# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-057221
**Filing Date:** 2026-6
**Character Count:** 85091
**Document Hash:** 54033b5fcdf72f5f95b5914efcf04656
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057221.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057221

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET INSTITUTIONAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001107414

**ORGANIZATION NAME:**
- **EIN:** 046910804
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 261067185

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

## Series and Classes Contracts Data

### State Street Prime Money Market ETF (Series ID: S000100105)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000269915 | State Street Prime Money Market ETF | MMK             |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001107414

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Prime Money Market ETF

**LEI of Series:** 9845000684ADA4E9C818

**EDGAR Series Identifier:** S000100105

**Total number of share classes in the series:** 1

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                      | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA  |  |
| Administrator                 | SSGA Funds Management, Inc.                      |  |
| Transfer Agent                | State Street Bank & Trust Co.<br>CIK: 0000839287 | 085-05003         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-30810

- **Is this a Feeder Fund?:** No

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Prime

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** No

- **WAM:** 44 days

- **WAL:** 82 days

- **Total Value of Portfolio Securities:** $25048422.81

- **Amortized Cost of Portfolio Securities:** $25052071.13

- **Cash:** $838.14

- **Total Other Assets:** $27336.41

- **Total Liabilities:** $3609.34

- **Net Assets of Series:** $25072988.02

- **Number of Shares Outstanding (Series):** 250000.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $10511901.37              | $12711163.41               | 41.9000%                  | 50.6700%                   |
| 2026-05-04 | $11118307.38              | $12718048.92               | 44.3200%                  | 50.6900%                   |
| 2026-05-05 | $10423403.36              | $12722790.15               | 41.5400%                  | 50.7100%                   |
| 2026-05-06 | $10750188.94              | $12649766.73               | 42.9700%                  | 50.5600%                   |
| 2026-05-07 | $10303267.82              | $12802674.56               | 41.1800%                  | 51.1700%                   |
| 2026-05-08 | $10104683.22              | $12804011.26               | 40.1300%                  | 50.8500%                   |
| 2026-05-11 | $10557593.23              | $12657369.05               | 42.1800%                  | 50.5600%                   |
| 2026-05-12 | $10061445.74              | $12660857.33               | 40.1900%                  | 50.5700%                   |
| 2026-05-13 | $10762634.76              | $12662214.47               | 42.9900%                  | 50.5700%                   |
| 2026-05-14 | $10567892.03              | $12667295.32               | 42.2000%                  | 50.5900%                   |
| 2026-05-15 | $10370194.91              | $13019265.02               | 41.4000%                  | 51.9800%                   |
| 2026-05-18 | $10870720.28              | $13170141.67               | 42.5600%                  | 51.5600%                   |
| 2026-05-19 | $10370595.34              | $13169716.91               | 40.6000%                  | 51.5600%                   |
| 2026-05-20 | $10671790.48              | $13171146.99               | 41.7800%                  | 51.5600%                   |
| 2026-05-21 | $10330012.05              | $12679291.38               | 41.2300%                  | 50.6100%                   |
| 2026-05-22 | $11232093.39              | $12681667.11               | 44.8100%                  | 50.6000%                   |
| 2026-05-26 | $10487947.54              | $12687359.44               | 41.8400%                  | 50.6100%                   |
| 2026-05-27 | $10797737.29              | $12697318.51               | 43.0700%                  | 50.6500%                   |
| 2026-05-28 | $10599246.33              | $12698653.62               | 42.2700%                  | 50.6500%                   |
| 2026-05-29 | $9808029.26               | $12707103.68               | 39.1100%                  | 50.6700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.8200%             |
| 2026-05-04 | 3.8200%             |
| 2026-05-05 | 3.8200%             |
| 2026-05-06 | 3.8100%             |
| 2026-05-07 | 3.8100%             |
| 2026-05-08 | 3.7900%             |
| 2026-05-11 | 3.7900%             |
| 2026-05-12 | 3.7900%             |
| 2026-05-13 | 3.7900%             |
| 2026-05-14 | 3.7800%             |
| 2026-05-15 | 3.7700%             |
| 2026-05-18 | 3.7700%             |
| 2026-05-19 | 3.7600%             |
| 2026-05-20 | 3.7600%             |
| 2026-05-21 | 3.7500%             |
| 2026-05-22 | 3.7500%             |
| 2026-05-26 | 3.7500%             |
| 2026-05-27 | 3.7600%             |
| 2026-05-28 | 3.7700%             |
| 2026-05-29 | 3.7900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 100.0126                    |
|  |  |
| 2026-05-04 | 100.0277                    |
|  |  |
| 2026-05-05 | 100.0373                    |
|  |  |
| 2026-05-06 | 100.0507                    |
|  |  |
| 2026-05-07 | 100.0617                    |
|  |  |
| 2026-05-08 | 100.0842                    |
|  |  |
| 2026-05-11 | 100.0994                    |
|  |  |
| 2026-05-12 | 100.1085                    |
|  |  |
| 2026-05-13 | 100.1182                    |
|  |  |
| 2026-05-14 | 100.1287                    |
|  |  |
| 2026-05-15 | 100.1516                    |
|  |  |
| 2026-05-18 | 100.1677                    |
|  |  |
| 2026-05-19 | 100.1782                    |
|  |  |
| 2026-05-20 | 100.1878                    |
|  |  |
| 2026-05-21 | 100.1972                    |
|  |  |
| 2026-05-22 | 100.2276                    |
|  |  |
| 2026-05-26 | 100.2467                    |
|  |  |
| 2026-05-27 | 100.2568                    |
|  |  |
| 2026-05-28 | 100.2665                    |
|  |  |
| 2026-05-29 | 100.2920                    |
|  |  |

## Part B: Class-Level Information about the Fund

### Class: Single Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $25072988.02

- **Number of Shares Outstanding:** 250000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 100.0126        |
|  |  |
| 2026-05-04 | 100.0277        |
|  |  |
| 2026-05-05 | 100.0373        |
|  |  |
| 2026-05-06 | 100.0507        |
|  |  |
| 2026-05-07 | 100.0617        |
|  |  |
| 2026-05-08 | 100.0842        |
|  |  |
| 2026-05-11 | 100.0994        |
|  |  |
| 2026-05-12 | 100.1085        |
|  |  |
| 2026-05-13 | 100.1182        |
|  |  |
| 2026-05-14 | 100.1287        |
|  |  |
| 2026-05-15 | 100.1516        |
|  |  |
| 2026-05-18 | 100.1677        |
|  |  |
| 2026-05-19 | 100.1782        |
|  |  |
| 2026-05-20 | 100.1878        |
|  |  |
| 2026-05-21 | 100.1972        |
|  |  |
| 2026-05-22 | 100.2276        |
|  |  |
| 2026-05-26 | 100.2467        |
|  |  |
| 2026-05-27 | 100.2568        |
|  |  |
| 2026-05-28 | 100.2665        |
|  |  |
| 2026-05-29 | 100.2920        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6400%           |
| 2026-05-04 | 3.6400%           |
| 2026-05-05 | 3.6400%           |
| 2026-05-06 | 3.6300%           |
| 2026-05-07 | 3.6300%           |
| 2026-05-08 | 3.6100%           |
| 2026-05-11 | 3.6100%           |
| 2026-05-12 | 3.6100%           |
| 2026-05-13 | 3.6100%           |
| 2026-05-14 | 3.6000%           |
| 2026-05-15 | 3.5900%           |
| 2026-05-18 | 3.5900%           |
| 2026-05-19 | 3.5800%           |
| 2026-05-20 | 3.5800%           |
| 2026-05-21 | 3.5700%           |
| 2026-05-22 | 3.5700%           |
| 2026-05-26 | 3.5700%           |
| 2026-05-27 | 3.5800%           |
| 2026-05-28 | 3.5900%           |
| 2026-05-29 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 94.5700%         | 94.5700%             |

## Part C: Schedule of Portfolio Securities

### Security 1: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC 3.700070%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0347M3F25, C.4 - ISIN: US0347M3F257, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $349857.45
- **C.18.a - Value (excl. sponsor support):** $349857.45
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: Australia & New Zealand Banking Group Ltd

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd 3.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CH41, C.4 - ISIN: US05253CH415, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $347554.24
- **C.18.a - Value (excl. sponsor support):** $347554.24
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Australia & New Zealand Banking Group Ltd

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd 3.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CKN5, C.4 - ISIN: US05253CKN55, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $344595.72
- **C.18.a - Value (excl. sponsor support):** $344595.72
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: BPCE

- **C.1 - Title:** BPCE 3.710000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CG70, C.4 - ISIN: US05571CG701, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $348593.67
- **C.18.a - Value (excl. sponsor support):** $348593.67
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BNP Paribas

- **C.1 - Title:** BNP Paribas 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DP56, C.4 - ISIN: US05593DP563, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $299993.31
- **C.18.a - Value (excl. sponsor support):** $299993.31
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-12-23
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.099900%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WYL2, C.4 - ISIN: US06051WYL26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $249979.70
- **C.18.a - Value (excl. sponsor support):** $249979.70
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMQ2, C.4 - ISIN: US06418NMQ24, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $349998.32
- **C.18.a - Value (excl. sponsor support):** $349998.32
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Barclays Bank UK PLC

- **C.1 - Title:** Barclays Bank UK PLC 3.640110%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RF45, C.4 - ISIN: US06744RF455, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $149908.59
- **C.18.a - Value (excl. sponsor support):** $149908.59
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Barclays Bank PLC NY

- **C.1 - Title:** Barclays Bank PLC NY 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJE2, C.4 - ISIN: US06745GJE26, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $350104.69
- **C.18.a - Value (excl. sponsor support):** $350104.69
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSW3, C.4 - ISIN: US13606DSW38, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $249483.60
- **C.18.a - Value (excl. sponsor support):** $249483.60
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-02-25
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC 3.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DHA5, C.4 - ISIN: US19767DHA54, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $347303.99
- **C.18.a - Value (excl. sponsor support):** $347303.99
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 3.810000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FFF7, C.4 - ISIN: US20272FFF71, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $350043.96
- **C.18.a - Value (excl. sponsor support):** $350043.96
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Credit Industriel et Commercial

- **C.1 - Title:** Credit Industriel et Commercial 3.690000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MHK7, C.4 - ISIN: US22536MHK71, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $247839.58
- **C.18.a - Value (excl. sponsor support):** $247839.58
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Credit Industriel et Commercial

- **C.1 - Title:** Credit Industriel et Commercial 4.089900%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WQS8, C.4 - ISIN: US22536WQS88, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $299885.88
- **C.18.a - Value (excl. sponsor support):** $299885.88
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-04-27
- **C.12 - Maturity Date (WAL):** 2027-04-27
- **C.13 - Final Legal Maturity Date:** 2027-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: DBS Bank Ltd

- **C.1 - Title:** DBS Bank Ltd 3.780000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EG72, C.4 - ISIN: US23305EG724, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $248992.50
- **C.18.a - Value (excl. sponsor support):** $248992.50
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: DnB Bank ASA

- **C.1 - Title:** DnB Bank ASA 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HYH5, C.4 - ISIN: US23345HYH55, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $250002.93
- **C.18.a - Value (excl. sponsor support):** $250002.93
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC 3.699980%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JF21, C.4 - ISIN: US39014JF212, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $249898.18
- **C.18.a - Value (excl. sponsor support):** $249898.18
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: HSBC Bank PLC

- **C.1 - Title:** HSBC Bank PLC 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FWB1, C.4 - ISIN: US40433FWB11, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $350153.23
- **C.18.a - Value (excl. sponsor support):** $350153.23
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: HSBC Bank PLC

- **C.1 - Title:** HSBC Bank PLC 3.980000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FWJ4, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $149994.41
- **C.18.a - Value (excl. sponsor support):** $149994.41
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Helvetica Funding Company LLC

- **C.1 - Title:** Helvetica Funding Company LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 42351CM31, C.4 - ISIN: US42351CM313, C.3 - LEI: 9845008D80E44E0A7B98
- **C.18 - Value (incl. sponsor support):** $342931.79
- **C.18.a - Value (excl. sponsor support):** $342931.79
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-03
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: ING Bank NV

- **C.1 - Title:** ING Bank NV 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687UMJ4, C.4 - ISIN: US45687UMJ42, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $342247.89
- **C.18.a - Value (excl. sponsor support):** $342247.89
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Ionic Funding LLC Series MCP I

- **C.1 - Title:** Ionic Funding LLC Series MCP I 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221WF59, C.4 - ISIN: US46221WF597, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $349745.48
- **C.18.a - Value (excl. sponsor support):** $349745.48
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Mackinac Funding Company LLC

- **C.1 - Title:** Mackinac Funding Company LLC 3.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FHA8, C.4 - ISIN: US55458FHA84, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $347296.92
- **C.18.a - Value (excl. sponsor support):** $347296.92
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Mackinac Funding Company LLC

- **C.1 - Title:** Mackinac Funding Company LLC 3.750000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FJ16, C.4 - ISIN: US55458FJ160, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $395964.28
- **C.18.a - Value (excl. sponsor support):** $395964.28
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Mizuho Bank Ltd

- **C.1 - Title:** Mizuho Bank Ltd 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AA52, C.4 - ISIN: US60701AA521, C.3 - LEI: 51KMXRLB0RIEGI0WJN58
- **C.18 - Value (incl. sponsor support):** $350022.26
- **C.18.a - Value (excl. sponsor support):** $350022.26
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: National Australia Bank Ltd

- **C.1 - Title:** National Australia Bank Ltd 3.810000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3H6, C.4 - ISIN: US63254G3H60, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $350049.77
- **C.18.a - Value (excl. sponsor support):** $350049.77
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: National Australia Bank Ltd

- **C.1 - Title:** National Australia Bank Ltd 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3Y9, C.4 - ISIN: US63254G3Y93, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250100.20
- **C.18.a - Value (excl. sponsor support):** $250100.20
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp 3.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KGL2, C.4 - ISIN: US65558KGL26, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $348090.19
- **C.18.a - Value (excl. sponsor support):** $348090.19
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Nordea Bank AB

- **C.1 - Title:** Nordea Bank AB 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WRL4, C.4 - ISIN: US65558WRL45, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $350224.46
- **C.18.a - Value (excl. sponsor support):** $350224.46
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Norinchukin Bank

- **C.1 - Title:** Norinchukin Bank 3.669900%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BLF4, C.4 - ISIN: US65603BLF49, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $249999.65
- **C.18.a - Value (excl. sponsor support):** $249999.65
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Norinchukin Bank

- **C.1 - Title:** Norinchukin Bank 3.669900%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BLG2, C.4 - ISIN: US65603BLG22, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $350000.84
- **C.18.a - Value (excl. sponsor support):** $350000.84
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Oversea-Chinese Banking Corp Ltd

- **C.1 - Title:** Oversea-Chinese Banking Corp Ltd 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NNW1, C.4 - ISIN: US69033NNW10, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $349995.87
- **C.18.a - Value (excl. sponsor support):** $349995.87
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Park Avenue Collateralized Notes Co. LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co. LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RHM8, C.4 - ISIN: US70018RHM88, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $350042.25
- **C.18.a - Value (excl. sponsor support):** $350042.25
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.790000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSM0, C.4 - ISIN: US78014XSM01, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $349988.70
- **C.18.a - Value (excl. sponsor support):** $349988.70
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSP3, C.4 - ISIN: US78014XSP32, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $350070.14
- **C.18.a - Value (excl. sponsor support):** $350070.14
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 3.640000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UHB7, C.4 - ISIN: US83050UHB70, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $347257.37
- **C.18.a - Value (excl. sponsor support):** $347257.37
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Sumitomo Mitsui Banking Corp

- **C.1 - Title:** Sumitomo Mitsui Banking Corp 3.820000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KDA7, C.4 - ISIN: US86564KDA79, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $350001.07
- **C.18.a - Value (excl. sponsor support):** $350001.07
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Swedbank AB

- **C.1 - Title:** Swedbank AB 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YGK8, C.4 - ISIN: US87020YGK82, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $350033.85
- **C.18.a - Value (excl. sponsor support):** $350033.85
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-11
- **C.13 - Final Legal Maturity Date:** 2027-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Toyota Motor Credit Corp

- **C.1 - Title:** Toyota Motor Credit Corp 3.720000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HHQ0, C.4 - ISIN: US89233HHQ02, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $346756.24
- **C.18.a - Value (excl. sponsor support):** $346756.24
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248006.99
- **C.18.a - Value (excl. sponsor support):** $248006.99
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247830.76
- **C.18.a - Value (excl. sponsor support):** $247830.76
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.611990%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246768.19
- **C.18.a - Value (excl. sponsor support):** $246768.19
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.615500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245693.50
- **C.18.a - Value (excl. sponsor support):** $245693.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: Mizuho Securities USA Inc Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Inc Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922FHA002, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: 922FHA002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $1031700.00        | $1020338.11        | U.S. Treasuries (including strips) |

### Security 45: Verto Capital I - Compartment D

- **C.1 - Title:** Verto Capital I - Compartment D 3.719930%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541DF41, C.4 - ISIN: US92541DF419, C.3 - LEI: 6354002PK2XXIMVH8H29
- **C.18 - Value (incl. sponsor support):** $249845.05
- **C.18.a - Value (excl. sponsor support):** $249845.05
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: Verto Capital I - Compartment D

- **C.1 - Title:** Verto Capital I - Compartment D 3.719930%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541DF58, C.4 - ISIN: US92541DF583, C.3 - LEI: 6354002PK2XXIMVH8H29
- **C.18 - Value (incl. sponsor support):** $249819.18
- **C.18.a - Value (excl. sponsor support):** $249819.18
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: Verto Capital I - Compartment C

- **C.1 - Title:** Verto Capital I - Compartment C 3.700200%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XF10, C.4 - ISIN: US92544XF106, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $349891.68
- **C.18.a - Value (excl. sponsor support):** $349891.68
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: NatWest Markets Securities Inc. Tri Party Repo

- **C.1 - Title:** NatWest Markets Securities Inc. Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 929FGT005, C.3 - LEI: 549300WHU4EIHRP28H10, C.5 - Other ID: 929FGT005_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $1000900.00        | $1020022.79        | U.S. Treasuries (including strips) |

### Security 49: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNG000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2056-05-01      | 6.0000%  | 0.0000% | $994983.00         | $1020000.52        | Agency Mortgage-Backed Securities |

### Security 50: RBC Dominion Securities Inc. Tri Party Repo

- **C.1 - Title:** RBC Dominion Securities Inc. Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932UEV004, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 932UEV004_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-11-20      | 5.0751%  | 0.0000% | $63657.00          | $53576.43          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2028-08-31      | 4.3750%  | 0.0000% | $900.00            | $916.25            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 5.0251%  | 0.0000% | $1000.00           | $595.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 4.9251%  | 0.0000% | $1007.00           | $832.14            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 4.5000%  | 0.0000% | $6841.00           | $6587.17           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-04-20      | 5.5000%  | 0.0000% | $2221.00           | $1690.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-12-20      | 5.5000%  | 0.0000% | $998100.00         | $759579.77         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-06-20      | 6.5000%  | 0.0000% | $1090.00           | $851.40            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-04-20      | 4.0000%  | 0.0000% | $10783.00          | $9224.11           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $488.85            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $383.67            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2029-04-30      | 4.6250%  | 0.0000% | $14100.00          | $14369.77          | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL                      | 2052-07-01      | 5.0000%  | 0.0000% | $1130.00           | $702.81            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-05-01      | 6.5000%  | 0.0000% | $1314.00           | $856.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-25      | 4.6121%  | 0.0000% | $5031.00           | $4429.12           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2061-03-01      | 2.5000%  | 0.0000% | $9154.00           | $4615.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $698.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $43712.00          | $42366.60          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.88           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 4.5000%  | 0.0000% | $38165.00          | $36730.19          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.07           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $694.65            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-06-20      | 4.0000%  | 0.0000% | $192952.00         | $17570.30          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $101.39            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-02-20      | 3.5000%  | 0.0000% | $1000.00           | $358.53            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-03-20      | 2.0000%  | 0.0000% | $1021.00           | $493.13            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $691.27            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-08-20      | 4.5000%  | 0.0000% | $62876.00          | $57380.95          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-07-20      | 4.5000%  | 0.0000% | $1024.00           | $819.10            | Agency Mortgage-Backed Securities  |

### Security 51: Washington Morgan Capital Company LLC (Series A)

- **C.1 - Title:** Washington Morgan Capital Company LLC (Series A) 4.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930MG13, C.4 - ISIN: US93930MG131, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $249124.13
- **C.18.a - Value (excl. sponsor support):** $249124.13
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXA7, C.4 - ISIN: US95001KXA77, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $249843.70
- **C.18.a - Value (excl. sponsor support):** $249843.70
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Westpac Banking Corp

- **C.1 - Title:** Westpac Banking Corp 3.830000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1RG4, C.4 - ISIN: US9612C1RG48, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $337596.46
- **C.18.a - Value (excl. sponsor support):** $337596.46
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 975LUZ005, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 975LUZ005_4.05_0911
- **C.18 - Value (incl. sponsor support):** $250000.00
- **C.18.a - Value (excl. sponsor support):** $250000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| CENTERPOINT ENERGY INC | 2029-09-15      | 3.3692%  | 0.0000% | $5.00              | $165.01            | Other Instrument |
| BITCOIN INFRASTRUCTUR  | 2030-11-06      | NA       | 0.0000% | $74.00             | $25.16             | Equities         |
| COREWEAVE INC          | 2032-10-01      | 1.7500%  | 0.0000% | $245000.00         | $287308.44         | Other Instrument |

### Security 55: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 976GZE007, C.3 - LEI: 5493006RJSLS5DA4PD75, C.5 - Other ID: 976GZE007_3.72_0601
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| REGAL REXNORD CORP       | 2030-02-15      | 6.3000%  | 0.0000% | $94000.00          | $99738.70          | Corporate Debt Securities |
| QORVO INC                | 2031-04-01      | 3.3750%  | 0.0000% | $108000.00         | $99339.21          | Corporate Debt Securities |
| 1011778 BC / NEW RED FIN | 2029-09-15      | 5.6250%  | 0.0000% | $98000.00          | $99838.73          | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM COR | 2039-06-15      | 7.9500%  | 0.0000% | $81000.00          | $99714.78          | Corporate Debt Securities |
| MEDLINE BORROWER/MEDL CO | 2029-04-01      | 6.2500%  | 0.0000% | $96000.00          | $99502.03          | Corporate Debt Securities |
| GLP CAPITAL LP / FIN II  | 2033-02-15      | 5.2500%  | 0.0000% | $100000.00         | $99697.67          | Corporate Debt Securities |
| XPO INC                  | 2028-06-01      | 6.2500%  | 0.0000% | $37000.00          | $38642.16          | Corporate Debt Securities |
| ENTEGRIS INC             | 2029-04-15      | 4.7500%  | 0.0000% | $100000.00         | $99868.56          | Corporate Debt Securities |
| EDISON INTERNATIONAL     | 2031-03-15      | 4.8000%  | 0.0000% | $101000.00         | $99511.26          | Corporate Debt Securities |
| ANTERO RESOURCES CORP    | 2036-02-01      | 5.4000%  | 0.0000% | $99000.00          | $99438.57          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC | 2036-01-31      | 5.3500%  | 0.0000% | $100000.00         | $99558.36          | Corporate Debt Securities |
| WMG ACQUISITION CORP     | 2030-07-15      | 3.8750%  | 0.0000% | $103000.00         | $99186.28          | Corporate Debt Securities |
| FS KKR CAPITAL CORP      | 2027-07-15      | 3.2500%  | 0.0000% | $17000.00          | $16739.68          | Corporate Debt Securities |

### Security 56: Citigroup Global Markets Inc Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 985TJH009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJH009_4.02_0918
- **C.18 - Value (incl. sponsor support):** $250000.00
- **C.18.a - Value (excl. sponsor support):** $250000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| RIVIAN AUTO INC     | 2029-03-15      | 4.6250%  | 0.0000% | $29000.00          | $32465.70          | Other Instrument |
| ETSY INC            | 2028-06-15      | 0.2500%  | 0.0000% | $1000.00           | $909.24            | Other Instrument |
| BILL HOLDINGS INC   | 2030-04-01      | NA       | 0.0000% | $284000.00         | $249153.20         | Other Instrument |
| SHIFT4 PAYMENTS INC | 2027-08-01      | 0.5000%  | 0.0000% | $1000.00           | $947.94            | Other Instrument |
| ZSCALER INC.        | 2028-07-15      | NA       | 0.0000% | $5000.00           | $4572.50           | Other Instrument |

### Security 57: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.619900%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: 996JWN000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| ASIAN DEVELOPMENT BANK           | 2029-09-19      | 1.7500%  | 0.0000% | $5000.00           | $4654.06           | Other Instrument                  |
| INTL BK RECON & DEVELOP          | 2029-09-21      | 3.6250%  | 0.0000% | $2000.00           | $1982.91           | Other Instrument                  |
| FREDDIE MAC GOLD POOL            | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $234.06            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $661.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-25      | 4.8121%  | 0.0000% | $1002.00           | $956.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2050-11-01      | 2.5000%  | 0.0000% | $8019.00           | $3967.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $821.60            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-06-01      | 3.0000%  | 0.0000% | $920788.00         | $762011.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-04-20      | 6.5000%  | 0.0000% | $19216.00          | $20427.87          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 5.0000%  | 0.0000% | $207390.00         | $204851.45         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-08-20      | 4.7051%  | 0.0000% | $1000.00           | $938.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 5.1251%  | 0.0000% | $1023.00           | $378.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 5.0751%  | 0.0000% | $1000.00           | $378.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-05-20      | 3.6249%  | 0.0000% | $100000.00         | $3786.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-12-20      | 5.0551%  | 0.0000% | $1000.00           | $606.25            | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-10-20      | 4.7251%  | 0.0000% | $1000.00           | $724.47            | Agency Mortgage-Backed Securities |
| INTER-AMERICAN DEVEL BK          | 2034-07-17      | 4.3750%  | 0.0000% | $1000.00           | $1015.22           | Other Instrument                  |
| INTL BK RECON & DEVELOP          | 2035-08-27      | 4.3750%  | 0.0000% | $1000.00           | $1005.75           | Other Instrument                  |
| INTL BK RECON & DEVELOP          | 2031-02-10      | 1.2500%  | 0.0000% | $11000.00          | $9682.80           | Other Instrument                  |
| ASIAN DEVELOPMENT BANK           | 2033-06-14      | 3.8750%  | 0.0000% | $1000.00           | $991.03            | Other Instrument                  |

### Security 58: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_3.62_0601
- **C.18 - Value (incl. sponsor support):** $469000.00
- **C.18.a - Value (excl. sponsor support):** $469000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL               | 2038-02-01      | 6.0000%  | 0.0000% | $5378470.00        | $32984.40          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-04-20      | 4.5251%  | 0.0000% | $277619.00         | $268944.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 3.0000%  | 0.0000% | $125000.00         | $110330.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2035-08-20      | 5.0000%  | 0.0000% | $1829801.00        | $69802.52          | Agency Mortgage-Backed Securities |

### Security 59: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 99VDNE005_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 7.9800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE REMICS              | 2055-02-25      | 1.0000%  | 0.0000% | $176815.00         | $3485.08           | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2056-06-25      | 1.1200%  | 0.0000% | $25000000.00       | $628111.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-09-16      | 6.6597%  | 0.0000% | $79994.00          | $413.57            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-05-20      | 2.6059%  | 0.0000% | $18642240.00       | $804383.99         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 5.7500%  | 0.0000% | $413900.00         | $419752.64         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | 1.0000%  | 0.0000% | $1100000.00        | $19413.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-09-20      | 5.7500%  | 0.0000% | $9999990.00        | $184440.74         | Agency Mortgage-Backed Securities |

### Security 60: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99VDNF002, C.3 - LEI: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 99VDNF002_4.02_0911
- **C.18 - Value (incl. sponsor support):** $350000.00
- **C.18.a - Value (excl. sponsor support):** $350000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| COREWEAVE INC       | 2099-01-01      | NA       | 0.0000% | $8.00              | $854.88            | Equities                  |
| PLEXUS CORP         | 2099-01-01      | NA       | 0.0000% | $4.00              | $1071.56           | Equities                  |
| MEDLINE BORROWER LP | 2029-04-01      | 3.8750%  | 0.0000% | $409000.00         | $400277.28         | Corporate Debt Securities |
| MAXIMUS INC         | 2099-01-01      | NA       | 0.0000% | $3.00              | $188.64            | Equities                  |

### Security 61: ING Bank NV

- **C.1 - Title:** ING Bank NV 3.639900%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22JGF5, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $250000.00
- **C.18.a - Value (excl. sponsor support):** $250000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: National Bank Of Canada

- **C.1 - Title:** National Bank Of Canada 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22LA74, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $250000.00
- **C.18.a - Value (excl. sponsor support):** $250000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: ING Bank NV

- **C.1 - Title:** ING Bank NV 3.639900%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22M6Y8, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $200000.00
- **C.18.a - Value (excl. sponsor support):** $200000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Date:** 2026-06-05

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer