0001752724-22-093944.txt : 20220427 0001752724-22-093944.hdr.sgml : 20220427 20220427112145 ACCESSION NUMBER: 0001752724-22-093944 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: 22857544 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 2022-08-31 2022-02-28 N 23185098.86 41190.78 23143908.08 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 2593.31000000 USD N BEAR STEARNS ARM TRUST N/A BEAR STEARNS ADJ. RATE MORTGAGE TRUST 07384M2Z4 4037.12900000 PA USD 4309.54000000 0.018620623557 Long ABS-MBS CORP US N 2 2034-11-25 Variable 2.58307000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A MASTER ALTERNATIVE LOANS TRUST 576434SJ4 24414.78800000 PA USD 25658.28000000 0.110864076677 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.50000000 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 227518.42000000 PA USD 240324.75000000 1.038393123448 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A CS FIRST BOSTON MORTGAGE SECURITIES CORP. 22541QQ39 10586.53100000 PA USD 10736.24000000 0.046389053926 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 6.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC 00206RHJ4 310000.00000000 PA USD 336869.74000000 1.455543890148 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N SABEY DATA CENTER ISSUER, LLC N/A SABEY DATA CENTER ISSUE LLC 78520EAA4 250000.00000000 PA USD 254492.50000000 1.099609016421 Long ABS-MBS CORP US Y 2 2045-04-20 Fixed 3.81200000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 SUTTER HEALTH 86944BAD5 370000.00000000 PA USD 391049.46000000 1.689643160732 Long DBT CORP US N 2 2028-08-15 Fixed 3.69500000 N N N N N N WILLIS ENGINE STRUCTURED TRUST N/A WILLIS ENGINE SECURITIZATION TRUST 97064GAA1 151484.29000000 PA USD 143217.94000000 0.618814849700 Long ABS-MBS CORP US Y 2 2046-05-15 Fixed 3.10400000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE 097023DB8 450000.00000000 PA USD 450030.00000000 1.944485773294 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN MORTGAGE TRUST 466247TX1 191057.35500000 PA USD 195288.72000000 0.843801830377 Long ABS-MBS CORP US N 2 2035-09-25 Variable 3.18245000 N N N N N N Government National Mortgage Association 2 N/A GOVERNMENT NATIONAL MORTGAGE ASSOC. 36202CPC1 2633.43000000 PA USD 2808.63000000 0.012135504471 Long ABS-MBS USGA US N 2 2026-05-20 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORP. 3137ADZL4 203128.76000000 PA USD 204143.63000000 0.882062049738 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 2.50000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A MASTER ALTERNATIVE LOANS TRUST 576434PX6 9628.10700000 PA USD 9820.65000000 0.042432980489 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N DUNKIN BRANDS N/A DB MASTER FINANCE LLC 233046AN1 249375.00000000 PA USD 241118.19000000 1.041821412211 Long ABS-MBS CORP US Y 2 2051-11-20 Fixed 2.04500000 N N N N N N Government National Mortgage Association 2 N/A GOVERNMENT NATIONAL MORTGAGE ASSOC. 36202CUT8 44.45000000 PA USD 47.47000000 0.000205107969 Long ABS-MBS USGA US N 2 2027-03-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 3133T5BP7 423.25000000 PA USD 440.36000000 0.001902703720 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 7.00000000 N N N N N N BEAR STEARNS ALT-A TRUST N/A BEAR STEARNS ALT-A TRUST 07386HVG3 16579.67000000 PA USD 16580.36000000 0.071640277617 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.72686000 N N N N N N Domino's Pizza Master Issuer LLC N/A DOMINOS PIZZA MASTER ISSUER LLC 25755TAN0 272937.50000000 PA USD 265316.21000000 1.146376009975 Long ABS-MBS CORP US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N ENTERGY MISSISSIPPI, LLC 54930043I78H35DVVW89 ENTERGY MISSISSIPPI LLC 29364NAU2 275000.00000000 PA USD 282797.59000000 1.221909407099 Long DBT CORP US N 2 2027-12-01 Fixed 3.25000000 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A RESIDENTIAL ASSET SECURITIZATION TRUST 45660LT41 36468.71700000 PA USD 24281.48000000 0.104915211018 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A MASTR ALTERNATIVE LOANS TRUST 576434E34 151.21800000 PA USD 146.87000000 0.000634594639 Long ABS-MBS CORP US N 2 2020-01-25 Fixed 5.50000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT N/A WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERT 92922FX86 38946.02900000 PA USD 37811.28000000 0.163374655089 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 6.50000000 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A CS FIRST BOSTON MORTGAGE SECURITIES CORP. 22541SAP3 4023.02300000 PA USD 4047.30000000 0.017487539209 Long ABS-MBS CORP US N 2 2199-12-31 Fixed 5.00000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A VANTAGE DATA CENTERS LLC 92212KAB2 300000.00000000 PA USD 287093.61000000 1.240471613556 Long ABS-MBS CORP US Y 2 2045-09-15 Fixed 1.64500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 3133T8BT3 773.64000000 PA USD 839.59000000 0.003627693288 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 7.50000000 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 412252.20000000 1.781255778302 Long DBT MUN US N 2 2025-05-15 Fixed 3.14500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31398NJE5 71210.11000000 PA USD 71884.15000000 0.310596420239 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828X70 2193000.00000000 PA USD 2216386.28000000 9.576542873998 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 152.13000000 PA USD 158.85000000 0.000686357720 Long ABS-MBS USGA US N 2 2024-10-20 Fixed 8.00000000 N N N N N N LSTAR SECURITIES INVESTMENT LTD. N/A LSTAR SECURITIES INVESTMENT LTD 2019-4 54912JAA0 198307.52000000 PA USD 200724.71000000 0.867289609456 Long ABS-MBS CORP US Y 2 2024-05-01 Floating 2.59925000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A CITIGROUP MORTGAGE LOAN TRUST, INC. 17307GQA9 5575.56900000 PA USD 5820.14000000 0.025147611111 Long ABS-MBS CORP US N 2 2035-04-25 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 06051GJF7 510000.00000000 PA USD 460861.73000000 1.991287419596 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A MASTER ALTERNATIVE LOANS TRUST (MALT) 576434SK1 14965.90900000 PA USD 15589.51000000 0.067359021415 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.00000000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 HYATT HOTELS CORP 448579AG7 425000.00000000 PA USD 444882.35000000 1.922243851220 Long DBT CORP US N 2 2028-09-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE GRANTOR TRUST 31392A7C6 343.25000000 PA USD 384.46000000 0.001661171478 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 7.50000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A ANGEL OAK MORTGAGE TRUST 03464KAA6 132833.74000000 PA USD 132871.53000000 0.574110169901 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 2.59300000 N N N N N N Government National Mortgage Association 2 N/A GOVERNMENT NATIONAL MORTGAGE ASSOC. 36202CMU4 32.57000000 PA USD 34.68000000 0.000149845047 Long ABS-MBS USGA US N 2 2026-02-20 Fixed 8.00000000 N N N N N N Government National Mortgage Association 2 N/A GOVERNMENT NATIONAL MORTGAGE ASSOC. 36202CNW9 811.09000000 PA USD 857.50000000 0.003705078662 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 912828V98 1082000.00000000 PA USD 1108416.01000000 4.789234411788 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO 95000U2G7 250000.00000000 PA USD 245626.19000000 1.061299540038 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A COUNTRYWIDE ALTERNATIVE LOAN TRUST 12667FX26 2918.90500000 PA USD 2815.63000000 0.012165750011 Long ABS-MBS CORP US N 2 2035-03-25 Fixed 5.25000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 BROADCOM INC 11135FAQ4 451000.00000000 PA USD 473122.33000000 2.044262915167 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136ALHN4 64302.44000000 PA USD 64647.71000000 0.279329272206 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 2.50000000 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 295542.21000000 1.276976252145 Long DBT MUN US N 2 2023-12-01 Fixed 0.53300000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A MASTER ALTERNATIVE LOANS TRUST 576434LV4 8398.64800000 PA USD 8605.80000000 0.037183867004 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 5.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN MORTGAGE TRUST 2006-A2 466247J46 2982.02200000 PA USD 2898.31000000 0.012522993048 Long ABS-MBS CORP US N 2 2036-04-25 Variable 2.75333000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A BAYVIEW OPPORTUNITY MASTER FUND TRUST 07331YAA8 206834.92000000 PA USD 207415.42000000 0.896198771975 Long ABS-MBS CORP US Y 2 2055-01-28 Variable 3.50000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 MARS INC 571676AB1 300000.00000000 PA USD 309091.57000000 1.335520210897 Long DBT CORP US Y 2 2030-04-01 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A GOVERNMENT NATIONAL MORTGAGE ASSOC. 36202CNC3 11.90000000 PA USD 11.95000000 0.000051633457 Long ABS-MBS USGA US N 2 2026-03-20 Fixed 8.00000000 N N N N N N MVW OWNER TRUST N/A MVW 2019-2 LLC 55400DAA9 197134.89000000 PA USD 196131.93000000 0.847445164930 Long ABS-MBS CORP US Y 2 2038-10-20 Fixed 2.22000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A CHL MORTGAGE PASS-THROUGH TRUST 2004-2 12669FKS1 10470.33500000 PA USD 10070.30000000 0.043511666072 Long ABS-MBS CORP US N 2 2034-02-25 Variable 2.72882000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136B26V9 214629.01000000 PA USD 229347.80000000 0.990964011813 Long ABS-MBS USGSE US N 2 2030-02-25 Fixed 3.54600000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A COUNTRYWIDE ALTERNATIVE LOAN TRUST 23245LAB6 63467.10600000 PA USD 37396.49000000 0.161582434006 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 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 308676.39000000 1.333726304706 Long DBT MUN US N 2 2027-01-01 Fixed 2.60100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 31411FJU9 1790.23000000 PA USD 1790.63000000 0.007736938782 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 2.10700000 N N N N N N FLEXENTIAL LLC N/A FLEXENTIAL ISSUER 2021-1 33938MAA7 280000.00000000 PA USD 277506.26000000 1.199046673711 Long ABS-MBS CORP US Y 2 2051-11-27 Fixed 3.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC 38145GAH3 290000.00000000 PA USD 297213.74000000 1.284198584667 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N CHASEFLEX TRUST N/A CHASEFLEX TRUST 16165TAX1 48137.10100000 PA USD 40259.52000000 0.173952989533 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 6.00000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A COUNTRYWIDE ALTERNATIVE LOAN TRUST 12667FDB8 8995.24600000 PA USD 9163.87000000 0.039595171084 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38378TQS2 70661.76000000 PA USD 69975.34000000 0.302348850324 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 92922FGN2 788.17200000 PA USD 802.01000000 0.003465317945 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION 3137B2JG6 73963.92000000 PA USD 73619.43000000 0.318094203215 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 31392JAC3 9447.74000000 PA USD 10861.55000000 0.046930492302 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 7.00000000 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A RESIDENTIAL ASSET SECURITIES CORP. 761119AA4 40748.99100000 PA USD 33602.95000000 0.145191338834 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136A5TQ9 114474.98000000 PA USD 114825.06000000 0.496135136741 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 2.00000000 N N N N N N JBG/ROCKVILLE NCI CAMPUS N/A JBG/ROCKVILLE NCI CAMPUS 46611JAA0 90777.05000000 PA USD 91799.20000000 0.396645197875 Long DBT CORP US Y 2 2023-07-15 Fixed 3.90000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A TOWD POINT MORTGAGE TRUST 89176EAA8 46807.44000000 PA USD 47100.79000000 0.203512690411 Long ABS-MBS CORP US Y 2 2058-01-25 Variable 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136APWA6 125138.64000000 PA USD 126804.72000000 0.547896749164 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A CHASE MORTGAGE FINANCE CORP. 16163EAL2 12655.02600000 PA USD 7693.18000000 0.033240626316 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38377JSK0 13384.97000000 PA USD 13507.47000000 0.058362960798 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY NOTE 91282CCS8 775000.00000000 PA USD 735765.63000000 3.179089838486 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N WENDYS FUNDING LLC N/A WENDY'S FUNDING LLC 95058XAG3 230000.00000000 PA USD 233693.80000000 1.009742171426 Long ABS-MBS CORP US Y 2 2049-06-15 Fixed 3.78300000 N N N N N N AUSTIN TEX CMNTY COLLEGE DIST REV N/A AUSTIN TX CMNTY CLG DIST 052404QF0 500000.00000000 PA USD 484906.90000000 2.095181584388 Long DBT MUN US N 2 2025-02-01 Fixed 0.93300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 313921DF2 640.37000000 PA USD 712.36000000 0.003077958992 Long ABS-MBS USGSE US N 2 2031-10-25 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 0.000007258929 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.00000000 N N N N N N NOMURA ASSET SECURITIES CORPORATION N/A NOMURA ASSET ACCEPTANCE CORPORATION 65535VKX5 595.45100000 PA USD 597.10000000 0.002579944570 Long ABS-MBS CORP US N 2 2035-03-25 Fixed 5.15900000 N N N N N N PUBLIC FIN AUTH WIS REV N/A PUBLIC FINANCIAL AUTHORITY WI 74442PDM4 165000.00000000 PA USD 170518.19000000 0.736773536304 Long DBT MUN US N 2 2025-10-01 Fixed 4.45000000 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A WELLS FARGO MORTGAGE BACKED SECURITIES 2021-2 TRUS 949798AC6 167642.24000000 PA USD 164361.43000000 0.710171460376 Long ABS-MBS CORP US Y 2 2051-06-25 Variable 2.50000000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A RESIDENTIAL ASSET MORTG. PRODUCTS 76112BUX6 27929.51600000 PA USD 24919.33000000 0.107671227840 Long ABS-MBS CORP US N 2 2032-02-25 Fixed 7.00000000 N N N N N N PRIME MORTGAGE TRUST N/A PRIME MORTGAGE TRUST 74160MDK5 1278.82400000 PA USD 1308.23000000 0.005652588990 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 6.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN MORTGAGE TRUST 2005-A1 466247LS0 17209.89800000 PA USD 17034.69000000 0.073603342793 Long ABS-MBS CORP US N 2 2035-02-25 Variable 2.59275000 N N N N N N GALTON FUNDING MORTGAGE TRUST N/A GFMT CMO VRN 7/25/56 36416UAG0 21664.68000000 PA USD 21716.37000000 0.093831905678 Long ABS-MBS CORP US Y 2 2056-07-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORP 3137BHUJ4 59195.82000000 PA USD 59180.55000000 0.255706814058 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOC. 31358MHC1 2.86000000 PA USD 2.86000000 0.000012357463 Long ABS-MBS USGSE US N 2 2022-04-25 Floating 1.97000000 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 305104.50000000 1.318292912957 Long DBT MUN US N 2 2028-11-01 Fixed 2.84300000 N N N N N N VINE N/A VR FUNDING LLC 91835CAA1 258321.87000000 PA USD 249859.48000000 1.079590703248 Long ABS-MBS CORP US Y 2 2050-11-15 Fixed 2.79000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A COUNTRYWIDE HOME LOANS 12669FY98 875.61700000 PA USD 872.61000000 0.003770365821 Long ABS-MBS CORP US N 2 2024-08-25 Fixed 5.25000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A COUNTRYWIDE HOME LOANS 12669FN82 16.59100000 PA USD 16.59000000 0.000071681930 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.61188000 N N N N N N CLI FUNDING LLC N/A CLI FUNDING VIII LLC 12565KAE7 123433.33000000 PA USD 122447.17000000 0.529068684410 Long ABS-MBS CORP US Y 2 2047-01-18 Fixed 2.72000000 N N N N N N SEACUBE CONTAINER CLIF N/A CLI FUNDING LLC 12563LAS6 342691.65000000 PA USD 330374.22000000 1.427478102911 Long ABS-MBS CORP US Y 2 2045-10-18 Fixed 2.07000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 NATIONAL RURAL UTILITIES COOP 637432NG6 300000.00000000 PA USD 309144.25000000 1.335747830191 Long DBT CORP US N 2 2025-11-01 Fixed 3.25000000 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 304100.85000000 1.313956350625 Long DBT MUN US N 2 2026-09-15 Fixed 2.36800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 31402VMV9 1445.50000000 PA USD 1448.94000000 0.006260567554 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 1.87800000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A CITIGROUP MORTGAGE LOAN TRUST, INC. 17307GFR4 5600.92800000 PA USD 5781.72000000 0.024981606304 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.75000000 N N N N N N COLORADO HSG & FIN AUTH N/A COLORADO ST HSG AND FIN AUTH 196480MQ7 150000.00000000 PA USD 147904.11000000 0.639062812938 Long DBT MUN US N 2 2023-11-01 Fixed 0.85700000 N N N N N N HOMEBANC MORTGAGE TRUST N/A HOMEBANC MORTGAGE TRUST 43739ECL9 10015.51500000 PA USD 9042.37000000 0.039070194924 Long ABS-MBS CORP US N 2 2037-04-25 Variable 2.33488000 N N N N N N VIRGINIA ST HSG DEV AUTH N/A VIRGINIA ST HSG DEV AUTH 92812VE51 275000.00000000 PA USD 268437.15000000 1.159860940823 Long DBT MUN US N 2 2026-07-01 Fixed 1.64500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 31358LQ66 2.25000000 PA USD 2.25000000 0.000009721780 Long ABS-MBS USGSE US N 2 2022-03-25 Fixed 7.75000000 N N N N N N OCWEN RESIDENTIAL MBS CORPORATION N/A OCWEN RESIDENTIAL MBS CORP. 675748AE7 35407.33800000 PA USD 25576.70000000 0.110511586511 Long ABS-MBS CORP US Y 2 2040-10-25 Variable 3.28070000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 EMERSON ELECTRIC CO 291011BR4 250000.00000000 PA USD 237631.08000000 1.026754337161 Long DBT CORP US N 2 2031-12-21 Fixed 2.20000000 N N N N N N HARMAN INTERNATIONAL INDUSTRIES, INCORPORATED 1VWDHRIRERCQ5D5M5681 HARMAN INTERNATIONAL INDUSTRIES INC 413086AH2 400000.00000000 PA USD 422073.18000000 1.823690184652 Long DBT CORP US N 2 2025-05-15 Fixed 4.15000000 N N N N N N WINWATER MORTGAGE LOAN TRUST N/A WINWATER MORTGAGE LOAN TRUST 2014-1 97652PAA9 141968.40000000 PA USD 141840.73000000 0.612864212516 Long ABS-MBS CORP US Y 2 2044-06-20 Variable 3.91537000 N N N N N N EXPEDIA GROUP, INC. N/A EXPEDIA GROUP INC 30212PAP0 335000.00000000 PA USD 344693.86000000 1.489350280896 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A MASTER ALTERNATIVE LOANS TRUST 576434A79 3768.47900000 PA USD 3507.42000000 0.015154830324 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 5.50000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK 3130ANGS3 250000.00000000 PA USD 241974.72000000 1.045522299706 Long DBT USGSE US N 2 2028-08-16 Variable 0.62500000 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL 46849LTK7 300000.00000000 PA USD 304395.03000000 1.315227441051 Long DBT CORP US Y 2 2024-06-21 Fixed 2.65000000 N N N N N N Government National Mortgage Association N/A GOVERNMENT NATIONAL MORTGAGE ASSOC. 36206RSR8 3871.86000000 PA USD 3888.22000000 0.016800187706 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 312912HV3 171.95000000 PA USD 173.97000000 0.000751688087 Long ABS-MBS USGSE US N 2 2022-10-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 312910XS6 90.61000000 PA USD 91.07000000 0.000393494476 Long ABS-MBS USGSE US N 2 2022-06-15 Fixed 8.00000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A GS MORTGAGE-BACKED SECURITIES TRUST 36258WAS1 140012.15000000 PA USD 138623.47000000 0.598963103037 Long ABS-MBS CORP US Y 2 2050-10-25 Fixed 3.00000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A MASTER ALTERNATIVE LOANS TRUST 576434QE7 12513.00000000 PA USD 12898.87000000 0.055733327126 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 6.50000000 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 305109.45000000 1.318314300874 Long DBT MUN US N 2 2029-11-01 Fixed 2.63000000 N N N N N N STRUCTURED ASSET MORTGAGE INVESTORS N/A STRUCTURED ASSET MORTGAGE INVESTMENTS, INC. 86358HHV4 8714.05700000 PA USD 8962.83000000 0.038726519173 Long ABS-MBS CORP US N 2 2029-05-25 Fixed 6.75000000 N N N N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 HOLLYFRONTIER CORP 436106AB4 380000.00000000 PA USD 381817.37000000 1.649753225255 Long DBT CORP US N 2 2023-10-01 Fixed 2.62500000 N N N N N N WASHINGTON MUTUAL MSC MORTGAGE CORP N/A WASHINGTON MUTUAL MORTGAGE PASS-THROUGH 939336P80 444.37600000 PA USD 466.27000000 0.002014655426 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 7.00000000 N N N N N N GLENDALE ARIZ CTFS PARTN N/A CITY OF GLENDALE AZ 37828AAA7 250000.00000000 PA USD 244040.08000000 1.054446289522 Long DBT MUN US N 2 2024-07-01 Fixed 0.89700000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A FLAGSTAR MORTGAGE TRUST 33852FAE6 231870.98000000 PA USD 227767.95000000 0.984137809451 Long ABS-MBS CORP US Y 2 2051-06-01 Variable 1.25000000 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 250000.00000000 PA USD 254453.13000000 1.099438906862 Long ABS-MBS CORP CA Y 2 2062-02-01 Fixed 3.93900000 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 1133750.69000000 NS USD 1133750.69000000 4.898700280354 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 3129095D2 24.28000000 PA USD 24.41000000 0.000105470519 Long ABS-MBS USGSE US N 2 2022-05-15 Fixed 8.00000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A GSR MORTGAGE LOAN TRUST 36242DLR2 155129.44000000 PA USD 156574.42000000 0.676525414198 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AMD71 36585.46000000 PA USD 36519.51000000 0.157793186326 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 2.50000000 N N N N N N RESIDENTIAL ACCREDIT LOANS INCORPORATED N/A RESIDENTIAL ACCREDIT LOANS, INC. 751151AB7 22410.71900000 PA USD 13921.00000000 0.060149737684 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN MORTGAGE TRUST 46628BAG5 15404.28000000 PA USD 12960.03000000 0.055997586730 Long ABS-MBS CORP US N 2 2036-10-25 Variable 3.20355000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 03236VAD3 250000.00000000 PA USD 247901.90000000 1.071132408334 Long ABS-MBS CORP US Y 2 2028-04-20 Fixed 2.37000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 31402RDG1 96.26000000 PA USD 107.11000000 0.000462799971 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N COLORADO HSG & FIN AUTH N/A COLORADO ST HSG AND FIN AUTH 196480MT1 150000.00000000 PA USD 145322.25000000 0.627907134342 Long DBT MUN US N 2 2025-05-01 Fixed 1.11200000 N N N N N N TOWD POINT MORTGAGE TRUST N/A TOWD POINT MORTGAGE TRUST 89175VAA1 113824.66000000 PA USD 115086.90000000 0.497266492772 Long ABS-MBS CORP US Y 2 2058-03-25 Variable 3.25000000 N N N N N N LONGTRAIN LEASING LLC N/A LONGTRAIN LEASING III LLC 543190AB8 289156.05000000 PA USD 283775.67000000 1.226135486794 Long ABS-MBS CORP US Y 2 2045-01-15 Fixed 4.06000000 N N N N N N BEAR STEARNS ARM TRUST N/A BEAR STEARNS ARM TRUST 2003-7 07384MYT3 1553.77900000 PA USD 1670.33000000 0.007217147571 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.66285000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A MASTER ALTERNATIVE LOANS TRUST 576434HH0 6742.15400000 PA USD 7106.19000000 0.030704364947 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 6.50000000 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A STRUCTURED ASSET SECURITIES CORPORATION 863572QM8 59.74400000 PA USD 61.91000000 0.000267500198 Long ABS-MBS CORP US N 2 2030-03-28 Fixed 7.25000000 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A BANC OF AMERICA FUNDING 2004-B TRUST 05946XJN4 5036.76600000 PA USD 5106.60000000 0.022064553585 Long ABS-MBS CORP US N 2 2034-11-20 Variable 2.61673000 N N N N N N ASCENSION HEALTH N/A ASCENSION HEALTH 04352EAA3 225000.00000000 PA USD 223990.43000000 0.967815933358 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST N/A AMERICAN HOME MORTGAGE INVESTMENT TRUST 02660TER0 2762.77700000 PA USD 2593.49000000 0.011205929400 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.56400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FHLMC 31349GY37 8528.51000000 PA USD 8475.40000000 0.036620435799 Long ABS-MBS USGSE US N 2 2034-08-01 Floating 5.36700000 N N N N N N RIVERSIDE CALIF UNI SCH DIST N/A RIVERSIDE CA UNIF SCH DIST 769059A30 600000.00000000 PA USD 607580.46000000 2.625228452773 Long DBT MUN US N 2 2025-02-01 Fixed 2.27200000 N N N N N N TEXTAINER MARINE CONTAINERS LIMITED N/A TEXTAINER MARINE CONTAINERS LTD 88315LAQ1 247332.72000000 PA USD 240631.54000000 1.039718699055 Long ABS-MBS CORP US Y 2 2046-04-20 Variable 2.23000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A COUNTRYWIDE HOME LOANS 126694TD0 6911.79300000 PA USD 4819.66000000 0.020824745688 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.75000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A GSR MORTGAGE LOAN TRUST 36242DET6 102.25900000 PA USD 102.11000000 0.000441196014 Long ABS-MBS CORP US N 2 2019-08-25 Fixed 5.00000000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP 87612EBL9 235000.00000000 PA USD 236595.74000000 1.022280848948 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST N/A MELLO WAREHOUSE SECURITIZATION TRUST 58551VAC6 100000.00000000 PA USD 99191.52000000 0.428585870878 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 1.48686000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORP. 3137ASFK5 44242.39000000 PA USD 44047.32000000 0.190319283362 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 2.00000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A GSR MORTGAGE LOAN TRUST 36228FNB8 604.91100000 PA USD 636.71000000 0.002751091119 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 BROADCOM INC 11135FBQ3 24000.00000000 PA USD 22279.56000000 0.096265332211 Long DBT CORP US Y 2 2036-11-15 Fixed 3.18700000 N N N N N N 2022-03-30 Cavanal Hill Funds Joel B. Engle Joel B. Engle Treasurer