# EDGAR Filing Document

**Accession Number:** 0001843841
**File Stem:** 0000910472-25-005301
**Filing Date:** 2025-12
**Character Count:** 86576
**Document Hash:** e9f6b162f324bdcdeb83e0b58c63946f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-005301.hdr.sgml**: 20251201

**ACCESSION NUMBER**: 0000910472-25-005301

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251201

**DATE AS OF CHANGE**: 20251201

**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:** 251537627

**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)** |
| **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** |
| **Shares** |  |  |  |  | **Fair Value** |
|  | **COMMON STOCKS — 2.0%** | **COMMON STOCKS — 2.0%** |  |  |  |
|  | **BANKING - 2.0%** | **BANKING - 2.0%** |  |  |  |
| 50000 | Popular, Inc. (Cost $3,926,195) |  |  |  | &nbsp;&nbsp;&nbsp; $6350500 |
|  | **EXCHANGE-TRADED FUNDS — 53.5%** | **EXCHANGE-TRADED FUNDS — 53.5%** |  |  |  |
|  | **EQUITY - 53.5%** | **EQUITY - 53.5%** |  |  |  |
| 139300 | iShares MSCI EAFE ETF |  |  |  | &nbsp;&nbsp;&nbsp; 13006441 |
| 160000 | iShares MSCI Emerging Markets ETF |  |  |  | &nbsp;&nbsp;&nbsp; 8544000 |
| 48000 | iShares MSCI India ETF |  |  |  | &nbsp;&nbsp;&nbsp; 2498880 |
| 185600 | iShares Russell 2000 ETF |  |  |  | &nbsp;&nbsp;&nbsp; 44907776 |
| 111800 | SPDR S&P 500 ETF |  |  |  | &nbsp;&nbsp;&nbsp; 74478924 |
| 201000 | Vanguard FTSE Emerging Markets ETF |  |  |  | &nbsp;&nbsp;&nbsp; 10890180 |
| 156000 | Vanguard FTSE Europe ETF |  |  |  | &nbsp;&nbsp;&nbsp; 12448800 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $110,669,451)** | **TOTAL EXCHANGE-TRADED FUNDS (Cost $110,669,451)** |  |  | &nbsp;&nbsp; 166775001 |
| **Principal Amount ($)** |  | **Spread** | **Coupon Rate (%)** | **Maturity** |  |
|  | **COLLATERALIZED MORTGAGE OBLIGATIONS — 0.0%<sup>(a)</sup>** | **COLLATERALIZED MORTGAGE OBLIGATIONS — 0.0%<sup>(a)</sup>** |  |  |  |
| 665437 | Federal National Mortgage Association Series 67<sup>(b),(c)</sup> (Cost $41,933) | SOFR30A + 5.886% | 1.5290 | &nbsp;&nbsp;&nbsp;07/25/38 | 69666 |
|  | **U.S. GOVERNMENT & AGENCIES — 31.0%** | **U.S. GOVERNMENT & AGENCIES — 31.0%** |  |  |  |
|  | **FEDERAL HOME LOAN MORTGAGE CORP.** — **0.2%<sup>(d)</sup>** | **FEDERAL HOME LOAN MORTGAGE CORP.** — **0.2%<sup>(d)</sup>** |  |  |  |
| 314 | Federal Home Loan Mortgage Corporation Series D75702 |  | 7.5000 | &nbsp;&nbsp;&nbsp;01/01/26 | 313 |
| 8191 | Federal Home Loan Mortgage Corporation Series D79168 |  | 8.0000 | &nbsp;&nbsp;&nbsp;02/01/27 | 8221 |
| 224676 | Federal Home Loan Mortgage Corporation Series J20654 |  | 3.0000 | &nbsp;&nbsp;&nbsp;08/01/27 | 221839 |
| 29501 | Federal Home Loan Mortgage Corporation Series C10178 |  | 6.5000 | &nbsp;&nbsp;&nbsp;05/01/28 | 30479 |
| 129808 | Federal Home Loan Mortgage Corporation Series P51380 |  | 5.5000 | &nbsp;&nbsp;&nbsp;03/01/36 | 131268 |
| 85119 | Federal Home Loan Mortgage Corporation Series C02554 |  | 6.0000 | &nbsp;&nbsp;&nbsp;06/01/36 | 88761 |
|  |  |  |  |  | 480881 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 31.0% (Continued)** |  |  |  |
|  | **FEDERAL NATIONAL MORTGAGE ASSOCIATION** — **6.3%<sup>(d)</sup>** |  |  |  |
| 4741 | Federal National Mortgage Association Series 426651 | 6.5000 | &nbsp;&nbsp;&nbsp;03/01/26 | $4892 |
| 28602 | Federal National Mortgage Association Series AE1268 | 3.5000 | &nbsp;&nbsp;&nbsp;10/01/26 | 28419 |
| 4045 | Federal National Mortgage Association Series 367023 | 7.5000 | &nbsp;&nbsp;&nbsp;11/01/26 | 4052 |
| 72686 | Federal National Mortgage Association Series AE1285 | 3.5000 | &nbsp;&nbsp;&nbsp;12/01/26 | 72181 |
| 9605 | Federal National Mortgage Association Series 367025 | 8.0000 | &nbsp;&nbsp;&nbsp;12/01/26 | 9628 |
| 172312 | Federal National Mortgage Association Series AJ1905 | 3.0000 | &nbsp;&nbsp;&nbsp;02/01/27 | 170139 |
| 9366 | Federal National Mortgage Association Series 426649 | 7.0000 | &nbsp;&nbsp;&nbsp;02/01/27 | 9781 |
| 76362 | Federal National Mortgage Association Series AI9096 | 3.5000 | &nbsp;&nbsp;&nbsp;03/01/27 | 75650 |
| 3803 | Federal National Mortgage Association Series 374925 | 7.5000 | &nbsp;&nbsp;&nbsp;03/01/27 | 3817 |
| 124732 | Federal National Mortgage Association Series AL3274 | 3.0000 | &nbsp;&nbsp;&nbsp;05/01/27 | 123469 |
| 88886 | Federal National Mortgage Association Series AJ1913 | 3.0000 | &nbsp;&nbsp;&nbsp;06/01/27 | 87721 |
| 2205 | Federal National Mortgage Association Series 426647 | 7.5000 | &nbsp;&nbsp;&nbsp;06/01/27 | 2213 |
| 229503 | Federal National Mortgage Association Series AI9133 | 3.5000 | &nbsp;&nbsp;&nbsp;11/01/27 | 227599 |
| 49399 | Federal National Mortgage Association Series AU2244 | 3.0000 | &nbsp;&nbsp;&nbsp;09/01/28 | 48507 |
| 450597 | Federal National Mortgage Association Series AR5202 | 3.0000 | &nbsp;&nbsp;&nbsp;11/01/28 | 442585 |
| 298877 | Federal National Mortgage Association Series AR5223 | 3.0000 | &nbsp;&nbsp;&nbsp;02/01/29 | 293785 |
| 251910 | Federal National Mortgage Association Series AS2465 | 3.0000 | &nbsp;&nbsp;&nbsp;04/01/29 | 246042 |
| 428492 | Federal National Mortgage Association Series AS2542 | 3.0000 | &nbsp;&nbsp;&nbsp;04/01/29 | 418977 |
| 40661 | Federal National Mortgage Association Series 488061 | 7.0000 | &nbsp;&nbsp;&nbsp;04/01/29 | 42475 |
| 314712 | Federal National Mortgage Association Series AV6988 | 3.0000 | &nbsp;&nbsp;&nbsp;05/01/29 | 309084 |
| 629284 | Federal National Mortgage Association Series AV6993 | 3.0000 | &nbsp;&nbsp;&nbsp;06/01/29 | 617579 |
| 756855 | Federal National Mortgage Association Series AV1451 | 3.0000 | &nbsp;&nbsp;&nbsp;06/01/29 | 742437 |
| 706526 | Federal National Mortgage Association Series AV6999 | 3.0000 | &nbsp;&nbsp;&nbsp;06/01/29 | 693382 |
| 489960 | Federal National Mortgage Association Series AV1452 | 3.0000 | &nbsp;&nbsp;&nbsp;07/01/29 | 478410 |
| 59724 | Federal National Mortgage Association Series 504137 | 7.5000 | &nbsp;&nbsp;&nbsp;07/01/29 | 60433 |
| 26440 | Federal National Mortgage Association Series 504148 | 7.5000 | &nbsp;&nbsp;&nbsp;08/01/29 | 26415 |
| 374320 | Federal National Mortgage Association Series AV7011 | 3.0000 | &nbsp;&nbsp;&nbsp;09/01/29 | 365792 |
| 23806 | Federal National Mortgage Association Series 523120 | 7.0000 | &nbsp;&nbsp;&nbsp;01/01/30 | 24862 |
| 477765 | Federal National Mortgage Association Series AV7045 | 3.0000 | &nbsp;&nbsp;&nbsp;02/01/30 | 467500 |
| 7808 | Federal National Mortgage Association Series 523123 | 7.5000 | &nbsp;&nbsp;&nbsp;02/01/30 | 7838 |
| 457051 | Federal National Mortgage Association Series AX5513 | 3.0000 | &nbsp;&nbsp;&nbsp;04/01/31 | 444808 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 31.0% (Continued)** |  |  |  |
|  | **FEDERAL NATIONAL MORTGAGE ASSOCIATION** — **6.3%<sup>(d)</sup> (Continued)** |  |  |  |
| 114809 | Federal National Mortgage Association Series 573448 | 6.5000 | &nbsp;&nbsp;&nbsp;04/01/31 | $119887 |
| 538081 | Federal National Mortgage Association Series AX5544 | 3.0000 | &nbsp;&nbsp;&nbsp;08/01/31 | 522910 |
| 328365 | Federal National Mortgage Association Series AX5567 | 3.0000 | &nbsp;&nbsp;&nbsp;12/01/31 | 320440 |
| 525495 | Federal National Mortgage Association Series BD9019 | 3.0000 | &nbsp;&nbsp;&nbsp;01/01/32 | 510499 |
| 465226 | Federal National Mortgage Association Series 695394 | 5.0000 | &nbsp;&nbsp;&nbsp;06/01/33 | 467083 |
| 163168 | Federal National Mortgage Association Series 850040 | 6.5000 | &nbsp;&nbsp;&nbsp;06/01/36 | 173119 |
| 80588 | Federal National Mortgage Association Series 931180 | 5.5000 | &nbsp;&nbsp;&nbsp;04/01/39 | 83670 |
| 417519 | Federal National Mortgage Association Series 953131 | 4.5000 | &nbsp;&nbsp;&nbsp;09/01/39 | 419165 |
| 2135919 | Federal National Mortgage Association Series AI9098 | 4.0000 | &nbsp;&nbsp;&nbsp;03/01/42 | 2079775 |
| 1370795 | Federal National Mortgage Association Series AS3545 | 4.0000 | &nbsp;&nbsp;&nbsp;09/01/44 | 1321607 |
| 1097424 | Federal National Mortgage Association Series AV7027 | 4.0000 | &nbsp;&nbsp;&nbsp;11/01/44 | 1058726 |
| 522795 | Federal National Mortgage Association Series AX5471 | 3.0000 | &nbsp;&nbsp;&nbsp;07/01/45 | 473341 |
| 682529 | Federal National Mortgage Association Series AV7076 | 3.0000 | &nbsp;&nbsp;&nbsp;07/01/45 | 619381 |
| 4020113 | Federal National Mortgage Association Series AS8523 | 3.0000 | &nbsp;&nbsp;&nbsp;11/01/46 | 3638173 |
| 1363834 | Federal National Mortgage Association Series AX5564 | 3.0000 | &nbsp;&nbsp;&nbsp;12/01/46 | 1234262 |
|  |  |  |  | 19592510 |
|  | **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION** — **23.8%** |  |  |  |
| 1777 | Government National Mortgage Association Series 705899 | 3.5000 | &nbsp;&nbsp;&nbsp;01/15/26 | 1773 |
| 5873 | Government National Mortgage Association Series 5127 | 4.0000 | &nbsp;&nbsp;&nbsp;07/20/26 | 5853 |
| 77802 | Government National Mortgage Association Series 711631 | 3.5000 | &nbsp;&nbsp;&nbsp;02/15/27 | 77322 |
| 20510 | Government National Mortgage Association Series 5310 | 3.5000 | &nbsp;&nbsp;&nbsp;02/20/27 | 20375 |
| 99162 | Government National Mortgage Association Series 705941 | 3.0000 | &nbsp;&nbsp;&nbsp;04/15/27 | 98264 |
| 59788 | Government National Mortgage Association Series 711651 | 3.5000 | &nbsp;&nbsp;&nbsp;05/15/27 | 59411 |
| 242494 | Government National Mortgage Association Series 740018 | 3.5000 | &nbsp;&nbsp;&nbsp;07/15/27 | 240889 |
| 291544 | Government National Mortgage Association Series 744440 | 3.5000 | &nbsp;&nbsp;&nbsp;10/15/27 | 289521 |
| 186607 | Government National Mortgage Association Series 722012 | 3.0000 | &nbsp;&nbsp;&nbsp;09/15/28 | 183948 |
| 160988 | Government National Mortgage Association Series 722033 | 3.0000 | &nbsp;&nbsp;&nbsp;06/15/29 | 158307 |
| 24443 | Government National Mortgage Association Series 626932 | 3.0000 | &nbsp;&nbsp;&nbsp;04/15/30 | 23714 |
| 67413 | Government National Mortgage Association Series 548539 | 6.0000 | &nbsp;&nbsp;&nbsp;10/15/31 | 69730 |
| 261231 | Government National Mortgage Association Series 635142 | 3.0000 | &nbsp;&nbsp;&nbsp;11/20/31 | 251986 |
| 43772 | Government National Mortgage Association Series 636427 | 6.0000 | &nbsp;&nbsp;&nbsp;11/15/34 | 45540 |
| 55199 | Government National Mortgage Association Series 643754 | 6.0000 | &nbsp;&nbsp;&nbsp;10/15/35 | 57441 |
| 147751 | Government National Mortgage Association Series 592885 | 6.0000 | &nbsp;&nbsp;&nbsp;05/15/36 | 155631 |
| 1312849 | Government National Mortgage Association Series 655703 | 6.0000 | &nbsp;&nbsp;&nbsp;08/15/37 | 1410064 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 31.0% (Continued)** |  |  |  |
|  | **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION** — **23.8% (Continued)** |  |  |  |
| 984960 | Government National Mortgage Association Series 722002 | 3.5000 | &nbsp;&nbsp;&nbsp;03/15/38 | $929364 |
| 536678 | Government National Mortgage Association Series 767055 | 3.0000 | &nbsp;&nbsp;&nbsp;05/15/38 | 494996 |
| 398502 | Government National Mortgage Association Series 767066 | 3.0000 | &nbsp;&nbsp;&nbsp;06/15/38 | 368217 |
| 1834610 | Government National Mortgage Association Series 721997 | 3.5000 | &nbsp;&nbsp;&nbsp;01/15/39 | 1725896 |
| 615779 | Government National Mortgage Association Series 678638 | 4.5000 | &nbsp;&nbsp;&nbsp;08/15/39 | 623656 |
| 387752 | Government National Mortgage Association Series 678639 | 5.0000 | &nbsp;&nbsp;&nbsp;08/15/39 | 403825 |
| 1392428 | Government National Mortgage Association Series 678641 | 4.5000 | &nbsp;&nbsp;&nbsp;09/15/39 | 1410244 |
| 112276 | Government National Mortgage Association Series 719894 | 4.5000 | &nbsp;&nbsp;&nbsp;09/15/39 | 113712 |
| 774067 | Government National Mortgage Association Series 678642 | 5.0000 | &nbsp;&nbsp;&nbsp;09/15/39 | 806148 |
| 482056 | Government National Mortgage Association Series 678645 | 4.5000 | &nbsp;&nbsp;&nbsp;10/15/39 | 488223 |
| 398232 | Government National Mortgage Association Series 678646 | 5.0000 | &nbsp;&nbsp;&nbsp;10/15/39 | 414740 |
| 379398 | Government National Mortgage Association Series 678643 | 5.5000 | &nbsp;&nbsp;&nbsp;11/15/39 | 399036 |
| 243292 | Government National Mortgage Association Series 678660 | 5.0000 | &nbsp;&nbsp;&nbsp;03/15/40 | 253379 |
| 286089 | Government National Mortgage Association Series 722009 | 3.5000 | &nbsp;&nbsp;&nbsp;07/15/40 | 269132 |
| 1475201 | Government National Mortgage Association Series 705892 | 4.0000 | &nbsp;&nbsp;&nbsp;11/15/40 | 1439928 |
| 253491 | Government National Mortgage Association Series 705894 | 4.5000 | &nbsp;&nbsp;&nbsp;11/15/40 | 256736 |
| 365591 | Government National Mortgage Association Series 705937 | 4.0000 | &nbsp;&nbsp;&nbsp;01/15/42 | 356852 |
| 1647829 | Government National Mortgage Association Series 705936 | 3.5000 | &nbsp;&nbsp;&nbsp;02/15/42 | 1543917 |
| 36176 | Government National Mortgage Association Series 5302 | 3.5000 | &nbsp;&nbsp;&nbsp;02/20/42 | 32837 |
| 1711952 | Government National Mortgage Association Series 711653 | 3.5000 | &nbsp;&nbsp;&nbsp;05/20/42 | 1599235 |
| 1443409 | Government National Mortgage Association Series 721969 | 3.0000 | &nbsp;&nbsp;&nbsp;11/15/42 | 1323106 |
| 1564873 | Government National Mortgage Association Series 711731 | 3.0000 | &nbsp;&nbsp;&nbsp;03/15/43 | 1434444 |
| 1265152 | Government National Mortgage Association Series 722001 | 3.5000 | &nbsp;&nbsp;&nbsp;06/15/43 | 1185371 |
| 760868 | Government National Mortgage Association Series 722008 | 3.0000 | &nbsp;&nbsp;&nbsp;08/15/43 | 691801 |
| 927685 | Government National Mortgage Association Series 722010 | 3.5000 | &nbsp;&nbsp;&nbsp;08/15/43 | 869174 |
| 589785 | Government National Mortgage Association Series 722011 | 4.0000 | &nbsp;&nbsp;&nbsp;08/15/43 | 575671 |
| 1794448 | Government National Mortgage Association Series 722013 | 3.5000 | &nbsp;&nbsp;&nbsp;09/15/43 | 1681278 |
| 582842 | Government National Mortgage Association Series 722020 | 3.0000 | &nbsp;&nbsp;&nbsp;12/15/43 | 526329 |
| 1621936 | Government National Mortgage Association Series 722021 | 3.5000 | &nbsp;&nbsp;&nbsp;12/15/43 | 1519641 |
| 2866005 | Government National Mortgage Association Series 609103 | 3.5000 | &nbsp;&nbsp;&nbsp;01/15/44 | 2685194 |
| 1696657 | Government National Mortgage Association Series 609163 | 3.5000 | &nbsp;&nbsp;&nbsp;07/15/44 | 1589620 |
| 2217324 | Government National Mortgage Association Series 609200 | 3.5000 | &nbsp;&nbsp;&nbsp;10/15/44 | 2077437 |
| 1449222 | Government National Mortgage Association Series 609214 | 3.0000 | &nbsp;&nbsp;&nbsp;11/20/44 | 1300677 |
| 2273598 | Government National Mortgage Association Series 626921 | 3.0000 | &nbsp;&nbsp;&nbsp;03/15/45 | 2050313 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 31.0% (Continued)** |  |  |  |
|  | **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION** — **23.8% (Continued)** |  |  |  |
| 7433969 | Government National Mortgage Association Series 626934 | 3.0000 | &nbsp;&nbsp;&nbsp;04/20/45 | $6671701 |
| 4304294 | Government National Mortgage Association Series 626941 | 3.0000 | &nbsp;&nbsp;&nbsp;05/15/45 | 3881545 |
| 2573265 | Government National Mortgage Association Series 635068 | 3.0000 | &nbsp;&nbsp;&nbsp;04/15/46 | 2320429 |
| 2074752 | Government National Mortgage Association Series AE3319 | 3.0000 | &nbsp;&nbsp;&nbsp;07/15/46 | 1870926 |
| 1177132 | Government National Mortgage Association Series AW2756 | 3.0000 | &nbsp;&nbsp;&nbsp;09/15/46 | 1061479 |
| 1463594 | Government National Mortgage Association Series 635133 | 3.0000 | &nbsp;&nbsp;&nbsp;10/20/46 | 1313523 |
| 1949607 | Government National Mortgage Association Series AW3558 | 3.0000 | &nbsp;&nbsp;&nbsp;11/15/46 | 1758026 |
| 915369 | Government National Mortgage Association Series 635153 | 3.0000 | &nbsp;&nbsp;&nbsp;12/20/46 | 821485 |
| 1787978 | Government National Mortgage Association Series 690615 | 3.0000 | &nbsp;&nbsp;&nbsp;06/15/47 | 1607834 |
| 1774706 | Government National Mortgage Association Series 690625 | 3.0000 | &nbsp;&nbsp;&nbsp;07/20/47 | 1592684 |
| 515353 | Government National Mortgage Association Series BC3027 | 3.0000 | &nbsp;&nbsp;&nbsp;03/15/48 | 464723 |
| 1932266 | Government National Mortgage Association Series AD6371 | 3.0000 | &nbsp;&nbsp;&nbsp;03/15/48 | 1737607 |
| 3015320 | Government National Mortgage Association Series BE1665 | 4.0000 | &nbsp;&nbsp;&nbsp;05/20/48 | 2934268 |
| 2441416 | Government National Mortgage Association Series | 4.0000 | &nbsp;&nbsp;&nbsp;09/15/48 | 2382948 |
| 657568 | Government National Mortgage Association Series BJ1536 | 3.5000 | &nbsp;&nbsp;&nbsp;09/20/48 | 614240 |
| 775402 | Government National Mortgage Association Series BJ1540 | 3.5000 | &nbsp;&nbsp;&nbsp;09/20/48 | 724295 |
| 2548501 | Government National Mortgage Association Series BJ9877 | 4.0000 | &nbsp;&nbsp;&nbsp;11/15/48 | 2487467 |
| 1778111 | Government National Mortgage Association Series BJ9885 | 4.0000 | &nbsp;&nbsp;&nbsp;12/15/48 | 1735529 |
| 953720 | Government National Mortgage Association Series BJ9893 | 3.5000 | &nbsp;&nbsp;&nbsp;12/20/48 | 890880 |
| 891587 | Government National Mortgage Association Series BJ9892 | 3.5000 | &nbsp;&nbsp;&nbsp;01/15/49 | 835301 |
|  |  |  |  | 74296788 |
|  | **U.S. TREASURY NOTES** — **0.7%** |  |  |  |
| 1000000 | United States Treasury Note | 4.3750 | &nbsp;&nbsp;&nbsp;05/15/34 | 1023281 |
| 1000000 | United States Treasury Note | 4.2500 | &nbsp;&nbsp;&nbsp;11/15/34 | 1011407 |
|  |  |  |  | 2034688 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $103,608,131)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96404867 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** | **September 30, 2025** |
| **Shares** |  |  |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENTS — 13.4%** |  |  |  |
|  | **MONEY MARKET FUNDS - 10.1%** |  |  |  |
| 31355889 | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 4.00%<sup>(e)</sup> |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$31355889 |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** |  |
|  | **U.S. TREASURY BILLS** — **3.3%** |  |  |  |
| 2600000 | United States Treasury Bill | 3.9800 | &nbsp;&nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591515 |
| 4900000 | United States Treasury Bill | 3.9900 | &nbsp;&nbsp;&nbsp;11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877098 |
| 1000000 | United States Treasury Bill | 3.9200 | &nbsp;&nbsp;&nbsp;12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993067 |
| 1000000 | United States Treasury Bill | 3.9100 | &nbsp;&nbsp;&nbsp;12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991611 |
| 1000000 | United States Treasury Bill | 3.9000 | &nbsp;&nbsp;&nbsp;12/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990791 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10444082 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $41,798.566)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41799971 |
|  | **TOTAL INVESTMENTS - 99.9% (Cost $260,044,276)** |  |  | &nbsp;&nbsp;&nbsp; $311400005 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.1%** |  |  | &nbsp;&nbsp; 386341 |
|  | **NET ASSETS - 100.0%** |  |  | &nbsp;&nbsp; $311786346 |

---

---

| | |
|:---|:---|
| 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> Percentage rounds to less than 0.1%.

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

<sup>(c)</sup> Variable rate security; the rate shown represents the rate on September 30, 2025.

<sup>(d)</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>(e)</sup> Rate disclosed is the seven day effective yield as of September 30, 2025.

## 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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $312344428.61

**Total Liabilities:** $558082.61

**Net Assets:** $311786346.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39.36703177 | **1-Year:** 1507.91792518 | **5-Year:** 26716.20083423 | **10-Year:** 19099.13286442 | **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 C000229059 | 0.49%                | 2.62%                | 2.15%                |
| Class ID C000238994 | -3.11%               | -0.95%               | -1.47%               |
| Class ID C000229060 | 0.49%                | 2.62%                | 2.15%                |
| Class ID C000226943 | 0.49%                | 2.62%                | 2.15%                |
| Class ID C000238993 | -0.58%               | 1.56%                | 1.02%                |
| Class ID C000238992 | 0.49%                | 2.70%                | 2.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $793989.15               | $577779.77                                 |
| Month 2  | $1001811.05              | $6870666.95                                |
| Month 3  | $-240882.85              | $6164163.91                                |

### Schedule of Portfolio Investments

| Name                                         | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| iShares Trust                                | iShares MSCI EAFE ETF                                               | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    139300 | NS      | $13006441.00  | 4.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 643754                | CUSIP: 36292BE36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55199 | PA      | $57440.95     | 0.02%             | 2035-10-15      | Fixed         | 6.00%                 | 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        |    450597 | PA      | $442584.58    | 0.14%             | 2028-11-01      | 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        |   1463594 | PA      | $1313522.80   | 0.42%             | 2046-10-20      | Fixed         | 3.00%                 | 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        |     29501 | PA      | $30478.73     | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | 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        |   1312849 | PA      | $1410063.79   | 0.45%             | 2037-08-15      | Fixed         | 6.00%                 | 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        |    538081 | PA      | $522910.18    | 0.17%             | 2031-08-01      | Fixed         | 3.00%                 | 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        |    224676 | PA      | $221839.38    | 0.07%             | 2027-08-01      | Fixed         | 3.00%                 | 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        |    615779 | PA      | $623655.61    | 0.20%             | 2039-08-15      | Fixed         | 4.50%                 | 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        |   1097424 | PA      | $1058726.07   | 0.34%             | 2044-11-01      | Fixed         | 4.00%                 | 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        |     20510 | PA      | $20375.28     | 0.01%             | 2027-02-20      | Fixed         | 3.50%                 | 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        |    229503 | PA      | $227598.66    | 0.07%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                | Popular, Inc.                                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     50000 | NS      | $6350500.00   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 592885                | CUSIP: 36201TUJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147751 | PA      | $155630.80    | 0.05%             | 2036-05-15      | Fixed         | 6.00%                 | 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        |    243292 | PA      | $253378.61    | 0.08%             | 2040-03-15      | Fixed         | 5.00%                 | 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        |    172312 | PA      | $170139.22    | 0.05%             | 2027-02-01      | Fixed         | 3.00%                 | 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        |     85119 | PA      | $88760.86     | 0.03%             | 2036-06-01      | Fixed         | 6.00%                 | 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        |   1370795 | PA      | $1321606.77   | 0.42%             | 2044-09-01      | Fixed         | 4.00%                 | 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        |    984960 | PA      | $929364.42    | 0.30%             | 2038-03-15      | Fixed         | 3.50%                 | 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        |    665437 | PA      | $69666.31     | 0.02%             | 2038-07-25      | Floating      | 1.53%                 | 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        |   2074752 | PA      | $1870926.21   | 0.60%             | 2046-07-15      | Fixed         | 3.00%                 | 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        |    953720 | PA      | $890880.28    | 0.29%             | 2048-12-20      | Fixed         | 3.50%                 | 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        |    253491 | PA      | $256736.10    | 0.08%             | 2040-11-15      | Fixed         | 4.50%                 | 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        |      5873 | PA      | $5852.72      | 0.00%             | 2026-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vanguard International Equity Index Funds    | VANGUARD MSCI EUROPE ETF                                            | CUSIP: 922042874<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |    156000 | NS      | $12448800.00  | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722010                | CUSIP: 3620A8DP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    927684 | PA      | $869174.48    | 0.28%             | 2043-08-15      | Fixed         | 3.50%                 | 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      | $1023281.25   | 0.33%             | 2034-05-15      | Fixed         | 4.38%                 | 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        |     67413 | PA      | $69730.18     | 0.02%             | 2031-10-15      | Fixed         | 6.00%                 | 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        |    756855 | PA      | $742436.60    | 0.24%             | 2029-06-01      | 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        |     43772 | PA      | $45539.98     | 0.01%             | 2034-11-15      | Fixed         | 6.00%                 | 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        |    160988 | PA      | $158306.76    | 0.05%             | 2029-06-15      | Fixed         | 3.00%                 | 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        |     59724 | PA      | $60432.61     | 0.02%             | 2029-07-01      | 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        |      2205 | PA      | $2212.60      | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | 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        |    379398 | PA      | $399036.24    | 0.13%             | 2039-11-15      | Fixed         | 5.50%                 | 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        |   1696657 | PA      | $1589619.94   | 0.51%             | 2044-07-15      | Fixed         | 3.50%                 | 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        |    477765 | PA      | $467500.09    | 0.15%             | 2030-02-01      | 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        |    124732 | PA      | $123468.65    | 0.04%             | 2027-05-01      | Fixed         | 3.00%                 | 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        |      4741 | PA      | $4892.28      | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | 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        |    465226 | PA      | $467083.36    | 0.15%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                | iShares MSCI Emerging Markets ETF                                   | CUSIP: 464287234<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    160000 | NS      | $8544000.00   | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AE1268                   | CUSIP: 31419BMS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28602 | PA      | $28419.28     | 0.01%             | 2026-10-01      | Fixed         | 3.50%                 | 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        |    629284 | PA      | $617578.57    | 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        |    489960 | PA      | $478410.10    | 0.15%             | 2029-07-01      | Fixed         | 3.00%                 | 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        |    186607 | PA      | $183948.27    | 0.06%             | 2028-09-15      | Fixed         | 3.00%                 | 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        |     76362 | PA      | $75650.32     | 0.02%             | 2027-03-01      | Fixed         | 3.50%                 | 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        |      8191 | PA      | $8220.94      | 0.00%             | 2027-02-01      | 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        |      3803 | PA      | $3817.25      | 0.00%             | 2027-03-01      | 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        |      7808 | PA      | $7838.31      | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | 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        |     40661 | PA      | $42474.53     | 0.01%             | 2029-04-01      | Fixed         | 7.00%                 | 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        |    482056 | PA      | $488222.73    | 0.16%             | 2039-10-15      | Fixed         | 4.50%                 | 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        |     80588 | PA      | $83669.54     | 0.03%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                | iShares Russell 2000 Index Fund                                     | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    185600 | NS      | $44907776.00  | 14.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AR5223                   | CUSIP: 3138W2YV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298877 | PA      | $293785.02    | 0.09%             | 2029-02-01      | Fixed         | 3.00%                 | 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        |   4304294 | PA      | $3881545.25   | 1.24%             | 2045-05-15      | Fixed         | 3.00%                 | 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        |   4020113 | PA      | $3638172.65   | 1.17%             | 2046-11-01      | Fixed         | 3.00%                 | 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        |   1778111 | PA      | $1735528.63   | 0.56%             | 2048-12-15      | Fixed         | 4.00%                 | 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        |    261231 | PA      | $251986.19    | 0.08%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 12/18/2025                           | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $991611.03    | 0.32%             | 2025-12-18      | None          | 0.00%                 | 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        |    457051 | PA      | $444807.83    | 0.14%             | 2031-04-01      | Fixed         | 3.00%                 | 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        |   2866005 | PA      | $2685193.77   | 0.86%             | 2044-01-15      | Fixed         | 3.50%                 | 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        |    112276 | PA      | $113712.10    | 0.04%             | 2039-09-15      | Fixed         | 4.50%                 | 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        |   1392428 | PA      | $1410243.79   | 0.45%             | 2039-09-15      | Fixed         | 4.50%                 | 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        |    114809 | PA      | $119887.04    | 0.04%             | 2031-04-01      | Fixed         | 6.50%                 | 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        |   7433969 | PA      | $6671702.16   | 2.14%             | 2045-04-20      | Fixed         | 3.00%                 | 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        |     26440 | PA      | $26415.05     | 0.01%             | 2029-08-01      | Fixed         | 7.50%                 | 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        |    515353 | PA      | $464723.18    | 0.15%             | 2048-03-15      | Fixed         | 3.00%                 | 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        |    163168 | PA      | $173119.25    | 0.06%             | 2036-06-01      | Fixed         | 6.50%                 | 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        |   1621936 | PA      | $1519641.06   | 0.49%             | 2043-12-15      | Fixed         | 3.50%                 | 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        |      9605 | PA      | $9628.51      | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | 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      | $1011406.25   | 0.32%             | 2034-11-15      | Fixed         | 4.25%                 | 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        |    522795 | PA      | $473341.05    | 0.15%             | 2045-07-01      | 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        |   2273598 | PA      | $2050312.52   | 0.66%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 10/30/2025                           | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2591514.72   | 0.83%             | 2025-10-30      | None          | 0.00%                 | 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        |   1647829 | PA      | $1543917.21   | 0.50%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 705899                | CUSIP: 36297AGG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1777 | PA      | $1773.25      | 0.00%             | 2026-01-15      | Fixed         | 3.50%                 | 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        |   1443409 | PA      | $1323105.73   | 0.42%             | 2042-11-15      | Fixed         | 3.00%                 | 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        |   1265152 | PA      | $1185370.65   | 0.38%             | 2043-06-15      | 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        |    536678 | PA      | $494995.74    | 0.16%             | 2038-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool                       | CUSIP: 3617GQKB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2441416 | PA      | $2382947.73   | 0.76%             | 2048-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 12/4/2025                            | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $993066.67    | 0.32%             | 2025-12-04      | None          | 0.00%                 | 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        |     77802 | PA      | $77321.66     | 0.02%             | 2027-02-15      | Fixed         | 3.50%                 | 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        |   3015320 | PA      | $2934267.50   | 0.94%             | 2048-05-20      | Fixed         | 4.00%                 | 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        |     23806 | PA      | $24862.39     | 0.01%             | 2030-01-01      | Fixed         | 7.00%                 | 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        |   2573265 | PA      | $2320428.63   | 0.74%             | 2046-04-15      | Fixed         | 3.00%                 | 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        |   2548501 | PA      | $2487466.80   | 0.80%             | 2048-11-15      | Fixed         | 4.00%                 | 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        |    291544 | PA      | $289520.73    | 0.09%             | 2027-10-15      | 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        |   1834610 | PA      | $1725895.60   | 0.55%             | 2039-01-15      | Fixed         | 3.50%                 | 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        |   1774706 | PA      | $1592684.35   | 0.51%             | 2047-07-20      | Fixed         | 3.00%                 | 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        |    525495 | PA      | $510499.09    | 0.16%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 12/26/2025                           | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $990790.83    | 0.32%             | 2025-12-26      | None          | 0.00%                 | 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        |   2135919 | PA      | $2079774.79   | 0.67%             | 2042-03-01      | Fixed         | 4.00%                 | 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        |    760868 | PA      | $691801.07    | 0.22%             | 2043-08-15      | Fixed         | 3.00%                 | 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        |    775402 | PA      | $724295.46    | 0.23%             | 2048-09-20      | Fixed         | 3.50%                 | 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        |    387752 | PA      | $403825.01    | 0.13%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | 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        |    129808 | PA      | $131267.77    | 0.04%             | 2036-03-01      | Fixed         | 5.50%                 | 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        |   1564873 | PA      | $1434444.47   | 0.46%             | 2043-03-15      | Fixed         | 3.00%                 | 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        |    365591 | PA      | $356852.39    | 0.11%             | 2042-01-15      | Fixed         | 4.00%                 | 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        |   1475201 | PA      | $1439927.85   | 0.46%             | 2040-11-15      | Fixed         | 4.00%                 | 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        |      9366 | PA      | $9781.42      | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | 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        |   1949607 | PA      | $1758025.63   | 0.56%             | 2046-11-15      | Fixed         | 3.00%                 | 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        |    398232 | PA      | $414740.34    | 0.13%             | 2039-10-15      | Fixed         | 5.00%                 | 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        |     24443 | PA      | $23713.63     | 0.01%             | 2030-04-15      | 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        |    242494 | PA      | $240889.38    | 0.08%             | 2027-07-15      | 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        |   1449222 | PA      | $1300676.82   | 0.42%             | 2044-11-20      | 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        |      4045 | PA      | $4051.55      | 0.00%             | 2026-11-01      | Fixed         | 7.50%                 | 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        |   1794448 | PA      | $1681277.79   | 0.54%             | 2043-09-15      | 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        |   1932266 | PA      | $1737606.66   | 0.56%             | 2048-03-15      | 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        |    398502 | PA      | $368217.45    | 0.12%             | 2038-06-15      | 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        |     88886 | PA      | $87720.83     | 0.03%             | 2027-06-01      | Fixed         | 3.00%                 | 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        |   1787978 | PA      | $1607834.00   | 0.52%             | 2047-06-15      | 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        |    428492 | PA      | $418976.90    | 0.13%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                 | U.S. Treasury Bill 0.000%, Due 11/12/2025                           | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4877098.48   | 1.56%             | 2025-11-12      | None          | 0.00%                 | 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        |    774067 | PA      | $806148.16    | 0.26%             | 2039-09-15      | Fixed         | 5.00%                 | 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        |     36176 | PA      | $32836.80     | 0.01%             | 2042-02-20      | 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        |    589785 | PA      | $575671.36    | 0.18%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management | Dreyfus Treasury Cash Management Treasury Portfolio                 | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        |  31355889 | NS      | $31355889.46  | 10.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AX5567                   | CUSIP: 3138Y7FH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328365 | PA      | $320439.71    | 0.10%             | 2031-12-01      | Fixed         | 3.00%                 | 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        |    891587 | PA      | $835300.77    | 0.27%             | 2049-01-15      | Fixed         | 3.50%                 | 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        |    251910 | PA      | $246042.45    | 0.08%             | 2029-04-01      | 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        |    286089 | PA      | $269132.33    | 0.09%             | 2040-07-15      | 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        |     72686 | PA      | $72180.77     | 0.02%             | 2026-12-01      | Fixed         | 3.50%                 | 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        |   1363834 | PA      | $1234262.23   | 0.40%             | 2046-12-01      | Fixed         | 3.00%                 | 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      | $10890180.00  | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr S&P 500 Etf Trust                       | SPDR S&P 500 ETF Trust                                              | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |    111800 | NS      | $74478924.00  | 23.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool BJ1536                | CUSIP: 3617HNV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    657568 | PA      | $614239.63    | 0.20%             | 2048-09-20      | Fixed         | 3.50%                 | 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        |    706526 | PA      | $693382.34    | 0.22%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.             | Federal Home Loan Mortgage Corporation Pool D75702                  | CUSIP: 3128FHKP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       314 | PA      | $313.33       | 0.00%             | 2026-01-01      | Fixed         | 7.50%                 | 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        |    915369 | PA      | $821485.04    | 0.26%             | 2046-12-20      | 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        |    682529 | PA      | $619381.43    | 0.20%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                | iShares MSCI India ETF                                              | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     48000 | NS      | $2498880.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 711653                | CUSIP: 36297GTJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1711952 | PA      | $1599235.40   | 0.51%             | 2042-05-20      | Fixed         | 3.50%                 | 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        |     49399 | PA      | $48507.23     | 0.02%             | 2028-09-01      | Fixed         | 3.00%                 | 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        |    582842 | PA      | $526329.27    | 0.17%             | 2043-12-15      | Fixed         | 3.00%                 | 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        |     99162 | PA      | $98263.82     | 0.03%             | 2027-04-15      | Fixed         | 3.00%                 | 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        |     59788 | PA      | $59410.91     | 0.02%             | 2027-05-15      | Fixed         | 3.50%                 | 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        |    374320 | PA      | $365791.56    | 0.12%             | 2029-09-01      | Fixed         | 3.00%                 | 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        |   2217324 | PA      | $2077436.88   | 0.67%             | 2044-10-15      | Fixed         | 3.50%                 | 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        |    417519 | PA      | $419164.94    | 0.13%             | 2039-09-01      | Fixed         | 4.50%                 | 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        |   1177132 | PA      | $1061479.29   | 0.34%             | 2046-09-15      | 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        |    314712 | PA      | $309083.95    | 0.10%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** DGI Investment Trust

**Signature:** DGI Investment Trust

**Name of Signer:** Brian Johnston

**Title:** AVP, Fund Accounting