# EDGAR Filing Document

**Accession Number:** 0000864508
**File Stem:** 0001004726-26-000401
**Filing Date:** 2026-1
**Character Count:** 78658
**Document Hash:** e1ea4689cf048b603a5052ee5649247a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-000401.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001004726-26-000401

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cavanal Hill Funds
- **CENTRAL INDEX KEY:** 0000864508

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** OH

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06114
- **FILM NUMBER:** 26562919

**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

## Series and Classes Contracts Data

### Limited Duration Fund (Series ID: S000008938)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000024285 | Investor      | APSTX           |
| C000024286 | Institutional | AISTX           |
| C000102307 | Class A       | AASTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Cavanal Hill Funds

- **b. Investment Company Act file number:** 811-06114

- **c. CIK number of Registrant:** 0000864508

- **d. LEI of Registrant:** 5493008U4I3BDPVDR774

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 4400 Easton Commons

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43219

  - **Telephone number:** 800-762-7085

**Item A.2. Information about the Series.**

- **a. Name of Series:** Limited Duration Fund

- **b. EDGAR series identifier (if any):** S000008938

- **c. LEI of Series:** 549300E9XGUQJ2M47608

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $26093707.62

**Total Liabilities:** $103480.67

**Net Assets:** $25990226.95

**Cash Not Reported:** $1848.94

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -128.36395990 | **1-Year:** -845.98992749 | **5-Year:** -2197.28416339 | **10-Year:** -1265.58927475 | **30-Year:** -189.95774459

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -1.08861119 | **1-Year:** -15.81922706 | **5-Year:** -33.75741093 | **10-Year:** -24.90699081 | **30-Year:** -0.98818974

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024286 | 0.41%                | 0.39%                | 0.72%                |
| Class ID C000102307 | 0.38%                | 0.38%                | 0.80%                |
| Class ID C000024285 | 0.39%                | 0.37%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-56264.28               | $88670.95                                  |
| Month 2  | $-64253.34               | $96952.79                                  |
| Month 3  | $6082.55                 | $106228.53                                 |

### Schedule of Portfolio Investments

| Name                                                                                          | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 2254W0FJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10303 | PA      | $10726.02     | 0.04%             | 2033-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                                                                       | PNMAC GMSR ISSUER TRUST                            | CUSIP: 69354WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503736.60    | 1.94%             | 2029-03-25      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AN2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67942 | PA      | $65157.28     | 0.25%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                                                 | FREMONT HOME LOAN TRUST                            | CUSIP: 35729PFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457984 | PA      | $311266.22    | 1.20%             | 2034-11-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 76112HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40447 | PA      | $11665.46     | 0.04%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 76110HZH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13857 | PA      | $13402.50     | 0.05%             | 2034-09-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398NJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28591 | PA      | $27720.14     | 0.11%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV CITY SVC AGREEMENT REV                                      | PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT  | CUSIP: 71783DAD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $69967.37     | 0.27%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FNMA                                               | CUSIP: 3136A1Y90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37541 | PA      | $36075.93     | 0.14%             | 2041-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST                                                           | CITIGROUP MORTGAGE ALTERNATIVE LOAN TRUST          | CUSIP: 17309KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10047 | PA      | $8983.98      | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130ALLW2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    250000 | PA      | $237324.47    | 0.91%             | 2029-03-29      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                                                                  | HI FI MUSIC IP ISSUER II L P                       | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $588647.78    | 2.26%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3137B2JG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46701 | PA      | $46321.85     | 0.18%             | 2032-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                     | BAT CAPITAL CORP                                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    606000 | PA      | $601950.12    | 2.32%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DET6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        53 | PA      | $52.88        | 0.00%             | 2019-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383WQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160346 | PA      | $161925.45    | 0.62%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMMSR                                                                                         | FMC GMSR ISSUER TRUST                              | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510672.95    | 1.96%             | 2027-07-25      | Fixed         | 10.07%                | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST                                                     | FIRST HORIZON MORTGAGE PASS THROUGH TRUST          | CUSIP: 32051GTX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3327 | PA      | $3045.57      | 0.01%             | 2035-10-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116210 | PA      | $114551.85    | 0.44%             | 2057-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                          | EMERSON ELECTRIC CO                                | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223891.32    | 0.86%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136APWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73028 | PA      | $69354.16     | 0.27%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                                                       | AMERICAN HOME MORTGAGE INVESTMENT TRUST            | CUSIP: 02660YAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327920 | PA      | $44808.68     | 0.17%             | 2036-06-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AFTK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49005 | PA      | $46865.40     | 0.18%             | 2042-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $896273.44    | 3.45%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOC                 | CUSIP: 36202CUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $6.47         | 0.00%             | 2027-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496457 | PA      | $488571.17    | 1.88%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9385 | PA      | $9257.21      | 0.04%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                                                                | DEUTSCHE ALT A SECURITIES INC                      | CUSIP: 251510CG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       400 | PA      | $395.89       | 0.00%             | 2033-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GCK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       915 | PA      | $915.63       | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                      | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17284 | PA      | $17106.77     | 0.07%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                            | WENDY S FUNDING LLC                                | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220593 | PA      | $219250.85    | 0.84%             | 2049-06-15      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541SRP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11699 | PA      | $11272.86     | 0.04%             | 2034-11-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40832 | PA      | $25331.61     | 0.10%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5587 | PA      | $5546.17      | 0.02%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1131744.14   | 4.35%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE GRANTOR TRUST                           | CUSIP: 31392A7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $159.07       | 0.00%             | 2031-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136G45Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $232174.71    | 0.89%             | 2028-10-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                                                      | BEAR STEARNS ALT A TRUST 2006 1                    | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48167 | PA      | $33735.52     | 0.13%             | 2036-02-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19795 | PA      | $19602.27     | 0.08%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 761119AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38901 | PA      | $26108.28     | 0.10%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AE4V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36337 | PA      | $35212.99     | 0.14%             | 2042-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cavanal Hill Funds: Cavanal Hill Government Securities Money Market Fund; Select Class Shares | CAVANAL HILL GOVERNMENT SECURITIES MONEY MARKET    | CUSIP: 14956P810<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    876069 | NS      | $876068.69    | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46629CAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1009 | PA      | $777.58       | 0.00%             | 2036-08-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434SJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15425 | PA      | $15564.17     | 0.06%             | 2034-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE WHOLE LOAN                                  | CUSIP: 31393T4J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196456 | PA      | $200492.21    | 0.77%             | 2033-11-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST                   | CUSIP: 45660GAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27329 | PA      | $17002.39     | 0.07%             | 2036-08-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIEMAE WHOLE LOAN                               | CUSIP: 31393E6M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402856 | PA      | $395268.35    | 1.52%             | 2043-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                               | SBA TOWER TRUST                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $587733.63    | 2.26%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST                                                          | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004 13      | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8388 | PA      | $8256.01      | 0.03%             | 2034-04-21      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                 | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENLS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $229293.74    | 0.88%             | 2032-01-26      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 76110HYF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        78 | PA      | $75.44        | 0.00%             | 2019-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIZATION TRUST             | CUSIP: 45660LT41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33042 | PA      | $14229.93     | 0.05%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AJAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79637 | PA      | $77211.77     | 0.30%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38378TQS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    367884 | PA      | $342378.37    | 1.32%             | 2042-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AFJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115863 | PA      | $101468.41    | 0.39%             | 2042-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 76114HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23184 | PA      | $11458.57     | 0.04%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GHC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4478 | PA      | $4715.73      | 0.02%             | 2034-08-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31402VMV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       732 | PA      | $741.09       | 0.00%             | 2033-09-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES CORP TRUST           | CUSIP: 36257LAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246196 | PA      | $234166.46    | 0.90%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31385YX34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10723 | PA      | $10788.36     | 0.04%             | 2030-02-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2518 | PA      | $2396.18      | 0.01%             | 2035-08-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434NY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208559 | PA      | $218031.24    | 0.84%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIO ISSUER LLC                                                                                | AIO ISSUER 2024 1 LLC                              | CUSIP: 009053AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $548876.63    | 2.11%             | 2054-10-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46652FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393380 | PA      | $337630.36    | 1.30%             | 2050-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                    | COUNTRYWIDE HOME LOANS                             | CUSIP: 12669FDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3989 | PA      | $3923.35      | 0.02%             | 2034-02-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        48 | PA      | $50.60        | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434QE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7376 | PA      | $7615.54      | 0.03%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                  | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 2 TRUS | CUSIP: 949798AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119988 | PA      | $108230.04    | 0.42%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LIMITED                                                           | TEXTAINER MARINE CONTAINERS VII LTD                | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292037 | PA      | $282068.07    | 1.09%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                      | ENTERGY MISSISSIPPI LLC                            | CUSIP: 29364NAU2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271371.85    | 1.04%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ALHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37137 | PA      | $34885.82     | 0.13%             | 2044-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIEMAE GRANTOR TRUST                            | CUSIP: 31393AV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495783 | PA      | $488384.31    | 1.88%             | 2033-09-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GQA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2840 | PA      | $2899.95      | 0.01%             | 2035-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $467597.66    | 1.80%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31406BXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5976 | PA      | $6070.11      | 0.02%             | 2035-01-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120988 | PA      | $124330.70    | 0.48%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GGY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41379 | PA      | $42551.13     | 0.16%             | 2034-08-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                                                       | VIRGINIA POWER FUEL SECURITIZATION LLC             | CUSIP: 92808VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102670.57    | 0.40%             | 2033-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST                   | CUSIP: 45660NQ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12976 | PA      | $12403.05     | 0.05%             | 2034-08-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                      | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137179 | PA      | $135279.29    | 0.52%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST 2006 AR13         | CUSIP: 45661XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14998 | PA      | $9722.84      | 0.04%             | 2036-07-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST                                                                       | HOMEBANC MORTGAGE TRUST                            | CUSIP: 43739ECL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5613 | PA      | $5034.17      | 0.02%             | 2037-04-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2934 | PA      | $2838.54      | 0.01%             | 2035-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3133T8BT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        24 | PA      | $23.95        | 0.00%             | 2026-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOC                 | CUSIP: 36206RSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       270 | PA      | $270.00       | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                                  | SAXON ASSET SECURITIES TRUST                       | CUSIP: 805564PB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       440 | PA      | $430.37       | 0.00%             | 2033-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                                                | WILLIS ENGINE SECURITIZATION TRUST                 | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126142 | PA      | $119221.41    | 0.46%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST                                                                 | GFMT CMO VRN 7 25 56                               | CUSIP: 36416UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9130 | PA      | $8476.03      | 0.03%             | 2056-07-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                                                                | DEUTSCHE ALT A SECURITIES MLT                      | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       711 | PA      | $594.48       | 0.00%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AXGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4880 | PA      | $4854.64      | 0.02%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123755 | PA      | $127119.38    | 0.49%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137ADZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109461 | PA      | $103145.15    | 0.40%             | 2039-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCWEN RESIDENTIAL MBS CORPORATION                                                             | OCWEN RESIDENTIAL MBS CORP                         | CUSIP: 675748AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26188 | PA      | $15857.73     | 0.06%             | 2040-10-25      | Variable      | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GINNIE MAE II POOL                                 | CUSIP: 36225CJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       159 | PA      | $159.20       | 0.00%             | 2029-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST                                                                               | GOODGREEN 2020 1 TRUST                             | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913489 | PA      | $763476.66    | 2.94%             | 2055-04-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434NW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1647 | PA      | $1680.59      | 0.01%             | 2034-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2020-1                                                     | UNITED AIRLINES 2020 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88415 | PA      | $90347.36     | 0.35%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WASHINGTON MUTUAL MORTGAGE PASS THOUGH CERTIFICAT  | CUSIP: 93363PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31604 | PA      | $28453.55     | 0.11%             | 2036-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES TRUST                | CUSIP: 36258WAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91066 | PA      | $80443.92     | 0.31%             | 2050-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197417 | PA      | $200790.80    | 0.77%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137ASFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6307 | PA      | $6244.72      | 0.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FMMSR                                                                                         | FMC GMSR ISSUER TRUST                              | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503469.10    | 1.94%             | 2027-07-25      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 466247TX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69201 | PA      | $64519.14     | 0.25%             | 2035-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DH55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10405 | PA      | $9100.41      | 0.04%             | 2035-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384GZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86289 | PA      | $86599.85     | 0.33%             | 2034-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET SECURITIES CORPORATION                                                           | NOMURA ASSET ACCEPTANCE CORPORATION                | CUSIP: 65535VKX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        98 | PA      | $98.46        | 0.00%             | 2035-03-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                  | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801254.40    | 3.08%             | 2199-12-31      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                        | BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST        | CUSIP: 073882AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2091 | PA      | $2073.16      | 0.01%             | 2036-10-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                 | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENFB1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $320508.97    | 1.23%             | 2031-05-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                   | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138900.24    | 0.53%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                     | RESIDENTIAL ASSET MORTG PRODUCTS                   | CUSIP: 76112BUX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4511 | PA      | $4113.14      | 0.02%             | 2032-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC                                                                               | CLI FUNDING VIII LLC                               | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384095 | PA      | $356820.51    | 1.37%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                            | ZAXBY S FUNDING LLC                                | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627162 | PA      | $590682.21    | 2.27%             | 2051-07-30      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT                                   | WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT       | CUSIP: 92922FX86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18895 | PA      | $17624.32     | 0.07%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                                                          | PRIME MORTGAGE TRUST                               | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       440 | PA      | $441.93       | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                         | CWABS ASSET BACKED CERTIFICATES TRUST 2007 4       | CUSIP: 12668WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635850 | PA      | $613724.12    | 2.36%             | 2047-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GMACM MORTGAGE LOAN TRUST                                                                     | GMAC MORTGAGE CORPORATION LOAN TRUST               | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12992 | PA      | $11404.98     | 0.04%             | 2035-11-19      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                                                       | AMERICAN HOME MORTGAGE INVESTMENT TRUST            | CUSIP: 02660TER0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1113 | PA      | $958.71       | 0.00%             | 2035-09-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103015 | PA      | $103063.50    | 0.40%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                                  | WINWATER MORTGAGE LOAN TRUST 2014 1                | CUSIP: 97652PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89737 | PA      | $87211.95     | 0.34%             | 2044-06-20      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136B3LV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319817 | PA      | $289689.38    | 1.11%             | 2048-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BHUJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8200 | PA      | $8119.79      | 0.03%             | 2037-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                     | RESIDENTIAL ASSET MORTGAGE PRODUCTS INC            | CUSIP: 760985JL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35680 | PA      | $35510.30     | 0.14%             | 2032-03-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793986.48    | 3.05%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN ASSET-BACKED CERTIFICATES                                          | SOUNDVIEW HOME EQUITY LOAN TRUST                   | CUSIP: 83611MHM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29148 | PA      | $27272.73     | 0.10%             | 2035-05-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE POOL                                    | CUSIP: 31402CXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $30.06        | 0.00%             | 2032-06-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST                                                | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER | CUSIP: 863579FR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15276 | PA      | $13775.88     | 0.05%             | 2034-12-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | CWALT CORPORATE BOND                               | CUSIP: 02148HAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14594 | PA      | $8012.74      | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130APXZ3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    180000 | PA      | $163191.33    | 0.63%             | 2031-11-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128445 | PA      | $126963.47    | 0.49%             | 2034-11-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                 | BROADCOM INC                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149893.06    | 0.58%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                           | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311486.53    | 1.20%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                | HARBORVIEW MORTGAGE LOAN TRUST                     | CUSIP: 41161PJM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36613 | PA      | $33064.61     | 0.13%             | 2035-01-19      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ACYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97773 | PA      | $88514.65     | 0.34%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3137BCRG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203121 | PA      | $197527.95    | 0.76%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36228FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10 | PA      | $9.29         | 0.00%             | 2033-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMC HOME EQUITY LOAN TRUST                                                                    | IMC HOME EQUITY LOAN TRUST                         | CUSIP: 449670EB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1 | PA      | $0.72         | 0.00%             | 2029-06-20      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12667FSH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50815 | PA      | $54369.87     | 0.21%             | 2034-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434HH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4128 | PA      | $4232.43      | 0.02%             | 2033-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                           | STRUCTURED ASSET MORTGAGE INVESTMENTS INC          | CUSIP: 86358HHV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32985 | PA      | $33677.17     | 0.13%             | 2029-05-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CREDIT SUISSE FIRST BOSTON MOTGAGE SECURITIES CO   | CUSIP: 2254W0KC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1718 | PA      | $1708.95      | 0.01%             | 2019-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130ANQ78<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     35000 | PA      | $34274.82     | 0.13%             | 2026-08-27      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN ASSET-BACKED CERTIFICATES                                          | SOUNDVIEW HOME LOAN TRUST 2005 OPT3                | CUSIP: 83611MGU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14567 | PA      | $14537.08     | 0.06%             | 2035-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $403015.62    | 1.55%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                                     | DRIVEN BRANDS FUNDING LLC                          | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632001 | PA      | $627151.14    | 2.41%             | 2049-10-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                       | FLAGSTAR MORTGAGE TRUST                            | CUSIP: 33852FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169677 | PA      | $153154.02    | 0.59%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                             | SONIC CAPITAL LLC                                  | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766666 | PA      | $714052.25    | 2.75%             | 2051-08-20      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165TAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7535 | PA      | $7228.22      | 0.03%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541NPC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15289 | PA      | $10646.07     | 0.04%             | 2032-11-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46648HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313822 | PA      | $280351.47    | 1.08%             | 2047-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST 2005 A1                   | CUSIP: 466247LS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6347 | PA      | $6117.61      | 0.02%             | 2035-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS INC                                                                  | LEHMAN BROTHERS HOLDINGS                           | CUSIP: 52517P4C2<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1000.00      | 0.00%             | 2012-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541QQ39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8752 | PA      | $8998.32      | 0.03%             | 2033-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MORTGAGE CORP                                                           | WASHINGTON MUTUAL MORTGAGE PASS THROUGH            | CUSIP: 939336P80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       172 | PA      | $178.62       | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GINNIE MAE II POOL                                 | CUSIP: 36202KY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        23 | PA      | $23.21        | 0.00%             | 2026-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434LU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16701 | PA      | $17038.28     | 0.07%             | 2034-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $762890.63    | 2.94%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                     | WESTERN UNION CO THE                               | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $996996.28    | 3.84%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31394ALV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519616 | PA      | $537318.13    | 2.07%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 23245LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168388 | PA      | $63135.25     | 0.24%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AKXP6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    250000 | PA      | $226440.03    | 0.87%             | 2030-02-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9WZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117729 | PA      | $120572.75    | 0.46%             | 2045-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                  | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST       | CUSIP: 94981FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4869 | PA      | $4617.70      | 0.02%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16445 | PA      | $13605.86     | 0.05%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87725 | PA      | $87889.26     | 0.34%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                           | STRUCTURED ASSET MORTGAGE INVESTMENTS INC          | CUSIP: 86359LPY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       277 | PA      | $283.31       | 0.00%             | 2035-12-27      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WASHINGTON MUTUAL                                  | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2084 | PA      | $1997.75      | 0.01%             | 2034-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WAMU MORTGAGE PASS THROUGH CERTIFICATES SERIES 200 | CUSIP: 93362FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       836 | PA      | $786.92       | 0.00%             | 2046-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Cavanal Hill Funds

**Signature:** Jerica Newbill

**Name of Signer:** Jerica Newbill

**Title:** Treasurer