46000000
0.046136033534
Long
EC
CORP
NL
N
1
N
N
N
WEINGARTEN REALTY INVESTORS
549300JMKTJNB8GWHU88
WEINGARTEN REALTY INVESTORS
948741103
227.00000000
NS
USD
6113.11000000
0.013112121269
Long
CORP
US
N
1
N
N
N
PARTNERS HEALTHCARE SYSTEM, INC.
5493007Z86EDN0QFYU66
PARTNERS HEALTHCARE SYST
70213HAE8
215000.00000000
PA
USD
227242.87000000
0.487417381510
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
THE CHARLES SCHWAB CORPORATION
549300VSGCJ7E698NM85
THE CHARLES SCHWAB CORP
808513105
717.00000000
NS
USD
29217.75000000
0.062669685515
Long
EC
CORP
US
N
1
N
N
N
DIODES INCORPORATED
549300XP2X1ARVH3BX23
DIODES INC
254543101
111.00000000
NS
USD
4885.11000000
0.010478161645
Long
EC
CORP
US
N
1
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA CORP
482480100
87.00000000
NS
USD
13372.77000000
0.028683498571
Long
EC
CORP
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP NEW COM
166764100
448.00000000
NS
USD
41816.32000000
0.089692588369
Long
EC
CORP
US
N
1
N
N
N
STERLING CONSTRUCTION COMPANY, INC.
549300RZIK6K1215XU51
STERLING CONSTRUCTION CO., INC.
859241101
358.00000000
NS
USD
4890.28000000
0.010489250872
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS, INC.
92343V104
1938.00000000
NS
USD
104962.08000000
0.225135082088
Long
EC
CORP
US
N
1
N
N
N
ARMSTRONG WORLD INDUSTRIES, INC.
KXMRXXOJ88Q45Y45MG74
ARMSTRONG WORLD INDUSTRIES, INC.
04247X102
92.00000000
NS
USD
9213.80000000
0.019762847871
Long
EC
CORP
US
N
1
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
U.S. BANCORP DEL
902973304
1758.00000000
NS
USD
81641.52000000
0.175114387091
Long
EC
CORP
US
N
1
N
N
N
OLD DOMINION FREIGHT LINE, INC.
5299009TWK32WE417T96
OLD DOMINION FREIGHT LINE, INC.
679580100
283.00000000
NS
USD
54845.40000000
0.117638899983
Long
EC
CORP
US
N
1
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
CHL MORTGAGE PASS-THROUGH TRUST 2005-22
126694LU0
31956.39600000
PA
USD
29413.10000000
0.063088695298
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.56852000
N
N
N
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
N/A
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC.
302130109
525.00000000
NS
USD
36970.50000000
0.079298700562
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189T107
1061.00000000
NS
USD
24424.22000000
0.052387955484
Long
EC
CORP
US
N
1
N
N
N
TELEPHONE AND DATA SYSTEMS, INC.
N/A
TELEPHONE & DATA SYSTEMS, INC.
879433829
621.00000000
NS
USD
12506.94000000
0.026826363993
Long
EC
CORP
US
N
1
N
N
N
CITRIX SYSTEMS, INC.
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS, INC.
177376100
764.00000000
NS
USD
78989.96000000
0.169427007627
Long
EC
CORP
US
N
1
N
N
N
NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV
N/A
NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE
64972ELY3
225000.00000000
PA
USD
240702.75000000
0.516287723911
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
2.79300000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES
780153AU6
85000.00000000
PA
USD
91430.09000000
0.196110069631
Long
DBT
CORP
LR
N
2
2022-11-15
Fixed
5.25000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
1747.00000000
NS
USD
205534.55000000
0.440854809529
Long
EC
CORP
US
N
1
N
N
N
ASSURED GUARANTY LTD.
549300BBOQUJEPH87M14
ASSURED GUARANTY LTD
G0585R106
703.00000000
NS
USD
28689.43000000
0.061536482300
Long
EC
CORP
BM
N
1
N
N
N
T. ROWE PRICE GROUP, INC.
549300SIV6FPS9Y7IH33
T. ROWE PRICE GROUP, INC.
74144T108
137.00000000
NS
USD
16167.37000000
0.034677687142
Long
EC
CORP
US
N
1
N
N
N
OBX TRUST
N/A
ONSLOW BAY FINANCIAL LLC
67097XBJ8
139923.65000000
PA
USD
142592.39000000
0.305849021168
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
INNOSPEC INC.
213800SQBACNY5IWJO68
INNOSPEC INC COM
45768S105
52.00000000
NS
USD
4500.08000000
0.009652303767
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP.
594918104
5941.00000000
NS
USD
962501.41000000
2.064486850399
Long
EC
CORP
US
N
1
N
N
N
BRIGHT HORIZONS FAMILY SOLUTIONS INC.
N/A
BRIGHT HORIZONS FAMILY SOLUTIONS INC
109194100
266.00000000
NS
USD
41801.90000000
0.089661658648
Long
EC
CORP
US
N
1
N
N
N
PBF ENERGY INC.
2549003PBEDCSZMZIY02
PBF ENERGY INC
69318G106
1041.00000000
NS
USD
23307.99000000
0.049993733374
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B3DB3
188191.93000000
PA
USD
214835.54000000
0.460804672824
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
3.69700000
N
N
N
N
N
N
APARTMENT INVESTMENT AND MANAGEMENT COMPANY
549300O8FT5GJ4RU1D57
APARTMENT INVESTMENT & MANAGEMENT COMPANY
03748R754
637.00000000
NS
USD
30474.08000000
0.065364410674
Long
EC
CORP
US
N
1
N
N
N
RADIAN GROUP INC.
54930005OUP720S5U385
RADIAN GROUP INC
750236101
202.00000000
NS
USD
4290.48000000
0.009202728899
Long
EC
CORP
US
N
1
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CORP.
959802109
569.00000000
NS
USD
12739.91000000
0.027326065600
Long
EC
CORP
US
N
1
N
N
N
PPL CORPORATION
9N3UAJSNOUXFKQLF3V18
PPL CORPORATION
69351T106
1970.00000000
NS
USD
59119.70000000
0.126806924105
Long
EC
CORP
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
629.00000000
NS
USD
66202.25000000
0.141998414934
Long
EC
CORP
US
N
1
N
N
N
Trinseo S.A.
222100SZ6J5ZF05ZTR58
TRINSEO SA
L9340P101
138.00000000
NS
USD
3019.44000000
0.006476451993
Long
EC
CORP
LU
N
1
N
N
N
ILLUMINA, INC.
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
31.00000000
NS
USD
8235.77000000
0.017665053465
Long
EC
CORP
US
N
1
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST
90276FAS3
84288.67000000
PA
USD
86413.81000000
0.185350559058
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
3.18470000
N
N
N
N
N
N
THE TJX COMPANIES, INC.
V167QI9I69W364E2DY52
TJX COMPANIES INC
872540109
731.00000000
NS
USD
43713.80000000
0.093762527871
Long
EC
CORP
US
N
1
N
N
N
MDU RESOURCES GROUP, INC.
N/A
MDU RESOURCES GROUP INC
552690109
440.00000000
NS
USD
12201.20000000
0.026170576684
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT, INC.
94106L109
613.00000000
NS
USD
67926.53000000
0.145696854592
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
911.00000000
NS
USD
44110.62000000
0.094613674335
Long
EC
CORP
US
N
1
N
N
N
GRAFTECH INTERNATIONAL LTD.
549300GY32W00XP57351
GRAFTECH INTERNATIONAL LTD
384313508
2362.00000000
NS
USD
19273.92000000
0.041340982966
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AFTK0
95257.01000000
PA
USD
97874.96000000
0.209933788983
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
2.25000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12667FED3
18234.85600000
PA
USD
18686.68000000
0.040081401166
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
6.50000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP, INC.
02209S103
1592.00000000
NS
USD
64269.04000000
0.137851837503
Long
EC
CORP
US
N
1
N
N
N
DUKE REALTY CORPORATION
N/A
DUKE REALTY CORPORATION
264411505
1854.00000000
NS
USD
60199.38000000
0.129122749453
Long
CORP
US
N
1
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
1102.00000000
NS
USD
91983.94000000
0.197298032610
Long
EC
CORP
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY, INC.
278642103
580.00000000
NS
USD
20091.20000000
0.043093981762
Long
EC
CORP
US
N
1
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP
049560105
98.00000000
NS
USD
10118.50000000
0.021703355422
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31376KM37
1105.83000000
PA
USD
1280.68000000
0.002746953918
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
QUALYS INC
74758T303
61.00000000
NS
USD
4890.98000000
0.010490752315
Long
EC
CORP
US
N
1
N
N
N
STACK
N/A
STACK INFRASTRUCTURE ISSUER LLC
85236KAA0
197999.96000000
PA
USD
211154.52000000
0.452909185808
Long
ABS-MBS
CORP
US
N
2
2044-02-25
Variable
4.23733000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS AND FRAGRANCES, INC.
459506101
61.00000000
NS
USD
7306.58000000
0.015672016866
Long
EC
CORP
US
N
1
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
1945.00000000
NS
USD
45337.95000000
0.097246196864
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST, INC.
17307GFQ6
89940.77100000
PA
USD
99252.77000000
0.212889078812
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.50000000
N
N
N
N
N
N
EXELIXIS, INC.
N/A
EXELIXIS, INC.
30161Q104
2487.00000000
NS
USD
46233.33000000
0.099166713776
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY AND COMPANY
FRDRIPF3EKNDJ2CQJL29
ELI LILLY AND COMPANY
532457108
155.00000000
NS
USD
19550.15000000
0.041933473737
Long
EC
CORP
US
N
1
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON, DICKINSON & CO.
075887109
152.00000000
NS
USD
36148.64000000
0.077535878040
Long
EC
CORP
US
N
1
N
N
N
MSC INDUSTRIAL DIRECT CO., INC.
0XVKH0LN6YGOWO2EGO17
MSC INDUSTRIAL DIRECT CO., INC.
553530106
641.00000000
NS
USD
39626.62000000
0.084995860853
Long
EC
CORP
US
N
1
N
N
N
TELEFLEX INCORPORATED
UUL85LWXB4NGSWWXIQ25
TELEFLEX, INC.
879369106
143.00000000
NS
USD
47907.86000000
0.102758443752
Long
EC
CORP
US
N
1
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC
237194105
734.00000000
NS
USD
71565.00000000
0.153501075337
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RESEARCH CORPORATION
549300FQIORB6GZCYT15
NATIONAL RESEARCH CORP
637372202
81.00000000
NS
USD
4454.19000000
0.009553873468
Long
EC
CORP
US
N
1
N
N
N
UFP TECHNOLOGIES, INC.
549300RJ8LY41HS70C91
UFP TECHNOLOGIES INC
902673102
112.00000000
NS
USD
5524.96000000
0.011850587594
Long
EC
CORP
US
N
1
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK/CA
33616C100
99.00000000
NS
USD
9956.43000000
0.021355728519
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3133TSZD8
3301.58000000
PA
USD
3671.55000000
0.007875174640
Long
ABS-MBS
USGSE
US
N
2
2031-04-15
Fixed
6.50000000
N
N
N
N
N
N
CRANE CO.
549300X1RO9ID7AUCA83
CRANE CO
224399105
144.00000000
NS
USD
9784.80000000
0.020987596198
Long
EC
CORP
US
N
1
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
142.00000000
NS
USD
36506.78000000
0.078304059066
Long
EC
CORP
US
N
1
N
N
N
COLT MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC
19687VAA9
127737.73000000
PA
USD
128203.95000000
0.274986993467
Long
ABS-MBS
CORP
US
N
2
2048-07-27
Variable
3.47000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY BOND
912810RT7
1753000.00000000
PA
USD
1964318.68000000
4.213303006854
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
VERISK ANALYTICS, INC.
549300I1YSWNIRKBWP67
VERISK ANALYTICS, INC.
92345Y106
95.00000000
NS
USD
14735.45000000
0.031606335786
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
509.00000000
NS
USD
175666.08000000
0.376789382803
Long
EC
CORP
US
N
1
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK
3133ELJT2
250000.00000000
PA
USD
250178.46000000
0.536612347324
Long
DBT
USGSE
US
N
2
2024-04-23
Fixed
1.94000000
N
N
N
N
N
N
BWX TECHNOLOGIES, INC.
549300NP85N265KWMS58
BWX TECHNOLOGIES INC
05605H100
202.00000000
NS
USD
11077.68000000
0.023760718119
Long
EC
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP.
534187109
165.00000000
NS
USD
7489.35000000
0.016064043576
Long
EC
CORP
US
N
1
N
N
N
ABIOMED, INC.
5493001EZN4ZTB4Z5887
ABIOMED INC
003654100
35.00000000
NS
USD
5259.10000000
0.011280339625
Long
EC
CORP
US
N
1
N
N
N
PALO ALTO NETWORKS, INC.
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC
697435105
162.00000000
NS
USD
29908.44000000
0.064151159109
Long
EC
CORP
US
N
1
N
N
N
MSCI INC.
549300HTIN2PD78UB763
MSCI, INC.
55354G100
450.00000000
NS
USD
132948.00000000
0.285162592943
Long
EC
CORP
US
N
1
N
N
N
PROLOGIS, INC.
529900DFH19P073LZ636
PROLOGIS INC.
74340W103
494.00000000
NS
USD
41634.32000000
0.089302213245
Long
CORP
US
N
1
N
N
N
THE TIMKEN COMPANY
B0I35MLPFXZSE70ASS73
TIMKEN CO.
887389104
440.00000000
NS
USD
19729.60000000
0.042318379319
Long
EC
CORP
US
N
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP AMERICA
695156109
471.00000000
NS
USD
42682.02000000
0.091549444107
Long
EC
CORP
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC.
00206R102
3123.00000000
NS
USD
109992.06000000
0.235923978042
Long
EC
CORP
US
N
1
N
N
N
COHEN & STEERS, INC.
549300XXIA338A0X2K65
COHEN & STEERS INC
19247A100
78.00000000
NS
USD
4886.70000000
0.010481572065
Long
EC
CORP
US
N
1
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORP
62886E108
89.00000000
NS
USD
2242.80000000
0.004810622675
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A2F57
5005.40000000
PA
USD
5017.30000000
0.010761698390
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
3.00000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI, LLC
54930043I78H35DVVW89
ENTERGY MISSISSIPPI LLC
29364NAU2
210000.00000000
PA
USD
223357.78000000
0.479084181024
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
ALLEGION PUBLIC LIMITED COMPANY
N/A
ALLEGION PLC
G0176J109
401.00000000
NS
USD
46110.99000000
0.098904304476
Long
EC
CORP
IE
N
1
N
N
N
ROBERT HALF INTERNATIONAL INC.
529900VPCUY9H3HLIC08
ROBERT HALF INTERNATIONAL, INC.
770323103
244.00000000
NS
USD
12300.04000000
0.026382580405
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS, INC.
038222105
244.00000000
NS
USD
14181.28000000
0.030417686434
Long
EC
CORP
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
180.00000000
NS
USD
8409.60000000
0.018037904606
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER, INC.
717081103
5844.00000000
NS
USD
195306.48000000
0.418916435413
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
FHLMC MULTIFAMILY STRUCTURED PASS
3137FBTF3
131128.59000000
PA
USD
135284.16000000
0.290173465187
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
2.40400000
N
N
N
N
N
N
CHESAPEAKE UTILITIES CORPORATION
N/A
CHESAPEAKE UTILITIES CORP
165303108
56.00000000
NS
USD
4788.00000000
0.010269868632
Long
EC
CORP
US
N
1
N
N
N
SANMINA CORPORATION
X5K24XLM8QYRXF00EB42
SANMINA CORP
801056102
164.00000000
NS
USD
4311.56000000
0.009247943776
Long
EC
CORP
US
N
1
N
N
N
BURNET CNTY TEX
N/A
COUNTY OF BURNET TX
122223EN6
360000.00000000
PA
USD
386197.20000000
0.828361426567
Long
DBT
MUN
US
N
2
2034-03-01
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378TQS2
71973.05000000
PA
USD
73098.23000000
0.156789728362
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
2.00000000
N
N
N
N
N
N
CREDIT ACCEPTANCE CORPORATION
N/A
CREDIT ACCEPTANCE CORP
225310101
38.00000000
NS
USD
15321.60000000
0.032863579625
Long
EC
CORP
US
N
1
N
N
N
AGILENT TECHNOLOGIES, INC.
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES, INC.
00846U101
1500.00000000
NS
USD
115605.00000000
0.247963275545
Long
EC
CORP
US
N
1
N
N
N
RALPH LAUREN CORPORATION
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN CORP.
751212101
130.00000000
NS
USD
13716.30000000
0.029420342341
Long
EC
CORP
US
N
1
N
N
N
BEAR STEARNS ARM TRUST
N/A
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST
07384MW73
8370.30000000
PA
USD
8159.34000000
0.017501117362
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
3.91575000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BF5
175000.00000000
PA
USD
190249.56000000
0.408069755362
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
2117.00000000
NS
USD
166036.31000000
0.356134313282
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES, INC.
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
91.00000000
NS
USD
32004.70000000
0.068647465462
Long
EC
CORP
US
N
1
N
N
N
RE/MAX HOLDINGS, INC.
54930033W2KS56JHAN30
RE/MAX HOLDINGS INC
75524W108
134.00000000
NS
USD
3906.10000000
0.008378265218
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO.
369604103
874.00000000
NS
USD
9509.12000000
0.020396285132
Long
EC
CORP
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC
931427108
188.00000000
NS
USD
8602.88000000
0.018452474407
Long
EC
CORP
US
N
1
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP.
436106108
373.00000000
NS
USD
12562.64000000
0.026945835940
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746SH5
250000.00000000
PA
USD
264825.93000000
0.568029973202
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
ADVANCED EMISSIONS SOLUTIONS, INC.
52990086HRJSW2EZQH40
ADVANCED EMISSIONS SOLUTIONS INC
00770C101
498.00000000
NS
USD
4427.22000000
0.009496025022
Long
EC
CORP
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS INC.
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS INC
43300A203
962.00000000
NS
USD
93506.40000000
0.200563584866
Long
EC
CORP
US
N
1
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALDS CORP
580135101
511.00000000
NS
USD
99220.87000000
0.212820655920
Long
EC
CORP
US
N
1
N
N
N
PEOPLE'S UNITED FINANCIAL, INC.
ROPY7PEPIPIDJNF0BO69
PEOPLES UNITED FINANCIAL INC
712704105
502.00000000
NS
USD
7022.98000000
0.015063718047
Long
EC
CORP
US
N
1
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
CHUBB LIMITED
H1467J104
269.00000000
NS
USD
39013.07000000
0.083679846254
Long
EC
CORP
CH
N
1
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS., INC.
571748102
391.00000000
NS
USD
40882.96000000
0.087690607461
Long
EC
CORP
US
N
1
N
N
N
STERIS plc
N/A
STERIS PLC
G8473T100
53.00000000
NS
USD
8406.86000000
0.018032027530
Long
EC
CORP
IE
N
1
N
N
N
K12 INC.
N/A
K12, INC.
48273U102
266.00000000
NS
USD
5288.08000000
0.011342499356
Long
EC
CORP
US
N
1
N
N
N
BOOZ ALLEN HAMILTON HOLDING CORPORATION
529900JPV47PIUWMA015
BOOZ ALLEN HAMILTON HOLDING CORP.
099502106
543.00000000
NS
USD
38715.90000000
0.083042440895
Long
EC
CORP
US
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP.
902681105
1139.00000000
NS
USD
41049.56000000
0.088047950843
Long
EC
CORP
US
N
1
N
N
N
VEEVA SYSTEMS INC.
549300YZEXPDB92M2F02
VEEVA SYSTEMS INC
922475108
372.00000000
NS
USD
52812.84000000
0.113279224923
Long
EC
CORP
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CC4
250000.00000000
PA
USD
291025.01000000
0.624224858312
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.85000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137B7PR4
96381.00000000
PA
USD
99158.86000000
0.212687649538
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.50000000
N
N
N
N
N
N
SAXON ASSET SECURITIES TRUST
N/A
SAXON ASSET SECURITIES TRUST
805564PA3
139854.66400000
PA
USD
143157.18000000
0.307060449553
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
6.23800000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNINE MAE
31398T4E8
115776.06000000
PA
USD
121391.86000000
0.260375617232
Long
ABS-MBS
USGSE
US
N
2
2040-08-25
Fixed
3.00000000
N
N
N
N
N
N
ZOETIS INC.
549300HD9Q1LOC9KLJ48
ZOETIS INC.
98978V103
802.00000000
NS
USD
106850.46000000
0.229185502833
Long
EC
CORP
US
N
1
N
N
N
THE ESTEE LAUDER COMPANIES INC.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES INC.
518439104
127.00000000
NS
USD
23317.20000000
0.050013488071
Long
EC
CORP
US
N
1
N
N
N
MANHATTAN ASSOCIATES, INC.
529900Q1GJP7KD52SW51
MANHATTAN ASSOCIATES, INC.
562750109
491.00000000
NS
USD
33073.76000000
0.070940511778
Long
EC
CORP
US
N
1
N
N
N
BALL CORPORATION
0BGI85ALH27ZJP15DY16
BALL CORPORATION
058498106
349.00000000
NS
USD
24590.54000000
0.052744698290
Long
EC
CORP
US
N
1
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO.
194162103
1001.00000000
NS
USD
67637.57000000
0.145077059012
Long
EC
CORP
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL INC
592688105
98.00000000
NS
USD
68766.60000000
0.147498736076
Long
EC
CORP
US
N
1
N
N
N
SCHNITZER STEEL INDUSTRIES, INC.
549300F62TK8VRDSM285
SCHNITZER STEEL INDUSTRIES, INC.
806882106
233.00000000
NS
USD
3839.84000000
0.008236142934
Long
EC
CORP
US
N
1
N
N
N
BIOSPECIFICS TECHNOLOGIES CORP.
N/A
BIOSPECIFICS TECHNOLOGIES CORP
090931106
93.00000000
NS
USD
5132.67000000
0.011009157609
Long
EC
CORP
US
N
1
N
N
N
EAST WEST BANCORP, INC.
N/A
EAST WEST BANCORP, INC.
27579R104
443.00000000
NS
USD
17161.82000000
0.036810701107
Long
EC
CORP
US
N
1
N
N
N
CONSOLIDATED-TOMOKA LAND CO.
549300ZJHMRPKE71JO81
CONSOLIDATED-TOMOKA LAND CO
210226106
82.00000000
NS
USD
4715.82000000
0.010115048432
Long
EC
CORP
US
N
1
N
N
N
LAMAR ADVERTISING COMPANY
529900Y8WW4MKVPTB543
LAMAR ADVERTISING CO
512816109
882.00000000
NS
USD
73858.68000000
0.158420831454
Long
EC
CORP
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
3204.00000000
NS
USD
430873.92000000
0.924189339130
Long
EC
CORP
US
N
1
N
N
N
VICI PROPERTIES INC.
254900RKH6RY9KCJQH63
VICI PROPERTIES INC
925652109
411.00000000
NS
USD
10299.66000000
0.022091928814
Long
EC
CORP
US
N
1
N
N
N
RLJ LODGING TRUST
N/A
RLJ LODGING TRUST
74965L101
303.00000000
NS
USD
4002.63000000
0.008585314178
Long
CORP
US
N
1
N
N
N
HOUGHTON-PORTAGE TWP SCH DIST MICH
N/A
HOUGHTON-PORTAGE TWP MI SCH DIST
441587GN6
210000.00000000
PA
USD
221875.50000000
0.475904811584
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334104
348.00000000
NS
USD
17052.00000000
0.036575146183
Long
EC
CORP
US
N
1
N
N
N
CarGurus Inc
54930027BKQN6B7X7G78
CARGURUS INC
141788109
131.00000000
NS
USD
3339.19000000
0.007162289607
Long
EC
CORP
US
N
1
N
N
N
H & R BLOCK, INC.
549300CE3KUCWLZBG404
H&R BLOCK INC
093671105
922.00000000
NS
USD
19057.74000000
0.040877294536
Long
EC
CORP
US
N
1
N
N
N
CHASE CORPORATION
N/A
CHASE CORP
16150R104
43.00000000
NS
USD
3817.97000000
0.008189233572
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828V98
804000.00000000
PA
USD
869230.78000000
1.864428972912
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
LEAR CORPORATION
549300UPNBTXA1SYTQ33
LEAR CORP.
521865204
190.00000000
NS
USD
21128.00000000
0.045317833015
Long
EC
CORP
US
N
1
N
N
N
COLUMBIA PROPERTY TRUST, INC.
549300J5GYF2C9BGCC39
COLUMBIA PROPERTY TRUST INC
198287203
1012.00000000
NS
USD
19086.32000000
0.040938596300
Long
CORP
US
N
1
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89176EAA8
67706.48000000
PA
USD
69472.20000000
0.149012190401
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89175VAA1
129016.02000000
PA
USD
133772.62000000
0.286931335439
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE, INC. CLASS B
654106103
823.00000000
NS
USD
73559.74000000
0.157779629589
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS TOOL WORKS INC.
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS INC.
452308109
309.00000000
NS
USD
51844.02000000
0.111201185213
Long
EC
CORP
US
N
1
N
N
N
INSIGHT ENTERPRISES, INC.
529900S8991TYW6YP792
INSIGHT ENTERPRISES INC COM
45765U103
79.00000000
NS
USD
4352.11000000
0.009334920212
Long
EC
CORP
US
N
1
N
N
N
YETI HOLDINGS, INC.
549300DSQICIGNT5GO63
YETI HOLDINGS INC
98585X104
161.00000000
NS
USD
4870.25000000
0.010446288159
Long
EC
CORP
US
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM CO.
759509102
375.00000000
NS
USD
38358.75000000
0.082276383338
Long
EC
CORP
US
N
1
N
N
N
CARETRUST REIT, INC.
5493001NVXE2B9GPLU96
CARETRUST REIT INC
14174T107
1777.00000000
NS
USD
37085.99000000
0.079546417172
Long
EC
CORP
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORPORATION
87612E106
128.00000000
NS
USD
13184.00000000
0.028278602351
Long
EC
CORP
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO.
88579Y101
1058.00000000
NS
USD
157895.92000000
0.338673842121
Long
EC
CORP
US
N
1
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12668BMP5
26230.76100000
PA
USD
25785.42000000
0.055307618221
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.50000000
N
N
N
N
N
N
XENIA HOTELS & RESORTS, INC.
54930075IWIPHF5IQL62
XENIA HOTELS & RESORTS INC
984017103
245.00000000
NS
USD
3665.20000000
0.007861554409
Long
CORP
US
N
1
N
N
N
WESTERN ALLIANCE BANCORPORATION
5493003VJXZ5JXT9S762
WESTERN ALLIANCE BANCORP
957638109
478.00000000
NS
USD
22007.12000000
0.047203473556
Long
EC
CORP
US
N
1
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO.
723787107
194.00000000
NS
USD
23819.32000000
0.051090494428
Long
EC
CORP
US
N
1
N
N
N
IAA, INC.
549300PZCOPC5178W747
IAA INC
449253103
305.00000000
NS
USD
13029.60000000
0.027947426971
Long
EC
CORP
US
N
1
N
N
N
THE COOPER COMPANIES, INC.
QJKMVPIGLH7530PCUE20
COOPER COMPANIES, INC. (THE)
216648402
30.00000000
NS
USD
9737.10000000
0.020885283597
Long
EC
CORP
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO.
372460105
133.00000000
NS
USD
11602.92000000
0.024887314987
Long
EC
CORP
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
158.00000000
NS
USD
10570.20000000
0.022672215000
Long
EC
CORP
US
N
1
N
N
N
BLACKROCK, INC.
549300LRIF3NWCU26A80
BLACKROCK, INC.
09247X101
118.00000000
NS
USD
54635.18000000
0.117187995266
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746101
2881.00000000
NS
USD
117688.85000000
0.252432963463
Long
EC
CORP
US
N
1
N
N
N
PS BUSINESS PARKS, INC.
N/A
PS BUSINESS PARKS INC
69360J107
29.00000000
NS
USD
4307.95000000
0.009240200621
Long
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866F104
514.00000000
NS
USD
45859.08000000
0.098363978117
Long
EC
CORP
US
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC
009158106
166.00000000
NS
USD
36455.26000000
0.078193552877
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
71.00000000
NS
USD
7928.57000000
0.017006134575
Long
EC
CORP
US
N
1
N
N
N
CSW INDUSTRIALS, INC.
549300SYOEO3RVQ7FB83
CSW INDUSTRIALS INC
126402106
70.00000000
NS
USD
4608.80000000
0.009885499280
Long
EC
CORP
US
N
1
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J. GALLAGHER & CO.
363576109
109.00000000
NS
USD
10626.41000000
0.022792780856
Long
EC
CORP
US
N
1
N
N
N
MILL CITY MORTGAGE LOAN TRUST
N/A
MILL CITY MORTGAGE LOAN TRUST 2019-GS1
59981BAC8
204006.69000000
PA
USD
208910.62000000
0.448096203722
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Fixed
2.75000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
217.00000000
NS
USD
30332.26000000
0.065060218366
Long
EC
CORP
US
N
1
N
N
N
MARRIOTT INTERNATIONAL, INC.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL, INC.
571903202
153.00000000
NS
USD
18972.00000000
0.040693389244
Long
EC
CORP
US
N
1
N
N
N
IAC/INTERACTIVECORP
15OMOPB0A8K0EFUVD031
IAC/INTERACTIVECORP
44919P508
70.00000000
NS
USD
14275.80000000
0.030620424108
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
522.00000000
NS
USD
138773.70000000
0.297658243255
Long
EC
CORP
US
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO, INC.
713448108
1735.00000000
NS
USD
229072.05000000
0.491340823094
Long
EC
CORP
US
N
1
N
N
N
FLEETCOR TECHNOLOGIES, INC.
549300DG6RR0NQSFLN74
FLEETCOR TECHNOLOGIES INC
339041105
51.00000000
NS
USD
13555.29000000
0.029074989052
Long
EC
CORP
US
N
1
N
N
N
ERIE INDEMNITY COMPANY
549300WA5KP94KRUFZ80
ERIE INDEMNITY COMPANY
29530P102
139.00000000
NS
USD
19865.88000000
0.042610688779
Long
EC
CORP
US
N
1
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP INC
47233W109
318.00000000
NS
USD
6267.78000000
0.013443875776
Long
EC
CORP
US
N
1
N
N
N
COVANTA HOLDING CORPORATION
40XIFLS8XDQGGHGPGC04
COVANTA HOLDING CORP
22282E102
4425.00000000
NS
USD
59118.00000000
0.126803277744
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP.
666807102
148.00000000
NS
USD
48668.32000000
0.104389568292
Long
EC
CORP
US
N
1
N
N
N
YELP INC.
5299007OU2DOSXPQBO35
YELP INC
985817105
153.00000000
NS
USD
4784.31000000
0.010261953884
Long
EC
CORP
US
N
1
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA, INC.
92826C839
1342.00000000
NS
USD
243921.92000000
0.523192580428
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES, INC.
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES INC COM
007903107
1066.00000000
NS
USD
48481.68000000
0.103989240748
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP.
68389X105
1031.00000000
NS
USD
50993.26000000
0.109376374554
Long
EC
CORP
US
N
1
N
N
N
MANPOWERGROUP INC.
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC.
56418H100
133.00000000
NS
USD
10100.02000000
0.021663717332
Long
EC
CORP
US
N
1
N
N
N
HEICO CORPORATION
529900O1DTDLCJ7L0I14
HEICO CORP.
422806109
71.00000000
NS
USD
7657.35000000
0.016424389844
Long
EC
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP.
549300E5F07FE5GHJX84
STIFEL FINANCIAL CORP
860630102
83.00000000
NS
USD
4518.52000000
0.009691856060
Long
EC
CORP
US
N
1
N
N
N
UNIVERSAL INSURANCE HOLDINGS, INC.
529900GGAZ6WVUCWQM46
UNIVERSAL INSURANCE HOLDINGS INC
91359V107
179.00000000
NS
USD
3703.51000000
0.007943726228
Long
EC
CORP
US
N
1
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS COMPANY
025816109
406.00000000
NS
USD
44631.58000000
0.095731090952
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
221.00000000
NS
USD
14024.66000000
0.030081749336
Long
EC
CORP
US
N
1
N
N
N
WESTLAKE CHEMICAL CORPORATION
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICAL CORP
960413102
132.00000000
NS
USD
7374.84000000
0.015818428986
Long
EC
CORP
US
N
1
N
N
N
JBG SMITH PROPERTIES
N/A
JBG SMITH PROPERTIES
46590V100
461.00000000
NS
USD
16909.48000000
0.036269452433
Long
EC
CORP
US
N
1
N
N
N
CINCINNATI FINANCIAL CORPORATION
254900Q4WEDMZBOZ0002
CINCINNATI FINANCIAL CORP.
172062101
224.00000000
NS
USD
20885.76000000
0.044798248015
Long
EC
CORP
US
N
1
N
N
N
AMPHENOL CORPORATION
549300D3L3G0R4U4VT04
AMPHENOL CORP.
032095101
467.00000000
NS
USD
42814.56000000
0.091833731574
Long
EC
CORP
US
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO
742718109
2004.00000000
NS
USD
226912.92000000
0.486709665730
Long
EC
CORP
US
N
1
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK, INC.
682680103
417.00000000
NS
USD
27822.24000000
0.059676430633
Long
EC
CORP
US
N
1
N
N
N
ESSEX PROPERTY TRUST, INC.
549300TR2H2VEFX0NC60
ESSEX PROPERTY TRUST INC.
297178105
39.00000000
NS
USD
11051.04000000
0.023703577497
Long
CORP
US
N
1
N
N
N
DEUTSCHE ALT-A SECURITIES, INC
N/A
DEUTSCHE ALT-A SECURITIES, INC.
251510CG6
1905.44900000
PA
USD
1924.30000000
0.004127466209
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.32000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AE4V6
152133.09000000
PA
USD
154470.69000000
0.331327003746
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
2.25000000
N
N
N
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65535VHH4
25761.41000000
PA
USD
26594.88000000
0.057043843757
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.35500000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP.
459200101
561.00000000
NS
USD
73014.15000000
0.156609383635
Long
EC
CORP
US
N
1
N
N
N
EQUITY RESIDENTIAL
5493008RACSH5EP3PI59
EQUITY RESIDENTIAL
29476L107
652.00000000
NS
USD
48965.20000000
0.105026351626
Long
CORP
US
N
1
N
N
N
HELMERICH & PAYNE, INC.
254900NAOGHJ88RZ4C73
HELMERICH & PAYNE, INC.
423452101
1389.00000000
NS
USD
51240.21000000
0.109906062118
Long
EC
CORP
US
N
1
N
N
N
CHEMED CORPORATION
54930020031IDJT2IM79
CHEMED CORP
16359R103
116.00000000
NS
USD
48443.92000000
0.103908248635
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89832Q109
1739.00000000
NS
USD
80237.46000000
0.172102793157
Long
EC
CORP
US
N
1
N
N
N
IHS MARKIT LTD.
549300HLPTRASHS0E726
IHS MARKIT LTD
G47567105
168.00000000
NS
USD
11968.32000000
0.025671068119
Long
EC
CORP
BM
N
1
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COMPANIES, INC.
89417E109
336.00000000
NS
USD
40256.16000000
0.086346172695
Long
EC
CORP
US
N
1
N
N
N
KIMBALL INTERNATIONAL, INC.
549300RYF7HKL9SKYG25
KIMBALL INTERNATIONAL INC
494274103
242.00000000
NS
USD
3915.56000000
0.008398556145
Long
EC
CORP
US
N
1
N
N
N
ADVANSIX INC.
5493009TPRODMCAZLF67
ADVANSIX INC
00773T101
260.00000000
NS
USD
3777.80000000
0.008103072205
Long
EC
CORP
US
N
1
N
N
N
NATIONAL GENERAL HOLDINGS CORP.
549300HUE7OCQI86BK16
NATIONAL GENERAL HOLDINGS CORP
636220303
243.00000000
NS
USD
4731.21000000
0.010148058724
Long
EC
CORP
US
N
1
N
N
N
PREFERRED TERM SECURITIES, LTD
N/A
PREFERRED TERMS SECS XX
74042DAC0
185069.96000000
PA
USD
129548.97000000
0.277871951426
Long
DBT
CORP
US
N
2
2038-03-22
Floating
2.34363000
N
N
N
N
N
N
MCCORMICK & COMPANY, INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK & CO.- NON VOTING SHARES
579780206
71.00000000
NS
USD
10379.49000000
0.022263157639
Long
EC
CORP
US
N
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO. INC.
171340102
536.00000000
NS
USD
37262.72000000
0.079925488576
Long
EC
CORP
US
N
1
N
N
N
INGERSOLL-RAND PUBLIC LIMITED COMPANY
549300BURLR9SLYY2705
INGERSOLL-RAND PLC
G47791101
142.00000000
NS
USD
18323.68000000
0.039302795837
Long
EC
CORP
IE
N
1
N
N
N
THE PROGRESSIVE CORPORATION
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315103
974.00000000
NS
USD
71257.84000000
0.152842242244
Long
EC
CORP
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECHNOLOGY SOLUTIONS CORP.
192446102
273.00000000
NS
USD
16633.89000000
0.035678334409
Long
EC
CORP
US
N
1
N
N
N
SELECT MEDICAL HOLDINGS CORPORATION
N/A
SELECT MEDICAL HOLDINGS CORP
81619Q105
233.00000000
NS
USD
5578.02000000
0.011964396957
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC - CLASS C
02079K107
98.00000000
NS
USD
131254.34000000
0.281529830681
Long
EC
CORP
US
N
1
N
N
N
TECHTARGET, INC.
529900YQA5JL2H2VMB84
TECHTARGET INC
87874R100
201.00000000
NS
USD
4649.13000000
0.009972003834
Long
EC
CORP
US
N
1
N
N
N
GENTEX CORPORATION
549300S3UD8XV1MN0287
GENTEX CORP.
371901109
1236.00000000
NS
USD
33001.20000000
0.070784876509
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL
718172109
110.00000000
NS
USD
9005.70000000
0.019316490381
Long
EC
CORP
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP.
539830109
288.00000000
NS
USD
106522.56000000
0.228482184136
Long
EC
CORP
US
N
1
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
122.00000000
NS
USD
33563.42000000
0.071990792454
Long
EC
CORP
US
N
1
N
N
N
TRIPADVISOR, INC.
N/A
TRIPADVISOR INC
896945201
632.00000000
NS
USD
14820.40000000
0.031788546593
Long
EC
CORP
US
N
1
N
N
N
AMERICAN WATER WORKS COMPANY, INC.
549300DXHIJQMD5WFW18
AMERICAN WATER WORKS CO.
030420103
152.00000000
NS
USD
18796.32000000
0.040316570004
Long
EC
CORP
US
N
1
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP.
941848103
203.00000000
NS
USD
39562.67000000
0.084858693330
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS, INC.
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS, INC.
17275R102
2912.00000000
NS
USD
116276.16000000
0.249402858885
Long
EC
CORP
US
N
1
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORPORATION
615369105
63.00000000
NS
USD
15121.89000000
0.032435217999
Long
EC
CORP
US
N
1
N
N
N
CUBESMART
N/A
CUBESMART
229663109
1703.00000000
NS
USD
51549.81000000
0.110570128812
Long
CORP
US
N
1
N
N
N
2020-03-30
Cavanal Hill Funds
Joel B. Engle
Joel B. Engle
Treasurer