# EDGAR Filing Document

**Accession Number:** 0001843841
**File Stem:** 0001752724-23-042370
**Filing Date:** 2023-2
**Character Count:** 69955
**Document Hash:** a24defec2b9262cee6ddd107c8d5a2e5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042370.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042370

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DGI Investment Trust
- **CENTRAL INDEX KEY:** 0001843841
- **IRS NUMBER:** 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:** 23672856

**BUSINESS ADDRESS:**
- **STREET 1:** ORIENTAL CENTER
- **STREET 2:** 254 MUNOZ RIVERA AVENUE, 10TH FLOOR
- **CITY:** SAN JUAN
- **STATE:** PR
- **ZIP:** 00918
- **BUSINESS PHONE:** (787) 771-6800

**MAIL ADDRESS:**
- **STREET 1:** ORIENTAL CENTER
- **STREET 2:** 254 MUNOZ RIVERA AVENUE, 10TH FLOOR
- **CITY:** SAN JUAN
- **STATE:** 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           |

## 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:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $301369874.74

**Total Liabilities:** $1567198.62

**Net Assets:** $299802676.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31.87778900 | **1-Year:** 3820.62704400 | **5-Year:** 32409.76796500 | **10-Year:** 21911.24012300 | **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 | 1.94%                | 4.16%                | -3.31%               |
| Class ID C000226943 | 1.94%                | 4.16%                | -3.31%               |
| Class ID C000229060 | 1.94%                | 4.16%                | -3.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20470.52               | $5844069.97                                |
| Month 2  | $-16255.10               | $12119135.12                               |
| Month 3  | $-18444.82               | $-11234442.86                              |

### 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      | $9143652.00   | 3.05%             |  |  |  | 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        |     65087 | PA      | $66850.99     | 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        |   1172970 | PA      | $1124104.86   | 0.37%             | 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        |   1731731 | PA      | $1524898.33   | 0.51%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 439194                | CUSIP: 36207Q3B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10047 | PA      | $10042.55     | 0.00%             | 2025-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation       | Federal Home Loan Mortgage Corporation Pool C10178                  | CUSIP: 31292UFT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55125 | PA      | $56632.30     | 0.02%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | R&G Federal Mortgage Trust Series 1993 Class I-R                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |      2338 | PA      | $0.00         | 0.00%             |  |  |  | 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        |   1829123 | PA      | $1941720.27   | 0.65%             | 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        |    798772 | PA      | $765602.55    | 0.26%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation       | Federal Home Loan Mortgage Corporation Pool J20654                  | CUSIP: 31306XWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675448 | PA      | $652238.32    | 0.22%             | 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        |    959603 | PA      | $949209.90    | 0.32%             | 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        |   1623776 | PA      | $1558759.93   | 0.52%             | 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        |     62732 | PA      | $59029.59     | 0.02%             | 2027-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 636567                | CUSIP: 36291SFG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102914 | PA      | $105809.68    | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | 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        |    504003 | PA      | $495527.33    | 0.17%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 722016                | CUSIP: 3620A8DV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    333061 | PA      | $316474.45    | 0.11%             | 2028-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                | Popular, Inc.                                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |    420000 | NS      | $27854400.00  | 9.29%             |  |  |  | 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        |    171958 | PA      | $176797.69    | 0.06%             | 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        |    367841 | PA      | $374189.58    | 0.12%             | 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        |    690310 | PA      | $667239.35    | 0.22%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation       | Federal Home Loan Mortgage Corporation Pool C02554                  | CUSIP: 31292JZT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185184 | PA      | $190372.49    | 0.06%             | 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        |   1512967 | PA      | $1452391.86   | 0.48%             | 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        |   1385873 | PA      | $1300182.39   | 0.43%             | 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        |    913514 | PA      | $80385.97     | 0.03%             | 2038-07-25      | Floating      | 1.98%                 | 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        |   2379391 | PA      | $2130846.05   | 0.71%             | 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        |   1170395 | PA      | $1085321.40   | 0.36%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 406062                | CUSIP: 36206BB75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5588 | PA      | $5585.24      | 0.00%             | 2025-01-15      | Fixed         | 7.50%                 | 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        |    370909 | PA      | $367569.74    | 0.12%             | 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        |     24221 | PA      | $23279.64     | 0.01%             | 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      | $8648640.00   | 2.88%             |  |  |  | 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        |   1170312 | PA      | $1103258.26   | 0.37%             | 2043-08-15      | 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        |     98450 | PA      | $101114.82    | 0.03%             | 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        |   1716944 | PA      | $1654284.19   | 0.55%             | 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        |    109956 | PA      | $113019.16    | 0.04%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 426648                   | CUSIP: 31379Q5H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44986 | PA      | $44971.18     | 0.02%             | 2024-04-01      | Fixed         | 7.00%                 | 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        |    389173 | PA      | $372993.32    | 0.12%             | 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        |     93225 | PA      | $94105.31     | 0.03%             | 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        |     23696 | PA      | $23683.51     | 0.01%             | 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        |    512553 | PA      | $531130.19    | 0.18%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 705951                | CUSIP: 36297AH48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376500 | PA      | $359339.64    | 0.12%             | 2027-08-15      | Fixed         | 2.50%                 | 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        |   2182050 | PA      | $2057580.75   | 0.69%             | 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        |    770717 | PA      | $738860.67    | 0.25%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation       | Federal Home Loan Mortgage Corporation Pool D97349                  | CUSIP: 3128E4EW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357735 | PA      | $364056.18    | 0.12%             | 2025-09-01      | Fixed         | 6.00%                 | 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        |    484350 | PA      | $466796.13    | 0.16%             | 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        |     79442 | PA      | $81534.83     | 0.03%             | 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        |    747299 | PA      | $764511.09    | 0.26%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ishares Trust                                | iShares MSCI Emerging Markets ETF                                   | CUSIP: 464287234<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |    160000 | NS      | $6064000.00   | 2.02%             |  |  |  | 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        |    167774 | PA      | $164971.74    | 0.06%             | 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        |   1436088 | PA      | $1383697.47   | 0.46%             | 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        |    897064 | PA      | $864310.60    | 0.29%             | 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        |    382805 | PA      | $367260.10    | 0.12%             | 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        |    263973 | PA      | $259544.11    | 0.09%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation       | Federal Home Loan Mortgage Corporation Pool D79168                  | CUSIP: 3128FMFH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26947 | PA      | $27010.58     | 0.01%             | 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        |      9667 | PA      | $9646.48      | 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        |     18161 | PA      | $18121.20     | 0.01%             | 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        |     65586 | PA      | $66450.97     | 0.02%             | 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        |    585330 | PA      | $582713.72    | 0.19%             | 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        |     93935 | PA      | $94386.84     | 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        |    156000 | NS      | $27200160.00  | 9.07%             |  |  |  | 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        |    646722 | PA      | $623134.60    | 0.21%             | 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        |   5437384 | PA      | $4869516.06   | 1.62%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 385183                | CUSIP: 36205A2Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14063 | PA      | $14056.43     | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                             | Federal National Mortgage Association Pool CB2736                   | CUSIP: 3140QNBE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1667965 | PA      | $1531653.34   | 0.51%             | 2037-01-01      | Fixed         | 2.50%                 | 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        |   4809684 | PA      | $4304374.82   | 1.44%             | 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        |   1967116 | PA      | $1880366.14   | 0.63%             | 2048-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Lehman Brothers Grantor Trust LBGT 1993-3 E                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       984 | PA      | $0.00         | 0.00%             |  |  |  | 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        |    365381 | PA      | $343526.77    | 0.11%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AX5551                   | CUSIP: 3138Y7EZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127070 | PA      | $1056241.94   | 0.35%             | 2031-10-01      | Fixed         | 2.50%                 | 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        |    747702 | PA      | $716668.78    | 0.24%             | 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        |   3888648 | PA      | $3665915.95   | 1.22%             | 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        |    127761 | PA      | $126598.45    | 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        |   1743060 | PA      | $1735267.99   | 0.58%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 711707                | CUSIP: 36297GU81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30585 | PA      | $29191.54     | 0.01%             | 2028-01-15      | Fixed         | 2.50%                 | 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        |    168030 | PA      | $172462.49    | 0.06%             | 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        |   8461174 | PA      | $7450671.26   | 2.49%             | 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        |     70659 | PA      | $71040.70     | 0.02%             | 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        |    571278 | PA      | $511590.49    | 0.17%             | 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        |    216636 | PA      | $222953.63    | 0.07%             | 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        |   1904188 | PA      | $1795577.02   | 0.60%             | 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        |     29253 | PA      | $29290.06     | 0.01%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CFSC Mortgage Trust CFSC 1 1R                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |      4900 | PA      | $0.00         | 0.00%             |  |  |  | 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        |    571513 | PA      | $513587.46    | 0.17%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 705956                | CUSIP: 36297AH97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282020 | PA      | $268697.35    | 0.09%             | 2027-11-15      | Fixed         | 2.50%                 | 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        |   2811082 | PA      | $2517472.87   | 0.84%             | 2045-03-15      | Fixed         | 3.00%                 | 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        |   2052565 | PA      | $1934972.06   | 0.65%             | 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        |    108998 | PA      | $104291.79    | 0.03%             | 2026-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 406065                | CUSIP: 36206BCA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5475 | PA      | $5472.18      | 0.00%             | 2025-01-15      | Fixed         | 7.50%                 | 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        |   1802372 | PA      | $1654255.68   | 0.55%             | 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        |   1736608 | PA      | $1637102.80   | 0.55%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 425509                | CUSIP: 36206YVA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44640 | PA      | $45105.82     | 0.02%             | 2025-09-15      | Fixed         | 8.00%                 | 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        |    627995 | PA      | $568693.86    | 0.19%             | 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        |   2784858 | PA      | $2665497.96   | 0.89%             | 2048-09-15      | Fixed         | 4.00%                 | 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        |    278908 | PA      | $267429.64    | 0.09%             | 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        |   3253416 | PA      | $3105901.90   | 1.04%             | 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        |     37961 | PA      | $37923.77     | 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        |   2943787 | PA      | $2636240.14   | 0.88%             | 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        |   2891742 | PA      | $2764213.33   | 0.92%             | 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        |    814017 | PA      | $793447.69    | 0.26%             | 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        |   2162376 | PA      | $2034457.32   | 0.68%             | 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        |   2297925 | PA      | $2023388.71   | 0.67%             | 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        |    777066 | PA      | $740969.62    | 0.25%             | 2032-01-01      | Fixed         | 3.00%                 | 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        |   2488623 | PA      | $2392104.70   | 0.80%             | 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        |    948165 | PA      | $864971.00    | 0.29%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AR5151                   | CUSIP: 3138W2WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1017299 | PA      | $967736.84    | 0.32%             | 2028-04-01      | Fixed         | 2.50%                 | 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        |   1004470 | PA      | $931449.84    | 0.31%             | 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        |    561788 | PA      | $573456.66    | 0.19%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation       | Federal Home Loan Mortgage Corporation Pool P51380                  | CUSIP: 3128C6Q93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151949 | PA      | $151661.19    | 0.05%             | 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        |   1914099 | PA      | $1756999.23   | 0.59%             | 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        |    526220 | PA      | $512078.93    | 0.17%             | 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        |   1780007 | PA      | $1726905.72   | 0.58%             | 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        |    108324 | PA      | $108908.19    | 0.04%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 426646                   | CUSIP: 31379Q5F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11316 | PA      | $11319.16     | 0.00%             | 2024-10-01      | Fixed         | 8.00%                 | 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        |   2517148 | PA      | $2254155.10   | 0.75%             | 2046-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Bancorp Puerto Rico                    | First BanCorporation                                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    685000 | NS      | $8713200.00   | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 678646                | CUSIP: 36295R5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    446130 | PA      | $453829.10    | 0.15%             | 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        |     45560 | PA      | $42737.52     | 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        |    853915 | PA      | $833051.29    | 0.28%             | 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        |   2015407 | PA      | $1803407.63   | 0.60%             | 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        |     20278 | PA      | $20234.37     | 0.01%             | 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        |   2411777 | PA      | $2273572.82   | 0.76%             | 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        |   2162098 | PA      | $1926118.37   | 0.64%             | 2048-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 511569                   | CUSIP: 31383SJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12919 | PA      | $12898.83     | 0.00%             | 2026-07-01      | Fixed         | 8.50%                 | 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        |    665374 | PA      | $602551.04    | 0.20%             | 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        |    365647 | PA      | $352199.83    | 0.12%             | 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        |   2041205 | PA      | $1820352.30   | 0.61%             | 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        |    739202 | PA      | $712219.84    | 0.24%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 567014                   | CUSIP: 31386L3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168613 | PA      | $173058.19    | 0.06%             | 2031-03-01      | Fixed         | 6.50%                 | 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        |   1011012 | PA      | $1036754.02   | 0.35%             | 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        |     49181 | PA      | $44959.56     | 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        |    676286 | PA      | $658103.83    | 0.22%             | 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        |  21591863 | PA      | $21591862.66  | 7.20%             |  |  |  | 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        |    465779 | PA      | $446433.77    | 0.15%             | 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        |   1047093 | PA      | $971194.72    | 0.32%             | 2049-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation       | Federal Home Loan Mortgage Corporation Pool FR SB0645               | CUSIP: 3132CWWE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4618125 | PA      | $4129701.81   | 1.38%             | 2036-12-01      | Fixed         | 2.00%                 | 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        |    560497 | PA      | $540038.10    | 0.18%             | 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        |    427425 | PA      | $401810.28    | 0.13%             | 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        |    222803 | PA      | $219068.63    | 0.07%             | 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        |   1487716 | PA      | $1332338.12   | 0.44%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spdr Index Shs Fds                           | SPDR S&P CHINA ETF                                                  | CUSIP: 78463X400<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |     30500 | NS      | $2389980.00   | 0.80%             |  |  |  | No            |                  1 | 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      | $7834980.00   | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CFSC Mortgage Trust CFSC 1 1ZZ                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    154713 | PA      | $154712.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spdr S&P 500 Etf Trust                       | SPDR S&P 500 ETF Trust                                              | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |    113400 | NS      | $43367562.00  | 14.47%            |  |  |  | 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        |    806082 | PA      | $747494.62    | 0.25%             | 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        |   1396900 | PA      | $1345910.03   | 0.45%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 721979                | CUSIP: 3620A8CQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317850 | PA      | $302142.18    | 0.10%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation       | Federal Home Loan Mortgage Corporation Pool D75702                  | CUSIP: 3128FHKP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19678 | PA      | $19862.90     | 0.01%             | 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        |   1089494 | PA      | $974509.92    | 0.33%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 426650                   | CUSIP: 31379Q5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16520 | PA      | $16955.54     | 0.01%             | 2024-03-01      | Fixed         | 6.50%                 | 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        |    843504 | PA      | $759194.06    | 0.25%             | 2045-07-01      | Fixed         | 3.00%                 | 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        |   2095625 | PA      | $1930659.26   | 0.64%             | 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        |    113547 | PA      | $108896.09    | 0.04%             | 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        |    645040 | PA      | $578866.76    | 0.19%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool 426645                   | CUSIP: 31379Q5E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9245 | PA      | $9244.96      | 0.00%             | 2024-10-01      | Fixed         | 8.50%                 | 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        |    405787 | PA      | $391993.77    | 0.13%             | 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        |    212006 | PA      | $203277.29    | 0.07%             | 2027-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool AP1217                   | CUSIP: 3138M4K76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1424254 | PA      | $1359601.26   | 0.45%             | 2027-07-01      | Fixed         | 2.50%                 | 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        |    691271 | PA      | $666058.61    | 0.22%             | 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        |   2862916 | PA      | $2699006.41   | 0.90%             | 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        |    479288 | PA      | $475377.21    | 0.16%             | 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        |   1430955 | PA      | $1281890.92   | 0.43%             | 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        |    687971 | PA      | $662951.04    | 0.22%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association Pool 767026                | CUSIP: 36176H4K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283245 | PA      | $269417.49    | 0.09%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** DGI Investment Trust

**Signature:** DGI Investment Trust

**Name of Signer:** Sarah Criger

**Title:** VP, Fund Accounting