The Vedas are the oldest known literature of the world. Four vedic sumhitas in their numerous recensions along with their exegetic works, the brahmna, together are designated as the Veda. Mantra & Brahmna together are designated as the Veda.
Mantra here stands for the collections of hymns known as the Vedic samhitas, and brahmna for the voluminous exegetical works on the same.
The brahmna are clearly divided in two parts.
The first is purely exegetical and ritualistic. The second known as Aranyaka, is attached to each brahmna, in the form of an appendix and generally ends with its Upanishad. One of the reason, why the Upanishads are collectively known as vedanta, is their place at the end of the Vedic literature. This is also regarded as the chronological position of the Upanishads, in the Vedic literature.
Theoretically, every Upanishad, should be connected with the brahmna of some or other of the Vedic shakhas.