# EDGAR Filing Document

**Accession Number:** 0001843841
**File Stem:** 0000910472-26-008101
**Filing Date:** 2026-5
**Character Count:** 79798
**Document Hash:** 778492d7cd9ee50c9629fbb96fd98320
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-008101.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000910472-26-008101

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DGI Investment Trust
- **CENTRAL INDEX KEY:** 0001843841

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PR
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23637
- **FILM NUMBER:** 261039147

**BUSINESS ADDRESS:**
- **ADDRESS IS A NON US LOCATION:** YES
- **STREET 1:** ORIENTAL CENTER
- **STREET 2:** 254 MUNOZ RIVERA AVENUE, 10TH FLOOR
- **CITY:** SAN JUAN
- **PROVINCE COUNTRY:** PR
- **ZIP:** 00918
- **BUSINESS PHONE:** (787) 771-6800

**MAIL ADDRESS:**
- **ADDRESS IS A NON US LOCATION:** YES
- **STREET 1:** ORIENTAL CENTER
- **STREET 2:** 254 MUNOZ RIVERA AVENUE, 10TH FLOOR
- **CITY:** SAN JUAN
- **PROVINCE COUNTRY:** PR
- **ZIP:** 00918

## Series and Classes Contracts Data

### DGI Balanced Fund (Series ID: S000071589)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000226943 | Class P      | DGIBX           |
| C000229059 | Class T      | DGITX           |
| C000229060 | Class NT     | DGINX           |
| C000238992 | Class I      |  |
| C000238993 | Class C      |  |
| C000238994 | Class A      |  |

## Nport-Ex

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS** **(Unaudited)** | **SCHEDULE OF INVESTMENTS** **(Unaudited)** | **SCHEDULE OF INVESTMENTS** **(Unaudited)** | **SCHEDULE OF INVESTMENTS** **(Unaudited)** | **SCHEDULE OF INVESTMENTS** **(Unaudited)** | **SCHEDULE OF INVESTMENTS** **(Unaudited)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **Shares** |  |  |  |  | **Fair Value** |
|  | **COMMON STOCKS** **—** **0.5%** | **COMMON STOCKS** **—** **0.5%** |  |  |  |
|  | **BANKING** **-** **0.5%** | **BANKING** **-** **0.5%** |  |  |  |
| 10500 | Popular, Inc. (Cost $820,994) |  |  |  | $1408785 |
|  | **EXCHANGE-TRADED FUNDS** **—** **52.0%** | **EXCHANGE-TRADED FUNDS** **—** **52.0%** |  |  |  |
|  | **EQUITY** **-** **52.0%** | **EQUITY** **-** **52.0%** |  |  |  |
| 139300 | iShares MSCI EAFE ETF |  |  |  | 13530209 |
| 160000 | iShares MSCI Emerging Markets ETF |  |  |  | 9086400 |
| 48000 | iShares MSCI India ETF<sup>(a)</sup> |  |  |  | 2248320 |
| 145300 | iShares Russell 2000 ETF |  |  |  | 36034400 |
| 110300 | State Street SPDR S&P 500 ETF Trust |  |  |  | 71732502 |
| 201000 | Vanguard FTSE Emerging Markets ETF<sup>(a)</sup> |  |  |  | 10864050 |
| 156000 | Vanguard FTSE Europe ETF |  |  |  | 12859080 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $101,593,366)** |  |  |  | 156354961 |
| **Principal Amount ($)** |  | **Spread** | **Coupon Rate (%)** | **Maturity** |  |
|  | **COLLATERALIZED MORTGAGE OBLIGATIONS** **—** **0.0%** **<sup>(b)</sup>** | **COLLATERALIZED MORTGAGE OBLIGATIONS** **—** **0.0%** **<sup>(b)</sup>** |  |  |  |
| 643648 | Federal National Mortgage Association Series 2011-M1 X (Cost $35,600) <sup>(c),(d)</sup> | SOFR30A + 5.886% | 2.2240 | 07/25/38 | 59028 |
|  | **U.S. GOVERNMENT & AGENCIES** **—** **31.8%** | **U.S. GOVERNMENT & AGENCIES** **—** **31.8%** |  |  |  |
|  | **FEDERAL HOME LOAN MORTGAGE CORP.** — **0.1%** **<sup>(e)</sup>** | **FEDERAL HOME LOAN MORTGAGE CORP.** — **0.1%** **<sup>(e)</sup>** |  |  |  |
| 4299 | Federal Home Loan Mortgage Corporation Series D79168 |  | 8.0000 | 02/01/27 | 4320 |
| 129533 | Federal Home Loan Mortgage Corporation Series J20654 |  | 3.0000 | 08/01/27 | 128317 |
| 24298 | Federal Home Loan Mortgage Corporation Series C10178 |  | 6.5000 | 05/01/28 | 25145 |
| 125312 | Federal Home Loan Mortgage Corporation Series P51380 |  | 5.5000 | 03/01/36 | 125870 |
| 77196 | Federal Home Loan Mortgage Corporation Series C02554 |  | 6.0000 | 06/01/36 | 80783 |
|  |  |  |  |  | 364435 |
|  | **FEDERAL NATIONAL MORTGAGE ASSOCIATION** **—** **5.7%** **<sup>(e)</sup>** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION** **—** **5.7%** **<sup>(e)</sup>** |  |  |  |
| 13586 | Federal National Mortgage Association Series AE1268 |  | 3.5000 | 10/01/26 | 13531 |
| 33833 | Federal National Mortgage Association Series AE1285 |  | 3.5000 | 12/01/26 | 33669 |
| 3125 | Federal National Mortgage Association Series 367025 |  | 8.0000 | 12/01/26 | 3136 |
| 76248 | Federal National Mortgage Association Series AJ1905 |  | 3.0000 | 02/01/27 | 75576 |
| 4080 | Federal National Mortgage Association Series 426649 |  | 7.0000 | 02/01/27 | 4281 |
| 41518 | Federal National Mortgage Association Series AI9096 |  | 3.5000 | 03/01/27 | 41231 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 31.8% (Continued)** |  |  |  |
|  | **FEDERAL NATIONAL MORTGAGE ASSOCIATION — 5.7%<sup>(e)</sup> (Continued)** |  |  |  |
| 2587 | Federal National Mortgage Association Series 374925 | 7.5000 | 03/01/27 | $2600 |
| 74686 | Federal National Mortgage Association Series AL3274 | 3.0000 | 05/01/27 | 74114 |
| 63647 | Federal National Mortgage Association Series AJ1913 | 3.0000 | 06/01/27 | 62993 |
| 1392 | Federal National Mortgage Association Series 426647 | 7.5000 | 06/01/27 | 1397 |
| 176534 | Federal National Mortgage Association Series AI9133 | 3.5000 | 11/01/27 | 175242 |
| 40778 | Federal National Mortgage Association Series AU2244 | 3.0000 | 09/01/28 | 40120 |
| 366437 | Federal National Mortgage Association Series AR5202 | 3.0000 | 11/01/28 | 360488 |
| 247619 | Federal National Mortgage Association Series AR5223 | 3.0000 | 02/01/29 | 243678 |
| 370419 | Federal National Mortgage Association Series AS2542 | 3.0000 | 04/01/29 | 362631 |
| 216075 | Federal National Mortgage Association Series AS2465 | 3.0000 | 04/01/29 | 211366 |
| 27492 | Federal National Mortgage Association Series 488061 | 7.0000 | 04/01/29 | 28848 |
| 266466 | Federal National Mortgage Association Series AV6988 | 3.0000 | 05/01/29 | 261786 |
| 503216 | Federal National Mortgage Association Series AV6999 | 3.0000 | 06/01/29 | 494124 |
| 523416 | Federal National Mortgage Association Series AV6993 | 3.0000 | 06/01/29 | 514046 |
| 601284 | Federal National Mortgage Association Series AV1451 | 3.0000 | 06/01/29 | 590090 |
| 427118 | Federal National Mortgage Association Series AV1452 | 3.0000 | 07/01/29 | 417403 |
| 52868 | Federal National Mortgage Association Series 504137 | 7.5000 | 07/01/29 | 53324 |
| 23418 | Federal National Mortgage Association Series 504148 | 7.5000 | 08/01/29 | 23505 |
| 311322 | Federal National Mortgage Association Series AV7011 | 3.0000 | 09/01/29 | 304347 |
| 20916 | Federal National Mortgage Association Series 523120 | 7.0000 | 01/01/30 | 21947 |
| 359573 | Federal National Mortgage Association Series AV7045 | 3.0000 | 02/01/30 | 351682 |
| 5678 | Federal National Mortgage Association Series 523123 | 7.5000 | 02/01/30 | 5715 |
| 418676 | Federal National Mortgage Association Series AX5513 | 3.0000 | 04/01/31 | 406889 |
| 105356 | Federal National Mortgage Association Series 573448 | 6.5000 | 04/01/31 | 108934 |
| 495503 | Federal National Mortgage Association Series AX5544 | 3.0000 | 08/01/31 | 480810 |
| 301458 | Federal National Mortgage Association Series AX5567 | 3.0000 | 12/01/31 | 293659 |
| 478890 | Federal National Mortgage Association Series BD9019 | 3.0000 | 01/01/32 | 464517 |
| 410157 | Federal National Mortgage Association Series 695394 | 5.0000 | 06/01/33 | 409807 |
| 155553 | Federal National Mortgage Association Series 850040 | 6.5000 | 06/01/36 | 165218 |
| 77873 | Federal National Mortgage Association Series 931180 | 5.5000 | 04/01/39 | 79643 |
| 403818 | Federal National Mortgage Association Series 953131 | 4.5000 | 09/01/39 | 399558 |
| 2006573 | Federal National Mortgage Association Series AI9098 | 4.0000 | 03/01/42 | 1936394 |
| 990103 | Federal National Mortgage Association Series AS3545 | 4.0000 | 09/01/44 | 953261 |
| 1052897 | Federal National Mortgage Association Series AV7027 | 4.0000 | 11/01/44 | 1013827 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 31.8% (Continued)** |  |  |  |
|  | **FEDERAL NATIONAL MORTGAGE ASSOCIATION** — **5.7%<sup>(e)</sup> (Continued)** |  |  |  |
| 513431 | Federal National Mortgage Association Series AX5471 | 3.0000 | 07/01/45 | $463171 |
| 665221 | Federal National Mortgage Association Series AV7076 | 3.0000 | 07/01/45 | 604083 |
| 3580000 | Federal National Mortgage Association Series AS8523 | 3.0000 | 11/01/46 | 3227107 |
| 1340736 | Federal National Mortgage Association Series AX5564 | 3.0000 | 12/01/46 | 1208921 |
|  |  |  |  | 16988669 |
|  | **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION** — **23.7%** |  |  |  |
| 2287 | Government National Mortgage Association Series 5127 | 4.0000 | 07/20/26 | 2281 |
| 50297 | Government National Mortgage Association Series 711631 | 3.5000 | 02/15/27 | 50084 |
| 12336 | Government National Mortgage Association Series 5310 | 3.5000 | 02/20/27 | 12280 |
| 34851 | Government National Mortgage Association Series 705941 | 3.0000 | 04/15/27 | 34609 |
| 37613 | Government National Mortgage Association Series 711651 | 3.5000 | 05/15/27 | 37424 |
| 166216 | Government National Mortgage Association Series 740018 | 3.5000 | 07/15/27 | 165342 |
| 205903 | Government National Mortgage Association Series 744440 | 3.5000 | 10/15/27 | 204678 |
| 123296 | Government National Mortgage Association Series 722012 | 3.0000 | 09/15/28 | 121690 |
| 133454 | Government National Mortgage Association Series 722033 | 3.0000 | 06/15/29 | 131244 |
| 21930 | Government National Mortgage Association Series 626932 | 3.0000 | 04/15/30 | 21280 |
| 61342 | Government National Mortgage Association Series 548539 | 6.0000 | 10/15/31 | 61829 |
| 241234 | Government National Mortgage Association Series 635142 | 3.0000 | 11/20/31 | 232477 |
| 41947 | Government National Mortgage Association Series 636427 | 6.0000 | 11/15/34 | 43589 |
| 142867 | Government National Mortgage Association Series 592885 | 6.0000 | 05/15/36 | 150231 |
| 1274027 | Government National Mortgage Association Series 655703 | 6.0000 | 08/15/37 | 1368328 |
| 943492 | Government National Mortgage Association Series 722002 | 3.5000 | 03/15/38 | 893036 |
| 519500 | Government National Mortgage Association Series 767055 | 3.0000 | 05/15/38 | 477618 |
| 384830 | Government National Mortgage Association Series 767066 | 3.0000 | 06/15/38 | 354139 |
| 1675960 | Government National Mortgage Association Series 721997 | 3.5000 | 01/15/39 | 1581098 |
| 590322 | Government National Mortgage Association Series 678638 | 4.5000 | 08/15/39 | 594031 |
| 378288 | Government National Mortgage Association Series 678639 | 5.0000 | 08/15/39 | 390024 |
| 109410 | Government National Mortgage Association Series 719894 | 4.5000 | 09/15/39 | 110227 |
| 1302419 | Government National Mortgage Association Series 678641 | 4.5000 | 09/15/39 | 1312144 |
| 754257 | Government National Mortgage Association Series 678642 | 5.0000 | 09/15/39 | 778544 |
| 467969 | Government National Mortgage Association Series 678645 | 4.5000 | 10/15/39 | 471463 |
| 388720 | Government National Mortgage Association Series 678646 | 5.0000 | 10/15/39 | 400781 |
| 370172 | Government National Mortgage Association Series 678643 | 5.5000 | 11/15/39 | 388754 |
| 237710 | Government National Mortgage Association Series 678660 | 5.0000 | 03/15/40 | 244432 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 31.8% (Continued)** |  |  |  |
|  | **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION** — **23.7% (Continued)** |  |  |  |
| 277282 | Government National Mortgage Association Series 722009 | 3.5000 | 07/15/40 | $261388 |
| 1437122 | Government National Mortgage Association Series 705892 | 4.0000 | 11/15/40 | 1399176 |
| 247800 | Government National Mortgage Association Series 705894 | 4.5000 | 11/15/40 | 249651 |
| 355079 | Government National Mortgage Association Series 705937 | 4.0000 | 01/15/42 | 345340 |
| 1609791 | Government National Mortgage Association Series 705936 | 3.5000 | 02/15/42 | 1512557 |
| 35283 | Government National Mortgage Association Series 5302 | 3.5000 | 02/20/42 | 32148 |
| 1632909 | Government National Mortgage Association Series 711653 | 3.5000 | 05/20/42 | 1531002 |
| 1410200 | Government National Mortgage Association Series 721969 | 3.0000 | 11/15/42 | 1288487 |
| 1515396 | Government National Mortgage Association Series 711731 | 3.0000 | 03/15/43 | 1384597 |
| 1236332 | Government National Mortgage Association Series 722001 | 3.5000 | 06/15/43 | 1161649 |
| 741536 | Government National Mortgage Association Series 722008 | 3.0000 | 08/15/43 | 671106 |
| 902761 | Government National Mortgage Association Series 722010 | 3.5000 | 08/15/43 | 848218 |
| 577978 | Government National Mortgage Association Series 722011 | 4.0000 | 08/15/43 | 562107 |
| 1706875 | Government National Mortgage Association Series 722013 | 3.5000 | 09/15/43 | 1603766 |
| 570876 | Government National Mortgage Association Series 722020 | 3.0000 | 12/15/43 | 514112 |
| 1559152 | Government National Mortgage Association Series 722021 | 3.5000 | 12/15/43 | 1464950 |
| 2749199 | Government National Mortgage Association Series 609103 | 3.5000 | 01/15/44 | 2583056 |
| 1654398 | Government National Mortgage Association Series 609163 | 3.5000 | 07/15/44 | 1554417 |
| 2161007 | Government National Mortgage Association Series 609200 | 3.5000 | 10/15/44 | 2030404 |
| 1383211 | Government National Mortgage Association Series 609214 | 3.0000 | 11/20/44 | 1246730 |
| 2063846 | Government National Mortgage Association Series 626921 | 3.0000 | 03/15/45 | 1860141 |
| 7207541 | Government National Mortgage Association Series 626934 | 3.0000 | 04/20/45 | 6496086 |
| 4183627 | Government National Mortgage Association Series 626941 | 3.0000 | 05/15/45 | 3770644 |
| 2520688 | Government National Mortgage Association Series 635068 | 3.0000 | 04/15/46 | 2271761 |
| 2029532 | Government National Mortgage Association Series AE3319 | 3.0000 | 07/15/46 | 1829138 |
| 1149034 | Government National Mortgage Association Series AW2756 | 3.0000 | 09/15/46 | 1035567 |
| 1428768 | Government National Mortgage Association Series 635133 | 3.0000 | 10/20/46 | 1287731 |
| 1822943 | Government National Mortgage Association Series AW3558 | 3.0000 | 11/15/46 | 1642899 |
| 896924 | Government National Mortgage Association Series 635153 | 3.0000 | 12/20/46 | 808362 |
| 1717644 | Government National Mortgage Association Series 690615 | 3.0000 | 06/15/47 | 1547948 |
| 1729752 | Government National Mortgage Association Series 690625 | 3.0000 | 07/20/47 | 1558959 |
| 504900 | Government National Mortgage Association Series BC3027 | 3.0000 | 03/15/48 | 455047 |
| 1849114 | Government National Mortgage Association Series AD6371 | 3.0000 | 03/15/48 | 1666483 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** | **DGI BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 31.8% (Continued)** |  |  |  |
|  | **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION** — **23.7% (Continued)** |  |  |  |
| 2898845 | Government National Mortgage Association Series BE1665 | 4.0000 | 05/20/48 | $2806553 |
| 2384346 | Government National Mortgage Association Series | 4.0000 | 09/15/48 | 2321301 |
| 644286 | Government National Mortgage Association Series BJ1536 | 3.5000 | 09/20/48 | 604042 |
| 763996 | Government National Mortgage Association Series BJ1540 | 3.5000 | 09/20/48 | 716260 |
| 2510556 | Government National Mortgage Association Series BJ9877 | 4.0000 | 11/15/48 | 2444173 |
| 1743909 | Government National Mortgage Association Series BJ9885 | 4.0000 | 12/15/48 | 1697798 |
| 813618 | Government National Mortgage Association Series BJ9893 | 3.5000 | 12/20/48 | 762808 |
| 874594 | Government National Mortgage Association Series BJ9892 | 3.5000 | 01/15/49 | 821705 |
|  |  |  |  | 71283924 |
|  | **U.S. TREASURY NOTES** — **2.3%** |  |  |  |
| 2000000 | United States Treasury Note | 3.8750 | 03/15/28 | 2002109 |
| 1500000 | United States Treasury Note | 3.6250 | 12/31/30 | 1479785 |
| 1500000 | United States Treasury Note | 3.8750 | 12/31/32 | 1478906 |
| 1000000 | United States Treasury Note | 4.3750 | 05/15/34 | 1011133 |
| 1000000 | United States Treasury Note | 4.2500 | 11/15/34 | 1000313 |
|  |  |  |  | 6972246 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $102,495,769)** |  |  | 95609274 |
| **Shares** |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 15.6%** |  |  |  |
|  | **MONEY MARKET FUND - 11.6%** |  |  |  |
| 34898966 | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.54% (Cost $34,898,966)<sup>(f)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.54% (Cost $34,898,966)<sup>(f)</sup> |  | 34898966 |
| **Principal Amount ($)** |  | **Yield (%)** |  |  |
|  | **U.S. TREASURY BILLS** — **4.0%** |  |  |  |
| 5000000 | United States Treasury Bill | 3.2600 | 04/09/26 | 4995990 |
| 5000000 | United States Treasury Bill | 3.5600 | 04/30/26 | 4985411 |
| 2000000 | United States Treasury Bill | 3.6100 | 05/14/26 | 1991324 |
|  |  |  |  | 11972725 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $46,871,155)** |  |  | 46871691 |

---

---

| | |
|:---|:---|
| **DGI BALANCED FUND** | **DGI BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** | **March 31, 2026** |
|  | **Fair Value** |
| **TOTAL INVESTMENTS - 99.9% (Cost $251,816,884)** | $300303739 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.1%** | 369259 |
| **NET ASSETS - 100.0%** | $300672998 |

---

---

| | |
|:---|:---|
| EAFE | - Europe, Australasia and Far East |
| ETF | - Exchange-Traded Fund |
| MSCI | - Morgan Stanley Capital International |
| SPDR | - Standard & Poor's Depositary Receipt |
| SOFR30A | - United States 30 Day Average SOFR Secured Overnight Financing Rate |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Percentage rounds to less than 0.1%.

<sup>(c)</sup> Interest only securities.

<sup>(d)</sup> Variable rate security; the rate shown represents the rate on March 31, 2026.

<sup>(e)</sup> Issuer operates under a Congressional charter; its securities are neither issued nor guaranteed by the U.S. government. The Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation currently operate under a federal conservatorship.

<sup>(f)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DGI Investment Trust

- **b. Investment Company Act file number:** 811-23637

- **c. CIK number of Registrant:** 0001843841

- **d. LEI of Registrant:** 549300364OZKYHY9IN08

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

  - **Street Address 1:** 254 Munoz Rivera Ave

  - **City:** San Juan

  - **Zip / Postal Code:** 918

  - **Telephone number:** 513-587-3400

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

- **a. Name of Series:** DGI BALANCED FUND

- **b. EDGAR series identifier (if any):** S000071589

- **c. LEI of Series:** 549300364OZKYHY9IN08

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $301156898.88

**Total Liabilities:** $483901.20

**Net Assets:** $300672997.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34.14274517 | **1-Year:** 1276.13236907 | **5-Year:** 25803.14247216 | **10-Year:** 17372.14979107 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226943 | 2.10%                | 1.07%                | -3.92%               |
| Class ID C000229059 | 2.10%                | 1.07%                | -3.92%               |
| Class ID C000229060 | 2.10%                | 1.07%                | -3.92%               |
| Class ID C000238992 | 2.10%                | 1.07%                | -3.92%               |
| Class ID C000238993 | 1.03%                | -0.00%               | -5.06%               |
| Class ID C000238994 | -1.43%               | -2.43%               | -7.37%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $406012.13               | $5955717.64                                |
| Month 2  | $-10747.10               | $3269052.39                                |
| Month 3  | $972122.54               | $-13754323.31                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Treasury Obligations Cash Management | Dreyfus Treasury Cash Management Treasury Portfolio                 | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        |  34783155 | NS      | $34783154.70  | 11.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.             | Federal Home Loan Mortgage Corporation Pool P51380                  | CUSIP: 3128C6Q93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125312 | PA      | $125870.13    | 0.04%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.             | Federal Home Loan Mortgage Corporation Pool D79168                  | CUSIP: 3128FMFH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4299 | PA      | $4319.69      | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.             | Federal Home Loan Mortgage Corporation Pool C02554                  | CUSIP: 31292JZT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77196 | PA      | $80783.36     | 0.03%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.             | Federal Home Loan Mortgage Corporation Pool C10178                  | CUSIP: 31292UFT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24298 | PA      | $25144.91     | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.             | Federal Home Loan Mortgage Corporation Pool J20654                  | CUSIP: 31306XWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129533 | PA      | $128316.84    | 0.04%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 367025                   | CUSIP: 31376VVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3125 | PA      | $3136.33      | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 374925                   | CUSIP: 31377EPJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2587 | PA      | $2599.52      | 0.00%             | 2027-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 426647                   | CUSIP: 31379Q5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1392 | PA      | $1397.36      | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 426649                   | CUSIP: 31379Q5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4080 | PA      | $4280.99      | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 488061                   | CUSIP: 31382PFA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27492 | PA      | $28847.82     | 0.01%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 504137                   | CUSIP: 31383JBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52868 | PA      | $53324.42     | 0.02%             | 2029-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 504148                   | CUSIP: 31383JBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23418 | PA      | $23504.88     | 0.01%             | 2029-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 523123                   | CUSIP: 31384GD44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5678 | PA      | $5714.53      | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 523120                   | CUSIP: 31384GDZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20916 | PA      | $21946.95     | 0.01%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 573448                   | CUSIP: 31386UBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105356 | PA      | $108933.63    | 0.04%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AI9096                   | CUSIP: 3138APDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41518 | PA      | $41230.92     | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AI9098                   | CUSIP: 3138APDC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2006573 | PA      | $1936393.93   | 0.64%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AI9133                   | CUSIP: 3138APEF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176534 | PA      | $175242.04    | 0.06%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AJ1905                   | CUSIP: 3138ATDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76248 | PA      | $75575.56     | 0.03%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AJ1913                   | CUSIP: 3138ATDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63647 | PA      | $62993.43     | 0.02%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AL3274                   | CUSIP: 3138EKT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74686 | PA      | $74113.69     | 0.02%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AR5202                   | CUSIP: 3138W2X83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366437 | PA      | $360488.13    | 0.12%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AR5223                   | CUSIP: 3138W2YV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247619 | PA      | $243677.94    | 0.08%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AS2465                   | CUSIP: 3138WBW35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216075 | PA      | $211365.97    | 0.07%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AS2542                   | CUSIP: 3138WBZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370419 | PA      | $362630.51    | 0.12%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AS3545                   | CUSIP: 3138WC5F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990103 | PA      | $953260.92    | 0.32%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AS8523                   | CUSIP: 3138WJPH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3580000 | PA      | $3227107.24   | 1.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AU2244                   | CUSIP: 3138X1P67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40778 | PA      | $40119.61     | 0.01%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV1451                   | CUSIP: 3138XCTH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601284 | PA      | $590089.63    | 0.20%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV1452                   | CUSIP: 3138XCTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427118 | PA      | $417403.32    | 0.14%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV7076                   | CUSIP: 3138XJ2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665221 | PA      | $604083.34    | 0.20%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV6999                   | CUSIP: 3138XJX51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503216 | PA      | $494124.35    | 0.16%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV6988                   | CUSIP: 3138XJXS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266466 | PA      | $261785.82    | 0.09%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV6993                   | CUSIP: 3138XJXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523416 | PA      | $514046.04    | 0.17%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV7011                   | CUSIP: 3138XJYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311322 | PA      | $304347.11    | 0.10%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV7027                   | CUSIP: 3138XJYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1052897 | PA      | $1013827.32   | 0.34%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AV7045                   | CUSIP: 3138XJZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359573 | PA      | $351681.78    | 0.12%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AX5471                   | CUSIP: 3138Y7CH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513431 | PA      | $463171.44    | 0.15%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AX5513                   | CUSIP: 3138Y7DT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418676 | PA      | $406888.52    | 0.14%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AX5544                   | CUSIP: 3138Y7ES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495503 | PA      | $480810.13    | 0.16%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AX5564                   | CUSIP: 3138Y7FE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340736 | PA      | $1208921.51   | 0.40%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AX5567                   | CUSIP: 3138Y7FH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301458 | PA      | $293658.75    | 0.10%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Series 67 Class GS            | CUSIP: 31397MCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    643648 | PA      | $59027.55     | 0.02%             | 2038-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 695394                   | CUSIP: 31400RRP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410157 | PA      | $409807.22    | 0.14%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 850040                   | CUSIP: 31408FLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155553 | PA      | $165217.66    | 0.05%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool BD9019                   | CUSIP: 3140FHAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478890 | PA      | $464517.22    | 0.15%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 931180                   | CUSIP: 31412PQ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77873 | PA      | $79642.60     | 0.03%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 953131                   | CUSIP: 31413RLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403818 | PA      | $399558.10    | 0.13%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AE1268                   | CUSIP: 31419BMS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13586 | PA      | $13531.42     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AE1285                   | CUSIP: 31419BNB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33833 | PA      | $33669.26     | 0.01%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 767055                | CUSIP: 36176H5Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    519500 | PA      | $477617.51    | 0.16%             | 2038-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 767066                | CUSIP: 36176H6B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    384830 | PA      | $354138.61    | 0.12%             | 2038-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BC3027                | CUSIP: 3617B6LG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504900 | PA      | $455047.13    | 0.15%             | 2048-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BE1665                | CUSIP: 3617BUZ69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2898845 | PA      | $2806552.84   | 0.93%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool                       | CUSIP: 3617GQKB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2384346 | PA      | $2321301.16   | 0.77%             | 2048-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BJ1536                | CUSIP: 3617HNV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    644286 | PA      | $604041.65    | 0.20%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BJ1540                | CUSIP: 3617HNV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    763996 | PA      | $716260.29    | 0.24%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BJ9877                | CUSIP: 3617HX6N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2510556 | PA      | $2444172.65   | 0.81%             | 2048-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BJ9885                | CUSIP: 3617HX6W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1743909 | PA      | $1697797.75   | 0.56%             | 2048-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BJ9892                | CUSIP: 3617HX7D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    874594 | PA      | $821705.57    | 0.27%             | 2049-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BJ9893                | CUSIP: 3617HX7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    813618 | PA      | $762807.99    | 0.25%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool AD6371                | CUSIP: 36180JCG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1849114 | PA      | $1666483.10   | 0.55%             | 2048-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool AE3319                | CUSIP: 36180VVL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2029532 | PA      | $1829138.00   | 0.61%             | 2046-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool AW3558                | CUSIP: 36195R5T2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1822943 | PA      | $1642898.64   | 0.55%             | 2046-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool AW2756                | CUSIP: 36195RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1149034 | PA      | $1035566.90   | 0.34%             | 2046-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 592885                | CUSIP: 36201TUJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142867 | PA      | $150231.05    | 0.05%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 5302                  | CUSIP: 36202F3K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35283 | PA      | $32148.05     | 0.01%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 5310                  | CUSIP: 36202F3T1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12336 | PA      | $12280.31     | 0.00%             | 2027-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 5127                  | CUSIP: 36202FVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2287 | PA      | $2281.40      | 0.00%             | 2026-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 609103                | CUSIP: 36202TU46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2749199 | PA      | $2583055.64   | 0.86%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 609163                | CUSIP: 36202TWY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1654398 | PA      | $1554417.25   | 0.52%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 609200                | CUSIP: 36202TX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2161007 | PA      | $2030404.46   | 0.68%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 609214                | CUSIP: 36202TYK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1383211 | PA      | $1246729.79   | 0.41%             | 2044-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 719894                | CUSIP: 3620A5XX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109410 | PA      | $110226.54    | 0.04%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 721969                | CUSIP: 3620A8CE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1410200 | PA      | $1288486.77   | 0.43%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722021                | CUSIP: 3620A8D26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1559152 | PA      | $1464949.95   | 0.49%             | 2043-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 721997                | CUSIP: 3620A8DA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1675960 | PA      | $1581097.93   | 0.53%             | 2039-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722001                | CUSIP: 3620A8DE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1236332 | PA      | $1161649.28   | 0.39%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722002                | CUSIP: 3620A8DF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    943492 | PA      | $893036.47    | 0.30%             | 2038-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722008                | CUSIP: 3620A8DM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    741536 | PA      | $671106.31    | 0.22%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722009                | CUSIP: 3620A8DN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277282 | PA      | $261388.53    | 0.09%             | 2040-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722010                | CUSIP: 3620A8DP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    902761 | PA      | $848217.90    | 0.28%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722011                | CUSIP: 3620A8DQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    577978 | PA      | $562107.26    | 0.19%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722012                | CUSIP: 3620A8DR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123296 | PA      | $121690.05    | 0.04%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722013                | CUSIP: 3620A8DS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1706875 | PA      | $1603765.65   | 0.53%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722020                | CUSIP: 3620A8DZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    570876 | PA      | $514112.40    | 0.17%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722033                | CUSIP: 3620A8EE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133454 | PA      | $131243.69    | 0.04%             | 2029-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 740018                | CUSIP: 3620AUDX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166216 | PA      | $165342.24    | 0.05%             | 2027-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 744440                | CUSIP: 3620C0BH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205903 | PA      | $204677.60    | 0.07%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 548539                | CUSIP: 36213ALU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61342 | PA      | $61829.40     | 0.02%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 626941                | CUSIP: 36291FP28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4183627 | PA      | $3770644.30   | 1.25%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 626921                | CUSIP: 36291FPE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2063846 | PA      | $1860140.96   | 0.62%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 626932                | CUSIP: 36291FPR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21930 | PA      | $21279.90     | 0.01%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 626934                | CUSIP: 36291FPT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7207541 | PA      | $6496086.05   | 2.16%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 635068                | CUSIP: 36291QQV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2520688 | PA      | $2271760.79   | 0.76%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 635142                | CUSIP: 36291QS70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241234 | PA      | $232476.74    | 0.08%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 635133                | CUSIP: 36291QSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1428768 | PA      | $1287731.48   | 0.43%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 635153                | CUSIP: 36291QTJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    896924 | PA      | $808362.06    | 0.27%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 636427                | CUSIP: 36291SA42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41947 | PA      | $43588.53     | 0.01%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 655703                | CUSIP: 36294PNU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1274027 | PA      | $1368327.94   | 0.46%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678638                | CUSIP: 36295R4X3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    590322 | PA      | $594031.28    | 0.20%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678639                | CUSIP: 36295R4Y1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378288 | PA      | $390024.45    | 0.13%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678641                | CUSIP: 36295R5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1302419 | PA      | $1312143.50   | 0.44%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678642                | CUSIP: 36295R5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    754257 | PA      | $778544.46    | 0.26%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678643                | CUSIP: 36295R5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370172 | PA      | $388753.60    | 0.13%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678645                | CUSIP: 36295R5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    467969 | PA      | $471462.69    | 0.16%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678646                | CUSIP: 36295R5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388720 | PA      | $400780.58    | 0.13%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678660                | CUSIP: 36295R5V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237710 | PA      | $244432.17    | 0.08%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 690615                | CUSIP: 36296GGY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1717644 | PA      | $1547947.96   | 0.51%             | 2047-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 690625                | CUSIP: 36296GHA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1729752 | PA      | $1558959.32   | 0.52%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 705892                | CUSIP: 36297AF99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1437122 | PA      | $1399176.07   | 0.47%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 705894                | CUSIP: 36297AGB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247800 | PA      | $249651.38    | 0.08%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 705936                | CUSIP: 36297AHM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1609791 | PA      | $1512557.08   | 0.50%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 705937                | CUSIP: 36297AHN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355079 | PA      | $345339.62    | 0.11%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 705941                | CUSIP: 36297AHS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34851 | PA      | $34608.65     | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 711631                | CUSIP: 36297GSU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50297 | PA      | $50083.51     | 0.02%             | 2027-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 711651                | CUSIP: 36297GTG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37613 | PA      | $37424.40     | 0.01%             | 2027-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 711653                | CUSIP: 36297GTJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1632909 | PA      | $1531001.89   | 0.51%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 711731                | CUSIP: 36297GVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1515396 | PA      | $1384596.87   | 0.46%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                | iShares MSCI Emerging Markets ETF                                   | CUSIP: 464287234<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    160000 | NS      | $9086400.00   | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares MSCI EAFE ETF                                               | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    139300 | NS      | $13530209.00  | 4.50%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares Russell 2000 ETF                                            | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    145300 | NS      | $36034400.00  | 11.98%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares MSCI India ETF                                              | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     48000 | NS      | $2248320.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                | Popular, Inc.                                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     10500 | NS      | $1408785.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Spdr S&p 500 Etf Trust          | State Street SPDR S&P 500 ETF Trust                                 | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |    110300 | NS      | $71732502.00  | 23.86%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 5/14/2026                            | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1991323.74   | 0.66%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 4/9/2026                             | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4995990.00   | 1.66%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 4/30/2026                            | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4985411.40   | 1.66%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                 | United States Treasury Notes 4.375%, Due 05/15/2034                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1011132.81   | 0.34%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                 | US T-NOTE 4.250 DUE 11/15/2034                                      | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1000312.50   | 0.33%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                 | U.S. Treasury Notes 3.875%, Due 3/15/2028                           | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2002109.38   | 0.67%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                 | U.S. Treasury Notes 3.875%, Due 12/31/2032                          | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1478906.25   | 0.49%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                 | U.S. Treasury Notes 3.625%, Due 12/31/2030                          | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1479785.16   | 0.49%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vanguard International Equity Index Funds    | Vanguard FTSE Emerging Markets ETF Ftse Emerging Markets Etf Shares | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |    201000 | NS      | $10864050.00  | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Equity Index Funds    | Vanguard FTSE Europe ETF                                            | CUSIP: 922042874<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |    156000 | NS      | $12859080.00  | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** DGI Investment Trust

**Signature:** DGI Investment Trust

**Name of Signer:** Brian Johnston

**Title:** AVP, Fund Accounting