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