# EDGAR Filing Document

**Accession Number:** 0000864508
**File Stem:** 0001004726-26-000400
**Filing Date:** 2026-1
**Character Count:** 78607
**Document Hash:** 7ebf2f7b6741b9c025ea7f3a9bf97b2c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-000400.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001004726-26-000400

**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:** 26562918

**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

### Bond Fund (Series ID: S000008942)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000024292 | Investor      | APBDX           |
| C000024293 | Institutional | AIBNX           |
| C000102309 | Class A       | AABOX           |

## 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:** Bond Fund

- **b. EDGAR series identifier (if any):** S000008942

- **c. LEI of Series:** 5493004WO31E1Z3TJ246

**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:** $111793852.49

**Total Liabilities:** $460822.47

**Net Assets:** $111333030.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -207.19634529 | **1-Year:** -3304.46810360 | **5-Year:** -10604.23420309 | **10-Year:** -16341.56447066 | **30-Year:** -3123.61050961

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

- **3-Month:** -8.24719514 | **1-Year:** -76.26766674 | **5-Year:** -70.03390832 | **10-Year:** -33.88200455 | **30-Year:** -0.63883778

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024293 | 1.14%                | 0.56%                | 0.79%                |
| Class ID C000024292 | 1.12%                | 0.66%                | 0.65%                |
| Class ID C000102309 | 1.12%                | 0.66%                | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6325.05                 | $898764.17                                 |
| Month 2  | $-294858.21              | $651145.39                                 |
| Month 3  | $-1056.68                | $423528.04                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136A8EM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115236 | PA      | $109257.49    | 0.10%             | 2042-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                | FLEXENTIAL ISSUER LLC                              | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $847848.99    | 0.76%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                                  | WINWATER MORTGAGE LOAN TRUST                       | CUSIP: 97652TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87192 | PA      | $82375.74     | 0.07%             | 2045-01-20      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                                                        | TACO BELL FUNDING LLC                              | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638175 | PA      | $639028.88    | 0.57%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                 | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENMU1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1220000 | PA      | $1034208.32   | 0.93%             | 2037-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4424000 | PA      | $4120022.80   | 3.70%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136APWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146567 | PA      | $139193.39    | 0.13%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                               | MVW 2019 2 LLC                                     | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209975 | PA      | $209257.37    | 0.19%             | 2038-10-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FNMA POOL 730856                                   | CUSIP: 31402J5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       102 | PA      | $102.17       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434N67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8546 | PA      | $5466.70      | 0.00%             | 2035-04-25      | 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        |     15408 | PA      | $16038.94     | 0.01%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                                                | WILLIS ENGINE STRUCTURED TRUST III                 | CUSIP: 97063QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465057 | PA      | $464318.88    | 0.42%             | 2042-08-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE WHOLE LOAN                              | CUSIP: 31392EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6188 | PA      | $6210.37      | 0.01%             | 2032-11-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FNMA POOL 832198                                   | CUSIP: 31407JRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        60 | PA      | $61.59        | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DU7B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166682 | PA      | $1164924.46   | 1.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                             | SONIC CAPITAL LLC                                  | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2236100 | PA      | $2207202.17   | 1.98%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| TBW MORTGAGE-BACKED TRUST (TAYLOR, BEAN & WHITAKER MORTGAGE CORP)                             | TBW MTG BACKED PASS THROUGH CERTIFCATES            | CUSIP: 878048AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36633 | PA      | $2898.68      | 0.00%             | 2036-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC STORM FUNDING LLC                                                     | DUKE ENERGY PROGRESS NC STORM FUNDING II LLC       | CUSIP: 26443NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $950934.80    | 0.85%             | 2046-01-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136B8KM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109176 | PA      | $95756.10     | 0.09%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12667FRY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3389 | PA      | $3461.05      | 0.00%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAE69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1086039 | PA      | $1105946.77   | 0.99%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137A4SL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19063 | PA      | $18771.85     | 0.02%             | 2040-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                            | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1277329.78   | 1.15%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                 | BROADCOM INC                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1676803.69   | 1.51%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                       | INDIANA FINANCE AUTHORITY                          | CUSIP: 455057SV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1156524.52   | 1.04%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67309 | PA      | $59836.31     | 0.05%             | 2036-09-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                            | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16162TT63<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2174 | PA      | $2074.45      | 0.00%             | 2032-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOC                 | CUSIP: 36210ESC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1466 | PA      | $1498.24      | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST 2019 6                    | CUSIP: 46651BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474210 | PA      | $438512.22    | 0.39%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384MYW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1160116 | PA      | $1175688.08   | 1.06%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                                | FINANCE OF AMERICA STRUCTURED SECURITIES RMF TRUST | CUSIP: 31739RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1106888 | PA      | $1102122.31   | 0.99%             | 2073-02-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC                                                                              | TRP 2021 LLC                                       | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390028 | PA      | $375961.24    | 0.34%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                            | ALTRIA GROUP INC                                   | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043073.25   | 0.94%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HL4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    941808 | PA      | $943638.74    | 0.85%             | 2052-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BN5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724639 | PA      | $719360.28    | 0.65%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BBFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223687 | PA      | $214182.97    | 0.19%             | 2043-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                                                | WILLIS ENGINE SECURITIZATION TRUST                 | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756850 | PA      | $715328.34    | 0.64%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| NOMURA ASSET SECURITIES CORPORATION                                                           | NOMURA ASSET ACCEPTANCE CORPORATION                | CUSIP: 65535VAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1938 | PA      | $1976.57      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST                                                              | JP MORGAN MORTGAGE TRUST                           | CUSIP: 466302AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1187 | PA      | $1352.04      | 0.00%             | 2036-12-25      | Fixed         | 6.21%                 | 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        |    533281 | PA      | $481022.33    | 0.43%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FNT TRUST                                                                                     | FIRST NATIONWIDE TRUST                             | CUSIP: 22540A3S5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        73 | PA      | $73.59        | 0.00%             | 2031-08-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24499 | PA      | $15198.96     | 0.01%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9WZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    958651 | PA      | $981806.50    | 0.88%             | 2045-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398NJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47777 | PA      | $46321.83     | 0.04%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                                                    | JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST      | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1241132.00   | 1.11%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20327 | PA      | $6759.42      | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434NV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3466 | PA      | $3560.06      | 0.00%             | 2034-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 3136AKAW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92694 | PA      | $91034.25     | 0.08%             | 2043-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE TRUST 2003 W6                           | CUSIP: 31393BW76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10082 | PA      | $10133.02     | 0.01%             | 2042-08-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110766 | PA      | $1111293.30   | 1.00%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3128MJDT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       337 | PA      | $354.39       | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE                                                                     | COREVEST AMERICAN FINANCE 2021 2 TRUST             | CUSIP: 21873BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $984203.33    | 0.88%             | 2054-07-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31359T5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       304 | PA      | $306.70       | 0.00%             | 2028-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383WQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    899901 | PA      | $908765.14    | 0.82%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                         | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501188.55    | 0.45%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38376K4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113573 | PA      | $111150.93    | 0.10%             | 2039-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                          | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $807598.03    | 0.73%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31397QDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1162815 | PA      | $1137293.15   | 1.02%             | 2041-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BHUJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15033 | PA      | $14886.33     | 0.01%             | 2037-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSN COMMN ST HWY FD REV                                                              | TEXAS ST TRANSPRTN COMMISSIONST                    | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $805076.14    | 0.72%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                   | HUMANA INC                                         | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1117570.63   | 1.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                                         | ARROYO MORTGAGE TRUST 2019 3                       | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144362 | PA      | $138847.09    | 0.12%             | 2048-10-25      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                                                      | BEAR STEARNS ALT A TRUST 2006 6                    | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46626 | PA      | $23353.93     | 0.02%             | 2036-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381PB36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1113308 | PA      | $1171795.74   | 1.05%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3133TD6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1681 | PA      | $1710.08      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT                                   | WASHINGTON MUTUAL MORTGAGE PASS THROUGH            | CUSIP: 9393365C3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118097 | PA      | $106224.17    | 0.10%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12668BMH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21069 | PA      | $9805.30      | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  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      | 0.01%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENTAL HSG REV                                                       | MICHIGAN ST HSG DEV AUTH RENTAL HSG REVENUE        | CUSIP: 59465M8V0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $172740.86    | 0.16%             | 2035-10-01      | Fixed         | 2.72%                 | 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        |      7723 | PA      | $7886.34      | 0.01%             | 2035-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                     | RAAC                                               | CUSIP: 7609857Q8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51064 | PA      | $44825.50     | 0.04%             | 2032-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                           | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021 5         | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626321 | PA      | $548793.91    | 0.49%             | 2066-09-25      | Fixed         | 1.92%                 | Yes           |                  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        |   1500000 | PA      | $1483986.00   | 1.33%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FNMA POOL 683351                                   | CUSIP: 31400CEY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        72 | PA      | $73.56        | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                               | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1148381.74   | 1.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38376KLB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3830 | PA      | $3811.36      | 0.00%             | 2039-09-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alaska Air Pass Through Trust 2020-1A                                                         | ALASKA AIRLINES 2020 1 CLASS A PASS THROUGH TRUST  | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793516 | PA      | $797727.44    | 0.72%             | 2029-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12668BMP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4 | PA      | $3.85         | 0.00%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136B3XJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605299 | PA      | $565408.92    | 0.51%             | 2049-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       277 | PA      | $281.79       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES TRUST 2022 MM1       | CUSIP: 36266PAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671943 | PA      | $605234.37    | 0.54%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HARDEES FUNDING LLC                                                                           | HARDEE S FUNDING LLC                               | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1231250 | PA      | $1274401.74   | 1.14%             | 2054-03-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT       | CUSIP: 92922FRJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1608 | PA      | $1612.59      | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BNBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342740 | PA      | $338702.32    | 0.30%             | 2047-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                | MORGAN STANLEY                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1228404.47   | 1.10%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                            | WENDY S FUNDING LLC                                | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1058844 | PA      | $1052403.90   | 0.95%             | 2049-06-15      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                        | GENERAL MOTORS FINL CO                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1219152.67   | 1.10%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                                                          | DATABANK ISSUER LLC                                | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1062116.19   | 0.95%             | 2054-01-26      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                  | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST       | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177377 | PA      | $163450.31    | 0.15%             | 2049-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL5C4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1170000 | PA      | $963780.00    | 0.87%             | 2036-02-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES TRUST 2021 GR2       | CUSIP: 36262JAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310929 | PA      | $281350.84    | 0.25%             | 2052-02-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FM5F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    692142 | PA      | $612194.10    | 0.55%             | 2049-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                   | ONEOK INC                                          | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1396460.62   | 1.25%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                      | ENTERGY MISSISSIPPI LLC                            | CUSIP: 29364NAU2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986806.72    | 0.89%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 31297RXN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        55 | PA      | $56.02        | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AM2W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1179532 | PA      | $1124135.59   | 1.01%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE ISSUER LLC                                                       | BRE GRAND ISLANDER TIMESHARE ISSUER 2019 A LLC     | CUSIP: 05588UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157634 | PA      | $156056.90    | 0.14%             | 2033-09-26      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46628LAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2565 | PA      | $1672.96      | 0.00%             | 2036-06-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OKLA REVS                                                                          | UNIV OF OKLAHOMA OK TXBL REF UNIV                  | CUSIP: 9147608D8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1626614.39   | 1.46%             | 2032-07-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                                                     | TEXAS NATURAL GAS SECURITIZATION FINANCE CORP      | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1340342.12   | 1.20%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                       | HELMERICH PAYNE INC                                | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1469830.97   | 1.32%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FNMA POOL 725773                                   | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        46 | PA      | $47.55        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                           | RCKT MORTGAGE TRUST 2023 CES3                      | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708247 | PA      | $717659.75    | 0.64%             | 2043-11-25      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                         | WELLS FARGO CO                                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1302985.98   | 1.17%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                          | JPMORGAN CHASE CO                                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1447546.60   | 1.30%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 466247JV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11099 | PA      | $10221.32     | 0.01%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                       | STRUCTURED ASSET SECURITIES CORPORATION            | CUSIP: 86359AWR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5815 | PA      | $5576.66      | 0.01%             | 2031-01-25      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1132522 | PA      | $1085291.88   | 0.97%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                  | DEXT ABS                                           | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120934 | PA      | $121643.57    | 0.11%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38377QK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56311 | PA      | $54735.06     | 0.05%             | 2041-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $505312.50    | 0.45%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2326000 | PA      | $2373882.90   | 2.13%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1073896 | PA      | $1088756.73   | 0.98%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY BOND                                  | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18790000 | PA      | $15210358.25  | 13.66%            | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES INC                                                      | BEAR STEARNS ASSET BACKED SECURITIES INC           | CUSIP: 07384YPH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13502 | PA      | $11333.86     | 0.01%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1185754 | PA      | $1136653.61   | 1.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                   | BANK OF AMERICA CORP                               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $1980229.68   | 1.78%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                            | PUBLIC SERVICE CO OF OKLAHOMA                      | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1270594.91   | 1.14%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST 2006 A2                   | CUSIP: 466247K28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8194 | PA      | $7428.96      | 0.01%             | 2036-04-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HK5B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    913952 | PA      | $916268.68    | 0.82%             | 2051-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434L93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5373 | PA      | $4925.04      | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTRENATIVE LOAN TRUST                 | CUSIP: 12667G6W8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33259 | PA      | $23043.36     | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056113 | PA      | $1058084.53   | 0.95%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384XLR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1025376 | PA      | $1003888.04   | 0.90%             | 2054-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1117455 | PA      | $1136551.57   | 1.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                 | PEPSICO INC                                        | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $760971.35    | 0.68%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                         | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1214146.56   | 1.09%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BGQB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622320 | PA      | $533163.16    | 0.48%             | 2051-07-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14898 | PA      | $14789.73     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ADAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71564 | PA      | $66509.91     | 0.06%             | 2043-02-25      | Fixed         | 2.00%                 | 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        |    508728 | PA      | $519844.70    | 0.47%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPZ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651060 | PA      | $653137.30    | 0.59%             | 2050-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER DAM AUTH OKLA REV                                                                 | GRAND RIVER OK DAM AUTH REVENUE                    | CUSIP: 386442UZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $488052.70    | 0.44%             | 2039-06-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56086 | PA      | $55539.85     | 0.05%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                  | MLCC MORTGAGE INVESTORS INC SERIES 2004            | CUSIP: 59020UEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4222 | PA      | $3595.34      | 0.00%             | 2029-04-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST                                                | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST     | CUSIP: 86360NAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3133 | PA      | $1787.88      | 0.00%             | 2036-06-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ALHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27853 | PA      | $26164.33     | 0.02%             | 2044-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136A5XY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67699 | PA      | $65172.39     | 0.06%             | 2041-10-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383HCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    783650 | PA      | $789641.04    | 0.71%             | 2052-05-20      | Fixed         | 5.00%                 | 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        |   1608558 | NS      | $1608558.41   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38378TQS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    140661 | PA      | $130909.29    | 0.12%             | 2042-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434NW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19724 | PA      | $20131.54     | 0.02%             | 2034-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 466247TT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64549 | PA      | $61479.74     | 0.06%             | 2035-08-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1613172 | PA      | $1657742.51   | 1.49%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681143 | PA      | $670323.25    | 0.60%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE POOL                                    | CUSIP: 31379LCQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       622 | PA      | $622.16       | 0.00%             | 2027-12-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AN2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40766 | PA      | $39094.60     | 0.04%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                     | CIM TRUST 2021 J2                                  | CUSIP: 12564EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    993091 | PA      | $902372.90    | 0.81%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LEXINGTON-FAYETTE URBAN CNTY ARPT BRD KY                                                      | LEXINGTON FAYETTE URBAN COUNTY AIRPORT BOARD       | CUSIP: 52909MEQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $404860.27    | 0.36%             | 2031-07-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 2254585T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92723 | PA      | $25775.53     | 0.02%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE                                                             | MELLO MORTGAGE CAPITAL ACCEPTANCE TRUST            | CUSIP: 585494AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    661931 | PA      | $599868.13    | 0.54%             | 2051-06-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                            | ZAXBY S FUNDING LLC                                | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507475 | PA      | $477956.60    | 0.43%             | 2051-07-30      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                             | COMPASS DATACENTERS ISSUER II LLC                  | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $723434.98    | 0.65%             | 2049-02-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BQZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523042 | PA      | $527772.14    | 0.47%             | 2045-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 02150JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137861 | PA      | $63338.81     | 0.06%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                                                     | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE     | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1088500 | PA      | $1121934.45   | 1.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70888 | PA      | $69876.57     | 0.06%             | 2057-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                                                       | VIRGINIA POWER FUEL SECURITIZATION LLC             | CUSIP: 92808VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1232046.84   | 1.11%             | 2033-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119759 | PA      | $1028852.20   | 0.92%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST STORM FUNDING I, LLC                                                     | EVERGY MISSOURI WEST STORM FUNDING I LLC           | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743420 | PA      | $769923.36    | 0.69%             | 2040-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136A9GM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161092 | PA      | $151621.60    | 0.14%             | 2041-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES TRUST                | CUSIP: 36262CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    712659 | PA      | $642655.73    | 0.58%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137GAD79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56175 | PA      | $55332.75     | 0.05%             | 2040-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA ALTERNATIVE LOAN TRUST                                                        | BANK OF AMERICA ALTERNATIVE LOAN TRUST             | CUSIP: 05950AAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3741 | PA      | $3559.59      | 0.00%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENTER                                                                     | MONTEFIORE MEDICAL CENTER                          | CUSIP: 61237WAB2<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147436.70    | 0.13%             | 2026-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 02146XAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164620 | PA      | $66619.88     | 0.06%             | 2036-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995280 | PA      | $1010521.27   | 0.91%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                                             | TEXAS ELECTRIC MKT STABL                           | CUSIP: 88240TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1365031.16   | 1.23%             | 2046-08-01      | Fixed         | 5.06%                 | Yes           |                  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