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Tri Party Repo NatWest Markets Securities Inc. Tri Party Repo 3.619900% 929FGT005 549300WHU4EIHRP28H10 0000808379 929FGT005_3.62_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 1000900.00 1020022.79 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1000000.00 1000000.00 0.0399 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.619900% 930PNG000 8I5DZWZKVSZI1NUHU748 0001168163 930PNG000_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FXK8 2056-05-01 6.000000 0.00 994983.00 1020000.52 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1000000.00 1000000.00 0.0399 N Y Y N RBC Dominion Securities Inc. Tri Party Repo RBC Dominion Securities Inc. Tri Party Repo 3.630000% 932UEV004 549300QJJX6CVVUXLE15 0001317808 932UEV004_3.63_0601 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 38385H7P6 2055-11-20 5.075100 0.00 63657.00 53576.43 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 900.00 916.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GCR8 2055-05-20 5.025100 0.00 1000.00 595.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385FBL4 2055-04-20 4.925100 0.00 1007.00 832.14 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 6841.00 6587.17 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 2221.00 1690.57 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 998100.00 759579.77 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618H9TG3 2054-06-20 6.500000 0.00 1090.00 851.40 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YW26 2054-04-20 4.000000 0.00 10783.00 9224.11 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YRJ5 2054-02-20 6.000000 0.00 1000.00 488.85 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.500000 0.00 1008.00 383.67 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 14100.00 14369.77 U.S. Treasuries (including strips) FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DNUY7 2052-07-01 5.000000 0.00 1130.00 702.81 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVMV4 2054-05-01 6.500000 0.00 1314.00 856.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYK50 2056-03-25 4.612100 0.00 5031.00 4429.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXS60 2061-03-01 2.500000 0.00 9154.00 4615.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QTDN6 2053-10-01 6.500000 0.00 1000.00 698.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVRM8 2054-11-01 5.500000 0.00 1000.00 943.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5CW2 2056-02-01 5.000000 0.00 43712.00 42366.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y73A4 2055-12-01 5.500000 0.00 1008.00 1012.88 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SSN9 2056-04-01 4.500000 0.00 38165.00 36730.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXGM3 2056-05-01 5.000000 0.00 1024.00 1016.07 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6BL6 2055-08-01 6.500000 0.00 1024.00 694.65 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 192952.00 17570.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179TNS0 2047-12-20 4.000000 0.00 1000.00 101.39 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179V7G9 2051-02-20 3.500000 0.00 1000.00 358.53 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WBX5 2051-03-20 2.000000 0.00 1021.00 493.13 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 1000.00 691.27 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179Y5J9 2054-08-20 4.500000 0.00 62876.00 57380.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 1024.00 819.10 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 1000000.00 1000000.00 0.0399 N Y Y N Washington Morgan Capital Company LLC (Series A) Washington Morgan Capital Company LLC (Series A) 4.000000% 93930MG13 2549001B50UEKC5ND641 US93930MG131 Asset Backed Commercial Paper Y 2026-07-01 2026-07-01 2026-07-01 N Y Guggenheim Treasury Services LLC 1.0000 N 0.0382 249124.13 249124.13 0.0099 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 3.920000% 95001KXA7 KB1H1DSPRFMYMCUFXT09 US95001KXA77 0000072971 Certificate of Deposit Y 2026-06-01 2027-03-18 2027-03-18 N N N 0.0400 249843.70 249843.70 0.0100 N N N N Westpac Banking Corp Westpac Banking Corp 3.830000% 9612C1RG4 EN5TNI6CI43VEPAMHL14 US9612C1RG48 Financial Company Commercial Paper Y 2027-04-16 2027-04-16 2027-04-16 N N N 0.0396 337596.46 337596.46 0.0135 N N N N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 4.050000% 975LUZ005 8I5DZWZKVSZI1NUHU748 0001168163 975LUZ005_4.05_0911 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N Y CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189T206 2029-09-15 3.369200 0.00 5.00 165.01 Other Instrument CONVERTIBLES BITCOIN INFRASTRUCTUR N/A G1143H119 2030-11-06 NA 0.00 74.00 25.16 Equities COREWEAVE INC 984500511DP2B6186053 21873SAH1 2032-10-01 1.750000 0.00 245000.00 287308.44 Other Instrument CONVERTIBLES Y 2026-06-01 2026-09-11 2026-09-11 N N N 0.0405 250000.00 250000.00 0.0100 N N N Y TD Securities USA LLC Tri Party Repo TD Securities USA LLC Tri Party Repo 3.720000% 976GZE007 5493006RJSLS5DA4PD75 0001335977 976GZE007_3.72_0601 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N Y REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 2030-02-15 6.300000 0.00 94000.00 99738.70 Corporate Debt Securities QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 2031-04-01 3.375000 0.00 108000.00 99339.21 Corporate Debt Securities 1011778 BC / NEW RED FIN N/A 68245XAT6 2029-09-15 5.625000 0.00 98000.00 99838.73 Corporate Debt Securities OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DH5 2039-06-15 7.950000 0.00 81000.00 99714.78 Corporate Debt Securities MEDLINE BORROWER/MEDL CO N/A 58506DAA6 2029-04-01 6.250000 0.00 96000.00 99502.03 Corporate Debt Securities GLP CAPITAL LP / FIN II N/A 361841AV1 2033-02-15 5.250000 0.00 100000.00 99697.67 Corporate Debt Securities XPO INC 54930096DB9LCLPN7H13 98379KAA0 2028-06-01 6.250000 0.00 37000.00 38642.16 Corporate Debt Securities ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 2029-04-15 4.750000 0.00 100000.00 99868.56 Corporate Debt Securities EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BD8 2031-03-15 4.800000 0.00 101000.00 99511.26 Corporate Debt Securities ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAU0 2036-02-01 5.400000 0.00 99000.00 99438.57 Corporate Debt Securities VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAZ5 2036-01-31 5.350000 0.00 100000.00 99558.36 Corporate Debt Securities WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAQ7 2030-07-15 3.875000 0.00 103000.00 99186.28 Corporate Debt Securities FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AL1 2027-07-15 3.250000 0.00 17000.00 16739.68 Corporate Debt Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0372 1000000.00 1000000.00 0.0399 N Y Y N Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 4.020000% 985TJH009 MBNUM2BPBDO7JBLYG310 0000315030 985TJH009_4.02_0918 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N Y RIVIAN AUTO INC 25490004LNKJ84MFYY24 76954AAB9 2029-03-15 4.625000 0.00 29000.00 32465.70 Other Instrument CONVERTIBLES ETSY INC 54930089Q7XT501AEA40 29786AAN6 2028-06-15 0.250000 0.00 1000.00 909.24 Other Instrument CONVERTIBLES BILL HOLDINGS INC 549300IBF9VZZIGOZW63 090043AF7 2030-04-01 NA 0.00 284000.00 249153.20 Other Instrument CONVERTIBLES SHIFT4 PAYMENTS INC N/A 82452JAD1 2027-08-01 0.500000 0.00 1000.00 947.94 Other Instrument CONVERTIBLES ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAC6 2028-07-15 NA 0.00 5000.00 4572.50 Other Instrument CONVERTIBLES Y 2026-06-01 2026-09-18 2026-09-18 N N N 0.0402 250000.00 250000.00 0.0100 N N N Y Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.619900% 996JWN000 549300WO2DKF0Q3YMV43 0000033738 996JWN000_3.62_0601 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N Y ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EP4 2029-09-19 1.750000 0.00 5000.00 4654.06 Other Instrument SUPRANATIONAL INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058KL6 2029-09-21 3.625000 0.00 2000.00 1982.91 Other Instrument WORLD BANK FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132XCR31 2047-12-01 3.500000 0.00 1024.00 234.06 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133USJN2 2050-11-01 2.500000 0.00 1000.00 661.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPE66 2055-12-25 4.812100 0.00 1002.00 956.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X8M38 2050-11-01 2.500000 0.00 8019.00 3967.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6P87 2055-05-01 6.500000 0.00 1024.00 821.60 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NW21 2052-06-01 3.000000 0.00 920788.00 762011.46 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N3XT6 2056-04-20 6.500000 0.00 19216.00 20427.87 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 207390.00 204851.45 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381QEG2 2055-08-20 4.705100 0.00 1000.00 938.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DPN1 2053-10-20 5.125100 0.00 1023.00 378.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DR41 2053-11-20 5.075100 0.00 1000.00 378.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384NVP7 2054-05-20 3.624900 0.00 100000.00 3786.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384Y4M0 2054-12-20 5.055100 0.00 1000.00 606.25 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384YZC8 2054-10-20 4.725100 0.00 1000.00 724.47 Agency Mortgage-Backed Securities INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0EP9 2034-07-17 4.375000 0.00 1000.00 1015.22 Other Instrument SUPRANATIONAL INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459056RA7 2035-08-27 4.375000 0.00 1000.00 1005.75 Other Instrument WORLD BANK INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JR5 2031-02-10 1.250000 0.00 11000.00 9682.80 Other Instrument WORLD BANK ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 04517PBT8 2033-06-14 3.875000 0.00 1000.00 991.03 Other Instrument SUPRANATIONAL Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1000000.00 1000000.00 0.0399 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. LLC Tri Party Repo 3.619900% 99VDKE008 FOR8UP27PHTHYVLBNG30 0000076999 99VDKE008_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A2EG3 2038-02-01 6.000000 0.00 5378470.00 32984.40 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385PTR0 2056-04-20 4.525100 0.00 277619.00 268944.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380FAL0 2046-07-20 3.000000 0.00 125000.00 110330.67 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36176AFV6 2035-08-20 5.000000 0.00 1829801.00 69802.52 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 469000.00 469000.00 0.0187 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 3.630000% 99VDNE005 DWW559HN8WVTCCS4VJ94 0000065100 99VDNE005_3.63_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BYHK1 2055-02-25 1.000000 0.00 176815.00 3485.08 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137GC6N8 2056-06-25 1.120000 0.00 25000000.00 628111.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38373MBE9 2041-09-16 6.659700 0.00 79994.00 413.57 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385SLB7 2066-05-20 2.605900 0.00 18642240.00 804383.99 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384NC78 2054-05-20 5.750000 0.00 413900.00 419752.64 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385R2C8 2056-05-20 1.000000 0.00 1100000.00 19413.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376F6M9 2036-09-20 5.750000 0.00 9999990.00 184440.74 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 2000000.00 2000000.00 0.0798 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 4.020000% 99VDNF002 DWW559HN8WVTCCS4VJ94 0000065100 99VDNF002_4.02_0911 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N Y COREWEAVE INC 984500511DP2B6186053 21873S108 2099-01-01 NA 0.00 8.00 854.88 Equities PLEXUS CORP N/A 729132100 2099-01-01 NA 0.00 4.00 1071.56 Equities MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 2029-04-01 3.875000 0.00 409000.00 400277.28 Corporate Debt Securities MAXIMUS INC N/A 577933104 2099-01-01 NA 0.00 3.00 188.64 Equities Y 2026-06-01 2026-09-11 2026-09-11 N N N 0.0402 350000.00 350000.00 0.0140 N N N Y ING Bank NV ING Bank NV 3.639900% ATD22JGF5 3TK20IVIUJ8J3ZU0QE75 0000319432 Non-Negotiable Time Deposit Y 2026-06-02 2026-06-02 2026-06-02 N N N 0.0364 250000.00 250000.00 0.0100 N N Y N National Bank Of Canada National Bank Of Canada 3.660000% ATD22LA74 BSGEFEIOM18Y80CKCV46 0000926171 Non-Negotiable Time Deposit Y 2026-06-04 2026-06-04 2026-06-04 N N N 0.0366 250000.00 250000.00 0.0100 N N Y N ING Bank NV ING Bank NV 3.639900% ATD22M6Y8 3TK20IVIUJ8J3ZU0QE75 0000319432 Non-Negotiable Time Deposit Y 2026-06-05 2026-06-05 2026-06-05 N N N 0.0364 200000.00 200000.00 0.0080 N N Y N 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 349678.88 0.00 0.00 0.00 850000.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A STATE STREET INSTITUTIONAL INVESTMENT TRUST 2026-06-05 /s/ Chad Hallett Chad Hallett Deputy Treasurer