# EDGAR Filing Document

**Accession Number:** 0000864508
**File Stem:** 0001004726-26-002946
**Filing Date:** 2026-4
**Character Count:** 65394
**Document Hash:** cc127f43c7a7b8e420f030c0a88ed774
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-002946.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001004726-26-002946

**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:** 26891457

**BUSINESS ADDRESS:**
- **STREET 1:** 4400 EASTON COMMONS #200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43219
- **BUSINESS PHONE:** 800-762-7085

**MAIL ADDRESS:**
- **STREET 1:** 4400 EASTON COMMONS #200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43219

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN PERFORMANCE FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN PLUS FUNDS
- **DATE OF NAME CHANGE:** 19900910

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43219

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $23754309.63

**Total Liabilities:** $491288.42

**Net Assets:** $23263021.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -105.15232592 | **1-Year:** -702.59270198 | **5-Year:** -1915.50091753 | **10-Year:** -883.95967161 | **30-Year:** -133.64836686

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

- **3-Month:** -0.99965780 | **1-Year:** -14.49884751 | **5-Year:** -31.73995975 | **10-Year:** -23.71848693 | **30-Year:** -0.87786564

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024286 | 0.17%                | 0.28%                | 1.02%                |
| Class ID C000102307 | 0.04%                | 0.25%                | 1.00%                |
| Class ID C000024285 | 0.04%                | 0.25%                | 1.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-72436.57               | $23027.59                                  |
| Month 2  | $24078.21                | $-21657.03                                 |
| Month 3  | $-35378.36               | $210066.59                                 |

### Schedule of Portfolio Investments

| Name                                                                                          | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 2254W0FJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9914 | PA      | $10384.14     | 0.04%             | 2033-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                                                                       | PNMAC GMSR ISSUER TRUST                            | CUSIP: 69354WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503722.10    | 2.17%             | 2029-03-25      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AN2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64309 | PA      | $62030.61     | 0.27%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                                                 | FREMONT HOME LOAN TRUST                            | CUSIP: 35729PFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457984 | PA      | $312420.52    | 1.34%             | 2034-11-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 76112HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40477 | PA      | $11656.58     | 0.05%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 76110HZH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13551 | PA      | $13156.01     | 0.06%             | 2034-09-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398NJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26375 | PA      | $25673.28     | 0.11%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV CITY SVC AGREEMENT REV                                      | PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT  | CUSIP: 71783DAD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70002.53     | 0.30%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FNMA                                               | CUSIP: 3136A1Y90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35881 | PA      | $34710.56     | 0.15%             | 2041-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST                                                           | CITIGROUP MORTGAGE ALTERNATIVE LOAN TRUST          | CUSIP: 17309KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9975 | PA      | $8963.01      | 0.04%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST 2024 CCM1                 | CUSIP: 46658NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392571 | PA      | $395837.07    | 1.70%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130ALLW2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    250000 | PA      | $239065.07    | 1.03%             | 2029-03-29      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                                                                  | HI FI MUSIC IP ISSUER II L P                       | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $590294.15    | 2.54%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3137B2JG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20046 | PA      | $19964.70     | 0.09%             | 2032-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                     | BAT CAPITAL CORP                                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    606000 | PA      | $604003.87    | 2.60%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DET6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        51 | PA      | $51.18        | 0.00%             | 2019-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383WQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    150312 | PA      | $152071.48    | 0.65%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98982 | PA      | $97833.08     | 0.42%             | 2057-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                          | EMERSON ELECTRIC CO                                | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227044.86    | 0.98%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136APWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71162 | PA      | $68136.42     | 0.29%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                                                       | AMERICAN HOME MORTGAGE INVESTMENT TRUST            | CUSIP: 02660YAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327920 | PA      | $39585.25     | 0.17%             | 2036-06-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AFTK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46892 | PA      | $45108.61     | 0.19%             | 2042-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $901546.88    | 3.88%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOC                 | CUSIP: 36202CUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.02         | 0.00%             | 2027-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496457 | PA      | $490789.14    | 2.11%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9270 | PA      | $9217.35      | 0.04%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                                                                | DEUTSCHE ALT A SECURITIES INC                      | CUSIP: 251510CG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       346 | PA      | $343.48       | 0.00%             | 2033-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GCK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       817 | PA      | $818.36       | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                      | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13098 | PA      | $12980.25     | 0.06%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541SRP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11537 | PA      | $11169.29     | 0.05%             | 2034-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40813 | PA      | $25046.08     | 0.11%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1142314.46   | 4.91%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE GRANTOR TRUST                           | CUSIP: 31392A7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       146 | PA      | $154.23       | 0.00%             | 2031-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                                                      | BEAR STEARNS ALT A TRUST 2006 1                    | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47650 | PA      | $33124.81     | 0.14%             | 2036-02-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16219 | PA      | $16097.69     | 0.07%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                                          | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 302952AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347554 | PA      | $341370.72    | 1.47%             | 2037-04-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 761119AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38901 | PA      | $26769.73     | 0.12%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AE4V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33442 | PA      | $32545.23     | 0.14%             | 2042-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cavanal Hill Funds: Cavanal Hill Government Securities Money Market Fund; Select Class Shares | CAVANAL HILL GOVERNMENT SECURITIES MONEY MARKET    | CUSIP: 14956P810<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    837945 | NS      | $837944.65    | 3.60%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46629CAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       986 | PA      | $758.34       | 0.00%             | 2036-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434SJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15100 | PA      | $15349.36     | 0.07%             | 2034-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE WHOLE LOAN                                  | CUSIP: 31393T4J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183838 | PA      | $188517.28    | 0.81%             | 2033-11-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST                   | CUSIP: 45660GAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27105 | PA      | $16815.38     | 0.07%             | 2036-08-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIEMAE WHOLE LOAN                               | CUSIP: 31393E6M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396309 | PA      | $389862.97    | 1.68%             | 2043-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST                                                          | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004 13      | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7809 | PA      | $7707.69      | 0.03%             | 2034-04-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                 | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENLS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $231417.79    | 0.99%             | 2032-01-26      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 76110HYF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        74 | PA      | $73.78        | 0.00%             | 2019-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIZATION TRUST             | CUSIP: 45660LT41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33051 | PA      | $14178.18     | 0.06%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AJAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76735 | PA      | $74799.39     | 0.32%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38378TQS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    366055 | PA      | $344497.73    | 1.48%             | 2042-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AFJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113284 | PA      | $100025.00    | 0.43%             | 2042-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 76114HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23096 | PA      | $11319.87     | 0.05%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                    | COUNTRYWIDE HOME LOANS                             | CUSIP: 12669FY98<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        40 | PA      | $39.54        | 0.00%             | 2024-08-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES CORP TRUST           | CUSIP: 36257LAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236422 | PA      | $227783.13    | 0.98%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434NY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204532 | PA      | $215280.70    | 0.93%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIO ISSUER LLC                                                                                | AIO ISSUER 2024 1 LLC                              | CUSIP: 009053AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $551677.78    | 2.37%             | 2054-10-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46652FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380923 | PA      | $331732.71    | 1.43%             | 2050-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434QE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7262 | PA      | $7511.40      | 0.03%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                  | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 2 TRUS | CUSIP: 949798AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117680 | PA      | $107510.02    | 0.46%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LIMITED                                                           | TEXTAINER MARINE CONTAINERS VII LTD                | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266144 | PA      | $259083.01    | 1.11%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                      | ENTERGY MISSISSIPPI LLC                            | CUSIP: 29364NAU2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270694.86    | 1.16%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ALHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36386 | PA      | $34463.79     | 0.15%             | 2044-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BYFX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313683 | PA      | $313827.82    | 1.35%             | 2052-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIEMAE GRANTOR TRUST                            | CUSIP: 31393AV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475974 | PA      | $470094.59    | 2.02%             | 2033-09-26      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $471132.81    | 2.03%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118044 | PA      | $121571.67    | 0.52%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GGY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40803 | PA      | $42204.62     | 0.18%             | 2034-08-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                                                       | VIRGINIA POWER FUEL SECURITIZATION LLC             | CUSIP: 92808VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103049.75    | 0.44%             | 2033-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST                   | CUSIP: 45660NQ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12818 | PA      | $12318.94     | 0.05%             | 2034-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                      | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83430 | PA      | $82779.28     | 0.36%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST 2006 AR13         | CUSIP: 45661XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14880 | PA      | $9628.97      | 0.04%             | 2036-07-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                            | ORACLE CORP                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528093.51    | 2.27%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3133T8BT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         5 | PA      | $4.88         | 0.00%             | 2026-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                                  | SAXON ASSET SECURITIES TRUST                       | CUSIP: 805564PB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       432 | PA      | $424.15       | 0.00%             | 2033-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                                                | WILLIS ENGINE SECURITIZATION TRUST                 | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124764 | PA      | $119074.18    | 0.51%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST                                                                 | GFMT CMO VRN 7 25 56                               | CUSIP: 36416UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9030 | PA      | $8391.27      | 0.04%             | 2056-07-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                                                                | DEUTSCHE ALT A SECURITIES MLT                      | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       701 | PA      | $588.78       | 0.00%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AXGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.49         | 0.00%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121223 | PA      | $125066.83    | 0.54%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137ADZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105329 | PA      | $99929.02     | 0.43%             | 2039-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCWEN RESIDENTIAL MBS CORPORATION                                                             | OCWEN RESIDENTIAL MBS CORP                         | CUSIP: 675748AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26188 | PA      | $15937.93     | 0.07%             | 2040-10-25      | Variable      | 2.70%                 | Yes           |                  2 | On Loan: No      |
| GOODGREEN TRUST                                                                               | GOODGREEN 2020 1 TRUST                             | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899543 | PA      | $778738.85    | 3.35%             | 2055-04-15      | Fixed         | 2.63%                 | Yes           |                  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        |     84658 | PA      | $86700.65     | 0.37%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WASHINGTON MUTUAL MORTGAGE PASS THOUGH CERTIFICAT  | CUSIP: 93363PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31192 | PA      | $28251.58     | 0.12%             | 2036-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES TRUST                | CUSIP: 36258WAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90355 | PA      | $81010.21     | 0.35%             | 2050-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188036 | PA      | $191812.59    | 0.82%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137ASFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.34         | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 466247TX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66479 | PA      | $62358.90     | 0.27%             | 2035-09-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DH55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10238 | PA      | $9016.33      | 0.04%             | 2035-04-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384GZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48373 | PA      | $48450.68     | 0.21%             | 2034-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET SECURITIES CORPORATION                                                           | NOMURA ASSET ACCEPTANCE CORPORATION                | CUSIP: 65535VKX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        90 | PA      | $91.03        | 0.00%             | 2035-03-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                  | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803012.80    | 3.45%             | 2199-12-31      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                 | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENFB1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $324881.55    | 1.40%             | 2031-05-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                   | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139050.43    | 0.60%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC                                                                               | CLI FUNDING VIII LLC                               | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361778 | PA      | $337446.47    | 1.45%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                            | ZAXBY S FUNDING LLC                                | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625525 | PA      | $599962.61    | 2.58%             | 2051-07-30      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT                                   | WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT       | CUSIP: 92922FX86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18491 | PA      | $17370.41     | 0.07%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                   | HUMANA INC                                         | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309284.23    | 1.33%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                                                          | PRIME MORTGAGE TRUST                               | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       423 | PA      | $427.79       | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                         | CWABS ASSET BACKED CERTIFICATES TRUST 2007 4       | CUSIP: 12668WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600969 | PA      | $583067.85    | 2.51%             | 2047-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GMACM MORTGAGE LOAN TRUST                                                                     | GMAC MORTGAGE CORPORATION LOAN TRUST               | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12482 | PA      | $11115.26     | 0.05%             | 2035-11-19      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100440 | PA      | $101137.95    | 0.43%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                                  | WINWATER MORTGAGE LOAN TRUST 2014 1                | CUSIP: 97652PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88705 | PA      | $87141.35     | 0.37%             | 2044-06-20      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136B3LV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313355 | PA      | $286262.33    | 1.23%             | 2048-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BHUJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.02         | 0.00%             | 2037-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                     | RESIDENTIAL ASSET MORTGAGE PRODUCTS INC            | CUSIP: 760985JL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33851 | PA      | $33777.03     | 0.15%             | 2032-03-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797216.72    | 3.43%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN ASSET-BACKED CERTIFICATES                                          | SOUNDVIEW HOME EQUITY LOAN TRUST                   | CUSIP: 83611MHM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28399 | PA      | $26551.17     | 0.11%             | 2035-05-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST                                                | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER | CUSIP: 863579FR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15031 | PA      | $13610.89     | 0.06%             | 2034-12-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | CWALT CORPORATE BOND                               | CUSIP: 02148HAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14464 | PA      | $7828.12      | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128445 | PA      | $127982.32    | 0.55%             | 2034-11-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                 | BROADCOM INC                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150506.70    | 0.65%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                           | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313114.55    | 1.35%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                | HARBORVIEW MORTGAGE LOAN TRUST                     | CUSIP: 41161PJM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36117 | PA      | $32761.62     | 0.14%             | 2035-01-19      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ACYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95702 | PA      | $87388.31     | 0.38%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3137BCRG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191832 | PA      | $187610.10    | 0.81%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMC HOME EQUITY LOAN TRUST                                                                    | IMC HOME EQUITY LOAN TRUST                         | CUSIP: 449670EB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1 | PA      | $0.69         | 0.00%             | 2029-06-20      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12667FSH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50545 | PA      | $55094.88     | 0.24%             | 2034-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                           | STRUCTURED ASSET MORTGAGE INVESTMENTS INC          | CUSIP: 86358HHV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31232 | PA      | $32001.60     | 0.14%             | 2029-05-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130ANQ78<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     35000 | PA      | $34524.03     | 0.15%             | 2026-08-27      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $403343.75    | 1.73%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                       | FLAGSTAR MORTGAGE TRUST                            | CUSIP: 33852FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166712 | PA      | $152226.08    | 0.65%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165TAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7316 | PA      | $7078.53      | 0.03%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541NPC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14491 | PA      | $10161.01     | 0.04%             | 2032-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46648HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307368 | PA      | $278750.35    | 1.20%             | 2047-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST 2005 A1                   | CUSIP: 466247LS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6266 | PA      | $6076.43      | 0.03%             | 2035-02-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS INC                                                                  | LEHMAN BROTHERS HOLDINGS                           | CUSIP: 52517P4C2<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1100.00      | 0.00%             | 2012-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541QQ39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8697 | PA      | $8900.31      | 0.04%             | 2033-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MORTGAGE CORP                                                           | WASHINGTON MUTUAL MORTGAGE PASS THROUGH            | CUSIP: 939336P80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       169 | PA      | $177.04       | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434LU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16701 | PA      | $17397.07     | 0.07%             | 2034-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $765908.21    | 3.29%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                     | WESTERN UNION CO THE                               | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1004818.22   | 4.32%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31394ALV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488913 | PA      | $506507.36    | 2.18%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 23245LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168387 | PA      | $63093.79     | 0.27%             | 2037-02-25      | 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        |    110059 | PA      | $111906.03    | 0.48%             | 2045-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15897 | PA      | $13260.29     | 0.06%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86243 | PA      | $87014.66     | 0.37%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WAMU MORTGAGE PASS THROUGH CERTIFICATES SERIES 200 | CUSIP: 93362FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       827 | PA      | $782.87       | 0.00%             | 2046-08-25      | Variable      | 4.45%                 | No            |                  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