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38150AGC3 2027-06-10 1.650000 0.00 4000.00 3882.40 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 1730T3BE2 2036-05-31 3.500000 0.00 2000.00 1889.58 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 1730T3BM4 2036-07-15 3.400000 0.00 9000.00 8012.22 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 1730T3BQ5 2036-08-15 3.350000 0.00 7000.00 6114.34 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAX1 2029-03-04 4.581600 0.00 3000.00 3034.99 Corporate Debt Securities CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AS4 2030-02-06 2.500000 0.00 2000.00 1878.38 Corporate Debt Securities CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAA9 2027-10-15 4.750000 0.00 4000.00 4068.83 Corporate Debt Securities COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 2029-04-05 3.850000 0.00 2000.00 2010.93 Corporate Debt Securities UBS AG/NASSAU BFM8T61CT2L1QCEMIK50 22548Q3E3 2026-04-14 5.178500 0.00 5000.00 5030.93 Corporate Debt Securities JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXS3 2027-06-11 4.311600 0.00 8000.00 8112.05 Corporate Debt Securities DEUTSCHE BANK AG N/A 25160YAN8 2027-09-19 4.690400 0.00 7000.00 7033.27 Corporate Debt Securities DEUTSCHE BANK AG N/A 25161FAY4 2044-07-17 6.100000 0.00 10000.00 10102.08 Corporate Debt Securities DEUTSCHE BANK AG N/A 25161FC89 2044-09-16 5.650000 0.00 1000.00 1022.34 Corporate Debt Securities DEUTSCHE BANK AG N/A 25161FGB8 2035-09-28 4.750000 0.00 7000.00 6957.27 Corporate Debt Securities DEUTSCHE BANK AG N/A 25161FLF3 2034-07-31 5.650000 0.00 4000.00 4018.59 Corporate Debt Securities DEUTSCHE BANK AG N/A 25161FRA8 2039-02-28 6.000000 0.00 2000.00 2059.71 Corporate Debt Securities DEUTSCHE BANK AG N/A 25161FS90 2044-11-19 6.100000 0.00 1000.00 1016.80 Corporate Debt Securities DEUTSCHE BANK AG N/A 25161FVE5 2034-08-30 5.650000 0.00 5000.00 5141.82 Corporate Debt Securities CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 254709AM0 2027-02-09 4.100000 0.00 8000.00 8024.32 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5.050000 0.00 6000.00 5994.88 Corporate Debt Securities BANK OF MONTREAL N/A 06368FAD1 2026-09-15 4.311600 0.00 3000.00 3032.46 Corporate Debt Securities BANK OF MONTREAL N/A 06368GVC8 2029-06-15 4.500000 0.00 9000.00 9089.19 Corporate Debt Securities BANK OF MONTREAL N/A 06368L3M6 2027-06-04 4.478600 0.00 9000.00 9134.61 Corporate Debt Securities BANK OF MONTREAL N/A 06368LC53 2026-12-11 5.266000 0.00 4000.00 4088.83 Corporate Debt Securities BANK OF MONTREAL N/A 06375M3X1 2028-09-15 5.900000 0.00 5000.00 5145.80 Corporate Debt Securities BANK OF MONTREAL N/A 06376AHX1 2027-09-20 4.230000 0.00 2000.00 2032.12 Corporate Debt Securities BANK OF MONTREAL N/A 06376BNB0 2036-10-02 4.750000 0.00 5000.00 4976.76 Corporate Debt Securities BANK OF MONTREAL N/A 06376BNN4 2029-10-22 5.000000 0.00 2000.00 2031.70 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 00206RMT6 2034-02-15 5.400000 0.00 2000.00 2096.96 Corporate Debt Securities NATIONAL RURAL UTIL COOP N/A 63743F2A3 2028-02-15 4.450000 0.00 3000.00 3002.56 Corporate Debt Securities AFLAC INC 549300N0B7DOGLXWPP39 001055AF9 2040-08-15 6.450000 0.00 4000.00 4495.28 Corporate Debt Securities AFLAC INC 549300N0B7DOGLXWPP39 001055BJ0 2030-04-01 3.600000 0.00 3000.00 2996.52 Corporate Debt Securities EQUIFAX INC 5493004MCF8JDC86VS77 294429AV7 2027-12-15 5.100000 0.00 6000.00 6167.16 Corporate Debt Securities FACTSET RESEARCH SYSTEMS 549300ZSJE7NBK6K9P30 303075AA3 2027-03-01 2.900000 0.00 8000.00 8008.22 Corporate Debt Securities F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321M2D1 2027-04-11 2.300000 0.00 2000.00 1975.70 Corporate Debt Securities FAIRFAX FINANCIAL HLDGS GLS7OQD0WOEDI8YAP031 303901AB8 2026-04-15 8.300000 0.00 3000.00 3105.61 Corporate Debt Securities FEDEX CORP 549300E707U7WNPZN687 31428XBA3 2035-02-01 3.900000 0.00 2000.00 1905.29 Corporate Debt Securities CITADEL LP 549300IPM6EKPVUPFL67 17288XAB0 2027-01-15 4.875000 0.00 10000.00 10073.27 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 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GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC69 2031-01-28 4.763700 0.00 1000.00 1010.11 Corporate Debt Securities GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143C2F7 2040-11-15 4.000000 0.00 5000.00 4563.42 Corporate Debt Securities GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143C2K6 2042-11-15 4.100000 0.00 5000.00 4410.23 Corporate Debt Securities GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143C2N0 2040-12-15 4.000000 0.00 1000.00 906.81 Corporate Debt Securities GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143C2S9 2042-12-15 4.000000 0.00 5000.00 4407.07 Corporate Debt Securities GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143C3Y5 2040-05-15 4.000000 0.00 2000.00 1803.45 Corporate Debt Securities TJX COS INC V167QI9I69W364E2DY52 872540AT6 2030-04-15 3.875000 0.00 5000.00 5063.64 Corporate Debt Securities TPG OPERATING GROUP II 2549001H9RJQNZT7MU11 872652AA0 2034-03-05 5.875000 0.00 3000.00 3187.86 Corporate Debt Securities UNITEDHEALTH GROUP INC 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NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 2048.00 1673.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3618N5GM5 2055-02-20 4.500000 0.00 4202.00 4044.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 1500.00 1401.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3618N5JE0 2055-02-20 6.000000 0.00 8733.00 5883.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3618N5MS5 2055-05-20 6.500000 0.00 2048.00 1540.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3618N5PL7 2055-05-20 6.500000 0.00 10240.00 9177.82 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385NED2 2056-02-20 4.330000 0.00 9344.00 9343.78 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385NFG4 2066-02-20 4.462200 0.00 4864.00 4877.75 Agency Mortgage-Backed Securities INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DU9 2028-03-20 3.961300 0.00 35000.00 35248.12 Other Instrument INTER-AMERICAN DEVEL BK INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058LH4 2027-06-15 3.970100 0.00 300000.00 302964.47 Other Instrument WORLD BANK GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36205JDJ1 2038-01-15 5.500000 0.00 109276.00 1531.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295NEU7 2029-05-15 6.500000 0.00 2280992.00 4608.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375Y6F4 2039-02-20 4.741700 0.00 4300.00 47.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378B2G3 2053-01-16 0.346200 0.00 326400.00 476.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380N2N8 2061-05-16 2.450000 0.00 3200.00 1530.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NPW3 2061-07-16 0.803100 0.00 168000.00 4918.44 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381PZN6 2052-07-20 5.000000 0.00 6800.00 4861.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383FVE0 2051-12-20 3.500000 0.00 1201300.00 84980.08 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38383X7C2 2053-05-20 4.681500 0.00 7000.00 3471.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 4.661500 0.00 7000.00 3881.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DHM2 2053-07-20 4.961500 0.00 7552.00 6006.17 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385EBL7 2055-03-20 1.638500 0.00 201200.00 8060.62 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 676000.00 676000.00 0.0270 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 3.680000% 99VDNE005 549300HN4UKV1E2R3U73 0000065100 99VDNE005_3.68_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378HJ49 2042-04-20 4.000000 0.00 28827871.00 240716.12 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385HJ81 2055-10-20 1.788500 0.00 26674176.00 1401733.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383LT34 2052-12-20 1.838500 0.00 24921299.00 363056.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QS94 2070-09-20 1.160200 0.00 3092660.00 54495.05 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0368 2000000.00 2000000.00 0.0799 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 4.030000% 99VDNF002 549300HN4UKV1E2R3U73 0000065100 99VDNF002_4.03_0618 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N Y IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBJ5 2029-05-01 9.125000 0.00 441342.00 401780.23 Corporate Debt Securities LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024U109 2099-01-01 NA 0.00 1.00 677.00 Equities Y 2026-03-02 2026-06-18 2026-06-18 N N N 0.0403 350000.00 350000.00 0.0140 N N N Y ING Bank NV ING Bank NV 3.680000% ATD20YU76 3TK20IVIUJ8J3ZU0QE75 0000319432 Non-Negotiable Time Deposit Y 2026-03-03 2026-03-03 2026-03-03 N N N 0.0368 250000.00 250000.00 0.0100 N N Y N National Bank of Canada National Bank of Canada 3.660000% ATD211HJ6 254900F2ES7T4LUTQL51 0000926171 Non-Negotiable Time Deposit Y 2026-03-06 2026-03-06 2026-03-06 N N N 0.0366 250000.00 250000.00 0.0100 N N Y N 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A STATE STREET INSTITUTIONAL INVESTMENT TRUST 2026-03-06 /s/ Chad Hallett Chad Hallett Deputy Treasurer