# EDGAR Filing Document

**Accession Number:** 0000893730
**File Stem:** 0000899635-23-000059
**Filing Date:** 2023-3
**Character Count:** 60794
**Document Hash:** d7fa4e69d79f3bfa89cf1e96d31a8f7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000899635-23-000059.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0000899635-23-000059

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INTEGRITY FUNDS
- **CENTRAL INDEX KEY:** 0000893730
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07322
- **FILM NUMBER:** 23783870

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 500
- **CITY:** MINOT
- **STATE:** ND
- **ZIP:** 58702-0500
- **BUSINESS PHONE:** 701-852-5292

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 500
- **CITY:** MINOT
- **STATE:** ND
- **ZIP:** 58702-0500

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Integrity Viking Funds
- **DATE OF NAME CHANGE:** 20130910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INTEGRITY FUNDS
- **DATE OF NAME CHANGE:** 20030620

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CANANDAIGUA FUNDS
- **DATE OF NAME CHANGE:** 19980209

## Series and Classes Contracts Data

### Integrity Short Term Government Fund (Series ID: S000066956)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000215521 | Class A      | MDSAX           |
| C000215522 | Class I      | MDSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** INTEGRITY FUNDS

- **b. Investment Company Act file number:** 811-07322

- **c. CIK number of Registrant:** 0000893730

- **d. LEI of Registrant:** 549300CBG43G3TZD2D35

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

  - **Street Address 1:** 1 Main Street North

  - **City:** Minot

  - **State:** ND

  - **Foreign country:** US

  - **Zip / Postal Code:** 58703

  - **Telephone number:** 701-857-5292

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

- **a. Name of Series:** Integrity Short Term Government Fund

- **b. EDGAR series identifier (if any):** S000066956

- **c. LEI of Series:** 549300GMXOECD4SHFV55

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $16293898.45

**Total Liabilities:** $292959.37

**Net Assets:** $16000939.08

**Cash Not Reported:** $218339.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

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

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215521 | 3.22%                | -2.17%               | -0.48%               |
| Class ID C000215522 | 3.40%                | -0.25%               | 1.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8451.78                | $382765.21                                 |
| Month 2  | $8516.78                 | $-7550.22                                  |
| Month 3  | $-60296.51               | $343877.62                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                              | FRESB Mortgage Trust                                         | CUSIP: 302614AF9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    131489 | PA      | $130610.33    | 0.82%             | 2023-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | FRESB Mortgage Trust                                         | CUSIP: 302617AN5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     75951 | PA      | $75316.41     | 0.47%             | 2023-05-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | FRESB Mortgage Trust                                         | CUSIP: 30287WAG5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    195188 | PA      | $194295.94    | 1.21%             | 2023-03-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | FRESB Mortgage Trust                                         | CUSIP: 30293FAA7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     45036 | PA      | $44777.07     | 0.28%             | 2023-06-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | FRESB Mortgage Trust                                         | CUSIP: 30293GAB3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      3298 | PA      | $3265.38      | 0.02%             | 2023-08-12      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | FRESB Mortgage Trust                                         | CUSIP: 30308GAE0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    210095 | PA      | $205484.13    | 1.28%             | 2023-08-01      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 31283HXM2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     29922 | PA      | $30743.41     | 0.19%             | 2026-03-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 31289NAP1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    189889 | PA      | $181395.44    | 1.13%             | 2028-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MB7B7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       207 | PA      | $206.32       | 0.00%             | 2023-04-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MCGT6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $589.47       | 0.00%             | 2023-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MCKD6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       267 | PA      | $266.41       | 0.00%             | 2023-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MCZZ1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |        27 | PA      | $27.39        | 0.00%             | 2023-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MFKT4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     58981 | PA      | $57174.17     | 0.36%             | 2024-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MFNT1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    114023 | PA      | $111492.33    | 0.70%             | 2026-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MMSN4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    118615 | PA      | $115522.72    | 0.72%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MMU35<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    160155 | PA      | $155966.67    | 0.97%             | 2025-11-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MMU76<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    106072 | PA      | $103296.88    | 0.65%             | 2025-11-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MMUW1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    405210 | PA      | $394613.26    | 2.47%             | 2025-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128MMWR0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    164697 | PA      | $159576.90    | 1.00%             | 2026-02-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128P8GA3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    134321 | PA      | $129471.84    | 0.81%             | 2027-03-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3128UNGQ9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      9403 | PA      | $9598.76      | 0.06%             | 2026-06-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                             | CUSIP: 31329NZP6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    238429 | PA      | $234383.07    | 1.46%             | 2027-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3132A9RT6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    139673 | PA      | $135762.76    | 0.85%             | 2025-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3132A9T31<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    153540 | PA      | $150736.77    | 0.94%             | 2026-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                        | CUSIP: 3132ADP93<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     63522 | PA      | $61159.76     | 0.38%             | 2027-04-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac REMICS                                           | CUSIP: 313399C47<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      8801 | PA      | $9158.88      | 0.06%             | 2025-08-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                             | CUSIP: 3133GCBZ4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    320091 | PA      | $291543.92    | 1.82%             | 2027-04-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                             | CUSIP: 3133KLZU4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    180802 | PA      | $170081.63    | 1.06%             | 2028-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                             | CUSIP: 3133L8MQ5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    272574 | PA      | $248245.56    | 1.55%             | 2027-07-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3133T2TN0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      4365 | PA      | $4362.24      | 0.03%             | 2023-02-03      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 313612HL0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       533 | PA      | $528.16       | 0.00%             | 2024-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae-Aces                                              | CUSIP: 3136B7U41<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4179128 | PA      | $235355.93    | 1.47%             | 2025-10-05      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae-Aces                                              | CUSIP: 3136B9EF0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3443143 | PA      | $219080.32    | 1.37%             | 2025-07-16      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31371HFZ6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     31174 | PA      | $31867.10     | 0.20%             | 2025-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac REMICS                                           | CUSIP: 3137A56H2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      2534 | PA      | $2499.06      | 0.02%             | 2023-09-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137BTU41<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3880688 | PA      | $5852.08      | 0.04%             | 2023-08-12      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FARK6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    111759 | PA      | $111069.73    | 0.69%             | 2023-03-15      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac REMICS                                           | CUSIP: 3137FDW32<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    250628 | PA      | $246575.05    | 1.54%             | 2023-12-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FGR72<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  33580000 | PA      | $112224.36    | 0.70%             | 2025-10-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac REMICS                                           | CUSIP: 3137FGV36<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     23277 | PA      | $22744.85     | 0.14%             | 2024-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac REMICS                                           | CUSIP: 3137FHAY9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     43525 | PA      | $42741.75     | 0.27%             | 2024-07-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FHQB2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     29795 | PA      | $29730.80     | 0.19%             | 2023-04-06      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FHQC0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    128037 | PA      | $124184.39    | 0.78%             | 2024-07-20      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FNWZ9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   6032839 | PA      | $218696.45    | 1.37%             | 2024-07-31      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FREB3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      6452 | PA      | $6404.43      | 0.04%             | 2023-05-05      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FTFU6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1889856 | PA      | $91671.23     | 0.57%             | 2024-10-23      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FUZE7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3063825 | PA      | $272285.20    | 1.70%             | 2026-03-29      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H0GP7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2498424 | PA      | $68988.98     | 0.43%             | 2025-02-02      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H2NV2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3031115 | PA      | $72601.26     | 0.45%             | 2024-06-28      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac REMICS                                           | CUSIP: 3137H7TE3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    422024 | PA      | $414927.63    | 2.59%             | 2025-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31385W4K2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     69072 | PA      | $71944.95     | 0.45%             | 2026-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3138EMZZ7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     95583 | PA      | $94079.05     | 0.59%             | 2025-03-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3138EQQG0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    106054 | PA      | $101294.71    | 0.63%             | 2026-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3138ER5U0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     91030 | PA      | $89466.80     | 0.56%             | 2024-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3138WEUT4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    284481 | PA      | $270808.54    | 1.69%             | 2025-07-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3138WJCX4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    119816 | PA      | $110884.84    | 0.69%             | 2028-07-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3138WKX42<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    186850 | PA      | $183447.81    | 1.15%             | 2026-01-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae REMICS                                            | CUSIP: 31396WFY7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    476269 | PA      | $467381.98    | 2.92%             | 2023-08-16      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31403DQC6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     16436 | PA      | $17165.40     | 0.11%             | 2026-07-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31403GMY5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       609 | PA      | $602.95       | 0.00%             | 2024-05-12      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140H1W22<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     79111 | PA      | $75975.26     | 0.47%             | 2026-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140J5L23<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    136029 | PA      | $133543.00    | 0.83%             | 2026-01-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140J5LM9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    125642 | PA      | $123673.34    | 0.77%             | 2025-01-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140J5MF3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    173040 | PA      | $158444.47    | 0.99%             | 2027-05-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140J7Y25<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     53187 | PA      | $52116.98     | 0.33%             | 2026-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140K0AB4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    162051 | PA      | $149305.57    | 0.93%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140KEFG8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    177711 | PA      | $162769.83    | 1.02%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140KGXJ7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    231652 | PA      | $215038.18    | 1.34%             | 2028-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140QDUD4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     81519 | PA      | $73366.08     | 0.46%             | 2029-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140QDW34<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    139630 | PA      | $125319.65    | 0.78%             | 2029-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140QKT73<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    267333 | PA      | $237712.48    | 1.49%             | 2029-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140X4UM6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     26973 | PA      | $26417.65     | 0.17%             | 2027-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140X5N33<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     65101 | PA      | $63594.04     | 0.40%             | 2026-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140XAP48<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    164713 | PA      | $155189.90    | 0.97%             | 2027-11-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 3140XFU25<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    122034 | PA      | $112578.42    | 0.70%             | 2028-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31410FT62<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     11950 | PA      | $12446.93     | 0.08%             | 2026-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418BZ33<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    273108 | PA      | $265702.22    | 1.66%             | 2025-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418CMR2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    113716 | PA      | $106049.36    | 0.66%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418CNT7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     77218 | PA      | $77714.82     | 0.49%             | 2027-06-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418D3J9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    233389 | PA      | $212554.84    | 1.33%             | 2029-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418DD74<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     36712 | PA      | $34206.65     | 0.21%             | 2028-08-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418DLJ9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    264814 | PA      | $252739.09    | 1.58%             | 2025-06-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418DNC2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    124715 | PA      | $121592.04    | 0.76%             | 2026-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418DP55<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    126769 | PA      | $121587.88    | 0.76%             | 2026-10-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418DQ62<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    183739 | PA      | $176086.07    | 1.10%             | 2026-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418DQG0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    184443 | PA      | $166850.64    | 1.04%             | 2028-03-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                              | CUSIP: 31418DRQ7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    214184 | PA      | $194199.33    | 1.21%             | 2028-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Seasoned Credit Risk Transfer Trust Series                   | CUSIP: 35563PGG8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     55530 | PA      | $53306.07     | 0.33%             | 2024-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Seasoned Credit Risk Transfer Trust Series                   | CUSIP: 35563PTN9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     89401 | PA      | $81567.27     | 0.51%             | 2026-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Seasoned Credit Risk Transfer Trust Series 2021-1            | CUSIP: 35563PWF2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    184841 | PA      | $169898.29    | 1.06%             | 2026-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Seasoned Loans Structured Transaction Trust Series 2019-3    | CUSIP: 35564CEE3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    147086 | PA      | $137705.08    | 0.86%             | 2025-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                           | CUSIP: 36179VDF4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     15346 | PA      | $15093.22     | 0.09%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                           | CUSIP: 36179VVZ0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    149584 | PA      | $138550.06    | 0.87%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae I Pool                                            | CUSIP: 3620AWE30<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     19444 | PA      | $19175.06     | 0.12%             | 2023-12-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                           | CUSIP: 3622AAYM0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     89656 | PA      | $91679.02     | 0.57%             | 2023-08-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae I Pool                                            | CUSIP: 36241K4B1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     21018 | PA      | $21130.84     | 0.13%             | 2023-08-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae I Pool                                            | CUSIP: 38375UY79<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1048877 | PA      | $38598.68     | 0.24%             | 2025-04-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378B5P0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1881111 | PA      | $32069.18     | 0.20%             | 2025-09-24      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378B7K9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   6133160 | PA      | $20987.67     | 0.13%             | 2024-04-02      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378B7Y9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3026306 | PA      | $18844.81     | 0.12%             | 2024-10-08      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378BA33<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3517905 | PA      | $14412.86     | 0.09%             | 2024-09-06      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378KCX5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2403572 | PA      | $28898.15     | 0.18%             | 2026-10-19      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378KYB9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4470313 | PA      | $8962.98      | 0.06%             | 2023-08-08      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378KYU7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1545609 | PA      | $7633.76      | 0.05%             | 2024-08-26      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378KZQ5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1941253 | PA      | $24325.84     | 0.15%             | 2027-02-06      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378N2L6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2608781 | PA      | $23421.64     | 0.15%             | 2024-08-18      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378N5K5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2922816 | PA      | $38493.49     | 0.24%             | 2024-12-20      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378NER0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1630575 | PA      | $9467.12      | 0.06%             | 2024-04-09      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378NSJ3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2493764 | PA      | $11977.55     | 0.07%             | 2024-03-25      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378XMD0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    998457 | PA      | $10848.23     | 0.07%             | 2024-08-18      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378XRJ2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    401756 | PA      | $8195.41      | 0.05%             | 2025-05-08      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38378XWH0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    117116 | PA      | $6742.83      | 0.04%             | 2024-02-03      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38379KJ74<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1401480 | PA      | $36462.29     | 0.23%             | 2025-09-27      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38379KWK0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    207482 | PA      | $198852.91    | 1.24%             | 2023-12-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38379R5L3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3187647 | PA      | $95871.68     | 0.60%             | 2025-08-07      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38379RWL3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1953973 | PA      | $82715.58     | 0.52%             | 2025-12-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38379U6W1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2226136 | PA      | $81852.79     | 0.51%             | 2025-11-07      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38379UGS9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2547846 | PA      | $99712.51     | 0.62%             | 2025-09-27      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38379UX35<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2343592 | PA      | $81969.48     | 0.51%             | 2025-06-14      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380JLX4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1320778 | PA      | $59563.12     | 0.37%             | 2025-11-07      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380L2A0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    560646 | PA      | $31788.61     | 0.20%             | 2027-04-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380MCR0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    896623 | PA      | $56960.69     | 0.36%             | 2025-10-27      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380MMF5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    669508 | PA      | $36517.67     | 0.23%             | 2026-02-20      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380N8S1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1681816 | PA      | $99861.19     | 0.62%             | 2025-10-23      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380P5Q3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1539255 | PA      | $100320.96    | 0.63%             | 2025-12-09      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380PFH2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2040794 | PA      | $231338.33    | 1.45%             | 2026-12-24      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380PW83<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1032418 | PA      | $67477.79     | 0.42%             | 2026-01-11      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380QDB5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2900594 | PA      | $157212.20    | 0.98%             | 2026-09-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380QEW8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1918168 | PA      | $120460.95    | 0.75%             | 2026-11-07      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380QEY4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2184319 | PA      | $67049.86     | 0.42%             | 2026-01-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380QQA3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1104983 | PA      | $24581.46     | 0.15%             | 2026-02-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380QS52<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1712299 | PA      | $70570.69     | 0.44%             | 2025-07-24      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380QZ62<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    220812 | PA      | $223420.28    | 1.40%             | 2023-03-12      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380RXJ4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2163565 | PA      | $182382.04    | 1.14%             | 2026-03-22      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38381AQD1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     28248 | PA      | $26593.97     | 0.17%             | 2027-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38381DD56<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1052099 | PA      | $81986.96     | 0.51%             | 2026-02-17      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38381DND8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2250619 | PA      | $157390.26    | 0.98%             | 2026-01-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38382YQL0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1819518 | PA      | $78730.53     | 0.49%             | 2024-11-03      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                           | Morgan Stanley Institutional Liquidity Fund                  | CUSIP: 61747C707<br>LEI: N/A | Long             | STIV             | RF                | US        |    400080 | NS      | $400080.32    | 2.50%             | 2023-01-31      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                   | United States Treasury Inflation Indexed Bonds               | CUSIP: 912796YV5<br>LEI: N/A | Long             | DBT              | UST               | US        |    325000 | PA      | $321537.13    | 2.01%             | 2023-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac REMICS                                           | CUSIP: 3137FR5C1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     99151 | PA      | $96000.10     | 0.60%             | 2024-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                           | CUSIP: 36179XLL8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    159677 | PA      | $165713.79    | 1.04%             | 2024-07-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380Q7X4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2589981 | PA      | $75368.44     | 0.47%             | 2025-04-16      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38381DF96<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    692849 | PA      | $50919.53     | 0.32%             | 2026-01-04      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                | Fannie Mae or Freddie Mac                                    | CUSIP: 01F040628<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $241103.50    | 1.51%             | 2027-03-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae-Aces                                              | CUSIP: 3136AMSW0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  25524560 | PA      | $92424.43     | 0.58%             | 2024-09-20      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38380PPR9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    896636 | PA      | $102383.29    | 0.64%             | 2026-12-13      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                     | CUSIP: 38382YP98<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1050000 | PA      | $80535.00     | 0.50%             | 2027-10-16      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-31

**Name of Applicant:** INTEGRITY FUNDS

**Signature:** Shelly Nahrstedt

**Name of Signer:** Shelly Nahrstedt

**Title:** Treasurer