0001752724-21-083170.txt : 20210426
0001752724-21-083170.hdr.sgml : 20210426
20210426095736
ACCESSION NUMBER: 0001752724-21-083170
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210426
PERIOD START: 20210831
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: 21852120
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
C000024292
C000102309
Cavanal Hill Funds
811-06114
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4400 Easton Commons
Suite 200
Columbus
43219
800-762-7085
Bond Fund
S000008942
5493004WO31E1Z3TJ246
2021-08-31
2021-02-28
N
105791934.73
3163827.47
102628107.26
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
104435.74000000
USD
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
466247TT0
152545.77100000
PA
USD
154606.88000000
0.150647696939
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
2.98796000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTRENATIVE LOAN TRUST
12667G6W8
57017.44200000
PA
USD
52722.84000000
0.051372710076
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INCORPORATED
N/A
RESIDENTIAL ACCREDIT LOANS, INC.
75114TAJ0
15509.11600000
PA
USD
14793.52000000
0.014414686575
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448ES3
800000.00000000
PA
USD
851947.81000000
0.830131074951
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV
N/A
MICHIGAN ST HSG DEV AUTH SF MTGE REVENUE
594654KJ3
1000000.00000000
PA
USD
1020660.00000000
0.994522872193
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.48900000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2006-A2
466247K28
20181.17800000
PA
USD
18418.02000000
0.017946370143
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
2.76505000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746SH5
1300000.00000000
PA
USD
1408122.68000000
1.372063382629
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165VAC2
23323.60400000
PA
USD
12478.69000000
0.012159134893
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
3137BHUJ4
128280.06000000
PA
USD
132189.92000000
0.128804791912
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
2.00000000
N
N
N
N
N
N
CSMC MORTGAGE BACKED TRUST
N/A
CREDIT SUISSE MORTAGE CAPITAL CERTIFICATE
22942MAA4
10.93000000
PA
USD
11.09000000
0.000010806006
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
FNMA POOL # 730856
31402J5R4
267.41000000
PA
USD
308.91000000
0.000300999412
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137ALBZ1
134470.33000000
PA
USD
139378.16000000
0.135808954994
Long
ABS-MBS
USGSE
US
N
2
2041-06-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
31297RXN2
208.05000000
PA
USD
234.01000000
0.000228017456
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINOS PIZZA MASTER ISSUER LLC
25755TAG5
921500.00000000
PA
USD
925139.93000000
0.901448886372
Long
ABS-MBS
CORP
US
Y
2
2047-07-25
Fixed
3.08200000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434ZX5
2661.55600000
PA
USD
2524.86000000
0.002460203220
Long
ABS-MBS
CORP
US
N
2
2025-01-25
Fixed
5.50000000
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LOAN TRUST
N/A
JP MORGAN MORTGAGE TRUST
466302AJ5
9571.11700000
PA
USD
9636.39000000
0.009389620696
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
5.71000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31358LAS5
852.44000000
PA
USD
870.59000000
0.000848295874
Long
ABS-MBS
USGSE
US
N
2
2021-12-25
Fixed
8.00000000
N
N
N
N
N
N
KING CNTY WASH SWR REV
N/A
KING CNTY WA SWR REVENUE
495290CZ9
1200000.00000000
PA
USD
1214184.00000000
1.183091096987
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
1.86000000
N
N
N
N
N
N
HARMAN INTERNATIONAL INDUSTRIES, INCORPORATED
1VWDHRIRERCQ5D5M5681
HARMAN INTERNATIONAL INDUSTRIES INC
413086AH2
620000.00000000
PA
USD
680309.87000000
0.662888450506
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434SN5
40422.91500000
PA
USD
42372.03000000
0.041286964293
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH
9393365C3
218279.73400000
PA
USD
219620.10000000
0.213996054164
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.49984000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36203PAA1
2849.29000000
PA
USD
3013.14000000
0.002935979314
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.50000000
N
N
N
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC
30212PAP0
1000000.00000000
PA
USD
1068326.85000000
1.040969066391
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31359T5E4
1914.44000000
PA
USD
2149.03000000
0.002093997499
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.00000000
N
N
N
N
N
N
PIERCE CNTY WASH SCH DIST NO 010 TACOMA
N/A
PIERCE CNTY WA SCH DIST #10 TACOMA
720424A34
1070000.00000000
PA
USD
1066961.20000000
1.039638388046
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
1.90300000
N
N
N
N
N
N
ARLINGTON TEX INDPT SCH DIST
N/A
ARLINGTON TX INDEP SCH DIST
0418265P9
1000000.00000000
PA
USD
1195920.00000000
1.165294802690
Long
DBT
MUN
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RAAC 2004-SP1 AI4
7609855U1
41.67000000
PA
USD
41.57000000
0.000040505472
Long
ABS-MBS
CORP
US
N
2
2027-08-25
Variable
5.28500000
N
N
N
N
N
N
TIF FUNDING II LLC
N/A
TIF FUNDING II LLC
872480AE8
1043218.74000000
PA
USD
1032551.93000000
1.006110272874
Long
ABS-MBS
CORP
US
Y
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC
00206RMC3
1520000.00000000
PA
USD
1376392.21000000
1.341145468573
Long
DBT
CORP
US
Y
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165TAX1
33183.06300000
PA
USD
29637.00000000
0.028878053772
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.00000000
N
N
N
N
N
N
WASHINGTON MUTUAL MSC MORTGAGE CORP
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH
939336P80
53734.80900000
PA
USD
57077.23000000
0.055615592573
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46628LAK4
5055.68300000
PA
USD
4110.97000000
0.004005696012
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
3.76966000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AN2S3
145766.48000000
PA
USD
150139.96000000
0.146295166118
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.00000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
GMAC MORTGAGE CORPORATION LOAN TRUST
36185NQ60
1825.97100000
PA
USD
1876.18000000
0.001828134660
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.50000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89175JAA8
463385.55000000
PA
USD
477132.16000000
0.464913728547
Long
ABS-MBS
CORP
US
Y
2
2057-10-25
Fixed
2.75000000
N
N
N
N
N
N
BETHLEHEM PA
N/A
BETHLEHEM PA TXBL -SEC C
0873472G4
1110000.00000000
PA
USD
1296135.90000000
1.262944367390
Long
DBT
MUN
US
N
2
2034-11-01
Fixed
5.14600000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KA8
1000000.00000000
PA
USD
1098910.13000000
1.070769167764
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST
N/A
MELLO WAREHOUSE SECURITIZATION TRUST
58550LAC9
150000.00000000
PA
USD
150015.00000000
0.146173406102
Long
ABS-MBS
CORP
US
Y
2
2055-02-25
Floating
0.00000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TRITON CONTAINER FINANCE LLC
89680HAE2
1000000.00000000
PA
USD
992899.80000000
0.967473557204
Long
ABS-MBS
CORP
US
Y
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165MAG3
137478.67800000
PA
USD
137065.87000000
0.133555878267
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
5.99000000
N
N
N
N
N
N
GEORGIA ST
N/A
GEORGIA ST BAB-SER H
373384NZ5
1665000.00000000
PA
USD
1841989.50000000
1.794819712823
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
4.50300000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137A4SL2
55749.65000000
PA
USD
59673.17000000
0.058145055573
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Fixed
3.50000000
N
N
N
N
N
N
UNIVERSITY OKLA REVS
N/A
UNIV OF OKLAHOMA OK TXBL-REF-UNIV
9147608D8
1650000.00000000
PA
USD
1819719.00000000
1.773119517238
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
3.86600000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE WHOLE LOAN
31392EW30
14461.96000000
PA
USD
15512.02000000
0.015114787180
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Fixed
5.47800000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DU8
1000000.00000000
PA
USD
1183538.22000000
1.153230096119
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
TEXAS TRANSN COMMN ST HWY FD REV
N/A
TEXAS ST TRANSPRTN COMMISSIONST
88283LHU3
785000.00000000
PA
USD
984146.65000000
0.958944558440
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.17800000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
3136ALLR0
97540.82000000
PA
USD
102566.44000000
0.099939911919
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38376KLB5
23390.35000000
PA
USD
24956.55000000
0.024317461040
Long
ABS-MBS
USGA
US
N
2
2039-09-16
Fixed
4.00000000
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST
N/A
BEAR STEARNS ALT-A TRUST
07386HVG3
579020.31000000
PA
USD
585090.41000000
0.570107376644
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.65763000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A9GM4
303807.99000000
PA
USD
312240.03000000
0.304244166959
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398NJE5
163805.16000000
PA
USD
171055.77000000
0.166675362692
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3133TD6A9
10168.02000000
PA
USD
11490.04000000
0.011195802306
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
6.50000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON CORPORATION
N/A
CS FIRST BOSTON MORTGAGE SECURITIES CORP.
2254585T1
98487.74300000
PA
USD
46370.32000000
0.045182865823
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Banks
N/A
FEDERAL HOME LOAN BANK
3130ALKC7
1000000.00000000
PA
USD
1000000.00000000
0.974391934820
Long
DBT
USGSE
US
N
2
2027-03-17
Fixed
1.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828X70
4547000.00000000
PA
USD
4783586.09000000
4.661087705613
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828V98
4233000.00000000
PA
USD
4544191.62000000
4.427823664805
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST
N/A
MELLO WAREHOUSE SECURITIZATION TRUST
58550LAA3
500000.00000000
PA
USD
496172.45000000
0.483466433559
Long
ABS-MBS
CORP
US
Y
2
2055-02-25
Floating
0.00000000
N
N
N
N
N
N
GRAND RIVER DAM AUTH OKLA REV
N/A
GRAND RIVER OK DAM AUTH REVENUE
386442UZ8
500000.00000000
PA
USD
538705.00000000
0.524909807247
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.54500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AWWE3
738247.12000000
PA
USD
790691.68000000
0.770443595921
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
2.73900000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE HOME LOANS
12667F3U7
35612.49400000
PA
USD
36352.01000000
0.035421105358
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
LEXINGTON-FAYETTE URBAN CNTY ARPT BRD KY
N/A
LEXINGTON - FAYETTE URBAN CNTY KY ARPT BRD
52909MDW1
750000.00000000
PA
USD
775515.00000000
0.755655561332
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
2.83900000
N
N
N
N
N
N
UNIVERSITY OKLA REVS
N/A
UNIVERSITY OF REVENUES
91476PWQ7
450000.00000000
PA
USD
460021.50000000
0.448241239443
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
2.44600000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A5XY7
269580.32000000
PA
USD
278073.45000000
0.270952526967
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A4QV4
29590.02000000
PA
USD
31761.51000000
0.030948159181
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST, INC.
17307GQA9
21800.11100000
PA
USD
22856.21000000
0.022270906684
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
6.50000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434HG2
2046.73200000
PA
USD
2134.11000000
0.002079459572
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
6.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY BOND
912810SU3
1131000.00000000
PA
USD
1053773.91000000
1.026788799027
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ALHN4
83746.55000000
PA
USD
87533.38000000
0.085291819499
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
2.50000000
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL
46849LTK7
1100000.00000000
PA
USD
1166701.28000000
1.136824317576
Long
DBT
CORP
US
Y
2
2024-06-21
Fixed
2.65000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
SUTTER HEALTH
86944BAD5
890000.00000000
PA
USD
992814.70000000
0.967390636450
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.69500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AE4V6
86901.75000000
PA
USD
89589.37000000
0.087295159573
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
2.25000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RAAC
7609857Q8
117632.63600000
PA
USD
118674.40000000
0.115635378229
Long
ABS-MBS
CORP
US
N
2
2032-01-25
Fixed
6.00000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY COMPANY/THE
254687FL5
715000.00000000
PA
USD
719200.30000000
0.700782971840
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FUNDING
64952WDG5
1000000.00000000
PA
USD
1069991.08000000
1.042590678681
Long
DBT
CORP
US
Y
2
2024-04-10
Fixed
2.87500000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434SK1
19680.09900000
PA
USD
20706.53000000
0.020176275830
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
466247JV6
24136.49400000
PA
USD
24335.44000000
0.023712256466
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
02146XAV0
187979.03300000
PA
USD
119849.25000000
0.116780142594
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.25000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST
90276FAS3
313975.24000000
PA
USD
322042.27000000
0.313795390559
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
3.18470000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AERH0
437796.65000000
PA
USD
449454.56000000
0.437944898332
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
2.50000000
N
N
N
N
N
N
STACK INFRASTRUCTURE ISSUER, LLC
N/A
STACK INFRASTRUCTURE ISSUER LLC
85236KAA0
931791.59000000
PA
USD
991412.55000000
0.966024392799
Long
ABS-MBS
CORP
US
Y
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
MARS, INCORPORATED
54930073HKEO6GZBSS03
MARS INC
571676AJ4
320000.00000000
PA
USD
314677.84000000
0.306619549362
Long
DBT
CORP
US
Y
2
2026-07-16
Fixed
0.87500000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AXGC1
50096.40000000
PA
USD
51068.99000000
0.049761211975
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBL9
1100000.00000000
PA
USD
1123991.54000000
1.095208291382
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2013-1
81744WAC4
460807.12000000
PA
USD
460661.55000000
0.448864899001
Long
ABS-MBS
CORP
US
Y
2
2043-02-25
Variable
1.85500000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC,
3133TQVV6
483.51000000
PA
USD
527.05000000
0.000513553269
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LOAN TRUST
N/A
MORGAN STANLEY MORTGAGE LOAN TRUST
61745MA45
27422.51300000
PA
USD
29215.77000000
0.028467610657
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAF7
1600000.00000000
PA
USD
1881560.00000000
1.833376888880
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.59700000
N
N
N
N
N
N
LONGTRAIN LEASING LLC
N/A
LONGTRAIN LEASING III LLC
543190AB8
838062.45000000
PA
USD
851514.53000000
0.829708890414
Long
ABS-MBS
CORP
US
Y
2
2045-01-15
Fixed
4.06000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137B93Y9
140840.45000000
PA
USD
149600.43000000
0.145769452437
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
31393QXY3
802.81000000
PA
USD
851.82000000
0.000830006537
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Fixed
5.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CR9
1000000.00000000
PA
USD
1102520.00000000
1.074286595977
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ADAB5
203365.12000000
PA
USD
210041.11000000
0.204662363564
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38377QK30
144421.40000000
PA
USD
154862.33000000
0.150896605359
Long
ABS-MBS
USGA
US
N
2
2041-01-16
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A8EM8
252066.40000000
PA
USD
261828.00000000
0.255123091510
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
2.50000000
N
N
N
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP
436106AB4
1000000.00000000
PA
USD
1029610.75000000
1.003244410804
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORPORATION
N/A
CHASE MORTGAGE FINANCE CORPORATION
16162TT63
2901.11000000
PA
USD
2333.12000000
0.002273373310
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Fixed
6.25000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST
33852BAC9
269517.57000000
PA
USD
273133.85000000
0.266139420566
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
Cavanal Hill Funds: Cavanal Hill Government Securities Money Market Fund; Select Class Shares
N/A
CAVANAL HILL GOVERNMENT SECURITIES MONEY MARKET
14956P810
4548306.54000000
NS
USD
4548306.54000000
4.431833209665
Long
STIV
RF
US
N
1
N
N
N
MARS, INCORPORATED
54930073HKEO6GZBSS03
MARS INC
571676AB1
825000.00000000
PA
USD
907286.16000000
0.884052316877
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
3.20000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669FZK2
3000.00000000
PA
USD
3038.70000000
0.002960884772
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669GAR2
5459.27500000
PA
USD
5707.35000000
0.005561195809
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AH5D6
97157.44000000
PA
USD
98145.21000000
0.095631901065
Long
ABS-MBS
USGSE
US
N
2
2040-06-15
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B3DB3
919846.35000000
PA
USD
1051099.96000000
1.024183323713
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
3.69700000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BBFZ0
756626.34000000
PA
USD
771709.31000000
0.751947327689
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Fixed
2.00000000
N
N
N
N
N
N
SABEY DATA CENTER ISSUER, LLC
N/A
SABEY DATA CENTER ISSUE LLC
78520EAA4
415000.00000000
PA
USD
438853.41000000
0.427615223272
Long
ABS-MBS
CORP
US
Y
2
2045-03-20
Fixed
3.81200000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A7ZK1
477682.52000000
PA
USD
489022.80000000
0.476499872263
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ACYK1
218203.83000000
PA
USD
223186.38000000
0.217471008633
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36210ESC4
7845.65000000
PA
USD
8744.76000000
0.008520823615
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
OREGON ST
N/A
OREGON ST
68609TZZ4
1000000.00000000
PA
USD
991710.00000000
0.966314225680
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
1.69600000
N
N
N
N
N
N
TBW MORTGAGE-BACKED TRUST (TAYLOR, BEAN & WHITAKER MORTGAGE CORP)
N/A
TBW MTG BACKED PASS THROUGH CERTIFCATES
878048AL1
36781.54800000
PA
USD
7870.88000000
0.007669321991
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
7.00000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434N67
20409.15500000
PA
USD
20411.01000000
0.019888323525
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381XKB1
344763.44000000
PA
USD
358235.42000000
0.349061704014
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A5TQ9
475724.78000000
PA
USD
490097.14000000
0.477546700494
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Fixed
2.00000000
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE TRUST
N/A
MLCC MORTGAGE INVESTORS, INC. - SERIES 2004
59020UEV3
16733.21300000
PA
USD
16425.62000000
0.016004991652
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Variable
1.97652000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DB8
1450000.00000000
PA
USD
1516148.42000000
1.477322792438
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3133TKCT5
1420.59000000
PA
USD
1603.20000000
0.001562145149
Long
ABS-MBS
USGSE
US
N
2
2029-04-15
Fixed
6.00000000
N
N
N
N
N
N
BRE GRAND ISLANDER TIMESHARE ISSUER LLC
N/A
BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC
05588UAB8
675398.59000000
PA
USD
701610.67000000
0.683643778231
Long
ABS-MBS
CORP
US
Y
2
2033-09-26
Fixed
3.78000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36203FF59
1353.32000000
PA
USD
1373.25000000
0.001338083724
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP
448579AG7
1500000.00000000
PA
USD
1629105.35000000
1.587387114012
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.37500000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434NW0
46663.01200000
PA
USD
47671.46000000
0.046450686145
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.00000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
325000.00000000
PA
USD
331719.93000000
0.323225224411
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
TEXAS TRANSN COMMN
N/A
TEXAS ST TRANSPRTN COMMISSION
882830BA9
1000000.00000000
PA
USD
1007860.00000000
0.982050655427
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
1.78300000
N
N
N
N
N
N
MASS GENERAL BRIGHAM INCORPORATED
5493007Z86EDN0QFYU66
PARTNERS HEALTHCARE SYST
70213HAE8
1050000.00000000
PA
USD
1068812.03000000
1.041441821870
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIZATION TRUST
45661EBP8
121589.58000000
PA
USD
74693.56000000
0.072780802447
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12668BMP5
7277.11300000
PA
USD
6923.38000000
0.006746085633
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
FANNIE MAE
31359AJF7
2562.18000000
PA
USD
2681.67000000
0.002612997619
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
7.00000000
N
N
N
N
N
N
GALVESTON CNTY TEX
N/A
GALVESTON CNTY TX
364195BY2
675000.00000000
PA
USD
811917.00000000
0.791125376543
Long
DBT
MUN
US
N
2
2029-02-01
Fixed
5.90500000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434NV2
9589.64700000
PA
USD
9819.25000000
0.009567798005
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.25000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG AUTH REV
N/A
MASSACHUSETTS ST CLG BLDG AUTH REVENUE
575831FA5
1150000.00000000
PA
USD
1212985.50000000
1.181923288253
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
2.43900000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA POOL # 725773
31402DJS0
115.67000000
PA
USD
134.90000000
0.000131445472
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A3XT3
5131.58000000
PA
USD
5141.03000000
0.005009378168
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
2.50000000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENTER
549300LVC84TCICWUW24
MONTEFIORE MEDICAL CENTER
61237WAB2
860000.00000000
PA
USD
897738.89000000
0.874749533990
Long
DBT
CORP
US
N
2
2026-10-20
Fixed
2.15200000
N
N
N
N
N
N
ENTERGY MISSISSIPPI, LLC
54930043I78H35DVVW89
ENTERGY MISSISSIPPI LLC
29364NAU2
1000000.00000000
PA
USD
1092364.94000000
1.064391587416
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398NBC7
165537.04000000
PA
USD
169778.21000000
0.165430518532
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
2.00000000
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIZATION TRUST
45660LTQ2
198617.00800000
PA
USD
160455.37000000
0.156346418426
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA POOL # 832198
31407JRT1
136.38000000
PA
USD
158.48000000
0.000154421633
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA
3136A1Y90
109518.04000000
PA
USD
116050.07000000
0.113078252243
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
949831AA9
323643.67000000
PA
USD
331290.04000000
0.322806343062
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BF5
1025000.00000000
PA
USD
1134930.26000000
1.105866891927
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137B7PR4
298427.02000000
PA
USD
308248.31000000
0.300354667185
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.50000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89176EAA8
206654.51000000
PA
USD
213138.44000000
0.207680376936
Long
ABS-MBS
CORP
US
Y
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378TQS2
162008.46000000
PA
USD
166675.36000000
0.162407126517
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
2.00000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERT
92922FRJ9
6722.24400000
PA
USD
7220.07000000
0.007035177976
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
3136AKAW3
432542.21000000
PA
USD
452881.60000000
0.441284178468
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Fixed
3.00000000
N
N
N
N
N
N
DUNKIN BRANDS
N/A
DB MASTER FINANCE LLC
233046AE1
970000.00000000
PA
USD
991737.70000000
0.966341216337
Long
ABS-MBS
CORP
US
Y
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3128MJDT4
810.11000000
PA
USD
947.55000000
0.000923285077
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
ARLINGTON TEX INDPT SCH DIST
N/A
ARLINGTON TX INDEP SCH DIST
0418265Q7
1000000.00000000
PA
USD
1219610.00000000
1.188378147625
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST
64829PAA7
762483.02000000
PA
USD
767083.54000000
0.747440014709
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
2.80181000
N
N
N
N
N
N
OREGON ST
N/A
OREGON ST
68609TZY7
1000000.00000000
PA
USD
989220.00000000
0.963887989762
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
1.59600000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
ASCENSION HEALTH
04352EAA3
700000.00000000
PA
USD
731154.75000000
0.712431291505
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES
780153AU6
345000.00000000
PA
USD
351575.70000000
0.342572526558
Long
DBT
CORP
LR
N
2
2022-11-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38376K4T5
361632.87000000
PA
USD
381598.95000000
0.371826939215
Long
ABS-MBS
USGA
US
N
2
2039-09-16
Fixed
3.00000000
N
N
N
N
N
N
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV
N/A
NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY
64971W6F2
1260000.00000000
PA
USD
1374811.20000000
1.339604945180
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
3.21000000
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES INC
N/A
BEAR STEARNS ASSET BACKED SECURITIES, INC.
07384YPH3
21670.92000000
PA
USD
22244.96000000
0.021675309614
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHF9
1940000.00000000
PA
USD
2056816.38000000
2.004145292077
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65535VAU2
6479.38700000
PA
USD
6611.60000000
0.006442289716
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CB6
1059000.00000000
PA
USD
1214427.76000000
1.183328614765
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
02150JAG7
175161.75100000
PA
USD
112381.71000000
0.109503831845
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY BOND
912810SR0
3729000.00000000
PA
USD
3157268.56000000
3.076417020925
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST
N/A
MELLO WAREHOUSE SECURITIZATION TRUST
58551VAC6
270000.00000000
PA
USD
270306.61000000
0.263384580712
Long
ABS-MBS
CORP
US
Y
2
2053-11-25
Variable
1.41763000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
BAYVIEW OPPORTUNITY MASTER FUND TRUST
07331YAA8
740915.86000000
PA
USD
760644.82000000
0.741166177870
Long
ABS-MBS
CORP
US
Y
2
2055-01-28
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137GAD79
153501.72000000
PA
USD
166775.17000000
0.162504380576
Long
ABS-MBS
USGSE
US
N
2
2040-09-15
Fixed
3.50000000
N
N
N
N
N
N
JBG/ROCKVILLE NCI CAMPUS
N/A
JBG/ROCKVILLE NCI CAMPUS
46611JAA0
227850.41000000
PA
USD
231924.33000000
0.225985196640
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
3.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828YK0
3546000.00000000
PA
USD
3616227.43000000
3.523622842267
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AM1
1000000.00000000
PA
USD
1063185.59000000
1.035959464112
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
Korea Development Bank
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK
500630CS5
850000.00000000
PA
USD
888617.75000000
0.865861968738
Long
DBT
KR
N
2
2023-03-19
Fixed
2.75000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434JU9
6022.74100000
PA
USD
6108.92000000
0.005952482378
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
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136APWA6
385080.03000000
PA
USD
405691.40000000
0.395302428185
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12667FRY3
8523.14900000
PA
USD
8843.46000000
0.008616996099
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B8KM0
314203.04000000
PA
USD
327673.08000000
0.319282006409
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Fixed
2.50000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS, SERIES 2007
17025QAK3
80604.35300000
PA
USD
53480.47000000
0.052110938638
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA POOL # 683351
31400CEY6
197.78000000
PA
USD
229.27000000
0.000223398838
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.50000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38145GAH3
1300000.00000000
PA
USD
1426026.52000000
1.389508739927
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST
N/A
BEAR STEARNS ALT-A TRUST 2006-6
073868BE0
66755.32400000
PA
USD
44268.19000000
0.043134567305
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
3.09537000
N
N
N
N
N
N
WINWATER MORTGAGE LOAN TRUST
N/A
WINWATER MORTGAGE LOAN TRUST
97652TAA1
301722.74000000
PA
USD
309423.79000000
0.301500045417
Long
ABS-MBS
CORP
US
Y
2
2045-01-20
Variable
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE TRUST 2003-W6
31393BW76
29856.89000000
PA
USD
31207.40000000
0.030408238866
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
3.49635000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12668BMH3
26105.72500000
PA
USD
18350.54000000
0.017880618175
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89175VAA1
492187.26000000
PA
USD
514759.61000000
0.501577612355
Long
ABS-MBS
CORP
US
Y
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORPORATION
N/A
STRUCTURED ASSET SECURITIES CORPORATION
86359AWR0
34424.49500000
PA
USD
34294.34000000
0.033416128305
Long
ABS-MBS
CORP
US
Y
2
2031-01-25
Fixed
3.35650000
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
N/A
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
86360NAP7
4914.20700000
PA
USD
3982.63000000
0.003880642551
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
3.09168000
N
N
N
N
N
N
BANK OF AMERICA ALTERNATIVE LOAN TRUST
N/A
BANK OF AMERICA ALTERNATIVE LOAN TRUST
05950AAU0
12961.95300000
PA
USD
13090.01000000
0.012754800170
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3129095D2
682.73000000
PA
USD
700.61000000
0.000682668733
Long
ABS-MBS
USGSE
US
N
2
2022-05-15
Fixed
8.00000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434L93
21119.11900000
PA
USD
21376.75000000
0.020829332792
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46647SAJ9
7351.74500000
PA
USD
7350.15000000
0.007161926879
Long
ABS-MBS
CORP
US
Y
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B26V9
779922.13000000
PA
USD
865727.21000000
0.843557611178
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
3.54600000
N
N
N
N
N
N
MICHIGAN ST HSG DEV AUTH RENTAL HSG REV
N/A
MICHIGAN ST HSG DEV AUTH RENTAL HSG REVENUE
59465M8V0
500000.00000000
PA
USD
506200.00000000
0.493237197405
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
2.72000000
N
N
N
N
N
N
FNT TRUST
N/A
FIRST NATIONWIDE TRUST
22540A3S5
115.02400000
PA
USD
120.70000000
0.000117609106
Long
ABS-MBS
CORP
US
N
2
2031-08-21
Fixed
6.75000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE POOL
31379LCQ2
10748.34000000
PA
USD
10812.38000000
0.010535495868
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Floating
2.43100000
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES 2019-4 TRUS
95002FAC8
680016.85000000
PA
USD
686985.73000000
0.669393354648
Long
ABS-MBS
CORP
US
Y
2
2049-09-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
3137BBWG1
218911.93000000
PA
USD
232415.38000000
0.226463671800
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
3.00000000
N
N
N
N
N
N
LSTAR SECURITIES INVESTMENT LTD.
N/A
LSTAR SECURITIES INVESTMENT LTD 2019-4
54912JAA0
1430743.96000000
PA
USD
1430151.92000000
1.393528496415
Long
ABS-MBS
CORP
US
Y
2
2024-05-01
Floating
1.64400000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AM4K0
62144.56000000
PA
USD
62727.68000000
0.061121345481
Long
ABS-MBS
USGSE
US
N
2
2040-04-15
Fixed
2.00000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669F4Z3
4626.15600000
PA
USD
4807.66000000
0.004684545129
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
31336HVR0
3372.38000000
PA
USD
3371.90000000
0.003285552165
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Floating
3.62500000
N
N
N
N
N
N
2021-03-30
Cavanal Hill Funds
Joel B. Engle
Joel B. Engle
Treasurer