# EDGAR Filing Document

**Accession Number:** 0000893730
**File Stem:** 0000893730-25-000138
**Filing Date:** 2025-6
**Character Count:** 91037
**Document Hash:** 7573a87637f155caecec803a811fe3b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000893730-25-000138.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0000893730-25-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**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/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07322
- **FILM NUMBER:** 251072185

**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           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **INTEGRITY SHORT TERM GOVERNMENT FUND** | &nbsp;&nbsp; **INTEGRITY SHORT TERM GOVERNMENT FUND** | &nbsp;&nbsp; **INTEGRITY SHORT TERM GOVERNMENT FUND** |
| &nbsp;&nbsp; **Schedule of Investments April 30, 2025 *(unaudited)*** | &nbsp;&nbsp; **Schedule of Investments April 30, 2025 *(unaudited)*** | &nbsp;&nbsp; **Schedule of Investments April 30, 2025 *(unaudited)*** |
|  | &nbsp;&nbsp; **Principal** | &nbsp;&nbsp; **Fair**  |
|  | &nbsp;&nbsp; **Amount** | &nbsp;&nbsp; **Value** |
| &nbsp;&nbsp; **MORTGAGE BACKED SECURITIES (75.4%)** |  |  |
| &nbsp;&nbsp; **<br> Fannie Mae Pool (15.1%)** |  |  |
| &nbsp;&nbsp; (a) FN 47935 4.897% 5/1/2027 (ECOFC + 1.254%) | &nbsp;&nbsp; 247 | $&nbsp;&nbsp; 246 |
| &nbsp;&nbsp; FN 252284 6.5% 1/1/2029 | &nbsp;&nbsp; 14233 | &nbsp;&nbsp; 14437 |
| &nbsp;&nbsp; FN 555326 5.5% 4/1/2033 | &nbsp;&nbsp; 41276 | &nbsp;&nbsp; 42144 |
| &nbsp;&nbsp; FN 745751 5.5% 9/1/2035 | &nbsp;&nbsp; 11542 | &nbsp;&nbsp; 11833 |
| &nbsp;&nbsp; (a) FN 748375 7.025% 8/1/2033 (RFUCCT 1 Year + 1.199%) | &nbsp;&nbsp; 466 | &nbsp;&nbsp; 469 |
| &nbsp;&nbsp; FN DA0007 5.5% 9/1/2053 | &nbsp;&nbsp; 149283 | &nbsp;&nbsp; 149186 |
| &nbsp;&nbsp; FN DA5011 6.5% 11/1/2053 | &nbsp;&nbsp; 199944 | &nbsp;&nbsp; 208048 |
| &nbsp;&nbsp; FN BX3957 6% 1/1/2053 | &nbsp;&nbsp; 29756 | &nbsp;&nbsp; 30384 |
| &nbsp;&nbsp; FN BY1715 6% 5/1/2053 | &nbsp;&nbsp; 111382 | &nbsp;&nbsp; 113267 |
| &nbsp;&nbsp; FN BY3768 6.5% 7/1/2053 | &nbsp;&nbsp; 98182 | &nbsp;&nbsp; 101640 |
| &nbsp;&nbsp; FN CA6065 3% 6/1/2050 | &nbsp;&nbsp; 122128 | &nbsp;&nbsp; 103914 |
| &nbsp;&nbsp; FN CB5316 6% 12/1/2052 | &nbsp;&nbsp; 381948 | &nbsp;&nbsp; 388578 |
| &nbsp;&nbsp; FN CB5525 6% 1/1/2053 | &nbsp;&nbsp; 361145 | &nbsp;&nbsp; 366869 |
| &nbsp;&nbsp; FN CB6762 6% 7/1/2053 | &nbsp;&nbsp; 82165 | &nbsp;&nbsp; 83593 |
| &nbsp;&nbsp; FN FS3411 6% 1/1/2053 | &nbsp;&nbsp; 210118 | &nbsp;&nbsp; 213232 |
| &nbsp;&nbsp; FN FS4041 5.5% 3/1/2053 | &nbsp;&nbsp; 489771 | &nbsp;&nbsp; 489830 |
| &nbsp;&nbsp; FN FS4979 5.5% 5/1/2053 | &nbsp;&nbsp; 389263 | &nbsp;&nbsp; 388895 |
| &nbsp;&nbsp; FN FS5206 6% 7/1/2053 | &nbsp;&nbsp; 446721 | &nbsp;&nbsp; 454407 |
| &nbsp;&nbsp; FN FS6931 5.5% 1/1/2053 | &nbsp;&nbsp; 286209 | &nbsp;&nbsp; 285786 |
| &nbsp;&nbsp; FN FS9447 6% 12/1/2053 | &nbsp;&nbsp; 455721 | &nbsp;&nbsp; 463630 |
| &nbsp;&nbsp; FN 888073 5.5% 2/1/2035 | &nbsp;&nbsp; 7794 | &nbsp;&nbsp; 7982 |
| &nbsp;&nbsp; FN MA3067 3.5% 7/1/2047 | &nbsp;&nbsp; 96087 | &nbsp;&nbsp; 87017 |
| &nbsp;&nbsp; FN MA4908 6% 1/1/2043 | &nbsp;&nbsp; 257631 | &nbsp;&nbsp; 262978 |
| &nbsp;&nbsp; FN MA4891 5.5% 12/1/2042 | &nbsp;&nbsp; 191128 | &nbsp;&nbsp; 194088 |
| &nbsp;&nbsp; FN MA4935 6% 2/1/2043 | &nbsp;&nbsp; 122103 | &nbsp;&nbsp; 124680 |
| &nbsp;&nbsp; FN MA5031 7% 4/1/2053 | &nbsp;&nbsp; 100759 | &nbsp;&nbsp; 103842 |
| &nbsp;&nbsp; FN MA5107 5.5% 8/1/2053 | &nbsp;&nbsp; 213719 | &nbsp;&nbsp; 213316 |
| &nbsp;&nbsp; FN MA5132 6% 8/1/2053 | &nbsp;&nbsp; 240827 | &nbsp;&nbsp; 241955 |
| &nbsp;&nbsp; FN MA5522 6.5% 9/1/2054 | &nbsp;&nbsp; 268253 | &nbsp;&nbsp; 274250 |
|  |  | &nbsp;&nbsp; 5420496 |
| &nbsp;&nbsp; **Fannie Mae Real Estate Mortgage Investment Conduit (5.0%)** |  |  |
| &nbsp;&nbsp; FNR 2023-14 E 6% 6/25/2048 | &nbsp;&nbsp; 200429 | &nbsp;&nbsp; 202927 |
| &nbsp;&nbsp; FNR 2024-24 AB 5.5% 8/25/2050 | &nbsp;&nbsp; 108739 | &nbsp;&nbsp; 110341 |
| &nbsp;&nbsp; FNR 2025-4 D 5.5% 7/25/2052 | &nbsp;&nbsp; 314300 | &nbsp;&nbsp; 316126 |
| &nbsp;&nbsp; (a) FNR 2025-2 FD 6% 2/25/2055 (SOFR 30 Day Average + 2.000%)  | &nbsp;&nbsp; 257500 | &nbsp;&nbsp; 257888 |
| &nbsp;&nbsp; (a) FNR 2006-33 CF 4.76817% 5/25/2036 ((SOFR 30 Day Average + 0.11448%) + 0.300%) | &nbsp;&nbsp; 283286 | &nbsp;&nbsp; 281071 |
| &nbsp;&nbsp; (a) FNR 2007-54 EF 4.80817% 6/25/2037 ((SOFR 30 Day Average + 0.11448%) + 0.340%) | &nbsp;&nbsp; 176255 | &nbsp;&nbsp; 173564 |
| &nbsp;&nbsp; (a) FNR 2009-46 FB 5.16817% 6/25/2039 ((SOFR 30 Day Average + 0.11448%) + 0.700%) | &nbsp;&nbsp; 300729 | &nbsp;&nbsp; 299315 |
| &nbsp;&nbsp; (a) FNR 2010-35 KF 4.96817% 4/25/2040 ((SOFR 30 Day Average + 0.11448%) + 0.500%) | &nbsp;&nbsp; 178200 | &nbsp;&nbsp; 177954 |
|  |  | &nbsp;&nbsp; 1819186 |
| &nbsp;&nbsp; **Fannie Mae Alternative Credit Enhancement Securities (1.8%)** |  |  |
| &nbsp;&nbsp; (b)(c) FNA 2019-M23 X2 0.35845% 2/25/2031 | &nbsp;&nbsp; 26423744 | &nbsp;&nbsp; 213060 |
| &nbsp;&nbsp; (b)(c) FNA 2019-M32 X2 1.22659% 10/25/2029 | &nbsp;&nbsp; 4706955 | &nbsp;&nbsp; 174362 |
| &nbsp;&nbsp; (b)(c) FNA 2020-M10 X6 1.49946% 8/25/2028 | &nbsp;&nbsp; 3381962 | &nbsp;&nbsp; 113945 |
| &nbsp;&nbsp; (b)(c) FNA 2020-M27 X 0.90358% 5/25/2050 | &nbsp;&nbsp; 4159599 | &nbsp;&nbsp; 166208 |
|  |  | &nbsp;&nbsp; 667575 |
| &nbsp;&nbsp; **Freddie Mac Pool (14.9%)** |  |  |
| &nbsp;&nbsp; FR SD2578 6% 3/1/2053 | &nbsp;&nbsp; 239678 | &nbsp;&nbsp; 244952 |
| &nbsp;&nbsp; FR SD2284 6% 12/1/2052 | &nbsp;&nbsp; 140513 | &nbsp;&nbsp; 142772 |
| &nbsp;&nbsp; FR SD3475 5.5% 8/1/2053 | &nbsp;&nbsp; 439159 | &nbsp;&nbsp; 441929 |
| &nbsp;&nbsp; FR SD3518 5.5% 7/1/2053 | &nbsp;&nbsp; 263071 | &nbsp;&nbsp; 262967 |
| &nbsp;&nbsp; FR SD3553 6% 7/1/2053 | &nbsp;&nbsp; 388822 | &nbsp;&nbsp; 395572 |
| &nbsp;&nbsp; FR SD6337 6% 9/1/2054 | &nbsp;&nbsp; 288952 | &nbsp;&nbsp; 295206 |
| &nbsp;&nbsp; FR SD8316 5.5% 4/1/2053 | &nbsp;&nbsp; 141147 | &nbsp;&nbsp; 140921 |
| &nbsp;&nbsp; FR SD8332 6% 6/1/2053 | &nbsp;&nbsp; 273039 | &nbsp;&nbsp; 277244 |
| &nbsp;&nbsp; FR SD8446 5.5% 7/1/2054 | &nbsp;&nbsp; 148632 | &nbsp;&nbsp; 148182 |
| &nbsp;&nbsp; FR SD3846 6% 9/1/2053 | &nbsp;&nbsp; 460309 | &nbsp;&nbsp; 467369 |
| &nbsp;&nbsp; FR SD4252 6.5% 10/1/2053 | &nbsp;&nbsp; 299534 | &nbsp;&nbsp; 309767 |
| &nbsp;&nbsp; FR QF7098 5.5% 2/1/2053 | &nbsp;&nbsp; 466382 | &nbsp;&nbsp; 465887 |
| &nbsp;&nbsp; FR QF6560 5.5% 1/1/2053 | &nbsp;&nbsp; 381842 | &nbsp;&nbsp; 384179 |
| &nbsp;&nbsp; FR QF8178 6% 2/1/2053 | &nbsp;&nbsp; 121471 | &nbsp;&nbsp; 123367 |
| &nbsp;&nbsp; FR QF8450 6% 3/1/2053 | &nbsp;&nbsp; 80729 | &nbsp;&nbsp; 82087 |
| &nbsp;&nbsp; FR QG1921 6.5% 5/1/2053 | &nbsp;&nbsp; 162925 | &nbsp;&nbsp; 169164 |
| &nbsp;&nbsp; FR QG6170 6% 7/1/2053 | &nbsp;&nbsp; 108780 | &nbsp;&nbsp; 111305 |
| &nbsp;&nbsp; FR QG5777 6.5% 6/1/2053 | &nbsp;&nbsp; 88980 | &nbsp;&nbsp; 91903 |
| &nbsp;&nbsp; FR QH1757 6.5% 10/1/2053 | &nbsp;&nbsp; 75788 | &nbsp;&nbsp; 78556 |
| &nbsp;&nbsp; FR QS0276 6% 2/1/2033 | &nbsp;&nbsp; 163586 | &nbsp;&nbsp; 170775 |
| &nbsp;&nbsp; FR RA6212 4% 10/1/2051 | &nbsp;&nbsp; 272722 | &nbsp;&nbsp; 254890 |
| &nbsp;&nbsp; FR RB5221 6% 2/1/2043 | &nbsp;&nbsp; 296570 | &nbsp;&nbsp; 302824 |
|  |  | &nbsp;&nbsp; 5361818 |
| &nbsp;&nbsp; **Freddie Mac Gold Pool (0.5%)** |  |  |
| &nbsp;&nbsp; FG G01584 5% 8/1/2033 | &nbsp;&nbsp; 19991 | &nbsp;&nbsp; 20284 |
| &nbsp;&nbsp; FG NB0014 3.5% 4/1/2049 | &nbsp;&nbsp; 146490 | &nbsp;&nbsp; 134387 |
| &nbsp;&nbsp; FG H09207 6.5% 8/1/2038 | &nbsp;&nbsp; 8054 | &nbsp;&nbsp; 8255 |
|  |  | &nbsp;&nbsp; 162926 |
| &nbsp;&nbsp; **Freddie Mac Multifamily Structured Pass Through Certificates (2.9%)** |  |  |
| &nbsp;&nbsp; (b) FHMS Q004 A2H 6.530064% 1/25/2046 | &nbsp;&nbsp; 91667 | &nbsp;&nbsp; 91281 |
| &nbsp;&nbsp; (b)(c) FHMS K078 XAM 0.146673% 6/25/2028 | &nbsp;&nbsp; 33580000 | &nbsp;&nbsp; 73567 |
| &nbsp;&nbsp; (b) FHMS Q007 APT1 6.915752% 10/25/2047 | &nbsp;&nbsp; 15206 | &nbsp;&nbsp; 15230 |
| &nbsp;&nbsp; (b)(c) FHMS K736 X1 1.383724% 7/25/2026 | &nbsp;&nbsp; 5293025 | &nbsp;&nbsp; 61941 |
| &nbsp;&nbsp; (b)(c) FHMS K738 X1 1.594779% 1/25/2027 | &nbsp;&nbsp; 1737594 | &nbsp;&nbsp; 35918 |
| &nbsp;&nbsp; (b)(c) FHMS K115 X1 1.419559% 6/25/2030 | &nbsp;&nbsp; 1382335 | &nbsp;&nbsp; 77406 |
| &nbsp;&nbsp; (b)(c) FHMS Q016 XPT1 0.981% 5/25/2026 | &nbsp;&nbsp; 2954065 | &nbsp;&nbsp; 25169 |
| &nbsp;&nbsp; (b)(c) FHMS K507 X1 0.260878% 9/25/2028 | &nbsp;&nbsp; 31890081 | &nbsp;&nbsp; 147501 |
| &nbsp;&nbsp; (b)(c) FHMS K514 X1 1.159669% 12/25/2028 | &nbsp;&nbsp; 3787780 | &nbsp;&nbsp; 121617 |
| &nbsp;&nbsp; (b)(c) FHMS KS16 X 1.18235% 1/25/2032 | &nbsp;&nbsp; 6800000 | &nbsp;&nbsp; 401270 |
|  |  | &nbsp;&nbsp; 1050900 |
| &nbsp;&nbsp; **Freddie Mac Real Estate Mortgage Investment Conduit (4.7%)** |  |  |
| &nbsp;&nbsp; FHR 2344 ZD 6.5% 8/15/2031 | &nbsp;&nbsp; 5240 | &nbsp;&nbsp; 5468 |
| &nbsp;&nbsp; (a) FHR 3843 F 4.78919% 4/15/2041 ((SOFR 30 Day Average + 0.11448%) + 0.330%) | &nbsp;&nbsp; 221330 | &nbsp;&nbsp; 220064 |
| &nbsp;&nbsp; (a) FHR 4238 FD 4.75919% 2/15/2042 ((SOFR 30 Day Average + 0.11448%) + 0.300%) | &nbsp;&nbsp; 283122 | &nbsp;&nbsp; 282161 |
| &nbsp;&nbsp; FHR 5420 KB 6% 4/25/2050 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 516254 |
| &nbsp;&nbsp; FHR 5423 A 5% 11/25/2050 | &nbsp;&nbsp; 106484 | &nbsp;&nbsp; 106404 |
| &nbsp;&nbsp; (a) FHR 2801 FG 4.90919% 7/15/2032 ((SOFR 30 Day Average + 0.11448%) + 0.450%) | &nbsp;&nbsp; 304240 | &nbsp;&nbsp; 303642 |
| &nbsp;&nbsp; (a) FHR 3117 TA 5.45919% 2/15/2036 ((SOFR 30 Day Average + 0.11448%) + 1.000%) | &nbsp;&nbsp; 277069 | &nbsp;&nbsp; 268425 |
|  |  | &nbsp;&nbsp; 1702418 |
| &nbsp;&nbsp; **Freddie Mac Small Balance Loan Mortgage Trust (0.4%)** |  |  |
| &nbsp;&nbsp; (a) FRESB 2016-SB13 A5H 5.14813% 1/25/2036 ((SOFR 30 Day Average + 0.11448%) + 0.700%) | &nbsp;&nbsp; 90970 | &nbsp;&nbsp; 90526 |
| &nbsp;&nbsp; (a) FRESB 2016-SB16 A5H 5.14813% 5/25/2036 ((SOFR 30 Day Average + 0.11448%) + 0.700%) | &nbsp;&nbsp; 56841 | &nbsp;&nbsp; 56135 |
|  |  | &nbsp;&nbsp; 146661 |
| &nbsp;&nbsp; **Ginnie Mae I Pool (0.0%)** |  |  |
| &nbsp;&nbsp; GN 741854 4% 5/15/2025 | &nbsp;&nbsp; 101 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp; <br> **Ginnie Mae II Pool (8.9%)** |  |  |
| &nbsp;&nbsp; G2 MA6402 4.5% 1/20/2050 | &nbsp;&nbsp; 7969 | &nbsp;&nbsp; 7588 |
| &nbsp;&nbsp; G2 MA8681 6.5% 1/20/2053 | &nbsp;&nbsp; 260512 | &nbsp;&nbsp; 264615 |
| &nbsp;&nbsp; G2 MA9896 7% 9/20/2054 | &nbsp;&nbsp; 145921 | &nbsp;&nbsp; 148700 |
| &nbsp;&nbsp; G2 MA9174 7% 9/20/2053 | &nbsp;&nbsp; 56893 | &nbsp;&nbsp; 58716 |
| &nbsp;&nbsp; G2 MA9478 7% 2/20/2054 | &nbsp;&nbsp; 147796 | &nbsp;&nbsp; 150972 |
| &nbsp;&nbsp; G2 CR1853 7% 11/20/2052 | &nbsp;&nbsp; 30057 | &nbsp;&nbsp; 30981 |
| &nbsp;&nbsp; G2 MB0094 6.5% 12/20/2054 | &nbsp;&nbsp; 370613 | &nbsp;&nbsp; 379238 |
| &nbsp;&nbsp; G2 MB0124 6.5% 1/20/2040 | &nbsp;&nbsp; 266788 | &nbsp;&nbsp; 278928 |
| &nbsp;&nbsp; G2 MB0194 6.5% 2/20/2055 | &nbsp;&nbsp; 498679 | &nbsp;&nbsp; 505633 |
| &nbsp;&nbsp; G2 MB0195 7% 2/20/2055 | &nbsp;&nbsp; 397540 | &nbsp;&nbsp; 405879 |
| &nbsp;&nbsp; G2 MB0207 6.5% 2/20/2055 | &nbsp;&nbsp; 169238 | &nbsp;&nbsp; 173217 |
| &nbsp;&nbsp; G2 MB0249 7% 2/20/2055 | &nbsp;&nbsp; 499631 | &nbsp;&nbsp; 506775 |
| &nbsp;&nbsp; G2 MB0298 7% 4/20/2055 | &nbsp;&nbsp; 300000 | &nbsp;&nbsp; 306055 |
|  |  | &nbsp;&nbsp; 3217297 |
| &nbsp;&nbsp; **Government National Mortgage Association (21.0%)** |  |  |
| &nbsp;&nbsp; (a) GNR 2015-H27 FA 5.18919% 9/20/2065 ((TSFR 1 Month Average + 0.11448%) + 0.750%) | &nbsp;&nbsp; 134270 | &nbsp;&nbsp; 134430 |
| &nbsp;&nbsp; (b)(c) GNR 2013-15 IO 0.58479% 8/16/2051 | &nbsp;&nbsp; 1348049 | &nbsp;&nbsp; 32383 |
| &nbsp;&nbsp; (b)(c) GNR 2013-33 IO 0.18089% 4/16/2054 | &nbsp;&nbsp; 5091388 | &nbsp;&nbsp; 11147 |
| &nbsp;&nbsp; (b)(c) GNR 2014-73 IO 0.40338% 4/16/2056 | &nbsp;&nbsp; 2713463 | &nbsp;&nbsp; 34923 |
| &nbsp;&nbsp; (b)(c) GNR 2014-16 IO 0.40227% 6/16/2055 | &nbsp;&nbsp; 11789000 | &nbsp;&nbsp; 182073 |
| &nbsp;&nbsp; (b)(c) GNR 2015-130 IO 0.68637% 7/16/2057 | &nbsp;&nbsp; 1301876 | &nbsp;&nbsp; 42151 |
| &nbsp;&nbsp; (b)(c) GNR 2017-127 IO 0.5456% 2/16/2059 | &nbsp;&nbsp; 4520881 | &nbsp;&nbsp; 160581 |
| &nbsp;&nbsp; (b)(c) GNR 2017-143 IO 0.48098% 1/16/2059 | &nbsp;&nbsp; 2398271 | &nbsp;&nbsp; 64674 |
| &nbsp;&nbsp; (b)(c) GNR 2017-76 IO 0.77149% 12/16/2056 | &nbsp;&nbsp; 1441583 | &nbsp;&nbsp; 68847 |
| &nbsp;&nbsp; (b)(c) GNR 2017-28 IO 0.7008% 2/16/2057 | &nbsp;&nbsp; 1814681 | &nbsp;&nbsp; 69517 |
| &nbsp;&nbsp; (b)(c) GNR 2016-52 IO 0.73992% 3/16/2058 | &nbsp;&nbsp; 3491180 | &nbsp;&nbsp; 128446 |
| &nbsp;&nbsp; (b)(c) GNR 2016-158 IO 0.74525% 6/16/2058 | &nbsp;&nbsp; 2071573 | &nbsp;&nbsp; 74195 |
| &nbsp;&nbsp; (b)(c) GNR 2016-94 IO 0.76378% 12/16/2057 | &nbsp;&nbsp; 5125168 | &nbsp;&nbsp; 159762 |
| &nbsp;&nbsp; (b)(c) GNR 2018-2 IO 0.7041% 12/16/2059 | &nbsp;&nbsp; 3346036 | &nbsp;&nbsp; 145800 |
| &nbsp;&nbsp; (b)(c) GNR 2018-74 IO 0.29625% 3/16/2060 | &nbsp;&nbsp; 4814216 | &nbsp;&nbsp; 91127 |
| &nbsp;&nbsp; (b)(c) GNR 2019-7 IO 0.89921% 1/16/2061 | &nbsp;&nbsp; 5325153 | &nbsp;&nbsp; 350364 |
| &nbsp;&nbsp; (b)(c) GNR 2018-108 IA 0.67737% 8/16/2060 | &nbsp;&nbsp; 868801 | &nbsp;&nbsp; 52164 |
| &nbsp;&nbsp; (b)(c) GNR 2018-119 IO 0.67988% 5/16/2060 | &nbsp;&nbsp; 641896 | &nbsp;&nbsp; 36239 |
| &nbsp;&nbsp; (b)(c) GNR 2018-140 IO 0.704% 7/16/2060 | &nbsp;&nbsp; 3641922 | &nbsp;&nbsp; 202257 |
| &nbsp;&nbsp; (b)(c) GNR 2020-40 IO 0.87512% 1/16/2062 | &nbsp;&nbsp; 1603948 | &nbsp;&nbsp; 96602 |
| &nbsp;&nbsp; (b)(c) GNR 2019-75 IO 0.85332% 12/16/2060 | &nbsp;&nbsp; 2793113 | &nbsp;&nbsp; 168481 |
| &nbsp;&nbsp; (b)(c) GNR 2020-132 IO 0.84821% 9/16/2062 | &nbsp;&nbsp; 1460839 | &nbsp;&nbsp; 93396 |
| &nbsp;&nbsp; (b)(c) GNR 2020-87 AI 1.86711% 5/16/2060 | &nbsp;&nbsp; 854753 | &nbsp;&nbsp; 101099 |
| &nbsp;&nbsp; (b)(c) GNR 2020-121 IO 0.893% 8/16/2060 | &nbsp;&nbsp; 937660 | &nbsp;&nbsp; 60113 |
| &nbsp;&nbsp; (b)(c) GNR 2021-H11 IY 0.2757% 7/20/2071 | &nbsp;&nbsp; 2530483 | &nbsp;&nbsp; 79474 |
| &nbsp;&nbsp; (b)(c) GNR 2020-H19 SI 1.59948% 10/20/2070 | &nbsp;&nbsp; 680688 | &nbsp;&nbsp; 17450 |
| &nbsp;&nbsp; (b)(c) GNR 2021-H06 YI 1.02655% 4/20/2071 | &nbsp;&nbsp; 1673083 | &nbsp;&nbsp; 105939 |
| &nbsp;&nbsp; (a) GNR 2021-H08 VF 5.55006% 4/20/2071 (SOFR 30 Day Average + 1.200%) | &nbsp;&nbsp; 204632 | &nbsp;&nbsp; 206742 |
| &nbsp;&nbsp; (b)(c) GNR 2021-63 IO 0.81545% 4/16/2061 | &nbsp;&nbsp; 4071616 | &nbsp;&nbsp; 243330 |
| &nbsp;&nbsp; (b)(c) GNR 2021-68 IO 0.87331% 10/16/2062 | &nbsp;&nbsp; 1558895 | &nbsp;&nbsp; 99912 |
| &nbsp;&nbsp; (b)(c) GNR 2021-47 IO 0.99231% 3/16/2061 | &nbsp;&nbsp; 1056399 | &nbsp;&nbsp; 72878 |
| &nbsp;&nbsp; (b)(c) GNR 2020-168 IA 0.97939% 12/16/2062 | &nbsp;&nbsp; 6466099 | &nbsp;&nbsp; 483391 |
| &nbsp;&nbsp; (b)(c) GNR 2020-177 IO 0.81979% 6/16/2062 | &nbsp;&nbsp; 1595481 | &nbsp;&nbsp; 99188 |
| &nbsp;&nbsp; (b)(c) GNR 2021-52 IO 0.72128% 4/16/2063 | &nbsp;&nbsp; 2356767 | &nbsp;&nbsp; 123479 |
| &nbsp;&nbsp; (b)(c) GNR 2020-190 IO 1.0507% 11/16/2062 | &nbsp;&nbsp; 1787265 | &nbsp;&nbsp; 138454 |
| &nbsp;&nbsp; (b)(c) GNR 2021-10 IO 0.98661% 5/16/2063 | &nbsp;&nbsp; 1325309 | &nbsp;&nbsp; 98751 |
| &nbsp;&nbsp; (b)(c) GNR 2021-14 IO 1.32903% 6/16/2063 | &nbsp;&nbsp; 2588643 | &nbsp;&nbsp; 239407 |
| &nbsp;&nbsp; (b)(c) GNR 2021-31 IO 0.94028% 1/16/2061 | &nbsp;&nbsp; 2195434 | &nbsp;&nbsp; 154191 |
| &nbsp;&nbsp; (b)(c) GNR 2021-37 IO 0.79849% 1/16/2061 | &nbsp;&nbsp; 1631255 | &nbsp;&nbsp; 97382 |
| &nbsp;&nbsp; (b)(c) GNR 2021-36 IO 1.28797% 3/16/2063 | &nbsp;&nbsp; 1919688 | &nbsp;&nbsp; 160204 |
| &nbsp;&nbsp; (b)(c) GNR 2021-171 IO 0.99487% 8/16/2061 | &nbsp;&nbsp; 1483828 | &nbsp;&nbsp; 100835 |
| &nbsp;&nbsp; (b)(c) GNR 2021-150 IO 1.04342% 11/16/2063 | &nbsp;&nbsp; 971921 | &nbsp;&nbsp; 77232 |
| &nbsp;&nbsp; (b)(c) GNR 2021-110 IO 0.87465% 11/16/2063 | &nbsp;&nbsp; 2156748 | &nbsp;&nbsp; 147295 |
| &nbsp;&nbsp; (b)(c) GNR 2021-195 IX 1.2017% 8/16/2063 | &nbsp;&nbsp; 4590025 | &nbsp;&nbsp; 413082 |
| &nbsp;&nbsp; (b)(c) GNR 2021-208 IO 0.75766% 6/16/2064 | &nbsp;&nbsp; 3740853 | &nbsp;&nbsp; 206864 |
| &nbsp;&nbsp; (b)(c) GNR 2024-161 IO 0.74267% 6/16/2064 | &nbsp;&nbsp; 1777337 | &nbsp;&nbsp; 101681 |
| &nbsp;&nbsp; (b)(c) GNR 2025-14 IO 0.55303% 3/16/2066 | &nbsp;&nbsp; 4692992 | &nbsp;&nbsp; 284255 |
| &nbsp;&nbsp; (b)(c) GNR 2024-179 XI 0.83054% 12/16/2066 | &nbsp;&nbsp; 3286567 | &nbsp;&nbsp; 243756 |
| &nbsp;&nbsp; (b)(c) GNR 2025-53 IO 0.55222% 10/16/2066 | &nbsp;&nbsp; 5696759 | &nbsp;&nbsp; 319189 |
| &nbsp;&nbsp; (b)(c) GNR 2023-H02 IK 1.00888% 1/20/2073 | &nbsp;&nbsp; 1016589 | &nbsp;&nbsp; 77593 |
| &nbsp;&nbsp; (b)(c) GNR 2022-H07 IG 1.79869% 2/20/2072 | &nbsp;&nbsp; 960630 | &nbsp;&nbsp; 37341 |
| &nbsp;&nbsp; (b)(c) GNR 2025-H02 DI 0.87813% 12/20/2074 | &nbsp;&nbsp; 6850108 | &nbsp;&nbsp; 358827 |
| &nbsp;&nbsp; (b)(c) GNR 2023-H16 GI 0.69982% 6/20/2073 | &nbsp;&nbsp; 2003488 | &nbsp;&nbsp; 96284 |
| &nbsp;&nbsp; (b)(c) GNR 2024-H07 IG 0.862% 4/20/2074 | &nbsp;&nbsp; 1665664 | &nbsp;&nbsp; 102808 |
|  |  | &nbsp;&nbsp; 7547985 |

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **Seasoned Credit Risk Transfer Trust Series (0.2%)** |  |  |
| &nbsp;&nbsp; SCRT 2020-3 M5TW 3% 5/25/2060 | &nbsp;&nbsp; 71372 | &nbsp;&nbsp; 63916 |
| &nbsp;&nbsp; **TOTAL MORTGAGE BACKED SECURITIES (Cost: $27,010,598)** |  | $&nbsp;&nbsp; **27161279** |
| &nbsp;&nbsp; **<br> U.S. GOVERNMENT TREASURY BILLS (23.0%)** |  |  |
| &nbsp;&nbsp; United States Treasury Bill 5/27/2025 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 199390 |
| &nbsp;&nbsp; United States Treasury 7-Year Note 1.250% 9/30/2028 | &nbsp;&nbsp; 1365000 | &nbsp;&nbsp; 1260492 |
| &nbsp;&nbsp; United States Treasury 2-Year Note 4.625% 6/30/2026 | &nbsp;&nbsp; 6105000 | &nbsp;&nbsp; 6157703 |
| &nbsp;&nbsp; United States Treasury 2-Year Note 4.125% 2/28/2027 | &nbsp;&nbsp; 660000 | &nbsp;&nbsp; 665311 |
| &nbsp;&nbsp; **TOTAL U.S. GOVERNMENT NOTES/BONDS (Cost $8,270,010)** |  | $&nbsp;&nbsp; **8282896** |
| &nbsp;&nbsp; **TOTAL INVESTMENTS (Cost $35,280,608) (98.4%)** |  | $&nbsp;&nbsp; **35444175** |
| &nbsp;&nbsp; **<br> OTHER ASSETS LESS LIABILITIES (1.6%)** |  | $&nbsp;&nbsp; **560168** |
| &nbsp;&nbsp; **<br> NET ASSETS (100.0%)** |  | $&nbsp;&nbsp; **36004343** |
| &nbsp;&nbsp; <br> (a) Variable rate security; the rate shown represents the rate at April 30, 2025. Coupon may be fixed for a period of time. | &nbsp;&nbsp; <br> (a) Variable rate security; the rate shown represents the rate at April 30, 2025. Coupon may be fixed for a period of time. | &nbsp;&nbsp; <br> (a) Variable rate security; the rate shown represents the rate at April 30, 2025. Coupon may be fixed for a period of time. |
| &nbsp;&nbsp; (b) Variable rate security; the rate shown represents the rate at April 30, 2025. The coupon is based on an underlying pool of loans. | &nbsp;&nbsp; (b) Variable rate security; the rate shown represents the rate at April 30, 2025. The coupon is based on an underlying pool of loans. | &nbsp;&nbsp; (b) Variable rate security; the rate shown represents the rate at April 30, 2025. The coupon is based on an underlying pool of loans. |
| &nbsp;&nbsp; (c) Represents an interest-only security that entitles holders to receive only interest payments on underlying mortgages. | &nbsp;&nbsp; (c) Represents an interest-only security that entitles holders to receive only interest payments on underlying mortgages. | &nbsp;&nbsp; (c) Represents an interest-only security that entitles holders to receive only interest payments on underlying mortgages. |
| &nbsp;&nbsp; SOFR - Secured Overnight Financing Rate | &nbsp;&nbsp; SOFR - Secured Overnight Financing Rate | &nbsp;&nbsp; SOFR - Secured Overnight Financing Rate |
| &nbsp;&nbsp; SOFR 30 Day Average rate disclosed as of April 30, 2025, based on the last reset date of the security. | &nbsp;&nbsp; SOFR 30 Day Average rate disclosed as of April 30, 2025, based on the last reset date of the security. | &nbsp;&nbsp; SOFR 30 Day Average rate disclosed as of April 30, 2025, based on the last reset date of the security. |
| &nbsp;&nbsp; TSFR - Term SOFR | &nbsp;&nbsp; TSFR - Term SOFR | &nbsp;&nbsp; TSFR - Term SOFR |
| &nbsp;&nbsp; TSFR 1 Month Average rate disclosed as of April 30, 2025, based on the last reset date of the security. | &nbsp;&nbsp; TSFR 1 Month Average rate disclosed as of April 30, 2025, based on the last reset date of the security. | &nbsp;&nbsp; TSFR 1 Month Average rate disclosed as of April 30, 2025, based on the last reset date of the security. |
| &nbsp;&nbsp; ECOFC - Enterprise 11th District COFI Replacement Index | &nbsp;&nbsp; ECOFC - Enterprise 11th District COFI Replacement Index | &nbsp;&nbsp; ECOFC - Enterprise 11th District COFI Replacement Index |
| &nbsp;&nbsp; 1 Month ECOFC - 1 Month ECOFC rate disclosed as of April 30, 2025, based on the last reset date of the security. | &nbsp;&nbsp; 1 Month ECOFC - 1 Month ECOFC rate disclosed as of April 30, 2025, based on the last reset date of the security. | &nbsp;&nbsp; 1 Month ECOFC - 1 Month ECOFC rate disclosed as of April 30, 2025, based on the last reset date of the security. |
| &nbsp;&nbsp; RFUCCT1Y - 1 Year Refinitiv USD IBOR Consumer Cash Fallbacks | &nbsp;&nbsp; RFUCCT1Y - 1 Year Refinitiv USD IBOR Consumer Cash Fallbacks | &nbsp;&nbsp; RFUCCT1Y - 1 Year Refinitiv USD IBOR Consumer Cash Fallbacks |
| &nbsp;&nbsp; RFUCCT 1 Year rate disclosed as of April 30, 2025, based on the last reset date of the security | &nbsp;&nbsp; RFUCCT 1 Year rate disclosed as of April 30, 2025, based on the last reset date of the security | &nbsp;&nbsp; RFUCCT 1 Year rate disclosed as of April 30, 2025, based on the last reset date of the security |
| &nbsp;&nbsp; <br> The accompanying notes are an integral part of these financial statements. | &nbsp;&nbsp; <br> The accompanying notes are an integral part of these financial statements. | &nbsp;&nbsp; <br> The accompanying notes are an integral part of these financial statements. |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **NOTE: INVESTMENT IN SECURITIES *(unaudited)*** | &nbsp;&nbsp; **NOTE: INVESTMENT IN SECURITIES *(unaudited)*** | &nbsp;&nbsp; **NOTE: INVESTMENT IN SECURITIES *(unaudited)*** |
| &nbsp;&nbsp; At April 30, 2025, the net unrealized appreciation/(depreciation) based on the cost of investments for federal income tax purposes was as follows: | &nbsp;&nbsp; At April 30, 2025, the net unrealized appreciation/(depreciation) based on the cost of investments for federal income tax purposes was as follows: | &nbsp;&nbsp; At April 30, 2025, the net unrealized appreciation/(depreciation) based on the cost of investments for federal income tax purposes was as follows: |
|  |  | &nbsp;&nbsp; Integrity Short Term <br> Government Fund |
| &nbsp;&nbsp; Investments at cost | &nbsp;&nbsp; Investments at cost | $&nbsp;&nbsp; 35280608 |
| &nbsp;&nbsp; Unrealized appreciation | &nbsp;&nbsp; Unrealized appreciation | $&nbsp;&nbsp; 748157 |
| &nbsp;&nbsp; Unrealized depreciation | &nbsp;&nbsp; Unrealized depreciation | &nbsp;&nbsp; (584590) |
| &nbsp;&nbsp; Net unrealized appreciation/(depreciation)\* | &nbsp;&nbsp; Net unrealized appreciation/(depreciation)\* | $&nbsp;&nbsp; 163567 |
| &nbsp;&nbsp; \* | &nbsp;&nbsp; Differences between financial reporting-basis and tax-basis unrealized appreciation/(depreciation) are due to differing treatment of wash sales. | &nbsp;&nbsp; Differences between financial reporting-basis and tax-basis unrealized appreciation/(depreciation) are due to differing treatment of wash sales. |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **NOTE: FAIR VALUE MEASUREMENTS *(unaudited)*** | &nbsp;&nbsp; **NOTE: FAIR VALUE MEASUREMENTS *(unaudited)*** | &nbsp;&nbsp; **NOTE: FAIR VALUE MEASUREMENTS *(unaudited)*** | &nbsp;&nbsp; **NOTE: FAIR VALUE MEASUREMENTS *(unaudited)*** | &nbsp;&nbsp; **NOTE: FAIR VALUE MEASUREMENTS *(unaudited)*** |
| &nbsp;&nbsp; Various inputs are used in determining the value of the Funds' investments. These inputs are summarized in three broad levels: Level 1 inputs are based on quoted prices in active markets for identical securities. Level 2 inputs are based on significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc). Level 3 inputs are based on significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The following is a summary of the inputs used to value the Funds' investments as of April 30, 2025: | &nbsp;&nbsp; Various inputs are used in determining the value of the Funds' investments. These inputs are summarized in three broad levels: Level 1 inputs are based on quoted prices in active markets for identical securities. Level 2 inputs are based on significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc). Level 3 inputs are based on significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The following is a summary of the inputs used to value the Funds' investments as of April 30, 2025: | &nbsp;&nbsp; Various inputs are used in determining the value of the Funds' investments. These inputs are summarized in three broad levels: Level 1 inputs are based on quoted prices in active markets for identical securities. Level 2 inputs are based on significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc). Level 3 inputs are based on significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The following is a summary of the inputs used to value the Funds' investments as of April 30, 2025: | &nbsp;&nbsp; Various inputs are used in determining the value of the Funds' investments. These inputs are summarized in three broad levels: Level 1 inputs are based on quoted prices in active markets for identical securities. Level 2 inputs are based on significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc). Level 3 inputs are based on significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The following is a summary of the inputs used to value the Funds' investments as of April 30, 2025: | &nbsp;&nbsp; Various inputs are used in determining the value of the Funds' investments. These inputs are summarized in three broad levels: Level 1 inputs are based on quoted prices in active markets for identical securities. Level 2 inputs are based on significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc). Level 3 inputs are based on significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The following is a summary of the inputs used to value the Funds' investments as of April 30, 2025: |
| &nbsp;&nbsp; **<br> Integrity Short Term Government Fund** | &nbsp;&nbsp; **<br> Integrity Short Term Government Fund** | &nbsp;&nbsp; **<br> Integrity Short Term Government Fund** | &nbsp;&nbsp; **<br> Integrity Short Term Government Fund** | &nbsp;&nbsp; **<br> Integrity Short Term Government Fund** |
|  | &nbsp;&nbsp; Level 1 | &nbsp;&nbsp; Level 2 | &nbsp;&nbsp; Level 3 | &nbsp;&nbsp; Total |
| &nbsp;&nbsp; Mortgage Backed Securities | $&nbsp;&nbsp; - | $&nbsp;&nbsp; 27161279.00 | $&nbsp;&nbsp; - | $&nbsp;&nbsp; 27161279.00 |
| &nbsp;&nbsp; U.S Government Treasury Bills |  | &nbsp;&nbsp; 8282896.00 |  | &nbsp;&nbsp; 8282896.00 |
| &nbsp;&nbsp; **Total** | $&nbsp;&nbsp; - | $&nbsp;&nbsp; 35444175.00 | $&nbsp;&nbsp; - | $&nbsp;&nbsp; 35444175.00 |

---

## 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