# EDGAR Filing Document

**Accession Number:** 0001843841
**File Stem:** 0001752724-25-210992
**Filing Date:** 2025-8
**Character Count:** 64974
**Document Hash:** 5efcb7aa8009c73378c4e9cbd8c591a7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210992.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210992

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**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:** 251269917

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Juan

  - **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:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $300405990.57

**Total Liabilities:** $530578.75

**Net Assets:** $299875411.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39.76492402 | **1-Year:** 2159.70962552 | **5-Year:** 27448.94486984 | **10-Year:** 21197.09790939 | **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 C000229060 | -0.09%               | 2.61%                | 3.23%                |
| Class ID C000229059 | -0.09%               | 2.61%                | 3.23%                |
| Class ID C000238993 | -1.09%               | 1.46%                | 2.17%                |
| Class ID C000226943 | -0.09%               | 2.61%                | 3.23%                |
| Class ID C000238994 | -3.54%               | -1.10%               | -0.41%               |
| Class ID C000238992 | -0.17%               | 2.61%                | 3.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12868.55               | $-219765.11                                |
| Month 2  | $-10536.93               | $7143529.16                                |
| Month 3  | $349779.63               | $8284146.96                                |

### 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      | $12452027.00  | 4.15%             |  |  |  | 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        |     56173 | PA      | $58120.44     | 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        |    489614 | PA      | $479172.93    | 0.16%             | 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        |   1505740 | PA      | $1336294.62   | 0.45%             | 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        |     32037 | PA      | $33117.51     | 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        |   1331792 | PA      | $1418446.22   | 0.47%             | 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        |    559693 | PA      | $542388.27    | 0.18%             | 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        |    258373 | PA      | $254126.40    | 0.08%             | 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        |    628279 | PA      | $630260.45    | 0.21%             | 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        |   1141078 | PA      | $1085390.38   | 0.36%             | 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        |     24536 | PA      | $24298.72     | 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        |    255607 | PA      | $252495.83    | 0.08%             | 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        |    159994 | PA      | $155360.77    | 0.05%             | 2028-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                | Popular, Inc.                                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     90000 | NS      | $9918900.00   | 3.31%             |  |  |  | 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        |    150134 | PA      | $157075.73    | 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        |    246025 | PA      | $250022.10    | 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        |    227317 | PA      | $223597.59    | 0.07%             | 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        |    139774 | PA      | $145940.42    | 0.05%             | 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        |   1384802 | PA      | $1315504.26   | 0.44%             | 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        |   1004362 | PA      | $935766.89    | 0.31%             | 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        |    676093 | PA      | $69876.35     | 0.02%             | 2038-07-25      | Floating      | 1.58%                 | 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        |   2097184 | PA      | $1870200.75   | 0.62%             | 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        |    961665 | PA      | $893122.03    | 0.30%             | 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        |    336561 | PA      | $337623.19    | 0.11%             | 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        |      7636 | PA      | $7593.50      | 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      | $12090000.00  | 4.03%             |  |  |  | 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        |    939953 | PA      | $875602.33    | 0.29%             | 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      | $1015742.19   | 0.34%             | 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        |     70375 | PA      | $72300.62     | 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        |    838870 | PA      | $820547.32    | 0.27%             | 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        |     44663 | PA      | $46203.06     | 0.02%             | 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        |    177210 | PA      | $173735.40    | 0.06%             | 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        |     63051 | PA      | $63639.50     | 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        |      2599 | PA      | $2603.87      | 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        |    383909 | PA      | $398713.32    | 0.13%             | 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        |    168563 | PA      | $165580.85    | 0.06%             | 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        |   1739604 | PA      | $1620473.71   | 0.54%             | 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        |    504100 | PA      | $492074.63    | 0.16%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.             | Federal Home Loan Mortgage Corporation Pool D97349                  | CUSIP: 3128E4EW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11337 | PA      | $11534.17     | 0.00%             | 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        |    154741 | PA      | $152654.63    | 0.05%             | 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        |     11642 | PA      | $12022.37     | 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        |    571493 | PA      | $574111.86    | 0.19%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                | iShares MSCI Emerging Markets ETF                                   | CUSIP: 464287234<br>LEI: N/A                  | Long             | EC               | RF                | US        |    160000 | NS      | $7718400.00   | 2.57%             |  |  |  | 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        |     38068 | PA      | $37727.38     | 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        |    747943 | PA      | $731786.27    | 0.24%             | 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        |    521006 | PA      | $507217.94    | 0.17%             | 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        |    214647 | PA      | $210805.15    | 0.07%             | 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        |     90512 | PA      | $89349.18     | 0.03%             | 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        |     10068 | PA      | $10086.68     | 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        |      4393 | PA      | $4400.45      | 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        |      8843 | PA      | $8858.09      | 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        |     43147 | PA      | $45490.89     | 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        |    488974 | PA      | $490515.89    | 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        |     81944 | PA      | $84180.20     | 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        |    190100 | NS      | $41021679.00  | 13.68%            |  |  |  | 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        |    323847 | PA      | $317253.35    | 0.11%             | 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        |   4357347 | PA      | $3885862.06   | 1.30%             | 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        |       412 | PA      | $410.75       | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association        | Federal National Mortgage Association Pool CB2736                   | CUSIP: 3140QNBE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1261744 | PA      | $1179912.47   | 0.39%             | 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        |   4056732 | PA      | $3585871.72   | 1.20%             | 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        |   1791248 | PA      | $1727756.21   | 0.58%             | 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        |    271086 | PA      | $260704.92    | 0.09%             | 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        |    590143 | PA      | $562311.28    | 0.19%             | 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        |    475966 | PA      | $461948.79    | 0.15%             | 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        |   2982982 | PA      | $2778703.16   | 0.93%             | 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        |    113682 | PA      | $114040.52    | 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        |   1411857 | PA      | $1416309.75   | 0.47%             | 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        |     13800 | PA      | $13555.82     | 0.00%             | 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        |    119362 | PA      | $124394.04    | 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        |   7556692 | PA      | $6706387.33   | 2.24%             | 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        |     27907 | PA      | $27829.76     | 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        |    520611 | PA      | $464234.18    | 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        |    166700 | PA      | $175853.90    | 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        |   1641809 | PA      | $1529406.96   | 0.51%             | 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        |     11585 | PA      | $11596.25     | 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      | $1003750.00   | 0.33%             | 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        |    527415 | PA      | $468701.66    | 0.16%             | 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        |    140359 | PA      | $137591.69    | 0.05%             | 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        |   2301811 | PA      | $2052763.30   | 0.68%             | 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        |   1666347 | PA      | $1552283.48   | 0.52%             | 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        |     11011 | PA      | $10973.79     | 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        |   1628662 | PA      | $1476644.47   | 0.49%             | 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        |   1481538 | PA      | $1380118.14   | 0.46%             | 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        |    545152 | PA      | $494345.97    | 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        |   2497438 | PA      | $2408914.56   | 0.80%             | 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        |     93455 | PA      | $92583.01     | 0.03%             | 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        |   3039343 | PA      | $2922722.25   | 0.97%             | 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        |     25212 | PA      | $26574.72     | 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        |   2599616 | PA      | $2318213.87   | 0.77%             | 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        |   2566788 | PA      | $2475805.62   | 0.83%             | 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        |    335131 | PA      | $331604.44    | 0.11%             | 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        |   1865729 | PA      | $1740800.42   | 0.58%             | 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        |   1794246 | PA      | $1592296.31   | 0.53%             | 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        |    548412 | PA      | $531271.85    | 0.18%             | 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        |   2163021 | PA      | $2085550.13   | 0.70%             | 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        |    770383 | PA      | $693708.88    | 0.23%             | 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        |    438174 | PA      | $428732.75    | 0.14%             | 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        |    939617 | PA      | $872622.03    | 0.29%             | 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        |    392380 | PA      | $398753.62    | 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        |    132001 | PA      | $133165.86    | 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        |   1589938 | PA      | $1441535.22   | 0.48%             | 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        |    370478 | PA      | $357368.77    | 0.12%             | 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        |   1494784 | PA      | $1441873.71   | 0.48%             | 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        |     15331 | PA      | $16158.99     | 0.01%             | 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        |   1968052 | PA      | $1754991.27   | 0.59%             | 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        |    402891 | PA      | $409435.44    | 0.14%             | 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        |     25682 | PA      | $24845.63     | 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        |    297043 | PA      | $294111.99    | 0.10%             | 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        |   1494117 | PA      | $1326056.82   | 0.44%             | 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        |      5471 | PA      | $5476.41      | 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        |   1828996 | PA      | $1703788.01   | 0.57%             | 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        |   1949000 | PA      | $1733064.01   | 0.58%             | 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        |    405247 | PA      | $367492.53    | 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        |    135769 | PA      | $133531.06    | 0.04%             | 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        |   1888790 | PA      | $1679581.95   | 0.56%             | 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        |    457154 | PA      | $445543.92    | 0.15%             | 2029-04-01      | Fixed         | 3.00%                 | 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        |    783770 | PA      | $796498.31    | 0.27%             | 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        |     36789 | PA      | $33195.70     | 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        |    595590 | PA      | $574492.09    | 0.19%             | 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        |  29324231 | NS      | $29324230.86  | 9.78%             |  |  |  | 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        |    341385 | PA      | $332254.56    | 0.11%             | 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        |    899414 | PA      | $837786.67    | 0.28%             | 2049-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.             | Federal Home Loan Mortgage Corporation Pool FR SB0645               | CUSIP: 3132CWWE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3573957 | PA      | $3272240.50   | 1.09%             | 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        |    269599 | PA      | $262411.25    | 0.09%             | 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        |    290427 | PA      | $271424.41    | 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        |     87004 | PA      | $86129.59     | 0.03%             | 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        |   1375232 | PA      | $1217317.00   | 0.41%             | 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      | $9941460.00   | 3.32%             |  |  |  | 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      | $69075630.00  | 23.03%            |  |  |  | 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        |    663117 | PA      | $615848.68    | 0.21%             | 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        |    784272 | PA      | $767417.56    | 0.26%             | 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        |    171308 | PA      | $167528.41    | 0.06%             | 2028-03-15      | Fixed         | 2.50%                 | 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        |      1344 | PA      | $1343.29      | 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        |    924544 | PA      | $820481.51    | 0.27%             | 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        |    690433 | PA      | $614294.89    | 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      | $2672640.00   | 0.89%             |  |  |  | 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        |   1745845 | PA      | $1621478.83   | 0.54%             | 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        |     54914 | PA      | $53717.27     | 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        |    588746 | PA      | $525780.42    | 0.18%             | 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        |    115874 | PA      | $114440.26    | 0.04%             | 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        |     81235 | PA      | $80460.56     | 0.03%             | 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        |    505167 | PA      | $496011.88    | 0.17%             | 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        |    399811 | PA      | $389510.48    | 0.13%             | 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        |   2245315 | PA      | $2091552.79   | 0.70%             | 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        |    423446 | PA      | $422324.92    | 0.14%             | 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        |   1191221 | PA      | $1062283.02   | 0.35%             | 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        |    338522 | PA      | $331427.46    | 0.11%             | 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        |    112013 | PA      | $109808.20    | 0.04%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

**Name of Applicant:** DGI Investment Trust

**Signature:** DGI Investment Trust

**Name of Signer:** Brian Johnston

**Title:** AVP, Fund Accounting