# EDGAR Filing Document

**Accession Number:** 0001843841
**File Stem:** 0000910472-26-002781
**Filing Date:** 2026-2
**Character Count:** 59704
**Document Hash:** 6b4ff842eb9ec931dfce60a2cf0df356
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-002781.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000910472-26-002781

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26683334

**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      |  |

## 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

  - **State:** PR

  - **Foreign country:** US

  - **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:** 2025-12-31

**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:** $307662673.37

**Total Liabilities:** $516907.75

**Net Assets:** $307145765.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39.86317000 | **1-Year:** 1430.19671561 | **5-Year:** 26836.93841006 | **10-Year:** 17309.69880958 | **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 | -0.10%               | -0.76%               | -0.76%               |
| Class ID C000229059 | -2.56%               | -3.11%               | -3.25%               |
| Class ID C000229060 | 1.00%                | 0.31%                | 0.31%                |
| Class ID C000238992 | 1.00%                | 0.31%                | 0.31%                |
| Class ID C000238993 | 1.00%                | 0.31%                | 0.31%                |
| Class ID C000238994 | 1.00%                | 0.31%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $751163.51               | $2202331.66                                |
| Month 2  | $1008782.29              | $14827.30                                  |
| Month 3  | $353126.54               | $-556479.94                                |

### 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        |  30611037 | PA      | $30611037.27  | 9.97%             |  |  |  | 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        |    127577 | PA      | $129241.30    | 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        |      6263 | PA      | $6306.74      | 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        |     78736 | PA      | $82651.83     | 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        |     26922 | PA      | $27968.30     | 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        |    169092 | PA      | $167362.01    | 0.05%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 367023                   | CUSIP: 31376VVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2589 | PA      | $2592.14      | 0.00%             | 2026-11-01      | Fixed         | 7.50%                 | 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        |      4324 | PA      | $4349.82      | 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        |      3201 | PA      | $3222.09      | 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        |      1803 | PA      | $1812.38      | 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        |      5412 | PA      | $5683.63      | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 426651                   | CUSIP: 31379Q5L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       826 | PA      | $857.05       | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | 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        |     29497 | PA      | $30983.64     | 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        |     56330 | PA      | $56997.97     | 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        |     24944 | PA      | $25054.39     | 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        |      6753 | PA      | $6806.98      | 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        |     22374 | PA      | $23501.83     | 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        |    110135 | PA      | $114326.04    | 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        |     62063 | PA      | $61615.27     | 0.02%             | 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        |   2109793 | PA      | $2067008.58   | 0.67%             | 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        |    203137 | PA      | $201797.53    | 0.07%             | 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        |    110717 | PA      | $109612.46    | 0.04%             | 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        |     76347 | PA      | $75519.91     | 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        |    100201 | PA      | $99403.33     | 0.03%             | 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        |    406197 | PA      | $400162.28    | 0.13%             | 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        |    273624 | PA      | $269751.45    | 0.09%             | 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        |    234069 | PA      | $229399.66    | 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        |    399581 | PA      | $392015.67    | 0.13%             | 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        |   1251408 | PA      | $1214281.64   | 0.40%             | 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        |   3615505 | PA      | $3282582.17   | 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        |     45064 | PA      | $44382.52     | 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        |    666383 | PA      | $655742.72    | 0.21%             | 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        |    458852 | PA      | $449582.53    | 0.15%             | 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        |    673658 | PA      | $616289.89    | 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        |    544896 | PA      | $536415.68    | 0.17%             | 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        |    290693 | PA      | $286357.96    | 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        |    582590 | PA      | $573518.76    | 0.19%             | 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        |    335506 | PA      | $328851.21    | 0.11%             | 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        |   1083852 | PA      | $1052145.26   | 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        |    436523 | PA      | $428595.59    | 0.14%             | 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        |    518129 | PA      | $470905.27    | 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        |    437951 | PA      | $427797.13    | 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        |    516884 | PA      | $504341.94    | 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        |   1352336 | PA      | $1228510.15   | 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        |    315230 | PA      | $308709.62    | 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        |    654675 | PA      | $67413.30     | 0.02%             | 2038-07-25      | Floating      | 2.01%                 | 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        |    450448 | PA      | $453106.75    | 0.15%             | 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        |    159613 | PA      | $170485.09    | 0.06%             | 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        |    502208 | PA      | $489661.55    | 0.16%             | 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        |     79241 | PA      | $82249.00     | 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        |    410724 | PA      | $414168.52    | 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        |     21132 | PA      | $21035.09     | 0.01%             | 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        |     52987 | PA      | $52707.44     | 0.02%             | 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        |    528127 | PA      | $489619.10    | 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        |    391696 | PA      | $363474.22    | 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        |    510310 | PA      | $462604.02    | 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        |   2924224 | PA      | $2856475.59   | 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        |   2401403 | PA      | $2352809.85   | 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        |    649961 | PA      | $605861.03    | 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        |    769736 | PA      | $717494.25    | 0.23%             | 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        |   2529413 | PA      | $2478229.39   | 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        |   1765002 | PA      | $1729286.97   | 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        |    883776 | PA      | $826249.77    | 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        |    945691 | PA      | $881527.24    | 0.29%             | 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        |   1887178 | PA      | $1706045.56   | 0.56%             | 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        |   2052247 | PA      | $1860402.52   | 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        |   1930961 | PA      | $1750406.69   | 0.57%             | 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        |   1162964 | PA      | $1054239.99   | 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        |    145329 | PA      | $153172.76    | 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        |     35730 | PA      | $32362.75     | 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        |     16444 | PA      | $16363.49     | 0.01%             | 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        |      4090 | PA      | $4080.32      | 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        |   2835442 | PA      | $2651006.58   | 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        |   1675926 | PA      | $1566915.72   | 0.51%             | 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        |   2188244 | PA      | $2045903.39   | 0.67%             | 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        |   1416911 | PA      | $1280938.16   | 0.42%             | 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        |    110851 | PA      | $112828.16    | 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        |   1426877 | PA      | $1314740.07   | 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        |   1602811 | PA      | $1498584.93   | 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        |   1705063 | PA      | $1600701.75   | 0.52%             | 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        |   1250814 | PA      | $1169489.31   | 0.38%             | 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        |    963811 | PA      | $907533.23    | 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        |    751270 | PA      | $686648.76    | 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        |    281707 | PA      | $264262.97    | 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        |    915286 | PA      | $855766.53    | 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        |    583914 | PA      | $571567.16    | 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        |    136354 | PA      | $134730.23    | 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        |   1730030 | PA      | $1617545.42   | 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        |    576885 | PA      | $523339.20    | 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        |    144205 | PA      | $142136.28    | 0.05%             | 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        |    199915 | PA      | $198893.11    | 0.06%             | 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        |    244406 | PA      | $243073.28    | 0.08%             | 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        |     64402 | PA      | $65035.11     | 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        |   4231463 | PA      | $3835997.17   | 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        |   2175024 | PA      | $1971769.36   | 0.64%             | 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        |     23192 | PA      | $22589.99     | 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        |   7290895 | PA      | $6590952.51   | 2.15%             | 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        |   2547205 | PA      | $2309056.71   | 0.75%             | 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        |    251286 | PA      | $243338.64    | 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        |   1446203 | PA      | $1307367.69   | 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        |    906144 | PA      | $819129.07    | 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        |     42867 | PA      | $44701.25     | 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        |   1293595 | PA      | $1392486.96   | 0.45%             | 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        |    603122 | PA      | $613873.20    | 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        |    383052 | PA      | $399697.92    | 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        |   1372756 | PA      | $1397233.07   | 0.45%             | 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        |    764230 | PA      | $798451.79    | 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        |    374820 | PA      | $395189.10    | 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        |    475067 | PA      | $483537.53    | 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        |    393509 | PA      | $410610.16    | 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        |    240520 | PA      | $250761.46    | 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        |   1772692 | PA      | $1602500.30   | 0.52%             | 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        |   1748912 | PA      | $1580967.85   | 0.51%             | 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        |   1455308 | PA      | $1425907.44   | 0.46%             | 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        |    250663 | PA      | $254838.40    | 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        |   1628747 | PA      | $1522851.72   | 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        |    360054 | PA      | $352449.85    | 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        |     82303 | PA      | $81736.20     | 0.03%             | 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        |     64118 | PA      | $63827.52     | 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        |     47164 | PA      | $46935.58     | 0.02%             | 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        |   1659623 | PA      | $1547107.80   | 0.50%             | 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        |   1538244 | PA      | $1417353.57   | 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      | $8753600.00   | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares MSCI EAFE ETF                                               | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    139300 | NS      | $13376979.00  | 4.36%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares Russell 2000 ETF                                            | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    175300 | NS      | $43151848.00  | 14.05%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                | iShares MSCI India ETF                                              | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     48000 | NS      | $2594400.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                | Popular, Inc.                                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     18500 | NS      | $2303620.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Spdr S and P 500 Etf Trust      | SPDR S&P 500 ETF Trust                                              | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |    110300 | NS      | $75215776.00  | 24.49%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 1/29/2026                            | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3989437.00   | 1.30%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 1/6/2026                             | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4998083.35   | 1.63%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 2/10/2026                            | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3984690.32   | 1.30%             | 2026-02-10      | 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      | $1023828.12   | 0.33%             | 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      | $1012539.06   | 0.33%             | 2034-11-15      | Fixed         | 4.25%                 | 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      | $10805760.00  | 3.52%             |  |  |  | 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      | $13043160.00  | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** DGI Investment Trust

**Signature:** DGI Investment Trust

**Name of Signer:** Brian Johnston

**Title:** AVP, Fund Accounting