# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-022246
**Filing Date:** 2026-3
**Character Count:** 112204
**Document Hash:** e76103f23e9d30f7f424bd0360fd8f90
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022246.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022246

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729617

**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):** 2026-02-28

**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:** 42 days

- **WAL:** 86 days

- **Total Value of Portfolio Securities:** $25034893.32

- **Amortized Cost of Portfolio Securities:** $25037025.62

- **Cash:** $106.81

- **Total Other Assets:** $12296.49

- **Total Liabilities:** $2344.31

- **Net Assets of Series:** $25044952.31

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-02-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-02-04 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-02-05 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-02-06 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-02-09 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-02-10 | $25000000.00              | $25000000.00               | 100.0000%                 | 100.0000%                  |
| 2026-02-11 | $15384663.44              | $15984458.32               | 58.2800%                  | 60.5500%                   |
| 2026-02-12 | $13947862.31              | $14547682.49               | 53.4300%                  | 55.7300%                   |
| 2026-02-13 | $11407076.25              | $13456056.59               | 44.9700%                  | 53.0500%                   |
| 2026-02-17 | $10412210.80              | $13457464.13               | 41.2100%                  | 53.2600%                   |
| 2026-02-18 | $10160905.13              | $12960221.65               | 40.6100%                  | 51.8000%                   |
| 2026-02-19 | $11612968.36              | $12962608.45               | 46.4100%                  | 51.8000%                   |
| 2026-02-20 | $10662477.50              | $13111660.92               | 42.6000%                  | 52.3800%                   |
| 2026-02-23 | $12152308.32              | $14101777.97               | 46.7000%                  | 54.2000%                   |
| 2026-02-24 | $11160815.22              | $13609966.90               | 43.7200%                  | 53.3100%                   |
| 2026-02-25 | $10562137.87              | $13361464.51               | 41.3700%                  | 52.3300%                   |
| 2026-02-26 | $11419856.09              | $12869444.13               | 45.6000%                  | 51.3900%                   |
| 2026-02-27 | $10419527.79              | $12968669.40               | 41.6000%                  | 51.7700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%             |
| 2026-02-03 | 0.0000%             |
| 2026-02-04 | 0.0000%             |
| 2026-02-05 | 0.0000%             |
| 2026-02-06 | 0.0000%             |
| 2026-02-09 | 0.0000%             |
| 2026-02-10 | 0.0000%             |
| 2026-02-11 | 3.7500%             |
| 2026-02-12 | 3.7600%             |
| 2026-02-13 | 3.7800%             |
| 2026-02-17 | 3.8000%             |
| 2026-02-18 | 3.8300%             |
| 2026-02-19 | 3.7900%             |
| 2026-02-20 | 3.8000%             |
| 2026-02-23 | 3.7900%             |
| 2026-02-24 | 3.8000%             |
| 2026-02-25 | 3.8000%             |
| 2026-02-26 | 3.8000%             |
| 2026-02-27 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.0000                      |
|  |  |
| 2026-02-03 | 0.0000                      |
|  |  |
| 2026-02-04 | 0.0000                      |
|  |  |
| 2026-02-05 | 0.0000                      |
|  |  |
| 2026-02-06 | 0.0000                      |
|  |  |
| 2026-02-09 | 0.0000                      |
|  |  |
| 2026-02-10 | 100.0000                    |
|  |  |
| 2026-02-11 | 100.0103                    |
|  |  |
| 2026-02-12 | 100.0174                    |
|  |  |
| 2026-02-13 | 100.0455                    |
|  |  |
| 2026-02-17 | 100.0668                    |
|  |  |
| 2026-02-18 | 100.0758                    |
|  |  |
| 2026-02-19 | 100.0860                    |
|  |  |
| 2026-02-20 | 100.1087                    |
|  |  |
| 2026-02-23 | 100.1248                    |
|  |  |
| 2026-02-24 | 100.1349                    |
|  |  |
| 2026-02-25 | 100.1451                    |
|  |  |
| 2026-02-26 | 100.1554                    |
|  |  |
| 2026-02-27 | 100.1798                    |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $25044952.31

- **Number of Shares Outstanding:** 250000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 100.0000        |
|  |  |
| 2026-02-11 | 100.0103        |
|  |  |
| 2026-02-12 | 100.0174        |
|  |  |
| 2026-02-13 | 100.0455        |
|  |  |
| 2026-02-17 | 100.0668        |
|  |  |
| 2026-02-18 | 100.0758        |
|  |  |
| 2026-02-19 | 100.0860        |
|  |  |
| 2026-02-20 | 100.1087        |
|  |  |
| 2026-02-23 | 100.1248        |
|  |  |
| 2026-02-24 | 100.1349        |
|  |  |
| 2026-02-25 | 100.1451        |
|  |  |
| 2026-02-26 | 100.1554        |
|  |  |
| 2026-02-27 | 100.1798        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $25000000.00              | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $25000000.00

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 3.5700%           |
| 2026-02-12 | 3.5800%           |
| 2026-02-13 | 3.6000%           |
| 2026-02-17 | 3.6200%           |
| 2026-02-18 | 3.6500%           |
| 2026-02-19 | 3.6100%           |
| 2026-02-20 | 3.6200%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6200%           |
| 2026-02-25 | 3.6200%           |
| 2026-02-26 | 3.6200%           |
| 2026-02-27 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 100.0000%            |

## 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: 0347M3C36, C.4 - ISIN: US0347M3C361, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $349856.36
- **C.18.a - Value (excl. sponsor support):** $349856.36
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 2: Antalis SA

- **C.1 - Title:** Antalis SA 3.710060%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BC61, C.4 - ISIN: US03664BC616, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $349746.36
- **C.18.a - Value (excl. sponsor support):** $349746.36
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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 3: Antalis SA

- **C.1 - Title:** Antalis SA 3.800000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BEB8, C.4 - ISIN: US03664BEB80, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $496147.20
- **C.18.a - Value (excl. sponsor support):** $496147.20
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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 4: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC 3.699980%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843MC20, C.4 - ISIN: US03843MC209, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $249922.45
- **C.18.a - Value (excl. sponsor support):** $249922.45
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: 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):** $344423.91
- **C.18.a - Value (excl. sponsor support):** $344423.91
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 6: 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):** $341694.26
- **C.18.a - Value (excl. sponsor support):** $341694.26
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 7: BPCE SA

- **C.1 - Title:** BPCE SA 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):** $345323.62
- **C.18.a - Value (excl. sponsor support):** $345323.62
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 8: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.970000%
- **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):** $349998.01
- **C.18.a - Value (excl. sponsor support):** $349998.01
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 9: Barclays Bank U.K. PLC

- **C.1 - Title:** Barclays Bank U.K. PLC 3.680020%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RC63, C.4 - ISIN: US06744RC635, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $249821.73
- **C.18.a - Value (excl. sponsor support):** $249821.73
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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 10: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC 3.750000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042ME61, C.4 - ISIN: US11042ME618, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $347534.04
- **C.18.a - Value (excl. sponsor support):** $347534.04
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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 11: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC 3.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MF52, C.4 - ISIN: US11042MF524, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $346447.85
- **C.18.a - Value (excl. sponsor support):** $346447.85
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? No, C.23 Categorized at Level 3? No

### Security 12: 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):** $250143.45
- **C.18.a - Value (excl. sponsor support):** $250143.45
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 13: 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):** $344123.96
- **C.18.a - Value (excl. sponsor support):** $344123.96
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 14: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 3.860000%
- **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):** $349999.65
- **C.18.a - Value (excl. sponsor support):** $349999.65
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 15: 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):** $245553.58
- **C.18.a - Value (excl. sponsor support):** $245553.58
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 16: DBS Bank Ltd.

- **C.1 - Title:** DBS Bank Ltd. 3.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EEE9, C.4 - ISIN: US23305EEE95, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $347250.86
- **C.18.a - Value (excl. sponsor support):** $347250.86
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **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: 39014JC32, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $249897.40
- **C.18.a - Value (excl. sponsor support):** $249897.40
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 18: HSBC Bank PLC

- **C.1 - Title:** HSBC Bank PLC 4.050000%
- **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):** $350201.15
- **C.18.a - Value (excl. sponsor support):** $350201.15
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC 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):** $346404.00
- **C.18.a - Value (excl. sponsor support):** $346404.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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? No, C.23 Categorized at Level 3? No

### Security 20: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC 3.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VCA2, C.4 - ISIN: US46222VCA26, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $349598.31
- **C.18.a - Value (excl. sponsor support):** $349598.31
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 21: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VEN2, C.4 - ISIN: US46222VEN29, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $346929.35
- **C.18.a - Value (excl. sponsor support):** $346929.35
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **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 22: Liberty Street Funding LLC

- **C.1 - Title:** Liberty Street Funding LLC 3.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UEB2, C.4 - ISIN: US53127UEB26, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $347370.94
- **C.18.a - Value (excl. sponsor support):** $347370.94
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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 23: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. 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):** $344123.96
- **C.18.a - Value (excl. sponsor support):** $344123.96
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 Co. LLC

- **C.1 - Title:** Mackinac Funding Co. 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):** $392398.80
- **C.18.a - Value (excl. sponsor support):** $392398.80
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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. 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AA52, C.4 - ISIN: US60701AA521, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $349984.71
- **C.18.a - Value (excl. sponsor support):** $349984.71
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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. 3.860000%
- **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):** $349971.23
- **C.18.a - Value (excl. sponsor support):** $349971.23
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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: 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):** $344872.50
- **C.18.a - Value (excl. sponsor support):** $344872.50
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 28: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp 4.030000%
- **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):** $350264.53
- **C.18.a - Value (excl. sponsor support):** $350264.53
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 29: Norinchukin Bank

- **C.1 - Title:** Norinchukin Bank 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BGS2, C.4 - ISIN: US65603BGS25, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $400003.12
- **C.18.a - Value (excl. sponsor support):** $400003.12
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **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 3.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BHC6, C.4 - ISIN: US65603BHC63, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $349999.48
- **C.18.a - Value (excl. sponsor support):** $349999.48
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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 31: Norinchukin Bank

- **C.1 - Title:** Norinchukin Bank 3.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BHE2, C.4 - ISIN: US65603BHE20, C.3 - LEI: 549300KQZJBM38M51L16
- **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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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 32: Reliance Funding Co. LLC

- **C.1 - Title:** Reliance Funding Co. LLC 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75946HD99, C.4 - ISIN: US75946HD995, C.3 - LEI: 984500FEC3CBFAFD4111
- **C.18 - Value (incl. sponsor support):** $497866.65
- **C.18.a - Value (excl. sponsor support):** $497866.65
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **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 33: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.840000%
- **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):** $349978.65
- **C.18.a - Value (excl. sponsor support):** $349978.65
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.960000%
- **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):** $349997.10
- **C.18.a - Value (excl. sponsor support):** $349997.10
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 35: 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):** $344108.63
- **C.18.a - Value (excl. sponsor support):** $344108.63
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 36: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.870000%
- **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):** $350000.94
- **C.18.a - Value (excl. sponsor support):** $350000.94
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: Swedbank AB

- **C.1 - Title:** Swedbank AB 3.940000%
- **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):** $350014.46
- **C.18.a - Value (excl. sponsor support):** $350014.46
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 38: 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):** $343601.58
- **C.18.a - Value (excl. sponsor support):** $343601.58
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 39: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247838.00
- **C.18.a - Value (excl. sponsor support):** $247838.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **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 40: 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):** $245660.53
- **C.18.a - Value (excl. sponsor support):** $245660.53
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 41: Mizuho Securities USA Inc Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Inc Tri Party Repo 3.660000%
- **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: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: 922FHA002_3.66_0302
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $771800.00         | $1020333.75        | U.S. Treasuries (including strips) |

### Security 42: 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: 92541DC69, C.4 - ISIN: US92541DC697, C.3 - LEI: 6354002PK2XXIMVH8H29
- **C.18 - Value (incl. sponsor support):** $249820.28
- **C.18.a - Value (excl. sponsor support):** $249820.28
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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 43: NatWest Markets Securities Inc. Tri Party Repo

- **C.1 - Title:** NatWest Markets Securities Inc. Tri Party Repo 3.660000%
- **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: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: 929FGT005_3.66_0302
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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 | 2027-05-31      | 2.6250%  | 0.0000% | $1024300.00        | $1020046.36        | U.S. Treasuries (including strips) |

### Security 44: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0302
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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 | 2026-02-28      | 4.6250%  | 0.0000% | $500.00            | $511.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $1002400.00        | $1019389.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |

### Security 45: RBC Dominion Securities Inc. Tri Party Repo

- **C.1 - Title:** RBC Dominion Securities Inc. Tri Party Repo 3.669900%
- **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_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 7.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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                     | 2055-08-01      | 7.0000%  | 0.0000% | $1218.00           | $1035.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 4.4615%  | 0.0000% | $1854.00           | $647.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.5000%  | 0.0000% | $394642.00         | $294306.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 5.5000%  | 0.0000% | $17213.00          | $17462.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 6.0000%  | 0.0000% | $1020.00           | $1049.64           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 3.0000%  | 0.0000% | $792096.00         | $708358.24         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $955.88            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $1239.00           | $869.70            | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2056-03-25      | 4.5792%  | 0.0000% | $1018588.00        | $1025276.46        | Agency Mortgage-Backed Securities |

### Security 46: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.970000%
- **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):** $249999.73
- **C.18.a - Value (excl. sponsor support):** $249999.73
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 47: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.060000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 975LUZ005, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 975LUZ005_4.06_0618
- **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:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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         |
|:---|:---|:---|:---|:---|:---|:---|
| STEM INC      | 2030-04-01      | 4.2500%  | 0.0000% | $724000.00         | $287598.94         | Other Instrument |

### Security 48: TD Securities USA Tri Party Repo

- **C.1 - Title:** TD Securities USA Tri Party Repo 3.729900%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 976GZE007, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 976GZE007_3.73_0302
- **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:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CAPITAL ONE FINANCIAL CO | 2027-11-02      | 1.8780%  | 0.0000% | $2000.00           | $1980.70           | Corporate Debt Securities |
| CAPITAL ONE FINANCIAL CO | 2031-10-30      | 7.6240%  | 0.0000% | $5000.00           | $5765.89           | Corporate Debt Securities |
| CAPITAL SOUTHWEST CORP   | 2030-09-18      | 5.9500%  | 0.0000% | $8000.00           | $8156.55           | Corporate Debt Securities |
| CARGILL INC              | 2026-06-24      | 4.5000%  | 0.0000% | $4000.00           | $4039.14           | Corporate Debt Securities |
| CHEVRON USA INC          | 2028-02-26      | 4.1558%  | 0.0000% | $2000.00           | $2013.21           | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC   | 2038-05-15      | 6.5000%  | 0.0000% | $2000.00           | $2325.57           | Corporate Debt Securities |
| CINCINNATI FINL CORP     | 2028-05-15      | 6.9200%  | 0.0000% | $5000.00           | $5402.28           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2045-06-15      | 4.1000%  | 0.0000% | $1000.00           | $897.08            | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2045-07-15      | 4.4000%  | 0.0000% | $4000.00           | $3680.23           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2045-07-15      | 4.4000%  | 0.0000% | $5000.00           | $4609.93           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2040-08-15      | 4.1000%  | 0.0000% | $4000.00           | $3608.51           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2045-09-15      | 4.2500%  | 0.0000% | $5000.00           | $4462.43           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2045-10-15      | 4.2500%  | 0.0000% | $4000.00           | $3635.39           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2044-06-21      | 6.0000%  | 0.0000% | $1000.00           | $1043.32           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2036-11-14      | 5.2000%  | 0.0000% | $10000.00          | $10119.98          | Corporate Debt Securities |
| KEYCORP                  | 2027-04-06      | 2.2500%  | 0.0000% | $1000.00           | $990.33            | Corporate Debt Securities |
| KIMBERLY-CLARK CORP      | 2029-04-25      | 3.2000%  | 0.0000% | $6000.00           | $5953.53           | Corporate Debt Securities |
| L3 TECHNOLOGIES INC      | 2028-06-15      | 4.4000%  | 0.0000% | $10000.00          | $10176.10          | Corporate Debt Securities |
| LEGG MASON INC           | 2026-03-15      | 4.7500%  | 0.0000% | $2000.00           | $2042.91           | Corporate Debt Securities |
| LOUISVILLE GAS & ELEC    | 2045-10-01      | 4.3750%  | 0.0000% | $2000.00           | $1765.39           | Corporate Debt Securities |
| MACQUARIE GROUP LTD      | 2033-01-14      | 2.8710%  | 0.0000% | $5000.00           | $4580.45           | Corporate Debt Securities |
| MACQUARIE BANK LTD       | 2026-12-07      | 5.3910%  | 0.0000% | $2000.00           | $2049.42           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2032-04-29      | 4.7500%  | 0.0000% | $5000.00           | $5066.65           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2034-03-28      | 5.5000%  | 0.0000% | $5000.00           | $5120.32           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2034-09-15      | 5.2500%  | 0.0000% | $5000.00           | $5118.55           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2034-09-29      | 4.9500%  | 0.0000% | $1000.00           | $1021.13           | Corporate Debt Securities |
| CNA FINANCIAL CORP       | 2027-08-15      | 3.4500%  | 0.0000% | $5000.00           | $4963.85           | Corporate Debt Securities |
| CVS HEALTH CORP          | 2038-03-25      | 4.7800%  | 0.0000% | $2000.00           | $1947.02           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK   | 2027-06-28      | 5.2370%  | 0.0000% | $4000.00           | $4106.85           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK   | 2029-03-30      | 4.7209%  | 0.0000% | $2000.00           | $2029.18           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK   | 2027-01-31      | NA       | 0.0000% | $2000.00           | $2005.23           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK   | 2034-02-28      | 5.0500%  | 0.0000% | $2000.00           | $2039.26           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK   | 2029-04-08      | 5.2600%  | 0.0000% | $4000.00           | $4228.76           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2040-11-15      | 4.0000%  | 0.0000% | $4000.00           | $3565.05           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2038-02-15      | 4.2500%  | 0.0000% | $1000.00           | $930.62            | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2035-05-15      | 4.2500%  | 0.0000% | $3000.00           | $2923.07           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2027-06-10      | 1.6500%  | 0.0000% | $4000.00           | $3882.40           | Corporate Debt Securities |
| CITIGROUP INC            | 2036-05-31      | 3.5000%  | 0.0000% | $2000.00           | $1889.58           | Corporate Debt Securities |
| CITIGROUP INC            | 2036-07-15      | 3.4000%  | 0.0000% | $9000.00           | $8012.22           | Corporate Debt Securities |
| CITIGROUP INC            | 2036-08-15      | 3.3500%  | 0.0000% | $7000.00           | $6114.34           | Corporate Debt Securities |
| CITIGROUP INC            | 2029-03-04      | 4.5816%  | 0.0000% | $3000.00           | $3034.99           | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP | 2030-02-06      | 2.5000%  | 0.0000% | $2000.00           | $1878.38           | Corporate Debt Securities |
| CORECIVIC INC            | 2027-10-15      | 4.7500%  | 0.0000% | $4000.00           | $4068.83           | Corporate Debt Securities |
| COREBRIDGE FINANCIAL INC | 2029-04-05      | 3.8500%  | 0.0000% | $2000.00           | $2010.93           | Corporate Debt Securities |
| UBS AG/NASSAU            | 2026-04-14      | 5.1785%  | 0.0000% | $5000.00           | $5030.93           | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP  | 2027-06-11      | 4.3116%  | 0.0000% | $8000.00           | $8112.05           | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2027-09-19      | 4.6904%  | 0.0000% | $7000.00           | $7033.27           | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2044-07-17      | 6.1000%  | 0.0000% | $10000.00          | $10102.08          | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2044-09-16      | 5.6500%  | 0.0000% | $1000.00           | $1022.34           | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2035-09-28      | 4.7500%  | 0.0000% | $7000.00           | $6957.27           | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2034-07-31      | 5.6500%  | 0.0000% | $4000.00           | $4018.59           | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2039-02-28      | 6.0000%  | 0.0000% | $2000.00           | $2059.71           | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2044-11-19      | 6.1000%  | 0.0000% | $1000.00           | $1016.80           | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2034-08-30      | 5.6500%  | 0.0000% | $5000.00           | $5141.82           | Corporate Debt Securities |
| CAPITAL ONE FINANCIAL CO | 2027-02-09      | 4.1000%  | 0.0000% | $8000.00           | $8024.32           | Corporate Debt Securities |
| DOW CHEMICAL CO/THE      | 2049-05-15      | 4.8000%  | 0.0000% | $11000.00          | $8856.43           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS    | 2045-06-01      | 3.7500%  | 0.0000% | $3000.00           | $2426.18           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS    | 2028-11-15      | 3.9500%  | 0.0000% | $10000.00          | $10142.72          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC | 2033-03-15      | 5.2500%  | 0.0000% | $5000.00           | $5350.88           | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC  | 2033-11-15      | 5.8750%  | 0.0000% | $8000.00           | $8802.53           | Corporate Debt Securities |
| EASTERN ENERGY GAS       | 2055-01-15      | 6.2000%  | 0.0000% | $3000.00           | $3209.20           | Corporate Debt Securities |
| EBAY INC                 | 2030-03-11      | 2.7000%  | 0.0000% | $3000.00           | $2875.56           | Corporate Debt Securities |
| BROWN & BROWN INC        | 2026-12-23      | 4.6000%  | 0.0000% | $2000.00           | $2026.58           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2038-04-24      | 4.2440%  | 0.0000% | $2000.00           | $1907.04           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2034-06-05      | 5.7500%  | 0.0000% | $2000.00           | $2018.53           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2034-10-31      | 5.2000%  | 0.0000% | $2000.00           | $2027.30           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2037-01-23      | 5.6000%  | 0.0000% | $6000.00           | $6046.51           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2037-04-21      | 5.5000%  | 0.0000% | $10000.00          | $10158.00          | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2040-05-01      | 6.0000%  | 0.0000% | $10000.00          | $10155.83          | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2040-06-20      | 5.7500%  | 0.0000% | $9000.00           | $9148.69           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2037-06-23      | 5.6500%  | 0.0000% | $1000.00           | $1009.00           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2037-12-04      | 5.0500%  | 0.0000% | $6000.00           | $5994.88           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2026-09-15      | 4.3116%  | 0.0000% | $3000.00           | $3032.46           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2029-06-15      | 4.5000%  | 0.0000% | $9000.00           | $9089.19           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2027-06-04      | 4.4786%  | 0.0000% | $9000.00           | $9134.61           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2026-12-11      | 5.2660%  | 0.0000% | $4000.00           | $4088.83           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2028-09-15      | 5.9000%  | 0.0000% | $5000.00           | $5145.80           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2027-09-20      | 4.2300%  | 0.0000% | $2000.00           | $2032.12           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2036-10-02      | 4.7500%  | 0.0000% | $5000.00           | $4976.76           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2029-10-22      | 5.0000%  | 0.0000% | $2000.00           | $2031.70           | Corporate Debt Securities |
| AT&T INC                 | 2034-02-15      | 5.4000%  | 0.0000% | $2000.00           | $2096.96           | Corporate Debt Securities |
| NATIONAL RURAL UTIL COOP | 2028-02-15      | 4.4500%  | 0.0000% | $3000.00           | $3002.56           | Corporate Debt Securities |
| AFLAC INC                | 2040-08-15      | 6.4500%  | 0.0000% | $4000.00           | $4495.28           | Corporate Debt Securities |
| AFLAC INC                | 2030-04-01      | 3.6000%  | 0.0000% | $3000.00           | $2996.52           | Corporate Debt Securities |
| EQUIFAX INC              | 2027-12-15      | 5.1000%  | 0.0000% | $6000.00           | $6167.16           | Corporate Debt Securities |
| FACTSET RESEARCH SYSTEMS | 2027-03-01      | 2.9000%  | 0.0000% | $8000.00           | $8008.22           | Corporate Debt Securities |
| F&G GLOBAL FUNDING       | 2027-04-11      | 2.3000%  | 0.0000% | $2000.00           | $1975.70           | Corporate Debt Securities |
| FAIRFAX FINANCIAL HLDGS  | 2026-04-15      | 8.3000%  | 0.0000% | $3000.00           | $3105.61           | Corporate Debt Securities |
| FEDEX CORP               | 2035-02-01      | 3.9000%  | 0.0000% | $2000.00           | $1905.29           | Corporate Debt Securities |
| CITADEL LP               | 2027-01-15      | 4.8750%  | 0.0000% | $10000.00          | $10073.27          | Corporate Debt Securities |
| CITIGROUP INC            | 2035-06-27      | 5.5000%  | 0.0000% | $2000.00           | $2030.97           | Corporate Debt Securities |
| CITIGROUP INC            | 2035-06-18      | 5.6000%  | 0.0000% | $5000.00           | $5086.12           | Corporate Debt Securities |
| CITIGROUP INC            | 2035-07-18      | 5.3500%  | 0.0000% | $1000.00           | $1011.82           | Corporate Debt Securities |
| CITIGROUP INC            | 2035-01-22      | 5.4500%  | 0.0000% | $2000.00           | $2013.06           | Corporate Debt Securities |
| CITIGROUP INC            | 2040-04-23      | 5.6000%  | 0.0000% | $4000.00           | $4059.64           | Corporate Debt Securities |
| CITIGROUP INC            | 2044-09-30      | 5.0000%  | 0.0000% | $3000.00           | $2872.85           | Corporate Debt Securities |
| CITIGROUP INC            | 2035-03-28      | 5.4500%  | 0.0000% | $1000.00           | $1030.22           | Corporate Debt Securities |
| CITIGROUP INC            | 2041-01-22      | 5.2000%  | 0.0000% | $5000.00           | $5040.98           | Corporate Debt Securities |
| CITIGROUP INC            | 2028-01-15      | 6.6250%  | 0.0000% | $8000.00           | $8466.79           | Corporate Debt Securities |
| CITIGROUP INC            | 2028-07-24      | 3.6680%  | 0.0000% | $6000.00           | $5990.71           | Corporate Debt Securities |
| CITIGROUP INC            | 2027-06-09      | 1.4620%  | 0.0000% | $10000.00          | $9958.98           | Corporate Debt Securities |
| CITIGROUP INC            | 2029-08-30      | 3.0000%  | 0.0000% | $5000.00           | $4909.32           | Corporate Debt Securities |
| CITIGROUP INC            | 2031-09-15      | 3.1250%  | 0.0000% | $2000.00           | $1890.33           | Corporate Debt Securities |
| CITIGROUP INC            | 2036-10-20      | 3.1250%  | 0.0000% | $4000.00           | $3601.42           | Corporate Debt Securities |
| CITIGROUP INC            | 2041-11-28      | 3.5000%  | 0.0000% | $1000.00           | $912.06            | Corporate Debt Securities |
| PAYPAL HOLDINGS INC      | 2029-10-01      | 2.8500%  | 0.0000% | $4000.00           | $3894.03           | Corporate Debt Securities |
| PRES & FELLOWS OF HARVAR | 2030-03-15      | 4.8870%  | 0.0000% | $10000.00          | $10607.52          | Corporate Debt Securities |
| PRIVATE EXPORT FUNDING   | 2034-02-15      | 4.6000%  | 0.0000% | $2000.00           | $2071.85           | Corporate Debt Securities |
| PROV ST JOSEPH HLTH OBL  | 2032-10-01      | 5.3690%  | 0.0000% | $3000.00           | $3165.31           | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC  | 2035-08-15      | 4.9000%  | 0.0000% | $1000.00           | $1019.63           | Corporate Debt Securities |
| PUGET ENERGY INC         | 2028-06-15      | 2.3790%  | 0.0000% | $10000.00          | $9669.18           | Corporate Debt Securities |
| Royal Bank of Canada     | 2038-07-19      | 6.0000%  | 0.0000% | $10000.00          | $10053.03          | Corporate Debt Securities |
| Royal Bank of Canada     | 2027-11-01      | 6.0000%  | 0.0000% | $3000.00           | $3162.94           | Corporate Debt Securities |
| S&P GLOBAL INC           | 2032-03-01      | 2.9000%  | 0.0000% | $4000.00           | $3768.35           | Corporate Debt Securities |
| CHARLES SCHWAB CORP      | 2031-03-11      | 1.6500%  | 0.0000% | $2000.00           | $1785.18           | Corporate Debt Securities |
| CHARLES SCHWAB CORP      | 2027-03-03      | 4.7741%  | 0.0000% | $2000.00           | $2038.75           | Corporate Debt Securities |
| SIXTH STREET SPECIALTY   | 2029-03-01      | 6.1250%  | 0.0000% | $2000.00           | $2095.43           | Corporate Debt Securities |
| Societe Generale         | 2039-05-17      | 6.0000%  | 0.0000% | $8000.00           | $8233.65           | Corporate Debt Securities |
| SOLVENTUM CORP           | 2031-03-13      | 5.4500%  | 0.0000% | $2000.00           | $2145.64           | Corporate Debt Securities |
| SYNOPSYS INC             | 2030-04-01      | 4.8500%  | 0.0000% | $2000.00           | $2085.06           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2030-03-15      | 5.1250%  | 0.0000% | $4000.00           | $4094.07           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2032-09-23      | 4.6000%  | 0.0000% | $5000.00           | $5090.69           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2040-11-13      | 5.1000%  | 0.0000% | $1000.00           | $992.98            | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA   | 2027-03-18      | 4.4607%  | 0.0000% | $4000.00           | $4036.19           | Corporate Debt Securities |
| HSBC USA INC             | 2027-06-28      | 3.7500%  | 0.0000% | $1000.00           | $997.24            | Corporate Debt Securities |
| HPS CORPORATE LENDING FU | 2029-09-30      | 6.2500%  | 0.0000% | $2000.00           | $2097.52           | Corporate Debt Securities |
| JOHN HANCOCK LIFE INSURA | 2028-06-15      | 5.0000%  | 0.0000% | $8000.00           | $8271.12           | Corporate Debt Securities |
| JOHN HANCOCK LIFE INS CO | 2028-07-15      | 5.0500%  | 0.0000% | $5000.00           | $5143.66           | Corporate Debt Securities |
| HOME DEPOT INC           | 2027-04-15      | 2.8750%  | 0.0000% | $3000.00           | $3003.49           | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA  | 2030-04-08      | 6.3750%  | 0.0000% | $2000.00           | $2198.15           | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA  | 2033-01-10      | 4.8000%  | 0.0000% | $1000.00           | $1015.11           | Corporate Debt Securities |
| INTERCONTINENTALEXCHANGE | 2031-06-15      | 5.2500%  | 0.0000% | $4000.00           | $4241.56           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2035-04-22      | 5.7660%  | 0.0000% | $3000.00           | $3270.51           | Corporate Debt Securities |
| JEFFERIES FIN GROUP INC  | 2034-06-21      | 6.3000%  | 0.0000% | $5000.00           | $5185.85           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2030-06-23      | 2.1500%  | 0.0000% | $5000.00           | $4584.36           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2033-12-21      | 5.2000%  | 0.0000% | $5000.00           | $5003.92           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2032-08-31      | 5.4500%  | 0.0000% | $1000.00           | $1027.34           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2034-11-29      | 5.2000%  | 0.0000% | $3000.00           | $3017.25           | Corporate Debt Securities |
| FIDELITY NATIONAL INFORM | 2028-05-15      | 4.2500%  | 0.0000% | $2000.00           | $2010.74           | Corporate Debt Securities |
| FIFTH THIRD BANCORP      | 2033-04-25      | 4.3370%  | 0.0000% | $2000.00           | $2003.76           | Corporate Debt Securities |
| FORD MOTOR COMPANY       | 2043-01-15      | 4.7500%  | 0.0000% | $67000.00          | $54310.31          | Corporate Debt Securities |
| FORD MOTOR COMPANY       | 2032-02-12      | 3.2500%  | 0.0000% | $50000.00          | $44991.71          | Corporate Debt Securities |
| FRANKLIN BSP CAPITAL CO  | 2029-06-15      | 7.2000%  | 0.0000% | $10000.00          | $10438.80          | Corporate Debt Securities |
| GATX CORP                | 2034-05-01      | 6.9000%  | 0.0000% | $5000.00           | $5769.97           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2039-05-15      | 5.7500%  | 0.0000% | $2000.00           | $2115.11           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2037-12-15      | 5.5000%  | 0.0000% | $2000.00           | $2100.57           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2038-02-15      | 5.7500%  | 0.0000% | $1000.00           | $1056.82           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2037-11-15      | 5.5000%  | 0.0000% | $2000.00           | $2102.63           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2033-08-15      | 4.7500%  | 0.0000% | $3000.00           | $3046.51           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2033-12-15      | 6.0000%  | 0.0000% | $2000.00           | $2185.92           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2031-01-28      | 4.7637%  | 0.0000% | $1000.00           | $1010.11           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2040-11-15      | 4.0000%  | 0.0000% | $5000.00           | $4563.42           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2042-11-15      | 4.1000%  | 0.0000% | $5000.00           | $4410.23           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2040-12-15      | 4.0000%  | 0.0000% | $1000.00           | $906.81            | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2042-12-15      | 4.0000%  | 0.0000% | $5000.00           | $4407.07           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2040-05-15      | 4.0000%  | 0.0000% | $2000.00           | $1803.45           | Corporate Debt Securities |
| TJX COS INC              | 2030-04-15      | 3.8750%  | 0.0000% | $5000.00           | $5063.64           | Corporate Debt Securities |
| TPG OPERATING GROUP II   | 2034-03-05      | 5.8750%  | 0.0000% | $3000.00           | $3187.86           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC   | 2063-02-15      | 6.0500%  | 0.0000% | $2000.00           | $2062.35           | Corporate Debt Securities |
| UNIVERSITY OF CHICAGO    | 2045-10-01      | 4.1510%  | 0.0000% | $4000.00           | $3495.90           | Corporate Debt Securities |
| WELLS FARGO & COMPANY    | 2028-04-17      | 3.0000%  | 0.0000% | $5000.00           | $4954.22           | Corporate Debt Securities |
| WELLS FARGO & COMPANY    | 2030-06-05      | 5.0500%  | 0.0000% | $2000.00           | $2025.63           | Corporate Debt Securities |
| WESTPAC BANKING CORP     | 2028-11-20      | 1.9530%  | 0.0000% | $3000.00           | $2875.57           | Corporate Debt Securities |
| WESTPAC BANKING CORP     | 2026-10-20      | 4.6000%  | 0.0000% | $5000.00           | $5108.99           | Corporate Debt Securities |
| WILLIS NORTH AMERICA INC | 2027-06-15      | 4.6500%  | 0.0000% | $2000.00           | $2031.02           | Corporate Debt Securities |
| WILLIS NORTH AMERICA INC | 2033-05-15      | 5.3500%  | 0.0000% | $5000.00           | $5225.24           | Corporate Debt Securities |
| BMW US CAPITAL LLC       | 2030-03-21      | 5.0500%  | 0.0000% | $2000.00           | $2107.85           | Corporate Debt Securities |
| HELMERICH & PAYNE INC    | 2029-12-01      | 4.8500%  | 0.0000% | $3000.00           | $3086.60           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2035-02-15      | 4.7800%  | 0.0000% | $2000.00           | $1991.21           | Corporate Debt Securities |
| NEWS CORP                | 2032-02-15      | 5.1250%  | 0.0000% | $10000.00          | $9954.98           | Corporate Debt Securities |
| VICI PROPERTIES / NOTE   | 2029-12-01      | 4.6250%  | 0.0000% | $10000.00          | $10086.69          | Corporate Debt Securities |
| MAIN STREET CAPITAL CORP | 2028-08-15      | 5.4000%  | 0.0000% | $5000.00           | $5027.55           | Corporate Debt Securities |
| MASTERCARD INC           | 2027-03-26      | 3.3000%  | 0.0000% | $3000.00           | $3029.26           | Corporate Debt Securities |
| METLIFE INC              | 2043-11-13      | 4.8750%  | 0.0000% | $2000.00           | $1887.93           | Corporate Debt Securities |
| MICROSOFT CORP           | 2043-12-15      | 4.8750%  | 0.0000% | $3000.00           | $3039.69           | Corporate Debt Securities |
| MOODY'S CORPORATION      | 2028-01-15      | 3.2500%  | 0.0000% | $8000.00           | $7929.85           | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC   | 2031-05-24      | 2.7500%  | 0.0000% | $2000.00           | $1866.41           | Corporate Debt Securities |
| National Bank of Canada  | 2034-12-04      | 5.3500%  | 0.0000% | $10000.00          | $10154.02          | Corporate Debt Securities |
| NATIONAL BANK CANADA NY  | 2029-08-22      | 5.0000%  | 0.0000% | $2000.00           | $1992.15           | Corporate Debt Securities |
| National Bank of Canada  | 2056-01-21      | 6.0000%  | 0.0000% | $6000.00           | $6042.48           | Corporate Debt Securities |
| National Bank of Canada  | 2029-07-08      | 4.7000%  | 0.0000% | $1000.00           | $1018.69           | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP    | 2026-03-15      | 7.7500%  | 0.0000% | $2000.00           | $2070.21           | Corporate Debt Securities |
| ONEOK PARTNERS LP        | 2043-09-15      | 6.2000%  | 0.0000% | $2000.00           | $2126.68           | Corporate Debt Securities |
| ORACLE CORP              | 2036-07-15      | 3.8500%  | 0.0000% | $2000.00           | $1718.88           | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY FINA | 2027-01-15      | 2.5000%  | 0.0000% | $2000.00           | $1947.65           | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP    | 2029-03-15      | 5.9500%  | 0.0000% | $2000.00           | $2049.89           | Corporate Debt Securities |
| VOYA HOLDINGS INC        | 2026-08-15      | 7.6250%  | 0.0000% | $1000.00           | $1014.76           | Corporate Debt Securities |
| AIR LEASE CORP           | 2029-10-01      | 3.2500%  | 0.0000% | $4000.00           | $3911.56           | Corporate Debt Securities |
| ALLSTATE CORP            | 2042-01-15      | 5.2000%  | 0.0000% | $4000.00           | $3989.15           | Corporate Debt Securities |
| ALTRIA GROUP INC         | 2029-02-14      | 4.8000%  | 0.0000% | $2000.00           | $2045.93           | Corporate Debt Securities |
| AMEREN CORP              | 2031-01-15      | 3.5000%  | 0.0000% | $2000.00           | $1943.71           | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP  | 2027-06-15      | 5.0000%  | 0.0000% | $3000.00           | $3048.45           | Corporate Debt Securities |
| AMERICAN FINANCIAL GROUP | 2047-06-15      | 4.5000%  | 0.0000% | $8000.00           | $6918.64           | Corporate Debt Securities |
| AON CORP                 | 2040-09-30      | 6.2500%  | 0.0000% | $2000.00           | $2254.08           | Corporate Debt Securities |
| APA CORP                 | 2035-02-15      | 6.1000%  | 0.0000% | $1000.00           | $1045.94           | Corporate Debt Securities |
| ARES CAPITAL CORP        | 2027-01-15      | 7.0000%  | 0.0000% | $2000.00           | $2060.91           | Corporate Debt Securities |
| ARES FINANCE CO II LLC   | 2030-06-15      | 3.2500%  | 0.0000% | $5000.00           | $4808.60           | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO  | 2034-02-15      | 6.5000%  | 0.0000% | $9000.00           | $9931.11           | Corporate Debt Securities |
| ASCENSION HEALTH         | 2035-11-15      | 4.9230%  | 0.0000% | $10000.00          | $10295.81          | Corporate Debt Securities |
| ASSURED GUARANTY US HLDG | 2031-06-15      | 3.1500%  | 0.0000% | $7000.00           | $6638.45           | Corporate Debt Securities |
| ASSURANT INC             | 2028-03-27      | 4.9000%  | 0.0000% | $4000.00           | $4129.83           | Corporate Debt Securities |
| ASSURANT INC             | 2030-02-22      | 3.7000%  | 0.0000% | $7000.00           | $6823.84           | Corporate Debt Securities |
| ATHENE HOLDING LTD       | 2031-01-15      | 3.5000%  | 0.0000% | $10000.00          | $9531.03           | Corporate Debt Securities |
| ATLASSIAN CORPORATION    | 2029-05-15      | 5.2500%  | 0.0000% | $2000.00           | $2062.03           | Corporate Debt Securities |
| BBVA GLOBAL SEC BV       | 2031-12-26      | 5.0000%  | 0.0000% | $5000.00           | $5054.06           | Corporate Debt Securities |
| BBVA GLOBAL SEC BV       | 2050-08-15      | 6.1000%  | 0.0000% | $9000.00           | $9227.38           | Corporate Debt Securities |
| BBVA GLOBAL SEC BV       | 2045-08-20      | 6.0000%  | 0.0000% | $8000.00           | $8044.81           | Corporate Debt Securities |
| BBVA GLOBAL SEC BV       | 2045-06-13      | 6.1500%  | 0.0000% | $5000.00           | $5118.18           | Corporate Debt Securities |
| BBVA GLOBAL SEC BV       | 2035-10-31      | 4.9500%  | 0.0000% | $5000.00           | $5004.49           | Corporate Debt Securities |
| BBVA GLOBAL SEC BV       | 2034-05-28      | 5.0000%  | 0.0000% | $5000.00           | $4949.68           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2029-08-24      | 2.8000%  | 0.0000% | $11000.00          | $10573.68          | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2040-02-15      | 3.6000%  | 0.0000% | $9000.00           | $7810.74           | Corporate Debt Securities |
| SANTANDER HOLDINGS USA   | 2027-05-31      | 6.1240%  | 0.0000% | $2000.00           | $2038.60           | Corporate Debt Securities |
| DEUTSCHE BANK AG         | 2034-07-17      | 5.6000%  | 0.0000% | $6000.00           | $6163.69           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2035-11-15      | 4.8500%  | 0.0000% | $5000.00           | $5065.83           | Corporate Debt Securities |
| JACKSON FINANCIAL INC    | 2027-06-08      | 5.1700%  | 0.0000% | $2000.00           | $2047.35           | Corporate Debt Securities |
| BBVA GLOBAL SEC BV       | 2034-09-19      | 5.0000%  | 0.0000% | $5000.00           | $5066.76           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2045-08-07      | 6.0000%  | 0.0000% | $7000.00           | $7343.72           | Corporate Debt Securities |
| WELLS FARGO & COMPANY    | 2034-06-10      | 5.7000%  | 0.0000% | $10000.00          | $10097.72          | Corporate Debt Securities |
| CITIGROUP INC            | 2030-11-05      | 2.9760%  | 0.0000% | $6000.00           | $5800.91           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2027-08-30      | 4.7000%  | 0.0000% | $3000.00           | $3071.97           | Corporate Debt Securities |
| BANK OF NY MELLON CORP   | 2026-10-15      | 1.0500%  | 0.0000% | $3000.00           | $2960.31           | Corporate Debt Securities |
| BANK OF NY MELLON CORP   | 2030-07-26      | 4.5960%  | 0.0000% | $1000.00           | $1023.04           | Corporate Debt Securities |
| BANK OF NY MELLON CORP   | 2028-07-21      | 4.5117%  | 0.0000% | $10000.00          | $10098.29          | Corporate Debt Securities |
| Bank of Nova Scotia      | 2029-02-14      | 4.9320%  | 0.0000% | $5000.00           | $5100.56           | Corporate Debt Securities |
| BARCLAYS BANK PLC        | 2030-04-02      | 5.0000%  | 0.0000% | $2000.00           | $2037.46           | Corporate Debt Securities |
| BARCLAYS BANK PLC        | 2030-04-15      | 3.6000%  | 0.0000% | $1000.00           | $989.66            | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINA | 2030-01-10      | 2.5000%  | 0.0000% | $3000.00           | $2830.99           | Corporate Debt Securities |
| BLACKROCK FUNDING INC    | 2034-03-14      | 5.0000%  | 0.0000% | $2000.00           | $2122.12           | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY FINA | 2028-03-15      | 6.1000%  | 0.0000% | $7000.00           | $7160.58           | Corporate Debt Securities |
| BOEING CO                | 2026-06-15      | 2.2500%  | 0.0000% | $10000.00          | $9985.20           | Corporate Debt Securities |
| BOEING CO                | 2027-03-01      | 2.8000%  | 0.0000% | $3000.00           | $3006.09           | Corporate Debt Securities |
| BROADRIDGE FINANCIAL SOL | 2029-12-01      | 2.9000%  | 0.0000% | $5000.00           | $4762.09           | Corporate Debt Securities |

### Security 49: Citigroup Global Markets Inc Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.030000%
- **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_4.03_0626
- **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:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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         |
|:---|:---|:---|:---|:---|:---|:---|
| JAZZ INVESTMENTS I LTD | 2030-09-15      | 3.1250%  | 0.0000% | $174000.00         | $249700.88         | Other Instrument |
| LUCID GROUP INC        | 2030-04-01      | 5.0000%  | 0.0000% | $7000.00           | $3961.14           | Other Instrument |
| RIVIAN AUTO INC        | 2029-03-15      | 4.6250%  | 0.0000% | $1000.00           | $1120.81           | Other Instrument |
| CLOUDFLARE INC         | 2030-06-15      | NA       | 0.0000% | $31000.00          | $32731.66          | Other Instrument |

### Security 50: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWN000_3.67_0302
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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                    | 2032-12-01      | 4.1990%  | 0.0000% | $1010.00           | $1011.43           | Agency Mortgage-Backed Securities |
| ASIAN DEVELOPMENT BANK         | 2029-09-19      | 1.7500%  | 0.0000% | $1000.00           | $948.26            | Other Instrument                  |
| Freddie Mac                    | 2029-09-01      | 4.0000%  | 0.0000% | $1000.00           | $1004.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 7.5000%  | 0.0000% | $1000.00           | $1082.29           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $1785478.00        | $482746.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.0000%  | 0.0000% | $1024.00           | $621.69            | Agency Mortgage-Backed Securities |
| INTL BK RECON & DEVELOP        | 2029-09-21      | 3.6250%  | 0.0000% | $2000.00           | $2037.00           | Other Instrument                  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $778.11            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $686.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $1023.00           | $875.60            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.5000%  | 0.0000% | $1000.00           | $922.63            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $989.34            | Agency Mortgage-Backed Securities |
| INTL BK RECON & DEVELOP        | 2027-06-15      | 3.1250%  | 0.0000% | $525000.00         | $525635.25         | Other Instrument                  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $661.17            | Agency Mortgage-Backed Securities |

### Security 51: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_3.67_0302
- **C.18 - Value (incl. sponsor support):** $676000.00
- **C.18.a - Value (excl. sponsor support):** $676000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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 | 2055-06-20      | 4.9615%  | 0.0000% | $5720.00           | $4749.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 4.6615%  | 0.0000% | $1000.00           | $993.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.5000%  | 0.0000% | $1024.00           | $1043.76           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $4194.00           | $4514.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-03-20      | 5.0000%  | 0.0000% | $937832.00         | $5597.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-20      | 5.0000%  | 0.0000% | $29696.00          | $77.12             | Agency Mortgage-Backed Securities |
| ASIAN DEVELOPMENT BANK         | 2029-08-28      | 3.6250%  | 0.0000% | $5000.00           | $5105.62           | Other Instrument                  |
| Freddie Mac                    | 2029-02-15      | 6.0000%  | 0.0000% | $20.00             | $0.04              | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-07-25      | 4.8172%  | 0.0000% | $6912.00           | $4972.22           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-03-25      | 3.0000%  | 0.0000% | $3400.00           | $3265.40           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-25      | 4.0000%  | 0.0000% | $5149.00           | $4841.81           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-05-15      | 0.1010%  | 0.0000% | $169344.00         | $624.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-03-25      | 1.4828%  | 0.0000% | $312064.00         | $6035.88           | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-10-25      | 1.5828%  | 0.0000% | $133376.00         | $5983.52           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-07-25      | 4.1317%  | 0.0000% | $10770.00          | $21.22             | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2048-01-01      | 4.0000%  | 0.0000% | $368600.00         | $4104.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-07-15      | 3.0000%  | 0.0000% | $245096.00         | $2014.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-06-20      | 4.0000%  | 0.0000% | $124225.00         | $4410.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 3.0000%  | 0.0000% | $1000.00           | $138.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 3.5000%  | 0.0000% | $115000.00         | $13686.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-03-20      | 4.5000%  | 0.0000% | $39982.00          | $5497.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.5000%  | 0.0000% | $26624.00          | $9131.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 2.0000%  | 0.0000% | $9000.00           | $4690.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 3.0000%  | 0.0000% | $21504.00          | $9632.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $6080.00           | $4475.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 5.5000%  | 0.0000% | $6000.00           | $4711.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 7.0000%  | 0.0000% | $2000.00           | $718.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 6.5000%  | 0.0000% | $6144.00           | $2805.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-15      | 4.0000%  | 0.0000% | $20874.00          | $4568.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-15      | 4.0000%  | 0.0000% | $8860.00           | $8317.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-15      | 3.7400%  | 0.0000% | $4846.00           | $4470.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 5.0000%  | 0.0000% | $63936.00          | $4529.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-15      | 3.5800%  | 0.0000% | $5060.00           | $4611.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 6.5000%  | 0.0000% | $1024.00           | $499.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-15      | 4.0000%  | 0.0000% | $82432.00          | $4493.14           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $4338.00           | $4541.49           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $4768.00           | $4633.09           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $3924.00           | $4110.30           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $3608.00           | $3739.90           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $5520.00           | $5946.89           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $4668.00           | $4817.78           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $4488.00           | $4610.08           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.5000%  | 0.0000% | $8960.00           | $9119.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.0000%  | 0.0000% | $4000.00           | $3727.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $2048.00           | $1673.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 4.5000%  | 0.0000% | $4202.00           | $4044.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.0000%  | 0.0000% | $1500.00           | $1401.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 6.0000%  | 0.0000% | $8733.00           | $5883.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.5000%  | 0.0000% | $2048.00           | $1540.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.5000%  | 0.0000% | $10240.00          | $9177.82           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | 4.3300%  | 0.0000% | $9344.00           | $9343.78           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-02-20      | 4.4622%  | 0.0000% | $4864.00           | $4877.75           | Agency Mortgage-Backed Securities |
| INTER-AMERICAN DEVEL BK        | 2028-03-20      | 3.9613%  | 0.0000% | $35000.00          | $35248.12          | Other Instrument                  |
| INTL BK RECON & DEVELOP        | 2027-06-15      | 3.9701%  | 0.0000% | $300000.00         | $302964.47         | Other Instrument                  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-01-15      | 5.5000%  | 0.0000% | $109276.00         | $1531.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-05-15      | 6.5000%  | 0.0000% | $2280992.00        | $4608.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 4.7417%  | 0.0000% | $4300.00           | $47.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-16      | 0.3462%  | 0.0000% | $326400.00         | $476.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-05-16      | 2.4500%  | 0.0000% | $3200.00           | $1530.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-07-16      | 0.8031%  | 0.0000% | $168000.00         | $4918.44           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-07-20      | 5.0000%  | 0.0000% | $6800.00           | $4861.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $1201300.00        | $84980.08          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 4.6815%  | 0.0000% | $7000.00           | $3471.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 4.6615%  | 0.0000% | $7000.00           | $3881.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.9615%  | 0.0000% | $7552.00           | $6006.17           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.6385%  | 0.0000% | $201200.00         | $8060.62           | Agency Mortgage-Backed Securities |

### Security 52: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.680000%
- **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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDNE005_3.68_0302
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 7.9900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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 | 2042-04-20      | 4.0000%  | 0.0000% | $28827871.00       | $240716.12         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 1.7885%  | 0.0000% | $26674176.00       | $1401733.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 1.8385%  | 0.0000% | $24921299.00       | $363056.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-09-20      | 1.1602%  | 0.0000% | $3092660.00        | $54495.05          | Agency Mortgage-Backed Securities |

### Security 53: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99VDNF002, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDNF002_4.03_0618
- **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:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| IHEARTCOMMUNICATIONS INC | 2029-05-01      | 9.1250%  | 0.0000% | $441342.00         | $401780.23         | Corporate Debt Securities |
| LUMENTUM HOLDINGS INC    | 2099-01-01      | NA       | 0.0000% | $1.00              | $677.00            | Equities                  |

### Security 54: ING Bank NV

- **C.1 - Title:** ING Bank NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20YU76, 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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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 55: 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: ATD211HJ6, C.3 - LEI: 254900F2ES7T4LUTQL51
- **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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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:** 2026-03-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer