0001752724-20-214982.txt : 20201026 0001752724-20-214982.hdr.sgml : 20201026 20201026110035 ACCESSION NUMBER: 0001752724-20-214982 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200831 FILED AS OF DATE: 20201026 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: 201259507 BUSINESS ADDRESS: STREET 1: 4400 EASTON COMMONS #200 CITY: COLUMBUS STATE: OH ZIP: 43219 BUSINESS PHONE: 800-762-7085 MAIL ADDRESS: STREET 1: 4400 EASTON COMMONS #200 CITY: COLUMBUS STATE: OH ZIP: 43219 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN PERFORMANCE FUNDS DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN PLUS FUNDS DATE OF NAME CHANGE: 19900910 0000864508 S000008942 Bond Fund C000024292 Investor APBDX C000024293 Institutional AIBNX C000102309 Class A AABOX NPORT-P 1 primary_doc.xml NPORT-P false 0000864508 XXXXXXXX S000008942 C000024293 C000102309 C000024292 Cavanal Hill Funds 811-06114 0000864508 5493008U4I3BDPVDR774 4400 Easton Commons Suite 200 Columbus 43219 800-762-7085 Bond Fund S000008942 5493004WO31E1Z3TJ246 2020-08-31 2020-08-31 N 100820247.65 896249.48 99923998.17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Government National Mortgage Association N/A 38376K4T5 424415.32000000 PA USD 450280.34000000 0.450622821590 Long ABS-MBS USGA US N 2 2039-09-16 Fixed 3.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175JAA8 556599.14000000 PA USD 578197.58000000 0.578637354978 Long ABS-MBS CORP US Y 2 2057-10-25 Fixed 2.75000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAL4 600000.00000000 PA USD 637311.91000000 0.637796647123 Long DBT CORP US N 2 2023-05-10 Fixed 2.75000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDG5 1000000.00000000 PA USD 1080244.62000000 1.081066250133 Long DBT CORP US Y 2 2024-04-10 Fixed 2.87500000 N N N N N N Federal National Mortgage Association N/A 3136A3YR6 75260.35000000 PA USD 75706.09000000 0.075763671777 Long ABS-MBS USGSE US N 2 2038-03-25 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3137AM4K0 95757.14000000 PA USD 96873.67000000 0.096947351761 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 2.00000000 N N N N N N iShares iBoxx $ Investment Grade Corporate Bond ETF N/A 464287242 7710.00000000 NS USD 1045476.00000000 1.046271185247 Long RF US N 1 N N N Federal National Mortgage Association N/A 31359T5E4 2082.26000000 PA USD 2341.47000000 0.002343250913 Long ABS-MBS USGSE US N 2 2028-07-18 Fixed 6.00000000 N N N N N N Federal National Mortgage Association N/A 31400CEY6 224.50000000 PA USD 262.45000000 0.000262649618 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 3136A7ZK1 639378.94000000 PA USD 654563.23000000 0.655061088414 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3133TKCT5 1625.14000000 PA USD 1839.44000000 0.001840839071 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6.00000000 N N N N N N ARLINGTON TEX INDPT SCH DIST N/A 0418265Q7 1000000.00000000 PA USD 1233630.00000000 1.234568294496 Long DBT MUN US N 2 2027-02-15 Fixed 5.00000000 N N N N N N MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV N/A 594654KJ3 1000000.00000000 PA USD 1050970.00000000 1.051769363963 Long DBT MUN US N 2 2040-12-01 Fixed 3.48900000 N N N N N N WINWATER MORTGAGE LOAN TRUST N/A 97652TAA1 516877.84000000 PA USD 532177.48000000 0.532582252257 Long ABS-MBS CORP US Y 2 2045-01-20 Variable 3.50000000 N N N N N N ACCESS GROUP, INC. N/A 00432CDS7 964783.36000000 PA USD 824650.51000000 0.825277736182 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.64450000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAH3 1300000.00000000 PA USD 1450351.90000000 1.451455032386 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N SABEY DATA CENTER ISSUER, LLC N/A 78520EAA4 415000.00000000 PA USD 421970.26000000 0.422291209046 Long ABS-MBS CORP US Y 2 2045-03-20 Fixed 3.81200000 N N N N N N Freddie Mac N/A 31393QXY3 1044.44000000 PA USD 1111.77000000 0.001112615608 Long ABS-MBS USGSE US N 2 2024-07-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 3136ALLR0 139843.84000000 PA USD 147602.81000000 0.147715076161 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31393BW76 32707.37000000 PA USD 34337.30000000 0.034363416825 Long ABS-MBS USGSE US N 2 2042-08-25 Variable 3.92032000 N N N N N N Government National Mortgage Association N/A 36203FF59 1758.60000000 PA USD 1832.61000000 0.001834003876 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Freddie Mac N/A 3128MJDT4 1008.05000000 PA USD 1188.51000000 0.001189413976 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K28 23648.21700000 PA USD 20872.80000000 0.020888675775 Long ABS-MBS CORP US N 2 2036-04-25 Variable 3.56679000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434ZX5 3265.82600000 PA USD 3232.33000000 0.003234788498 Long ABS-MBS CORP US N 2 2025-01-25 Fixed 5.50000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175VAA1 562551.29000000 PA USD 595191.64000000 0.595644340599 Long ABS-MBS CORP US Y 2 2058-03-25 Variable 3.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1300000.00000000 PA USD 1431801.22000000 1.432890242806 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434NW0 50163.52200000 PA USD 51268.26000000 0.051307254452 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 6.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT N/A 9393365C3 234766.64000000 PA USD 235094.16000000 0.235272971764 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.49984000 N N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887CB6 1059000.00000000 PA USD 1231092.16000000 1.232028524224 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N Cavanal Hill Funds: Cavanal Hill Government Securities Money Market Fund; Select Class Shares N/A 14956P810 2590007.91000000 NS USD 2590007.91000000 2.591977860607 Long STIV RF US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448ES3 800000.00000000 PA USD 898009.95000000 0.898692973105 Long DBT CORP US N 2 2030-03-19 Fixed 2.75000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 325000.00000000 PA USD 363829.21000000 0.364105937175 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Freddie Mac N/A 3137AN2S3 185352.76000000 PA USD 191064.00000000 0.191209322584 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828V98 4083000.00000000 PA USD 4556691.78000000 4.560157583214 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N MONTEFIORE MEDICAL CENTER 549300LVC84TCICWUW24 61237WAB2 925000.00000000 PA USD 954349.31000000 0.955075184618 Long DBT CORP US N 2 2026-10-20 Fixed 2.15200000 N N N N N N BANK OF AMERICA ALTERNATIVE LOAN TRUST N/A 05948KM97 12406.03400000 PA USD 12243.38000000 0.012252692270 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDR0 1250000.00000000 PA USD 1579639.85000000 1.580841318331 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434JU9 9901.73100000 PA USD 10119.87000000 0.010127567136 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 3136B26V9 796200.70000000 PA USD 901994.20000000 0.902680253511 Long ABS-MBS USGSE US N 2 2030-02-25 Fixed 3.54600000 N N N N N N KING CNTY WASH SWR REV N/A 495290CZ9 1200000.00000000 PA USD 1212228.00000000 1.213150016212 Long DBT MUN US N 2 2033-01-01 Fixed 1.86000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667G6W8 63889.87700000 PA USD 60254.22000000 0.060300049140 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N JP MORGAN ALTERNATIVE LOAN TRUST N/A 466302AJ5 12202.65500000 PA USD 12103.79000000 0.012112996098 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 5.71000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30166PAC5 69923.66000000 PA USD 69997.88000000 0.070051120133 Long ABS-MBS CORP US Y 2 2022-10-17 Fixed 3.46000000 N N N N N N Freddie Mac N/A 3137ALBZ1 176570.63000000 PA USD 183123.25000000 0.183262532878 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3137GAD79 175242.06000000 PA USD 191455.18000000 0.191600800114 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 3.50000000 N N N N N N PIERCE CNTY WASH SCH DIST NO 010 TACOMA N/A 720424A34 1070000.00000000 PA USD 1100077.70000000 1.100914415102 Long DBT MUN US N 2 2033-12-01 Fixed 1.90300000 N N N N N N Government National Mortgage Association N/A 38381XKB1 586126.25000000 PA USD 610715.13000000 0.611179637709 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247TT0 204051.57100000 PA USD 200518.62000000 0.200671133733 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.98981000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12668BMP5 16302.72300000 PA USD 15545.71000000 0.015557534010 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 31358LAS5 1392.84000000 PA USD 1441.16000000 0.001442256141 Long ABS-MBS USGSE US N 2 2021-12-25 Fixed 8.00000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 02150JAG7 190101.36600000 PA USD 111947.12000000 0.112032266572 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12669GAR2 6423.89500000 PA USD 6775.04000000 0.006780193070 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association N/A 3136ALHN4 132365.34000000 PA USD 138473.10000000 0.138578422136 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 2.50000000 N N N N N N WASHINGTON MUTUAL MSC MORTGAGE CORP N/A 939336P80 55224.73900000 PA USD 58438.04000000 0.058482487760 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 7.00000000 N N N N N N Freddie Mac N/A 3137BBWG1 245042.52000000 PA USD 261830.95000000 0.262030097669 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 3.00000000 N N N N N N BEAR STEARNS ALT-A TRUST N/A 07386HVG3 880594.15000000 PA USD 882375.77000000 0.883046901805 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.71513000 N N N N N N HANLEY RD CORRIDOR TRANSN DEV DIST MO TRANSN SALES TAX REV N/A 41048DAN9 235000.00000000 PA USD 235954.10000000 0.236133565831 Long DBT MUN US N 2 2039-10-01 Fixed 7.50000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276FAS3 371270.08000000 PA USD 380316.34000000 0.380605607226 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 3.18470000 N N N N N N GALVESTON CNTY TEX N/A 364195BY2 740000.00000000 PA USD 903850.80000000 0.904538265634 Long DBT MUN US N 2 2029-02-01 Fixed 5.90500000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434L93 24381.65900000 PA USD 24744.66000000 0.024763480698 Long ABS-MBS CORP US N 2 2035-04-25 Fixed 5.50000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AN5 700000.00000000 PA USD 726467.52000000 0.727020068556 Long DBT CORP US N 2 2030-06-01 Fixed 1.75000000 N N N N N N CHASEFLEX TRUST N/A 16165TAX1 36221.95200000 PA USD 32824.04000000 0.032849005845 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 6.00000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359AWR0 39898.86500000 PA USD 39314.36000000 0.039344262359 Long ABS-MBS CORP US Y 2 2031-01-25 Fixed 3.35650000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAE8 1050000.00000000 PA USD 1135465.47000000 1.136329100911 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17307GQA9 22412.21100000 PA USD 23631.50000000 0.023649474033 Long ABS-MBS CORP US N 2 2035-04-25 Fixed 6.50000000 N N N N N N JBG/ROCKVILLE NCI CAMPUS N/A 46611JAA0 272391.68000000 PA USD 278178.60000000 0.278390181632 Long DBT CORP US Y 2 2023-07-15 Fixed 3.90000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12669FZK2 4000.00000000 PA USD 4052.34000000 0.004055422195 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3137B93Y9 194639.44000000 PA USD 207738.30000000 0.207896304996 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3.00000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AJ4 320000.00000000 PA USD 318741.46000000 0.318983893596 Long DBT CORP US Y 2 2026-07-16 Fixed 0.87500000 N N N N N N CHASEFLEX TRUST N/A 16165VAC2 24505.20200000 PA USD 13490.82000000 0.013501081068 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.50000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434SK1 19746.49900000 PA USD 20942.24000000 0.020958168591 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association N/A 3136AWWE3 938987.13000000 PA USD 1016799.40000000 1.017572773929 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 2.73900000 N N N N N N Federal National Mortgage Association N/A 3136ADAB5 246126.80000000 PA USD 255300.29000000 0.255494470473 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 2.00000000 N N N N N N ENTERGY MISSISSIPPI, LLC 54930043I78H35DVVW89 29364NAU2 1000000.00000000 PA USD 1086830.83000000 1.087657469581 Long DBT CORP US N 2 2027-12-01 Fixed 3.25000000 N N N N N N Federal National Mortgage Association N/A 3136A4QV4 41190.01000000 PA USD 44529.72000000 0.044563589143 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 4.00000000 N N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887CC4 1150000.00000000 PA USD 1405792.91000000 1.406862150980 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N Federal National Mortgage Association N/A 3136ACYK1 264359.26000000 PA USD 270511.03000000 0.270716779706 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3137A4SL2 63717.63000000 PA USD 68679.39000000 0.068731627294 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBL9 1100000.00000000 PA USD 1179191.74000000 1.180088628953 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89176EAA8 241570.04000000 PA USD 251667.72000000 0.251859137553 Long ABS-MBS CORP US Y 2 2058-01-25 Variable 3.00000000 N N N N N N Federal National Mortgage Association N/A 3136A8EM8 323440.63000000 PA USD 338162.81000000 0.338420015404 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 2.50000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434N67 22138.12500000 PA USD 22327.30000000 0.022344282063 Long ABS-MBS CORP US N 2 2035-04-25 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153AU6 345000.00000000 PA USD 308828.48000000 0.309063373819 Long DBT CORP LR N 2 2022-11-15 Fixed 5.25000000 N N N N N N BEAR STEARNS ALT-A TRUST N/A 073868BE0 68077.90300000 PA USD 44105.52000000 0.044139066498 Long ABS-MBS CORP US N 2 2036-11-25 Variable 3.48507000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AM1 1000000.00000000 PA USD 1093081.48000000 1.093912873802 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CR9 1300000.00000000 PA USD 1479518.63000000 1.480643946495 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N OREGON ST N/A 68609TZZ4 1000000.00000000 PA USD 1008200.00000000 1.008966833257 Long DBT MUN US N 2 2032-08-01 Fixed 1.69600000 N N N N N N Freddie Mac N/A 3137AXGC1 62449.33000000 PA USD 62920.88000000 0.062968737392 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 1.50000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAD5 890000.00000000 PA USD 1005437.04000000 1.006201771760 Long DBT CORP US N 2 2028-08-15 Fixed 3.69500000 N N N N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAA0 935749.94000000 PA USD 999049.31000000 0.999809183275 Long ABS-MBS CORP US Y 2 2044-02-25 Fixed 4.54000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971W6F2 1260000.00000000 PA USD 1391821.20000000 1.392879814148 Long DBT MUN US N 2 2029-05-01 Fixed 3.21000000 N N N N N N Federal National Mortgage Association N/A 3136A5XY7 326145.75000000 PA USD 336831.52000000 0.337087712830 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 2.25000000 N N N N N N GRAND RIVER DAM AUTH OKLA REV N/A 386442UZ8 500000.00000000 PA USD 551380.00000000 0.551799377624 Long DBT MUN US N 2 2039-06-01 Fixed 4.54500000 N N N N N N Federal National Mortgage Association N/A 31407JRT1 157.92000000 PA USD 181.29000000 0.000181427888 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434HG2 2104.35200000 PA USD 2193.19000000 0.002194858132 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 6.25000000 N N N N N N Federal National Mortgage Association N/A 3136A9GM4 373699.35000000 PA USD 384175.00000000 0.384467202109 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 2.00000000 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 07384YPH3 23411.27000000 PA USD 24104.06000000 0.024122393460 Long ABS-MBS CORP US N 2 2034-01-25 Fixed 5.50000000 N N N N N N FNT TRUST N/A 22540A3S5 118.69400000 PA USD 124.77000000 0.000124864899 Long ABS-MBS CORP US N 2 2031-08-21 Fixed 6.75000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FRJ9 7411.12400000 PA USD 7963.76000000 0.007969817206 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 6.00000000 N N N N N N CHASEFLEX TRUST N/A 16165MAG3 147044.79200000 PA USD 146318.27000000 0.146429559144 Long ABS-MBS CORP US N 2 2036-09-25 Variable 5.99000000 N N N N N N Federal National Mortgage Association N/A 3136AKAW3 576867.57000000 PA USD 606204.11000000 0.606665186643 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828X70 4972000.00000000 PA USD 5300229.66000000 5.304260995424 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N Federal National Mortgage Association N/A 31398NJE5 192356.24000000 PA USD 201984.17000000 0.202137798425 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 31398NBC7 197163.93000000 PA USD 202652.30000000 0.202806436603 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 2.00000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G6S8 1120000.00000000 PA USD 1180824.61000000 1.181722740908 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N Freddie Mac N/A 31336HVR0 4019.02000000 PA USD 4035.84000000 0.004038909645 Long ABS-MBS USGSE US N 2 2024-04-01 Floating 3.62500000 N N N N N N INSITE ISSUER LLC N/A 45780KAD8 1000000.00000000 PA USD 1021922.40000000 1.022699670464 Long ABS-MBS CORP US Y 2 2046-11-15 Fixed 2.88300000 N N N N N N Federal National Mortgage Association N/A 31359AJF7 3873.06000000 PA USD 4083.89000000 0.004086996191 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 7.00000000 N N N N N N Federal National Mortgage Association N/A 3136A5TQ9 589101.42000000 PA USD 606687.04000000 0.607148483958 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 2.00000000 N N N N N N BANK OF AMERICA ALTERNATIVE LOAN TRUST N/A 05950AAU0 15059.84600000 PA USD 15286.78000000 0.015298407069 Long ABS-MBS CORP US N 2 2046-05-25 Fixed 6.50000000 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BF5 1025000.00000000 PA USD 1155178.53000000 1.156057154593 Long DBT CORP US N 2 2025-03-15 Fixed 3.95000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 17025QAK3 84526.93400000 PA USD 55199.84000000 0.055241824797 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 1940000.00000000 PA USD 2076991.68000000 2.078571432326 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KA8 1000000.00000000 PA USD 1160684.72000000 1.161567532581 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3137BHUJ4 161666.33000000 PA USD 166394.20000000 0.166520758824 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association N/A 3136B3DB3 926278.38000000 PA USD 1086928.86000000 1.087755574142 Long ABS-MBS USGSE US N 2 2030-03-25 Variable 3.82000000 N N N N N N Federal National Mortgage Association N/A 31392EW30 16423.54000000 PA USD 17610.83000000 0.017624224733 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 5.47800000 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661DU8 1000000.00000000 PA USD 1240975.39000000 1.241919271373 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A 45660LTQ2 217388.37600000 PA USD 179416.04000000 0.179552503188 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.50000000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAH3 745000.00000000 PA USD 863961.60000000 0.864618726054 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N Federal National Mortgage Association N/A 3136BBFZ0 894091.41000000 PA USD 914859.54000000 0.915555378842 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 2.00000000 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A 45661EBP8 126308.78400000 PA USD 79848.90000000 0.079909632783 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N Freddie Mac N/A 31297RXN2 213.77000000 PA USD 238.45000000 0.000238631364 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association N/A 3136A3XT3 26765.88000000 PA USD 27028.32000000 0.027048877642 Long ABS-MBS USGSE US N 2 2041-05-25 Fixed 2.50000000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UEV3 21015.58300000 PA USD 20188.12000000 0.020203475010 Long ABS-MBS CORP US N 2 2029-04-25 Variable 2.83721000 N N N N N N Government National Mortgage Association N/A 36223HVC8 6.31000000 PA USD 6.31000000 0.000006314799 Long ABS-MBS USGA US N 2 2021-07-15 Fixed 9.00000000 N N N N N N RESIDENTIAL ACCREDIT LOANS INCORPORATED N/A 75114TAJ0 17362.27200000 PA USD 16433.58000000 0.016446079321 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N GEORGIA ST N/A 373384NZ5 1955000.00000000 PA USD 2160548.70000000 2.162192005492 Long DBT MUN US N 2 2025-11-01 Fixed 4.50300000 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST N/A 86360NAP7 5861.34700000 PA USD 4726.16000000 0.004729754700 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.36691000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667F3U7 39214.83400000 PA USD 39987.67000000 0.040018084476 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 36203PAA1 3392.73000000 PA USD 3615.85000000 0.003618600202 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association N/A 3136A1Y90 126099.91000000 PA USD 135294.06000000 0.135396964170 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38376KLB5 28577.18000000 PA USD 30706.81000000 0.030730165488 Long ABS-MBS USGA US N 2 2039-09-16 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3133TQVV6 504.06000000 PA USD 549.41000000 0.000549827879 Long ABS-MBS USGSE US N 2 2031-01-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association N/A 3136APWA6 502036.17000000 PA USD 532323.21000000 0.532728093099 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31402DJS0 131.14000000 PA USD 154.35000000 0.000154467398 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247JV6 26089.91400000 PA USD 26205.07000000 0.026225001481 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81747JAD8 85845.96000000 PA USD 86267.40000000 0.086333014671 Long ABS-MBS CORP US Y 2 2048-07-25 Variable 4.00000000 N N N N N N Government National Mortgage Association N/A 36210ESC4 9458.35000000 PA USD 10656.44000000 0.010664545249 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N TBW MORTGAGE-BACKED TRUST (TAYLOR, BEAN & WHITAKER MORTGAGE CORP) N/A 878048AL1 36822.70200000 PA USD 8339.13000000 0.008345472711 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 7.00000000 N N N N N N UNIVERSITY OKLA REVS N/A 9147608D8 1650000.00000000 PA USD 1885125.00000000 1.886558819226 Long DBT MUN US N 2 2032-07-01 Fixed 3.86600000 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST N/A 61745MA45 30505.03300000 PA USD 32530.96000000 0.032555702929 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 6.00000000 N N N N N N NOMURA ASSET SECURITIES CORPORATION N/A 65535VAU2 6695.06700000 PA USD 6835.65000000 0.006840849170 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 6.00000000 N N N N N N Korea Development Bank 549300ML2LNRZUCS7149 500630CS5 850000.00000000 PA USD 895465.72000000 0.896146807973 Long DBT KR N 2 2023-03-19 Fixed 2.75000000 N N N N N N Freddie Mac N/A 3137B7PR4 391630.87000000 PA USD 405132.27000000 0.405440412132 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 2.50000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 16162TT63 2935.75000000 PA USD 3134.29000000 0.003136673929 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.25000000 N N N N N N Federal National Mortgage Association N/A 3136AE4V6 105925.23000000 PA USD 107955.95000000 0.108038060903 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.25000000 N N N N N N LONGTRAIN LEASING LLC N/A 543190AB8 642024.45000000 PA USD 663847.25000000 0.664352169806 Long ABS-MBS CORP US Y 2 2045-01-15 Fixed 4.06000000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 7609855U1 86.00000000 PA USD 85.80000000 0.000085865259 Long ABS-MBS CORP US N 2 2027-08-25 Variable 5.28500000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 02146XAV0 194412.84300000 PA USD 123742.76000000 0.123836878293 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6.25000000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 7609857Q8 122278.98600000 PA USD 123330.19000000 0.123423994494 Long ABS-MBS CORP US N 2 2032-01-25 Fixed 6.00000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AB1 825000.00000000 PA USD 944209.65000000 0.944927812429 Long DBT CORP US Y 2 2030-04-01 Fixed 3.20000000 N N N N N N TEXAS TRANSN COMMN N/A 882830BA9 1000000.00000000 PA USD 1026010.00000000 1.026790379478 Long DBT MUN US N 2 2032-10-01 Fixed 1.78300000 N N N N N N Federal National Mortgage Association N/A 3136B8KM0 501342.76000000 PA USD 522548.31000000 0.522945758346 Long ABS-MBS USGSE US N 2 2050-02-25 Fixed 2.50000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FL5 715000.00000000 PA USD 744387.23000000 0.744953408222 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N LEXINGTON-FAYETTE URBAN CNTY ARPT BRD KY N/A 52909MDW1 750000.00000000 PA USD 765292.50000000 0.765874578695 Long DBT MUN US N 2 2031-07-01 Fixed 2.83900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YK0 5314000.00000000 PA USD 5452662.19000000 5.456809465053 Long DBT UST US N 2 2022-10-15 Fixed 1.37500000 N N N N N N Federal National Mortgage Association N/A 31379LCQ2 11458.73000000 PA USD 11545.59000000 0.011554371533 Long ABS-MBS USGSE US N 2 2027-12-01 Floating 3.93100000 N N N N N N Freddie Mac N/A 3133TD6A9 11603.74000000 PA USD 13160.25000000 0.013170259638 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 6.50000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92211MAC7 541124.99000000 PA USD 558366.53000000 0.558791221554 Long ABS-MBS CORP US Y 2 2043-02-16 Fixed 4.07200000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 1000000.00000000 PA USD 1122597.68000000 1.123451523717 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N OREGON ST N/A 68609TZY7 1000000.00000000 PA USD 1006380.00000000 1.007145448971 Long DBT MUN US N 2 2031-08-01 Fixed 1.59600000 N N N N N N ARLINGTON TEX INDPT SCH DIST N/A 0418265P9 1000000.00000000 PA USD 1206580.00000000 1.207497720364 Long DBT MUN US N 2 2026-02-15 Fixed 5.00000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33852BAC9 601608.78000000 PA USD 610482.51000000 0.610946840779 Long ABS-MBS CORP US Y 2 2049-12-25 Variable 3.50000000 N N N N N N Freddie Mac N/A 3137AERH0 610603.04000000 PA USD 628583.59000000 0.629061688395 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3129095D2 1243.76000000 PA USD 1290.81000000 0.001291791785 Long ABS-MBS USGSE US N 2 2022-05-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association N/A 38377QK30 170466.95000000 PA USD 183172.55000000 0.183311870376 Long ABS-MBS USGA US N 2 2041-01-16 Fixed 3.25000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434SN5 42212.84500000 PA USD 44257.60000000 0.044291262169 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38378TQS2 167154.70000000 PA USD 172908.16000000 0.173039673318 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RT7 3300000.00000000 PA USD 3888585.95000000 3.891543594346 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434NV2 10791.82700000 PA USD 11054.86000000 0.011063268286 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 6.25000000 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 2254585T1 101657.50900000 PA USD 50917.95000000 0.050956678007 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 6.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46628LAK4 6803.37700000 PA USD 5724.05000000 0.005728403691 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.83512000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24381HAA9 131530.35000000 PA USD 133670.81000000 0.133772479532 Long ABS-MBS CORP US Y 2 2058-04-25 Fixed 3.47900000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12669F4Z3 5867.96600000 PA USD 6103.66000000 0.006108302421 Long ABS-MBS CORP US N 2 2034-10-25 Fixed 6.00000000 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTK7 1100000.00000000 PA USD 1162746.72000000 1.163631100931 Long DBT CORP US Y 2 2024-06-21 Fixed 2.65000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667FRY3 9564.66900000 PA USD 9930.45000000 0.009938003064 Long ABS-MBS CORP US N 2 2034-10-25 Fixed 6.00000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12668BMH3 26983.04200000 PA USD 19323.15000000 0.019337847117 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 36185NQ60 2048.06100000 PA USD 2096.23000000 0.002097824384 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3137AH5D6 177706.72000000 PA USD 180264.44000000 0.180401548478 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 2.00000000 N N N N N N TEXAS TRANSN COMMN ST HWY FD REV N/A 88283LHU3 785000.00000000 PA USD 1017454.20000000 1.018228071968 Long DBT MUN US N 2 2030-04-01 Fixed 5.17800000 N N N N N N BETHLEHEM PA N/A 0873472G4 1110000.00000000 PA USD 1307313.60000000 1.308307937974 Long DBT MUN US N 2 2034-11-01 Fixed 5.14600000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46647SAJ9 144544.87500000 PA USD 145098.15000000 0.145208511125 Long ABS-MBS CORP US Y 2 2047-08-25 Variable 3.50000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 22942MAA4 418.60000000 PA USD 389.61000000 0.000389906335 Long ABS-MBS CORP US N 2 2021-10-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 31402J5R4 277.14000000 PA USD 317.03000000 0.000317271131 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N 2020-09-30 Cavanal Hill Funds Joel B. Engle Joel B. Engle Treasurer