# EDGAR Filing Document

**Accession Number:** 0001011008
**File Stem:** 0001752724-25-211088
**Filing Date:** 2025-8
**Character Count:** 54139
**Document Hash:** d7f895aa35adff935234fb51d63b5d9a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211088.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-211088

**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**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** State Street Navigator Securities Lending Trust
- **CENTRAL INDEX KEY:** 0001011008

**ORGANIZATION NAME:**
- **EIN:** 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:** 251270069

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** 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 II (Series ID: S000063809)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000206723 | State Street Navigator Securities Lending Portfolio II |  |

## 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 II

- **b. EDGAR series identifier (if any):** S000063809

- **c. LEI of Series:** 5493009DELHEEQ5LP637

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

- **a. Date of fiscal year-end:** 2025-12-31

- **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:** $13158765246.63

**Total Liabilities:** $2814015.48

**Net Assets:** $13155951231.15

**Cash Not Reported:** $180000530.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5052.69000000 | **1-Year:** -3430.60000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -29762.92000000 | **1-Year:** -14808.82000000 | **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 C000206723 | 0.37%                | 0.38%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $2743.90                 | $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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF MONTREAL                          | Bank of Montreal                               | CUSIP: 06373LDH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-07-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                  | Svenska Handelsbanken/New York NY              | CUSIP: 86959TNS1<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  33750000 | PA      | $33750000.00  | 0.26%             | 2026-05-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                      | Anglesea Funding LLC                           | CUSIP: 0347M2U20<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        | 100000000 | PA      | $99987888.89  | 0.76%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | MTGE 4.4                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | RA               | CORP              | US        |   9000000 | PA      | $9000000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | EQTY 4.66                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        |  83000000 | PA      | $83000000.00  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.              | MTGE 4.4                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |  46750000 | PA      | $46750000.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank/New York          | Standard Chartered Bank/New York               | CUSIP: 85324TZ82<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |  42250000 | PA      | $41442555.56  | 0.32%             | 2025-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW. BANK                                 | NRW. BANK                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd      | CUSIP: 05253AYR5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        | 125000000 | PA      | $122759270.83 | 0.93%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORP + INVT BK            | CREDIT AGRICOLE CORP + INVT BK                 | CUSIP: 22536JNF8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  66750000 | PA      | $66750000.00  | 0.51%             | 2025-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                  | Toyota Motor Credit Corp                       | CUSIP: 89236TND3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  70000000 | PA      | $70000000.00  | 0.53%             | 2026-02-24      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                       | CORP INV 4.39                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | FR        | 130000000 | PA      | $130000000.00 | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Aquitaine Funding Co LLC                  | Aquitaine Funding Co LLC                       | CUSIP: 03843LU22<br>LEI: 549300RM1I17W1XLUM92 | Long             | STIV             | CORP              | US        |  73000000 | PA      | $72991077.78  | 0.55%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                       | Wells Fargo Bank NA                            | CUSIP: 95001KTJ3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |  81000000 | PA      | $81000000.00  | 0.62%             | 2026-06-03      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                      | Anglesea Funding LLC                           | CUSIP: 0347M2U38<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        | 100000000 | PA      | $99975777.78  | 0.76%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                      | Royal Bank of Canada                           | CUSIP: 78013VY63<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        | 104000000 | PA      | $102391466.66 | 0.78%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE                     | LLOYDS BANK CORPORATE                          | CUSIP: 53947B3C2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 118000000 | PA      | $118000000.00 | 0.90%             | 2025-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | CORP INV 4.63                                  | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                  | Svenska Handelsbanken/New York NY              | CUSIP: 86959THU3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  48000000 | PA      | $48000000.00  | 0.36%             | 2025-07-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CA IMPERIAL BK OF COMM                    | Canadian Imperial Bank of Commerce             | CUSIP: 13608CRH7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        |  24000000 | PA      | $24000000.00  | 0.18%             | 2025-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK N.V.                        | ABN AMRO BANK N.V.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-07-02      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd/New York NY                 | MUFG Bank Ltd/New York NY                      | CUSIP: 55381BET1<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-08-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK N.V.                        | ABN AMRO BANK N.V.                             | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | STIV             | CORP              | NL        | 200000000 | PA      | $200000000.00 | 1.52%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                   | Canadian Imperial Bank of Commerce/New York NY | CUSIP: 13606DAH5<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |  76000000 | PA      | $76000000.00  | 0.58%             | 2025-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                  | Toyota Motor Credit Corp                       | CUSIP: 89236TMX0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  90000000 | PA      | $90000000.00  | 0.68%             | 2025-12-09      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                   | Sumitomo Mitsui Banking Corp/New York          | CUSIP: 86565GNN6<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |  75000000 | PA      | $75000000.00  | 0.57%             | 2025-11-18      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK                       | TORONTO DOMINION BK                            | CUSIP: 89115DHP4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 125000000 | PA      | $125000000.00 | 0.95%             | 2025-09-09      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd/New York NY                 | MUFG Bank Ltd/New York NY                      | CUSIP: 55381BHE1<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-10-28      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                         | CDP Financial Inc                              | CUSIP: 12509RU25<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |  54000000 | PA      | $53993505.00  | 0.41%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FALCON ASSET FUNDING LLC                  | Falcon Asset Funding LLC                       | CUSIP: 30608HBH7<br>LEI: 254900AGHU3V6ARMLZ93 | Long             | STIV             | CORP              | US        |  80000000 | NS      | $80000000.00  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN             | SKANDINAVISKA ENSKILDA BANKEN                  | CUSIP: 83050YER7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 175000000 | PA      | $175000000.00 | 1.33%             | 2025-07-02      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.            | EQTY 4.68                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                   | CUSIP: 2332K0U18<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd      | CUSIP: 05253MZC1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  37000000 | PA      | $37005493.63  | 0.28%             | 2026-01-02      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                          | Bank of Montreal                               | CUSIP: 06369LUP8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        | 150000000 | PA      | $149597583.33 | 1.14%             | 2025-07-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK                       | TORONTO DOMINION BK                            | CUSIP: 89115DPX8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  70000000 | PA      | $70000000.00  | 0.53%             | 2025-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                        | Mizuho Bank Ltd/New York NY                    | CUSIP: 60710TC33<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-08-11      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                               | ING BANK NV                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | HK        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-07-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                     | EQTY 4.78                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                  | Svenska Handelsbanken AB                       | CUSIP: 86960JYC3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  16500000 | PA      | $16230380.83  | 0.12%             | 2025-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                       | EQTY 4.61                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | FR        |  69000000 | PA      | $69000000.00  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| COLLAT COMM PAPER V CO                    | Collateralized Commercial Paper V Co LLC       | CUSIP: 19423RJX8<br>LEI: 549300ZLXI3T111CH173 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             | 2025-11-14      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                   | CUSIP: 2332K0XF4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  25000000 | PA      | $24679055.56  | 0.19%             | 2025-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTREPID FUNDING CO LLC                   | Intrepid Funding Co LLC                        | CUSIP: 46125GAA5<br>LEI: 984500FAJ11A8A3K3E69 | Long             | STIV             | CORP              | US        |  90250000 | PA      | $90250000.00  | 0.69%             | 2025-11-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd/Singapore  | Sumitomo Mitsui Trust Bank Ltd/Singapore       | CUSIP: 86564YVL3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | JP        |  88250000 | PA      | $87709468.75  | 0.67%             | 2025-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Washington Morgan Capital Co LLC          | Washington Morgan Capital Co LLC               | CUSIP: 93930LV83<br>LEI: 2549001B50UEKC5ND641 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $49766194.44  | 0.38%             | 2025-08-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                  | Britannia Funding Co LLC                       | CUSIP: 11042LVM9<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |  78000000 | PA      | $77509380.00  | 0.59%             | 2025-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMM            | CANADIAN IMPERIAL BANK OF COMM                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | US        | 200000000 | PA      | $200000000.00 | 1.52%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN                     | SVENSKA HANDELSBANKEN                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 200000000 | PA      | $200000000.00 | 1.52%             | 2025-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Securities USA, Inc.      | MTGE 4.4                                       | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                  | Oversea-Chinese Banking Corp Ltd/New York      | CUSIP: 69033NDS1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-08-06      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank UK PLC                      | Barclays Bank UK PLC                           | CUSIP: 06744QU24<br>LEI: 213800UUGANOMFJ9X769 | Long             | STIV             | CORP              | GB        |  50000000 | PA      | $49993958.33  | 0.38%             | 2025-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | TRSY 4.39                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        | 901000000 | PA      | $901000000.00 | 6.85%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN             | SKANDINAVISKA ENSKILDA BANKEN                  | CUSIP: 83050YEQ9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 150000000 | PA      | $150000000.00 | 1.14%             | 2025-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                     | BANK OF AMERICA, N.A.                          | CUSIP: 06054RBF8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 125000000 | PA      | $125000000.00 | 0.95%             | 2026-03-18      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                      | Barclays Bank PLC/NY                           | CUSIP: 06745GCB5<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-12-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                   | CUSIP: 2332K0YA4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        | 125000000 | PA      | $122987916.66 | 0.93%             | 2025-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.            | MTGE 4.4                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALI                  | Commonwealth Bank of Australia                 | CUSIP: 20272FCH6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |  33750000 | PA      | $33750000.00  | 0.26%             | 2026-05-11      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                      | Barclays Bank PLC/NY                           | CUSIP: 06745GCM1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |  75000000 | PA      | $75000000.00  | 0.57%             | 2025-11-19      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                      | Barclays Bank PLC/NY                           | CUSIP: 06745GDM0<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |  75000000 | PA      | $75000000.00  | 0.57%             | 2025-10-24      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN                          | LANDESBANK BADEN                               | CUSIP: 51501Y3H3<br>LEI: N/A                  | Long             | STIV             | CORP              | DE        |  87500000 | PA      | $87500000.00  | 0.67%             | 2025-07-02      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN             | SKANDINAVISKA ENSKILDA BANKEN                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-07-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                               | Citibank NA                                    | CUSIP: 17330QJF5<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |  70250000 | PA      | $70250000.00  | 0.53%             | 2025-12-10      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN                          | LANDESBANK BADEN                               | CUSIP: 51501Y3R1<br>LEI: B81CK4ESI35472RHJ606 | Long             | STIV             | CORP              | DE        | 205000000 | PA      | $205000000.00 | 1.56%             | 2025-07-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Scotia Capital USA, Inc.                  | SCOTIA CAPITAL (USA)                           | CUSIP: 000000000<br>LEI: 549300BLWPABP1VNME36 | Long             | RA               | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                        | CUSIP: 06417LC62<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  90500000 | PA      | $90500000.00  | 0.69%             | 2026-02-04      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.              | CORP INV 4.47                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |  43000000 | PA      | $43000000.00  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI BANK L                  | National Australia Bank Ltd                    | CUSIP: 63254GU29<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  31000000 | PA      | $31000000.00  | 0.24%             | 2026-01-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                      | ROYAL BANK OF CANADA                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        | 200000000 | PA      | $200000000.00 | 1.52%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CREDIT INDUST ET COMM NY                  | Credit Industriel et Commercial/New York       | CUSIP: 22536WJY3<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |  75000000 | PA      | $75000000.00  | 0.57%             | 2025-08-21      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE CENTRALE                     | COOPERATIEVE CENTRALE                          | CUSIP: 21684XX84<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |  40000000 | PA      | $40000000.00  | 0.30%             | 2025-11-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ionic Funding LLC                         | Ionic Funding LLC                              | CUSIP: 46224KUB2<br>LEI: 2549003T8ZP164671925 | Long             | STIV             | CORP              | US        | 185000000 | PA      | $184772347.22 | 1.40%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALI                  | Commonwealth Bank of Australia                 | CUSIP: 20272FAV7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        | 160000000 | PA      | $160000000.00 | 1.22%             | 2026-01-23      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                  | Svenska Handelsbanken AB                       | CUSIP: 86960LMB3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        | 130000000 | PA      | $130000000.00 | 0.99%             | 2025-12-08      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY                                | NATIXIS NY                                     | CUSIP: 63873Q6R0<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        | 125000000 | PA      | $125000000.00 | 0.95%             | 2025-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                        | Macquarie Bank Ltd                             | CUSIP: 55607KWC6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  85000000 | PA      | $84245058.33  | 0.64%             | 2025-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY                  | Toronto-Dominion Bank/NY                       | CUSIP: 89115DS72<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  87750000 | PA      | $87750000.00  | 0.67%             | 2026-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Securities USA, Inc.      | TRSY 4.39                                      | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | Long             | RA               | CORP              | US        |  40000000 | PA      | $40000000.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                           | Nordea Bank Abp                                | CUSIP: 65557RGK0<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  50000000 | PA      | $50000000.00  | 0.38%             | 2025-09-19      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                       | CORP INV 4.39                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | FR        | 128000000 | PA      | $128000000.00 | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                    | Canadian Imperial Bank of Commerce             | CUSIP: 13606DDL3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-12-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                               | ING BANK NV                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | HK        | 150000000 | PA      | $150000000.00 | 1.14%             | 2025-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                           | Lloyds Bank PLC                                | CUSIP: 53943FXP5<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        | 128000000 | PA      | $126248960.00 | 0.96%             | 2025-10-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | TRSY 4.39                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | EQTY 4.66                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        | 105000000 | PA      | $105000000.00 | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                      | ING US Funding LLC                             | CUSIP: 44988KLP2<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             | 2025-08-22      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                  | Britannia Funding Co LLC                       | CUSIP: 11042LVK3<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |  21000000 | PA      | $20873090.00  | 0.16%             | 2025-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                     | EQTY 4.73                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  70000000 | PA      | $70000000.00  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Antalis SA                                | Antalis SA                                     | CUSIP: 03664AV70<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |  83250000 | PA      | $82871813.75  | 0.63%             | 2025-08-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                        | CUSIP: 05571BYA5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        | 100000000 | PA      | $98390333.33  | 0.75%             | 2025-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BK NEW YORK                   | NORINCHUKIN BK NEW YORK                        | CUSIP: 65603A6V8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 145000000 | PA      | $145000000.00 | 1.10%             | 2025-07-02      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                     | EQTY 4.78                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  40000000 | PA      | $40000000.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                       | Wells Fargo Bank NA                            | CUSIP: 95001KTH7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.15%             | 2026-03-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Mackinac Funding Co LLC                   | Mackinac Funding Co LLC                        | CUSIP: 55458EV64<br>LEI: 549300DSZ0UOZX6UNF02 | Long             | STIV             | CORP              | US        |  74500000 | PA      | $74172200.00  | 0.56%             | 2025-08-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp                           | CUSIP: 9612C46U0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        | 100000000 | PA      | $100000000.00 | 0.76%             | 2026-02-04      | Floating      | 4.66%                 | 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        | 274261000 | PA      | $274261000.00 | 2.08%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                      | Barclays Bank PLC/NY                           | CUSIP: 06745GCH2<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |  90000000 | PA      | $90000000.00  | 0.68%             | 2025-12-31      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                               | Citibank NA                                    | CUSIP: 17330QGW1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |  65000000 | PA      | $65000000.00  | 0.49%             | 2025-09-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                | BANQUE NATIONALE DU CANADA                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.            | EQTY 4.68                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S A N Y                   | BANCO SANTANDER S A N Y                        | CUSIP: 05973REM0<br>LEI: N/A                  | Long             | STIV             | CORP              | ES        |  55000000 | PA      | $55000000.00  | 0.42%             | 2025-11-13      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORP + INVT BK            | CREDIT AGRICOLE CORP + INVT BK                 | CUSIP: 22536JDB8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BK NEW YORK                   | NORINCHUKIN BK NEW YORK                        | CUSIP: 65603A6U0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-07-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK                       | TORONTO DOMINION BK                            | CUSIP: 89115DPT7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  70000000 | PA      | $70000000.00  | 0.53%             | 2025-11-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAV ENSKILDA BANK                   | Skandinaviska Enskilda Banken AB               | CUSIP: 83050WQZ0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |  33750000 | PA      | $33750000.00  | 0.26%             | 2026-05-08      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                   | Royal Bank of Canada/New York NY               | CUSIP: 78015JE86<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | CA        | 125000000 | PA      | $125000000.00 | 0.95%             | 2025-09-29      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Co LLC          | Concord Minutemen Capital Co LLC               | CUSIP: 2063C0U26<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | STIV             | CORP              | US        |  80000000 | PA      | $79990311.11  | 0.61%             | 2025-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                               | ING BANK NV                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | HK        | 175000000 | PA      | $175000000.00 | 1.33%             | 2025-07-02      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                   | Sumitomo Mitsui Banking Corp/New York          | CUSIP: 86565GKG4<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        | 123500000 | PA      | $123500000.00 | 0.94%             | 2025-08-05      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT INDL ET COML INSTL CTF             | CREDIT INDL ET COML INSTL CTF                  | CUSIP: 22536WLP9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  63750000 | PA      | $63750000.00  | 0.48%             | 2026-02-17      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                       | CORP INV 4.39                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | FR        |  51000000 | PA      | $51000000.00  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.              | CORP INV 4.47                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        | 115000000 | PA      | $115000000.00 | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO BK LTD NEW YORK BRH INS            | MIZUHO BK LTD NEW YORK BRH INS                 | CUSIP: 60710TP21<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 125000000 | PA      | $125000000.00 | 0.95%             | 2025-10-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI BANK L                  | National Australia Bank Ltd                    | CUSIP: 63254GS63<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  50000000 | PA      | $49987677.63  | 0.38%             | 2025-10-21      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                   | Canadian Imperial Bank of Commerce/New York NY | CUSIP: 13606DEZ1<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |  75000000 | PA      | $75000000.00  | 0.57%             | 2026-02-11      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CREDIT INDUST ET COMM NY                  | Credit Industriel et Commercial/New York       | CUSIP: 22536WCL8<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-10-14      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp                           | CUSIP: 9612C46Y2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  29000000 | PA      | $28995188.38  | 0.22%             | 2026-03-05      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK, LTD. NEW YORK BRA            | MIZUHO BANK, LTD. NEW YORK BRA                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 200000000 | PA      | $200000000.00 | 1.52%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE CENTRALE                     | COOPERATIEVE CENTRALE                          | CUSIP: 21684XY67<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        | 108000000 | PA      | $108000000.00 | 0.82%             | 2025-12-03      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BK NEW YORK                   | NORINCHUKIN BK NEW YORK                        | CUSIP: 65603A4Z1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-08-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Aquitaine Funding Co LLC                  | Aquitaine Funding Co LLC                       | CUSIP: 03843LU14<br>LEI: 549300RM1I17W1XLUM92 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | MTGE 4.4                                       | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        | 114031000 | PA      | $114031000.00 | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities, Inc.                       | CORP INV 4.4                                   | CUSIP: 000000000<br>LEI: 5493006RJSLS5DA4PD75 | Long             | RA               | CORP              | US        | 111000000 | PA      | $111000000.00 | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd | Australia & New Zealand Banking Group Ltd      | CUSIP: 05253AV72<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        | 100000000 | PA      | $99550861.11  | 0.76%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                  | Svenska Handelsbanken/New York NY              | CUSIP: 86959TLJ3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        | 100000000 | PA      | $100000000.00 | 0.76%             | 2025-08-26      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                               | KBC BANK NV                                    | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | STIV             | CORP              | GB        | 450000000 | PA      | $450000000.00 | 3.42%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK N.V.                        | ABN AMRO BANK N.V.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        | 150000000 | PA      | $150000000.00 | 1.14%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                      | Royal Bank of Canada                           | CUSIP: 78013WB25<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        |  98500000 | PA      | $95955745.00  | 0.73%             | 2026-02-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT INDL ET COML INSTL CTF             | CREDIT INDL ET COML INSTL CTF                  | CUSIP: 22536WKN5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             | 2025-08-13      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd | Australia & New Zealand Banking Group Ltd      | CUSIP: 05253AU99<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  51250000 | PA      | $51200002.78  | 0.39%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEGACY CAPITAL LLC                        | Legacy Capital Co LLC                          | CUSIP: 52473GEP4<br>LEI: 549300R17K287CL1GQ68 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.38%             | 2025-09-26      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

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

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer