0001752724-21-083174.txt : 20210426
0001752724-21-083174.hdr.sgml : 20210426
20210426095736
ACCESSION NUMBER: 0001752724-21-083174
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: 21852125
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
S000008948
Moderate Duration Fund
C000024299
Investor
APFBX
C000024300
Institutional
AIFBX
C000102310
Class A
AAIBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000864508
XXXXXXXX
S000008948
C000102310
C000024299
C000024300
Cavanal Hill Funds
811-06114
0000864508
5493008U4I3BDPVDR774
4400 Easton Commons
Suite 200
Columbus
43219
800-762-7085
Moderate Duration Fund
S000008948
549300DOYBMW1V2C2F10
2021-08-31
2021-02-28
N
28291865.03
619282.29
27672582.74
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
512.43000000
USD
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36202CUT8
57.74000000
PA
USD
63.80000000
0.000230553109
Long
ABS-MBS
USGA
US
N
2
2027-03-20
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOC.
31358MHC1
83.40000000
PA
USD
83.10000000
0.000300297232
Long
ABS-MBS
USGSE
US
N
2
2022-04-25
Floating
0.81000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669FN82
3816.41100000
PA
USD
3713.21000000
0.013418371660
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.02434000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A33S8
144206.60000000
PA
USD
147753.13000000
0.533933284754
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Fixed
2.00000000
N
N
N
N
N
N
UTAH TRAN AUTH SALES TAX REV
N/A
UTAH ST TRANSIT AUTH SALES TAX REVENUE
917567FP9
300000.00000000
PA
USD
305181.00000000
1.102828033318
Long
DBT
MUN
US
N
2
2031-12-15
Fixed
2.03800000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST
576434QE7
15708.84000000
PA
USD
16449.50000000
0.059443313096
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
6.50000000
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST
N/A
GSR MORTGAGE LOAN TRUST
36242DET6
111.04400000
PA
USD
110.84000000
0.000400540856
Long
ABS-MBS
CORP
US
N
2
2019-08-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AMD71
151618.80000000
PA
USD
155159.33000000
0.560696959361
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
2.50000000
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST
N/A
GSR MORTGAGE LOAN TRUST
36242DLR2
164863.32000000
PA
USD
170269.53000000
0.615300463999
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
4.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AWWE3
199719.02000000
PA
USD
213906.92000000
0.772992250162
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
2.73900000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137B93Y9
93893.63000000
PA
USD
99733.62000000
0.360405896829
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INCORPORATED
N/A
RESIDENTIAL ACCREDIT LOANS, INC.
75114TAJ0
10856.39700000
PA
USD
10355.48000000
0.037421443807
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN HOME MORTGAGE INVESTMENT TRUST
N/A
AMERICAN HOME MORTGAGE INVESTMENT TRUST
02660TER0
4482.65700000
PA
USD
4359.53000000
0.015753968615
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.56400000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434SK1
19680.09900000
PA
USD
20706.53000000
0.074826878989
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
WASHINGTON MUTUAL MSC MORTGAGE CORP
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH
939336P80
598.29600000
PA
USD
635.51000000
0.002296533019
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
7.00000000
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER LLC
N/A
VANTAGE DATA CENTERS LLC
92212KAB2
300000.00000000
PA
USD
299349.54000000
1.081754973189
Long
ABS-MBS
CORP
US
Y
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ACYK1
40408.12000000
PA
USD
41330.82000000
0.149356568515
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY COMPANY/THE
254687FL5
215000.00000000
PA
USD
216263.03000000
0.781506489769
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
23245LAB6
71556.68700000
PA
USD
46768.45000000
0.169006451040
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.00000000
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST
N/A
BEAR STEARNS ALT-A TRUST
07386HVG3
179480.20000000
PA
USD
181361.76000000
0.655384290306
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.65763000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST
80284TAM7
195256.08000000
PA
USD
196533.45000000
0.710210000441
Long
ABS-MBS
CORP
US
N
2
2023-04-17
Fixed
3.17000000
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
482690.50000000
NS
USD
482690.50000000
1.744291469051
Long
STIV
RF
US
N
1
N
N
N
ENTERGY MISSISSIPPI, LLC
54930043I78H35DVVW89
ENTERGY MISSISSIPPI LLC
29364NAU2
275000.00000000
PA
USD
300400.36000000
1.085552305769
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
COLORADO HSG & FIN AUTH
N/A
COLORADO ST HSG AND FIN AUTH
196480MT1
150000.00000000
PA
USD
149190.00000000
0.539125680467
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
1.11200000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
312908M52
21.13000000
PA
USD
21.03000000
0.000075995797
Long
ABS-MBS
USGSE
US
N
2
2022-03-15
Floating
0.54000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31402VMV9
1562.51000000
PA
USD
1575.70000000
0.005694083616
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Floating
2.19900000
N
N
N
N
N
N
RIVERSIDE CALIF UNI SCH DIST
N/A
RIVERSIDE CA UNIF SCH DIST
769059A30
600000.00000000
PA
USD
637872.00000000
2.305068543811
Long
DBT
MUN
US
N
2
2025-02-01
Fixed
2.27200000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-4
03065TAG7
450000.00000000
PA
USD
452774.48000000
1.636184393246
Long
ABS-MBS
CORP
US
N
2
2022-12-08
Fixed
2.74000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137BFC25
121183.67000000
PA
USD
124171.07000000
0.448715145841
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
2.00000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON CORPORATION
N/A
CS FIRST BOSTON MORTGAGE SECURITIES CORP.
22541QQ39
17487.66100000
PA
USD
18321.76000000
0.066209071166
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378VMX0
4724.98000000
PA
USD
4771.51000000
0.017242734604
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31358J5J6
37.32800000
PA
USD
37.67000000
0.000136127517
Long
ABS-MBS
USGSE
US
N
2
2021-10-25
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828YK0
1401000.00000000
PA
USD
1428746.37000000
5.163039472765
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89176EAA8
77495.46000000
PA
USD
79926.93000000
0.288830756243
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
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ALHN4
111662.07000000
PA
USD
116711.17000000
0.421757416344
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
466247TX1
207781.91500000
PA
USD
210535.86000000
0.760810300860
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
3.40115000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3133T8BT3
1054.00000000
PA
USD
1183.45000000
0.004276615634
Long
ABS-MBS
USGSE
US
N
2
2026-10-15
Fixed
7.50000000
N
N
N
N
N
N
MIDLAND CNTY TEX FRESH WTR SUPPLY DIST NO 1 REV
N/A
MIDLAND CNTY TX FRESH WTR SPLY DIST
597495BP4
300000.00000000
PA
USD
311472.00000000
1.125561726299
Long
DBT
MUN
US
N
2
2026-09-15
Fixed
2.36800000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST
33852BAC9
80855.27000000
PA
USD
81940.15000000
0.296105899365
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AFJD7
35947.02000000
PA
USD
35344.02000000
0.127722158542
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Fixed
1.00000000
N
N
N
N
N
N
COLORADO HSG & FIN AUTH
N/A
COLORADO ST HSG AND FIN AUTH
196480MQ7
150000.00000000
PA
USD
150369.00000000
0.543386215203
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
0.85700000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BF5
350000.00000000
PA
USD
387537.16000000
1.400437261823
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST, INC.
17307GQA9
8016.18900000
PA
USD
8404.53000000
0.030371324855
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36203ANX0
577.78000000
PA
USD
580.54000000
0.002097888749
Long
ABS-MBS
USGA
US
N
2
2023-05-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION
3137B2JG6
105983.37000000
PA
USD
108446.39000000
0.391891103981
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
1.50000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38145GAH3
290000.00000000
PA
USD
318113.61000000
1.149562413414
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
RIVER ROUGE MICH SCH DIST
N/A
RIVER ROUGE MI SCH DIST
768415CT6
300000.00000000
PA
USD
298728.00000000
1.079508923351
Long
DBT
MUN
US
N
2
2030-05-01
Fixed
1.88700000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
BAYVIEW OPPORTUNITY MASTER FUND TRUST
07331YAA8
300807.81000000
PA
USD
308817.66000000
1.115969777384
Long
ABS-MBS
CORP
US
Y
2
2055-01-28
Variable
3.50000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINOS PIZZA MASTER ISSUER LLC
25755TAG5
266750.00000000
PA
USD
267803.66000000
0.967758096583
Long
ABS-MBS
CORP
US
Y
2
2047-07-25
Fixed
3.08200000
N
N
N
N
N
N
MARS, INCORPORATED
54930073HKEO6GZBSS03
MARS INC
571676AB1
300000.00000000
PA
USD
329922.24000000
1.192235083728
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
3.20000000
N
N
N
N
N
N
LONGTRAIN LEASING LLC
N/A
LONGTRAIN LEASING III LLC
543190AB8
289156.05000000
PA
USD
293797.41000000
1.061691323720
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.
3137ASFK5
130419.13000000
PA
USD
133005.29000000
0.480639235049
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A3XT3
2565.79000000
PA
USD
2570.52000000
0.009289049830
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
2.50000000
N
N
N
N
N
N
BEAR STEARNS ARM TRUST
N/A
BEAR STEARNS ARM TRUST 2003-7
07384MYT3
2390.02900000
PA
USD
2560.18000000
0.009251684326
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.74071000
N
N
N
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC
30212PAP0
335000.00000000
PA
USD
357889.49000000
1.293299918415
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378TQS2
74773.17000000
PA
USD
76927.12000000
0.277990387535
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398NJE5
98025.15000000
PA
USD
102364.10000000
0.369911623218
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
2.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAF7
350000.00000000
PA
USD
411591.25000000
1.487361168515
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.59700000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A5TQ9
201237.21000000
PA
USD
207316.89000000
0.749177956925
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3129095D2
646.55000000
PA
USD
663.49000000
0.002397643928
Long
ABS-MBS
USGSE
US
N
2
2022-05-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
312906G79
4.33000000
PA
USD
4.36000000
0.000015755667
Long
ABS-MBS
USGSE
US
N
2
2021-08-15
Fixed
7.00000000
N
N
N
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65535VHH4
6053.87500000
PA
USD
6191.88000000
0.022375504513
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.35500000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST
576434SJ4
28084.46800000
PA
USD
29964.86000000
0.108283568185
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.50000000
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIES CORP.
761119AA4
47532.76100000
PA
USD
39052.17000000
0.141122244956
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
312910XS6
1062.26000000
PA
USD
1098.59000000
0.003969958316
Long
ABS-MBS
USGSE
US
N
2
2022-06-15
Fixed
8.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2017-4
46648UAE4
28090.78000000
PA
USD
28090.33000000
0.101509607050
Long
ABS-MBS
CORP
US
Y
2
2048-11-25
Fixed
3.50000000
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORPORATION
N/A
BANC OF AMERICA FUNDING 2004-B TRUST
05946XJN4
6689.66600000
PA
USD
6704.32000000
0.024227301307
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
2.89616000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AXGC1
22771.08000000
PA
USD
23213.17000000
0.083885086614
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31358LQ66
478.19000000
PA
USD
491.54000000
0.001776270775
Long
ABS-MBS
USGSE
US
N
2
2022-03-25
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac
N/A
FHLMC
31349GY37
11138.63000000
PA
USD
11223.60000000
0.040558556118
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Floating
5.36700000
N
N
N
N
N
N
HARMAN INTERNATIONAL INDUSTRIES, INCORPORATED
1VWDHRIRERCQ5D5M5681
HARMAN INTERNATIONAL INDUSTRIES INC
413086AH2
400000.00000000
PA
USD
438909.60000000
1.586081082939
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RESIDENTIAL ASSET MORTG. PRODUCTS
76112BUX6
37464.87600000
PA
USD
35181.22000000
0.127133850607
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46628BAG5
19846.63400000
PA
USD
17533.83000000
0.063361740263
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
3.38224000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
CHL MORTGAGE PASS-THROUGH TRUST 2004-2
12669FKS1
11039.32500000
PA
USD
10511.67000000
0.037985865283
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
2.64451000
N
N
N
N
N
N
DEUTSCHE ALT-A SECURITIES, INC
N/A
DEUTSCHE ALT-A SECURITIES INC MORTGAGE
251511AC5
54897.07200000
PA
USD
54436.75000000
0.196717272512
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
6.27000000
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL
46849LTK7
300000.00000000
PA
USD
318191.26000000
1.149843016062
Long
DBT
CORP
US
Y
2
2024-06-21
Fixed
2.65000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CR9
350000.00000000
PA
USD
385882.00000000
1.394456034789
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE GRANTOR TRUST
31392A7C6
417.74000000
PA
USD
508.64000000
0.001838064790
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38377JSK0
30014.70000000
PA
USD
30724.34000000
0.111028089747
Long
ABS-MBS
USGA
US
N
2
2039-08-20
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBY6
275000.00000000
PA
USD
303552.14000000
1.096941846202
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3129062P4
177.96000000
PA
USD
179.66000000
0.000649234665
Long
ABS-MBS
USGSE
US
N
2
2021-09-15
Fixed
6.00000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON CORPORATION
N/A
CS FIRST BOSTON MORTGAGE SECURITIES CORP.
22541SAP3
4023.02300000
PA
USD
4140.35000000
0.014961921114
Long
ABS-MBS
CORP
US
N
2
2199-12-31
Fixed
5.00000000
N
N
N
N
N
N
VIRGINIA ST HSG DEV AUTH
N/A
VIRGINIA ST HSG DEV AUTH
92812VE51
275000.00000000
PA
USD
280093.00000000
1.012167901462
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
1.64500000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137ADZL4
256433.75000000
PA
USD
265055.16000000
0.957825883078
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHF9
510000.00000000
PA
USD
540709.46000000
1.953953720475
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828X70
1683000.00000000
PA
USD
1770568.59000000
6.398277336942
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36202CCV3
326.26000000
PA
USD
348.05000000
0.001257743099
Long
ABS-MBS
USGA
US
N
2
2024-10-20
Fixed
8.00000000
N
N
N
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65535VLL0
26816.75900000
PA
USD
18064.03000000
0.065277716105
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.47600000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137B7PR4
69953.86000000
PA
USD
72256.06000000
0.261110647599
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP
3137BHUJ4
76968.03000000
PA
USD
79313.95000000
0.286615639549
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36202CNW9
1157.90000000
PA
USD
1254.14000000
0.004532067034
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Fixed
8.00000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES
N/A
WASHINGTON MUTUAL
92922FGN2
1018.10200000
PA
USD
1058.14000000
0.003823784754
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION
3137BA6Z0
61842.16000000
PA
USD
63572.66000000
0.229731574379
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Fixed
3.00000000
N
N
N
N
N
N
PIERCE CNTY WASH SCH DIST NO 010 TACOMA
N/A
PIERCE CNTY WA SCH DIST #10 TACOMA
720424ZR4
300000.00000000
PA
USD
300867.00000000
1.087238595785
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
0.53300000
N
N
N
N
N
N
SABEY DATA CENTER ISSUER, LLC
N/A
SABEY DATA CENTER ISSUE LLC
78520EAA4
175000.00000000
PA
USD
185058.67000000
0.668743758899
Long
ABS-MBS
CORP
US
Y
2
2045-03-20
Fixed
3.81200000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTR ALTERNATIVE LOANS TRUST
576434E34
155.24800000
PA
USD
148.70000000
0.000537354974
Long
ABS-MBS
CORP
US
N
2
2020-01-25
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
312912HV3
619.19000000
PA
USD
639.84000000
0.002312180276
Long
ABS-MBS
USGSE
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORPORATION
N/A
STRUCTURED ASSET SECURITIES CORPORATION
863572QM8
93.72400000
PA
USD
97.25000000
0.000351430876
Long
ABS-MBS
CORP
US
N
2
2030-03-28
Fixed
7.25000000
N
N
N
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP
436106AB4
380000.00000000
PA
USD
391252.09000000
1.413861849022
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31411FJU9
1886.84000000
PA
USD
1888.96000000
0.006826106611
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Floating
2.23200000
N
N
N
N
N
N
PRIME MORTGAGE TRUST
N/A
PRIME MORTGAGE TRUST
74160MDK5
1688.53400000
PA
USD
1721.21000000
0.006219910935
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Fixed
6.00000000
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION
4NYF266XZC35SCTGX023
NATIONAL RURAL UTILITIES COOP
637432NG6
300000.00000000
PA
USD
327181.11000000
1.182329503082
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.25000000
N
N
N
N
N
N
GALTON FUNDING MORTGAGE TRUST
N/A
GFMT CMO VRN 7/25/56
36416UAG0
60508.53000000
PA
USD
61428.40000000
0.221982893960
Long
ABS-MBS
CORP
US
Y
2
2056-07-25
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31392JAC3
10747.26000000
PA
USD
12881.77000000
0.046550660345
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST, INC.
17307GFR4
8148.86800000
PA
USD
8528.44000000
0.030819096577
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORP.
3137AH5D6
48578.72000000
PA
USD
49072.61000000
0.177332959706
Long
ABS-MBS
USGSE
US
N
2
2040-06-15
Fixed
2.00000000
N
N
N
N
N
N
LSTAR SECURITIES INVESTMENT LTD.
N/A
LSTAR SECURITIES INVESTMENT LTD 2019-4
54912JAA0
300456.23000000
PA
USD
300331.90000000
1.085304912887
Long
ABS-MBS
CORP
US
Y
2
2024-05-01
Floating
1.64400000
N
N
N
N
N
N
CONVENTION CTR AUTH R I REV
N/A
RHODE ISLAND ST CONVENTION CTR AUTH
212474HZ6
400000.00000000
PA
USD
412596.00000000
1.490992018622
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
3.14500000
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLM STUDENT LOAN TRUST
78447KAD4
570000.00000000
PA
USD
562957.31000000
2.034350444587
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Floating
1.91763000
N
N
N
N
N
N
WINWATER MORTGAGE LOAN TRUST
N/A
WINWATER MORTGAGE LOAN TRUST 2014-1
97652PAA9
313987.35000000
PA
USD
323625.60000000
1.169481009563
Long
ABS-MBS
CORP
US
Y
2
2044-06-20
Variable
3.85580000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
ASCENSION HEALTH
04352EAA3
225000.00000000
PA
USD
235014.03000000
0.849266699129
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AE4V6
69521.38000000
PA
USD
71671.47000000
0.258998123425
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
65535VKX5
1281.62100000
PA
USD
1309.97000000
0.004733819073
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.15900000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36206RSR8
4670.48000000
PA
USD
4691.92000000
0.016955121406
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LOAN TRUST
N/A
MORGAN STANLEY MORTGAGE LOAN TRUST
61745MA45
21858.48900000
PA
USD
23287.89000000
0.084155101165
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12667FDB8
10942.06600000
PA
USD
11381.76000000
0.041130096554
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
6.00000000
N
N
N
N
N
N
DUNKIN BRANDS
N/A
DB MASTER FINANCE LLC
233046AE1
315250.00000000
PA
USD
322314.75000000
1.164744010446
Long
ABS-MBS
CORP
US
Y
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
STRUCTURED ASSET MORTGAGE INVESTORS
N/A
STRUCTURED ASSET MORTGAGE INVESTMENTS, INC.
86358HHV4
10690.70700000
PA
USD
11177.74000000
0.040392832519
Long
ABS-MBS
CORP
US
N
2
2029-05-25
Fixed
6.75000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST
81746KAD6
131539.22000000
PA
USD
132132.25000000
0.477484343407
Long
ABS-MBS
CORP
US
Y
2
2047-02-25
Fixed
3.50000000
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST
N/A
GSR MORTGAGE LOAN TRUST
36228FNB8
837.52100000
PA
USD
876.74000000
0.003168262276
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
313921DF2
820.47000000
PA
USD
955.22000000
0.003451864283
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
6.50000000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165TAX1
55305.11800000
PA
USD
49395.02000000
0.178498047920
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.00000000
N
N
N
N
N
N
JBG/ROCKVILLE NCI CAMPUS
N/A
JBG/ROCKVILLE NCI CAMPUS
46611JAA0
151900.25000000
PA
USD
154616.20000000
0.558734258571
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
3.90000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST
576434HH0
7483.81400000
PA
USD
7969.21000000
0.028798215457
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
6.50000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INCORPORATED
N/A
RESIDENTIAL ACCREDIT LOANS, INC.
76110HJR1
2.23700000
PA
USD
1.68000000
0.000006070990
Long
ABS-MBS
CORP
US
N
2
2018-09-25
Fixed
5.00000000
N
N
N
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448ES3
240000.00000000
PA
USD
255584.34000000
0.923601321934
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORPORATION
N/A
CHASE MORTGAGE FINANCE CORP.
16163EAL2
14535.01300000
PA
USD
9772.43000000
0.035314484707
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50000000
N
N
N
N
N
N
VINE
N/A
VR FUNDING LLC
91835CAA1
301832.53000000
PA
USD
297214.73000000
1.074040442095
Long
ABS-MBS
CORP
US
Y
2
2050-11-15
Fixed
2.79000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36202CNC3
15.23000000
PA
USD
15.25000000
0.000055108697
Long
ABS-MBS
USGA
US
N
2
2026-03-20
Fixed
8.00000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST
36258WAS1
340987.05000000
PA
USD
347473.65000000
1.255660352576
Long
ABS-MBS
CORP
US
Y
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136APWA6
191869.12000000
PA
USD
202138.90000000
0.730466331600
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XMJ4
300000.00000000
PA
USD
318609.00000000
1.151352596877
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
2.63000000
N
N
N
N
N
N
BIRMINGHAM ALA WTRWKS BRD WTR REV
N/A
BIRMINGHAM AL WTRWKS BRD WTR REVENUE
091096NG8
300000.00000000
PA
USD
323520.00000000
1.169099404416
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
2.60100000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2006-A2
466247J46
4348.38800000
PA
USD
4302.69000000
0.015548566754
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
3.07440000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON CORPORATION
N/A
CS FIRST BOSTON MORTGAGE SECURITIES CORP.
22541NX20
6952.12700000
PA
USD
7274.01000000
0.026285981573
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38377GEU9
23719.54000000
PA
USD
23955.49000000
0.086567597340
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
2.50000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG
64952WDA8
300000.00000000
PA
USD
303882.87000000
1.098137000276
Long
DBT
CORP
US
Y
2
2021-08-06
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A52H8
12818.88000000
PA
USD
12844.60000000
0.046416339669
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
3.00000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST
576434PX6
13381.54700000
PA
USD
13873.30000000
0.050133737534
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.50000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST
576434LV4
10126.59800000
PA
USD
10512.24000000
0.037987925083
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Fixed
5.50000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INCORPORATED
N/A
RESIDENTIAL ACCREDIT LOANS, INC.
74922RAR1
3181.43800000
PA
USD
3088.99000000
0.011162637145
Long
ABS-MBS
CORP
US
N
2
2021-12-25
Fixed
5.75000000
N
N
N
N
N
N
HOMEBANC MORTGAGE TRUST
N/A
HOMEBANC MORTGAGE TRUST
43739ECL9
12102.76100000
PA
USD
10847.10000000
0.039198003677
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
2.82020000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST
64829PAA7
477218.39000000
PA
USD
480097.73000000
1.734922014727
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
2.80181000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST
N/A
ANGEL OAK MORTGAGE TRUST
03464KAA6
328861.29000000
PA
USD
332053.35000000
1.199936244187
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
2.59300000
N
N
N
N
N
N
AUSTIN TEX CMNTY COLLEGE DIST REV
N/A
AUSTIN TX CMNTY CLG DIST
052404QF0
500000.00000000
PA
USD
498400.00000000
1.801060655171
Long
DBT
MUN
US
N
2
2025-02-01
Fixed
0.93300000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36202CMU4
40.28000000
PA
USD
44.09000000
0.000159327376
Long
ABS-MBS
USGA
US
N
2
2026-02-20
Fixed
8.00000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
SUTTER HEALTH
86944BAD5
370000.00000000
PA
USD
412743.19000000
1.491523916932
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.69500000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12669FFD0
3732.79100000
PA
USD
3826.91000000
0.013829247656
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38377JTB9
13874.10000000
PA
USD
14029.62000000
0.050698628790
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
312906RX0
35.78000000
PA
USD
36.15000000
0.000130634716
Long
ABS-MBS
USGSE
US
N
2
2021-08-15
Fixed
7.75000000
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP
448579AG7
425000.00000000
PA
USD
461579.85000000
1.668004227638
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.37500000
N
N
N
N
N
N
OCWEN RESIDENTIAL MBS CORPORATION
N/A
OCWEN RESIDENTIAL MBS CORP.
675748AE7
39785.46800000
PA
USD
31117.95000000
0.112450472340
Long
ABS-MBS
CORP
US
Y
2
2040-10-25
Variable
3.48710000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST
576434A79
3768.47900000
PA
USD
3443.17000000
0.012442532134
Long
ABS-MBS
CORP
US
N
2
2019-12-25
Fixed
5.50000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434SN5
32338.35000000
PA
USD
33897.64000000
0.122495396683
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746SH5
290000.00000000
PA
USD
314119.67000000
1.135129571935
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36202CPC1
3312.74000000
PA
USD
3634.46000000
0.013133793958
Long
ABS-MBS
USGA
US
N
2
2026-05-20
Fixed
8.00000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DB8
450000.00000000
PA
USD
470528.82000000
1.700342987211
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236THA6
650000.00000000
PA
USD
665306.85000000
2.404209452550
Long
DBT
CORP
US
N
2
2023-08-25
Fixed
1.35000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669FY98
2026.56700000
PA
USD
2037.39000000
0.007362485891
Long
ABS-MBS
CORP
US
N
2
2024-08-25
Fixed
5.25000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2013-1
81744WAC4
201603.12000000
PA
USD
201539.43000000
0.728300035792
Long
ABS-MBS
CORP
US
Y
2
2043-02-25
Variable
1.85500000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERT
92922FX86
48819.43700000
PA
USD
48588.94000000
0.175585128632
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.50000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FN1
300000.00000000
PA
USD
327055.65000000
1.181876130149
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.35000000
N
N
N
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
64972ELZ0
300000.00000000
PA
USD
318954.00000000
1.152599318237
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
2.84300000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89175VAA1
173713.16000000
PA
USD
181679.87000000
0.656533839674
Long
ABS-MBS
CORP
US
Y
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST
N/A
MELLO WAREHOUSE SECURITIZATION TRUST
58551VAC6
100000.00000000
PA
USD
100113.56000000
0.361778880347
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Variable
1.41763000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31358J5L1
5.87200000
PA
USD
5.92000000
0.000021393015
Long
ABS-MBS
USGSE
US
N
2
2021-10-25
Fixed
8.10000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
126694TD0
7967.94800000
PA
USD
5981.85000000
0.021616522231
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.75000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12667FX26
3601.15700000
PA
USD
3595.54000000
0.012993149334
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.25000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31358G6J1
6.24500000
PA
USD
6.25000000
0.000022585531
Long
ABS-MBS
USGSE
US
N
2
2021-06-25
Fixed
8.12500000
N
N
N
N
N
N
BEAR STEARNS ARM TRUST
N/A
BEAR STEARNS ADJ. RATE MORTGAGE TRUST
07384M2Z4
5556.62900000
PA
USD
5936.10000000
0.021451196137
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
2.92860000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FANNIE MAE
31402RDG1
122.53000000
PA
USD
147.13000000
0.000531681489
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INCORPORATED
N/A
RESIDENTIAL ACCREDIT LOANS, INC.
751151AB7
27295.44500000
PA
USD
19129.32000000
0.069127338708
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FNMA
3136A1Y90
101304.18000000
PA
USD
107346.31000000
0.387915761273
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B26V9
229388.87000000
PA
USD
254625.66000000
0.920136954300
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
3.54600000
N
N
N
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65536PAC4
87162.47400000
PA
USD
27939.14000000
0.100963253999
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
6.15900000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC
3133T5BP7
782.26000000
PA
USD
835.82000000
0.003020390282
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2005-A1
466247LS0
26136.98800000
PA
USD
25851.17000000
0.093417987915
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.03842000
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIZATION TRUST
45660LT41
41674.44200000
PA
USD
30422.32000000
0.109936684572
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Banks
N/A
FEDERAL HOME LOAN BANK
3130ALKC7
285000.00000000
PA
USD
285000.00000000
1.029900254261
Long
DBT
USGSE
US
N
2
2027-03-17
Fixed
1.30000000
N
N
N
N
N
N
PUBLIC FIN AUTH WIS REV
N/A
PUBLIC FINANCIAL AUTHORITY WI
74442PDM4
465000.00000000
PA
USD
485836.65000000
1.755660664437
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
4.45000000
N
N
N
N
N
N
2021-03-30
Cavanal Hill Funds
Joel B. Engle
Joel B. Engle
Treasurer