0001752724-22-093942.txt : 20220427
0001752724-22-093942.hdr.sgml : 20220427
20220427112141
ACCESSION NUMBER: 0001752724-22-093942
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220427
PERIOD START: 20220831
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: 22857542
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
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4400 Easton Commons
Suite 200
Columbus
43219
800-762-7085
Bond Fund
S000008942
5493004WO31E1Z3TJ246
2022-08-31
2022-02-28
N
106184721.88
241483.83
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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
17511.15000000
USD
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GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2
36262JAF2
463495.54000000
PA
USD
455908.35000000
0.430332655855
Long
ABS-MBS
CORP
US
Y
2
2052-02-25
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
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JPMORGAN CHASE & CO
46647PBL9
1100000.00000000
PA
USD
1051990.53000000
0.992975624837
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY BOND
912810TA6
3405000.00000000
PA
USD
3113446.88000000
2.938787729454
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
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
747847.95000000
0.705894933706
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
2.83900000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST
N/A
MELLO WAREHOUSE SECURITIZATION TRUST
58550LAA3
500000.00000000
PA
USD
495567.80000000
0.467767277196
Long
ABS-MBS
CORP
US
Y
2
2055-02-25
Floating
0.80771000
N
N
N
N
N
N
MVW OWNER TRUST
N/A
MVW 2019-2 LLC
55400DAA9
867822.11000000
PA
USD
863406.89000000
0.814971210897
Long
ABS-MBS
CORP
US
Y
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448ES3
800000.00000000
PA
USD
800600.82000000
0.755688456135
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2022-MM1
36266PAJ6
1000000.00000000
PA
USD
984179.70000000
0.928968868721
Long
ABS-MBS
CORP
US
Y
2
2052-07-25
Fixed
2.50000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12667FRY3
6605.51900000
PA
USD
6715.87000000
0.006339120951
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.00000000
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
1165131.82000000
1.099769878139
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
2.43900000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
466247TT0
127884.83100000
PA
USD
129249.59000000
0.121998904676
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
2.54670000
N
N
N
N
N
N
BANK OF AMERICA ALTERNATIVE LOAN TRUST
N/A
BANK OF AMERICA ALTERNATIVE LOAN TRUST
05950AAU0
8414.08300000
PA
USD
8264.62000000
0.007800988672
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.50000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669FZK2
2000.00000000
PA
USD
2021.70000000
0.001908286019
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA POOL # 832198
31407JRT1
104.87000000
PA
USD
116.29000000
0.000109766325
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY BOND
912810SZ2
3954000.00000000
PA
USD
3779776.88000000
3.567737733498
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31359T5E4
1286.20000000
PA
USD
1392.47000000
0.001314354767
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.00000000
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LOAN TRUST
N/A
JP MORGAN MORTGAGE TRUST
466302AJ5
4575.39500000
PA
USD
4597.14000000
0.004339248152
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.21000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669GAR2
3391.63500000
PA
USD
3473.15000000
0.003278312107
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
UNITED AIRLINES PASS THROUGH TRUST 2020-1
N/A
UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
90931GAA7
915324.09000000
PA
USD
966844.94000000
0.912606559697
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
325000.00000000
PA
USD
303619.87000000
0.286587304285
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON CORPORATION
N/A
CS FIRST BOSTON MORTGAGE SECURITIES CORP.
2254585T1
92165.44900000
PA
USD
39522.71000000
0.037305552225
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6.00000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
549300GTUDI4TJ0XZQ86
TRITON CONTAINER FINANCE LLC
89680HAE2
922083.40000000
PA
USD
878769.55000000
0.829472051425
Long
ABS-MBS
CORP
US
Y
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
02146XAV0
179592.08800000
PA
USD
107091.16000000
0.101083525452
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.25000000
N
N
N
N
N
N
Korea Development Bank
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK
500630CS5
850000.00000000
PA
USD
860242.50000000
0.811984337871
Long
DBT
KR
N
2
2023-03-19
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137AERH0
227519.60000000
PA
USD
228187.07000000
0.215386157908
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137AN2S3
90317.05000000
PA
USD
89893.59000000
0.084850710299
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36210ESC4
3135.75000000
PA
USD
3361.18000000
0.003172623436
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A9GM4
212323.63000000
PA
USD
209612.53000000
0.197853618464
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
2.00000000
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
1029211.71000000
0.971474658452
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
1.90300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137GAD79
113352.84000000
PA
USD
117254.48000000
0.110676700238
Long
ABS-MBS
USGSE
US
N
2
2040-09-15
Fixed
3.50000000
N
N
N
N
N
N
LSTAR SECURITIES INVESTMENT LTD.
N/A
LSTAR SECURITIES INVESTMENT LTD 2019-4
54912JAA0
944321.54000000
PA
USD
955831.97000000
0.902211398851
Long
ABS-MBS
CORP
US
Y
2
2024-05-01
Floating
2.59925000
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE I LIMITED
N/A
HORIZON AIRCRAFT FINANCE III LTD
44040JAA6
1000609.79000000
PA
USD
963500.98000000
0.909450190247
Long
ABS-MBS
CORP
US
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
31393QXY3
407.80000000
PA
USD
423.27000000
0.000399525262
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Fixed
5.50000000
N
N
N
N
N
N
BETHLEHEM PA
N/A
BETHLEHEM PA TXBL -SEC C
0873472G4
1110000.00000000
PA
USD
1209017.77000000
1.141193899915
Long
DBT
MUN
US
N
2
2034-11-01
Fixed
5.14600000
N
N
N
N
N
N
ALIGNED DATA CENTERS
N/A
ALIGNED DATA CENTERS ISSUER LLC
01627AAA6
825000.00000000
PA
USD
788615.60000000
0.744375586885
Long
ABS-MBS
CORP
US
Y
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2Q5
1100000.00000000
PA
USD
1022789.30000000
0.965412534887
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES 2021-2 TRUS
949798AC6
745076.62000000
PA
USD
730495.25000000
0.689515691086
Long
ABS-MBS
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORPORATION
65535VAU2
3975.88700000
PA
USD
4097.47000000
0.003867608802
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38377QK30
100624.00000000
PA
USD
104110.40000000
0.098269981092
Long
ABS-MBS
USGA
US
N
2
2041-01-16
Fixed
3.25000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTRENATIVE LOAN TRUST
12667G6W8
47166.49800000
PA
USD
42196.13000000
0.039828997845
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
CIM TRUST
N/A
CIM TRUST 2021-J2
12564EAD4
1346270.04000000
PA
USD
1324971.64000000
1.250642952195
Long
ABS-MBS
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829BQ9
500000.00000000
PA
USD
476146.69000000
0.449435658909
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
2.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31379LCQ2
9239.44000000
PA
USD
9237.17000000
0.008718980248
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Floating
2.43100000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38376K4T5
270383.08000000
PA
USD
276661.27000000
0.261141036551
Long
ABS-MBS
USGA
US
N
2
2039-09-16
Fixed
3.00000000
N
N
N
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC
30212PAP0
1000000.00000000
PA
USD
1028936.91000000
0.971215274272
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES INC
N/A
BEAR STEARNS ASSET BACKED SECURITIES, INC.
07384YPH3
18742.67000000
PA
USD
18654.13000000
0.017607664579
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A7ZK1
276916.01000000
PA
USD
275553.06000000
0.260094995274
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
2.00000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST
N/A
MELLO WAREHOUSE SECURITIZATION TRUST
58551VAC6
270000.00000000
PA
USD
267817.10000000
0.252793009662
Long
ABS-MBS
CORP
US
Y
2
2053-11-25
Floating
1.48686000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST
78403DAP5
1100000.00000000
PA
USD
1075209.08000000
1.014891653106
Long
DBT
CORP
US
Y
2
2050-07-15
Fixed
1.88400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BBFZ0
468627.59000000
PA
USD
464380.61000000
0.438329636272
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Fixed
2.00000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RAAC 2004-SP1 AI4
7609855U1
1.33000000
PA
USD
1.33000000
0.000001255389
Long
ABS-MBS
CORP
US
N
2
2027-08-25
Variable
5.28500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137A4SL2
42881.88000000
PA
USD
44303.68000000
0.041818317823
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Fixed
3.50000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
SUTTER HEALTH
86944BAD5
890000.00000000
PA
USD
940632.49000000
0.887864584199
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.69500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A5TQ9
270618.85000000
PA
USD
271446.43000000
0.256218740333
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828X70
1772000.00000000
PA
USD
1790896.71000000
1.690430406851
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B8KM0
137401.90000000
PA
USD
135760.72000000
0.128144771199
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Fixed
2.50000000
N
N
N
N
N
N
TRIUMPH RAIL LLC
N/A
TRP 2021 LLC
89683LAA8
488681.15000000
PA
USD
473687.87000000
0.447114774589
Long
ABS-MBS
CORP
US
Y
2
2051-06-19
Fixed
2.15000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DB8
1450000.00000000
PA
USD
1450096.66000000
1.368748668334
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES
780153AU6
345000.00000000
PA
USD
347587.50000000
0.328088423950
Long
DBT
CORP
LR
N
2
2022-11-15
Fixed
5.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA POOL # 730856
31402J5R4
227.95000000
PA
USD
253.45000000
0.000239231879
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ALHN4
48226.83000000
PA
USD
48485.78000000
0.045765809024
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
2.50000000
N
N
N
N
N
N
COREVEST AMERICAN FINANCE
N/A
COREVEST AMERICAN FINANCE 2021-2 TRUST
21873BAG0
1100000.00000000
PA
USD
999164.32000000
0.943112876659
Long
ABS-MBS
CORP
US
Y
2
2054-07-15
Fixed
2.37600000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST
N/A
ARROYO MORTGAGE TRUST 2019-3
04285AAA3
407904.02000000
PA
USD
405209.77000000
0.382478181201
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Fixed
2.96200000
N
N
N
N
N
N
ENTERGY MISSISSIPPI, LLC
54930043I78H35DVVW89
ENTERGY MISSISSIPPI LLC
29364NAU2
1000000.00000000
PA
USD
1028354.88000000
0.970665895179
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B26V9
729738.63000000
PA
USD
779782.50000000
0.736038008987
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
3.54600000
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE TRUST
N/A
MLCC MORTGAGE INVESTORS, INC. - SERIES 2004
59020UEV3
11331.96300000
PA
USD
10995.34000000
0.010378519858
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Variable
1.85858000
N
N
N
N
N
N
MASS GENERAL BRIGHAM INCORPORATED
5493007Z86EDN0QFYU66
PARTNERS HEALTHCARE SYST
70213HAE8
1050000.00000000
PA
USD
1021514.62000000
0.964209362298
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89175JAA8
290040.49000000
PA
USD
291909.71000000
0.275534064630
Long
ABS-MBS
CORP
US
Y
2
2057-10-25
Fixed
2.75000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBQ3
97000.00000000
PA
USD
90046.55000000
0.084995089500
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
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
1313194.05000000
1.239526065250
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
3.21000000
N
N
N
N
N
N
JBG/ROCKVILLE NCI CAMPUS
N/A
JBG/ROCKVILLE NCI CAMPUS
46611JAA0
136165.56000000
PA
USD
137698.78000000
0.129974109282
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
3.90000000
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
2075014.54000000
NS
USD
2075014.54000000
1.958609702887
Long
STIV
RF
US
N
1
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
61762TAD8
963114.61000000
PA
USD
970645.49000000
0.916193905213
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
3.96000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3128MJDT4
620.24000000
PA
USD
698.25000000
0.000659079345
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
02150JAG7
154736.26200000
PA
USD
97136.43000000
0.091687239117
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.00000000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AM1
1000000.00000000
PA
USD
972980.03000000
0.918397481433
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
SONIC CAPITAL LLC
N/A
SONIC CAPITAL LLC
83546DAG3
1044100.35000000
PA
USD
1061286.24000000
1.001749861089
Long
ABS-MBS
CORP
US
Y
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
Federal Home Loan Banks
N/A
FEDERAL HOME LOAN BANK
3130ANHR4
2075000.00000000
PA
USD
2015485.85000000
1.902420472601
Long
DBT
USGSE
US
N
2
2026-08-26
Variable
0.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A5XY7
167997.00000000
PA
USD
167233.69000000
0.157852160343
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE WHOLE LOAN
31392EW30
12284.76000000
PA
USD
13042.96000000
0.012311271809
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Fixed
5.47800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
31297RXN2
196.05000000
PA
USD
213.79000000
0.000201796739
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
MARATHON OIL CORPORATION
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP
565849AP1
900000.00000000
PA
USD
956189.36000000
0.902548739872
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36203FF59
589.80000000
PA
USD
595.44000000
0.000562036814
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
FNT TRUST
N/A
FIRST NATIONWIDE TRUST
22540A3S5
107.27400000
PA
USD
110.00000000
0.000103829184
Long
ABS-MBS
CORP
US
N
2
2031-08-21
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOC.
36203PAA1
1167.24000000
PA
USD
1180.84000000
0.001114596855
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA POOL # 683351
31400CEY6
143.23000000
PA
USD
157.18000000
0.000148362465
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.50000000
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
N/A
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
86360NAP7
3977.19000000
PA
USD
3036.26000000
0.002865930904
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
2.70823000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434ZX5
1379.23600000
PA
USD
1242.82000000
0.001173099881
Long
ABS-MBS
CORP
US
N
2
2025-01-25
Fixed
5.50000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434NW0
40261.56200000
PA
USD
40773.88000000
0.038486533685
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.00000000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
ASCENSION HEALTH
04352EAA3
1000000.00000000
PA
USD
995513.02000000
0.939666408468
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-5
85573QAA8
1050471.06000000
PA
USD
1030571.99000000
0.972758629025
Long
ABS-MBS
CORP
US
Y
2
2066-09-25
Fixed
1.88000000
N
N
N
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP
436106AB4
1000000.00000000
PA
USD
1004782.56000000
0.948415942814
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137AM4K0
1423.77000000
PA
USD
1423.52000000
0.001343662914
Long
ABS-MBS
USGSE
US
N
2
2040-04-15
Fixed
2.00000000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENTER
549300LVC84TCICWUW24
MONTEFIORE MEDICAL CENTER
61237WAB2
725000.00000000
PA
USD
718654.04000000
0.678338753116
Long
DBT
CORP
US
N
2
2026-10-20
Fixed
2.15200000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST
36262CAJ9
967279.89000000
PA
USD
948349.93000000
0.895149088753
Long
ABS-MBS
CORP
US
Y
2
2052-01-25
Variable
1.25000000
N
N
N
N
N
N
EMERSON ELECTRIC CO.
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO
291011BR4
1000000.00000000
PA
USD
950524.32000000
0.897201499119
Long
DBT
CORP
US
N
2
2031-12-21
Fixed
2.20000000
N
N
N
N
N
N
WASHINGTON MUTUAL MSC MORTGAGE CORP
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH
939336P80
39909.73900000
PA
USD
41876.40000000
0.039527204162
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
7.00000000
N
N
N
N
N
N
WENDYS FUNDING LLC
N/A
WENDY'S FUNDING LLC
95058XAG3
1104000.00000000
PA
USD
1121730.24000000
1.058803054018
Long
ABS-MBS
CORP
US
Y
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORPORATION
N/A
STRUCTURED ASSET SECURITIES CORPORATION
86359AWR0
24428.00500000
PA
USD
23883.47000000
0.022543647371
Long
ABS-MBS
CORP
US
Y
2
2031-01-25
Fixed
3.35650000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST
N/A
MELLO WAREHOUSE SECURITIZATION TRUST
58550LAC9
150000.00000000
PA
USD
148910.34000000
0.140556719561
Long
ABS-MBS
CORP
US
Y
2
2055-02-25
Floating
1.20771000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136APWA6
251152.44000000
PA
USD
254496.26000000
0.240219446454
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
91282CBL4
3255000.00000000
PA
USD
3065421.67000000
2.893456653225
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434SK1
14965.90900000
PA
USD
15589.51000000
0.014714964623
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136A8EM8
179890.57000000
PA
USD
179876.27000000
0.169785512799
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
2.50000000
N
N
N
N
N
N
SABEY DATA CENTER ISSUER, LLC
N/A
SABEY DATA CENTER ISSUE LLC
78520EAA4
415000.00000000
PA
USD
422457.55000000
0.398758389658
Long
ABS-MBS
CORP
US
Y
2
2045-04-20
Fixed
3.81200000
N
N
N
N
N
N
TEXAS TRANSN COMMN ST HWY FD REV
N/A
TEXAS ST TRANSPRTN COMMISSIONST
88283LHU3
785000.00000000
PA
USD
912127.30000000
0.860958487571
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.17800000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LIMITED
N/A
TEXTAINER MARINE CONTAINERS VIII LTD
88315LAG3
865608.31000000
PA
USD
837940.61000000
0.790933546513
Long
ABS-MBS
CORP
US
Y
2
2045-09-20
Fixed
2.10000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434N67
14721.17500000
PA
USD
14299.84000000
0.013497642948
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE
3136AKAW3
261860.41000000
PA
USD
264735.27000000
0.249884065158
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Fixed
3.00000000
N
N
N
N
N
N
WINWATER MORTGAGE LOAN TRUST
N/A
WINWATER MORTGAGE LOAN TRUST
97652TAA1
119143.39000000
PA
USD
119240.91000000
0.112551694845
Long
ABS-MBS
CORP
US
Y
2
2045-01-20
Variable
3.50000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FAQ4
1778000.00000000
PA
USD
1865213.99000000
1.760578612029
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
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
531262.20000000
0.501459281194
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.54500000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RAAC
7609857Q8
95146.20600000
PA
USD
92747.58000000
0.087544596245
Long
ABS-MBS
CORP
US
N
2
2032-01-25
Fixed
6.00000000
N
N
N
N
N
N
DUNKIN BRANDS
N/A
DB MASTER FINANCE LLC
233046AN1
997500.00000000
PA
USD
964472.78000000
0.910367473896
Long
ABS-MBS
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH
9393365C3
183079.48400000
PA
USD
182017.99000000
0.171807085898
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.49984000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3129095D2
25.64000000
PA
USD
25.78000000
0.000024333785
Long
ABS-MBS
USGSE
US
N
2
2022-05-15
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
1121735.16000000
1.058807698015
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
1.86000000
N
N
N
N
N
N
WILLIS ENGINE STRUCTURED TRUST
N/A
WILLIS ENGINE SECURITIZATION TRUST
97064GAA1
664576.27000000
PA
USD
628311.01000000
0.593063815647
Long
ABS-MBS
CORP
US
Y
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
MARS, INCORPORATED
54930073HKEO6GZBSS03
MARS INC
571676AB1
825000.00000000
PA
USD
850001.82000000
0.802318142851
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
3.20000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES
N/A
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERT
92922FRJ9
4804.59400000
PA
USD
4953.01000000
0.004675154442
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137BHUJ4
98659.73000000
PA
USD
98634.28000000
0.093101062243
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
2.00000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DU8
1000000.00000000
PA
USD
1102724.59000000
1.040863589122
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
COUNTRYWIDE HOME LOANS
12669F4Z3
3447.69600000
PA
USD
3518.95000000
0.003321542804
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.00000000
N
N
N
N
N
N
TIF FUNDING II LLC
N/A
TIF FUNDING II LLC
872480AE8
968624.99000000
PA
USD
916988.95000000
0.865547407157
Long
ABS-MBS
CORP
US
Y
2
2046-02-20
Fixed
2.55000000
N
N
N
N
N
N
BRE GRAND ISLANDER TIMESHARE ISSUER LLC
N/A
BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC
05588UAB8
513339.12000000
PA
USD
518327.80000000
0.489250479351
Long
ABS-MBS
CORP
US
Y
2
2033-09-26
Fixed
3.78000000
N
N
N
N
N
N
MELLO MORTGAGE CAPITAL ACCEPTANCE
N/A
MELLO MORTGAGE CAPITAL ACCEPTANCE TRUST
585494AK3
839199.52000000
PA
USD
826509.56000000
0.780143759255
Long
ABS-MBS
CORP
US
Y
2
2051-06-01
Variable
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398NJE5
118995.84000000
PA
USD
120122.20000000
0.113383545954
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
2.50000000
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL
46849LTK7
1100000.00000000
PA
USD
1116115.10000000
1.053502913959
Long
DBT
CORP
US
Y
2
2024-06-21
Fixed
2.65000000
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
495887.10000000
0.468068665001
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
2.72000000
N
N
N
N
N
N
FLEXENTIAL LLC
N/A
FLEXENTIAL ISSUER 2021-1
33938MAA7
1115000.00000000
PA
USD
1105069.59000000
1.043077038553
Long
ABS-MBS
CORP
US
Y
2
2051-11-27
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ADAB5
123198.62000000
PA
USD
122158.70000000
0.115305801718
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
2.00000000
N
N
N
N
N
N
LONGTRAIN LEASING LLC
N/A
LONGTRAIN LEASING III LLC
543190AB8
838062.45000000
PA
USD
822468.45000000
0.776329348751
Long
ABS-MBS
CORP
US
Y
2
2045-01-15
Fixed
4.06000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST, INC.
17307GQA9
15162.78100000
PA
USD
15827.89000000
0.014939971905
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
6.50000000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165MAG3
106397.23500000
PA
USD
104307.66000000
0.098456175136
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
5.99000000
N
N
N
N
N
N
UNIVERSITY OKLA REVS
N/A
UNIVERSITY OF REVENUES
91476PWQ7
450000.00000000
PA
USD
443503.67000000
0.418623857608
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
2.44600000
N
N
N
N
N
N
HI-FI MUSIC IP ISSUER II L.P
N/A
HI-FI MUSIC IP ISSUER II L.P
428357AA5
1000000.00000000
PA
USD
1017812.50000000
0.960714925023
Long
ABS-MBS
CORP
CA
Y
2
2062-02-01
Fixed
3.93900000
N
N
N
N
N
N
UNIVERSITY OKLA REVS
N/A
UNIV OF OKLAHOMA OK TXBL-REF-UNIV
9147608D8
1650000.00000000
PA
USD
1780086.66000000
1.680226782534
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
3.86600000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38376KLB5
14490.71000000
PA
USD
15033.89000000
0.014190513974
Long
ABS-MBS
USGA
US
N
2
2039-09-16
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378TQS2
153100.36000000
PA
USD
151613.13000000
0.143107887573
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
2.00000000
N
N
N
N
N
N
Alaska Air Pass Through Trust 2020-1A
N/A
ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
01166VAA7
1151158.64000000
PA
USD
1211824.70000000
1.143843365848
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3133TD6A9
7623.25000000
PA
USD
8334.19000000
0.007866655912
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
6.50000000
N
N
N
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO/THE
959802AH2
770000.00000000
PA
USD
879712.80000000
0.830362386681
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KA8
1000000.00000000
PA
USD
1047950.05000000
0.989161808991
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST
N/A
BEAR STEARNS ALT-A TRUST 2006-6
073868BE0
57730.89100000
PA
USD
36796.09000000
0.034731891036
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
2.89199000
N
N
N
N
N
N
WILLIS ENGINE STRUCTURED TRUST
N/A
WILLIS ENGINE STRUCTURED TRUST III
97063QAA0
715407.00000000
PA
USD
702196.22000000
0.662804189228
Long
ABS-MBS
CORP
US
Y
2
2042-08-15
Fixed
4.69000000
N
N
N
N
N
N
MARS, INCORPORATED
54930073HKEO6GZBSS03
MARS INC
571676AJ4
320000.00000000
PA
USD
301517.05000000
0.284602448962
Long
DBT
CORP
US
Y
2
2026-07-16
Fixed
0.87500000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
BAYVIEW OPPORTUNITY MASTER FUND TRUST
07331YAA8
509452.44500000
PA
USD
510882.27000000
0.482222631102
Long
ABS-MBS
CORP
US
Y
2
2055-01-28
Variable
3.50000000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165TAX1
28882.25500000
PA
USD
24155.71000000
0.022800615163
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.00000000
N
N
N
N
N
N
TBW MORTGAGE-BACKED TRUST (TAYLOR, BEAN & WHITAKER MORTGAGE CORP)
N/A
TBW MTG BACKED PASS THROUGH CERTIFCATES
878048AL1
36494.17500000
PA
USD
7279.99000000
0.006871594765
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
7.00000000
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
1016139.80000000
0.959136060689
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.48900000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJW0
2075000.00000000
PA
USD
1984141.46000000
1.872834450334
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828V98
4233000.00000000
PA
USD
4336344.72000000
4.093083050711
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434NV2
7256.11700000
PA
USD
7463.76000000
0.007045055576
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3133TKCT5
1062.54000000
PA
USD
1157.83000000
0.001092877678
Long
ABS-MBS
USGSE
US
N
2
2029-04-15
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
949831AA9
345037.19000000
PA
USD
346728.80000000
0.327277895580
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE TRUST 2003-W6
31393BW76
23650.83000000
PA
USD
24253.99000000
0.022893381820
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
3.11535000
N
N
N
N
N
N
CHASEFLEX TRUST
N/A
CHASEFLEX TRUST
16165VAC2
21389.39700000
PA
USD
10702.31000000
0.010101928350
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31336HVR0
2098.89000000
PA
USD
2099.49000000
0.001981712130
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Floating
2.25000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
466247JV6
19019.65400000
PA
USD
18906.81000000
0.017846169654
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE
31359AJF7
877.33000000
PA
USD
897.64000000
0.000847283900
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
7.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
COUNTRYWIDE ALTERNATIVE LOAN TRUST
12668BMH3
23093.72000000
PA
USD
15140.18000000
0.014290841283
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAB9
1000000.00000000
PA
USD
953344.54000000
0.899863509505
Long
DBT
CORP
GB
Y
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
ARLINGTON TEX INDPT SCH DIST
N/A
ARLINGTON TX INDEP SCH DIST
0418265Q7
1000000.00000000
PA
USD
1144332.80000000
1.080137648294
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA POOL # 725773
31402DJS0
89.16000000
PA
USD
99.56000000
0.000093974850
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORPORATION
N/A
CHASE MORTGAGE FINANCE CORPORATION
16162TT63
2839.14000000
PA
USD
2302.75000000
0.002173569585
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Fixed
6.25000000
N
N
N
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CB6
1059000.00000000
PA
USD
1127825.00000000
1.064555908200
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38145GAH3
1300000.00000000
PA
USD
1332337.45000000
1.257595552602
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
STACK INFRASTRUCTURE ISSUER, LLC
N/A
STACK INFRASTRUCTURE ISSUER LLC
85236KAA0
921499.88000000
PA
USD
940396.25000000
0.887641596867
Long
ABS-MBS
CORP
US
Y
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST
N/A
BEAR STEARNS ALT-A TRUST
07386HVG3
53487.66000000
PA
USD
53489.90000000
0.050489206281
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.72686000
N
N
N
N
N
N
JACK IN THE BOX FUNDING SERIES LLC
N/A
JACK IN THE BOX FUNDING LLC
466365AD5
675000.00000000
PA
USD
671634.81000000
0.633957223096
Long
ABS-MBS
CORP
US
Y
2
2052-02-26
Fixed
3.44500000
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
TACO BELL FUNDING LLC
87342RAE4
648225.00000000
PA
USD
686366.56000000
0.647862546617
Long
ABS-MBS
CORP
US
Y
2
2048-11-25
Fixed
4.94000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST
89176EAA8
124819.74000000
PA
USD
125602.00000000
0.118555938360
Long
ABS-MBS
CORP
US
Y
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2006-A2
466247K28
14133.76400000
PA
USD
12822.46000000
0.012103141489
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
2.57147000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTER ALTERNATIVE LOANS TRUST (MALT)
576434HG2
758.37200000
PA
USD
780.15000000
0.000736384892
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
6.25000000
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP
448579AG7
1500000.00000000
PA
USD
1570173.02000000
1.482088945836
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)
576434L93
15073.44900000
PA
USD
14761.59000000
0.013933489547
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC
00206RKJ0
1520000.00000000
PA
USD
1387593.26000000
1.309751604293
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
OREGON ST
N/A
OREGON ST
68609TZZ4
1000000.00000000
PA
USD
936613.40000000
0.884070958410
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
1.69600000
N
N
N
N
N
N
ARLINGTON TEX INDPT SCH DIST
N/A
ARLINGTON TX INDEP SCH DIST
0418265P9
1000000.00000000
PA
USD
1121718.60000000
1.058792067003
Long
DBT
MUN
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
HARMAN INTERNATIONAL INDUSTRIES, INCORPORATED
1VWDHRIRERCQ5D5M5681
HARMAN INTERNATIONAL INDUSTRIES INC
413086AH2
620000.00000000
PA
USD
654213.42000000
0.617513143869
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46628LAK4
3857.72400000
PA
USD
3102.83000000
0.002928766438
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
2.97216000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
GMAC MORTGAGE CORPORATION LOAN TRUST
36185NQ60
1197.94100000
PA
USD
1216.37000000
0.001148133682
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
89175VAA1
322503.17000000
PA
USD
326079.50000000
0.307786986693
Long
ABS-MBS
CORP
US
Y
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
ZAXBYS FUNDING LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
527350.00000000
PA
USD
515296.06000000
0.486388814882
Long
ABS-MBS
CORP
US
Y
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
2022-03-30
Cavanal Hill Funds
Joel B. Engle
Joel B. Engle
Treasurer