# EDGAR Filing Document

**Accession Number:** 0000893730
**File Stem:** 0000893730-25-000078
**Filing Date:** 2025-6
**Character Count:** 63663
**Document Hash:** 4259e31ca172b93d32ab7f4c3d3b7a33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000893730-25-000078.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0000893730-25-000078

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20250731

**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:** 251071123

**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:** 2025-07-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $36608087.82

**Total Liabilities:** $603744.46

**Net Assets:** $36004343.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -41.88 | **1-Year:** -3404.54 | **5-Year:** -7904.25 | **10-Year:** -729.24 | **30-Year:** -19.04

**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 | -0.70%               | -1.35%               | -1.43%               |
| Class ID C000215522 | 1.40%                | 0.72%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1335.45                | $313873.19                                 |
| Month 2  | $21764.25                | $83317.38                                  |
| Month 3  | $6610.77                 | $121967.91                                 |

### 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        |     90970 | PA      | $90525.67     | 0.25%             | 2025-09-15      | Floating      | 5.15%                 | 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        |     56841 | PA      | $56135.48     | 0.16%             | 2025-06-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                           | Freddie Mac Gold Pool                           | CUSIP: 31283HXM2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     19991 | PA      | $20284.46     | 0.06%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                           | Freddie Mac Gold Pool                           | CUSIP: 31289NAP1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    146490 | PA      | $134386.82    | 0.37%             | 2031-03-05      | 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        |      8054 | PA      | $8255.48      | 0.02%             | 2028-11-30      | 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        |    239678 | PA      | $244952.21    | 0.68%             | 2028-07-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DPRD2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    140513 | PA      | $142771.92    | 0.40%             | 2028-11-26      | 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        |    439159 | PA      | $441928.89    | 1.23%             | 2029-05-31      | 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        |    263071 | PA      | $262967.33    | 0.73%             | 2029-03-01      | 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        |    388822 | PA      | $395571.79    | 1.10%             | 2028-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DUBE6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    288952 | PA      | $295205.80    | 0.82%             | 2028-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWGZ0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    141147 | PA      | $140920.91    | 0.39%             | 2029-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWHH9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    273039 | PA      | $277244.06    | 0.77%             | 2028-02-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132DWL35<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    148632 | PA      | $148182.48    | 0.41%             | 2029-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132E0HX3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    460309 | PA      | $467369.02    | 1.30%             | 2028-03-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3132E0WM0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    299534 | PA      | $309767.36    | 0.86%             | 2028-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 313399C47<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      5240 | PA      | $5467.68      | 0.02%             | 2027-06-16      | 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        |    466382 | PA      | $465886.97    | 1.29%             | 2029-02-22      | 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        |    381842 | PA      | $384179.26    | 1.07%             | 2029-03-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133BWCP6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    121471 | PA      | $123367.36    | 0.34%             | 2028-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133BWL76<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     80729 | PA      | $82086.71     | 0.23%             | 2028-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133C2D21<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    162925 | PA      | $169164.05    | 0.47%             | 2027-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133C62B4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    108780 | PA      | $111305.26    | 0.31%             | 2028-08-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133C6M22<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     88980 | PA      | $91903.49     | 0.26%             | 2027-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133CD5S9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     75788 | PA      | $78555.70     | 0.22%             | 2027-10-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                | Freddie Mac Pool                                | CUSIP: 3133HMJV2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    163586 | PA      | $170774.65    | 0.47%             | 2027-07-12      | 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        |    272722 | PA      | $254889.50    | 0.71%             | 2031-05-17      | 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        |    296570 | PA      | $302824.07    | 0.84%             | 2028-03-05      | 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        |       247 | PA      | $246.00       | 0.00%             | 2026-03-06      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                 | Fannie Mae-Aces                                 | CUSIP: 3136B6XT5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  26423744 | PA      | $213059.93    | 0.59%             | 2026-12-05      | 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        |   4706955 | PA      | $174361.63    | 0.48%             | 2027-02-12      | 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        |   3381962 | PA      | $113945.39    | 0.32%             | 2026-09-19      | 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        |   4159599 | PA      | $166207.60    | 0.46%             | 2028-06-26      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 3136BPE98<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    200429 | PA      | $202926.98    | 0.56%             | 2026-06-23      | 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        |    108739 | PA      | $110340.88    | 0.31%             | 2026-11-02      | 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        |    314300 | PA      | $316125.83    | 0.88%             | 2027-06-27      | 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        |    257500 | PA      | $257888.29    | 0.72%             | 2027-10-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31371HFZ6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     14233 | PA      | $14436.72     | 0.04%             | 2026-10-07      | 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        |    221330 | PA      | $220063.83    | 0.61%             | 2025-06-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 3137B4CQ7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    283122 | PA      | $282161.12    | 0.78%             | 2025-05-25      | Floating      | 4.76%                 | 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        |     91667 | PA      | $91280.91     | 0.25%             | 2025-06-05      | Floating      | 6.49%                 | 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      | $73567.06     | 0.20%             | 2027-02-08      | 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        |     15206 | PA      | $15229.36     | 0.04%             | 2025-06-05      | Floating      | 6.48%                 | 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        |   5293025 | PA      | $61941.10     | 0.17%             | 2025-12-12      | 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        |   1737594 | PA      | $35918.16     | 0.10%             | 2026-02-26      | 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        |   1382335 | PA      | $77406.07     | 0.21%             | 2027-09-12      | Floating      | 1.32%                 | 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        |   2954065 | PA      | $25169.23     | 0.07%             | 2025-12-19      | 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        |  31890081 | PA      | $147501.19    | 0.41%             | 2026-12-12      | 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        |   3787780 | PA      | $121617.29    | 0.34%             | 2027-01-21      | 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      | $516253.85    | 1.43%             | 2028-07-14      | 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        |    106484 | PA      | $106404.36    | 0.30%             | 2027-05-07      | 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      | $401270.04    | 1.11%             | 2027-11-02      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31385W4K2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     41276 | PA      | $42144.08     | 0.12%             | 2027-12-23      | 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        |    304240 | PA      | $303641.73    | 0.84%             | 2025-06-23      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 31395DJF7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    283286 | PA      | $281071.43    | 0.78%             | 2025-07-04      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | Freddie Mac REMICS                              | CUSIP: 31396HWK1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    277069 | PA      | $268424.82    | 0.75%             | 2026-02-08      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 31396WFY7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    176255 | PA      | $173563.51    | 0.48%             | 2025-09-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 31397NN35<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    300728 | PA      | $299314.69    | 0.83%             | 2025-08-13      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                               | Fannie Mae REMICS                               | CUSIP: 31398PKR9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    178200 | PA      | $177953.70    | 0.49%             | 2025-05-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31403DQC6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     11542 | PA      | $11833.15     | 0.03%             | 2028-07-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31403GMY5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       466 | PA      | $469.22       | 0.00%             | 2025-09-19      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140A0AH2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    149283 | PA      | $149185.55    | 0.41%             | 2029-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140A5R91<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    199944 | PA      | $208047.66    | 0.58%             | 2028-07-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140N8MF2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     29756 | PA      | $30384.26     | 0.08%             | 2028-01-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140NH3Z9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    111382 | PA      | $113266.60    | 0.31%             | 2029-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140NLFJ3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     98182 | PA      | $101639.72    | 0.28%             | 2028-08-05      | 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        |    122128 | PA      | $103914.29    | 0.29%             | 2032-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140QQ4A0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    381948 | PA      | $388578.16    | 1.08%             | 2028-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140QRD75<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    361145 | PA      | $366869.06    | 1.02%             | 2028-05-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140QSQQ7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     82165 | PA      | $83593.05     | 0.23%             | 2028-05-28      | 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        |    210118 | PA      | $213231.84    | 0.59%             | 2028-11-04      | 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        |    489771 | PA      | $489829.83    | 1.36%             | 2029-02-11      | 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        |    389263 | PA      | $388895.03    | 1.08%             | 2029-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140XLYC6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    446721 | PA      | $454407.03    | 1.26%             | 2028-04-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 3140XNVZ4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    286209 | PA      | $285785.78    | 0.79%             | 2029-01-20      | 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        |    455721 | PA      | $463630.06    | 1.29%             | 2028-05-17      | 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        |      7794 | PA      | $7982.22      | 0.02%             | 2028-02-08      | 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        |     96087 | PA      | $87016.85     | 0.24%             | 2031-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31418EN22<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    257631 | PA      | $262978.35    | 0.73%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31418ENH9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    191128 | PA      | $194088.29    | 0.54%             | 2028-07-14      | 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        |    122103 | PA      | $124680.43    | 0.35%             | 2028-02-05      | 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        |    100759 | PA      | $103842.35    | 0.29%             | 2026-10-18      | 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        |    213719 | PA      | $213316.16    | 0.59%             | 2028-12-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | Fannie Mae Pool                                 | CUSIP: 31418EV23<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    240827 | PA      | $241955.28    | 0.67%             | 2028-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS Fannie Mae Pool                            | UMBS Fannie Mae Pool                            | CUSIP: 31418FD46<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    268253 | PA      | $274249.59    | 0.76%             | 2027-01-06      | Fixed         | 6.50%                 | 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        |     71372 | PA      | $63915.85     | 0.18%             | 2029-09-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 36179VDF4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |      7969 | PA      | $7588.27      | 0.02%             | 2030-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 36179XUE4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    260512 | PA      | $264614.91    | 0.73%             | 2027-04-22      | 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        |    145921 | PA      | $148699.53    | 0.41%             | 2026-09-08      | 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        |     56893 | PA      | $58715.56     | 0.16%             | 2027-05-10      | 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        |    147796 | PA      | $150972.07    | 0.42%             | 2026-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618AGBW8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |     30057 | PA      | $30980.94     | 0.09%             | 2027-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5C80<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    370613 | PA      | $379237.71    | 1.05%             | 2027-08-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5D63<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    266788 | PA      | $278928.36    | 0.77%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5GC7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    498679 | PA      | $505632.82    | 1.40%             | 2027-11-05      | 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        |    397540 | PA      | $405879.43    | 1.13%             | 2026-08-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5GR4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    169238 | PA      | $173217.42    | 0.48%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | Ginnie Mae II Pool                              | CUSIP: 3618N5H36<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    499631 | PA      | $506774.86    | 1.41%             | 2027-01-10      | 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        |    300000 | PA      | $306054.93    | 0.85%             | 2027-04-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                               | Ginnie Mae I Pool                               | CUSIP: 3620AWE30<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |       101 | PA      | $100.70       | 0.00%             | 2025-06-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38376RHR0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    134270 | PA      | $134430.13    | 0.37%             | 2025-05-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38378B5P0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1348049 | PA      | $32382.71     | 0.09%             | 2028-06-11      | 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        |   5091388 | PA      | $11147.09     | 0.03%             | 2026-07-08      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38378N5K5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2713463 | PA      | $34922.54     | 0.10%             | 2028-02-12      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38378NPT4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |  11789000 | PA      | $182072.85    | 0.51%             | 2029-09-25      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379KJ74<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1301876 | PA      | $42151.22     | 0.12%             | 2029-05-28      | Floating      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379R2G7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4520881 | PA      | $160581.24    | 0.45%             | 2029-02-25      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379R5L3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2398271 | PA      | $64673.93     | 0.18%             | 2028-11-12      | 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        |   1441583 | PA      | $68846.84     | 0.19%             | 2029-09-03      | Floating      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379U6W1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1814681 | PA      | $69517.52     | 0.19%             | 2029-05-13      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38379UNY8<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3491180 | PA      | $128445.75    | 0.36%             | 2029-05-09      | 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        |   2071573 | PA      | $74195.27     | 0.21%             | 2028-11-04      | 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        |   5125168 | PA      | $159762.26    | 0.44%             | 2028-10-10      | Floating      | 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        |   3346036 | PA      | $145800.18    | 0.40%             | 2028-12-18      | 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        |   4814216 | PA      | $91127.34     | 0.25%             | 2028-09-29      | Floating      | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380MC25<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   5325153 | PA      | $350363.65    | 0.97%             | 2029-07-07      | 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        |    868801 | PA      | $52164.12     | 0.14%             | 2028-11-30      | 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        |    641896 | PA      | $36238.83     | 0.10%             | 2029-03-27      | 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        |   3641922 | PA      | $202257.06    | 0.56%             | 2030-12-07      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380N8S1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1603948 | PA      | $96601.63     | 0.27%             | 2028-11-01      | 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        |   2793113 | PA      | $168480.56    | 0.47%             | 2028-12-18      | 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        |   1460839 | PA      | $93396.12     | 0.26%             | 2028-10-13      | 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        |    854753 | PA      | $101099.12    | 0.28%             | 2029-09-11      | 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        |    937660 | PA      | $60112.55     | 0.17%             | 2028-12-29      | Floating      | 0.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380Q7X4<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2530483 | PA      | $79473.62     | 0.22%             | 2028-08-05      | Floating      | 0.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380QQA3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    680688 | PA      | $17450.12     | 0.05%             | 2027-02-12      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380QS52<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1673083 | PA      | $105939.12    | 0.29%             | 2027-10-25      | Floating      | 1.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380QZ62<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    204632 | PA      | $206741.97    | 0.57%             | 2025-07-30      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380R2L3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4071616 | PA      | $243330.35    | 0.68%             | 2028-08-23      | 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        |   1558895 | PA      | $99912.53     | 0.28%             | 2030-02-11      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RA75<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1056399 | PA      | $72877.80     | 0.20%             | 2028-11-08      | 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        |   6466099 | PA      | $483390.72    | 1.34%             | 2029-03-16      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RHQ6<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1595480 | PA      | $99188.31     | 0.28%             | 2028-11-19      | 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        |   2356767 | PA      | $123478.83    | 0.34%             | 2028-07-11      | 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        |   1787265 | PA      | $138454.09    | 0.38%             | 2029-03-05      | Floating      | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RQU7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1325309 | PA      | $98750.75     | 0.27%             | 2029-03-27      | 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        |   2588643 | PA      | $239406.99    | 0.66%             | 2029-05-02      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38380RVN7<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2195434 | PA      | $154191.27    | 0.43%             | 2029-01-24      | 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        |   1631255 | PA      | $97382.00     | 0.27%             | 2028-08-12      | 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        |   1919688 | PA      | $160204.46    | 0.44%             | 2028-11-26      | 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        |   1483828 | PA      | $100835.00    | 0.28%             | 2029-12-22      | 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        |    971921 | PA      | $77232.11     | 0.21%             | 2029-01-02      | 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        |   2156748 | PA      | $147294.87    | 0.41%             | 2028-10-24      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381ECK2<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4590025 | PA      | $413081.59    | 1.15%             | 2029-06-08      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381EHE1<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3740853 | PA      | $206863.92    | 0.57%             | 2028-02-19      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381LA77<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1777337 | PA      | $101680.55    | 0.28%             | 2028-10-06      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381LS86<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   4692992 | PA      | $284254.54    | 0.79%             | 2027-11-13      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38381LYJ5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   3286567 | PA      | $243756.11    | 0.68%             | 2028-04-29      | 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        |   5696759 | PA      | $319189.40    | 0.89%             | 2027-08-28      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38382YP98<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1016589 | PA      | $77592.97     | 0.22%             | 2028-10-21      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38382YQL0<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |    960630 | PA      | $37341.53     | 0.10%             | 2027-12-08      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38383K6A5<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   6850108 | PA      | $358827.16    | 1.00%             | 2028-05-13      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38383KAT9<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   2003488 | PA      | $96283.61     | 0.27%             | 2028-09-29      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association        | CUSIP: 38383KXB3<br>LEI: N/A | Long             | ABS-MBS          | USGSE             | US        |   1665664 | PA      | $102808.09    | 0.29%             | 2029-07-11      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                     | United States Treasury Bill                     | CUSIP: 912797PK7<br>LEI: N/A | Long             | DBT              | UST               | US        |    200000 | PA      | $199389.72    | 0.55%             | 2025-08-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                | United States Treasury Note/Bond                | CUSIP: 91282CCY5<br>LEI: N/A | Long             | DBT              | UST               | US        |   1365000 | PA      | $1260492.19   | 3.50%             | 2028-09-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                | United States Treasury Note/Bond                | CUSIP: 91282CKY6<br>LEI: N/A | Long             | DBT              | UST               | US        |   6105000 | PA      | $6157703.31   | 17.10%            | 2027-01-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                | United States Treasury Note/Bond                | CUSIP: 91282CMP3<br>LEI: N/A | Long             | DBT              | UST               | US        |    660000 | PA      | $665310.94    | 1.85%             | 2027-02-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-25

**Name of Applicant:** INTEGRITY FUNDS

**Signature:** Shelly Nahrstedt

**Name of Signer:** Shelly Nahrstedt

**Title:** Treasurer