# EDGAR Filing Document

**Accession Number:** 0001011008
**File Stem:** 0001752724-23-046970
**Filing Date:** 2023-2
**Character Count:** 35618
**Document Hash:** 4b933e153d7b56491fe250283f9832ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046970.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046970

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** State Street Navigator Securities Lending Trust
- **CENTRAL INDEX KEY:** 0001011008
- **IRS NUMBER:** 043313514
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07567
- **FILM NUMBER:** 23683662

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176647037

**MAIL ADDRESS:**
- **STREET 1:** SSGA FUNDS MANAGEMENT, INC.
- **STREET 2:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19980914

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19960320

## Series and Classes Contracts Data

### State Street Navigator Securities Lending Portfolio I (Series ID: S000054571)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000171428 | State Street Navigator Securities Lending Portfolio I |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** State Street Navigator Securities Lending Trust

- **b. Investment Company Act file number:** 811-07567

- **c. CIK number of Registrant:** 0001011008

- **d. LEI of Registrant:** 5493005HD34MZLK62085

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-7037

**Item A.2. Information about the Series.**

- **a. Name of Series:** State Street Navigator Securities Lending Portfolio I

- **b. EDGAR series identifier (if any):** S000054571

- **c. LEI of Series:** 549300PWD5ZQGL5SYP74

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $680164466.18

**Total Liabilities:** $408937.51

**Net Assets:** $679755528.67

**Cash Not Reported:** $225.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -9.62000000 | **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 C000171428 | 0.28%                | 0.32%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $875.00                  | $0.00                                      |
| Month 3  | $0.00                    | $0.00                                      |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DBS Bank Ltd                              | DBS Bank Ltd                                   | CUSIP: 23305ENC3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   5000000 | PA      | $4995875.00   | 0.73%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT IND ET CM NY                       | CREDIT IND ET CM NY                            | CUSIP: 22536U4X5<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-01-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                   | Sumitomo Mitsui Banking Corp/New York          | CUSIP: 86565FQK1<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |   3000000 | PA      | $3000000.00   | 0.44%             | 2023-01-10      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                             | CITIBANK N.A.                                  | CUSIP: 17305T6B3<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $7000000.00   | 1.03%             | 2023-05-02      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK, LTD. NEW YORK BRA            | MIZUHO BANK, LTD. NEW YORK BRA                 | CUSIP: 000000000<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-01-03      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                          | Bank of Montreal                               | CUSIP: 06373L3J6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |  12000000 | PA      | $12000000.00  | 1.77%             | 2023-01-05      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                   | Canadian Imperial Bank of Commerce/New York NY | CUSIP: 13606KAH9<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-01-06      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                    | Macquarie Bank Ltd                             | CUSIP: 55607NQG8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-06-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp                           | CUSIP: 9612C42F7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-06-09      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                  | Nordea Bank Abp/New York NY                    | CUSIP: 65558UTS1<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                             | CITIBANK N.A.                                  | CUSIP: 17305T5B4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-02-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.              | BNK OF NOVA SCOTIA NY TRI D R                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 2.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | Bank of America NA                             | CUSIP: 06050TNF5<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $7000000.00   | 1.03%             | 2024-01-08      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                          | MUFG Bank Ltd/New York NY                      | CUSIP: 55380T6T2<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-03-14      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd      | CUSIP: 05253MRB2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  12000000 | PA      | $12000000.00  | 1.77%             | 2023-04-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                  | Britannia Funding Co LLC                       | CUSIP: 11042MN61<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4998187.50   | 0.74%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK                                  | Swedbank AB                                    | CUSIP: 87019YCH2<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   9000000 | PA      | $9000000.00   | 1.32%             | 2023-02-21      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                             | CITIBANK N.A.                                  | CUSIP: 17305T2W1<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4500000.00   | 0.66%             | 2023-03-03      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                  | Svenska Handelsbanken/New York NY              | CUSIP: 86959RYQ7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   4250000 | PA      | $4250000.00   | 0.63%             | 2023-04-04      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                  | Svenska Handelsbanken/New York NY              | CUSIP: 86959RP53<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-06-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BK                      | CANADIAN IMPERIAL BK                           | CUSIP: 13606KRN8<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   7000000 | PA      | $7000000.00   | 1.03%             | 2023-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd      | CUSIP: 05253MRQ9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |   4250000 | PA      | $4250000.00   | 0.63%             | 2023-03-24      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                       | SOCIETE GEN TRI PARTY A                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                          | MUFG Bank Ltd/New York NY                      | CUSIP: 55380T6W5<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   1000000 | PA      | $1000079.36   | 0.15%             | 2023-03-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                             | UBS AG/London                                  | CUSIP: 90276JPF7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | STIV             | CORP              | CH        |   3250000 | PA      | $3250000.00   | 0.48%             | 2023-02-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp                           | CUSIP: 9612C4W98<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-02-17      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION                          | TORONTO DOMINION                               | CUSIP: 89114WXL4<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-02-28      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                        | CUSIP: 06417LSC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-01-30      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                          | Bank of Montreal                               | CUSIP: 06373L3Z0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-06-08      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                              | DBS Bank Ltd                                   | CUSIP: 23305ENW9<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  10000000 | PA      | $9967750.00   | 1.47%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT INDUST ET COMM NY                  | Credit Industriel et Commercial/New York       | CUSIP: 22536NBB1<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-05-30      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                             | HSBC Bank PLC                                  | CUSIP: 40433FSZ3<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |   4250000 | PA      | $4250000.00   | 0.63%             | 2023-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp                           | CUSIP: 9612C4U25<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-03-24      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                   | Canadian Imperial Bank of Commerce/New York NY | CUSIP: 13606KLP9<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-05-08      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                        | Mizuho Bank Ltd/New York NY                    | CUSIP: 60710R2G9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-05-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Pierce Fenner & Smith, Inc. | MERRILL LYNCH TRI PARTY D                      | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | Long             | RA               | CORP              | US        |  63000000 | PA      | $63000000.00  | 9.27%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | JP MORGAN SEC LLC TPR D                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        |  57000000 | PA      | $57000000.00  | 8.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Antalis SA                                | Antalis SA                                     | CUSIP: 03664BND4<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $4994027.78   | 0.73%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                               | KBC BANK NV                                    | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | STIV             | CORP              | GB        |  25000000 | PA      | $25000000.00  | 3.68%             | 2023-01-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                  | Svenska Handelsbanken AB                       | CUSIP: 86960LDS6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-04-06      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                        | Mizuho Bank Ltd/New York NY                    | CUSIP: 60710RE84<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-04-26      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                  | United Overseas Bank Ltd                       | CUSIP: 91127RBZ9<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-02-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                             | UBS AG/London                                  | CUSIP: 90276JQL3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | STIV             | CORP              | CH        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-04-06      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALI                  | Commonwealth Bank of Australia                 | CUSIP: 20272A2A3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-03-07      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.              | BNP PRIME BROKERAGE INTL LTD T                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd          | Oversea-Chinese Banking Corp Ltd               | CUSIP: 69034BQA1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |  10000000 | PA      | $9915483.33   | 1.46%             | 2023-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK                                  | Swedbank AB                                    | CUSIP: 87019YCN9<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   5000000 | PA      | $4999999.02   | 0.74%             | 2023-04-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                        | Mizuho Bank Ltd/New York NY                    | CUSIP: 60710RBY0<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-01-06      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SWEDBANK                                  | Swedbank AB                                    | CUSIP: 87019YCF6<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-02-13      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Antalis SA                                | Antalis SA                                     | CUSIP: 03664BSJ6<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $4903062.50   | 0.72%             | 2023-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.              | BNP PARIBAS SA TRI D R                         | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                      | Barclays Bank PLC/NY                           | CUSIP: 06742T2Q8<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-05-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                  | Toyota Motor Credit Corp                       | CUSIP: 89236TKM6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.44%             | 2023-12-11      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                    | Macquarie Bank Ltd                             | CUSIP: 55607NMU1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.44%             | 2023-01-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                       | SOCIETE GEN TRI PARTY D                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |  15000000 | PA      | $15000000.00  | 2.21%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                   | Oversea-Chinese Banking Corp Ltd               | CUSIP: 69034CNF1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-04-12      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Bennington Stark Capital Co LLC           | Bennington Stark Capital Co LLC                | CUSIP: 08224MN67<br>LEI: 549300PGDCWK6DU9QM65 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9996416.67   | 1.47%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                             | HSBC Bank PLC                                  | CUSIP: 40433FTD1<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |   3500000 | PA      | $3500000.00   | 0.51%             | 2023-03-16      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                             | HSBC Bank PLC                                  | CUSIP: 40433FSX8<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |   4000000 | PA      | $4000000.00   | 0.59%             | 2023-02-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                 | Toronto-Dominion Bank/The                      | CUSIP: 89120DUF4<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-03-29      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                   | Royal Bank of Canada/New York NY               | CUSIP: 78015JAW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $4000000.00   | 0.59%             | 2023-05-11      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                         | CDP Financial Inc                              | CUSIP: 12509TT15<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4893423.61   | 0.72%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI INTERNATIONAL BANK I            | ABU DHABI INTERNATIONAL BANK I                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  13688000 | PA      | $13688000.00  | 2.01%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                   | Royal Bank of Canada/New York NY               | CUSIP: 78012U7K5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-01-06      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                  | Standard Chartered Bank/New York               | CUSIP: 85325VCC2<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   4250000 | PA      | $4250000.00   | 0.63%             | 2023-02-06      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                      | Royal Bank of Canada                           | CUSIP: 78014XJD0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        |  12000000 | PA      | $12000000.00  | 1.77%             | 2023-01-04      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                  | Bank of Nova Scotia/Houston                    | CUSIP: 06417MM44<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |   7000000 | PA      | $7000000.00   | 1.03%             | 2023-08-28      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI BANK L                  | National Australia Bank Ltd                    | CUSIP: 63254GUV5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |   2000000 | PA      | $2000000.00   | 0.29%             | 2023-03-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                          | MUFG Bank Ltd/New York NY                      | CUSIP: 55380T7G9<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   4000000 | PA      | $4000000.00   | 0.59%             | 2023-02-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                     | BANK OF AMERICA, N.A.                          | CUSIP: 06054R4A7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.44%             | 2023-01-05      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                          | Bank of Montreal                               | CUSIP: 06373L5B1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |   8000000 | PA      | $8000000.00   | 1.18%             | 2023-12-07      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                        | CUSIP: 06417LSF5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-04-10      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd               | National Australia Bank Ltd                    | CUSIP: 63254FNB9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  10000000 | PA      | $9993111.11   | 1.47%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                         | Natixis SA/New York NY                         | CUSIP: 63873QYC2<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |   7500000 | PA      | $7500000.00   | 1.10%             | 2023-06-01      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Calyon Securities USA, Inc.               | CALYCO TRI PARTY REPO BB2                      | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPM CLEARING CORP TRI PARTY                    | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BK                            | NORINCHUKIN BK                                 | CUSIP: 65602Y4M9<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-01-13      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK                       | TORONTO DOMINION BK                            | CUSIP: 89115BF39<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-08-14      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BPCE                                      | BPCE SA                                        | CUSIP: 05571EBH9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $5000000.00   | 0.74%             | 2023-07-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                   | Cooperatieve Rabobank UA/NY                    | CUSIP: 21684LFE7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | NL        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK                      | BNP Paribas SA/New York NY                     | CUSIP: 05586F2C0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | STIV             | CORP              | FR        |  10000000 | PA      | $10000000.00  | 1.47%             | 2023-03-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Pierce Fenner & Smith, Inc. | MERRILL LYNCH TRI PARTY E                      | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** State Street Navigator Securities Lending Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer