The Eastern Screech Owl is a small owl that nest in a natural cavity or a man made box. They are not equipted to build a nest. They usully nest in late February or March. This is a Red phased owl and some are Screech Owls Gray.

A baby Gray Screech Owl in a man made nest box.

Look carefully  and you will see the head, eye, and bill of an adult
Gray Screech Owl in a natural cavity.