# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-034722
**Filing Date:** 2026-4
**Character Count:** 73386
**Document Hash:** 230aab0236cc716bc5f0e82e9ac18c8c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034722.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034722

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26843364

**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):** 2026-03-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

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

**LEI of Series:** 9845000684ADA4E9C818

**EDGAR Series Identifier:** S000100105

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 33 days

- **WAL:** 74 days

- **Total Value of Portfolio Securities:** $25059064.48

- **Amortized Cost of Portfolio Securities:** $25064342.23

- **Cash:** $774.60

- **Total Other Assets:** $15204.42

- **Total Liabilities:** $3518.12

- **Net Assets of Series:** $25071525.38

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $11022699.62              | $12972167.05               | 44.0000%                  | 51.7800%                   |
| 2026-03-03 | $10524420.00              | $13323313.85               | 42.0100%                  | 53.1800%                   |
| 2026-03-04 | $10175705.94              | $13324812.16               | 40.6100%                  | 53.1800%                   |
| 2026-03-05 | $11482124.07              | $13281530.52               | 45.9000%                  | 53.0900%                   |
| 2026-03-06 | $10384273.75              | $13283265.61               | 41.5000%                  | 53.0800%                   |
| 2026-03-09 | $10987617.50              | $13286835.47               | 43.9100%                  | 53.0900%                   |
| 2026-03-10 | $10491367.16              | $13290301.83               | 41.9200%                  | 53.1000%                   |
| 2026-03-11 | $10143667.55              | $13292813.71               | 40.5200%                  | 53.1100%                   |
| 2026-03-12 | $11494588.91              | $13294032.49               | 45.9200%                  | 53.1000%                   |
| 2026-03-13 | $10746585.33              | $13295722.78               | 42.9200%                  | 53.1000%                   |
| 2026-03-16 | $11100256.11              | $13049723.25               | 44.3200%                  | 52.1100%                   |
| 2026-03-17 | $10604095.91              | $13053245.85               | 42.3400%                  | 52.1200%                   |
| 2026-03-18 | $10256113.87              | $13055439.10               | 40.5400%                  | 51.6000%                   |
| 2026-03-19 | $11358141.11              | $12807727.95               | 45.3400%                  | 51.1300%                   |
| 2026-03-20 | $10260870.49              | $12810007.94               | 40.9500%                  | 51.1200%                   |
| 2026-03-23 | $10865087.77              | $12814555.20               | 43.3500%                  | 51.1300%                   |
| 2026-03-24 | $10368285.81              | $13067255.97               | 41.3700%                  | 52.1300%                   |
| 2026-03-25 | $10019574.75              | $13068745.97               | 39.9700%                  | 52.1400%                   |
| 2026-03-26 | $11368900.81              | $13068359.79               | 45.3500%                  | 52.1300%                   |
| 2026-03-27 | $10273313.07              | $13072436.99               | 40.9700%                  | 52.1300%                   |
| 2026-03-30 | $11373905.81              | $13073641.45               | 45.3500%                  | 52.1300%                   |
| 2026-03-31 | $10875637.59              | $13075029.83               | 43.3600%                  | 52.1300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.8100%             |
| 2026-03-03 | 3.8100%             |
| 2026-03-04 | 3.8100%             |
| 2026-03-05 | 3.8100%             |
| 2026-03-06 | 3.8000%             |
| 2026-03-09 | 3.8000%             |
| 2026-03-10 | 3.7900%             |
| 2026-03-11 | 3.7900%             |
| 2026-03-12 | 3.7900%             |
| 2026-03-13 | 3.7900%             |
| 2026-03-16 | 3.7900%             |
| 2026-03-17 | 3.7900%             |
| 2026-03-18 | 3.7900%             |
| 2026-03-19 | 3.7900%             |
| 2026-03-20 | 3.7800%             |
| 2026-03-23 | 3.7800%             |
| 2026-03-24 | 3.7800%             |
| 2026-03-25 | 3.7800%             |
| 2026-03-26 | 3.7800%             |
| 2026-03-27 | 3.7900%             |
| 2026-03-30 | 3.7900%             |
| 2026-03-31 | 3.7900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 100.0170                    |
|  |  |
| 2026-03-03 | 100.0245                    |
|  |  |
| 2026-03-04 | 100.0339                    |
|  |  |
| 2026-03-05 | 100.0421                    |
|  |  |
| 2026-03-06 | 100.0654                    |
|  |  |
| 2026-03-09 | 100.0800                    |
|  |  |
| 2026-03-10 | 100.0902                    |
|  |  |
| 2026-03-11 | 100.0982                    |
|  |  |
| 2026-03-12 | 100.1046                    |
|  |  |
| 2026-03-13 | 100.1231                    |
|  |  |
| 2026-03-16 | 100.1398                    |
|  |  |
| 2026-03-17 | 100.1495                    |
|  |  |
| 2026-03-18 | 100.1570                    |
|  |  |
| 2026-03-19 | 100.1644                    |
|  |  |
| 2026-03-20 | 100.1857                    |
|  |  |
| 2026-03-23 | 100.2030                    |
|  |  |
| 2026-03-24 | 100.2119                    |
|  |  |
| 2026-03-25 | 100.2218                    |
|  |  |
| 2026-03-26 | 100.2317                    |
|  |  |
| 2026-03-27 | 100.2548                    |
|  |  |
| 2026-03-30 | 100.2748                    |
|  |  |
| 2026-03-31 | 100.2861                    |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $25071525.38

- **Number of Shares Outstanding:** 250000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 100.0170        |
|  |  |
| 2026-03-03 | 100.0245        |
|  |  |
| 2026-03-04 | 100.0339        |
|  |  |
| 2026-03-05 | 100.0421        |
|  |  |
| 2026-03-06 | 100.0654        |
|  |  |
| 2026-03-09 | 100.0800        |
|  |  |
| 2026-03-10 | 100.0902        |
|  |  |
| 2026-03-11 | 100.0982        |
|  |  |
| 2026-03-12 | 100.1046        |
|  |  |
| 2026-03-13 | 100.1231        |
|  |  |
| 2026-03-16 | 100.1398        |
|  |  |
| 2026-03-17 | 100.1495        |
|  |  |
| 2026-03-18 | 100.1570        |
|  |  |
| 2026-03-19 | 100.1644        |
|  |  |
| 2026-03-20 | 100.1857        |
|  |  |
| 2026-03-23 | 100.2030        |
|  |  |
| 2026-03-24 | 100.2119        |
|  |  |
| 2026-03-25 | 100.2218        |
|  |  |
| 2026-03-26 | 100.2317        |
|  |  |
| 2026-03-27 | 100.2548        |
|  |  |
| 2026-03-30 | 100.2748        |
|  |  |
| 2026-03-31 | 100.2861        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6300%           |
| 2026-03-03 | 3.6300%           |
| 2026-03-04 | 3.6300%           |
| 2026-03-05 | 3.6300%           |
| 2026-03-06 | 3.6200%           |
| 2026-03-09 | 3.6200%           |
| 2026-03-10 | 3.6100%           |
| 2026-03-11 | 3.6100%           |
| 2026-03-12 | 3.6100%           |
| 2026-03-13 | 3.6100%           |
| 2026-03-16 | 3.6100%           |
| 2026-03-17 | 3.6100%           |
| 2026-03-18 | 3.6100%           |
| 2026-03-19 | 3.6100%           |
| 2026-03-20 | 3.6000%           |
| 2026-03-23 | 3.6000%           |
| 2026-03-24 | 3.6000%           |
| 2026-03-25 | 3.6000%           |
| 2026-03-26 | 3.6000%           |
| 2026-03-27 | 3.6100%           |
| 2026-03-30 | 3.6100%           |
| 2026-03-31 | 3.6100%           |

**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: 0347M3D76, C.4 - ISIN: US0347M3D765, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $349748.21
- **C.18.a - Value (excl. sponsor support):** $349748.21
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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 3.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BD29, C.4 - ISIN: US03664BD291, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $349927.90
- **C.18.a - Value (excl. sponsor support):** $349927.90
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $497785.80
- **C.18.a - Value (excl. sponsor support):** $497785.80
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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: 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):** $345315.60
- **C.18.a - Value (excl. sponsor support):** $345315.60
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 5: 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):** $342295.73
- **C.18.a - Value (excl. sponsor support):** $342295.73
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 6: 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):** $346336.27
- **C.18.a - Value (excl. sponsor support):** $346336.27
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 7: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.930000%
- **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):** $349996.92
- **C.18.a - Value (excl. sponsor support):** $349996.92
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Barclays Bank U.K. PLC

- **C.1 - Title:** Barclays Bank U.K. PLC 3.679920%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RD21, C.4 - ISIN: US06744RD211, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $249948.23
- **C.18.a - Value (excl. sponsor support):** $249948.23
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Barclays Bank PLC NY

- **C.1 - Title:** Barclays Bank PLC NY 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJE2, C.4 - ISIN: US06745GJE26, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $350104.69
- **C.18.a - Value (excl. sponsor support):** $350104.69
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Britannia Funding Company LLC

- **C.1 - Title:** Britannia Funding Company 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):** $347515.46
- **C.18.a - Value (excl. sponsor support):** $347515.46
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 11: 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: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $249217.98
- **C.18.a - Value (excl. sponsor support):** $249217.98
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 12: 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):** $344989.86
- **C.18.a - Value (excl. sponsor support):** $344989.86
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 13: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 3.820000%
- **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):** $349912.26
- **C.18.a - Value (excl. sponsor support):** $349912.26
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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):** $246254.40
- **C.18.a - Value (excl. sponsor support):** $246254.40
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 15: 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):** $348391.86
- **C.18.a - Value (excl. sponsor support):** $348391.86
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 16: 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: 39014JD72, C.4 - ISIN: US39014JD720, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $249820.15
- **C.18.a - Value (excl. sponsor support):** $249820.15
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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 17: HSBC Bank PLC

- **C.1 - Title:** HSBC Bank PLC 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FWB1, C.4 - ISIN: US40433FWB11, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $350164.54
- **C.18.a - Value (excl. sponsor support):** $350164.54
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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):** $347476.96
- **C.18.a - Value (excl. sponsor support):** $347476.96
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 19: 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):** $348019.56
- **C.18.a - Value (excl. sponsor support):** $348019.56
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 20: 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):** $348472.92
- **C.18.a - Value (excl. sponsor support):** $348472.92
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 21: Mackinac Funding Company LLC

- **C.1 - Title:** Mackinac Funding Company LLC 3.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FHA8, C.4 - ISIN: US55458FHA84, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $344989.86
- **C.18.a - Value (excl. sponsor support):** $344989.86
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 22: Mackinac Funding Company LLC

- **C.1 - Title:** Mackinac Funding Company LLC 3.750000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FJ16, C.4 - ISIN: US55458FJ160, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $393307.28
- **C.18.a - Value (excl. sponsor support):** $393307.28
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 23: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AA52, C.4 - ISIN: US60701AA521, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $349870.19
- **C.18.a - Value (excl. sponsor support):** $349870.19
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: National Australia Bank Ltd

- **C.1 - Title:** National Australia Bank Ltd 3.820000%
- **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):** $349894.06
- **C.18.a - Value (excl. sponsor support):** $349894.06
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: National Australia Bank Ltd

- **C.1 - Title:** National Australia Bank Ltd 3.960000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3Y9, C.4 - ISIN: US63254G3Y93, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $249945.55
- **C.18.a - Value (excl. sponsor support):** $249945.55
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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):** $345855.20
- **C.18.a - Value (excl. sponsor support):** $345855.20
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 27: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp 3.990000%
- **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):** $350077.63
- **C.18.a - Value (excl. sponsor support):** $350077.63
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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):** $399991.68
- **C.18.a - Value (excl. sponsor support):** $399991.68
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 29: Norinchukin Bank

- **C.1 - Title:** Norinchukin Bank 3.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BJA8, C.4 - ISIN: US65603BJA89, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $349999.69
- **C.18.a - Value (excl. sponsor support):** $349999.69
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Norinchukin Bank

- **C.1 - Title:** Norinchukin Bank 3.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BJC4, C.4 - ISIN: US65603BJC46, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $249999.05
- **C.18.a - Value (excl. sponsor support):** $249999.05
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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 31: Reliance Funding Company LLC

- **C.1 - Title:** Reliance Funding Company 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):** $499536.95
- **C.18.a - Value (excl. sponsor support):** $499536.95
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 32: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.800000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSM0, C.4 - ISIN: US78014XSM01, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $349988.52
- **C.18.a - Value (excl. sponsor support):** $349988.52
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.920000%
- **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):** $349995.91
- **C.18.a - Value (excl. sponsor support):** $349995.91
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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):** $344987.86
- **C.18.a - Value (excl. sponsor support):** $344987.86
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 35: Sumitomo Mitsui Banking Corp

- **C.1 - Title:** Sumitomo Mitsui Banking Corp 3.830000%
- **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):** $349901.37
- **C.18.a - Value (excl. sponsor support):** $349901.37
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Swedbank AB

- **C.1 - Title:** Swedbank AB 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YGK8, C.4 - ISIN: US87020YGK82, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $349754.58
- **C.18.a - Value (excl. sponsor support):** $349754.58
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-11
- **C.13 - Final Legal Maturity Date:** 2027-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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):** $344522.82
- **C.18.a - Value (excl. sponsor support):** $344522.82
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 38: 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):** $248562.80
- **C.18.a - Value (excl. sponsor support):** $248562.80
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 39: 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):** $246300.50
- **C.18.a - Value (excl. sponsor support):** $246300.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 40: 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_0401
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $1095300.00        | $1020114.38        | U.S. Treasuries (including strips) |

### Security 41: Verto Capital I - Compartment D

- **C.1 - Title:** Verto Capital I - Compartment D 3.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541DD27, C.4 - ISIN: US92541DD273, C.3 - LEI: 6354002PK2XXIMVH8H29
- **C.18 - Value (incl. sponsor support):** $249948.70
- **C.18.a - Value (excl. sponsor support):** $249948.70
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: 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_0401
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $1086300.00        | $1020045.48        | U.S. Treasuries (including strips) |

### Security 43: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC 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: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_3.67_0401
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1007611.00        | $1020000.66        | Agency Mortgage-Backed Securities |

### Security 44: 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_0401
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL                    | 2055-09-20      | 6.5000%  | 0.0000% | $772525.00         | $792624.53         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-04-20      | 5.5000%  | 0.0000% | $1239.00           | $1016.23           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-06-20      | 4.0000%  | 0.0000% | $194048.00         | $18062.49          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2042-02-15      | 4.0000%  | 0.0000% | $1000.00           | $76.88             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $35685.00          | $21051.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 4.5619%  | 0.0000% | $69400.00          | $68764.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 5.0619%  | 0.0000% | $68028.00          | $60747.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-25      | 4.6619%  | 0.0000% | $1000.00           | $947.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.5000%  | 0.0000% | $1757.00           | $51.58             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $25515.00          | $18638.72          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2044-05-15      | 4.6250%  | 0.0000% | $16500.00          | $16277.38          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-11-30      | 3.7500%  | 0.0000% | $22200.00          | $21998.11          | U.S. Treasuries (including strips) |
| STRIPS                                | 2029-05-15      | NA       | 0.0000% | $8.20              | $7.27              | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $1006.00           | $1002.85           | Agency Mortgage-Backed Securities  |

### Security 45: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.930000%
- **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):** $249938.98
- **C.18.a - Value (excl. sponsor support):** $249938.98
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.070000%
- **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_4.07_0717
- **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:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| US BANCORP      | 2079-12-31      | 3.7000%  | 0.0000% | $1000.00           | $983.29            | Corporate Debt Securities |
| GS FINANCE CORP | 2065-05-13      | 3.9595%  | 0.0000% | $1000.00           | $995.05            | Corporate Debt Securities |
| WIX LTD         | 2030-09-15      | NA       | 0.0000% | $1000.00           | $827.50            | Other Instrument          |
| AMEREN CORP     | 2035-03-15      | 5.3750%  | 0.0000% | $265000.00         | $267352.91         | Corporate Debt Securities |

### Security 47: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.740000%
- **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_3.74_0401
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| VISTRA OPERATIONS CO LLC | 2026-12-30      | 5.0500%  | 0.0000% | $98000.00          | $99366.61          | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM COR | 2040-03-15      | 6.2000%  | 0.0000% | $98000.00          | $99521.50          | Corporate Debt Securities |
| MEDLINE BORROWER/MEDL CO | 2029-04-01      | 6.2500%  | 0.0000% | $95000.00          | $99554.30          | Corporate Debt Securities |
| GGAM FINANCE LTD         | 2029-04-15      | 6.8750%  | 0.0000% | $95000.00          | $99775.78          | Corporate Debt Securities |
| PERMIAN RESOURC OPTG LLC | 2027-04-15      | 8.0000%  | 0.0000% | $96000.00          | $99611.41          | Corporate Debt Securities |
| ENTEGRIS INC             | 2029-04-15      | 4.7500%  | 0.0000% | $99000.00          | $99840.79          | Corporate Debt Securities |
| XPO INC                  | 2028-06-01      | 6.2500%  | 0.0000% | $97000.00          | $99950.09          | Corporate Debt Securities |
| FORD MOTOR COMPANY       | 2032-08-19      | 6.1000%  | 0.0000% | $98000.00          | $99280.53          | Corporate Debt Securities |
| ANTERO RESOURCES CORP    | 2030-03-01      | 5.3750%  | 0.0000% | $99000.00          | $99860.23          | Corporate Debt Securities |
| YUM! BRANDS INC          | 2031-03-15      | 3.6250%  | 0.0000% | $108000.00         | $99298.56          | Corporate Debt Securities |
| TOPAZ SOLAR FARMS LLC    | 2039-09-30      | 5.7500%  | 0.0000% | $55204.00          | $54800.46          | Corporate Debt Securities |
| GLP CAPITAL LP / FIN II  | 2036-03-01      | 5.6250%  | 0.0000% | $102000.00         | $99139.79          | Corporate Debt Securities |

### Security 48: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.040000%
- **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_4.04_0724
- **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:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? 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% | $200000.00         | $276960.42         | Other Instrument |
| SHIFT4 PAYMENTS INC    | 2028-05-01      | 6.0000%  | 0.0000% | $3039.00           | $165595.11         | Other Instrument |

### Security 49: 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_0401
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.5541%  | 0.0000% | $100000.00         | $38132.00          | Agency Mortgage-Backed Securities |
| INTL BK RECON & DEVELOP        | 2031-02-10      | 1.2500%  | 0.0000% | $11000.00          | $9695.19           | Other Instrument                  |
| INTER-AMERICAN DEVEL BK        | 2027-01-13      | 1.5000%  | 0.0000% | $20000.00          | $19703.00          | Other Instrument                  |
| INTL BK RECON & DEVELOP        | 2029-09-21      | 3.6250%  | 0.0000% | $2000.00           | $1983.43           | Other Instrument                  |
| ASIAN DEVELOPMENT BANK         | 2029-09-19      | 1.7500%  | 0.0000% | $2000.00           | $1862.19           | Other Instrument                  |
| ASIAN DEVELOPMENT BANK         | 2026-08-14      | 1.7500%  | 0.0000% | $3000.00           | $2983.51           | Other Instrument                  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 4.7329%  | 0.0000% | $1172054.00        | $955528.08         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-07-25      | 5.1619%  | 0.0000% | $1000.00           | $969.58            | Agency Mortgage-Backed Securities |

### Security 50: 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_0401
- **C.18 - Value (incl. sponsor support):** $2030000.00
- **C.18.a - Value (excl. sponsor support):** $2030000.00
- **C.19 - Percentage of Net Assets:** 8.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| INTER-AMERICAN DEVEL BK               | 2027-10-04      | 4.0346%  | 0.0000% | $300000.00         | $303540.31         | Other Instrument                  |
| INTL BK RECON & DEVELOP               | 2028-05-05      | 3.6250%  | 0.0000% | $35000.00          | $35356.00          | Other Instrument                  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $389191.00         | $68142.68          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2056-02-18      | 5.1500%  | 0.0000% | $648000.00         | $640400.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.0000%  | 0.0000% | $2139204.00        | $46755.43          | Agency Mortgage-Backed Securities |
| INTER-AMERICAN DEVEL BK               | 2031-01-13      | 1.1250%  | 0.0000% | $225000.00         | $197664.19         | Other Instrument                  |
| INTL BK RECON & DEVELOP               | 2028-07-12      | 3.5000%  | 0.0000% | $25000.00          | $24998.01          | Other Instrument                  |
| INTER-AMERICAN DEVEL BK               | 2033-09-13      | 4.5000%  | 0.0000% | $25000.00          | $25459.50          | Other Instrument                  |
| INTL BK RECON & DEVELOP               | 2028-09-13      | 1.1250%  | 0.0000% | $625000.00         | $585770.31         | Other Instrument                  |
| INTL BK RECON & DEVELOP               | 2027-06-15      | 3.1250%  | 0.0000% | $115000.00         | $115018.56         | Other Instrument                  |
| INTL FINANCE CORP                     | 2028-01-21      | 4.5000%  | 0.0000% | $10000.00          | $10192.75          | Other Instrument                  |
| ASIAN DEVELOPMENT BANK                | 2028-10-01      | 6.3750%  | 0.0000% | $16000.00          | $17302.80          | Other Instrument                  |

### Security 51: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America 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: 99VDNE005, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDNE005_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 7.9800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2042-08-15      | 0.4097%  | 0.0000% | $3900324.00        | $1495691.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 2.1590%  | 0.0000% | $17524200.00       | $564309.58         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Bank of America Tri Party Repo 4.040000%
- **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_4.04_0717
- **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:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DOMINICAN REPUBLIC | 2037-03-15      | 6.9500%  | 0.0000% | $398000.00         | $402293.98         | Corporate Debt Securities |
| US BANCORP         | 2099-01-01      | NA       | 0.0000% | $4.00              | $203.52            | Equities                  |

### Security 53: National Bank Of Canada

- **C.1 - Title:** National Bank Of Canada 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21JKL8, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $250000.00
- **C.18.a - Value (excl. sponsor support):** $250000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: ING Bank NV

- **C.1 - Title:** ING Bank NV 3.669900%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21LCG3, 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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Date:** 2026-04-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer