# EDGAR Filing Document

**Accession Number:** 0001011008
**File Stem:** 0001752724-23-046855
**Filing Date:** 2023-2
**Character Count:** 57602
**Document Hash:** b26c5536f8aae505738e3c2bf2fc00b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046855.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046855

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07567
- **FILM NUMBER:** 23683415

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

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

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

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

## Series and Classes Contracts Data

### State Street Navigator Securities Lending Portfolio II (Series ID: S000063809)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $9462941351.45

**Total Liabilities:** $5356314.61

**Net Assets:** $9457585036.84

**Cash Not Reported:** $291271.39

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -3088.82000000 | **1-Year:** -77.18000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206723 | 0.28%                | 0.33%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $7000.00                 | $0.00                                      |
| Month 3  | $-109563.37              | $0.00                                      |

### Schedule of Portfolio Investments

| Name                                                     | Title                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DBS Bank Ltd                                             | DBS Bank Ltd                                             | CUSIP: 23305ENC3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  85000000 | PA      | $84929875.00  | 0.90%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                      | Wells Fargo Bank NA                                      | CUSIP: 95001KJR6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |  41500000 | PA      | $41500000.00  | 0.44%             | 2023-03-23      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                 | Svenska Handelsbanken AB                                 | CUSIP: 86960LEJ5<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        | 130000000 | PA      | $130000000.00 | 1.37%             | 2023-04-06      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                                 | Bank of Nova Scotia/Houston                              | CUSIP: 06417MK20<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-08-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TD Securities, Inc.                                      | TD SECURITIES USA TRI PARTY                              | CUSIP: 000000000<br>LEI: 5493006RJSLS5DA4PD75 | Long             | RA               | CORP              | US        |  96000000 | PA      | $96000000.00  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | Bank of Nova Scotia/The                                  | CUSIP: 06417LRL3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $25000553.96  | 0.26%             | 2023-03-24      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                                  | Sumitomo Mitsui Banking Corp/New York                    | CUSIP: 86565FQK1<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |  25000000 | PA      | $25000000.00  | 0.26%             | 2023-01-10      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                            | CITIBANK N.A.                                            | CUSIP: 17305T6B3<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |  77000000 | PA      | $77000000.00  | 0.81%             | 2023-05-02      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                     | Westpac Banking Corp                                     | CUSIP: 9612C4X71<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-03-02      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                                  | Canadian Imperial Bank of Commerce/New York NY           | CUSIP: 13606KAH9<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $25000000.00  | 0.26%             | 2023-01-06      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                          | Lloyds Bank PLC                                          | CUSIP: 53946BFW6<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  61250000 | PA      | $61250000.00  | 0.65%             | 2023-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Mackinac Funding Co LLC                                  | Mackinac Funding Co LLC                                  | CUSIP: 55458FNA1<br>LEI: 549300DSZ0UOZX6UNF02 | Long             | STIV             | CORP              | US        |  75000000 | PA      | $74938750.00  | 0.79%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                     | Westpac Banking Corp                                     | CUSIP: 9612C42F7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-06-09      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                                     | ING US Funding LLC                                       | CUSIP: 44988GCD8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  40000000 | PA      | $40000000.00  | 0.42%             | 2023-02-24      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                 | Toyota Credit Canada Inc                                 | CUSIP: 89232DNQ3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | STIV             | CORP              | US        |  27000000 | PA      | $26944087.50  | 0.28%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                                 | Nordea Bank Abp/New York NY                              | CUSIP: 65558UTS1<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  55000000 | PA      | $55000000.00  | 0.58%             | 2023-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                                     | Anglesea Funding LLC                                     | CUSIP: 0347M3N67<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        | 150000000 | PA      | $149946708.33 | 1.59%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                            | CITIBANK N.A.                                            | CUSIP: 17305T5B4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-02-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                             | BNP PARIBAS SA TRI A R                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                             | BNK OF NOVA SCOTIA NY TRI D R                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                  | Australia & New Zealand Banking Group Ltd                | CUSIP: 05253MSG0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  59000000 | PA      | $59000000.00  | 0.62%             | 2023-04-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | Bank of America NA                                       | CUSIP: 06050TNF5<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |  64000000 | PA      | $64000000.00  | 0.68%             | 2024-01-08      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                         | MUFG Bank Ltd/New York NY                                | CUSIP: 55380T6T2<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |  80000000 | PA      | $80000000.00  | 0.85%             | 2023-03-14      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                  | Australia & New Zealand Banking Group Ltd                | CUSIP: 05253MSJ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-03-07      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Gotham Funding Corp                                      | Gotham Funding Corp                                      | CUSIP: 38346MR30<br>LEI: 549300Z2ZR7VTUMRPR17 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $49418750.00  | 0.52%             | 2023-04-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                  | Australia & New Zealand Banking Group Ltd                | CUSIP: 05253MRB2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        | 158000000 | PA      | $158000000.00 | 1.67%             | 2023-04-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                                     | ING US Funding LLC                                       | CUSIP: 44988GCS5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 102000000 | PA      | $102000000.00 | 1.08%             | 2023-08-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                  | Oversea-Chinese Banking Corp Ltd                         | CUSIP: 69034CNG9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-04-14      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                             | DNB Bank ASA                                             | CUSIP: 2332K4MR2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  30500000 | PA      | $30500000.00  | 0.32%             | 2023-04-05      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                                 | Bank of Nova Scotia/Houston                              | CUSIP: 06417MVG7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $25000000.00  | 0.26%             | 2023-02-17      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Mountcliff Funding LLC                                   | Mountcliff Funding LLC                                   | CUSIP: 62455BN35<br>LEI: 549300QQWCVSS127SC64 | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                          | CREDIT AGRICOLE                                          | CUSIP: 22536AZ72<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | STIV             | CORP              | FR        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-02-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | BANK OF NOVA SCOTIA                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-01-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                                  | Columbia Funding Co LLC                                  | CUSIP: 19767DQ80<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        | 100000000 | PA      | $99168000.00  | 1.05%             | 2023-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                            | CITIBANK N.A.                                            | CUSIP: 17305T2W1<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |  22000000 | PA      | $22000000.00  | 0.23%             | 2023-03-03      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                 | Svenska Handelsbanken/New York NY                        | CUSIP: 86959RYQ7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  45500000 | PA      | $45500000.00  | 0.48%             | 2023-04-04      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                 | Svenska Handelsbanken/New York NY                        | CUSIP: 86959RP53<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-06-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                       | Mizuho Bank Ltd/New York NY                              | CUSIP: 60710RB46<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  40000000 | PA      | $40000000.00  | 0.42%             | 2023-04-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA/NY                                    | Banco Santander SA/New York                              | CUSIP: 05966DP97<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |  75000000 | PA      | $75003716.00  | 0.79%             | 2023-02-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SKANDINAV ENSKILDA BANK                                  | Skandinaviska Enskilda Banken AB                         | CUSIP: 83050WDT8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |  45500000 | PA      | $45500000.00  | 0.48%             | 2023-02-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                  | Australia & New Zealand Banking Group Ltd                | CUSIP: 05253MRQ9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  43750000 | PA      | $43750000.00  | 0.46%             | 2023-03-24      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                         | MUFG Bank Ltd/New York NY                                | CUSIP: 55380T6W5<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   4500000 | PA      | $4500357.12   | 0.05%             | 2023-03-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI BANK L                                 | National Australia Bank Ltd                              | CUSIP: 63254GVQ5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-04-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                  | Oversea-Chinese Banking Corp Ltd                         | CUSIP: 69034CNX2<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |  65000000 | PA      | $65000000.00  | 0.69%             | 2023-03-17      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                     | Westpac Banking Corp                                     | CUSIP: 9612C4W98<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  13000000 | PA      | $13000000.00  | 0.14%             | 2023-02-17      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                   | Macquarie Bank Ltd                                       | CUSIP: 55607NPB0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24990371.40  | 0.26%             | 2023-04-06      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                            | HSBC Bank PLC                                            | CUSIP: 40433FTE9<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-11-01      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                                        | Barton Capital SA                                        | CUSIP: 06945MNT9<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $49855000.00  | 0.53%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                                     | Anglesea Funding LLC                                     | CUSIP: 0347M3NX8<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |  50000000 | PA      | $49830444.44  | 0.53%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                                 | Bank of Nova Scotia/Houston                              | CUSIP: 06417MC37<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  48500000 | PA      | $48500000.00  | 0.51%             | 2023-05-08      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                    | BANK OF AMERICA, N.A.                                    | CUSIP: 06054R4Q2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  70000000 | PA      | $70000000.00  | 0.74%             | 2023-04-10      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank UK PLC                                     | Barclays Bank UK PLC                                     | CUSIP: 06744RN53<br>LEI: 213800UUGANOMFJ9X769 | Long             | STIV             | CORP              | GB        | 100000000 | PA      | $99976000.00  | 1.06%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK                                      | TORONTO DOMINION BK                                      | CUSIP: 89115BFW5<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-05-11      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                         | Bank of Montreal                                         | CUSIP: 06373L3Z0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-06-08      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                 | Svenska Handelsbanken AB                                 | CUSIP: 86960LEA4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-01-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                  | Oversea-Chinese Banking Corp Ltd                         | CUSIP: 69034CNY0<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-02-17      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMM                           | CANADIAN IMPERIAL BANK OF COMM                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | US        | 110000000 | PA      | $110000000.00 | 1.16%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                           | CITIGROUP TRI PARTY D                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        | 150000000 | PA      | $150000000.00 | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                                             | DBS Bank Ltd                                             | CUSIP: 23305ENW9<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        | 100000000 | PA      | $99677500.00  | 1.05%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | United States Treasury Bill                              | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 100000000 | PA      | $99843666.67  | 1.06%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                                     | Anglesea Funding LLC                                     | CUSIP: 0347M3N34<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC BANK N.V.                                            | KBC BANK N.V.                                            | CUSIP: 4823TC3E1<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | STIV             | CORP              | BE        |  32500000 | PA      | $32500000.00  | 0.34%             | 2023-01-03      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                          | Lloyds Bank PLC                                          | CUSIP: 53946BGK1<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-05-08      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LEGACY CAPITAL LLC                                       | Legacy Capital Co LLC                                    | CUSIP: 52468NE68<br>LEI: 549300R17K287CL1GQ68 | Long             | STIV             | CORP              | US        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-02-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Antalis SA                                               | Antalis SA                                               | CUSIP: 03664BN51<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |  25000000 | PA      | $24994416.67  | 0.26%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                       | Mizuho Bank Ltd/New York NY                              | CUSIP: 60710RGQ2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                                  | Canadian Imperial Bank of Commerce/New York NY           | CUSIP: 13606KLP9<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-05-08      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ABU DHABI INTERNATIONAL BANK I                           | ABU DHABI INTERNATIONAL BANK I                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  85706000 | PA      | $85706000.00  | 0.91%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                       | Mizuho Bank Ltd/New York NY                              | CUSIP: 60710R2G9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-05-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | ROYAL BANK OF CANADA                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-01-03      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Pierce Fenner & Smith, Inc.                | MERRILL LYNCH TRI PARTY D                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | Long             | RA               | CORP              | US        | 232000000 | PA      | $232000000.00 | 2.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                                  | Canadian Imperial Bank of Commerce/New York NY           | CUSIP: 13606KCA2<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $25000000.00  | 0.26%             | 2023-02-14      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JP MORGAN SEC LLC TPR D                                  | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        | 500000000 | PA      | $500000000.00 | 5.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                                 | Bank of Nova Scotia/Houston                              | CUSIP: 06417MD44<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-05-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                           | CITIGROUP TRI PARTY E                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  12400000 | PA      | $12400000.00  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                     | Westpac Banking Corp                                     | CUSIP: 9612C4X30<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  23000000 | PA      | $23000000.00  | 0.24%             | 2023-02-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MUFG Securities Americas, Inc.                           | MITSUBISHI UFJ SEC. USA INC                              | CUSIP: 000000000<br>LEI: K5HU16E3LMSVCCJJJ255 | Long             | RA               | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                                  | Royal Bank of Canada/New York NY                         | CUSIP: 78015JB63<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |  68000000 | PA      | $68000000.00  | 0.72%             | 2023-05-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                       | Mizuho Bank Ltd/New York NY                              | CUSIP: 60710RT88<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  44000000 | PA      | $44010254.84  | 0.47%             | 2023-05-04      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BEDFORD ROW FUNDING CORP                                 | Bedford Row Funding Corp                                 | CUSIP: 07644DLZ9<br>LEI: 5493000JWH1Z48FX0180 | Long             | STIV             | CORP              | US        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-03-09      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK, LTD. NEW YORK BRA                           | MIZUHO BANK, LTD. NEW YORK BRA                           | CUSIP: 000000000<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | US        | 125000000 | PA      | $125000000.00 | 1.32%             | 2023-01-03      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                       | Mizuho Bank Ltd/New York NY                              | CUSIP: 60710RE84<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  89000000 | PA      | $89000000.00  | 0.94%             | 2023-04-26      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                 | United Overseas Bank Ltd                                 | CUSIP: 91127RBZ9<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-02-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI BANK L                                 | National Australia Bank Ltd                              | CUSIP: 63254GVR3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-03-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | United States Treasury Bill                              | CUSIP: 912796ZH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  55000000 | PA      | $55000000.00  | 0.58%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                              | KBC BANK NV                                              | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | STIV             | CORP              | GB        | 300000000 | PA      | $300000000.00 | 3.17%             | 2023-01-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Pierce Fenner & Smith, Inc.                | MERRILL LYNCH TRI PARTY CP2                              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | Long             | RA               | CORP              | US        |  72000000 | PA      | $72000000.00  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                                  | Sumitomo Mitsui Banking Corp/New York                    | CUSIP: 86565FQS4<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-01-31      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                         | MUFG Bank Ltd/New York NY                                | CUSIP: 55380UC21<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-02-14      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SWEDBANK                                                 | Swedbank AB                                              | CUSIP: 87019YCN9<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-04-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SWEDBANK                                                 | Swedbank AB                                              | CUSIP: 87019YCF6<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-02-13      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                         | MUFG Bank Ltd/New York NY                                | CUSIP: 55380UC39<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-04-14      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                                     | Barclays Bank PLC/NY                                     | CUSIP: 06742T2Q8<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-05-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                   | Macquarie Bank Ltd                                       | CUSIP: 55607NMU1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |  23000000 | PA      | $23000000.00  | 0.24%             | 2023-01-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                      | SOCIETE GEN TRI PARTY D                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |  45000000 | PA      | $45000000.00  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                            | HSBC Bank PLC                                            | CUSIP: 40433FTD1<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |  40500000 | PA      | $40500000.00  | 0.43%             | 2023-03-16      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                                  | Canadian Imperial Bank of Commerce/New York NY           | CUSIP: 13606KQJ8<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        | 125000000 | PA      | $125000000.00 | 1.32%             | 2023-08-09      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                        | CDP Financial Inc                                        | CUSIP: 12509QAV5<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |  80000000 | PA      | $80000000.00  | 0.85%             | 2023-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                            | HSBC Bank PLC                                            | CUSIP: 40433FSX8<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |  23000000 | PA      | $23000000.00  | 0.24%             | 2023-02-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                | Toronto-Dominion Bank/The                                | CUSIP: 89120DUF4<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  40000000 | PA      | $40000000.00  | 0.42%             | 2023-03-29      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                         | MUFG Bank Ltd/New York NY                                | CUSIP: 55380T6H8<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-03-09      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                                  | Royal Bank of Canada/New York NY                         | CUSIP: 78015JAW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |  69250000 | PA      | $69250000.00  | 0.73%             | 2023-05-11      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                           | CITIGROUP TRI PARTY BB2                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                   | Federal Home Loan Banks                                  | CUSIP: 3130ATUX3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-02-06      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| COLLAT CP FLEX CO LLC                                    | Collateralized Commercial Paper FLEX Co LLC              | CUSIP: 19423MEN6<br>LEI: 549300QFFTZ0K7V16U14 | Long             | STIV             | CORP              | US        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-03-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST NY                                 | SUMITOMO MITSUI TRUST NY                                 | CUSIP: 86564MB56<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        | 100000000 | PA      | $100000000.00 | 1.06%             | 2023-01-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                                        | Natixis SA/New York NY                                   | CUSIP: 63873QVK7<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |  85000000 | PA      | $85000000.00  | 0.90%             | 2023-03-03      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Antalis SA                                               | Antalis SA                                               | CUSIP: 03664BN44<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |  75100000 | PA      | $75090988.00  | 0.79%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALI                                 | Commonwealth Bank of Australia                           | CUSIP: 20272AZ74<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-04-06      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                 | Standard Chartered Bank/New York                         | CUSIP: 85325VCC2<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |  55500000 | PA      | $55500000.00  | 0.59%             | 2023-02-06      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                         | Bank of Montreal                                         | CUSIP: 06373L4Q9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-05-08      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                         | MUFG Bank Ltd/New York NY                                | CUSIP: 55380T7G9<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |  45500000 | PA      | $45500000.00  | 0.48%             | 2023-02-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                           | CITIGROUP TRI PARTY BB2                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  18600000 | PA      | $18600000.00  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                   | Macquarie Bank Ltd                                       | CUSIP: 55607NNJ5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-02-03      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | Bank of Nova Scotia/The                                  | CUSIP: 06417LSF5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-04-10      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                 | United Overseas Bank Ltd                                 | CUSIP: 91127RCK1<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |  95000000 | PA      | $95000000.00  | 1.00%             | 2023-03-06      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| KBC BANK N.V.                                            | KBC BANK N.V.                                            | CUSIP: 4823TC6V0<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | STIV             | CORP              | BE        |  40000000 | PA      | $40000000.00  | 0.42%             | 2023-01-06      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                     | Westpac Banking Corp                                     | CUSIP: 9612C4T76<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.26%             | 2023-03-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPM CLEARING CORP TRI PARTY                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK                                      | TORONTO DOMINION BK                                      | CUSIP: 89115BF39<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        | 125000000 | PA      | $125000000.00 | 1.32%             | 2023-08-14      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP NY                                  | Westpac Banking Corp/NY                                  | CUSIP: 96130ALS5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-01-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE                                                     | BPCE SA                                                  | CUSIP: 05571EBH9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-07-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                  | Cooperatieve Rabobank UA/NY                              | CUSIP: 21684LFE7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | NL        | 125000000 | PA      | $125000000.00 | 1.32%             | 2023-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                                  | Sumitomo Mitsui Banking Corp/New York                    | CUSIP: 86565FSD5<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |  75000000 | PA      | $75000000.00  | 0.79%             | 2023-03-03      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SWEDBANK                                                 | Swedbank AB                                              | CUSIP: 87019YDF5<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  50000000 | PA      | $50000000.00  | 0.53%             | 2023-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITE                           | NATIONAL AUSTRALIA BANK LIMITE                           | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.26%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK                                     | BNP Paribas SA/New York NY                               | CUSIP: 05586F2C0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | STIV             | CORP              | FR        |  60000000 | PA      | $60000000.00  | 0.63%             | 2023-03-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DZ Bank AG Deutsche Zentral-Genossenschaftsbank/New York | DZ Bank AG Deutsche Zentral-Genossenschaftsbank/New York | CUSIP: 26821JN30<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | STIV             | CORP              | DE        | 150000000 | PA      | $150000000.00 | 1.59%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Collateralized Commercial Paper FLEX Co LLC              | Collateralized Commercial Paper FLEX Co LLC              | CUSIP: 19423KQ23<br>LEI: 549300QFFTZ0K7V16U14 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $49610111.11  | 0.52%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                              | Nationwide Building Society                              | CUSIP: 6385E1N98<br>LEI: 549300XFX12G42QIKN82 | Long             | STIV             | CORP              | GB        |  50000000 | PA      | $49964250.00  | 0.53%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Pierce Fenner & Smith, Inc.                | MERRILL LYNCH TRI PARTY E                                | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | Long             | RA               | CORP              | US        |  40000000 | PA      | $40000000.00  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

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

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer