Pros
I was honestly not expecting the SEC to be such a lively and fun place to work. My mentors were amazing and I still love talking with them even months after leaving DC. Everyone I spoke with was so smart and motivated--they could have made a lot of money in corporate jobs, but they all cared about what they did. SEC office is also beautiful and work never felt depressing. Projects were all things that my mentors and I agreed would help me grow and things that I found personally interesting. Since it was unpaid, my office wanted to make sure that I was growing and enjoying myself as much as I could.
Cons
It's a shame that you cannot be paid for federal positions. Other than that, I really felt valued and that my co-workers wanted to make sure I was getting as much value as I could from this opportunity.