# EDGAR Filing Document

**Accession Number:** 0000893730
**File Stem:** 0000893730-26-000038
**Filing Date:** 2026-3
**Character Count:** 66771
**Document Hash:** 61004d83bd3850e7f82bcf6304b03dea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000893730-26-000038.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0000893730-26-000038

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INTEGRITY FUNDS
- **CENTRAL INDEX KEY:** 0000893730

**ORGANIZATION NAME:**
- **EIN:** 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:** 26811201

**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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-30

**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:** $40380427.74

**Total Liabilities:** $331814.60

**Net Assets:** $40048613.14

**Delayed Delivery Securities:** $299223.28

**Cash Not Reported:** $436784.84

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215521 | -1.18%               | -1.76%               | -1.68%               |
| Class ID C000215522 | 0.85%                | 0.25%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5351.60                 | $171819.46                                 |
| Month 2  | $39795.39                | $-35210.62                                 |
| Month 3  | $-26.30                  | $-21917.66                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FRESB 2016-SB13 Mortgage Trust                  | FRESB 2016-SB13 Mortgage Trust                  | CUSIP: 302614AF9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     60108 | PA      | $59746.74     | 0.15%             | 2026-03-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FRESB 2016-SB16 Mortgage Trust                  | FRESB 2016-SB16 Mortgage Trust                  | CUSIP: 302617AN5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     46974 | PA      | $46629.63     | 0.12%             | 2026-03-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                           | Freddie Mac Gold Pool                           | CUSIP: 31283HXM2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     17022 | PA      | $17296.29     | 0.04%             | 2028-09-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                       | Freddie Mac Non Gold Pool                       | CUSIP: 31288RAZ1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    442110 | PA      | $451270.44    | 1.13%             | 2027-04-10      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                           | Freddie Mac Gold Pool                           | CUSIP: 31289NAP1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    141238 | PA      | $133324.94    | 0.33%             | 2032-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                           | Freddie Mac Gold Pool                           | CUSIP: 3128UNGQ9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      7624 | PA      | $7824.13      | 0.02%             | 2029-03-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DP2K3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    211004 | PA      | $219244.14    | 0.55%             | 2028-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DQ2G0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    404336 | PA      | $415113.51    | 1.04%             | 2029-06-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DQ4B9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    239150 | PA      | $243500.56    | 0.61%             | 2028-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DQ5N2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    294465 | PA      | $303534.10    | 0.76%             | 2028-03-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DT6A3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    370814 | PA      | $376189.37    | 0.94%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DUBE6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    264284 | PA      | $274783.80    | 0.69%             | 2028-08-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWGH0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    316199 | PA      | $321798.46    | 0.80%             | 2028-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWGZ0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    126477 | PA      | $128579.68    | 0.32%             | 2028-08-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWL35<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    130516 | PA      | $132408.47    | 0.33%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWL92<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    897414 | PA      | $897770.04    | 2.24%             | 2030-05-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWMX8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    745159 | PA      | $745378.91    | 1.86%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWNG4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    319539 | PA      | $319593.29    | 0.80%             | 2030-03-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 313399C47<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      3896 | PA      | $4065.96      | 0.01%             | 2027-12-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133BU3F2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    432026 | PA      | $439385.75    | 1.10%             | 2029-02-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133BUJD0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    329287 | PA      | $338004.27    | 0.84%             | 2029-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133BWL76<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     74262 | PA      | $76215.24     | 0.19%             | 2028-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133JMBF3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    280107 | PA      | $284649.00    | 0.71%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133KM3V5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    245441 | PA      | $236045.16    | 0.59%             | 2032-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133KYYS2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    238874 | PA      | $245500.87    | 0.61%             | 2028-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 313612HL0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       125 | PA      | $124.18       | 0.00%             | 2026-09-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                 | Fannie Mae-Aces                                 | CUSIP: 3136B6XT5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  26034782 | PA      | $167716.06    | 0.42%             | 2027-05-05      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                 | Fannie Mae-Aces                                 | CUSIP: 3136B7U41<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3961119 | PA      | $117561.65    | 0.29%             | 2027-06-11      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                 | Fannie Mae-Aces                                 | CUSIP: 3136B9EF0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3272376 | PA      | $91326.79     | 0.23%             | 2027-03-15      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                 | Fannie Mae-Aces                                 | CUSIP: 3136B9NC7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  14669522 | PA      | $227093.00    | 0.57%             | 2026-10-31      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                 | Fannie Mae-Aces                                 | CUSIP: 3136BASQ8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4117536 | PA      | $155709.13    | 0.39%             | 2029-01-11      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fanniemae-Aces                                  | CUSIP: 3136BBS94<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2675858 | PA      | $141295.23    | 0.35%             | 2028-02-10      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 3136BPE98<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    154425 | PA      | $156764.88    | 0.39%             | 2026-03-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 3136BRRT6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     69301 | PA      | $69804.21     | 0.17%             | 2026-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 3136BUX39<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    182461 | PA      | $184059.91    | 0.46%             | 2026-06-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 3136BUXX3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    205295 | PA      | $209299.18    | 0.52%             | 2026-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 3136BXKX1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    660000 | PA      | $649381.00    | 1.62%             | 2031-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                 | Fannie Mae-Aces                                 | CUSIP: 3136BXNM2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4995007 | PA      | $214206.87    | 0.53%             | 2030-02-06      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31371HFZ6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     10865 | PA      | $11029.11     | 0.03%             | 2027-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 3137A9HP4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    159457 | PA      | $158830.27    | 0.40%             | 2026-03-12      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 3137B4CQ7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    170147 | PA      | $169874.79    | 0.42%             | 2026-02-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs | FHLMC Multifamily Structured Pass Through Certs | CUSIP: 3137FARK6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     53846 | PA      | $53649.84     | 0.13%             | 2026-03-04      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through | Freddie Mac Multifamily Structured Pass Through | CUSIP: 3137FGR72<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  33580000 | PA      | $58587.03     | 0.15%             | 2027-06-29      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through | Freddie Mac Multifamily Structured Pass Through | CUSIP: 3137FHQB2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     13679 | PA      | $13682.98     | 0.03%             | 2026-03-04      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through | Freddie Mac Multifamily Structured Pass Through | CUSIP: 3137FNWZ9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   5130246 | PA      | $14281.58     | 0.04%             | 2026-07-03      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs | FHLMC Multifamily Structured Pass Through Certs | CUSIP: 3137FTFU6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1724205 | PA      | $17414.47     | 0.04%             | 2026-08-16      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through | Freddie Mac Multifamily Structured Pass Through | CUSIP: 3137FWG95<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1370984 | PA      | $66477.65     | 0.17%             | 2028-02-10      | Floating      | 1.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 3137FXTM0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    499756 | PA      | $434188.16    | 1.08%             | 2031-02-02      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through | Freddie Mac Multifamily Structured Pass Through | CUSIP: 3137H2NV2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2929609 | PA      | $6916.51      | 0.02%             | 2026-05-09      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through | Freddie Mac Multifamily Structured Pass Through | CUSIP: 3137HAMT0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  31794824 | PA      | $112649.06    | 0.28%             | 2027-05-02      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through | Freddie Mac Multifamily Structured Pass Through | CUSIP: 3137HBLW2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3784972 | PA      | $95069.78     | 0.24%             | 2027-06-07      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 3137HDBQ2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $513512.80    | 1.28%             | 2026-03-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 3137HDGH7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     61003 | PA      | $61033.92     | 0.15%             | 2026-07-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 3137HHAL5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    895845 | PA      | $898004.33    | 2.24%             | 2027-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured              | Freddie Mac Multifamily Structured              | CUSIP: 3137HKXF6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   6800000 | PA      | $344396.88    | 0.86%             | 2028-04-05      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through | Freddie Mac Multifamily Structured Pass Through | CUSIP: 3137HNWT1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  19980420 | PA      | $510753.48    | 1.28%             | 2028-04-05      | Floating      | 0.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31385W4K2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     34792 | PA      | $35530.91     | 0.09%             | 2028-07-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 31394YCW2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    254357 | PA      | $254070.30    | 0.63%             | 2026-03-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 31395DJF7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    244519 | PA      | $243093.13    | 0.61%             | 2026-03-15      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 31396HWK1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    241888 | PA      | $233400.78    | 0.58%             | 2026-08-08      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 31396WFY7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    155518 | PA      | $155078.98    | 0.39%             | 2026-05-09      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 31397NN35<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    284737 | PA      | $286456.61    | 0.72%             | 2026-04-21      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 31398PKR9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     37475 | PA      | $37470.76     | 0.09%             | 2026-02-10      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31403GMY5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       164 | PA      | $166.00       | 0.00%             | 2026-08-12      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140A0AH2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    130706 | PA      | $132785.76    | 0.33%             | 2029-01-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140BSDM6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    994841 | PA      | $997187.16    | 2.49%             | 2029-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140N8MF2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     23173 | PA      | $24084.79     | 0.06%             | 2027-04-10      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140NHSG4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    300117 | PA      | $287646.23    | 0.72%             | 2032-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140NLFJ3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     97328 | PA      | $101055.68    | 0.25%             | 2029-01-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140QDW34<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    116773 | PA      | $102135.07    | 0.26%             | 2033-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS Fannie Mae Pool                            | UMBS Fannie Mae Pool                            | CUSIP: 3140QPAG2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    322463 | PA      | $298800.38    | 0.75%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140QQ4A0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    326785 | PA      | $336314.38    | 0.84%             | 2028-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140XJYH0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    182763 | PA      | $188035.08    | 0.47%             | 2028-11-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140XKP38<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    446099 | PA      | $454621.89    | 1.14%             | 2029-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140XLQ92<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    333028 | PA      | $339318.01    | 0.85%             | 2029-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140XNVZ4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    264549 | PA      | $269609.82    | 0.67%             | 2028-08-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140XRP90<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    385968 | PA      | $397414.59    | 0.99%             | 2028-02-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31410FT62<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      6448 | PA      | $6599.08      | 0.02%             | 2028-08-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31418CMR2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     90163 | PA      | $82860.34     | 0.21%             | 2032-05-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31418ENH9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    155966 | PA      | $161111.93    | 0.40%             | 2028-10-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31418EPV6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    110470 | PA      | $113534.81    | 0.28%             | 2028-06-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31418ESV3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     62981 | PA      | $64976.44     | 0.16%             | 2026-11-29      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31418EU99<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    190411 | PA      | $193657.56    | 0.48%             | 2028-07-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS Fannie Mae Pool                            | UMBS Fannie Mae Pool                            | CUSIP: 31418EZA1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    404309 | PA      | $386672.75    | 0.97%             | 2032-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS Fannie Mae Pool                            | UMBS Fannie Mae Pool                            | CUSIP: 31418FE29<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    275835 | PA      | $275902.28    | 0.69%             | 2029-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS Fannie Mae Pool                            | UMBS Fannie Mae Pool                            | CUSIP: 31418FEC7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    774941 | PA      | $775168.97    | 1.94%             | 2029-11-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS Fannie Mae Pool                            | UMBS Fannie Mae Pool                            | CUSIP: 31418FF36<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    394789 | PA      | $394856.42    | 0.99%             | 2029-08-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 31427PHQ0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    342765 | PA      | $342891.96    | 0.86%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 31427Q5G3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    693126 | PA      | $704241.42    | 1.76%             | 2028-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer       | Freddie Mac Seasoned Credit Risk Transfer       | CUSIP: 35563PTN9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     66333 | PA      | $59806.72     | 0.15%             | 2030-07-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 36179XUE4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    258119 | PA      | $263985.15    | 0.66%             | 2027-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 36179Y7H1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    106502 | PA      | $108184.42    | 0.27%             | 2027-09-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 36179YFP4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     37732 | PA      | $38951.20     | 0.10%             | 2027-09-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 36179YQ72<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     73962 | PA      | $75307.32     | 0.19%             | 2027-08-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N56X2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    780000 | PA      | $794933.58    | 1.98%             | 2027-12-03      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5GC7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    399886 | PA      | $408975.03    | 1.02%             | 2027-05-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5GD5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    248753 | PA      | $252546.70    | 0.63%             | 2026-12-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5H36<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    496205 | PA      | $503848.62    | 1.26%             | 2027-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5KL2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    297929 | PA      | $302933.16    | 0.76%             | 2027-04-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5PV5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    297821 | PA      | $301995.85    | 0.75%             | 2027-08-30      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5Q44<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    287187 | PA      | $292678.66    | 0.73%             | 2027-05-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5Q51<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    248872 | PA      | $253548.36    | 0.63%             | 2026-12-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38376RHR0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     58148 | PA      | $58318.07     | 0.15%             | 2026-03-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38378B5P0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    989369 | PA      | $21911.16     | 0.05%             | 2028-11-21      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38378B7K9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4814232 | PA      | $8736.87      | 0.02%             | 2027-03-04      | Floating      | 0.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38378N5K5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2371062 | PA      | $26465.08     | 0.07%             | 2028-11-14      | Floating      | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38378NPT4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  11538100 | PA      | $174032.62    | 0.43%             | 2030-02-09      | Floating      | 0.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379KJ74<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1267039 | PA      | $42105.21     | 0.11%             | 2030-06-14      | Floating      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379R2G7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4363600 | PA      | $149310.16    | 0.37%             | 2030-09-09      | Floating      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379R5L3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2358424 | PA      | $60767.15     | 0.15%             | 2030-04-05      | Floating      | 0.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379RWL3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1350192 | PA      | $60976.30     | 0.15%             | 2030-10-16      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379U6W1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1392044 | PA      | $48381.60     | 0.12%             | 2030-06-14      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379UNY8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3427299 | PA      | $123274.13    | 0.31%             | 2030-05-23      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379UX35<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1987570 | PA      | $68576.74     | 0.17%             | 2029-12-24      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379UZL3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4745533 | PA      | $143480.23    | 0.36%             | 2029-12-13      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380JLX4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3289896 | PA      | $138653.33    | 0.35%             | 2030-03-07      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380JM88<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4731460 | PA      | $81180.97     | 0.20%             | 2028-10-12      | Floating      | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380M4K4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2917006 | PA      | $143980.51    | 0.36%             | 2030-01-08      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380MC25<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   5247512 | PA      | $342213.31    | 0.85%             | 2030-07-27      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380MCR0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    856999 | PA      | $49747.93     | 0.12%             | 2030-04-05      | Floating      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380MMF5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    633052 | PA      | $35017.20     | 0.09%             | 2030-05-19      | Floating      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380MPH8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3053989 | PA      | $168254.03    | 0.42%             | 2030-10-23      | Floating      | 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        |   5882950 | PA      | $344007.84    | 0.86%             | 2029-12-28      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380NDZ9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2757477 | PA      | $161560.56    | 0.40%             | 2030-02-09      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380P5Q3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1385637 | PA      | $86378.42     | 0.22%             | 2029-11-28      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380PPR9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    741605 | PA      | $88244.42     | 0.22%             | 2030-11-10      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380PW83<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4017410 | PA      | $249360.21    | 0.62%             | 2030-03-11      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380Q7X4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2507196 | PA      | $74721.20     | 0.19%             | 2029-03-22      | Floating      | 0.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380QQA3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    481847 | PA      | $10635.08     | 0.03%             | 2027-09-07      | Floating      | 1.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380QS52<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1622015 | PA      | $95231.90     | 0.24%             | 2028-10-23      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380QZ62<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    196433 | PA      | $199534.67    | 0.50%             | 2026-04-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380R2L3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4005329 | PA      | $239167.02    | 0.60%             | 2029-11-14      | Floating      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380R4W7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1517015 | PA      | $95059.34     | 0.24%             | 2029-10-16      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RA75<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1038333 | PA      | $68672.24     | 0.17%             | 2029-12-09      | Floating      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380REA4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   6319369 | PA      | $449484.05    | 1.12%             | 2030-05-04      | Floating      | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RHQ6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1554799 | PA      | $91316.78     | 0.23%             | 2029-12-09      | Floating      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RJ84<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2317388 | PA      | $124631.89    | 0.31%             | 2029-08-29      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RJM3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1705803 | PA      | $130213.68    | 0.33%             | 2030-05-15      | Floating      | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RL57<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1991651 | PA      | $142351.09    | 0.36%             | 2029-12-02      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RQU7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1300347 | PA      | $99132.19     | 0.25%             | 2030-06-06      | Floating      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RRU6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2543366 | PA      | $232208.55    | 0.58%             | 2030-05-12      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RV49<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4730714 | PA      | $297996.67    | 0.74%             | 2029-11-21      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RVN7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2153970 | PA      | $149845.63    | 0.37%             | 2030-05-04      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RWG1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1599910 | PA      | $94353.57     | 0.24%             | 2029-11-14      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RXJ4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1808987 | PA      | $147776.29    | 0.37%             | 2029-12-20      | Floating      | 1.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381D2S8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1456099 | PA      | $96589.05     | 0.24%             | 2029-08-26      | Floating      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381DD56<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    956735 | PA      | $71744.23     | 0.18%             | 2030-01-04      | Floating      | 1.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381DND8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4383430 | PA      | $292289.31    | 0.73%             | 2030-01-15      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381DUJ7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2172466 | PA      | $144392.75    | 0.36%             | 2029-07-16      | Floating      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381ECK2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   7090656 | PA      | $636802.60    | 1.59%             | 2030-05-04      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381ECT3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4234398 | PA      | $241637.59    | 0.60%             | 2029-05-19      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381EHE1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3678188 | PA      | $196020.57    | 0.49%             | 2029-03-14      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381JYF8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1721013 | PA      | $151699.86    | 0.38%             | 2029-09-27      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381KDB7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1900122 | PA      | $107641.51    | 0.27%             | 2028-09-06      | Floating      | 0.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381L6Q0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   8432461 | PA      | $534230.15    | 1.33%             | 2029-04-02      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381LA77<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1741299 | PA      | $99118.40     | 0.25%             | 2030-01-04      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381LYJ5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3265395 | PA      | $229378.98    | 0.57%             | 2029-02-28      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381MEH9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   5161583 | PA      | $269129.04    | 0.67%             | 2028-07-24      | Floating      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381MUE8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4954900 | PA      | $294975.60    | 0.74%             | 2028-10-16      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38382YP98<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    997312 | PA      | $68570.56     | 0.17%             | 2029-09-16      | Floating      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38382YQL0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    615764 | PA      | $16928.39     | 0.04%             | 2028-05-01      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38383K6A5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   6542463 | PA      | $322798.59    | 0.81%             | 2028-12-13      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38383KAT9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1970855 | PA      | $90416.91     | 0.23%             | 2029-06-03      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38383KXB3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1606943 | PA      | $91656.79     | 0.23%             | 2030-07-31      | Floating      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38384LBM0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   5365907 | PA      | $93607.18     | 0.23%             | 2028-04-09      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                     | United States Treasury Bill                     | CUSIP: 912797TA5<br>LEI: N/A | Long             | DBT              | UST               | US        |    700000 | PA      | $696465.48    | 1.74%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                | United States Treasury Note/Bond                | CUSIP: 91282CPL9<br>LEI: N/A | Long             | DBT              | UST               | US        |   4270000 | PA      | $4258657.81   | 10.63%            | 2027-12-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** INTEGRITY FUNDS

**Signature:** Shelly Nahrstedt

**Name of Signer:** Shelly Nahrstedt

**Title:** Treasurer