# EDGAR Filing Document

**Accession Number:** 0000864508
**File Stem:** 0001004726-26-002943
**Filing Date:** 2026-4
**Character Count:** 76858
**Document Hash:** 9257f95ee8feff574ee3c326ce49274c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-002943.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001004726-26-002943

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**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:** 26891454

**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:** 2026-02-28

**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:** $110816679.24

**Total Liabilities:** $1558641.87

**Net Assets:** $109258037.37

**Cash Not Reported:** $582.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -263.71881027 | **1-Year:** -3134.44748774 | **5-Year:** -9907.09168085 | **10-Year:** -13901.92237384 | **30-Year:** -3407.00916436

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

- **3-Month:** -6.93684197 | **1-Year:** -70.63015738 | **5-Year:** -73.63335818 | **10-Year:** -37.25943504 | **30-Year:** -0.72435402

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024293 | -0.36%               | 0.22%                | 1.60%                |
| Class ID C000024292 | -0.27%               | 0.08%                | 1.58%                |
| Class ID C000102309 | -0.27%               | 0.20%                | 1.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-850882.63              | $206571.16                                 |
| Month 2  | $-75652.14               | $-75445.30                                 |
| Month 3  | $-79482.98               | $1414421.95                                |

### 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        |    110625 | PA      | $105662.14    | 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      | $864131.25    | 0.79%             | 2060-10-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                                  | WINWATER MORTGAGE LOAN TRUST                       | CUSIP: 97652TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86322 | PA      | $82679.74     | 0.08%             | 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      | $638753.51    | 0.58%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3324000 | PA      | $3114302.34   | 2.85%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                            | ORACLE CORP                                        | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    630000 | PA      | $524251.90    | 0.48%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136APWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142822 | PA      | $136749.39    | 0.13%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1TG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1044424 | PA      | $1063806.65   | 0.97%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                               | MVW 2019 2 LLC                                     | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188402 | PA      | $188134.83    | 0.17%             | 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        |        98 | PA      | $98.94        | 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        |      8460 | PA      | $5354.81      | 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        |     15184 | PA      | $15896.93     | 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        |    300662 | PA      | $299652.95    | 0.27%             | 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        |      5973 | PA      | $6017.90      | 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        |        58 | PA      | $59.65        | 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        |   1143039 | PA      | $1148901.35   | 1.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  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      | $2810.66      | 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      | $955545.83    | 0.87%             | 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        |    105863 | PA      | $93644.49     | 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        |      3182 | PA      | $3271.81      | 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        |   1060872 | PA      | $1082873.90   | 0.99%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                            | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1286100.78   | 1.18%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                 | BROADCOM INC                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1181979.27   | 1.08%             | 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      | $1160742.49   | 1.06%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                          | META PLATFORMS INC                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1076714.73   | 0.99%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66396 | PA      | $59391.81     | 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        |      2154 | PA      | $2058.96      | 0.00%             | 2032-03-25      | Fixed         | 6.25%                 | 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        |    461271 | PA      | $432137.66    | 0.40%             | 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        |   1125796 | PA      | $1142509.98   | 1.05%             | 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        |   1067247 | PA      | $1083376.28   | 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        |    383429 | PA      | $372554.46    | 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      | $1051274.64   | 0.96%             | 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        |    787418 | PA      | $787437.70    | 0.72%             | 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        |    684641 | PA      | $681555.31    | 0.62%             | 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        |    211675 | PA      | $203780.16    | 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        |    748585 | PA      | $714444.98    | 0.65%             | 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        |      1531 | PA      | $1571.38      | 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        |      1144 | PA      | $1328.51      | 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        |    523023 | PA      | $477822.28    | 0.44%             | 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        |        71 | PA      | $71.32        | 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        |     24488 | PA      | $15027.65     | 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        |    896192 | PA      | $911234.73    | 0.83%             | 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        |     44074 | PA      | $42901.43     | 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      | $1243901.13   | 1.14%             | 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        |     19927 | PA      | $6667.09      | 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        |      3359 | PA      | $3471.56      | 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        |     85541 | PA      | $84328.60     | 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        |      9178 | PA      | $9259.58      | 0.01%             | 2042-08-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1083005 | PA      | $1090530.80   | 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        |       330 | PA      | $347.73       | 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      | $990381.92    | 0.91%             | 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        |       259 | PA      | $261.25       | 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        |    843587 | PA      | $853462.33    | 0.78%             | 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      | $501514.40    | 0.46%             | 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        |    107882 | PA      | $105930.51    | 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      | $815276.72    | 0.75%             | 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        |   1146658 | PA      | $1131311.45   | 1.04%             | 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        |         0 | PA      | $0.10         | 0.00%             | 2037-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                                         | ARROYO MORTGAGE TRUST 2019 3                       | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135750 | PA      | $131264.23    | 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        |     45631 | PA      | $22662.77     | 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        |    845029 | PA      | $889341.74    | 0.81%             | 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        |      1454 | PA      | $1478.48      | 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        |    116290 | PA      | $105242.36    | 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        |     21127 | PA      | $9933.62      | 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        |      9270 | PA      | $9217.35      | 0.01%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096828 | PA      | $1110186.76   | 1.02%             | 2045-12-01      | Fixed         | 5.00%                 | 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      | $176377.32    | 0.16%             | 2035-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                     | RAAC                                               | CUSIP: 7609857Q8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49819 | PA      | $44014.54     | 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        |    617408 | PA      | $547029.84    | 0.50%             | 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      | $1488136.50   | 1.36%             | 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        |        68 | PA      | $69.82        | 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      | $1142146.06   | 1.05%             | 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        |      3393 | PA      | $3382.93      | 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        |    742368 | PA      | $748506.11    | 0.69%             | 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        |         0 | PA      | $0.46         | 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        |    585719 | PA      | $551740.47    | 0.50%             | 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        |       234 | PA      | $238.33       | 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        |    652859 | PA      | $595881.13    | 0.55%             | 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        |   1228125 | PA      | $1273157.27   | 1.17%             | 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        |      1420 | PA      | $1433.64      | 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        |    333559 | PA      | $332278.68    | 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      | $1224287.03   | 1.12%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                        | GENERAL MOTORS FINL CO                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1225731.73   | 1.12%             | 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      | $1067724.91   | 0.98%             | 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        |    175975 | PA      | $164435.34    | 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      | $978318.94    | 0.90%             | 2036-02-25      | Variable      | 1.62%                 | 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        |    303454 | PA      | $277986.07    | 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        |    684436 | PA      | $610399.27    | 0.56%             | 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      | $1408408.05   | 1.29%             | 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      | $984344.93    | 0.90%             | 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        |        52 | PA      | $53.77        | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                                    | BANC OF AMERICA MERILL LYNCH                       | CUSIP: 05551JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1108994.88   | 1.02%             | 2032-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AM2W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1146419 | PA      | $1103710.44   | 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        |    138327 | PA      | $138044.17    | 0.13%             | 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        |      2553 | PA      | $1664.08      | 0.00%             | 2036-06-25      | Variable      | 4.52%                 | 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      | $1645455.74   | 1.51%             | 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      | $1354589.99   | 1.24%             | 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      | $1489335.29   | 1.36%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                     | SAUDI ARABIAN OIL CO                               | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |   1110000 | PA      | $1111554.00   | 1.02%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FNMA POOL 725773                                   | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        44 | PA      | $45.56        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                   | HUMANA INC                                         | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1288684.28   | 1.18%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                           | RCKT MORTGAGE TRUST 2023 CES3                      | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627362 | PA      | $634295.71    | 0.58%             | 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      | $1288437.73   | 1.18%             | 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      | $1454699.07   | 1.33%             | 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        |     10456 | PA      | $9686.39      | 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        |      5257 | PA      | $5072.29      | 0.00%             | 2031-01-25      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                  | DEXT ABS                                           | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76133 | PA      | $76473.86     | 0.07%             | 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        |     54514 | PA      | $53312.15     | 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        |   3860000 | PA      | $3901314.04   | 3.57%             | 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        |   2826000 | PA      | $2897201.95   | 2.65%             | 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        |   1010221 | PA      | $1027372.58   | 0.94%             | 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        |  13965000 | PA      | $11441480.93  | 10.47%            | 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        |     12748 | PA      | $10693.96     | 0.01%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                   | BANK OF AMERICA CORP                               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1575412.65   | 1.44%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791060 | PA      | $806887.93    | 0.74%             | 2054-10-01      | Fixed         | 5.50%                 | 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      | $1276717.85   | 1.17%             | 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        |      7819 | PA      | $7047.67      | 0.01%             | 2036-04-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HK5B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756863 | PA      | $759039.33    | 0.69%             | 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        |      4619 | PA      | $4247.69      | 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        |     32596 | PA      | $22392.59     | 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        |   1038263 | PA      | $1047555.57   | 0.96%             | 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        |    997804 | PA      | $982057.48    | 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        |   1064356 | PA      | $1085731.53   | 0.99%             | 2053-03-01      | Fixed         | 5.50%                 | 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      | $1215303.84   | 1.11%             | 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        |    606580 | PA      | $524713.20    | 0.48%             | 2051-07-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ADAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68340 | PA      | $63947.22     | 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        |    487107 | PA      | $498862.08    | 0.46%             | 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        |    593138 | PA      | $596119.06    | 0.55%             | 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      | $496665.45    | 0.45%             | 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        |     45955 | PA      | $45610.21     | 0.04%             | 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        |      3939 | PA      | $3336.41      | 0.00%             | 2029-04-25      | Variable      | 3.37%                 | 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        |      3127 | PA      | $1781.22      | 0.00%             | 2036-06-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ALHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27289 | PA      | $25847.80     | 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        |     63717 | PA      | $61789.49     | 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        |    710067 | PA      | $719143.52    | 0.66%             | 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        |   2523708 | NS      | $2523707.84   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38378TQS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    139962 | PA      | $131719.63    | 0.12%             | 2042-09-20      | Fixed         | 2.00%                 | 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        |     57528 | PA      | $54849.75     | 0.05%             | 2035-08-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                   | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1106683.31   | 1.01%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573920 | PA      | $1620955.54   | 1.48%             | 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      | $673366.32    | 0.62%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AN2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93248 | PA      | $89944.65     | 0.08%             | 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        |    973201 | PA      | $895105.85    | 0.82%             | 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      | $408546.48    | 0.37%             | 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      | $25683.53     | 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        |    641176 | PA      | $588537.08    | 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        |    506150 | PA      | $485465.93    | 0.44%             | 2051-07-30      | Fixed         | 3.10%                 | 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      | $724954.82    | 0.66%             | 2049-02-25      | Variable      | 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        |    441193 | PA      | $445671.44    | 0.41%             | 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        |    137863 | PA      | $63630.23     | 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      | $1134150.25   | 1.04%             | 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        |     60379 | PA      | $59678.13     | 0.05%             | 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      | $1236597.04   | 1.13%             | 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        |   1098457 | PA      | $1018455.82   | 0.93%             | 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        |    723847 | PA      | $753987.15    | 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        |    156174 | PA      | $148014.59    | 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        |    690650 | PA      | $631073.19    | 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        |     52701 | PA      | $52075.43     | 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        |      3621 | PA      | $3472.51      | 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      | $148610.03    | 0.14%             | 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        |    165126 | PA      | $66598.58     | 0.06%             | 2036-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VITAL CARE ISSUER LLC                                                                         | VITAL CARE ISSUER LLC                              | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $743602.89    | 0.68%             | 2056-01-30      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937906 | PA      | $955884.19    | 0.87%             | 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      | $1371308.27   | 1.26%             | 2046-08-01      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Cavanal Hill Funds

**Signature:** Jerica Newbill

**Name of Signer:** Jerica Newbill

**Title:** Treasurer